Dynamic Asset Allocation Overlay Portfolio Holdings




Note: Holdings are updated monthly and are posted 30 days after the month-end. Holdings are subject to change without notice.

As described in the Portfolios' Prospectus, each Portfolio may invest in a variety of derivative instruments. For a description of these instruments and the Portfolios' exposures, please refer to the most recent semi-annual or annual shareholder report, as applicable.


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November Holdings (as of 11/30/2016)

 
 
 
 
Security Description Shares Market Value ($) % of Portfolio
10 Yr Australian Bond Futures 149 14,177,575.00 0.71
10 Yr Japan Bond (OSE) Futures -32 -42,112,844.00 -2.11
AB Fixed Income Shares, Inc. - Government Money Ma 385,528,826 385,528,826.00 19.34
ABM Industries, Inc. 8,530 375,320.00 0.02
Acadia Healthcare Co., Inc. 6,501 247,103.00 0.01
Adobe Systems, Inc. 40,541 4,168,020.00 0.21
Advanced Disposal Services, Inc. 7,926 158,995.00 0.01
Advanced Micro Devices, Inc. 33,780 300,979.00 0.02
AdvancePierre Foods Holdings, Inc. 8,471 229,309.00 0.01
AECOM 15,472 562,407.00 0.03
Aetna, Inc. 110,893 14,509,240.00 0.73
Affiliated Managers Group, Inc. 2,685 397,648.00 0.02
Agnico Eagle Mines Ltd. 14,019 576,085.00 0.03
Agrium, Inc. (Toronto) 2,324 234,247.00 0.01
Aker BP ASA 40,645 665,227.00 0.03
Aker Solutions ASA 74,333 335,260.00 0.02
Akorn, Inc. 14,162 300,517.00 0.02
Alder Biopharmaceuticals, Inc. 5,551 130,726.00 0.01
Alexandria Real Estate Equities, Inc. 4,583 502,286.00 0.03
Alexion Pharmaceuticals, Inc. 47,425 5,813,830.00 0.29
Align Technology, Inc. 5,451 507,215.00 0.03
Allied Properties Real Estate Investment Trust 9,850 248,518.00 0.01
Allstate Corp. (The) 127,558 8,918,855.00 0.45
Alphabet, Inc. - Class A 3,791 2,941,361.00 0.15
Alphabet, Inc. - Class C 23,666 17,939,774.00 0.90
alstria office REIT-AG 41,872 511,874.00 0.03
Altria Group, Inc. 198,132 12,666,578.00 0.64
Amdocs Ltd. 9,140 538,985.00 0.03
American Electric Power Co., Inc. 211,066 12,463,447.00 0.63
American Financial Group, Inc./OH 7,190 591,233.00 0.03
American International Group, Inc. 193,512 12,255,114.00 0.61
AMETEK, Inc. 6,856 324,631.00 0.02
Amsurg Corp. 6,937 472,548.00 0.02
Anadarko Petroleum Corp. 22,035 1,523,773.00 0.08
Anixter International, Inc. 8,270 646,300.00 0.03
Antofagasta PLC 74,466 642,551.00 0.03
AO Smith Corp. 9,370 455,663.00 0.02
Apartment Investment & Management Co. - Class A 10,266 432,227.00 0.02
Apple, Inc. 285,047 31,503,394.00 1.58
Archer-Daniels-Midland Co. 23,542 1,017,746.00 0.05
ARIAD Pharmaceuticals, Inc. 14,370 193,707.00 0.01
Arista Networks, Inc. 5,090 482,582.00 0.02
Arkema SA 7,194 689,847.00 0.03
Armada Hoffler Properties, Inc. 24,608 345,745.00 0.02
Ascendas India Trust 23,843 17,466.00 0.00
Aspen Technology, Inc. 9,793 517,364.00 0.03
Associated Banc-Corp. 19,890 454,486.00 0.02
Assura PLC 163,936 117,429.00 0.01
Atlas Air Worldwide Holdings, Inc. 5,440 268,736.00 0.01
Australian Dollar 151,801 112,097.00 0.01
Australian Dollar Currency Forward 113,676,274 -3,481,583.00 -0.17
Australian Dollar Currency Forward -113,676,274 -631,633.00 -0.03
Australian Dollar Currency Forward -57,971,014 -322,111.00 -0.02
AvalonBay Communities, Inc. 5,270 867,022.00 0.04
Avnet, Inc. 5,490 251,936.00 0.01
Axiare Patrimonio SOCIMI SA 18,221 252,769.00 0.01
Ayala Land, Inc. 347,736 229,946.00 0.01
B/E Aerospace, Inc. 4,170 250,366.00 0.01
Bank of America Corp. 1,218,780 25,740,633.00 1.29
Barclays Bank PLC 1.513% CPI# 4,267,044 -4,209,293.00 -0.21
Barrick Gold Corp. 45,331 680,878.00 0.03
BB Progressivo II FII 2,769 100,939.00 0.01
Bernstein Fund, Inc. - International Small Cap Por 7,482,029 76,615,983.00 3.84
Bernstein Fund, Inc. - International Strategic Equ 12,773,258 130,925,896.00 6.57
Bernstein Fund, Inc. - Small Cap Core Portfolio - 3,683,849 41,995,882.00 2.11
Big Lots, Inc. 7,139 361,304.00 0.02
Big Yellow Group PLC 26,530 220,682.00 0.01
Biogen, Inc. 23,783 6,993,866.00 0.35
Blackstone Mortgage Trust, Inc. - Class A 7,305 219,751.00 0.01
Bloomin' Brands, Inc. 27,380 509,268.00 0.03
Boliden AB 28,884 746,256.00 0.04
Booz Allen Hamilton Holding Corp. 17,700 669,237.00 0.03
Boston Properties, Inc. 7,448 922,700.00 0.05
BP PLC 262,969 1,525,492.00 0.08
BR Malls Participacoes SA 14,461 46,094.00 0.00
BR Properties SA 6,592 15,384.00 0.00
Brandywine Realty Trust 35,613 546,665.00 0.03
Bright Horizons Family Solutions, Inc. 8,589 591,094.00 0.03
Brinker International, Inc. 8,559 454,568.00 0.02
British Pounds 56,177 70,289.00 0.00
Brixmor Property Group, Inc. 19,933 485,373.00 0.02
Buffalo Wild Wings, Inc. 2,790 470,394.00 0.02
Bumi Serpong Damai Tbk PT 266,690 33,382.00 0.00
Bunge Ltd. 2,548 173,979.00 0.01
Burlington Stores, Inc. 7,702 677,159.00 0.03
Buzzi Unicem SpA 10,400 221,081.00 0.01
CA Immobilien Anlagen AG 16,189 294,976.00 0.01
Cadence Design Systems, Inc. 12,787 336,042.00 0.02
CalAtlantic Group, Inc. 15,210 507,861.00 0.03
Caleres, Inc. 13,360 437,406.00 0.02
Canadian $ Cash Balance 8,004 5,958.00 0.00
Canadian 10 Yr Bond Futures 205 21,194,372.00 1.06
Canadian Dollar Currency Forward 85,689,266 165,377.00 0.01
Canadian Dollar Currency Forward -137,650,855 316,093.00 0.02
Canadian Natural Resources Ltd. 44,182 1,490,955.00 0.07
Capital One Financial Corp. 98,782 8,301,639.00 0.42
CapitaLand Commercial Trust 398,570 422,699.00 0.02
Capitaland Malaysia Mall Trust 37,817 13,209.00 0.00
Carlisle Cos., Inc. 5,051 566,570.00 0.03
CBRE Group, Inc. - Class A 8,625 250,485.00 0.01
CDW Corp./DE 12,050 617,442.00 0.03
Central Pattana PCL 46,679 73,919.00 0.00
Cheung Kong Property Holdings Ltd. 133,286 910,414.00 0.05
Chevron Corp. 20,542 2,291,751.00 0.11
Children's Place, Inc. (The) 3,554 369,082.00 0.02
China Evergrande Group 184,221 125,611.00 0.01
China Overseas Land & Investment Ltd. 326,510 940,370.00 0.05
China Petroleum & Chemical Corp. - Class H 1,039,564 745,449.00 0.04
China Resources Land Ltd. 92,132 223,209.00 0.01
China Vanke Co., Ltd. - Class H 45,179 138,368.00 0.01
CIFI Holdings Group Co., Ltd. 462,341 136,903.00 0.01
Cigna Corp. 56,781 7,650,671.00 0.38
Ciputra Development Tbk PT 312,841 31,133.00 0.00
Cirrus Logic, Inc. 3,490 191,950.00 0.01
Cisco Systems, Inc. 315,702 9,414,233.00 0.47
Citibank, NA 1.780% CPI# 22,366,816 -22,206,273.00 -1.11
Citigroup Global Markets, Inc./(INTRCONX) CDX-NAIG 37,840,000 38,402,375.00 1.93
Citigroup Global Markets, Inc./(INTRCONX) iTraxx E 33,460,000 35,900,993.00 1.80
CNOOC Ltd. 811,441 1,068,118.00 0.05
Colony Starwood Homes 15,662 478,486.00 0.02
Comcast Corp. - Class A 235,132 16,344,025.00 0.82
Comerica, Inc. 10,260 654,075.00 0.03
Concentradora Hipotecaria SAPI de CV 190,922 226,590.00 0.01
Concho Resources, Inc. 7,394 1,057,537.00 0.05
Copart, Inc. 8,880 485,913.00 0.02
Corp. GEO SAB de CV Series B 254 80.00 0.00
Cosan SA Industria e Comercio 24,594 286,636.00 0.01
CoStar Group, Inc. 2,430 464,397.00 0.02
Costco Wholesale Corp. 58,197 8,735,951.00 0.44
Country Garden Holdings Co., Ltd. 248,989 139,156.00 0.01
Crocs, Inc. 37,480 262,360.00 0.01
CVS Health Corp. 125,109 9,619,631.00 0.48
CyberArk Software Ltd. 8,990 458,579.00 0.02
Cypress Semiconductor Corp. 52,170 586,912.00 0.03
Cyrela Brazil Realty SA Empreendimentos e Particip 9,359 25,773.00 0.00
Czech Koruna 0 0.00 0.00
Dana, Inc. 30,120 508,726.00 0.03
Danish Krone 2 0.00 0.00
Dave & Buster's Entertainment, Inc. 10,236 479,556.00 0.02
DBV Technologies SA (Sponsored ADR) 3,799 138,739.00 0.01
DCT Industrial Trust, Inc. 9,427 433,186.00 0.02
Delta Air Lines, Inc. 280,070 13,493,772.00 0.68
DENTSPLY SIRONA, Inc. 5,319 309,459.00 0.02
Desarrolladora Homex SAB de CV 30 2.00 0.00
Detour Gold Corp. 16,805 214,182.00 0.01
Deutsche Bank AG 1.560% CPI# 2,435,966 -2,406,253.00 -0.12
Deutsche Bank AG 1.955% CPI# 26,235,290 -25,662,856.00 -1.29
Deutsche Bank AG 2.278% CPI# 13,029,725 -13,008,813.00 -0.65
Deutsche Bank AG Long: IS199M9 TRS USD R E IS199 24,116,982 24,736,834.00 1.24
Devon Energy Corp. 137,116 6,626,822.00 0.33
DexCom, Inc. 5,916 386,255.00 0.02
DiamondRock Hospitality Co. 32,530 344,496.00 0.02
Discover Financial Services 136,598 9,257,246.00 0.46
DLF Ltd. 14,624 24,433.00 0.00
Dollar General Corp. 115,487 8,929,454.00 0.45
Dow Chemical Co. (The) 140,281 7,816,457.00 0.39
Dr Pepper Snapple Group, Inc. 48,087 4,171,066.00 0.21
Dycom Industries, Inc. 4,730 346,377.00 0.02
East Japan Railway Co. 2,461 212,337.00 0.01
Eaton Corp. PLC 151,736 10,091,961.00 0.51
eBay, Inc. 241,633 6,719,813.00 0.34
Edison International 176,158 12,114,385.00 0.61
Education Realty Trust, Inc. 24,470 993,511.00 0.05
Edwards Lifesciences Corp. 59,682 4,944,653.00 0.25
Ellie Mae, Inc. 4,180 345,059.00 0.02
EMCOR Group, Inc. 4,480 310,777.00 0.02
Emlak Konut Gayrimenkul Yatirim Ortakligi AS 277,196 232,759.00 0.01
Empire State Realty Trust, Inc. - Class A 38,229 771,084.00 0.04
Energy Select Sector SPDR Fund 1,102 117,956.00 0.01
EnerSys 7,350 584,913.00 0.03
Eni SpA 41,814 585,029.00 0.03
EOG Resources, Inc. 197,281 20,225,347.00 1.01
EPAM Systems, Inc. 3,510 231,309.00 0.01
Equinix, Inc. 797 270,039.00 0.01
Equity Commonwealth 10,594 308,100.00 0.02
Essent Group Ltd. 18,589 567,336.00 0.03
Estee Lauder Cos., Inc. (The) - Class A 69,306 5,385,076.00 0.27
Esterline Technologies Corp. 5,400 474,930.00 0.02
EURO BUXL 30Y BND DEC16 XEUR 20161208 13 2,416,118.00 0.12
Euro Cash Balance 5,450,756 5,776,982.00 0.29
Euro Currency Forward 5,923,107 -8,906.00 0.00
Euro Currency Forward 5,750,841 -71.00 0.00
Euro Currency Forward 5,750,841 2,641.00 0.00
Euro Currency Forward 53,604,439 -2,621,442.00 -0.13
Euro Currency Forward -53,604,439 2,201,521.00 0.11
Euro Currency Forward 5,750,841 -14,241.00 0.00
Euro Currency Forward 22,348,977 -1,092,942.00 -0.05
Euro STOXX 50 Index Futures 3,003 97,132,241.00 4.87
EURO-BOBL FUTURE DEC16 XEUR 20161208 49 6,825,506.00 0.34
EURO-BUND FUTURE DEC16 XEUR 20161208 37 6,315,877.00 0.32
Expedia, Inc. 3,589 445,215.00 0.02
Expeditors International of Washington, Inc. 8,728 460,314.00 0.02
Extra Space Storage, Inc. 8,633 605,709.00 0.03
Exxon Mobil Corp. 265,331 23,163,415.00 1.16
Fabege AB 21,377 337,984.00 0.02
Facebook, Inc. - Class A 178,406 21,126,838.00 1.06
Federal Realty Investment Trust 4,569 641,647.00 0.03
Fibra Shop Portafolios Inmobiliarios SAPI de CV 314,085 198,440.00 0.01
Fibra Uno Administracion SA de CV 80,553 124,338.00 0.01
Financial Select Sector SPDR Fund 150,265 3,382,479.00 0.17
Finisar Corp. 23,220 771,600.00 0.04
First American Financial Corp. 16,835 635,389.00 0.03
First Quantum Minerals Ltd. 53,145 606,905.00 0.03
First Republic Bank/CA 6,336 518,918.00 0.03
Fiserv, Inc. 78,400 8,202,208.00 0.41
Five Below, Inc. 12,520 492,787.00 0.02
Fletcher Building Ltd. 25,086 182,506.00 0.01
Fortescue Metals Group Ltd. 134,695 576,360.00 0.03
Four Corners Property Trust, Inc. 11,872 227,718.00 0.01
Frontier Real Estate Investment Corp. 47 212,181.00 0.01
FTSE 100 Index Futures 566 47,987,163.00 2.41
Fukuoka REIT Corp. 133 214,026.00 0.01
Fulton Financial Corp. 25,660 455,465.00 0.02
Galp Energia SGPS SA 44,468 601,803.00 0.03
Gecina SA 1,802 236,422.00 0.01
Genesee & Wyoming, Inc. - Class A 6,401 489,036.00 0.02
Genpact Ltd. 18,060 432,175.00 0.02
Gilead Sciences, Inc. 165,042 12,163,595.00 0.61
Glencore PLC 484,534 1,694,671.00 0.08
Global Logistic Properties Ltd. 106,793 152,952.00 0.01
Globe Trade Centre SA 11,571 22,054.00 0.00
Goldcorp, Inc. 41,737 550,884.00 0.03
Goldin Properties Holdings Ltd. 44,077 33,749.00 0.00
Goldman Sachs International 1.924% CPI# 26,915,204 -26,291,809.00 -1.32
Goodman Group 75,500 371,686.00 0.02
GPT Group (The) 98,701 352,132.00 0.02
Gramercy Property Trust 117,013 1,022,700.00 0.05
Gran Tierra Energy, Inc. 110,136 314,840.00 0.02
Grand Canyon Education, Inc. 10,707 611,369.00 0.03
Graphic Packaging Holding Co. 44,350 557,479.00 0.03
Great British Pound Currency Forward 9,145,687 145,183.00 0.01
Great British Pound Currency Forward -6,926,864 -222,650.00 -0.01
Great British Pound Currency Forward -32,904,789 -201,643.00 -0.01
Growthpoint Properties Ltd. 86,624 152,850.00 0.01
Guidewire Software, Inc. 9,272 516,543.00 0.03
Gulfport Energy Corp. 15,600 400,764.00 0.02
GW Pharmaceuticals PLC (ADR) 1,079 120,470.00 0.01
H&R Real Estate Investment Trust 14,592 236,923.00 0.01
Halliburton Co. 13,912 738,611.00 0.04
HANG SENG IDX FUT DEC16 XHKF 20161229 -194 -28,501,534.00 -1.43
Hankyu Reit, Inc. 89 116,853.00 0.01
Hanover Insurance Group, Inc. (The) 2,970 257,172.00 0.01
HCP, Inc. 3,575 105,581.00 0.01
Helmerich & Payne, Inc. 113,047 8,552,007.00 0.43
Hess Corp. 256,528 14,355,330.00 0.72
Hewlett Packard Enterprise Co. 343,210 8,168,398.00 0.41
Hexcel Corp. 12,311 636,724.00 0.03
Highwoods Properties, Inc. 8,116 390,091.00 0.02
HollyFrontier Corp. 11,453 329,503.00 0.02
Home Depot, Inc. (The) 131,300 16,990,220.00 0.85
Honeywell International, Inc. 94,430 10,759,354.00 0.54
Hong Kong Dollars 34 4.00 0.00
Hongkong Land Holdings Ltd. 61,872 395,306.00 0.02
Horizon Pharma PLC 11,620 230,076.00 0.01
HP, Inc. 552,769 8,512,642.00 0.43
HubSpot, Inc. 6,460 362,406.00 0.02
Hulic Reit, Inc. 162 264,489.00 0.01
Hung Poo Real Estate Development Corp. 7,502 6,374.00 0.00
Hungarian Forint 3 0.00 0.00
Huntington Bancshares, Inc./OH 57,110 711,590.00 0.04
Huntsman Corp. 16,230 316,160.00 0.02
Hyprop Investments Ltd. 16,762 134,564.00 0.01
ICADE 4,358 300,813.00 0.02
ICON PLC 12,152 919,177.00 0.05
IDEX Corp. 6,788 635,424.00 0.03
Idr Fwd Vs Usd 0 0.00 0.00
IGB Real Estate Investment Trust 57,183 20,230.00 0.00
IMAX Corp. 15,590 498,100.00 0.02
Independence Realty Trust, Inc. 35,123 300,305.00 0.02
Industrias Penoles SAB de CV 11,579 248,740.00 0.01
Infinera Corp. 26,610 226,185.00 0.01
Ingevity Corp. 5,853 306,521.00 0.02
Ingredion, Inc. 2,172 254,949.00 0.01
Inmobiliaria Colonial SA 29,211 195,708.00 0.01
Inpex Corp. 49,071 480,155.00 0.02
Integrated Device Technology, Inc. 10,780 252,252.00 0.01
Intel Corp. 384,909 13,356,342.00 0.67
International Business Machines Corp. 39,733 6,445,487.00 0.32
Intuitive Surgical, Inc. 9,615 6,189,560.00 0.31
Investa Office Fund 77,336 251,551.00 0.01
IOI Properties Group Bhd 66,889 31,302.00 0.00
iShares Core MSCI Emerging Markets ETF 239,139 10,347,544.00 0.52
iShares Global Financials ETF 59,769 3,361,414.00 0.17
iShares MSCI Global Gold Miners ETF 65,751 1,141,448.00 0.06
iShares MSCI Global Metals & Mining Producers ETF 177,738 4,745,613.00 0.24
ISHARES U.S. REAL ESTATE ETF DEC16 82 CALL 1,466 3,665.00 0.00
ITT, Inc. 8,380 338,300.00 0.02
Japan Rental Housing Investments, Inc. 303 217,890.00 0.01
Japanese Government CPI Linked Bond Series 21 1,964,631,171 18,220,127.00 0.91
Japanese Yen 4,659,300 40,726.00 0.00
Japanese Yen Currency Forward -306,571,089 91,726.00 0.00
Japanese Yen Currency Forward -1,397,589,957 626,680.00 0.03
Japanese Yen Currency Forward -854,149,390 235,918.00 0.01
Japanese Yen Currency Forward -2,421,759,105 668,898.00 0.03
Japanese Yen Currency Forward -2,070,869,644 571,981.00 0.03
Japanese Yen Currency Forward -1,076,337,380 294,775.00 0.01
Japanese Yen Currency Forward -920,386,509 252,065.00 0.01
Japanese Yen Currency Forward -379,621,952 103,966.00 0.01
Japanese Yen Currency Forward -284,716,464 74,970.00 0.00
Japanese Yen Currency Forward -690,289,882 181,764.00 0.01
Japanese Yen Currency Forward -807,253,035 212,562.00 0.01
Japanese Yen Currency Forward -3,333,281,653 997,321.00 0.05
Japanese Yen Currency Forward -71,495,124 25,245.00 0.00
Japanese Yen Currency Forward 14,277,745,938 -12,599,234.00 -0.63
Japanese Yen Currency Forward -46,276,443 20,750.00 0.00
Japanese Yen Currency Forward -777,351,134 274,492.00 0.01
Japanese Yen Currency Forward -97,464,595 39,640.00 0.00
Japanese Yen Currency Forward -2,943,518,005 1,197,180.00 0.06
Japanese Yen Currency Forward -843,066,007 359,711.00 0.02
Japanese Yen Currency Forward 3,681,546,035 -2,782,223.00 -0.14
Japanese Yen Currency Forward 1,896,554,019 -1,388,542.00 -0.07
Japanese Yen Currency Forward -1,181,310,151 1,129,676.00 0.06
Japanese Yen Currency Forward -3,657,887,993 1,570,488.00 0.08
Johnson & Johnson 139,419 15,517,334.00 0.78
Johnson Matthey PLC 7,412 291,009.00 0.01
JPMorgan Chase Bank, NA 1.933% CPI# 49,094,458 -47,981,776.00 -2.41
JPMorgan Long: IS17S71 TRS USD R E IS17S71 LV145 64,085,099 66,016,762.00 3.31
JPMorgan Long: IS1A8S1 TRS USD R E IS1A8S1 LV145 3,936,448 3,958,906.00 0.20
JX Holdings, Inc. 234,828 910,119.00 0.05
Kaisa Group Holdings Ltd. 451,816 82,097.00 0.00
Kenedix Office Investment Corp. - Class A 44 235,392.00 0.01
Kenedix Residential Investment Corp. 75 197,626.00 0.01
Kennedy Wilson Europe Real Estate PLC 5,248 64,410.00 0.00
Keysight Technologies, Inc. 13,150 484,314.00 0.02
Killam Apartment Real Estate Investment Trust 23,501 210,469.00 0.01
Kimberly-Clark Corp. 35,345 4,086,235.00 0.20
Kinea Renda Imobiliaria FII 2,524 103,786.00 0.01
Kite Realty Group Trust 9,644 231,954.00 0.01
KLCCP Stapled Group 15,661 26,721.00 0.00
Klepierre 10,316 383,807.00 0.02
Korea Zinc Co., Ltd. 1,345 541,635.00 0.03
Kroger Co. (The) 373,245 12,055,813.00 0.60
Kungsleden AB 33,801 206,883.00 0.01
L-3 Communications Holdings, Inc. 68,849 10,862,306.00 0.54
Land & Houses PCL 121,657 31,683.00 0.00
LaSalle Logiport REIT 196 190,425.00 0.01
Lazard Ltd. - Class A 11,747 456,370.00 0.02
Lear Corp. 2,940 380,759.00 0.02
LendLease Group 40,398 404,992.00 0.02
Lennox International, Inc. 3,890 578,326.00 0.03
Lenta Ltd. (GDR) 1 7.00 0.00
Liberty Property Trust 10,974 432,404.00 0.02
LifePoint Health, Inc. 8,510 467,624.00 0.02
Lincoln Electric Holdings, Inc. 7,052 553,652.00 0.03
Link REIT 140,643 967,248.00 0.05
Lippo Karawaci Tbk PT 656,960 37,047.00 0.00
Lithia Motors, Inc. - Class A 5,079 466,760.00 0.02
LogMeIn, Inc. 3,930 396,340.00 0.02
Long Gilt Futures 81 12,501,173.00 0.63
Longfor Properties Co., Ltd. 50,278 64,560.00 0.00
LTC Properties, Inc. 5,082 231,070.00 0.01
LUKOIL PJSC (Sponsored ADR) 22,017 1,083,426.00 0.05
Lundin Mining Corp. 73,163 358,927.00 0.02
Macquarie Mexico Real Estate Management SA de CV 27,991 28,051.00 0.00
Magna International, Inc. (New York) - Class A 94,894 3,838,462.00 0.19
Mah Sing Group Bhd 54,082 16,227.00 0.00
Mapletree Commercial Trust 172,721 174,125.00 0.01
Mapletree Greater China Commercial Trust 64,873 43,533.00 0.00
Martin Marietta Materials, Inc. 2,572 564,425.00 0.03
McKesson Corp. 45,119 6,488,563.00 0.33
MCUBS MidCity Investment Corp. 59 178,615.00 0.01
Medicines Co. (The) 4,270 149,877.00 0.01
Medtronic PLC 80,442 5,873,070.00 0.29
Mercialys SA 15,180 296,104.00 0.01
Merck & Co., Inc. 122,282 7,482,435.00 0.38
Merlin Properties Socimi SA 39,823 401,348.00 0.02
Mexican Peso 0 0.00 0.00
Michaels Cos., Inc. (The) 22,000 536,360.00 0.03
Microsemi Corp. 9,140 500,415.00 0.03
Microsoft Corp. 393,812 23,731,111.00 1.19
Mid-America Apartment Communities, Inc. 5,200 476,491.00 0.02
Middleby Corp. (The) 5,186 710,378.00 0.04
Milestone Apartments Real Estate Investment Trust 12,203 164,884.00 0.01
Mini MSCI Emerging Market Futures -152 -6,558,800.00 -0.33
Mitsubishi Estate Co., Ltd. 8,205 167,913.00 0.01
Mitsui Fudosan Co., Ltd. 36,809 883,830.00 0.04
MMC Norilsk Nickel PJSC (ADR) 60,585 1,013,514.00 0.05
Molina Healthcare, Inc. 8,920 471,511.00 0.02
Mondi PLC 6,996 142,938.00 0.01
Monmouth Real Estate Investment Corp. - Class A 21,096 296,188.00 0.01
Monsanto Co. 13,331 1,369,323.00 0.07
MRV Engenharia e Participacoes SA 9,565 32,632.00 0.00
Multiplan Empreendimentos Imobiliarios SA 2,567 44,025.00 0.00
National Retail Properties, Inc. 14,395 614,416.00 0.03
National Storage Affiliates Trust 32,727 673,527.00 0.03
NCR Corp. 13,920 539,400.00 0.03
NETGEAR, Inc. 4,832 259,478.00 0.01
Neurocrine Biosciences, Inc. 4,770 221,566.00 0.01
Nevro Corp. 5,814 442,038.00 0.02
New Turkish Liras 0 0.00 0.00
Nielsen Holdings PLC 111,393 4,801,038.00 0.24
NIKE, Inc. - Class B 251,201 12,577,634.00 0.63
NiSource, Inc. 154,916 3,398,857.00 0.17
Nordson Corp. 5,350 571,005.00 0.03
Northrop Grumman Corp. 42,380 10,580,167.00 0.53
Norwegian Kroner 0 0.00 0.00
Novolipetsk Steel PJSC (GDR) 26,225 484,225.00 0.02
Nutanix, Inc. - Class A 2,761 88,352.00 0.00
Oasis Petroleum, Inc. 27,390 410,028.00 0.02
Oberoi Realty Ltd. 2,970 12,616.00 0.00
Occidental Petroleum Corp. 24,850 1,773,356.00 0.09
Oceaneering International, Inc. 4,981 132,743.00 0.01
Oil States International, Inc. 15,450 553,882.00 0.03
Oji Holdings Corp. 14,067 58,369.00 0.00
Ollie's Bargain Outlet Holdings, Inc. 15,959 479,567.00 0.02
ON Semiconductor Corp. 46,688 549,984.00 0.03
OneMain Holdings, Inc. 168,135 3,424,909.00 0.17
Oracle Corp. 343,596 13,809,123.00 0.69
Orocobre Ltd. 47,042 156,249.00 0.01
Oshkosh Corp. 111,038 7,772,660.00 0.39
Pakuwon Jati Tbk PT 804,994 40,613.00 0.00
Palo Alto Networks, Inc. 30,567 4,107,287.00 0.21
Pandora Media, Inc. 22,930 266,446.00 0.01
Panera Bread Co. - Class A 2,800 593,908.00 0.03
Parque Arauco SA 71,114 164,637.00 0.01
PDC Energy, Inc. 4,571 340,310.00 0.02
Penumbra, Inc. 6,688 413,987.00 0.02
PepsiCo, Inc. 115,173 11,528,817.00 0.58
Petrofac Ltd. 54,381 541,952.00 0.03
Petroleo Brasileiro SA (Preference Shares) 110,028 518,676.00 0.03
Pfizer, Inc. 492,102 15,816,158.00 0.79
Planet Fitness, Inc. 22,248 450,966.00 0.02
PNM Resources, Inc. 15,000 474,000.00 0.02
PolyOne Corp. 15,554 512,815.00 0.03
Portland General Electric Co. 9,380 390,208.00 0.02
Potash Corp. of Saskatchewan, Inc. 15,159 276,497.00 0.01
Premier Investment Corp. 191 226,903.00 0.01
Premier, Inc. - Class A 8,176 246,424.00 0.01
Priceline Group, Inc. (The) 5,536 8,324,372.00 0.42
Progressive Corp. (The) 212,067 7,061,831.00 0.35
Prothena Corp. PLC 3,500 206,570.00 0.01
PulteGroup, Inc. 16,470 310,624.00 0.02
Pure Industrial Real Estate Trust 50,651 200,598.00 0.01
QEP Resources, Inc. 31,910 627,350.00 0.03
Qorvo, Inc. 9,550 510,065.00 0.03
Quality Houses PCL 148,193 10,549.00 0.00
Quanta Services, Inc. 17,050 574,926.00 0.03
Ramco-Gershenson Properties Trust 23,610 400,667.00 0.02
Real Gold Mining Ltd. 160,951 0.00 0.00
Redefine Properties Ltd. 139,141 102,011.00 0.01
Regal Beloit Corp. 6,820 497,178.00 0.02
Regal Entertainment Group - Class A 22,810 522,577.00 0.03
Reinsurance Group of America, Inc. - Class A 5,020 612,691.00 0.03
Resilient REIT Ltd. 6,687 49,099.00 0.00
Retail Opportunity Investments Corp. 12,213 252,088.00 0.01
Rexford Industrial Realty, Inc. 26,021 574,824.00 0.03
Rio Tinto PLC 19,189 724,055.00 0.04
Ross Stores, Inc. 57,662 3,897,374.00 0.20
Royal Dutch Shell PLC (Euronext Amsterdam) - Class 158,791 4,048,994.00 0.20
Royal Dutch Shell PLC - Class A 3 89.00 0.00
Royal Dutch Shell PLC - Class B 186,524 4,960,077.00 0.25
RPC, Inc. 38,727 777,646.00 0.04
Russell 2000 E Mini Futures 269 35,569,870.00 1.78
Ryder System, Inc. 5,230 409,509.00 0.02
S&P 500 E Mini Futures 395 43,426,300.00 2.18
S&P Mid 400 E-Mini Futures 31 5,043,390.00 0.25
S&P/TSX 60 Index Futures -633 -83,614,620.00 -4.19
SA Corporate Real Estate Ltd. 182,795 71,417.00 0.00
Sage Therapeutics, Inc. 4,048 202,845.00 0.01
Sanford C Bernstein Fund, Inc. - AB International 10,356,887 151,831,977.00 7.61
Sanford C. Bernstein Fund, Inc. - AB Emerging Mark 1,503,067 37,621,779.00 1.89
Scentre Group 109,882 343,671.00 0.02
Schlumberger Ltd. 156,821 13,180,805.00 0.66
Scholastic Corp. 8,900 392,401.00 0.02
Sealed Air Corp. 123,251 5,620,245.00 0.28
Segro PLC 55,246 289,048.00 0.01
Select Comfort Corp. 12,248 277,049.00 0.01
Selective Insurance Group, Inc. 7,260 298,386.00 0.01
Severstal PJSC (GDR) 25,670 387,056.00 0.02
Shenzhen Investment Ltd. 99,408 43,248.00 0.00
Shimao Property Holdings Ltd. 42,787 55,861.00 0.00
Signature Bank/New York NY 3,261 488,856.00 0.02
Simon Property Group, Inc. 10,989 1,974,182.00 0.10
Singapore Dollar 0 0.00 0.00
Sino Land Co., Ltd. 151,925 238,346.00 0.01
Sino-Ocean Group Holding Ltd. 124,224 52,870.00 0.00
SkyWest, Inc. 15,520 571,912.00 0.03
SM Energy Co. 30,301 1,207,801.00 0.06
SM Prime Holdings, Inc. 268,530 142,922.00 0.01
Sotheby's 10,790 421,457.00 0.02
Southwest Gas Corp. 3,340 247,594.00 0.01
Southwestern Energy Co. 81,531 925,379.00 0.05
SP Setia Bhd Group 31,100 22,954.00 0.00
SPDR S&P Dividend ETF 33,871 2,885,845.00 0.14
SPDR S&P Oil & Gas Exploration & Production ETF 30,406 1,274,932.00 0.06
SPI 200 Futures -563 -56,616,329.00 -2.84
Spirit Realty Capital, Inc. 36,218 390,795.00 0.02
Splunk, Inc. 8,380 482,855.00 0.02
SPX FLOW, Inc. 12,110 379,527.00 0.02
Starbucks Corp. 202,482 11,737,881.00 0.59
Stifel Financial Corp. 8,611 429,258.00 0.02
Stora Enso Oyj - Class R 10,156 98,031.00 0.00
STORE Capital Corp. 17,848 441,224.00 0.02
Sumitomo Realty & Development Co., Ltd. 19,694 554,545.00 0.03
Summarecon Agung Tbk PT 374,632 39,014.00 0.00
Summit Hotel Properties, Inc. 17,063 242,639.00 0.01
Sun Communities, Inc. 7,479 539,780.00 0.03
Sunac China Holdings Ltd. 60,817 46,124.00 0.00
Supalai PCL 21,335 13,633.00 0.00
Superior Energy Services, Inc. 9,510 163,952.00 0.01
SVB Financial Group 4,187 661,671.00 0.03
Swedish Krona 0 0.00 0.00
Swiss Franc 30,294 29,796.00 0.00
Swiss Franc Currency Forward 4,976,648 -218,498.00 -0.01
Swiss Franc Currency Forward -9,322,840 70,469.00 0.00
Swiss Franc Currency Forward -80,423,538 2,325,429.00 0.12
Synchrony Financial 305,652 10,563,333.00 0.53
Synergy Resources Corp. 85,470 811,110.00 0.04
Syngenta AG (REG) 1,689 646,422.00 0.03
Synovus Financial Corp. 10,330 399,874.00 0.02
Syrah Resources Ltd. 93,120 190,884.00 0.01
T-Mobile US, Inc. 137,137 7,434,196.00 0.37
Take-Two Interactive Software, Inc. 11,781 579,978.00 0.03
Taubman Centers, Inc. 6,967 506,360.00 0.03
Tempur Sealy International, Inc. 6,703 424,299.00 0.02
Tenneco, Inc. 7,880 464,526.00 0.02
TESARO, Inc. 1,956 265,409.00 0.01
Texas Capital Bancshares, Inc. 6,770 492,517.00 0.02
Texas Instruments, Inc. 149,636 11,062,589.00 0.55
Texas Roadhouse, Inc. - Class A 8,370 392,469.00 0.02
TLG Immobilien AG 5,638 101,543.00 0.01
TOPIX Index Futures 662 86,540,245.00 4.34
TOTAL SA 119,314 5,688,665.00 0.29
TransDigm Group, Inc. 1,827 459,362.00 0.02
Transurban Group 49,429 383,961.00 0.02
TTM Technologies, Inc. 5,800 78,706.00 0.00
Tupras Turkiye Petrol Rafinerileri AS 32,166 640,769.00 0.03
Tutor Perini Corp. 19,960 520,956.00 0.03
Tyler Technologies, Inc. 2,200 327,580.00 0.02
Tyson Foods, Inc. - Class A 127,695 7,254,404.00 0.36
U.S. T-Note 10 Yr (CBT) Futures 1,159 144,313,609.00 7.24
U.S. Treasury Bill 4,000,000 3,998,734.00 0.20
U.S. Treasury Inflation Index 4,307,661 4,411,734.00 0.22
U.S. Treasury Inflation Index 8,506,041 8,564,240.00 0.43
U.S. Treasury Inflation Index 7,764,035 7,764,640.00 0.39
U.S. Treasury Inflation Index 10,450,318 10,950,230.00 0.55
U.S. Treasury Inflation Index 11,497,236 11,788,082.00 0.59
U.S. Treasury Inflation Index 3,231,874 3,265,457.00 0.16
U.S. Treasury Inflation Index 4,794,437 5,062,830.00 0.25
U.S. Ultra Bond (CBT) Futures 279 45,032,343.00 2.26
Ulta Salon Cosmetics & Fragrance, Inc. 1,956 507,582.00 0.03
Ultimate Software Group, Inc. (The) 2,532 518,882.00 0.03
Ultragenyx Pharmaceutical, Inc. 2,610 204,336.00 0.01
UNITE Group PLC (The) 44,984 314,651.00 0.02
United Technologies Corp. 93,538 10,075,913.00 0.51
UnitedHealth Group, Inc. 83,032 13,145,626.00 0.66
UOL Group Ltd. 98,856 405,110.00 0.02
UPL Ltd. 61,912 572,059.00 0.03
UPM-Kymmene Oyj 9,753 222,926.00 0.01
Urban Outfitters, Inc. 9,430 297,988.00 0.01
Urbi Desarrollos Urbanos SAB de CV 12 7.00 0.00
US Bancorp 257,004 12,752,538.00 0.64
US DOLLAR 711,177 711,177.00 0.04
Vail Resorts, Inc. 4,090 647,856.00 0.03
Validus Holdings Ltd. 8,570 465,693.00 0.02
Vanguard Dividend Appreciation ETF 20,207 1,712,788.00 0.09
Vanguard Global ex-U.S. Real Estate ETF 176,661 9,075,101.00 0.46
Vanguard REIT ETF 135,197 10,868,512.00 0.55
Vantiv, Inc. - Class A 8,406 474,350.00 0.02
Ventas, Inc. 12,088 730,380.00 0.04
VeriFone Systems, Inc. 7,350 124,141.00 0.01
Verint Systems, Inc. 13,140 493,407.00 0.02
Verizon Communications, Inc. 253,965 12,672,853.00 0.64
Visa, Inc. - Class A 236,431 18,280,844.00 0.92
Vishay Intertechnology, Inc. 23,550 356,782.00 0.02
voestalpine AG 8,815 334,617.00 0.02
Vonovia SE 18,160 585,456.00 0.03
Walt Disney Co. (The) 98,579 9,771,150.00 0.49
Watsco, Inc. 3,220 479,780.00 0.02
Webster Financial Corp. 11,341 562,627.00 0.03
WellCare Health Plans, Inc. 3,340 457,646.00 0.02
Wells Fargo & Co. 534,914 28,307,648.00 1.42
Welltower, Inc. 1,198 75,213.00 0.00
Werner Enterprises, Inc. 15,890 429,824.00 0.02
West Fraser Timber Co., Ltd. 1,364 48,629.00 0.00
Western Refining, Inc. 9,750 349,732.00 0.02
WHA Corp. PCL 116,905 9,829.00 0.00
Wharf Holdings Ltd. (The) 57,675 426,873.00 0.02
Wilmar International Ltd. 33,714 82,632.00 0.00
Workspace Group PLC 41,434 354,957.00 0.02
Wyndham Worldwide Corp. 2,754 198,319.00 0.01
Xerox Corp. 841,089 7,864,182.00 0.39
Xilinx, Inc. 175,005 9,446,769.00 0.47
YPF SA (Sponsored ADR) 40,208 683,145.00 0.03
Zeltiq Aesthetics, Inc. 11,560 508,755.00 0.03
Zions Bancorporation 17,460 694,733.00 0.03


Footnotes

The Overlay Portfolios are intended to be used as part of a broader investment program administered directly by the Bernstein Global Wealth Management Unit of AllianceBernstein L.P. The Portfolios are not designed to be used as stand-alone investments.


Because each Portfolio pursues its own unique investment objective, each Portfolio has its own set of risks. Each Portfolio may invest in a diversified portfolio of securities and other financial instruments, including derivative instruments, that provide investment exposure to a variety of asset classes. These asset classes may include: equity securities and fixed-income instruments of issuers located within and outside the United States, real estate related securities, below-investment grade securities, currencies and commodities. The risks associated with an investment in each Portfolio are fully discussed in the Portfolios' prospectus.


Investors should consider the investment objectives, risks, charges and expenses of the Fund/Portfolio carefully before investing. For copies of our prospectus or summary prospectus, which contain this and other information, visit us online at www.bernstein.com or contact your Bernstein Advisor. Please read the prospectus and/or summary prospectus carefully before investing.


Bernstein Global Wealth Management is a unit of AllianceBernstein L.P. Sanford C. Bernstein & Co., LLC, the distributor of the funds, is a member of FINRA and a subsidiary of AllianceBernstein L.P.