N-Q 1 d410059dnq.htm ALLIANCEBERNSTEIN BALANCED SHARES AllianceBernstein Balanced Shares

 

 

UNITED STATES

SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED

MANAGEMENT INVESTMENT COMPANIES

Investment Company Act file number: 811-00134

ALLIANCEBERNSTEIN GLOBAL RISK

ALLOCATION FUND, INC.

(Exact name of registrant as specified in charter)

1345 Avenue of the Americas, New York, New York 10105

(Address of principal executive offices) (Zip code)

Joseph J. Mantineo

AllianceBernstein L.P.

1345 Avenue of the Americas

New York, New York 10105

(Name and address of agent for service)

Registrant’s telephone number, including area code: (800) 221-5672

Date of fiscal year end: November 30, 2012

Date of reporting period: August 31, 2012

 

 

 

ITEM 1. SCHEDULE OF INVESTMENTS.

AllianceBernstein Balanced Shares Fund

Portfolio of Investments

August 31, 2012 (unaudited)

(Effective October 8, 2012, the fund’s name was changed to AllianceBernstein Global Risk Allocation Fund, Inc.)

 

Company

    Shares        U.S. $ Value  

COMMON STOCKS - 68.0%

        

Financials - 14.5%

        

Capital Markets - 4.0%

        

BlackRock, Inc.-Class A

      53,300         $ 9,400,521   

Goldman Sachs Group, Inc. (The)

      89,360           9,447,139   

State Street Corp.

      83,560           3,476,096   
       

 

 

  
          22,323,756   
       

 

 

  

Commercial Banks - 3.9%

        

Fifth Third Bancorp

      447,000           6,767,580   

PNC Financial Services Group, Inc.

      39,005           2,424,551   

Wells Fargo & Co.

      384,390           13,080,791   
       

 

 

  
          22,272,922   
       

 

 

  

Consumer Finance - 1.1%

        

Capital One Financial Corp.

      110,790           6,262,959   
       

 

 

  

Diversified Financial Services - 2.1%

        

JPMorgan Chase & Co.

      318,320           11,822,405   
       

 

 

  

Insurance - 3.4%

        

ACE Ltd.

      88,170           6,500,774   

Hartford Financial Services Group, Inc.

      262,510           4,706,804   

MetLife, Inc.

      136,787           4,668,541   

Travelers Cos., Inc. (The)

      49,750           3,220,815   
       

 

 

  
          19,096,934   
       

 

 

  
          81,778,976   
       

 

 

  

Health Care - 12.7%

        

Biotechnology - 1.7%

        

Amgen, Inc.

      87,768           7,365,491   

Gilead Sciences, Inc. (a)

      40,500           2,336,445   
       

 

 

  
          9,701,936   
       

 

 

  

Health Care Equipment & Supplies - 1.7%

        

St. Jude Medical, Inc.

      198,793           7,506,424   

Zimmer Holdings, Inc.

      36,480           2,253,734   
       

 

 

  
          9,760,158   
       

 

 

  

Health Care Providers & Services - 4.5%

        

AmerisourceBergen Corp.-Class A

      136,850           5,271,462   

McKesson Corp.

      66,540           5,796,299   

UnitedHealth Group, Inc.

      259,540           14,093,022   
       

 

 

  
          25,160,783   
       

 

 

  

Pharmaceuticals - 4.8%

        

Abbott Laboratories

      47,200           3,093,488   

Bristol-Myers Squibb Co.

      202,320           6,678,583   

Forest Laboratories, Inc. (a)

      68,900           2,390,141   

Merck & Co., Inc.

      142,270           6,124,724   

Pfizer, Inc.

      360,500           8,601,530   
       

 

 

  
          26,888,466   
       

 

 

  
          71,511,343   
       

 

 

  

 

Company

    Shares        U.S. $ Value  

Energy - 9.3%

        

Energy Equipment & Services - 2.8%

        

Diamond Offshore Drilling, Inc.

      127,910         $ 8,572,528   

National Oilwell Varco, Inc.

      92,923           7,322,333   
       

 

 

  
          15,894,861   
       

 

 

  

Oil, Gas & Consumable Fuels - 6.5%

        

Chevron Corp.

      112,700           12,640,432   

Devon Energy Corp.

      52,600           3,041,858   

Exxon Mobil Corp.

      118,280           10,325,844   

Marathon Petroleum Corp.

      47,200           2,442,600   

Occidental Petroleum Corp.

      96,605           8,212,391   
       

 

 

  
          36,663,125   
       

 

 

  
          52,557,986   
       

 

 

  

Information Technology - 9.1%

        

Communications Equipment - 0.7%

        

Cisco Systems, Inc.

      192,590           3,674,617   
       

 

 

  

Computers & Peripherals - 1.3%

        

Apple, Inc.

      10,600           7,051,544   
       

 

 

  

Internet Software & Services - 0.6%

        

Google, Inc.-Class A (a)

      5,360           3,672,082   
       

 

 

  

IT Services - 0.4%

        

Amdocs Ltd. (a)

      64,949           2,093,956   
       

 

 

  

Semiconductors & Semiconductor Equipment - 1.4%

        

Lam Research Corp. (a)

      43,970           1,500,696   

Marvell Technology Group Ltd.

      649,763           6,614,587   
       

 

 

  
          8,115,283   
       

 

 

  

Software - 4.7%

        

Activision Blizzard, Inc.

      268,645           3,159,265   

Adobe Systems, Inc. (a)

      69,610           2,176,705   

Cadence Design Systems, Inc. (a)

      193,380           2,552,616   

Microsoft Corp.

      313,980           9,676,864   

Oracle Corp.

      279,280           8,839,212   
       

 

 

  
          26,404,662   
       

 

 

  
          51,012,144   
       

 

 

  

Industrials - 8.9%

        

Aerospace & Defense - 2.8%

        

Boeing Co. (The)

      93,180           6,653,052   

Raytheon Co.

      164,145           9,277,475   
       

 

 

  
          15,930,527   
       

 

 

  

Commercial Services & Supplies - 0.6%

        

Copart, Inc. (a)

      114,430           3,056,425   
       

 

 

  

Construction & Engineering - 0.9%

        

Foster Wheeler AG (a)

      68,196           1,493,493   

URS Corp.

      103,171           3,756,456   
       

 

 

  
          5,249,949   
       

 

 

  

 

Company

    Shares        U.S. $ Value  

Electrical Equipment - 0.5%

        

Hubbell, Inc.-Class B

      35,130         $ 2,839,207   
       

 

 

  

Industrial Conglomerates - 2.1%

        

General Electric Co.

      557,050           11,536,506   
       

 

 

  

Machinery - 1.7%

        

Actuant Corp.-Class A

      81,141           2,281,685   

Dover Corp.

      104,740           6,055,019   

Gardner Denver, Inc.

      24,193           1,458,354   
       

 

 

  
          9,795,058   
       

 

 

  

Road & Rail - 0.3%

        

Norfolk Southern Corp.

      19,957           1,446,084   
       

 

 

  
          49,853,756   
       

 

 

  

Consumer Discretionary - 6.2%

        

Automobiles - 0.3%

        

Harley-Davidson, Inc.

      30,960           1,299,082   
       

 

 

  

Internet & Catalog Retail - 2.1%

        

Liberty Interactive Corp. (a)

      568,733           10,373,690   

Liberty Ventures (a)

      28,436           1,307,771   
       

 

 

  
          11,681,461   
       

 

 

  

Media - 3.3%

        

Comcast Corp.-Class A

      206,445           6,922,101   

Scripps Networks Interactive, Inc.-Class A

      82,200           4,858,020   

Viacom, Inc.-Class B

      138,300           6,916,383   
       

 

 

  
          18,696,504   
       

 

 

  

Specialty Retail - 0.5%

        

Bed Bath & Beyond, Inc. (a)

      44,230           2,970,929   
       

 

 

  
          34,647,976   
       

 

 

  

Consumer Staples - 3.3%

        

Beverages - 0.6%

        

Molson Coors Brewing Co.-Class B

      76,020           3,385,931   
       

 

 

  

Food & Staples Retailing - 1.5%

        

CVS Caremark Corp.

      187,661           8,547,958   
       

 

 

  

Food Products - 0.5%

        

Smithfield Foods, Inc. (a)

      143,050           2,763,726   
       

 

 

  

Tobacco - 0.7%

        

Lorillard, Inc.

      33,249           4,173,082   
       

 

 

  
          18,870,697   
       

 

 

  

Telecommunication Services - 1.9%

        

Diversified Telecommunication Services - 1.9%

        

AT&T, Inc.

      234,590           8,595,377   

Verizon Communications, Inc.

      52,120           2,238,033   
       

 

 

  
          10,833,410   
       

 

 

  

Materials - 1.5%

        

Chemicals - 0.6%

        

CF Industries Holdings, Inc.

      14,970           3,098,940   
       

 

 

  

 

Company

    Shares        U.S. $ Value  

Paper & Forest Products - 0.9%

        

Domtar Corp.

      71,100         $ 5,150,484   
       

 

 

  
          8,249,424   
       

 

 

  

Utilities - 0.6%

        

Multi-Utilities - 0.6%

        

Ameren Corp.

      96,890           3,170,241   
       

 

 

  

Total Common Stocks
(cost $326,717,249)

           382,485,953   
       

 

 

  
     Principal
Amount
(000)		           

CORPORATES - INVESTMENT GRADES - 7.9%

        

Industrial - 3.9%

        

Basic - 0.4%

        

Alcoa, Inc.

        

5.40%, 4/15/21

    $ 215           221,977   

AngloGold Ashanti Holdings PLC

        

5.375%, 4/15/20

      230           243,410   

ArcelorMittal

        

6.125%, 6/01/18

      158           156,815   

ArcelorMittal USA LLC

        

6.50%, 4/15/14

      235           244,879   

Dow Chemical Co. (The)

        

4.125%, 11/15/21

      55           60,218   

5.25%, 11/15/41

      55           62,701   

7.60%, 5/15/14

      140           155,363   

8.55%, 5/15/19

      177           238,932   

Eastman Chemical Co.

        

2.40%, 6/01/17

      108           111,995   

3.60%, 8/15/22

      117           123,038   

International Paper Co.

        

7.95%, 6/15/18

      370           477,420   

PPG Industries, Inc.

        

5.75%, 3/15/13

      192           197,157   

Teck Resources Ltd.

        

2.50%, 2/01/18

      72           72,450   

4.75%, 1/15/22 (b)

      155           166,600   
       

 

 

  
          2,532,955   
       

 

 

  

Capital Goods - 0.2%

        

ADT Corp. (The)

        

3.50%, 7/15/22 (c)

      95           98,678   

Embraer SA

        

5.15%, 6/15/22

      111           116,272   

Holcim US Finance Sarl & Cie SCS

        

6.00%, 12/30/19 (c)

      61           65,420   

Owens Corning

        

6.50%, 12/01/16

      353           393,804   

Republic Services, Inc.

        

5.25%, 11/15/21

      218           258,255   

5.50%, 9/15/19

      153           181,191   
       

 

 

  
          1,113,620   
       

 

 

  

 

      Principal
Amount
(000)		        U.S. $ Value  

Communications - Media - 0.8%

        

CBS Corp.

        

3.375%, 3/01/22

    $ 111         $ 115,321   

5.75%, 4/15/20

      96           115,257   

8.875%, 5/15/19

      174           234,141   

Comcast Cable Communications Holdings, Inc.

        

9.455%, 11/15/22

      440           657,058   

Comcast Corp.

        

5.15%, 3/01/20

      95           113,076   

DirecTV Holdings LLC/DirecTV Financing Co., Inc.

        

3.80%, 3/15/22

      220           227,252   

4.60%, 2/15/21

      175           191,208   

4.75%, 10/01/14

      80           85,995   

Globo Comunicacao e Participacoes SA

        

5.307%, 5/11/22 (c) (d)

      365           397,850   

Interpublic Group of Cos., Inc. (The)

        

4.00%, 3/15/22

      35           36,430   

News America, Inc.

        

6.15%, 3/01/37-2/15/41

      276           336,563   

9.25%, 2/01/13

      150           154,810   

Omnicom Group, Inc.

        

3.625%, 5/01/22

      125           131,052   

Reed Elsevier Capital, Inc.

        

8.625%, 1/15/19

      290           372,100   

Time Warner Entertainment Co. LP

        

8.375%, 3/15/23

      470           657,496   

Virgin Media Secured Finance PLC

        

5.25%, 1/15/21

      200           229,663   

WPP Finance UK

        

8.00%, 9/15/14

      323           362,452   
       

 

 

  
          4,417,724   
       

 

 

  

Communications - Telecommunications - 0.4%

        

American Tower Corp.

        

5.05%, 9/01/20

      430           470,068   

AT&T, Inc.

        

3.00%, 2/15/22

      115           120,877   

4.45%, 5/15/21

      225           264,029   

British Telecommunications PLC

        

2.00%, 6/22/15

      330           337,385   

5.95%, 1/15/18

      115           137,221   

Deutsche Telekom International Finance BV

        

4.875%, 3/06/42 (c)

      370           394,615   

Telefonica Emisiones SAU

        

5.462%, 2/16/21

      140           128,800   

Vodafone Group PLC

        

6.15%, 2/27/37

      285           381,864   
       

 

 

  
          2,234,859   
       

 

 

  

      Principal
Amount
(000)		        U.S. $ Value  

Consumer Cyclical - Automotive - 0.2%

        

Ford Motor Credit Co. LLC

        

5.00%, 5/15/18

    $ 630         $ 678,058   

Harley-Davidson Funding Corp.

        

5.75%, 12/15/14 (c)

      323           348,611   
       

 

 

  
          1,026,669   
       

 

 

  

Consumer Cyclical - Entertainment - 0.1%

        

Time Warner, Inc.

        

7.625%, 4/15/31

      455           617,665   

Viacom, Inc.

        

5.625%, 9/15/19

      80           95,662   
       

 

 

  
          713,327   
       

 

 

  

Consumer Cyclical - Other - 0.1%

        

Marriott International, Inc./DE

        

3.00%, 3/01/19

      327           336,164   
       

 

 

  

Consumer Cyclical - Retailers - 0.1%

        

CVS Caremark Corp.

        

6.60%, 3/15/19

      255           326,203   

Macy’s Retail Holdings, Inc.

        

3.875%, 1/15/22 (b)

      390           420,181   
       

 

 

  
          746,384   
       

 

 

  

Consumer Non - Cyclical - 0.4%

        

Ahold Finance USA LLC

        

6.875%, 5/01/29

      325           415,775   

Bunge Ltd. Finance Corp.

        

5.875%, 5/15/13

      415           428,098   

Cadbury Schweppes US Finance LLC

        

5.125%, 10/01/13 (c)

      590           615,381   

Delhaize Group SA

        

5.875%, 2/01/14

      150           157,745   

Kroger Co. (The)

        

3.40%, 4/15/22 (b)

      291           300,149   

Laboratory Corp. of America Holdings

        

2.20%, 8/23/17

      101           102,448   

3.75%, 8/23/22

      51           52,929   

Tyson Foods, Inc.

        

4.50%, 6/15/22

      125           126,250   

Whirlpool Corp.

        

8.60%, 5/01/14

      75           83,359   
       

 

 

  
          2,282,134   
       

 

 

  

Energy - 0.5%

        

Encana Corp.

        

3.90%, 11/15/21 (b)

      435           448,144   

Marathon Petroleum Corp.

        

3.50%, 3/01/16

      63           66,831   

5.125%, 3/01/21

      239           274,638   

Nabors Industries, Inc.

        

9.25%, 1/15/19

      302           390,961   

Noble Energy, Inc.

        

8.25%, 3/01/19

      355           458,965   

Noble Holding International Ltd.

        

4.90%, 8/01/20

      41           45,735   

      Principal
Amount
(000)		        U.S. $ Value  

Phillips 66

        

4.30%, 4/01/22 (c)

    $ 370         $ 402,564   

Southwestern Energy Co.

        

4.10%, 3/15/22 (c)

      102           107,241   

Valero Energy Corp.

        

6.125%, 2/01/20

      207           247,948   

Weatherford International Ltd./Bermuda

        

5.125%, 9/15/20

      55           59,754   

9.625%, 3/01/19

      280           366,168   
       

 

 

  
          2,868,949   
       

 

 

  

Other Industrial - 0.1%

        

Noble Group Ltd.

        

6.75%, 1/29/20 (b) (c)

      425           435,625   
       

 

 

  

Technology - 0.2%

        

Agilent Technologies, Inc.

        

5.00%, 7/15/20

      81           92,495   

Hewlett-Packard Co.

        

4.65%, 12/09/21

      167           171,005   

Intel Corp.

        

4.80%, 10/01/41

      105           125,103   

Motorola Solutions, Inc.

        

7.50%, 5/15/25

      90           112,476   

Telefonaktiebolaget LM Ericsson

        

4.125%, 5/15/22

      405           412,209   

Xerox Corp.

        

8.25%, 5/15/14

      435           483,632   
       

 

 

  
          1,396,920   
       

 

 

  

Transportation - Airlines - 0.1%

        

Southwest Airlines Co.

        

5.25%, 10/01/14

      357           385,255   
       

 

 

  

Transportation - Railroads - 0.1%

        

CSX Corp.

        

4.75%, 5/30/42

      350           387,443   
       

 

 

  

Transportation - Services - 0.2%

        

Asciano Finance Ltd.

        

3.125%, 9/23/15 (c)

      440           444,039   

Con-way, Inc.

        

6.70%, 5/01/34

      380           383,558   

Ryder System, Inc.

        

5.85%, 11/01/16

      164           188,077   

7.20%, 9/01/15

      147           170,942   
       

 

 

  
          1,186,616   
       

 

 

  
          22,064,644   
       

 

 

  

Financial Institutions - 2.9%

        

Banking - 1.7%

        

Bank of America Corp.

        

5.625%, 7/01/20

      170           188,479   

5.70%, 1/24/22

      425           480,616   

5.875%, 2/07/42

      365           414,102   

      Principal
Amount
(000)		        U.S. $ Value  

Barclays Bank PLC

        

5.125%, 1/08/20

    $ 260         $ 280,798   

Bear Stearns Cos. LLC (The)

        

5.55%, 1/22/17

      895           1,012,822   

Citigroup, Inc.

        

4.50%, 1/14/22

      350           369,915   

5.50%, 4/11/13

      490           503,307   

8.50%, 5/22/19

      240           307,032   

Countrywide Financial Corp.

        

6.25%, 5/15/16

      143           153,646   

DNB Bank ASA

        

3.20%, 4/03/17 (c)

      365           378,611   

Fifth Third Bancorp

        

3.50%, 3/15/22

      141           146,501   

Goldman Sachs Group, Inc. (The)

        

5.75%, 1/24/22

      145           160,002   

6.00%, 6/15/20

      365           408,375   

7.50%, 2/15/19

      400           479,752   

HSBC Holdings PLC

        

4.00%, 3/30/22

      385           412,764   

5.10%, 4/05/21

      223           256,516   

JPMorgan Chase & Co.

        

4.50%, 1/24/22

      200           222,090   

Macquarie Bank Ltd.

        

5.00%, 2/22/17 (c)

      73           76,256   

Macquarie Group Ltd.

        

4.875%, 8/10/17 (c)

      238           249,982   

Morgan Stanley

        

5.50%, 7/24/20-7/28/21

      368           377,749   

6.625%, 4/01/18

      390           430,694   

Nationwide Building Society

        

6.25%, 2/25/20 (c)

      425           469,238   

PNC Funding Corp.

        

5.125%, 2/08/20

      190           224,835   

Royal Bank of Scotland PLC (The)

        

6.125%, 1/11/21

      250           286,378   

Societe Generale SA

        

2.50%, 1/15/14 (c)

      140           139,104   

UBS AG/Stamford CT

        

7.625%, 8/17/22

      330           331,608   

Unicredit Luxembourg Finance SA

        

6.00%, 10/31/17 (c)

      235           206,537   

Vesey Street Investment Trust I

        

4.404%, 9/01/16

      138           143,851   

Wachovia Corp.

        

5.50%, 5/01/13

      410           423,449   
       

 

 

  
          9,535,009   
       

 

 

  

Finance - 0.1%

        

General Electric Capital Corp.

        

4.65%, 10/17/21

      146           166,682   

SLM Corp.

        

5.375%, 1/15/13

      306           310,603   

7.25%, 1/25/22

      160           172,800   
       

 

 

  
          650,085   
       

 

 

  

 

      Principal
Amount
(000)		        U.S. $ Value  

Insurance - 0.7%

        

Allied World Assurance Co., Ltd.

        

7.50%, 8/01/16

    $ 165         $ 191,316   

American International Group, Inc.

        

4.875%, 6/01/22

      75           81,748   

6.40%, 12/15/20

      340           404,046   

Coventry Health Care, Inc.

        

5.95%, 3/15/17

      130           152,011   

6.30%, 8/15/14

      260           281,817   

Guardian Life Insurance Co. of America

        

7.375%, 9/30/39 (c)

      247           328,218   

Hartford Financial Services Group, Inc.

        

4.00%, 3/30/15

      120           126,181   

5.50%, 3/30/20

      207           225,936   

Humana, Inc.

        

7.20%, 6/15/18

      355           428,976   

Lincoln National Corp.

        

8.75%, 7/01/19

      172           222,566   

Markel Corp.

        

7.125%, 9/30/19

      171           200,596   

Massachusetts Mutual Life Insurance Co.

        

8.875%, 6/01/39 (c)

      130           193,089   

Metlife Capital Trust IV

        

7.875%, 12/15/37 (c)

      260           304,200   

MetLife, Inc.

        

7.717%, 2/15/19

      158           205,315   

Nationwide Mutual Insurance Co.

        

5.81%, 12/15/24 (c)

      493           448,155   

XL Group PLC

        

5.25%, 9/15/14

      68           72,269   
       

 

 

  
          3,866,439   
       

 

 

  

Other Finance - 0.1%

        

Aviation Capital Group Corp.

        

7.125%, 10/15/20 (c)

      192           203,124   

ORIX Corp.

        

4.71%, 4/27/15

      272           287,395   
       

 

 

  
          490,519   
       

 

 

  

REITS - 0.3%

        

ERP Operating LP

        

5.25%, 9/15/14

      355           383,469   

HCP, Inc.

        

5.375%, 2/01/21

      380           434,980   

Health Care REIT, Inc.

        

5.25%, 1/15/22

      380           425,194   

Healthcare Realty Trust, Inc.

        

5.75%, 1/15/21

      230           252,535   
       

 

 

  
          1,496,178   
       

 

 

  
          16,038,230   
       

 

 

  

      Principal
Amount
(000)		        U.S. $ Value  

Utility - 1.0%

        

Electric - 0.4%

        

Constellation Energy Group, Inc.

        

5.15%, 12/01/20

    $ 69         $ 79,686   

FirstEnergy Corp. Series C

        

7.375%, 11/15/31

      395           520,580   

MidAmerican Energy Holdings Co.

        

6.125%, 4/01/36

      300           389,773   

Nisource Finance Corp.

        

6.80%, 1/15/19

      355           425,451   

Pacific Gas & Electric Co.

        

4.50%, 12/15/41

      140           156,762   

SPI Electricity & Gas Australia Holdings Pty Ltd.

        

6.15%, 11/15/13 (c)

      385           399,634   

TECO Finance, Inc.

        

4.00%, 3/15/16

      135           146,371   

5.15%, 3/15/20

      160           186,390   
       

 

 

  
          2,304,647   
       

 

 

  

Natural Gas - 0.6%

        

DCP Midstream LLC

        

5.35%, 3/15/20 (c)

      181           198,441   

Energy Transfer Partners LP

        

6.70%, 7/01/18

      370           438,545   

Enterprise Products Operating LLC

        

5.20%, 9/01/20

      63           73,890   

EQT Corp.

        

8.125%, 6/01/19

      266           320,406   

Kinder Morgan Energy Partners LP

        

3.95%, 9/01/22

      362           384,194   

4.15%, 3/01/22

      116           124,640   

ONEOK, Inc.

        

4.25%, 2/01/22

      360           385,579   

Talent Yield Investments Ltd.

        

4.50%, 4/25/22 (c)

      370           395,590   

TransCanada PipeLines Ltd.

        

6.35%, 5/15/67

      405           430,603   

Williams Partners LP

        

5.25%, 3/15/20

      293           337,068   
       

 

 

  
          3,088,956   
       

 

 

  
          5,393,603   
       

 

 

  

Non Corporate Sectors - 0.1%

        

Agencies-Not Government Guaranteed - 0.1%

        

Gazprom OAO Via Gaz Capital SA

        

6.212%, 11/22/16 (c)

      410           455,715   

Petrobras International Finance Co.-Pifco

        

5.75%, 1/20/20

      330           371,880   
       

 

 

  
          827,595   
       

 

 

  

Total Corporates-Investment Grades
(cost $40,218,502)

           44,324,072   
       

 

 

  

      Principal
Amount
(000)		        U.S. $ Value  

MORTGAGE PASS-THROUGHS - 6.2%

        

Agency Fixed Rate 30-Year - 5.1%

        

Federal Home Loan Mortgage Corp. Gold

        

4.50%, 10/01/39

    $ 3,546         $ 3,817,245   

Series 2005

        

5.50%, 1/01/35

      803           883,415   

Federal National Mortgage Association

        

3.50%, TBA

      2,340           2,480,766   

3.50%, 12/01/41

      1,877           1,991,000   

4.00%, 1/01/41-12/01/41

      4,914           5,275,938   

4.50%, TBA

      2,080           2,250,625   

5.50%, 5/01/38-6/01/38

      888           974,694   

6.00%, 3/01/38-7/01/39

      756           834,306   

Series 2004

        

6.00%, 11/01/34

      1,156           1,296,430   

Series 2006

        

5.00%, 2/01/36

      1,347           1,477,535   

Series 2008

        

5.50%, 8/01/37

      4,299           4,743,938   

6.00%, 3/01/37-5/01/38

      2,015           2,239,091   

Series 2010

        

6.00%, 2/01/40-4/01/40

      709           782,171   
       

 

 

  
          29,047,154   
       

 

 

  

Agency Fixed Rate 15-Year - 0.8%

        

Federal National Mortgage Association

        

3.00%, TBA

      1,425           1,503,152   

4.50%, TBA

      1,290           1,392,595   

4.50%, 6/01/26

      1,396           1,513,006   
       

 

 

  
          4,408,753   
       

 

 

  

Agency ARMs - 0.3%

        

Federal Home Loan Mortgage Corp.

        

2.363%, 4/01/35 (e)

      944           1,005,259   

Series 2006

        

2.926%, 1/01/37 (e)

      126           135,068   

2.942%, 12/01/36 (e)

      70           75,057   

Federal National Mortgage Association

        

Series 2007

        

2.418%, 2/01/37 (e)

      106           112,616   

2.97%, 8/01/37 (f)

      285           306,437   
       

 

 

  
          1,634,437   
       

 

 

  

Total Mortgage Pass-Throughs
(cost $33,607,592)

           35,090,344   
       

 

 

  

GOVERNMENTS-TREASURIES - 5.7%

        

United States - 5.7%

        

U.S. Treasury Bonds

        

2.75%, 8/15/42

      245           248,292   

3.00%, 5/15/42

      895           955,832   

3.125%, 2/15/42

      540           591,216   

4.50%, 2/15/36

      3,460           4,721,277   

4.625%, 2/15/40

      2,353           3,313,740   

U.S. Treasury Notes

        

0.25%, 3/31/14

      2,505           2,506,077   

0.50%, 7/31/17

      1,010           1,005,818   

0.625%, 8/31/17

      1,015           1,016,427   

0.75%, 6/30/17

      680           685,684   

0.875%, 11/30/16-1/31/17

      6,225           6,325,521   

1.00%, 8/31/16

      9,263           9,469,557   

1.625%, 8/15/22

      705           709,076   

1.75%, 5/15/22

      675           688,711   
       

 

 

  

Total Governments-Treasuries
(cost $30,194,985)

           32,237,228   
       

 

 

  

      Principal
Amount
(000)		        U.S. $ Value  

AGENCIES - 3.4%

        

Agency Debentures - 3.4%

        

Federal Farm Credit Bank

        

0.259%, 10/12/12 (e)

    $ 910         $ 910,102   

0.286%, 4/26/13 (e)

      5,845           5,848,887   

0.296%, 6/26/13 (e)

      2,700           2,702,246   

Federal Home Loan Mortgage Corp.

        

2.375%, 1/13/22

      1,706           1,792,829   

Federal National Mortgage Association

        

0.267%, 10/18/12 (e)

      600           600,097   

6.25%, 5/15/29

      2,651           3,898,200   

Residual Funding Corp. Principal Strip

        

Zero Coupon, 7/15/20

      3,475           3,074,607   
       

 

 

  

Total Agencies
(cost $17,349,565)

           18,826,968   
       

 

 

  

ASSET-BACKED SECURITIES - 3.0%

        

Autos-Fixed Rate - 1.0%

        

Ally Auto Receivables Trust

        

Series 2012-1, Class A2

        

0.71%, 9/15/14

      371           371,512   

Ally Master Owner Trust

        

Series 2010-3, Class A

        

2.88%, 4/15/15 (c)

      460           464,667   

AmeriCredit Automobile Receivables Trust

        

Series 2011-5, Class A2

        

1.19%, 8/08/15

      138           138,920   

Avis Budget Rental Car Funding AESOP LLC

        

Series 2012-3A, Class A

        

2.10%, 3/20/19 (c)

      300           305,478   

Bank of America Auto Trust

        

Series 2012-1, Class A4

        

1.03%, 12/15/16

      295           298,024   

CarMax Auto Owner Trust

        

Series 2011-3, Class A3

        

1.07%, 6/15/16

      180           181,755   

Series 2012-1, Class A3

        

0.89%, 9/15/16

      190           191,179   

Exeter Automobile Receivables Trust

        

Series 2012-1A, Class A

        

2.02%, 8/15/16 (c)

      221           221,043   

Ford Credit Auto Owner Trust

        

Series 2012-B, Class A4

        

1.00%, 9/15/17

      245           248,016   

Hyundai Auto Receivables Trust

        

Series 2012-B, Class C

        

1.95%, 10/15/18

      120           120,568   

      Principal
Amount
(000)		        U.S. $ Value  

Mercedes-Benz Auto Lease Trust

        

Series 2011-B, Class A2

        

0.90%, 1/15/14 (c)

    $ 386         $ 386,433   

Navistar Financial Corp. Owner Trust

        

Series 2012-A, Class A2

        

0.85%, 3/18/15 (c)

      493           493,478   

Nissan Auto Lease Trust

        

Series 2012-A, Class A2A

        

0.68%, 7/15/14

      330           331,271   

Porsche Innovative Lease Owner Trust

        

Series 2011-1, Class A3

        

1.09%, 9/22/14 (c)

      470           471,250   

Santander Drive Auto Receivables Trust

        

Series 2012-4, Class A2

        

0.79%, 8/17/15

      305           305,902   

Volkswagen Auto Lease Trust

        

Series 2011-A, Class A2

        

1.00%, 2/20/14

      290           290,769   

Volkswagen Auto Loan Enhanced Trust

        

Series 2012-1, Class A2

        

0.61%, 10/20/14

      362           362,367   

World Omni Automobile Lease

        

Securitization Trust

        

Series 2012-A, Class A3

        

0.93%, 11/16/15

      488           489,862   
       

 

 

  
          5,672,494   
       

 

 

  

Credit Cards-Floating Rate - 0.6%

        

American Express Credit Account Master Trust

        

Series 2011-1, Class A

        

0.41%, 4/17/17 (e)

      760           762,046   

Chase Issuance Trust

        

Series 2012-A1, Class A1

        

0.34%, 5/16/16 (e)

      1,585           1,585,972   

Discover Card Master Trust

        

Series 2010-A1, Class A1

        

0.89%, 9/15/15 (e)

      244           244,703   

Gracechurch Card Funding PLC

        

Series 2012-1A, Class A1

        

0.94%, 2/15/17 (c) (e)

      370           370,909   

Penarth Master Issuer PLC

        

Series 2012-1A, Class A1

        

0.807%, 3/18/14 (c) (e)

      405           405,249   
       

 

 

  
          3,368,879   
       

 

 

  

Credit Cards-Fixed Rate - 0.4%

        

American Express Credit Account Master Trust

        

Series 2012-2, Class A

        

0.68%, 3/15/18

      880           880,020   

Discover Card Master Trust

        

Series 2012-A1, Class A1

        

0.81%, 8/15/17

      240           241,962   

Series 2012-A3, Class A3

        

0.86%, 11/15/17

      207           208,774   

GE Capital Credit Card Master Note Trust

        

Series 2012-6, Class A

        

1.36%, 8/17/20

      825           827,578   

World Financial Network Credit Card Master Trust

        

Series 2012-B, Class A

        

1.76%, 5/17/21

      270           271,446   
       

 

 

  
          2,429,780   
       

 

 

  

      Principal
Amount
(000)		        U.S. $ Value  

Home Equity Loans-Floating Rate - 0.4%

        

HSBC Home Equity Loan Trust

        

Series 2007-1, Class M1

        

0.617%, 3/20/36 (e)

    $ 2,680         $ 2,060,057   

Option One Mortgage Loan Trust

        

Series 2007-2, Class M1

        

0.596%, 3/25/37 (e) (g)

      604           1,679   
       

 

 

  
          2,061,736   
       

 

 

  

Autos-Floating Rate - 0.2%

        

Ford Credit Floorplan Master Owner Trust

        

Series 2010-3, Class A2

        

1.94%, 2/15/17 (c) (e)

      470           484,206   

Series 2012-1, Class A

        

0.71%, 1/15/16 (e)

      701           703,244   
       

 

 

  
          1,187,450   
       

 

 

  

Other ABS-Fixed Rate - 0.2%

        

CIT Equipment Collateral

        

Series 2012-VT1, Class A3

        

1.10%, 8/22/16 (c)

      198           198,761   

CNH Equipment Trust

        

Series 2010-C, Class A3

        

1.17%, 5/15/15

      251           251,731   

Series 2012-A, Class A3

        

0.94%, 5/15/17

      286           287,911   

GE Equipment Midticket LLC

        

Series 2011-1, Class A3

        

1.00%, 8/24/15

      160           160,063   

GE Equipment Small Ticket LLC

        

Series 2011-2A, Class A2

        

1.14%, 6/23/14 (c)

      208           208,419   
       

 

 

  
          1,106,885   
       

 

 

  

Other ABS-Floating Rate - 0.2%

        

GE Dealer Floorplan Master Note Trust

        

Series 2012-3, Class A

        

0.727%, 6/20/17 (e)

      765           768,891   
       

 

 

  

Total Asset-Backed Securities
(cost $17,772,540)

           16,596,115   
       

 

 

  

 

      Principal
Amount
(000)		        U.S. $ Value  

COMMERCIAL MORTGAGE-BACKED SECURITIES - 1.4%

        

Non-Agency Fixed Rate CMBS - 1.4%

        

Commercial Mortgage Pass Through Certificates

        

Series 2006-C8, Class A4

        

5.306%, 12/10/46

    $ 1,230         $ 1,409,010   

CW Capital Cobalt Ltd.

        

Series 2007-C3, Class A4

        

6.004%, 5/15/46

      305           349,221   

Greenwich Capital Commercial Funding Corp.

        

Series 2005-GG5, Class AJ

        

5.417%, 4/10/37

      360           257,877   

Series 2007-GG9, Class A4

        

5.444%, 3/10/39

      670           758,382   

GS Mortgage Securities Corp. II

        

Series 2012-GCJ7, Class A4

        

3.377%, 5/10/45

      800           847,816   

JP Morgan Chase Commercial Mortgage Securities Corp.

        

Series 2007-LD11, Class A4

        

6.002%, 6/15/49

      730           830,486   

Series 2007-LD12, Class AM

        

6.247%, 2/15/51

      153           157,622   

Series 2010-C2, Class A1

        

2.749%, 11/15/43 (c)

      307           321,146   

Merrill Lynch Mortgage Trust

        

Series 2005-CIP1, Class A2

        

4.96%, 7/12/38

      298           303,307   

Merrill Lynch/Countrywide Commercial Mortgage Trust

        

Series 2006-3, Class A2

        

5.291%, 7/12/46

      668           686,267   

Series 2006-3, Class A4

        

5.414%, 7/12/46

      1,805           2,053,011   
       

 

 

  

Total Commercial Mortgage-Backed Securities
(cost $7,315,268)

           7,974,145   
       

 

 

  

QUASI-SOVEREIGNS - 0.4%

        

Quasi-Sovereign Bonds - 0.4%

        

Indonesia - 0.1%

        

Perusahaan Listrik Negara PT

        

5.50%, 11/22/21 (c)

      370           403,300   
       

 

 

  

Kazakhstan - 0.0%

        

KazMunayGas National Co.

        

7.00%, 5/05/20 (c)

      301           366,765   
       

 

 

  

Malaysia - 0.1%

        

Petronas Capital Ltd.

        

5.25%, 8/12/19 (c)

      435           511,860   
       

 

 

  

South Korea - 0.1%

        

Korea National Oil Corp.

        

3.125%, 4/03/17 (c)

      365           379,517   
       

 

 

  

 

      Principal
Amount
(000)		        U.S. $ Value  

United Arab Emirates - 0.1%

        

IPIC GMTN Ltd.

        

3.75%, 3/01/17 (c)

    $ 370         $ 388,038   
       

 

 

  

Total Quasi-Sovereigns
(cost $1,833,800)

           2,049,480   
       

 

 

  

CORPORATES-NON-INVESTMENT GRADES - 0.3%

        

Industrial - 0.3%

        

Basic - 0.1%

        

LyondellBasell Industries NV

        

5.75%, 4/15/24 (b)

      400           453,000   
       

 

 

  

Capital Goods - 0.1%

        

B/E Aerospace, Inc.

        

5.25%, 4/01/22

      220           229,350   

Ball Corp.

        

5.00%, 3/15/22

      220           231,000   
       

 

 

  
          460,350   
       

 

 

  

Consumer Cyclical-Other - 0.1%

        

Host Hotels & Resorts LP

        

5.25%, 3/15/22 (b) (c)

      145           154,969   

Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.

        

5.375%, 3/15/22 (b) (c)

      220           223,300   
       

 

 

  
          378,269   
       

 

 

  

Consumer Cyclical-Retailers - 0.0%

        

Dollar General Corp.

        

4.125%, 7/15/17

      69           71,760   
       

 

 

  

Energy - 0.0%

        

Cimarex Energy Co.

        

5.875%, 5/01/22

      108           115,560   
       

 

 

  
          1,478,939   
       

 

 

  

Utility - 0.0%

        

Electric - 0.0%

        

CMS Energy Corp.

        

5.05%, 3/15/22

      119           128,971   
       

 

 

  

Total Corporates-Non-Investment Grades
(cost $1,503,502)

           1,607,910   
       

 

 

  

GOVERNMENTS-SOVEREIGN BONDS - 0.1%

        

Indonesia - 0.0%

        

Republic of Indonesia

        

5.25%, 1/17/42 (c)

      365           406,062   
       

 

 

  

Qatar - 0.1%

        

State of Qatar

        

4.50%, 1/20/22 (c)

      375           420,469   
       

 

 

  

Total Governments-Sovereign Bonds
(cost $729,599)

           826,531   
       

 

 

  

      Principal
Amount
(000)		        U.S. $ Value  

LOCAL GOVERNMENTS-MUNICIPAL BONDS - 0.1%

        

United States - 0.1%

        

California GO

        

7.625%, 3/01/40
(cost $581,756)

    $ 570         $ 766,679   
       

 

 

  
     Shares           

RIGHTS - 0.0%

        

Consumer Discretionary - 0.0%

        

Internet & Catalog Retail - 0.0%

        

Liberty Ventures (a)
(cost $63,794)

      9,479           0   
       

 

 

  

SHORT-TERM INVESTMENTS - 5.4%

        

Investment Companies - 5.4%

        

AllianceBernstein Fixed-Income Shares, Inc.-
Government STIF Portfolio, 0.15% (h)
(cost $30,428,922)

      30,428,922           30,428,922   
       

 

 

  

Total Investments Before Security Lending Collateral for Securities Loaned - 101.9%
(cost $508,317,074)

           573,214,347   
       

 

 

  

INVESTMENTS OF CASH COLLATERAL FOR SECURITY LOANED - 0.3%

        

Investment Companies - 0.3%

        

AllianceBernstein Exchange Reserves-Class I, 0.18% (h)

        

(cost $1,610,163)

      1,610,163           1,610,163   
       

 

 

  

Total Investments - 102.2%
(cost $509,927,237) (i)

           574,824,510   

Other assets less liabilities - (2.2)%

           (12,496,705 ) 
       

 

 

  

Net Assets - 100.0%

         $ 562,327,805   
       

 

 

  

CREDIT DEFAULT SWAP CONTRACTS

 

Swap Counterparty & Referenced Obligation

    Fixed Rate
(Pay)
Receive		     Implied Credit
Spread at
August 31, 2012		     Notional
Amount
(000)		      Market
Value		     Upfront
Premiums
Paid
(Received)		     Unrealized
Appreciation/
(Depreciation)		  

Buy Contracts

              

Morgan Stanley Capital Services, Inc.:

              

CDX-NAIGS17V1-5 Year Index, 12/20/16*

      (1.00 )%      0.93 %    $ 3,590       $ (18,636 )    $ 57,455      $ (76,091 ) 

Sale Contracts

              

BNP Paribas SA:

              

Anadarko Petroleum Corp.

              

5.95%, 9/15/16, 9/20/17*

      1.00        1.74        500         (16,620 )      (17,076 )      456   
         

 

 

    

 

 

    

 

 

  
          $ (35,256 )    $ 40,379      $ (75,635 ) 
         

 

 

    

 

 

    

 

 

  

 

* Termination date
(a) Non-income producing security.
(b) Represents entire or partial securities out on loan.
(c) Security is exempt from registration under Rule 144A of the Securities Act of 1933. These securities are considered liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. At August 31, 2012, the aggregate market value of these securities amounted to $15,341,237 or 2.7% of net assets.
(d) Coupon rate adjusts periodically based upon a predetermined schedule. Stated interest rate in effect at August 31, 2012.
(e) Floating Rate Security. Stated interest rate was in effect at August 31, 2012.
(f) Variable rate coupon, rate shown as of August 31, 2012.
(g) Illiquid security.
(h) Investment in affiliated money market mutual fund. The rate shown represents the 7-day yield as of period end.
(i) As of August 31, 2012, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $70,820,140 and gross unrealized depreciation of investments was $(5,922,867), resulting in net unrealized appreciation of $64,897,273.

Glossary:

 

ABS    –    Asset-Backed Securities
ARMs    –    Adjustable Rate Mortgages
CDX-NAIG    –    North American Investment Grade Credit Default Swap Index
CMBS    –    Commercial Mortgage-Backed Securities
GO    –    General Obligation
REIT    –    Real Estate Investment Trust
TBA    –    To Be Announced

AllianceBernstein Balanced Shares Fund

August 31, 2012 (unaudited)

In accordance with U.S. GAAP regarding fair value measurements, fair value is defined as the price that the Fund would receive to sell an asset or pay to transfer a liability in an orderly transaction between market participants at the measurement date. The U.S. GAAP disclosure requirements establish a framework for measuring fair value, and a three-level hierarchy for fair value measurements based upon the transparency of inputs to the valuation of an asset or liability. Inputs may be observable or unobservable and refer broadly to the assumptions that market participants would use in pricing the asset or liability. Observable inputs reflect the assumptions market participants would use in pricing the asset or liability based on market data obtained from sources independent of the Fund. Unobservable inputs reflect the Fund’s own assumptions about the assumptions that market participants would use in pricing the asset or liability based on the best information available in the circumstances. Each investment is assigned a level based upon the observability of the inputs which are significant to the overall valuation. The three-tier hierarchy of inputs is summarized below.

 

  •  

Level 1—quoted prices in active markets for identical investments

  •  

Level 2—other significant observable inputs (including quoted prices for similar investments, interest rates, prepayment speeds, credit risk, etc.)

  •  

Level 3—significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

The following table summarizes the valuation of the Fund’s investments by the above fair value hierarchy levels as of August 31, 2012:

 

Investments in Securities:

    Level 1     Level 2     Level 3     Total  

Assets:

         

Common Stocks*

    $ 382,485,953      $        $ – 0  –    $ 382,485,953   

Corporates - Investment Grades

      – 0  –      44,324,072        – 0  –      44,324,072   

Mortgage Pass - Throughs

      – 0  –      35,090,344        – 0  –      35,090,344   

Governments - Treasuries

      – 0  –      32,237,228        – 0  –      32,237,228   

Agencies

      – 0  –      18,826,968        – 0  –      18,826,968   

Asset-Backed Securities

      – 0  –      12,658,603        3,937,512        16,596,115   

Commercial Mortgage - Backed Securities

      – 0  –      6,728,160        1,245,985        7,974,145   

Quasi - Sovereigns

      – 0  –      2,049,480        – 0  –      2,049,480   

Corporates - Non-Investment Grades

      – 0  –      1,607,910        – 0  –      1,607,910   

Governments - Sovereign Bonds

      – 0  –      826,531        – 0  –      826,531   

Local Governments - Municipal Bonds

      – 0  –      766,679        – 0  –      766,679   

Rights

      – 0  –      – 0  –      – 0  –^      – 0  – 

Short-Term Investments

      30,428,922        – 0  –      – 0  –      30,428,922   

Investments of Cash Collateral for Security Loaned in Affiliated Money Market Fund

      1,610,163        – 0  –      – 0  –      1,610,163   
  

 

 

    

 

 

    

 

 

    

 

 

  

Total Investments in Securities

      414,525,038        155,115,975        5,183,497        574,824,510   

Other Financial Instruments** :

         

Assets:

         

Credit Default Swap Contracts

      – 0  –      456        – 0  –      456   

Liabilities:

         

Credit Default Swap Contracts

      – 0  –      (76,091 )      – 0  –      (76,091 ) 
  

 

 

    

 

 

    

 

 

    

 

 

  

Total+

    $     414,525,038      $     155,040,340      $     5,183,497      $     574,748,875   
  

 

 

    

 

 

    

 

 

    

 

 

  

 

* See Portfolio of Investments for sector classifications.
^ The Fund held securities with zero market value at period end.
** Other financial instruments are derivative instruments, such as futures, forwards and swap contracts, which are valued at the unrealized appreciation/depreciation on the instrument.
+ There were no transfers between Level 1 and Level 2 during the reporting period.

Following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value. The transfers between levels of the fair value hierarchy assumes the financial instrument was transferred at the beginning of the reporting period.

 

     Asset-Backed
Securities		     Commercial
Mortgage-Backed
Securities		     Rights^  

Balance as of 11/30/11

    $     2,725,292      $     1,377,909      $ – 0  – 

Accrued discounts/(premiums)

      8        30,451        – 0  – 

Realized gain (loss)

      6        104,191        – 0  – 

Change in unrealized appreciation/depreciation

      455,290        18,523        (63,794 ) 

Purchases

      1,248,787        158,316        63,794   

Sales

      (491,871 )      (443,405 )      – 0  – 

Transfers in to Level 3

      – 0  –      – 0  –      – 0  – 

Transfers out of Level 3

      – 0  –      – 0  –      – 0  – 
  

 

 

    

 

 

    

 

 

  

Balance as of 8/31/12

    $     3,937,512      $     1,245,985      $ – 0  – 
  

 

 

    

 

 

    

 

 

  

Net change in unrealized appreciation/depreciation from Investments held as of 8/31/12

    $ 455,290      $ 93,054      $ – 0  – 
  

 

 

    

 

 

    

 

 

  

     Collateralized
Mortgage Obligations		     Total      

Balance as of 11/30/11

    $ 1,554      $ 4,104,755     

Accrued discounts/(premiums)

      3        30,462     

Realized gain (loss)

      649        104,846     

Change in unrealized appreciation/depreciation

      479,392        889,411     

Purchases

      – 0  –      1,470,897     

Sales

      (481,598 )      (1,416,874 )   

Transfers in to Level 3

      – 0  –      – 0  –   

Transfers out of Level 3

      – 0  –      – 0  –   
  

 

 

    

 

 

    

Balance as of 8/31/12

    $ – 0  –    $ 5,183,497     
  

 

 

    

 

 

    

Net change in unrealized appreciation/depreciation from Investments held as of 8/31/12

    $ – 0  –    $ 548,344     
  

 

 

    

 

 

    

 

^ The Portfolio held securities with zero market value at period end.

ITEM 2. CONTROLS AND PROCEDURES.

(a) The registrant’s principal executive officer and principal financial officer have concluded that the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended) are effective at the reasonable assurance level based on their evaluation of these controls and procedures as of a date within 90 days of the filing date of this document.

(b) There were no significant changes in the registrant’s internal control over financial reporting that could significantly affect these controls subsequent to the date of their evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses.

 

ITEM 3. EXHIBITS.

The following exhibits are attached to this Form N-Q:

 

EXHIBIT NO.

  

DESCRIPTION OF EXHIBIT

11 (a) (1)   Certification of Principal Executive Officer Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002
11 (a) (2)   Certification of Principal Financial Officer Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

(Registrant): AllianceBernstein Global Risk Allocation Fund, Inc.

By:   /s/     Robert M. Keith
 

Robert M. Keith

President

Date: October 23, 2012

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

By:   /s/     Robert M. Keith
 

Robert M. Keith

President

Date: October 23, 2012

By:   /s/     Joseph J. Mantineo
 

Joseph J. Mantineo

Treasurer and Chief Financial Officer

Date: October 23, 2012