Global Dynamic Allocation Portfolio

[Pages:2]General Information

September 30, 2021

AB Global Dynamic Allocation Portfolio

Portfolio Allocation

Inception Date

May 02, 2011

Total Assets

$4.96 Billion (as of 9/30/2021)

Adviser

Brighthouse Investment Advisers,LLC

Sub Adviser

AllianceBernstein L.P.

Portfolio Managers

Brian T. Brugman, Ph.D Daniel Loewy, Chief Investment Officer

Investment Strategy 1,2

The AB Global Dynamic Allocation Portfolio is a core investment strategy designed with the goal of delivering attractive returns and asset growth over time while reducing volatility by dynamically shifting asset allocation as market conditions evolve.

Portfolio Statistics

1 YR

3 YR

Sharpe

1.39

0.6

Beta*

0.97

0.74

Correlation*

0.94

0.94

Std. Deviation

8.51

10.37

Inception 0.7 0.76 0.92 8.28

Weighted Portfolio Duration (Month End)

5.03

Portfolio Benchmark:

The Dow Jones Moderate Index is a composite index with approximately 60% of its weight allocated to global equities, 35% to global bonds, and 5% to cash.

*Statistic is measured against the Dow Jones Moderate Index

Strategic Asset Allocation

Portfolio Composition

Equity U.S. Large Cap Stocks Developed Non-U.S. Stocks U.S. Mid Cap Stocks U.S. Small Cap Stocks Fixed Income U.S. Bonds International Bonds Opportunistic Assets Emerging Markets Equity Emerging Markets Debt High Yield Commodities Real Estate TIPS Cash Total Portfolio Exposure

Strategic Allocation

55.0% 24.2% 24.2% 3.3% 3.3% 40.0% 32.0% 8.0% 5.0% 0.0% 0.0% 0.0% 0.0% 5.0% 0.0% 0.0% 100.0%

Positioning as of August 31, 2021

63.1% 30.1% 26.3% 3.4% 3.3% 30.3% 20.2% 10.1% 6.6% 0.0% 0.0% 0.0% 1.5% 5.1% 0.0% 0.0% 100.0%

Positioning as of September 30,

2021 61.4% 28.9% 26.0% 3.3% 3.2% 31.9% 22.0% 9.9% 6.7% 0.0% 0.0% 0.0% 1.7% 5.0% 0.0% 0.0% 100.0%

Top 5 Holdings

MSCI EAFE DEC21 EURO STOXX 50 DEC21 US 10YR NOTE (CBT) DEC21 S&P500 EMINI FUTURE DEC21 S&P MID 400 EMINI DEC21 Total

% of Portfolio 8.8% 4.8% 4.2% 3.7% 3.3% 24.8%

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