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

AB 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, 2015

Date of reporting period: August 31, 2015

ITEM 1. SCHEDULE OF INVESTMENTS.

AB Global Risk Allocation Fund

Portfolio of Investments

August 31, 2015 (unaudited)

	Principal Amount (000)		U.S. $ Value
GOVERNMENTS - TREASURIES - 27.6%
Brazil - 16.6%
Brazil Letras do Tesouro Nacional Zero Coupon, 1/01/16	BRL	62,500	$	16,473,864
Brazil Notas do Tesouro Nacional
Series B
6.00%, 8/15/50		14,518		9,313,683
Series F
10.00%, 1/01/21-1/01/25		157,120		34,801,128
				60,588,675
Portugal - 3.1%
Portugal Obrigacoes do Tesouro OT
2.875%, 10/15/25 (a)	EUR	9,951		11,416,874
Turkey - 5.2%
Turkey Government Bond
8.80%, 9/27/23	TRY	59,472		19,086,405
United States - 2.7%
U.S. Treasury Bonds
3.00%, 5/15/45 (b)	U.S.$	9,680		9,791,920
Total Governments - Treasuries (cost $115,429,071)				100,883,874
	Shares
COMMON STOCKS - 22.8%
Financials - 3.8%
Banks - 1.3%
Agricultural Bank of China Ltd.-Class H		773,000		311,281
Aozora Bank Ltd.		7,000		25,555
Australia & New Zealand Banking Group Ltd.		1,352		26,890
Banca Monte dei Paschi di Siena SpA (c)		5,620		11,775
Banco Bilbao Vizcaya Argentaria SA		2,547		23,562
Banco Comercial Portugues SA (c)		374,804		26,449
Banco de Sabadell SA		12,316		26,094
Banco Espirito Santo SA (REG) (c)(d)(e)		17,161		0	^
Banco Popolare SC (c)		1,224		20,981
Banco Popular Espanol SA		4,192		17,850
Banco Santander SA		3,821		23,326
Bank of America Corp.		2,225		36,357
Bank of China Ltd.-Class H		897,000		408,554
Bank of Communications Co., Ltd.-Class H		429,000		322,595
Bank of East Asia Ltd. (The)		6,600		22,800
Bank of Ireland (c)		46,122		18,300
Bank of Kyoto Ltd. (The)		2,000		21,684
Bank of Montreal		754		40,692
Bank of Nova Scotia (The)		883		40,418
Bank of Queensland Ltd.		2,892		26,075
Bank of Yokohama Ltd. (The)		4,000		24,425
Bankia SA		15,302		18,394
Bankinter SA		2,728		20,439
Barclays PLC		6,597		26,215
BB&T Corp.		1,173		43,307

Company	Shares		U.S. $ Value
Bendigo & Adelaide Bank Ltd.		3,374		26,320
BNP Paribas SA		408		25,700
BOC Hong Kong Holdings Ltd.		5,500		18,585
CaixaBank SA		4,602		19,806
Canadian Imperial Bank of Commerce/Canada		618		45,420
Chiba Bank Ltd. (The)		3,000		21,842
China CITIC Bank Corp. Ltd.-Class H (c)		91,000		55,796
China Construction Bank Corp.-Class H		597,000		419,679
China Everbright Bank Co., Ltd.-Class H		348,000		160,484
China Minsheng Banking Corp. Ltd.-Class H		492,000		473,553
Chugoku Bank Ltd. (The)		1,500		22,187
CIT Group, Inc.		882		38,314
Citigroup, Inc.		689		36,848
Citizens Financial Group, Inc.		1,593		39,538
Comerica, Inc.		735		32,340
Commerzbank AG (c)		1,879		20,991
Commonwealth Bank of Australia		541		28,904
Credit Agricole SA		1,617		21,860
Danske Bank A/S		863		26,691
DBS Group Holdings Ltd.		1,700		21,427
DNB ASA		1,724		24,543
Erste Group Bank AG (c)		708		20,951
Fifth Third Bancorp		1,867		37,191
First Republic Bank/CA		648		39,081
Fukuoka Financial Group, Inc.		5,000		24,771
Gunma Bank Ltd. (The)		3,000		19,995
Hachijuni Bank Ltd. (The)		3,000		20,672
Hang Seng Bank Ltd.		1,700		30,259
Hiroshima Bank Ltd. (The)		4,000		22,540
Hokuhoku Financial Group, Inc.		10,000		22,549
HSBC Holdings PLC		4,144		32,753
Huntington Bancshares, Inc./OH		3,718		40,563
ING Groep NV		1,469		22,509
Intesa Sanpaolo SpA		5,774		21,008
Intesa Sanpaolo SpA - RSP		7,522		24,828
Iyo Bank Ltd. (The)		1,900		21,239
Joyo Bank Ltd. (The)		4,000		21,365
JPMorgan Chase & Co.		668		42,819
KBC Groep NV		393		25,970
KeyCorp		2,724		37,428
Lloyds Banking Group PLC		26,144		30,815
M&T Bank Corp.		381		45,049
Mitsubishi UFJ Financial Group, Inc.		2,700		17,810
Mizuho Financial Group, Inc.		10,500		21,504
National Australia Bank Ltd.		1,276		28,293
National Bank of Canada		1,217		40,055
Natixis SA		3,081		19,565
Nordea Bank AB		2,487		29,366
Oversea-Chinese Banking Corp., Ltd.		3,279		20,764
People’s United Financial, Inc.		2,374		36,797
PNC Financial Services Group, Inc. (The)		523		47,656
Raiffeisen Bank International AG (c)		1,101		14,774
Regions Financial Corp.		3,413		32,731
Resona Holdings, Inc.		4,200		21,169
Royal Bank of Canada		727		40,528
Royal Bank of Scotland Group PLC (c)		5,039		26,036
Seven Bank Ltd.		5,100		21,669
Shinsei Bank Ltd.		11,000		23,711
Shizuoka Bank Ltd. (The)		2,000		21,046

Company	Shares		U.S. $ Value
Skandinaviska Enskilda Banken AB-Class A		2,864		33,280
Societe Generale SA		487		23,662
Standard Chartered PLC		1,736		20,225
Sumitomo Mitsui Financial Group, Inc.		500		20,408
Sumitomo Mitsui Trust Holdings, Inc.		5,000		20,639
SunTrust Banks, Inc.		1,014		40,935
Suruga Bank Ltd.		1,100		21,011
Svenska Handelsbanken AB-Class A		2,188		32,636
Swedbank AB-Class A		1,516		34,582
Toronto-Dominion Bank (The)		1,112		44,358
UniCredit SpA		3,098		20,207
Unione di Banche Italiane SCpA		2,601		20,243
United Overseas Bank Ltd.		1,600		21,998
US Bancorp		1,158		49,041
Wells Fargo & Co.		917		48,904
Westpac Banking Corp.		1,312		29,133
Yamaguchi Financial Group, Inc.		2,000		24,631
				4,738,568
Capital Markets - 0.5%
3i Group PLC		3,212		24,045
Aberdeen Asset Management PLC		5,222		25,347
Affiliated Managers Group, Inc. (c)		187		34,864
Ameriprise Financial, Inc.		334		37,632
Bank of New York Mellon Corp. (The)		1,075		42,785
BlackRock, Inc.-Class A		131		39,624
Charles Schwab Corp. (The)		972		29,529
CI Financial Corp.		1,641		39,229
CITIC Securities Co., Ltd.-Class H		155,000		310,339
Credit Suisse Group AG (REG) (c)		1,020		27,456
Daiwa Securities Group, Inc.		3,000		20,737
Deutsche Bank AG (REG)		717		21,066
E*TRADE Financial Corp. (c)		955		25,107
Eaton Vance Corp.		859		29,781
Franklin Resources, Inc.		905		36,725
Goldman Sachs Group, Inc. (The)		209		39,417
Haitong Securities Co., Ltd.-Class H		151,200		217,111
Hargreaves Lansdown PLC		1,633		27,950
ICAP PLC		3,335		23,049
IGM Financial, Inc.		1,408		40,294
Invesco Ltd.		1,103		37,623
Investec PLC		3,830		31,158
Julius Baer Group Ltd. (c)		492		23,914
Legg Mason, Inc.		742		32,893
Macquarie Group Ltd.		460		24,828
Morgan Stanley		997		34,347
Nomura Holdings, Inc.		2,700		16,938
Northern Trust Corp.		627		43,790
Partners Group Holding AG		82		26,447
Platinum Asset Management Ltd.		4,571		22,010
Raymond James Financial, Inc.		665		35,238
SBI Holdings, Inc./Japan		1,100		13,321
Schroders PLC		704		30,385
SEI Investments Co.		780		39,452
State Street Corp.		554		39,844
T Rowe Price Group, Inc.		649		46,650
TD Ameritrade Holding Corp.		973		32,557
UBS Group AG		1,314		27,181
				1,650,663

Company	Shares		U.S. $ Value
Consumer Finance - 0.1%
Acom Co., Ltd. (c)		5,300		23,878
AEON Financial Service Co., Ltd.		900		20,380
Ally Financial, Inc. (c)		1,881		41,119
American Express Co.		644		49,408
Capital One Financial Corp.		564		43,851
Credit Saison Co., Ltd.		800		15,985
Discover Financial Services		778		41,802
Navient Corp.		2,775		35,492
Synchrony Financial (c)		1,194		39,342
				311,257
Diversified Financial Services - 0.2%
ASX Ltd.		1,012		28,385
Berkshire Hathaway, Inc.-Class B (c)		427		57,235
CME Group, Inc./IL-Class A		464		43,820
Deutsche Boerse AG		314		28,049
Eurazeo SA		324		21,031
EXOR SpA		522		23,955
First Pacific Co., Ltd./Hong Kong		30,000		19,463
Groupe Bruxelles Lambert SA		494		38,288
Hong Kong Exchanges and Clearing Ltd.		600		14,110
Industrivarden AB-Class C		1,544		28,077
Intercontinental Exchange, Inc.		167		38,144
Investment AB Kinnevik-Class B		723		20,402
Investor AB-Class B		825		29,656
Japan Exchange Group, Inc.		700		21,721
Leucadia National Corp.		1,800		38,628
London Stock Exchange Group PLC		836		32,042
McGraw Hill Financial, Inc.		432		41,900
Mitsubishi UFJ Lease & Finance Co., Ltd.		4,600		22,151
Moody’s Corp.		400		40,924
NASDAQ OMX Group, Inc. (The)		857		43,870
Onex Corp.		741		45,116
ORIX Corp.		1,300		17,424
Pargesa Holding SA		608		37,265
Singapore Exchange Ltd.		4,400		22,658
Voya Financial, Inc.		902		38,858
Wendel SA		243		31,145
				824,317
Insurance - 0.8%
ACE Ltd.		480		49,037
Admiral Group PLC		1,136		26,887
Aegon NV		3,680		22,666
Aflac, Inc.		822		48,169
Ageas		823		33,598
AIA Group Ltd.		4,000		22,075
Alleghany Corp. (c)		97		45,570
Allianz SE (REG)		191		30,433
Allstate Corp. (The)		767		44,701
American International Group, Inc.		708		42,721
AMP Ltd.		4,305		18,210
Aon PLC		513		47,935
Arch Capital Group Ltd. (c)		789		53,873

Company	Shares		U.S. $ Value
Arthur J Gallagher & Co.		888		38,823
Assicurazioni Generali SpA		1,569		28,696
Assurant, Inc.		606		45,056
Aviva PLC		3,546		26,108
Axis Capital Holdings Ltd.		592		33,152
Baloise Holding AG (REG)		301		36,812
China Life Insurance Co., Ltd.-Class H		41,000		139,818
Chubb Corp. (The)		498		60,163
Cincinnati Financial Corp.		961		50,289
CNP Assurances		1,853		28,575
Dai-ichi Life Insurance Co., Ltd. (The)		1,000		18,169
Delta Lloyd NV		1,671		17,742
Direct Line Insurance Group PLC		6,624		35,705
Everest Re Group Ltd.		291		51,161
Fairfax Financial Holdings Ltd.		86		39,990
FNF Group		1,080		39,323
Gjensidige Forsikring ASA		2,090		30,949
Great-West Lifeco, Inc.		1,495		38,216
Hannover Rueck SE (REG)		314		31,868
Hartford Financial Services Group, Inc. (The)		793		36,438
Industrial Alliance Insurance & Financial Services, Inc.		1,291		41,234
Insurance Australia Group Ltd.		6,653		23,984
Intact Financial Corp.		608		42,078
Legal & General Group PLC		8,652		33,286
Lincoln National Corp.		642		32,607
Loews Corp.		1,356		49,426
Manulife Financial Corp.		2,067		33,591
Mapfre SA		9,321		27,364
Marsh & McLennan Cos., Inc.		864		46,423
Medibank Pvt Ltd. (c)		18,310		30,361
MetLife, Inc.		716		35,872
MS&AD Insurance Group Holdings, Inc.		700		22,007
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (REG)		212		38,888
New China Life Insurance Co., Ltd.-Class H		14,600		56,907
NN Group NV		876		26,737
Old Mutual PLC		10,603		32,269
PartnerRe Ltd.		99		13,703
Power Corp. of Canada		1,839		40,258
Power Financial Corp.		1,567		38,520
Principal Financial Group, Inc.		759		38,216
Progressive Corp. (The)		1,666		49,913
Prudential Financial, Inc.		402		32,441
Prudential PLC		1,333		28,769
QBE Insurance Group Ltd.		2,069		19,429
RenaissanceRe Holdings Ltd.		501		51,077
RSA Insurance Group PLC		2,353		18,368
Sampo Oyj-Class A		721		34,734
SCOR SE		802		28,229
Sompo Japan Nipponkoa Holdings, Inc.		600		19,817
Sony Financial Holdings, Inc.		1,272		23,791
Standard Life PLC		3,977		25,169
Sun Life Financial, Inc.		852		27,083
Suncorp Group Ltd.		3,251		29,667
Swiss Life Holding AG (c)		159		37,213
Swiss Re AG		489		41,921
T&D Holdings, Inc.		1,350		18,123
Tokio Marine Holdings, Inc.		500		20,015
Torchmark Corp.		823		48,113

Company	Shares		U.S. $ Value
Travelers Cos., Inc. (The)		521		51,866
Tryg A/S		1,295		25,422
UnipolSai SpA		10,010		22,930
Unum Group		1,128		37,833
Willis Group Holdings PLC		1,061		45,718
WR Berkley Corp.		861		46,735
XL Group PLC		1,329		49,558
Zurich Insurance Group AG (c)		130		35,693
				2,886,286
Real Estate Investment Trusts (REITs) - 0.6%
American Capital Agency Corp.		2,439		46,658
American Tower Corp.		457		42,131
Annaly Capital Management, Inc.		4,941		49,706
Ascendas Real Estate Investment Trust		14,000		22,095
AvalonBay Communities, Inc.		280		46,217
Boston Properties, Inc.		415		47,053
British Land Co. PLC (The)		2,808		35,012
Brixmor Property Group, Inc.		1,755		40,049
Camden Property Trust		646		46,531
CapitaLand Commercial Trust. Ltd.		23,900		22,510
CapitaLand Mall Trust		16,400		22,281
Care Capital Properties, Inc. (c)		184		5,841
Communications Sales & Leasing, Inc.		2,014		40,481
Crown Castle International Corp.		682		56,872
Dexus Property Group		4,243		22,206
Digital Realty Trust, Inc.		594		37,612
Duke Realty Corp.		2,107		38,052
Equinix, Inc.		149		40,196
Equity Residential		613		43,676
Essex Property Trust, Inc.		190		40,778
Extra Space Storage, Inc.		581		42,692
Federal Realty Investment Trust		311		40,144
Federation Centres		11,701		23,522
Fonciere Des Regions		295		24,599
Gecina SA		245		30,922
General Growth Properties, Inc.		1,461		37,080
Goodman Group		5,114		22,102
GPT Group (The)		8,156		26,066
H&R Real Estate Investment Trust		2,426		38,079
Hammerson PLC		4,069		38,908
HCP, Inc.		1,225		45,399
Health Care REIT, Inc.		653		41,368
Host Hotels & Resorts, Inc.		2,058		36,488
ICADE		372		26,654
Intu Properties PLC		5,131		25,209
Iron Mountain, Inc.		1,350		38,259
Japan Prime Realty Investment Corp.		9		29,093
Japan Real Estate Investment Corp.		7		29,343
Japan Retail Fund Investment Corp.		14		25,736
Kimco Realty Corp.		1,759		40,545
Klepierre		601		26,449
Land Securities Group PLC		1,785		34,097
Liberty Property Trust		783		24,069
Link REIT		4,000		21,236
Macerich Co. (The)		453		34,510
Mirvac Group		17,522		21,783
Nippon Building Fund, Inc.		8		33,611
Nippon Prologis REIT, Inc.		12		21,721
Plum Creek Timber Co., Inc.		1,456		56,041

Company	Shares		U.S. $ Value
Prologis, Inc.		1,156		43,928
Public Storage		240		48,305
Realty Income Corp. (f)		1,039		46,433
Regency Centers Corp.		662		39,263
RioCan Real Estate Investment Trust (Toronto)		2,014		37,215
Scentre Group		10,216		27,672
Segro PLC		3,916		24,963
Simon Property Group, Inc.		269		48,237
SL Green Realty Corp.		391		40,472
Stockland		9,060		25,173
Suntec Real Estate Investment Trust		20,200		21,897
UDR, Inc.		1,249		40,343
Unibail-Rodamco SE		103		26,741
United Urban Investment Corp.		17		22,323
Ventas, Inc.		735		40,440
Vereit, Inc.		4,912		39,984
Vornado Realty Trust		523		45,600
Westfield Corp.		3,422		23,697
Weyerhaeuser Co.		1,431		39,982
				2,364,350
Real Estate Management & Development - 0.3%
Aeon Mall Co., Ltd.		1,300		21,871
Brookfield Asset Management, Inc.-Class A		1,118		35,190
CapitaLand Ltd.		10,700		21,445
CBRE Group, Inc.-Class A (c)		1,083		34,678
Cheung Kong Property Holdings Ltd. (c)		3,184		22,426
City Developments Ltd.		3,700		23,069
Daito Trust Construction Co., Ltd.		200		21,847
Daiwa House Industry Co., Ltd.		800		19,613
Deutsche Annington Immobilien SE		717		23,501
Deutsche Wohnen AG		1,194		31,418
First Capital Realty, Inc.		2,991		39,536
Global Logistic Properties Ltd.		15,000		23,616
Hang Lung Properties Ltd.		9,000		20,375
Henderson Land Development Co., Ltd.		3,773		23,313
Hulic Co., Ltd.		2,500		22,949
Hysan Development Co., Ltd.		6,000		24,092
Jones Lang LaSalle, Inc.		242		36,027
Keppel Land Ltd. (d)(e)		7,000		21,034
Kerry Properties Ltd.		7,000		20,999
Lend Lease Group		2,157		21,343
Mitsubishi Estate Co., Ltd.		1,000		21,511
Mitsui Fudosan Co., Ltd.		1,000		27,708
New World Development Co., Ltd.		21,287		21,610
Nomura Real Estate Holdings, Inc.		1,300		24,386
NTT Urban Development Corp.		2,500		23,277
Realogy Holdings Corp. (c)		736		29,661
Sino Land Co., Ltd.		16,000		23,955
Sumitomo Realty & Development Co., Ltd.		1,000		33,766
Sun Hung Kai Properties Ltd.		2,000		25,352
Swire Pacific Ltd.-Class A		3,000		33,005
Swire Properties Ltd.		7,800		23,966
Swiss Prime Site AG (REG) (c)		502		39,408
Tokyo Tatemono Co., Ltd.		1,800		22,611
Tokyu Fudosan Holdings Corp.		3,200		21,987
UOL Group Ltd.		5,128		22,740
Wharf Holdings Ltd. (The)		4,000		22,566
Wheelock & Co., Ltd.		5,000		22,796
				948,647

Company	Shares		U.S. $ Value
Thrifts & Mortgage Finance - 0.0%
Hudson City Bancorp, Inc.		1,217		11,318
New York Community Bancorp, Inc. (f)		2,929		51,726
				63,044
				13,787,132
Consumer Staples - 2.8%
Beverages - 0.5%
Anheuser-Busch InBev SA/NV		480		52,353
Asahi Group Holdings Ltd.		1,400		46,103
Brown-Forman Corp.-Class B		1,520		149,112
Carlsberg A/S-Class B		509		38,460
Coca-Cola Amatil Ltd.		6,787		40,551
Coca-Cola Co. (The)		4,820		189,522
Coca-Cola Enterprises, Inc.		2,057		105,915
Coca-Cola HBC AG (c)		3,916		79,755
Constellation Brands, Inc.-Class A		1,060		135,680
Diageo PLC		2,167		57,419
Dr Pepper Snapple Group, Inc.		1,847		141,720
Heineken Holding NV		851		59,339
Heineken NV		780		61,648
Kirin Holdings Co., Ltd.		2,900		42,556
Molson Coors Brewing Co.-Class B		1,372		93,419
Monster Beverage Corp. (c)		529		73,245
PepsiCo, Inc.		2,143		199,149
Pernod Ricard SA		577		60,506
Remy Cointreau SA		787		46,657
SABMiller PLC (London)		1,079		50,192
Suntory Beverage & Food Ltd.		1,000		42,220
Treasury Wine Estates Ltd.		1,572		6,665
				1,772,186
Food & Staples Retailing - 0.7%
Aeon Co., Ltd.		2,700		40,495
Alimentation Couche-Tard, Inc.-Class B		2,984		126,450
Carrefour SA		1,667		54,124
Casino Guichard Perrachon SA		746		47,125
Colruyt SA		1,513		73,676
Costco Wholesale Corp.		1,112		155,736
CVS Health Corp.		1,377		141,005
Delhaize Group		620		55,475
Distribuidora Internacional de Alimentacion SA (c)		6,904		41,404
Empire Co., Ltd.-Class A		2,005		134,358
FamilyMart Co., Ltd.		900		41,675
George Weston Ltd.		1,592		131,925
ICA Gruppen AB		1,738		64,500
J Sainsbury PLC		12,970		48,008
Jean Coutu Group PJC, Inc. (The)-Class A		8,565		131,704
Jeronimo Martins SGPS SA		4,204		58,157
Koninklijke Ahold NV		3,140		61,929
Kroger Co. (The)		3,518		121,371
Lawson, Inc.		700		49,949
Loblaw Cos., Ltd.		2,479		132,316
METRO AG		1,553		45,154

Company	Shares		U.S. $ Value
Metro, Inc.		4,926		130,077
Rite Aid Corp. (c)		7,362		60,737
Seven & i Holdings Co., Ltd.		1,100		47,833
Sysco Corp.		3,976		158,523
Tesco PLC		17,635		51,184
Wal-Mart Stores, Inc.		2,347		151,921
Walgreens Boots Alliance, Inc.		1,288		111,476
Wesfarmers Ltd.		1,832		52,977
Whole Foods Market, Inc.		2,890		94,676
WM Morrison Supermarkets PLC		17,559		45,073
Woolworths Ltd.		2,208		41,452
				2,702,465
Food Products - 1.0%
Ajinomoto Co., Inc.		2,000		43,934
Archer-Daniels-Midland Co.		2,755		123,947
Aryzta AG (c)		906		46,439
Associated British Foods PLC		1,246		60,735
Barry Callebaut AG (REG) (c)		60		65,807
Bunge Ltd.		1,656		119,977
Calbee, Inc.		1,100		42,023
Campbell Soup Co.		3,224		154,720
Chocoladefabriken Lindt & Spruengli AG		14		78,918
Chocoladefabriken Lindt & Spruengli AG (REG)		1		67,236
ConAgra Foods, Inc.		3,125		130,250
Danone SA		1,011		62,635
General Mills, Inc.		2,835		160,915
Golden Agri-Resources Ltd.		191,200		42,706
Hershey Co. (The)		1,763		157,824
Hormel Foods Corp.		2,324		141,996
JM Smucker Co. (The)		1,377		162,100
Kellogg Co.		2,955		195,857
Kerry Group PLC-Class A		1,018		75,817
Keurig Green Mountain, Inc.		870		49,242
Kikkoman Corp.		1,000		32,116
Kraft Heinz Co. (The)		1,703		123,740
McCormick & Co., Inc./MD		2,171		172,117
Mead Johnson Nutrition Co.-Class A		1,557		121,975
MEIJI Holdings Co., Ltd.		300		48,780
Mondelez International, Inc.-Class A		2,718		115,135
Nestle SA (REG)		1,290		95,030
NH Foods Ltd.		2,000		46,088
Nisshin Seifun Group, Inc.		3,100		42,260
Nissin Foods Holdings Co., Ltd.		1,000		47,413
Orkla ASA		7,767		57,261
Saputo, Inc.		5,688		131,002
Tate & Lyle PLC		6,599		54,304
Toyo Suisan Kaisha Ltd.		1,100		41,183
Tyson Foods, Inc.-Class A		2,911		123,077
WH Group Ltd. (a)(c)		69,500		36,482
WhiteWave Foods Co. (The)-Class A (c)		2,607		120,287
Wilmar International Ltd.		19,400		39,194
Yakult Honsha Co., Ltd.		700		38,989
Yamazaki Baking Co., Ltd.		3,000		50,392
				3,519,903

Company	Shares		U.S. $ Value
Household Products - 0.3%
Church & Dwight Co., Inc.		2,202		189,989
Clorox Co. (The)		1,649		183,319
Colgate-Palmolive Co.		2,792		175,366
Edgewell Personal Care Co.		1,185		104,351
Henkel AG & Co. KGaA		607		55,665
Henkel AG & Co. KGaA (Preference Shares)		517		54,026
Kimberly-Clark Corp.		1,744		185,788
Procter & Gamble Co. (The)		2,542		179,643
Reckitt Benckiser Group PLC		801		70,179
Svenska Cellulosa AB SCA-Class B		2,374		67,522
Unicharm Corp.		1,600		32,280
				1,298,128
Personal Products - 0.1%
Beiersdorf AG		717		59,249
Estee Lauder Cos., Inc. (The)-Class A		1,407		112,236
Kao Corp.		900		41,106
L’Oreal SA		326		55,752
Shiseido Co., Ltd.		1,400		29,283
Unilever NV		1,575		63,118
Unilever PLC		1,794		71,948
				432,692
Tobacco - 0.2%
Altria Group, Inc.		2,666		142,844
British American Tobacco PLC		1,401		74,186
Imperial Tobacco Group PLC		1,213		58,386
Japan Tobacco, Inc.		1,199		42,612
Philip Morris International, Inc.		1,996		159,281
Reynolds American, Inc.		1,620		135,675
Swedish Match AB		2,251		66,478
				679,462
				10,404,836
Consumer Discretionary - 2.7%
Auto Components - 0.2%
Aisin Seiki Co., Ltd.		500		17,979
Autoliv, Inc. (f)		537		54,854
BorgWarner, Inc.		1,013		44,207
Bridgestone Corp.		500		16,719
Cie Generale des Etablissements Michelin-Class B		390		37,658
Continental AG		142		30,077
Delphi Automotive PLC		545		41,158
Denso Corp.		400		17,847
GKN PLC		8,548		37,959
Goodyear Tire & Rubber Co. (The)		1,536		45,727
Johnson Controls, Inc.		1,220		50,191
Koito Manufacturing Co., Ltd.		400		13,669
Lear Corp.		563		57,871
Magna International, Inc. (Toronto)-Class A		924		45,596
NGK Spark Plug Co., Ltd.		500		12,247
NHK Spring Co., Ltd.		1,400		13,500
NOK Corp.		600		14,749
Nokian Renkaat Oyj		983		26,494
Pirelli & C. SpA		629		10,539
Stanley Electric Co., Ltd.		700		13,586
Sumitomo Electric Industries Ltd.		1,100		15,052
Sumitomo Rubber Industries Ltd.		1,000		14,129

Company	Shares		U.S. $ Value
Toyoda Gosei Co., Ltd.		700		13,674
Toyota Industries Corp.		300		14,840
Valeo SA		213		26,674
Yokohama Rubber Co., Ltd. (The)		800		15,677
				702,673
Automobiles - 0.2%
Bayerische Motoren Werke AG		403		37,040
Bayerische Motoren Werke AG (Preference Shares)		485		35,240
Daihatsu Motor Co., Ltd.		1,100		13,420
Daimler AG (REG)		436		34,947
Fiat Chrysler Automobiles NV (c)		1,660		23,274
Ford Motor Co.		3,953		54,828
Fuji Heavy Industries Ltd.		400		13,983
General Motors Co.		1,780		52,403
Harley-Davidson, Inc.		955		53,528
Honda Motor Co., Ltd.		500		15,727
Isuzu Motors Ltd.		1,300		14,727
Mazda Motor Corp.		800		13,710
Mitsubishi Motors Corp.		1,800		13,765
Nissan Motor Co., Ltd.		1,800		16,188
Peugeot SA (c)		1,280		22,006
Porsche Automobil Holding SE (Preference Shares)		442		30,694
Renault SA		356		29,479
Suzuki Motor Corp.		400		13,583
Tesla Motors, Inc. (c)(f)		190		47,321
Toyota Motor Corp.		400		23,642
Volkswagen AG		189		35,247
Volkswagen AG (Preference Shares)		207		39,221
Yamaha Motor Co., Ltd.		700		13,476
				647,449
Distributors - 0.0%
Genuine Parts Co.		836		69,798
Jardine Cycle & Carriage Ltd.		700		14,209
LKQ Corp. (c)		1,651		49,513
				133,520
Diversified Consumer Services - 0.0%
Benesse Holdings, Inc.		500		13,252
H&R Block, Inc.		1,293		43,988
				57,240
Hotels, Restaurants & Leisure - 0.4%
Accor SA		681		32,245
Aramark		1,567		49,110
Aristocrat Leisure Ltd.		2,370		14,204
Carnival Corp.		1,056		51,987
Carnival PLC		780		39,397
Chipotle Mexican Grill, Inc.-Class A (c)		86		61,061
Compass Group PLC		3,003		47,365
Crown Resorts Ltd.		1,677		13,638
Darden Restaurants, Inc.		790		53,728
Flight Centre Travel Group Ltd.		704		18,530
Galaxy Entertainment Group Ltd.		2,000		6,420

Company	Shares		U.S. $ Value
Genting Singapore PLC		23,100		12,649
Hilton Worldwide Holdings, Inc.		2,046		50,802
InterContinental Hotels Group PLC		941		35,231
Las Vegas Sands Corp.		732		33,840
Marriott International, Inc./MD-Class A		794		56,104
McDonald’s Corp.		819		77,821
McDonald’s Holdings Co. Japan Ltd.		700		15,411
Merlin Entertainments PLC (a)		12,622		74,709
MGM China Holdings Ltd.		5,200		8,668
MGM Resorts International (c)		1,542		31,503
Norwegian Cruise Line Holdings Ltd. (c)		853		49,133
Oriental Land Co., Ltd./Japan		300		16,522
Restaurant Brands International, Inc.		1,162		44,586
Royal Caribbean Cruises Ltd.		534		47,077
Sands China Ltd.		2,800		9,732
Shanghai Jinjiang International Hotels Development Co., Ltd.-Class B (e)		24,143		57,697
Shangri-La Asia Ltd.		12,000		11,792
SJM Holdings Ltd.		13,000		11,770
Sodexo SA		516		45,313
Starbucks Corp.		1,181		64,613
Starwood Hotels & Resorts Worldwide, Inc.		611		43,668
Tabcorp Holdings Ltd.		4,618		15,231
Tatts Group Ltd.		5,097		13,335
TUI AG		2,270		39,951
Whitbread PLC		650		47,469
William Hill PLC		5,604		30,718
Wyndham Worldwide Corp.		747		57,131
Wynn Macau Ltd.		7,600		11,809
Wynn Resorts Ltd.		318		23,866
Yum! Brands, Inc.		600		47,862
				1,473,698
Household Durables - 0.3%
Barratt Developments PLC		3,179		30,948
Casio Computer Co., Ltd.		700		13,426
DR Horton, Inc.		1,553		47,165
Electrolux AB-Class B		1,095		30,841
Garmin Ltd. (f)		1,343		50,510
Harman International Industries, Inc.		375		36,652
Husqvarna AB-Class B		5,637		36,563
Iida Group Holdings Co., Ltd.		900		15,860
Jarden Corp. (c)		922		47,335
Konka Group Co., Ltd.-Class B (d)(e)		294,017		398,650
Leggett & Platt, Inc.		1,418		62,987
Lennar Corp.-Class A		972		49,475
Mohawk Industries, Inc. (c)		244		48,061
Newell Rubbermaid, Inc.		1,622		68,335
Nikon Corp.		1,100		14,061
Panasonic Corp.		1,400		15,332
Persimmon PLC (c)		1,216		38,903
PulteGroup, Inc.		2,581		53,401
Rinnai Corp.		200		14,963
Sekisui Chemical Co., Ltd.		1,000		11,013
Sekisui House Ltd.		1,300		19,377
Sharp Corp./Japan (c)		8,000		11,645
Sony Corp. (c)		500		12,893

Company	Shares		U.S. $ Value
Taylor Wimpey PLC		12,736		39,032
Techtronic Industries Co., Ltd.		4,500		16,303
Toll Brothers, Inc. (c)		1,403		51,869
Whirlpool Corp.		289		48,581
				1,284,181
Internet & Catalog Retail - 0.1%
Amazon.com, Inc. (c)		98		50,263
Expedia, Inc.		362		41,626
Liberty Interactive Corp. QVC Group-Class A (c)		1,493		40,371
Netflix, Inc. (c)		232		26,687
Priceline Group, Inc. (The) (c)		36		44,951
Rakuten, Inc.		899		12,818
TripAdvisor, Inc. (c)		551		38,515
				255,231
Leisure Products - 0.1%
Bandai Namco Holdings, Inc.		700		16,171
Hasbro, Inc.		847		63,178
Mattel, Inc. (f)		2,109		49,414
Polaris Industries, Inc. (f)		382		49,610
Sankyo Co., Ltd.		400		15,394
Sega Sammy Holdings, Inc.		1,300		13,697
Shimano, Inc.		100		13,435
Yamaha Corp.		600		13,710
				234,609
Media - 0.6%
Altice NV (c)		150		4,710
Altice NV (c)		450		12,839
Axel Springer SE		638		38,561
Cablevision Systems Corp.-Class A		940		23,660
CBS Corp.-Class B		974		44,064
Charter Communications, Inc.-Class A (c)		222		40,317
Comcast Corp.-Class A		1,090		61,400
Comcast Corp.-Special Class A (f)		1,086		62,163
Dentsu, Inc.		300		15,358
Discovery Communications, Inc.-Class A (c)(f)		1,398		37,187
Discovery Communications, Inc.-Class C (c)		1,494		37,888
DISH Network Corp.-Class A (c)		691		40,956
Eutelsat Communications SA		1,576		47,479
Hakuhodo DY Holdings, Inc.		1,300		12,974
Interpublic Group of Cos., Inc. (The)		2,717		51,297
ITV PLC		9,092		34,625
JCDecaux SA		1,024		36,709
Kabel Deutschland Holding AG (c)		287		38,866
Lagardere SCA		1,301		35,365
Liberty Global PLC-Class A (c)		825		39,699
Liberty Global PLC-Series C (c)		1,510		67,754
Liberty Media Corp.-Class A (c)		1,561		58,147
Liberty Media Corp.-Class C (c)		1,332		48,245
News Corp.-Class A (c)		3,578		48,768
Numericable-SFR SAS (c)		694		35,703
Omnicom Group, Inc.		941		63,028

Company	Shares		U.S. $ Value
Pearson PLC		2,519		43,671
ProSiebenSat.1 Media SE (REG)		752		36,524
Publicis Groupe SA		474		33,736
REA Group Ltd.		468		13,705
RELX NV		2,942		45,237
RELX PLC		3,150		50,224
RTL Group SA (London) (c)		416		36,193
Scripps Networks Interactive, Inc.-Class A (f)		1,022		54,258
SES SA		1,242		36,848
Shaw Communications, Inc.-Class B		1,541		30,958
Singapore Press Holdings Ltd.		4,900		13,684
Sirius XM Holdings, Inc. (c)		12,846		49,008
Sky PLC		2,497		39,773
TEGNA, Inc.		1,771		42,132
Telenet Group Holding NV (c)		628		35,313
Thomson Reuters Corp.		1,563		60,804
Time Warner Cable, Inc.-Class A		522		97,102
Time Warner, Inc.		741		52,685
Toho Co., Ltd./Tokyo		600		13,517
Twenty-First Century Fox, Inc.-Class A		1,747		47,850
Twenty-First Century Fox, Inc.-Class B		1,778		49,179
Viacom, Inc.-Class B		883		36,000
Vivendi SA		1,479		36,506
Walt Disney Co. (The)		572		58,275
Wolters Kluwer NV		1,443		45,654
WPP PLC		2,075		42,714
				2,139,312
Multiline Retail - 0.1%
Canadian Tire Corp., Ltd.-Class A		506		47,769
Dollar General Corp.		795		59,220
Dollar Tree, Inc. (c)		686		52,314
Dollarama, Inc.		830		47,393
Don Quijote Holdings Co., Ltd.		400		15,496
Harvey Norman Holdings Ltd.		4,190		12,926
Isetan Mitsukoshi Holdings Ltd.		900		14,384
J Front Retailing Co., Ltd.		800		12,971
Kohl’s Corp.		900		45,927
Macy’s, Inc.		747		43,782
Marks & Spencer Group PLC		4,840		38,429
Marui Group Co., Ltd.		1,000		12,088
Next PLC		309		37,414
Nordstrom, Inc.		848		61,802
Takashimaya Co., Ltd.		2,000		17,285
Target Corp.		808		62,790
				581,990
Specialty Retail - 0.4%
ABC-Mart, Inc.		200		12,110
Advance Auto Parts, Inc.		300		52,575
AutoNation, Inc. (c)		1,003		60,019
AutoZone, Inc. (c)		105		75,179
Bed Bath & Beyond, Inc. (c)		932		57,886
Best Buy Co., Inc.		1,295		47,578
CarMax, Inc. (c)		686		41,846
Dick’s Sporting Goods, Inc.		943		47,273
Dixons Carphone PLC		6,627		43,629

Company	Shares		U.S. $ Value
Dufry AG (REG) (c)		266		35,714
Foot Locker, Inc.		752		53,234
GameStop Corp.-Class A (f)		752		31,945
Gap, Inc. (The)		1,432		46,984
Hennes & Mauritz AB-Class B		1,272		48,842
Hikari Tsushin, Inc.		200		13,295
Home Depot, Inc. (The)		597		69,527
Industria de Diseno Textil SA		1,210		40,185
Kingfisher PLC		8,233		44,742
L Brands, Inc.		654		54,871
Lowe’s Cos., Inc.		917		63,429
Nitori Holdings Co., Ltd.		200		15,874
O’Reilly Automotive, Inc. (c)		252		60,498
Ross Stores, Inc.		1,043		50,711
Sanrio Co., Ltd.		500		16,487
Shimamura Co., Ltd.		100		9,223
Signet Jewelers Ltd.		417		57,546
Sports Direct International PLC (c)		2,461		29,772
Staples, Inc.		2,564		36,434
Tiffany & Co.		532		43,757
TJX Cos., Inc. (The)		956		67,226
Tractor Supply Co.		639		54,513
Ulta Salon Cosmetics & Fragrance, Inc. (c)		265		41,894
Urban Outfitters, Inc. (c)		1,143		35,273
USS Co., Ltd.		800		14,168
Yamada Denki Co., Ltd.		3,100		11,927
				1,486,166
Textiles, Apparel & Luxury Goods - 0.3%
adidas AG		465		34,739
Asics Corp.		500		14,596
Burberry Group PLC		1,751		37,630
Christian Dior SE		178		32,951
Cie Financiere Richemont SA		478		35,715
Coach, Inc.		1,231		37,238
Gildan Activewear, Inc.		1,479		46,430
Hanesbrands, Inc.		1,913		57,600
Hermes International		124		43,998
HUGO BOSS AG		352		40,167
Kering		229		39,192
Li & Fung Ltd.		20,000		13,175
lululemon athletica, Inc. (c)		558		35,718
Luxottica Group SpA		539		36,502
LVMH Moet Hennessy Louis Vuitton SE		200		33,288
Michael Kors Holdings Ltd. (c)		1,274		55,368
NIKE, Inc.-Class B		571		63,809
Pandora A/S		247		28,551
PVH Corp.		404		48,068
Ralph Lauren Corp.		360		40,028
Swatch Group AG (The)		94		35,931
Swatch Group AG (The) (REG)		519		38,394
Under Armour, Inc.-Class A (c)		482		46,045
VF Corp.		887		64,245
Yue Yuen Industrial Holdings Ltd.		4,500		16,102
				975,480
				9,971,549

Company	Shares		U.S. $ Value
Industrials - 2.6%
Aerospace & Defense - 0.4%
Airbus Group SE		320		20,837
B/E Aerospace, Inc.		1,383		67,421
BAE Systems PLC		4,297		29,578
Boeing Co. (The)		555		72,528
Bombardier, Inc.-Class B		55,191		54,117
CAE, Inc.		6,074		66,714
Cobham PLC		6,204		26,586
Finmeccanica SpA (c)		1,815		24,526
General Dynamics Corp.		539		76,554
Honeywell International, Inc.		813		80,707
L-3 Communications Holdings, Inc.		657		69,294
Lockheed Martin Corp.		429		86,306
Meggitt PLC		4,598		33,441
Northrop Grumman Corp.		411		67,297
Precision Castparts Corp.		401		92,330
Raytheon Co.		750		76,920
Rockwell Collins, Inc.		930		76,121
Rolls-Royce Holdings PLC (c)		1,921		21,764
Safran SA		301		23,484
Singapore Technologies Engineering Ltd.		5,300		11,534
Textron, Inc.		1,470		57,036
Thales SA		360		24,800
TransDigm Group, Inc. (c)		317		72,856
United Technologies Corp.		833		76,311
Zodiac Aerospace		615		18,687
				1,327,749
Air Freight & Logistics - 0.1%
Bollore SA		3,811		20,581
CH Robinson Worldwide, Inc.		1,031		69,520
Deutsche Post AG (REG)		852		23,407
Expeditors International of Washington, Inc.		1,535		75,169
FedEx Corp.		478		71,992
Kuehne & Nagel International AG (REG)		235		31,282
Royal Mail PLC		3,016		21,324
TNT Express NV		4,459		37,664
United Parcel Service, Inc.-Class B		992		96,869
Yamato Holdings Co., Ltd.		500		9,734
				457,542
Airlines - 0.1%
American Airlines Group, Inc.		1,618		63,070
ANA Holdings, Inc.		4,000		11,714
Cathay Pacific Airways Ltd.		5,000		9,045
Delta Air Lines, Inc.		1,016		44,480
Deutsche Lufthansa AG (REG) (c)		1,647		19,985
easyJet PLC		1,000		25,612
International Consolidated Airlines Group SA (c)		1,777		14,736
Japan Airlines Co., Ltd.		300		10,647
Qantas Airways Ltd. (c)		2,980		7,119
Singapore Airlines Ltd.		1,700		11,968
Southwest Airlines Co.		1,318		48,370
United Continental Holdings, Inc. (c)		696		39,651
				306,397

Company	Shares		U.S. $ Value
Building Products - 0.1%
Asahi Glass Co., Ltd.		2,000		11,848
Assa Abloy AB-Class B		1,326		25,340
Cie de Saint-Gobain		527		24,188
Daikin Industries Ltd.		200		11,883
Fortune Brands Home & Security, Inc.		1,449		69,335
Geberit AG (REG)		97		30,780
LIXIL Group Corp.		600		12,360
Masco Corp.		2,257		59,201
TOTO Ltd.		1,000		14,690
				259,625
Commercial Services & Supplies - 0.2%
ADT Corp. (The) (f)		1,764		57,824
Aggreko PLC		1,348		21,923
Babcock International Group PLC		2,742		40,420
Brambles Ltd.		1,934		13,537
Cintas Corp.		950		80,740
Dai Nippon Printing Co., Ltd.		1,000		10,269
Edenred		1,047		22,146
G4S PLC		7,923		30,992
ISS A/S		751		26,163
Park24 Co., Ltd.		700		13,712
Republic Services, Inc.-Class A		2,362		96,795
Secom Co., Ltd.		200		12,792
Securitas AB-Class B		1,688		21,495
Societe BIC SA		139		22,025
Stericycle, Inc. (c)		661		93,293
Toppan Printing Co., Ltd.		1,000		8,294
Tyco International PLC		1,830		66,411
Waste Management, Inc.		2,183		109,281
				748,112
Construction & Engineering - 0.2%
ACS Actividades de Construccion y Servicios SA		705		22,789
Boskalis Westminster		534		27,793
Bouygues SA		535		20,373
Chicago Bridge & Iron Co. NV (f)		542		24,000
China Communications Construction Co., Ltd.-Class H		41,000		48,651
China Railway Construction Corp. Ltd.-Class H		94,500		123,878
China Railway Group Ltd.-Class H		242,000		216,004
Chiyoda Corp.		2,000		14,399
CIMIC Group Ltd.		729		12,130
Ferrovial SA		1,164		27,752
Fluor Corp.		1,314		59,945
Jacobs Engineering Group, Inc. (c)		1,456		58,837
JGC Corp.		1,000		14,586
Kajima Corp.		2,000		11,208
Obayashi Corp.		2,000		17,268
Orascom Construction Ltd. (c)		173		1,979
Quanta Services, Inc. (c)		1,866		45,232
Shimizu Corp.		1,000		9,754
Skanska AB-Class B		1,475		28,875
SNC-Lavalin Group, Inc.		2,080		62,451
Taisei Corp.		2,000		13,497
Vinci SA		464		29,846
				891,247

Company	Shares		U.S. $ Value
Electrical Equipment - 0.2%
ABB Ltd. (REG) (c)		1,669		32,232
Acuity Brands, Inc.		338		65,866
Alstom SA (c)		425		13,172
AMETEK, Inc.		1,351		72,711
Eaton Corp. PLC		1,116		63,679
Emerson Electric Co.		1,381		65,901
Fuji Electric Co., Ltd.		3,000		11,894
Legrand SA		387		22,282
Mabuchi Motor Co., Ltd.		200		9,320
Mitsubishi Electric Corp.		1,000		9,951
Nidec Corp.		100		7,830
OSRAM Licht AG		259		13,670
Prysmian SpA		954		20,357
Rockwell Automation, Inc.		587		65,644
Schneider Electric SE (Paris)		375		23,637
Sensata Technologies Holding NV (c)		1,347		63,848
Vestas Wind Systems A/S		291		15,507
				577,501
Industrial Conglomerates - 0.1%
3M Co.		596		84,716
CK Hutchison Holdings Ltd.		684		9,102
Danaher Corp.		917		79,797
General Electric Co.		3,389		84,115
Keihan Electric Railway Co., Ltd.		2,000		12,903
Keppel Corp., Ltd.		2,400		11,683
Koninklijke Philips NV		995		25,570
NWS Holdings Ltd.		8,000		10,083
Roper Technologies, Inc.		506		82,018
Seibu Holdings, Inc.		500		10,965
Sembcorp Industries Ltd.		5,000		12,157
Siemens AG (REG)		297		29,440
Smiths Group PLC		1,560		26,812
Toshiba Corp.		3,000		9,503
				488,864
Machinery - 0.5%
AGCO Corp.		1,158		56,788
Alfa Laval AB		1,576		26,529
Amada Holdings Co., Ltd.		1,300		11,362
ANDRITZ AG		450		21,499
Atlas Copco AB-Class A		1,019		25,657
Atlas Copco AB-Class B		1,056		24,051
Caterpillar, Inc.		879		67,191
CNH Industrial NV		2,284		18,017
Cummins, Inc.		562		68,424
Deere & Co.		745		60,926
Dover Corp.		1,027		63,623
FANUC Corp.		100		16,195
Flowserve Corp.		1,220		55,059
GEA Group AG		639		24,877
Hino Motors Ltd.		1,000		10,967
Hitachi Construction Machinery Co., Ltd.		700		10,131
IHI Corp.		3,000		9,268

Company	Shares		U.S. $ Value
Illinois Tool Works, Inc.		931		78,697
IMI PLC		1,424		22,492
Ingersoll-Rand PLC		1,136		62,809
JTEKT Corp.		800		11,231
Kawasaki Heavy Industries Ltd.		3,000		11,322
Komatsu Ltd.		700		11,592
Kone Oyj-Class B		614		24,237
Kubota Corp.		1,000		15,565
Kurita Water Industries Ltd.		500		10,364
Makita Corp.		200		11,291
MAN SE		828		86,814
Melrose Industries PLC		5,304		21,561
Metso Oyj		940		23,157
Minebea Co., Ltd.		1,000		11,935
Mitsubishi Heavy Industries Ltd.		2,000		9,505
Nabtesco Corp.		600		11,943
NSK Ltd.		1,000		12,272
PACCAR, Inc.		1,127		66,459
Parker-Hannifin Corp.		566		60,936
Pentair PLC		1,083		59,879
Sandvik AB		2,603		25,120
Schindler Holding AG		194		29,709
Schindler Holding AG (REG)		158		24,589
Sembcorp Marine Ltd.		6,800		11,553
SKF AB-Class B		1,175		22,412
SMC Corp./Japan		100		24,203
Snap-on, Inc.		535		85,477
Stanley Black & Decker, Inc.		897		91,063
Sulzer AG		257		26,201
Sumitomo Heavy Industries Ltd.		2,000		8,643
THK Co., Ltd.		700		12,127
Vallourec SA		1,098		14,018
Volvo AB-Class B		2,215		24,053
WABCO Holdings, Inc. (c)		493		56,853
Wabtec Corp./DE		699		66,936
Wartsila Oyj Abp		544		22,503
Weir Group PLC (The)		1,334		28,555
Xylem, Inc./NY		2,121		68,827
Yangzijiang Shipbuilding Holdings Ltd.		13,300		10,369
Zardoya Otis SA		2,355		25,112
				1,872,948
Marine - 0.0%
AP Moeller - Maersk A/S-Class A		16		26,711
AP Moeller - Maersk A/S-Class B		13		22,140
Mitsui OSK Lines Ltd.		4,000		11,252
Nippon Yusen KK		5,000		13,110
				73,213
Professional Services - 0.2%
Adecco SA (REG) (c)		315		24,693
Bureau Veritas SA		1,226		27,947
Capita PLC		1,561		29,376
Dun & Bradstreet Corp. (The)		521		55,210
Equifax, Inc.		863		84,488
Experian PLC		1,423		24,016
IHS, Inc.-Class A (c)		618		71,700
Intertek Group PLC		676		26,148
ManpowerGroup, Inc.		726		63,089

Company	Shares		U.S. $ Value
Nielsen Holdings PLC		1,652		74,720
Randstad Holding NV		357		22,487
Recruit Holdings Co., Ltd.		400		12,282
Robert Half International, Inc.		1,421		72,514
Seek Ltd.		1,090		9,572
SGS SA (REG)		19		33,468
Towers Watson & Co.-Class A		628		74,563
Verisk Analytics, Inc.-Class A (c)		924		67,526
				773,799
Road & Rail - 0.2%
Asciano Ltd.		2,167		13,075
Aurizon Holdings Ltd.		3,317		11,701
Canadian National Railway Co.		1,262		70,227
Canadian Pacific Railway Ltd.		421		61,150
Central Japan Railway Co.		84		13,753
ComfortDelGro Corp., Ltd.		5,800		11,571
CSX Corp.		1,936		53,008
DSV A/S		810		28,920
East Japan Railway Co.		100		9,239
Hankyu Hanshin Holdings, Inc.		2,000		11,994
Hertz Global Holdings, Inc. (c)		1,846		34,022
JB Hunt Transport Services, Inc.		936		68,122
Kansas City Southern		617		57,221
Keikyu Corp.		1,000		8,029
Keio Corp.		2,000		14,999
Keisei Electric Railway Co., Ltd.		1,000		10,667
Kintetsu Group Holdings Co., Ltd.		3,000		10,702
MTR Corp., Ltd.		4,000		17,817
Nagoya Railroad Co., Ltd.		3,000		11,941
Nippon Express Co., Ltd.		2,000		9,673
Norfolk Southern Corp.		821		63,964
Odakyu Electric Railway Co., Ltd.		1,000		9,120
Tobu Railway Co., Ltd.		3,000		13,389
Tokyu Corp.		2,000		14,178
Union Pacific Corp.		701		60,104
West Japan Railway Co.		218		14,713
				703,299
Trading Companies & Distributors - 0.2%
Ashtead Group PLC		2,080		29,849
Brenntag AG		380		21,108
Bunzl PLC		1,302		34,451
Fastenal Co. (f)		1,756		67,676
Finning International, Inc.		3,954		67,052
ITOCHU Corp.		1,100		13,193
Marubeni Corp.		2,900		15,889
Mitsubishi Corp.		600		11,147
Mitsui & Co., Ltd.		1,200		15,604
Noble Group Ltd.		29,100		11,253
Rexel SA		1,628		24,940
Sumitomo Corp.		1,100		11,667
Toyota Tsusho Corp.		500		11,504
Travis Perkins PLC		1,204		37,551
United Rentals, Inc. (c)		1,057		73,282
Wolseley PLC		559		35,827
WW Grainger, Inc.		336		75,076
				557,069

Company	Shares		U.S. $ Value
Transportation Infrastructure - 0.1%
Abertis Infraestructuras SA		1,532		25,295
Aena SA (a)(c)		216		24,731
Aeroports de Paris		230		26,377
Atlantia SpA		952		25,434
Auckland International Airport Ltd.		3,558		11,191
Fraport AG Frankfurt Airport Services Worldwide		439		26,479
Groupe Eurotunnel SE (REG)		1,758		23,775
Hutchison Port Holdings Trust-Class U		21,200		11,138
Japan Airport Terminal Co., Ltd.		200		8,913
Kamigumi Co., Ltd.		1,000		8,355
Mitsubishi Logistics Corp.		1,000		12,047
Shenzhen Chiwan Wharf Holdings Ltd.-Class B (d)(e)		123,103		245,306
Sydney Airport		3,904		15,961
Transurban Group		1,698		11,690
				476,692
				9,514,057
Health Care - 2.6%
Biotechnology - 0.4%
Actelion Ltd. (REG) (c)		569		77,250
Alexion Pharmaceuticals, Inc. (c)		302		52,001
Alkermes PLC (c)		1,203		71,651
Alnylam Pharmaceuticals, Inc. (c)		672		69,156
Amgen, Inc.		453		68,756
Baxalta, Inc. (c)		2,279		80,107
Biogen, Inc. (c)		192		57,082
BioMarin Pharmaceutical, Inc. (c)		345		44,588
Celgene Corp. (c)		526		62,110
CSL Ltd.		732		47,709
Gilead Sciences, Inc.		625		65,669
Grifols SA		2,263		92,216
Incyte Corp. (c)		771		89,582
Isis Pharmaceuticals, Inc. (c)		1,511		75,822
Medivation, Inc. (c)		775		68,246
Puma Biotechnology, Inc. (c)		956		87,875
Regeneron Pharmaceuticals, Inc. (c)		116		59,566
United Therapeutics Corp. (c)		517		77,871
Vertex Pharmaceuticals, Inc. (c)		336		42,847
				1,290,104
Health Care Equipment & Supplies - 0.6%
Abbott Laboratories		1,986		89,946
Baxter International, Inc.		1,785		68,633
Becton Dickinson and Co.		734		103,509
Boston Scientific Corp. (c)		4,356		72,919
Cochlear Ltd.		642		38,731
Coloplast A/S-Class B		1,355		92,130
Cooper Cos., Inc. (The)		476		77,312
CR Bard, Inc.		537		104,065
DENTSPLY International, Inc.		1,858		97,378
Edwards Lifesciences Corp. (c)		495		69,736

Company	Shares		U.S. $ Value
Elekta AB-Class B		8,086		50,096
Essilor International SA		784		93,329
Getinge AB-Class B		4,053		89,902
Hologic, Inc. (c)		2,040		79,172
Hoya Corp.		1,000		39,015
Intuitive Surgical, Inc. (c)		162		82,774
Medtronic PLC		1,286		92,965
Olympus Corp.		1,000		36,331
ResMed, Inc.		1,369		71,106
Smith & Nephew PLC		5,333		94,929
Sonova Holding AG (REG)		860		111,706
St Jude Medical, Inc.		1,177		83,343
Stryker Corp.		1,066		105,161
Sysmex Corp.		700		42,256
Terumo Corp.		1,400		38,185
Varian Medical Systems, Inc. (c)		1,118		90,837
William Demant Holding A/S (c)		1,312		106,969
Zimmer Biomet Holdings, Inc.		963		99,728
				2,222,163
Health Care Providers & Services - 0.6%
Aetna, Inc.		669		76,614
Alfresa Holdings Corp.		2,500		45,640
AmerisourceBergen Corp.-Class A		926		92,637
Anthem, Inc.		622		87,733
Cardinal Health, Inc.		1,235		101,603
Centene Corp. (c)		1,183		73,015
Cigna Corp.		584		82,221
DaVita HealthCare Partners, Inc. (c)		1,494		113,006
Envision Healthcare Holdings, Inc. (c)		1,876		76,860
Express Scripts Holding Co. (c)		927		77,497
Fresenius Medical Care AG & Co. KGaA		1,235		94,065
Fresenius SE & Co. KGaA		1,352		95,380
HCA Holdings, Inc. (c)		899		77,871
Healthscope Ltd.		21,432		40,529
Henry Schein, Inc. (c)		842		115,194
Humana, Inc.		412		75,310
Laboratory Corp. of America Holdings (c)		844		99,432
McKesson Corp.		483		95,431
Medipal Holdings Corp.		2,400		41,400
Miraca Holdings, Inc.		900		38,498
Patterson Cos., Inc.		2,252		103,209
Quest Diagnostics, Inc.		1,138		77,156
Ramsay Health Care Ltd.		869		38,524
Ryman Healthcare Ltd.		7,777		37,742
Sonic Healthcare Ltd.		2,977		43,843
Suzuken Co., Ltd./Aichi Japan		1,200		41,122
UnitedHealth Group, Inc.		746		86,312
Universal Health Services, Inc.-Class B		578		79,267
				2,107,111
Health Care Technology - 0.0%
Cerner Corp. (c)		1,044		64,477
M3, Inc.		1,800		41,648
				106,125

Company	Shares		U.S. $ Value
Life Sciences Tools & Services - 0.2%
Agilent Technologies, Inc.		1,884		68,408
Illumina, Inc. (c)		395		78,056
Lonza Group AG (REG) (c)		668		91,214
Mettler-Toledo International, Inc. (c)		257		76,213
QIAGEN NV (c)		3,136		82,424
Quintiles Transnational Holdings, Inc. (c)		1,091		81,291
Thermo Fisher Scientific, Inc.		789		98,917
Waters Corp. (c)		708		85,937
				662,460
Pharmaceuticals - 0.8%
AbbVie, Inc.		1,104		68,901
Allergan PLC (c)		547		166,146
Astellas Pharma, Inc.		2,800		41,413
AstraZeneca PLC		1,553		96,890
Bayer AG		674		91,095
Bristol-Myers Squibb Co.		1,315		78,203
Chugai Pharmaceutical Co., Ltd.		1,000		37,285
Daiichi Sankyo Co., Ltd.		1,900		36,567
Eisai Co., Ltd.		600		40,874
Eli Lilly & Co.		1,143		94,126
Endo International PLC (c)		986		75,922
GlaxoSmithKline PLC		5,490		112,093
Hisamitsu Pharmaceutical Co., Inc.		1,100		38,214
Hospira, Inc. (c)		399		35,898
Jazz Pharmaceuticals PLC (c)		443		74,787
Johnson & Johnson		1,372		128,941
Kyowa Hakko Kirin Co., Ltd.		3,000		50,313
Mallinckrodt PLC (c)		793		68,388
Merck & Co., Inc.		2,049		110,339
Merck KGaA		1,036		98,645
Mitsubishi Tanabe Pharma Corp.		2,500		44,678
Mylan NV (c)		1,139		56,483
Novartis AG (REG)		1,383		134,961
Novo Nordisk A/S-Class B		1,698		93,747
Ono Pharmaceutical Co., Ltd.		300		38,148
Orion Oyj-Class B		2,384		94,299
Otsuka Holdings Co., Ltd.		1,100		37,536
Perrigo Co. PLC		271		49,585
Pfizer, Inc.		3,243		104,489
Roche Holding AG		486		132,301
Sanofi		1,001		98,460
Santen Pharmaceutical Co., Ltd.		2,600		40,680
Shionogi & Co., Ltd.		1,000		39,178
Shire PLC		1,087		84,066
Sumitomo Dainippon Pharma Co., Ltd.		3,500		37,377
Taisho Pharmaceutical Holdings Co., Ltd.		600		38,817
Takeda Pharmaceutical Co., Ltd.		1,000		49,055
UCB SA		1,138		85,877
Valeant Pharmaceuticals International, Inc. (c)		208		48,220
Zoetis, Inc.		1,533		68,786
				2,921,783
				9,309,746

Company	Shares		U.S. $ Value
Information Technology - 2.4%
Communications Equipment - 0.2%
Alcatel-Lucent (c)		12,628		42,316
Cisco Systems, Inc.		3,065		79,322
F5 Networks, Inc. (c)		585		71,025
Harris Corp.		968		74,362
Juniper Networks, Inc.		2,833		72,836
Motorola Solutions, Inc.		1,394		90,359
Nokia Oyj		7,162		44,934
Palo Alto Networks, Inc. (c)		384		63,061
QUALCOMM, Inc.		1,509		85,379
Telefonaktiebolaget LM Ericsson-Class B		7,811		76,137
				699,731
Electronic Equipment, Instruments & Components - 0.3%
Amphenol Corp.-Class A		1,843		96,499
Arrow Electronics, Inc. (c)		1,304		72,920
Avnet, Inc.		1,876		79,542
Citizen Holdings Co., Ltd.		3,400		25,635
Corning, Inc.		3,979		68,479
Flextronics International Ltd. (c)		6,609		69,461
FLIR Systems, Inc.		2,889		82,712
Hamamatsu Photonics KK		900		22,248
Hexagon AB-Class B		1,806		58,118
Hirose Electric Co., Ltd.		200		22,802
Hitachi High-Technologies Corp.		1,000		22,408
Hitachi Ltd.		4,000		22,428
Ibiden Co., Ltd.		1,300		18,344
Japan Display, Inc. (c)		7,400		23,188
Kyocera Corp.		400		19,596
Murata Manufacturing Co., Ltd.		100		14,404
Nippon Electric Glass Co., Ltd.		4,000		17,618
Omron Corp.		600		22,482
Shimadzu Corp.		1,000		14,656
TDK Corp.		300		18,613
TE Connectivity Ltd.		1,511		89,587
Trimble Navigation Ltd. (c)		2,595		49,046
Yaskawa Electric Corp.		1,800		20,490
Yokogawa Electric Corp.		1,900		22,274
				973,550
Internet Software & Services - 0.2%
Akamai Technologies, Inc. (c)		1,020		72,736
eBay, Inc. (c)		2,678		72,601
Facebook, Inc.-Class A (c)		744		66,536
Google, Inc.-Class A (c)		131		84,864
Google, Inc.-Class C (c)		111		68,626
Kakaku.com, Inc.		1,400		22,211
LinkedIn Corp.-Class A (c)		305		55,083
Mixi, Inc.		500		17,154
Rackspace Hosting, Inc. (c)		1,178		35,823
Twitter, Inc. (c)		2,456		68,252
United Internet AG		1,229		59,420
VeriSign, Inc. (c)(f)		1,341		92,449
Yahoo Japan Corp.		4,400		17,809

Company	Shares		U.S. $ Value
Yahoo!, Inc. (c)		1,867		60,192
Zillow Group, Inc. (c)(f)		932		22,983
Zillow Group, Inc. (c)(f)		466		11,827
				828,566
IT Services - 0.5%
Accenture PLC-Class A		1,006		94,836
Alliance Data Systems Corp. (c)		293		75,357
Amadeus IT Holding SA-Class A		1,619		67,464
Atos		862		65,302
Automatic Data Processing, Inc.		1,455		112,501
Cap Gemini SA		638		57,192
CGI Group, Inc.-Class A (c)		1,360		50,240
Cognizant Technology Solutions Corp.-Class A (c)		1,097		69,045
Computer Sciences Corp.		1,151		71,350
Computershare Ltd.		2,819		19,845
Fidelity National Information Services, Inc.		1,421		98,134
Fiserv, Inc. (c)		1,192		101,642
FleetCor Technologies, Inc. (c)		391		58,322
Fujitsu Ltd.		4,000		19,801
Gartner, Inc. (c)		807		69,007
International Business Machines Corp.		735		108,699
Itochu Techno-Solutions Corp.		1,000		22,004
MasterCard, Inc.-Class A		1,098		101,422
Nomura Research Institute Ltd.		500		20,251
NTT Data Corp.		500		24,039
Otsuka Corp.		400		21,018
Paychex, Inc.		2,479		110,712
PayPal Holdings, Inc. (c)		1,849		64,715
Teradata Corp. (c)		1,822		53,257
Total System Services, Inc.		2,183		100,047
Vantiv, Inc.-Class A (c)		1,637		72,093
Visa, Inc.-Class A		1,369		97,610
Western Union Co. (The)-Class W (f)		4,320		79,661
Xerox Corp.		6,839		69,553
				1,975,119
Semiconductors & Semiconductor Equipment - 0.4%
Advantest Corp.		2,000		16,028
Altera Corp.		727		35,296
Analog Devices, Inc.		1,102		61,558
Applied Materials, Inc.		4,107		66,061
ARM Holdings PLC		4,648		66,597
ASM Pacific Technology Ltd.		2,400		18,719
ASML Holding NV		585		53,356
Avago Technologies Ltd.		356		44,845
Broadcom Corp.-Class A		1,456		75,231
Freescale Semiconductor Ltd. (c)		1,509		53,917
Infineon Technologies AG		4,755		51,883
Intel Corp.		2,747		78,399
KLA-Tencor Corp.		1,397		70,004
Lam Research Corp.		957		69,641
Linear Technology Corp.		1,777		71,578
Marvell Technology Group Ltd.		4,186		47,176
Maxim Integrated Products, Inc.		2,063		69,461
Microchip Technology, Inc. (f)		1,709		72,632

Company	Shares		U.S. $ Value
Micron Technology, Inc. (c)		2,082		34,166
NVIDIA Corp.		2,913		65,484
Qorvo, Inc. (c)		1,309		72,663
Rohm Co., Ltd.		400		21,649
Skyworks Solutions, Inc.		813		71,016
STMicroelectronics NV		7,150		51,852
SunEdison, Inc. (c)(f)		1,260		13,104
Texas Instruments, Inc.		1,693		80,993
Tokyo Electron Ltd.		300		15,784
Xilinx, Inc.		1,954		81,853
				1,530,946
Software - 0.6%
Activision Blizzard, Inc.		2,696		77,186
Adobe Systems, Inc. (c)		968		76,056
ANSYS, Inc. (c)		1,102		97,637
Autodesk, Inc. (c)		1,204		56,287
CA, Inc.		3,182		86,837
CDK Global, Inc.		1,419		70,297
Citrix Systems, Inc. (c)		1,063		72,401
COLOPL, Inc.		1,200		21,608
Constellation Software, Inc./Canada		168		71,793
Dassault Systemes		1,051		72,816
Electronic Arts, Inc. (c)		1,002		66,282
FireEye, Inc. (c)		1,659		62,677
Gemalto NV		630		45,290
GungHo Online Entertainment, Inc.		6,900		20,722
Intuit, Inc.		857		73,488
Konami Corp.		1,100		24,141
Microsoft Corp.		2,115		92,045
NetSuite, Inc. (c)		736		65,394
Nexon Co., Ltd.		1,600		22,229
Nintendo Co., Ltd.		100		20,575
Nuance Communications, Inc. (c)		3,463		57,036
Open Text Corp.		1,495		67,807
Oracle Corp.		2,410		89,387
Oracle Corp. Japan		500		20,891
Red Hat, Inc. (c)		875		63,184
Sage Group PLC (The)		8,725		68,517
salesforce.com, Inc. (c)		772		53,546
SAP SE		1,213		81,356
ServiceNow, Inc. (c)		924		65,567
Splunk, Inc. (c)		1,058		65,564
Symantec Corp.		3,589		73,539
Synopsys, Inc. (c)		1,889		88,651
Trend Micro, Inc./Japan		600		21,314
VMware, Inc.-Class A (c)		870		68,860
Workday, Inc.-Class A (c)		870		61,126
				2,142,106
Technology Hardware, Storage & Peripherals - 0.2%
Apple, Inc.		574		64,724
BlackBerry Ltd. (c)		5,321		40,365
Brother Industries Ltd.		1,400		19,042
Canon, Inc.		900		27,420

Company	Shares		U.S. $ Value
EMC Corp./MA		3,291		81,847
FUJIFILM Holdings Corp.		500		20,496
Hewlett-Packard Co.		2,312		64,875
Konica Minolta, Inc.		1,700		18,614
NEC Corp.		7,000		22,012
NetApp, Inc.		2,131		68,107
Ricoh Co., Ltd.		2,100		20,473
SanDisk Corp.		1,004		54,778
Seagate Technology PLC (f)		1,296		66,615
Seiko Epson Corp.		1,300		21,022
Western Digital Corp.		841		68,929
				659,319
				8,809,337
Materials - 1.8%
Chemicals - 1.0%
Agrium, Inc. (Toronto)		843		87,536
Air Liquide SA		479		57,325
Air Products & Chemicals, Inc.		673		93,904
Air Water, Inc.		1,000		15,923
Airgas, Inc.		1,131		109,164
Akzo Nobel NV		792		53,485
Albemarle Corp.		1,273		57,552
Arkema SA		601		42,336
Asahi Kasei Corp.		4,000		31,816
Ashland, Inc.		900		94,473
Axalta Coating Systems Ltd. (c)		2,276		66,436
BASF SE		710		57,046
Celanese Corp.-Series A		1,278		77,498
CF Industries Holdings, Inc.		1,176		67,479
Croda International PLC		1,021		45,048
Daicel Corp.		1,700		22,368
Dow Chemical Co. (The)		1,550		67,828
Eastman Chemical Co.		1,148		83,184
Ecolab, Inc.		1,079		117,762
EI du Pont de Nemours & Co.		1,903		98,005
EMS-Chemie Holding AG (REG)		131		58,991
Evonik Industries AG		1,534		57,038
FMC Corp.		1,837		77,723
Fuchs Petrolub SE (Preference Shares)		1,564		67,305
Givaudan SA (REG) (c)		44		75,645
Hitachi Chemical Co., Ltd.		1,300		19,899
Incitec Pivot Ltd.		9,454		23,569
International Flavors & Fragrances, Inc.		923		101,115
Johnson Matthey PLC		1,242		51,194
JSR Corp.		1,400		21,948
K&S AG (REG)		942		35,159
Kaneka Corp.		3,000		24,269
Kansai Paint Co., Ltd.		1,000		15,568
Koninklijke DSM NV		1,087		57,098
Kuraray Co., Ltd.		2,400		28,296
Lanxess AG		704		35,696
Linde AG		342		59,351
LyondellBasell Industries NV-Class A		810		69,158
Methanex Corp.		1,378		56,394
Mitsubishi Chemical Holdings Corp.		4,000		22,683
Mitsubishi Gas Chemical Co., Inc.		5,000		24,290
Mitsui Chemicals, Inc.		7,000		23,609
Monsanto Co.		898		87,690

Company	Shares		U.S. $ Value
Mosaic Co. (The)		2,346		95,787
Nippon Paint Holdings Co., Ltd.		800		16,325
Nitto Denko Corp.		300		20,105
Novozymes A/S-Class B		1,027		44,657
OCI NV (c)		1,383		40,683
Orica Ltd.		1,777		20,051
Potash Corp. of Saskatchewan, Inc.		3,202		83,384
PPG Industries, Inc.		936		89,191
Praxair, Inc.		1,215		128,486
Sherwin-Williams Co. (The)		428		109,487
Shin-Etsu Chemical Co., Ltd.		500		27,431
Sigma-Aldrich Corp.		278		38,756
Sika AG		14		46,295
Solvay SA		452		53,040
Sumitomo Chemical Co., Ltd.		5,000		24,821
Symrise AG		779		46,896
Syngenta AG (REG)		104		34,867
Taiyo Nippon Sanso Corp.		1,800		22,005
Teijin Ltd.		7,000		22,241
Toray Industries, Inc.		4,000		35,220
Umicore SA		1,337		53,351
Westlake Chemical Corp.		1,080		59,648
Yara International ASA		973		43,418
				3,596,001
Construction Materials - 0.1%
Boral Ltd.		5,870		23,600
CRH PLC		1,693		50,603
Fletcher Building Ltd.		4,589		20,916
HeidelbergCement AG		714		53,847
Imerys SA		736		50,623
James Hardie Industries PLC		1,997		24,932
LafargeHolcim Ltd. (REG) (c)		794		50,411
Martin Marietta Materials, Inc.		540		90,612
Taiheiyo Cement Corp.		8,000		27,029
Vulcan Materials Co.		904		84,632
				477,205
Containers & Packaging - 0.2%
Amcor Ltd./Australia		2,281		22,271
Avery Dennison Corp.		1,888		109,655
Ball Corp.		1,418		93,461
Crown Holdings, Inc. (c)		1,947		96,513
Packaging Corp. of America		1,007		67,580
Rexam PLC		8,834		72,471
Sealed Air Corp.		1,840		94,668
Toyo Seikan Group Holdings Ltd.		1,400		22,943
WestRock Co.		1,132		67,184
				646,746
Metals & Mining - 0.4%
Agnico Eagle Mines Ltd.		1,878		45,994
Alcoa, Inc.		5,938		56,114
Alumina Ltd.		18,527		17,273
Anglo American PLC		2,835		31,769
Antofagasta PLC		4,020		37,260
ArcelorMittal (Euronext Amsterdam)		4,525		35,337
Barrick Gold Corp.		5,348		37,195

Company	Shares		U.S. $ Value
BHP Billiton Ltd.		1,373		25,150
BHP Billiton PLC		2,191		38,519
Boliden AB		2,686		44,212
Eldorado Gold Corp.		21,434		64,028
First Quantum Minerals Ltd.		9,204		47,993
Fortescue Metals Group Ltd.		7,883		10,693
Franco-Nevada Corp.		1,253		54,288
Freeport-McMoRan, Inc.		2,818		29,983
Fresnillo PLC		3,627		34,375
Glencore PLC (c)		9,747		22,002
Goldcorp, Inc.		3,364		46,665
Hitachi Metals Ltd.		1,700		21,498
Iluka Resources Ltd.		3,749		19,802
JFE Holdings, Inc.		1,200		18,583
Kinross Gold Corp. (c)		41,809		74,682
Kobe Steel Ltd.		20,000		26,777
Maruichi Steel Tube Ltd.		900		22,870
Mitsubishi Materials Corp.		7,000		22,446
Newcrest Mining Ltd. (c)		2,094		16,708
Newmont Mining Corp.		2,799		47,779
Nippon Steel & Sumitomo Metal Corp.		13,000		26,658
Norsk Hydro ASA		13,032		44,878
Nucor Corp.		1,879		81,342
Randgold Resources Ltd.		577		34,894
Rio Tinto Ltd.		684		24,531
Rio Tinto PLC		995		36,328
Silver Wheaton Corp.		3,559		43,635
South32 Ltd. (c)		17,203		18,570
Sumitomo Metal Mining Co., Ltd.		2,000		25,388
Teck Resources Ltd.-Class B		3,044		21,865
ThyssenKrupp AG		1,817		39,277
Turquoise Hill Resources Ltd. (c)		21,141		63,314
voestalpine AG		1,167		42,547
Yamana Gold, Inc.		39,011		73,242
				1,526,464
Paper & Forest Products - 0.1%
International Paper Co.		2,137		92,190
Mondi PLC		2,412		54,207
Oji Holdings Corp.		6,000		27,696
Stora Enso Oyj-Class R		5,206		46,190
UPM-Kymmene Oyj		2,674		44,449
West Fraser Timber Co., Ltd.		1,600		62,305
				327,037
				6,573,453
Energy - 1.8%
Energy Equipment & Services - 0.3%
Amec Foster Wheeler PLC		6,705		82,312
Baker Hughes, Inc.		1,196		66,976
Cameron International Corp. (c)		1,005		67,094
Core Laboratories NV (f)		381		44,074
Diamond Offshore Drilling, Inc. (f)		1,395		33,076
Ensco PLC-Class A		1,855		33,594
FMC Technologies, Inc. (c)		1,472		51,196
Halliburton Co.		1,318		51,863

Company	Shares		U.S. $ Value
Helmerich & Payne, Inc. (f)		723		42,664
Nabors Industries Ltd.		2,710		31,273
National Oilwell Varco, Inc.		1,082		45,801
Oceaneering International, Inc.		1,324		58,018
Petrofac Ltd.		5,075		69,041
Saipem SpA (c)		6,478		62,284
Schlumberger Ltd.		851		65,842
Seadrill Ltd.		4,953		38,306
Subsea 7 SA (c)		6,791		58,415
Technip SA		1,475		80,313
Tenaris SA		7,146		94,004
Transocean Ltd. (Zurich)		3,733		51,292
Weatherford International PLC (c)		3,100		31,465
WorleyParsons Ltd.		3,625		19,364
				1,178,267
Oil, Gas & Consumable Fuels - 1.5%
AltaGas Ltd.		1,575		43,302
Anadarko Petroleum Corp.		760		54,401
Antero Resources Corp. (c)(f)		1,567		40,491
Apache Corp.		953		43,114
ARC Resources Ltd.		2,786		41,887
Baytex Energy Corp.		2,756		15,942
BG Group PLC		6,580		99,868
BP PLC		21,451		118,898
Cabot Oil & Gas Corp.		1,928		45,636
Caltex Australia Ltd.		1,910		43,326
Cameco Corp.		3,555		50,018
Canadian Natural Resources Ltd.		1,916		43,181
Canadian Oil Sands Ltd.		7,461		43,668
Cenovus Energy, Inc.		3,195		46,312
Cheniere Energy, Inc. (c)		558		34,680
Chesapeake Energy Corp. (f)		1,835		14,331
Chevron Corp.		831		67,303
China Petroleum & Chemical Corp.-Class H		300,000		201,163
China Shenhua Energy Co., Ltd.-Class H		60,000		103,977
Cimarex Energy Co.		425		46,967
Cobalt International Energy, Inc. (c)		2,612		20,922
Columbia Pipeline Group, Inc.		1,475		37,406
Concho Resources, Inc. (c)		409		44,237
ConocoPhillips		1,246		61,241
CONSOL Energy, Inc. (f)		996		15,169
Continental Resources, Inc./OK (c)		922		29,596
Crescent Point Energy Corp.		2,787		35,759
Devon Energy Corp.		1,061		45,262
Enbridge, Inc.		1,579		65,256
Encana Corp.		5,134		38,361
Energen Corp.		787		40,924
Enerplus Corp.		5,007		31,893
Eni SpA		6,270		103,492
EOG Resources, Inc.		726		56,853
EQT Corp.		727		56,575
Exxon Mobil Corp.		1,042		78,400
Galp Energia SGPS SA		6,778		71,516
Hess Corp.		978		58,142
HollyFrontier Corp.		1,073		50,281
Husky Energy, Inc.		2,303		41,015

Company	Shares		U.S. $ Value
Idemitsu Kosan Co., Ltd.		2,200		37,856
Imperial Oil Ltd.		1,609		56,809
Inpex Corp.		4,600		46,627
Inter Pipeline Ltd.		2,033		43,578
JX Holdings, Inc.		12,700		49,142
Keyera Corp.		1,280		39,287
Kinder Morgan, Inc./DE		2,011		65,177
Koninklijke Vopak NV		1,845		75,850
Lundin Petroleum AB (c)		6,470		84,551
Marathon Oil Corp.		2,156		37,277
Marathon Petroleum Corp.		1,133		53,602
MEG Energy Corp. (c)		3,866		34,734
Murphy Oil Corp.		1,648		51,088
Neste Oyj		2,633		67,501
Noble Energy, Inc.		1,354		45,237
Occidental Petroleum Corp.		949		69,287
OMV AG		1,991		50,972
ONEOK, Inc.		1,255		45,193
Origin Energy Ltd.		5,096		29,899
Paramount Resources Ltd.-Class A (c)		2,632		28,169
Pembina Pipeline Corp.		1,777		49,301
Petroleo Brasileiro SA (ADR) (c)(f)		97,720		572,639
Peyto Exploration & Development Corp.		1,955		46,334
Phillips 66		871		68,870
Pioneer Natural Resources Co.		355		43,686
PrairieSky Royalty Ltd.		2,084		43,657
Range Resources Corp. (f)		839		32,402
Repsol SA		5,754		82,040
Royal Dutch Shell PLC-Class A		5,412		140,995
Royal Dutch Shell PLC-Class B		4,564		119,162
Santos Ltd.		6,321		23,201
Showa Shell Sekiyu KK		4,200		35,968
Southwestern Energy Co. (c)		2,025		32,886
Spectra Energy Corp.		2,209		64,216
Statoil ASA		6,265		95,485
Suncor Energy, Inc. (Toronto)		2,052		58,116
Tesoro Corp.		534		49,133
TonenGeneral Sekiyu KK		5,000		50,041
Total SA		2,446		112,776
Tourmaline Oil Corp. (c)		1,689		42,751
TransCanada Corp.		1,929		67,301
Tullow Oil PLC (c)		12,392		42,239
Valero Energy Corp.		871		51,685
Veresen, Inc.		3,815		39,409
Vermilion Energy, Inc.		1,246		43,169
Whiting Petroleum Corp. (c)		1,250		24,163
Williams Cos., Inc. (The)		737		35,523
Woodside Petroleum Ltd.		1,524		35,076
				5,294,825
				6,473,092
Utilities - 1.6%
Electric Utilities - 0.7%
American Electric Power Co., Inc.		2,025		109,937
AusNet Services		40,227		37,298
Cheung Kong Infrastructure Holdings Ltd.		5,000		41,570
Chubu Electric Power Co., Inc.		2,100		32,507

Company	Shares		U.S. $ Value
Chugoku Electric Power Co., Inc. (The)		2,600		37,996
CLP Holdings Ltd.		7,500		62,220
Contact Energy Ltd.		12,312		40,442
Duke Energy Corp.		1,507		106,861
Edison International		1,583		92,574
EDP - Energias de Portugal SA		22,907		79,991
Electricite de France SA		3,732		80,503
Endesa SA		3,839		79,306
Enel SpA		15,358		69,061
Entergy Corp.		1,550		101,261
Eversource Energy		2,451		115,785
Exelon Corp.		2,658		81,760
FirstEnergy Corp.		2,919		93,291
Fortis, Inc./Canada		3,372		91,477
Fortum Oyj		4,053		65,606
Hokuriku Electric Power Co.		2,700		38,945
Iberdrola SA		14,980		101,296
Kansai Electric Power Co., Inc. (The) (c)		1,900		23,674
Kyushu Electric Power Co., Inc. (c)		2,500		29,783
Mighty River Power Ltd.		22,655		39,690
NextEra Energy, Inc.		1,164		114,549
OGE Energy Corp.		2,810		78,792
Pepco Holdings, Inc.		587		13,489
Pinnacle West Capital Corp.		1,711		101,856
Power Assets Holdings Ltd.		6,000		51,686
PPL Corp.		3,743		115,996
Red Electrica Corp. SA		1,020		81,163
Shikoku Electric Power Co., Inc.		2,400		37,473
Southern Co. (The)		2,902		125,976
SSE PLC		4,764		106,757
Terna Rete Elettrica Nazionale SpA		20,939		97,455
Tohoku Electric Power Co., Inc.		2,700		37,010
Tokyo Electric Power Co., Inc. (c)		3,400		23,282
Xcel Energy, Inc.		3,204		108,071
				2,746,389
Gas Utilities - 0.1%
APA Group		6,116		38,144
Enagas SA		2,990		81,588
Gas Natural SDG SA		3,372		68,197
Hong Kong & China Gas Co., Ltd.		33,080		62,345
Osaka Gas Co., Ltd.		13,000		52,750
Snam SpA		19,754		96,502
Toho Gas Co., Ltd.		7,000		42,123
Tokyo Gas Co., Ltd.		9,000		49,171
				490,820
Independent Power and Renewable Electricity Producers - 0.1%
AES Corp./VA		5,631		67,572
Calpine Corp. (c)		3,559		56,730
Electric Power Development Co., Ltd.		1,203		37,660
Enel Green Power SpA		36,373		69,087
Meridian Energy Ltd.		27,208		37,907
NRG Energy, Inc.		2,752		54,820
TransAlta Corp.		16,078		80,414
				404,190

Company	Shares		U.S. $ Value
Multi-Utilities - 0.6%
AGL Energy Ltd.		4,017		48,254
Alliant Energy Corp.		1,643		93,109
Ameren Corp.		2,507		101,007
Atco Ltd./Canada-Class I		3,262		98,435
Canadian Utilities Ltd.-Class A		3,481		96,233
CenterPoint Energy, Inc.		5,012		93,323
Centrica PLC		21,869		80,975
CMS Energy Corp.		2,970		97,357
Consolidated Edison, Inc.		1,862		117,138
Dominion Resources, Inc./VA		1,668		116,343
DTE Energy Co.		1,329		103,742
E.ON SE		5,845		66,053
Engie		4,235		75,637
MDU Resources Group, Inc.		3,766		67,449
National Grid PLC		8,690		114,496
PG&E Corp.		1,947		96,532
Public Service Enterprise Group, Inc.		2,447		98,492
RWE AG		3,414		51,118
SCANA Corp.		1,946		102,924
Sempra Energy		977		92,668
Suez Environnement Co.		3,365		60,526
United Utilities Group PLC		7,807		101,844
Veolia Environnement SA		3,359		73,361
WEC Energy Group, Inc.		2,071		98,683
				2,145,699
Water Utilities - 0.1%
American Water Works Co., Inc.		2,195		114,008
Severn Trent PLC		3,162		100,280
				214,288
				6,001,386
Telecommunication Services - 0.7%
Diversified Telecommunication Services - 0.5%
AT&T, Inc.		3,667		121,744
BCE, Inc.		3,066		123,982
BT Group PLC		12,257		81,769
CenturyLink, Inc.		2,284		61,759
Deutsche Telekom AG (REG)		4,043		68,968
Elisa Oyj		2,363		78,631
Frontier Communications Corp. (f)		8,023		40,677
HKT Trust & HKT Ltd.-Class SS		19,000		22,020
Iliad SA		205		46,307
Inmarsat PLC		4,698		70,184
Koninklijke KPN NV		13,504		52,458
Level 3 Communications, Inc. (c)		1,571		70,271
Nippon Telegraph & Telephone Corp.		600		22,885
Orange SA		3,897		61,632
PCCW Ltd.		38,000		19,874
Proximus		2,094		75,112
Singapore Telecommunications Ltd.		7,400		19,714
Spark New Zealand Ltd.		11,364		24,309
Swisscom AG (REG)		181		97,698
TDC A/S		10,524		66,536
Telecom Italia SpA (ordinary shares) (c)		38,296		46,477
Telecom Italia SpA (savings shares)		51,070		51,181
Telefonica Deutschland Holding AG		11,176		67,755

Company	Shares		U.S. $ Value
Telefonica SA		6,186		87,176
Telenor ASA		3,519		69,977
TeliaSonera AB		18,341		103,314
Telstra Corp., Ltd.		8,059		33,063
TELUS Corp.		639		20,905
TELUS Corp.		2,389		78,156
TPG Telecom Ltd.		3,179		21,212
Verizon Communications, Inc.		2,873		132,187
				1,937,933
Wireless Telecommunication Services - 0.2%
KDDI Corp.		900		22,332
Millicom International Cellular SA		1,112		74,090
NTT DOCOMO, Inc.		1,200		25,169
Rogers Communications, Inc.-Class B		2,916		99,542
SBA Communications Corp.-Class A (c)		814		96,215
SoftBank Group Corp.		400		23,273
Sprint Corp. (c)(f)		20,644		104,459
StarHub Ltd.		8,000		20,755
T-Mobile US, Inc. (c)		1,664		65,911
Tele2 AB-Class B		8,117		80,004
Vodafone Group PLC		18,827		64,830
				676,580
				2,614,513
Total Common Stocks (cost $87,146,924)				83,459,101
	Principal Amount (000)
COLLATERALIZED MORTGAGE OBLIGATIONS - 2.8%
GSE Risk Share Floating Rate - 2.8%
Federal National Mortgage Association Connecticut Avenue Securities
Series 2015-C03, Class 1M2
5.199%, 7/25/25 (g)	U.S.$	1,430		1,434,383
Series 2015-C03, Class 2M2
5.199%, 7/25/25 (g)		8,745		8,728,909
Total Collateralized Mortgage Obligations (cost $10,213,237)				10,163,292
	Shares
PREFERRED STOCKS - 1.6%
Financials - 1.6%
Real Estate Investment Trusts (REITs) - 1.6%
Apartment Investment & Management Co.
6.875%		42,000		1,130,220
Hersha Hospitality Trust
Series C
6.875%		60,000		1,549,800
Pebblebrook Hotel Trust
6.50%		65,950		1,654,026

Company	Shares		U.S. $ Value
Sabra Health Care REIT, Inc.
Series A
7.125%		53,175		1,336,819
Total Preferred Stocks (cost $5,528,125)				5,670,865
INVESTMENT COMPANIES - 1.0%
Funds and Investment Trusts - 1.0%
iShares Core MSCI Emerging Markets ETF		91,600		3,727,204
	Contracts
OPTIONS PURCHASED - PUTS - 0.6%
Options on Equity Indices - 0.3%
IBOV Index
Expiration: Mar 2016, Exercise Price: BRL 48,000.00 (c)(h)		1,082		981,764
Options on Funds and Investment Trusts - 0.3%
SPDR S&P 500 ETF Trust
Expiration: Sep 2015, Exercise Price: $ 195.00 (c)(i)		75		29,325
iShares Russel 2000 ETF
Expiration: Nov 2015, Exercise Price: $ 110.00 (c)(i)		2,930		1,062,125
				1,091,450
Total Options Purchased - Puts (cost $1,515,188)				2,073,214
OPTIONS PURCHASED - CALLS - 0.2%
Options on Equities - 0.1%
iShares MSCI Emerging Markets ETF
Expiration: Nov 2015, Exercise Price: $ 36.00 (c)(i)		4,180		338,580
Options on Forward Contracts - 0.1%
MYR/USD
Expiration: Sep 2015, Exercise Price: MYR 4.00 (c)(h)		30,360,000		12,166
TWD/USD
Expiration: Oct 2015, Exercise Price: $ 31.70 (c)(h)		7,590,000		217,719
				229,885
	Notional Amount (000)
Swaptions - 0.0%
CDX NAHY.24 RTR, Bank of America, NA (Buy Protection)
Expiration: Oct 2015, Exercise Price: $ 106.00 (c)		3,250		9,190

Company	Notional Amount (000)		U.S. $ Value
CDX NAHY.24 RTR, Bank of America, NA (Buy Protection)
Expiration: Oct 2018, Exercise Price: $ 107.00 (c)		3,250		3,030
				12,220
Total Options Purchased - Calls (cost $560,909)				580,685
	Shares
RIGHTS - 0.0%
Consumer Staples - 0.0%
Food & Staples Retailing - 0.0%
Safeway, Inc., expiring 2/02/19 (c)		620		31
Safeway, Inc., expiring 2/02/17 (c)		620		629
				660
Financials - 0.0%
Banks - 0.0%
Commonwealth Bank of Australia, expiring 9/08/15 (c)		24		59
Total Rights (cost $657)				719
SHORT-TERM INVESTMENTS - 38.3%
Investment Companies - 33.4%
AB Fixed Income Shares, Inc.-Government STIF Portfolio, 0.13% (j)(k) (cost $121,844,342)		121,844,342		121,844,342
	Principal Amount (000)
U.S. TREASURY BILLS - 4.9%
U.S. Treasury Bill Zero Coupon, 11/19/15-12/17/15	U.S.$	6,000		5,998,978
0.01%, 11/19/15		12,000		11,999,490
Total U.S. Treasury Bills (cost $17,998,468)				17,998,468
Total Short-Term Investments (cost $139,842,810)				139,842,810

Company	Shares		U.S. $ Value
Total Investments Before Security Lending Collateral for Securities Loaned - 94.9% (cost $363,954,736)				346,401,764
INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED - 0.4%
INVESTMENT COMPANIES - 0.4%
AB Exchange Reserves-Class I, 0.11% (j)(k) (cost $1,558,710)		1,558,710		1,558,710
Total Investments - 95.3% (cost $365,513,446) (l)				347,960,474
Other assets less liabilities - 4.7% (m)				17,320,216
Net Assets - 100.0%			$	365,280,690

FUTURES

Type	Number of Contracts		Expiration Month		Original Value		Value at August 31, 2015		Unrealized Appreciation/ (Depreciation)
Purchased Contracts
10 Yr Australian Bond Futures		375		September 2015	$	33,843,016	$	34,373,315	$	530,299
Brent Crude Oil Futures		16		June 2016		915,229		964,000		48,771
Cattle Feeder Futures		15		October 2015		1,578,543		1,484,062		(94,481	)
Cocoa Futures		42		December 2015		1,306,449		1,301,580		(4,869	)
Coff Robusta Futures		60		November 2015		1,027,543		966,600		(60,943	)
Coffee ‘C’ Futures		25		December 2015		1,178,873		1,165,313		(13,560	)
Copper London Metal Exchange Futures		11		September 2015		1,465,254		1,415,425		(49,829	)
Corn Futures		46		March 2016		908,274		888,375		(19,899	)
Cotton No. 2 Futures		47		December 2015		1,523,278		1,480,500		(42,778	)
Crude Palm oil Futures		56		October 2015		705,600		650,667		(54,933	)
Euro Buxl 30 Year Bond Futures		62		September 2015		10,752,193		10,545,926		(206,267	)
EURO STOXX 50 Index Futures		243		September 2015		8,824,767		8,913,994		89,227
Euro-BUND Futures		63		September 2015		10,962,733		10,822,772		(139,961	)
FTSE 100 Index Futures		18		September 2015		1,842,072		1,717,198		(124,874	)
Gasoline RBOB Futures		15		September 2015		1,032,705		944,433		(88,272	)
Gold 100 OZ Futures		20		December 2015		2,269,659		2,265,000		(4,659	)
KC HRW Wheat Futures		38		December 2015		1,034,587		926,725		(107,862	)
Lead London Metal Exchange Futures		33		September 2015		1,428,982		1,426,838		(2,144	)
Lean Hogs Futures		84		December 2015		2,089,336		2,137,800		48,464
Lean Hogs Futures		25		October 2015		629,817		680,250		50,433
Live Cattle Futures		41		June 2016		2,240,805		2,223,430		(17,375	)
Low SU Gas Oil Futures		23		December 2015		1,167,292		1,139,075		(28,217	)
MSCI EAFE Mini Index Futures		42		September 2015		3,645,359		3,638,670		(6,689	)

Type	Number of Contracts		Expiration Month		Original Value		Value at August 31, 2015		Unrealized Appreciation/ (Depreciation)
Natural Gas Futures		36		October 2015	$	1,006,629	$	993,960	$	(12,669	)
Nickel London Metal Exchange Futures		12		October 2015		731,161		723,600		(7,561	)
Nickel London Metal Exchange Futures		26		September 2015		1,821,045		1,565,928		(255,117	)
NY Harbor USLD Futures		17		November 2015		1,172,476		1,239,075		66,599
Palladium Futures		33		December 2015		2,006,867		1,987,425		(19,442	)
Platinum Futures		55		October 2015		3,021,539		2,778,875		(242,664	)
PRI Aluminum London Metal Exchange Futures		54		September 2015		2,205,165		2,153,925		(51,240	)
S&P 500 E Mini Index Futures		44		September 2015		4,310,949		4,332,240		21,291
S&P TSX 60 Index Futures		7		September 2015		914,462		866,327		(48,135	)
Silver Futures		15		December 2015		1,152,037		1,093,950		(58,087	)
Soybean Futures		33		November 2015		1,517,385		1,464,375		(53,010	)
Soybean Meal Futures		29		December 2015		871,886		902,770		30,884
Soybean Oil Futures		57		December 2015		1,102,873		966,150		(136,723	)
Sugar 11 (World) Futures		229		September 2015		3,137,212		2,741,771		(395,441	)
U.S. 5 Yr Note (CBT) Futures		642		December 2015		76,989,845		76,678,875		(310,970	)
U.S. Ultra Bond (CBT) Futures		180		December 2015		29,546,758		28,513,125		(1,033,633	)
Wheat (CBT) Futures		38		December 2015		986,912		921,500		(65,412	)
WTI Crude Futures		17		June 2016		878,112		924,460		46,348
Zinc London Metal Exchange Futures		1		October 2015		45,753		45,250		(503	)
Zinc London Metal Exchange Futures		29		September 2015		1,423,551		1,312,069		(111,482	)
Sold Contracts
Bcom Commodity Index Futures		1,573		September 2015		14,312,772		14,282,840		29,932
Coff Robusta Futures		34		November 2015		585,173		547,740		37,433
Cotton No. 2 Futures		6		December 2015		194,335		189,000		5,335
FTSE China Futures		208		September 2015		2,234,565		1,927,640		306,925
Gold 100 OZ Futures		14		December 2015		1,581,336		1,585,500		(4,164	)
KC HRW Wheat (CBT) Futures		18		December 2015		445,516		438,975		6,541
Lead London Metal Exchange Futures		5		September 2015		214,549		216,187		(1,638	)
Live Cattle Futures		10		October 2015		598,501		572,800		25,701
Nickel London Metal Exchange Futures		12		September 2015		730,187		722,736		7,451
PRI Aluminum London Metal Exchange Futures		36		October 2015		1,440,686		1,453,275		(12,589	)
PRI Aluminum London Metal Exchange Futures		14		September 2015		593,759		558,425		35,334
U.S. T-Note 10 Yr (CBT) Futures		23		December 2015		2,934,987		2,922,438		12,549
Zinc London Metal Exchange Futures		1		September 2015		45,748		45,244		504
									$	(2,488,071	)

FORWARD CURRENCY EXCHANGE CONTRACTS

Counterparty	Contracts to Deliver (000)		In Exchange For (000)		Settlement Date		Unrealized Appreciation/ (Depreciation)
Bank of America, NA	JPY	706,939	USD	5,859		9/17/15	$	26,198
Bank of America, NA	USD	2,116	GBP	1,356		9/17/15		(35,786	)
Bank of America, NA	AUD	1,563	USD	1,144		11/13/15		36,095
Barclays Bank PLC	CHF	1,991	USD	2,150		9/17/15		89,349
Barclays Bank PLC	EUR	19,389	USD	21,955		9/17/15		193,256
Barclays Bank PLC	HUF	585,350	USD	2,108		9/17/15		12,441
Barclays Bank PLC	JPY	2,299,653	USD	18,736		9/17/15		(236,472	)
Barclays Bank PLC	KRW	4,798,328	USD	4,283		9/17/15		226,528
Barclays Bank PLC	NOK	15,775	USD	1,993		9/17/15		86,440
Barclays Bank PLC	SEK	8,320	USD	951		9/17/15		(31,917	)
Barclays Bank PLC	USD	326	GBP	207		9/17/15		(8,388	)
Barclays Bank PLC	USD	400	JPY	47,540		9/17/15		(7,646	)
Barclays Bank PLC	USD	1,197	SEK	9,986		9/17/15		(17,190	)
Barclays Bank PLC	USD	2,290	INR	147,610		9/18/15		(72,417	)
Barclays Bank PLC	INR	90,399	USD	1,382		11/13/15		37,112
Barclays Bank PLC	KRW	2,224,902	USD	1,893		11/13/15		14,941
Barclays Bank PLC	TRY	3,270	USD	1,094		11/13/15		(4,987	)
Barclays Bank PLC	USD	1,890	EUR	1,673		11/13/15		(10,770	)
Barclays Bank PLC	USD	1,893	JPY	233,304		11/13/15		33,933
Barclays Bank PLC	USD	1,918	KRW	2,264,671		11/13/15		(6,907	)
Barclays Bank PLC	USD	1,830	TWD	59,082		11/13/15		(10,423	)
BNP Paribas SA	HKD	7,616	USD	982		9/17/15		(371	)
BNP Paribas SA	JPY	471,544	USD	3,821		9/17/15		(68,952	)
BNP Paribas SA	MXN	29,804	USD	1,889		9/17/15		106,968
BNP Paribas SA	USD	130	AUD	170		9/17/15		(9,348	)
BNP Paribas SA	USD	3,821	EUR	3,455		9/17/15		56,814
BNP Paribas SA	USD	1,151	GBP	750		9/17/15		(86	)
Brown Brothers Harriman & Co.	JPY	1,407,817	USD	11,482		9/17/15		(133,112	)
Brown Brothers Harriman & Co.	USD	7,689	EUR	6,900		9/17/15		54,805
Citibank	BRL	117,066	USD	34,775		9/02/15		2,495,463
Citibank	USD	32,102	BRL	117,066		9/02/15		177,476
Citibank	JPY	235,197	USD	1,900		9/17/15		(40,628	)
Citibank	TRY	48,712	USD	17,299		9/17/15		642,550
Citibank	USD	653	EUR	579		9/17/15		(2,987	)
Citibank	USD	569	EUR	513		9/17/15		7,150
Citibank	USD	942	MYR	3,942		9/17/15		2,210
Citibank	USD	7,677	SEK	64,260		9/17/15		(84,628	)
Citibank	USD	1,891	TRY	5,139		9/17/15		(133,830	)
Citibank	JPY	204,854	USD	1,724		11/13/15		32,009
Citibank	TRY	3,249	USD	1,090		11/13/15		(1,883	)
Citibank	USD	1,072	TRY	3,191		11/13/15		498
Credit Suisse International	SGD	2,630	USD	1,893		11/13/15		35,450
Deutsche Bank AG	EUR	1,939	USD	2,146		9/17/15		(30,862	)
Deutsche Bank AG	HUF	1,077,031	USD	3,866		9/17/15		10,921
Deutsche Bank AG	MYR	15,215	USD	3,709		9/17/15		62,409
Deutsche Bank AG	USD	759	AUD	1,024		9/17/15		(30,574	)
Deutsche Bank AG	USD	1,968	CAD	2,551		9/17/15		(29,140	)
Deutsche Bank AG	USD	3,953	EUR	3,507		9/17/15		(16,852	)
Deutsche Bank AG	USD	229	GBP	146		9/17/15		(5,013	)
Deutsche Bank AG	USD	2,224	MYR	9,355		9/17/15		17,952
Deutsche Bank AG	USD	3,818	SEK	32,214		9/17/15		(11,427	)
Deutsche Bank AG	HUF	310,730	USD	1,144		11/13/15		31,205
Deutsche Bank AG	USD	3,860	CHF	3,734		11/13/15		12,282
Deutsche Bank AG	USD	1,144	EUR	986		11/13/15		(35,811	)
Goldman Sachs Bank USA	BRL	117,066	USD	32,102		9/02/15		(177,477	)
Goldman Sachs Bank USA	USD	15,480	BRL	53,794		9/02/15		(647,315	)
Goldman Sachs Bank USA	USD	17,370	BRL	63,272		9/02/15		76,870
Goldman Sachs Bank USA	BRL	2,467	USD	760		9/17/15		83,162
Goldman Sachs Bank USA	KRW	3,866,250	USD	3,397		9/17/15		129,168
Goldman Sachs Bank USA	TWD	133,288	USD	4,296		9/17/15		191,872
Goldman Sachs Bank USA	USD	1,123	BRL	3,675		9/17/15		(115,239	)
Goldman Sachs Bank USA	USD	9,569	EUR	8,778		9/17/15		282,939

Counterparty	Contracts to Deliver (000)		In Exchange For (000)		Settlement Date		Unrealized Appreciation/ (Depreciation)
Goldman Sachs Bank USA	USD	245	JPY	30,161		9/17/15	$	4,255
Goldman Sachs Bank USA	USD	1,905	KRW	2,210,032		9/17/15		(37,003	)
Goldman Sachs Bank USA	INR	17,623	USD	268		9/18/15		2,764
Goldman Sachs Bank USA	TRY	2,125	USD	751		10/15/15		30,249
Goldman Sachs Bank USA	USD	1,910	TWD	59,965		10/30/15		(63,299	)
Goldman Sachs Bank USA	BRL	6,564	USD	1,760		11/13/15		(7,157	)
Goldman Sachs Bank USA	RUB	73,809	USD	1,107		11/13/15		(14,485	)
Goldman Sachs Bank USA	USD	1,545	INR	102,658		11/13/15		(17,694	)
Goldman Sachs Bank USA	USD	1,875	KRW	2,213,389		11/13/15		(7,068	)
Goldman Sachs Bank USA	BRL	129,061	USD	34,296		12/02/15		(210,621	)
HSBC Bank USA	AUD	1,529	USD	1,145		9/17/15		57,577
HSBC Bank USA	GBP	718	USD	1,103		9/17/15		1,634
HSBC Bank USA	USD	368	AUD	505		9/17/15		(9,300	)
HSBC Bank USA	USD	11,286	BRL	38,987		9/17/15		(594,874	)
HSBC Bank USA	USD	4,744	JPY	585,377		9/17/15		85,176
HSBC Bank USA	USD	5,759	PLN	22,069		9/17/15		83,134
HSBC Bank USA	USD	1,149	TRY	3,153		9/17/15		(70,342	)
HSBC Bank USA	KRW	2,239,735	USD	1,900		11/13/15		10,372
HSBC Bank USA	TRY	2,113	USD	750		11/13/15		40,027
HSBC Bank USA	USD	1,843	BRL	6,564		11/13/15		(75,631	)
HSBC Bank USA	USD	1,831	JPY	218,684		11/13/15		(25,385	)
HSBC Bank USA	USD	3,781	JPY	463,288		11/13/15		44,485
HSBC Bank USA	USD	563	SGD	792		11/13/15		(3,751	)
HSBC Bank USA	TRY	57,399	USD	19,027		11/18/15		(237,735	)
JPMorgan Chase Bank	CHF	9,157	USD	9,570		9/17/15		92,217
JPMorgan Chase Bank	GBP	2,460	USD	3,811		9/17/15		36,740
JPMorgan Chase Bank	USD	3,820	GBP	2,448		9/17/15		(63,589	)
JPMorgan Chase Bank	CHF	3,689	USD	3,864		11/13/15		38,047
JPMorgan Chase Bank	CNY	24,193	USD	3,735		11/13/15		(1,000	)
JPMorgan Chase Bank	USD	3,869	EUR	3,517		11/13/15		81,800
Morgan Stanley Capital Services LLC	CAD	24,543	USD	19,618		9/15/15		963,904
Morgan Stanley Capital Services LLC	USD	19,540	CAD	24,543		9/15/15		(885,688	)
Morgan Stanley Capital Services LLC	BRL	49,093	USD	14,690		9/17/15		1,228,102
Morgan Stanley Capital Services LLC	CAD	3,517	USD	2,805		9/17/15		132,059
Morgan Stanley Capital Services LLC	CHF	3,330	USD	3,479		9/17/15		32,291
Morgan Stanley Capital Services LLC	CZK	150,075	USD	6,127		9/17/15		(105,113	)
Morgan Stanley Capital Services LLC	EUR	21,482	USD	23,741		9/17/15		(370,119	)
Morgan Stanley Capital Services LLC	EUR	5,502	USD	6,186		9/17/15		10,017
Morgan Stanley Capital Services LLC	GBP	2,470	USD	3,858		9/17/15		67,934
Morgan Stanley Capital Services LLC	JPY	454,411	USD	3,714		9/17/15		(34,701	)
Morgan Stanley Capital Services LLC	JPY	144,795	USD	1,197		9/17/15		2,689
Morgan Stanley Capital Services LLC	PLN	11,673	USD	3,114		9/17/15		24,458
Morgan Stanley Capital Services LLC	TRY	9,341	USD	3,310		9/17/15		115,526
Morgan Stanley Capital Services LLC	USD	6,186	CZK	150,075		9/17/15		46,085
Morgan Stanley Capital Services LLC	USD	12,340	EUR	11,140		9/17/15		163,608
Morgan Stanley Capital Services LLC	USD	1,987	HUF	550,555		9/17/15		(16,231	)
Morgan Stanley Capital Services LLC	USD	15,329	JPY	1,886,174		9/17/15		232,137
Morgan Stanley Capital Services LLC	USD	1,976	KRW	2,200,279		9/17/15		(115,873	)
Morgan Stanley Capital Services LLC	USD	1,893	MXN	29,804		9/17/15		(111,131	)

Counterparty	Contracts to Deliver (000)		In Exchange For (000)		Settlement Date		Unrealized Appreciation/ (Depreciation)
Morgan Stanley Capital Services LLC	USD	5,912	NOK	46,688		9/17/15	$	(269,353	)
Morgan Stanley Capital Services LLC	USD	18,473	TRY	50,818		9/17/15		(1,095,735	)
Morgan Stanley Capital Services LLC	USD	1,971	TWD	61,202		9/17/15		(86,922	)
Morgan Stanley Capital Services LLC	BRL	26,127	USD	7,236		10/02/15		108,580
Morgan Stanley Capital Services LLC	USD	915	MYR	3,903		10/09/15		20,637
Morgan Stanley Capital Services LLC	USD	747	TRY	2,125		10/15/15		(26,942	)
Morgan Stanley Capital Services LLC	CHF	5,660	USD	5,976		11/13/15		106,623
Morgan Stanley Capital Services LLC	CNY	12,033	USD	1,853		11/13/15		(4,788	)
Morgan Stanley Capital Services LLC	EUR	1,745	USD	1,909		11/13/15		(51,257	)
Morgan Stanley Capital Services LLC	MYR	7,315	USD	1,883		11/13/15		133,698
Morgan Stanley Capital Services LLC	PLN	4,192	USD	1,144		11/13/15		35,541
Morgan Stanley Capital Services LLC	USD	1,134	AUD	1,547		11/13/15		(37,361	)
Morgan Stanley Capital Services LLC	USD	4,845	EUR	4,208		11/13/15		(118,034	)
Morgan Stanley Capital Services LLC	USD	2,274	EUR	2,056		11/13/15		35,946
Morgan Stanley Capital Services LLC	USD	1,041	RUB	73,809		11/13/15		80,721
Morgan Stanley Capital Services LLC	USD	738	TRY	2,113		11/13/15		(27,284	)
Morgan Stanley Capital Services LLC	ZAR	14,615	USD	1,082		11/13/15		(6,526	)
Royal Bank of Scotland PLC	AUD	2,608	USD	2,011		9/17/15		156,077
Royal Bank of Scotland PLC	BRL	67,805	USD	20,120		9/17/15		1,526,840
Royal Bank of Scotland PLC	MYR	6,811	USD	1,776		9/17/15		143,509
Royal Bank of Scotland PLC	SEK	75,841	USD	9,193		9/17/15		231,459
Royal Bank of Scotland PLC	SGD	746	USD	555		9/17/15		26,720
Royal Bank of Scotland PLC	TWD	180,657	USD	5,848		9/17/15		285,221
Royal Bank of Scotland PLC	USD	4,238	BRL	13,698		9/17/15		(482,020	)
Royal Bank of Scotland PLC	USD	539	EUR	471		9/17/15		(10,010	)
Royal Bank of Scotland PLC	USD	1,188	GBP	778		9/17/15		5,407
Royal Bank of Scotland PLC	USD	1,768	JPY	213,550		9/17/15		(5,782	)
Royal Bank of Scotland PLC	USD	1,974	JPY	242,294		9/17/15		24,724
Royal Bank of Scotland PLC	USD	1,907	KRW	2,240,870		9/17/15		(12,859	)
Royal Bank of Scotland PLC	USD	779	MYR	3,151		9/17/15		(23,843	)
Royal Bank of Scotland PLC	USD	1,348	TRY	3,699		9/17/15		(83,452	)
Royal Bank of Scotland PLC	USD	11,833	TWD	364,916		9/17/15		(596,398	)
Royal Bank of Scotland PLC	USD	1,827	INR	117,240		9/18/15		(65,533	)
Royal Bank of Scotland PLC	INR	49,169	USD	757		11/13/15		25,103

Counterparty	Contracts to Deliver (000)		In Exchange For (000)		Settlement Date		Unrealized Appreciation/ (Depreciation)
Royal Bank of Scotland PLC	JPY	472,985	USD	3,796		11/13/15	$	(109,397	)
Royal Bank of Scotland PLC	MYR	3,765	USD	927		11/13/15		26,281
Royal Bank of Scotland PLC	USD	565	INR	36,910		11/13/15		(16,060	)
Royal Bank of Scotland PLC	USD	1,912	JPY	238,292		11/13/15		55,386
Royal Bank of Scotland PLC	USD	1,697	KRW	1,999,974		11/13/15		(9,262	)
Royal Bank of Scotland PLC	USD	715	MYR	2,919		11/13/15		(17,119	)
Standard Chartered Bank	AUD	2,554	USD	1,961		9/17/15		145,080
Standard Chartered Bank	CAD	17,346	USD	14,109		9/17/15		925,217
Standard Chartered Bank	EUR	1,727	USD	1,903		9/17/15		(35,515	)
Standard Chartered Bank	EUR	3,849	USD	4,383		9/17/15		62,949
Standard Chartered Bank	NOK	15,050	USD	1,906		9/17/15		87,264
Standard Chartered Bank	NZD	232	USD	166		9/17/15		18,988
Standard Chartered Bank	TWD	244,302	USD	7,909		9/17/15		386,501
Standard Chartered Bank	USD	1,959	AUD	2,554		9/17/15		(143,232	)
Standard Chartered Bank	USD	4,383	CHF	4,021		9/17/15		(221,539	)
Standard Chartered Bank	USD	7,326	HUF	2,107,030		9/17/15		216,797
Standard Chartered Bank	USD	1,994	JPY	244,364		9/17/15		22,438
Standard Chartered Bank	USD	960	MYR	3,660		9/17/15		(83,126	)
Standard Chartered Bank	USD	1,939	NZD	2,881		9/17/15		(115,080	)
Standard Chartered Bank	USD	1,895	SEK	16,038		9/17/15		(126	)
Standard Chartered Bank	INR	247,227	USD	3,823		9/18/15		108,703
Standard Chartered Bank	BRL	26,819	USD	7,316		10/02/15		(998	)
Standard Chartered Bank	MYR	7,307	USD	1,888		11/13/15		139,986
Standard Chartered Bank	USD	1,524	GBP	981		11/13/15		(19,654	)
Standard Chartered Bank	USD	744	TWD	24,084		11/13/15		(2,406	)
State Street Bank & Trust Co.	EUR	10,173	USD	11,380		9/15/15		(38,299	)
State Street Bank & Trust Co.	AUD	160	USD	116		9/17/15		2,598
State Street Bank & Trust Co.	CHF	10,236	USD	10,841		9/17/15		247,198
State Street Bank & Trust Co.	DKK	3,680	USD	559		9/17/15		5,777
State Street Bank & Trust Co.	EUR	11,402	USD	12,551		9/17/15		(246,455	)
State Street Bank & Trust Co.	EUR	379	USD	430		9/17/15		4,194
State Street Bank & Trust Co.	GBP	365	USD	566		9/17/15		5,784
State Street Bank & Trust Co.	JPY	682,372	USD	5,523		9/17/15		(106,998	)
State Street Bank & Trust Co.	JPY	13,805	USD	115		9/17/15		1,412
State Street Bank & Trust Co.	KRW	1,045,580	USD	937		9/17/15		53,506
State Street Bank & Trust Co.	NOK	18,925	USD	2,430		9/17/15		143,247
State Street Bank & Trust Co.	NZD	2,881	USD	1,964		9/17/15		140,040
State Street Bank & Trust Co.	PLN	10,586	USD	2,778		9/17/15		(24,677	)
State Street Bank & Trust Co.	TRY	4,756	USD	1,676		9/17/15		49,563
State Street Bank & Trust Co.	TWD	7,890	USD	254		9/17/15		10,675
State Street Bank & Trust Co.	USD	114	AUD	155		9/17/15		(3,935	)
State Street Bank & Trust Co.	USD	8,810	CAD	11,112		9/17/15		(363,992	)
State Street Bank & Trust Co.	USD	6,726	CHF	6,347		9/17/15		(157,217	)
State Street Bank & Trust Co.	USD	5,193	EUR	4,549		9/17/15		(87,558	)

Counterparty	Contracts to Deliver (000)		In Exchange For (000)		Settlement Date		Unrealized Appreciation/ (Depreciation)
State Street Bank & Trust Co.	USD	10,065	EUR	9,103		9/17/15	$	152,699
State Street Bank & Trust Co.	USD	1,443	GBP	922		9/17/15		(28,153	)
State Street Bank & Trust Co.	USD	126	HKD	977		9/17/15		32
State Street Bank & Trust Co.	USD	10,017	JPY	1,208,082		9/17/15		(49,621	)
State Street Bank & Trust Co.	USD	9,470	JPY	1,161,428		9/17/15		112,046
State Street Bank & Trust Co.	USD	295	KRW	349,144		9/17/15		(344	)
State Street Bank & Trust Co.	USD	3,820	PLN	14,340		9/17/15		(23,852	)
State Street Bank & Trust Co.	USD	1,985	SEK	16,360		9/17/15		(51,967	)
State Street Bank & Trust Co.	USD	840	TWD	27,133		9/17/15		(4,057	)
State Street Bank & Trust Co.	CHF	939	USD	951		11/13/15		(22,007	)
State Street Bank & Trust Co.	EUR	10,427	USD	11,417		11/13/15		(296,930	)
State Street Bank & Trust Co.	GBP	123	USD	191		11/13/15		1,673
State Street Bank & Trust Co.	USD	11,417	CHF	11,114		11/13/15		108,686
State Street Bank & Trust Co.	USD	1,142	EUR	1,042		11/13/15		28,635
State Street Bank & Trust Co.	USD	1,112	TRY	3,328		11/13/15		6,781
State Street Bank & Trust Co.	BRL	3,481	USD	1,031		12/15/15		103,932
State Street Bank & Trust Co.	EUR	264	USD	296		12/15/15		(1,037	)
State Street Bank & Trust Co.	EUR	283	USD	319		12/15/15		582
State Street Bank & Trust Co.	GBP	148	USD	228		12/15/15		821
State Street Bank & Trust Co.	JPY	24,529	USD	202		12/15/15		(225	)
State Street Bank & Trust Co.	BRL	62,500	USD	17,814		1/05/16		1,282,337
UBS AG	EUR	291	USD	317		9/17/15		(9,201	)
UBS AG	GBP	3,357	USD	5,212		9/17/15		61,487
UBS AG	USD	273	GBP	175		9/17/15		(4,542	)
UBS AG	JPY	35,989	USD	298		12/15/15		796
							$	6,165,742

CREDIT DEFAULT SWAPTIONS WRITTEN

Description	Counterparty	Buy/Sell Protection	Strike Rate			Expiration Date		Notional Amount (000)		Premiums Received		Market Value
Put - CDX NAHY Series 24, 5 Year Index	Bank of America, NA	Sell		103.00	%		10/21/15	$	1,250	$	12,004	$	(12,412	)

CURRENCY OPTIONS WRITTEN

Description	Exercise Price		Expiration Date		Contracts (000)		Premiums Received		Market Value
Call - TWD vs. USD	TWD	33.50		10/28/15		7,600	$	30,096	$	(37,149	)

PUT OPTIONS WRITTEN

Description	Exercise Price		Expiration Date		Contracts (000)		Premiums Received		U.S. $ Value
iShares Russel 2000 ETF (i)		2,930		100.00		11/20/15		418,857		(498,100	)

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)
Citigroup Global Markets, Inc./(CME Group)	$	13,390		6/30/20		1.879	%		3 Month LIBOR		$	(208,575	)
Citigroup Global Markets, Inc./(CME Group)		3,080		6/30/25		2.569	%		3 Month LIBOR			(103,335	)
Citigroup Global Markets, Inc./(CME Group)		1,370		6/30/45		3 Month LIBOR			3.034	%		101,753
Credit Suisse Securities (USA) LLC/(CME Group)	NZD	7,195		2/26/17		3 Month BKBM			3.580	%		56,147
Credit Suisse Securities (USA) LLC/(CME Group)		159,000		3/02/17		3 Month BKBM			3.576	%		2,337,297
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	949,390		8/04/17		0.148	%		3 Month STIBOR			(141,654	)
Credit Suisse Securities (USA) LLC/(CME Group)	$	143,534		8/08/17		3 Month LIBOR			1.355	%		213,075
Credit Suisse Securities (USA) LLC/(CME Group)		143,530		8/11/17		3 Month LIBOR			1.350	%		197,028
Credit Suisse Securities (USA) LLC/(CME Group)		71,767		8/08/18		1.647	%		3 Month LIBOR			(230,112	)
Credit Suisse Securities (USA) LLC/(CME Group)		71,770		8/11/18		1.636	%		3 Month LIBOR			(206,404	)
Credit Suisse Securities (USA) LLC/(CME Group)	NZD	54,780		6/25/20		3 Month BKBM			3.443	%		578,500
Credit Suisse Securities (USA) LLC/(CME Group)	$	39,760		7/03/20		1.848	%		3 Month LIBOR			(544,195	)
Credit Suisse Securities (USA) LLC/(CME Group)	EUR	16,700		9/17/24		6 Month EURIBOR			1.995	%		165,219
Credit Suisse Securities (USA) LLC/(CME Group)		16,700		9/17/24		1.995	%		6 Month EURIBOR			(363,662	)

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)	GBP	13,370		4/01/25		6 Month LIBOR			1.998	%	$	(287,802	)
Credit Suisse Securities (USA) LLC/(CME Group)		13,370		4/01/25		1.998	%		6 Month LIBOR			419,523
Credit Suisse Securities (USA) LLC/(CME Group)	$	19,830		4/07/25		3 Month LIBOR			2.499	%		(354,187	)
Credit Suisse Securities (USA) LLC/(CME Group)		19,830		4/07/25		2.499	%		3 Month LIBOR			280,945
Credit Suisse Securities (USA) LLC/(CME Group)	AUD	15,000		7/09/25		6 Month BBSW			3.168	%		168,568
Credit Suisse Securities (USA) LLC/(CME Group)	NZD	34,000		7/10/25		3 Month BKBM			3.750	%		347,107
Credit Suisse Securities (USA) LLC/(CME Group)	SEK	177,000		8/04/25		3 Month STIBOR			1.353	%		56,359
											$	2,481,595

CENTRALLY CLEARED CREDIT DEFAULT SWAPS

Clearing Broker/(Exchange) & Referenced Obligation	Fixed Rate (Pay) Receive			Implied Credit Spread at August 31, 2015			Notional Amount (000)		Market Value			Unrealized Appreciation/ (Depreciation)
Buy Contracts
Citigroup Global Markets, Inc./(INTRCONX):
CDX-NAIG Series 24, 5 Year Index, 6/20/20*		(1.00	)%		0.82	%	$	16,410	$	(169,994	)	$	76,537
CDX-NAIG Series 24, 5 Year Index, 6/20/20*		(1.00	)		0.82			7,900		(81,837	)		(18,479	)
iTraxx-XOVER Series 23, 5 Year Index, 6/20/20*		(5.00	)		3.24		EUR	600		(57,076	)		3,506
Sale Contracts
Citigroup Global Markets, Inc./(INTRCONX):
CDX-NAIG Series 24, 5 Year Index, 6/20/20*		1.00			0.82		$	7,760		80,387			(35,654	)
Credit Suisse Securities (USA) LLC/(INTRCONX):
iTraxx-XOVER Series 23, 5 Year Index, 6/20/20*		5.00			3.24		EUR	6,940		660,213			122,443
iTraxx-XOVER Series 23, 5 Year Index, 6/20/20*		5.00			3.24			7,987		759,899			(16,516	)
iTraxx-XOVER Series 23, 5 Year Index, 6/20/20*		5.00			3.24			15,163		1,442,476			(35,519	)
iTraxx-XOVER Series 23, 5 Year Index, 6/20/20*		5.00			3.24			6,920		657,813			(62,036	)
									$	3,291,881		$	34,282

* Termination date

CREDIT DEFAULT SWAPS

Swap Counterparty & Referenced Obligation	Fixed Rate (Pay) Receive			Implied Credit Spread at August 31, 2015			Notional Amount (000)		Market Value			Upfront Premiums Paid (Received)			Unrealized Appreciation/ (Depreciation)
Buy Contracts
Barclays Bank PLC:
Republic of Korea,
7.125%, 4/16/19, 9/20/20*		(1.00	)%		0.67	%	$	15,420	$	(276,307	)	$	(346,578	)	$	70,271
Republic of Korea,
7.125%, 4/16/19, 9/20/20*		(1.00	)		0.67			22,810		(408,724	)		(518,298	)		109,574
United Mexican States,
5.95%, 3/19/19, 9/20/20*		(1.00	)		1.46			1,880		37,378			25,802			11,576
Citibank, NA:
ITRAXX-ASIA Series 23, 5 Year Index, 6/20/20*		(1.00	)		1.33			2,150		27,601			7,197			20,404
ITRAXX-AUSTRALIA Series 23, 5 Year Index, 6/20/20*		(1.00	)		1.07			7,760		9,501			(48,514	)		58,015
Republic of Chile,
3.875%, 8/5/20, 6/20/20*		(1.00	)		1.19			3,000		20,860			(21,937	)		42,797
Republic of Panama,
8.875%, 9/30/27, 6/20/20*		(1.00	)		1.64			2,200		60,578			43,377			17,201
Republic of Peru,
8.75%, 11/21/33, 6/20/20*		(1.00	)		1.69			2,200		65,320			42,405			22,915
United Mexican States,
5.95%, 3/19/19, 9/20/20*		(1.00	)		1.46			6,290		125,058			97,999			27,059

Swap Counterparty & Referenced Obligation	Fixed Rate (Pay) Receive			Implied Credit Spread at August 31, 2015			Notional Amount (000)		Market Value			Upfront Premiums Paid (Received)			Unrealized Appreciation/ (Depreciation)
Deutsche Bank AG:
Commonwealth of Australia,
6.00%, 2/15/17, 9/20/20*		(1.00	)%		0.44	%	$	5,560	$	(163,671	)	$	(184,214	)	$	20,543
JPMorgan Chase Bank, NA:
ITRAXX- JAPAN Series 23, 5 Year Index, 6/20/20*		(1.00	)		0.62		JPY	946,070		(154,168	)		(150,286	)		(3,882	)
Morgan Stanley Capital Services LLC:
Republic of Korea,
7.125%, 4/16/19, 9/20/20*		(1.00	)		0.67		$	4,930		(88,339	)		(119,186	)		30,847
Sale Contracts
Barclays Bank PLC
CDX-CMBX.NA, 5/11/63*		3.00			3.28			9,000		(146,549	)		(98,051	)		(48,498	)
Citibank, NA:
Federative Republic of Brazil,
4.25%, 1/7/25, 6/20/20*		1.00			3.38			2,000		(202,657	)		(128,231	)		(74,426	)
United Mexican States,
5.95%, 3/19/19, 6/20/20*		1.00			1.40			3,000		(50,211	)		(43,188	)		(7,023	)
Credit Suisse International
CDX-CMBX.NA, 5/11/63*		3.00			3.28			10,000		(162,833	)		(96,907	)		(65,926	)
									$	(1,307,163	)	$	(1,538,610	)	$	231,447

* Termination date

TOTAL RETURN SWAPS

Counterparty & Referenced Obligation	# of Shares or Units		Rate Paid/ Received			Notional Amount (000)		Maturity Date		Unrealized Appreciation/ (Depreciation)
Pay Total Return on Reference Obligation
JPMorgan Chase Bank, NA:
Bloomberg Commodity Index 2 Month Forwards		64,205		0.06	%	$	12,524		9/15/15	$	(152,273	)

^ Less than $0.50.

(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, 2015, the aggregate market value of these securities amounted to $11,552,796 or 3.2% of net assets.

(b) Position, or a portion thereof, has been segregated to collateralize OTC derivatives outstanding.

(c) Non-income producing security.

(d) Fair valued by the Adviser.

(e) Illiquid security.

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

(g) Floating Rate Security. Stated interest rate was in effect at August 31, 2015.

(h) One contract relates to 1 share.

(i) One contract relates to 100 shares.

(j) 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 AB at (800) 227-4618.

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

(l) As of August 31, 2015, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $6,863,892 and gross unrealized depreciation of investments was $(24,416,864), resulting in net unrealized depreciation of $(17,552,972).

(m) An amount of U.S. 0 has been segregated to collateralize margin requirements for the open futures contracts at August 31, 2015.

Currency Abbreviation:

AUD	-	Australian Dollar
BRL	-	Brazilian Real
CAD	-	Canadian Dollar
CHF	-	Swiss Franc
CNY	-	Chinese Yuan Renminbi
CZK	-	Czech Koruna
DKK	-	Danish Krone
EUR	-	Euro
GBP	-	Great British Pound
HKD	-	Hong Kong Dollar
HUF	-	Hungarian Forint
INR	-	Indian Rupee
JPY	-	Japanese Yen
KRW	-	South Korean Won
MXN	-	Mexican Peso
MYR	-	Malaysian Ringgit
NOK	-	Norwegian Krone
NZD	-	New Zealand Dollar
PLN	-	Polish Zloty
RUB	-	Russian Ruble
SEK	-	Swedish Krona
SGD	-	Singapore Dollar
TRY	-	Turkish Lira
TWD	-	New Taiwan Dollar
USD	-	United States Dollar
ZAR	-	South African Rand

Glossary:

ADR	-	American Depositary Receipt
BBSW	-	Bank Bill Swap Reference Rate (Australia)
BKBM	-	Bank Bill Benchmark (New Zealand)
CBT	-	Chicago Board of Trade
CDX-CMBX.NA	-	North American Commercial Mortgage-Backed Index
CDX-NAIG	-	North American Investment Grade Credit Default Swap Index
CME	-	Chicago Mercantile Exchange
EAFE	-	Europe, Australia, and Far East
ETF	-	Exchange Traded Fund
EURIBOR	-	Euro Interbank Offered Rate
FTSE	-	Financial Times Stock Exchange
GSE	-	Government-Sponsored Enterprise
INTRCONX	-	Inter-Continental Exchange
KC HRW	-	Kansas City Hard Red Winter

LIBOR	-	London Interbank Offered Rates
MSCI	-	Morgan Stanley Capital International
REG	-	Registered Shares
REIT	-	Real Estate Investment Trust
RTR	-	Right To Receive
SPDR	-	Standard & Poor’s Depository Receipt
STIBOR	-	Stockholm Interbank Offered Rate
TSX	-	Toronto Stock Exchange
WTI	-	West Texas Intermediate

Country Breakdown*

August 31, 2015 (unaudited)

21.3 %	United States
17.9%	Brazil
5.5%	Turkey
3.4%	Portugal
2.0%	Japan
1.5%	Canada
1.5%	United Kingdom
1.2%	China
0.8%	France
0.7%	Germany
0.6%	Switzerland
0.5%	Australia
0.4%	Sweden
2.3%	Other
40.4%	Short-Term
100.0%	Total Investments

* All data are as of August 31, 2015. 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 0.3% or less in the following countries: Austria, Belgium, Bermuda, Chile, Colombia, Denmark, Finland, Hong Kong, Ireland, Italy, Jersey (Channel Islands), Luxembourg, Macau, Malaysia, Netherlands, New Zealand, Norway, Singapore, South Africa, Spain and United Arab Emirates.

AB Global Risk Allocation Fund, Inc.

August 31, 2015 (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.

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.

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.

Options are valued using market-based inputs to models, broker or dealer quotations, or alternative pricing sources with reasonable levels of price transparency, where such inputs and models are available. Alternatively the values may be obtained through unobservable management determined inputs and/or management’s proprietary models. Where models are used, the selection of a particular model to value an option depends upon the contractual terms of, and specific risks inherent in, the option as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, measures of volatility and correlations of such inputs. Exchange traded options generally will be classified as Level 2. For options that do not trade on exchange but trade in liquid markets, inputs can generally be verified and model selection does not involve significant management judgment. Options are classified within Level 2 on the fair value hierarchy when all of the significant inputs can be corroborated to market evidence. Otherwise such instruments are classified as Level 3.

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.

The following table summarizes the valuation of the Fund’s investments by the above fair value hierarchy levels as of August 31, 2015:

Investments in Securities:	Level 1			Level 2			Level 3			Total
Assets:
Governments - Treasuries	$	– 0	–	$	100,883,874		$	– 0	–	$	100,883,874
Common Stocks:
Financials		5,872,022			7,894,076			21,034			13,787,132
Consumer Staples		6,742,690			3,662,146			– 0	–		10,404,836
Consumer Discretionary		5,945,681			3,569,521			456,347			9,971,549
Industrials		5,597,934			3,670,817			245,306			9,514,057
Health Care		5,884,490			3,425,256			– 0	–		9,309,746
Information Technology		6,982,730			1,826,607			– 0	–		8,809,337
Materials		3,664,559			2,908,894			– 0	–		6,573,453
Energy		3,996,140			2,476,952			– 0	–		6,473,092
Utilities		3,298,654			2,702,732			– 0	–		6,001,386
Telecommunication Services		1,062,115			1,552,398			– 0	–		2,614,513
Collateralized Mortgage Obligations		– 0	–		– 0	–		10,163,292			10,163,292
Preferred Stocks		5,670,865			– 0	–		– 0	–		5,670,865
Investment Companies		3,727,204			– 0	–		– 0	–		3,727,204
Options Purchased - Puts		– 0	–		2,073,214			– 0	–		2,073,214
Options Purchased - Calls		– 0	–		580,685			– 0	–		580,685
Rights		59			– 0	–		660			719
Short-Term Investments:
Investment Companies		121,844,342			– 0	–		– 0	–		121,844,342
U.S. Treasury Bills		– 0	–		17,998,468			– 0	–		17,998,468
Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund		1,558,710			– 0	–		– 0	–		1,558,710
Total Investments in Securities		181,848,195			155,225,640			10,886,639			347,960,474
Other Financial Instruments* :
Assets:
Futures		1,310,794			89,227			– 0	–		1,400,021
Forward Currency Exchange Contracts		– 0	–		16,560,650			– 0	–		16,560,650
Centrally Cleared Interest Rate Swaps		– 0	–		4,921,521			– 0	–		4,921,521
Centrally Cleared Credit Default Swaps		– 0	–		202,486			– 0	–		202,486
Credit Default Swaps		– 0	–		431,202			– 0	–		431,202
Liabilities:
Futures		(3,763,218	)		(124,874	)		– 0	–		(3,888,092	)
Forward Currency Exchange Contracts		– 0	–		(10,394,908	)		– 0	–		(10,394,908	)
Credit Default Swaptions Written		– 0	–		(12,412	)		– 0	–		(12,412	)
Currency Options Written		– 0	–		(37,149	)		– 0	–		(37,149	)
Put Options Written		– 0	–		(498,100	)		– 0	–		(498,100	)
Centrally Cleared Interest Rate Swaps		– 0	–		(2,439,926	)		– 0	–		(2,439,926	)
Centrally Cleared Credit Default Swaps		– 0	–		(168,204	)		– 0	–		(168,204	)
Credit Default Swaps		– 0	–		(199,755	)		– 0	–		(199,755	)
Total Return Swaps		– 0	–		(152,273	)		– 0	–		(152,273	)
Total+	$	179,395,771		$	163,403,125		$	10,886,639		$	353,685,535

* 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 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.

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

	Common Stocks			Collateralized Mortgage Obligations			Preferred Stocks
Balance as of 11/30/14	$	1,391,755		$	– 0	–	$	199
Accrued discounts/(premiums)		– 0	–		(434	)		– 0	–
Realized gain (loss)		1,557,270			– 0	–		(4	)
Change in unrealized appreciation/depreciation		(80,563	)		(49,945	)		5
Purchases		19,342			10,213,671			– 0	–
Sales		(3,046,755	)		– 0	–		(200	)
Transfers in to Level 3		881,638			– 0	–		– 0	–
Transfers out of Level 3		– 0	–		– 0	–		– 0	–
Balance as of 8/31/15	$	722,687		$	10,163,292		$	– 0	–
Net change in unrealized appreciation/depreciation from investments held as of 8/31/15	$	145,539		$	(49,945	)	$	– 0	–
	Rights			Total
Balance as of 11/30/14	$	– 0	–	$	1,391,954
Accrued discounts/(premiums)		– 0	–		(434	)
Realized gain (loss)		– 0	–		1,557,266
Change in unrealized appreciation/depreciation		3			(130,500	)
Purchases		657			10,233,670
Sales		– 0	–		(3,046,955	)
Transfers in to Level 3		– 0	–		881,638
Transfers out of Level 3		– 0	–		– 0	–
Balance as of 8/31/15	$	660		$	10,886,639	+
Net change in unrealized appreciation/depreciation from investments held as of 8/31/15	$	3		$	95,597

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

The following presents information about significant unobservable inputs related to the Fund’s Level 3 investments at August 31, 2015. Securities priced by third party vendors or using prior transaction prices, which approximate fair value, are excluded from the following table.

Quantitative Information about Level 3 Fair Value Measurements

	Fair Value at 8/31/15		Valuation Technique	Unobservable Input	Range/ Weighted Average
Common Stocks	$	57,697	Market Approach	Adjusted Last Traded Price	$	2.39 /NA

The Adviser established the Valuation Committee (the “Committee”) to oversee 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
3 (a) (1)	Certification of Principal Executive Officer Pursuant to Section 302 of the Sarbanes-Oxley Act of 2002
3 (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): AB Global Risk Allocation Fund, Inc.

By:	/s/    Robert M. Keith
	Robert M. Keith
	President
Date:	October 20, 2015

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 20, 2015
By:	/s/    Joseph J. Mantineo
	Joseph J. Mantineo
	Treasurer and Chief Financial Officer
Date:	October 20, 2015