Overlay B Portfolio

Fund Profile

Fund profile

Tickers

SBOOX, SBOTX

Fund manager

Bernstein Sanford C Fund Inc

Total assets

$380.16 mm

Liabilities

$28.41 mm

Net assets

$351.76 mm

Number of holdings

797.00

Top 200 of 797 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
AB Fixed Income Shares, Inc. - Government Money Market Portfolio	39.53 mm	39.53 mm shares	11.24	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	24.95 mm	27.67 mm principal	7.09	Debt	Long	USA
iShares Core MSCI EAFE ETF	23.38 mm	332.65 k shares	6.65	Common equity	Long	USA
AB All Market Real Return Portfolio	12.21 mm	1.38 mm shares	3.47	Common equity	Long	USA
TUR iShares MSCI Turkey ETF	10.36 mm	198.31 k shares	2.94	Common equity	Long	USA
U.S. Treasury Inflation-Indexed Notes	9.94 mm	10.62 mm principal	2.82	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	6.60 mm	7.13 mm principal	1.88	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	4.48 mm	5.09 mm principal	1.27	Debt	Long	USA
U.S. Treasury Notes	4.45 mm	4.79 mm principal	1.27	Debt	Long	USA
U.S. Treasury Bonds	4.18 mm	4.36 mm principal	1.19	Debt	Long	USA
U.S. Treasury Notes	4.04 mm	4.00 mm principal	1.15	Debt	Long	USA
Ginnie Mae	3.93 mm	4.16 mm principal	1.12	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	3.80 mm	3.82 mm principal	1.08	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	3.64 mm	3.79 mm principal	1.03	Debt	Long	USA
U.K. Gilts	3.51 mm	2.83 mm principal	1.00	Debt	Long	UK
U.S. Treasury Bills	3.38 mm	3.39 mm principal	0.96	Short-term investment vehicle	Long	USA
Ginnie Mae	3.34 mm	3.37 mm principal	0.95	ABS-mortgage backed security	Long	USA
Japan Government Five Year Bonds	3.05 mm	486.15 mm principal	0.87	Debt	Long	Japan
Ginnie Mae	2.92 mm	3.01 mm principal	0.83	ABS-mortgage backed security	Long	USA
Long: BS2LD77 IRS USD R V 00MSOFR IS2LD88 CCPOIS / Short: BS2LD77 IRS USD P F 1.39500 IS2LD77 CCPOIS	2.70 mm	15.74 mm other units	0.77	Interest rate derivative	N/A	USA
Uniform Mortgage-Backed Security, TBA	2.67 mm	2.66 mm principal	0.76	ABS-mortgage backed security	Long	USA
U.S. Treasury Bills	2.61 mm	2.63 mm principal	0.74	Short-term investment vehicle	Long	USA
Uniform Mortgage-Backed Security, TBA	2.60 mm	2.64 mm principal	0.74	ABS-mortgage backed security	Long	USA
China Government Bond	2.59 mm	18.18 mm principal	0.73	Debt	Long	China
U.S. Treasury Inflation-Indexed Notes	2.52 mm	2.60 mm principal	0.72	Debt	Long	USA
U.S. Treasury Bonds	2.36 mm	3.96 mm principal	0.67	Debt	Long	USA
U.S. Treasury Bonds	2.22 mm	3.99 mm principal	0.63	Debt	Long	USA
French Republic Government Bonds OAT	2.14 mm	2.07 mm principal	0.61	Debt	Long	France
AO60422 ALLIANCE	1.97 mm	16.30 k contracts	0.56	Equity derivative	N/A	USA
U.S. Treasury Inflation-Indexed Notes	1.94 mm	2.02 mm principal	0.55	Debt	Long	USA
Fannie Mae Pool	1.58 mm	2.02 mm principal	0.45	ABS-mortgage backed security	Long	USA
French Republic Government Bonds OAT	1.52 mm	1.49 mm principal	0.43	Debt	Long	France
U.S. Treasury Bills	1.50 mm	1.51 mm principal	0.43	Short-term investment vehicle	Long	USA
China Government Bond	1.49 mm	10.42 mm principal	0.42	Debt	Long	China
Ginnie Mae II Pool	1.44 mm	1.48 mm principal	0.41	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	1.40 mm	1.38 mm principal	0.40	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	1.27 mm	1.30 mm principal	0.36	Debt	Long	USA
Ginnie Mae	1.25 mm	1.25 mm principal	0.36	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	1.25 mm	1.41 mm principal	0.35	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	1.22 mm	1.26 mm principal	0.35	Debt	Long	USA
Japan Government Twenty Year Bonds	1.20 mm	199.35 mm principal	0.34	Debt	Long	Japan
Bundesrepublik Deutschland Bundesanleihe	1.17 mm	1.04 mm principal	0.33	Debt	Long	Germany
Ginnie Mae	1.16 mm	1.34 mm principal	0.33	ABS-mortgage backed security	Long	USA
Long: BS2LCH0 IRS USD R V 00MSOFR IS2LCI1 CCPOIS / Short: BS2LCH0 IRS USD P F .34300 IS2LCH0 CCPOIS	1.16 mm	10.26 mm other units	0.33	Interest rate derivative	N/A	USA
China Government Bond	1.15 mm	8.15 mm principal	0.33	Debt	Long	China
Japan Government Thirty Year Bonds	1.13 mm	196.05 mm principal	0.32	Debt	Long	Japan
BBCMS 2020-BID Mortgage Trust	1.09 mm	1.09 mm principal	0.31	ABS-mortgage backed security	Long	USA
Honeywell International Inc	1.09 mm	1.00 mm principal	0.31	Debt	Long	USA
U.S. Treasury Bonds	1.08 mm	1.27 mm principal	0.31	Debt	Long	USA
BNG Bank NV	1.08 mm	1.77 mm principal	0.31	Debt	Long	Netherlands
Diamond Issuer LLC	1.06 mm	1.14 mm principal	0.30	ABS-other	Long	USA
GSF 2021 1 ISSUER LLC	1.05 mm	1.07 mm principal	0.30	ABS-other	Long	USA
Pikes Peak CLO 8	1.05 mm	1.05 mm principal	0.30	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Kreditanstalt fuer Wiederaufbau	1.04 mm	1.68 mm principal	0.30	Debt	Long	Germany
Neighborly Issuer 2023-1	1.04 mm	1.02 mm principal	0.29	ABS-other	Long	USA
AB Issuer LLC	1.03 mm	1.12 mm principal	0.29	ABS-other	Long	USA
U.S. Treasury Notes	1.00 mm	1.02 mm principal	0.29	Debt	Long	USA
U.K. Gilts	987.29 k	808.22 k principal	0.28	Debt	Long	UK
Nationwide Building Society	962.58 k	1.01 mm principal	0.27	Debt	Long	UK
Colombian TES	955.70 k	3.91 bn principal	0.27	Debt	Long	Colombia
Bellemeade Re 2022-2 Ltd	929.26 k	916.57 k principal	0.26	ABS-mortgage backed security	Long	USA
Spain Government Bonds	925.24 k	842.00 k principal	0.26	Debt	Long	Spain
Freddie Mac STACR REMIC Trust 2022-DNA4	918.60 k	878.10 k principal	0.26	ABS-mortgage backed security	Long	USA
Bellemeade Re 2021-2 Ltd	878.90 k	878.07 k principal	0.25	ABS-mortgage backed security	Long	USA
Korea Treasury Bond	878.17 k	1.19 bn principal	0.25	Debt	Long	Korea, Republic of
Lendbuzz Securitization Trust 2023-1	874.36 k	860.55 k principal	0.25	ABS-other	Long	USA
Dexia SA	864.36 k	900.00 k principal	0.25	Debt	Long	France
Federal Home Loan Banks	857.41 k	865.00 k principal	0.24	Debt	Long	USA
Ginnie Mae	853.95 k	1.02 mm principal	0.24	ABS-mortgage backed security	Long	USA
Var Energi ASA	842.44 k	749.00 k principal	0.24	Debt	Long	Norway
U.K. Gilts	828.31 k	686.15 k principal	0.24	Debt	Long	UK
Freddie Mac STACR REMIC Trust 2022-DNA5	825.13 k	769.48 k principal	0.23	ABS-mortgage backed security	Long	USA
Bank of Ireland Group PLC	807.53 k	800.00 k principal	0.23	Debt	Long	Ireland
U.S. Treasury Notes	794.66 k	798.40 k principal	0.23	Debt	Long	USA
Ford Credit Auto Owner Trust 2021-REV1	791.12 k	824.00 k principal	0.22	ABS-other	Long	USA
CHICAGO PARKING METERS 4.93 30	791.06 k	800.00 k principal	0.22	Debt	Long	USA
Fannie Mae Connecticut Avenue Securities	789.46 k	771.59 k principal	0.22	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	786.61 k	770.42 k principal	0.22	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	772.01 k	776.34 k principal	0.22	ABS-mortgage backed security	Long	USA
UNIV OF CALIFORNIA CA REVENUES	746.03 k	1.13 mm principal	0.21	Debt	Long	USA
MDC M.D.C. Holdings, Inc.	743.92 k	746.00 k principal	0.21	Debt	Long	USA
Neighborly Issuer 2022-1	741.56 k	817.87 k principal	0.21	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA1	741.18 k	730.79 k principal	0.21	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	734.20 k	741.50 k principal	0.21	Debt	Long	USA
U.S. Treasury Notes	732.15 k	743.30 k principal	0.21	Debt	Long	USA
Fannie Mae Pool	727.82 k	848.41 k principal	0.21	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	724.68 k	1.03 mm principal	0.21	Debt	Long	USA
French Republic Government Bonds OAT	717.95 k	673.19 k principal	0.20	Debt	Long	France
U.S. Treasury Bonds	711.67 k	790.20 k principal	0.20	Debt	Long	USA
COMM 2010-C1 Mortgage Trust	707.46 k	750.91 k principal	0.20	ABS-mortgage backed security	Long	USA
Japan Government Forty Year Bonds	693.80 k	108.15 mm principal	0.20	Debt	Long	Japan
Province of Ontario Canada	690.14 k	1.22 mm principal	0.20	Debt	Long	Canada
Fannie Mae Pool	675.89 k	822.21 k principal	0.19	ABS-mortgage backed security	Long	USA
Italy Buoni Poliennali Del Tesoro	675.40 k	613.00 k principal	0.19	Debt	Long	Italy
Morgan Stanley	670.96 k	677.00 k principal	0.19	Debt	Long	USA
BBVA Banco Bilbao Vizcaya Argentaria, S.A.	657.71 k	600.00 k principal	0.19	Debt	Long	Spain
ENA Master Trust	657.67 k	891.00 k principal	0.19	Debt	Long	Panama
ROST Ross Stores, Inc.	652.69 k	658.00 k principal	0.19	Debt	Long	USA
BPCE SA	648.91 k	646.00 k principal	0.18	Debt	Long	France
U.S. Treasury Notes	648.22 k	642.10 k principal	0.18	Debt	Long	USA
Fannie Mae Connecticut Avenue Securities	634.95 k	630.45 k principal	0.18	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	634.82 k	674.00 k principal	0.18	Debt	Long	USA
Ochsner LSU Health System of North Louisiana	625.96 k	810.00 k principal	0.18	Debt	Long	USA
Ginnie Mae	614.42 k	667.68 k principal	0.17	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	614.34 k	745.64 k principal	0.17	ABS-mortgage backed security	Long	USA
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE	604.48 k	652.00 k principal	0.17	Debt	Long	USA
Warnermedia Holdings Inc	602.62 k	684.00 k principal	0.17	Debt	Long	USA
Italy Buoni Poliennali del Tesoro	598.46 k	564.00 k principal	0.17	Debt	Long	Italy
Indonesia Treasury Bond	595.77 k	9.64 bn principal	0.17	Debt	Long	Indonesia
F Ford Motor Company 6.500% Notes	595.03 k	715.00 k principal	0.17	Debt	Long	USA
Banco Santander SA	587.29 k	600.00 k principal	0.17	Debt	Long	Spain
Freddie Mac STACR REMIC Trust 2024-HQA2	571.54 k	570.95 k principal	0.16	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	559.17 k	574.00 k principal	0.16	Debt	Long	USA
Delta Air Lines Inc / SkyMiles IP Ltd	555.24 k	563.00 k principal	0.16	Debt	Long	XX
Carvana Auto Receivables Trust 2021-P4	551.79 k	596.00 k principal	0.16	ABS-other	Long	USA
Federation des Caisses Desjardins du Quebec	548.50 k	555.00 k principal	0.16	Debt	Long	Canada
SCBFY Standard Chartered PLC	547.96 k	550.00 k principal	0.16	Debt	Long	UK
MO Altria Group, Inc.	546.31 k	595.00 k principal	0.16	Debt	Long	USA
Fannie Mae Pool	542.08 k	591.39 k principal	0.15	ABS-mortgage backed security	Long	USA
National Australia Bank Ltd	541.72 k	583.00 k principal	0.15	Debt	Long	Australia
Svenska Handelsbanken AB	541.52 k	600.00 k principal	0.15	Debt	Long	Sweden
Pagaya Ai Debt Grantor Trust 2024-9	536.69 k	537.98 k principal	0.15	ABS-other	Long	USA
Banco de Credito del Peru S.A.	534.37 k	545.00 k principal	0.15	Debt	Long	Peru
Toronto-Dominion Bank/The	530.73 k	545.00 k principal	0.15	Debt	Long	Canada
Bank of Nova Scotia/The	528.95 k	537.00 k principal	0.15	Debt	Long	Canada
International Bank for Reconstruction & Development	528.50 k	46.00 mm principal	0.15	Debt	Long	XX
Fannie Mae Pool	524.29 k	636.34 k principal	0.15	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	519.95 k	612.34 k principal	0.15	ABS-mortgage backed security	Long	USA
Korea Housing Finance Corp	508.82 k	479.00 k principal	0.14	Debt	Long	Korea, Republic of
Sumitomo Mitsui Trust Bank Ltd	504.06 k	509.00 k principal	0.14	Debt	Long	Japan
Elmwood CLO 15 Ltd	500.60 k	500.00 k principal	0.14	ABS-collateralized bond/debt obligation	Long	Jersey
Oleoducto Central SA	499.12 k	528.00 k principal	0.14	Debt	Long	Colombia
Credit Agricole Home Loan SFH SA	495.63 k	500.00 k principal	0.14	Debt	Long	France
RRX Regal Rexnord Corporation	493.48 k	489.00 k principal	0.14	Debt	Long	USA
Imperial Brands Finance PLC	493.13 k	495.00 k principal	0.14	Debt	Long	UK
BPCE SFH SA	492.01 k	500.00 k principal	0.14	Debt	Long	France
CLR Continental Resources Inc (OKLA)	490.75 k	598.00 k principal	0.14	Debt	Long	USA
European Union	490.53 k	476.93 k principal	0.14	Debt	Long	XX
Saudi Arabian Oil Co	478.41 k	513.00 k principal	0.14	Debt	Long	Saudi Arabia
Japan Treasury Discount Bill	474.73 k	74.75 mm principal	0.13	Short-term investment vehicle	Long	Japan
U.S. Treasury Bonds	473.04 k	581.20 k principal	0.13	Debt	Long	USA
U.S. Treasury Bonds	471.71 k	477.30 k principal	0.13	Debt	Long	USA
SNCF Reseau	470.08 k	500.00 k principal	0.13	Debt	Long	France
Fannie Mae Pool	458.64 k	488.93 k principal	0.13	ABS-mortgage backed security	Long	USA
Credit Suisse Group AG	455.23 k	452.00 k principal	0.13	Debt	Long	Switzerland
Republic of Austria Government Bonds	454.55 k	494.00 k principal	0.13	Debt	Long	Austria
Elmwood CLO IX Ltd	452.84 k	452.00 k principal	0.13	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BAMLL Commercial Mortgage Securities Trust 2013-WBRK	451.55 k	500.00 k principal	0.13	ABS-mortgage backed security	Long	USA
UniCredit SpA	446.23 k	455.00 k principal	0.13	Debt	Long	Italy
Cargill Inc	443.11 k	446.00 k principal	0.13	Debt	Long	USA
U.S. Treasury Notes	434.47 k	431.10 k principal	0.12	Debt	Long	USA
Fannie Mae Pool	431.28 k	496.23 k principal	0.12	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	428.70 k	462.83 k principal	0.12	Debt	Long	USA
Caterpillar Financial Services Corp	426.11 k	426.00 k principal	0.12	Debt	Long	USA
NWG NatWest Group plc	425.00 k	400.00 k principal	0.12	Debt	Long	UK
Canada Government Bonds	424.88 k	597.00 k principal	0.12	Debt	Long	Canada
AO62990 ALLIANCE	423.80 k	3.50 k contracts	0.12	Equity derivative	N/A	USA
BX Commercial Mortgage Trust 2019-IMC	423.26 k	430.26 k principal	0.12	ABS-mortgage backed security	Long	USA
Citigroup Inc	422.58 k	435.00 k principal	0.12	Debt	Long	USA
CNH Industrial Capital LLC	421.39 k	423.00 k principal	0.12	Debt	Long	USA
CPS Auto Receivables Trust 2021-C	421.30 k	426.87 k principal	0.12	ABS-other	Long	USA
SCHW The Charles Schwab Corporation	420.63 k	421.00 k principal	0.12	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2021-HQA4	419.59 k	414.81 k principal	0.12	ABS-mortgage backed security	Long	USA
Santander UK Group Holdings PLC	419.56 k	443.00 k principal	0.12	Debt	Long	UK
AES Panama Generation Holdings SRL	418.02 k	479.77 k principal	0.12	Debt	Long	Panama
Duke Energy Carolinas NC Storm Funding LLC	417.20 k	542.00 k principal	0.12	Debt	Long	USA
General Motors Financial Co Inc	416.07 k	411.00 k principal	0.12	Debt	Long	USA
Nelnet Student Loan Trust 2021-C	415.82 k	499.33 k principal	0.12	ABS-other	Long	USA
Glencore Funding LLC	415.56 k	412.00 k principal	0.12	Debt	Long	USA
BKNG Booking Holdings Inc.	414.61 k	372.00 k principal	0.12	Debt	Long	USA
Japan Government Forty Year Bonds	413.78 k	91.95 mm principal	0.12	Debt	Long	Japan
Var Energi ASA	412.84 k	391.00 k principal	0.12	Debt	Long	Norway
Freddie Mac Gold Pool	411.69 k	436.01 k principal	0.12	ABS-mortgage backed security	Long	USA
Entegris Inc	410.71 k	429.00 k principal	0.12	Debt	Long	USA
AXP American Express Company	410.23 k	408.00 k principal	0.12	Debt	Long	USA
CLR Continental Resources Inc (OKLA)	409.39 k	414.00 k principal	0.12	Debt	Long	USA
DVN Devon Energy Corporation	406.75 k	428.00 k principal	0.12	Debt	Long	USA
European Investment Bank	405.16 k	686.00 k principal	0.12	Debt	Long	XX
NWG NatWest Group plc	404.08 k	468.00 k principal	0.11	Debt	Long	UK
Avis Budget Rental Car Funding AESOP LLC	403.65 k	399.00 k principal	0.11	ABS-other	Long	USA
Long: BS2LCD6 IRS USD R V 00MSOFR IS2LCE7 CCPOIS / Short: BS2LCD6 IRS USD P F 1.88500 IS2LCD6 CCPOIS	402.05 k	6.03 mm other units	0.11	Interest rate derivative	N/A	USA
Fannie Mae Connecticut Avenue Securities	401.78 k	390.86 k principal	0.11	ABS-mortgage backed security	Long	USA
Trust Fibra Uno	398.88 k	400.00 k principal	0.11	Debt	Long	Mexico
Italy Buoni Poliennali Del Tesoro	392.75 k	364.00 k principal	0.11	Debt	Long	Italy
European Investment Bank	392.56 k	690.00 k principal	0.11	Debt	Long	XX
Nelnet Student Loan Trust 2021-D	388.67 k	457.00 k principal	0.11	ABS-other	Long	USA
U.K. Gilts	387.20 k	430.40 k principal	0.11	Debt	Long	UK
Nationwide Building Society	386.69 k	384.00 k principal	0.11	Debt	Long	UK
Freddie Mac STACR REMIC Trust 2021-HQA4	386.26 k	386.25 k principal	0.11	ABS-mortgage backed security	Long	USA
MAR Marriott International, Inc.	385.66 k	391.00 k principal	0.11	Debt	Long	USA
Israel Electric Corp Ltd	385.03 k	402.00 k principal	0.11	Debt	Long	Israel
Fannie Mae Pool	384.11 k	406.30 k principal	0.11	ABS-mortgage backed security	Long	USA
VST Vistra Corp.	383.96 k	384.00 k principal	0.11	Debt	Long	USA
UBS Group AG	382.64 k	400.00 k principal	0.11	Debt	Long	Switzerland
Dext ABS 2023-1 LLC	381.66 k	378.59 k principal	0.11	ABS-other	Long	USA
Nomura Holdings Inc	381.56 k	379.00 k principal	0.11	Debt	Long	Japan
Athene Global Funding	380.35 k	377.00 k principal	0.11	Debt	Long	USA
Hertz Vehicle Financing III LLC	377.01 k	380.00 k principal	0.11	ABS-other	Long	USA
U.S. Treasury Bonds	376.08 k	461.80 k principal	0.11	Debt	Long	USA
OZLM XVIII Ltd	372.29 k	371.73 k principal	0.11	ABS-collateralized bond/debt obligation	Long	Cayman Islands