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, 2014

Date of reporting period: August 31, 2014

ITEM 1. SCHEDULE OF INVESTMENTS.

AllianceBernstein Global Risk Allocation Fund

Portfolio of Investments

August 31, 2014 (unaudited)

	Principal Amount (000)		U.S. $ Value
INFLATION-LINKED SECURITIES – 39.1%
Canada – 3.6%
Canadian Government Bond
4.25%, 12/01/21	CAD	13,248	$	16,002,731
France – 3.5%
France Government Bond OAT
Series OATI
2.10%, 7/25/23	EUR	9,652		15,493,912
Germany – 5.2%
Deutsche Bundesrepublik Inflation Linked Bond
1.75%, 4/15/20		15,345		22,899,172
Italy – 3.8%
Italy Buoni Poliennali Del Tesoro
2.10%, 9/15/21(a)		11,542		16,584,470
Japan – 5.7%
Japanese Government CPI Linked Bond
Series 17
0.10%, 9/10/23	JPY	2,441,791		25,309,717
Sweden – 3.4%
Sweden Inflation Linked Bond
Series 3108
0.25%, 6/01/22	SEK	101,010		15,114,538
Turkey – 7.1%
Turkey Government Bond
3.00%, 2/23/22	TRY	31,272		15,524,017
4.50%, 2/11/15		33,606		15,671,908
				31,195,925
United States – 6.8%
U.S. Treasury Inflation Index
0.125%, 7/15/22 (TIPS)	U.S.$	14,901		14,932,324
1.125%, 1/15/21 (TIPS)		13,913		14,919,201
				29,851,525
Total Inflation-Linked Securities (cost $167,942,977)				172,451,990
	Shares
COMMON STOCKS – 18.7%
Industrials – 2.6%
Aerospace & Defense – 0.2%
Airbus Group NV		327		20,121
B/E Aerospace, Inc.(b)		635		53,810
BAE Systems PLC		3,359		24,857
Boeing Co. (The)		448		56,806
Bombardier, Inc.—Class B		15,177		51,088
CAE, Inc.		4,286		52,979
Cobham PLC		4,293		21,188
Finmeccanica SpA(b)		2,397		22,477
General Dynamics Corp.		495		61,009

Company	Shares		U.S. $ Value
Honeywell International, Inc.		677	$	64,471
L-3 Communications Holdings, Inc.		390		42,880
Lockheed Martin Corp.		363		63,162
Meggitt PLC		3,233		25,302
Northrop Grumman Corp.		442		56,231
Precision Castparts Corp.		226		55,158
Raytheon Co.		594		57,226
Rockwell Collins, Inc.		796		61,276
Rolls-Royce Holdings PLC(b)		1,168		19,819
Safran SA		305		19,999
Singapore Technologies Engineering Ltd.		3,000		8,786
Textron, Inc.		1,181		44,878
Thales SA		369		20,615
TransDigm Group, Inc.		336		63,165
United Technologies Corp.		594		64,140
Zodiac Aerospace		675		22,029
				1,053,472
Air Freight & Logistics – 0.1%
Bollore SA		35		22,078
CH Robinson Worldwide, Inc.		849		57,953
Deutsche Post AG		680		22,295
Expeditors International of Washington, Inc.		1,298		53,607
FedEx Corp.		400		59,152
Kuehne & Nagel International AG		225		30,378
Royal Mail PLC		2,898		21,511
TNT Express NV		2,708		20,260
Toll Holdings Ltd.		2,145		11,966
United Parcel Service, Inc.—Class B		773		75,236
Yamato Holdings Co., Ltd.		500		10,342
				384,778
Building Products – 0.1%
Asahi Glass Co., Ltd.		2,000		10,837
Assa Abloy AB—Class B		496		25,111
China Fangda Group Co., Ltd.		829,874		448,665
Cie de St-Gobain		373		18,950
Daikin Industries Ltd.		100		6,904
Geberit AG		75		25,475
LIXIL Group Corp.		400		8,862
Masco Corp.		1,911		44,851
TOTO Ltd.		1,000		12,169
				601,824
Commercial Services & Supplies – 0.2%
ADT Corp. (The)		1,305		48,102
Aggreko PLC		725		20,502
Babcock International Group PLC		1,572		29,279
Brambles Ltd.		1,393		12,374
Cintas Corp.		961		63,561
Dai Nippon Printing Co., Ltd.		1,000		10,497
Edenred		596		17,680
G4S PLC		5,701		25,106
Iron Mountain, Inc.		1,424		51,236
Park24 Co., Ltd.		500		8,701
Republic Services, Inc.—Class A		2,184		85,897
Secom Co., Ltd.		200		12,228
Securitas AB—Class B		2,154		23,568
Societe BIC SA		224		30,439

Company	Shares		U.S. $ Value
Stericycle, Inc.(b)		720	$	85,572
Toppan Printing Co., Ltd.		1,000		7,350
Tyco International Ltd.		1,383		61,709
Waste Management, Inc.		1,997		93,799
				687,600
Construction & Engineering – 0.1%
ACS Actividades de Construccion y Servicios SA		485		20,429
Bouygues SA		407		14,958
Chicago Bridge & Iron Co. NV		692		43,887
Chiyoda Corp.		1,000		10,955
Ferrovial SA		1,230		25,035
Fluor Corp.		738		54,531
Hochtief AG		238		18,850
Jacobs Engineering Group, Inc.(b)		1,090		58,762
Kajima Corp.		2,000		10,231
KBR, Inc.		1,966		43,291
Koninklijke Boskalis Westminster NV		462		26,617
Leighton Holdings Ltd.		449		9,426
Obayashi Corp.		1,000		7,638
OCI(b)		503		16,826
Quanta Services, Inc.(b)		1,461		53,093
Shimizu Corp.		1,000		8,270
Skanska AB—Class B		1,316		27,234
SNC-Lavalin Group, Inc.		1,040		53,258
Taisei Corp.		1,000		5,961
Vinci SA		342		22,370
				531,622
Electrical Equipment – 0.2%
ABB Ltd. (REG)(b)		1,139		25,906
Alstom SA(b)		533		18,881
AMETEK, Inc.		1,149		60,828
Eaton Corp. PLC		787		54,941
Emerson Electric Co.		956		61,203
Foshan Electrical and Lighting Co., Ltd.—Class B		426,815		397,624
Fuji Electric Co., Ltd.		2,000		9,686
Legrand SA		366		20,239
Mabuchi Motor Co., Ltd.		100		8,506
Mitsubishi Electric Corp.		1,000		12,540
Nidec Corp.		200		12,783
Osram Licht AG(b)		380		15,916
Prysmian SpA		928		18,869
Rockwell Automation, Inc.		516		60,171
Schneider Electric SE (Paris)		223		18,865
Sensata Technologies Holding NV(b)		1,165		57,283
Sumitomo Electric Industries Ltd.		500		7,330
Vestas Wind Systems A/S(b)		263		11,147
				872,718
Industrial Conglomerates – 0.1%
3M Co.		495		71,280
Danaher Corp.		770		58,990
General Electric Co.		2,588		67,236
Hutchison Whampoa Ltd.		1,000		13,053
Keppel Corp., Ltd.		1,000		8,721
Koninklijke Philips NV		687		20,983

Company	Shares		U.S. $ Value
NWS Holdings Ltd.		5,000	$	9,454
Roper Industries, Inc.		476		71,667
SembCorp Industries Ltd.		2,000		8,192
Siemens AG		181		22,690
Smiths Group PLC		949		20,751
Toshiba Corp.		2,000		8,828
				381,845
Machinery – 0.7%
AGCO Corp.		1,153		56,313
Alfa Laval AB		1,095		25,044
Amada Co., Ltd.		1,100		10,381
Andritz AG		359		19,204
Atlas Copco AB—Class A		796		23,226
Atlas Copco AB—Class B		775		20,704
Caterpillar, Inc.		548		59,770
CNH Industrial NV		1,641		14,277
Cummins, Inc.		381		55,287
Deere & Co.		815		68,533
Dover Corp.		662		58,170
FANUC Corp.		100		16,762
Flowserve Corp.		675		51,226
GEA Group AG		415		18,835
Hino Motors Ltd.		700		9,936
Hitachi Construction Machinery Co., Ltd.		500		9,834
IHI Corp.		2,000		9,436
Illinois Tool Works, Inc.		773		68,186
IMI PLC		736		16,584
Ingersoll-Rand PLC		770		46,354
Joy Global, Inc.		719		45,405
JTEKT Corp.		600		9,557
Kawasaki Heavy Industries Ltd.		3,000		11,178
Komatsu Ltd.		500		11,285
Kone Oyj—Class B		623		26,410
Kubota Corp.		1,000		14,321
Kurita Water Industries Ltd.		400		8,983
Makita Corp.		200		11,186
MAN SE		695		82,431
Melrose Industries PLC		3,808		17,256
Metso Oyj		427		16,775
Mitsubishi Heavy Industries Ltd.		2,000		12,324
Nabtesco Corp.		400		9,227
NSK Ltd.		1,000		13,306
PACCAR, Inc.		901		56,592
Pall Corp.		695		58,637
Parker-Hannifin Corp.		433		50,011
Pentair PLC		714		48,602
Sandvik AB		1,862		23,245
Schindler Holding AG		217		31,398
Schindler Holding AG (REG)		144		20,940
SembCorp Marine Ltd.		3,000		9,510
SGSB Group Co., Ltd.(b)		707,145		437,016
Shanghai Diesel Engine Co., Ltd.		543,824		383,940
Shanghai Highly Group Co., Ltd.		634,968		360,737
Shanghai Shibei Hi-Tech Co., Ltd.—Class B(c)(d)		289,353		186,407
SKF AB—Class B		985		22,743
SPX Corp.		422		43,909
Stanley Black & Decker, Inc.		643		58,834
Sulzer AG		172		22,863
Sumitomo Heavy Industries Ltd.		2,000		10,338

Company	Shares		U.S. $ Value
THK Co., Ltd.		400	$	9,485
Vallourec SA		447		19,976
Volvo AB—Class B		1,847		22,083
Wartsila Oyj Abp		423		21,272
Weir Group PLC (The)		568		24,939
Xylem, Inc./NY		1,263		47,059
Yangzijiang Shipbuilding Holdings Ltd.		11,000		10,256
Zardoya Otis SA		1,438		20,865
				2,949,363
Marine – 0.1%
AP Moeller—Maersk A/S—Class A		9		21,748
AP Moeller—Maersk A/S—Class B		9		22,610
Mitsui OSK Lines Ltd.		3,000		10,993
Nippon Yusen KK		3,000		8,831
Tianjin Marine Shipping Co., Ltd.—Class B(b)		1,234,572		401,236
				465,418
Professional Services – 0.1%
Adecco SA(b)		279		21,163
ALS Ltd.		1,498		10,425
Bureau Veritas SA		827		19,661
Capita PLC		1,208		24,639
Dun & Bradstreet Corp. (The)		409		48,008
Equifax, Inc.		954		75,137
Experian PLC		1,290		22,455
IHS, Inc.—Class A(b)		386		54,994
Intertek Group PLC		540		25,111
Manpowergroup, Inc.		599		46,470
Nielsen NV		1,310		61,557
Randstad Holding NV		387		18,803
Robert Half International, Inc.		1,153		57,892
Seek Ltd.		599		9,792
SGS SA		13		28,867
Towers Watson & Co.—Class A		322		35,301
Verisk Analytics, Inc.—Class A(b)		925		59,376
				619,651
Road & Rail – 0.3%
Asciano Ltd.		1,764		10,355
Aurizon Holdings Ltd.		3,126		13,940
Canadian National Railway Co.		1,076		77,278
Canadian Pacific Railway Ltd.		300		60,091
Central Japan Railway Co.		84		11,778
ComfortDelGro Corp., Ltd.		5,000		10,047
CSX Corp.		1,971		60,924
Dazhong Transportation Group Co., Ltd.		614,307		398,071
DSV A/S		823		25,277
East Japan Railway Co.		200		15,549
Hankyu Hanshin Holdings, Inc.		2,000		11,789
Hertz Global Holdings, Inc.(b)		1,062		31,382
JB Hunt Transport Services, Inc.		793		59,911
Kansas City Southern		482		55,604
Keikyu Corp.		1,000		8,803
Keio Corp.		1,000		7,724
Keisei Electric Railway Co., Ltd.		1,000		10,357
Kintetsu Corp.		3,000		10,531
MTR Corp., Ltd.		4,000		15,789

Company	Shares		U.S. $ Value
Nagoya Railroad Co., Ltd.		2,000	$	8,271
Nippon Express Co., Ltd.		3,000		13,743
Norfolk Southern Corp.		588		62,916
Odakyu Electric Railway Co., Ltd.		1,000		9,865
Shanghai Jinjiang International Industrial Investment Co., Ltd.		419,182		381,463
Tobu Railway Co., Ltd.		2,000		10,482
Tokyu Corp.		2,000		13,886
Union Pacific Corp.		668		70,320
West Japan Railway Co.		318		15,046
				1,481,192
Trading Companies & Distributors – 0.3%
Brenntag AG		391		20,750
Bunzl PLC		1,255		34,308
Fastenal Co.		1,182		53,521
Finning International, Inc.		1,767		55,092
ITOCHU Corp.		1,000		12,725
Marubeni Corp.		1,400		10,110
Mitsubishi Corp.		700		14,483
Mitsui & Co., Ltd.		800		13,051
Noble Group Ltd.		9,000		9,784
Rexel SA		1,096		21,832
Shanghai Material Trading Co., Ltd.—Class B(b)		337,312		228,698
Shanghai Waigaoqiao Free Trade Zone Development Co., Ltd.		244,044		457,095
Sumitomo Corp.		1,000		12,919
Toyota Tsusho Corp.		400		10,567
Travis Perkins PLC		957		27,726
United Rentals, Inc.(b)		481		56,590
Wolseley PLC		355		19,106
WW Grainger, Inc.		240		59,088
				1,117,445
Transportation Infrastructure – 0.1%
Abertis Infraestructuras SA		1,027		21,613
Aeroports de Paris		242		32,184
Atlantia SpA		768		19,530
Auckland International Airport Ltd.		3,246		9,969
Fraport AG Frankfurt Airport Services Worldwide		355		24,127
Groupe Eurotunnel SA		1,704		21,933
Hutchison Port Holdings Trust—Class U		15,000		10,800
Kamigumi Co., Ltd.		1,000		9,312
Shenzhen Chiwan Wharf Holdings Ltd.—Class B		246,207		383,825
Sydney Airport		3,565		14,761
Transurban Group		1,390		10,471
				558,525
				11,705,453
Financials – 2.4%
Banks – 0.5%
Aozora Bank Ltd.		6,000		20,485
Australia & New Zealand Banking Group Ltd.		926		28,938
Banca Monte dei Paschi di Siena SpA(b)		7,346		11,063
Banco Bilbao Vizcaya Argentaria SA		1,592		19,272
Banco Comercial Portugues SA(b)		169,980		23,162
Banco de Sabadell SA		4,638		14,604

Company	Shares		U.S. $ Value
Banco Espirito Santo SA(b)(c)(d)		17,161	$	0
Banco Popolare SC(b)		789		12,344
Banco Popular Espanol SA		2,221		13,874
Banco Santander SA		2,027		20,195
Bank of America Corp.		2,289		36,830
Bank of East Asia Ltd.		5,400		22,976
Bank of Ireland(b)		33,887		13,483
Bank of Kyoto Ltd. (The)		2,000		17,603
Bank of Montreal		729		56,091
Bank of Nova Scotia (The)		816		54,065
Bank of Queensland Ltd.		2,183		25,677
Bank of Yokohama Ltd. (The)		4,000		22,080
Bankia SA(b)		6,806		13,166
Barclays PLC		5,344		19,932
BB&T Corp.		1,129		42,146
Bendigo and Adelaide Bank Ltd.		2,230		25,953
BNP Paribas SA		304		20,542
BOC Hong Kong Holdings Ltd.		9,000		30,252
CaixaBank SA		3,271		19,689
Canadian Imperial Bank of Commerce/Canada		631		60,303
Chiba Bank Ltd. (The)		3,000		21,156
Chugoku Bank Ltd. (The)		1,400		21,197
CIT Group, Inc.		794		38,080
Citigroup, Inc.		744		38,428
Comerica, Inc.		738		37,151
Commerzbank AG(b)		1,038		15,759
Commonwealth Bank of Australia		443		33,675
Credit Agricole SA		1,171		17,378
Danske Bank A/S		892		25,116
DBS Group Holdings Ltd.		1,000		14,335
DnB ASA		1,491		27,903
Erste Group Bank AG		693		17,783
Fifth Third Bancorp		1,798		36,688
First Republic Bank/CA		570		27,873
Fukuoka Financial Group, Inc.		4,000		19,392
Gunma Bank Ltd. (The)		4,000		23,588
Hachijuni Bank Ltd. (The)		3,000		18,128
Hang Seng Bank Ltd.		2,100		35,486
Hiroshima Bank Ltd. (The)		4,000		19,317
Hokuhoku Financial Group, Inc.		10,000		19,907
HSBC Holdings PLC		2,824		30,525
Intesa Sanpaolo SpA		5,112		15,221
Intesa Sanpaolo SpA—RSP		7,082		18,511
Iyo Bank Ltd. (The)		2,100		21,315
Joyo Bank Ltd. (The)		4,000		20,776
JPMorgan Chase & Co.		674		40,069
KBC Groep NV(b)		262		14,938
KeyCorp		2,590		35,250
Lloyds Banking Group PLC(b)		17,169		21,764
M&T Bank Corp.		390		48,216
Mitsubishi UFJ Financial Group, Inc.		3,600		20,749
Mizuho Financial Group, Inc.		11,700		22,315
National Australia Bank Ltd.		924		30,408
National Bank of Canada		865		41,615
Natixis		2,302		16,198
Nordea Bank AB		2,002		26,142
Oversea-Chinese Banking Corp., Ltd.		3,059		24,477
PNC Financial Services Group, Inc. (The)		516		43,731
Raiffeisen Bank International AG		572		14,689

Company	Shares		U.S. $ Value
Regions Financial Corp.		3,005	$	30,501
Resona Holdings, Inc.		3,300		17,912
Royal Bank of Canada		684		50,811
Royal Bank of Scotland Group PLC(b)		3,321		20,010
Seven Bank Ltd.		5,200		21,110
Shinsei Bank Ltd.		10,000		21,079
Shizuoka Bank Ltd. (The)		2,000		20,757
Skandinaviska Enskilda Banken AB—Class A		1,969		25,751
Societe Generale SA		355		18,006
Standard Chartered PLC		1,196		24,107
Sumitomo Mitsui Financial Group, Inc.		500		20,225
Sumitomo Mitsui Trust Holdings, Inc.		5,000		20,526
SunTrust Banks, Inc.		990		37,699
Suruga Bank Ltd.		1,000		19,013
Svenska Handelsbanken AB—Class A		633		29,721
Swedbank AB—Class A		1,214		30,943
Toronto-Dominion Bank (The)		1,073		56,497
UniCredit SpA		1,904		14,766
Unione di Banche Italiane SCpA		1,889		14,778
United Overseas Bank Ltd.		1,000		18,343
US Bancorp/MN		1,032		43,633
Wells Fargo & Co.		829		42,644
Westpac Banking Corp.		926		30,353
Yamaguchi Financial Group, Inc.		2,000		19,686
				2,308,845
Capital Markets – 0.2%
3i Group PLC		3,391		22,161
Aberdeen Asset Management PLC		2,716		19,641
Affiliated Managers Group, Inc.(b)		161		33,995
Ameriprise Financial, Inc.		298		37,476
Bank of New York Mellon Corp. (The)		992		38,867
BlackRock, Inc.—Class A		112		37,019
Charles Schwab Corp. (The)		1,073		30,591
CI Financial Corp.		1,202		39,444
Credit Suisse Group AG(b)		826		23,303
Daiwa Securities Group, Inc.		2,000		16,292
Deutsche Bank AG (REG)		562		19,269
Eaton Vance Corp.		1,063		41,627
Franklin Resources, Inc.		605		34,195
Goldman Sachs Group, Inc. (The)		224		40,121
Hargreaves Lansdown PLC		1,217		22,676
ICAP PLC		3,328		20,972
IGM Financial, Inc.		833		39,746
Invesco Ltd.		858		35,041
Investec PLC		2,755		25,115
Julius Baer Group Ltd.(b)		576		26,217
Legg Mason, Inc.		567		27,964
Macquarie Group Ltd.		430		23,446
Morgan Stanley		997		34,207
Nomura Holdings, Inc.		3,200		20,540
Northern Trust Corp.		662		45,910
Partners Group Holding AG		90		23,753
Raymond James Financial, Inc.		699		38,193
SBI Holdings, Inc./Japan		1,100		13,048
Schroders PLC		646		26,163
SEI Investments Co.		946		35,849
State Street Corp.		533		38,392
T Rowe Price Group, Inc.		477		38,635

Company	Shares		U.S. $ Value
TD Ameritrade Holding Corp.		969	$	32,084
UBS AG (REG)(b)		1,219		21,877
				1,023,829
Consumer Finance – 0.1%
Acom Co., Ltd.(b)		5,500		19,056
AEON Financial Service Co., Ltd.		900		20,921
American Express Co.		456		40,835
Capital One Financial Corp.		507		41,604
Credit Saison Co., Ltd.		600		11,946
Discover Financial Services		636		39,667
Navient Corp.		2,242		40,222
				214,251
Diversified Financial Services – 0.2%
ASX Ltd.		933		32,684
Berkshire Hathaway, Inc.—Class B(b)		399		54,763
CME Group, Inc./IL—Class A		545		41,720
Deutsche Boerse AG		367		26,128
Eurazeo SA		309		23,493
Exor SpA		514		20,471
First Pacific Co., Ltd./Hong Kong		18,000		20,863
Friends Life Group Ltd.		3,603		18,369
Groupe Bruxelles Lambert SA		330		32,454
Hong Kong Exchanges and Clearing Ltd.		800		18,378
Industrivarden AB—Class C		1,171		21,129
ING Groep NV(b)		1,291		17,768
Intercontinental Exchange, Inc.		183		34,587
Investment AB Kinnevik—Class B		449		18,220
Investor AB—Class B		821		30,490
Japan Exchange Group, Inc.		900		21,395
Leucadia National Corp.		1,554		38,741
London Stock Exchange Group PLC		707		24,016
McGraw Hill Financial, Inc.		309		25,069
Mitsubishi UFJ Lease & Finance Co., Ltd.		3,900		20,846
Moody’s Corp.		390		36,492
NASDAQ OMX Group, Inc. (The)		849		36,906
Onex Corp.		676		39,361
ORIX Corp.		1,100		16,635
Pargesa Holding SA		374		32,188
Singapore Exchange Ltd.		4,000		23,304
Voya Financial, Inc.		1,030		40,263
Wendel SA		159		19,199
				785,932
Insurance – 0.6%
ACE Ltd.		505		53,697
Admiral Group PLC		915		20,305
Aegon NV		2,609		20,631
Aflac, Inc.		752		46,052
Ageas		494		16,581
AIA Group Ltd.		4,000		21,813
Alleghany Corp.(b)		138		59,496
Allianz SE		157		26,811
Allstate Corp. (The)		827		50,852
American International Group, Inc.		724		40,587
AMP Ltd.		4,305		23,657
AON PLC		436		38,002

Company	Shares		U.S. $ Value
Arch Capital Group Ltd.(b)		255	$	14,173
Assicurazioni Generali SpA		1,082		22,169
Assurant, Inc.		457		30,505
Aviva PLC		2,586		22,381
Axis Capital Holdings Ltd.		1,080		52,078
Baloise Holding AG		220		28,701
Chubb Corp. (The)		642		59,032
Cincinnati Financial Corp.		950		45,686
CNP Assurances		1,211		23,909
Dai-ichi Life Insurance Co., Ltd. (The)		1,200		17,227
Delta Lloyd NV		949		22,867
Direct Line Insurance Group PLC		8,953		44,434
Everest Re Group Ltd.		291		47,677
Fairfax Financial Holdings Ltd.		83		38,245
FNF Group(b)		1,376		38,955
Genworth Financial, Inc.—Class A(b)		1,760		24,974
Gjensidige Forsikring ASA		1,090		22,669
Great-West Lifeco, Inc.		1,334		39,040
Hannover Rueck SE		368		30,610
Hartford Financial Services Group, Inc. (The)		1,089		40,347
Industrial Alliance Insurance & Financial Services, Inc.		896		38,681
Insurance Australia Group Ltd.		3,996		24,158
Intact Financial Corp.		581		39,494
Legal & General Group PLC		6,072		24,383
Lincoln National Corp.		575		31,648
Loews Corp.		1,203		52,619
Manulife Financial Corp.		1,911		38,579
Mapfre SA		5,040		18,902
Marsh & McLennan Cos., Inc.		886		47,047
MetLife, Inc.		661		36,183
MS&AD Insurance Group Holdings, Inc.		700		15,806
Muenchener Rueckversicherungs AG		129		25,900
NKSJ Holdings, Inc.		700		16,936
Old Mutual PLC		7,063		23,347
PartnerRe Ltd.		469		52,383
Power Corp. of Canada		1,338		39,428
Power Financial Corp.		1,223		39,537
Principal Financial Group, Inc.		665		36,103
Progressive Corp. (The)		1,798		44,986
Prudential Financial, Inc.		373		33,458
Prudential PLC		910		21,936
QBE Insurance Group Ltd.		1,601		17,248
RenaissanceRe Holdings Ltd.		500		51,195
RSA Insurance Group PLC		3,651		27,772
Sampo Oyj—Class A		602		29,646
SCOR SE		849		25,997
Sony Financial Holdings, Inc.		1,272		20,383
Standard Life PLC		3,823		24,425
Sun Life Financial, Inc.		1,046		38,894
Suncorp Group Ltd.		1,962		26,461
Swiss Life Holding AG(b)		99		24,976
Swiss Re AG(b)		404		33,124
T&D Holdings, Inc.		1,350		16,774
Tokio Marine Holdings, Inc.		600		18,310
Torchmark Corp.		786		42,876
Travelers Cos., Inc. (The)		593		56,163
Tryg A/S		300		29,846
UnipolSai SpA		5,997		18,880

Company	Shares		U.S. $ Value
Unum Group		1,128	$	40,913
Vienna Insurance Group AG Wiener Versicherung Gruppe		469		22,748
Willis Group Holdings PLC		682		28,624
WR Berkley Corp.		1,056		51,058
XL Group PLC		1,356		46,348
Zurich Insurance Group AG(b)		105		31,700
				2,510,038
Real Estate – 0.0%
Realogy Holdings Corp.(b)		607		24,747
Real Estate Investment Trusts (REITs) – 0.5%
American Capital Agency Corp.		1,840		43,516
American Realty Capital Properties, Inc.		2,954		38,875
American Tower Corp.		498		49,103
Annaly Capital Management, Inc.		3,662		43,578
Ascendas Real Estate Investment Trust		11,000		20,680
AvalonBay Communities, Inc.		347		53,473
Boston Properties, Inc.		406		49,296
British Land Co. PLC		2,602		31,597
Camden Property Trust		969		72,520
CapitaCommercial Trust		16,000		21,758
CapitaMall Trust		13,000		20,805
CFS Retail Property Trust Group		10,903		21,917
Corio NV		579		31,132
Crown Castle International Corp.		526		41,822
Dexus Property Group		19,729		22,218
Digital Realty Trust, Inc.(e)		559		36,475
Duke Realty Corp.		2,083		38,744
Equity Residential		747		49,653
Essex Property Trust, Inc.		202		39,077
Federal Realty Investment Trust		408		50,910
Federation Centres		8,901		22,137
Fonciere Des Regions		286		28,953
Gecina SA		212		29,963
General Growth Properties, Inc.		1,847		45,381
Goodman Group		4,332		22,600
GPT Group (The)		8,149		30,382
H&R Real Estate Investment Trust		1,821		38,738
Hammerson PLC		2,962		29,901
HCP, Inc.		1,176		50,956
Health Care REIT, Inc.		857		57,916
Host Hotels & Resorts, Inc.		1,807		41,236
ICADE		342		31,809
Intu Properties PLC		3,809		21,651
Japan Prime Realty Investment Corp.		8		29,419
Japan Real Estate Investment Corp.		5		27,509
Japan Retail Fund Investment Corp.		11		23,073
Kimco Realty Corp.		2,093		49,165
Klepierre		690		32,875
Land Securities Group PLC		1,650		29,685
Liberty Property Trust		1,084		38,395
Link REIT (The)		4,000		23,757
Macerich Co. (The)		404		26,377
Mirvac Group		12,383		21,247
Nippon Building Fund, Inc.		7		38,981
Nippon Prologis REIT, Inc.		9		21,849
Plum Creek Timber Co., Inc.		1,143		46,440
ProLogis, Inc.		985		40,326

Company	Shares		U.S. $ Value
Public Storage		285	$	49,926
Rayonier, Inc.		943		32,317
.Realty Income Corp.(e)		1,141		51,025
Regency Centers Corp.		576		32,913
RioCan Real Estate Investment Trust (Toronto)		1,566		39,017
Scentre Group(b)		8,409		26,938
Segro PLC		3,424		21,051
Simon Property Group, Inc.		304		51,689
SL Green Realty Corp.		384		41,990
Stockland		6,572		26,114
UDR, Inc.		1,295		38,746
Unibail-Rodamco SE		94		25,261
United Urban Investment Corp.		14		22,583
Ventas, Inc.		688		45,257
Vornado Realty Trust		490		51,876
Westfield Corp.		3,472		24,709
Weyerhaeuser Co.		1,147		38,941
				2,298,223
Real Estate Management & Development – 0.3%
Aeon Mall Co., Ltd.		1,000		21,836
Brookfield Asset Management, Inc.—Class A		920		43,957
CapitaLand Ltd.		8,000		21,253
CBRE Group, Inc.—Class A(b)		1,165		37,024
Cheung Kong Holdings Ltd.		1,000		18,204
City Developments Ltd.		3,000		24,075
Daito Trust Construction Co., Ltd.		200		24,758
Daiwa House Industry Co., Ltd.		1,100		20,848
Deutsche Wohnen AG		1,181		26,689
First Capital Realty, Inc.		2,212		39,305
Global Logistic Properties Ltd.		10,000		22,814
Hang Lung Properties Ltd.		7,000		23,173
Henderson Land Development Co., Ltd.		2,430		16,104
Hulic Co., Ltd.		1,800		20,460
Hysan Development Co., Ltd.		4,000		19,616
IMMOFINANZ AG		5,134		16,089
Keppel Land Ltd.		8,000		22,219
Kerry Properties Ltd.		6,000		22,252
Lend Lease Group		1,644		21,982
Mitsubishi Estate Co., Ltd.		1,000		23,127
New World Development Co., Ltd.		16,000		20,231
Nomura Real Estate Holdings, Inc.		1,200		21,695
NTT Urban Development Corp.		2,000		22,934
Shanghai Lujiazui Finance & Trade Zone Development Co., Ltd.—Class B		260,980		417,046
Sino Land Co., Ltd.		12,000		21,109
Sun Hung Kai Properties Ltd.		2,000		30,362
Swire Pacific Ltd.—Class A		2,000		26,909
Swire Properties Ltd.		6,400		21,472
Swiss Prime Site AG(b)		624		49,830
Tokyo Tatemono Co., Ltd.		3,000		25,707
Tokyu Fudosan Holdings Corp.		2,900		22,269
UOL Group Ltd.		4,128		20,970
Wharf Holdings Ltd. (The)		3,000		23,494
Wheelock & Co., Ltd.		4,000		20,956
				1,230,769

Company	Shares		U.S. $ Value
Thrifts & Mortgage Finance – 0.0%
Hudson City Bancorp, Inc.		962	$	9,495
New York Community Bancorp, Inc.(e)		2,755		43,942
Ocwen Financial Corp.(b)		1,502		41,966
People’s United Financial, Inc.		3,058		45,717
				141,120
				10,537,754
Consumer Discretionary – 2.4%
Auto Components – 0.3%
Aisin Seiki Co., Ltd.		400		14,805
Autoliv, Inc.		482		49,979
BorgWarner, Inc.		740		46,021
Bridgestone Corp.		300		10,304
Cie Generale des Etablissements Michelin—Class B		310		34,294
Continental AG		148		31,675
Delphi Automotive PLC		675		46,966
Denso Corp.		300		13,033
Double Coin Holdings Ltd.—Class B		377,472		273,667
GKN PLC		5,426		31,639
Johnson Controls, Inc.		999		48,761
Koito Manufacturing Co., Ltd.		500		13,672
Magna International, Inc. (Toronto)—Class A		440		49,888
NGK Spark Plug Co., Ltd.		400		11,680
NHK Spring Co., Ltd.		1,300		12,448
NOK Corp.		500		10,806
Nokian Renkaat Oyj		566		18,092
Pirelli & C. SpA		1,867		28,535
Stanley Electric Co., Ltd.		500		11,847
Sumitomo Rubber Industries Ltd.		900		12,872
Toyoda Gosei Co., Ltd.		600		11,436
Toyota Industries Corp.		300		14,421
TRW Automotive Holdings Corp.(b)		412		39,671
Valeo SA		203		24,542
Weifu High-Technology Group Co., Ltd.—Class B		61,383		213,474
Yokohama Rubber Co., Ltd. (The)		1,000		8,893
				1,083,421
Automobiles – 0.1%
Bayerische Motoren Werke AG		282		32,912
Bayerische Motoren Werke AG (Preference Shares)		337		32,292
Daihatsu Motor Co., Ltd.		700		12,019
Daimler AG		387		31,747
Fiat SpA(b)		2,181		21,330
Ford Motor Co.		2,884		50,210
Fuji Heavy Industries Ltd.		400		11,392
General Motors Co.		1,283		44,648
Harley-Davidson, Inc.		737		46,844
Honda Motor Co., Ltd.		500		16,973
Isuzu Motors Ltd.		2,000		13,841
Mazda Motor Corp.		500		11,830
Mitsubishi Motors Corp.		1,100		12,527
Nissan Motor Co., Ltd.		1,800		17,290
Peugeot SA(b)		1,486		20,907
Porsche Automobil Holding SE (Preference Shares)		380		34,680
Renault SA		326		25,547
Suzuki Motor Corp.		300		9,760

Company	Shares		U.S. $ Value
Tesla Motors, Inc.(b)		158	$	42,613
Toyota Motor Corp.		300		17,118
Volkswagen AG		156		35,050
Volkswagen AG (Preference Shares)		147		33,132
Yamaha Motor Co., Ltd.		700		12,968
				587,630
Distributors – 0.0%
Genuine Parts Co.		671		58,873
LKQ Corp.(b)		1,182		33,569
				92,442
Diversified Consumer Services – 0.0%
Benesse Holdings, Inc.		300		10,629
Gree, Inc.		1,400		10,983
H&R Block, Inc.		1,097		36,782
				58,394
Hotels, Restaurants & Leisure – 0.3%
Chipotle Mexican Grill, Inc.—Class A(b)		61		41,398
Compass Group PLC		2,432		39,582
Crown Resorts Ltd.		904		13,353
Darden Restaurants, Inc.(e)		1,012		47,888
Galaxy Entertainment Group Ltd.		1,000		7,523
Genting Singapore PLC		12,000		11,712
Huangshan Tourism Development Co., Ltd.		210,800		279,942
Las Vegas Sands Corp.		525		34,918
McDonald’s Corp.		821		76,944
McDonald’s Holdings Co. Japan Ltd.		500		12,324
MGM China Holdings Ltd.		3,200		10,624
MGM Resorts International(b)		1,431		35,016
Sands China Ltd.		1,600		10,416
Shanghai Jinjiang International Hotels Development Co., Ltd.		224,443		372,716
SJM Holdings Ltd.		5,000		12,599
Sodexo		406		40,045
Starbucks Corp.		717		55,790
TABCORP Holdings Ltd.		3,855		12,928
Tatts Group Ltd.		3,895		12,087
Tim Hortons, Inc.		972		78,132
Whitbread PLC		616		44,919
William Hill PLC		5,109		29,711
Wynn Macau Ltd.		3,200		12,213
Wynn Resorts Ltd.		178		34,333
Yum! Brands, Inc.		642		46,500
				1,373,613
Household Durables – 0.2%
Casio Computer Co., Ltd.		600		10,473
DR Horton, Inc.		1,677		36,357
Electrolux AB—Class B		1,333		33,892
Garmin Ltd.(e)		686		37,270
Husqvarna AB—Class B		4,685		35,514
Iida Group Holdings Co., Ltd.		800		11,471
Konka Group Co., Ltd.		980,059		381,981
Leggett & Platt, Inc.		1,408		49,407
Lennar Corp.—Class A		997		39,062

Company	Shares		U.S. $ Value
Mohawk Industries, Inc.(b)		298	$	43,514
Newell Rubbermaid, Inc.		1,657		55,543
Nikon Corp.		600		8,722
Panasonic Corp.		1,200		14,671
Persimmon PLC(b)		1,487		32,736
PulteGroup, Inc.		2,089		40,151
Rinnai Corp.		100		8,875
Sekisui Chemical Co., Ltd.		1,000		11,835
Sekisui House Ltd.		1,200		15,089
Sharp Corp./Japan(b)		4,000		12,628
Sony Corp.		700		13,338
Techtronic Industries Co.		4,000		12,226
Toll Brothers, Inc.(b)		1,089		38,757
Whirlpool Corp.		293		44,835
				988,347
Internet & Catalog Retail – 0.1%
Amazon.com, Inc.(b)		113		38,312
ASOS PLC(b)		783		36,917
Expedia, Inc.		353		30,323
Liberty Interactive Corp.—Class A(b)		1,547		45,667
NetFlix, Inc.(b)		70		33,435
Priceline Group, Inc. (The)(b)		29		36,085
Rakuten, Inc.		999		12,941
TripAdvisor, Inc.(b)		277		27,448
				261,128
Leisure Products – 0.1%
Bandai Namco Holdings, Inc.		400		11,201
Hasbro, Inc.		1,019		53,655
Jinshan Development & Construction Co., Ltd.(b)		465,149		298,626
Mattel, Inc.		1,473		50,804
Polaris Industries, Inc.		283		41,143
Sankyo Co., Ltd.		300		11,503
Sega Sammy Holdings, Inc.		600		11,455
Shimano, Inc.		100		11,937
Yamaha Corp.		800		11,498
				501,822
Media – 0.4%
Altice SA(b)		326		20,818
Axel Springer SE		590		35,054
British Sky Broadcasting Group PLC		2,346		34,013
Cablevision Systems Corp.—Class A		2,194		40,611
CBS Corp.—Class B		658		39,013
Charter Communications, Inc.—Class A(b)		244		38,276
Comcast Corp.—Class A		968		52,979
Comcast Corp.—Special Class A		986		53,836
Dentsu, Inc.		300		12,191
DIRECTV(b)		586		50,660
Discovery Communications, Inc.—Class A(b)		1,071		46,824
Discovery Communications, Inc.—Class C(b)		1,159		49,802
DISH Network Corp.—Class A(b)		526		34,090
Eutelsat Communications SA		1,478		49,308
Hakuhodo DY Holdings, Inc.		1,200		12,418

Company	Shares		U.S. $ Value
Interpublic Group of Cos., Inc. (The)		1,941	$	37,908
ITV PLC		9,681		33,942
JCDecaux SA		1,183		41,751
Kabel Deutschland Holding AG		218		30,829
Lagardere SCA		1,079		29,718
Liberty Global PLC—Class A(b)		940		41,050
Liberty Global PLC—Series C(b)		549		23,019
Liberty Media Corp.—Class A(b)		959		47,211
Liberty Media Corp.—Class C(b)		879		42,605
News Corp.—Class A(b)		2,442		43,040
Omnicom Group, Inc.		742		53,431
Pearson PLC		2,056		37,921
ProSiebenSat.1 Media AG		791		31,719
Publicis Groupe SA		509		37,939
REA Group Ltd.		300		13,444
Reed Elsevier NV		1,887		43,047
Reed Elsevier PLC		2,660		43,412
RTL Group SA(b)		308		29,861
Scripps Networks Interactive, Inc.—Class A		498		39,695
SES SA		893		33,042
Shaw Communications, Inc.		2,656		66,907
Singapore Press Holdings Ltd.		4,000		13,285
Sirius XM Holdings, Inc.(b)		11,803		42,845
Sky Deutschland AG(b)		2,511		22,206
Telenet Group Holding NV(b)		458		26,770
Thomson Reuters Corp.		1,743		66,046
Time Warner Cable, Inc.—Class A		345		51,036
Time Warner, Inc.		608		46,834
Toho Co., Ltd./Tokyo		500		11,578
Twenty-First Century Fox, Inc.—Class A		1,142		40,450
Twenty-First Century Fox, Inc.—Class B		1,240		42,706
Viacom, Inc.—Class B		599		48,609
Walt Disney Co. (The)		634		56,984
Wolters Kluwer NV		1,468		40,684
WPP PLC		1,547		32,465
				1,913,882
Multiline Retail – 0.2%
Canadian Tire Corp., Ltd.—Class A		411		42,457
Dollar General Corp.(b)		606		38,778
Dollar Tree, Inc.(b)		755		40,487
Dollarama, Inc.		490		41,717
Don Quijote Holdings Co., Ltd.		200		10,605
Family Dollar Stores, Inc.		1,255		100,187
Harvey Norman Holdings Ltd.		4,224		14,020
Isetan Mitsukoshi Holdings Ltd.		1,000		12,028
J Front Retailing Co., Ltd.		1,000		12,681
Kohl’s Corp.		764		44,916
Macy’s, Inc.		768		47,839
Marks & Spencer Group PLC		4,662		33,300
Marui Group Co., Ltd.		1,400		11,777
Next PLC		281		33,111
Nordstrom, Inc.		715		49,514
Sears Holdings Corp.(b) (e)		450		15,660
Takashimaya Co., Ltd.		1,000		8,549

Company	Shares		U.S. $ Value
Target Corp.		924	$	55,505
				613,131
Specialty Retail – 0.3%
ABC-Mart, Inc.		200		10,249
Advance Auto Parts, Inc.		325		44,336
AutoNation, Inc.(b)		876		47,523
AutoZone, Inc.(b)		111		59,811
Bed Bath & Beyond, Inc.(b)		795		51,087
Best Buy Co., Inc.		909		28,988
CarMax, Inc.(b)		749		39,248
Dick’s Sporting Goods, Inc.		873		39,346
GameStop Corp.—Class A		521		21,986
Gap, Inc. (The)		975		44,996
Hennes & Mauritz AB—Class B		1,010		43,050
Hikari Tsushin, Inc.		200		12,437
Home Depot, Inc. (The)		650		60,775
Inditex SA		1,119		32,418
Kingfisher PLC		6,712		33,884
L Brands, Inc.		676		43,163
Lowe’s Cos., Inc.		956		50,200
Nitori Holdings Co., Ltd.		200		12,004
O’Reilly Automotive, Inc.(b)		353		55,061
PetSmart, Inc.		621		44,445
Ross Stores, Inc.		784		59,129
Sanrio Co., Ltd.		400		11,431
Shimamura Co., Ltd.		100		9,015
Sports Direct International PLC(b)		2,044		24,631
Staples, Inc.		2,681		31,314
Tiffany & Co.		453		45,726
TJX Cos., Inc. (The)		942		56,153
Tractor Supply Co.		718		48,070
Ulta Salon Cosmetics & Fragrance, Inc.(b)		317		30,847
Urban Outfitters, Inc.(b)		1,059		42,138
USS Co., Ltd.		700		11,547
Yamada Denki Co., Ltd.		3,500		11,244
				1,156,252
Textiles, Apparel & Luxury Goods – 0.4%
Adidas AG		428		32,183
Asics Corp.		600		12,290
Burberry Group PLC		1,501		35,458
Christian Dior SA		198		35,232
Cie Financiere Richemont SA		391		37,352
Coach, Inc.		1,079		39,740
Fossil Group, Inc.(b)		326		33,021
Gildan Activewear, Inc.		815		46,728
Hugo Boss AG		300		42,096
Kering		164		34,768
Lao Feng Xiang Co., Ltd.		156,703		436,512
Li & Fung Ltd.		10,000		12,421
Lululemon Athletica, Inc.(b)(e)		611		24,397
Luthai Textile Co., Ltd.—Class B		63,280		87,203
Luxottica Group SpA		726		38,767
LVMH Moet Hennessy Louis Vuitton SA		227		39,408
Michael Kors Holdings Ltd.(b)		524		41,983
NIKE, Inc.—Class B		647		50,822

Company	Shares		U.S. $ Value
Pandora A/S		447	$	33,522
PVH Corp.		324		37,824
Ralph Lauren Corp.		344		58,205
Shanghai Haixin Group Co.—Class B(b)		791,737		396,660
Swatch Group AG (The)		77		41,797
Swatch Group AG (The) (REG)		435		44,614
Under Armour, Inc.—Class A(b)		506		34,590
VF Corp.		898		57,580
Yue Yuen Industrial Holdings Ltd.		4,000		12,370
				1,797,543
				10,427,605
Information Technology – 2.2%
Communications Equipment – 0.3%
Alcatel-Lucent(b)		10,935		37,807
Cisco Systems, Inc.		2,693		67,298
Eastern Communications Co., Ltd.		689,728		409,009
F5 Networks, Inc.(b)		514		63,834
Harris Corp.		770		54,970
Juniper Networks, Inc.		2,568		59,552
Motorola Solutions, Inc.		1,415		84,051
QUALCOMM, Inc.		1,094		83,253
Shanghai Potevio Co., Ltd.—Class B(b)		284,286		236,242
Telefonaktiebolaget LM Ericsson—Class B		5,560		69,286
				1,165,302
Electronic Equipment, Instruments & Components – 0.5%
Amphenol Corp.—Class A		953		98,168
Arrow Electronics, Inc.(b)		1,087		67,666
Avnet, Inc.		1,672		74,421
Citizen Holdings Co., Ltd.		2,300		16,350
Corning, Inc.		3,291		68,650
Dongxu Optoelectronic Technology Co., Ltd.(b)		755,364		533,288
Flextronics International Ltd.(b)		5,627		62,122
FLIR Systems, Inc.		1,414		47,779
Fujifilm Holdings Corp.		600		18,116
Hamamatsu Photonics KK		400		19,031
Hexagon AB—Class B		1,616		52,952
Hirose Electric Co., Ltd.		100		12,926
Hitachi High-Technologies Corp.		600		16,783
Hitachi Ltd.		3,000		22,735
Hoya Corp.		700		22,663
Ibiden Co., Ltd.		1,000		19,667
INESA Electron Co., Ltd.(b)		752,880		377,993
Japan Display, Inc.(b)		3,200		16,198
Kyocera Corp.		400		18,735
Murata Manufacturing Co., Ltd.		200		19,121
Nippon Electric Glass Co., Ltd.		3,000		15,095
Omron Corp.		400		17,366
Shenzhen SEG Co., Ltd.—Class B(b)(c)(d)		989,814		395,885
Shimadzu Corp.		2,000		17,526
TDK Corp.		300		14,957
TE Connectivity Ltd.		1,234		77,347
Trimble Navigation Ltd.(b)		1,184		39,380
Yaskawa Electric Corp.		1,300		16,742

Company	Shares		U.S. $ Value
Yokogawa Electric Corp.		1,500	$	17,381
				2,197,043
Internet Software & Services – 0.2%
Akamai Technologies, Inc.(b)		916		55,345
Dena Co., Ltd.		918		11,449
eBay, Inc.(b)		1,328		73,704
Equinix, Inc.(b)		331		72,244
Facebook, Inc.—Class A(b)		668		49,980
Google, Inc.—Class A(b)		120		69,883
Google, Inc.—Class C(b)		105		60,018
Kakaku.com, Inc.		1,100		17,263
LinkedIn Corp.—Class A(b)		190		42,892
Rackspace Hosting, Inc.(b)		1,034		35,776
Twitter, Inc.(b)		1,355		67,411
United Internet AG		1,010		43,579
VeriSign, Inc.(b)		1,238		70,659
Yahoo Japan Corp.		3,400		13,717
Yahoo!, Inc.(b)		1,203		46,328
				730,248
IT Services – 0.4%
Accenture PLC—Class A		1,020		82,681
Alliance Data Systems Corp.(b)		257		68,012
Amadeus IT Holding SA—Class A		1,341		49,895
AtoS		614		46,889
Automatic Data Processing, Inc.		1,229		102,597
Cap Gemini SA		715		50,869
CGI Group, Inc.—Class A(b)		1,147		40,593
Cognizant Technology Solutions Corp.—Class A(b)		1,352		61,827
Computer Sciences Corp.		951		56,860
Computershare Ltd.		2,083		23,995
Fidelity National Information Services, Inc.		1,536		87,168
Fiserv, Inc.(b)		1,428		92,063
FleetCor Technologies, Inc.(b)		382		54,890
Fujitsu Ltd.		2,000		13,736
International Business Machines Corp.		461		88,650
Itochu Techno-Solutions Corp.		500		22,259
MasterCard, Inc.—Class A		976		73,991
Nomura Research Institute Ltd.		500		15,804
NTT Data Corp.		500		17,959
Otsuka Corp.		400		16,963
Paychex, Inc.		2,072		86,299
Shanghai Baosight Software Co., Ltd.(c) (d)		195,421		422,657
Teradata Corp.(b)		1,261		57,590
Total System Services, Inc.		2,397		75,410
Vantiv, Inc.—Class A(b)		1,879		58,775
Visa, Inc.—Class A		408		86,708
Western Union Co. (The)—Class W		4,099		71,609
Xerox Corp.		4,747		65,556
				1,992,305

Company	Shares		U.S. $ Value
Semiconductors & Semiconductor Equipment – 0.3%
Advantest Corp.		1,300	$	15,115
Altera Corp.		2,039		72,058
Analog Devices, Inc.		1,470		75,146
Applied Materials, Inc.		2,149		49,653
ARM Holdings PLC		3,225		52,118
ASM Pacific Technology Ltd.		1,600		16,609
ASML Holding NV		527		50,585
Avago Technologies Ltd.		675		55,411
Broadcom Corp.—Class A		1,675		65,961
Cree, Inc.(b) (e)		917		41,779
Infineon Technologies AG		4,565		53,215
Intel Corp.		2,068		72,215
KLA-Tencor Corp.		991		75,732
Lam Research Corp.		781		56,162
Linear Technology Corp.		1,704		76,867
Marvell Technology Group Ltd.		3,710		51,606
Maxim Integrated Products, Inc.		2,328		71,912
Microchip Technology, Inc.		1,670		81,546
Micron Technology, Inc.(b)		1,121		36,545
NVIDIA Corp.		2,359		45,883
Rohm Co., Ltd.		300		19,177
STMicroelectronics NV		5,473		45,974
Texas Instruments, Inc.		1,664		80,171
Tokyo Electron Ltd.		300		21,022
Xilinx, Inc.		1,654		69,881
				1,352,343
Software – 0.4%
Activision Blizzard, Inc.		2,602		61,251
Adobe Systems, Inc.(b)		841		60,468
ANSYS, Inc.(b)		584		47,479
Autodesk, Inc.(b)		881		47,257
CA, Inc.		2,916		82,348
Citrix Systems, Inc.(b)		1,012		71,103
Dassault Systemes		1,016		67,334
Electronic Arts, Inc.(b)		1,540		58,274
FireEye, Inc.(b) (e)		1,877		58,450
Gemalto NV		491		48,104
GungHo Online Entertainment, Inc.		3,100		16,551
Intuit, Inc.		845		70,287
Konami Corp.		600		13,907
Microsoft Corp.		1,789		81,274
NetSuite, Inc.(b)		725		63,539
Nexon Co., Ltd.		1,800		15,692
Nintendo Co., Ltd.		100		11,147
Nuance Communications, Inc.(b)		2,838		48,274
Open Text Corp.		1,055		59,266
Oracle Corp.		1,802		74,837
Oracle Corp. Japan		400		16,312
Red Hat, Inc.(b)		1,055		64,271
Sage Group PLC (The)		10,243		66,993
Salesforce.com, Inc.(b)		841		49,695
SAP SE		800		62,355
ServiceNow, Inc.(b)		1,082		66,143
Symantec Corp.		2,558		62,108
Synopsys, Inc.(b)		1,868		76,401
Trend Micro, Inc./Japan		400		12,890

Company	Shares		U.S. $ Value
VMware, Inc.—Class A(b)		475	$	46,825
Workday, Inc.—Class A(b)		691		62,929
Xero Ltd.(b)		918		19,388
				1,663,152
Technology Hardware, Storage & Peripherals – 0.1%
Apple, Inc.		662		67,855
BlackBerry Ltd.(b)		2,961		30,092
Brother Industries Ltd.		900		17,468
Canon, Inc.		800		26,107
EMC Corp./MA		2,415		71,315
Hewlett-Packard Co.		1,725		65,550
Konica Minolta, Inc.		1,700		18,714
NEC Corp.(b)		4,000		14,248
NetApp, Inc.		1,523		64,210
Nokia Oyj		6,528		54,825
Ricoh Co., Ltd.		1,400		15,196
SanDisk Corp.		550		53,878
Seagate Technology PLC		1,001		62,643
Seiko Epson Corp.		400		20,322
Western Digital Corp.		612		63,042
				645,465
				9,745,858
Health Care – 2.1%
Biotechnology – 0.2%
Actelion Ltd. (REG)(b)		551		67,653
Alexion Pharmaceuticals, Inc.(b)		305		51,634
Amgen, Inc.		635		88,506
Biogen Idec, Inc.(b)		174		59,689
BioMarin Pharmaceutical, Inc.(b)		730		51,991
Celgene Corp.(b)		719		68,319
CSL Ltd.		861		59,459
Gilead Sciences, Inc.(b)		633		68,098
Grifols SA		1,528		71,180
Pharmacyclics, Inc.(b)		592		73,639
Regeneron Pharmaceuticals, Inc.(b)		147		51,526
Vertex Pharmaceuticals, Inc.(b)		521		48,750
				760,444
Health Care Equipment & Supplies – 0.5%
Abbott Laboratories		2,375		100,320
Baxter International, Inc.		1,442		108,121
Becton Dickinson and Co.		964		112,952
Boston Scientific Corp.(b)		5,551		70,387
CareFusion Corp.(b)		1,626		74,650
Cochlear Ltd.		643		43,593
Coloplast A/S—Class B		1,043		86,751
Covidien PLC		574		49,840
CR Bard, Inc.		520		77,189
DENTSPLY International, Inc.		1,814		86,537
Edwards Lifesciences Corp.(b)		703		69,780
Elekta AB—Class B		6,726		76,888
Essilor International SA		917		97,296

Company	Shares		U.S. $ Value
Getinge AB—Class B		3,430	$	89,686
Hologic, Inc.(b)		2,474		61,528
Intuitive Surgical, Inc.(b)		142		66,741
Medtronic, Inc.		1,437		91,752
Olympus Corp.(b)		900		32,197
ResMed, Inc.(e)		1,144		60,689
Smith & Nephew PLC		5,222		90,396
Sonova Holding AG		631		101,016
St Jude Medical, Inc.		1,263		82,840
Stryker Corp.		1,183		98,556
Sysmex Corp.		1,000		38,754
Terumo Corp.		1,400		35,259
Varian Medical Systems, Inc.(b)		1,007		85,615
William Demant Holding A/S(b)		963		74,405
Zimmer Holdings, Inc.		892		88,585
				2,152,323
Health Care Providers & Services – 0.6%
Aetna, Inc.		1,072		88,043
Alfresa Holdings Corp.		700		41,582
AmerisourceBergen Corp.—Class A		1,255		97,124
Cardinal Health, Inc.		1,234		90,946
Catamaran Corp.(b)		1,595		75,151
Celesio AG		1,728		58,758
China National Accord Medicines Corp. Ltd.—Class B		67,683		327,743
CIGNA Corp.		899		85,045
DaVita HealthCare Partners, Inc.(b)		1,561		116,576
Express Scripts Holding Co.(b)		1,268		93,743
Fresenius Medical Care AG & Co. KGaA		1,651		116,327
Fresenius SE & Co. KGaA		1,756		85,667
HCA Holdings, Inc.(b)		1,101		76,872
Henry Schein, Inc.(b)		770		92,161
Humana, Inc.		579		74,541
Laboratory Corp. of America Holdings(b)		849		91,038
McKesson Corp.		495		96,540
Medipal Holdings Corp.		3,200		41,439
Miraca Holdings, Inc.		900		41,926
Omnicare, Inc.		1,355		86,408
Patterson Cos., Inc.		2,225		89,601
Quest Diagnostics, Inc.		1,309		82,742
Ramsay Health Care Ltd.		915		44,431
Ryman Healthcare Ltd.		6,183		41,699
Sonic Healthcare Ltd.		2,720		44,808
Suzuken Co., Ltd./Aichi Japan		1,200		39,979
UnitedHealth Group, Inc.		1,108		96,041
Universal Health Services, Inc.—Class B		671		76,789
WellPoint, Inc.		716		83,421
				2,477,141
Health Care Technology – 0.0%
Cerner Corp.(b)		1,291		74,439
M3, Inc.		2,300		40,240
				114,679

Company	Shares		U.S. $ Value
Life Sciences Tools & Services – 0.1%
Agilent Technologies, Inc.		1,269	$	72,536
Illumina, Inc.(b)		286		51,297
Lonza Group AG(b)		788		90,364
Mettler-Toledo International, Inc.(b)		277		74,923
QIAGEN NV(b)		3,353		81,311
Quintiles Transnational Holdings, Inc.(b)		1,296		72,732
Thermo Fisher Scientific, Inc.		710		85,349
Waters Corp.(b)		715		73,952
				602,464
Pharmaceuticals – 0.7%
AbbVie, Inc.		1,422		78,608
Actavis PLC(b)		321		72,861
Allergan, Inc./United States		360		58,925
Astellas Pharma, Inc.		2,800		40,376
AstraZeneca PLC		1,111		84,779
Bayer AG		628		84,405
Bristol-Myers Squibb Co.		1,705		86,358
Chugai Pharmaceutical Co., Ltd.		1,100		34,816
Daiichi Sankyo Co., Ltd.		2,300		40,700
Eisai Co., Ltd.		1,300		54,298
Eli Lilly & Co.		1,543		98,073
Endo International PLC(b)		1,171		74,604
GlaxoSmithKline PLC		4,886		119,413
Hisamitsu Pharmaceutical Co., Inc.		1,000		39,708
Hospira, Inc.(b)		1,180		63,413
Johnson & Johnson		1,127		116,904
Kyowa Hakko Kirin Co., Ltd.		3,000		40,720
Merck & Co., Inc.		1,698		102,067
Merck KGaA		1,228		107,152
Mitsubishi Tanabe Pharma Corp.		2,700		41,343
Mylan, Inc./PA(b)		1,458		70,859
Novartis AG		1,338		120,214
Novo Nordisk A/S—Class B		2,135		97,923
Ono Pharmaceutical Co., Ltd.		500		44,708
Orion Oyj—Class B		2,280		89,624
Otsuka Holdings Co., Ltd.		1,300		47,295
Perrigo Co. PLC		435		64,702
Pfizer, Inc.		3,628		106,627
Roche Holding AG		398		116,239
Sanofi		1,024		112,223
Santen Pharmaceutical Co., Ltd.		700		40,347
Shanghai Shenqi Pharmaceutical Investment Management Co., Ltd.—Class B(b)		228,150		309,600
Shionogi & Co., Ltd.		1,800		42,404
Shire PLC		752		61,271
Sumitomo Dainippon Pharma Co., Ltd.		3,100		42,155
Taisho Pharmaceutical Holdings Co., Ltd.		600		45,548
Takeda Pharmaceutical Co., Ltd.		1,200		54,821
UCB SA		842		81,506
Valeant Pharmaceuticals International, Inc.(b)		359		42,058
Zoetis, Inc.		2,641		93,597
				3,123,244
				9,230,295

Company	Shares		U.S. $ Value
Materials – 2.1%
Chemicals – 1.1%
Agrium, Inc. (Toronto)		1,347	$	127,378
Air Liquide SA		500		63,916
Air Products & Chemicals, Inc.		713		94,979
Air Water, Inc.		1,000		15,730
Airgas, Inc.		1,123		123,957
Akzo Nobel NV		726		51,332
Albemarle Corp.		1,134		72,100
Arkema SA		522		39,202
Asahi Kasei Corp.		4,000		32,098
Ashland, Inc.		911		97,677
BASF SE		503		51,856
Celanese Corp.—Series A		1,322		82,678
CF Industries Holdings, Inc.		327		84,258
Croda International PLC		1,345		48,730
Daicel Corp.		2,000		22,194
Danhua Chemical Technology Co., Ltd.—Class B(b)		432,597		215,001
Dow Chemical Co. (The)		1,725		92,374
Eastman Chemical Co.		1,214		100,119
Ecolab, Inc.		1,132		129,976
EI du Pont de Nemours & Co.		1,739		114,965
EMS-Chemie Holding AG (REG)		141		61,309
FMC Corp.		1,116		73,812
Fuchs Petrolub SE (Preference Shares)		1,162		47,823
Givaudan SA(b)		40		66,506
Hitachi Chemical Co., Ltd.		1,100		20,479
Hubei Sanonda Co., Ltd.—Class B		345,171		420,883
Incitec Pivot Ltd.		7,657		22,194
International Flavors & Fragrances, Inc.		958		97,323
Johnson Matthey PLC		1,243		65,215
JSR Corp.		1,200		20,863
K&S AG		1,348		41,942
Kaneka Corp.		4,000		23,676
Kansai Paint Co., Ltd.		1,000		15,892
Koninklijke DSM NV		894		59,730
Kuraray Co., Ltd.		2,000		24,917
Lanxess AG		766		47,414
Linde AG		310		61,435
LyondellBasell Industries NV—Class A		899		102,801
Methanex Corp.		1,157		77,360
Mitsubishi Chemical Holdings Corp.		7,000		34,943
Mitsubishi Gas Chemical Co., Inc.		3,000		19,421
Mitsui Chemicals, Inc.		9,000		26,585
Monsanto Co.		955		110,446
Mosaic Co. (The)		2,386		113,955
Nippon Paint Co., Ltd.		1,000		24,796
Nitto Denko Corp.		400		20,977
Novozymes A/S—Class B		1,112		51,686
Orica Ltd.		1,102		21,119
Potash Corp. of Saskatchewan, Inc.		3,115		109,410
PPG Industries, Inc.		503		103,548
Praxair, Inc.		1,044		137,338
Shanghai Chlor-Alkali Chemical Co., Ltd.—Class B		581,516		279,709
Sherwin-Williams Co. (The)		525		114,508
Shin-Etsu Chemical Co., Ltd.		500		31,058
Sigma-Aldrich Corp.		1,396		145,184
Sika AG		14		53,017
Solvay SA		376		59,162

Company	Shares		U.S. $ Value
Sumitomo Chemical Co., Ltd.		6,000	$	21,540
Syngenta AG		183		65,727
Taiyo Nippon Sanso Corp.		2,000		18,016
Teijin Ltd.		8,000		19,613
Toray Industries, Inc.		3,000		20,479
Umicore SA		1,314		63,513
Westlake Chemical Corp.		945		91,788
Yara International ASA		1,081		54,242
				4,823,874
Construction Materials – 0.2%
Boral Ltd.		4,790		24,678
CRH PLC		1,811		41,739
CSG Holding Co., Ltd.—Class B		326,515		239,724
Fletcher Building Ltd.		2,739		21,091
HeidelbergCement AG		635		48,069
Holcim Ltd.(b)		775		61,683
Imerys SA		591		47,273
James Hardie Industries PLC		1,658		19,871
Lafarge SA		630		48,310
Martin Marietta Materials, Inc.		606		79,362
Shanghai Yaohua Pilkington Glass Group Co., Ltd.(c)(d)		470,968		314,842
Taiheiyo Cement Corp.		5,000		20,914
Vulcan Materials Co.		1,090		69,084
				1,036,640
Containers & Packaging – 0.2%
Amcor Ltd./Australia		2,191		23,393
Avery Dennison Corp.		2,107		101,410
Ball Corp.		1,839		117,880
Crown Holdings, Inc.(b)		1,951		94,175
MeadWestvaco Corp.		2,101		90,343
Owens-Illinois, Inc.(b)		2,533		77,991
Rexam PLC		5,852		49,304
Rock-Tenn Co.—Class A		1,662		81,704
Sealed Air Corp.		2,349		84,799
Toyo Seikan Group Holdings Ltd.		1,100		15,055
				736,054
Metals & Mining – 0.5%
Agnico Eagle Mines Ltd.		1,472		56,292
Alcoa, Inc.		4,002		66,473
Alumina Ltd.(b)		10,015		14,521
Anglo American PLC		1,493		37,909
Antofagasta PLC		2,898		37,844
ArcelorMittal (Euronext Amsterdam)		3,166		46,017
Barrick Gold Corp.		3,867		71,095
BHP Billiton Ltd.		839		28,933
BHP Billiton PLC		1,498		47,219
Boliden AB		3,026		48,015
Daido Steel Co., Ltd.		4,000		17,585
Eldorado Gold Corp.		5,780		47,790
First Quantum Minerals Ltd.		3,750		84,188
Fortescue Metals Group Ltd.		2,913		11,379
Franco-Nevada Corp.		1,190		67,046
Freeport-McMoRan, Inc.		2,347		85,360
Fresnillo PLC		1,859		29,741

Company	Shares		U.S. $ Value
Glencore PLC(b)		8,285	$	49,888
Goldcorp, Inc.		2,597		72,920
Hitachi Metals Ltd.		1,000		17,076
Iluka Resources Ltd.		2,162		17,986
JFE Holdings, Inc.		900		18,220
Kinross Gold Corp.(b)		20,659		81,701
Kobe Steel Ltd.		14,000		22,775
Maruichi Steel Tube Ltd.		700		18,614
Mitsubishi Materials Corp.		6,000		20,256
New Gold, Inc.(b)		7,331		47,399
Newcrest Mining Ltd.(b)		1,453		15,459
Newmont Mining Corp.		2,926		79,265
Nippon Steel & Sumitomo Metal Corp.		8,000		22,656
Norsk Hydro ASA		8,260		48,661
Nucor Corp.		1,824		99,080
Randgold Resources Ltd.		524		44,198
Rio Tinto Ltd.		435		25,519
Rio Tinto PLC		799		42,723
Silver Wheaton Corp.		2,544		63,547
Sumitomo Metal Mining Co., Ltd.		1,000		15,185
Teck Resources Ltd.—Class B		3,088		70,121
ThyssenKrupp AG(b)		1,458		40,588
Turquoise Hill Resources Ltd.(b)		24,723		83,221
Voestalpine AG		1,034		44,388
Yamana Gold, Inc.		7,112		60,569
Yamato Kogyo Co., Ltd.		600		19,875
				1,939,297
Paper & Forest Products – 0.1%
International Paper Co.		1,979		95,882
OJI Holdings Corp.		6,000		24,403
Shandong Chenming Paper Holdings Ltd.—Class B		800,851		386,473
Stora Enso Oyj—Class R		5,589		48,780
UPM-Kymmene Oyj		2,858		43,019
				598,557
				9,134,422
Consumer Staples – 2.0%
Beverages – 0.5%
Anheuser-Busch InBev NV		487		54,326
Anhui Gujing Distillery Co., Ltd.—Class B		171,226		452,876
Asahi Group Holdings Ltd.		1,000		31,560
Brown-Forman Corp.—Class B		878		81,355
Carlsberg A/S—Class B		608		55,588
Coca-Cola Amatil Ltd.		4,579		38,536
Coca-Cola Co. (The)		2,941		122,699
Coca-Cola Enterprises, Inc.		1,711		81,752
Coca-Cola HBC AG(b)		2,221		52,188
Constellation Brands, Inc.—Class A(b)		837		72,894
Diageo PLC		1,926		56,837
Dr Pepper Snapple Group, Inc.		1,524		95,890
Heineken Holding NV		812		56,076
Heineken NV		765		58,243
Kirin Holdings Co., Ltd.		2,400		32,178
Molson Coors Brewing Co.—Class B		979		72,397
Monster Beverage Corp.(b)		727		64,274

Company	Shares		U.S. $ Value
PepsiCo, Inc.		1,238	$	114,503
Pernod Ricard SA		476		56,156
Remy Cointreau SA		494		39,264
SABMiller PLC (London)		893		49,342
Suntory Beverage & Food Ltd.		900		33,006
Treasury Wine Estates Ltd.		5,680		27,188
Yantai Changyu Pioneer Wine Co., Ltd.—Class B		154,514		475,900
				2,275,028
Food & Staples Retailing – 0.4%
Aeon Co., Ltd.		3,900		42,172
Alimentation Couche-Tard, Inc.—Class B		2,956		88,656
Carrefour SA		1,218		42,270
Casino Guichard Perrachon SA		364		43,471
Colruyt SA		1,129		53,837
Costco Wholesale Corp.		952		115,268
CVS Caremark Corp.		1,303		103,523
Delhaize Group SA		613		42,692
Distribuidora Internacional de Alimentacion SA		4,872		40,985
Empire Co., Ltd.—Class A		1,152		80,088
FamilyMart Co., Ltd.		600		25,145
George Weston Ltd.		1,012		80,202
J Sainsbury PLC		9,165		44,252
Jeronimo Martins SGPS SA		3,803		51,581
Koninklijke Ahold NV		2,901		49,563
Kroger Co. (The)		1,731		88,246
Lawson, Inc.		600		43,093
Loblaw Cos., Ltd.		1,676		83,546
Metcash Ltd.		12,512		32,849
Metro AG(b)		1,152		40,578
Metro, Inc.		1,263		81,881
Olam International Ltd.		18,000		38,175
Safeway, Inc.		555		19,303
Seven & I Holdings Co., Ltd.		900		36,135
Sysco Corp.		2,608		98,661
Tesco PLC		11,893		45,460
Wal-Mart Stores, Inc.		1,687		127,369
Walgreen Co.		1,092		66,088
Wesfarmers Ltd.		1,283		51,940
Whole Foods Market, Inc.		1,549		60,628
WM Morrison Supermarkets PLC		15,702		46,317
Woolworths Ltd.		1,631		55,128
				1,919,102
Food Products – 0.7%
Ajinomoto Co., Inc.		2,000		32,556
Archer-Daniels-Midland Co.		1,860		92,740
Aryzta AG(b)		522		47,690
Associated British Foods PLC		1,195		56,844
Barry Callebaut AG(b)		47		57,700
Bunge Ltd.		1,191		100,818
Calbee, Inc.		1,100		37,995
Campbell Soup Co.		1,970		88,295
ConAgra Foods, Inc.		2,840		91,448
Danone SA		707		49,371
General Mills, Inc.		2,211		118,023
Golden Agri-Resources Ltd.		85,000		34,700
Hershey Co. (The)		1,194		109,155
Hormel Foods Corp.		1,879		95,228

Company	Shares		U.S. $ Value
JM Smucker Co. (The)		946	$	97,060
Kellogg Co.		1,419		92,192
Kerry Group PLC—Class A		746		56,126
Keurig Green Mountain, Inc.		376		50,128
Kikkoman Corp.		2,000		43,838
Kraft Foods Group, Inc.		2,025		119,273
Lindt & Spruengli AG		12		62,912
Lindt & Spruengli AG (REG)		1		62,702
McCormick & Co., Inc./MD		1,515		105,580
Mead Johnson Nutrition Co.—Class A		723		69,119
MEIJI Holdings Co., Ltd.		400		32,972
Mondelez International, Inc.—Class A		2,668		96,555
Nestle SA		946		73,380
NH Foods Ltd		2,000		42,360
Nisshin Seifun Group, Inc.		2,800		32,295
Nissin Foods Holdings Co., Ltd.		600		34,388
Orkla ASA		5,790		52,448
Saputo, Inc.		1,317		80,113
Shanghai Dajiang Food Group Co., Ltd.—Class B(b)		1,052,087		403,707
Tate & Lyle PLC		4,945		55,541
Toyo Suisan Kaisha Ltd.		1,000		31,304
Tyson Foods, Inc.—Class A		1,570		59,754
Unilever NV		1,438		59,800
Unilever PLC		1,407		62,063
Wilmar International Ltd.		14,000		35,396
Yakult Honsha Co., Ltd.		600		32,962
Yamazaki Baking Co., Ltd.(b)		3,000		39,468
				2,995,999
Household Products – 0.2%
Church & Dwight Co., Inc.		1,629		111,163
Clorox Co. (The)		1,263		111,902
Colgate-Palmolive Co.		1,733		112,177
Energizer Holdings, Inc.		699		84,943
Henkel AG & Co. KGaA		563		53,581
Henkel AG & Co. KGaA (Preference Shares)		516		54,164
Kimberly-Clark Corp.		1,006		108,648
Procter & Gamble Co. (The)		1,742		144,778
Reckitt Benckiser Group PLC		639		55,763
Svenska Cellulosa AB SCA—Class B		2,160		51,963
Unicharm Corp.		500		32,846
				921,928
Personal Products – 0.1%
Avon Products, Inc.		3,792		53,240
Beiersdorf AG		635		55,981
Estee Lauder Cos., Inc. (The)—Class A		1,076		82,669
Herbalife Ltd.(e)		360		18,353
Kao Corp.		800		34,511
L’Oreal SA		361		59,790
Shiseido Co., Ltd.		1,700		31,414
				335,958
Tobacco – 0.1%
Altria Group, Inc.		2,462		106,063
British American Tobacco PLC		1,008		59,596
Imperial Tobacco Group PLC		1,346		58,746

Company	Shares		U.S. $ Value
Japan Tobacco, Inc.		1,199	$	41,082
Lorillard, Inc.		1,885		112,534
Philip Morris International, Inc.		1,175		100,557
Reynolds American, Inc.		1,426		83,378
Swedish Match AB		1,486		49,696
				611,652
				9,059,667
Energy – 1.3%
Energy Equipment & Services – 0.4%
Aker Solutions ASA		4,922		74,859
AMEC PLC		5,516		103,070
Baker Hughes, Inc.		783		54,137
Cameron International Corp.(b)		855		63,552
Core Laboratories NV		360		56,876
Diamond Offshore Drilling, Inc.(e)		1,084		47,631
Ensco PLC—Class A		1,318		66,533
FMC Technologies, Inc.(b)		973		60,170
Fugro NV		1,648		59,764
Halliburton Co.		786		53,141
Helmerich & Payne, Inc.		502		52,735
Nabors Industries Ltd.		1,568		42,665
National Oilwell Varco, Inc.		766		66,205
Noble Corp. PLC		1,958		55,725
Oceaneering International, Inc.		869		60,448
Paragon Offshore PLC(b)		0		0
Petrofac Ltd.		4,299		80,582
Saipem SpA(b)		2,550		60,553
Schlumberger Ltd.		597		65,455
Seadrill Ltd.		1,408		51,848
Subsea 7 SA		4,004		66,605
Superior Energy Services, Inc.		1,437		51,502
Technip SA		730		67,592
Tenaris SA		3,791		83,766
Transocean Ltd. (Zurich)		1,991		76,697
Weatherford International PLC(b)		2,064		48,896
WorleyParsons Ltd.		2,563		39,402
				1,610,409
Oil, Gas & Consumable Fuels – 0.9%
AltaGas Ltd.		901		43,579
Anadarko Petroleum Corp.		347		39,103
Antero Resources Corp.(b)		749		43,330
Apache Corp.		476		48,471
ARC Resources Ltd.		1,468		42,435
Athabasca Oil Corp.(b)		6,697		48,782
Baytex Energy Corp.		1,282		57,326
BG Group PLC		2,934		58,485
BP PLC		9,762		77,872
Cabot Oil & Gas Corp.		1,262		42,327
Caltex Australia Ltd.		830		22,117
Cameco Corp.		1,833		35,841
Canadian Natural Resources Ltd.		1,073		46,767
Canadian Oil Sands Ltd.		1,958		42,174
Cenovus Energy, Inc.		1,574		50,204
Cheniere Energy, Inc.(b)		408		32,746
Chesapeake Energy Corp.		1,407		38,270

Company	Shares		U.S. $ Value
Chevron Corp.		463	$	59,935
Cimarex Energy Co.		246		35,709
Cobalt International Energy, Inc.(b)		1,910		29,318
Concho Resources, Inc.(b)		263		37,356
ConocoPhillips		655		53,199
CONSOL Energy, Inc.		943		37,984
Continental Resources, Inc./OK(b)		241		38,871
Crescent Point Energy Corp.		1,036		42,877
Denbury Resources, Inc.		2,785		47,958
Devon Energy Corp.		613		46,232
Enbridge, Inc.		1,393		69,477
EnCana Corp.		1,738		40,073
Energen Corp.		507		40,803
Enerplus Corp.		1,714		39,236
ENI SpA		2,764		69,020
EOG Resources, Inc.		352		38,678
EQT Corp.		421		41,704
Exxon Mobil Corp.		596		59,278
Galp Energia SGPS SA		3,556		63,121
Hess Corp.		516		52,168
HollyFrontier Corp.		825		41,275
Husky Energy, Inc.		1,387		42,224
Idemitsu Kosan Co., Ltd.		900		19,754
Imperial Oil Ltd.		1,111		59,121
Inpex Corp.		1,200		17,205
Inter Pipeline Ltd.		1,274		42,510
JX Holdings, Inc.		3,800		19,554
Keyera Corp.		493		43,374
Kinder Morgan Management LLC(b)(e)		645		63,029
Kinder Morgan, Inc./DE		1,242		50,003
Koninklijke Vopak NV		1,143		58,642
Lundin Petroleum AB(b)		3,876		72,144
Marathon Oil Corp.		1,211		50,487
Marathon Petroleum Corp.		466		42,411
MEG Energy Corp.(b)		1,222		43,528
Murphy Oil Corp.		771		48,164
Neste Oil Oyj		2,341		45,832
Noble Energy, Inc.		612		44,150
Occidental Petroleum Corp.		525		54,458
OMV AG		1,681		64,911
ONEOK, Inc.		823		57,775
Origin Energy Ltd.		1,662		24,123
Pacific Rubiales Energy Corp.		2,126		44,248
Peabody Energy Corp.		2,008		31,887
Pembina Pipeline Corp.		685		31,481
Pengrowth Energy Corp.		6,782		43,226
Penn West Petroleum Ltd.		3,768		29,283
Peyto Exploration & Development Corp.		1,247		44,189
Phillips 66		580		50,472
Pioneer Natural Resources Co.		169		35,262
QEP Resources, Inc.		1,232		43,822
Range Resources Corp.		526		41,338
Repsol SA		2,877		71,451
Royal Dutch Shell PLC—Class A		2,197		88,916
Royal Dutch Shell PLC—Class B		2,093		88,406
Santos Ltd.		1,594		22,103
Showa Shell Sekiyu KK		1,800		19,328
Southwestern Energy Co.(b)		1,109		45,669
Spectra Energy Corp.		1,460		60,824

Company	Shares		U.S. $ Value
Statoil ASA		2,905	$	81,717
Suncor Energy, Inc. (Toronto)		1,243		51,021
Talisman Energy, Inc.		2,532		25,453
Tesoro Corp.		563		36,449
TonenGeneral Sekiyu KK		2,000		18,243
Total SA		970		64,009
Tourmaline Oil Corp.(b)		867		43,912
TransCanada Corp.		1,255		67,442
Tullow Oil PLC		4,479		54,326
Valero Energy Corp.		733		39,685
Vermilion Energy, Inc.		653		42,478
Whiting Petroleum Corp.(b)		415		38,454
Williams Cos., Inc. (The)		842		50,048
Woodside Petroleum Ltd.		494		19,714
				4,142,356
				5,752,765
Utilities – 1.0%
Electric Utilities – 0.4%
American Electric Power Co., Inc.		1,070		57,459
AusNet Services		25,269		33,441
Cheung Kong Infrastructure Holdings Ltd.		4,000		28,872
Chubu Electric Power Co., Inc.(b)		2,100		24,265
Chugoku Electric Power Co., Inc. (The)		1,900		25,059
CLP Holdings Ltd.		7,000		59,270
Contact Energy Ltd.		6,860		31,842
Duke Energy Corp.		891		65,925
Edison International		951		56,242
EDP—Energias de Portugal SA		17,871		86,590
Electricite de France SA		2,122		68,986
Enel SpA		11,219		59,423
Entergy Corp.		828		64,096
Exelon Corp.		1,427		47,690
FirstEnergy Corp.		1,609		55,092
Fortis, Inc./Canada		1,705		52,563
Fortum Oyj		3,242		81,445
Hokuriku Electric Power Co.		2,400		31,075
Iberdrola SA		12,616		92,696
Kansai Electric Power Co., Inc. (The)(b)		2,100		19,217
Kyushu Electric Power Co., Inc.(b)		2,000		20,312
NextEra Energy, Inc.		599		58,972
Northeast Utilities		1,271		58,326
OGE Energy Corp.		1,339		50,239
Pepco Holdings, Inc.		2,594		71,491
Pinnacle West Capital Corp.		968		55,128
Power Assets Holdings Ltd.		5,000		45,547
PPL Corp.		1,909		66,109
Red Electrica Corp. SA		1,013		85,271
Shikoku Electric Power Co., Inc.(b)		2,400		29,488
Southern Co. (The)		1,600		71,040
SSE PLC		3,666		92,461
Terna Rete Elettrica Nazionale SpA		20,247		104,426
Tohoku Electric Power Co., Inc.		2,200		24,286
Tokyo Electric Power Co., Inc.(b)		6,400		23,108
Xcel Energy, Inc.		2,086		66,856
				1,964,308

Company	Shares		U.S. $ Value
Gas Utilities – 0.1%
APA Group		4,471	$	32,387
Enagas SA		2,439		81,350
Gas Natural SDG SA		2,415		74,047
Hong Kong & China Gas Co., Ltd.		20,800		47,182
Osaka Gas Co., Ltd.		10,000		41,128
Snam SpA		16,345		95,091
Toho Gas Co., Ltd.		5,000		28,779
Tokyo Gas Co., Ltd.		9,000		51,108
				451,072
Independent Power Producers & Energy Traders – 0.1%
AES Corp./VA		3,004		45,601
Calpine Corp.(b)		1,884		44,783
Electric Power Development Co., Ltd.		1,003		32,859
Enel Green Power SpA		29,676		81,978
NRG Energy, Inc.		1,240		38,167
TransAlta Corp.		4,502		51,922
				295,310
Multi-Utilities – 0.4%
AGL Energy Ltd.		3,510		46,260
Alliant Energy Corp.		1,293		75,628
Ameren Corp.		1,368		54,706
Atco Ltd./Canada—Class I		1,178		50,693
Canadian Utilities Ltd.—Class A		1,455		52,376
CenterPoint Energy, Inc.		1,780		44,215
Centrica PLC		20,228		107,373
CMS Energy Corp.		1,887		57,629
Consolidated Edison, Inc.		1,209		69,989
Dominion Resources, Inc./VA		900		63,198
DTE Energy Co.		472		36,934
E.ON SE		3,849		70,052
GDF Suez		3,053		75,252
Integrys Energy Group, Inc.		539		36,593
MDU Resources Group, Inc.		1,067		33,408
National Grid PLC		7,662		114,501
NiSource, Inc.		1,280		50,778
PG&E Corp.		1,297		60,284
Public Service Enterprise Group, Inc.		1,442		53,916
RWE AG		1,597		62,624
SCANA Corp.		1,311		68,093
Sempra Energy		567		60,085
Suez Environnement Co.		3,446		63,558
United Utilities Group PLC		6,493		94,666
Veolia Environnement SA		3,617		66,448
Wisconsin Energy Corp.		1,342		60,833
				1,630,092
Water Utilities – 0.0%
American Water Works Co., Inc.		1,213		61,390
Severn Trent PLC		3,054		98,678
				160,068
				4,500,850
Telecommunication Services – 0.6%
Diversified Telecommunication Services – 0.5%
AT&T, Inc.		2,599		90,861

Company	Shares		U.S. $ Value
BCE, Inc.		2,710	$	122,004
Belgacom SA		1,951		69,548
Bell Aliant, Inc.		2,147		60,917
BT Group PLC		10,456		67,225
CenturyLink, Inc.		1,522		62,387
Deutsche Telekom AG		3,918		58,720
Elisa Oyj		2,431		66,271
Frontier Communications Corp.		8,408		57,174
HKT Trust and HKT Ltd.		14,000		16,565
Iliad SA		178		39,127
Inmarsat PLC		4,532		52,797
Koninklijke KPN NV(b)		12,657		42,250
Level 3 Communications, Inc.(b)		1,217		54,716
Nippon Telegraph & Telephone Corp.		300		20,151
Orange SA		3,207		48,544
PCCW Ltd.		27,000		17,315
Singapore Telecommunications Ltd.		6,000		18,638
Spark New Zealand Ltd		7,281		17,875
Swisscom AG		137		79,590
TDC A/S		6,144		52,662
Telecom Italia SpA (ordinary shares)(b)		31,020		35,784
Telecom Italia SpA (savings shares)		40,877		37,643
Telefonica Deutschland Holding AG(b)		8,640		65,867
Telefonica SA		4,459		70,741
Telekom Austria AG		4,953		46,337
Telenor ASA		2,735		62,826
TeliaSonera AB		11,446		83,600
Telstra Corp., Ltd.		6,511		33,839
TELUS Corp.		2,457		89,598
TPG Telecom Ltd.		3,432		19,360
Verizon Communications, Inc.		1,875		93,412
Vivendi SA(b)		2,323		60,489
Windstream Holdings, Inc.		4,668		52,748
Ziggo NV		1,309		62,297
				1,929,878
Wireless Telecommunication Services – 0.1%
KDDI Corp.		360		20,803
Millicom International Cellular SA		610		54,719
NTT DoCoMo, Inc.		1,500		25,976
Rogers Communications, Inc.—Class B		2,479		101,048
SBA Communications Corp.—Class A(b)		758		83,600
SoftBank Corp.		200		14,451
Sprint Corp.(b)		5,362		30,081
StarHub Ltd.		5,000		16,604
T-Mobile US, Inc.(b)		1,666		50,113
Tele2 AB—Class B		5,888		73,340
Vodafone Group PLC		19,041		65,442
				536,177
				2,466,055
Total Common Stocks (cost $75,683,638)				82,560,724

Company	Principal Amount (000)		U.S. $ Value
GOVERNMENTS—TREASURIES – 13.1%
Australia – 3.9%
Australia Government Bond
Series 124
5.75%, 5/15/21	AUD	9,990	$	10,843,701
Series 138
3.25%, 4/21/29(a)		7,175		6,395,857
				17,239,558
New Zealand – 4.7%
New Zealand Government Bond
Series 423
5.50%, 4/15/23(a)	NZD	10,425		9,612,567
Series 521
6.00%, 5/15/21(a)		11,935		11,128,781
				20,741,348
Norway – 4.5%
Norway Government Bond
Series 474
3.75%, 5/25/21	NOK	109,785		19,720,010
Total Governments—Treasuries (cost $58,371,060)				57,700,916
	Shares
INVESTMENT COMPANIES – 2.1%
Funds and Investment Trusts – 2.1%
iShares Core MSCI Emerging Markets ETF(e)		82,560		4,454,938
iShares MSCI Emerging Markets ETF		91,475		4,121,863
WisdomTree Japan Hedged Equity Fund		15,952		795,686
Total Investment Companies (cost $8,947,932)				9,372,487
	Principal Amount (000)
MORTGAGE PASS-THROUGHS – 1.5%
Agency Fixed Rate 30-Year – 1.5%
Federal National Mortgage Association
3.00%, 8/01/43-12/01/43	U.S.$	3,588		3,576,732
3.50%, 10/01/44, TBA		3,114		3,195,471
Total Mortgage Pass-Throughs (cost $6,697,690)				6,772,203
	Shares
PREFERRED STOCKS – 1.3%
Financials – 1.3%
Real Estate Investment Trusts (REITs) – 1.3%
Apartment Investment & Management Co.
6.875%		42,000		1,073,100

Company	Shares		U.S. $ Value
Hersha Hospitality Trust
Series C
6.875%(e)		60,000	$	1,544,700
Pebblebrook Hotel Trust
6.50%		65,950		1,648,750
Sabra Health Care REIT, Inc.
Series A
7.125%		53,175		1,340,010
Total Preferred Stocks (cost $5,528,125)				5,606,560
RIGHTS – 0.0%
Financials – 0.0%
Banks – 0.0%
Oversea-Chinese Banking Corp. Ltd., expiring 9/15/14 (b)		382		719
Utilities – 0.0%
Multi-Utilities – 0.0%
AGL Energy Ltd., expiring 9/14/15(b)		702		1,797
Total Rights (cost $0)				2,516
SHORT-TERM INVESTMENTS – 22.4%
Investment Companies – 22.4%
AllianceBernstein Fixed-Income Shares, Inc.—Government STIF Portfolio, 0.07%(f)(g) (cost $98,519,192)		98,519,192		98,519,192
Total Investments Before Security Lending Collateral for Securities Loaned – 98.2%
(cost $421,690,614)				432,986,588
INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 0.5%
Investment Companies – 0.5%
AllianceBernstein Exchange Reserves—Class I, 0.07%(f)(g) (cost $2,345,193)		2,345,193		2,345,193
Total Investments – 98.7% (cost $424,035,807)(h)				435,331,781
Other assets less liabilities – 1.3%(i)				5,638,111
Net Assets – 100.0%			$	440,969,892

FUTURES

Type	Number of Contracts		Expiration Month	Original Value		Value at August 31, 2014		Unrealized Appreciation/ (Depreciation)
Purchased Contracts
10 Yr Mini Japan Government Bond Futures		85	September 2014	$	11,856,007	$	11,944,687	$	88,680
90 Day Euro Futures		3,000	December 2016		734,057,743		734,812,500		754,757
Brent Crude Futures		23	November 2014		2,442,322		2,395,910		(46,412	)
Canola (WCE) Futures		223	November 2014		1,874,637		1,721,979		(152,658	)
Cattle Feeder Futures		39	January 2015		4,033,715		4,098,900		65,185
Cattle Feeder Futures		9	October 2014		1,005,393		975,263		(30,130	)
CBOE VIX Futures		58	December 2014		901,470		901,900		430
Cocoa Futures		159	December 2014		4,936,851		5,134,110		197,259
Coff Robusta Futures		150	November 2014		3,025,750		3,082,500		56,750
Coffee C Futures		30	December 2014		2,017,951		2,263,500		245,549
Copper London Metal Exchange Futures		8	November 2014		1,419,617		1,396,700		(22,917	)
Copper London Metal Exchange Futures		21	October 2014		3,685,871		3,668,438		(17,433	)
Corn Futures		134	December 2014		2,583,430		2,443,825		(139,605	)
Cotton No. 2 Futures		181	December 2014		6,678,276		6,024,585		(653,691	)
Euro Bund Futures		20	September 2014		3,818,291		3,982,319		164,028
Euro Buxl 30 Yr Bond Futures		19	September 2014		3,580,491		3,636,908		56,417
Gas Oil (ICE) Futures		29	January 2015		2,583,403		2,538,225		(45,178	)
Gasoline Rbob Futures		22	September 2014		2,534,309		2,423,560		(110,749	)
Gold 100 OZ Futures		37	December 2014		4,848,895		4,763,380		(85,515	)
KC HRW Wheat Futures		81	December 2014		2,664,404		2,603,138		(61,266	)
Lead London Metal Exchange Futures		61	October 2014		3,376,269		3,411,044		34,775
Lean Hogs Futures		121	October 2014		5,220,401		4,749,250		(471,151	)
Live Cattle Futures		125	October 2014		7,706,351		7,571,250		(135,101	)
MSCI EAFE Mini Futures		281	September 2014		27,524,595		26,987,240		(537,355	)
MSCI Emerging Market Mini Futures		196	September 2014		10,310,446		10,640,840		330,394
Natural Gas Futures		38	March 2015		1,560,830		1,480,100		(80,730	)
Nickel London Metal Exchange Futures		23	October 2014		2,591,161		2,589,294		(1,867	)
Nickel London Metal Exchange Futures		8	November 2014		904,025		902,112		(1,913	)
NY Harb ULSD Futures		22	January 2015		2,757,009		2,654,744		(102,265	)
Palladium Futures		21	December 2014		1,851,210		1,910,055		58,845
Platinum Futures		100	October 2014		7,382,036		7,123,500		(258,536	)
PRI Alum London Metal Exchange Futures		83	October 2014		4,175,328		4,337,787		162,459
S&P 500 E Mini Futures		343	September 2014		33,329,518		34,324,010		994,492
S&P TSX 60 Index Futures		4	September 2014		625,564		660,204		34,640
Silver Futures		27	December 2014		2,702,667		2,631,420		(71,247	)
Soybean Futures		64	November 2014		3,447,565		3,277,600		(169,965	)
Soybean Meal Futures		78	December 2014		2,701,426		2,735,460		34,034
Soybean Oil Futures		131	December 2014		2,812,033		2,526,204		(285,829	)
Sugar 11 (World) Futures		150	February 2015		2,974,647		2,929,920		(44,727	)
TOPIX Index Futures		41	September 2014		4,883,344		5,028,209		144,865
U.S Ultra Bond (CBT) Futures		186	December 2014		28,398,697		28,923,000		524,303
U.S. T-Note 10 Yr (CBT) Futures		192	December 2014		24,159,284		24,150,000		(9,284	)
Wheat (CBT) Futures		84	December 2014		2,426,200		2,366,700		(59,500	)
WTI Crude Futures		57	November 2014		5,618,821		5,379,090		(239,731	)
WTI Crude Futures		16	May 2015		1,546,871		1,490,400		(56,471	)
Zinc London Metal Exchange Futures		63	October 2014		3,680,442		3,709,519		29,077

Type	Number of Contracts		Expiration Month	Original Value		Value at August 31, 2014		Unrealized Appreciation/ (Depreciation)
Zinc London Metal Exchange Futures		22	November 2014	$	1,302,897	$	1,298,000	$	(4,897	)
Sold Contracts
10 Yr Canadian Bond Futures		75	December 2014		9,400,982		9,472,777		(71,795	)
10 Yr Mini Japan Government Bond Futures		179	September 2014		24,981,858		25,154,106		(172,248	)
90 Day Euro Futures		1,500	December 2015		370,947,948		371,268,750		(320,802	)
90 Day Euro Futures		1,500	December 2017		364,558,960		364,875,000		(316,040	)
Brent Crude Oil Futures		15	May 2015		1,601,733		1,565,250		36,483
CBOE VIX Futures		58	January 2015		947,595		945,400		2,195
Copper London Metal Exchange Futures		2	October 2014		349,846		349,375		471
Euro BTP Futures		66	September 2014		10,745,720		11,318,785		(573,065	)
Euro Bund Futures		56	September 2014		10,703,454		11,150,495		(447,041	)
Euro OAT Futures		65	September 2014		11,804,095		12,430,098		(626,003	)
FTSE China Futures		472	September 2014		3,379,614		3,381,880		(2,266	)
Gas Oil Futures (ICE)		25	October 2014		2,231,844		2,171,250		60,594
Gasoline Rbob Futures		7	September 2014		766,229		771,133		(4,904	)
Gold 100 OZ Futures		15	December 2014		1,957,713		1,931,100		26,613
Lead London Metal Exchange Futures		28	November 2014		1,568,902		1,568,875		27
Lead London Metal Exchange Futures		11	October 2014		614,701		615,106		(405	)
Lean Hogs Futures		45	October 2014		1,909,966		1,766,250		143,716
Nickel London Metal Exchange Futures		2	October 2014		222,716		225,156		(2,440	)
NY Harbor USLD Futures		3	September 2014		362,900		360,373		2,527
PRI Alum London Metal Exchange Futures		16	October 2014		805,453		836,200		(30,747	)
PRI Aluminum London Metal Exchange Futures		42	November 2014		2,108,135		2,203,425		(95,290	)
Rapeseed Euro Futures		61	October 2014		1,349,526		1,297,443		52,083
Sugar 11 (World) Futures		69	September 2014		1,318,812		1,197,067		121,745
U.S. T-Note 10 Yr (CBT) Futures		231	December 2014		28,945,158		29,055,469		(110,311	)
Wheat (CBT) Futures		31	December 2014		899,625		873,425		26,200
Zinc London Metal Exchange Futures		9	October 2014		515,680		529,931		(14,251	)
								$	(2,234,138	)

FORWARD CURRENCY EXCHANGE CONTRACTS

Counterparty	Contracts to Deliver (000)		In Exchange For (000)		Settlement Date		Unrealized Appreciation/ (Depreciation)
Bank of America, NA	TRY	63,060	USD	29,732		9/17/14	$	652,848
Barclays Bank PLC Wholesale	SEK	104,644	USD	15,612		9/17/14		640,943
Citibank, NA	AUD	19,543	USD	18,176		9/17/14		(58,454	)
Citibank, NA	CAD	2,207	USD	2,013		9/17/14		(16,021	)
Credit Suisse International	CHF	1,591	USD	1,770		9/17/14		36,660

Counterparty	Contracts to Deliver (000)		In Exchange For (000)		Settlement Date		Unrealized Appreciation/ (Depreciation)
Credit Suisse International	GBP	2,506	USD	4,196		9/17/14	$	36,428
Deutsche Bank AG London	EUR	159	USD	210		12/15/14		837
Deutsche Bank AG London	EUR	40,679	USD	55,102		9/17/14		1,648,199
HSBC Bank USA	CAD	19,059	USD	17,434		9/17/14		(88,320	)
HSBC Bank USA	EUR	161	USD	219		9/17/14		7,432
HSBC Bank USA	HKD	5,290	USD	683		9/17/14		(72	)
HSBC Bank USA	JPY	2,911,746	USD	28,454		9/17/14		465,156
HSBC Bank USA	USD	4,723	CAD	5,163		9/17/14		23,925
JPMorgan Chase Bank NA	CAD	3,232	USD	2,974		9/17/14		2,146
Morgan Stanley Capital Services LLC	SGD	491	USD	393		9/17/14		(166	)
Royal Bank of Scotland PLC	NZD	24,705	USD	20,858		9/17/14		221,882
State Street Bank & Trust Co.	AUD	139	USD	130		9/17/14		406
State Street Bank & Trust Co.	CAD	1,369	USD	1,256		9/17/14		(2,163	)
State Street Bank & Trust Co.	DKK	2,758	USD	501		9/17/14		14,382
State Street Bank & Trust Co.	EUR	4,094	USD	5,546		9/17/14		165,867
State Street Bank & Trust Co.	GBP	726	USD	1,221		9/17/14		15,819
State Street Bank & Trust Co.	HKD	825	USD	106		9/17/14		(11	)
State Street Bank & Trust Co.	ILS	1,366	USD	394		9/17/14		12,059
State Street Bank & Trust Co.	JPY	285,398	USD	2,796		9/17/14		52,895
State Street Bank & Trust Co.	NZD	137	USD	116		9/17/14		1,136
State Street Bank & Trust Co.	SEK	9,590	USD	1,440		9/17/14		67,685
State Street Bank & Trust Co.	TRY	3,736	USD	1,732		9/17/14		9,129
State Street Bank & Trust Co.	TRY	2,189	USD	999		9/17/14		(10,610	)
State Street Bank & Trust Co.	USD	119	AUD	129		9/17/14		998
State Street Bank & Trust Co.	USD	926	CAD	1,009		9/17/14		1,741
State Street Bank & Trust Co.	USD	5,743	EUR	4,290		9/17/14		(105,448	)
State Street Bank & Trust Co.	USD	418	GBP	248		9/17/14		(6,735	)
State Street Bank & Trust Co.	USD	397	ILS	1,366		9/17/14		(14,516	)
State Street Bank & Trust Co.	USD	2,336	JPY	238,866		9/17/14		(39,664	)
State Street Bank & Trust Co.	USD	836	SEK	5,733		9/17/14		(15,566	)
State Street Bank & Trust Co.	USD	2,302	TRY	5,018		9/17/14		11,895
State Street Bank & Trust Co.	AUD	99	USD	92		12/15/14		(85	)
State Street Bank & Trust Co.	CHF	157	USD	174		12/15/14		2,583
State Street Bank & Trust Co.	EUR	3,545	USD	4,681		12/15/14		20,775
State Street Bank & Trust Co.	GBP	110	USD	182		12/15/14		(14	)
State Street Bank & Trust Co.	JPY	35,485	USD	347		12/15/14		5,255
State Street Bank & Trust Co.	TRY	4,211	USD	1,904		12/15/14		(641	)
UBS AG	CAD	953	USD	872		9/17/14		(4,061	)
UBS AG	NOK	124,726	USD	20,787		9/17/14		672,937
UBS AG	USD	783	GBP	468		9/17/14		(6,099	)
							$	4,423,372

CENTRALLY CLEARED INTEREST RATE SWAPS

				Rate Type
Clearing Broker /(Exchange)	Notional Amount (000)		Termination Date	Payments made by the Fund		Payments received by the Fund			Unrealized Appreciation/ (Depreciation)
Credit Suisse Securities (USA) LLC/(CME Group)	JPY	103,980	12/06/18		6 Month LIBOR		0.354	%	$	5,916
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	2,150	1/13/19		6 Month BBSW		3.758	%		56,732
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	37,440	1/14/19		3 Month STIBOR		2.090	%		344,523
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	14,690	2/04/19		6 Month BBSW		3.653	%		316,219
Credit Suisse Securities (USA) LLC/(CME Group)	JPY	68,630	2/05/19		6 Month LIBOR		0.335	%		3,107
Credit Suisse Securities (USA) LLC/(CME Group)	NOK	96,690	2/05/19		6 Month NIBOR		2.405	%		428,340
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	129,940	2/05/19		3 Month STIBOR		1.975	%		1,064,511
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	3,540	2/28/19		6 Month BBSW		3.616	%		69,066
Credit Suisse Securities (USA) LLC/(CME Group)	JPY	25,070	3/03/19		6 Month LIBOR		0.303	%		874
Credit Suisse Securities (USA) LLC/(CME Group)	NOK	27,890	3/03/19		6 Month NIBOR		2.445	%		85,067
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	27,450	3/03/19		3 Month STIBOR		1.823	%		183,219
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	4,320	4/02/19		6 Month BBSW		3.730	%		120,170
Credit Suisse Securities (USA) LLC/(CME Group)	JPY	34,800	4/03/19		6 Month LIBOR		0.321	%		1,456
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	87,200	4/03/19		3 Month STIBOR		1.817	%		567,721
Credit Suisse Securities (USA) LLC/(CME Group)	NOK	42,970	4/03/19		6 Month NIBOR		2.511	%		146,422
Credit Suisse Securities (USA) LLC/(CME Group)	CAD	19,480	1/10/24		3 Month CDOR		3.010	%		980,052
Credit Suisse Securities (USA) LLC/(CME Group)		15,580	1/31/24		3 Month CDOR		2.780	%		482,432
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	54,920	2/26/24		3 Month STIBOR		2.591	%		808,197

					Rate Type
Clearing Broker /(Exchange)	Notional Amount (000)		Termination Date		Payments made by the Fund	Payments received by the Fund	Unrealized Appreciation/ (Depreciation)
Credit Suisse Securities (USA) LLC/(CME Group)	CAD	5,130		2/26/24	3 Month CDOR	2.799%	$	159,336
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	3,610		3/03/24	3 Month STIBOR	2.521%		48,386
Credit Suisse Securities (USA) LLC/(CME Group)	CAD	6,140		4/01/24	3 Month CDOR	2.870%		258,838
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	9,290		4/24/24	3 Month STIBOR	2.385%		104,470
Credit Suisse Securities (USA) LLC/(CME Group)		4,020		7/09/24	3 Month STIBOR	1.987%		20,475
Credit Suisse Securities (USA) LLC/(CME Group)	USD	21,900		8/19/24	3 Month LIBOR	3.51%		182,150
Credit Suisse Securities (USA) LLC/(CME Group)	EUR	16,300		8/19/24	1.973%	6 Month EURIBOR		(289,269	)
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	9,020		9/01/24	1.63%	3 Month STIBOR		1,084
Credit Suisse Securities (USA) LLC/(CME Group)	NOK	22,080		1/14/29	6 Month NIBOR	3.465%		346,499
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	3,190		2/04/29	6 Month BBSW	4.765%		280,239
Credit Suisse Securities (USA) LLC/(CME Group)	NOK	14,340		2/05/29	6 Month NIBOR	3.345%		188,602
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	1,210		2/28/29	6 Month BBSW	4.740%		101,738
Credit Suisse Securities (USA) LLC/(CME Group)	NOK	3,230		3/03/29	6 Month NIBOR	3.365%		38,018
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	1,180		4/02/29	6 Month BBSW	4.778%		113,009
Credit Suisse Securities (USA) LLC/(CME Group)	NOK	5,080		4/03/29	6 Month NIBOR	3.361%		57,995
Credit Suisse Securities (USA) LLC/(CME Group)	GBP	6,430		1/10/44	6 Month LIBOR	3.340%		1,337,014
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	570		1/13/44	6 Month BBSW	4.993%		75,929
Credit Suisse Securities (USA) LLC/(CME Group)		530		2/04/44	6 Month BBSW	4.888%		60,953
Credit Suisse Securities (USA) LLC/(CME Group)	GBP	110		4/01/44	6 Month LIBOR	3.282%		22,101
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	250		4/02/44	6 Month BBSW	4.948%		33,031
Credit Suisse Securities (USA) LLC/(LCH Clearnet)	NZD	3,370		11/22/15	3 Month BKBM	3.555%		14,467
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		26,860		12/06/15	3 Month BKBM	3.745%		(26,101	)

					Rate Type
Clearing Broker /(Exchange)	Notional Amount (000)		Termination Date		Payments made by the Fund	Payments received by the Fund	Unrealized Appreciation/ (Depreciation)
Credit Suisse Securities (USA) LLC/(LCH Clearnet)	NZD	9,600		1/14/16	3 Month BKBM	3.790%	$	(13,614	)
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		80,880		2/05/16	3 Month BKBM	3.841%		(88,916	)
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		20,590		3/03/16	3 Month BKBM	3.803%		148,089
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		20,040		4/03/16	3 Month BKBM	4.065%		209,761
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		153,150		4/24/16	3 Month BKBM	4.055%		1,532,921
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		1,430		1/14/19	3 Month BKBM	4.630%		16,996
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		590		2/05/19	3 Month BKBM	4.543%		4,932
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		350		4/03/19	3 Month BKBM	4.656%		8,082
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		1,420		4/24/19	3 Month BKBM	4.603%		29,251
Credit Suisse Securities (USA) LLC/(LCH Clearnet)	SEK	51,320		2/26/24	2.592%	3 Month STIBOR		(756,290	)
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		5,000		4/14/24	2.403%	3 Month STIBOR		(57,834	)
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		3,930		4/24/24	2.385%	3 Month STIBOR		(44,194	)
Credit Suisse Securities (USA) LLC/(LCH Clearnet)		5,340		6/18/24	2.124%	3 Month STIBOR		(37,152	)
							$	9,745,020

CENTRALLY CLEARED CREDIT DEFAULT SWAPS

Swap Counterparty/(Exchange) & Referenced Obligation	Fixed Rate (Pay) Receive			Implied Credit Spread at August 31, 2014			Notional Amount (000)		Market Value		Unrealized Appreciation/ (Depreciation)
Credit Suisse Securities (USA) LLC/(INTRCONX):
CDX-NAHY Series 21 5 Year Index, 12/20/18*		5.00	%		2.77	%	$	931	$	89,494	$	24,320
iTraxx-XOVER Series 20 5 Year Index, 12/20/18*		5.00			2.01		EUR	1,100		189,313		78,909
									$	278,807	$	103,229

* Termination date

CREDIT DEFAULT SWAPS

Swap Counterparty & Referenced Obligation	Fixed Rate (Pay) Receive			Implied Credit Spread at August 31, 2014			Notional Amount (000)		Market Value			Upfront Premiums Paid (Received)			Unrealized Appreciation/ (Depreciation)
Sale Contracts
Barclays Bank PLC:
CDX-EM Series 21 5 Year, 6/20/19*		5.00	%		2.77	%	$	3,630	$	381,069		$	350,340		$	30,729
Credit Suisse International:
CDX- CMBX.7.BBB, 8/14/14*		3.00			0.00			13,140		(161,558	)		(261,878	)		100,320
Deutsche Bank AG London:
CDX- CMBX.6.BB, 8/15/14*		5.00			0.00			8,760		93,150			55,186			37,964
									$	312,661		$	143,648		$	169,013

* Termination date

(a) 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, 2014, the aggregate market value of these securities amounted to $43,721,675 or 9.9% of net assets.

(b) Non-income producing security.

(c) Illiquid security.

(d) Fair valued by the Adviser.

(e) Represents entire or partial securities out on loan.

(f) Investment in affiliated money market mutual fund. The rate shown represents the 7-day yield as of period end.

(g) To obtain a copy of the fund’s financial statements, please go to the Securities and Exchange Commission’s website at www.sec.gov, or call AllianceBernstein at (800) 227-4618.

(h) As of August 31, 2014, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $14,719,238 and gross unrealized depreciation of investments was $(3,423,264), resulting in net unrealized appreciation of $11,295,974.

(i) An amount of U.S. $5,809,030 has been segregated to collateralize margin requirements for the open futures contracts at August 31, 2014.

Currency Abbreviation:

AUD – Australian Dollar

CAD – Canadian Dollar

CHF – Swiss Franc

DKK – Danish Krone

EUR – Euro

GBP – Great British Pound

HKD – Hong Kong Dollar

ILS – Israeli Shekel

JPY – Japanese Yen

NOK – Norwegian Krone

NZD – New Zealand Dollar

SEK – Swedish Krona

SGD – Singapore Dollar

TRY – Turkish Lira

USD – United States Dollar

Glossary:

BBSW – Bank Bill Swap Reference Rate (Australia)

BKBM – Bank Bill Benchmark (New Zealand)

BTP – Buoni del Tesoro Poliennali

CBOE – Chicago Board Options Exchange

CBT – Chicago Board of Trade

CDOR – Canadian Dealer Offered Rate

CDX-CMBX.NA – North American Commercial Mortgage-Backed Index

CDX-EM – Emerging Market Credit Default Swap Index

CDX-NAHY – North American High Yield Credit Default Swap Index

CME – Chicago Mercantile Exchange

CPI – Consumer Price Index

EAFE – Europe, Australia, and Far East

ETF – Exchange Traded Fund

EURIBOR – Euro Interbank Offered Rate

FTSE – Financial Times Stock Exchange

ICE – Intercontinental Exchange

INTRCONX – Inter-Continental Exchange

LCH – London Clearing House

LIBOR – London Interbank Offered Rates

MSCI – Morgan Stanley Capital International

NIBOR – Norwegian Interbank Offered Rate

OAT – Obligations Assimilables du Trésor

REG – Registered Shares

REIT – Real Estate Investment Trust

STIBOR – Stockholm Interbank Offered Rate

TBA – To Be Announced

TIPS – Treasury Inflation Protected Security

TOPIX – Tokyo Price Index

TSX – Toronto Stock Exchange

WCE – Winnipeg Commodities Exchange

WTI – West Texas Intermediate

COUNTRY BREAKDOWN *

August 31, 2014 (unaudited)

20.3	%	United States
7.2	%	Japan
7.2	%	Turkey
5.8	%	Germany
4.9	%	Canada
4.8	%	New Zealand
4.7	%	Norway
4.4	%	Australia
4.2	%	France
4.0	%	Italy
3.8	%	Sweden
3.2	%	China
1.0	%	United Kingdom
1.8	%	Other
22.7	%	Short-Term
100.0	%	Total Investments

* All data are as of August 31, 2014. The Fund’s country breakdown is expressed as a percentage of total investments (Excluding Security Lending Collateral) and may vary over time. “Other” country weightings represent 0.5% or less in the following countries: Austria, Belgium, Colombia, Denmark, Finland, Hong Kong, Ireland, Jersey (Channel Islands), Luxembourg, Macau, Netherlands, Portugal, Singapore, Spain and Switzerland.

AllianceBernstein Global Risk Allocation Fund

August 31, 2014 (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. U.S. GAAP establishes 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 (including those valued based on their market values). 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 fair value of debt instruments, such as bonds, and over-the-counter derivatives is generally based on market price quotations, recently executed market transactions (where observable) or industry recognized modeling techniques and are generally classified as Level 2. Pricing vendor inputs to Level 2 valuations may include quoted prices for similar investments in active markets, interest rate curves, coupon rates, currency rates, yield curves, option adjusted spreads, default rates, credit spreads and other unique security features in order to estimate the relevant cash flows which is then discounted to calculate fair values. If these inputs are unobservable and significant to the fair value, these investments will be classified as Level 3. In addition, non-agency rated investments are classified as Level 3.

Where readily available market prices or relevant bid prices are not available for certain equity investments, such investments may be valued based on similar publicly traded investments, movements in relevant indices since last available prices or based upon underlying company fundamentals and comparable company data (such as multiples to earnings or other multiples to equity). Where an investment is valued using an observable input, by pricing vendors, such as another publicly traded security, the investment will be classified as Level 2. If management determines that an adjustment is appropriate based on restrictions on resale, illiquidity or uncertainty, and such adjustment is a significant component of the valuation, the investment will be classified as Level 3. An investment will also be classified as Level 3 where management uses company fundamentals and other significant inputs to determine the valuation.

Valuations of mortgage-backed or other asset backed securities, by pricing vendors, are based on both proprietary and industry recognized models and discounted cash flow techniques. Significant inputs to the valuation of these instruments are value of the collateral, the rates and timing of delinquencies, the rates and timing of prepayments, and default and loss expectations, which are driven in part by housing prices for residential mortgages. Significant inputs are determined based on relative value analyses, which incorporate comparisons to instruments with similar collateral and risk profiles, including relevant indices. Mortgage and asset backed securities for which management has collected current observable data through pricing services are generally categorized within Level 2. Those investments for which current observable data has not been provided are classified as Level 3.

Other fixed income investments, including non-U.S. government and corporate debt, are generally valued using quoted market prices, if available, which are typically impacted by current interest rates, maturity dates and any perceived credit risk of the issuer. Additionally, in the absence of quoted market prices, these inputs are used by pricing vendors to derive a valuation based upon industry or proprietary models which incorporate issuer specific data with relevant yield/spread comparisons with more widely quoted bonds with similar key characteristics. Those investments for which there are observable inputs are classified as Level 2. Where the inputs are not observable, the investments are classified as Level 3.

The following table summarizes the valuation of the Fund’s investments by the above fair value hierarchy levels as of August 31, 2014:

Investments in Securities:	Level 1		Level 2		Level 3		Total
Assets:
Inflation-Linked Securities	$	—	$	172,451,990	$	—	$	172,451,990
Common Stock:
Industrials		7,687,000		4,018,453		—		11,705,453
Financials		6,052,986		4,484,768		—		10,537,754
Consumer Discretionary		6,299,901		4,127,704		—		10,427,605
Information Technology		6,483,566		2,443,750		818,542		9,745,858
Health Care		5,559,905		3,670,390		—		9,230,295
Materials		6,022,663		2,796,917		314,842		9,134,422
Consumer Staples		5,073,185		3,986,482		—		9,059,667
Energy		3,959,471		1,793,294		—		5,752,765
Utilities		2,115,631		2,385,219		—		4,500,850
Telecommunication Services		1,046,751		1,419,304		—		2,466,055
Governments - Treasuries		—		57,700,916		—		57,700,916

Investment Companies		9,372,487			—			—		9,372,487
Mortgage Pass-Throughs		—			6,772,203			—		6,772,203
Preferred Stocks		5,606,560			—			—		5,606,560
Rights		1,797			—			719		2,516
Short-Term Investments		98,519,192			—			—		98,519,192
Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund		2,345,193			—			—		2,345,193
Total Investments in Securities		166,146,288			268,051,390			1,134,103		435,331,781
Other Financial Instruments* :
Assets:
Futures		4,304,728			144,865			—		4,449,593
Forward Currency Exchange Contracts		—			4,792,018			—		4,792,018
Centrally Cleared Interest Rate Swaps		—			11,058,390			—		11,058,390
Centrally Cleared Credit Default Swaps		—			103,229			—		103,229
Credit Default Swaps		—			169,013			—		169,013
Liabilities:
Futures		(6,683,731	)		—			—		(6,683,731	)
Forward Currency Exchange Contracts		—			(368,646	)		—		(368,646	)
Centrally Cleared Interest Rate Swaps		—			(1,313,370	)		—		(1,313,370	)
Total+	$	163,767,285		$	282,636,889		$	1,134,103	$	447,538,277

* Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation/depreciation on the instrument.

+ There were de minimis transfers under 1% of net assets between Level 1 and Level 2 during the reporting period.

The Fund recognizes all transfers between levels of the fair value hierarchy assuming the financial instruments were transferred at the beginning of the reporting period.

Following is a reconciliation of investments in which significant unobservable inputs (Level 3) were used in determining fair value.

	Common Stocks - Financials			Common Stocks - Information Technology		Common Stocks - Materials
Balance as of 11/30/13	$	—		$	—	$	—
Accrued discounts/(premiums)		—			—		—
Realized gain (loss)		2,763			—		—
Change in unrealized appreciation/depreciation		(25,814	)		46,177		25,771
Purchases		23,297			772,365		289,071
Sales		(5,778	)		—		—
Transfers in to Level 3		5,532			—		—
Transfers out of Level 3		—			—		—
Balance as of 8/31/14	$	—		$	818,542	$	314,842
Net change in unrealized appreciation/depreciation from Investments held as of 8/31/14	$	—		$	46,177	$	25,771

	Preferred Stocks			Rights^		Total
Balance as of 11/30/13	$	1,203		$	—	$	1,203
Accrued discounts/(premiums)		—			—		—
Realized gain (loss)		10			—		2,773
Change in unrealized appreciation/depreciation		(10	)		719		46,843
Purchases		—			—		1,084,733
Sales		(1,203	)		—		(6,981	)
Transfers in to Level 3		—			—		5,532
Transfers out of Level 3		—			—		—
Balance as of 8/31/14	$	—		$	719	$	1,134,103	+
Net change in unrealized appreciation/depreciation from Investments held as of 8/31/14	$	—		$	719	$	72,667

^ The security which had zero market value at prior year end is no longer held by the Fund.

+ There were de minimis transfers under 1% of net assets during the reporting period.

The Adviser has established a Valuation Committee (the “Committee”) which is responsible for overseeing the pricing and valuation of all securities held in the Fund. The Committee operates under pricing and valuation policies and procedures established by the Adviser and approved by the Board, including pricing policies which set forth the mechanisms and processes to be employed on a daily basis to implement these policies and procedures. In particular, the pricing policies describe how to determine market quotations for securities and other instruments. The Committee’s responsibilities include: 1) fair value and liquidity determinations (and oversight of any third parties to whom any responsibility for fair value and liquidity determinations is delegated), and 2) regular monitoring of the Adviser’s pricing and valuation policies and procedures and modification or enhancement of these policies and procedures (or recommendation of the modification of these policies and procedures) as the Committee believes appropriate.

The Committee is also responsible for monitoring the implementation of the pricing policies by the Adviser’s Pricing Group (the “Pricing Group”) and a third party which performs certain pricing functions in accordance with the pricing policies. The Pricing Group is responsible for the oversight of the third party on a day-to-day basis. The Committee and the Pricing Group perform a series of activities to provide reasonable assurance of the accuracy of prices including: 1) periodic vendor due diligence meetings, review of methodologies, new developments and process at vendors, 2) daily compare of security valuation versus prior day for all securities that exceeded established thresholds, and 3) daily review of unpriced, stale, and variance reports with exceptions reviewed by senior management and the Committee.

In addition, several processes outside of the pricing process are used to monitor valuation issues including: 1) performance and performance attribution reports are monitored for anomalous impacts based upon benchmark performance, and 2) portfolio managers review all portfolios for performance and analytics (which are generated using the Adviser’s prices).

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 21, 2014

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 21, 2014

By:	/s/ Joseph J. Mantineo
	Joseph J. Mantineo
	Treasurer and Chief Financial Officer

Date: October 21, 2014