Global Dynamic Allocation Portfolio
General Information
June 30, 2021
AB Global Dynamic Allocation Portfolio
Portfolio Allocation
Inception Date
May 02, 2011
Total Assets
$4.05 Billion (as of 6/30/2021)
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
1.81
0.66
Beta*
0.91
0.73
Correlation*
0.95
0.94
Std. Deviation
8.68
10.23
Inception 0.72 0.75 0.93 8.3
Weighted Portfolio Duration (Month End)
4.65
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% 24.0% 24.0% 3.0% 3.0% 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 May 31, 2021 60.0% 26.1% 26.7% 3.6% 3.6% 32.9% 26.5% 6.4% 7.1% 0.0% 0.0% 0.0% 2.0% 5.1% 0.0% 0.0% 100.0%
Positioning as of June 30, 2021 61.2% 27.1% 26.7% 3.7% 3.7% 31.8% 25.1% 6.6% 7.1% 0.0% 0.0% 0.0% 2.1% 5.0% 0.0% 0.0% 100.0%
Top 5 Holdings
MSCI EAFE SEP21 JPN 10Y BOND(OSE) SEP21 EURO STOXX 50 SEP21 E-MINI RUSS 2000 SEP21 S&P MID 400 EMINI SEP21 Total
% of Portfolio 8.5% 6.0% 5.7% 3.7% 3.7% 27.6%
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