0000919574-11-000186.txt : 20110714
0000919574-11-000186.hdr.sgml : 20110714
20110113171820
ACCESSION NUMBER: 0000919574-11-000186
CONFORMED SUBMISSION TYPE: 485APOS
PUBLIC DOCUMENT COUNT: 2
FILED AS OF DATE: 20110113
DATE AS OF CHANGE: 20110418
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES FUND INC
CENTRAL INDEX KEY: 0000825316
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 485APOS
SEC ACT: 1933 Act
SEC FILE NUMBER: 033-18647
FILM NUMBER: 11528206
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES FUND INC
CENTRAL INDEX KEY: 0000825316
IRS NUMBER: 000000000
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 485APOS
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-05398
FILM NUMBER: 11528207
BUSINESS ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
BUSINESS PHONE: 2129691000
MAIL ADDRESS:
STREET 1: ALLIANCEBERNSTEIN LP
STREET 2: 1345 AVENUE OF THE AMERICAS
CITY: NEW YORK
STATE: NY
ZIP: 10105
0000825316
S000031722
AllianceBernstein Dynamic Asset Allocation Portfolio
C000098721
Class A
C000098722
Class B
485APOS
1
d1161296_485.txt
As filed with the Securities and Exchange
Commission on January 13, 2011
File Nos. 33-18647
811-5398
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM N-1A
REGISTRATION STATEMENT UNDER THE SECURITIES ACT OF 1933
Pre-Effective Amendment No.
Post-Effective Amendment No. 52 X
and/or
REGISTRATION STATEMENT UNDER THE INVESTMENT COMPANY ACT OF 1940
Amendment No. 53 X
--------------------------------------------
ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES FUND, INC.
(Exact Name of Registrant as Specified in Charter)
1345 Avenue of the Americas, New York, New York 10105
(Address of Principal Executive Office) (Zip Code)
Registrant's Telephone Number, including Area Code: (800) 221-5672
---------------------------------------------------------------
EMILIE D. WRAPP
AllianceBernstein L.P.
1345 Avenue of the Americas
New York, New York l0105
(Name and address of agent for service)
Copies of communications to:
Kathleen K. Clarke
Seward & Kissel LLP
1200 G Street, NW
Suite 350
Washington, DC 20005
It is proposed that this filing will become effective (check appropriate
box)
|_| Immediately upon filing pursuant to paragraph (b)
|_| On (date) pursuant to paragraph (b)
|_| 60 days after filing pursuant to paragraph (a)(1)
|_| On (date) pursuant to paragraph (a)(1)
|X| 75 days after filing pursuant to paragraph (a)(2)
|_| On (date) pursuant to paragraph (a) of Rule 485
If appropriate, check the following box:
___ This post-effective amendment designates a new effective date for a
previously filed post-effective amendment.
This Post-Effective Amendment No. 52 relates solely to the Class A and Class B
shares of the AllianceBernstein Dynamic Asset Allocation Portfolio of the
Registrant. No information in the Registrant's registration statement relating
to the Class A and Class B shares of the AllianceBernstein Money Market
Portfolio, AllianceBernstein Large Cap Growth Portfolio, AllianceBernstein
Growth and Income Portfolio, AllianceBernstein Global Thematic Growth Portfolio,
AllianceBernstein Growth Portfolio, AllianceBernstein International Growth
Portfolio, AllianceBernstein Intermediate Bond Portfolio, AllianceBernstein
Small Cap Growth Portfolio, AllianceBernstein Real Estate Investment Portfolio,
AllianceBernstein International Value Portfolio, AllianceBernstein Small/Mid Cap
Value Portfolio, AllianceBernstein Value Portfolio and AllianceBernstein
Balanced Wealth Strategy Portfolio is amended or superseded hereby.
VARIABLE PRODUCTS SERIES FUND
PROSPECTUS | [___________], 2011
AllianceBernstein Variable Products Series Fund, Inc.
Class A Prospectus
AllianceBernstein VPS
>Dynamic Asset Allocation Portfolio
This Prospectus describes the Portfolio that is available as an underlying
investment through your variable contract. For information about your variable
contract, including information about insurance-related expenses, see the
prospectus for your variable contract which accompanies this Prospectus.
The Securities and Exchange Commission has not approved or disapproved these
securities or passed upon the adequacy of this Prospectus. Any representation to
the contrary is a criminal offense.
AB
AllianceBernstein
Investment Products Offered
> Are Not FDIC Insured
> May Lose Value
> Are Not Bank Guaranteed
TABLE OF CONTENTS
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Page
SUMMARY INFORMATION...................................................... 4
ADDITIONAL INFORMATION ABOUT THE PORTFOLIO'S RISKS AND INVESTMENTS....... 8
INVESTING IN THE PORTFOLIO............................................... 13
MANAGEMENT OF THE PORTFOLIO.............................................. 17
DIVIDENDS, DISTRIBUTIONS AND TAXES....................................... 18
FINANCIAL HIGHLIGHTS..................................................... 19
APPENDIX A--HYPOTHETICAL INVESTMENT AND EXPENSE INFORMATION.............. A-1
SUMMARY INFORMATION
--------------------------------------------------------------------------------
AllianceBernstein VPS Dynamic Asset Allocation Portfolio
--------------------------------------------------------------------------------
INVESTMENT OBJECTIVE
The Portfolio's investment objective is to maximize total return consistent with
the Adviser's determination of reasonable risk.
FEES AND EXPENSES OF THE PORTFOLIO
This table describes the fees and expenses that you may pay if you buy and hold
shares of the Portfolio. The operating expenses information below is designed to
assist Contractholders of variable products that invest in the Portfolio in
understanding the fees and expenses that they may pay as an investor. Because
the information does not reflect deductions at the separate account level or
contract level for any charges that may be incurred under a contract,
Contractholders that invest in the Portfolio should refer to the variable
contract prospectus for a description of fees and expenses that apply to
Contractholders. Inclusion of these charges would increase the fees and expenses
provided below.
Shareholder Fees (fees paid directly from your investment)
N/A
Annual Portfolio Operating Expenses (expenses that you pay each year as a
percentage of the value of your investment)
Management Fees [____]%
Other Expenses [____]%
-----------
Total Portfolio Operating Expenses [____]%
===========
Examples
The Examples are intended to help you compare the cost of investing in the
Portfolio with the cost of investing in other mutual funds. The Examples assume
that you invest $10,000 in the Portfolio for the time periods indicated and then
redeem all of your shares at the end of those periods. The Examples also assume
that your investment has a 5% return each year and that the Portfolio's
operating expenses stay the same. Although your actual costs may be higher or
lower, based on these assumptions your costs would be:
After 1 Year $
After 3 Years $
Portfolio Turnover
The Portfolio pays transactions cost, such as commissions, when it buys or sells
securities (or "turns over" its portfolio). A higher portfolio turnover rate may
indicate higher transaction costs. These transaction costs, which are not
reflected in the Annual Portfolio Operating Expenses or in the Examples, affect
the Portfolio's performance.
PRINCIPAL STRATEGIES
The Portfolio invests in a globally diversified portfolio of equity and debt
securities and other financial instruments, and expects to enter into
derivatives transactions, such as options, futures, forwards, or swap agreements
to achieve market exposure. The Portfolio's neutral weighting, from which it
will make its tactical asset allocations, is 60% equity exposure and 40% debt
exposure. Within these broad components, the Portfolio may invest in any type of
security, including common and preferred stocks, warrants and convertible
securities, government and corporate fixed-income securities, commodities,
currencies, real estate-related securities and inflation-protected securities.
The Portfolio may invest in U.S., non-U.S. and emerging market issuers. The
Portfolio may invest in securities of companies across the capitalization
spectrum, including smaller capitalization companies. The Portfolio expects its
investments in fixed-income securities to have a broad range of maturities and
quality levels. The Portfolio is expected to be highly diversified across
industries, sectors and countries, and will choose its positions from several
market indices worldwide in a manner that is intended to track the performance
(before fees and expenses) of those indices.
Currency exchange rate fluctuations can have a dramatic impact on returns,
significantly adding to returns in some years and greatly diminishing them in
others. To the extent that the Portfolio invests in non-U.S. Dollar-denominated
investments, the Adviser will integrate the risks of foreign currency exposures
into its investment and asset allocation decision making. The Adviser may seek
to hedge all or a portion of the currency exposure resulting from the
Portfolio's investments or decide not to hedge this exposure. The Adviser may
also seek investment opportunities through currencies and currency-related
derivatives.
The Adviser will continuously monitor the risks presented by the Portfolio's
asset allocation and may make frequent adjustments to the Portfolio's exposures
to different asset classes. Using its proprietary Dynamic Asset Allocation
techniques, the Adviser will adjust the Portfolio's exposure to the equity and
debt markets, and to segments within those markets, in response to the Adviser's
assessment of the relative risks and returns of those segments. For example,
when the Adviser determines that equity market volatility is particularly low
and that, therefore, the equity markets present reasonable return opportunities,
the Adviser may increase the Portfolio's equity exposure to as much as 80%.
Conversely, when the Adviser determines that the risks in the equity markets are
disproportionately greater than the potential returns offered, the Adviser may
reduce the Portfolio's equity exposure significantly below the target percentage
or may even decide to eliminate equity exposure altogether by increasing the
Portfolio's fixed-income exposure to 100%. This investment strategy is intended
to reduce the Portfolio's overall investment risk, but may at times result in
the Portfolio underperforming the markets.
The Portfolio expects to utilize derivatives to a significant extent.
Derivatives may provide more efficient and economical exposure to market
segments than direct investments. Derivatives transactions may also be a quicker
and more efficient way to alter the Portfolio's exposure than buying and selling
direct investments. As a result, the Adviser expects to use derivatives as the
primary tool for adjusting the Portfolio's exposure levels from its neutral
weighting. In determining when and to what extent to enter into derivatives
transactions, the Adviser will consider factors such as the relative risks and
returns expected of potential investments and the cost of such transactions. The
Adviser will consider the impact of derivatives in making its assessment of the
Portfolio's risks.
PRINCIPAL RISKS
o Market Risk: The value of the Portfolio's assets will fluctuate as the
stock and bond markets fluctuate. The value of its investments may
decline, sometimes rapidly and unpredictably, simply because of economic
changes or other events that affect large portions of the market.
o Interest Rate Risk: Changes in interest rates will affect the value of the
Portfolio's investments in fixed-income securities. When interest rates
rise, the value of investments in fixed-income securities tend to fall and
this decrease in value may not be offset by higher income from new
investments. Interest rate risk is generally greater for fixed-income
securities with longer maturities or durations.
o Credit Risk: An issuer or guarantor of a fixed-income security, or the
counterparty to a derivatives or other contract, may be unable or
unwilling to make timely payments of interest or principal, or to
otherwise honor its obligations. The issuer or guarantor may default
causing a loss of the full principal amount of a security. The degree of
risk for a particular security may be reflected in its credit rating.
There is the possibility that the credit rating of a fixed-income security
may be downgraded after purchase, which may adversely affect the value of
the security. Investments in fixed-income securities with lower ratings
tend to have a higher probability that an issuer will default or fail to
meet its payment obligations.
o Allocation Risk: The allocation of investments among different global
asset classes may have a significant effect on the Portfolio's net asset
value, or NAV, when one of these asset classes is performing more poorly
than others. As both the direct investments and derivative positions will
be periodically adjusted to reflect the Adviser's view of market and
economic conditions, there will be transaction costs which may be, over
time, significant. In addition, there is a risk that certain asset
allocation decisions may not achieve the desired results and, as a result,
the Portfolio may incur significant losses.
o Foreign (Non-U.S.) Risk: The Portfolio's investments in securities of
non-U.S. issuers may involve more risk than those of U.S. issuers. These
securities may fluctuate more widely in price and may be less liquid due
to adverse market, economic, political, regulatory or other factors.
o Currency Risk: Fluctuations in currency exchange rates may negatively
affect the value of the Portfolio's investments or reduce its returns.
o Derivatives Risk: Derivatives may be illiquid, difficult to price, and
leveraged so that small changes may produce disproportionate losses for
the Portfolio, and may be subject to counterparty risk to a greater degree
than more traditional investments.
o Capitalization Risk: Investments in small- and mid-capitalization
companies may be more volatile than investments in large-cap companies.
Investments in small-cap companies may have additional risks because these
companies have limited product lines, markets or financial resources.
o Real Estate-Related Securities Risk: Investing in real estate-related
securities involves, among others, the following risks: possible declines
in the value of real estate; risks related to general and local economic
conditions, including increases in the rate of inflation; possible lack of
availability of mortgage funds; overbuilding; extending vacancies of
properties; increases in competition, property taxes and operating
expenses; changes in zoning laws; costs resulting from clean-up of, and
liability to third parties for damages resulting from, environmental
problems; casualty or condemnation losses; uninsured damages from floods,
earthquakes or other natural disasters; limitations on and variations in
rents; and changes in interest rates. Investing in Real Estate Investment
Trusts ("REITs") involves certain unique risks in addition to those risks
associated with investing in the real estate industry in general. REITs
are dependent upon management skills, are not diversified, and are subject
to heavy cash flow dependency, default by borrowers and self-liquidation.
o Management Risk: The Portfolio is subject to management risk because it is
an actively managed investment fund. The Adviser will apply its investment
techniques and risk analyses in making investment decisions for the
Portfolio, but there is no guarantee that its techniques will produce the
intended results.
As with all investments, you may lose money by investing in the Portfolio.
BAR CHART AND PERFORMANCE INFORMATION
No performance information is provided for the Portfolio because it has not yet
commenced operations.
INVESTMENT ADVISER
AllianceBernstein L.P. is the investment adviser for the Portfolio.
PORTFOLIO MANAGERS
The following table lists the persons responsible for day-to-day management of
the Portfolio's portfolio:
Employee Length of Service Title
-------- ----------------- ------
Seth J. Masters Since 2011 Senior Vice President of the Adviser
Daniel J. Loewy Since 2011 Senior Vice President of the Adviser
PURCHASE AND SALE OF PORTFOLIO SHARES
The Portfolio offers its shares through the separate accounts of life insurance
companies ("Insurers"). You may only purchase and sell shares through these
separate accounts. See the prospectus of the separate account of the
participating insurance company for information on the purchase and sale of the
Portfolio's shares.
TAX INFORMATION
The Portfolio may make income dividends or capital gains distribution. The
income and capital gains distribution will be made in shares of the Portfolio.
See the prospectus of the separate account of the participating insurance
company for federal income tax information.
PAYMENTS TO INSURERS AND OTHER FINANCIAL INTERMEDIARIES
If you purchase shares of the Portfolio through an Insurer or other financial
intermediary, the Portfolio and its related companies may pay the intermediary
for the sale of Portfolio shares and related services. These payments may create
a conflict of interest by influencing the Insurer or other financial
intermediary and your salesperson to recommend the Portfolio over another
investment. Ask your salesperson or visit your financial intermediary's website
for more information.
ADDITIONAL INFORMATION ABOUT THE PORTFOLIO'S RISKS AND INVESTMENTS
--------------------------------------------------------------------------------
This section of the Prospectus provides additional information about the
Portfolio's investment practices and risks. Most of these investment practices
are discretionary, which means that the Adviser may or may not decide to use
them. This Prospectus does not describe all of the Portfolio's investment
practices and additional descriptions of the Portfolio's strategies,
investments, and risks can be found in the Portfolio's Statement of Additional
Information ("SAI").
DERIVATIVES
The Portfolio may, but is not required to, use derivatives for risk management
purposes or as part of its investment strategies. Derivatives are financial
contracts whose value depends on, or is derived from, the value of an underlying
asset, reference rate or index. The Portfolio may use derivatives to earn income
and enhance returns, to hedge or adjust the risk profile of a portfolio, to
replace more traditional direct investments and to obtain exposure to otherwise
inaccessible markets.
There are four principal types of derivatives, including options, futures,
forwards and swaps, which are described below. Derivatives may be (i)
standardized, exchange-traded contracts or (ii) customized, privately negotiated
contracts. Exchange-traded derivatives tend to be more liquid and subject to
less credit risk than those that are privately negotiated.
The Portfolio's use of derivatives may involve risks that are different from, or
possibly greater than, the risks associated with investing directly in
securities or other more traditional instruments. These risks include the risk
that the value of a derivative instrument may not correlate perfectly, or at
all, with the value of the assets, reference rates, or indices that they are
designed to track. Other risks include: the possible absence of a liquid
secondary market for a particular instrument and possible exchange-imposed price
fluctuation limits, either of which may make it difficult or impossible to close
out a position when desired; and the risk that the counterparty will not perform
its obligations. Certain derivatives may have a leverage component and involve
leverage risk. Adverse changes in the value or level of the underlying asset,
note or index can result in a loss substantially greater than the Portfolio's
investment in some cases, the potential loss is unlimited.
The Portfolio's investments in derivatives may include, but are not limited to,
the following:
o Forward Contracts. A forward contract is an agreement that obligates one
party to buy, and the other party to sell, a specific quantity of an
underlying commodity or other tangible asset for an agreed upon price at a
future date. A forward contract is either settled by physical delivery of
the commodity or tangible asset to an agreed-upon location at a future
date, rolled forward into a new forward contract or, in the case of a
non-deliverable forward, by a cash payment at maturity. The Portfolio's
investments in forward contracts may include the following:
- Forward Currency Exchange Contracts. The Portfolio may purchase or
sell forward currency exchange contracts for hedging purposes to
minimize the risk from adverse changes in the relationship between
the U.S. Dollar and other currencies or for non-hedging purposes as
a means of making direct investments in foreign currencies, as
described below under "Other Derivatives and Strategies -- Currency
Transactions". The Portfolio, for example, may enter into a forward
contract as a transaction hedge (to "lock in" the U.S. Dollar price
of a non-U.S. Dollar security), as a position hedge (to protect the
value of securities the Portfolio owns that are denominated in a
foreign currency against substantial changes in the value of the
foreign currency) or as a cross-hedge (to protect the value of
securities the Portfolio owns that are denominated in a foreign
currency against substantial changes in the value of that foreign
currency by entering into a forward contract for a different foreign
currency that is expected to change in the same direction as the
currency in which the securities are denominated).
o Futures Contracts and Options on Futures Contracts. A futures contract is
an agreement that obligates the buyer to buy and the seller to sell a
specified quantity of an underlying asset (or settle for cash the value of
a contract based on an underlying asset, rate or index) at a specific
price on the contract maturity date. Options on futures contracts are
options that call for the delivery of futures contracts upon exercise. The
Portfolio may purchase or sell futures contracts and options thereon to
hedge against changes in interest rates, securities (through index futures
or options) or currencies. The Portfolio may also purchase or sell futures
contracts for foreign currencies or options thereon for non-hedging
purposes as a means of making direct investments in foreign currencies, as
described below under "Other Derivatives and Strategies -- Currency
Transactions".
o Options. An option is an agreement that, for a premium payment or fee,
gives the option holder (the buyer) the right but not the obligation to
buy (a "call option") or sell (a ("put option") the underlying asset (or
settle for cash an amount based on an underlying asset, rate or index) at
a specified price (the exercise price) during a period of time or on a
specified date. Investments in options are considered speculative. The
Portfolio may lose the premium paid for them if the price of the
underlying security or other asset decreased or remained the same (in the
case of a call option) or increased or remained the same (in the case of a
put option). If a put or call option purchased by the Portfolio were
permitted to expire without being sold or exercised, its premium would
represent a loss to the Portfolio. The Portfolio's investments in options
include the following:
- Options on Foreign Currencies. The Portfolio may invest in options
on foreign currencies that are privately negotiated or traded on
U.S. or foreign exchanges for hedging purposes to protect against
declines in the U.S. Dollar value of foreign currency denominated
securities held by the Portfolio and against increases in the U.S.
Dollar cost of securities to be acquired. The purchase of an option
on a foreign currency may constitute an effective hedge against
fluctuations in exchange rates, although if rates move adversely,
the Portfolio may forfeit the entire amount of the premium plus
related transaction costs. The Portfolio may also invest in options
on foreign currencies for non-hedging purposes as a means of making
direct investments in foreign currencies, as described below under
"Other Derivatives and Strategies -- Currency Transactions".
- Options on Securities. The Portfolio may purchase or write a put or
call option on securities. The Portfolio may write covered options,
which means writing an option for securities the Portfolio owns, and
uncovered options.
- Options on Securities Indices. An option on a securities index is
similar to an option on a security except that, rather than taking
or making delivery of a security at a specified price, an option on
a securities index gives the holder the right to receive, upon
exercise of the option, an amount of cash if the closing level of
the chosen index is greater than (in the case of a call) or less
than (in the case of a put) the exercise price of the option.
o Swap Transactions. A swap is an agreement that obligates two parties to
exchange a series of cash flows at specified intervals (payment dates)
based upon, or calculated by, reference to changes in specified prices or
rates (interest rates in the case of interest rate swaps, currency
exchange rates in the case of currency swaps) for a specified amount of an
underlying asset (the "notional" principal amount). Except for currency
swaps, the notional principal amount is used solely to calculate the
payment stream, but is not exchanged. Swaps are entered into on a net
basis (i.e., the two payment streams are netted out, with the Portfolio
receiving or paying, as the case may be, only the net amount of the two
payments).
- Credit Default Swap Agreements. The "buyer" in a credit default swap
contract is obligated to pay the "seller" a periodic stream of
payments over the term of the contract in return for a contingent
payment upon the occurrence of a credit event with respect to an
underlying reference obligation. Generally, a credit event means
bankruptcy, failure to pay, obligation acceleration or modified
restructuring. The Portfolio may be either the buyer or seller in
the transaction. If the Portfolio is a seller, the Portfolio
receives a fixed rate of income throughout the term of the contract,
which typically is between one month and five years, provided that
no credit event occurs. If a credit event occurs, the Portfolio
typically must pay the contingent payment to the buyer, which is
typically the "par value" (full notional value) of the reference
obligation. The contingent payment may be a cash settlement or by
physical delivery of the reference obligation in return for payment
of the face amount of the obligation. The value of the reference
obligation received by the Portfolio coupled with the periodic
payments previously received may be less than the full notional
value it pays to the buyer, resulting in a loss of value to the
Portfolio. If the reference obligation is a defaulted security,
physical delivery of the security will cause the Portfolio to hold a
defaulted security. If the Portfolio is a buyer and no credit event
occurs, the Portfolio will lose its periodic stream of payments over
the term of the contract. However, if a credit event occurs, the
buyer typically receives full notional value for a reference
obligation that may have little or no value.
Credit default swaps may involve greater risks than if the Portfolio
had invested in the reference obligation directly. Credit default
swaps are subject to general market risk, liquidity risk and credit
risk.
- Currency Swaps. The Portfolio may invest in currency swaps for
hedging purposes to protect against adverse changes in exchange
rates between the U.S. Dollar and other currencies or for
non-hedging purposes as a means of making direct investments in
foreign currencies, as described below under "Other Derivatives and
Strategies -- Currency Transactions." Currency swaps involve the
individually negotiated exchange by the Portfolio with another party
of a series of payments in specified currencies. Actual principal
amounts of currencies may be exchanged by the counterparties at the
initiation, and again upon the termination, of the transaction.
Therefore, the entire principal value of a currency swap is subject
to the risk that the swap counterparty will default on its
contractual delivery obligations. If there is a default by the
counterparty to the transaction, the Portfolio will have contractual
remedies under the transaction agreements.
- Inflation (CPI) Swaps. Inflation swap agreements are contracts in
which one party agrees to pay the cumulative percentage increase in
a price index (the Consumer Price Index with respect to CPI swaps)
over the term of the swap (with some lag on the inflation index),
and the other pays a compounded fixed rate. Inflation swap
agreements may be used to protect the NAV of the Portfolio against
an unexpected change in the rate of inflation measured by an
inflation index since the value of these agreements is expected to
increase if unexpected inflation increases.
- Interest Rate Swaps, Swaptions, Caps and Floors. Interest rate swaps
involve the exchange by the Portfolio with another party of payments
calculated by reference to specified interest rates (e.g., an
exchange of floating rate payments for fixed rate payments). Unless
there is a counterparty default, the risk of loss to the Portfolio
from interest rate swap transactions is limited to the net amount of
interest payments that the Portfolio is contractually obligated to
make. If the counterparty to an interest rate swap transaction
defaults, the Portfolio's risk of loss consists of the net amount of
interest payments that the Portfolio contractually is entitled to
receive.
An option on a swap agreement, also called a "swaption," is an
option that gives the buyer the right, but not the obligation, to
enter into a swap on a future date in exchange for paying a
market-based "premium." A receiver swaption gives the owner the
right to receive the total return of a specified asset, reference
rate, or index. A payer swaption gives the owner the right to pay
the total return of a specified asset, reference rate, or index.
Swaptions also include options that allow an existing swap to be
terminated or extended by one of the counterparties.
The purchase of an interest rate cap entitles the purchaser, to the
extent that a specified index exceeds a predetermined interest rate,
to receive payments of interest on a contractually-based principal
amount from the party selling the interest rate cap. The purchase of
an interest rate floor entitles the purchaser, to the extent that a
specified index falls below a predetermined interest rate, to
receive payments of interest on an agreed principal amount from the
party selling the interest rate floor. Caps and floors may be less
liquid than swaps.
There is no limit on the amount of interest rate transactions that
may be entered into by the Portfolio. The value of these
transactions will fluctuate based on changes in interest rates.
Interest rate swap, swaptions, cap and floor transactions may be
used to preserve a return or spread on a particular investment or a
portion of the Portfolio's portfolio or to protect against an
increase in the price of securities the Portfolio anticipates
purchasing at a later date.
o Other Derivatives and Strategies.
- Currency Transactions. The Portfolio may invest in non-U.S.
Dollar-denominated securities on a currency hedged or unhedged
basis. The Adviser may actively manage the Portfolio's currency
exposures and may seek investment opportunities by taking long or
short positions in currencies through the use of currency-related
derivatives, including forward currency exchange contracts, futures
and options on futures, swaps and options. The Adviser may enter
into transactions for investment opportunities when it anticipates
that a foreign currency will appreciate or depreciate in value but
securities denominated in that currency are not held by the
Portfolio and do not present attractive investment opportunities.
Such transactions may also be used when the Adviser believes that it
may be more efficient than a direct investment in a foreign
currency-denominated security. The Portfolio may also conduct
currency exchange contracts on a spot basis (i.e., for cash at the
spot rate prevailing in the currency exchange market for buying or
selling currencies).
- Commodity-Linked Derivative Instruments. The Portfolio may invest in
commodity-linked derivative instruments, including swap agreements,
commodity options futures and options on futures. The value of a
commodity-linked derivative investment generally is based upon the
price movements of a physical commodity, such as energy, mineral, or
agricultural products) a commodity futures contract, a subset of
commodities, a subset of commodity futures contracts or commodity
index, or other economic variable based on changes in the value of
commodities or the commodities markets.
CONVERTIBLE SECURITIES
Prior to conversion, convertible securities have the same general
characteristics as non-convertible debt securities, which generally provide a
stable stream of income with yields that are generally higher than those of
equity securities of the same or similar issuers. The price of a convertible
security will normally vary with changes in the price of the underlying equity
security, although the higher yield tends to make the convertible security less
volatile than the underlying equity security. As with debt securities, the
market value of convertible securities tends to decrease as interest rates rise
and increase as interest rates decline. While convertible securities generally
offer lower interest or dividend yields than non-convertible debt securities of
similar quality, they offer investors the potential to benefit from increases in
the market price of the underlying common stock. Convertible debt securities
that are rated Baa or lower by Moody's or BBB or lower by S&P or Fitch and
comparable unrated securities as determined by the Adviser may share some or all
of the risks of non-convertible debt securities with those ratings.
DEPOSITARY RECEIPTS
Depositary receipts may not necessarily be denominated in the same currency as
the underlying securities into which they may be converted. In addition, the
issuers of the stock of unsponsored depositary receipts are not obligated to
disclose material information in the United States and, therefore, there may not
be a correlation between such information and the market value of the depositary
receipts. American Depositary Receipts, or ADRs, are depositary receipts
typically issued by an U.S. bank or trust company that evidence ownership of
underlying securities issued by a foreign corporation. Global Depositary
Receipts, or GDRs, European Depositary Receipts, or EDRs, and other types of
depositary receipts are typically issued by non-U.S. banks or trust companies
and evidence ownership of underlying securities issued by either a U.S. or a
non-U.S. company. Generally, depositary receipts in registered form are designed
for use in the U.S. securities markets, and depositary receipts in bearer form
are designed for use in securities markets outside of the United States. For
purposes of determining the country of issuance, investments in depositary
receipts of either type are deemed to be investments in the underlying
securities.
FORWARD COMMITMENTS
Forward commitments for the purchase or sale of securities may include purchases
on a when-issued basis or purchases or sales on a delayed delivery basis. In
some cases, a forward commitment may be conditioned upon the occurrence of a
subsequent event, such as approval and consummation of a merger, corporate
reorganization or debt restructuring or approval of a proposed financing by
appropriate authorities (i.e., a "when, as and if issued" trade).
The Portfolio may invest in TBA-mortgage-backed securities. A TBA or "To Be
Announced" trade represents a contract for the purchase or sale of
mortgage-backed securities to be delivered at a future agreed-upon date;
however, the specific mortgage pool numbers or the number of pools that will be
delivered to fulfill the trade obligation or terms of the contract are unknown
at the time of the trade. Mortgage pools (including fixed rate or variable rate
mortgages) guaranteed by the Government National Mortgage Association, or GNMA,
the Federal National Mortgage Association, or FNMA, or the Federal Home Loan
Mortgage Corporation, or FHLMC, are subsequently allocated to the TBA
transactions.
When forward commitments with respect to fixed-income securities are negotiated,
the price, which is generally expressed in yield terms, is fixed at the time the
commitment is made, but payment for and delivery of the securities take place at
a later date. Securities purchased or sold under a forward commitment are
subject to market fluctuation and no interest or dividends accrue to the
purchaser prior to the settlement date. There is the risk of loss if the value
of either a purchased security declines before the settlement date or the
security sold increases before the settlement date. The use of forward
commitments helps the Portfolio to protect against anticipated changes in
interest rates and prices.
ILLIQUID SECURITIES
Under current Commission guidelines, the Portfolio limits its investments in
illiquid securities to 15% of its net assets. The term "illiquid securities" for
this purpose means securities that cannot be disposed of within seven days in
the ordinary course of business at approximately the amount the Portfolio has
valued the securities. The Portfolio invests in illiquid securities and it may
not be able to sell such securities and may not be able to realize their full
value upon sale. Restricted securities (securities subject to legal or
contractual restrictions on resale) may be illiquid. Some restricted securities
(such as securities issued pursuant to Rule 144A under the Securities Act of
1933 (the "Securities Act") or certain commercial paper) may be treated as
liquid, although they may be less liquid than registered securities traded on
established secondary markets.
INFLATION-PROTECTED SECURITIES
Inflation-protected securities, or IPS, are fixed-income securities whose
principal value is periodically adjusted according to the rate of inflation. If
the index measuring inflation falls, the principal value of these securities
will be adjusted downward, and consequently the interest payable on these
securities (calculated with respect to a smaller principal amount) will be
reduced.
The value of inflation-protected securities tends to react to changes in real
interest rates. In general, the price of an inflation-protected security can
fall when real interest rates rise, and can rise when real interest rates fall.
In addition, the value of inflation-protected securities can fluctuate based on
fluctuations in expectations of inflations. Interest payments on
inflation-protected securities can be unpredictable and will vary as the
principal and/or interest is adjusted for inflation.
INVESTMENT IN OTHER INVESTMENT COMPANIES
The Portfolio may invest in other investment companies as permitted by the
Investment Company Act of 1940, as amended (the "1940 Act") or the rules and
regulations thereunder. If the Portfolio acquires shares in investment
companies, shareholders would bear, indirectly, the expenses of such investment
companies (which may include management and advisory fees), which are in
addition to the Portfolio's expenses. The Portfolio may also invest in exchange
traded funds, subject to the restrictions and limitations of the 1940 Act or any
applicable rules, exemptive orders or regulatory guidance.
LOANS OF PORTFOLIO SECURITIES
For the purposes of achieving income, the Portfolio may make secured loans of
portfolio securities to brokers, dealers and financial institutions, provided a
number of conditions are satisfied, including that the loan is fully
collateralized. Securities lending involves the possible loss of rights in the
collateral or delay in the recovery of collateral if the borrower fails to
return the securities loaned or becomes insolvent. When the Portfolio lends
securities, its investment performance will continue to reflect changes in the
value of the securities loaned, and the Portfolio will also receive a fee or
interest on the collateral. The Portfolio may pay reasonable finders',
administrative, and custodial fees in connection with a loan.
MORTGAGE-RELATED AND OTHER ASSET-BACKED SECURITIES
The Portfolio may invest in mortgage-related or other asset-backed securities.
Mortgage-related securities include mortgage pass-through securities,
collateralized mortgage obligations ("CMOs"), commercial mortgage-backed
securities, mortgage dollar rolls, CMO residuals, stripped mortgage-backed
securities ("SMBSs") and other securities that directly or indirectly represent
a participation in or are secured by and payable from mortgage loans on real
property. These securities may be issued or guaranteed by the U.S. Government or
one of its sponsored entities or may be issued by private organizations.
The value of mortgage-related or asset-backed securities may be particularly
sensitive to changes in prevailing interest rates. Early payments of principal
on some mortgage-related securities may occur during periods of falling mortgage
interest rates and expose the Portfolio to a lower rate of return upon
reinvestment of principal. Early payments associated with mortgage-related
securities cause these securities to experience significantly greater price and
yield volatility than is experienced by traditional fixed-income securities.
During periods of rising interest rates, a reduction in prepayments may increase
the effective life of mortgage-related securities, subjecting them to greater
risk of decline in market value in response to rising interest rates. If the
life of a mortgage-related security is inaccurately predicted, the Portfolio may
not be able to realize the rate of return it expected.
One type of SMBS has one class receiving all of the interest from the mortgage
assets (the interest-only, or "IO" class), while the other class will receive
all of the principal (the principal-only, or "PO" class). The yield to maturity
on an IO class is extremely sensitive to the rate of principal payments
(including prepayments) on the underlying mortgage assets, and a rapid rate of
principal payments may have a material adverse effect on the Portfolio's yield
to maturity from these securities.
The Portfolio may invest in collateralized debt obligations ("CDOs"), which
include collateralized bond obligations ("CBOs"), collateralized loan
obligations ("CLOs"), and other similarly structured securities. CBOs and CLOs
are types of asset-backed securities. A CBO is a trust that is backed by a
diversified pool of high-risk, below investment grade fixed-income securities. A
CLO is a trust typically collateralized by a pool of loans, which may include,
among others, domestic and foreign senior secured loans, senior unsecured loans,
and subordinate corporate loans, including loans that may be rated below
investment grade or equivalent unrated loans.
The Portfolio may invest in other asset-backed securities. The securitization
techniques used to develop mortgage-related securities are being applied to a
broad range of financial assets. Through the use of trusts and special purpose
corporations, various types of assets, including automobile loans and leases,
credit card receivables, home equity loans, equipment leases and trade
receivables, are being securitized in structures similar to the structures used
in mortgage securitizations.
PREFERRED STOCK
The Portfolio may invest in preferred stock. Preferred stock is subordinated to
any debt the issuer has outstanding. Accordingly, preferred stock dividends are
not paid until all debt obligations are first met. Preferred stock may be
subject to more fluctuations in market value, due to changes in market
participants' perceptions of the issuer's ability to continue to pay dividends,
than debt of the issuer. These investments include convertible preferred stock,
which includes an option for the holder to convert the preferred stock into the
issuer's common stock under certain conditions, among which may be the
specification of a future date when the conversion may begin, a certain number
of common shares per preferred shares, or a certain price per share for the
common stock. Convertible preferred stock tends to be more volatile than
non-convertible preferred stock, because its value is related to the price of
the issuer's common stock as well as the dividends payable on the preferred
stock.
REAL ESTATE INVESTMENT TRUSTS
REITs are pooled investment vehicles that invest primarily in income producing
real estate or real estate related loans or interests. REITs are generally
classified as equity REITs, mortgage REITs or a combination of equity and
mortgage REITs. Equity REITs invest the majority of their assets directly in
real property and derive income primarily from the collection of rents. Equity
REITs can also realize capital gains by selling properties that have appreciated
in value. Mortgage REITs invest the majority of their assets in real estate
mortgages and derive income from the collection of interest payments. Similar to
investment companies such as the Portfolio, REITs are not taxed on income
distributed to shareholders provided they comply with several requirements of
the United States Internal Revenue Code of 1986, as amended. The Portfolio will
indirectly bear its proportionate share of expenses incurred by REITs in which
the Portfolio invests in addition to the expenses incurred directly by the
Portfolio.
REPURCHASE AGREEMENTS AND BUY/SELL BACK TRANSACTIONS
The Portfolio may enter into repurchase agreements in which the Portfolio
purchases a security from a bank or broker-dealer, which agrees to repurchase
the security from the Portfolio at an agreed-upon future date, normally a day or
a few days later. The purchase and repurchase transactions are transacted under
one agreement. The resale price is greater than the purchase price, reflecting
an agreed-upon interest rate for the period the buyer's money is invested in the
security. Such agreements permit the Portfolio to keep all of its assets at work
while retaining "overnight" flexibility in pursuit of investments of a
longer-term nature. If the bank or broker-dealer defaults on its repurchase
obligation, the Portfolio would suffer a loss to the extent that the proceeds
from the sale of the security were less than the repurchase price.
The Portfolio may enter into buy/sell back transactions, which are similar to
repurchase agreements. In this type of transaction, the Portfolio enters a trade
to buy securities at one price and simultaneously enters a trade to sell the
same securities at another price on a specified date. Similar to a repurchase
agreement, the repurchase price is higher than the sale price and reflects
current interest rates. Unlike a repurchase agreement, however, the buy/sell
back transaction is considered two separate transactions.
RIGHTS AND WARRANTS
Rights and warrants are option securities permitting their holders to subscribe
for other securities. Rights are similar to warrants except that they have a
substantially shorter duration. Rights and warrants do not carry with them
dividend or voting rights with respect to the underlying securities, or any
rights in the assets of the issuer. As a result, an investment in rights and
warrants may be considered more speculative than certain other types of
investments. In addition, the value of a right or a warrant does not necessarily
change with the value of the underlying securities, and a right or a warrant
ceases to have value if it is not exercised prior to its expiration date.
ZERO COUPON AND PRINCIPAL-ONLY SECURITIES
Zero coupon securities and principal-only (PO) securities are debt securities
that have been issued without interest coupons or stripped of their unmatured
interest coupons, and include receipts or certificates representing interests in
such stripped debt obligations and coupons. Such a security pays no interest to
its holder during its life. Its value to an investor consists of the difference
between its face value at the time of maturity and the price for which it was
acquired, which is generally an amount significantly less than its face value.
Such securities usually trade at a deep discount from their face or par value
and are subject to greater fluctuations in market value in response to changing
interest rates than debt obligations of comparable maturities and credit quality
that make current distributions of interest. On the other hand, because there
are no periodic interest payments to be reinvested prior to maturity, these
securities eliminate reinvestment risk and "lock in" a rate of return to
maturity.
ADDITIONAL RISK AND OTHER CONSIDERATIONS
Investments in the Portfolio involve the special risk considerations described
below. Certain of these risks may be heightened when investing in emerging
markets.
FOREIGN (NON-U.S.) SECURITIES
Investing in foreign securities involves special risks and considerations not
typically associated with investing in U.S. securities. The securities markets
of many foreign countries are relatively small, with the majority of market
capitalization and trading volume concentrated in a limited number of companies
representing a small number of industries. If the Portfolio invests in foreign
securities, it may experience greater price volatility and significantly lower
liquidity than a portfolio invested solely in securities of U.S. companies.
These markets may be subject to greater influence by adverse events generally
affecting the market, and by large investors trading significant blocks of
securities, than is usual in the United States.
Securities registration, custody, and settlement may in some instances be
subject to delays and legal and administrative uncertainties. Foreign investment
in the securities markets of certain foreign countries is restricted or
controlled to varying degrees. These restrictions or controls may at times limit
or preclude investment in certain securities and may increase the cost and
expenses of the Portfolio. In addition, the repatriation of investment income,
capital or the proceeds of sales of securities from certain countries is
controlled under regulations, including in some cases the need for certain
advance government notification or authority, and if a deterioration occurs in a
country's balance of payments, the country could impose temporary restrictions
on foreign capital remittances.
The Portfolio also could be adversely affected by delays in, or a refusal to
grant, any required governmental approval for repatriation, as well as by the
application to it of other restrictions on investment. Investing in local
markets may require the Portfolio to adopt special procedures or seek local
governmental approvals or other actions, any of which may involve additional
costs to the Portfolio. These factors may affect the liquidity of the
Portfolio's investments in any country and the Adviser will monitor the effect
of any such factor or factors on the Portfolio's investments. Transaction costs,
including brokerage commissions for transactions both on and off the securities
exchanges, in many foreign countries are generally higher than in the U.S.
Issuers of securities in foreign jurisdictions are generally not subject to the
same degree of regulation as are U.S. issuers with respect to such matters as
insider trading rules, restrictions on market manipulation, shareholder proxy
requirements, and timely disclosure of information. The reporting, accounting,
and auditing standards of foreign countries may differ, in some cases
significantly, from U.S. standards in important respects, and less information
may be available to investors in foreign securities than to investors in U.S.
securities. Substantially less information is publicly available about certain
non-U.S. issuers than is available about most U.S. issuers.
The economies of individual foreign countries may differ favorably or
unfavorably from the U.S. economy in such respects as growth of gross domestic
product or gross national product, rate of inflation, capital reinvestment,
resource self-sufficiency, and balance of payments position. Nationalization,
expropriation or confiscatory taxation, currency blockage, political changes,
government regulation, political or social instability, revolutions, wars or
diplomatic developments could affect adversely the economy of a foreign country.
In the event of nationalization, expropriation, or other confiscation, the
Portfolio could lose its entire investment in securities in the country
involved. In addition, laws in foreign countries governing business
organizations, bankruptcy and insolvency may provide less protection to security
holders such as the Portfolio than that provided by U.S. laws.
Investments in securities of companies in emerging markets involve special
risks. There are approximately 100 countries identified by the World Bank as Low
Income, Lower Middle Income and Upper Middle Income countries that are generally
regarded as Emerging Markets. Emerging market countries that the Adviser
currently considers for investment are listed below. Countries may be added to
or removed from this list at any time.
Algeria Hong Kong Poland
Argentina Hungary Qatar
Belize India Romania
Brazil Indonesia Russia
Bulgaria Israel Singapore
Chile Jamaica Slovakia
China Jordan Slovenia
Colombia Kazakhstan South Africa
Costa Rica Lebanon South Korea
Cote D'Ivoire Malaysia Taiwan
Croatia Mexico Thailand
Czech Republic Morocco Trinidad & Tobago
Dominican Republic Nigeria Tunisia
Ecuador Pakistan Turkey
Egypt Panama Ukraine
El Salvador Peru Uruguay
Guatemala Philippines Venezuela
Investing in emerging market securities imposes risks different from, or greater
than, risks of investing in domestic securities or in foreign, developed
countries. These risks include: smaller market capitalization of securities
markets, which may suffer periods of relative illiquidity; significant price
volatility; restrictions on foreign investment; and possible repatriation of
investment income and capital. In addition, foreign investors may be required to
register the proceeds of sales; future economic or political crises could lead
to price controls, forced mergers, expropriation or confiscatory taxation,
seizure, nationalization, or creation of government monopolies. The currencies
of emerging market countries may experience significant declines against the
U.S. Dollar, and devaluation may occur subsequent to investments in these
currencies by the Portfolio. Inflation and rapid fluctuations in inflation rates
have had, and may continue to have, negative effects on the economies and
securities markets of certain emerging market countries.
Additional risks of emerging market securities may include: greater social,
economic and political uncertainty and instability; more substantial
governmental involvement in the economy; less governmental supervision and
regulation; unavailability of currency hedging techniques; companies that are
newly organized and small; differences in auditing and financial reporting
standards, which may result in unavailability of material information about
issuers; and less developed legal systems. In addition, emerging securities
markets may have different clearance and settlement procedures, which may be
unable to keep pace with the volume of securities transactions or otherwise make
it difficult to engage in such transactions. Settlement problems may cause the
Portfolio to miss attractive investment opportunities, hold a portion of its
assets in cash pending investment, or be delayed in disposing of a portfolio
security. Such a delay could result in possible liability to a purchaser of the
security.
FOREIGN (NON-U.S.) CURRENCIES
The Portfolio invests some portion of its assets in securities denominated in,
and receives revenues in, foreign currencies and will be adversely affected by
reductions in the value of those currencies relative to the U.S. Dollar. Foreign
currency exchange rates may fluctuate significantly. They are determined by
supply and demand in the foreign exchange markets, the relative merits of
investments in different countries, actual or perceived changes in interest
rates, and other complex factors. Currency exchange rates also can be affected
unpredictably by intervention (or the failure to intervene) by U.S. or foreign
governments or central banks or by currency controls or political developments.
In light of these risks, the Portfolio may engage in certain currency hedging
transactions, as described above, which involve certain special risks. The
Portfolio may also invest directly in foreign currencies for non-hedging
purposes directly on a spot basis (i.e., cash) or through derivative
transactions, such as forward currency exchange contracts, futures and options
thereon, swaps and options as described above. These investments will be subject
to the same risks. In addition, currency exchange rates may fluctuate
significantly over short periods of time, causing the Portfolio's NAV, to
fluctuate.
NON-U.S. FIXED-INCOME SECURITIES
To the extent that the Portfolio invests in non-U.S. fixed-income securities,
the Portfolio is subject to increased credit risk because of the difficulties of
requiring non-U.S. entities, including issuers of sovereign debt, to honor their
contractual commitments, and because a number of non-U.S. governments and other
issuers are already in default. In certain countries, legal remedies available
to investors may be more limited than those available with respect to
investments in the U.S. As a result, the Portfolio may be unable to obtain or
enforce judgments against non-U.S. entities.
FUTURE DEVELOPMENTS
The Portfolio may take advantage of other investment practices that are not
currently contemplated for use by the Portfolio, or are not available but may
yet be developed, to the extent such investment practices are consistent with
the Portfolio's investment objective and legally permissible for the Portfolio.
Such investment practices, if they arise, may involve risks that are different
from or exceed those involved in the practices described above.
CHANGES IN INVESTMENT OBJECTIVES AND POLICIES
The AllianceBernstein(R) Variable Products Series (VPS) Fund's (the "Fund")
Board of Directors (the "Board") may change the Portfolio's investment objective
without shareholder approval. The Portfolio will provide shareholders with 60
days' prior written notice of any change to the Portfolio's investment
objective. Unless otherwise noted, all other investment policies of the
Portfolio may be changed without shareholder approval.
TEMPORARY DEFENSIVE POSITION
For temporary defensive purposes to attempt to respond to adverse market,
economic, political or other conditions, the Portfolio may invest in certain
types of short-term, liquid, investment grade or high quality debt securities.
While the Portfolio is investing for temporary defensive purposes, it may not
meet its investment objectives.
PORTFOLIO HOLDINGS
The Portfolio's SAI includes a description of the policies and procedures that
apply to disclosure of the Portfolio's portfolio holdings.
INVESTING IN THE PORTFOLIO
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HOW TO BUY AND SELL SHARES
The Portfolio offers its shares through the separate accounts of life insurance
companies (the "Insurers"). You may only purchase and sell shares through these
separate accounts. See the prospectus of the separate account of the
participating insurance company for information on the purchase and sale of the
Portfolio's shares. AllianceBernstein Investments, Inc. ("ABI") may from time to
time receive payments from Insurers in connection with the sale of the
Portfolio's shares through the Insurer's separate accounts.
The purchase or sale of the Portfolio's shares is priced at the next determined
NAV after the order is received in proper form.
The Insurers maintain omnibus account arrangements with the Fund in respect of
the Portfolio and place aggregate purchase, redemption and exchange orders for
shares of the Portfolio corresponding to orders placed by the Insurer's
customers ("Contractholders") who have purchased contracts from the Insurers, in
each case, in accordance with the terms and conditions of the relevant contract.
Omnibus account arrangements maintained by the Insurers are discussed below
under "Limitations on Ability to Detect and Curtail Excessive Trading
Practices."
ABI may refuse any order to purchase shares. The Portfolio reserves the right to
suspend the sale of its shares to the public in response to conditions in the
securities markets or for other reasons.
PAYMENTS TO FINANCIAL INTERMEDIARIES
Financial intermediaries, such as the Insurers, market and sell shares of the
Portfolio and typically receive compensation for selling shares of the
Portfolio. This compensation is paid from various sources.
Insurers or your financial intermediary receive compensation from ABI
and/or the Adviser in several ways from various sources, which include
some or all of the following:
- defrayal of costs for educational seminars and training;
- additional distribution support; and
- payments related to providing Contractholder recordkeeping and/or
administrative services.
ABI and/or the Adviser may pay Insurers or other financial intermediaries to
perform record-keeping and administrative services in connection with the
Portfolio. Such payments will generally not exceed 0.35% of the average daily
net assets of the Portfolio attributable to the Insurer.
Other Payments for Educational Support and Distribution Assistance
In addition to the fees described above, ABI, at its expense, currently provides
additional payments to the Insurers that sell shares of the Portfolio. These
sums include payments to reimburse directly or indirectly the costs incurred by
the Insurers and their employees in connection with educational seminars and
training efforts about the Portfolio for the Insurers' employees and/or their
clients and potential clients. The costs and expenses associated with these
efforts may include travel, lodging, entertainment and meals.
For 2011, ABI's additional payments to these firms for educational support and
distribution assistance related to the Portfolios are expected to be
approximately $[________]. In 2010, ABI paid additional payments of
approximately $[________] for the Portfolios.
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If one mutual fund sponsor that offers shares to separate accounts of an
Insurer makes greater distribution assistance payments than another, the
Insurer may have an incentive to recommend or offer the shares of funds of
one fund sponsor over another.
Please speak with your financial intermediary to learn more about the
total amounts paid to your financial intermediary by the Adviser, ABI and
by other mutual fund sponsors that offer shares to Insurers that may be
recommended to you. You should also consult disclosures made by your
financial intermediary at the time of purchase.
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As of the date of this Prospectus, ABI anticipates that the Insurers or their
affiliates that will receive additional payments for educational support
include:
AXA Advisors
AIG SunAmerica
Genworth Financial
Lincoln Financial Distributors
Merrill Lynch
Pacific Life Insurance Co.
Prudential
RiverSource Distributors
SunLife Financial
Transamerica Capital
Although the Portfolio may use brokers and dealers who sell shares of the
Portfolio to effect portfolio transactions, the Portfolio does not consider the
sale of AllianceBernstein Mutual Fund shares as a factor when selecting brokers
or dealers to effect portfolio transactions.
FREQUENT PURCHASES AND REDEMPTIONS OF PORTFOLIO SHARES
The Board has adopted policies and procedures designed to detect and deter
frequent purchases and redemptions of Portfolio shares or excessive or
short-term trading that may disadvantage long-term Contractholders. These
policies are described below. There is no guarantee that the Portfolio will be
able to detect excessive or short-term trading and to identify Contractholders
engaged in such practices, particularly with respect to transactions in omnibus
accounts. Contractholders should be aware that application of these policies may
have adverse consequences, as described below, and avoid frequent trading in
Portfolio shares through purchases, sales and exchanges of shares. The Portfolio
reserves the right to restrict, reject, or cancel, without any prior notice, any
purchase or exchange order for any reason, including any purchase or exchange
order accepted by any Insurer or a Contractholder's financial intermediary.
Risks Associated With Excessive Or Short-Term Trading Generally. While the Fund
will try to prevent market timing by utilizing the procedures described below,
these procedures may not be successful in identifying or stopping excessive or
short-term trading in all circumstances. By realizing profits through short-term
trading, Contractholders that engage in rapid purchases and sales or exchanges
of the Portfolio's shares dilute the value of shares held by long-term
Contractholders. Volatility resulting from excessive purchases and sales or
exchanges of shares of the Portfolio, especially involving large dollar amounts,
may disrupt efficient portfolio management. In particular, the Portfolio may
have difficulty implementing its long-term investment strategies if it is forced
to maintain a higher level of its assets in cash to accommodate significant
short-term trading activity. Excessive purchases and sales or exchanges of
shares of the Portfolio may force the Portfolio to sell portfolio securities at
inopportune times to raise cash to accommodate short-term trading activity. In
addition, the Portfolio may incur increased expenses if one or more
Contractholders engage in excessive or short-term trading. For example, the
Portfolio may be forced to liquidate investments as a result of short-term
trading and incur increased brokerage costs without attaining any investment
advantage. Similarly, the Portfolio may bear increased administrative costs due
to asset level and investment volatility that accompanies patterns of short-term
trading activity. All of these factors may adversely affect the Portfolio's
performance.
Investments in foreign securities may be particularly susceptible to short-term
trading strategies. This is because foreign securities are typically traded on
markets that close well before the time the Portfolio calculates its NAV at 4:00
p.m., Eastern Time, which gives rise to the possibility that developments may
have occurred in the interim that would affect the value of these securities.
The time zone differences among international stock markets can allow a
Contractholder engaging in a short-term trading strategy to exploit differences
in share prices that are based on closing prices of foreign securities
established some time before the Portfolio calculates its own share price
(referred to as "time zone arbitrage"). The Portfolio has procedures, referred
to as fair value pricing, designed to adjust closing market prices of foreign
securities to reflect what is believed to be fair value of those securities at
the time the Portfolio calculates its NAV. While there is no assurance, the
Portfolio expects that the use of fair value pricing, in addition to the
short-term trading policies discussed below, will significantly reduce a
Contractholder's ability to engage in time zone arbitrage to the detriment of
other Contractholders.
Contractholders engaging in a short-term trading strategy may also target a
Portfolio that does not invest primarily in foreign securities. If the Portfolio
invests in securities that are, among other things, thinly traded, traded
infrequently, or relatively illiquid, it has the risk that the current market
price for the securities may not accurately reflect current market values.
Contractholders may seek to engage in short-term trading to take advantage of
these pricing differences (referred to as "price arbitrage"). The Portfolio may
be adversely affected by price arbitrage.
Policy Regarding Short-Term Trading. Purchases and exchanges of shares of the
Portfolio should be made for investment purposes only. The Fund seeks to prevent
patterns of excessive purchases and sales or exchanges of shares of the
Portfolio. The Fund will seek to prevent such practices to the extent they are
detected by the procedures described below. Insurers utilizing omnibus account
arrangements may not identify to the Fund, ABI or ABIS Contractholders'
transaction activity relating to shares of the Portfolio on an individual basis.
Consequently, the Fund, ABI and ABIS may not be able to detect excessive or
short-term trading in shares of the Portfolio attributable to a particular
Contractholder who effects purchase and redemption and/or exchange activity in
shares of the Portfolio through an Insurer acting in an omnibus capacity. In
seeking to prevent excessive or short-term trading in shares of the Portfolio,
including the maintenance of any transaction surveillance or account blocking
procedures, the Fund, ABI and ABIS consider the information actually available
to them at the time. The Fund reserves the right to modify this policy,
including any surveillance or account blocking procedures established from time
to time to effectuate this policy, at any time without notice.
o Transaction Surveillance Procedures. The Fund, through its agents, ABI and
AllianceBernstein Investor Services, Inc. ("ABIS"), maintains surveillance
procedures to detect excessive or short-term trading in Portfolio shares.
This surveillance process involves several factors, which include
scrutinizing individual Insurer's omnibus transaction activity in
Portfolio shares in order to seek to ascertain whether any such activity
attributable to one or more Contractholders might constitute excessive or
short-term trading. Insurer's omnibus transaction activity identified by
these surveillance procedures, or as a result of any other information
actually available at the time, will be evaluated to determine whether
such activity might indicate excessive or short-term trading activity
attributable to one or more Contractholders. These surveillance procedures
may be modified from time to time, as necessary or appropriate to improve
the detection of excessive or short-term trading or to address specific
circumstances.
o Account Blocking Procedures. If the Fund determines, in its sole
discretion, that a particular transaction or pattern of transactions
identified by the transaction surveillance procedures described above is
excessive or short-term trading in nature, the relevant Insurer's omnibus
account(s) will be immediately "blocked" and no future purchase or
exchange activity will be permitted, except to the extent the Fund, ABI or
ABIS has been informed in writing that the terms and conditions of a
particular contract may limit the Fund's ability to apply its short-term
trading policy to Contractholder activity as discussed below. As a result,
any Contractholder seeking to engage through an Insurer in purchase or
exchange activity in shares of the Portfolio under a particular contract
will be prevented from doing so. However, sales of Portfolio shares back
to the Portfolio or redemptions will continue to be permitted in
accordance with the terms of the Portfolio's current Prospectus. In the
event an account is blocked, certain account-related privileges, such as
the ability to place purchase, sale and exchange orders over the internet
or by phone, may also be suspended. As a result, unless the Contractholder
redeems his or her shares, the Contractholder effectively may be "locked"
into an investment in shares of one or more of the Portfolio that the
Contractholder did not intend to hold on a long-term basis or that may not
be appropriate for the Contractholder's risk profile. To rectify this
situation, a Contractholder with a "blocked" account may be forced to
redeem Portfolio shares, which could be costly if, for example, these
shares have declined in value. To avoid this risk, a Contractholder should
carefully monitor the purchases, sales, and exchanges of Portfolio shares
and avoid frequent trading in Portfolio shares. An Insurer's omnibus
account that is blocked will generally remain blocked unless and until the
Insurer provides evidence or assurance acceptable to the Fund that one or
more Contractholders did not or will not in the future engage in excessive
or short-term trading.
o Applications of Surveillance Procedures and Restrictions to Omnibus
Accounts. The Portfolio applies its surveillance procedures to Insurers.
As required by Securities and Exchange Commission ("Commission") rules,
the Portfolio has entered into agreements with all of its financial
intermediaries that require the financial intermediaries to provide the
Portfolio, upon the request of the Portfolio or its agents, with
individual account level information about their transactions. If the
Portfolio detects excessive trading through its monitoring of omnibus
accounts, including trading at the individual account level, Insurers will
also execute instructions from the Portfolio to take actions to curtail
the activity, which may include applying blocks to account to prohibit
future purchases and exchanges of Portfolio shares.
HOW THE PORTFOLIO VALUES ITS SHARES
The Portfolio's NAV is calculated at the close of regular trading on the
Exchange (ordinarily, 4:00 p.m., Eastern Time), only on days when the Exchange
is open for business. To calculate NAV, the Portfolio's assets are valued and
totaled, liabilities are subtracted, and the balance, called net assets, is
divided by the number of shares outstanding. If the Portfolio invests in
securities that are primarily traded on foreign exchanges that trade on weekends
or other days when the Portfolio does not price its shares, the NAV of the
Portfolio's shares may change on days when shareholders will not be able to
purchase or redeem their shares in the Portfolio.
The Portfolio values its securities at their current market value determined on
the basis of market quotations or, if market quotations are not readily
available or are unreliable, at "fair value" as determined in accordance with
procedures established by and under the general supervision of the Board. When
the Portfolio uses fair value pricing, it may take into account any factors it
deems appropriate. The Portfolio may determine fair value based upon
developments related to a specific security, current valuations of foreign stock
indices (as reflected in U.S. futures markets) and/or U.S. sector or broader
stock market indices. The prices of securities used by the Portfolio to
calculate its NAV may differ from quoted or published prices for the same
securities. Fair value pricing involves subjective judgments and it is possible
that the fair value determined for a security is materially different than the
value that could be realized upon the sale of that security.
The Portfolio expects to use fair value pricing for securities primarily traded
on U.S. exchanges only under very limited circumstances, such as the early
closing of the exchange on which a security is traded or suspension of trading
in the security. The Portfolio may use fair value pricing more frequently for
securities primarily traded in foreign markets because, among other things, most
foreign markets close well before the Portfolio values its securities at 4:00
p.m., Eastern Time. The earlier close of these foreign markets gives rise to the
possibility that significant events, including broad market moves, may have
occurred in the interim. For example, the Portfolio believes that foreign
security values may be affected by events that occur after the close of foreign
securities markets. To account for this, the Portfolio may frequently value many
of its foreign equity securities using fair value prices based on third party
vendor modeling tools to the extent available.
Subject to its oversight, the Board has delegated responsibility for valuing the
Portfolio's assets to the Adviser. The Adviser has established a Valuation
Committee, which operates under the policies and procedures approved by the
Board, to value the Portfolio's assets on behalf of the Portfolio. The Valuation
Committee values Portfolio assets as described above.
Your order for purchase, sale, or exchange of shares is priced at the
next-determined NAV after your order is received in proper form by the
Portfolio.
MANAGEMENT OF THE PORTFOLIO
--------------------------------------------------------------------------------
INVESTMENT ADVISER
The Portfolio's adviser is AllianceBernstein L.P., 1345 Avenue of the Americas,
New York, New York 10105. The Adviser is a leading international investment
adviser managing client accounts with assets as of December 31, 2010, totaling
more than $[ ] billion (of which over $ [ ] billion represented assets of
investment companies). As of December 31, 2010, the Adviser managed retirement
assets for many of the largest public and private employee benefit plans
(including [ ] of the nation's FORTUNE 100 companies), for public employee
retirement funds in [ ] states, for investment companies, and for foundations,
endowments, banks and insurance companies worldwide. Currently, there are [ ]
registered investment companies managed by the Adviser, comprising [ ] separate
investment portfolios, with approximately [ ] million retail accounts.
The Adviser provides investment advisory services and order placement facilities
for the Portfolio. For these advisory services, the Portfolio will pay the
Adviser [ ].
The Adviser may act as an investment adviser to other persons, firms, or
corporations, including investment companies, hedge funds, pension funds, and
other institutional investors. The Adviser may receive management fees,
including performance fees that may be higher or lower than the advisory fees it
receives from the Portfolio. Certain other clients of the Adviser may have
investment objectives and policies similar to those of the Portfolio. The
Adviser may, from time to time, make recommendations that result in the purchase
or sale of a particular security by its other clients simultaneously with the
Portfolio. If transactions on behalf of more than one client during the same
period increase the demand for securities being purchased or the supply of
securities being sold, there may be an adverse effect on price or quantity. It
is the policy of the Adviser to allocate advisory recommendations and the
placing of orders in a manner that is deemed equitable by the Adviser to the
accounts involved, including the Portfolio. When two or more of the clients of
the Adviser (including the Portfolio) are purchasing or selling the same
security on a given day from the same broker-dealer, such transactions may be
averaged as to price.
PORTFOLIO MANAGERS
The following table lists the persons with the responsibility for day-to-day
management of the Portfolio's portfolio, the length of time that each person has
been jointly and primarily responsible for the Portfolio, and each person's
principal occupation during the past five years:
Principal Occupation During
Employee; Year; Title the Past Five (5) Years
--------------------------------------------------------------------------------
Seth J. Masters; since 2011; Senior Vice President of the Adviser, with
Senior Vice President of the which he has been associated in a similar
Adviser capacity to his current position since prior
to 2006; Chief Investment Officer--Blend
Strategies and Chief Investment
Officer--Defined Contribution.
Daniel J. Loewy; since 2011; Senior Vice President of the Adviser with
Senior Vice President of the which he has been associated since prior to
Adviser 2006; Co-CIO and Director of Research of
Dynamic Asset Allocation Strategies within
the Blend Strategies team (since 2007) of
AllianceBernstein.
Additional information about the portfolio managers may be found in the
Portfolio's SAI.
DIVIDENDS, DISTRIBUTIONS AND TAXES
--------------------------------------------------------------------------------
The Portfolio declares dividends on its shares at least annually. The income and
capital gains distribution will be made in shares of the Portfolio.
See the prospectus of the separate account of the participating insurance
company for federal income tax information.
Investment income received by the Portfolio from sources within foreign
countries may be subject to foreign income taxes withheld at the source.
Provided that certain requirements are met, the Portfolio may "pass-through" to
its shareholders credits or deductions to foreign income taxes paid. Non-U.S.
investors may not be able to credit or deduct such foreign taxes.
FINANCIAL HIGHLIGHTS
--------------------------------------------------------------------------------
Financial highlights information is not available because the Portfolio has not
yet commenced operations.
APPENDIX A
--------------------------------------------------------------------------------
Hypothetical Investment and Expense Information
The settlement agreement between the Adviser and the New York Attorney General
requires the Portfolio to include the following supplemental hypothetical
investment information that provides additional information calculated and
presented in a manner different from expense information found under "Fees and
Expenses of the Portfolio" in the Summary Information at the beginning of this
Prospectus about the effect of the Portfolio's expenses, including investment
advisory fees and other Portfolio costs, on the Portfolio's returns over a
10-year period. The chart shows the estimated expenses that would be charged on
a hypothetical investment of $10,000 in Class A shares of the Portfolio assuming
a 5% return each year. Except as otherwise indicated, the chart also assumes
that the current annual expense ratio stays the same throughout the 10-year
period. The current annual expense ratio for the Portfolio is the same as stated
under "Fees and Expenses of the Portfolio." There are additional fees and
expenses associated with variable products. These fees can include mortality and
expense risk charges, administrative charges, and other charges that can
significantly affect expenses. These fees and expenses are not reflected in the
following expense information. Your actual expenses may be higher or lower.
AllianceBernstein Dynamic Asset Allocation Portfolio
--------------------------------------------------------------------------------
Hypothetical Investment Hypothetical
Hypothetical Performance After Hypothetical Ending
Year Investment Earnings Returns Expenses Investment
--------------------------------------------------------------------------------
$ $ $ $ $
1
2
3
4
5
6
7
8
9
10
--------------------------------------------------------------------------------
$ $
Cumulative
For more information about the Portfolio, the following documents are available
upon request:
o STATEMENT OF ADDITIONAL INFORMATION (SAI)
The Portfolio has an SAI, which contains more detailed information about the
Portfolio, including its operations and investment policies. The Portfolio's SAI
is incorporated by reference into (and are legally part of) this Prospectus.
You may request a free copy of the SAI, or make inquiries concerning the
Portfolio, by contacting your broker or other financial intermediary, or by
contacting the Adviser:
By Mail: AllianceBernstein Investor Services, Inc.
P.O. Box 786003
San Antonio, TX 78278-6003
By Phone: For Information: (800) 221-5672
For Literature: (800) 227-4618
Or you may view or obtain these documents from the Securities and Exchange
Commission ("Commission"):
o Call the Commission at 1-202-551-8090 for information on the operation of
the Public Reference Room.
o Reports and other information about the Fund are available on the EDGAR
Database on the Commission's Internet site at http://www.sec.gov
o Copies of the information may be obtained, after paying a duplicating fee,
by electronic request at publicinfo@sec.gov, or by writing to the
Commission's Public Reference Section, Washington DC 20549-1520.
You also may find more information about the Adviser and the Portfolio on the
Internet at: www.alliancebernstein.com.
AllianceBernstein(R) and the AB Logo are registered trademarks and service marks
used by permission of the owner, AllianceBernstein L.P.
SEC File No. 811-05398
SK 00250 0292 1161353 v2
VARIABLE PRODUCTS SERIES FUND
PROSPECTUS | [___________], 2011
AllianceBernstein Variable Products Series Fund, Inc.
Class B Prospectus
AllianceBernstein VPS
>Dynamic Asset Allocation Portfolio
This Prospectus describes the Portfolio that is available as an underlying
investment through your variable contract. For information about your variable
contract, including information about insurance-related expenses, see the
prospectus for your variable contract which accompanies this Prospectus.
The Securities and Exchange Commission has not approved or disapproved these
securities or passed upon the adequacy of this Prospectus. Any representation
to the contrary is a criminal offense.
AB
ALLIANCEBERNSTEIN
Investment Products Offered
>Are Not FDIC Insured
>May Lose Value
>Are Not Bank Guaranteed
TABLE OF CONTENTS
--------------------------------------------------------------------------------
PAGE
SUMMARY INFORMATION...................................................[__]
ADDITIONAL INFORMATION ABOUT THE PORTFOLIO'S RISKS AND INVESTMENTS....[__]
INVESTING IN THE PORTFOLIO............................................[__]
MANAGEMENT OF THE PORTFOLIO...........................................[__]
DIVIDENDS, DISTRIBUTIONS AND TAXES....................................[__]
FINANCIAL HIGHLIGHTS..................................................[__]
APPENDIX A--HYPOTHETICAL INVESTMENT AND EXPENSE INFORMATION...........A-1
SUMMARY INFORMATION
--------------------------------------------------------------------------------
AllianceBernstein VPS Dynamic Asset Allocation Portfolio
--------------------------------------------------------------------------------
INVESTMENT OBJECTIVE
The Portfolio's investment objective is to maximize total return consistent with
the Adviser's determination of reasonable risk.
FEES AND EXPENSES OF THE PORTFOLIO
This table describes the fees and expenses that you may pay if you buy and hold
shares of the Portfolio. The operating expenses information below is designed to
assist Contractholders of variable products that invest in the Portfolio in
understanding the fees and expenses that they may pay as an investor. Because
the information does not reflect deductions at the separate account level or
contract level for any charges that may be incurred under a contract,
Contractholders that invest in the Portfolio should refer to the variable
contract prospectus for a description of fees and expenses that apply to
Contractholders. Inclusion of these charges would increase the fees and expenses
provided below.
Shareholder Fees (fees paid directly from your investment)
N/A
Annual Portfolio Operating Expenses (expenses that you pay each year as a
percentage of the value of your investment)
Management Fees [____]%
Distribution (12b-1) Fees [____]%
Other Expenses [____]%
-------------
Total Portfolio Operating Expenses [____]%
=============
Examples
The Examples are intended to help you compare the cost of investing in the
Portfolio with the cost of investing in other mutual funds. The Examples assume
that you invest $10,000 in the Portfolio for the time periods indicated and then
redeem all of your shares at the end of those periods. The Examples also assume
that your investment has a 5% return each year and that the Portfolio's
operating expenses stay the same. Although your actual costs may be higher or
lower, based on these assumptions your costs would be:
After 1 Year $
After 3 Years $
Portfolio Turnover
The Portfolio pays transactions cost, such as commissions, when it buys or sells
securities (or "turns over" its portfolio). A higher portfolio turnover rate may
indicate higher transaction costs. These transaction costs, which are not
reflected in the Annual Portfolio Operating Expenses or in the Examples, affect
the Portfolio's performance.
PRINCIPAL STRATEGIES
The Portfolio invests in a globally diversified portfolio of equity and debt
securities and other financial instruments, and expects to enter into
derivatives transactions, such as options, futures, forwards, or swap agreements
to achieve market exposure. The Portfolio's neutral weighting, from which it
will make its tactical asset allocations, is 60% equity exposure and 40% debt
exposure. Within these broad components, the Portfolio may invest in any type of
security, including common and preferred stocks, warrants and convertible
securities, government and corporate fixed-income securities, commodities,
currencies, real estate-related securities and inflation-protected securities.
The Portfolio may invest in U.S., non-U.S. and emerging market issuers. The
Portfolio may invest in securities of companies across the capitalization
spectrum, including smaller capitalization companies. The Portfolio expects its
investments in fixed-income securities to have a broad range of maturities and
quality levels. The Portfolio is expected to be highly diversified across
industries, sectors and countries, and will choose its positions from several
market indices worldwide in a manner that is intended to track the performance
(before fees and expenses) of those indices.
Currency exchange rate fluctuations can have a dramatic impact on returns,
significantly adding to returns in some years and greatly diminishing them in
others. To the extent that the Portfolio invests in non-U.S. Dollar-denominated
investments, the Adviser will integrate the risks of foreign currency exposures
into its investment and asset allocation decision making. The Adviser may seek
to hedge all or a portion of the currency exposure resulting from the
Portfolio's investments or decide not to hedge this exposure. The Adviser may
also seek investment opportunities through currencies and currency-related
derivatives.
The Adviser will continuously monitor the risks presented by the Portfolio's
asset allocation and may make frequent adjustments to the Portfolio's exposures
to different asset classes. Using its proprietary Dynamic Asset Allocation
techniques, the Adviser will adjust the Portfolio's exposure to the equity and
debt markets, and to segments within those markets, in response to the Adviser's
assessment of the relative risks and returns of those segments. For example,
when the Adviser determines that equity market volatility is particularly low
and that, therefore, the equity markets present reasonable return opportunities,
the Adviser may increase the Portfolio's equity exposure to as much as 80%.
Conversely, when the Adviser determines that the risks in the equity markets are
disproportionately greater than the potential returns offered, the Adviser may
reduce the Portfolio's equity exposure significantly below the target percentage
or may even decide to eliminate equity exposure altogether by increasing the
Portfolio's fixed-income exposure to 100%. This investment strategy is intended
to reduce the Portfolio's overall investment risk, but may at times result in
the Portfolio underperforming the markets.
The Portfolio expects to utilize derivatives to a significant extent.
Derivatives may provide more efficient and economical exposure to market
segments than direct investments. Derivatives transactions may also be a quicker
and more efficient way to alter the Portfolio's exposure than buying and selling
direct investments. As a result, the Adviser expects to use derivatives as the
primary tool for adjusting the Portfolio's exposure levels from its neutral
weighting. In determining when and to what extent to enter into derivatives
transactions, the Adviser will consider factors such as the relative risks and
returns expected of potential investments and the cost of such transactions. The
Adviser will consider the impact of derivatives in making its assessment of the
Portfolio's risks.
PRINCIPAL RISKS
o Market Risk: The value of the Portfolio's assets will fluctuate as the
stock and bond markets fluctuate. The value of its investments may
decline, sometimes rapidly and unpredictably, simply because of economic
changes or other events that affect large portions of the market.
o Interest Rate Risk: Changes in interest rates will affect the value of the
Portfolio's investments in fixed-income securities. When interest rates
rise, the value of investments in fixed-income securities tend to fall and
this decrease in value may not be offset by higher income from new
investments. Interest rate risk is generally greater for fixed-income
securities with longer maturities or durations.
o Credit Risk: An issuer or guarantor of a fixed-income security, or the
counterparty to a derivatives or other contract, may be unable or
unwilling to make timely payments of interest or principal, or to
otherwise honor its obligations. The issuer or guarantor may default
causing a loss of the full principal amount of a security. The degree of
risk for a particular security may be reflected in its credit rating.
There is the possibility that the credit rating of a fixed-income security
may be downgraded after purchase, which may adversely affect the value of
the security. Investments in fixed-income securities with lower ratings
tend to have a higher probability that an issuer will default or fail to
meet its payment obligations.
o Allocation Risk: The allocation of investments among different global
asset classes may have a significant effect on the Portfolio's net asset
value, or NAV, when one of these asset classes is performing more poorly
than others. As both the direct investments and derivative positions will
be periodically adjusted to reflect the Adviser's view of market and
economic conditions, there will be transaction costs which may be, over
time, significant. In addition, there is a risk that certain asset
allocation decisions may not achieve the desired results and, as a result,
the Portfolio may incur significant losses.
o Foreign (Non-U.S.) Risk: The Portfolio's investments in securities of
non-U.S. issuers may involve more risk than those of U.S. issuers. These
securities may fluctuate more widely in price and may be less liquid due
to adverse market, economic, political, regulatory or other factors.
o Currency Risk: Fluctuations in currency exchange rates may negatively
affect the value of the Portfolio's investments or reduce its returns.
o Derivatives Risk: Derivatives may be illiquid, difficult to price, and
leveraged so that small changes may produce disproportionate losses for
the Portfolio, and may be subject to counterparty risk to a greater degree
than more traditional investments.
o Capitalization Risk: Investments in small- and mid-capitalization
companies may be more volatile than investments in large-cap companies.
Investments in small-cap companies may have additional risks because these
companies have limited product lines, markets or financial resources.
o Real Estate-Related Securities Risk: Investing in real estate-related
securities involves, among others, the following risks: possible declines
in the value of real estate; risks related to general and local economic
conditions, including increases in the rate of inflation; possible lack of
availability of mortgage funds; overbuilding; extending vacancies of
properties; increases in competition, property taxes and operating
expenses; changes in zoning laws; costs resulting from clean-up of, and
liability to third parties for damages resulting from, environmental
problems; casualty or condemnation losses; uninsured damages from floods,
earthquakes or other natural disasters; limitations on and variations in
rents; and changes in interest rates. Investing in Real Estate Investment
Trusts ("REITs") involves certain unique risks in addition to those risks
associated with investing in the real estate industry in general. REITs
are dependent upon management skills, are not diversified, and are subject
to heavy cash flow dependency, default by borrowers and self-liquidation.
o Management Risk: The Portfolio is subject to management risk because it is
an actively managed investment fund. The Adviser will apply its investment
techniques and risk analyses in making investment decisions for the
Portfolio, but there is no guarantee that its techniques will produce the
intended results.
As with all investments, you may lose money by investing in the Portfolio.
BAR CHART AND PERFORMANCE INFORMATION
No performance information is provided for the Portfolio because it has not yet
commenced operations.
INVESTMENT ADVISER
AllianceBernstein L.P. is the investment adviser for the Portfolio.
PORTFOLIO MANAGERS
The following table lists the persons responsible for day-to-day management of
the Portfolio's portfolio:
Employee Length of Service Title
-------------------------------------------------------------------------------
Seth J. Masters Since 2011 Senior Vice President of the Adviser
Daniel J. Loewy Since 2011 Senior Vice President of the Adviser
PURCHASE AND SALE OF PORTFOLIO SHARES
The Portfolio offers its shares through the separate accounts of life insurance
companies ("Insurers"). You may only purchase and sell shares through these
separate accounts. See the prospectus of the separate account of the
participating insurance company for information on the purchase and sale of the
Portfolio's shares.
TAX INFORMATION
The Portfolio may make income dividends or capital gains distribution. The
income and capital gains distribution will be made in shares of the Portfolio.
See the prospectus of the separate account of the participating insurance
company for federal income tax information.
PAYMENTS TO INSURERS AND OTHER FINANCIAL INTERMEDIARIES
If you purchase shares of the Portfolio through an Insurer or other financial
intermediary, the Portfolio and its related companies may pay the intermediary
for the sale of Portfolio shares and related services. These payments may create
a conflict of interest by influencing the Insurer or other financial
intermediary and your salesperson to recommend the Portfolio over another
investment. Ask your salesperson or visit your financial intermediary's website
for more information.
ADDITIONAL INFORMATION ABOUT THE PORTFOLIO'S RISKS AND INVESTMENTS
--------------------------------------------------------------------------------
This section of the Prospectus provides additional information about the
Portfolio's investment practices and risks. Most of these investment practices
are discretionary, which means that the Adviser may or may not decide to use
them. This Prospectus does not describe all of the Portfolio's investment
practices and additional descriptions of the Portfolio's strategies,
investments, and risks can be found in the Portfolio's Statement of Additional
Information ("SAI").
DERIVATIVES
The Portfolio may, but is not required to, use derivatives for risk management
purposes or as part of its investment strategies. Derivatives are financial
contracts whose value depends on, or is derived from, the value of an underlying
asset, reference rate or index. The Portfolio may use derivatives to earn income
and enhance returns, to hedge or adjust the risk profile of a portfolio, to
replace more traditional direct investments and to obtain exposure to otherwise
inaccessible markets.
There are four principal types of derivatives, including options, futures,
forwards and swaps, which are described below. Derivatives may be (i)
standardized, exchange-traded contracts or (ii) customized, privately negotiated
contracts. Exchange-traded derivatives tend to be more liquid and subject to
less credit risk than those that are privately negotiated.
The Portfolio's use of derivatives may involve risks that are different from, or
possibly greater than, the risks associated with investing directly in
securities or other more traditional instruments. These risks include the risk
that the value of a derivative instrument may not correlate perfectly, or at
all, with the value of the assets, reference rates, or indices that they are
designed to track. Other risks include: the possible absence of a liquid
secondary market for a particular instrument and possible exchange-imposed price
fluctuation limits, either of which may make it difficult or impossible to close
out a position when desired; and the risk that the counterparty will not perform
its obligations. Certain derivatives may have a leverage component and involve
leverage risk. Adverse changes in the value or level of the underlying asset,
note or index can result in a loss substantially greater than the Portfolio's
investment in some cases, the potential loss is unlimited.
The Portfolio's investments in derivatives may include, but are not limited to,
the following:
o Forward Contracts. A forward contract is an agreement that obligates one party
to buy, and the other party to sell, a specific quantity of an underlying
commodity or other tangible asset for an agreed upon price at a future date. A
forward contract is either settled by physical delivery of the commodity or
tangible asset to an agreed-upon location at a future date, rolled forward
into a new forward contract or, in the case of a non-deliverable forward, by a
cash payment at maturity. The Portfolio's investments in forward contracts may
include the following:
- Forward Currency Exchange Contracts. The Portfolio may purchase or sell
forward currency exchange contracts for hedging purposes to minimize the
risk from adverse changes in the relationship between the U.S. Dollar and
other currencies or for non-hedging purposes as a means of making direct
investments in foreign currencies, as described below under "Other
Derivatives and Strategies -- Currency Transactions". The Portfolio, for
example, may enter into a forward contract as a transaction hedge (to "lock
in" the U.S. Dollar price of a non-U.S. Dollar security), as a position
hedge (to protect the value of securities the Portfolio owns that are
denominated in a foreign currency against substantial changes in the value
of the foreign currency) or as a cross-hedge (to protect the value of
securities the Portfolio owns that are denominated in a foreign currency
against substantial changes in the value of that foreign currency by
entering into a forward contract for a different foreign currency that is
expected to change in the same direction as the currency in which the
securities are denominated).
o Futures Contracts and Options on Futures Contracts. A futures contract is an
agreement that obligates the buyer to buy and the seller to sell a specified
quantity of an underlying asset (or settle for cash the value of a contract
based on an underlying asset, rate or index) at a specific price on the
contract maturity date. Options on futures contracts are options that call for
the delivery of futures contracts upon exercise. The Portfolio may purchase or
sell futures contracts and options thereon to hedge against changes in
interest rates, securities (through index futures or options) or currencies.
The Portfolio may also purchase or sell futures contracts for foreign
currencies or options thereon for non-hedging purposes as a means of making
direct investments in foreign currencies, as described below under "Other
Derivatives and Strategies -- Currency Transactions".
o Options. An option is an agreement that, for a premium payment or fee, gives
the option holder (the buyer) the right but not the obligation to buy (a "call
option") or sell (a ("put option") the underlying asset (or settle for cash an
amount based on an underlying asset, rate or index) at a specified price (the
exercise price) during a period of time or on a specified date. Investments in
options are considered speculative. The Portfolio may lose the premium paid
for them if the price of the underlying security or other asset decreased or
remained the same (in the case of a call option) or increased or remained the
same (in the case of a put option). If a put or call option purchased by the
Portfolio were permitted to expire without being sold or exercised, its
premium would represent a loss to the Portfolio. The Portfolio's investments
in options include the following:
- Options on Foreign Currencies. The Portfolio may invest in options on
foreign currencies that are privately negotiated or traded on U.S. or
foreign exchanges for hedging purposes to protect against declines in the
U.S. Dollar value of foreign currency denominated securities held by the
Portfolio and against increases in the U.S. Dollar cost of securities to be
acquired. The purchase of an option on a foreign currency may constitute an
effective hedge against fluctuations in exchange rates, although if rates
move adversely, the Portfolio may forfeit the entire amount of the premium
plus related transaction costs. The Portfolio may also invest in options on
foreign currencies for non-hedging purposes as a means of making direct
investments in foreign currencies, as described below under "Other
Derivatives and Strategies -- Currency Transactions".
- Options on Securities. The Portfolio may purchase or write a put or call
option on securities. The Portfolio may write covered options, which means
writing an option for securities the Portfolio owns, and uncovered options.
- Options on Securities Indices. An option on a securities index is similar to
an option on a security except that, rather than taking or making delivery
of a security at a specified price, an option on a securities index gives
the holder the right to receive, upon exercise of the option, an amount of
cash if the closing level of the chosen index is greater than (in the case
of a call) or less than (in the case of a put) the exercise price of the
option.
o Swap Transactions. A swap is an agreement that obligates two parties to
exchange a series of cash flows at specified intervals (payment dates) based
upon, or calculated by, reference to changes in specified prices or rates
(interest rates in the case of interest rate swaps, currency exchange rates in
the case of currency swaps) for a specified amount of an underlying asset (the
"notional" principal amount). Except for currency swaps, the notional
principal amount is used solely to calculate the payment stream, but is not
exchanged. Swaps are entered into on a net basis (i.e., the two payment
streams are netted out, with the Portfolio receiving or paying, as the case
may be, only the net amount of the two payments).
- Credit Default Swap Agreements. The "buyer" in a credit default swap
contract is obligated to pay the "seller" a periodic stream of payments over
the term of the contract in return for a contingent payment upon the
occurrence of a credit event with respect to an underlying reference
obligation. Generally, a credit event means bankruptcy, failure to pay,
obligation acceleration or modified restructuring. The Portfolio may be
either the buyer or seller in the transaction. If the Portfolio is a seller,
the Portfolio receives a fixed rate of income throughout the term of the
contract, which typically is between one month and five years, provided that
no credit event occurs. If a credit event occurs, the Portfolio typically
must pay the contingent payment to the buyer, which is typically the "par
value" (full notional value) of the reference obligation. The contingent
payment may be a cash settlement or by physical delivery of the reference
obligation in return for payment of the face amount of the obligation. The
value of the reference obligation received by the Portfolio coupled with the
periodic payments previously received may be less than the full notional
value it pays to the buyer, resulting in a loss of value to the Portfolio.
If the reference obligation is a defaulted security, physical delivery of
the security will cause the Portfolio to hold a defaulted security. If the
Portfolio is a buyer and no credit event occurs, the Portfolio will lose its
periodic stream of payments over the term of the contract. However, if a
credit event occurs, the buyer typically receives full notional value for a
reference obligation that may have little or no value.
Credit default swaps may involve greater risks than if the Portfolio had
invested in the reference obligation directly. Credit default swaps are
subject to general market risk, liquidity risk and credit risk.
- Currency Swaps. The Portfolio may invest in currency swaps for hedging
purposes to protect against adverse changes in exchange rates between the
U.S. Dollar and other currencies or for non-hedging purposes as a means of
making direct investments in foreign currencies, as described below under
"Other Derivatives and Strategies -- Currency Transactions." Currency swaps
involve the individually negotiated exchange by the Portfolio with another
party of a series of payments in specified currencies. Actual principal
amounts of currencies may be exchanged by the counterparties at the
initiation, and again upon the termination, of the transaction. Therefore,
the entire principal value of a currency swap is subject to the risk that
the swap counterparty will default on its contractual delivery obligations.
If there is a default by the counterparty to the transaction, the Portfolio
will have contractual remedies under the transaction agreements.
- Inflation (CPI) Swaps. Inflation swap agreements are contracts in which one
party agrees to pay the cumulative percentage increase in a price index (the
Consumer Price Index with respect to CPI swaps) over the term of the swap
(with some lag on the inflation index), and the other pays a compounded
fixed rate. Inflation swap agreements may be used to protect the NAV of the
Portfolio against an unexpected change in the rate of inflation measured by
an inflation index since the value of these agreements is expected to
increase if unexpected inflation increases.
- Interest Rate Swaps, Swaptions, Caps and Floors. Interest rate swaps involve
the exchange by the Portfolio with another party of payments calculated by
reference to specified interest rates (e.g., an exchange of floating rate
payments for fixed rate payments). Unless there is a counterparty default,
the risk of loss to the Portfolio from interest rate swap transactions is
limited to the net amount of interest payments that the Portfolio is
contractually obligated to make. If the counterparty to an interest rate
swap transaction defaults, the Portfolio's risk of loss consists of the net
amount of interest payments that the Portfolio contractually is entitled to
receive.
An option on a swap agreement, also called a "swaption," is an option that
gives the buyer the right, but not the obligation, to enter into a swap on a
future date in exchange for paying a market-based "premium." A receiver
swaption gives the owner the right to receive the total return of a
specified asset, reference rate, or index. A payer swaption gives the owner
the right to pay the total return of a specified asset, reference rate, or
index. Swaptions also include options that allow an existing swap to be
terminated or extended by one of the counterparties.
The purchase of an interest rate cap entitles the purchaser, to the extent
that a specified index exceeds a predetermined interest rate, to receive
payments of interest on a contractually-based principal amount from the
party selling the interest rate cap. The purchase of an interest rate floor
entitles the purchaser, to the extent that a specified index falls below a
predetermined interest rate, to receive payments of interest on an agreed
principal amount from the party selling the interest rate floor. Caps and
floors may be less liquid than swaps.
There is no limit on the amount of interest rate transactions that may be
entered into by the Portfolio. The value of these transactions will
fluctuate based on changes in interest rates. Interest rate swap, swaptions,
cap and floor transactions may be used to preserve a return or spread on a
particular investment or a portion of the Portfolio's portfolio or to
protect against an increase in the price of securities the Portfolio
anticipates purchasing at a later date.
o Other Derivatives and Strategies.
- Currency Transactions. The Portfolio may invest in non-U.S.
Dollar-denominated securities on a currency hedged or unhedged basis. The
Adviser may actively manage the Portfolio's currency exposures and may seek
investment opportunities by taking long or short positions in currencies
through the use of currency-related derivatives, including forward currency
exchange contracts, futures and options on futures, swaps and options. The
Adviser may enter into transactions for investment opportunities when it
anticipates that a foreign currency will appreciate or depreciate in value
but securities denominated in that currency are not held by the Portfolio
and do not present attractive investment opportunities. Such transactions
may also be used when the Adviser believes that it may be more efficient
than a direct investment in a foreign currency-denominated security. The
Portfolio may also conduct currency exchange contracts on a spot basis
(i.e., for cash at the spot rate prevailing in the currency exchange market
for buying or selling currencies).
- Commodity-Linked Derivative Instruments. The Portfolio may invest in
commodity-linked derivative instruments, including swap agreements,
commodity options futures and options on futures. The value of a
commodity-linked derivative investment generally is based upon the price
movements of a physical commodity, such as energy, mineral, or agricultural
products) a commodity futures contract, a subset of commodities, a subset of
commodity futures contracts or commodity index, or other economic variable
based on changes in the value of commodities or the commodities markets.
CONVERTIBLE SECURITIES
Prior to conversion, convertible securities have the same general
characteristics as non-convertible debt securities, which generally provide a
stable stream of income with yields that are generally higher than those of
equity securities of the same or similar issuers. The price of a convertible
security will normally vary with changes in the price of the underlying equity
security, although the higher yield tends to make the convertible security less
volatile than the underlying equity security. As with debt securities, the
market value of convertible securities tends to decrease as interest rates rise
and increase as interest rates decline. While convertible securities generally
offer lower interest or dividend yields than non-convertible debt securities of
similar quality, they offer investors the potential to benefit from increases in
the market price of the underlying common stock. Convertible debt securities
that are rated Baa or lower by Moody's or BBB or lower by S&P or Fitch and
comparable unrated securities as determined by the Adviser may share some or all
of the risks of non-convertible debt securities with those ratings.
DEPOSITARY RECEIPTS
Depositary receipts may not necessarily be denominated in the same currency as
the underlying securities into which they may be converted. In addition, the
issuers of the stock of unsponsored depositary receipts are not obligated to
disclose material information in the United States and, therefore, there may not
be a correlation between such information and the market value of the depositary
receipts. American Depositary Receipts, or ADRs, are depositary receipts
typically issued by an U.S. bank or trust company that evidence ownership of
underlying securities issued by a foreign corporation. Global Depositary
Receipts, or GDRs, European Depositary Receipts, or EDRs, and other types of
depositary receipts are typically issued by non-U.S. banks or trust companies
and evidence ownership of underlying securities issued by either a U.S. or a
non-U.S. company. Generally, depositary receipts in registered form are designed
for use in the U.S. securities markets, and depositary receipts in bearer form
are designed for use in securities markets outside of the United States. For
purposes of determining the country of issuance, investments in depositary
receipts of either type are deemed to be investments in the underlying
securities.
FORWARD COMMITMENTS
Forward commitments for the purchase or sale of securities may include purchases
on a when-issued basis or purchases or sales on a delayed delivery basis. In
some cases, a forward commitment may be conditioned upon the occurrence of a
subsequent event, such as approval and consummation of a merger, corporate
reorganization or debt restructuring or approval of a proposed financing by
appropriate authorities (i.e., a "when, as and if issued" trade).
The Portfolio may invest in TBA-mortgage-backed securities. A TBA or "To Be
Announced" trade represents a contract for the purchase or sale of
mortgage-backed securities to be delivered at a future agreed-upon date;
however, the specific mortgage pool numbers or the number of pools that will be
delivered to fulfill the trade obligation or terms of the contract are unknown
at the time of the trade. Mortgage pools (including fixed rate or variable rate
mortgages) guaranteed by the Government National Mortgage Association, or GNMA,
the Federal National Mortgage Association, or FNMA, or the Federal Home Loan
Mortgage Corporation, or FHLMC, are subsequently allocated to the TBA
transactions.
When forward commitments with respect to fixed-income securities are negotiated,
the price, which is generally expressed in yield terms, is fixed at the time the
commitment is made, but payment for and delivery of the securities take place at
a later date. Securities purchased or sold under a forward commitment are
subject to market fluctuation and no interest or dividends accrue to the
purchaser prior to the settlement date. There is the risk of loss if the value
of either a purchased security declines before the settlement date or the
security sold increases before the settlement date. The use of forward
commitments helps the Portfolio to protect against anticipated changes in
interest rates and prices.
ILLIQUID SECURITIES
Under current Commission guidelines, the Portfolio limits its investments in
illiquid securities to 15% of its net assets. The term "illiquid securities" for
this purpose means securities that cannot be disposed of within seven days in
the ordinary course of business at approximately the amount the Portfolio has
valued the securities. The Portfolio invests in illiquid securities and it may
not be able to sell such securities and may not be able to realize their full
value upon sale. Restricted securities (securities subject to legal or
contractual restrictions on resale) may be illiquid. Some restricted securities
(such as securities issued pursuant to Rule 144A under the Securities Act of
1933 (the "Securities Act") or certain commercial paper) may be treated as
liquid, although they may be less liquid than registered securities traded on
established secondary markets.
INFLATION-PROTECTED SECURITIES
Inflation-protected securities, or IPS, are fixed-income securities whose
principal value is periodically adjusted according to the rate of inflation. If
the index measuring inflation falls, the principal value of these securities
will be adjusted downward, and consequently the interest payable on these
securities (calculated with respect to a smaller principal amount) will be
reduced.
The value of inflation-protected securities tends to react to changes in real
interest rates. In general, the price of an inflation-protected security can
fall when real interest rates rise, and can rise when real interest rates fall.
In addition, the value of inflation-protected securities can fluctuate based on
fluctuations in expectations of inflations. Interest payments on
inflation-protected securities can be unpredictable and will vary as the
principal and/or interest is adjusted for inflation.
INVESTMENT IN OTHER INVESTMENT COMPANIES
The Portfolio may invest in other investment companies as permitted by the
Investment Company Act of 1940, as amended (the "1940 Act") or the rules and
regulations thereunder. If the Portfolio acquires shares in investment
companies, shareholders would bear, indirectly, the expenses of such investment
companies (which may include management and advisory fees), which are in
addition to the Portfolio's expenses. The Portfolio may also invest in exchange
traded funds, subject to the restrictions and limitations of the 1940 Act or any
applicable rules, exemptive orders or regulatory guidance.
LOANS OF PORTFOLIO SECURITIES
For the purposes of achieving income, the Portfolio may make secured loans of
portfolio securities to brokers, dealers and financial institutions, provided a
number of conditions are satisfied, including that the loan is fully
collateralized. Securities lending involves the possible loss of rights in the
collateral or delay in the recovery of collateral if the borrower fails to
return the securities loaned or becomes insolvent. When the Portfolio lends
securities, its investment performance will continue to reflect changes in the
value of the securities loaned, and the Portfolio will also receive a fee or
interest on the collateral. The Portfolio may pay reasonable finders',
administrative, and custodial fees in connection with a loan.
MORTGAGE-RELATED AND OTHER ASSET-BACKED SECURITIES
The Portfolio may invest in mortgage-related or other asset-backed securities.
Mortgage-related securities include mortgage pass-through securities,
collateralized mortgage obligations ("CMOs"), commercial mortgage-backed
securities, mortgage dollar rolls, CMO residuals, stripped mortgage-backed
securities ("SMBSs") and other securities that directly or indirectly represent
a participation in or are secured by and payable from mortgage loans on real
property. These securities may be issued or guaranteed by the U.S. Government or
one of its sponsored entities or may be issued by private organizations.
The value of mortgage-related or asset-backed securities may be particularly
sensitive to changes in prevailing interest rates. Early payments of principal
on some mortgage-related securities may occur during periods of falling mortgage
interest rates and expose the Portfolio to a lower rate of return upon
reinvestment of principal. Early payments associated with mortgage-related
securities cause these securities to experience significantly greater price and
yield volatility than is experienced by traditional fixed-income securities.
During periods of rising interest rates, a reduction in prepayments may increase
the effective life of mortgage-related securities, subjecting them to greater
risk of decline in market value in response to rising interest rates. If the
life of a mortgage-related security is inaccurately predicted, the Portfolio may
not be able to realize the rate of return it expected.
One type of SMBS has one class receiving all of the interest from the mortgage
assets (the interest-only, or "IO" class), while the other class will receive
all of the principal (the principal-only, or "PO" class). The yield to maturity
on an IO class is extremely sensitive to the rate of principal payments
(including prepayments) on the underlying mortgage assets, and a rapid rate of
principal payments may have a material adverse effect on the Portfolio's yield
to maturity from these securities.
The Portfolio may invest in collateralized debt obligations ("CDOs"), which
include collateralized bond obligations ("CBOs"), collateralized loan
obligations ("CLOs"), and other similarly structured securities. CBOs and CLOs
are types of asset-backed securities. A CBO is a trust that is backed by a
diversified pool of high-risk, below investment grade fixed-income securities. A
CLO is a trust typically collateralized by a pool of loans, which may include,
among others, domestic and foreign senior secured loans, senior unsecured loans,
and subordinate corporate loans, including loans that may be rated below
investment grade or equivalent unrated loans.
The Portfolio may invest in other asset-backed securities. The securitization
techniques used to develop mortgage-related securities are being applied to a
broad range of financial assets. Through the use of trusts and special purpose
corporations, various types of assets, including automobile loans and leases,
credit card receivables, home equity loans, equipment leases and trade
receivables, are being securitized in structures similar to the structures used
in mortgage securitizations.
PREFERRED STOCK
The Portfolio may invest in preferred stock. Preferred stock is subordinated to
any debt the issuer has outstanding. Accordingly, preferred stock dividends are
not paid until all debt obligations are first met. Preferred stock may be
subject to more fluctuations in market value, due to changes in market
participants' perceptions of the issuer's ability to continue to pay dividends,
than debt of the issuer. These investments include convertible preferred stock,
which includes an option for the holder to convert the preferred stock into the
issuer's common stock under certain conditions, among which may be the
specification of a future date when the conversion may begin, a certain number
of common shares per preferred shares, or a certain price per share for the
common stock. Convertible preferred stock tends to be more volatile than
non-convertible preferred stock, because its value is related to the price of
the issuer's common stock as well as the dividends payable on the preferred
stock.
REAL ESTATE INVESTMENT TRUSTS
REITs are pooled investment vehicles that invest primarily in income producing
real estate or real estate related loans or interests. REITs are generally
classified as equity REITs, mortgage REITs or a combination of equity and
mortgage REITs. Equity REITs invest the majority of their assets directly in
real property and derive income primarily from the collection of rents. Equity
REITs can also realize capital gains by selling properties that have appreciated
in value. Mortgage REITs invest the majority of their assets in real estate
mortgages and derive income from the collection of interest payments. Similar to
investment companies such as the Portfolio, REITs are not taxed on income
distributed to shareholders provided they comply with several requirements of
the United States Internal Revenue Code of 1986, as amended. The Portfolio will
indirectly bear its proportionate share of expenses incurred by REITs in which
the Portfolio invests in addition to the expenses incurred directly by the
Portfolio.
REPURCHASE AGREEMENTS AND BUY/SELL BACK TRANSACTIONS
The Portfolio may enter into repurchase agreements in which the Portfolio
purchases a security from a bank or broker-dealer, which agrees to repurchase
the security from the Portfolio at an agreed-upon future date, normally a day or
a few days later. The purchase and repurchase transactions are transacted under
one agreement. The resale price is greater than the purchase price, reflecting
an agreed-upon interest rate for the period the buyer's money is invested in the
security. Such agreements permit the Portfolio to keep all of its assets at work
while retaining "overnight" flexibility in pursuit of investments of a
longer-term nature. If the bank or broker-dealer defaults on its repurchase
obligation, the Portfolio would suffer a loss to the extent that the proceeds
from the sale of the security were less than the repurchase price.
The Portfolio may enter into buy/sell back transactions, which are similar to
repurchase agreements. In this type of transaction, the Portfolio enters a trade
to buy securities at one price and simultaneously enters a trade to sell the
same securities at another price on a specified date. Similar to a repurchase
agreement, the repurchase price is higher than the sale price and reflects
current interest rates. Unlike a repurchase agreement, however, the buy/sell
back transaction is considered two separate transactions.
RIGHTS AND WARRANTS
Rights and warrants are option securities permitting their holders to subscribe
for other securities. Rights are similar to warrants except that they have a
substantially shorter duration. Rights and warrants do not carry with them
dividend or voting rights with respect to the underlying securities, or any
rights in the assets of the issuer. As a result, an investment in rights and
warrants may be considered more speculative than certain other types of
investments. In addition, the value of a right or a warrant does not necessarily
change with the value of the underlying securities, and a right or a warrant
ceases to have value if it is not exercised prior to its expiration date.
ZERO COUPON AND PRINCIPAL-ONLY SECURITIES
Zero coupon securities and principal-only (PO) securities are debt securities
that have been issued without interest coupons or stripped of their unmatured
interest coupons, and include receipts or certificates representing interests in
such stripped debt obligations and coupons. Such a security pays no interest to
its holder during its life. Its value to an investor consists of the difference
between its face value at the time of maturity and the price for which it was
acquired, which is generally an amount significantly less than its face value.
Such securities usually trade at a deep discount from their face or par value
and are subject to greater fluctuations in market value in response to changing
interest rates than debt obligations of comparable maturities and credit quality
that make current distributions of interest. On the other hand, because there
are no periodic interest payments to be reinvested prior to maturity, these
securities eliminate reinvestment risk and "lock in" a rate of return to
maturity.
ADDITIONAL RISK AND OTHER CONSIDERATIONS
Investments in the Portfolio involve the special risk considerations described
below. Certain of these risks may be heightened when investing in emerging
markets.
FOREIGN (NON-U.S.) SECURITIES
Investing in foreign securities involves special risks and considerations not
typically associated with investing in U.S. securities. The securities markets
of many foreign countries are relatively small, with the majority of market
capitalization and trading volume concentrated in a limited number of companies
representing a small number of industries. If the Portfolio invests in foreign
securities, it may experience greater price volatility and significantly lower
liquidity than a portfolio invested solely in securities of U.S. companies.
These markets may be subject to greater influence by adverse events generally
affecting the market, and by large investors trading significant blocks of
securities, than is usual in the United States.
Securities registration, custody, and settlement may in some instances be
subject to delays and legal and administrative uncertainties. Foreign investment
in the securities markets of certain foreign countries is restricted or
controlled to varying degrees. These restrictions or controls may at times limit
or preclude investment in certain securities and may increase the cost and
expenses of the Portfolio. In addition, the repatriation of investment income,
capital or the proceeds of sales of securities from certain countries is
controlled under regulations, including in some cases the need for certain
advance government notification or authority, and if a deterioration occurs in a
country's balance of payments, the country could impose temporary restrictions
on foreign capital remittances.
The Portfolio also could be adversely affected by delays in, or a refusal to
grant, any required governmental approval for repatriation, as well as by the
application to it of other restrictions on investment. Investing in local
markets may require the Portfolio to adopt special procedures or seek local
governmental approvals or other actions, any of which may involve additional
costs to the Portfolio. These factors may affect the liquidity of the
Portfolio's investments in any country and the Adviser will monitor the effect
of any such factor or factors on the Portfolio's investments. Transaction costs,
including brokerage commissions for transactions both on and off the securities
exchanges, in many foreign countries are generally higher than in the U.S.
Issuers of securities in foreign jurisdictions are generally not subject to the
same degree of regulation as are U.S. issuers with respect to such matters as
insider trading rules, restrictions on market manipulation, shareholder proxy
requirements, and timely disclosure of information. The reporting, accounting,
and auditing standards of foreign countries may differ, in some cases
significantly, from U.S. standards in important respects, and less information
may be available to investors in foreign securities than to investors in U.S.
securities. Substantially less information is publicly available about certain
non-U.S. issuers than is available about most U.S. issuers.
The economies of individual foreign countries may differ favorably or
unfavorably from the U.S. economy in such respects as growth of gross domestic
product or gross national product, rate of inflation, capital reinvestment,
resource self-sufficiency, and balance of payments position. Nationalization,
expropriation or confiscatory taxation, currency blockage, political changes,
government regulation, political or social instability, revolutions, wars or
diplomatic developments could affect adversely the economy of a foreign country.
In the event of nationalization, expropriation, or other confiscation, the
Portfolio could lose its entire investment in securities in the country
involved. In addition, laws in foreign countries governing business
organizations, bankruptcy and insolvency may provide less protection to security
holders such as the Portfolio than that provided by U.S. laws.
Investments in securities of companies in emerging markets involve special
risks. There are approximately 100 countries identified by the World Bank as Low
Income, Lower Middle Income and Upper Middle Income countries that are generally
regarded as Emerging Markets. Emerging market countries that the Adviser
currently considers for investment are listed below. Countries may be added to
or removed from this list at any time.
Algeria Hong Kong Poland
Argentina Hungary Qatar
Belize India Romania
Brazil Indonesia Russia
Bulgaria Israel Singapore
Chile Jamaica Slovakia
China Jordan Slovenia
Colombia Kazakhstan South Africa
Costa Rica Lebanon South Korea
Cote D'Ivoire Malaysia Taiwan
Croatia Mexico Thailand
Czech Republic Morocco Trinidad & Tobago
Dominican Republic Nigeria Tunisia
Ecuador Pakistan Turkey
Egypt Panama Ukraine
El Salvador Peru Uruguay
Guatemala Philippines Venezuela
Investing in emerging market securities imposes risks different from, or greater
than, risks of investing in domestic securities or in foreign, developed
countries. These risks include: smaller market capitalization of securities
markets, which may suffer periods of relative illiquidity; significant price
volatility; restrictions on foreign investment; and possible repatriation of
investment income and capital. In addition, foreign investors may be required to
register the proceeds of sales; future economic or political crises could lead
to price controls, forced mergers, expropriation or confiscatory taxation,
seizure, nationalization, or creation of government monopolies. The currencies
of emerging market countries may experience significant declines against the
U.S. Dollar, and devaluation may occur subsequent to investments in these
currencies by the Portfolio. Inflation and rapid fluctuations in inflation rates
have had, and may continue to have, negative effects on the economies and
securities markets of certain emerging market countries.
Additional risks of emerging market securities may include: greater social,
economic and political uncertainty and instability; more substantial
governmental involvement in the economy; less governmental supervision and
regulation; unavailability of currency hedging techniques; companies that are
newly organized and small; differences in auditing and financial reporting
standards, which may result in unavailability of material information about
issuers; and less developed legal systems. In addition, emerging securities
markets may have different clearance and settlement procedures, which may be
unable to keep pace with the volume of securities transactions or otherwise make
it difficult to engage in such transactions. Settlement problems may cause the
Portfolio to miss attractive investment opportunities, hold a portion of its
assets in cash pending investment, or be delayed in disposing of a portfolio
security. Such a delay could result in possible liability to a purchaser of the
security.
FOREIGN (NON-U.S.) CURRENCIES
The Portfolio invests some portion of its assets in securities denominated in,
and receives revenues in, foreign currencies and will be adversely affected by
reductions in the value of those currencies relative to the U.S. Dollar. Foreign
currency exchange rates may fluctuate significantly. They are determined by
supply and demand in the foreign exchange markets, the relative merits of
investments in different countries, actual or perceived changes in interest
rates, and other complex factors. Currency exchange rates also can be affected
unpredictably by intervention (or the failure to intervene) by U.S. or foreign
governments or central banks or by currency controls or political developments.
In light of these risks, the Portfolio may engage in certain currency hedging
transactions, as described above, which involve certain special risks. The
Portfolio may also invest directly in foreign currencies for non-hedging
purposes directly on a spot basis (i.e., cash) or through derivative
transactions, such as forward currency exchange contracts, futures and options
thereon, swaps and options as described above. These investments will be subject
to the same risks. In addition, currency exchange rates may fluctuate
significantly over short periods of time, causing the Portfolio's NAV to
fluctuate.
NON-U.S. FIXED-INCOME SECURITIES
To the extent that the Portfolio invests in non-U.S. fixed-income securities,
the Portfolio is subject to increased credit risk because of the difficulties of
requiring non-U.S. entities, including issuers of sovereign debt, to honor their
contractual commitments, and because a number of non-U.S. governments and other
issuers are already in default. In certain countries, legal remedies available
to investors may be more limited than those available with respect to
investments in the U.S. As a result, the Portfolio may be unable to obtain or
enforce judgments against non-U.S. entities.
FUTURE DEVELOPMENTS
The Portfolio may take advantage of other investment practices that are not
currently contemplated for use by the Portfolio, or are not available but may
yet be developed, to the extent such investment practices are consistent with
the Portfolio's investment objective and legally permissible for the Portfolio.
Such investment practices, if they arise, may involve risks that are different
from or exceed those involved in the practices described above.
CHANGES IN INVESTMENT OBJECTIVES AND POLICIES
The AllianceBernstein(R) Variable Products Series (VPS) Fund's (the "Fund")
Board of Directors (the "Board") may change the Portfolio's investment objective
without shareholder approval. The Portfolio will provide shareholders with 60
days' prior written notice of any change to the Portfolio's investment
objective. Unless otherwise noted, all other investment policies of the
Portfolio may be changed without shareholder approval.
TEMPORARY DEFENSIVE POSITION
For temporary defensive purposes to attempt to respond to adverse market,
economic, political or other conditions, the Portfolio may invest in certain
types of short-term, liquid, investment grade or high quality debt securities.
While the Portfolio is investing for temporary defensive purposes, it may not
meet its investment objectives.
PORTFOLIO HOLDINGS
The Portfolio's SAI includes a description of the policies and procedures that
apply to disclosure of the Portfolio's portfolio holdings.
INVESTING IN THE PORTFOLIO
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HOW TO BUY AND SELL SHARES
The Portfolio offers its shares through the separate accounts of life insurance
companies (the "Insurers"). You may only purchase and sell shares through these
separate accounts. See the prospectus of the separate account of the
participating insurance company for information on the purchase and sale of the
Portfolio's shares. AllianceBernstein Investments, Inc. ("ABI") may from time to
time receive payments from Insurers in connection with the sale of the
Portfolio's shares through the Insurer's separate accounts.
The purchase or sale of the Portfolio's shares is priced at the next determined
NAV after the order is received in proper form.
The Insurers maintain omnibus account arrangements with the Fund in respect of
the Portfolio and place aggregate purchase, redemption and exchange orders for
shares of the Portfolio corresponding to orders placed by the Insurer's
customers ("Contractholders") who have purchased contracts from the Insurers, in
each case, in accordance with the terms and conditions of the relevant contract.
Omnibus account arrangements maintained by the Insurers are discussed below
under "Limitations on Ability to Detect and Curtail Excessive Trading
Practices."
ABI may refuse any order to purchase shares. The Portfolio reserves the right to
suspend the sale of its shares to the public in response to conditions in the
securities markets or for other reasons.
DISTRIBUTION ARRANGEMENTS
The Portfolio has adopted a plan under Commission Rule 12b-1 that allows the
Portfolio to pay asset-based sales charges or distribution and/or service fees
for the distribution and sale of their shares. The amount of this fee for the
Class B shares of the Portfolio is [___]% of the aggregate average daily net
assets. Because these fees are paid out of the Portfolio's assets on an ongoing
basis, over time these fees will increase the costs of your investment and may
cost you more than paying other types of sales charges.
PAYMENTS TO FINANCIAL INTERMEDIARIES
Financial intermediaries, such as the Insurers, market and sell shares of the
Portfolio and typically receive compensation for selling shares of the
Portfolio. This compensation is paid from various sources.
Insurers or your financial intermediary receive compensation from ABI and/or
the Adviser in several ways from various sources, which include some or all of
the following:
- Rule 12b-1 fees;
- defrayal of costs for educational seminars and training;
- additional distribution support; and
- payments related to providing Contractholder recordkeeping and/or
administrative services.
In the case of Class B shares, up to 100% of the Rule 12b-1 fees applicable to
Class B shares each year may be paid to the financial intermediary that sells
Class B shares.
ABI and/or the Adviser may pay Insurers or other financial intermediaries to
perform record-keeping and administrative services in connection with the
Portfolio. Such payments will generally not exceed 0.35% of the average daily
net assets of the Portfolio attributable to the Insurer.
Other Payments for Educational Support and Distribution Assistance
In addition to the fees described above, ABI, at its expense, currently provides
additional payments to the Insurers that sell shares of the Portfolio. These
sums include payments to reimburse directly or indirectly the costs incurred by
the Insurers and their employees in connection with educational seminars and
training efforts about the Portfolio for the Insurers' employees and/or their
clients and potential clients. The costs and expenses associated with these
efforts may include travel, lodging, entertainment and meals.
For 2011, ABI's additional payments to these firms for educational support and
distribution assistance related to the Portfolios are expected to be
approximately $[________]. In 2010, ABI paid additional payments of
approximately $[________] for the Portfolios.
--------------------------------------------------------------------------------
If one mutual fund sponsor that offers shares to separate accounts of an
Insurer makes greater distribution assistance payments than another, the
Insurer may have an incentive to recommend or offer the shares of funds of one
fund sponsor over another.
Please speak with your financial intermediary to learn more about the total
amounts paid to your financial intermediary by the Adviser, ABI and by other
mutual fund sponsors that offer shares to Insurers that may be recommended to
you. You should also consult disclosures made by your financial intermediary
at the time of purchase.
--------------------------------------------------------------------------------
As of the date of this Prospectus, ABI anticipates that the Insurers or their
affiliates that will receive additional payments for educational support
include:
AXA Advisors
AIG SunAmerica
Genworth Financial
Lincoln Financial Distributors
Merrill Lynch
Pacific Life Insurance Co.
Prudential
RiverSource Distributors
SunLife Financial
Transamerica Capital
Although the Portfolio may use brokers and dealers who sell shares of the
Portfolio to effect portfolio transactions, the Portfolio does not consider the
sale of AllianceBernstein Mutual Fund shares as a factor when selecting brokers
or dealers to effect portfolio transactions.
FREQUENT PURCHASES AND REDEMPTIONS OF PORTFOLIO SHARES
The Board has adopted policies and procedures designed to detect and deter
frequent purchases and redemptions of Portfolio shares or excessive or
short-term trading that may disadvantage long-term Contractholders. These
policies are described below. There is no guarantee that the Portfolio will be
able to detect excessive or short-term trading and to identify Contractholders
engaged in such practices, particularly with respect to transactions in omnibus
accounts. Contractholders should be aware that application of these policies may
have adverse consequences, as described below, and avoid frequent trading in
Portfolio shares through purchases, sales and exchanges of shares. The Portfolio
reserves the right to restrict, reject, or cancel, without any prior notice, any
purchase or exchange order for any reason, including any purchase or exchange
order accepted by any Insurer or a Contractholder's financial intermediary.
Risks Associated With Excessive Or Short-Term Trading Generally. While the Fund
will try to prevent market timing by utilizing the procedures described below,
these procedures may not be successful in identifying or stopping excessive or
short-term trading in all circumstances. By realizing profits through short-term
trading, Contractholders that engage in rapid purchases and sales or exchanges
of the Portfolio's shares dilute the value of shares held by long-term
Contractholders. Volatility resulting from excessive purchases and sales or
exchanges of shares of the Portfolio, especially involving large dollar amounts,
may disrupt efficient portfolio management. In particular, the Portfolio may
have difficulty implementing its long-term investment strategies if it is forced
to maintain a higher level of its assets in cash to accommodate significant
short-term trading activity. Excessive purchases and sales or exchanges of
shares of the Portfolio may force the Portfolio to sell portfolio securities at
inopportune times to raise cash to accommodate short-term trading activity. In
addition, the Portfolio may incur increased expenses if one or more
Contractholders engage in excessive or short-term trading. For example, the
Portfolio may be forced to liquidate investments as a result of short-term
trading and incur increased brokerage costs without attaining any investment
advantage. Similarly, the Portfolio may bear increased administrative costs due
to asset level and investment volatility that accompanies patterns of short-term
trading activity. All of these factors may adversely affect the Portfolio's
performance.
Investments in foreign securities may be particularly susceptible to short-term
trading strategies. This is because foreign securities are typically traded on
markets that close well before the time the Portfolio calculates its NAV at 4:00
p.m., Eastern Time, which gives rise to the possibility that developments may
have occurred in the interim that would affect the value of these securities.
The time zone differences among international stock markets can allow a
Contractholder engaging in a short-term trading strategy to exploit differences
in share prices that are based on closing prices of foreign securities
established some time before the Portfolio calculates its own share price
(referred to as "time zone arbitrage"). The Portfolio has procedures, referred
to as fair value pricing, designed to adjust closing market prices of foreign
securities to reflect what is believed to be fair value of those securities at
the time the Portfolio calculates its NAV. While there is no assurance, the
Portfolio expects that the use of fair value pricing, in addition to the
short-term trading policies discussed below, will significantly reduce a
Contractholder's ability to engage in time zone arbitrage to the detriment of
other Contractholders.
Contractholders engaging in a short-term trading strategy may also target a
Portfolio that does not invest primarily in foreign securities. If the Portfolio
invests in securities that are, among other things, thinly traded, traded
infrequently, or relatively illiquid, it has the risk that the current market
price for the securities may not accurately reflect current market values.
Contractholders may seek to engage in short-term trading to take advantage of
these pricing differences (referred to as "price arbitrage"). The Portfolio may
be adversely affected by price arbitrage.
Policy Regarding Short-Term Trading. Purchases and exchanges of shares of the
Portfolio should be made for investment purposes only. The Fund seeks to prevent
patterns of excessive purchases and sales or exchanges of shares of the
Portfolio. The Fund will seek to prevent such practices to the extent they are
detected by the procedures described below. Insurers utilizing omnibus account
arrangements may not identify to the Fund, ABI or ABIS Contractholders'
transaction activity relating to shares of the Portfolio on an individual basis.
Consequently, the Fund, ABI and ABIS may not be able to detect excessive or
short-term trading in shares of the Portfolio attributable to a particular
Contractholder who effects purchase and redemption and/or exchange activity in
shares of the Portfolio through an Insurer acting in an omnibus capacity. In
seeking to prevent excessive or short-term trading in shares of the Portfolio,
including the maintenance of any transaction surveillance or account blocking
procedures, the Fund, ABI and ABIS consider the information actually available
to them at the time. The Fund reserves the right to modify this policy,
including any surveillance or account blocking procedures established from time
to time to effectuate this policy, at any time without notice.
o Transaction Surveillance Procedures. The Fund, through its agents, ABI and
AllianceBernstein Investor Services, Inc. ("ABIS"), maintains surveillance
procedures to detect excessive or short-term trading in Portfolio shares. This
surveillance process involves several factors, which include scrutinizing
individual Insurer's omnibus transaction activity in Portfolio shares in order
to seek to ascertain whether any such activity attributable to one or more
Contractholders might constitute excessive or short-term trading. Insurer's
omnibus transaction activity identified by these surveillance procedures, or
as a result of any other information actually available at the time, will be
evaluated to determine whether such activity might indicate excessive or
short-term trading activity attributable to one or more Contractholders. These
surveillance procedures may be modified from time to time, as necessary or
appropriate to improve the detection of excessive or short-term trading or to
address specific circumstances.
o Account Blocking Procedures. If the Fund determines, in its sole discretion,
that a particular transaction or pattern of transactions identified by the
transaction surveillance procedures described above is excessive or short-term
trading in nature, the relevant Insurer's omnibus account(s) will be
immediately "blocked" and no future purchase or exchange activity will be
permitted, except to the extent the Fund, ABI or ABIS has been informed in
writing that the terms and conditions of a particular contract may limit the
Fund's ability to apply its short-term trading policy to Contractholder
activity as discussed below. As a result, any Contractholder seeking to engage
through an Insurer in purchase or exchange activity in shares of the Portfolio
under a particular contract will be prevented from doing so. However, sales of
Portfolio shares back to the Portfolio or redemptions will continue to be
permitted in accordance with the terms of the Portfolio's current Prospectus.
In the event an account is blocked, certain account-related privileges, such
as the ability to place purchase, sale and exchange orders over the internet
or by phone, may also be suspended. As a result, unless the Contractholder
redeems his or her shares, the Contractholder effectively may be "locked" into
an investment in shares of one or more of the Portfolio that the
Contractholder did not intend to hold on a long-term basis or that may not be
appropriate for the Contractholder's risk profile. To rectify this situation,
a Contractholder with a "blocked" account may be forced to redeem Portfolio
shares, which could be costly if, for example, these shares have declined in
value. To avoid this risk, a Contractholder should carefully monitor the
purchases, sales, and exchanges of Portfolio shares and avoid frequent trading
in Portfolio shares. An Insurer's omnibus account that is blocked will
generally remain blocked unless and until the Insurer provides evidence or
assurance acceptable to the Fund that one or more Contractholders did not or
will not in the future engage in excessive or short-term trading.
o Applications of Surveillance Procedures and Restrictions to Omnibus Accounts.
The Portfolio applies its surveillance procedures to Insurers. As required by
Securities and Exchange Commission ("Commission") rules, the Portfolio has
entered into agreements with all of its financial intermediaries that require
the financial intermediaries to provide the Portfolio, upon the request of the
Portfolio or its agents, with individual account level information about their
transactions. If the Portfolio detects excessive trading through its
monitoring of omnibus accounts, including trading at the individual account
level, Insurers will also execute instructions from the Portfolio to take
actions to curtail the activity, which may include applying blocks to account
to prohibit future purchases and exchanges of Portfolio shares.
HOW THE PORTFOLIO VALUES ITS SHARES
The Portfolio's NAV is calculated at the close of regular trading on the
Exchange (ordinarily, 4:00 p.m., Eastern Time), only on days when the Exchange
is open for business. To calculate NAV, the Portfolio's assets are valued and
totaled, liabilities are subtracted, and the balance, called net assets, is
divided by the number of shares outstanding. If the Portfolio invests in
securities that are primarily traded on foreign exchanges that trade on weekends
or other days when the Portfolio does not price its shares, the NAV of the
Portfolio's shares may change on days when shareholders will not be able to
purchase or redeem their shares in the Portfolio.
The Portfolio values its securities at their current market value determined on
the basis of market quotations or, if market quotations are not readily
available or are unreliable, at "fair value" as determined in accordance with
procedures established by and under the general supervision of the Board. When
the Portfolio uses fair value pricing, it may take into account any factors it
deems appropriate. The Portfolio may determine fair value based upon
developments related to a specific security, current valuations of foreign stock
indices (as reflected in U.S. futures markets) and/or U.S. sector or broader
stock market indices. The prices of securities used by the Portfolio to
calculate its NAV may differ from quoted or published prices for the same
securities. Fair value pricing involves subjective judgments and it is possible
that the fair value determined for a security is materially different than the
value that could be realized upon the sale of that security.
The Portfolio expects to use fair value pricing for securities primarily traded
on U.S. exchanges only under very limited circumstances, such as the early
closing of the exchange on which a security is traded or suspension of trading
in the security. The Portfolio may use fair value pricing more frequently for
securities primarily traded in foreign markets because, among other things, most
foreign markets close well before the Portfolio values its securities at 4:00
p.m., Eastern Time. The earlier close of these foreign markets gives rise to the
possibility that significant events, including broad market moves, may have
occurred in the interim. For example, the Portfolio believes that foreign
security values may be affected by events that occur after the close of foreign
securities markets. To account for this, the Portfolio may frequently value many
of its foreign equity securities using fair value prices based on third party
vendor modeling tools to the extent available.
Subject to its oversight, the Board has delegated responsibility for valuing the
Portfolio's assets to the Adviser. The Adviser has established a Valuation
Committee, which operates under the policies and procedures approved by the
Board, to value the Portfolio's assets on behalf of the Portfolio. The Valuation
Committee values Portfolio assets as described above.
Your order for purchase, sale, or exchange of shares is priced at the
next-determined NAV after your order is received in proper form by the
Portfolio.
MANAGEMENT OF THE PORTFOLIO
--------------------------------------------------------------------------------
INVESTMENT ADVISER
The Portfolio's adviser is AllianceBernstein L.P., 1345 Avenue of the Americas,
New York, New York 10105. The Adviser is a leading international investment
adviser managing client accounts with assets as of December 31, 2010, totaling
more than $[ ] billion (of which over $ [ ] billion represented assets of
investment companies). As of December 31, 2010, the Adviser managed retirement
assets for many of the largest public and private employee benefit plans
(including [ ] of the nation's FORTUNE 100 companies), for public employee
retirement funds in [ ] states, for investment companies, and for foundations,
endowments, banks and insurance companies worldwide. Currently, there are [ ]
registered investment companies managed by the Adviser, comprising [ ] separate
investment portfolios, with approximately [ ] million retail accounts.
The Adviser provides investment advisory services and order placement facilities
for the Portfolio. For these advisory services, the Portfolio will pay the
Adviser [ ].
The Adviser may act as an investment adviser to other persons, firms, or
corporations, including investment companies, hedge funds, pension funds, and
other institutional investors. The Adviser may receive management fees,
including performance fees that may be higher or lower than the advisory fees it
receives from the Portfolio. Certain other clients of the Adviser may have
investment objectives and policies similar to those of the Portfolio. The
Adviser may, from time to time, make recommendations that result in the purchase
or sale of a particular security by its other clients simultaneously with the
Portfolio. If transactions on behalf of more than one client during the same
period increase the demand for securities being purchased or the supply of
securities being sold, there may be an adverse effect on price or quantity. It
is the policy of the Adviser to allocate advisory recommendations and the
placing of orders in a manner that is deemed equitable by the Adviser to the
accounts involved, including the Portfolio. When two or more of the clients of
the Adviser (including the Portfolio) are purchasing or selling the same
security on a given day from the same broker-dealer, such transactions may be
averaged as to price.
PORTFOLIO MANAGERS
The following table lists the persons with the responsibility for day-to-day
management of the Portfolio's portfolio, the length of time that each person has
been jointly and primarily responsible for the Portfolio, and each person's
principal occupation during the past five years:
Principal Occupation During
Employee; Year; Title the Past Five (5) Years
--------------------------------------------------------------------------------
Seth J. Masters; since 2011; Senior Vice President of the Adviser,
Senior Vice President of the Adviser with which he has been associated in
a similar capacity to his current
position since prior to 2006; Chief
Investment Officer--Blend Strategies
and Chief Investment Officer--Defined
Contribution.
Daniel J. Loewy; since 2011; Senior Vice President of the Adviser
Senior Vice President of the Adviser with which he has been associated since
prior to 2006; Co-CIO and Director of
Research of Dynamic Asset Allocation
Strategies within the Blend Strategies
team (since 2007) of AllianceBernstein.
Additional information about the portfolio managers may be found in the
Portfolio's SAI.
DIVIDENDS, DISTRIBUTIONS AND TAXES
--------------------------------------------------------------------------------
The Portfolio declares dividends on its shares at least annually. The income and
capital gains distribution will be made in shares of the Portfolio.
See the prospectus of the separate account of the participating insurance
company for federal income tax information.
Investment income received by the Portfolio from sources within foreign
countries may be subject to foreign income taxes withheld at the source.
Provided that certain requirements are met, the Portfolio may "pass-through" to
its shareholders credits or deductions to foreign income taxes paid. Non-U.S.
investors may not be able to credit or deduct such foreign taxes.
FINANCIAL HIGHLIGHTS
--------------------------------------------------------------------------------
Financial highlights information is not available because the Portfolio has not
yet commenced operations.
APPENDIX A
--------------------------------------------------------------------------------
Hypothetical Investment and Expense Information
The settlement agreement between the Adviser and the New York Attorney General
requires the Portfolio to include the following supplemental hypothetical
investment information that provides additional information calculated and
presented in a manner different from expense information found under "Fees and
Expenses of the Portfolio" in the Summary Information at the beginning of this
Prospectus about the effect of the Portfolio's expenses, including investment
advisory fees and other Portfolio costs, on the Portfolio's returns over a
10-year period. The chart shows the estimated expenses that would be charged on
a hypothetical investment of $10,000 in Class B shares of the Portfolio assuming
a 5% return each year. Except as otherwise indicated, the chart also assumes
that the current annual expense ratio stays the same throughout the 10-year
period. The current annual expense ratio for the Portfolio is the same as stated
under "Fees and Expenses of the Portfolio." There are additional fees and
expenses associated with variable products. These fees can include mortality and
expense risk charges, administrative charges, and other charges that can
significantly affect expenses. These fees and expenses are not reflected in the
following expense information. Your actual expenses may be higher or lower.
AllianceBernstein Dynamic Asset Allocation Portfolio
--------------------------------------------------------------------------------
Hypothetical Investment Hypothetical
Hypothetical Performance After Hypothetical Ending
Year Investment Earnings Returns Expenses Investment
--------------------------------------------------------------------------------
1 $ $ $ $ $
2
3
4
5
6
7
8
9
10
--------------------------------------------------------------------------------
Cumulative $ $
For more information about the Portfolio, the following documents are available
upon request:
o STATEMENT OF ADDITIONAL INFORMATION (SAI)
The Portfolio has an SAI, which contains more detailed information about the
Portfolio, including its operations and investment policies. The Portfolio's SAI
is incorporated by reference into (and are legally part of) this Prospectus.
You may request a free copy of the SAI, or make inquiries concerning the
Portfolio, by contacting your broker or other financial intermediary, or by
contacting the Adviser:
By Mail: AllianceBernstein Investor Services, Inc.
P.O. Box 786003
San Antonio, TX 78278-6003
By Phone: For Information: (800) 221-5672
For Literature: (800) 227-4618
Or you may view or obtain these documents from the Securities and Exchange
Commission ("Commission"):
o Call the Commission at 1-202-551-8090 for information on the operation of
the Public Reference Room.
o Reports and other information about the Fund are available on the EDGAR
Database on the Commission's Internet site at http://www.sec.gov
o Copies of the information may be obtained, after paying a duplicating fee,
by electronic request at publicinfo@sec.gov, or by writing to the
Commission's Public Reference Section, Washington DC 20549-1520.
You also may find more information about the Adviser and the Portfolio on the
Internet at: www.alliancebernstein.com.
AllianceBernstein(R) and the AB Logo are registered trademarks and service marks
used by permission of the owner, AllianceBernstein L.P.
SEC File No. 811-05398
SK 00250 0292 1161536
[LOGO] ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES FUND, INC.
-ALLIANCEBERNSTEIN DYNAMIC ASSET ALLOCATION PORTFOLIO
-------------------------------------------------------------------------------
c/o AllianceBernstein Investor Services, Inc.
P.O. Box 786003, San Antonio, Texas 78278-6003
Toll Free: (800) 221-5672 For Literature: Toll
Free (800) 227-4618
-------------------------------------------------------------------------------
STATEMENT OF ADDITIONAL INFORMATION
[__________], 2011
-------------------------------------------------------------------------------
This Statement of Additional Information ("SAI") is not a
prospectus but supplements, and should be read in conjunction with, the current
prospectus, dated [_________], 2011, for the AllianceBernstein Dynamic Asset
Allocation Portfolio (the "Portfolio") of AllianceBernstein Variable Products
Series Fund, Inc. (the "Fund") that offers Class A shares of the Portfolio and
the prospectus dated [_________], 2011 of the Portfolio that offers Class B
shares of the Portfolio (each a "Prospectus" and together, the "Prospectuses").
Copies of the Prospectuses may be obtained by contacting AllianceBernstein
Investor Services, Inc., ("ABIS") at the address or the "For Literature"
telephone number shown above or on the Internet at www.AllianceBernstein.com.
TABLE OF CONTENTS
Page
INFORMATION ABOUT THE PORTFOLIO AND ITS INVESTMENTS....................[_]
MANAGEMENT OF THE FUND.................................................[_]
PURCHASE AND REDEMPTION OF SHARES......................................[_]
NET ASSET VALUE........................................................[_]
PORTFOLIO TRANSACTIONS.................................................[_]
DIVIDENDS, DISTRIBUTIONS AND TAXES.....................................[_]
GENERAL INFORMATION....................................................[_]
FINANCIAL STATEMENTS AND REPORT OF INDEPENDENT
REGISTERED PUBLIC ACCOUNTING FIRM....................................[_]
APPENDIX A: STATEMENT OF POLICIES AND PROCEDURES FOR VOTING
PROXIES................................................................A-1
-------------------
AllianceBernstein(R) and the AB Logo are registered trademarks and service marks
used by permission of the owner, AllianceBernstein L.P.
-------------------------------------------------------------------------------
INFORMATION ABOUT THE PORTFOLIO AND ITS INVESTMENTS
-------------------------------------------------------------------------------
Introduction to the Fund
------------------------
The Fund's shares are offered in separate series referred to as
Portfolios. Each Portfolio is a separate pool of assets constituting, in effect,
a separate open-end management investment company with its own investment
objective and policies. A shareholder in a Portfolio will be entitled to his or
her pro-rata share of all dividends and distributions arising from that
Portfolio's assets and, upon redeeming shares of that Portfolio, the shareholder
will receive the then current net asset value ("NAV") of that Portfolio
represented by the redeemed shares.
The Portfolio
-------------
Except as otherwise indicated, the Portfolio's investment objectives and
policies described below are not "fundamental policies" within the meaning of
the Investment Company Act of 1940, as amended (the "1940 Act"), and may,
therefore, be changed by the Board of Directors of the Fund (the "Board" or the
"Directors") with respect to the Portfolio without approval of the shareholders
of the Portfolio. However, the Portfolio will change its investment objective
without at least 60 days' prior written notice to shareholders. There is no
guarantee that the Portfolio will achieve its investment objective. Whenever any
investment policy or restriction states a percentage of the Portfolio's assets
that may be invested in any security or other asset, it is intended that such
percentage limitation be determined immediately after and as a result of the
Portfolio's acquisition of such securities or other assets. Accordingly, any
later increases or decreases in percentage beyond the specified limitation
resulting from a change in values or net assets will not be considered a
violation of this percentage.
Additional Investment Policies and Practices
--------------------------------------------
The following investment policies and practices supplement, and should be
read in conjunction with, the information regarding the investment objectives,
policies and practices of the Portfolio set forth in the Portfolio's
Prospectuses.
Derivatives
-----------
The Portfolio may, but is not required to, use derivatives for risk
management purposes or as part of its investment practices. Derivatives are
financial contracts whose value depends on, or is derived from, the value of an
underlying asset, reference rate or index. These assets, rates, and indices may
include bonds, stocks, mortgages, commodities, interest rates, currency exchange
rates, bond indices and stock indices.
There are four principal types of derivatives, which include options,
futures, forwards and swaps. The four principal types of derivative instruments,
as well as the methods in which they may be used by the Portfolio are described
below. Derivatives may be (i) standardized, exchange-traded contracts or (ii)
customized, privately-negotiated contracts. Exchange-traded derivatives tend to
be more liquid and subject to less credit risk than those that are privately
negotiated. The Portfolio may use derivatives to earn income and enhance
returns, to hedge or adjust the risk profile of a portfolio and either to
replace more traditional direct investments or to obtain exposure to otherwise
inaccessible markets.
Forward Contracts. A forward contract, which may be standardized and
exchange-traded or customized and privately negotiated, is an agreement for one
party to buy, and the other party to sell, a specific quantity of an underlying
commodity or other tangible asset for an agreed-upon price at a future date. A
forward contract generally is settled by physical delivery of the commodity or
other tangible asset underlying the forward contract to an agreed upon location
at a future date (rather than settled by cash) or will be rolled forward into a
new forward contract. Non-deliverable forwards ("NDFs") specify a cash payment
upon maturity. NDFs are normally used when the market for physical settlement of
the currency is underdeveloped, heavily regulated or highly taxed.
Futures Contracts and Options on Futures Contracts. A futures contract is
an agreement that obligates the buyer to buy and the seller to sell a specified
quantity of an underlying asset (or settle for cash the value of a contract
based on an underlying asset, rate or index) at a specific price on the contract
maturity date. Options on futures contracts are options that call for the
delivery of futures contracts upon exercise. Futures contracts are standardized,
exchange-traded instruments and are fungible (i.e., considered to be perfect
substitutes for each other). This fungibility allows futures contracts to be
readily offset or cancelled through the acquisition of equal but opposite
positions, which is the primary method in which futures contracts are
liquidated. A cash-settled futures contract does not require physical delivery
of the underlying asset but instead is settled for cash equal to the difference
between the values of the contract on the date it is entered into and its
maturity date.
Options. An option, which may be standardized and exchange-traded or
customized and privately negotiated, is an agreement that, for a premium payment
or fee, gives the option holder (the buyer) the right but not the obligation to
buy (a "call") or sell (a "put") the underlying asset (or settle for cash an
amount based on an underlying asset, rate or index) at a specified price (the
exercise price) during a period of time or on a specified date. Likewise, when
an option is exercised the writer of the option is obligated to sell (in the
case of a call option) or to purchase (in the case of a put option) the
underlying asset (or settle for cash an amount based on an underlying asset,
rate or index). Investments in options are considered speculative. The Portfolio
may lose the premium paid for them if the price of the underlying security or
other asset decreased or remained the same (in the case of a call option) or
increased or remained the same (in the case of a put option). If a put or call
option purchased by the Portfolio were permitted to expire without being sold or
exercised, its premium would represent a loss to the Portfolio.
Swaps. A swap, which may be standardized and exchange-traded or customized
and privately negotiated, is an agreement that obligates two parties to exchange
a series of cash flows at specified intervals (payment dates) based upon or
calculated by reference to changes in specified prices or rates (interest rates
in the case of interest rate swaps, currency exchange rates in the case of
currency swaps) for a specified amount of an underlying asset (the "notional"
principal amount). Swaps are entered into on a net basis (i.e., the two payment
streams are netted out, with the Portfolio receiving or paying, as the case may
be, only the net amounts of the two payments). Except for currency swaps, the
notional principal amount is used solely to calculate the payment streams but is
not exchanged. With respect to currency swaps, actual principal amounts of
currencies may be exchanged by the counterparties at the initiation, and again
upon the termination, of the transaction.
Risks of Derivatives. Investment techniques employing such derivatives
involve risks different from, and, in certain cases, greater than, the risks
presented by more traditional investments. Following is a general discussion of
important risk factors and issues concerning the use of derivatives.
-- Market Risk. This is the general risk attendant to all
investments that the value of a particular investment will change in
a way detrimental to the Portfolio's interest.
-- Management Risk. Derivative products are highly specialized
instruments that require investment techniques and risk analyses
different from those associated with stocks and bonds. The use of a
derivative requires an understanding not only of the underlying
instrument but also of the derivative itself, without the benefit of
observing the performance of the derivative under all possible
market conditions. In particular, the use and complexity of
derivatives require the maintenance of adequate controls to monitor
the transactions entered into, the ability to assess the risk that a
derivative adds to the Portfolio's investment portfolio, and the
ability to forecast price, interest rate or currency exchange rate
movements correctly.
-- Credit Risk. This is the risk that a loss may be sustained by the
Portfolio as a result of the failure of another party to a
derivative (usually referred to as a "counterparty") to comply with
the terms of the derivative contract. The credit risk for
exchange-traded derivatives is generally less than for privately
negotiated derivatives, since the clearinghouse, which is the issuer
or counterparty to each exchange-traded derivative, provides a
guarantee of performance. This guarantee is supported by a daily
payment system (i.e., margin requirements) operated by the
clearinghouse in order to reduce overall credit risk. For privately
negotiated derivatives, there is no similar clearing agency
guarantee. Therefore, the Portfolio considers the creditworthiness
of each counterparty to a privately negotiated derivative in
evaluating potential credit risk.
-- Liquidity Risk. Liquidity risk exists when a particular
instrument is difficult to purchase or sell. If a derivative
transaction is particularly large or if the relevant market is
illiquid (as is the case with many privately negotiated
derivatives), it may not be possible to initiate a transaction or
liquidate a position at an advantageous price.
-- Leverage Risk. Since many derivatives have a leverage component,
adverse changes in the value or level of the underlying asset, rate
or index can result in a loss substantially greater than the amount
invested in the derivative itself. In the case of swaps, the risk of
loss generally is related to a notional principal amount, even if
the parties have not made any initial investment. Certain
derivatives have the potential for unlimited loss, regardless of the
size of the initial investment.
-- Risk of Potential Governmental Regulation of Derivatives. Recent
legislation and regulatory developments will eventually require the
clearing and exchange trading of most over-the-counter derivatives
investments. It is possible that new regulation of various types of
derivative instruments, including futures and swap agreements, may
affect the Portfolio's ability to use such instruments as a part of
its investment strategy.
-- Other Risks. Other risks in using derivatives include the risk of
mispricing or improper valuation of derivatives and the inability of
derivatives to correlate perfectly with underlying assets, rates and
indices. Many derivatives, in particular privately negotiated
derivatives, are complex and often valued subjectively. Improper
valuations can result in increased cash payment requirements to
counterparties or a loss of value to the Portfolio. Derivatives do
not always perfectly or even highly correlate or track the value of
the assets, rates or indices they are designed to closely track.
Consequently, the Portfolio's use of derivatives may not always be
an effective means of, and sometimes could be counterproductive to,
furthering the Portfolio's investment objective.
Use of Options, Futures, Forwards and Swaps by the Portfolio
------------------------------------------------------------
- Forward Currency Exchange Contracts. A forward currency exchange
contract is an obligation by one party to buy, and the other party to sell, a
specific amount of a currency for an agreed-upon price at a future date. A
forward currency exchange contract may result in the delivery of the underlying
asset upon maturity of the contract in return for the agreed-upon payment. NDFs
specify a cash payment upon maturity. NDFs are normally used when the market for
physical settlement of the currency is underdeveloped, heavily regulated or
highly taxed.
The Portfolio may, for example, enter into forward currency exchange
contracts to attempt to minimize the risk to the Portfolio from adverse changes
in the relationship between the U.S. Dollar and other currencies. The Portfolio
may purchase or sell forward currency exchange contracts for hedging purposes
similar to those described below in connection with its transactions in foreign
currency futures contracts. The Portfolio may also purchase or sell forward
currency exchange contracts for non-hedging purposes as a means of making direct
investments in foreign currencies, as described below under "Currency
Transactions".
If a hedging transaction in forward currency exchange contracts is
successful, the decline in the value of portfolio securities or the increase in
the cost of securities to be acquired may be offset, at least in part, by
profits on the forward currency exchange contract. Nevertheless, by entering
into such forward currency exchange contracts, the Portfolio may be required to
forego all or a portion of the benefits which otherwise could have been obtained
from favorable movements in exchange rates.
The Portfolio may also use forward currency exchange contracts to seek to
increase total return when the Adviser anticipates that a foreign currency will
appreciate or depreciate in value but securities denominated in that currency
are not held by the Portfolio and do not present attractive investment
opportunities. For example, the Portfolio may enter into a foreign currency
exchange contract to purchase a currency if the Adviser expects the currency to
increase in value. The Portfolio would recognize a gain if the market value of
the currency is more than the contract value of the currency at the time of
settlement of the contract. Similarly, the Portfolio may enter into a foreign
currency exchange contract to sell a currency if the Adviser expects the
currency to decrease in value. The Portfolio would recognize a gain if the
market value of the currency is less than the contract value of the currency at
the time of settlement of the contract.
The cost of engaging in forward currency exchange contracts varies with
such factors as the currencies involved, the length of the contract period and
the market conditions then prevailing. Since transactions in foreign currencies
are usually conducted on a principal basis, no fees or commissions are involved.
The Portfolio will segregate and mark to market liquid assets in an amount at
least equal to the Portfolio's obligations under any forward currency exchange
contracts.
- Options on Securities. The Portfolio may write and purchase call and put
options on securities. In purchasing an option on securities, the Portfolio
would be in a position to realize a gain if, during the option period, the price
of the underlying securities increased (in the case of a call) or decreased (in
the case of a put) by an amount in excess of the premium paid; otherwise the
Portfolio would experience a loss not greater than the premium paid for the
option. Thus, the Portfolio would realize a loss if the price of the underlying
security declined or remained the same (in the case of a call) or increased or
remained the same (in the case of a put) or otherwise did not increase (in the
case of a put) or decrease (in the case of a call) by more than the amount of
the premium. If a put or call option purchased by the Portfolio were permitted
to expire without being sold or exercised, its premium would represent a loss to
the Portfolio.
The Portfolio may write a put or call option in return for a premium,
which is retained by the Portfolio whether or not the option is exercised. The
Portfolio may write covered options or uncovered options. A call option written
by the Portfolio is "covered" if the Portfolio owns the underlying security, has
an absolute and immediate right to acquire that security upon conversion or
exchange of another security it holds, or holds a call option on the underlying
security with an exercise price equal to or less than the call option it has
written. A put option written by the Portfolio is covered if the Portfolio holds
a put option on the underlying securities with an exercise price equal to or
greater than the put option it has written. Uncovered options or "naked options"
are riskier than covered options. For example, if the Portfolio wrote a naked
call option and the price of the underlying security increased, the Portfolio
would have to purchase the underlying security for delivery to the call buyer
and sustain a loss equal to the difference between the option price and the
market price of the security.
The Portfolio may also, as an example, write combinations of put and call
options on the same security, known as "straddles", with the same exercise and
expiration date. By writing a straddle, the Portfolio undertakes a simultaneous
obligation to sell and purchase the same security in the event that one of the
options is exercised. If the price of the security subsequently rises above the
exercise price, the call will likely be exercised and the Portfolio will be
required to sell the underlying security at or below market price. This loss may
be offset, however, in whole or part, by the premiums received on the writing of
the two options. Conversely, if the price of the security declines by a
sufficient amount, the put will likely be exercised. The writing of straddles
will likely be effective, therefore, only where the price of the security
remains stable and neither the call nor the put is exercised. In those instances
where one of the options is exercised, the loss on the purchase or sale of the
underlying security may exceed the amount of the premiums received.
By writing a call option, the Portfolio limits its opportunity to profit
from any increase in the market value of the underlying security above the
exercise price of the option. By writing a put option, the Portfolio assumes the
risk that it may be required to purchase the underlying security for an exercise
price above its then current market value, resulting in a capital loss unless
the security subsequently appreciates in value. Where options are written for
hedging purposes, such transactions constitute only a partial hedge against
declines in the value of portfolio securities or against increases in the value
of securities to be acquired, up to the amount of the premium. The Portfolio may
purchase put options to hedge against a decline in the value of portfolio
securities. If such decline occurs, the put options will permit the Portfolio to
sell the securities at the exercise price or to close out the options at a
profit. By using put options in this way, the Portfolio will reduce any profit
it might otherwise have realized on the underlying security by the amount of the
premium paid for the put option and by transaction costs.
The Portfolio may purchase or write options on securities of the types in
which they are permitted to invest in privately negotiated (i.e.,
over-the-counter) transactions. By writing a call option, the Portfolio limits
its opportunity to profit from any increase in the market value of the
underlying security above the exercise price of the option. By writing a put
option, the Portfolio assumes the risk that it may be required to purchase the
underlying security for an exercise price above its then current market value,
resulting in a capital loss unless the security subsequently appreciates in
value. Where options are written for hedging purposes, such transactions
constitute only a partial hedge against declines in the value of portfolio
securities or against increases in the value of securities to be acquired, up to
the amount of the premium. The Portfolio may purchase put options to hedge
against a decline in the value of portfolio securities. If such decline occurs,
the put options will permit the Portfolio to sell the securities at the exercise
price or to close out the options at a profit. By using put options in this way,
the Portfolio will reduce any profit it might otherwise have realized on the
underlying security by the amount of the premium paid for the put option and by
transaction costs.
The Portfolio may purchase call options to hedge against an increase in
the price of securities that the Portfolio anticipates purchasing in the future.
If such increase occurs, the call option will permit the Portfolio to purchase
the securities at the exercise price, or to close out the options at a profit.
The premium paid for the call option plus any transaction costs will reduce the
benefit, if any, realized by the Portfolio upon exercise of the option, and,
unless the price of the underlying security rises sufficiently, the option may
expire worthless to the Portfolio and the Portfolio will suffer a loss on the
transaction to the extent of the premium paid.
The Portfolio will effect such transactions only with investment dealers
and other financial institutions (such as commercial banks or savings and loan
institutions) deemed creditworthy by the Adviser, and the Adviser has adopted
procedures for monitoring the creditworthiness of such entities. Options
purchased or written in negotiated transactions may be illiquid and it may not
be possible for the Portfolio to effect a closing transaction at a time when the
Adviser believes it would be advantageous to do so.
--Options on Securities Indices. An option on a securities index is
similar to an option on a security except that, rather than taking or making
delivery of a security at a specified price, an option on a securities index
gives the holder the right to receive, upon exercise of the option, an amount of
cash if the closing level of the chosen index is greater than (in the case of a
call) or less than (in the case of a put) the exercise price of the option.
The Portfolio may write (sell) call and put options and purchase call and
put options on securities indices. If the Portfolio purchases put options on
securities indices to hedge its investments against a decline in the value of
portfolio securities, it will seek to offset a decline in the value of
securities it owns through appreciation of the put option. If the value of the
Portfolio's investments does not decline as anticipated, or if the value of the
option does not increase, the Portfolio's loss will be limited to the premium
paid for the option. The success of this strategy will largely depend on the
accuracy of the correlation between the changes in value of the index and the
changes in value of the Portfolio's security holdings.
The purchase of call options on securities indices may be used by the
Portfolio to attempt to reduce the risk of missing a broad market advance, or an
advance in an industry or market segment, at a time when the Portfolio holds
uninvested cash or short-term debt securities awaiting investment. When
purchasing call options for this purpose, the Portfolio will also bear the risk
of losing all or a portion of the premium paid if the value of the index does
not rise. The purchase of call options on stock indices when the Portfolio is
substantially fully invested is a form of leverage, up to the amount of the
premium and related transaction costs, and involves risks of loss and of
increased volatility similar to those involved in purchasing call options on
securities the Portfolio owns.
--Options on Foreign Currencies. The Portfolio may purchase and write
options on foreign currencies for hedging purposes. For example, a decline in
the dollar value of a foreign currency in which portfolio securities are
denominated will reduce the dollar value of such securities, even if their value
in the foreign currency remains constant. In order to protect against such
diminutions in the value of portfolio securities, the Portfolio may purchase put
options on the foreign currency. If the value of the currency does decline, the
Portfolio will have the right to sell such currency for a fixed amount in
dollars and could thereby offset, in whole or in part, the adverse effect on its
portfolio which otherwise would have resulted.
Conversely, where a rise in the dollar value of a currency in which
securities to be acquired are denominated is projected, thereby increasing the
cost of such securities, the Portfolio may purchase call options thereon. The
purchase of such options could offset, at least partially, the effects of the
adverse movements in exchange rates. As in the case of other types of options,
however, the benefit to the Portfolio from purchases of foreign currency options
will be reduced by the amount of the premium and related transaction costs. In
addition, where currency exchange rates do not move in the direction or to the
extent anticipated, the Portfolio could sustain losses on transactions in
foreign currency options which would require it to forego a portion or all of
the benefits of advantageous changes in such rates.
The Portfolio may write options on foreign currencies for hedging purposes
or to increase return. For example, where the Portfolio anticipates a decline in
the dollar value of foreign-denominated securities due to adverse fluctuations
in exchange rates it could, instead of purchasing a put option, write a call
option on the relevant currency. If the expected decline occurs, the option will
most likely not be exercised, and the diminution in value of portfolio
securities could be offset by the amount of the premium received.
Similarly, instead of purchasing a call option to hedge against an
anticipated increase in the dollar cost of securities to be acquired, the
Portfolio could write a put option on the relevant currency, which, if rates
move in the manner projected, will expire unexercised and allow the Portfolio to
hedge such increased cost up to the amount of the premium. As in the case of
other types of options, however, the writing of a foreign currency option will
constitute only a partial hedge up to the amount of the premium, and only if
rates move in the expected direction. If this does not occur, the option may be
exercised and the Portfolio will be required to purchase or sell the underlying
currency at a loss which may not be offset by the amount of the premium. Through
the writing of options on foreign currencies, the Portfolio also may be required
to forego all or a portion of the benefits that might otherwise have been
obtained from favorable movements in exchange rates.
In addition to using options for the hedging purposes described above, the
Portfolio may also invest in options on foreign currencies for non-hedging
purposes as a means of making direct investments in foreign currencies. The
Portfolio may use options on currency to seek to increase total return when the
Adviser anticipates that a foreign currency will appreciate or depreciate in
value but securities denominated in that currency are not held by the Portfolio
and do not present attractive investment opportunities. For example, the
Portfolio may purchase call options in anticipation of an increase in the market
value of a currency. The Portfolio would ordinarily realize a gain if, during
the option period, the value of such currency exceeded the sum of the exercise
price, the premium paid and transaction costs. Otherwise, the Portfolio would
realize no gain or a loss on the purchase of the call option. Put options may be
purchased by the Portfolio for the purpose of benefiting from a decline in the
value of a currency that the Portfolio does not own. The Portfolio would
normally realize a gain if, during the option period, the value of the
underlying currency decreased below the exercise price sufficiently to more than
cover the premium and transaction costs. Otherwise, the Portfolio would realize
no gain or loss on the purchase of the put option. For additional information on
the use of options on foreign currencies for non-hedging purposes, see "Currency
Transactions" below.
Special Risks Associated with Options on Currency. An exchange-traded
options position may be closed out only on an options exchange that provides a
secondary market for an option of the same series. Although the Portfolio will
generally purchase or sell options for which there appears to be an active
secondary market, there is no assurance that a liquid secondary market on an
exchange will exist for any particular option, or at any particular time. For
some options, no secondary market on an exchange may exist. In such event, it
might not be possible to effect closing transactions in particular options, with
the result that the Portfolio would have to exercise its options in order to
realize any profit and would incur transaction costs on the sale of the
underlying currency.
--Options on Securities Indices. An option on a securities index is
similar to an option on a security except that, rather than taking or making
delivery of a security at a specified price, an option on a securities index
gives the holder the right to receive, upon exercise of the option, an amount of
cash if the closing level of the chosen index is greater than (in the case of a
call) or less than (in the case of a put) the exercise price of the option.
The Portfolio may write (sell) call and put options and purchase call and
put options on securities indices. If the Portfolio purchases put options on
securities indices to hedge its investments against a decline in the value of
portfolio securities, it will seek to offset a decline in the value of
securities it owns through appreciation of the put option. If the value of the
Portfolio's investments does not decline as anticipated, or if the value of the
option does not increase, the Portfolio's loss will be limited to the premium
paid for the option. The success of this strategy will largely depend on the
accuracy of the correlation between the changes in value of the index and the
changes in value of the Portfolio's security holdings.
The purchase of call options on securities indices may be used by the
Portfolio to attempt to reduce the risk of missing a broad market advance, or an
advance in an industry or market segment, at a time when the Portfolio holds
uninvested cash or short-term debt securities awaiting investment. When
purchasing call options for this purpose, the Portfolio will also bear the risk
of losing all or a portion of the premium paid if the value of the index does
not rise. The purchase of call options on stock indices when the Portfolio is
substantially fully invested is a form of leverage, up to the amount of the
premium and related transaction costs, and involves risks of loss and of
increased volatility similar to those involved in purchasing call options on
securities the Portfolio owns.
--Futures Contracts and Options on Futures Contracts. Futures contracts
that the Portfolio may buy and sell may include futures contracts on
fixed-income or other securities, and contracts based on interest rates, foreign
currencies or financial indices, including any index of U.S. Government
securities. The Portfolio may, for example, purchase or sell futures contracts
and options thereon to hedge against changes in interest rates, securities
(through index futures or options) or currencies.
Interest rate futures contracts are purchased or sold for hedging purposes
to attempt to protect against the effects of interest rate changes on the
Portfolio's current or intended investments in fixed-income securities. For
example, if the Portfolio owned long-term bonds and interest rates were expected
to increase, the Portfolio might sell interest rate futures contracts. Such a
sale would have much the same effect as selling some of the long-term bonds in
the Portfolio's portfolio. However, since the futures market is more liquid than
the cash market, the use of interest rate futures contracts as a hedging
technique allows the Portfolio to hedge its interest rate risk without having to
sell its portfolio securities. If interest rates were to increase, the value of
the debt securities in the portfolio would decline, but the value of the
Portfolio's interest rate futures contracts would be expected to increase at
approximately the same rate, thereby keeping the NAV of the Portfolio from
declining as much as it otherwise would have. On the other hand, if interest
rates were expected to decline, interest rate futures contracts could be
purchased to hedge in anticipation of subsequent purchases of long-term bonds at
higher prices. Because the fluctuations in the value of the interest rate
futures contracts should be similar to those of long-term bonds, the Portfolio
could protect itself against the effects of the anticipated rise in the value of
long-term bonds without actually buying them until the necessary cash becomes
available or the market has stabilized. At that time, the interest rate futures
contracts could be liquidated and the Portfolio's cash reserves could then be
used to buy long-term bonds on the cash market.
The Portfolio may purchase and sell foreign currency futures contracts for
hedging purposes in order to protect against fluctuations in currency exchange
rates. Such fluctuations could reduce the dollar value of portfolio securities
denominated in foreign currencies, or increase the cost of foreign-denominated
securities to be acquired, even if the value of such securities in the
currencies in which they are denominated remains constant. The Portfolio may
sell futures contracts on a foreign currency, for example, when it holds
securities denominated in such currency and it anticipates a decline in the
value of such currency relative to the dollar. If such a decline were to occur,
the resulting adverse effect on the value of foreign-denominated securities may
be offset, in whole or in part, by gains on the futures contracts. However, if
the value of the foreign currency increases relative to the dollar, the
Portfolio's loss on the foreign currency futures contract may or may not be
offset by an increase in the value of the securities because a decline in the
price of the security stated in terms of the foreign currency may be greater
than the increase in value as a result of the change in exchange rates.
Conversely, the Portfolio could protect against a rise in the dollar cost
of non-U.S. Dollar-denominated securities to be acquired by purchasing futures
contracts on the relevant currency, which could offset, in whole or in part, the
increased cost of such securities resulting from a rise in the dollar value of
the underlying currencies. When the Portfolio purchases futures contracts under
such circumstances, however, and the price in dollars of securities to be
acquired instead declines as a result of appreciation of the dollar, the
Portfolio will sustain losses on its futures position which could reduce or
eliminate the benefits of the reduced cost of portfolio securities to be
acquired.
The Portfolio may also engage in currency "cross hedging" when, in the
opinion of the Adviser, the historical relationship among foreign currencies
suggests that the Portfolio may achieve protection against fluctuations in
currency exchange rates similar to that described above at a reduced cost
through the use of a futures contract relating to a currency other than the U.S.
Dollar or the currency in which the foreign security is denominated. Such "cross
hedging" is subject to the same risks as those described above with respect to
an unanticipated increase or decline in the value of the subject currency
relative to the U.S. Dollar.
The Portfolio may also use foreign currency futures contracts and options
on such contracts for non-hedging purposes. Similar to options on currencies
described above, the Portfolio may use foreign currency futures contracts and
options on such contracts to seek to increase total return when the Adviser
anticipates that a foreign currency will appreciate or depreciate in value but
securities denominated in that currency are not held by the Portfolio and do not
present attractive investment opportunities. The risks associated with foreign
currency futures contracts and options on futures are similar to those
associated with options on foreign currencies, as described above. For
additional information on the use of options on foreign currencies for
non-hedging purposes, see "Currency Transactions" below.
Purchases or sales of stock or bond index futures contracts may be used
for hedging purposes to attempt to protect the Portfolio's current or intended
investments from broad fluctuations in stock or bond prices. For example, the
Portfolio may sell stock or bond index futures contracts in anticipation of or
during a market decline to attempt to offset the decrease in market value of the
Portfolio's portfolio securities that might otherwise result. If such decline
occurs, the loss in value of portfolio securities may be offset, in whole or
part, by gains on the futures position. When the Portfolio is not fully invested
in the securities market and anticipates a significant market advance, it may
purchase stock or bond index futures contracts in order to gain rapid market
exposure that may, in whole or in part, offset increases in the cost of
securities that the Portfolio intends to purchase. As such purchases are made,
the corresponding positions in stock or bond index futures contracts will be
closed out.
The Portfolio has claimed an exclusion from the definition of the term
"commodity pool operator" under the Commodity Exchange Act and therefore is not
subject to registration or regulation as a pool operator under that Act.
Options on futures contracts are options that call for the delivery of
futures contracts upon exercise. Options on futures contracts written or
purchased by the Portfolio will be traded on U.S. exchanges.
The writing of a call option on a futures contract constitutes a partial
hedge against declining prices of the securities in the Portfolio's portfolio.
If the futures price at expiration of the option is below the exercise price,
the Portfolio will retain the full amount of the option premium, which provides
a partial hedge against any decline that may have occurred in the Portfolio's
portfolio holdings. The writing of a put option on a futures contract
constitutes a partial hedge against increasing prices of the securities or other
instruments required to be delivered under the terms of the futures contract. If
the futures price at expiration of the put option is higher than the exercise
price, the Portfolio will retain the full amount of the option premium, which
provides a partial hedge against any increase in the price of securities which
the Portfolio intends to purchase. If a put or call option the Portfolio has
written is exercised, the Portfolio will incur a loss which will be reduced by
the amount of the premium it receives. Depending on the degree of correlation
between changes in the value of its portfolio securities and changes in the
value of its options on futures positions, the Portfolio's losses from exercised
options on futures may to some extent be reduced or increased by changes in the
value of portfolio securities.
The Portfolio may purchase options on futures contracts for hedging
purposes instead of purchasing or selling the underlying futures contracts. For
example, where a decrease in the value of portfolio securities is anticipated as
a result of a projected market-wide decline or changes in interest or exchange
rates, the Portfolio could, in lieu of selling futures contracts, purchase put
options thereon. In the event that such decrease were to occur, it may be
offset, in whole or part, by a profit on the option. If the anticipated market
decline were not to occur, the Portfolio will suffer a loss equal to the price
of the put. Where it is projected that the value of securities to be acquired by
the Portfolio will increase prior to acquisition due to a market advance or
changes in interest or exchange rates, the Portfolio could purchase call options
on futures contracts, rather than purchasing the underlying futures contracts.
If the market advances, the increased cost of securities to be purchased may be
offset by a profit on the call. However, if the market declines, the Portfolio
will suffer a loss equal to the price of the call, but the securities that the
Portfolio intends to purchase may be less expensive.
- Credit Default Swap Agreements. The "buyer" in a credit default swap
contract is obligated to pay the "seller" a periodic stream of payments over the
term of the contract in return for a contingent payment upon the occurrence of a
credit event with respect to an underlying reference obligation. Generally, a
credit event means bankruptcy, failure to pay, obligation acceleration or
modified restructuring. The Portfolio may be either the buyer or seller in the
transaction. As a seller, the Portfolio receives a fixed rate of income
throughout the term of the contract, which typically is between one month and
five years, provided that no credit event occurs. If a credit event occurs, the
Portfolio typically must pay the contingent payment to the buyer, which is
typically the "par value" (full notional value) of the reference obligation. The
contingent payment may be a cash settlement or by physical delivery of the
reference obligation in return for payment of the face amount of the obligation.
The value of the reference obligation received by the Portfolio as a seller if a
credit event occurs, coupled with the periodic payments previously received, may
be less than the full notional value it pays to the buyer, resulting in a loss
of value to the Portfolio. If the Portfolio is a buyer and no credit event
occurs, the Portfolio it will lose its periodic stream of payments over the term
of the contract. However, if a credit event occurs, the buyer typically receives
full notional value for a reference obligation that may have little or no value.
Credit default swaps may involve greater risks than if the Portfolio had
invested in the reference obligation directly. Credit default swaps are subject
to general market risk, liquidity risk and credit risk.
- Currency Swaps. The Portfolio may enter into currency swaps for hedging
purposes in an attempt to protect against adverse changes in exchange rates
between the U.S. Dollar and other currencies or for non-hedging purposes as a
means of making direct investments in foreign currencies, as described below
under "Currency Transactions". Currency swaps involve the exchange by the
Portfolio with another party of a series of payments in specified currencies.
Actual principal amounts of currencies may be exchanged by the counterparties at
the initiation and again upon termination of the transaction. Since currency
swaps are individually negotiated, the Portfolio expects to achieve an
acceptable degree of correlation between its portfolio investments and its
currency swaps positions. Therefore, the entire principal value of a currency
swap is subject to the risk that the other party to the swap will default on its
contractual delivery obligations. The Portfolio will not enter into any currency
swap unless the credit quality of the unsecured senior debt or the claims-paying
ability of the other party thereto is rated in the highest rating category of at
least one nationally recognized statistical rating organization at the time of
entering into the transaction. If there is a default by the other party to such
a transaction, the Portfolio will have contractual remedies pursuant to the
agreements related to the transactions.
--Swaps: Interest Rate Transactions. The Portfolio may enter into interest
rate swap, swaptions and cap or floor transactions, which may include preserving
a return or spread on a particular investment or portion of its portfolio or
protecting against an increase in the price of securities the Portfolio
anticipates purchasing at a later date. Unless there is a counterparty default,
the risk of loss to the Portfolio from interest rate transactions is limited to
the net amount of interest payments that the Portfolio is contractually
obligated to make. If the counterparty to an interest rate transaction defaults,
the Portfolio's risk of loss consists of the net amount of interest payments
that the Portfolio is contractually entitled to receive.
Interest rate swaps involve the exchange by the Portfolio with another
party of payments calculated by reference to specified interest rates (e.g., an
exchange of floating rate payments for fixed rate payments) computed based on a
contractually based principal (or "notional") amount.
An option on a swap agreement, also called a "swaption", is an option that
gives the buyer the right, but not the obligation, to enter into a swap on a
future date in exchange for paying a market-based "premium". A receiver swaption
gives the owner the right to receive the total return of a specified asset,
reference rate, or index. A payer swaption gives the owner the right to pay the
total return of a specified asset, reference rate, or index. Swaptions also
include options that allow an existing swap to be terminated or extended by one
of the counterparties.
Interest rate caps and floors are similar to options in that the purchase
of an interest rate cap or floor entitles the purchaser, to the extent that a
specified index exceeds (in the case of a cap) or falls below (in the case of a
floor) a predetermined interest rate, to receive payments of interest on a
notional amount from the party selling the interest rate cap or floor.
Caps and floors are less liquid than swaps. These transactions do not
involve the delivery of securities or other underlying assets or principal. The
Portfolio will enter into interest rate swap, swaptions, cap or floor
transactions only with counterparties who have credit ratings of at least A- (or
the equivalent) from any one Nationally Recognized Statistical Ratings
Organization or counterparties with guarantors with debt securities having such
a rating.
- Inflation (CPI) Swaps. Inflation swap agreements are contracts in which
one party agrees to pay the cumulative percentage increase in a price index (the
Consumer Price Index with respect to CPI swaps) over the term of the swap (with
some lag on the inflation index), and the other pays a compounded fixed rate.
Inflation swap agreements may be used to protect the NAV of the Portfolio
against an unexpected change in the rate of inflation measured by an inflation
index since the value of these agreements is expected to increase if unexpected
inflation increases.
- Eurodollar Instruments. Eurodollar instruments are essentially U.S.
Dollar-denominated futures contracts or options thereon that are linked to the
London Interbank Offered Rate and are subject to the same limitations and risks
as other futures contracts and options.
- Currency Transactions. The Portfolio may invest in non-U.S.
Dollar-denominated securities on a currency hedged or un-hedged basis. The
Adviser will actively manage the Strategy's currency exposures and may seek
investment opportunities by taking long or short positions in currencies through
the use of currency-related derivatives, including forward currency exchange
contracts, futures and options on futures, swaps and options. The Adviser may
enter into transactions for investment opportunities when it anticipates that a
foreign currency will appreciate or depreciate in value but securities
denominated in that currency are not held by the Portfolio and do not present
attractive investment opportunities. Such transactions may also be used when the
Adviser believes that it may be more efficient than a direct investment in a
foreign currency-denominated security. The Portfolio may also conduct currency
exchange contracts on a spot basis (i.e., for cash at the spot rate prevailing
in the currency exchange market for buying or selling currencies).
- Commodity-Linked Derivative Instruments and Hybrid Instruments. The
Portfolio may seek to gain exposure to the commodities markets primarily through
investments in hybrid instruments. Hybrid instruments are either equity or debt
derivative securities with one or more commodity-dependent components that have
payment features similar to a commodity futures contract, a commodity option
contract, or a combination of both. Therefore, these instruments are
"commodity-linked". They are considered "hybrid" instruments because they have
both commodity-like and security-like characteristics. Hybrid instruments are
derivative instruments because at least part of their value is derived from the
value of an underlying commodity, futures contract, index or other readily
measurable economic variable.
The prices of commodity-linked derivative instruments may move in
different directions than investments in traditional equity and debt securities
when the value of those traditional securities is declining due to adverse
economic conditions. As an example, during periods of rising inflation, debt
securities have historically tended to decline in value due to the general
increase in prevailing interest rates. Conversely, during those same periods of
rising inflation, the prices of certain commodities, such as oil and metals,
have historically tended to increase. Of course, there cannot be any guarantee
that these investments will perform in that manner in the future, and at certain
times the price movements of commodity-linked instruments have been parallel to
those of debt and equity securities. Commodities have historically tended to
increase and decrease in value during different parts of the business cycle than
financial assets. Nevertheless, at various times, commodities prices may move in
tandem with the prices of financial assets and thus may not provide overall
portfolio diversification benefits. Under favorable economic conditions, the
Portfolio's investments may be expected to under-perform an investment in
traditional securities. Over the long term, the returns on the Portfolio's
investments are expected to exhibit low or negative correlation with stocks and
bonds.
Bank Obligations
----------------
Bank obligations in which the Portfolio may invest include certificates of
deposit, bankers' acceptances, and fixed time deposits. Certificates of deposit
are negotiable certificates issued against funds deposited in a commercial bank
for a definite period of time and earning a specified return. Bankers'
acceptances are negotiable drafts or bills of exchange, normally drawn by an
importer or exporter to pay for specific merchandise, which are "accepted" by a
bank, meaning, in effect, that the bank unconditionally agrees to pay the face
value of the instrument on maturity. Fixed time deposits are bank obligations
payable at a stated maturity date and bearing interest at a fixed rate. Fixed
time deposits may be withdraw on demand by the investor, but may be subject to
early withdrawal penalties which vary depending upon market conditions and the
remaining maturity of the obligation. There are no contractual restrictions on
the right to transfer a beneficial interest in a fixed time deposit to a third
party, although there is no market for such deposits. The Portfolio will not
invest in fixed time deposits which (1) are not subject to prepayment or (2)
provide for withdrawal penalties upon prepayment (other than overnight deposits)
if, in the aggregate, more than 15% of its net assets would be invested in such
deposits, repurchase agreements maturing in more than seven days and other
illiquid assets.
Obligations of foreign banks involve somewhat different investment risks
than those affecting obligations of U.S. banks, including the possibilities that
their liquidity could be impaired because of future political and economic
developments, that their obligations may be less marketable than comparable
obligations of U.S. banks, that a foreign jurisdiction might impose withholding
taxes on interest income payable on those obligations, that foreign deposits may
be seized or nationalized, that foreign governmental restrictions such as
exchange controls may be adopted which might adversely affect the payment of
principal and interest on those obligations and that the selection of those
obligations may be more difficult because there may be less publicly available
information concerning foreign banks or the accounting, auditing and financial
reporting standards, practices and requirements applicable to foreign banks may
differ from those applicable to U.S. banks. Foreign banks are not generally
subject to examination by any U.S. Government agency or instrumentality.
Convertible Securities
----------------------
Convertible securities include bonds, debentures, corporate notes and
preferred stocks. Convertible securities are instruments that are convertible at
a stated exchange rate into common stock. Prior to their conversion, convertible
securities have the same general characteristics as non-convertible securities
that provide a stable stream of income with generally higher yields than those
of equity securities of the same or similar issuers. The market value of
convertible securities tends to decrease as interest rates rise and, conversely,
to increase as interest rates decline. While convertible securities generally
offer lower interest yields than non-convertible debt securities of similar
quality, they offer investors the potential to benefit from increases in the
market price of the underlying common stock. Convertible debt securities that
are rated Baa3 or lower by Moody's or BBB- or lower by S&P, or Fitch and
comparable unrated securities as determined by AllianceBernstein L.P., the
Portfolio's adviser (the "Adviser"), may share some or all of the risk of
non-convertible debt securities with those ratings.
When the market price of the common stock underlying a convertible
security increases, the price of the convertible security increasingly reflects
the value of the underlying common stock and may rise accordingly. As the market
price of the underlying common stock declines, the convertible security tends to
trade increasingly on a yield basis, and thus may not depreciate to the same
extent as the underlying common stock. Convertible securities rank senior to
common stocks in an issuer's capital structure. They are consequently of higher
quality and entail less risk than the issuer's common stock, although the extent
to which such risk is reduced depends in large measure upon the degree to which
the convertible security sells above its value as a fixed-income security.
Depositary Receipts
-------------------
The Portfolio may invest in American Depositary Receipts ("ADRs"),
European Depositary Receipts ("EDRs"), Global Depositary Receipts ("GDRs") or
other securities representing securities of companies based in countries other
than the U.S. Transactions in these securities may not necessarily be settled in
the same currency as transactions in the securities into which they represent.
Generally, ADRs, in registered form, are designed for use in the U.S. securities
markets, EDRs, in bearer form, are designed for use in European securities
markets and GDRs, in bearer form, are designed for use in two or more securities
markets, such as Europe and Asia.
Forward Commitments and When-Issued and Delayed Delivery Securities
-------------------------------------------------------------------
Forward commitments for the purchase or sale of securities may include
purchases on a "when-issued" basis or purchases or sales on a "delayed delivery"
basis. In some cases, a forward commitment may be conditioned upon the
occurrence of a subsequent event, such as approval and consummation of a merger,
corporate reorganization or debt restructuring (i.e., a "when, as and if issued"
trade). When forward commitment transactions are negotiated, the price is fixed
at the time the commitment is made and the Portfolio assumes the rights and
risks of ownership of the security but the Portfolio does not pay for the
securities until they are received. If the Portfolio is fully invested when
forward commitment purchases are outstanding, such purchases may result in a
form of leverage. Leveraging the Portfolio in this manner may increase the
Portfolio's volatility of returns.
The use of forward commitments enables a Portfolio to protect against
anticipated changes in exchange rates, interest rates and/or prices. For
instance, a Portfolio may enter into a forward contract when it enters into a
contract for the purchase or sale of a security denominated in a foreign
currency in order to "lock in" the U.S. Dollar price of the security
("transaction hedge"). In addition, when a Portfolio believes that a foreign
currency may suffer a substantial decline against the U.S. Dollar, it may enter
into a forward sale contract to sell an amount of that foreign currency
approximating the value of some or all of that Portfolio's securities
denominated in such foreign currency, or when the Portfolio believes that the
U.S. Dollar may suffer a substantial decline against a foreign currency, it may
enter into a forward purchase contract to buy that foreign currency for a fixed
dollar amount ("position hedge"). If the Adviser were to forecast incorrectly
the direction of exchange rate movements, a Portfolio might be required to
complete such when-issued or forward transactions at prices inferior to the then
current market values. When-issued securities and forward commitments may be
sold prior to the settlement date, but the Portfolios enter into when-issued and
forward commitments only with the intention of actually receiving securities or
delivering them, as the case may be. If the Portfolio chooses to dispose of the
right to acquire a when-issued security prior to its acquisition or dispose of
its right to deliver or receive against a forward commitment, it may incur a
gain or loss. Any significant commitment of a Portfolio's assets to the purchase
of securities on a "when, as and if issued" basis may increase the volatility of
the Portfolio's NAV.
At the time the Portfolio intends to enter into a forward commitment, it
will record the transaction and thereafter reflect the value of the security
purchased or, if a sale, the proceeds to be received, in determining its NAV.
Any unrealized appreciation or depreciation reflected in such valuation of a
"when, as and if issued" security would be canceled in the event that the
required conditions did not occur and the trade was canceled.
Purchases of securities on a forward commitment or when-issued basis may
involve more risk than other types of purchases. For example, by committing to
purchase securities in the future, the Portfolio may be subject to a risk of
loss on such commitments as well as on their portfolio securities. Also, the
Portfolio may have to sell assets which have been set aside in order to meet
redemptions. In addition, if the Portfolio determines it is advisable as a
matter of investment strategy to sell the forward commitment or "when-issued" or
"delayed delivery" securities before delivery, the Portfolio may incur a gain or
loss because of market fluctuations since the time the commitment to purchase
such securities was made. Any such gain or loss would be treated as a capital
gain or loss for tax purposes. When the time comes to pay for the securities to
be purchased under a forward commitment or on a "when-issued" or "delayed
delivery" basis, the Portfolio will meet its obligations from the then available
cash flow or the sale of securities, or, although it would not normally expect
to do so, from the sale of the forward commitment or "when-issued" or "delayed
delivery" securities themselves (which may have a value greater or less than the
Portfolio's payment obligation). In addition, no interest or dividends accrue to
the purchaser prior to the settlement date for securities purchased or sold
under a forward commitment.
Illiquid Securities
-------------------
The Portfolio will not invest in illiquid securities if immediately after
such investment more than 15% or such other amount permitted by guidance
regarding the 1940 Act of the Portfolio's net assets would be invested in such
securities. For this purpose, illiquid securities include, among others, (a)
direct placements or other securities which are subject to legal or contractual
restrictions on resale or for which there is no readily available market (e.g.,
trading in the security is suspended or, in the case of unlisted securities,
market makers do not exist or will not entertain bids or offers), (b) options
purchased by the Portfolio over-the-counter and the cover for options written by
the Portfolio over-the-counter, and (c) repurchase agreements not terminable
within seven days. Securities that have legal or contractual restrictions on
resale but have a readily available market are not deemed illiquid for purposes
of this limitation.
Mutual funds do not typically hold a significant amount of restricted
securities (securities that are subject to restrictions on resale to the general
public) or other illiquid securities because of the potential for delays on
resale and uncertainty in valuation. Limitations on resale may have an adverse
effect on the marketability of portfolio securities and a mutual fund might be
unable to dispose of restricted or other illiquid securities promptly or at
reasonable prices and might thereby experience difficulty satisfying redemptions
within seven days. A mutual fund may also have to take certain steps or wait a
certain amount of time in order to remove the transfer restrictions for such
restricted securities in order to dispose of them, resulting in additional
expense and delay.
Rule 144A under the Securities Act of 1933, as amended (the "Securities
Act"), allows a broader institutional trading market for securities otherwise
subject to restriction on resale to the general public. Rule 144A establishes a
"safe harbor" from the registration requirements of the Securities Act for
resales of certain securities to qualified institutional buyers. An insufficient
number of qualified institutional buyers interested in purchasing certain
restricted securities held by the Portfolio, however, could affect adversely the
marketability of such portfolio securities and the Portfolio might be unable to
dispose of such securities promptly or at reasonable prices.
The Adviser, acting under the oversight of the Board, will monitor the
liquidity of restricted securities in the Portfolio that are eligible for resale
pursuant to Rule 144A. In reaching liquidity decisions, the Adviser will
consider, among others, the following factors: (1) the frequency of trades and
quotes for the security; (2) the number of dealers issuing quotations to
purchase or sell the security; (3) the number of other potential purchasers of
the security; (4) the number of dealers undertaking to make a market in the
security; (5) the nature of the security (including its unregistered nature) and
the nature of the marketplace for the security (e.g., the time needed to dispose
of the security, the method of soliciting offers and the mechanics of the
transfer); and (6) any applicable Securities and Exchange Commission
"Commission") interpretation or position with respect to such type of
securities.
Investments in Lower-Rated and Unrated Securities
-------------------------------------------------
The Portfolio may invest in lower-rated securities, which may include
securities having the lowest rating for non-subordinated debt securities (i.e.,
rated C by Moody's or CCC or lower by S&P & Fitch) and unrated securities of
equivalent investment quality. Debt securities with such a rating are considered
by the rating organizations to be subject to greater risk of loss of principal
and interest than higher-rated securities and are considered to be predominantly
speculative with respect to the issuer's capacity to pay interest and repay
principal, which may in any case decline during sustained periods of
deteriorating economic conditions or rising interest rates. These securities are
considered to have extremely poor prospects of ever attaining any real
investment standing, to have a current identifiable vulnerability to default, to
be unlikely to have the capacity to pay interest and repay principal when due in
the event of adverse business, financial or economic conditions, and/or to be in
default or not current in the payment of interest or principal.
Lower-rated securities generally are considered to be subject to greater
market risk than higher-rated securities in times of deteriorating economic
conditions. In addition, lower-rated securities may be more susceptible to real
or perceived adverse economic and competitive industry conditions than
investment grade securities, although the market values of securities rated
below investment grade and comparable unrated securities tend to react less to
fluctuations in interest rate levels than do those of higher-rated securities.
The market for lower-rated securities may be thinner and less active than that
for higher-quality securities, which can adversely affect the prices at which
these securities can be sold. To the extent that there is no established
secondary market for lower-rated securities, the Adviser may experience
difficulty in valuing such securities and, in turn, the Portfolio's assets. In
addition, adverse publicity and investor perceptions about lower-rated
securities, whether or not based on fundamental analysis, may tend to decrease
the market value and liquidity of such lower-rated securities. Transaction costs
with respect to lower-rated securities may be higher, and in some cases
information may be less available, than is the case with investment grade
securities.
Non-rated securities will also be considered for investment by the
Portfolio when the Adviser believes that the financial condition of the issuers
of such securities, or the protection afforded by the terms of the securities
themselves, limits the risk to the Portfolio to a degree comparable to that of
rated securities which are consistent with the Portfolio's objectives and
policies.
The Adviser will try to reduce the risk inherent in investments in
lower-rated fixed-income and unrated securities through credit analysis,
diversification and attention to current developments and trends in interest
rates and economic and political conditions. However, there can be no assurance
that losses will not occur. Since the risk of default is higher for
lower-quality securities, the Adviser's research and credit analysis are a
correspondingly more important aspect of its program for managing the
Portfolio's securities than would be the case if the Portfolio did not invest in
lower-rated securities. In considering investments for the Portfolio, the
Adviser will attempt to identify high-yielding securities whose financial
condition is adequate to meet future obligations, has improved, or is expected
to improve in the future. The Adviser's analysis focuses on relative values
based on such factors as interest or dividend coverage, asset coverage, earnings
prospects, and the experience and managerial strength of the issuer.
In seeking to achieve the Portfolio's investment objectives, there will be
times, such as during periods of rising interest rates, when depreciation and
realization of capital losses on securities in the Portfolio's portfolio will be
unavoidable. Moreover, medium and lower rated securities and non-rated
securities of comparable quality may be subject to wider fluctuations in yield
and market values than higher-rated securities under certain market conditions.
Such fluctuations after a security is acquired do not affect the cash income
received from that security but are reflected in the NAV of the Portfolio.
Investment in Other Investment Companies
----------------------------------------
The Portfolio may invest in securities of other investment companies to
the extent permitted under the 1940 Act or the rules and regulations thereunder
(as such statute, rules or regulations may be amended from time to time) or by
guidance regarding, interpretations of, or exemptive orders under, the 1940 Act
or the rules or regulations thereunder published by appropriate regulatory
authorities. The Portfolio intends to invest uninvested cash balances in an
affiliated money market fund as permitted by Rule 12d1-1 under the 1940 Act. If
the Portfolio acquires shares in investment companies, shareholders would bear,
indirectly, the expenses of such investment companies (which may include
management and advisory fees), which are in addition to the Portfolio's
expenses. The Portfolio may also invest in exchange-traded funds, subject to the
restrictions and limitations of the 1940 Act or any applicable rules, exemptive
orders or regulatory guidance.
Lending of Portfolio Securities
-------------------------------
The Portfolio may seek to increase income by lending portfolio securities.
A principal risk in lending portfolio securities, as with other extensions of
credit, consists of the possible loss of rights in the collateral should the
borrower fail financially. In addition, the Portfolio may be exposed to the risk
that the sale of any collateral realized upon the borrower's default will not
yield proceeds sufficient to replace the loaned securities. In determining
whether to lend securities to a particular borrower, the Adviser (subject to
oversight by the Directors) will consider all relevant facts and circumstances,
including the creditworthiness of the borrower. The loans would be made only to
firms deemed by the Adviser to be of good standing, and when, in the judgment of
the Adviser, the consideration that can be earned currently from securities
loans of this type justifies the attendant risk. The Portfolio may lend
portfolio securities to the extent permitted under the 1940 Act or the rules and
regulations thereunder (as such statute, rules or regulations may be amended
from time to time) or by guidance regarding, interpretations of, or exemptive
orders under, the 1940 Act.
Under present regulatory policies, including those of the Board of
Governors of the Federal Reserve System and the Commission, such loans may be
made only to member firms of the New York Stock Exchange (the "Exchange") and
will be required to be secured continuously by collateral in cash, cash
equivalents, or U.S. Treasury Bills maintained on a current basis at an amount
at least equal to the market value of the securities loaned. The Portfolio will
have the right to call a loan and obtain the securities loaned at any time on
five days' notice. While securities are on loan, the borrower will pay the
Portfolio any income from the securities. The Portfolio may invest any cash
collateral in portfolio securities and earn additional income or receive an
agreed-upon amount of income from a borrower who has delivered equivalent
collateral. Any such investment of cash collateral will be subject to the
Portfolio's investment risks.
The Portfolio will not have the right to vote any securities having voting
rights during the existence of the loan. The Portfolio will have the right to
regain record ownership of loaned securities or equivalent securities in order
to exercise ownership rights such as voting rights, subscription rights and
rights to dividends, interest, or distributions.
The Portfolio may pay reasonable finders', administrative and custodial
fees in connection with a loan.
Loan Participations and Assignments
-----------------------------------
The Portfolio may invest in fixed or floating rate corporate loans
("Loans" and each, a "Loan") either by participating as co-lender at the time
the loan is originated ("Participations") or by buying an interest in the loan
in the secondary market from a financial institution or institutional investor
("Assignments"). The financial status of an institution interposed between the
Portfolio and a borrower may affect the ability of the Portfolio to receive
principal and interest payments.
The success of the Portfolio may depend on the skill with which an agent
bank administers the terms of the corporate loan agreements, monitors borrower
compliance with covenants, collects principal, interest and fee payments from
borrowers and, where necessary, enforces creditor remedies against borrowers.
Agent banks typically have broad discretion in enforcing loan agreements.
The Portfolio's investment in Participations typically will result in the
Portfolio having a contractual relationship only with the financial institution
arranging the Loan with the borrower (the "Lender") and not with the borrower
directly. The Portfolio will have the right to receive payments of principal,
interest and any fees to which it is entitled only from the Lender selling the
Participation and only upon receipt by the Lender of the payments from the
borrower. In connection with purchasing Participations, the Portfolio generally
will have no right to enforce compliance by the borrower with the terms of the
loan agreement relating to the Loan, nor any rights of set-off against the
borrower, and the Portfolio may not directly benefit from any collateral
supporting the Loan in which it has purchased the Participation. As a result,
the Portfolio may be subject to the credit risk of both the borrower and the
Lender that is selling the Participation. In the event of the insolvency of the
Lender selling a Participation, the Portfolio may be treated as a general
creditor of the Lender and may not benefit from any set-off between the Lender
and the borrower. Certain Participations may be structured in a manner designed
to avoid purchasers of Participations being subject to the credit risk of the
Lender with respect to the Participation; but even under such a structure, in
the event of the Lender's insolvency, the Lender's servicing of the
Participation may be delayed and the assignability of the Participation
impaired. The Portfolio will acquire Participations only if the Lender
interpositioned between the Portfolio and the borrower is a Lender having total
assets of more than $25 billion and whose senior unsecured debt is rated
investment grade (i.e., Baa3 or higher by Mooday's or BBB- or higher by S&P) or
higher.
When the Portfolio purchases Assignments from Lenders it will acquire
direct rights against the borrower on the Loan. Because Assignments are arranged
through private negotiations between potential assignees and potential
assignors, however, the rights and obligations acquired by the Portfolio as the
purchaser of an assignment may differ from, and be more limited than, those held
by the assigning Lender. The assignability of certain obligations is restricted
by the governing documentation as to the nature of the assignee such that the
only way in which the Portfolio may acquire an interest in a Loan is through a
Participation and not an Assignment. The Portfolio may have difficulty disposing
of Assignments and Participations because to do so it will have to assign such
securities to a third party. Because there is no liquid market for such
securities, the Portfolio anticipates that such securities could be sold only to
a limited number of institutional investors. The lack of a liquid secondary
market may have an adverse impact on the value of such securities and the
Portfolio's ability to dispose of particular Assignments or Participations when
necessary to meet the Portfolio's liquidity needs in response to a specific
economic event such as a deterioration in the creditworthiness of the borrower.
The lack of a liquid secondary market for Assignments and Participations also
may make it more difficult for the Portfolio to assign a value to these
securities for purposes of valuing the Portfolio's portfolio and calculating its
asset value.
Mortgage-Related Securities and Other Asset-Backed Securities
-------------------------------------------------------------
The mortgage-related securities in which the Portfolio may invest
typically are securities representing interests in pools of mortgage loans made
by lenders such as savings and loan associations, mortgage bankers and
commercial banks and are assembled for sale to investors (such as the Portfolio)
by governmental, government-related or private organizations. Private
organizations include commercial banks, savings associations, mortgage
companies, investment banking firms, finance companies, special purpose finance
entities (called special purpose vehicles or SPVs) and other entities that
acquire and package loans for resales as mortgage-related securities.
Specifically, these securities may include pass-through mortgage-related
securities, collateralized mortgage obligations ("CMOs"), CMO residuals,
adjustable-rate mortgage securities ("ARMS"), stripped mortgage-backed
securities ("SMBSs"), commercial mortgage-backed securities, mortgage dollar
rolls, collateralized obligations and other securities that directly or
indirectly represent a participation in or are secured by and payable from
mortgage loans on real property and other assets.
Pass-Through Mortgage-Related Securities. Interests in pools of
mortgage-related securities differ from other forms of debt securities, which
normally provide for periodic payment of interest in fixed amounts with
principal payments at maturity or specified call dates. Instead, these
securities provide a monthly payment consisting of both interest and principal
payments. In effect, these payments are a "pass-through" of the monthly payments
made by the individual borrowers on their residential mortgage loans, net of any
fees paid to the issuer or guarantor of such securities. Additional payments are
caused by repayments of principal resulting from the sale of the underlying
residential property, refinancing or foreclosure, net of fees or costs that may
be incurred. Some mortgage-related securities, such as securities issued by
GNMA, are described as "modified pass-through." These securities entitle the
holder to receive all interest and principal payments owed on the mortgage pool,
net of certain fees, regardless of whether or not the mortgagor actually makes
the payment.
The average life of pass-through pools varies with the maturities of the
underlying mortgage instruments. In addition, a pool's term may be shortened by
unscheduled or early payments of principal and interest on the underlying
mortgages. The occurrence of mortgage prepayments is affected by factors
including the level of interest rates, general economic conditions, the location
and age of the mortgage and other social and demographic conditions. As
prepayment rates of individual pools vary widely, it is not possible to
accurately predict the average life of a particular pool. For pools of
fixed-rate 30-year mortgages, common industry practice is to assume that
prepayments will result in a 12-year average life. Pools of mortgages with other
maturities or different characteristics will have varying average life
assumptions. The assumed average life of pools of mortgages having terms of less
than 30 years, is less than 12 years, but typically not less than 5 years.
Yields on pass-through securities are typically quoted by investment
dealers and vendors based on the maturity of the underlying instruments and the
associated average life assumption. In periods of falling interest rates, the
rate of prepayment tends to increase, thereby shortening the actual average life
of a pool of mortgage-related securities. Conversely, in periods of rising
interest rates the rate of prepayment tends to decrease, thereby lengthening the
actual average life of the pool. Historically, actual average life has been
consistent with the 12-year assumption referred to above. Actual prepayment
experience may cause the yield to differ from the assumed average life yield.
Reinvestment of prepayments may occur at higher or lower interest rates than the
original investment, thus affecting the yield of the Portfolio. The compounding
effect from reinvestment of monthly payments received by the Portfolio will
increase the yield to shareholders compared with bonds that pay interest
semi-annually.
The principal governmental (i.e., backed by the full faith and credit of
the U.S. Government) guarantor of mortgage-related securities is GNMA. GNMA is a
wholly-owned U.S. Government corporation within the Department of Housing and
Urban Development. GNMA is authorized to guarantee, with the full faith and
credit of the U.S. Government, the timely payment of principal and interest on
securities issued by institutions approved by GNMA (such as savings and loan
institutions, commercial banks and mortgage bankers) and backed by pools of
FHA-insured or VA-guaranteed mortgages.
Government-related (i.e., not backed by the full faith and credit of the
U.S. Government) guarantors include FNMA and FHLMC. FNMA and FHLMC are a
government-sponsored corporation or corporate instrumentality of the U.S.
Government respectively (government-sponsored entities or "GSEs"), which were
owned entirely by private stockholders until 2008 when they were placed in
conservatorship by the U.S. Government. After being placed in conservatorship,
the GSEs issued senior preferred stock and common stock to the U.S. Treasury in
an amount equal to 79.9% of each GSE in return for certain funding and liquidity
arrangements. The GSEs continue to operate as going concerns while in
conservatorship and each remains liable for all of its obligations associated
with its mortgage-backed securities. The U.S. Treasury has provided additional
funding to the GSEs and their future is unclear as Congress is considering
whether to adopt legislation that would severely restrict or even terminate
their operations. FNMA purchases residential mortgages from a list of approved
seller/servicers which include state and federally-chartered savings and loan
associations, mutual savings banks, commercial banks and credit unions and
mortgage bankers. Pass-through securities issued by FNMA are guaranteed as to
timely payment of principal and interest by FNMA and are now, in effect, backed
by the full faith and credit of the U.S. Government. Participation certificates
issued by FHLMC, which represent interests in mortgages from FHLMC's national
portfolio, are guaranteed by FHLMC as to the timely payment of interest and
ultimate collection of principal and are now, in effect, backed by the full
faith and credit of the U.S. Government.
Commercial banks, savings and loan associations, private mortgage
insurance companies, mortgage bankers and other secondary market issuers create
pass-through pools of conventional residential mortgage loans. Securities
representing interests in pools created by non-governmental private issuers
generally offer a higher rate of interest than securities representing interests
in pools created by governmental issuers because there are no direct or indirect
governmental guarantees of the underlying mortgage payments. However, private
issuers sometimes obtain committed loan facilities, lines of credit, letters of
credit, surety bonds or other forms of liquidity and credit enhancement to
support the timely payment of interest and principal with respect to their
securities if the borrowers on the underlying mortgages fail to make their
mortgage payments. The ratings of such non-governmental securities are generally
dependent upon the ratings of the providers of such liquidity and credit support
and would be adversely affected if the rating of such an enhancer were
downgraded.
The structuring of the pass-through pool may also provide credit
enhancement. Examples of such credit support arising out of the structure of the
transaction include the issue of senior and subordinated securities (e.g., the
issuance of securities by a SPV in multiple classes or "tranches", with one or
more classes being senior to other subordinated classes as to payment of
principal and interest, with the result that defaults on the underlying mortgage
loans are borne first by the holders of the subordinated class); creation of
"reserve funds" (in which case cash or investments sometimes funded from a
portion of the payments on the underlying mortgage loans, are held in reserve
against future losses); and "overcollateralization" (in which case the scheduled
payments on, or the principal amount of, the underlying mortgage loans exceeds
that required to make payment of the securities and pay any servicing or other
fees). There can be no guarantee the credit enhancements, if any will be
sufficient to prevent losses in the event of defaults on the underlying mortgage
loans.
In addition, mortgage-related securities that are issued by private
issuers are not subject to the underwriting requirements for the underlying
mortgages that are applicable to those mortgage-related securities that have a
government or government-sponsored entity guaranteed. As a result, the mortgage
loans underlying private mortgage-related securities may, and frequently do,
have less favorable collateral, credit risk or other underwriting
characteristics than government or government-sponsored mortgage-related
securities and have wider variances in a number of terms, including interest
rate, term, size, purposes and borrower characteristics. Privately issued pools
more frequently include second mortgages, high loan-to-value mortgages and
manufactured housing loans. The coupon rates and maturities of the underlying
mortgage loans in a private-label mortgage-related pool may vary to a greater
extent than those included in a government guaranteed pool, and the pool may
include subprime mortgage loans. Subprime loans refer to loans made to borrowers
with weakened credit histories or with a lower capacity to make timely payments
on their loans. For these reasons, the loans underlying these securities have
had in many cases higher default rates than those loans that meet government
underwriting requirements.
Collateralized Mortgage Obligations. Another form of mortgage-related
security is a "pay-through" security, which is a debt obligation of the issuer
secured by a pool of mortgage loans pledged as collateral that is legally
required to be paid by the issuer, regardless of whether payments are actually
made on the underlying mortgages. CMOs are the predominant type of "pay-through"
mortgage-related security. In a CMO, a series of bonds or certificates is issued
in multiple classes. Each class of a CMO, often referred to as a "tranche," is
issued at a specific coupon rate and has a stated maturity or final distribution
date. Principal prepayments on collateral underlying a CMO may cause one or more
tranches of the CMO to be retired substantially earlier than the stated
maturities or final distribution dates of the collateral. Although payment of
the principal of, and interest on, the underlying collateral securing privately
issued CMOs may be guaranteed by GNMA, FNMA or FHLMC, these CMOs represent
obligations solely of the private issuer and are not insured or guaranteed by
GNMA, FNMA, FHLMC, any other governmental agency or any other person or entity.
Adjustable-Rate Mortgage Securities. Another type of mortgage-related
security, known as adjustable-rate mortgage securities ("ARMS"), bears interest
at a rate determined by reference to a predetermined interest rate or index.
ARMS may be secured by fixed-rate mortgages or adjustable-rate mortgages. ARMS
secured by fixed-rate mortgages generally have lifetime caps on the coupon rates
of the securities. To the extent that general interest rates increase faster
than the interest rates on the ARMS, these ARMS will decline in value. The
adjustable-rate mortgages that secure ARMS will frequently have caps that limit
the maximum amount by which the interest rate or the monthly principal and
interest payments on the mortgages may increase. These payment caps can result
in negative amortization (i.e., an increase in the balance of the mortgage
loan). Furthermore, since many adjustable-rate mortgages only reset on an annual
basis, the values of ARMS tend to fluctuate to the extent that changes in
prevailing interest rates are not immediately reflected in the interest rates
payable on the underlying adjustable-rate mortgages.
Stripped Mortgage-Related Securities. Stripped mortgage-related securities
(SMRS) are mortgage related securities that are usually structured with separate
classes of securities collateralized by a pool of mortgages or a pool of
mortgage backed bonds or pass-through securities, with each class receiving
different proportions of the principal and interest payments from the underlying
assets. A common type of SMRS has one class of interest-only securities (IOs)
receiving all of the interest payments from the underlying assets and one class
of principal-only securities (POs) receiving all of the principal payments from
the underlying assets. IOs and POs are extremely sensitive to interest rate
changes and are more volatile than mortgage-related securities that are not
stripped. IOs tend to decrease in value as interest rates decrease and are
extremely sensitive to the rate of principal payments (including prepayments) on
the related underlying mortgage assets, and a rapid rate of principal
prepayments may have a material adverse effect on the yield to maturity of the
IO class. POs generally increase in value as interest rates decrease. If
prepayments of the underlying mortgages are greater than anticipated, the amount
of interest earned on the overall pool will decrease due to the decreasing
principal balance of the assets. Due to their structure and underlying cash
flows, SMRS may be more volatile than mortgage-related securities that are not
stripped. Changes in the values of IOs and POs can be substantial and occur
quickly, such as occurred in the first half of 1994 when the value of many POs
dropped precipitously due to increases in interest rates.
The Portfolio will only invest in SMRS that are issued by the U.S.
Government, its agencies or instrumentalities and supported by the full faith
and credit of the U.S. Although SMRS are purchased and sold by institutional
investors through several investment banking firms acting as brokers or dealers,
the complexity of these instruments and the smaller number of investors in the
sector can lend to illiquid markets in the sector.
Commercial Mortgage-Backed Securities. Commercial mortgage-backed
securities are securities that represent an interest in, or are secured by,
mortgage loans secured by multifamily or commercial properties, such as
industrial and warehouse properties, office buildings, retail space and shopping
malls, and cooperative apartments, hotels and motels, nursing homes, hospitals
and senior living centers. Commercial mortgage-backed securities have been
issued in public and private transactions by a variety of public and private
issuers using a variety of structures, some of which were developed in the
residential mortgage context, including multi-class structures featuring senior
and subordinated classes. Commercial mortgage-backed securities may pay fixed or
floating-rates of interest. The commercial mortgage loans that underlie
commercial mortgage-related securities have certain distinct risk
characteristics. Commercial mortgage loans generally lack standardized terms,
which may complicate their structure, tend to have shorter maturities than
residential mortgage loans and may not be fully amortizing. Commercial
properties themselves tend to be unique and are more difficult to value than
single-family residential properties. In addition, commercial properties,
particularly industrial and warehouse properties, are subject to environmental
risks and the burdens and costs of compliance with environmental laws and
regulations.
Certain Risks. The value of mortgage-related securities is affected by a
number of factors. Unlike traditional debt securities, which have fixed maturity
dates, mortgage-related securities may be paid earlier than expected as a result
of prepayments of underlying mortgages. Such prepayments generally occur during
periods of falling mortgage interest rates. If property owners make unscheduled
prepayments of their mortgage loans, these prepayments will result in the early
payment of the applicable mortgage-related securities. In that event, the
Portfolio may be unable to invest the proceeds from the early payment of the
mortgage-related securities in investments that provide as high a yield as the
mortgage-related securities. Early payments associated with mortgage-related
securities cause these securities to experience significantly greater price and
yield volatility than is experienced by traditional fixed-income securities. The
level of general interest rates, general economic conditions and other social
and demographic factors affect the occurrence of mortgage prepayments. During
periods of falling interest rates, the rate of mortgage prepayments tends to
increase, thereby tending to decrease the life of mortgage-related securities.
Conversely, during periods of rising interest rates, a reduction in prepayments
may increase the effective life of mortgage-related securities, subjecting them
to greater risk of decline in market value in response to rising interest rates.
If the life of a mortgage-related security is inaccurately predicted, the
Portfolio may not be able to realize the rate of return it expected.
As with other fixed-income securities, there is also the risk of
nonpayment of mortgage-related securities, particularly for those securities
that are backed by mortgage pools that contain subprime loans. Market factors
adversely affecting mortgage loan repayments include a general economic
downturn, high unemployment, a general slowdown in the real estate market, a
drop in the market prices of real estate, or higher mortgage payments required
to be made by holders of adjustable rate mortgages due to scheduled increases or
increases due to higher interest rates.
Subordinated mortgage-related securities may have additional risks. The
subordinated mortgage-related security may serve as credit support for the
senior securities purchased by other investors. In addition, the payments of
principal and interest on these subordinated securities generally will be made
only after payments are made to the holders of securities senior to the
subordinated securities. Therefore, if there are defaults on the underlying
mortgage loans, the holders of subordinated mortgage-related securities will be
less likely to receive payments of principal and interest and will be more
likely to suffer a loss.
Commercial mortgage-related securities, like all fixed-income securities,
generally decline in value as interest rates rise. Moreover, although generally
the value of fixed-income securities increases during periods of falling
interest rates, this inverse relationship is not as marked in the case of
single-family residential mortgage-related securities, due to the increased
likelihood of prepayments during periods of falling interest rates, and may not
be as marked in the case of commercial mortgage-related securities. The process
used to rate commercial mortgage-related securities may focus on, among other
factors, the structure of the security, the quality and adequacy of collateral
and insurance, and the creditworthiness of the originators, servicing companies
and providers of credit support.
Although the market for mortgage-related securities is becoming
increasingly liquid, those issued by certain private organizations may not be
readily marketable there may be a limited market for these securities,
especially when there is a perceived weakness in the mortgage and real estate
market sectors. In particular, the secondary markets for CMOs, IOs and POs may
be more volatile and less liquid than those for other mortgage-related
securities, thereby potentially limiting the Portfolio's ability to buy or sell
those securities at any particular time. Without an active trading market,
mortgage-related securities held in the Portfolio's portfolio may be
particularly difficult to value because of the complexities involved in the
value of the underlying mortgages. In addition, the rating agencies may have
difficulties in rating commercial mortgage-related securities through different
economic cycles and in monitoring such ratings on a longer-term basis.
As with fixed-income securities generally, the value of mortgage-related
securities can also be adversely affected by increases in general interest rates
relative to the yield provided by such securities. Such an adverse effect is
especially possible with fixed-rate mortgage securities. If the yield available
on other investments rises above the yield of the fixed-rate mortgage securities
as a result of general increases in interest rate levels, the value of the
mortgage-related securities will decline.
Other Asset-Backed Securities. The Portfolio may invest in other
asset-backed securities. The securitization techniques used to develop
mortgage-related securities are being applied to a broad range of financial
assets. Through the use of trusts and special purpose corporations, various
types of assets, including automobile loans and leases, credit card receivables,
home equity loans, equipment leases and trade receivables, are being securitized
in structures similar to the structures used in mortgage securitizations. For
example, the Portfolio may invest in collateralized debt obligations ("CDOs"),
which include collateralized bond obligations ("CBOs"), collateralized loan
obligations ("CLOs"), and other similarly structured securities. CBOs and CLOs
are types of asset-backed securities. A CBO is a trust, which is backed by a
diversified pool of high-risk, below investment grade fixed-income securities. A
CLO is a trust typically collateralized by a pool of loans, which may include,
among others, domestic and foreign senior secured loans, senior unsecured loans,
and subordinate corporate loans, including loans that may be rated below
investment grade or equivalent unrated loans. These asset-backed securities are
subject to risks associated with changes in interest rates, prepayment of
underlying obligations and defaults similar to the risks of investment in
mortgage-related securities discussed above.
Each type of asset-backed security also entails unique risks depending on
the type of assets involved and the legal structure used. For example, credit
card receivables are generally unsecured obligations of the credit card holder
and the debtors are entitled to the protection of a number of state and federal
consumer credit laws, many of which give such debtors the right to set off
certain amounts owed on the credit cards, thereby reducing the balance due.
There have also been proposals to cap the interest rate that a credit card
issuer may charge. In some transactions, the value of the asset-backed security
is dependent on the performance of a third party acting as credit enhancer or
servicer. Furthermore, in some transactions (such as those involving the
securitization of vehicle loans or leases) it may be administratively burdensome
to perfect the interest of the security issuer in the underlying collateral and
the underlying collateral may become damaged or stolen.
Preferred Stock
---------------
The Portfolio may invest in preferred stock. Preferred stock is an equity
security that has features of debt because it generally entitles the holder to
periodic payments at a fixed rate of return. Preferred stock is subordinated to
any debt the issuer has outstanding but has liquidation preference over common
stock. Accordingly, preferred stock dividends are not paid until all debt
obligations are first met. Preferred stock may be subject to more fluctuations
in market value, due to changes in market participants' perceptions of the
issuer's ability to continue to pay dividends, than debt of the same issuer.
Real Estate Investment Trusts
-----------------------------
Real Estate Investment Trusts ("REITs") are pooled investment vehicles
that invest primarily in income producing real estate or real estate related
loans or interests. REITs are generally classified as equity REITs, mortgage
REITs or a combination of equity and mortgage REITs. Equity REITs invest the
majority of their assets directly in real property and derive income primarily
from the collection of rents. Equity REITs can also realize capital gains by
selling properties that have appreciated in value. Mortgage REITs invest the
majority of their assets in real estate mortgages and derive income from the
collection of interest payments. Similar to investment companies, REITs are not
taxed on income distributed to shareholders provided they comply with several
requirements of the U.S. Internal Revenue Code of 1986, as amended (the "Code").
The Portfolio will indirectly bear its proportionate share of expenses incurred
by REITs in which the Portfolio invests in addition to the expenses incurred
directly by the Portfolio.
Investing in REITs involves certain unique risks in addition to those
risks associated with investing in the real estate industry in general. Equity
REITs may be affected by changes in the value of the underlying property owned
by the REITs, while mortgage REITs may be affected by the quality of any credit
extended. REITs are dependent upon management skills, are not diversified, and
are subject to heavy cash flow dependency, default by borrowers and
self-liquidation.
Investing in REITs involves risks similar to those associated with
investing in small capitalization companies. REITs may have limited financial
resources, may trade less frequently and in a limited volume and may be subject
to more abrupt or erratic price movements than larger company securities.
Historically, small capitalization stocks, such as REITs, have had more price
volatility than larger capitalization stocks.
REITs are subject to the possibilities of failing to qualify for tax-free
pass-through of income under the Code and failing to maintain their exemptions
from registration under the 1940 Act. REITs (especially mortgage REITs) also are
subject to interest rate risks. When interest rates decline, the value of a
REIT's investment in fixed-rate obligations can be expected to rise. Conversely,
when interest rates rise, the value of a REIT's investment in fixed-rate
obligations can be expected to decline. In contrast, as interest rates on
adjustable rate mortgage loans are reset periodically, yields on a REIT's
investments in such loans will gradually align themselves to reflect changes in
market interest rates, causing the value of such investments to fluctuate less
dramatically in response to interest rate fluctuations than would investments in
fixed rate obligations.
Repurchase Agreements and Buy/Sell Back Transactions
----------------------------------------------------
A repurchase agreement is an agreement by which the Portfolio purchases a
security and obtains a simultaneous commitment from the seller to repurchase the
security at an agreed-upon price and date, normally one or a week later. The
purchase and repurchase obligations are transacted under one document. The
resale price is greater than the purchase price and reflects an agreed-upon
"interest rate" that is effective for the period of the time the buyer's money
is invested in the security and which is related to the current market rate of
the purchased security rather than its coupon rate. During the term of the
repurchase agreement, the Portfolio monitors on a daily basis the market value
of the securities subject to the agreement and, if the market value of the
securities falls below the resale amount provided under the repurchase
agreement, the seller under the repurchase agreement is required to provide
additional securities or cash equal to the amount by which the market value of
the securities falls below the resale amount. Because a repurchase agreement
permits the Portfolio to invest temporarily available cash on a
fully-collateralized basis, repurchase agreements permit the Portfolio to earn a
return on temporarily available cash while retaining "overnight" flexibility in
pursuit of investments of a longer-term nature. Repurchase agreements may
exhibit the characteristics of loans by the Portfolio.
The obligation of the seller under the repurchase agreement is not
guaranteed, and there is a risk that the seller may fail to repurchase the
underlying security, whether because of the seller's bankruptcy or otherwise. In
such event, the Portfolio would attempt to exercise its rights with respect to
the underlying security, including possible sale of the securities. The
Portfolio may incur various expenses in connection with the exercise of its
rights and may be subject to various delays and risks of loss, including (a)
possible declines in the value of the underlying securities, (b) possible
reduction in levels of income and (c) lack of access to the securities (if they
are held through a third-party custodian) and possible inability to enforce the
Portfolio's rights. The Portfolio's Board of Directors has established
procedures, which are periodically reviewed by the Board, pursuant to which the
Adviser monitors the creditworthiness of the dealers with which the Portfolio
enters into repurchase agreement transactions.
The Portfolio may enter into repurchase agreements pertaining to U.S.
Government securities with member banks of the Federal Reserve System or
"primary dealers" (as designated by the Federal Reserve Bank of New York) in
such securities. There is no percentage restriction on the Portfolio's ability
to enter into repurchase agreements. Currently, the Portfolio intends to enter
into repurchase agreements only with their custodians and such primary dealers.
The Portfolio may enter into buy/sell back transactions, which are similar
to repurchase agreements. In this type of transaction, the Portfolio enters a
trade to buy securities at one price and simultaneously enters a trade to sell
the same securities at another price on a specified date. Similar to a
repurchase agreement, the repurchase price is higher than the sale price and
reflects current interest rates. Unlike, a repurchase agreement, however, the
buy/sell back transaction, though done simultaneously, is two separate legal
agreements. A buy/sell back transaction also differs from a repurchase agreement
in that the seller is not required to provide margin payments if the value of
the securities falls below the repurchase price because the transaction is two
separate transactions. The Portfolio has the risk of changes in the value of the
purchased security during the term of the buy/sell back agreement although these
agreements typically provide for the repricing of the original transaction at a
new market price if the value of the security changes by a specific amount.
Reverse Repurchase Agreements and Dollar Rolls
----------------------------------------------
Reverse repurchase agreements are identical to repurchase agreements
except that rather than buying securities for cash subject to their repurchase
by the seller, the Portfolio sells portfolio assets concurrently with an
agreement by the Portfolio to repurchase the same assets at a later date at a
fixed price slightly higher than the sale price. During the reverse repurchase
agreement period, the Portfolio continues to receive principal and interest
payments on these securities. Generally, the effect of a reverse repurchase
agreement is that the Portfolio can recover all or most of the cash invested in
the portfolio securities involved during the term of the reverse repurchase
agreement, while it will be able to keep the interest income associated with
those portfolio securities. Such transactions are advantageous only if the
"interest cost" to the Portfolio of the reverse repurchase transaction, i.e.,
the difference between the sale and repurchase price for the securities, is less
than the cost of otherwise obtaining the cash.
Dollar rolls involve sales by the Portfolio of securities for delivery in
the current month and the Portfolio's simultaneously contracting to repurchase
substantially similar (same type and coupon) securities on a specified future
date. During the roll period, the Portfolio forgoes principal and interest paid
on the securities. The Portfolio is compensated by the difference between the
current sales price and the lower forward price for the future purchase (often
referred to as the "drop") as well as by the interest earned on the cash
proceeds of the initial sale.
Reverse repurchase agreements and dollar rolls involve the risk that the
market value of the securities the Portfolio is obligated to repurchase under
the agreement may decline below the repurchase price. In the event the buyer of
securities under a reverse repurchase agreement or dollar roll files for
bankruptcy or becomes insolvent, the Portfolio's use of the proceeds of the
agreement may be restricted pending a determination by the other party, or its
trustee or receiver, whether to enforce the Portfolio's obligation to repurchase
the securities. In addition, the use of these investments results in leveraging
the Portfolio's common stocks because the Portfolio uses the proceeds to make
investments in other securities. See Use of Leverage below.
Rights and Warrants
-------------------
The Portfolio may invest in rights or warrants which entitle the holder to
buy equity securities at a specific price for a specific period of time, but
will do so only if the equity securities themselves are deemed appropriate by
the Adviser for inclusion in the Portfolio's portfolio. Rights and warrants may
be considered more speculative than certain other types of investments in that
they do not entitle a holder to dividends or voting rights with respect to the
securities which may be purchased nor do they represent any rights in the assets
of the issuing company. Also, the value of a right or warrant does not
necessarily change with the value of the underlying securities and a right or
warrant ceases to have value if it is not exercised prior to the expiration
date.
Securities Ratings
------------------
The ratings of fixed-income securities by Moody's, S&P, and Fitch Ratings
("Fitch"), Dominion Bond Rating Service Ltd. and A.M. Best Company are a
generally accepted barometer of credit risk. They are, however, subject to
certain limitations from an investor's standpoint. The rating of an issuer is
heavily weighted by past developments and does not necessarily reflect probable
future conditions. There is frequently a lag between the time a rating is
assigned and the time it is updated. In addition, there may be varying degrees
of difference in credit risk of securities within each rating category.
Securities rated Baa, BBB+, BBB, or BBB- by S&P or Baa1, Baa2 or Baa3 by
Moody's are considered by Moody's to have speculative characteristics. Sustained
periods of deteriorating economic conditions or rising interest rates are more
likely to lead to a weakening in the issuer's capacity to pay interest and repay
principal than in the case of higher-rated securities.
Non-rated securities will also be considered for investment by the
Portfolio when the Adviser believes that the financial condition of the issuers
of such securities, or the protection afforded by the terms of the securities
themselves, limits the risk to the Portfolio to a degree comparable to that of
rated securities which are consistent with the Portfolio's objectives and
policies.
The Adviser generally uses ratings issued by S&P, Moody's, Fitch and
Dominion Bond Rating Service Ltd. Some securities are rated by more than one of
these ratings agencies, and the ratings assigned to the security by the rating
agencies may differ. In such an event and for purposes of determining compliance
with restrictions on investments for the Portfolio, if a security is rated by
two or more rating agencies, the Adviser will deem the security to be rated at
the highest rating. For example, if a security is rated by Moody's and S&P only,
with Moody's rating the security as Ba and S&P as BBB, the Adviser will deem the
security to be rated as the equivalent of BBB (i.e., Baa by Moody's and BBB by
S&P). Or, if a security is rated by Moody's, S&P and Fitch, with Moody's rating
the security as Ba, S&P as BBB and Fitch as BB, the Adviser will deem the
security to be rated as the equivalent of BBB (i.e., Ba1 by Moody's, BBB by S&P
and BBB by Fitch).
The Adviser will try to reduce the risk inherent in the Portfolio's
investment approach through credit analysis, diversification and attention to
current developments and trends in interest rates and economic conditions.
However, there can be no assurance that losses will not occur. In considering
investments for Strategies that invest in high-yielding securities, the Adviser
will attempt to identify those high-yielding securities whose financial
condition is adequate to meet future obligations, has improved, or is expected
to improve in the future. The Adviser's analysis focuses on relative values
based on such factors as interest or dividend coverage, asset coverage, earnings
prospects, and the experience and managerial strength of the issuer.
In the event that the credit rating of a security held by the Portfolio is
downgraded, the credit quality deteriorates after purchase, or the security
defaults, the Portfolio will not be obligated to dispose of that security and
may continue to hold the security if, in the opinion of the Adviser, such
investment is appropriate in the circumstances.
Unless otherwise indicated, references to securities ratings by one rating
agency in this SAI shall include the equivalent rating by another rating agency.
Short Sales
-----------
A short sale is effected by selling a security that the Portfolio does not
own, or if the Portfolio does own such security, it is not to be delivered upon
consummation of sale. A short sale is against the box to the extent that the
Portfolio contemporaneously owns or has the right to obtain securities identical
to those sold. A short sale of a security involves the risk that, instead of
declining, the price of the security sold short will rise. If the price of the
securities sold short increases between the time of a short sale and the time
the Portfolio replaces the borrowed security, the Portfolio will incur a loss;
conversely, if the price declines, the Portfolio will realize a gain. The
potential for the price of a fixed-income security sold short to rise is a
function of both the remaining maturity of the obligation, its creditworthiness
and its yield. Unlike short sales of equities or other instruments, potential
for the price of a fixed-income security to rise may be limited due to the fact
that the security will be no more than par at maturity. However, the short sale
of other instruments or securities generally, including fixed-income securities
convertible into equities or other instruments, a fixed-income security trading
at a deep discount from par or which pays a coupon that is high in relative or
absolute terms, or which is denominated in a currency other than the U.S.
Dollar, involves the possibility of a theoretically unlimited loss since there
is a theoretically unlimited potential for the market price of the security sold
short to increase. Short sales may be used in some cases by the Portfolio to
defer the realization of gain or loss for federal income tax purposes on
securities then owned by the Portfolio. See "Dividends, Distributions and
Taxes-Tax Straddles" for a discussion of certain special federal income tax
considerations that may apply to short sales which are entered into by the
Portfolio.
Standby Commitment Agreements
-----------------------------
The Portfolio may from time to time enter into standby commitment
agreements. Such agreements commit the Portfolio, for a stated period of time,
to purchase a stated amount of a security which may be issued and sold to the
Portfolio at the option of the issuer. The price and coupon of the security are
fixed at the time of the commitment. At the time of entering into the agreement
the Portfolio is paid a commitment fee, regardless of whether or not the
security ultimately is issued, which is typically approximately 0.5% of the
aggregate purchase price of the security which the Portfolio has committed to
purchase. The fee is payable whether or not the security is ultimately issued.
There can be no assurance that the securities subject to a standby
commitment will be issued and the value of the security, if issued, on the
delivery date may be more or less than its purchase price. Since the issuance of
the security underlying the commitment is at the option of the issuer, the
Portfolio will bear the risk of capital loss in the event the value of the
security declines and may not benefit from an appreciation in the value of the
security during the commitment period if the issuer decides not to issue and
sell the security to the Portfolio. The purchase of a security subject to a
standby commitment agreement and the related commitment fee will be recorded on
the date on which the security can reasonably be expected to be issued and the
value of the security will thereafter be reflected in the calculation of the
Portfolio's NAV. The cost basis of the security will be adjusted by the amount
of the commitment fee. In the event the security is not issued, the commitment
fee will be recorded as income on the expiration date of the standby commitment.
Structured Securities
---------------------
The Portfolio may invest securities issued in structured financing
transactions, which generally involve aggregating types of debt assets in a pool
or special purpose entity and then issuing new securities. Types of structured
financings include, for example, mortgage-related and other asset-backed
securities. The Portfolio's investments include investments in structured
securities that represent interests in entities organized and operated solely
for the purpose of restructuring the investment characteristics of debt
obligations. This type of restructuring involves the deposit with or purchase by
an entity, such as a corporation or trust, of specified instruments (such as
commercial bank loans) and the issuance by that entity of one or more classes of
securities ("Structured Securities") backed by, or representing interests in,
the underlying instruments. The cash flow on the underlying instruments may be
apportioned among the newly issued Structured Securities to create securities
with different investment characteristics such as varying maturities, payment
priorities and interest rate provisions, and the extent of the payments made
with respect to Structured Securities is dependent on the extent of the cash
flow on the underlying instruments. Because Structured Securities of the type in
which the Portfolio anticipates it will invest typically involve no credit
enhancement, their credit risk generally will be equivalent to that of the
underlying instruments.
The Portfolio is permitted to invest in a class of Structured Securities
that is either subordinated or unsubordinated to the right of payment of another
class. Subordinated Structured Securities typically have higher yields and
present greater risks than unsubordinated Structured Securities.
Under the terms of subordinated securities, payments that would be made to
their holders may be required to be made to the holders of more senior
securities and/or the subordinated or junior securities may have junior liens,
if they have any rights at all, in any collateral (meaning proceeds of the
collateral are required to be paid first to holders of more senior securities).
As a result, subordinated or junior securities will be disproportionately
affected by a default or even a perceived decline in the creditworthiness of the
issuer.
U.S. Corporate Fixed-Income Securities
--------------------------------------
The U.S. corporate fixed-income securities in which the Portfolio may
invest may include securities issued in connection with corporate restructurings
such as takeovers or leveraged buyouts, which may pose particular risks.
Securities issued to finance corporate restructurings may have special credit
risks due to the highly leveraged conditions of the issuer. In addition, such
issuers may lose experienced management as a result of the restructuring.
Finally, the market price of such securities may be more volatile to the extent
that expected benefits from the restructuring do not materialize. The Portfolio
may also invest in U.S. corporate fixed-income securities that are not current
in the payment of interest or principal or are in default, so long as the
Adviser believes such investment is consistent with the Portfolio's investment
objectives. The Portfolio's rights with respect to defaults on such securities
will be subject to applicable U.S. bankruptcy, moratorium and other similar
laws.
U.S. Government Securities
--------------------------
U.S. Government securities may be backed by the full faith and credit of
the U.S., supported only by the right of the issuer to borrow from the U.S.
Treasury or backed only by the credit of the issuing agency itself. These
securities include: (i) the following U.S. Treasury securities, which are backed
by the full faith and credit of the U.S. and differ only in their interest
rates, maturities and times of issuance: U.S. Treasury bills (maturities of one
year or less with no interest paid and hence issued at a discount and repaid at
full face value upon maturity), U.S. Treasury notes (maturities of one to ten
years with interest payable every six months) and U.S. Treasury bonds (generally
maturities of greater than ten years with interest payable every six months);
(ii) obligations issued or guaranteed by U.S. Government agencies and
instrumentalities that are supported by the full faith and credit of the U.S.
Government, such as securities issued by GNMA, the Farmers Home Administration,
the Department of Housing and Urban Development, the Export-Import Bank, the
General Services Administration and the Small Business Administration and
including obligations that are issued by private issuers that are guaranteed as
to principal or interest by the U.S. Government, its agencies or institutions;
and (iii) obligations issued or guaranteed by U.S. government agencies and
instrumentalities that were historically not supported by the full faith and
credit of the U.S. Government or a right to borrow from the U.S. Treasury, such
as securities issued by the FNMA and FHLMC (which are, as described above, now
in effect, backed by the full faith and credit of the U.S. Government due to the
conservatorship of the agencies), and governmental collateralized mortgage
obligations ("CMOs"). The maturities of the U.S. Government securities listed in
paragraphs (i) and (ii) above usually range from three months to 30 years. Such
securities, except GNMA certificates, normally provide for periodic payments of
interest in fixed amount with principal payments at maturity or specified call
dates.
U.S. Government securities also include zero coupon securities and
principal-only securities and certain stripped mortgage-related securities. Zero
coupon securities are described in more detail in "Zero Coupon Securities"
below, and stripped mortgage-related securities and principal-only securities
are described in more detail in "Mortgage-Related Securities and Other
Asset-Backed Securities -Stripped Mortgage-Related Securities" above. In
addition, other U.S. Government agencies and instrumentalities have issued
stripped securities that are similar to SMRS.
Inflation-protected securities, or IPS, such as Treasury
Inflation-Protected Securities, or TIPS, are fixed income securities whose
principal value is periodically adjusted according to the rate of inflation. If
the index measuring inflation falls, the principal value of these securities
will be adjusted downward, and consequently the interest payable on these
securities (calculated with respect to a smaller principal amount) will be
reduced. Repayment of the original bond principal upon maturity (as adjusted for
inflation) is guaranteed in the case of U.S. Treasury inflation-protected
securities. For bonds that do not provide a similar guarantee, the adjusted
principal value of the bond repaid at maturity may be less than the original
principal.
Inflation-protected securities tend to react to changes in real interest
rates. In general, the price of an inflation-protected debt security can fall
when real interest rates rise, and can rise when real interest rates fall. In
addition, the value of inflation-protected securities may be vulnerable to
changes in expectations of inflation. Interest payments on inflation-protected
debt securities can be unpredictable and will vary as the principal and/or
interest is adjusted for inflation.
TIPS, which are issued by the U.S Treasury, use the Consumer Price Index
for Urban Consumers, or the CPI, as the inflation measure. The principal of a
TIPS increases with inflation and decreases with deflation, as measured by the
CPI. When a TIPS matures, the holder is paid the adjusted principal or original
principal, whichever is greater. TIPS pay interest twice a year, at a fixed
rate, which is determined by auction at the time the TIPS are issued. The rate
is applied to the adjusted principal; so, like the principal, interest payments
rise with inflation and fall with deflation. TIPS are issued in terms of 5, 10,
and 20 years.
Guarantees of securities by the U.S. Government or its agencies or
instrumentalities guarantee only the payment of principal and interest on the
securities, and do not guarantee the securities' yield or value or the yield or
value of the shares of the Portfolio that holds the securities.
U.S. Government securities are considered among the safest of fixed-income
investments. As a result, however, their yields are generally lower than the
yields available from other fixed-income securities.
Variable, Floating and Inverse Floating Rate Securities
-------------------------------------------------------
These securities have interest rates that are reset at periodic intervals,
usually by reference to some interest rate index or market interest rate. Some
of these securities are backed by pools of mortgage loans. Although the rate
adjustment feature may act as a buffer to reduce sharp changes in the value of
these securities, they are still subject to changes in value based on changes in
market interest rates or changes in the issuer's creditworthiness. Because the
interest rate is reset only periodically, changes in the interest rate on these
securities may lag behind changes in prevailing market interest rates. Also,
some of these securities (or the underlying mortgages) are subject to caps or
floors that limit the maximum change in the interest rate during a specified
period or over the life of the security.
Zero Coupon Securities
----------------------
A zero coupon security pays no interest to its holder during its life. An
investor acquires a zero coupon security at a discounted price from the face
value of the security, which is generally based upon its present value, and
which, depending upon the time remaining until maturity, may be significantly
less than its face value (sometimes referred to as a "deep discount" price).
Upon maturity of the zero coupon security, the investor receives the face value
of the security.
The Portfolio may invest in zero coupon Treasury securities, which consist
of Treasury bills or the principal components of U.S. Treasury bonds or notes.
The Portfolio may also invest in zero coupon securities issued by U.S.
Government agencies or instrumentalities that are supported by the full faith
and credit of the U.S., which consist of the principal components of securities
of U.S. Government agencies or instrumentalities.
Currently, the only U.S. Treasury security issued without coupons is the
Treasury bill. The zero coupon securities purchased by the Portfolio may consist
of principal components held in STRIPS form issued through the U.S. Treasury's
STRIPS program, which permits the beneficial ownership of the component to be
recorded directly in the Treasury book-entry system. In addition, in the last
few years a number of banks and brokerage firms have separated ("stripped") the
principal portions ("corpus") from the coupon portions of the U.S. Treasury
bonds and notes and sold them separately in the form of receipts or certificates
representing undivided interests in these instruments (which instruments are
generally held by a bank in a custodial or trust account).
Because zero coupon securities trade at a discount from their face or par
value but pay no periodic interest, they are subject to greater fluctuations of
market value in response to changing interest rates than debt obligations of
comparable maturities which make periodic distributions of interest.
Current federal tax law requires that a holder (such as the Portfolio) of
a zero coupon security accrue a portion of the discount at which the security
was purchased as income each year even though the holder receives no interest
payment in cash on the security during the year (generally referred to as
"original issue discount" or "OID"). As a result, in order to make the
distributions necessary for the Portfolio not to be subject to federal income or
excise taxes, the Portfolio may be required to pay out as an income distribution
each year an amount, obtained by liquidation of portfolio securities or
borrowings if necessary, greater than the total amount of cash that the
Portfolio has actually received as interest during the year. The Portfolio
believes, however, that it is highly unlikely that it would be necessary to
liquidate portfolio securities or borrow money in order to make such required
distributions or to meet its investment objective.
Certain Risk and Other Considerations
-------------------------------------
The value of the Portfolio's shares will be influenced by the factors that
generally affect securities, such as the economic and political outlook,
earnings, dividends and the supply and demand for various classes of securities.
There can be, of course, no assurance that the Portfolio's investment objective
will be achieved.
Use of Leverage. Certain transactions, such as derivatives transactions,
forward commitments, reverse repurchase agreements and short sales involve
leverage and may expose the Portfolio to potential losses that, in some cases,
may exceed the amount originally invested by the Portfolio. When the Portfolio
engages in such transactions, it will, in accordance with guidance provided by
the Commission or its staff in, among other things, regulations, interpretative
releases and no-action letters, deposit in a segregated account certain liquid
assets with a value at least equal to the Portfolio's exposure, or a
marked-to-market or other relevant basis, to the transaction. Transactions for
which assets have been segregated will not be considered "senior securities" for
purposes of the Portfolio's investment restriction concerning senior securities.
The segregation of assets is intended to enable the Portfolio to have assets
available to satisfy its obligations with respect to these transactions, but
will not limit the Portfolio's exposure to loss.
Investments in Lower-Rated and Unrated Instruments. The Portfolio may
invest in lower-rated securities, which may include securities having the lowest
rating for non-subordinated debt securities (i.e., rated C by Moody's or CCC or
lower by S&P & Fitch) and unrated securities of equivalent investment quality.
Debt securities with such a rating are considered by the rating organizations to
be subject to greater risk of loss of principal and interest than higher-rated
securities and are considered to be predominantly speculative with respect to
the issuer's capacity to pay interest and repay principal, which may in any case
decline during sustained periods of deteriorating economic conditions or rising
interest rates. These securities are considered to have extremely poor prospects
of ever attaining any real investment standing, to have a current identifiable
vulnerability to default, to be unlikely to have the capacity to pay interest
and repay principal when due in the event of adverse business, financial or
economic conditions, and/or to be in default or not current in the payment of
interest or principal.
Lower-rated securities generally are considered to be subject to greater
market risk than higher-rated securities in times of deteriorating economic
conditions. In addition, lower-rated securities may be more susceptible to real
or perceived adverse economic and competitive industry conditions than
investment grade securities, although the market values of securities rated
below investment grade and comparable unrated securities tend to react less to
fluctuations in interest rate levels than do those of higher-rated securities.
The market for lower-rated securities may be thinner and less active than that
for higher-quality securities, which can adversely affect the prices at which
these securities can be sold. To the extent that there is no established
secondary market for lower-rated securities, the Adviser may experience
difficulty in valuing such securities and, in turn, the Portfolio's assets. In
addition, adverse publicity and investor perceptions about lower-rated
securities, whether or not based on fundamental analysis, may tend to decrease
the market value and liquidity of such lower-rated securities. Transaction costs
with respect to lower-rated securities may be higher, and in some cases
information may be less available, than is the case with investment grade
securities.
Many fixed-income securities, including certain U.S. corporate
fixed-income securities in which the Portfolio may invest, contain call or
buy-back features that permit the issuer of the security to call or repurchase
it. Such securities may present risks based on payment expectations. If an
issuer exercises such a "call option" and redeems the security, the Portfolio
may have to replace the called security with a lower yielding security,
resulting in a decreased rate of return for the Portfolio.
In seeking to achieve the Portfolio's investment objectives, there will be
times, such as during periods of rising interest rates, when depreciation and
realization of capital losses on securities in the Portfolio's portfolio will be
unavoidable. Moreover, medium and lower rated securities and non-rated
securities of comparable quality may be subject to wider fluctuations in yield
and market values than higher-rated securities under certain market conditions.
Such fluctuations after a security is acquired do not affect the cash income
received from that security but are reflected in the NAV of the Portfolio.
Risks of Investments in Foreign Securities. Investors should understand
and consider carefully the substantial risks involved in securities of foreign
companies and governments of foreign nations, some of which are referred to
below, and which are in addition to the usual risks inherent in domestic
investments. Investing in securities of non-U.S. companies which are generally
denominated in foreign currencies, and utilization of derivative investment
products denominated in, or the value of which is dependent upon movements in
the relative value of, a foreign currency, involve certain considerations
comprising both risk and opportunity not typically associated with investing in
U.S. companies. These considerations include changes in exchange rates and
exchange control regulations, political and social instability, expropriation,
imposition of foreign taxes, less liquid markets and less available information
than are generally the case in the U.S., higher transaction costs, less
government supervision of exchanges, brokers and issuers, difficulty in
enforcing contractual obligations, lack of uniform accounting and auditing
standards and greater price volatility.
There is generally less publicly available information about foreign
companies comparable to reports and ratings that are published about companies
in the U.S .. Foreign issuers are subject to accounting and financial standards
and requirements that differ, in some cases significantly, from those applicable
to U.S. issuers. In particular, the assets and profits appearing on the
financial statements of a foreign issuer may not reflect its financial position
or results of operations in the way they would be reflected had the financial
statement been prepared in accordance with U.S. generally accepted accounting
principles. In addition, for an issuer that keeps accounting records in local
currency, inflation accounting rules in some of the countries in which the
Portfolio will invest require, for both tax and accounting purposes, that
certain assets and liabilities be restated on the issuer's balance sheet in
order to express items in terms of currency of constant purchasing power.
Inflation accounting may indirectly generate losses or profits. Consequently,
financial data may be materially affected by restatements for inflation and may
not accurately reflect the real condition of those issuers and securities
markets. Substantially less information is publicly available about certain
non-U.S. issuers than is available about U.S. issuers.
It is contemplated that foreign securities will be purchased in
over-the-counter markets or on stock exchanges located in the countries in which
the respective principal offices of the issuers of the various securities are
located, if that is the best available market. Foreign securities markets are
generally not as developed or efficient as those in the U.S .. While growing in
volume, they usually have substantially less volume than the Exchange, and
securities of some foreign companies are less liquid and more volatile than
securities of comparable U.S. companies. Similarly, volume and liquidity in most
foreign bond markets is less than in the U.S. and, at times, volatility of price
can be greater than in the U.S .. Fixed commissions on foreign stock exchanges
are generally higher than negotiated commissions on U.S. exchanges, although the
Portfolio will endeavor to achieve the most favorable net results on its
portfolio transactions. There is generally less government supervision and
regulation of stock exchanges, brokers and listed companies than in the U.S.
Expropriation, confiscatory taxation, nationalization, political, economic
or social instability or other similar developments, such as military coups,
have occurred in the past in countries in which the Portfolio will invest and
could adversely affect the Portfolio's assets should these conditions or events
recur.
Foreign investment in certain foreign securities is restricted or
controlled to varying degrees. These restrictions or controls may at times limit
or preclude foreign investment in certain foreign securities and increase the
costs and expenses of the Portfolio. Certain countries in which the Portfolio
may invest require governmental approval prior to investments by foreign
persons, limit the amount of investment by foreign persons in a particular
issuer, limit the investment by foreign persons only to a specific class of
securities of an issuer that may have less advantageous rights than the classes
available for purchase by domiciliaries of the countries and/or impose
additional taxes on foreign investors.
Certain countries may require governmental approval for the repatriation
of investment income, capital or the proceeds of sales of securities by foreign
investors. In addition, if a deterioration occurs in a country's balance of
payments, the country could impose temporary restrictions on foreign capital
remittances.
Income from certain investments held by the Portfolio could be reduced by
foreign income taxes, including withholding taxes. It is impossible to determine
the effective rate of foreign tax in advance. The Portfolio's NAV may also be
affected by changes in the rates or methods of taxation applicable to the
Portfolio or to entities in which the Portfolio has invested. The Adviser
generally will consider the cost of any taxes in determining whether to acquire
any particular investments, but can provide no assurance that the tax treatment
of investments held by the Portfolio will not be subject to change. A
shareholder otherwise subject to U.S. federal income taxes may, subject to
certain limitations, be entitled to claim a credit or deduction for U.S. federal
income tax purposes for his or her proportionate share of such foreign taxes
paid by the Portfolio. See "U.S. Federal Income Taxes."
Investors should understand that the expense ratio of a fund investing in
foreign securities may be higher than investment companies investing only in
domestic securities since, among other things, the cost of maintaining the
custody of foreign securities is higher and the purchase and sale of portfolio
securities may be subject to higher transaction charges, such as stamp duties
and turnover taxes.
For many foreign securities, there are U.S. Dollar-denominated ADRs which
are traded in the U.S. on exchanges or over-the-counter and are issued by
domestic banks or trust companies and for which market quotations are readily
available. ADRs do not lessen the foreign exchange risk inherent in investing in
the securities of foreign issuers. However, by investing in ADRs rather than
directly in stock of foreign issuers, the Portfolio can avoid currency risks
which might occur during the settlement period for either purchases or sales.
The Portfolio may purchase foreign securities directly, as well as through ADRs.
Foreign Currency Transactions. The Portfolio may invest in securities
denominated in foreign currencies and a corresponding portion of the Portfolio's
revenues will be received in such currencies. In addition, the Portfolio may
conduct foreign currency transactions for hedging and non-hedging purposes on a
spot (i.e., cash) basis or through the use of derivatives transactions, such as
forward currency exchange contracts, currency futures and options thereon, and
options on currencies as described above. The dollar equivalent of the
Portfolio's net assets and distributions will be adversely affected by
reductions in the value of certain foreign currencies relative to the U.S.
Dollar. Such changes will also affect the Portfolio's income. The Portfolio
will, however, have the ability to attempt to protect itself against adverse
changes in the values of foreign currencies by engaging in certain of the
investment practices listed above. While the Portfolio has this ability, there
is no certainty as to whether and to what extent the Portfolio will engage in
these practices.
Currency exchange rates may fluctuate significantly over short periods of
time causing, along with other factors, the Portfolio's NAV to fluctuate.
Currency exchange rates generally are determined by the forces of supply and
demand in the foreign exchange markets and the relative merits of investments in
different countries, actual or anticipated changes in interest rates and other
complex factors, as seen from an international perspective. Currency exchange
rates also can be affected unpredictably by the intervention of U.S. or foreign
governments or central banks, or the failure to intervene, or by currency
controls or political developments in the U.S. or abroad. To the extent the
Portfolio's total assets adjusted to reflect the Portfolio's net position after
giving effect to currency transactions is denominated or quoted in the
currencies of foreign countries, the Portfolio will be more susceptible to the
risk of adverse economic and political developments within those countries.
The Portfolio will incur costs in connection with conversions between
various currencies. The Portfolio may hold foreign currency received in
connection with investments when, in the judgment of the Adviser, it would be
beneficial to convert such currency into U.S. Dollars at a later date, based on
anticipated changes in the relevant exchange rate. If the value of the foreign
currencies in which the Portfolio receives its income falls relative to the U.S.
Dollar between receipt of the income and the making of Portfolio distributions,
the Portfolio may be required to liquidate securities in order to make
distributions if the Portfolio has insufficient cash in U.S. Dollars to meet
distribution requirements. Similarly, if an exchange rate declines between the
time the Portfolio incurs expenses in U.S. Dollars and the time cash expenses
are paid, the amount of the currency required to be converted into U.S. Dollars
in order to pay expenses in U.S. Dollars could be greater than the equivalent
amount of such expenses in the currency at the time they were incurred.
If the value of the foreign currencies in which the Portfolio receives
income falls relative to the U.S. Dollar between receipt of the income and the
making of Portfolio distributions, the Portfolio may be required to liquidate
securities in order to make distributions if the Portfolio has insufficient cash
in U.S. Dollars to meet the distribution requirements that the Portfolio must
satisfy to qualify as a regulated investment company for federal income tax
purposes. Similarly, if the value of a particular foreign currency declines
between the time the Portfolio incurs expenses in U.S. Dollars and the time cash
expenses are paid, the amount of the currency required to be converted into U.S.
Dollars in order to pay expenses in U.S. Dollars could be greater than the
equivalent amount of such expenses in the currency at the time they were
incurred. In light of these risks, the Portfolio may engage in certain currency
hedging transactions, which themselves, involve certain special risks. See
"Additional Investment Policies and Practices", above.
Risks of Forward Currency Exchange Contracts, Foreign Currency Futures
Contracts and Options thereon, Options on Foreign Currencies and
Over-the-Counter Options on Securities. The Portfolio is operated by a person
who has claimed an exclusion from the definition of the term "commodity pool
operator" under the Commodity Exchange Act and, therefore, who is not subject to
registration or regulation as a pool operator under such Act. Transactions in
forward currency exchange contracts, as well as futures and options on foreign
currencies, are subject to all of the correlation, liquidity and other risks
outlined above. In addition, however, such transactions are subject to the risk
of governmental actions affecting trading in or the prices of currencies
underlying such contracts, which could restrict or eliminate trading and could
have a substantial adverse effect on the value of positions held by the
Portfolio. In addition, the value of such positions could be adversely affected
by a number of other complex political and economic factors applicable to the
countries issuing the underlying currencies.
Further, unlike trading in most other types of instruments, there is no
systematic reporting of last sale information with respect to the foreign
currencies underlying contracts thereon. As a result, the available information
on which trading decisions will be based may not be as complete as the
comparable data on which the Portfolio makes investment and trading decisions in
connection with other transactions. Moreover, because the foreign currency
market is a global, twenty-four hour market, events could occur on that market
but will not be reflected in the forward, futures or options markets until the
following day, thereby preventing the Portfolio from responding to such events
in a timely manner.
Settlements of exercises of over-the-counter forward currency exchange
contracts or foreign currency options generally must occur within the country
issuing the underlying currency, which in turn requires traders to accept or
make delivery of such currencies in conformity with any U.S. or foreign
restrictions and regulations regarding the maintenance of foreign banking
relationships and fees, taxes or other charges.
Unlike transactions entered into by the Portfolio in futures contracts and
exchange-traded options, options on foreign currencies, forward currency
exchange contracts and over-the-counter options on securities and securities
indices may not be traded on contract markets regulated by the CFTC or (with the
exception of certain foreign currency options) the Commission. Such instruments
are instead traded through financial institutions acting as market-makers,
although foreign currency options are also traded on certain national securities
exchanges, such as the Philadelphia Stock Exchange and the Chicago Board Options
Exchange, that are subject to Commission regulation. In an over-the-counter
trading environment, many of the protections afforded to exchange participants
will not be available. For example, there are no daily price fluctuation limits,
and adverse market movements could therefore continue to an unlimited extent
over a period of time. Although the purchaser of an option cannot lose more than
the amount of the premium plus related transaction costs, this entire amount
could be lost. Moreover, the option writer could lose amounts substantially in
excess of the initial investment due to the margin and collateral requirements
associated with such positions.
In addition, over-the-counter transactions can be entered into only with a
financial institution willing to take the opposite side, as principal, of the
Portfolio's position unless the institution acts as broker and is able to find
another counterparty willing to enter into the transaction with the Portfolio.
Where no such counterparty is available, it will not be possible to enter into a
desired transaction. There also may be no liquid secondary market in the trading
of over-the-counter contracts, and the Portfolio could be required to retain
options purchased or written, or forward currency exchange contracts entered
into, until exercise, expiration or maturity. This in turn could limit the
Portfolio's ability to profit from open positions or to reduce losses
experienced, and could result in greater losses.
Further, over-the-counter transactions are not subject to the guarantee of
an exchange clearinghouse, and the Portfolio will therefore be subject to the
risk of default by, or the bankruptcy of, the financial institution serving as
its counterparty. The Portfolio will enter into an over-the-counter transaction
only with parties whose creditworthiness has been reviewed and found to be
satisfactory by the Adviser.
Transactions in over-the-counter options on foreign currencies are subject
to a number of conditions regarding the commercial purpose of the purchaser of
such option. The Portfolio is not able to determine at this time whether or to
what extent additional restrictions on the trading of over-the-counter options
on foreign currencies may be imposed at some point in the future, or the effect
that any such restrictions may have on the hedging strategies to be implemented
by them.
Options on foreign currencies traded on national securities exchanges are
within the jurisdiction of the Commission, as are other securities traded on
such exchanges. As a result, many of the protections provided to traders on
organized exchanges will be available with respect to such transactions. In
particular, all foreign currency option positions entered into on a national
securities exchange are cleared and guaranteed by the Options Clearing
Corporation ("OCC"), thereby reducing the risk of counterparty default. Further,
a liquid secondary market in options traded on a national securities exchange
may be more readily available than in the over-the-counter market, potentially
permitting the Portfolio to liquidate open positions at a profit prior to
exercise or expiration, or to limit losses in the event of adverse market
movements.
The purchase and sale of exchange-traded foreign currency options,
however, is subject to the risks of the availability of a liquid secondary
market described above, as well as the risks regarding adverse market movements,
the margining of options written, the nature of the foreign currency market,
possible intervention by governmental authorities and the effects of other
political and economic events. In addition, exchange-traded options on foreign
currencies involve certain risks not presented by the over-the-counter market.
For example, exercise and settlement of such options must be made exclusively
through the OCC, which has established banking relationships in applicable
foreign countries for this purpose. As a result, if the OCC determines that
foreign governmental restrictions or taxes would prevent the orderly settlement
of foreign currency option exercises, or would result in undue burdens on the
OCC or its clearing member, the OCC may impose special procedures on exercise
and settlement, such as technical changes in the mechanics of delivery of
currency, the fixing of dollar settlement prices or prohibitions on exercise.
Fundamental Investment Policies
-------------------------------
The following investment restrictions may not be changed without approval
by the vote of a majority of the Portfolio's outstanding voting securities,
which means the affirmative vote of (i) 67% or more of the shares of the
Portfolio represented at a meeting at which more than 50% of the outstanding
shares are present in person or by proxy, or (ii) more than 50% of the
outstanding shares of the Portfolio, whichever is less.
As a matter of fundamental policy, the Portfolio may not:
(a) concentrate investments in an industry, as concentration may be
defined under the 1940 Act or the rules and regulations thereunder (as such
statute, rules or regulations may be amended from time to time) or by guidance
regarding, interpretations of, or exemptive orders under, the 1940 Act or the
rules or regulations thereunder published by appropriate regulatory authorities;
(b) issue any senior security (as that term is defined in the 1940 Act) or
borrow money, except to the extent permitted by the 1940 Act or the rules and
regulations thereunder (as such statute, rules or regulations may be amended
from time to time) or by guidance regarding, or interpretations of, or exemptive
orders under, the 1940 Act or the rules or regulations thereunder published by
appropriate regulatory authorities. For purposes of this restriction, margin and
collateral arrangements, including, for example, with respect to permitted
borrowings, options, futures contracts, options on futures contracts and other
derivatives such as swaps are not deemed to involve the issuance of a senior
security;
(c) make loans except through (i) the purchase of debt obligations in
accordance with its investment objective and policies; (ii) the lending of
portfolio securities; (iii) the use of repurchase agreements; or (iv) the making
of loans to affiliated funds as permitted under the 1940 Act, the rules and
regulations thereunder (as such statutes, rules or regulations may be amended
from time to time), or by guidance regarding, and interpretations of, or
exemptive orders under, the 1940 Act;
(d) purchase or sell real estate except that it may dispose of real estate
acquired as a result of the ownership of securities or other instruments. This
restriction does not prohibit the Portfolio from investing in securities or
other instruments backed by real estate or in securities of companies engaged in
the real estate business; or
(e) act as an underwriter of securities, except that the Portfolio may
acquire restricted securities under circumstances in which, if such securities
were sold, the Portfolio might be deemed to be an underwriter for purposes of
the Securities Act.
As a fundamental policy, the Portfolio may purchase and sell commodities
to the extent allowed by applicable law.
As a fundamental policy, the Portfolio is diversified (as that term is
defined in the 1940 Act). This means that at least 75% of the Portfolio's assets
consist of:
o Cash or cash items;
o Government securities;
o Securities of other investment companies; and
o Securities of any one issuer that represent not more than 10% of the
outstanding voting securities of the issuer of the securities and
not more than 5% of the total assets of the Portfolio.
Non-Fundamental Investment Policy
---------------------------------
As a matter of non-fundamental policy, the Portfolio has adopted a policy
that provides that the Portfolio may not purchase securities on margin, except
(i) as otherwise provided under rules adopted by the Commission under the 1940
Act or by guidance regarding the 1940 Act, or interpretations thereof, and (ii)
that the Portfolio may obtain such short-term credits as are necessary for the
clearance of portfolio transactions, and the Portfolio may make margin payments
in connection with futures contracts, options, forward contracts, swaps, caps,
floors, collars and other financial instruments.
--------------------------------------------------------------------------------
MANAGEMENT OF THE FUND
--------------------------------------------------------------------------------
Directors Information
---------------------
The business and affairs of the Fund are managed under the direction of
the Board. Certain information concerning the Directors is set forth below.
Other
Director-
Portfolios ships
Principal Occupation(s) in Fund Held by
During Past Five Complex Director
Name, Address*, Age Years and Other Overseen in Past
and (Year Elected**) Relevant Qualifications by Director Five Years
-------------------- ------------------------ ----------- ----------
Independent Directors
Chairman of the Board
William H. Foulk, Jr., #,## Investment Adviser and an 91 None
77 Independent Consultant
(1998) since prior to 2005.
Previously he was Senior
Manager of Barrett
Associates, Inc., a
registered investment
adviser. He was formerly
Deputy Comptroller and
Chief Investment Officer
of the State of New York
and, prior thereto, Chief
Investment Officer of the
New York Bank for Savings.
Mr. Foulk has served as a
director or trustee of
various AllianceBernstein
Funds since 1983 and has
been Chairman of the
AllianceBernstein Funds
and of the Independent
Directors Committee of
such Funds since 2003. He
is also active in a number
of mutual fund related
organizations and
committees.
John H. Dobkin, # Independent Consultant 89 None
67 since prior to 2005.
(1998) Formerly, President of
Save Venice, Inc.
(preservation
organization) from
2001-2002, Senior Advisor
from June 1999-June 2000
and President of Historic
Hudson Valley (historic
preservation) from
December 1989-May 1999.
Previously, Director of
the National Academy of
Design. He has served as a
director or trustee of
various AllianceBernstein
Funds since 1992, and as
Chairman of the Audit
Committees of a number of
such Funds from 2001-2008.
Michael J. Downey, # Private Investor since 89 Asia Pacific
66 prior to 2005. Formerly, Fund, Inc.,
(2005) managing partner of The Merger
Lexington Capital, LLC Fund since
(investment advisory firm) prior to
from December 1997 until 2005 and
December 2003. From 1987 Prospect
until 1993, Chairman and Acquisition
CEO of Prudential Mutual Corp.
Fund Management. Director (financial
of the Prudential Mutual services)
Funds, and member of the since prior
Executive Committee of to 2005
Prudential Securities Inc. until 2009
Mr. Downey has served as a
director or trustee of the
AllianceBernstein Funds
since 2005 and is director
of two other registered
investment companies (and
Chairman of one of them).
D. James Guzy, # Chairman of the Board of 89 Cirrus Logic
73 PLX Technology Corporation
(2005) (semi-conductors) and of (semi-
SRC Computers Inc., with conductors)
which he has been and PLX
associated since prior to Technology,
2005. He was a Director Inc. (semi-
of the Intel Corporation conductors)
(semi-conductors) from since prior
1969 until 2008, and to 2005
served as Chairman of the
Finance Committee of such
company for several years
until May 2008. Mr. Guzy
has served as a director
of one or more of the
AllianceBernstein Funds
since 1982.
Nancy P. Jacklin, # Professorial Lecturer at 89 None
61 the Johns Hopkins School
(2006) of Advanced International
Studies since 2008.
Formerly, U.S. Executive
Director of the
International Monetary
Fund (December 2002-May
2006); Partner, Clifford
Chance (1992-2002); Sector
Counsel, International
Banking and Finance, and
Associate General Counsel,
Citicorp (1985-1992);
Assistant General Counsel
(International), Federal
Reserve Board of Governors
(1982-1985); and Attorney
Advisor, U.S. Department
of the Treasury
(1973-1982). Member of
the Bar of the District of
Columbia and of New York;
and member of the Council
on Foreign Relations. Ms.
Jacklin has served as a
director or trustee of the
AllianceBernstein Funds
since 2006.
Garry L. Moody,# Independent Consultant. 88 None
57 Formerly, Partner,
(2008) Deloitte & Touche LLP
(1995-2008) where he held
a number of senior
positions, including Vice
Chairman, and U.S. and
Global Investment
Management Practice
Managing Partner,
Investment Management
Services Group 1995-2008.
President, Fidelity
Accounting and Custody
Services Company
(1993-1995); and Partner,
Ernst & Young LLP
(1975-1993). He is also a
member of the Governing
Council of the Independent
Directors Committee
(organization of
independent directors of
mutual funds). Mr. Moody
has served as a director
or trustee, and as
Chairman of the Audit
Committee, of most of the
AllianceBernstein Funds
since 2008.
Marshall C. Turner,# Private Investor since 89 Xilinx, Inc.
68 prior to 2005. Interim CEO (programmable
(2005) of MEMC Electronic logic semi-
Materials, Inc. conductors)
(semi-conductor and solar and MEMC
cell substrates) from Electronic
November 2008 until March Materials,
2, 2009. He was Chairman Inc. (semi-
and CEO of Dupont Photomasks, conductor
Inc. (components of and solar
semi-conductor cell
manufacturing), 2003-2005, substrates)
and President and CEO, since prior
2005-2006, after the to 2005
company was renamed Toppan
Photomasks, Inc. Mr.
Turner has extensive
experience in venture
capital investing
including prior service as
general partner of three
institutional venture
capital partnerships, and
serves on the boards of a
number of education and
science-related non-profit
organizations. Mr. Turner
has served as a director
or trustee of one or more
of the AllianceBernstein
Funds since 1992.
Earl D. Weiner,# Of Counsel, and Partner 89 None
70 prior to January 2007, of
(2007) the law firm Sullivan &
Cromwell LLP and member of
ABA Federal Regulation of
Securities Committee Task
Force to draft editions of
the Fund Director's
Guidebook. He also serves
as a director or trustee
of a various non-profit
organizations and has
served as Chairman or Vice
Chairman of a number of
them. He has served as a
director or trustee of the
AllianceBernstein Funds
since 2007 and is Chairman
of the Governance and
Nominating Committees of
most of the Funds.
INTERESTED DIRECTOR
Robert M. Keith, +, ++ Senior Vice President of the [__] [____]
51 Adviser+++ and head of
AllianceBernstein Investments
Inc. ("ABI")+++ since July
2008; Director of ABI and
President of the
AllianceBernstein Mutual
Funds. Previously, he served
as Executive Managing Director
of ABI from December 2006 to
June 2008. Prior to joining
ABI in 2006, Executive
Managing Director of Bernstein
Global Wealth Management, and
prior thereto, Senior Managing
Director and Global Head of
Client Service and Sales of
the Adviser's institutional
investment management business
since 2004. Prior thereto,
Managing Director and Head of
North American Client Service
and Sales in the Adviser's
institutional investment
management business, with
which he had been associated
since prior to 2004.
--------
* The address for each of the Fund's Independent Directors is
AllianceBernstein L.P., c/o Philip L. Kirstein, 1345 Avenue of the
Americas, New York, NY 10105.
** There is no stated term of office for the Fund's Directors.
# Member of the Audit Committee, the Governance and Nominating Committee and
the Independent Directors Committee.
## Member of the Fair Value Pricing Committee.
+ Mr. Keith became a Director of the Fund as of [__________], 2011.
++ Mr. Keith is an "interested person", as defined in Section 2(a)(19) of the
1940 Act, of the Fund due to his position as an Senior Vice President of
the Adviser.
+++ The Adviser, ABI and ABIS are affiliates of the Fund.
The management of the business and affairs of the Fund are managed under
the direction of the Board. Directors who are not "interested persons" of the
Fund as defined in the 1940 Act, are referred to as "Independent Directors", and
Directors who are "interested persons" of the Fund are referred to as
"Interested Directors". Certain information concerning the Fund's governance
structure and each Director is set forth below.
Experience, Skills, Attributes, and Qualifications of the Fund's
Directors. The Governance and Nominating Committee of the Fund's Board, which is
composed of Independent Directors, reviews the experience, qualifications,
attributes and skills of potential candidates for nomination or election by the
Board, and conducts a similar review in connection with the proposed nomination
of current Directors for re-election by stockholders at any annual or special
meeting of stockholders. In evaluating a candidate for nomination or election as
a Director the Governance and Nominating Committee takes into account the
contribution that the candidate would be expected to make to the diverse mix of
experience, qualifications, attributes and skills that the Governance and
Nominating Committee believes contributes to good governance for the Fund.
Additional information concerning the Governance and Nominating Committee's
consideration of nominees appears in the description of the Committee below.
The Board believes that, collectively, the Trustees have balanced and
diverse experience, qualifications, attributes and skills, which allow the Board
to operate effectively in governing the Fund and protecting the interests of
stockholders. The Board has concluded that, based on each Director's experience,
qualifications, attributes or skills on an individual basis and in combination
with those of the other Directors, each Director is qualified and should
continue to serve as such. In determining that a particular Director was and
continues to be qualified to serve as a Director, the Board has considered a
variety of criteria, none of which, in isolation, was controlling. In addition,
the Board has taken into account the actual service and commitment of each
Director during his or her tenure (including the Director's commitment and
participation in Board and committee meetings, as well as his or her current and
prior leadership of standing and ad hoc committees) in concluding that each
should continue to serve. Additional information about the specific experience,
skills, attributes and qualifications of each Director, which in each case led
to the Board's conclusion that the Director should serve (or continue to serve)
as a director of the Fund, is provided in the table above and in the next
paragraph.
Among other attributes and qualifications common to all Directors are
their ability to review critically, evaluate, question and discuss information
provided to them (including information requested by the Directors), to interact
effectively with the Adviser other service providers, counsel and the Fund's
independent registered public accounting firm, and to exercise effective
business judgment in the performance of their duties as Directors. In addition
to his or her service as a Director of the Fund and other AllianceBernstein
Funds as noted in the table above: Mr. Dobkin has experience as an executive of
a number of organizations and served as Chairman of the Audit Committee of many
of the AllianceBernstein Funds from 2001 to 2008; Mr. Downey has experience in
the investment advisory business including as Chairman and Chief Executive
Officer of a large fund complex and as director of a number of
non-AllianceBernstein funds and as Chairman of a non-AllianceBernstein
closed-end fund; Mr. Foulk has experience in the investment advisory and
securities businesses, including as Deputy Controller and Chief Investment
Officer of the State of New York (where his responsibilities included bond
issuances, cash management and oversight of the New York Common Retirement
Fund), has served as Chairman of the AllianceBernstein Funds and of the
Independent Directors Committee since 2003, and is active in a number of mutual
fund related organizations and committees; Mr. Guzy has experience as a
corporate director including as Chairman of a public company and Chairman of the
Finance Committee of a large public technology company; Ms. Jacklin has
experience as a financial services regulator including as U.S. Executive
Director of the International Monetary Fund, which is responsible for ensuring
the stability of the international monetary system, and as a financial services
lawyer in private practice; Mr. Keith has experience as an executive of the
Adviser with responsibility for, among other things, the AllianceBernstein
Funds; Mr. Moody has experience as an certified public accountant including
experience as Vice Chairman and U.S. and Global Investment Management Practice
Partner for a major accounting firm, is a member of the governing council of an
organization of independent directors of mutual funds, and has served as
Chairman of the Audit Committee of most of the AllianceBernstein Funds since
2008; Mr. Turner has experience as a director (including Chairman and Chief
Executive officer of a number of companies) and as a venture capital investor
including prior service as general partner of three institutional venture
capital partnerships; and Mr. Weiner has experience as a securities lawyer whose
practice includes registered investment companies and as Chairman, director or
trustee of a number of boards, and has served as Chairman of the Governance and
Nominating Committee of most of the AllianceBernstein Funds. The disclosure
herein of a trustee's experience, qualifications, attributes and skills does not
impose on such trustee any duties, obligations, or liability that are greater
than the duties, obligations and liability imposed on such trustee as a member
of the Board and any committee thereof in the absence of such experience,
qualifications, attributes and skills.
Board Structure and Oversight Function. The Board is responsible for
oversight of the Fund. The Fund has engaged the Adviser to manage the Fund on a
day-to-day basis. The Board is responsible for overseeing the Adviser and the
Fund's other service providers in the operations of the Fund in accordance with
the Fund's investment objective and policies and otherwise in accordance with
its prospectus, the requirements of the 1940 Act and other applicable Federal,
state and other securities and other laws, and the Fund's charter and bylaws.
The Board meets in-person at regularly scheduled meetings eight times throughout
the year. In addition, the Directors may meet in-person or by telephone at
special meetings or on an informal basis at other times. The Independent
Directors also regularly meet without the presence of any representatives of
management. As described below, the Board has established four standing
committees - the Audit, Governance and Nominating, Independent Directors, and
Fair Value Pricing Committees - and may establish ad hoc committees or working
groups from time to time, to assist the Board in fulfilling its oversight
responsibilities. Each committee is composed exclusively of Independent
Directors. The responsibilities of each committee, including its oversight
responsibilities, are described further below. The Independent Directors have
also engaged independent legal counsel, and may from time to time engage
consultants and other advisors, to assist them in performing their oversight
responsibilities.
An Independent Director serves as Chairman of the Board. The Chairman's
duties include setting the agenda for each Board meeting in consultation with
management, presiding at each Board meeting, meeting with management between
Board meetings, and facilitating communication and coordination between the
Independent Directors and management. The Directors have determined that the
Board's leadership by an Independent Director and its committees composed
exclusively of Independent Directors is appropriate because they believe it sets
the proper tone to the relationships between the Fund, on the one hand, and the
Adviser and other service providers, on the other, and facilitates the exercise
of the Board's independent judgment in evaluating and managing the
relationships. In addition, the Fund is required to have an Independent Director
as Chairman pursuant to certain 2003 regulatory settlements involving the
Adviser.
Risk Oversight. The Fund is subject to a number of risks, including
investment, compliance and operational risks. Day-to-day risk management with
respect to the Fund resides with the Adviser or other service providers
(depending on the nature of the risk), subject to supervision by the Adviser.
The Board has charged the Adviser and its affiliates with (i) identifying events
or circumstances the occurrence of which could have demonstrable and material
adverse effects on the Fund; (ii) to the extent appropriate, reasonable or
practicable, implementing processes and controls reasonably designed to lessen
the possibility that such events or circumstances occur or to mitigate the
effects of such events or circumstances if they do occur; and (iii) creating and
maintaining a system designed to evaluate continuously, and to revise as
appropriate, the processes and controls described in (i) and (ii) above.
Risk oversight forms part of the Board's general oversight of the Fund's
investment program and operations and is addressed as part of various regular
Board and committee activities. The Fund's investment management and business
affairs are carried out by or through the Adviser and other service providers.
Each of these persons has an independent interest in risk management but the
policies and the methods by which one or more risk management functions are
carried out may differ from the Fund's and each other's in the setting of
priorities, the resources available or the effectiveness of relevant controls.
Oversight of risk management is provided by the Board and the Audit Committee.
The Directors regularly receive reports from, among others, management
(including the Global Heads of Investment Risk and Trading Risk of the Adviser),
the Fund's Senior Officer (who is also the Fund's chief compliance officer), its
independent registered public accounting firm, counsel, and internal auditors
for the Adviser, as appropriate, regarding risks faced by the Fund and the
Adviser's risk management programs.
Not all risks that may affect the Fund can be identified, nor can
controls be developed to eliminate or mitigate their occurrence or effects. It
may not be practical or cost-effective to eliminate or mitigate certain risks,
the processes and controls employed to address certain risks may be limited in
their effectiveness, and some risks are simply beyond the reasonable control of
the Fund or the Adviser, its affiliates or other service providers. Moreover, it
is necessary to bear certain risks (such as investment-related risks) to achieve
the Fund's goals. As a result of the foregoing and other factors the Fund's
ability to manage risk is subject to substantial limitations.
The Directors of the Fund have four standing committees -- an Audit
Committee, a Governance and Nominating Committee, a Fair Value Pricing Committee
and an Independent Directors Committee. The members of the Audit, Governance and
Nominating, Fair Value Pricing and Independent Directors Committees are
identified above. None of these Committees have met in connection with the
Portfolio because it only recently commenced operations except the Independent
Directors Committee met on February [__], 2011 to approve the Advisory and
Distribution Services Agreements for the Portfolio.
The function of the Audit Committee is to assist the Directors in their
oversight of the Portfolio's financial reporting process. The Audit Committee
has not yet met.
The function of the Governance and Nominating Committee includes the
nomination of persons to fill any vacancies or newly created positions on the
Board. The Governance and Nominating Committee does not currently consider for
nomination candidates proposed by stockholders for election as Directors. The
Governance and Nominating Committee has not yet met.
The Governance and Nominating Committee has a charter and, pursuant to the
charter, the Governance and Nominating Committee will consider candidates for
nomination as a director submitted by a shareholder or group of shareholders who
have beneficially owned at least 5% of the Portfolio's common stock or shares of
beneficial interest for at least two years at the time of submission and who
timely provide specified information about the candidates and the nominating
shareholder or group. To be timely for consideration by the Governance and
Nominating Committee, the submission, including all required information, must
be submitted in writing to the attention of the Secretary at the principal
executive offices of the Fund not less than 120 days before the date of the
proxy statement for the previous year's annual meeting of shareholders. If the
Fund did not hold an annual meeting of shareholders in the previous year, the
submission must be delivered or mailed and received within a reasonable amount
of time before the Portfolio begins to print and mail its proxy materials.
Public notice of such upcoming annual meeting of shareholders may be given in a
shareholder report or other mailing to shareholders or by other means deemed by
the Governance and Nominating Committee or the Board to be reasonably calculated
to inform shareholders.
Shareholders submitting a candidate for consideration by the Governance
and Nominating Committee must provide the following information to the
Governance and Nominating Committee: (i) a statement in writing setting forth
(A) the name, date of birth, business address and residence address of the
candidate; (B) any position or business relationship of the candidate, currently
or within the preceding five years, with the shareholder or an associated person
of the shareholder as defined below; (C) the class or series and number of all
shares of the Portfolio owned of record or beneficially by the candidate; (D)
any other information regarding the candidate that is required to be disclosed
about a nominee in a proxy statement or other filing required to be made in
connection with the solicitation of proxies for election of Directors pursuant
to Section 20 of the 1940 Act and the rules and regulations promulgated
thereunder; (E) whether the shareholder believes that the candidate is or will
be an "interested person" of the Fund (as defined in the 1940 Act) and, if
believed not to be an "interested person," information regarding the candidate
that will be sufficient for the Fund to make such determination; and (F)
information as to the candidate's knowledge of the investment company industry,
experience as a director or senior officer of public companies, directorships on
the boards of other registered investment companies and educational background;
(ii) the written and signed consent of the candidate to be named as a nominee
and to serve as a Director if elected; (iii) the written and signed agreement of
the candidate to complete a directors' and officers' questionnaire if elected;
(iv) the shareholder's consent to be named as such by the Fund; (v) the class or
series and number of all shares of each portfolio of the Fund owned beneficially
and of record by the shareholder and any associated person of the shareholder
and the dates on which such shares were acquired, specifying the number of
shares owned beneficially but not of record by each, and stating the names of
each as they appear on the Fund's record books and the names of any nominee
holders for each; and (vi) a description of all arrangements or understandings
between the shareholder, the candidate and/or any other person or persons
(including their names) pursuant to which the recommendation is being made by
the shareholder. "Associated Person of the shareholder" means any person who is
required to be identified under clause (vi) of this paragraph and any other
person controlling, controlled by or under common control with, directly or
indirectly, (a) the shareholder or (b) the associated person of the shareholder.
The Governance and Nominating Committee may require the shareholder to
furnish such other information as it may reasonably require or deem necessary to
verify any information furnished pursuant to the nominating procedures described
above or to determine the qualifications and eligibility of the candidate
proposed by the shareholder to serve on the Board. If the shareholder fails to
provide such other information in writing within seven days of receipt of
written request from the Governance and Nominating Committee, the recommendation
of such candidate as a nominee will be deemed not properly submitted for
consideration, and will not be considered, by the Committee.
The Governance and Nominating Committee will consider only one candidate
submitted by such a shareholder or group for nomination for election at an
annual meeting of shareholders. The Governance and Nominating Committee will not
consider self-nominated candidates. The Governance and Nominating Committee will
consider and evaluate candidates submitted by shareholders on the basis of the
same criteria as those used to consider and evaluate candidates submitted from
other sources. These criteria include the candidate's relevant knowledge,
experience, and expertise, the candidate's ability to carry out his or her
duties in the best interests of the Fund, the candidate's ability to qualify as
an Independent Director and such other criteria as the Governance and Nominating
Committee determines to be relevant in light of the existing composition of the
Board and any anticipated vacancies or other factors.
The function of the Fair Value Pricing Committee is to consider, in
advance if possible, any fair valuation decision of the Adviser's Valuation
Committee relating to a security held by the Fund made under unique or highly
unusual circumstances not previously addressed by the Valuation Committee that
would result in a change in the Fund's NAV by more than $0.01 per share. The
Fair Value Pricing Committee has not yet met.
The function of the Independent Directors Committee is to consider and
take action on matters that the Board or Committee believes should be addressed
in executive session of the Independent Directors, such as review and approval
of the Advisory and Distribution Services Agreements. The Independent Directors
Committee met on February [__], 2011.
The Directors do not own any shares of the Portfolio, as individuals are
not allowed to purchase such shares.
The aggregate dollar range of securities owned by each Director in all the
registered investment companies to which the Adviser provides investment
advisory services (collectively, the "AllianceBernstein Fund Complex") is set
forth below.
AGGREGATE DOLLAR RANGE OF
EQUITY SECURITIES IN THE
ALLIANCEBERNSTEIN FUND COMPLEX
AS OF DECEMBER 31, 2010
-----------------------
John H. Dobkin [Over $100,000]
Michael J. Downey [Over $100,000]
William H. Foulk, Jr. [Over $100,000]
D. James Guzy [Over $100,000]
Nancy P. Jacklin [Over $100,000]
Robert M. Keith* [Over $100,000]
Garry L. Moody [Over $100,000]
Marshall C. Turner, Jr. [Over $100,000]
Earl D. Weiner [Over $100,000]
--------
* Mr. Keith was elected as a Director of the Fund effective [________].
Officer Information
-------------------
Certain information concerning the Fund's officers is set forth below.
Name, Position(s) Held Principal Occupation
Address* and Age with Fund During Past Five Years
---------------- ------------------ -----------------------
Robert M. Keith, President and Chief See above.
50 Executive Officer
Philip L. Kirstein, Senior Vice President and Senior Vice President and
65 Independent Compliance Independent Compliance Officer
Officer of the AllianceBernstein Funds,
with which he has been
associated since October 2004.
Prior thereto, he was Of
Counsel to Kirkpatrick &
Lockhart, LLP from October 2003
to October 2004, and General
Counsel of Merrill Lynch
Investment Managers, L.P. since
prior to March 2003.
Dan Loewy, Vice President Senior Vice President of the
36 Adviser,** with which he has
been associated since prior to
2005.
Seth J. Masters, Vice President Senior Vice President of the
51 Adviser,** with which he has
been associated since prior to
2005.
Emilie D. Wrapp, Secretary Senior Vice President,
55 Assistant General Counsel, and
Assistant Secretary of ABI,**
with which she has been
associated since prior to 2005.
Joseph J. Matineo, Treasurer and Chief Senior Vice President of
51 Financial Officer AllianceBernstein Investor
Services, Inc. ("ABIS"),** with
which he has been associated
since prior to 2005.
Thomas R. Manley, Controller Vice President of the
59 Adviser,** with which he has
been associated since prior to
2006.
--------
* The address for each of the Fund's officers is 1345 Avenue of the
Americas, New York, NY 10105.
** The Adviser, ABI and ABIS are affiliates of the Fund.
The Fund does not pay any fees to, or reimburse expenses of, its Directors
who are considered "interested persons" (as defined in Section 2(a)(19) of the
1940 Act) of the Fund. The aggregate compensation paid by the Fund to each of
the Directors during its fiscal year ended December 31, 2010, the aggregate
compensation paid to each of the Directors during calendar year 2010 by the
AllianceBernstein Fund Complex, and the total number of registered investment
companies (and separate investment portfolios within the companies) in the
AllianceBernstein Fund Complex with respect to which each of the Directors
serves as a director or trustee are set forth below. Neither the Fund nor any
other fund in the AllianceBernstein Fund Complex provides compensation in the
form of pension or retirement benefits to any of its directors or trustees.
Total
Total Number of
Number of Investment
Registered Portfolios
Investment within the
Companies Alliance-
in the Bernstein
Alliance- Fund
Total Bernstein Complex,
Compensation Fund Complex, Including
from the Including the Fund,
Alliance- the Fund, as to
Aggregate Bernstein as to which which the
Compensation Fund Complex, the Director Director is
From Including is a Director a Director
Name of Director the Fund the Fund or Trustee or Trustee
---------------- --------- --------- ----------- -----------
Robert M. Keith* $0 $0 [____] [____]
John H. Dobkin $0 $[__________] [____] [____]
Michael J. Downey $0 $[__________] [____] [____]
William H. Foulk, Jr. $0 $[__________] [____] [____]
D. James Guzy $0 $[__________] [____] [____]
Nancy P. Jacklin $0 $[__________] [____] [____]
Garry L. Moody $0 $[__________] [____] [____]
Marshall C. Turner $0 $[__________] [____] [____]
Earl D. Weiner $0 $[__________] [____] [____]
--------
* Mr. Keith was elected as a Director of the Fund effective [________].
As of [__________], 2011, the Directors and officers of the Fund as
a group owned less than 1% of the shares of the Portfolio.
Investment Adviser
------------------
The Adviser, a Delaware limited partnership with principal offices at 1345
Avenue of the Americas, New York, New York 10105, has been retained under an
investment advisory agreement (the "Advisory Agreement") to provide investment
advice and, in general, to conduct the management and investment program of the
Portfolio under the supervision of the Board (see "Management of the Portfolio"
in the Prospectuses). The Adviser is an investment adviser registered under the
Investment Advisers Act of 1940, as amended.
The Adviser is a leading global investment management firm supervising
client accounts with assets as of December 31, 2010, totaling approximately
$[_____] billion. The Adviser provides management services for many of the
largest U.S. public and private employee benefit plans, endowments, foundations,
public employee retirement funds, banks, insurance companies and high net worth
individuals worldwide. The Adviser is also one of the largest mutual fund
sponsors, with a diverse family of globally distributed mutual fund portfolios.
As one of the world's leading global investment management organizations, the
Adviser is able to compete for virtually any portfolio assignment in any
developed capital market in the world.
As of December 31, 2010, AXA, a societe anonyme organized under the laws
of France and the holding company for an international group of insurance and
related financial services companies, through certain of its subsidiaries ("AXA
and its subsidiaries") owned approximately [____]% of the issued and outstanding
assignments of beneficial ownership of limited partnership interests ("Holding
Units") in AllianceBernstein Holding L.P., a Delaware limited partnership
("Holding"). Holding Units trade publicly on the New York Stock Exchange under
the ticker symbol "AB".
As of December 31, 2010, the ownership structure of the Adviser,
expressed as a percentage of general and limited partnership interests, was as
follows:
AXA and its subsidiaries [_____]%
Holding [_____]
Unaffiliated holders [_____]
-----------------
100.0%
=================
AllianceBernstein Corporation (an indirect wholly-owned subsidiary of AXA)
is the general partner of both Holding and the Adviser. AllianceBernstein
Corporation owns 100,000 general partnership units in Holding and a 1% general
partnership interest in the Adviser. Including both the general partnership and
limited partnership interests in Holding and the Adviser, AXA and its
subsidiaries had an approximate [____]% economic interest in the Adviser as of
December 31, 2010.
AXA, a French company, is the holding company for an international group
of companies and a worldwide leader in financial protection and wealth
management. AXA operates primarily in Western Europe, North America and the
Asia/Pacific region and, to a lesser extent, in other regions including the
Middle East, Africa and South America. AXA has five operating business segments:
life and savings, property and casualty insurance, international insurance
(including reinsurance), asset management and other financial services. AXA
Financial is a wholly-owned subsidiary of AXA. AXA Equitable is an indirect
wholly-owned subsidiary of AXA Financial.
The Advisory Agreement became effective on July 22, 1992. The Advisory
Agreement was approved by the unanimous vote, cast in person, of the Directors
including the Directors who are not parties to the Advisory Agreement or
"interested persons" as defined in the 1940 Act, of any such party, at a meeting
called for the purpose and held on September 10, 1991. At a meeting held on June
11, 1992, a majority of the outstanding voting securities of the Fund approved
the Advisory Agreement.
The Advisory Agreement was amended as of June 2, 1994 to provide for the
addition of the AllianceBernstein Americas Government Income Portfolio, the
AllianceBernstein Global Dollar Government Portfolio and the AllianceBernstein
Utility Income Portfolio. The amendment to the Advisory Agreement was approved
by the unanimous vote, cast in person, of the disinterested Directors at a
meeting called for that purpose and held on December 7, 1993.
The Advisory Agreement was amended as of October 24, 1994 to provide for
the addition of the AllianceBernstein Growth Portfolio and the AllianceBernstein
International Growth Portfolio. The amendment to the Advisory Agreement was
approved by the unanimous vote, cast in person of the disinterested Directors at
a meeting called for that purpose and held on June 14, 1994.
The Advisory Agreement was amended as of February 1, 1996 to provide for
the addition of the AllianceBernstein Global Technology Portfolio. The amendment
to the Advisory Agreement was approved by the unanimous vote, cast in person, of
the disinterested Directors at a meeting called for that purpose and held on
November 28, 1995.
The Advisory Agreement was amended as of July 22, 1996 to provide for the
addition of the AllianceBernstein Small Cap Growth Portfolio. The amendment to
the Advisory Agreement was approved by the unanimous vote, cast in person, of
the disinterested Directors at a meeting called for that purpose and held on
June 4, 1996.
The Advisory Agreement was amended as of December 31, 1996 to provide for
the addition of the AllianceBernstein Real Estate Investment Portfolio. The
amendment to the Advisory Agreement was approved by the unanimous vote, cast in
person, of the disinterested Directors at a meeting called for that purpose and
held on September 10, 1996.
The Advisory Agreement was amended as of May 1, 1997 to provide for the
addition of the AllianceBernstein High Yield Portfolio. The amendment to the
Advisory Agreement was approved by the unanimous vote, cast in person, of the
disinterested Directors at a meeting called for that purpose and held on April
12, 1997.
The Advisory Agreement was amended as of May 1, 2001 to provide for the
addition of the AllianceBernstein Small/Mid Cap Value Portfolio, the
AllianceBernstein Value Portfolio and the AllianceBernstein International Value
Portfolio. The amendment to the Advisory Agreement was approved by the unanimous
vote, cast in person, of the disinterested Directors at a meeting called for
that purpose and held on January 31, 2001.
The Advisory Agreement was amended as of May 1, 2003 to provide for the
addition of the AllianceBernstein U.S. Large Cap Blended Style Portfolio. The
amendment to the Advisory Agreement was approved by the unanimous vote, cast in
person, of the disinterested Directors at a meeting called for that purpose and
held on April 15-17, 2003.
The Advisory Agreement was amended as of May 1, 2004 to provide for the
addition of the AllianceBernstein Wealth Appreciation Strategy Portfolio and the
AllianceBernstein Balanced Wealth Strategy Portfolio. The amendment to the
Advisory Agreement was approved by the unanimous vote, cast in person, of the
disinterested Directors at a meeting called for that purpose and held on March
16-18, 2004.
The Advisory Agreement was amended as of May 1, 2005 to provide for the
addition of the AllianceBernstein Global Research Growth Portfolio. The
amendment to the Advisory Agreement was approved by the unanimous vote, cast in
person, of the disinterested Directors at a meeting called for that purpose and
held on February 8-10, 2005.
The Advisory Agreement was amended as of February [_____], 2011 to provide
for the addition of the Portfolio. The amendment to the Advisory Agreement was
approved by the unanimous vote, cast in person, of the disinterested Directors
at a meeting called for that purpose and held on February [_____], 2011.
The Adviser provides investment advisory services and order placement
facilities for the Portfolio and pays all compensation of Directors and officers
of the Fund who are affiliated persons of the Adviser. The Adviser or its
affiliates also furnish the Fund, without charge, management supervision and
assistance and office facilities and provide persons satisfactory to the Board
to serve as the Fund's officers.
The Fund has, under the Advisory Agreement, assumed obligation to pay for
all other expenses. As to the obtaining of services other than those
specifically provided to the Fund by the Adviser, the Fund may employ its own
personnel. For such services, the Fund may also utilize personnel employed by
the Adviser or its affiliates and, in such event, the services will be provided
to the Fund at cost and the payments therefore must be specifically approved by
the Board.
Certain other clients of the Adviser may have investment objectives and
policies similar to those of the Portfolio. The Adviser may, from time to time,
make recommendations that result in the purchase or sale of the particular
security by its other clients simultaneously with the Portfolio. If transactions
on behalf of more than one client during the same period increase the demand for
securities being purchased or the supply of securities being sold, there may be
an adverse effect on price. It is the policy of the Adviser to allocate advisory
recommendations and the placing of orders in a manner that is deemed equitable
by the Adviser to the accounts involved, including the Portfolio. When two or
more of the clients of the Adviser (including the Portfolio) are purchasing or
selling the same security on a given day from the same broker or dealer, such
transactions may be averaged as to price.
The Advisory Agreement is terminable without penalty on 60 days' written
notice, by a vote of a majority of the Fund's outstanding voting securities or
by a vote of a majority of the Fund's Directors or by the Adviser on 60 days'
written notice, and will automatically terminate in the event of its assignment.
The Advisory Agreement provides that in the absence of willful misfeasance, bad
faith or gross negligence on the part of the Adviser, or of reckless disregard
of its obligations thereunder, the Adviser shall not be liable for any action or
failure to act in accordance with its duties thereunder.
The Advisory Agreement continues in effect, provided that such continuance
is specifically approved at least annually by a vote of a majority of the Fund's
outstanding voting securities or by the Fund's Board, including in either case
approval by a majority of the Directors who are not parties to the Advisory
Agreement or "interested persons" of such parties, as defined by the 1940 Act.
Most recently, continuance of the Advisory Agreement was approved for an
additional annual term by the Board, including a majority of the Directors who
are not parties to the Advisory Agreement or interested persons of any such
party, at a meeting held on [____________], 2010.
The Adviser may act as an investment adviser to other persons, firms or
corporations, including investment companies, and is investment adviser to the
following registered investment companies: AllianceBernstein Balanced Shares,
Inc., AllianceBernstein Blended Style Series, Inc., AllianceBernstein Bond Fund,
Inc., AllianceBernstein Cap Fund, Inc., AllianceBernstein Core Opportunities
Fund, Inc., AllianceBernstein Corporate Shares, AllianceBernstein Diversified
Yield Fund, Inc., AllianceBernstein Equity Income Fund, Inc., AllianceBernstein
Exchange Reserves, AllianceBernstein Fixed-Income Shares, Inc.,
AllianceBernstein Global Bond Fund, Inc., AllianceBernstein Global Growth Fund,
Inc., AllianceBernstein Global Real Estate Investment Fund, Inc.,
AllianceBernstein Global Thematic Growth Fund, Inc., AllianceBernstein Greater
China '97 Fund, Inc., AllianceBernstein Growth and Income Fund, Inc.,
AllianceBernstein High Income Fund, Inc., AllianceBernstein Institutional Funds,
Inc., AllianceBernstein International Growth Fund, Inc., AllianceBernstein Large
Cap Growth Fund, Inc., AllianceBernstein Municipal Income Fund, Inc.,
AllianceBernstein Municipal Income Fund II, AllianceBernstein Small/Mid-Cap
Growth Fund, Inc., AllianceBernstein Trust, AllianceBernstein Variable Products
Series Fund, Inc., Sanford C. Bernstein Fund, Inc., Sanford C. Bernstein Fund
II, Inc., and The AllianceBernstein Portfolios, all registered open-end
investment companies; and to Alliance California Municipal Income Fund, Inc.,
Alliance New York Municipal Income Fund, Inc., AllianceBernstein Global High
Income Fund, Inc., AllianceBernstein Income Fund, Inc., AllianceBernstein
National Municipal Income Fund, Inc., and The Ibero-America Fund, Inc., all
registered closed-end investment companies.
Additional Information About the Portfolio's Portfolio Managers
---------------------------------------------------------------
The management of, and investment decisions for, the Portfolio's portfolio
are made by the Adviser's Dynamic Asset Allocation Team. Seth J. Masters and Dan
Loewy are the investment professionals(1) primarily responsible for the
day-to-day management of the Portfolio's portfolio. For additional information
about the portfolio management of the Portfolio, see "Management of the
Portfolio - Portfolio Managers" in the Portfolio's prospectuses.
-------------
(1) Investment professionals at the Adviser include portfolio managers and
research analysts. Investment professionals are part of investment groups
(or teams) that service individual fund portfolios. The number of
investment professionals assigned to a particular fund will vary from fund
to fund.
None of the investment professionals identified below owned any equity
securities of the Portfolio directly or indirectly because shares of the
Portfolio are held through the separate accounts of certain life insurance
companies (the "Insurers").
The following tables provide information regarding registered investment
companies other than the Portfolio, other pooled investment vehicles and other
accounts over which the Portfolio's portfolio managers also have day-to-day
management responsibilities. The tables provide the numbers of such accounts,
the total assets in such accounts and the number of accounts and total assets
whose fees are based on performance. The information is provided as of December
31, 2010.
--------------------------------------------------------------------------------
REGISTERED INVESTMENT COMPANIES
(excluding the Fund)
--------------------------------------------------------------------------------
Total
Number of Assets of
Total Total Registered Registered
Number of Assets of Investment Investment
Registered Registered Companies Companies
Investment Investment Managed with Managed with
Companies Companies Performance- Performance-
Portfolio Manager Managed Managed based Fees based Fees
----------------- ------- ------- ---------- ----------
Dan Loewy [______] $[______] [______] $[__________]
Seth J. Masters [______] $[______] [______] $[__________]
--------------------------------------------------------------------------------
OTHER POOLED INVESTMENT VEHICLES
--------------------------------------------------------------------------------
Number Total Assets
Total Total of Pooled of Pooled
Number Assets Investment Investment
of Pooled of Pooled Vehicles Vehicles
Investment Investment Managed with Managed with
Vehicles Vehicles Performance- Performance-
Portfolio Manager Managed Managed based Fees based Fees
----------------- ------- ------- ---------- ----------
Dan Loewy [______] $[______] [______] $[__________]
Seth J. Masters [______] $[______] [______] $[__________]
--------------------------------------------------------------------------------
OTHER ACCOUNTS
--------------------------------------------------------------------------------
Number
Total Total of Other Total Assets
Number Assets Accounts of Other
of Other of Other Managed with Accounts with
Accounts Accounts Performance- Performance-
Portfolio Manager Managed Managed based Fees based Fees
----------------- ------- ------- ---------- ----------
Dan Loewy [______] $[______] [______] $[__________]
Seth J. Masters [______] $[______] [______] $[__________]
Investment Professional Conflict of Interest Disclosure
-------------------------------------------------------
As an investment adviser and fiduciary, the Adviser owes its clients and
shareholders an undivided duty of loyalty. We recognize that conflicts of
interest are inherent in our business and accordingly have developed policies
and procedures (including oversight monitoring) reasonably designed to detect,
manage and mitigate the effects of actual or potential conflicts of interest in
the area of employee personal trading, managing multiple accounts for multiple
clients, including AllianceBernstein Mutual Funds, and allocating investment
opportunities. Investment professionals, including portfolio managers and
research analysts, are subject to the above-mentioned policies and oversight
monitoring to ensure that all clients are treated equitably. We place the
interests of our clients first and expect all of our employees to meet their
fiduciary duties.
Employee Personal Trading. The Adviser has adopted a Code of Business
Conduct and Ethics that is designed to detect and prevent conflicts of interest
when investment professionals and other personnel of the Adviser own, buy or
sell securities which may be owned by, or bought or sold for, clients. Personal
securities transactions by an employee may raise a potential conflict of
interest when an employee owns or trades in a security that is owned or
considered for purchase or sale by a client, or recommended for purchase or sale
by an employee to a client. Subject to the reporting requirements and other
limitations of its Code of Business Conduct and Ethics, the Adviser permits its
employees to engage in personal securities transactions, and also allows them to
acquire investments in the AllianceBernstein Mutual Funds through direct
purchase and/or notionally in connection with deferred incentive compensation
awards. The Adviser's Code of Ethics and Business Conduct requires disclosure of
all personal accounts and maintenance of brokerage accounts with designated
broker-dealers approved by the Adviser. The Code also requires preclearance of
all securities transactions (except transactions in open-end mutual funds) and
imposes a 90 day holding period for securities purchased by employees to
discourage short-term trading.
Managing Multiple Accounts for Multiple Clients. The Adviser has
compliance policies and oversight monitoring in place to address conflicts of
interest relating to the management of multiple accounts for multiple clients.
Conflicts of interest may arise when an investment professional has
responsibilities for the investments of more than one account because the
investment professional may be unable to devote equal time and attention to each
account. The investment professional or investment professional teams for each
client may have responsibilities for managing all or a portion of the
investments of multiple accounts with a common investment strategy, including
other registered investment companies, unregistered investment vehicles, such as
hedge funds, pension plans, separate accounts, collective trusts and charitable
foundations. Among other things, the Adviser's policies and procedures provide
for the prompt dissemination to investment professionals of initial or changed
investment recommendations by analysts so that investment professionals are
better able to develop investment strategies for all accounts they manage. In
addition, investment decisions by investment professionals are reviewed for the
purpose of maintaining uniformity among similar accounts and ensuring that
accounts are treated equitably. No investment professional that manages client
accounts carrying performance fees is compensated directly or specifically for
the performance of those accounts. Investment professional compensation reflects
a broad contribution in multiple dimensions to long-term investment success for
our clients and is not tied specifically to the performance of any particular
client's account, nor is it directly tied to the level or change in level of
assets under management.
Allocating Investment Opportunities. The Adviser has policies and
procedures intended to address conflicts of interest relating to the allocation
of investment opportunities. These policies and procedures are designed to
ensure that information relevant to investment decisions is disseminated
promptly within its portfolio management teams and investment opportunities are
allocated equitably among different clients. The investment professionals at the
Adviser routinely are required to select and allocate investment opportunities
among accounts. Portfolio holdings, position sizes, and industry and sector
exposures tend to be similar across similar accounts, which minimizes the
potential for conflicts of interest relating to the allocation of investment
opportunities. Nevertheless, investment opportunities may be allocated
differently among accounts due to the particular characteristics of an account,
such as size of the account, cash position, tax status, risk tolerance and
investment restrictions or for other reasons.
The Adviser's procedures are also designed to prevent potential conflicts
of interest that may arise when the Adviser has a particular financial
incentive, such as a performance-based management fee, relating to an account.
An investment professional may perceive that he or she has an incentive to
devote more time to developing and analyzing investment strategies and
opportunities or allocating securities preferentially to accounts for which the
Adviser could share in investment gains.
To address these conflicts of interest, the Adviser's policies and
procedures require, among other things, the prompt dissemination to investment
professionals of any initial or changed investment recommendations by analysts;
the aggregation of orders to facilitate best execution for all accounts; price
averaging for all aggregated orders; objective allocation for limited investment
opportunities (e.g., on a rotational basis) to ensure fair and equitable
allocation among accounts; and limitations on short sales of securities. These
procedures also require documentation and review of justifications for any
decisions to make investments only for select accounts or in a manner
disproportionate to the size of the account.
Portfolio Manager Compensation
------------------------------
The Adviser's compensation program for investment professionals is
designed to be competitive and effective in order to attract and retain the
highest caliber employees. The compensation program for investment professionals
is designed to reflect their ability to generate long-term investment success
for our clients, including shareholders of the AllianceBernstein Mutual Funds.
Investment professionals do not receive any direct compensation based upon the
investment returns of any individual client account, nor is compensation tied
directly to the level or change in level of assets under management. Investment
professionals' annual compensation is comprised of the following:
(i) Fixed base salary: This is generally the smallest portion of
compensation. The base salary is a relatively low, fixed salary within a similar
range for all investment professionals. The base salary is determined at the
outset of employment based on level of experience, does not change significantly
from year-to-year and hence, is not particularly sensitive to performance.
(ii) Discretionary incentive compensation in the form of an annual cash
bonus: The Adviser's overall profitability determines the total amount of
incentive compensation available to investment professionals. This portion of
compensation is determined subjectively based on qualitative and quantitative
factors. In evaluating this component of an investment professional's
compensation, the Adviser considers the contribution to his/her team or
discipline as it relates to that team's overall contribution to the long-term
investment success, business results and strategy of the Adviser. Quantitative
factors considered include, among other things, relative investment performance
(e.g., by comparison to competitor or peer group funds or similar styles of
investments, and appropriate, broad-based or specific market indices), and
consistency of performance. There are no specific formulas used to determine
this part of an investment professional's compensation and the compensation is
not tied to any pre-determined or specified level of performance. The Adviser
also considers qualitative factors such as the complexity and risk of investment
strategies involved in the style or type of assets managed by the investment
professional; success of marketing/business development efforts and client
servicing; seniority/length of service with the firm; management and supervisory
responsibilities; and fulfillment of the Adviser's leadership criteria.
(iii) Discretionary incentive compensation in the form of awards under the
Adviser's Partners Compensation Plan ("deferred awards"): The Adviser's overall
profitability determines the total amount of deferred awards available to
investment professionals. The deferred awards are allocated among investment
professionals based on criteria similar to those used to determine the annual
cash bonus. There is no fixed formula for determining these amounts. Deferred
awards, for which there are various investment options, vest over a four-year
period and are generally forfeited if the employee resigns or the Adviser
terminates his/her employment. Investment options under the deferred awards plan
include many of the same AllianceBernstein Mutual Funds offered to mutual fund
investors, thereby creating a close alignment between the financial interests of
the investment professionals and those of the Adviser's clients and mutual fund
shareholders with respect to the performance of those mutual funds. The Adviser
also permits deferred award recipients to allocate up to 50% of their award to
investments in the Adviser's publicly traded equity securities. Prior to 2002,
investment professional compensation also included discretionary long-term
incentive in the form of restricted grants of the Adviser's Master Limited
Partnership Units.
(iv) Contributions under the Adviser's Profit Sharing/401(k) Plan: The
contributions are based on the Adviser's overall profitability. The amount and
allocation of the contributions are determined at the sole discretion of the
Adviser.
Distribution Services Agreement
-------------------------------
The Fund has entered into a Distribution Services Agreement (the
"Agreement") with AllianceBernstein Investments, Inc. ("ABI"), the Fund's
principal underwriter, to permit ABI to distribute the Fund's shares and to
permit the Fund to pay distribution services fees to defray expenses associated
with distribution of its Class B shares in accordance with a plan of
distribution that is included in the Agreement and that has been duly adopted
and approved in accordance with Rule 12b-1 adopted by the Commission under the
1940 Act (the "Plan").
In approving the Plan, the Directors determined that there was a
reasonable likelihood that the Plan would benefit the Fund and its shareholders.
The distribution services fee of a particular class will not be used to
subsidize the provision of distribution services with respect to any other
class.
The Plan will continue in effect with respect to the Fund for successive
one-year periods, provided that each such continuance is approved at least
annually by the vote of a majority of the Independent Directors who have no
direct or indirect financial interest in the Plan or in any agreement relating
to the Plan ("Qualified Directors") and by the vote of a majority of the entire
Board cast in person at a meeting called for that purpose. Most recently,
continuance of the Agreement was approved for an additional annual term by the
Board, including a majority of the Directors who are not parties to the
Agreement or interested persons of such party, at a meeting held on
[______________], 2010.
All material amendment to the Plan will become effective only on approval
as specified in the preceding paragraph and the Plan may not be amended in order
to materially increase the costs that the Fund may bear pursuant to the Plan
without the approval of a majority of the holders of the outstanding voting
shares of the Fund or the class or classes affected.
The Plan may be terminated with respect to the Fund or class of shares
thereof at any time on 60 days' written notice by ABI or by vote of a majority
of the outstanding voting securities of the Fund or that class (as appropriate)
or by vote of a majority of the Qualified Directors without payment of any
penalty. The Plan will terminate automatically in the event of an assignment.
The Plan is of a type known as a "compensation plan", which means that it
compensates the distributor for services rendered even if the amount paid
exceeds the distributor's expenses.
In the event that the Agreement is terminated or not continued with
respect to the Class B shares of the Portfolio, (i) no distribution services
fees (other than current amounts accrued but not yet paid) would be owed by the
Fund to ABI with respect to Class B shares of the Portfolio and (ii) the Fund
would not be obligated to pay ABI for any amounts expended under the Agreement
not previously recovered by ABI from distribution services fees in respect of
shares of such class or through deferred sales charges.
The Adviser may from time to time and from its own funds or such other
resources as may be permitted by rules of the Commission make payments for
distribution services to ABI; the latter may in turn pay part or all of such
compensation to brokers or other persons for their distribution assistance. ABI
will pay for printing and distributing prospectuses or reports prepared for its
use in connection with the offering of the Class B shares to the public and
preparing, printing and mailing any other literature or advertising in
connection with the offering of the Class B shares to the public. ABI will pay
all fees and expenses in connection with its qualification and registration as a
broker or dealer under federal and state laws and of any activity which is
primarily intended to result in the sale of Class B shares issued by the Fund,
unless the plan of distribution in effect for Class B shares provides that the
Fund shall bear some or all of such expenses.
-------------------------------------------------------------------------------
PURCHASE AND REDEMPTION OF SHARES
-------------------------------------------------------------------------------
The following information supplements that set forth in the Portfolio's
Prospectuses under the heading "Investing in the Portfolio".
Shares of the Portfolio are offered at NAV on a continuous basis to the
separate accounts of the Insurers without any sales or other charge. The
separate accounts of insurance companies place orders to purchase shares based
on, among other things, the amount of premium payments to be invested and
surrendered and transfer requests to be effected pursuant to variable contracts
funded by shares of the Portfolio. The Fund reserves the right to suspend the
sale of its shares in response to conditions in the securities markets or for
other reasons. See the prospectus of the separate account of the participating
insurance company for more information on the purchase of shares.
The Insurers maintain omnibus account arrangements with the Fund in
respect of the Portfolio and place aggregate purchase, redemption and exchange
orders for shares of the Portfolio corresponding to orders placed by the
Insurer's customers ("Contractholders") who have purchased contracts from the
Insurers, in each case, in accordance with the terms and conditions of the
relevant contract. Omnibus account arrangements maintained by the Insurers are
discussed below under "Limitations on Ability to Detect and Curtail Excessive
Trading Practices."
Frequent Purchases and Sales of Portfolio Shares
------------------------------------------------
The Fund's Board has adopted policies and procedures designed to detect
and deter frequent purchases and redemptions of Portfolio shares or excessive or
short-term trading that may disadvantage long-term Contractholders. These
policies are described below. The Portfolio reserves the right to restrict,
reject or cancel, without any prior notice, any purchase or exchange order for
any reason, including any purchase or exchange order accepted by any Insurer or
a Contractholder's financial intermediary.
Risks Associated with Excessive or Short-Term Trading Generally. While the
Fund will try to prevent market timing by utilizing the procedures described
below, these procedures may not be successful in identifying or stopping
excessive or short-term trading in all circumstances. By realizing profits
through short-term trading, Contractholders that engage in rapid purchases and
sales or exchanges of the Portfolio's shares dilute the value of shares held by
long-term Contractholders. Volatility resulting from excessive purchases and
sales or exchanges of shares of the Portfolio, especially involving large dollar
amounts, may disrupt efficient portfolio management and cause the Portfolio to
sell shares at inopportune times to accommodate redemptions relation to
short-term trading. In particular, the Portfolio may have difficulty
implementing its long-term investment strategies if it is forced to maintain a
higher level of its assets in cash to accommodate significant short-term trading
activity. Excessive purchases and sales or exchanges of shares of the Portfolio
may force the Portfolio to sell portfolio securities at inopportune times to
raise cash to accommodate short-term trading activity. In addition, the
Portfolio may incur increased administrative and other expenses due to excessive
or short-term trading, including increased brokerage costs and realization of
taxable capital gains.
Portfolios that may invest significantly in foreign securities may be
particularly susceptible to short-term trading strategies. This is because
foreign securities are typically traded on markets that close well before the
time the Portfolio calculates its NAV at 4:00 p.m., Eastern time, which gives
rise to the possibility that developments may have occurred in the interim that
would affect the value of these securities. The time zone differences among
international stock markets can allow a Contractholder engaging in a short-term
trading strategy to exploit differences in Portfolio share prices that are based
on closing prices of foreign securities established some time before the Fund
calculates its own share price (referred to as "time zone arbitrage"). The
Portfolio has procedures, referred to as fair value pricing, designed to adjust
closing market prices of foreign securities to reflect what is believed to be
the fair value of those securities at the time the Portfolio calculates it NAV.
While there is no assurance, the Portfolio expects that the use of fair value
pricing, in addition to the short-term trading policies discussed below, will
significantly reduce a Contractholder's ability to engage in time zone arbitrage
to the detriment of other Contractholders.
Contractholders engaging in a short-term trading strategy may also target
a Portfolio that does not invest primarily in foreign securities. Any Portfolio
that invests in securities that are, among other things, thinly traded, traded
infrequently, or relatively illiquid has the risk that the current market price
for the securities may not accurately reflect current market values.
Contractholders may seek to engage in short-term trading to take advantage of
these pricing differences (referred to as "price arbitrage"). The Portfolio may
be adversely affected by price arbitrage.
Policy Regarding Short-Term Trading. Purchases and exchanges of shares of
the Portfolio should be made for investment purposes only. The Fund will seek to
prevent patterns of excessive purchases and sales or exchanges of shares of the
Portfolio. The Fund seeks to prevent such practices to the extent they are
detected by the procedures described below. The Portfolio reserves the right to
modify this policy, including any surveillance or account blocking procedures
established from time to time to effectuate this policy, at any time without
notice.
o Transaction Surveillance Procedures. The Fund, through its agents,
ABI and ABIS, maintains surveillance procedures to detect excessive
or short-term trading in Portfolio shares. This surveillance process
involves several factors, which include scrutinizing transactions in
Portfolio shares that exceed certain monetary thresholds or
numerical limits within a specified period of time. Generally, more
than two exchanges of Portfolio shares during any 90-day period or
purchases of shares followed by a sale within 90 days will be
identified by these surveillance procedures. For purposes of these
transaction surveillance procedures, the Portfolio may consider
trading activity in multiple accounts under common ownership,
control, or influence. Trading activity identified by either, or a
combination, of these factors, or as a result of any other
information available at the time, will be evaluated to determine
whether such activity might constitute excessive or short-term
trading. These surveillance procedures may be modified from time to
time, as necessary or appropriate to improve the detection of
excessive or short-term trading or to address specific
circumstances.
o Account Blocking Procedures. If the Fund determines, in its sole
discretion, that a particular transaction or pattern of transactions
identified by the transaction surveillance procedures described
above is excessive or short-term trading in nature, the relevant
Insurers' omnibus account(s) will be immediately "blocked" and no
future purchase or exchange activity will be permitted. However,
sales of Portfolio shares back to the Portfolio or redemptions will
continue to be permitted in accordance with the terms of the
Portfolio's current Prospectus. As a result, unless the
Contractholder redeems his or her shares, which may have
consequences if the shares have declined in value, a CDSC is
applicable or adverse tax consequences may result, the
Contractholder may be "locked" into an unsuitable investment. In the
event an account is blocked, certain account-related privileges,
such as the ability to place purchase, sale and exchange orders over
the internet or by phone, may also be suspended. An Insurer's
omnibus account that is blocked will generally remain blocked unless
and until the Insurer provides evidence or assurance acceptable to
the Fund that one or more Contractholders did not or will not in the
future engage in excessive or short-term trading.
o Applications of Surveillance Procedures and Restrictions to Omnibus
Accounts. Omnibus account arrangements are common forms of holding
shares of the Portfolio, particularly among certain financial
intermediaries, including sponsors of retirement plans and variable
insurance products. The Fund applies its surveillance procedures to
these omnibus account arrangements. As required by Commission rules,
the Fund has entered into agreements with all of its financial
intermediaries that require the financial intermediaries to provide
the Fund, upon the request of the Fund or its agents, with
individual account level information about their transactions. If
the Fund detects excessive trading through its monitoring of omnibus
accounts, including trading at the individual account level, the
financial intermediaries will also execute instructions from the
Fund to take actions to curtail the activity, which may include
applying blocks to accounts to prohibit future purchases and
exchanges of Fund shares. For certain retirement plan accounts, the
Fund may request that the retirement plan or other intermediary
revoke the relevant participant's privilege to effect transactions
in Fund shares via the internet or telephone, in which case the
relevant participant must submit future transaction orders via the
U.S. Postal Service (i.e., regular mail).
Risks to Contractholders Resulting From Imposition of Account Blocks in
Response to Excessive Short-Term Trading Activity. A Contractholder identified
as having engaged in excessive or short-term trading activity whose account is
"blocked" and who may not otherwise wish to redeem his or her shares effectively
may be "locked" into an investment in shares of the Portfolio that the
Contractholder did not intend to hold on a long-term basis or that may not be
appropriate for the Contractholder's risk profile. To rectify this situation, a
Contractholder with a "blocked" account may be forced to redeem Portfolio
shares, which could be costly if, for example, these shares have declined in
value, the Contractholder recently paid an initial sales charge or the shares
are subject to a CDSC, or the sale results in adverse tax consequences to the
shareholder. To avoid this risk, a Contractholder should carefully monitor the
purchases, sales, and exchanges of Portfolio shares and avoid frequent trading
in Portfolio shares.
Limitations on Ability to Detect and Curtail Excessive Trading Practices.
-------------------------------------------------------------------------
Contractholders seeking to engage in excessive or short-term trading
activities may deploy a variety of strategies to avoid detection and, despite
the efforts of the Fund and its agents to detect excessive or short duration
trading in Portfolio shares, there is no guarantee that the Fund will be able to
identify these Contractholders or curtail their trading practices. In
particular, the Fund may not be able to detect excessive or short-term trading
in shares of the Portfolio attributable to a particular Contractholder who
effects purchase and/or exchange activity in shares of the Portfolio through an
Insurer acting in an omnibus capacity. Also, multiple tiers of these entities
may exist, each utilizing an omnibus account arrangement, which may further
compound the difficulty of detecting excessive or short duration trading
activity in Portfolio Shares.
Redemption Of Shares
--------------------
An insurance company separate account may redeem all or any portion of the
shares in its account at any time at the NAV next determined after a redemption
request in the proper form is furnished to the Fund. Any certificates
representing shares being redeemed must be submitted with the redemption
request. Shares do not earn dividends on the day they are redeemed, regardless
of whether the redemption request is received before or after the time of
computation of NAV that day. There is no redemption charge. The redemption
proceeds will normally be sent within seven days.
The right of redemption may be suspended or the date or payment may be
postponed for any period during which the Exchange is closed (other than
customary weekend and holiday closings) or during which the Commission
determines that trading thereon is restricted, or for any period during which an
emergency (as determined by the Commission) exists as a result of which disposal
by the Fund of securities owned by the Portfolio is not reasonably practicable
or as a result of which it is not reasonably practicable for the Fund fairly to
determine the value of the Portfolio's net assets, or for such other periods as
the Commission may by order permit for the protection of security holders of the
Portfolio. For information regarding how to redeem shares in the Portfolio,
please see your insurance company's separate account prospectus.
The value of a shareholder's shares on redemption or repurchase may be
more or less than the cost of such shares to the shareholder, depending upon the
market value of the Portfolio's securities at the time of such redemption or
repurchase. Payment either in cash or in portfolio securities received by a
shareholder upon redemption or repurchase of his shares, assuming the shares
constitute capital assets in his hands, will result in long-term or short-term
capital gains (or loss) depending upon the shareholder's holding period and
basis in respect of the shares redeemed.
Payments To Financial Intermediaries
------------------------------------
Financial intermediaries, such as the Insurers, market and sell shares of
the Portfolio and typically receive compensation for selling shares of the
Portfolio. This compensation is paid from various sources, including any Rule
12b-1 fee that you or the Portfolio may pay.
In the case of Class B shares, up to 100% of the Rule 12b-1 fee applicable
to Class B shares each year may be paid to the financial intermediary that sells
Class B shares. Insurers or your financial intermediary receives compensation
from the Portfolio, ABI and/or the Adviser in several ways from various sources,
which include some or all of the following:
o Rule 12b-1 fees;
o defrayal of costs for educational seminars and training;
o additional distribution support; and
o payments related to providing Contractholder record-keeping and/or
administrative services.
Please read your Portfolio's Prospectus carefully for information on this
compensation.
ABI and/or the Adviser may pay Insurers or other financial intermediaries
to perform record-keeping and administrative services in connection with the
Portfolio. Such payments will generally not exceed 0.35% of the average daily
net assets of the Portfolio attributable to the Insurer.
Other Payments for Educational Support and Distribution Assistance. In
addition to the fees described above, ABI, at its expense, currently provides
additional payments to the Insurers. These sums include payments to reimburse
directly or indirectly the costs incurred by the Insurers and their employees in
connection with educational seminars and training efforts about the Portfolio
for the Insurers' employees and/or their clients and potential clients. The
costs and expenses associated with these efforts may include travel, lodging,
entertainment and meals.
For 2011, ABI's additional payments to these firms for educational support
and distribution assistance related to the Portfolios is expected to be
approximately $[_____] million. In 2010, ABI paid additional payments of
approximately $[_____] million for the Portfolios.
If one mutual fund sponsor that offers shares to separate accounts of an
Insurer makes greater distribution assistance payments than another, the Insurer
may have an incentive to recommend or offer the shares of funds of one fund
sponsor over another.
Please speak with your financial intermediary to learn more about the
total amounts paid to your financial intermediary by the Funds, the Adviser, ABI
and by other mutual fund sponsors that offer shares to Insurers that may be
recommended to you. You should also consult disclosures made by your financial
intermediary at the time of purchase.
ABI anticipates that the Insurers or their affiliates that will receive
additional payments for educational support include:
AXA Advisors
AIG SunAmerica
Genworth Financial
Lincoln Financial Distributors
Merrill Lynch
Pacific Life Insurance Co.
Prudential
RiverSource Distributors
SunLife Financial
Transamerica Capital
Although the Portfolio may use brokers and dealers who sell shares of the
Portfolio to effect portfolio transactions, the Portfolio does not consider the
sale of AllianceBernstein Mutual Fund Shares as a factor when selecting brokers
or dealers to effect portfolio transactions.
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NET ASSET VALUE
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The NAV is computed at the next close of regular trading on the Exchange
(ordinarily 4:00 p.m., Eastern time) following receipt of a purchase or
redemption order by the Portfolio on each Fund business day on which such an
order is received and on such other days as the Board deems appropriate or
necessary in order to comply with Rule 22c-1 under the 1940 Act. The Portfolio's
NAV is calculated by dividing the value of the Portfolio's total assets, less
its liabilities, by the total number of its shares then outstanding. As noted
above, a Fund business day is any weekday on which the Exchange is open for
trading.
In accordance with applicable rules under the 1940 Act and the Fund's
pricing policies and procedures adopted by the Board (the "Pricing Policies"),
portfolio securities are valued at current market value or at fair value as
determined in good faith by the Board. The Board has delegated to the Adviser,
subject to the Board's continuing oversight, certain of its duties with respect
to the Pricing Policies.
Whenever possible, securities are valued based on market information on
the business day as of which the value is being determined, as follows:
(a) a security listed on the Exchange or another national or foreign
exchange (other than securities listed on the Nasdaq Stock Exchange ("NASDAQ"))
is valued at the last sale price reflected on the consolidated tape at the close
of the exchange. If there has been no sale on the relevant business day, the
security is valued at the mean of the closing bid and asked prices on that day.
If no bid or asked prices are quoted on that day, the security is valued in good
faith at fair value by, or in accordance with procedures approved by the Board;
(b) a security traded on NASDAQ is valued at the NASDAQ Official Closing
Price;
(c) a security traded on more than one exchange is valued in accordance
with paragraph (a) above by reference to the principal exchange (as determined
by the Adviser) on which the security is traded;
(d) a listed put or call option is valued at the last sale price. If there
has been no sale on the relevant business day, the security is valued at the
closing bid price on that day;
(e) a currency option is valued using third party pricing models;
(f) an open futures contract and any option thereon is valued at the
closing settlement price or, in the absence of such a price, the most recent
quoted bid price. If there are no quotations available for the relevant business
day, the security is valued at the last available closing settlement price;
(g) a security traded in the over-the-counter market, including a security
listed on a national securities exchange whose principal market is
over-the-counter (as determined by the Adviser) is valued at the mean of the
current bid and asked prices as reported by the National Quotation Bureau or
other comparable source(s);
(h) a right is valued at the last traded price provided by pricing
services;
(i) a warrant is valued at the last traded price provided by pricing
services. In instances when a price can not be obtained through such pricing
services warrants will be valued using the last traded price if available or
broker bids;
(j) a U.S. Government security and any other debt instrument having 60
days or less remaining until maturity generally is valued at amortized cost if
its original maturity was 60 days or less, or by amortizing its fair value as of
the 61st day prior to maturity if the original term to maturity exceeded 60
days, unless in either case the Adviser determines that this method does not
represent fair value;
(k) a fixed-income security is valued on the basis of bid prices provided
by a pricing service when the Adviser believes that such prices reflect the
market value of the security. The prices provided by a pricing service may take
into account many factors, including institutional size, trading in similar
groups of securities and any developments related to specific securities. If the
Adviser determines that an appropriate pricing service does not exist for a
security, the security is valued on the basis of a quoted bid price or spread
over the applicable yield curve (a bid spread) by a broker dealer in such
security. The second highest price will be utilized whenever two or more quoted
bid prices are obtained;
(l) a mortgage-backed or asset-backed security is valued on the basis of
bid prices obtained from pricing services or bid prices obtained from multiple
major broker/dealers in the security when the Adviser believes that these prices
reflect the market value of the security. In cases in which broker/dealer quotes
are obtained, the Adviser has procedures for using changes in market yields or
spreads to adjust, on a daily basis, a recently obtained quoted bid price on a
security. The second highest price will be utilized whenever two or more quoted
bid prices are obtained;
(m) bank loans are valued on the basis of bid prices provided by a pricing
service;
(n) forward and spot currency pricing is provided by pricing services;
(o) a swap is valued by the Adviser utilizing various external sources to
obtain inputs for variables in pricing models; and
(p) open end mutual funds are valued at the closing NAV per share and
closed end funds are valued at the closing market price per share.
The Portfolio values its securities at their current market value
determined on the basis of market quotations or, if market quotations are not
readily available or are unreliable, at "fair value" as determined in accordance
with procedures established by and under the general supervision of the Board.
When the Portfolio uses fair value pricing, it may take into account any factors
it deems appropriate. The Portfolio may determine fair value based upon
developments related to a specific security and/or U.S. sector or broader stock
market indices. The prices of securities used by the Portfolio to calculate its
NAV may differ from quoted or published prices for the same securities. Fair
value pricing involves subjective judgments and it is possible that the fair
value determined for a security is materially different than the value that
could be realized upon the sale of that security.
Securities for which market quotations are not readily available or deemed
unreliable are valued at fair market value. Factors considered in making this
determination may include, but not limited to, information obtained by
contacting the issuer or analysts, or by analysis of the issuer's financial
statements. The Portfolio may use fair value pricing more frequently for
securities primarily traded in non-U.S. markets because, among other things,
most foreign markets close well before the Portfolio values its securities at
4:00 p.m., Eastern Time. The earlier close of these foreign markets gives rise
to the possibility that significant events, including broad market moves, may
have occurred in the interim and may materially affect the value of these
foreign securities. The Portfolio may value these securities using fair value
prices based on independent pricing services or third party vendor modeling
tools to the extent available.
Subject to the Board's oversight, the Fund's Board has delegated
responsibility for valuing the Portfolio's assets to the Adviser. The Adviser
has established a Valuation Committee, which operates under the policies and
procedures approved by the Board, to value the Portfolio's assets on behalf of
the Portfolio. The Valuation Committee values Portfolio assets as described
above.
The Portfolio may suspend the determination of its NAV (and the offering
and sale of shares), subject to the rules of the Commission and other
governmental rules and regulations, at a time when: (1) the Exchange is closed,
other than customary weekend and holiday closings, (2) an emergency exists as a
result of which it is not reasonably practicable for the Portfolio to dispose of
securities owned by it or to determine fairly the value of its net assets, or
(3) for the protection of shareholders, the Commission by order permits a
suspension of the right of redemption or a postponement of the date of payment
on redemption.
For purposes of determining the Portfolio's NAV per share, all assets and
liabilities initially expressed in a foreign currency will be converted into
U.S. Dollars at the mean of the current bid and asked prices of such currency
against the U.S. Dollar last quoted by a major bank that is a regular
participant in the relevant foreign exchange market or on the basis of a pricing
service that takes into account the quotes provided by a number of such major
banks. If such quotations are not available as of the close of the Exchange, the
rate of exchange will be determined in good faith by, or under the direction of,
the Board.
The assets attributable to the Class A shares and Class B shares will be
invested together in a single portfolio. The NAV of each class will be
determined separately by subtracting the liabilities allocated to that class
from the assets belonging to that class in conformance with the provisions of a
plan adopted by the Fund in accordance with Rule 18f-3 under the 1940 Act (the
"18f-3 Plan").
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PORTFOLIO TRANSACTIONS
-------------------------------------------------------------------------------
Subject to the general oversight of the Board of the Fund, the Adviser is
responsible for the investment decisions and the placing of the orders for
portfolio transactions for the Portfolio. The Adviser determines the broker or
dealer to be used in each specific transaction with the objective of negotiating
a combination of the most favorable commission (for transactions on which a
commission is payable) and the best price obtainable on each transaction
(generally defined as best execution). In connection with seeking best price and
execution, the Fund does not consider sales of shares of the Portfolio or other
investment companies managed by the Adviser as a factor in the selection of
brokers and dealers to effect portfolio transactions and has adopted a policy
and procedures reasonably designed to preclude such considerations.
Neither the Fund nor the Adviser entered into agreements or understandings
with any brokers regarding the placement of securities transactions because of
research or statistical services they provide. To the extent that such persons
or firms supply investment information to the Adviser for use in rendering
investment advice to the Fund, such information may be supplied at no cost to
the Adviser and, therefore, may have the effect of reducing the expenses of the
Adviser in rendering advice to the Fund. While it is impracticable to place an
actual dollar value on such investment information, its receipt by the Adviser
probably does not reduce the overall expenses of the Adviser to any material
extent.
The investment information provided to the Adviser is of the type
described in Section 28(e)(3) of the Securities Exchange Act of 1934 and is
designed to augment the Adviser's own internal research and investment strategy
capabilities. Research services furnished by brokers through which the Fund
effects securities transactions are used by the Adviser in carrying out its
investment management responsibilities with respect to all its client accounts.
The Fund will deal in some instances in securities that are not listed on
a national stock exchange but are traded in the over-the-counter market. The
Fund may also purchase listed securities through the third market, i.e., from a
dealer that is not a member of the Exchange on which a security is listed. Where
transactions are executed in the over-the-counter market or third market, the
Fund will seek to deal with the primary market makers; but when necessary in
order to obtain the best price and execution, it will utilize the services of
others. In all cases, the Fund will attempt to negotiate best execution.
The Fund may from time to time place orders for the purchase or sale of
securities (including listed call options) with SCB & Co., an affiliate of the
Adviser. In such instances, the placement of orders with such brokers would be
consistent with the Fund's objective of obtaining best execution and would not
be dependent upon the fact that SCB & Co. is an affiliate of the Adviser. With
respect to orders placed with SCB & Co. for execution on a national securities
exchange, commissions received must conform to Section 17(e)(2)(A) of the 1940
Act and Rule 17e-1 thereunder, which permit an affiliated person of a registered
investment company (such as the Fund), or any affiliated person of such person,
to receive a brokerage commission from such registered investment company
provided that such commission is reasonable and fair compared to the commissions
received by other brokers in connection with comparable transactions involving
similar securities during a comparable period of time.
Disclosure of Portfolio Holdings
--------------------------------
The Fund believes that the ideas of the Adviser's investment staff should
benefit the Portfolio and its shareholders, and does not want to afford
speculators an opportunity to profit by anticipating Portfolio trading
strategies or using Portfolio information for stock picking. However, the Fund
also believes that knowledge of the Portfolio's portfolio holdings can assist
shareholders in monitoring their investment, making asset allocation decisions,
and evaluating portfolio management techniques.
The Adviser has adopted, on behalf of the Portfolio, policies and
procedures relating to disclosure of the Portfolio's portfolio securities. The
policies and procedures relating to disclosure of the Portfolio's portfolio
securities are designed to allow disclosure of portfolio holdings information
where necessary to the Portfolio's operation or useful to the Portfolio's
shareholders without compromising the integrity or performance of the Portfolio.
Except when there are legitimate business purposes for selective disclosure and
other conditions (designed to protect the Portfolio and its shareholders) are
met, the Fund does not provide or permit others to provide information about the
Portfolio's portfolio holdings on a selective basis.
The Portfolio includes portfolio holdings information as required in
regulatory filings and shareholder reports, discloses portfolio holdings
information as required by federal or state securities laws and may disclose
portfolio holdings information in response to requests by governmental
authorities. In addition, the Adviser posts portfolio holdings information on
the Adviser's website (www.AllianceBernstein.com). For each portfolio security,
the posted information includes its name, the number of shares held by the
Portfolio, the market value of the Portfolio's holdings, and the percentage of
the Portfolio's assets represented by the portfolio security. The day after
portfolio holdings information is publicly available on the website, it may be
mailed, e-mailed or otherwise transmitted to any person.
The Adviser may distribute or authorize the distribution of information
about the Portfolio's portfolio holdings that is not publicly available, on the
website or otherwise, to the Adviser's employees and affiliates that provide
services to the Fund. In addition, the Adviser may distribute or authorize
distribution of information about the Portfolio's portfolio holdings that is not
publicly available, on the website or otherwise, to the Fund's service providers
who require access to the information in order to fulfill their contractual
duties relating to the Portfolio (including, without limitation, pricing
services and proxy voting services), and to facilitate the review of the
Portfolio by rating agencies, for the purpose of due diligence regarding a
merger or acquisition, or for the purpose of effecting in-kind redemption of
securities to facilitate orderly redemption of portfolio assets and minimal
impact on remaining Portfolio shareholders. The Adviser does not expect to
disclose information about the Portfolio's portfolio holdings that is not
publicly available to the Portfolio's individual or institutional investors or
to intermediaries that distribute the Fund's shares. Information may be
disclosed with any frequency and any lag, as appropriate.
Before any non-public disclosure of information about the Portfolio's
portfolio holdings is permitted, however, the Adviser's Chief Compliance Officer
(or his designee) must determine that the Portfolio has a legitimate business
purpose for providing the portfolio holdings information, that the disclosure is
in the best interests of the Portfolio's shareholders, and that the recipient
agrees or has a duty to keep the information confidential and agrees not to
trade directly or indirectly based on the information or to use the information
to form a specific recommendation about whether to invest in the Portfolio or
any other security. Under no circumstances may the Adviser or its affiliates
receive any consideration or compensation for disclosing the information.
The Adviser has established procedures to ensure that the Portfolio's
portfolio holdings information is only disclosed in accordance with these
policies. Only the Adviser's Chief Compliance Officer (or his designee) may
approve the disclosure, and then only if he or she and a designated senior
officer in the Adviser's product management group determines that the disclosure
serves a legitimate business purpose of the Portfolio and is in the best
interest of the Portfolio's shareholders. The Adviser's Chief Compliance Officer
(or his designee) approves disclosure only after considering the anticipated
benefits and costs to the Portfolio and its shareholders, the purpose of the
disclosure, any conflicts of interest between the interests of the Portfolio and
its shareholders and the interests of the Adviser or any of its affiliates, and
whether the disclosure is consistent with the policies and procedures governing
disclosure. Only someone approved by the Adviser's Chief Compliance Officer (or
his designee) may make approved disclosures of portfolio holdings information to
authorized recipients. The Adviser reserves the right to request certifications
from senior officers of authorized recipients that the recipient is using the
portfolio holdings information only in a manner consistent with the Adviser's
policy and any applicable confidentiality agreement. The Adviser's Chief
Compliance Officer or another member of the compliance team reports all
arrangements to disclose portfolio holdings information to the Board on a
quarterly basis. If the Board determines that disclosure was inappropriate, the
Adviser will promptly terminate the disclosure arrangement.
In accordance with these procedures, each of the following third parties
have been approved to receive information concerning the Portfolio's portfolio
holdings: (i) the Fund's independent registered public accounting firm, for use
in providing audit opinions; (ii) RR Donnelley Financial, Data Communique
International and, from time to time, other financial printers, for the purpose
of preparing Fund regulatory filings; (iii) the Fund's custodian in connection
with its custody of the Portfolio's assets; (iv) Institutional Shareholder
Services, Inc. for proxy voting services; and (v) data aggregators, such as
Vestek. Information may be provided to these parties at any time with no time
lag. Each of these parties is contractually and ethically prohibited from
sharing the Portfolio's portfolio holdings information unless specifically
authorized.
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DIVIDENDS, DISTRIBUTIONS AND TAXES
-------------------------------------------------------------------------------
The Portfolio qualified and intends to continue to qualify to be taxed as
a regulated investment company under the Code. If so qualified, the Portfolio
will not be subject to federal income and excise taxes on its investment company
taxable income and net capital gain to the extent such investment company
taxable income and net capital gain are distributed to the separate accounts of
insurance companies which hold its shares. Under current tax law, capital gains
or dividends from the Portfolio are not currently taxable to the holder of a
variable annuity or variable life insurance contract when left to accumulate
within such variable annuity or variable life insurance contract. Distributions
of net investment income and net short-term capital gains will be treated as
ordinary income and distributions of net long-term capital gains will be treated
as long-term capital gain in the hands of the insurance companies.
Investment income received by the Portfolio from sources within foreign
countries may be subject to foreign income taxes withheld at the source. If more
than 50% of the value of the Portfolio's total assets at the close of its
taxable year consists of stocks or securities of foreign corporations (which for
this purpose should include obligations issued by foreign governments), the
Portfolio will be eligible to file an election with the Internal Revenue Service
to pass through to its shareholders the amount of foreign taxes paid by the
Portfolio. If eligible, the Portfolio intends to file such an election, although
there can be no assurance that the Portfolio will be able to do so.
Section 817(h) of the Code requires that the investments of a segregated
asset account of an insurance company be adequately diversified, in accordance
with Treasury Regulations promulgated thereunder, in order for the holders of
the variable annuity contracts or variable life insurance policies underlying
the account to receive the tax-deferred or tax-free treatment generally afforded
holders of annuities or life insurance policies under the Code. The Department
of the Treasury has issued Regulations under section 817(h) that, among other
things, provide the manner in which a segregated asset account will treat
investments in a regulated investment company for purposes of the applicable
diversification requirements. Under the Regulations, if a regulated investment
company satisfies certain conditions, a segregated asset account owning shares
of the regulated investment company will not be treated as a single investment
for these purposes, but rather the account will be treated as owning its
proportionate share of each of the assets of the regulated investment company.
The Portfolio plans to satisfy these conditions at all times so that the shares
of the Portfolio owned by a segregated asset account of a life insurance company
will be subject to this treatment under the Code.
For information concerning the federal income tax consequences for the
holders of variable annuity contracts and variable life insurance policies, such
holders should consult the prospectus used in connection with the issuance of
their particular contracts or policies.
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GENERAL INFORMATION
-------------------------------------------------------------------------------
Description of the Portfolio
----------------------------
The Fund was organized as a Maryland corporation in 1987 under the name
"Alliance Variable Products Series Fund, Inc." The name of the Fund became
"AllianceBernstein Variable Products Series Fund, Inc." on May 1, 2003.
The Fund's shares have non-cumulative voting rights, which means that the
holders of more than 50% of the shares voting for the election of Directors can
elect 100% of the Directors if they choose to do so, and in such election of
Directors will not be able to elect any person or persons to the Board.
The Portfolio offers its shares through the separate accounts of life
insurance companies or Insurers. Under current Commission interpretations, the
Insurers, which are the recordholders of shares of the Portfolio, are required
to provide pass-through voting privileges to all Contractholders. In the event
that an Insurer does not receive voting instructions from Contractholders, the
Insurer is obligated to vote the shares corresponding to the uninstructed
Contractholders in the same proportion as instructions received from
Contractholders who provided voting instructions. Due to the proportional voting
of shares corresponding to uninstructed Contractholders, a small proportion of
Contractholders may determine the outcome of a vote of the Portfolio's
shareholders.
All shares of the Fund when duly issued will be fully paid and
nonassessable. The Board is authorized to reclassify any unissued shares into
any number of additional series and classes without shareholder approval.
Accordingly, the Board in the future, for reasons such as the desire to
establish one or more additional Portfolio's with different investment
objectives, policies or restrictions or to establish additional channels of
distribution, may create additional series and classes of shares. Any issuance
of shares of such additional series and classes would be governed by the 1940
Act and the laws of the State of Maryland.
If shares of another series were issued in connection with the creation of
the new portfolio, each share of any of the Fund's Portfolios would normally be
entitled to one vote for all purposes. Generally, shares of each Portfolio would
vote as a single series for the election of directors and on any other matter
that affected each Portfolio in substantially the same manner. As to matters
affecting each Portfolio differently, such as approval of the Advisory Agreement
and changes in investment policy, shares of each Portfolio would vote as
separate series. Moreover, the Class B shares of each Portfolio will vote
separately with respect to matters relating to the 12b-1 Plan(s) adopted in
accordance with Rule 12b-1 under the 1940 Act. Meetings of shareholders may be
called by 10% of the Fund's outstanding shareholders.
Code Of Ethics And Proxy Voting Policies And Procedures
-------------------------------------------------------
The Fund, the Adviser and ABI have each adopted codes of ethics pursuant
to Rule 17j-1 of the 1940 Act. These codes of ethics permit personnel subject to
the codes to invest in securities, including securities that may be purchased or
held by the Fund.
The Fund has adopted the Adviser's proxy voting policies and procedures.
The Adviser's proxy voting policies and procedures are attached as Appendix C.
Information regarding how the Portfolio voted proxies related to portfolio
securities during the most recent 12-month period ended June 30, is available
(1) without charge, upon request, by calling (800) 227-4618; or on or through
the Fund's website at www.AllianceBernstein.com; or both; and (2) on the
Commission's website at www.sec.gov.
Custodian
---------
The Bank of New York, 1 Wall Street, New York, New York 10286, acts as
custodian for the securities and cash of the Fund but plays no part in deciding
the purchase or sale of portfolio securities. Subject to the supervision of the
Fund's Directors, The Bank of New York may enter into sub-custodial agreements
for the holding of the Fund's foreign securities.
Principal Underwriter
---------------------
AllianceBernstein Investments, Inc., 1345 Avenue of the Americas, New
York, New York 10105, serves as the Fund's principal underwriter.
Counsel
-------
Legal matters in connection with the issuance of the shares of the Fund
offered hereby are passed upon by Seward & Kissel LLP, New York, New York.
Independent Registered Public Accounting Firm
---------------------------------------------
[________________], [_______________________], has been appointed as the
independent registered public accounting firm for the Fund.
Additional Information
----------------------
Any shareholder inquiries may be directed to the shareholder's financial
intermediary or to ABIS at the address or telephone numbers shown on the front
cover of this SAI. This SAI does not contain all the information set forth in
the Registration Statement filed by the Fund with the Commission under the
Securities Act. Copies of the Registration Statement may be obtained at a
reasonable charge from the Commission or may be examined, without charge, at the
offices of the Commission in Washington, D.C.
-------------------------------------------------------------------------------
FINANCIAL STATEMENTS AND REPORT OF INDEPENDENT REGISTERED
PUBLIC ACCOUNTING FIRM
--------------------------------------------------------------------------------
The financial statements of the Portfolio for the fiscal year end are not
available because the Portfolio has not yet commenced operations.
-------------------------------------------------------------------------------
APPENDIX A:
STATEMENT OF POLICIES AND
PROCEDURES FOR VOTING PROXIES
-------------------------------------------------------------------------------
1. Introduction
------------
As a registered investment adviser, AllianceBernstein L.P. (the
"AllianceBernstein", "we" or "us") has a fiduciary duty to act solely in
the best interests of our clients. We recognize that this duty requires us
to vote client securities in a timely manner and make voting decisions
that intended to maximize shareholder value. We consider ourselves
shareholder advocates and take this responsibility very seriously.
Consistent with these obligations, we will disclose our clients' voting
records only to them and as required by mutual fund vote disclosure
regulations. In addition, the proxy committees may, after careful
consideration, choose to respond to surveys regarding past votes.
This statement is intended to comply with Rule 206(4)-6 of the Investment
Advisers Act of 1940. It sets forth our policies and procedures for voting
proxies for our discretionary investment advisory clients, including
investment companies registered under the Investment Company Act of 1940.
This statement applies to AllianceBernstein's investment groups investing
on behalf of clients in both U.S. and non-U.S. securities.
2. Proxy Policies
--------------
Our proxy voting policies are principle-based rather than rules-based. We
adhere to a core set of principles that are described in this Statement
and in our Proxy Voting Manual. We assess each proxy proposal in light of
those principles. Our proxy voting "litmus test" will always be what we
view as most likely to maximize shareholder value. We believe that
authority and accountability for setting and executing corporate policies,
goals and compensation should generally rest with the board of directors
and senior management. In return, we support strong investor rights that
allow shareholders to hold directors and management accountable if they
fail to act in the best interests of shareholders. In addition, when a
company engages in illegal activities or other anti-social behavior, we
exercise our proxy voting rights considering such behavior.
This statement is designed to be responsive to the wide range of proxy
voting subjects that can have a significant effect on the investment value
of the securities held in our clients' accounts. These policies are not
exhaustive due to the variety of proxy voting issues that we may be
required to consider. AllianceBernstein reserves the right to depart from
these guidelines in order to make voting decisions that are in our
clients' best interests. In reviewing proxy issues, we will apply the
following general policies:
2.1. Corporate Governance
AllianceBernstein's proxy voting policies recognize the importance
of good corporate governance in ensuring that management and the
board of directors fulfill their obligations to the shareholders. We
favor proposals promoting transparency and accountability within a
company. We support the appointment of a majority of independent
directors on key committees and generally support separating the
positions of chairman and chief executive officer, except in cases
where a company has sufficient counter-balancing governance in
place. Because we believe that good corporate governance requires
shareholders to have a meaningful voice in the affairs of the
company, we generally will support shareholder proposals which
request that companies amend their by-laws to provide that director
nominees be elected by an affirmative vote of a majority of the
votes cast. Furthermore, we have written to the U.S. Securities and
Exchange Commission ("SEC") in support of shareholder access to
corporate proxy statements under specified conditions with the goal
of serving the best interests of all shareholders.
2.2. Elections of Directors
Unless there is a proxy fight for seats on the Board or we determine
that there are other compelling reasons for withholding votes for
directors, we will vote in favor of the management proposed slate of
directors. That said, we believe that directors have a duty to
respond to shareholder actions that have received significant
shareholder support. Therefore, we may withhold votes for directors
(or vote against directors in non-U.S. markets) who fail to act on
key issues such as failure to implement proposals to declassify
boards, failure to implement a majority vote requirement, failure to
submit a rights plan to a shareholder vote or failure to act on
tender offers where a majority of shareholders have tendered their
shares. (We may vote against directors under these circumstances if
the company has adopted a majority voting policy because, if a
company has adopted such a policy, withholding votes from directors
is not possible.) In addition, we will withhold votes for directors
who fail to attend at least seventy-five percent of board meetings
within a given year without a reasonable excuse and we may abstain
or vote against directors of non-U.S. issuers where there is
insufficient information about the nominees disclosed in the proxy
statement. Also, we will generally not withhold votes for directors
who meet the definition of independence promulgated by the primary
exchange on which the company's shares are traded or set forth in
the code we determine to be best practice in the country where the
subject company is domiciled. Finally, because we believe that
cumulative voting in single shareholder class structures provides a
disproportionately large voice to minority shareholders in the
affairs of a company, we will generally vote against such proposals
and vote for management proposals seeking to eliminate cumulative
voting. However, in dual class structures (such as A&B shares) where
the shareholders with a majority economic interest have a minority
voting interest, we will generally vote in favor of cumulative
voting.
2.3. Appointment of Auditors
AllianceBernstein believes that the company is in the best position
to choose its auditors, so we will generally support management's
recommendation. However, we recognize that there are inherent
conflicts when a company's independent auditor performs substantial
non-audit services for the company. The Sarbanes-Oxley Act of 2002
prohibits certain categories of services by auditors to U.S.
issuers, making this issue less prevalent in the U.S. Nevertheless,
in reviewing a proposed auditor, we will consider the fees paid for
non-audit services relative to total fees and whether there are
other reasons to question the independence or performance of the
auditors.
2.4. Changes in Legal and Capital Structure
Changes in a company's charter, articles of incorporation or by-laws
are often technical and administrative in nature. Absent a
compelling reason to the contrary, AllianceBernstein will cast its
votes in accordance with management's recommendations on such
proposals. However, we will review and analyze on a case-by-case
basis any non-routine proposals that are likely to affect the
structure and operation of the company or have a material economic
effect on the company. For example, we will generally support
proposals to increase authorized common stock when it is necessary
to implement a stock split, aid in a restructuring or acquisition,
or provide a sufficient number of shares for an employee savings
plan, stock option plan or executive compensation plan. However, a
satisfactory explanation of a company's intentions must be disclosed
in the proxy statement for proposals requesting an increase of
greater than 100% of the shares outstanding. We will oppose
increases in authorized common stock where there is evidence that
the shares will be used to implement a poison pill or another form
of anti-takeover device. We will support shareholder proposals that
seek to eliminate dual class voting structures.
2.5. Corporate Restructurings, Mergers and Acquisitions
AllianceBernstein believes proxy votes dealing with corporate
reorganizations are an extension of the investment decision.
Accordingly, we will analyze such proposals on a case-by-case basis,
weighing heavily the views of our research analysts that cover the
company and our investment professionals managing the portfolios in
which the stock is held.
2.6. Proposals Affecting Shareholder Rights
AllianceBernstein believes that certain fundamental rights of
shareholders must be protected. We will generally vote in favor of
proposals that give shareholders a greater voice in the affairs of
the company and oppose any measure that seeks to limit those rights.
However, when analyzing such proposals we will weigh the financial
impact of the proposal against the impairment of shareholder rights.
2.7. Anti-Takeover Measures
AllianceBernstein believes that measures that impede corporate
transactions (such as takeovers) or entrench management not only
infringe on the rights of shareholders but may also have a
detrimental effect on the value of the company. Therefore, we will
generally oppose proposals, regardless of whether they are advanced
by management or shareholders, when their purpose or effect is to
entrench management or excessively or inappropriately dilute
shareholder ownership. Conversely, we support proposals that would
restrict or otherwise eliminate anti-takeover or anti-shareholder
measures that have already been adopted by corporate issuers. For
example, we will support shareholder proposals that seek to require
the company to submit a shareholder rights plan to a shareholder
vote. We will evaluate, on a case-by-case basis, proposals to
completely redeem or eliminate such plans. Furthermore, we will
generally oppose proposals put forward by management (including the
authorization of blank check preferred stock, classified boards and
supermajority vote requirements) that appear to be anti-shareholder
or intended as management entrenchment mechanisms.
2.8. Executive Compensation
AllianceBernstein believes that company management and the
compensation committee of the board of directors should, within
reason, be given latitude to determine the types and mix of
compensation and benefits offered to company employees. Whether
proposed by a shareholder or management, we will review proposals
relating to executive compensation plans on a case-by-case basis to
ensure that the long-term interests of management and shareholders
are properly aligned. In general, we will analyze the proposed plan
to ensure that shareholder equity will not be excessively diluted
taking into account shares available for grant under the proposed
plan as well as other existing plans. We generally will oppose plans
that allow stock options to be granted with below market value
exercise prices on the date of issuance or permit re-pricing of
underwater stock options without shareholder approval. Other factors
such as the company's performance and industry practice will
generally be factored into our analysis. In markets where
remuneration reports are not required for all companies (for
instance, in the U.S. such reports are required only for companies
that received funds from the Troubled Asset Relief Program ("TARP")
but not other companies), we will generally support shareholder
proposals asking the board to adopt a policy (i.e., "say on pay")
that the company's shareholders be given the opportunity to vote on
an advisory resolution to approve the compensation committee's
report. Although "say on pay" votes are by nature only broad
indications of shareholder views, they do lead to more
compensation-related dialogue between management and shareholders
and help ensure that the important common objective of management
and shareholders is met, which is maximizing the value of the
company. In markets where votes to approve remuneration reports are
required, we review the reports on a case-by-case basis. With
respect to companies that have received governmental assistance
through government programs such as TARP, we will generally oppose
shareholder proposals that seek to impose greater executive
compensation restrictions on subject companies than are required
under the applicable program because such restrictions could create
a competitive disadvantage for the subject company. We believe the
SEC took appropriate steps to ensure more complete and transparent
disclosure of executive compensation when it issued modified
executive compensation and corporate governance disclosure rules in
2006 and February 2010. Therefore, while we will consider them on a
case-by-case basis, we generally vote against shareholder proposals
seeking additional disclosure of executive and director
compensation, including proposals that seek to specify the
measurement of performance-based compensation, if the company is
subject to SEC rules. Finally, we will support requiring a
shareholder vote on management proposals to provide severance
packages that exceed 2.99 times the sum of an executive officer's
base salary plus bonus that are triggered by a change in control.
Finally, we will support shareholder proposals requiring a company
to expense compensatory employee stock options (to the extent the
jurisdiction in which the company operates does not already require
it) because we view this form of compensation as a significant
corporate expense that should be appropriately accounted for.
2.9. Social and Corporate Responsibility
These types of shareholder proposals often raise complex and
controversial issues that may have both a financial and
non-financial effect on the company. They reflect increasing
shareholder concern about Socially Responsible Investing, which may
include environmental, social and governance-related issues, as well
as other forms of responsible investing and proxy voting. These
proposals present a special set of challenges because, beyond
distinctions between legal and illegal activity, perspectives on
social good vary widely, not only across borders but also from
shareholder to shareholder.
Maximizing long-term shareholder value is the overriding concern in
considering these proposals, so AllianceBernstein will review and
analyze them on a case-by-case basis to determine what effect, if
any, they will have on the future earnings of the company. We will
vote against proposals that are unduly burdensome or result in
unnecessary and excessive costs to the company with no discernable
benefits to shareholders. We may abstain from voting on social
proposals that do not have a readily determinable financial impact
on shareholder value.
3. Proxy Voting Procedures
-----------------------
3.1. Proxy Voting Committees
Our growth and value investment groups have formed separate proxy
voting committees to establish general proxy policies for
AllianceBernstein and consider specific proxy voting matters as
necessary. These committees periodically review these policies and
new types of corporate governance issues, and decide how we should
vote on proposals not covered by these policies. When a proxy vote
cannot be clearly decided by an application of our stated policy,
the proxy committee will evaluate the proposal. In addition, the
committees, in conjunction with the analyst that covers the company,
may contact corporate management, interested shareholder groups and
others as necessary to discuss proxy issues. Members of the
committees include senior investment personnel and representatives
of the Legal and Compliance Department. The committees may also
evaluate proxies where we face a potential conflict of interest (as
discussed below). Finally, the committees monitor adherence to these
policies.
3.2. Conflicts of Interest
AllianceBernstein recognizes that there may be a potential conflict
of interest when we vote a proxy solicited by an issuer whose
retirement plan we manage, or administer, who distributes
AllianceBernstein-sponsored mutual funds, or with whom we have, or
one of our employees has, a business or personal relationship that
may affect (or may be reasonably viewed as affecting) how we vote on
the issuer's proxy. Similarly, AllianceBernstein may have a
potentially material conflict of interest when deciding how to vote
on a proposal sponsored or supported by a shareholder group that is
a client. We believe that centralized management of proxy voting,
oversight by the proxy voting committees and adherence to these
policies ensures that proxies are voted based solely on our clients'
best interests. Additionally, we have implemented procedures to
ensure that our votes are not the product of a material conflict of
interest, including: (i) on an annual basis, the proxy committees
taking reasonable steps to evaluate (A) the nature of
AllianceBernstein's and our employees' material business and
personal relationships (and those of our affiliates) with any
company whose equity securities are held in client accounts and (B)
any client that has sponsored or has a material interest in a
proposal upon which we will be eligible to vote; (ii) requiring
anyone involved in the decision making process to disclose to the
chairman of the appropriate proxy committee any potential conflict
that he or she is aware of (including personal relationships) and
any contact that he or she has had with any interested party
regarding a proxy vote; (iii) prohibiting employees involved in the
decision making process or vote administration from revealing how we
intend to vote on a proposal in order to reduce any attempted
influence from interested parties; and (iv) where a material
conflict of interests exists, reviewing our proposed vote by
applying a series of objective tests and, where necessary,
considering the views of third party research services to ensure
that our voting decision is consistent with our clients' best
interests.
Because under certain circumstances AllianceBernstein considers the
recommendation of third party research services, the proxy
committees take reasonable steps to verify that any third party
research service is, in fact, independent taking into account all of
the relevant facts and circumstances. This includes reviewing the
third party research service's conflict management procedures and
ascertaining, among other things, whether the third party research
service (i) has the capacity and competency to adequately analyze
proxy issues, and (ii) can make recommendations in an impartial
manner and in the best interests of our clients.
3.3. Proxies of Certain Non-U.S. Issuers
Proxy voting in certain countries requires "share blocking."
Shareholders wishing to vote their proxies must deposit their shares
shortly before the date of the meeting with a designated depositary.
During this blocking period, shares that will be voted at the
meeting cannot be sold until the meeting has taken place and the
shares are returned to the clients' custodian banks. Absent
compelling reasons to the contrary, AllianceBernstein believes that
the benefit to the client of exercising the vote outweighed by the
cost of voting (i.e., not being able to sell the shares during this
period). Accordingly, if share blocking is required we generally
choose not to vote those shares.
In addition, voting proxies of issuers in non-U.S. markets may give
rise to a number of administrative issues that may prevent
AllianceBernstein from voting such proxies. For example,
AllianceBernstein may receive meeting notices without enough time to
fully consider the proxy or after the cut-off date for voting. Other
markets require AllianceBernstein to provide local agents with power
of attorney prior to implementing AllianceBernstein's voting
instructions. Although it is the Adviser's policy to seek to vote
all proxies for securities held in client accounts for which we have
proxy voting authority, in the case of non-U.S. issuers, we vote
proxies on a best efforts basis.
3.4. Loaned Securities
Many clients of AllianceBernstein have entered into securities
lending arrangements with agent lenders to generate additional
revenue. AllianceBernstein will not be able to vote securities that
are on loan under these types of arrangements. However, under rare
circumstances, for voting issues that may have a significant impact
on the investment, we may request that clients recall securities
that are on loan if we determine that the benefit of voting
outweighs the costs and lost revenue to the client or fund and the
administrative burden of retrieving the securities.
3.5. Proxy Voting Records
Clients may obtain information about how we voted proxies on their
behalf by contacting their AllianceBernstein administrative
representative. Alternatively, clients may make a written request
for proxy voting information to: Mark R. Manley, Senior Vice
President & Chief Compliance Officer, AllianceBernstein L.P., 1345
Avenue of the Americas, New York, NY 10105.
[ALTERNATIVE LANGUAGE FOR U.S. MUTUAL FUNDS]
You may obtain information regarding how the Portfolios voted
proxies relating to portfolio securities during the most recent
12-month period ended June 30, without charge. Simply visit
AllianceBernstein's web site at www.alliancebernstein.com, or go to
the SEC's web site at www.sec.gov, or call AllianceBernstein at
(800) 227-4618.
SK 00250 0292 1161159
PART C
OTHER INFORMATION
ITEM 28. EXHIBITS:
(a) (1) Articles of Amendment and Restatement of the Registrant dated
February 1, 2006 and filed February 23, 2006 - Incorporated by
reference to Exhibit (a)(2) to Post-Effective Amendment No. 41
of Registrant's Registration Statement on Form N-1A (File Nos.
33-18647 and 811-5398), filed with the Securities and Exchange
Commission on March 1, 2006.
(2) Articles of Amendment to Articles of Incorporation of the
Registrant, dated January 9, 2008 and filed January 15, 2008 -
Incorporated by reference to Exhibit (a)(2) to Post-Effective
Amendment No. 44 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on March 3, 2008.
(3) Articles of Amendment to Articles of Incorporation of the
Registrant, dated April 28, 2008 and filed April 28, 2008 -
Incorporated by reference to Exhibit (a)(3) to Post-Effective
Amendment No. 46 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on April 28, 2008.
(4) Articles of Amendment to Articles of Incorporation of the
Registrant, dated April 28, 2008 and filed April 28, 2008 -
Incorporated by reference to Exhibit (a)(4) to Post-Effective
Amendment No. 46 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on April 28, 2008.
(5) Articles of Amendment to Articles of Incorporation of the
Registrant, dated September 26, 2008 and filed September 26,
2008 - Incorporated by reference to Exhibit (a)(5) to
Post-Effective Amendment No. 48 of Registrant's Registration
Statement on Form N-1A (File Nos. 33-18647 and 811-5398),
filed with the Securities and Exchange Commission on February
26, 2009.
(6) Articles of Amendment to Articles of Incorporation of the
Registrant, dated March 9, 2009 and filed April 6, 2009 -
Incorporated by reference to Exhibit (a)(6) to Post-Effective
Amendment No. 49 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on April 28, 2009.
(7) Articles of Amendment to Articles of Incorporation of the
Registrant, dated March 30, 2009 and filed March 31, 2009 -
Incorporated by reference to Exhibit (a)(7) to Post-Effective
Amendment No. 49 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on April 28, 2009.
(8) Articles of Amendment to Articles of Incorporation of the
Registrant, dated March 30, 2009 and filed March 31, 2009 -
Incorporated by reference to Exhibit (a)(8) to Post-Effective
Amendment No. 49 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on April 28, 2009.
(9) Articles of Amendment to Articles of Incorporation of the
Registrant, dated October 2, 2009 and filed October 5, 2009 -
Incorporated by reference to Exhibit (a)(9) to Post-Effective
Amendment No. 50 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on February 25, 2010.
(10) Articles of Amendment to Articles of Incorporation of the
Registrant, dated October 2, 2009 and filed October 5, 2009 -
Incorporated by reference to Exhibit (a)(10) to Post-Effective
Amendment No. 5049 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on February 25, 2010.
<
(b) Amended and Restated By-Laws of the Registrant - Incorporated by
reference to Exhibit 99.77Q1 - Other Exhibits to Form NSAR-A for the
Registrant filed with the Securities and Exchange Commission on
August 29, 2006.
(c) Not applicable.
(d) (1) Form of Investment Advisory Agreement between Registrant and
AllianceBernstein L.P. - Incorporated by reference to Exhibit
(d)(1) to Post-Effective Amendment No. 40 of Registrant's
Registration Statement on Form N-1A (File Nos. 33-18647 and
811-5398), filed with the Securities and Exchange Commission
on April 27, 2005.
(2) Sub-Advisory Agreement between AllianceBernstein L.P. and Law,
Dempsey & Company Limited, relating to the Global Bond
Portfolio - Incorporated by reference to Exhibit (5)(b) to
Post-Effective Amendment No. 22 of Registrant's Registration
Statement on Form N-1A (File Nos. 33-18647 and 811-5398),
filed with the Securities and Exchange Commission on April 29,
1998.
(e) (1) Distribution Services Agreement between the Registrant and
AllianceBernstein Investments, Inc. - Incorporated by
reference to Exhibit (6) to Post-Effective Amendment No. 22 of
Registrant's Registration Statement on Form N-1A (File Nos.
33-18647 and 811-5398), filed with the Securities and Exchange
Commission on April 29, 1998.
(2) Class B Distribution Services Agreement between the Registrant
and AllianceBernstein Investments, Inc. - Incorporated by
reference to Exhibit (e)(2) to Post-Effective Amendment No. 28
of Registrant's Registration Statement on Form N-1A (File Nos.
33-18647 and 811-5398), filed with the Securities and Exchange
Commission on May 4, 1999.
(f) Not applicable.
(g) Master Custodian Agreement dated August 3, 2009 between the
Registrant and State Street Bank and Trust Company - Incorporated by
reference to Exhibit (g) to Post-Effective Amendment No. 51 of
Registrant's Registration Statement on Form N-1A (File Nos. 33-18647
and 811-5398), filed with the Securities and Exchange Commission on
April 29, 2010.
(h) (1) Transfer Agency Agreement between the Registrant and
AllianceBernstein Investor Services, Inc. - Incorporated by
reference to Exhibit (9) to Post-Effective Amendment No. 22 of
Registrant's Registration Statement on Form N-1A (File Nos.
33-18647 and 811-5398), filed with the Securities and Exchange
Commission on April 29, 1998.
(2) Expense Limitation Undertaking by AllianceBernstein L.P. -
Incorporated by reference to Exhibit (h)(2) to Post-Effective
Amendment No. 40 of Registrant's Registration Statement on
Form N-1A (File Nos. 33-18647 and 811-5398), filed with the
Securities and Exchange Commission on April 27, 2005.
(3) Form of Expense Limitation Undertaking by AllianceBernstein
L.P. - Incorporated by reference to Post-Effective Amendment
No. 41 of Registrant's Registration Statement on Form N-1A
(File Nos. 33-18647 and 811-5398), filed with the Securities
and Exchange Commission on March 1, 2006.
(i) Opinion and Consent of Seward & Kissel LLP - To be filed by
Amendment.
(j) Consent of Independent Registered Public Accounting Firm - To be
filed by Amendment.
(k) Not applicable.
(l) Not applicable.
(m) Rule 12b-1 Class B Distribution Plan - Incorporated by reference to
Exhibit (m) to Post-Effective Amendment No. 28 of Registrant's
Registration Statement on Form N-1A (File Nos. 33-18647 and
811-5398), filed with the Securities and Exchange Commission on May
4, 1999.
(n) Amended and Restated Rule 18f-3 Plan - Incorporated by reference to
Exhibit (n) to Post-Effective Amendment No. 36 of the Registrant's
Registration Statement on Form N-1A (File Nos. 33-18647 and
811-5398), filed with the Securities and Exchange Commission on
February 11, 2004.
(p) (1) Code of Ethics for the Fund - Incorporated by reference to
Exhibit (p)(1) to Post-Effective Amendment No. 31 of
Registrant's Registration Statement on Form N-1A (File Nos.
33-18647 and 811-5398), filed with the Securities and Exchange
Commission on April 26, 2001.
(2) Code of Ethics for the AllianceBernstein L.P. and
AllianceBernstein Investments, Inc. - Incorporated by
reference to Exhibit (p)(2) to Post-Effective Amendment No. 4
of the Registration Statement on Form N-1A of The
AllianceBernstein Pooling Portfolios (File Nos. 333-120487 and
811-21673), filed with the Securities and Exchange Commission
on December 29, 2006.
Other Exhibits:
Powers of Attorney for: John H. Dobkin, Michael J. Downey,
William H. Foulk, Jr., D. James Guzy, Nancy P. Jacklin, Robert
M. Keith, Garry L. Moody, Marshall C. Turner, Jr. and Earl D.
Weiner - Incorporated by reference to Other Exhibit to
Post-Effective Amendment No. 48 of Registrant's Registration
Statement on Form N-1A (File Nos. 33-18647 and 811-5398),
filed with the Securities and Exchange Commission on February
26, 2009.
ITEM 29. Persons Controlled by or under Common Control with Registrant.
None.
ITEM 30. Indemnification.
It is the Registrant's policy to indemnify its directors and
officers, employees and other agents to the maximum extent permitted
by Section 2-418 of the General Corporation Law of the State of
Maryland and as set forth in Article EIGHTH of Registrant's Amended
and Restated Articles of Incorporation, filed as Exhibit (a),
Article IX of the Registrant's Amended and Restated By-Laws filed as
Exhibit (b) and Section 9 of the Distribution Services Agreement
filed as Exhibit (e)(1) and Class B Distribution Services Agreement
filed as Exhibit (e)(2). The Adviser's liability for any loss
suffered by the Registrant or its shareholders is set forth in
Section 4 of the Advisory Agreement filed as Exhibit (d)(1) in
response to Item 28.
Article EIGHTH of the Registrant's Articles of Amendment and
Restatement of Articles of Incorporation reads as follows:
EIGHTH: (1) To the maximum extent that Maryland law in effect from
time to time permits limitation of the liability of directors and
officers of a corporation, no present or former director or officer
of the Corporation shall be liable to the Corporation or its
stockholders for money damages.
(2) The Corporation shall have the power, to the maximum extent
permitted by Maryland law in effect from time to time, to obligate
itself to indemnify, and to pay or reimburse reasonable expenses in
advance of final disposition of a proceeding to, (a) any individual
who is a present or former director or officer of the Corporation or
(b) any individual who, while a director or officer of the
Corporation and at the request of the Corporation, serves or has
served as a director, officer, partner or trustee of another
corporation, real estate investment trust, partnership, joint
venture, trust, employee benefit plan or any other enterprise from
and against any claim or liability to which such person may become
subject or which such person may incur by reason of his status as a
present or former director or officer of the Corporation. The
Corporation shall have the power, with the approval of the Board of
Directors, to provide such indemnification and advancement of
expenses to a person who served a predecessor of the Corporation in
any of the capacities described in (a) or (b) above and to any
employee or agent of the Corporation or a predecessor of the
Corporation.
(3) The provisions of this Article EIGHTH shall be subject to the
limitations of the Investment Company Act.
(4) Neither the amendment nor repeal of this Article EIGHTH, nor the
adoption or amendment of any other provision of the Charter or
Bylaws inconsistent with this Article EIGHTH, shall apply to or
affect in any respect the applicability of the preceding sections of
this Article EIGHTH with respect to any act or failure to act which
occurred prior to such amendment, repeal or adoption.
The Advisory Agreement between the Registrant and AllianceBernstein
L.P. provides that AllianceBernstein L.P. will not be liable under
such agreements for any mistake of judgment or in any event
whatsoever except for lack of good faith and that nothing therein
shall be deemed to protect, or purport to protect, AllianceBernstein
L.P. against any liability to Registrant or its security holders to
which it would otherwise be subject by reason of willful
misfeasance, bad faith or gross negligence in the performance of its
duties thereunder, or by reason of reckless disregard of its
obligations or duties thereunder.
The Distribution Services Agreement between the Registrant and
AllianceBernstein Investments, Inc. ("ABI") provides that the
Registrant will indemnify, defend and hold ABI, and any person who
controls it within the meaning of Section 15 of the Securities Act
of 1933, as amended (the "Securities Act"), free and harmless from
and against any and all claims, demands, liabilities and expenses
which ABI or any controlling person may incur arising out of or
based upon any alleged untrue statement of a material fact contained
in Registrant's Registration Statement or Prospectus or Statement of
Additional Information or arising out of, or based upon any alleged
omission to state a material fact required to be stated in either
thereof or necessary to make the statements in any thereof not
misleading, provided that nothing therein shall be so construed as
to protect ABI against any liability to Registrant or its security
holders to which it would otherwise be subject by reason of willful
misfeasance, bad faith or gross negligence in the performance of its
duties, or be reason of reckless disregard of its obligations or
duties thereunder. The foregoing summaries are qualified by the
entire text of Registrant's Articles of Incorporation, the Advisory
Agreement between the Registrant and AllianceBernstein L.P. and the
Distribution Services Agreement between the Registrant and ABI.
Insofar as indemnification for liabilities arising under the
Securities Act may be permitted to directors, officers and
controlling persons of the Registrant pursuant to the foregoing
provisions, or otherwise, the Registrant has been advised that, in
the opinion of the Securities and Exchange Commission, such
indemnification is against public policy as expressed in the
Securities Act and is, therefore, unenforceable. In the event that a
claim for indemnification against such liabilities (other than the
payment by the Registrant of expenses incurred or paid by a
director, officer or controlling person of the Registrant in the
successful defense of any action, suit or proceeding) is asserted by
such director, officer or controlling person in connection with the
securities being registered, the Registrant will, unless in the
opinion of its counsel the matter has been settled by controlling
precedent, submit to a court of appropriate jurisdiction the
question of whether such indemnification by it is against public
policy as expressed in the Securities Act and will be governed by
the final adjudication of such issue.
In accordance with Release No. IC-11330 (September 2, 1980), the
Registrant will indemnify its directors, officers, investment
manager and principal underwriters only if (1) a final decision on
the merits was issued by the court or other body before whom the
proceeding was brought that the person to be indemnified (the
indemnitee) was not liable by reason or willful misfeasance, bad
faith, gross negligence or reckless disregard of the duties involved
in the conduct of his office (disabling conduct) or (2) a reasonable
determination is made, based upon a review of the facts, that the
indemnitee was not liable by reason of disabling conduct, by (a) the
vote of a majority of a quorum of the directors who are neither
interested persons of the Registrant as defined in section 2(a)(19)
of the Investment Company Act of 1940 nor parties to the proceeding
(disinterested, non-party directors), or (b) an independent legal
counsel in a written opinion. The Registrant will advance attorneys
fees or other expenses incurred by its directors, officers,
investment adviser or principal underwriters in defending a
proceeding, upon the undertaking by or on behalf of the indemnitee
to repay the advance unless it is ultimately determined that he is
entitled to indemnification and, as a condition to the advance, (1)
the indemnitee shall provide a security for his undertaking, (2) the
Registrant shall be insured against losses arising by reason of any
lawful advances, or (3) a majority of a quorum of disinterested,
non-party directors of the Registrant, or an independent legal
counsel in a written opinion, shall determine, based on a review of
readily available facts (as opposed to a full trial-type inquiry),
that there is reason to believe that the indemnitee ultimately will
be found entitled to indemnification.
ARTICLE IX of the Registrant's Amended and Restated By-laws reads as
follows:
ARTICLE IX. Indemnification.
To the maximum extent permitted by Maryland law in effect from time
to time, the Corporation shall indemnify and, without requiring a
preliminary determination of the ultimate entitlement to
indemnification, shall pay or reimburse reasonable expenses in
advance of final disposition of a proceeding to (a) any individual
who is a present or former director or officer of the Corporation
and who is made or threatened to be made a party to the proceeding
by reason of his or her service in any such capacity or (b) any
individual who, while a director or officer of the Corporation and
at the request of the Corporation, serves or has served as a
director, officer, partner or trustee of another corporation, real
estate investment trust, partnership, joint venture, trust, employee
benefit plan or other enterprise and who is made or threatened to be
made a party to the proceeding by reason of his or her service in
any such capacity. The Corporation may, with the approval of its
Board of Directors or any duly authorized committee thereof, provide
such indemnification and advance for expenses to a person who served
a predecessor of the Corporation in any of the capacities described
in (a) or (b) above and to any employee or agent of the Corporation
or a predecessor of the Corporation. The termination of any claim,
action, suit or other proceeding involving any person, by judgment,
settlement (whether with or without court approval) or conviction or
upon a plea of guilty or nolo contendere, or its equivalent, shall
not create a presumption that such person did not meet the standards
of conduct required for indemnification or payment of expenses to be
required or permitted under Maryland law, these Bylaws or the
Charter. Any indemnification or advance of expenses made pursuant to
this Article shall be subject to applicable requirements of the 1940
Act. The indemnification and payment of expenses provided in these
Bylaws shall not be deemed exclusive of or limit in any way other
rights to which any person seeking indemnification or payment of
expenses may be or may become entitled under any bylaw, regulation,
insurance, agreement or otherwise.
Neither the amendment nor repeal of this Article, nor the adoption
or amendment of any other provision of the Bylaws or Charter
inconsistent with this Article, shall apply to or affect in any
respect the applicability of the preceding paragraph with respect to
any act or failure to act which occurred prior to such amendment,
repeal or adoption.
The Registrant participates in a joint directors and officers
liability insurance policy issued by the ICI Mutual Insurance
Company. Coverage under this policy has been extended to directors,
trustees and officers of the investment companies managed by
AllianceBernstein L.P. Under this policy, outside trustees and
directors are covered up to the limits specified for any claim
against them for acts committed in their capacities as trustee or
director. A pro rata share of the premium for this coverage is
charged to each investment company and to the Adviser.
ITEM 31. Business and Other Connections of Adviser.
The descriptions of AllianceBernstein L.P. under the caption
Management of the Fund in the Prospectus and in the Statement of
Additional Information constituting Parts A and B, respectively, of
this Registration Statement are incorporated by reference herein.
The information as to the directors and executive officers of
AllianceBernstein Corporation, the general partner of
AllianceBernstein L.P., set forth in AllianceBernstein L.P.'s Form
ADV filed with the Securities and Exchange Commission on April 21,
1988 (File No. 801-32361) and amended through the date hereof, is
incorporated by reference herein.
ITEM 32. Principal Underwriters.
(a) ABI, is the Registrant's Principal Underwriter in connection with
the sale of shares of the Registrant. ABI also acts as Principal
Underwriter or Distributor for the following investment companies:
AllianceBernstein Balanced Shares, Inc.
AllianceBernstein Blended Style Series, Inc.
AllianceBernstein Bond Fund, Inc.
AllianceBernstein Cap Fund, Inc.
AllianceBernstein Core Opportunities Fund, Inc.
AllianceBernstein Corporate Shares
AllianceBernstein Diversified Yield Fund, Inc.
AllianceBernstein Equity Income Fund, Inc.
AllianceBernstein Exchange Reserves
AllianceBernstein Fixed-Income Shares, Inc.
AllianceBernstein Global Bond Fund, Inc.
AllianceBernstein Global Growth Fund, Inc.
AllianceBernstein Global Real Estate Investment Fund, Inc.
AllianceBernstein Global Thematic Growth Fund, Inc.
AllianceBernstein Greater China '97 Fund, Inc.
AllianceBernstein Growth and Income Fund, Inc.
AllianceBernstein High Income Fund, Inc.
AllianceBernstein Institutional Funds, Inc.
AllianceBernstein Intermediate California Municipal Portfolio(1)
AllianceBernstein Intermediate Diversified Municipal Portfolio(1)
AllianceBernstein Intermediate New York Municipal Portfolio(1)
AllianceBernstein International Portfolio(1)
AllianceBernstein International Growth Fund, Inc.
AllianceBernstein Large Cap Growth Fund, Inc.
AllianceBernstein Municipal Income Fund, Inc.
AllianceBernstein Municipal Income Fund II
AllianceBernstein Short Duration Portfolio(1)
AllianceBernstein Small/Mid Cap Growth Fund, Inc.
AllianceBernstein Tax-Managed International Portfolio(1)
AllianceBernstein Trust Sanford C. Bernstein Fund II, Inc.
The AllianceBernstein Pooling Portfolios
The AllianceBernstein Portfolios
--------
(1) This is a retail Portfolio of Sanford C. Bernstein Fund, Inc. which
consists of Classes A, B and C shares.
(b) The following are the Directors and Officers of
AllianceBernstein Investments, Inc., the principal place of business of which is
1345 Avenue of the Americas, New York, New York, 10105.
POSITIONS AND POSITIONS AND
OFFICES WITH OFFICES WITH
NAME UNDERWRITER REGISTRANT
---- ------------ -----------
Directors
---------
Robert M. Keith Director and President President and Chief
Executive Officer
Mark R. Manley Director and Secretary
Officers
--------
Andrew L. Gangolf Senior Vice President and Assistant Secretary
Assistant General Counsel
Emilie D. Wrapp Senior Vice President, Secretary
Assistant General Counsel
and Assistant Secretary
Audie G. Apple Senior Vice President
Kenneth F. Barkoff Senior Vice President
Steven R. Barr Senior Vice President and
Assistant Secretary
Amy I. Belew Senior Vice President
Laurence H. Bertan Senior Vice President and
Assistant Secretary
Peter G. Callahan Senior Vice President
Kevin T. Cannon Senior Vice President
Russell R. Corby Senior Vice President
John W. Cronin Senior Vice President
Richard A. Davies Senior Vice President
John C. Endahl Senior Vice President
Adam E. Engelhardt Senior Vice President
John Edward English Senior Vice President
Edward J. Farrell Senior Vice President and
Controller
Michael Foley Senior Vice President
Brian D. Gallary Senior Vice President
Mark D. Gersten Senior Vice President
Kenneth L. Haman Senior Vice President
Joseph P. Healy Senior Vice President
Mary V. Kralis Hoppe Senior Vice President
Harold Hughes Senior Vice President
Scott Hutton Senior Vice President
Robert H. Joseph, Jr. Senior Vice President and
Chief Financial Officer
Ajai M. Kaul Senior Vice President
Georg Kyd-Rebenburg Senior Vice President
Eric L. Levinson Senior Vice President
James M. Liptrot Senior Vice President
and Assistant Controller
William Marsalise Senior Vice President
Matthew P. Mintzer Senior Vice President
Joanna D. Murray Senior Vice President
Daniel A. Notto Senior Vice President,
Counsel and Assistant
Secretary
Jeffrey A. Nye Senior Vice President
John J. O'Connor Senior Vice President
Suchet Padhye (Pandurang) Senior Vice President
Mark A. Pletts Senior Vice President
Miguel A. Rozensztroch Senior Vice President
Stephen C. Scanlon Senior Vice President
John P. Schmidt Senior Vice President
Gregory K. Shannahan Senior Vice President
Elizabeth M. Smith Senior Vice President
Mark Sullivan Senior Vice President
Peter J. Szabo Senior Vice President
Joseph T. Tocyloski Senior Vice President
Suzanne Ton Senior Vice President
Derek Yung Senior Vice President
Albert J. Angelus Vice President
William G. Beagle Vice President
DeAnna D. Beedy Vice President
Christopher M. Berenbroick Vice President
Chris Boeker Vice President
Brandon W. Born Vice President
James J. Bracken Vice President
Richard A. Brink Vice President
Shaun D. Bromley Vice President
Brian Buehring Vice President
Michael A. Capella Vice President
Alice L. Chan Vice President
Laura A. Channell Vice President
Nelson Kin Hung Chow Vice President
Flora Chuang Vice President
Peter T. Collins Vice President
Joseph D. Connell, Jr. Vice President
Michael C. Conrath Vice President
Dwight P. Cornell Vice President
Robert A. Craft Vice President
Silvio Cruz Vice President
John D. Curry Vice President
Walter F. Czaicki Vice President
John M. D'Agostino Vice President
Christine M. Dehil Vice President
Giuliano De Marchi Vice President
Darren K. DeSimone Vice President
Daniel A. Dean Vice President
Ralph A. DiMeglio Vice President
Joseph T. Dominguez Vice President
Kilie A. Donahue Vice President
Barbara Anne Donovan Vice President
Robert Dryzgula Vice President
Daniel Ennis Vice President
Gregory M. Erwinski Vice President
Hollie G. Fagan Vice President
Michael J. Ferraro Vice President
Matthew G. Fetchko Vice President
Michael F. Foy Vice President
Yuko Funato Vice President
Kevin T. Gang Vice President
Mark A. Gessner Vice President
Mark C. Glatley Vice President
Stefanie M. Gonzalez Vice President
Kimberly A. Collins Gorab Vice President
Tetsuya Hada Vice President
Brian P. Hanna Vice President
Kenneth Handler Vice President
John G. Hansen Vice President
Terry L. Harris Vice President
Michael S. Hart Vice President
Daniel R. Hemberger Vice President
Oliver Herson Vice President
Lia A. Horii Vice President
Vincent Huang Vice President
Eric S. Indovina Vice President
Kumar Jagdeo II Vice President
Tina Kao Vice President
Hiroshi Kimura Vice President
Joseph B. Kolman Vice President
Scott M. Krauthamer Vice President
Jeffrey J. Lamb Vice President
Christopher J. Larkin Vice President
Chang Hyun Lee Vice President
Jonathan M. Liang Vice President
Karen (Yeow Ping) Lim Vice President
Laurel E. Lindner Vice President
Edward R. Lupo Vice President
Jennifer L. Magill Vice President
Todd Mann Vice President
Silvia Manz Vice President
Osama Mari Vice President
Russell B. Martin Vice President
Joseph R. McLean Vice President
Nicola Meotti Vice President
Yuji Mihashi Vice President
Bart D. Miller Vice President
David Mitchell Vice President
Thomas F. Monnerat Vice President
Hiroyuki Morishita Vice President
Troy E. Mosconi Vice President
Paul S. Moyer Vice President
Juan Mujica Vice President
Jennifer A. Mulhall Vice President
John F. Multhauf Vice President
Robert D. Nelms Vice President
Jamie A. Nieradka Vice President
Suzanne E. Norman Vice President
Ian J. O'Brien-Rupert Vice President
Alex E. Pady Vice President
David D. Paich Vice President
Kimchu Perrington Vice President
Leo J. Peters IV Vice President
Thomas C. Pfeifer Vice President
Jeffrey Pietragallo Vice President
Andrew Prescott Vice President
Joseph J. Proscia Vice President
John D. Prosperi Vice President
Carol H. Rappa Vice President
Jessie A. Reich Vice President
Heidi A. Richardson Vice President
James A. Rie Vice President
Lauryn A. Rivello Vice President
Patricia A. Roberts Vice President
Claudio Rondolini Vice President
Gregory M. Rosta Vice President and
Assistant Secretary
Craig Schorr Vice President
Kristin M. Seabold Vice President
William D. Shockley Vice President
Praveen K. Singh Vice President
Karen Sirett Vice President
John F. Skahan Vice President
Orlando Soler Vice President
Daniel L. Stack Vice President
Jason P. Stevens Vice President
Peter Stiefel Vice President
Sharon Su Vice President
Atsuko Takeuchi Vice President
Scott M. Tatum Vice President
Christopher R. Thabet Vice President
Jay D. Tini Vice President
William Tohme Vice President
Keri-Ann S. Toritto Vice President
Laura L. Tocchet Vice President
Louis L. Tousignant Vice President
Ming (Ming Kai) Tung Vice President
Christian G. Wilson Vice President
Stephen M. Woetzel Vice President
Chapman Tsan Man Wong Vice President
Joanna Wong (Chun-Yen) Vice President
Yoshinari Yagi Vice President
Isabelle (Hsin-I) Yen Vice President
Scott D. Zambon Vice President
Oscar Zarazua Vice President
Martin J. Zayac Vice President
Constantin L. Andreae Assistant Vice President
Steven D. Barbesh Assistant Vice President
Claudio Roberto Bello Assistant Vice President
Roy C. Bentzen Assistant Vice President
Michael A. Bosi Assistant Vice President
James M. Broderick Assistant Vive President
Erik Carell Assistant Vice President
Christopher J. Carrelha Assistant Vice President
Helena Carvalho Assistant Vice President
Naji Choueri Assistant Vice President
Daisy (Sze Kie) Chung Assistant Vice President
Christine M. Crowley Assistant Vice President
Jamila Dalia Assistant Vice President
Francesca Dattola Assistant Vice President
Marc J. Della Pia Assistant Vice President
Arend J. Elston Assistant Vice President
Robert A. Fiorentino Assistant Vice President
Cecilia N. Gomes Assistant Vice President
Friederike Grote Assistant Vice President
Joseph Haag Assistant Vice President
Brian M. Horvath Assistant Vice President
Sylvia Hsu Assistant Vice President
Isabelle Husson Assistant Vice President
Jang Joong Kim Assistant Vice President
Junko Kimura Assistant Vice President
Aaron S. Kravitz Assistant Vice President
Stephen J. Laffey Assistant Vice President Assistant Secretary
and Counsel
Edward G. Lamsback Assistant Vice President
Ginnie Li Assistant Vice President
Jim Liu Assistant Vice President
David Lyons Assistant Vice President
Mark J. Maier Assistant Vice President
Matthew J. Malvey Assistant Vice President
David G. Mitchell Assistant Vice President
William N. Parker Assistant Vice President
Brian W. Paulson Assistant Vice President
Steven Pavlovic Assistant Vice President
Pablo Perez Assistant Vice President
Anthony W. Piccola Assistant Vice President
Jared M. Piche Assistant Vice President
Cameron V. Polek Assistant Vice President
Mark A. Quarno Assistant Vice President
Jennifer B. Robinson Assistant Vice President
Jennifer R. Rolf Assistant Vice President
Richard A. Schwam Assistant Vice President
Michael J. Shavel Assistant Vice President
Chizu Soga Assistant Vice President
Chang Min Song Assistant Vice President
Susanne Stallkamp Assistant Vice President
Matthew M. Stebner Assistant Vice President
Michiyo Tanaka Assistant Vice President
Miyako Taniguchi Assistant Vice President
Damaris Torres Assistant Vice President
Laurence Vandecasteele Assistant Vice President
Annabelle C. Watson Assistant Vice President
Wendy Weng Assistant Vice President
Jeffrey Western Assistant Vice President
William Wielgolewski Assistant Vice President
Colin T. Burke Assistant Secretary
(c) Not Applicable.
ITEM 33. Location of Accounts and Records.
The accounts, books and other documents required to be maintained by
Section 31(a) of the Investment Company Act of 1940 and the Rules
thereunder are maintained as follows: journals, ledgers, securities
records and other original records are maintained principally at the
offices of AllianceBernstein Investor Services, Inc., P.O. Box
786003, San Antonio, Texas 78278-6003, and at the offices of The
Bank of New York, the Registrant's custodian, One Wall Street, New
York, NY 10286. All other records so required to be maintained are
maintained at the offices of AllianceBernstein L.P., 1345 Avenue of
the Americas, New York, New York 10105.
ITEM 34. Management Services.
Not Applicable.
ITEM 35. Undertakings.
Not Applicable.
SIGNATURES
Pursuant to the requirements of the Securities Act of 1933, as
amended and the Investment Company Act of 1940, as amended, the Registrant has
duly caused this Amendment to the Registration Statement to be signed on its
behalf by the undersigned, duly authorized, in the City of New York and State of
New York, on the 13th day of January, 2011.
ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES FUND, INC.
By: Robert M. Keith*
----------------
Robert M. Keith
President
Pursuant to the requirements of the Securities Act of 1933, as
amended, this Amendment to the Registration Statement has been signed below by
the following persons in the capacities and on the date indicated:
SIGNATURE TITLE DATE
--------- ----- ----
1. Principal Executive Officer
Robert M. Keith* President and Chief January 13, 2011
------------------- Executive Officer
Robert M. Keith
2. Principal Financial and
Accounting Officer
/s/ Joseph J. Mantineo Treasurer and January 13, 2011
----------------------- Chief Financial Officer
Joseph J. Mantineo
3. All of the Directors:
John H. Dobkin*
Michael Downey*
William H. Foulk, Jr.*
D. James Guzy*
Nancy P. Jacklin*
Robert M. Keith*
Garry L. Moody*
Marshall C. Turner, Jr.*
Earl D. Weiner*
*By: /s/ Andrew L. Gangolf January 13, 2011
---------------------
Andrew L. Gangolf
(Attorney-in-fact)
INDEX TO EXHIBITS
-----------------
Exhibit No. Description of Exhibits
----------- -----------------------
SK 00250 0292 1161296
COVER
2
filename2.txt
SEWARD & KISSEL LLP
1200 G Street, N.W.
Washington, DC 20005
Telephone: (202) 737-8833
Facsimile: (202) 737-5184
www.sewkis.com
January 13, 2011
Securities and Exchange Commission
100 F Street, N.E.
Washington, DC 20549
Re: AllianceBernstein Variable Products Series Fund, Inc.
- AllianceBernstein Dynamic Asset Allocation Portfolio
File Nos. 33-18647 and 811-5398
------------------------------------------------------
Dear Sir or Madam:
Pursuant to Rule 485(a) under the Securities Act of 1933 (the "1933 Act"),
we are filing Post-Effective Amendment No. 52 under the 1933 Act and Amendment
No. 53 under the Investment Company Act of 1940 to the Registration Statement on
Form N-1A of AllianceBernstein Variable Products Series Fund, Inc. (the "Fund").
We are making this filing for the purpose of registering shares of one (1) new
portfolio, the AllianceBernstein Dynamic Asset Allocation Portfolio.
Please direct any comments or questions to Kathleen Clarke or the
undersigned at (202) 737-8833.
Sincerely,
/s/ Young Seo
-------------
Young Seo
Attachment
SK 00250 0292 1162889