Ab Global Risk Allocation Fund NPORT-P Ab Global Risk Allocation Fund, Inc. (Aug 2022 report)

AB Global Risk Allocation Fund, Inc.

Consolidated Portfolio of Investments

August 31, 2022 (unaudited)

	Principal Amount (000)			U.S. $ Value
INFLATION-LINKED SECURITIES – 40.5%
Japan – 9.0%
Japanese Government CPI Linked Bond Series 21 0.10%, 03/10/2026		JPY	2,491,417	$	18,698,760
United States – 31.5%
U.S. Treasury Inflation Index 0.375%, 07/15/2025 (TIPS)(a)		U.S.$	59,381		58,777,618
0.375%, 01/15/2027 (TIPS)			6,903		6,812,453
					65,590,071
Total Inflation-Linked Securities (cost $90,593,271)					84,288,831
	Shares
COMMON STOCKS – 29.4%
Information Technology – 5.0%
Communications Equipment – 0.2%
Cisco Systems, Inc.			2,148		96,059
F5, Inc.(b)			462		72,562
Juniper Networks, Inc.			2,077		59,028
Motorola Solutions, Inc.			840		204,464
Nokia Oyj			5,115		25,776
Telefonaktiebolaget LM Ericsson - Class B			4,594		34,356
					492,245
Electronic Equipment, Instruments & Components – 0.4%
Amphenol Corp. - Class A			2,168		159,413
Arrow Electronics, Inc.(b)			775		81,228
Avnet, Inc.			1,566		68,732
CDW Corp./DE			1,016		173,431
Corning, Inc.			2,176		74,680
Flex Ltd.(b)			3,294		58,666
Hexagon AB - Class B			5,852		59,802
TE Connectivity Ltd.			878		110,812
Teledyne Technologies, Inc.(b)			130		47,887
Trimble, Inc.(b)			1,320		83,490
Vontier Corp.			269		5,897
					924,038
IT Services – 1.4%
Accenture PLC - Class A			613		176,826
Akamai Technologies, Inc.(b)			806		72,766
Amadeus IT Group SA(b)			787		41,545
Atos SE(b)			247		2,492
Automatic Data Processing, Inc.			831		203,105
Black Knight, Inc.(b)			362		23,950
Bread Financial Holdings, Inc.			215		8,262
Broadridge Financial Solutions, Inc.			1,174		200,954
Capgemini SE			360		62,200
Capita PLC(b)			1,612		484

1

Company	Shares		U.S. $ Value
CGI, Inc.(b)		1,595	$	126,303
Cognizant Technology Solutions Corp. - Class A		1,099		69,424
DXC Technology Co.(b)		635		15,735
Edenred		463		23,418
Fidelity National Information Services, Inc.		1,949		178,080
Fiserv, Inc.(b)		2,368		239,618
FleetCor Technologies, Inc.(b)		249		52,920
Gartner, Inc.(b)		575		164,059
Global Payments, Inc.		1,430		177,649
International Business Machines Corp.		502		64,482
Kyndryl Holdings, Inc.(b)		100		1,042
Mastercard, Inc. - Class A		649		210,516
Paychex, Inc.		1,472		181,556
PayPal Holdings, Inc.(b)		1,263		118,015
Sabre Corp.(b) (c)		2,420		17,400
VeriSign, Inc.(b)		824		150,149
Visa, Inc. - Class A(c)		718		142,674
Western Union Co. (The)		3,117		46,194
Worldline SA/France(b)(d)		725		31,061
				2,802,879
Semiconductors & Semiconductor Equipment – 1.1%
Advanced Micro Devices, Inc.(b)		3,412		289,576
Analog Devices, Inc.		1,478		223,961
Applied Materials, Inc.		967		90,966
ASML Holding NV		269		131,303
Broadcom, Inc.		205		102,318
Infineon Technologies AG		1,599		39,126
Intel Corp.		1,884		60,137
KLA Corp.		609		209,575
Lam Research Corp.		384		168,157
Marvell Technology, Inc.		2,554		119,578
Microchip Technology, Inc.		1,578		102,965
Micron Technology, Inc.		1,172		66,253
NVIDIA Corp.		1,024		154,563
NXP Semiconductors NV		516		84,923
Qorvo, Inc.(b)		444		39,862
QUALCOMM, Inc.		984		130,154
Skyworks Solutions, Inc.		431		42,475
STMicroelectronics NV		1,365		47,571
Texas Instruments, Inc.		847		139,933
				2,243,396
Software – 1.6%
Adobe, Inc.(b)		449		167,675
ANSYS, Inc.(b)		635		157,671
Autodesk, Inc.(b)		395		79,687
BlackBerry Ltd.(b)		2,745		16,303
Cadence Design Systems, Inc.(b)		1,796		312,091
Cerence, Inc.(b)		343		6,863
Citrix Systems, Inc.(b)		604		62,073
Constellation Software, Inc./Canada		106		159,565
Dassault Systemes SE		3,230		124,559
Fortinet, Inc.(b)		5,115		249,049

2

Company	Shares		U.S. $ Value
Intuit, Inc.		570	$	246,115
Micro Focus International PLC (Sponsored ADR)(c)		345		2,080
Microsoft Corp.		995		260,163
NortonLifeLock, Inc.		1,835		41,453
Open Text Corp.		1,658		52,226
Oracle Corp.		1,536		113,894
Palo Alto Networks, Inc.(b)		297		165,373
Roper Technologies, Inc.		184		74,075
Sage Group PLC (The)		5,404		44,792
Salesforce, Inc.(b)		534		83,368
SAP SE		466		39,689
ServiceNow, Inc.(b)		428		186,017
Splunk, Inc.(b)		575		51,767
Synopsys, Inc.(b)		974		337,023
VMware, Inc. - Class A		1,129		130,998
Workday, Inc. - Class A(b)		384		63,191
				3,227,760
Technology Hardware, Storage & Peripherals – 0.3%
Apple, Inc.		1,628		255,954
Dell Technologies, Inc. - Class C		1,368		52,381
Hewlett Packard Enterprise Co.		3,043		41,385
HP, Inc.		2,579		74,043
NetApp, Inc.		1,082		78,045
Seagate Technology Holdings PLC		978		65,487
Topicus.com, Inc.(b)		197		10,200
Western Digital Corp.(b)		465		19,651
Xerox Holdings Corp.		1,717		28,536
				625,682
				10,316,000
Financials – 3.9%
Banks – 0.8%
ABN AMRO Bank NV(d)		1,125		10,808
Banco Bilbao Vizcaya Argentaria SA		3,189		14,310
Banco de Sabadell SA		16,277		11,194
Banco Santander SA		3,967		9,603
Bank of America Corp.		1,350		45,373
Bank of Ireland Group PLC		2,334		14,381
Bank of Montreal		747		68,964
Bank of Nova Scotia (The)		862		47,663
Bankinter SA		3,395		17,399
Barclays PLC		10,110		19,277
BNP Paribas SA		331		15,463
CaixaBank SA		8,772		26,487
Canadian Imperial Bank of Commerce		1,168		55,236
Citigroup, Inc.		564		27,529
Citizens Financial Group, Inc.		745		27,327
Comerica, Inc.		403		32,361
Commerzbank AG(b)		2,045		13,607
Credit Agricole SA		1,641		15,103
Danske Bank A/S(b)		858		11,457
DNB Bank ASA		1,818		34,567
Erste Group Bank AG		821		18,462
Fifth Third Bancorp		1,167		39,853

3

Company	Shares		U.S. $ Value
First Citizens BancShares, Inc./NC - Class A		43	$	34,914
First Republic Bank/CA		402		61,036
HSBC Holdings PLC		5,317		32,576
Huntington Bancshares, Inc./OH		2,387		31,986
ING Groep NV		1,574		13,795
Intesa Sanpaolo SpA		18,206		31,341
JPMorgan Chase & Co.		448		50,951
KBC Group NV		411		19,602
KeyCorp		1,685		29,808
Lloyds Banking Group PLC		36,308		18,399
M&T Bank Corp.		648		117,793
National Bank of Canada		1,132		74,892
Natwest Group PLC(b)		6,427		18,341
Nedbank Group Ltd.		441		5,205
Nordea Bank Abp		3,090		28,650
Nordea Bank Abp (Finland)		88		816
PNC Financial Services Group, Inc. (The)		291		45,978
Raiffeisen Bank International AG(b)		1,044		13,183
Regions Financial Corp.		1,804		39,093
Royal Bank of Canada		718		66,768
Signature Bank/New York NY		215		37,487
Skandinaviska Enskilda Banken AB - Class A		3,315		33,046
Societe Generale SA		422		9,303
Standard Chartered PLC		2,940		20,363
Svenska Handelsbanken AB - Class A		2,923		23,940
Swedbank AB - Class A		1,696		21,921
Toronto-Dominion Bank (The)		1,045		67,227
Truist Financial Corp.		1,653		77,427
UniCredit SpA		1,079		10,559
US Bancorp		800		36,488
Wells Fargo & Co.		690		30,160
				1,679,472
Capital Markets – 1.1%
3i Group PLC		4,463		62,822
Abrdn PLC		11,793		20,042
Affiliated Managers Group, Inc.		225		28,656
Ameriprise Financial, Inc.		250		67,002
Bank of New York Mellon Corp. (The)		853		35,425
BlackRock, Inc.		109		72,637
Brookfield Asset Management, Inc. - Class A		41		1,973
Brookfield Asset Management, Inc. - Class A (Canada)		1,867		89,814
Charles Schwab Corp. (The)		1,564		110,966
CI Financial Corp.		2,261		24,790
CME Group, Inc.		377		73,745
Credit Suisse Group AG (REG)(b)		1,310		6,760
Deutsche Bank AG (REG)		1,113		9,286
Deutsche Boerse AG		355		60,021
Franklin Resources, Inc.		837		21,821
Goldman Sachs Group, Inc. (The)		162		53,893
Hargreaves Lansdown PLC		1,868		17,685
IGM Financial, Inc.		1,289		35,087
Intercontinental Exchange, Inc.		727		73,318
Invesco Ltd.		1,109		18,265
Investec PLC		4,737		22,848
Jefferies Financial Group, Inc.		1,464		46,980
Julius Baer Group Ltd.(b)		634		30,635
London Stock Exchange Group PLC		1,249		117,158

4

Company	Shares		U.S. $ Value
Moody’s Corp.		325	$	92,469
Morgan Stanley		1,891		161,151
MSCI, Inc.		361		162,176
Nasdaq, Inc.		2,259		134,478
Ninety One PLC		3,019		6,927
Northern Trust Corp.		412		39,177
Onex Corp.		648		32,046
Partners Group Holding AG		68		65,637
Quilter PLC(d)		2,789		3,410
Raymond James Financial, Inc.		627		65,440
S&P Global, Inc.		625		220,112
Schroders PLC		944		29,364
SEI Investments Co.		695		38,016
St. James’s Place PLC		2,130		27,264
State Street Corp.		421		28,775
T. Rowe Price Group, Inc.		627		75,240
UBS Group AG (REG)		1,814		28,746
				2,312,057
Consumer Finance – 0.2%
Ally Financial, Inc.		1,228		40,770
American Express Co.		516		78,432
Capital One Financial Corp.		376		39,788
Discover Financial Services		568		57,078
Navient Corp.		1,339		20,607
Provident Financial PLC		1,368		2,742
Synchrony Financial		1,033		33,831
				273,248
Diversified Financial Services – 0.2%
Berkshire Hathaway, Inc. - Class B(b)		231		64,865
Element Fleet Management Corp.		3,194		40,224
EXOR NV		480		28,898
Groupe Bruxelles Lambert SA		1,242		93,891
Industrivarden AB - Class A		44		975
Industrivarden AB - Class C		1,828		40,103
Investor AB - Class B		3,608		56,866
Jackson Financial, Inc. - Class A		38		1,188
Kinnevik AB - Class B(b)		1,368		19,468
L E Lundbergforetagen AB - Class B		856		35,354
M&G PLC		1,555		3,529
Voya Financial, Inc.		775		47,686
Wendel SE		294		23,100
				456,147
Diversified Telecommunication Services – 0.0%
Eurazeo SE		635		37,922
Insurance – 1.6%
Admiral Group PLC		1,243		30,576
Aegon NV		4,545		20,312
Aflac, Inc.		1,388		82,475
Ageas SA/NV		832		33,759
Alleghany Corp.(b)		66		55,518
Allianz SE (REG)		222		37,526
Allstate Corp. (The)		643		77,481
American International Group, Inc.		720		37,260
Aon PLC - Class A		435		121,478

5

Company	Shares		U.S. $ Value
Arch Capital Group Ltd.(b)		1,779	$	81,336
Arthur J Gallagher & Co.		958		173,944
Assicurazioni Generali SpA		1,915		28,087
Assurant, Inc.		420		66,566
Aviva PLC		3,940		19,114
Axis Capital Holdings Ltd.		710		37,737
Baloise Holding AG (REG)		288		41,564
Brighthouse Financial, Inc.(b)		60		2,853
Brookfield Asset Management Reinsurance Partners Ltd. - Class A(b)		12		579
Chubb Ltd.		371		70,138
Cincinnati Financial Corp.		705		68,357
Direct Line Insurance Group PLC		8,791		20,938
Everest Re Group Ltd.		214		57,577
Fairfax Financial Holdings Ltd.		85		42,375
Fidelity National Financial, Inc.		1,183		46,255
Gjensidige Forsikring ASA		2,409		48,885
Globe Life, Inc.		598		58,120
Great-West Lifeco, Inc.		2,017		47,378
Hannover Rueck SE		383		56,449
Hartford Financial Services Group, Inc. (The)		878		56,464
iA Financial Corp., Inc.		1,008		54,147
Intact Financial Corp.		960		139,064
Legal & General Group PLC		13,473		39,463
Lincoln National Corp.		446		20,543
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros		3,395		3,669
Loews Corp.		1,014		56,084
Manulife Financial Corp.		2,171		37,557
Mapfre SA		8,898		14,761
Markel Corp.(b)		39		46,570
Marsh & McLennan Cos., Inc.		753		121,512
MetLife, Inc.		661		42,522
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen (REG)		212		50,651
NN Group NV		985		40,481
Old Mutual Ltd.		9,763		5,830
Poste Italiane SpA(d)		5,111		40,847
Power Corp. of Canada		3,725		95,780
Principal Financial Group, Inc.		589		44,034
Progressive Corp. (The)		1,147		140,680
Prudential Financial, Inc.		336		32,172
Prudential PLC		1,555		16,320
Reinsurance Group of America, Inc.		376		47,135
RenaissanceRe Holdings Ltd.		388		52,481
Sampo Oyj - Class A		886		40,083
SCOR SE		791		13,090
Sun Life Financial, Inc.		1,344		59,210
Swiss Life Holding AG (REG)		132		68,993
Swiss Re AG		469		36,467
Travelers Cos., Inc. (The)		464		75,001
Trisura Group Ltd.(b)		28		741
Tryg A/S		4,038		91,242
UnipolSai Assicurazioni SpA		12,165		27,017
Unum Group		830		31,416
Willis Towers Watson PLC		352		72,804
WR Berkley Corp.		1,653		107,114

6

Company	Shares		U.S. $ Value
Zurich Insurance Group AG		154	$	68,360
				3,354,942
Mortgage Real Estate Investment Trusts (REITs) – 0.0%
AGNC Investment Corp.		2,408		28,776
Annaly Capital Management, Inc.		3,658		23,594
				52,370
Thrifts & Mortgage Finance – 0.0%
New York Community Bancorp, Inc.(c)		3,312		32,424
				8,198,582
Health Care – 3.3%
Biotechnology – 0.3%
AbbVie, Inc.		1,379		185,420
Alkermes PLC(b)		331		7,835
Amgen, Inc.		320		76,896
Biogen, Inc.(b)		169		33,019
BioMarin Pharmaceutical, Inc.(b)		341		30,417
Genmab A/S(b)		279		99,315
Gilead Sciences, Inc.		703		44,620
Grifols SA(b)		2,271		27,453
Idorsia Ltd.(b)		213		3,333
Incyte Corp.(b)		189		13,311
Regeneron Pharmaceuticals, Inc.(b)		66		38,350
Seagen, Inc.(b)		303		46,750
United Therapeutics Corp.(b)		217		49,177
Vertex Pharmaceuticals, Inc.(b)		246		69,313
				725,209
Health Care Equipment & Supplies – 0.9%
Abbott Laboratories		1,269		130,263
Alcon, Inc.		184		12,115
Align Technology, Inc.(b)		301		73,354
Arjo AB - Class B		2,759		12,391
Baxter International, Inc.		1,040		59,759
Becton Dickinson and Co.		362		91,376
Boston Scientific Corp.(b)		1,769		71,308
Coloplast A/S - Class B		742		84,759
Cooper Cos., Inc. (The)		246		70,710
Demant A/S(b)		2,432		74,916
DENTSPLY SIRONA, Inc.		989		32,410
Dexcom, Inc.(b)		1,720		141,401
Edwards Lifesciences Corp.(b)		960		86,496
Embecta Corp.(c)		72		2,298
Getinge AB - Class B		2,759		51,101
Hologic, Inc.(b)		1,129		76,275
IDEXX Laboratories, Inc.(b)		330		114,715
Intuitive Surgical, Inc.(b)		549		112,951
Koninklijke Philips NV		488		8,105
Medtronic PLC		683		60,049
ResMed, Inc.		778		171,098
Smith & Nephew PLC		4,175		49,110

7

Company	Shares		U.S. $ Value
Sonova Holding AG (REG)		435	$	114,611
Stryker Corp.		486		99,727
Teleflex, Inc.		270		61,090
Zimmer Biomet Holdings, Inc.		375		39,870
Zimvie, Inc.(b) (c)		37		563
				1,902,821
Health Care Providers & Services – 0.7%
AmerisourceBergen Corp.		482		70,642
Cardinal Health, Inc.		702		49,645
Centene Corp.(b)		956		85,792
Cigna Corp.		492		139,457
Covetrus, Inc.(b)		280		5,844
CVS Health Corp.		1,161		113,952
DaVita, Inc.(b)		632		53,903
Elevance Health, Inc.		274		132,920
Fresenius Medical Care AG & Co. KGaA		755		25,851
Fresenius SE & Co. KGaA		693		17,144
HCA Healthcare, Inc.		514		101,705
Henry Schein, Inc.(b)		702		51,534
Humana, Inc.		169		81,421
Laboratory Corp. of America Holdings		407		91,685
McKesson Corp.		241		88,447
Mediclinic International PLC		5,230		30,391
MEDNAX, Inc.(b)		637		11,351
Patterson Cos., Inc.		1,039		28,978
Quest Diagnostics, Inc.		556		69,672
UnitedHealth Group, Inc.		310		160,992
Universal Health Services, Inc. - Class B		362		35,418
				1,446,744
Life Sciences Tools & Services – 0.6%
Agilent Technologies, Inc.		816		104,652
Danaher Corp.		776		209,450
Eurofins Scientific SE		1,160		80,258
Illumina, Inc.(b)		183		36,900
IQVIA Holdings, Inc.(b)		646		137,379
Lonza Group AG (REG)		278		148,263
Mettler-Toledo International, Inc.(b)		105		127,308
QIAGEN NV(b)		1,521		68,987
Thermo Fisher Scientific, Inc.		346		188,681
Waters Corp.(b)		286		85,400
				1,187,278
Pharmaceuticals – 0.8%
AstraZeneca PLC		729		90,172
AstraZeneca PLC (Sponsored ADR)		492		30,691
Bausch Health Cos., Inc.(b)		834		5,004
Bayer AG		526		27,819
Bristol-Myers Squibb Co.		1,220		82,240
Eli Lilly & Co.		693		208,752
EUROAPI SASU(b)		26		405
GSK PLC		2,919		46,660
Hikma Pharmaceuticals PLC		2,641		40,251
Jazz Pharmaceuticals PLC(b)		223		34,614
Johnson & Johnson		554		89,382

8

Company	Shares		U.S. $ Value
Merck & Co., Inc.		863	$	73,666
Merck KGaA		536		92,074
Novartis AG (REG)		923		74,660
Novo Nordisk A/S - Class B		1,284		137,277
Organon & Co.		86		2,454
Orion Oyj - Class B		948		42,982
Perrigo Co. PLC		428		16,016
Pfizer, Inc.		2,016		91,184
Roche Holding AG (Genusschein)		268		86,361
Sanofi		604		49,377
Takeda Pharmaceutical Co., Ltd. (Sponsored ADR)(c)		1,184		16,280
UCB SA		558		39,209
Viatris, Inc.		1,277		12,195
Vifor Pharma AG		380		70,411
Zoetis, Inc.		996		155,904
				1,616,040
				6,878,092
Industrials – 3.1%
Aerospace & Defense – 0.5%
Airbus SE		181		17,737
Babcock International Group PLC(b)		1,434		5,469
BAE Systems PLC		2,639		23,767
Boeing Co. (The)(b)		219		35,095
Bombardier, Inc. - Class B(b)		292		7,266
CAE, Inc.(b)		2,809		51,288
Dassault Aviation SA		110		15,106
General Dynamics Corp.		241		55,172
Howmet Aerospace, Inc.		824		29,194
Huntington Ingalls Industries, Inc.		180		41,447
L3Harris Technologies, Inc.		1,019		232,526
Leonardo SpA		684		5,598
Lockheed Martin Corp.		198		83,182
Meggitt PLC(b)		2,664		24,690
Northrop Grumman Corp.		198		94,642
Raytheon Technologies Corp.		1,280		114,880
Rolls-Royce Holdings PLC(b)		5,507		4,908
Safran SA		174		17,740
Textron, Inc.		720		44,913
Thales SA		192		23,148
TransDigm Group, Inc.		93		55,836
				983,604
Air Freight & Logistics – 0.2%
CH Robinson Worldwide, Inc.		534		60,956
Deutsche Post AG (REG)		500		18,250
DSV A/S		295		43,591
Expeditors International of Washington, Inc.		744		76,550
FedEx Corp.		189		39,843
Royal Mail PLC		3,581		11,426
United Parcel Service, Inc. - Class B		471		91,614
				342,230
Airlines – 0.0%
American Airlines Group, Inc.(b) (c)		507		6,586

9

Company	Shares		U.S. $ Value
Delta Air Lines, Inc.(b)		566	$	17,586
Deutsche Lufthansa AG (REG)(b)		1,312		7,800
easyJet PLC(b)		1,301		5,405
International Consolidated Airlines Group SA(b)		4,711		5,911
Southwest Airlines Co.(b)		528		19,378
United Airlines Holdings, Inc.(b)		315		11,028
				73,694
Building Products – 0.2%
A O Smith Corp.		711		40,136
Assa Abloy AB - Class B		848		17,175
Carrier Global Corp.		587		22,963
Cie de Saint-Gobain		254		10,231
Fortune Brands Home & Security, Inc.		681		41,834
Geberit AG (REG)		50		23,102
Johnson Controls International PLC		1,024		55,439
Masco Corp.		1,061		53,973
Otis Worldwide Corp.		293		21,161
Resideo Technologies, Inc.(b)		63		1,312
Trane Technologies PLC		469		72,259
				359,585
Commercial Services & Supplies – 0.3%
Cintas Corp.		386		157,040
G4S PLC(b) (e) (f)		3,969		11,296
ISS A/S(b)		413		7,231
Republic Services, Inc.		966		137,868
Securitas AB - Class B		1,405		12,303
Societe BIC SA		160		9,102
Stericycle, Inc.(b)		372		18,634
Waste Connections, Inc.		891		124,009
Waste Management, Inc.		916		154,832
				632,315
Construction & Engineering – 0.1%
ACS Actividades de Construccion y Servicios SA		558		12,432
Boskalis Westminster		549		18,210
Bouygues SA		319		9,371
Eiffage SA		192		16,887
Epiroc AB - Class A		436		6,671
Epiroc AB - Class B		520		7,079
Ferrovial SA		1,074		26,930
Fluor Corp.(b)		716		18,931
HOCHTIEF AG		79		3,901
Orascom Construction PLC		173		580
Skanska AB - Class B		763		11,272
SNC-Lavalin Group, Inc.		1,097		21,224
Vinci SA		175		16,144
				169,632
Electrical Equipment – 0.2%
ABB Ltd. (REG)		788		21,720
Acuity Brands, Inc.		140		22,950
AMETEK, Inc.		672		80,747
Eaton Corp. PLC		547		74,742
Emerson Electric Co.		688		56,237

10

Company	Shares		U.S. $ Value
Legrand SA		296	$	21,417
nVent Electric PLC		481		15,854
Prysmian SpA		537		16,477
Rockwell Automation, Inc.		235		55,681
Schneider Electric SE		198		23,534
Sensata Technologies Holding PLC		858		34,560
Siemens Energy AG(b)		59		868
Vestas Wind Systems A/S		760		19,016
				443,803
Industrial Conglomerates – 0.1%
3M Co.		284		35,315
DCC PLC		173		9,957
General Electric Co.		199		14,614
Honeywell International, Inc.		378		71,574
Melrose Industries PLC		8,829		13,933
Siemens AG (REG)		118		11,953
Smiths Group PLC		1,381		23,858
				181,204
Machinery – 0.5%
AGCO Corp.		496		53,920
Alfa Laval AB		849		22,641
Alstom SA		671		13,751
ANDRITZ AG		354		16,304
Atlas Copco AB - Class A		1,744		17,703
Atlas Copco AB - Class B		2,080		18,940
Caterpillar, Inc.		323		59,661
CNH Industrial NV		1,193		14,525
Cummins, Inc.		221		47,597
Daimler Truck Holding AG(b)		174		4,449
Deere & Co.		289		105,557
Dover Corp.		428		53,483
Electrolux Professional AB - Class B		748		3,715
Flowserve Corp.		599		18,252
Fortive Corp.		674		42,684
GEA Group AG		378		13,149
Husqvarna AB - Class B		2,521		16,962
Illinois Tool Works, Inc.		349		67,996
IMI PLC		1,187		15,787
Ingersoll Rand, Inc.		413		19,564
Iveco Group NV(b)		238		1,203
Kone Oyj - Class B		326		13,038
Middleby Corp. (The)(b)		251		36,099
PACCAR, Inc.		502		43,930
Parker-Hannifin Corp.		211		55,915
Pentair PLC		481		21,405
Sandvik AB		907		14,141
Schindler Holding AG		78		13,588
Schindler Holding AG (REG)		81		13,680
SKF AB - Class B		706		10,585
Snap-on, Inc.		233		50,761
Stanley Black & Decker, Inc.		329		28,985
Valmet Oyj		128		3,244
Volvo AB - Class B		910		14,415
Wartsila OYJ Abp		732		6,036
Weir Group PLC (The)		503		8,471
Westinghouse Air Brake Technologies Corp.		457		40,056

11

Company	Shares		U.S. $ Value
Xylem, Inc./NY		796	$	72,516
				1,074,708
Marine – 0.0%
AP Moller - Maersk A/S - Class A		10		23,361
AP Moller - Maersk A/S - Class B		9		21,592
Kuehne & Nagel International AG		139		32,125
				77,078
Professional Services – 0.4%
Adecco Group AG (REG)(b)		233		7,386
Bureau Veritas SA		963		23,902
CoStar Group, Inc.(b)		2,870		199,867
Equifax, Inc.		383		72,291
Experian PLC		1,125		34,139
Intertek Group PLC		254		11,658
Jacobs Solutions, Inc.(b)		615		76,617
ManpowerGroup, Inc.		340		24,929
Nielsen Holdings PLC		827		23,024
Randstad NV		258		12,015
RELX PLC		1,139		29,808
RELX PLC (London)		1,122		29,424
Robert Half International, Inc.		701		53,956
SGS SA (REG)		10		22,022
Thomson Reuters Corp.		1,197		131,808
Verisk Analytics, Inc.		637		119,221
Wolters Kluwer NV		490		47,918
				919,985
Road & Rail – 0.3%
AMERCO		94		49,413
Canadian National Railway Co.		661		78,609
Canadian Pacific Railway Ltd. (Canada)		1,400		104,807
Canadian Pacific Railway Ltd. (United States)		960		71,866
CSX Corp.		1,578		49,944
JB Hunt Transport Services, Inc.		438		76,221
Norfolk Southern Corp.		311		75,613
Union Pacific Corp.		324		72,741
				579,214
Trading Companies & Distributors – 0.2%
AerCap Holdings NV(b)		317		13,964
Ashtead Group PLC		560		27,512
Brenntag SE		322		21,113
Bunzl PLC		677		22,452
Fastenal Co.		1,510		75,998
Ferguson PLC		296		34,279
Finning International, Inc.		1,846		39,777
Rexel SA(b)		970		15,755
Travis Perkins PLC		697		6,855
United Rentals, Inc.(b)		195		56,948
WW Grainger, Inc.		196		108,768
				423,421
Transportation Infrastructure – 0.1%
Aena SME SA(b) (d)		131		16,089

12

Company	Shares		U.S. $ Value
Aeroports de Paris(b)		132	$	18,075
Atlantia SpA		613		14,037
Fraport AG Frankfurt Airport Services Worldwide(b)		264		11,415
Getlink SE		1,705		32,107
				91,723
				6,352,196
Consumer Staples – 2.9%
Beverages – 0.5%
Anheuser-Busch InBev SA/NV		336		16,227
Brown-Forman Corp. - Class B		1,553		112,903
Carlsberg AS - Class B		434		56,355
Coca-Cola Co. (The)		2,349		144,957
Coca-Cola Europacific Partners PLC		1,012		50,191
Coca-Cola HBC AG(b)		1,304		29,756
Constellation Brands, Inc. - Class A		321		78,982
Diageo PLC		1,525		66,256
Heineken Holding NV		450		31,922
Heineken NV		502		45,119
Keurig Dr Pepper, Inc.		924		35,223
Molson Coors Beverage Co. - Class B		775		40,044
Monster Beverage Corp.(b)		1,264		112,281
PepsiCo, Inc.		845		145,568
Pernod Ricard SA		347		63,671
Remy Cointreau SA		337		62,501
				1,091,956
Food & Staples Retailing – 0.8%
Alimentation Couche-Tard, Inc.		3,374		144,995
Carrefour SA		1,249		20,846
Casino Guichard Perrachon SA(b)		448		5,806
Costco Wholesale Corp.		505		263,660
Distribuidora Internacional de Alimentacion SA(b)		54,700		733
Empire Co., Ltd. - Class A		3,731		106,275
Etablissements Franz Colruyt NV		915		25,431
George Weston Ltd.		1,283		146,680
J Sainsbury PLC		10,711		25,282
Jeronimo Martins SGPS SA		2,095		46,450
Koninklijke Ahold Delhaize NV		1,925		52,951
Kroger Co. (The)		1,741		83,464
Loblaw Cos., Ltd.		1,937		171,186
Marks & Spencer Group PLC(b)		4,897		6,920
METRO AG(b)		963		7,667
Metro, Inc./CN		3,499		184,041
Rite Aid Corp.(b) (c)		91		653
Sysco Corp.		1,355		111,408
Tesco PLC		11,257		32,513
Walgreens Boots Alliance, Inc.		793		27,803
Walmart, Inc.(b)		1,159		153,625
				1,618,389
Food Products – 0.9%
Archer-Daniels-Midland Co.		1,514		133,065
Aryzta AG(b)		6,292		7,364
Associated British Foods PLC		933		16,478

13

Company	Shares		U.S. $ Value
Barry Callebaut AG (REG)		33	$	67,522
Bunge Ltd.		891		88,360
Campbell Soup Co.		1,279		64,436
Chocoladefabriken Lindt & Spruengli AG		9		95,187
Chocoladefabriken Lindt & Spruengli AG (REG)		1		108,894
Conagra Brands, Inc.		1,969		67,694
Danone SA		580		30,520
General Mills, Inc.		1,305		100,224
Hershey Co. (The)		758		170,300
Hormel Foods Corp.		1,930		97,040
Ingredion, Inc.		628		54,680
JM Smucker Co. (The)		614		85,954
Kellogg Co.		1,053		76,595
Kerry Group PLC - Class A		503		51,870
Kraft Heinz Co. (The)		886		33,136
McCormick & Co., Inc./MD		1,800		151,326
Mondelez International, Inc. - Class A		1,174		72,624
Mowi ASA		1,945		39,876
Nestle SA		608		71,150
Orkla ASA		3,826		32,039
Saputo, Inc.		2,289		58,125
Tate & Lyle PLC		4,015		35,554
Tyson Foods, Inc. - Class A		1,060		79,903
				1,889,916
Household Products – 0.4%
Church & Dwight Co., Inc.		1,639		137,201
Clorox Co. (The)		669		96,563
Colgate-Palmolive Co.		1,207		94,400
Edgewell Personal Care Co.		667		25,986
Essity AB - Class B		1,288		28,572
Henkel AG & Co. KGaA		338		21,138
Henkel AG & Co. KGaA (Preference Shares)		356		22,974
Kimberly-Clark Corp.		706		90,029
Procter & Gamble Co., (The)		1,192		164,425
Reckitt Benckiser Group PLC		499		38,504
Spectrum Brands Holdings, Inc.		587		36,975
				756,767
Personal Products – 0.2%
Beiersdorf AG		471		47,543
Coty, Inc. - Class A(b)		2,104		15,801
Estee Lauder Cos., Inc. (The) - Class A		855		217,495
Haleon PLC(b)		3,649		10,973
L’Oreal SA		228		78,305
Unilever PLC		811		36,789
Unilever PLC (Netherlands)		860		39,159
				446,065
Tobacco – 0.1%
Altria Group, Inc.		1,060		47,827
British American Tobacco PLC		579		23,191
British American Tobacco PLC (Sponsored ADR)		643		25,752
Imperial Brands PLC		987		21,706
Philip Morris International, Inc.		715		68,275

14

Company	Shares		U.S. $ Value
Swedish Match AB		13,450	$	135,027
				321,778
				6,124,871
Materials – 2.4%
Chemicals – 1.3%
Air Liquide SA		491		61,529
Air Products and Chemicals, Inc.		522		131,779
Akzo Nobel NV		408		25,704
Albemarle Corp.		546		146,306
Arkema SA		294		24,820
Axalta Coating Systems Ltd.(b)		2,149		55,337
BASF SE		444		18,781
Celanese Corp.		722		80,041
CF Industries Holdings, Inc.		1,192		123,324
Chr Hansen Holding A/S		469		27,327
Corteva, Inc.		701		43,062
Covestro AG(d)		458		13,810
Croda International PLC		632		49,261
Dow, Inc.		701		35,751
DuPont de Nemours, Inc.		701		39,004
Eastman Chemical Co.		794		72,254
Ecolab, Inc.		833		136,470
EMS-Chemie Holding AG (REG)		47		33,005
Evonik Industries AG		1,232		22,971
FMC Corp.		742		80,195
Fuchs Petrolub SE		915		24,763
Givaudan SA (REG)		25		79,764
International Flavors & Fragrances, Inc.		533		58,886
Johnson Matthey PLC		1,127		26,294
K&S AG		1,009		22,987
Koninklijke DSM NV		642		81,865
LANXESS AG		442		14,914
Linde PLC		436		123,327
Livent Corp.(b) (c)		693		22,301
LyondellBasell Industries NV – Class A		645		53,535
Methanex Corp.		1,103		39,867
Mosaic Co. (The)		2,007		108,117
Novozymes A/S – Class B		559		32,083
Nutrien Ltd.		3,184		292,302
PPG Industries, Inc.		660		83,807
Sherwin-Williams Co. (The)		693		160,845
Sika AG (REG)		360		80,998
Solvay SA		330		26,640
Symrise AG		710		74,290
Umicore SA		1,130		35,918
Yara International ASA		866		36,630
				2,700,864
Construction Materials – 0.1%
CRH PLC		1,075		39,697
HeidelbergCement AG		356		16,076
Holcim AG(b)		595		26,374
Imerys SA		563		16,291
Martin Marietta Materials, Inc.		237		82,407
Vulcan Materials Co.		393		65,431
				246,276

15

Company	Shares		U.S. $ Value
Containers & Packaging – 0.4%
Avery Dennison Corp.		978	$	179,580
Ball Corp.		1,802		100,570
CCL Industries, Inc. – Class B		1,790		87,800
Crown Holdings, Inc.		1,332		120,666
International Paper Co.		1,270		52,857
Packaging Corp. of America		678		92,832
Sealed Air Corp.		1,509		81,199
Westrock Co.		1,050		42,619
				758,123
Metals & Mining – 0.5%
Agnico Eagle Mines Ltd.		888		36,619
Alleima AB(b)		181		728
Anglo American PLC		1,415		45,470
Antofagasta PLC		2,036		25,906
ArcelorMittal SA		987		23,426
Arconic Corp.(b)		206		5,193
Barrick Gold Corp.		4,275		63,794
BHP Group Ltd.		1,449		39,560
Boliden AB(b)		977		31,286
Eldorado Gold Corp.(b)		1,427		7,866
First Quantum Minerals Ltd.		3,202		56,660
Franco-Nevada Corp.		739		88,848
Freeport-McMoRan, Inc.		2,604		77,078
Fresnillo PLC		1,276		10,163
Glencore PLC(b)		5,705		31,192
Kinross Gold Corp.		6,730		22,086
Metso Outotec Oyj		1,685		13,179
Newmont Corp.		1,386		57,325
Newmont Corp. (Toronto)		1,053		43,544
Norsk Hydro ASA		4,362		29,972
Nucor Corp.		910		120,975
Rio Tinto PLC		669		36,936
Teck Resources Ltd. – Class B		2,652		89,817
thyssenkrupp AG(b)		1,007		5,617
Turquoise Hill Resources Ltd.(b)		641		17,629
voestalpine AG		636		12,798
Wheaton Precious Metals Corp.		1,870		57,082
Yamana Gold, Inc.		7,199		31,792
				1,082,541
Paper & Forest Products – 0.1%
Mondi PLC		1,889		32,067
Stora Enso Oyj – Class R		2,477		36,872
Svenska Cellulosa AB SCA – Class B		1,288		19,299
Sylvamo Corp.		115		5,111
UPM-Kymmene Oyj		1,348		45,797
West Fraser Timber Co., Ltd.		1,065		95,281
				234,427
				5,022,231
Utilities – 2.3%
Electric Utilities – 1.2%
Alliant Energy Corp.		1,649		100,655

16

Company	Shares		U.S. $ Value
American Electric Power Co., Inc.		1,054	$	105,611
Constellation Energy Corp.		497		40,550
Duke Energy Corp.		865		92,477
Edison International		797		54,013
EDP - Energias de Portugal SA		19,584		93,525
Electricite de France SA		4,118		49,236
Emera, Inc.		2,500		115,677
Endesa SA		3,408		58,454
Enel SpA		10,639		49,993
Entergy Corp.		880		101,464
Evergy, Inc.		973		66,680
Eversource Energy		1,141		102,336
Exelon Corp.		1,491		65,470
FirstEnergy Corp.		1,915		75,738
Fortis, Inc./Canada		2,662		117,437
Fortum Oyj		4,004		41,187
Hydro One Ltd.(d)		3,582		96,986
Iberdrola SA		8,917		92,841
NextEra Energy, Inc.		2,156		183,389
OGE Energy Corp.		1,973		79,985
Orsted AS(d)		1,497		146,111
Pinnacle West Capital Corp.		753		56,739
PPL Corp.		1,790		52,053
Red Electrica Corp. SA		3,748		68,524
Southern Co. (The)		1,397		107,667
SSE PLC		3,489		66,859
Terna - Rete Elettrica Nazionale		13,636		96,941
Xcel Energy, Inc.		1,190		88,358
				2,466,956
Gas Utilities – 0.2%
AltaGas Ltd.		3,076		66,328
Atmos Energy Corp.		860		97,507
Enagas SA		3,496		63,837
Naturgy Energy Group SA		2,625		72,383
Snam SpA		22,765		108,200
UGI Corp.		1,317		52,022
				460,277
Independent Power and Renewable Electricity Producers – 0.1%
AES Corp. (The)		4,046		102,971
RWE AG		2,734		104,377
				207,348
Multi-Utilities – 0.6%
Ameren Corp.		1,162		107,624
Atco Ltd./Canada - Class I		1,665		58,950
Canadian Utilities Ltd. - Class A		2,932		89,700
CenterPoint Energy, Inc.		2,121		66,875
Centrica PLC(b)		23,244		20,387
CMS Energy Corp.		1,535		103,674
Consolidated Edison, Inc.		866		84,643
Dominion Energy, Inc.		1,315		107,567
DTE Energy Co.		687		89,544
E.ON SE		6,694		57,097
Engie SA		3,398		40,358
National Grid PLC		4,604		57,328
NiSource, Inc.		2,608		76,962

17

Company	Shares		U.S. $ Value
Public Service Enterprise Group, Inc.		1,187	$	76,395
Sempra Energy		547		90,239
Veolia Environnement SA		3,120		69,537
WEC Energy Group, Inc.		1,055		108,813
				1,305,693
Water Utilities – 0.2%
American Water Works Co., Inc.		869		129,003
Severn Trent PLC		2,353		76,006
United Utilities Group PLC		6,181		75,756
				280,765
				4,721,039
Consumer Discretionary – 2.3%
Auto Components – 0.1%
Aptiv PLC(b)		302		28,216
Autoliv, Inc.		287		22,326
BorgWarner, Inc.		676		25,485
Cie Generale des Etablissements Michelin SCA		796		19,360
Continental AG		107		6,160
Faurecia SE(b)		35		502
Faurecia SE (Italy)(b)		27		386
Goodyear Tire & Rubber Co. (The)(b)		816		11,448
Lear Corp.		199		27,589
Linamar Corp.		630		29,784
Magna International, Inc.		729		42,113
Nokian Renkaat Oyj(b)		578		5,999
Schaeffler AG (Preference Shares)		1,288		6,710
Valeo		282		5,387
Vitesco Technologies Group AG - Class A(b)		21		1,026
				232,491
Automobiles – 0.3%
Bayerische Motoren Werke AG		252		18,567
Bayerische Motoren Werke AG (Preference Shares)		288		20,023
Ferrari NV		303		58,492
Ford Motor Co.		2,754		41,971
General Motors Co.		869		33,205
Harley-Davidson, Inc.		457		17,626
Mercedes-Benz Group AG		349		19,567
Porsche Automobil Holding SE (Preference Shares)		377		26,582
Renault SA(b)		203		5,782
Stellantis NV (France)		1,735		23,092
Stellantis NV (Italy)		1,290		17,183
Tesla, Inc.(b)		810		223,244
Volkswagen AG		151		27,931
Volkswagen AG (Preference Shares)		138		19,629
				552,894
Distributors – 0.1%
Genuine Parts Co.		435		67,864
LKQ Corp.		877		46,674
				114,538

18

Company	Shares		U.S. $ Value
Diversified Consumer Services – 0.0%
H&R Block, Inc.		830	$	37,350
Hotels, Restaurants & Leisure – 0.5%
Accor SA(b)		515		12,283
Aramark		1,174		41,924
Booking Holdings, Inc.(b)		17		31,889
Carnival Corp.(b) (c)		557		5,269
Carnival PLC(b)		409		3,428
Chipotle Mexican Grill, Inc.(b)		57		91,018
Compass Group PLC		1,758		37,816
Darden Restaurants, Inc.		368		45,525
Domino’s Pizza, Inc.		151		56,151
Expedia Group, Inc.(b)		215		22,070
Flutter Entertainment PLC(b)		226		28,318
Hilton Worldwide Holdings, Inc.		532		67,756
InterContinental Hotels Group PLC		470		25,514
Las Vegas Sands Corp.(b)		477		17,949
Marriott International, Inc./MD - Class A		350		53,809
McDonald’s Corp.		324		81,739
MGM Resorts International		769		25,100
Norwegian Cruise Line Holdings Ltd.(b)		485		6,344
Restaurant Brands International, Inc.		668		39,434
Royal Caribbean Cruises Ltd.(b)		277		11,315
Sodexo SA		224		17,131
Starbucks Corp.		666		55,991
Travel & Leisure Co.		277		11,745
TUI AG-DI(b)		4,509		6,914
Whitbread PLC		756		21,911
Wyndham Hotels & Resorts, Inc.		277		18,099
Wynn Resorts Ltd.(b)		179		10,846
Yum! Brands, Inc.		630		70,081
				917,369
Household Durables – 0.2%
Barratt Developments PLC		2,559		12,669
Berkeley Group Holdings PLC		507		21,463
DR Horton, Inc.		836		59,481
Electrolux AB - Class B		748		9,459
Garmin Ltd.		605		53,536
Leggett & Platt, Inc.		679		25,951
Lennar Corp. - Class A		555		42,985
Lennar Corp. - Class B		11		678
Mohawk Industries, Inc.(b)		156		17,216
Newell Brands, Inc.		610		10,889
Persimmon PLC		763		13,056
SEB SA		178		13,184
Taylor Wimpey PLC		9,372		11,758
Toll Brothers, Inc.		690		30,215
Whirlpool Corp.		167		26,152
				348,692
Internet & Direct Marketing Retail – 0.1%
Amazon.com, Inc.(b)		580		73,527
eBay, Inc.		1,712		75,550

19

Company	Shares		U.S. $ Value
MercadoLibre, Inc.(b)		134	$	114,618
Qurate Retail, Inc.		1,207		3,742
Zalando SE(b) (d)		758		17,550
				284,987
Leisure Products – 0.0%
Hasbro, Inc.		367		28,927
Mattel, Inc.(b)		1,058		23,403
Nordic Entertainment Group AB - Class B(b)		65		1,653
Polaris, Inc.(c)		248		28,091
				82,074
Multiline Retail – 0.2%
Canadian Tire Corp., Ltd. - Class A		300		35,285
Cie Financiere Richemont SA (REG)		285		31,871
Dollar General Corp.		382		90,694
Dollar Tree, Inc.(b)		304		41,247
Dollarama, Inc.		1,356		82,577
Kohl’s Corp.		485		13,784
Macy’s, Inc.		699		12,107
Next PLC		400		26,937
Nordstrom, Inc.		496		8,486
Target Corp.		562		90,111
				433,099
Specialty Retail – 0.4%
Advance Auto Parts, Inc.		173		29,175
AutoNation, Inc.(b)		587		73,140
AutoZone, Inc.(b)		47		99,603
Bath & Body Works, Inc.(g)		409		15,268
Bed Bath & Beyond, Inc.(b) (c)		660		6,290
Best Buy Co., Inc.		397		28,064
CarMax, Inc.(b)		276		24,409
CECONOMY AG		963		1,393
Currys PLC		4,868		3,585
Dick’s Sporting Goods, Inc.(c)		553		58,823
Dufry AG(b)		127		4,739
Foot Locker, Inc.		407		14,994
Gap, Inc. (The)(c)		852		7,787
H & M Hennes & Mauritz AB - Class B		936		9,721
Home Depot, Inc. (The)		245		70,663
Industria de Diseno Textil SA		757		16,345
Kingfisher PLC		6,282		16,875
Lowe’s Cos., Inc.		362		70,279
O’Reilly Automotive, Inc.(b)		119		82,957
Ross Stores, Inc.		451		38,908
Signet Jewelers Ltd.		287		18,761
TJX Cos., Inc. (The)		1,056		65,841
Tractor Supply Co.		570		105,535
Ulta Beauty, Inc.(b)		91		38,208
Victoria’s Secret & Co.(b)		136		4,548
Wickes Group PLC		782		1,085
				906,996

20

Company	Shares		U.S. $ Value
Textiles, Apparel & Luxury Goods – 0.4%
adidas AG		138	$	20,463
Burberry Group PLC		981		19,844
Capri Holdings Ltd.(b)		474		22,363
Christian Dior SE		102		63,546
EssilorLuxottica SA		493		73,426
Gildan Activewear, Inc.		1,287		38,061
Hanesbrands, Inc.(c)		1,331		11,593
Hermes International		67		85,811
HUGO BOSS AG		261		14,225
Kering SA		75		37,632
Kontoor Brands, Inc.(c)		82		3,053
Lululemon Athletica, Inc.(b)		362		108,586
LVMH Moet Hennessy Louis Vuitton SE		90		58,074
NIKE, Inc. - Class B		676		71,960
Pandora A/S		240		14,418
Puma SE		60		3,668
PVH Corp.		229		12,881
Ralph Lauren Corp.		379		34,614
Swatch Group AG (The)		56		13,580
Swatch Group AG (The) (REG)		301		13,689
Tapestry, Inc.		597		20,734
Under Armour, Inc. - Class A(b)		1,122		9,447
Under Armour, Inc. - Class C(b)		1,242		9,427
VF Corp.		576		23,875
				784,970
				4,695,460
Energy – 1.7%
Energy Equipment & Services – 0.1%
Baker Hughes Co.		758		19,147
ChampionX Corp.		214		4,668
Core Laboratories NV(c)		280		4,522
Drilling Co. of 1972 A/S (The)(b)		38		1,803
Halliburton Co.		747		22,507
Helmerich & Payne, Inc.		490		20,948
NOV, Inc.		851		15,037
Petrofac Ltd.(b)		6,919		9,589
Saipem SpA(b)		1,728		1,212
Schlumberger NV		606		23,119
Tenaris SA		3,797		51,941
Weatherford International PLC(b)		1		28
				174,521
Oil, Gas & Consumable Fuels – 1.6%
Aker BP ASA		2,650		92,832
Antero Resources Corp.(b)		1,271		50,942
APA Corp.		607		23,740
ARC Resources Ltd.		4,153		57,330
BP PLC		13,599		69,490
Cameco Corp.		2,728		79,512
Canadian Natural Resources Ltd.		1,035		56,740
Cenovus Energy, Inc.		5,037		94,500
Cheniere Energy, Inc.		609		97,550
Chevron Corp.		571		90,252
ConocoPhillips		1,067		116,783

21

Company	Shares		U.S. $ Value
Continental Resources, Inc./OK		603	$	42,107
Coterra Energy, Inc.		2,088		64,540
Crescent Point Energy Corp.		2,365		17,971
Devon Energy Corp.		669		47,245
Diamondback Energy, Inc.		286		38,118
DTE Midstream LLC(b)		343		18,937
Enbridge, Inc.		1,314		54,187
Eni SpA		4,936		58,309
EOG Resources, Inc.		364		44,153
EQT Corp.		539		25,764
Equinor ASA		4,590		178,141
Equitrans Midstream Corp.		431		3,995
Exxon Mobil Corp.		713		68,156
Galp Energia SGPS SA		4,711		50,874
Hess Corp.		565		68,241
HF Sinclair Corp.		1,019		53,630
Imperial Oil Ltd.		1,534		75,290
Keyera Corp.		1,731		42,651
Kinder Morgan, Inc.		1,880		34,442
Koninklijke Vopak NV		1,705		37,530
Lundin Energy AB(b)		2,787		5,301
Marathon Oil Corp.		1,390		35,570
Marathon Petroleum Corp.		1,407		141,755
Murphy Oil Corp.		914		35,619
Neste Oyj		4,680		230,896
Occidental Petroleum Corp.		864		61,344
OMV AG		1,553		62,574
ONEOK, Inc.		703		43,045
Ovintiv, Inc.		398		21,150
Ovintiv, Inc. (Canada)		403		21,418
Pembina Pipeline Corp.		2,130		75,219
Peyto Exploration & Development Corp.		1,639		15,287
Phillips 66		607		54,302
Pioneer Natural Resources Co.		271		68,623
PrairieSky Royalty Ltd.		1,883		25,664
Range Resources Corp.		940		30,888
Shell PLC		6,226		164,790
Southwestern Energy Co.(b)		2,381		17,834
Suncor Energy, Inc.		1,483		47,978
Targa Resources Corp.		621		42,371
TC Energy Corp.		1,444		69,586
Thungela Resources Ltd.		141		2,706
TotalEnergies SE		1,632		82,628
Tourmaline Oil Corp.		1,532		90,577
Valero Energy Corp.		618		72,380
Vermilion Energy, Inc.		920		24,573
Williams Cos., Inc. (The)		1,051		35,765
Woodside Energy Group Ltd.(b)		261		6,037
				3,439,832
				3,614,353
Communication Services – 1.3%
Diversified Telecommunication Services – 0.5%
Altice USA, Inc. - Class A(b)		713		7,130
AT&T, Inc.		2,772		48,621
BCE, Inc.		3,032		146,319
BT Group PLC		7,665		13,408
Charter Communications, Inc. - Class A(b)		83		34,248

22

Company	Shares		U.S. $ Value
Comcast Corp. - Class A		824	$	29,821
Deutsche Telekom AG (REG)		2,256		42,519
Elisa Oyj		1,116		59,682
Eutelsat Communications SA		1,132		10,239
Koninklijke KPN NV		12,242		38,955
Liberty Global PLC - Class A(b)		813		16,423
Liberty Global PLC - Class C(b)		1,811		38,592
Liberty Latin America Ltd. - Class C(b)		1,189		8,287
Lumen Technologies, Inc.(c)		3,838		38,227
Orange SA		2,176		22,037
Proximus SADP		1,770		22,530
Shaw Communications, Inc. - Class B		2,404		61,649
Sirius XM Holdings, Inc.(c)		4,633		28,215
Swisscom AG (REG)		114		58,941
Telecom Italia SpA/Milano(b)		31,583		6,514
Telecom Italia SpA/Milano (Savings Shares)(b)		39,625		7,859
Telefonica Deutschland Holding AG		7,772		20,176
Telefonica SA		3,993		16,479
Telenet Group Holding NV		522		7,412
Telenor ASA		2,325		25,443
Telia Co. AB		12,753		44,887
TELUS Corp.		6,684		150,541
United Internet AG (REG)		623		14,093
Verizon Communications, Inc.		1,696		70,910
				1,090,157
Entertainment – 0.2%
Activision Blizzard, Inc.		841		66,010
Bollore SE		3,319		15,861
Electronic Arts, Inc.		495		62,801
Modern Times Group-b Shs - Class B(b)		90		788
Netflix, Inc.(b)		129		28,839
Universal Music Group NV	��	1,098		21,804
Walt Disney Co. (The)(b)		1,074		120,374
Warner Bros Discovery, Inc.(b)		3,109		41,163
				357,640
Interactive Media & Services – 0.2%
Adevinta ASA(b)		2,027		16,400
Alphabet, Inc. - Class A(b)		1,560		168,823
Alphabet, Inc. - Class C(b)		1,520		165,908
Auto Trader Group PLC(d)		4,579		34,575
Cars.com, Inc.(b)		283		3,608
Meta Platforms, Inc. - Class A(b)		387		63,054
TripAdvisor, Inc.(b)		426		10,139
Twitter, Inc.(b)		1,866		72,307
				534,814
Media – 0.2%
DISH Network Corp. - Class A(b) (c)		297		5,153
Fox Corp. - Class A		338		11,553
Fox Corp. - Class B		340		10,751
Interpublic Group of Cos., Inc. (The)		1,393		38,502
ITV PLC		7,799		5,804

23

Company	Shares		U.S. $ Value
JCDecaux SA(b)		889	$	12,327
Lagardere SA		819		13,144
Liberty Broadband Corp. - Class C(b)		346		35,188
Liberty Media Corp.-Liberty SiriusXM - Class A(b)		944		39,214
Liberty Media Corp.-Liberty SiriusXM - Class C(b)		855		35,363
Loyalty Ventures, Inc.(b)		86		181
News Corp. - Class A		2,510		42,469
Omnicom Group, Inc.		460		30,774
Paramount Global - Class B(c)		829		19,390
Pearson PLC		1,740		17,414
ProSiebenSat.1 Media SE		638		4,932
Publicis Groupe SA(b)		351		17,138
RTL GROUP SA(b)		289		10,738
RTL Group SA		30		1,115
Schibsted ASA - Class A		973		17,807
Schibsted ASA - Class B		1,054		18,077
SES SA		1,380		9,688
TEGNA, Inc.		850		18,190
Vivendi SE		1,098		9,953
WPP PLC		1,472		12,678
				437,543
Wireless Telecommunication Services – 0.2%
Digitalbridge Group, Inc.(b) (c)		784		13,955
Millicom International Cellular SA(b)		591		8,456
Rogers Communications, Inc. - Class B		2,193		94,426
T-Mobile US, Inc.(b)		970		139,641
Tele2 AB - Class B		4,849		51,641
Vodafone Group PLC		17,886		23,947
				332,066
				2,752,220
Real Estate – 1.2%
Equity Real Estate Investment Trusts (REITs) – 1.0%
Alexandria Real Estate Equities, Inc.		370		56,758
American Tower Corp.		354		89,934
AvalonBay Communities, Inc.		234		47,013
Boston Properties, Inc.		360		28,595
British Land Co. PLC (The)		5,156		25,719
Brixmor Property Group, Inc.		1,101		23,649
Camden Property Trust		472		60,657
Covivio		424		23,671
Crown Castle International Corp.		494		84,390
Digital Realty Trust, Inc.		378		46,732
Duke Realty Corp.		1,323		77,859
Equinix, Inc.		91		59,821
Equity Residential		641		46,908
Essex Property Trust, Inc.		185		49,036
Extra Space Storage, Inc.		489		97,179
Federal Realty OP LP		282		28,558
Gecina SA		296		26,343
H&R Real Estate Investment Trust		3,643		35,172
Hammerson PLC		28,225		7,130
Healthpeak Properties, Inc.		1,144		30,030
Host Hotels & Resorts, Inc.		1,706		30,316
ICADE		547		24,093

24

Company	Shares		U.S. $ Value
Intu Properties PLC(b) (f)		9,375	$	0
Iron Mountain, Inc.		1,144		60,186
JBG SMITH Properties		232		5,097
Kimco Realty Corp.		1,471		31,009
Klepierre SA(b)		1,062		21,784
Land Securities Group PLC		3,092		23,321
Macerich Co. (The)		518		4,957
Mid-America Apartment Communities, Inc.		487		80,681
National Retail Properties, Inc.		864		38,794
Orion Office REIT, Inc.		116		1,145
Primaris REIT		910		9,243
Prologis, Inc.		1,398		174,065
Public Storage		203		67,159
Realty Income Corp.		1,162		79,341
Regency Centers Corp.		664		40,398
RioCan Real Estate Investment Trust		3,105		47,591
SBA Communications Corp.		280		91,070
Segro PLC		5,086		55,503
Simon Property Group, Inc.		199		20,294
SL Green Realty Corp.(c)		356		15,725
SmartCentres Real Estate Investment Trust		1,619		34,479
UDR, Inc.		1,200		53,844
Ventas, Inc.		613		29,338
Vornado Realty Trust		465		12,192
Welltower, Inc.		621		47,600
Weyerhaeuser Co.		1,110		37,918
				2,082,297
Real Estate Management & Development – 0.2%
CBRE Group, Inc. - Class A(b)		938		74,064
Deutsche Wohnen SE		1,099		24,964
First Capital Real Estate Investment Trust		2,575		29,645
Jones Lang LaSalle, Inc.(b)		249		43,077
Swiss Prime Site AG (REG)(b)		732		62,953
Unibail-Rodamco-Westfield(b)		156		8,020
Vonovia SE		1,666		45,101
Zillow Group, Inc. - Class C(b)		848		28,374
				316,198
				2,398,495
Consumer Durables & Apparel – 0.0%
Homebuilding – 0.0%
PulteGroup, Inc.		1,261		51,272
Total Common Stocks (cost $38,223,969)				61,124,811
INVESTMENT COMPANIES – 6.6%
Funds and Investment Trusts – 6.6%(h)
Altaba, Inc.(b) (e) (f)		1,120		0
iShares Russell 1000 Value ETF - Class E		41,760		6,262,329
iShares Russell 2000 Value ETF(c)		20,070		2,903,727
VanEck Vectors JP Morgan EM Local Currency Bond ETF - Class E(c)		98,020		2,361,302
Vanguard Real Estate ETF(c)		24,660		2,293,627
Total Investment Companies (cost $13,832,423)				13,820,985

25

	Principal Amount (000)			U.S. $ Value
GOVERNMENTS-SOVEREIGN BONDS – 0.6%
Mexico – 0.6%
Mexico Government International Bond 4.125%, 01/21/2026 (cost $1,172,534)		U.S.$	1,174	$	1,171,065
	Notional Amount
OPTIONS PURCHASED - PUTS – 0.3%
Options on Equities indices – 0.3%
S&P 500 Index Expiration: Sep 2022; Contracts: 3,100; Exercise Price: USD 4,140.00; Counterparty: UBS AG (b) (premiums paid $161,392)		USD	12,834,000		609,593
	Shares
WARRANTS – 0.0%
Energy – 0.0%
Energy Equipment & Services – 0.0%
Weatherford International PLC, expiring 11/26/2023			20		8
Oil, Gas & Consumable Fuels – 0.0%
Cenovus Energy, Inc.,expiring 01/01/2026			200		2,769
Occidental Petroleum Corp.,expiring 08/03/2027			108		5,284
					8,053
					8,061
Consumer Discretionary – 0.0%
Multiline Retail – 0.0%
Cie Financiere Richemont SA,expiring 11/27/2023			570		368
Total Warrants (cost $1,355)					8,429
PREFERRED STOCKS – 0.0%
Consumer Discretionary – 0.0%
Internet & Direct Marketing Retail – 0.0%
Qurate Retail, Inc. 8.00%			36		2,077
Real Estate – 0.0%
Real Estate Management & Development – 0.0%
Brookfield Property Preferred LP 6.25% (c)			29		566
Total Preferred Stocks (cost $10,293)					2,643

26

Company	Shares		U.S. $ Value
SHORT-TERM INVESTMENTS – 16.7%
Investment Companies – 16.7%
AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 2.03%(h)(i)(j) (cost $34,708,476)		34,708,476	$	34,708,476
Total Investments Before Security Lending Collateral for Securities Loaned – 94.1% (cost $178,703,713)				195,734,833
INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 0.9%
Investment Companies – 0.9%
AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 2.03%(h)(i)(j) (cost $1,736,669)		1,736,669		1,736,669
Total Investments – 95.0% (cost $180,440,382)(l)				197,471,502
Other assets less liabilities – 5.0%				10,469,811
Net Assets – 100.0%			$	207,941,313

FUTURES

Description	Number of Contracts		Expiration Month		Current Notional		Value and Unrealized Appreciation/ (Depreciation)
Purchased Contracts
Brent Crude Futures		28		October 2022		2,637,880		$	(34,606	)
Canadian 10 Yr Bond Futures		56		December 2022		5,312,400			(7,340	)
Coffee ‘C’ Futures		11		December 2022		970,406			87,560
Coffee Robusta Futures		15		November 2022		337,500			10,474
Copper Futures		21		December 2022		1,847,212			(64,104	)
Corn Futures		78		December 2022		2,614,950			230,229
Cotton No.2 Futures		15		December 2022		849,075			(16,886	)
Euro STOXX 50 Index Futures		92		September 2022		3,254,431			37,320
Euro-Bund Futures		25		September 2022		3,717,563			(48,011	)
Gasoline RBOB Futures		10		October 2022		1,002,918			(113,468	)
Gold 100 OZ Futures		33		December 2022		5,696,460			6,185
Hang Seng Index Futures		7		September 2022		884,019			9,180
Japan 10 Yr Bond (OSE) Futures		3		September 2022		3,229,008			3,387
KC HRW Wheat Futures		20		December 2022		912,500			46,386
Lean Hogs Futures		34		October 2022		1,244,740			(75,021	)
Live Cattle Futures		18		October 2022		1,026,540			3,421
LME Nickel Futures		8		September 2022		1,024,176			(24,603	)
LME Primary Aluminum Futures		27		September 2022		1,596,206			(33,864	)
LME Zinc Futures		15		September 2022		1,323,188			170,982
Long Gilt Futures		37		December 2022		4,639,147			(89,731	)
Low Sulphur Gasoil Futures		18		November 2022		1,874,700			(34,773	)
MSCI Emerging Markets Futures		112		September 2022		5,498,640			(105,792	)
MSCI Singapore IX ETS Futures		29		September 2022		599,113			(14,260	)
Natural Gas Futures		57		October 2022		5,237,730			1,587,816
Natural Gas Futures		20		December 2022		1,879,200			(41,889	)
Nikkei 225 (CME) Futures		1		September 2022		139,275			(953	)

27

Description	Number of Contracts		Expiration Month		Current Notional		Value and Unrealized Appreciation/ (Depreciation)
NY Harbor ULSD Futures		9		October 2022		1,364,202		$	22,032
OMXS 30 Index Futures		58		September 2022		1,044,109			(67,501	)
Platinum Futures		6		October 2022		248,100			(33,616	)
Silver Futures		14		December 2022		1,251,740			(117,988	)
Soybean Futures		37		November 2022		2,631,625			(231,360	)
Soybean Meal Futures		37		December 2022		1,535,870			53,376
Soybean oil Futures		40		December 2022		1,619,520			(140,230	)
SPI 200 Futures		30		September 2022		3,545,100			214,457
Sugar 11 (World) Futures		44		September 2022		881,619			768
TOPIX Index Futures		46		September 2022		6,496,455			56,051
U.S. T-Note 10 Yr (CBT) Futures		210		December 2022		24,550,312			(202,087	)
U.S. T-Note 5 Yr (CBT) Futures		108		December 2022		11,968,594			(45,615	)
Wheat Futures (CBT)		34		December 2022		1,413,550			73,488
WTI Crude Futures		22		October 2022		1,958,660			(35,100	)
WTI Crude Futures		16		November 2022		1,412,960			(24,764	)
Sold Contracts
10 Yr Japan Bond (OSE) Futures		9		September 2022		9,687,025			(8,788	)
E-Mini Russell 2000 Futures		15		September 2022		1,383,450			(40,395	)
LME Primary Aluminum Futures		1,181		September 2022		14,365,684			430,142
S&P 400 E-Mini Futures		5		September 2022		1,215,150			(25,228	)
S&P 500 E-Mini Futures		68		September 2022		13,452,100			(137,388	)
S&P/TSX 60 Index Futures		15		September 2022		2,661,134			113,472
TOPIX Index Futures		3		September 2022		423,682			(3,687	)
U.S. T-Note 5 Yr (CBT) Futures		108		December 2022		11,968,594			64,885
								$	1,402,563

FORWARD CURRENCY EXCHANGE CONTRACTS

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation/ (Depreciation)
Barclays Capital		BRL	3,321		USD	648		09/02/2022	$	10,019
Barclays Capital		USD	641		BRL	3,321		09/02/2022		(2,884	)
Barclays Capital		HUF	956,298		USD	2,342		09/09/2022		(53,321	)
Barclays Capital		PLN	10,242		USD	2,161		09/09/2022		(15,812	)
Barclays Capital		USD	1,042		PLN	4,872		09/09/2022		(5,865	)
Barclays Capital		CLP	2,653,183		USD	2,766		09/15/2022		(187,204	)
Barclays Capital		PEN	7,868		USD	2,038		09/15/2022		(3,982	)
Barclays Capital		USD	602		COP	2,561,663		09/15/2022		(24,345	)
Barclays Capital		USD	3,194		PEN	12,438		09/15/2022		34,367
Barclays Capital		NOK	14,567		USD	1,513		09/21/2022		47,051
Barclays Capital		NZD	1,196		USD	738		09/21/2022		6,674
Barclays Capital		SEK	16,318		USD	1,594		09/21/2022		62,192
Barclays Capital		USD	1,181		CAD	1,516		09/21/2022		(27,604	)
Barclays Capital		USD	3,928		GBP	3,332		09/21/2022		(56,313	)
Barclays Capital		INR	712		USD	9		09/28/2022		1
Barclays Capital		USD	1,820		EUR	1,788		09/29/2022		(19,621	)
Barclays Capital		USD	3,301		MXN	66,057		09/29/2022		(38,868	)
Barclays Capital		CNH	23,982		USD	3,565		10/20/2022		91,675
Barclays Capital		USD	299		CNH	2,021		10/20/2022		(6,649	)
Barclays Capital		IDR	36,838,102		USD	2,501		10/27/2022		26,126
Barclays Capital		IDR	55,786,593		USD	3,729		10/27/2022		(18,973	)
Barclays Capital		PHP	125,523		USD	2,242		10/27/2022		17,969
Barclays Capital		USD	4,192		IDR	63,455,774		10/27/2022		71,309
Barclays Capital		USD	1,150		IDR	17,101,926		10/27/2022		(1,180	)
Barclays Capital		USD	3,153		KRW	4,116,063		10/27/2022		(84,932	)
Barclays Capital		MYR	20,089		USD	4,513		12/15/2022		26,163
Barclays Capital		MYR	11,177		USD	2,494		12/15/2022		(2,170	)
Barclays Capital		USD	6,147		MYR	27,178		12/15/2022		(77,872	)
BNP Paribas SA		USD	1,236		CLP	1,151,253		09/15/2022		45,473
BNP Paribas SA		USD	609		COP	2,775,375		09/15/2022		16,635
BNP Paribas SA		GBP	1,251		USD	1,477		11/17/2022		21,499
BNP Paribas SA		USD	1,200		NZD	1,939		11/18/2022		(13,865	)

28

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation/ (Depreciation)
Brown Brothers Harriman & Co.		USD	688		JPY	94,132		09/08/2022	$	(10,148	)
Brown Brothers Harriman & Co.		EUR	571		SEK	5,965		09/22/2022		(14,280	)
Brown Brothers Harriman & Co.		NOK	7,573		EUR	744		09/22/2022		(13,950	)
Brown Brothers Harriman & Co.		USD	826		NOK	8,008		09/22/2022		(19,963	)
Brown Brothers Harriman & Co.		EUR	1,486		USD	1,484		09/29/2022		(11,967	)
Brown Brothers Harriman & Co.		USD	1,794		ZAR	30,062		10/13/2022		(45,785	)
Brown Brothers Harriman & Co.		USD	1,268		CNH	8,542		10/20/2022		(31,153	)
Brown Brothers Harriman & Co.		GBP	1,459		USD	1,734		11/17/2022		35,853
Brown Brothers Harriman & Co.		USD	1,472		GBP	1,244		11/17/2022		(25,731	)
Citibank, NA		KRW	5,225,860		USD	3,983		10/27/2022		88,152
Citibank, NA		USD	1,698		PHP	96,625		10/27/2022		14,559
Credit Suisse International		CZK	37,229		USD	1,518		09/09/2022		(7,432	)
Credit Suisse International		PLN	5,677		USD	1,175		09/09/2022		(32,264	)
Credit Suisse International		USD	2,360		HUF	966,753		09/09/2022		61,966
Credit Suisse International		USD	663		HUF	255,712		09/09/2022		(22,831	)
Credit Suisse International		PEN	4,629		USD	1,202		09/15/2022		429
Credit Suisse International		USD	719		CLP	635,423		09/15/2022		(11,863	)
Credit Suisse International		EUR	1,710		USD	1,770		09/21/2022		48,827
Credit Suisse International		USD	1,222		AUD	1,776		09/21/2022		(7,042	)
Credit Suisse International		USD	1,017		NZD	1,653		09/21/2022		(5,830	)
Credit Suisse International		USD	2,234		INR	178,280		09/28/2022		3,052
Credit Suisse International		CHF	2,068		EUR	2,123		09/29/2022		17,100
Credit Suisse International		MXN	33,035		USD	1,595		09/29/2022		(36,776	)
Credit Suisse International		TWD	34,481		USD	1,135		10/21/2022		(2,946	)
Credit Suisse International		USD	886		KRW	1,159,853		10/27/2022		(21,422	)
D2449		COP	4,593,665		USD	1,082		09/15/2022		46,934
D2449		PEN	3,465		USD	895		09/15/2022		(4,674	)
D2449		USD	329		CNH	2,200		09/15/2022		(10,235	)
D2449		USD	312		INR	25,027		09/28/2022		2,540
D2449		TWD	25,409		USD	844		10/21/2022		5,899
D2449		USD	3,823		KRW	5,002,331		10/27/2022		(94,873	)
D2449		USD	1,247		PHP	71,085		10/27/2022		12,988
D2449		USD	509		PHP	28,462		10/27/2022		(4,554	)
D2449		NZD	1,709		USD	1,056		11/18/2022		10,811
Deutsche Bank AG		BRL	19,169		USD	3,701		09/02/2022		16,648
Deutsche Bank AG		USD	3,543		BRL	19,169		09/02/2022		141,265
Deutsche Bank AG		HUF	262,558		USD	685		09/09/2022		26,954
Deutsche Bank AG		PLN	2,401		USD	528		09/09/2022		17,967
Deutsche Bank AG		USD	1,638		CZK	40,129		09/09/2022		5,660
Deutsche Bank AG		USD	745		PLN	3,464		09/09/2022		(8,686	)
Deutsche Bank AG		USD	622		COP	2,708,521		09/15/2022		(12,038	)
Deutsche Bank AG		GBP	2,266		USD	2,656		09/21/2022		22,224
Deutsche Bank AG		SEK	6,374		USD	598		09/21/2022		(286	)
Deutsche Bank AG		EUR	1,442		NOK	14,229		09/22/2022		(18,928	)
Deutsche Bank AG		USD	9		INR	679		09/28/2022		0
Deutsche Bank AG		USD	1,911		INR	152,298		09/28/2022		(27	)
Deutsche Bank AG		EUR	1,344		USD	1,344		09/29/2022		(8,846	)
Deutsche Bank AG		USD	776		MXN	16,224		09/29/2022		25,625
Deutsche Bank AG		CNH	13,192		USD	1,948		10/20/2022		36,829
Deutsche Bank AG		USD	2,594		CNH	17,438		10/20/2022		(67,916	)
Deutsche Bank AG		USD	743		IDR	11,291,371		10/27/2022		15,269
Deutsche Bank AG		THB	192,198		USD	5,445		11/10/2022		151,662
Goldman Sachs Bank USA		BRL	1,284		USD	248		09/02/2022		1,115
Goldman Sachs Bank USA		BRL	2,537		USD	479		09/02/2022		(8,596	)
Goldman Sachs Bank USA		USD	353		BRL	1,853		09/02/2022		2,770
Goldman Sachs Bank USA		USD	741		BRL	3,821		09/02/2022		(6,469	)
Goldman Sachs Bank USA		USD	517		HUF	208,617		09/09/2022		5,244
Goldman Sachs Bank USA		USD	893		HUF	353,413		09/09/2022		(7,692	)
Goldman Sachs Bank USA		USD	2,741		PLN	13,019		09/09/2022		26,792
Goldman Sachs Bank USA		USD	283		COP	1,199,328		09/15/2022		(12,410	)

29

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation/ (Depreciation)
Goldman Sachs Bank USA		USD	486		PEN	1,914		09/15/2022	$	10,926
Goldman Sachs Bank USA		CHF	3,789		USD	4,012		09/21/2022		129,926
Goldman Sachs Bank USA		USD	2,667		NZD	4,189		09/21/2022		(103,721	)
Goldman Sachs Bank USA		INR	24,994		USD	314		09/28/2022		123
Goldman Sachs Bank USA		USD	218		INR	17,325		09/28/2022		(194	)
Goldman Sachs Bank USA		USD	1,497		EUR	1,468		09/29/2022		(18,668	)
Goldman Sachs Bank USA		USD	825		MXN	17,006		09/29/2022		14,560
Goldman Sachs Bank USA		CNH	20,243		USD	2,999		10/20/2022		66,583
Goldman Sachs Bank USA		USD	132		TWD	3,910		10/21/2022		(2,567	)
Goldman Sachs Bank USA		KRW	2,744,258		USD	2,115		10/27/2022		69,897
Goldman Sachs Bank USA		PHP	223,614		USD	3,918		10/27/2022		(43,950	)
Goldman Sachs Bank USA		USD	272		KRW	356,173		10/27/2022		(6,512	)
HSBC Bank USA		USD	1,505		TWD	44,775		10/21/2022		(27,267	)
HSBC Bank USA		KRW	1,550,009		USD	1,192		10/27/2022		36,915
JPMorgan Chase Bank		BRL	6,870		USD	1,270		09/02/2022		(50,736	)
JPMorgan Chase Bank		USD	986		BRL	5,017		09/02/2022		(21,971	)
JPMorgan Chase Bank		JPY	628,139		USD	4,528		09/08/2022		5,167
JPMorgan Chase Bank		CZK	17,526		USD	721		09/09/2022		3,274
JPMorgan Chase Bank		CZK	62,030		USD	2,533		09/09/2022		(7,851	)
JPMorgan Chase Bank		USD	1,011		PLN	4,680		09/09/2022		(16,682	)
JPMorgan Chase Bank		USD	1,466		CLP	1,501,930		09/15/2022		205,638
JPMorgan Chase Bank		USD	856		CLP	760,393		09/15/2022		(9,209	)
JPMorgan Chase Bank		USD	389		COP	1,818,044		09/15/2022		20,865
JPMorgan Chase Bank		AUD	2,261		USD	1,586		09/21/2022		38,825
JPMorgan Chase Bank		CAD	7,667		USD	5,910		09/21/2022		73,858
JPMorgan Chase Bank		CHF	665		USD	702		09/21/2022		20,383
JPMorgan Chase Bank		EUR	1,669		USD	1,699		09/21/2022		20,167
JPMorgan Chase Bank		GBP	1,380		USD	1,670		09/21/2022		66,789
JPMorgan Chase Bank		NOK	15,683		USD	1,638		09/21/2022		59,780
JPMorgan Chase Bank		SEK	33,231		USD	3,252		09/21/2022		131,394
JPMorgan Chase Bank		USD	2,890		CAD	3,703		09/21/2022		(70,999	)
JPMorgan Chase Bank		USD	1,961		EUR	1,922		09/21/2022		(26,999	)
JPMorgan Chase Bank		USD	3,443		JPY	458,528		09/21/2022		(137,577	)
JPMorgan Chase Bank		USD	1,005		NOK	9,720		09/21/2022		(26,773	)
JPMorgan Chase Bank		USD	2,320		SEK	23,965		09/21/2022		(70,187	)
JPMorgan Chase Bank		USD	218		INR	17,325		09/28/2022		(192	)
JPMorgan Chase Bank		MXN	29,124		USD	1,449		09/29/2022		10,617
JPMorgan Chase Bank		BRL	5,017		USD	979		10/04/2022		21,716
JPMorgan Chase Bank		ZAR	38,451		USD	2,295		10/13/2022		59,076
JPMorgan Chase Bank		USD	940		CNH	6,366		10/20/2022		(18,386	)
JPMorgan Chase Bank		USD	1,876		TWD	55,917		10/21/2022		(30,694	)
JPMorgan Chase Bank		IDR	6,518,770		USD	441		10/27/2022		2,583
JPMorgan Chase Bank		KRW	1,404,167		USD	1,072		10/27/2022		25,893
JPMorgan Chase Bank		USD	1,603		IDR	24,281,213		10/27/2022		28,825
JPMorgan Chase Bank		CNH	1,473		USD	218		09/15/2022		5,216
Morgan Stanley Capital Services, Inc.		BRL	14,596		USD	2,904		09/02/2022		97,893
Morgan Stanley Capital Services, Inc.		USD	2,818		BRL	14,596		09/02/2022		(12,677	)
Morgan Stanley Capital Services, Inc.		JPY	2,460,164		USD	17,987		09/08/2022		270,796
Morgan Stanley Capital Services, Inc.		USD	4,690		CHF	4,586		09/08/2022		3,422
Morgan Stanley Capital Services, Inc.		USD	756		JPY	99,273		09/08/2022		(40,692	)
Morgan Stanley Capital Services, Inc.		CLP	1,372,590		USD	1,519		09/15/2022		(9,120	)
Morgan Stanley Capital Services, Inc.		EUR	1,215		USD	1,216		09/21/2022		(6,149	)
Morgan Stanley Capital Services, Inc.		USD	3,045		CAD	3,962		09/21/2022		(28,448	)
Morgan Stanley Capital Services, Inc.		USD	1,964		EUR	1,948		09/29/2022		(2,821	)
Morgan Stanley Capital Services, Inc.		USD	2,881		BRL	14,596		10/04/2022		(96,785	)
Morgan Stanley Capital Services, Inc.		USD	927		AUD	1,343		10/20/2022		(7,918	)
Morgan Stanley Capital Services, Inc.		TWD	125,392		USD	4,200		10/21/2022		62,985

30

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation/ (Depreciation)
Morgan Stanley Capital Services, Inc.		USD	1,600		TWD	47,709		10/21/2022	$	(26,150	)
Morgan Stanley Capital Services, Inc.		IDR	9,906,146		USD	650		10/27/2022		(15,991	)
Morgan Stanley Capital Services, Inc.		KRW	2,236,436		USD	1,702		10/27/2022		35,055
Morgan Stanley Capital Services, Inc.		USD	34		IDR	513,370		10/27/2022		853
Morgan Stanley Capital Services, Inc.		USD	631		IDR	9,323,809		10/27/2022		(4,206	)
Morgan Stanley Capital Services, Inc.		USD	2,730		PHP	151,725		10/27/2022		(41,407	)
Morgan Stanley Capital Services, Inc.		USD	922		MYR	4,089		12/15/2022		(8,595	)
Natwest Markets PLC		COP	2,755,156		USD	605		09/15/2022		(15,477	)
Natwest Markets PLC		MYR	13,955		USD	3,112		12/15/2022		(4,031	)
Standard Chartered Bank		TWD	104,887		USD	3,533		10/21/2022		72,302
State Street Bank & Trust Co.		CHF	1,665		USD	1,696		09/08/2022		(7,932	)
State Street Bank & Trust Co.		USD	290		CHF	284		09/08/2022		374
State Street Bank & Trust Co.		USD	432		JPY	59,022		09/08/2022		(6,714	)
State Street Bank & Trust Co.		CZK	11,949		USD	492		09/09/2022		2,065
State Street Bank & Trust Co.		HUF	146,666		EUR	357		09/09/2022		(8,184	)
State Street Bank & Trust Co.		HUF	161,808		USD	415		09/09/2022		9,701
State Street Bank & Trust Co.		PLN	1,817		USD	387		09/09/2022		1,131
State Street Bank & Trust Co.		PLN	4,329		USD	909		09/09/2022		(11,078	)
State Street Bank & Trust Co.		USD	429		CZK	10,528		09/09/2022		2,121
State Street Bank & Trust Co.		USD	681		CZK	16,249		09/09/2022		(15,385	)
State Street Bank & Trust Co.		USD	1,148		HUF	466,371		09/09/2022		19,862
State Street Bank & Trust Co.		USD	235		HUF	92,252		09/09/2022		(4,001	)
State Street Bank & Trust Co.		USD	92		PLN	434		09/09/2022		216
State Street Bank & Trust Co.		USD	209		PLN	971		09/09/2022		(2,585	)
State Street Bank & Trust Co.		CNH	727		USD	107		09/15/2022		2,181
State Street Bank & Trust Co.		AUD	359		USD	249		09/21/2022		2,875
State Street Bank & Trust Co.		GBP	300		USD	364		09/21/2022		15,414
State Street Bank & Trust Co.		JPY	28,110		USD	203		09/21/2022		681
State Street Bank & Trust Co.		NZD	526		USD	333		09/21/2022		11,182
State Street Bank & Trust Co.		USD	297		CHF	287		09/21/2022		(3,225	)
State Street Bank & Trust Co.		USD	484		JPY	64,492		09/21/2022		(19,242	)
State Street Bank & Trust Co.		USD	333		NOK	3,236		09/21/2022		(6,942	)
State Street Bank & Trust Co.		DKK	3,815		USD	545		09/22/2022		28,746
State Street Bank & Trust Co.		NOK	2,228		USD	228		09/22/2022		3,562
State Street Bank & Trust Co.		SEK	7,726		USD	769		09/22/2022		43,501
State Street Bank & Trust Co.		USD	604		NOK	6,040		09/22/2022		3,577

31

Counterparty	Contracts to Deliver (000)			In Exchange For (000)			Settlement Date		Unrealized Appreciation/ (Depreciation)
State Street Bank & Trust Co.		EUR	6,855		USD	7,017		09/29/2022	$	116,020
State Street Bank & Trust Co.		MXN	7,617		USD	377		09/29/2022		385
State Street Bank & Trust Co.		USD	2,522		EUR	2,476		09/29/2022		(29,172	)
State Street Bank & Trust Co.		USD	1,041		MXN	21,522		09/29/2022		21,691
State Street Bank & Trust Co.		USD	628		AUD	909		10/20/2022		(5,101	)
State Street Bank & Trust Co.		CAD	5,790		USD	4,499		10/27/2022		92,144
State Street Bank & Trust Co.		USD	726		CAD	936		10/27/2022		(13,476	)
State Street Bank & Trust Co.		USD	6,007		THB	210,773		11/10/2022		(201,573	)
State Street Bank & Trust Co.		GBP	2,381		USD	2,802		11/17/2022		31,387
UBS		COP	1,561,012		USD	351		09/15/2022		(266	)
UBS		USD	767		SEK	7,820		09/22/2022		(33,141	)
UBS		USD	1,278		TWD	38,132		10/21/2022		(20,120	)
									$	774,593

CALL OPTIONS WRITTEN

Description

Counterparty

Contracts

Exercise Price

Expiration Month

Notional (000)

Premiums Received

U.S. $ Value

S&P 500 Index(k)

UBS AG

13,764

USD

4,440.00

September 2022

USD

13,764,000

$

32,017

$

(692

)

PUT OPTIONS WRITTEN

Description

Counterparty

Contracts

Exercise Price

Expiration Month

Notional (000)

Premiums Received

U.S. $ Value

S&P 500 Index(k)

UBS AG

12,214

USD

3,940.00

September 2022

USD

12,214,000

$

54,597

$

(223,521

)

CENTRALLY CLEARED INTEREST RATE SWAPS

			Rate Type
Notional Amount (000)		Termination Date	Payments made by the Fund	Payments received by the Fund	Payment Frequency Paid/ Received	Market Value			Upfront Premiums Paid/ (Received)		Unrealized Appreciation/ (Depreciation)
AUD	15,000	07/09/2025	6 Month BBSW	3.168%	Semi-Annual	$	(162,695	)	$	483,963	$	(646,658	)
AUD	4,740	02/23/2027	6 Month BBSW	3.040%	Semi-Annual		(108,371	)		184,460		(292,831	)
NZD	20,260	02/24/2027	3 Month BKBM	3.508%	Quarterly/ Semi-Annual		(328,063	)		515,221		(843,284	)
AUD	9,490	02/27/2027	6 Month BBSW	2.975%	Semi-Annual		(234,934	)		350,500		(585,434	)
NZD	10,120	02/28/2027	3 Month BKBM	3.445%	Quarterly/ Semi-Annual		(180,523	)		240,319		(420,842	)
NZD	2,370	02/28/2027	3.445%	3 Month BKBM	Semi-Annual/ Quarterly		42,281			6,332		35,949

32

			Rate Type
Notional Amount (000)		Termination Date	Payments made by the Fund		Payments received by the Fund		Payment Frequency Paid/ Received		Market Value			Upfront Premiums Paid/ (Received)			Unrealized Appreciation/ (Depreciation)
USD	30,190	05/13/2027		1 Day SOFR		2.682%		Annual	$	(453,355	)	$	—		$	(453,355	)
AUD	8,630	11/13/2030		6 Month BBSW		0.872%		Semi-Annual		(1,316,072	)		(566,998	)		(749,074	)
AUD	5,500	11/13/2030		0.872%		6 Month BBSW		Semi-Annual		838,491			888,786			(50,295	)
NZD	9,130	11/16/2030		0.839%		3 Month BKBM		Semi-Annual/ Quarterly		667			(985	)		1,652
NZD	9,130	11/16/2030		3 Month BKBM		0.839%		Quarterly/ Semi-Annual		(638	)		4,468			(5,106	)
USD	4,800	05/13/2032		1.603%		1 Day SOFR		Annual		537,532			455,719			81,813
									$	(1,365,680	)	$	2,561,785		$	(3,927,465	)

CENTRALLY CLEARED CREDIT DEFAULT SWAPS

Description	Fixed Rate (Pay) Receive			Payment Frequency	Implied Credit Spread at August 31, 2022	Notional Amount (000)			Market Value		Upfront Premiums Paid/ (Received)		Unrealized Appreciation/ (Depreciation)
Sale Contracts
CDX-NAHY Series 37, 5 Year Index, 12/20/2026*		5.00	%	Quarterly	4.97%		USD	8,682	$	95,093	$	447,390	$	(352,297	)

* Termination date

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

(b) Non-income producing security.

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

(d) Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration. At August 31, 2022, the aggregate market value of these securities amounted to $411,247 or 0.2% of net assets.

(e) Fair valued by the Adviser.

(f) Security in which significant unobservable inputs (Level 3) were used in determining fair value.

(g) When-Issued or delayed delivery security.

(h) To obtain a copy of the fund’s shareholder report, please go to the Securities and Exchange Commission’s website at www.sec.gov. Additionally, shareholder reports for AB funds can be obtained by calling AB at (800) 227-4618.

(i) Affiliated investments.

(j) The rate shown represents the 7-day yield as of period end.

(k) One contract relates to 1 share.

(l) As of August 31, 2022, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $35,838,149 and gross unrealized depreciation of investments was $(21,133,848), resulting in net unrealized appreciation of $14,704,301.

Currency Abbreviations:

AUD – Australian Dollar

BRL – Brazilian Real

CAD – Canadian Dollar

33

CHF – Swiss Franc

CLP – Chilean Peso

CNH – Chinese Yuan Renminbi (Offshore)

COP – Colombian Peso

CZK – Czech Koruna

DKK – Danish Krone

EUR – Euro

GBP – Great British Pound

HUF – Hungarian Forint

IDR – Indonesian Rupiah

INR – Indian Rupee

JPY – Japanese Yen

KRW – South Korean Won

MXN – Mexican Peso

MYR – Malaysian Ringgit

NOK – Norwegian Krone

NZD – New Zealand Dollar

PEN – Peruvian Sol

PHP – Philippine Peso

PLN – Polish Zloty

SEK – Swedish Krona

THB – Thailand Baht

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-NAHY – North American High Yield Credit Default Swap Index

CME – Chicago Mercantile Exchange

CPI – Consumer Price Index

ETF – Exchange Traded Fund

ETS – Emission Trading Scheme

KC HRW – Kansas City Hard Red Winter

LME – London Metal Exchange

MSCI – Morgan Stanley Capital International

OMXS – Stockholm Stock Exchange

OSE – Osaka Securities Exchange

RBOB – Reformulated Gasoline Blend-Stock for Oxygen Blending (Unleaded Gas)

REG – Registered Shares

REIT – Real Estate Investment Trust

SOFR – Secured Overnight Financing Rate

SPI – Share Price Index

TIPS – Treasury Inflation Protected Security

TOPIX – Tokyo Price Index

TSX – Toronto Stock Exchange

ULSD – Ultra-Low Sulfur Diesel

WTI – West Texas Intermediate

34

COUNTRY BREAKDOWN¹

August 31, 2022 (unaudited)

58.6	%	United States
9.6	%	Japan
3.3	%	Luxembourg
3.0	%	Canada
1.4	%	United Kingdom
1.0	%	France
0.9	%	Switzerland
0.7	%	Germany
0.6	%	Mexico
0.5	%	Sweden
0.5	%	Denmark
0.3	%	Netherlands
0.3	%	Spain
1.6	%	Other
17.7	%	Short-Term Investments
100.0	%	Total Investments

¹  All data are as of August 31, 2022. The Fund’s country breakdown is expressed as a percentage of total investments (excluding security lending collateral) and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see “Portfolio of Investments” section of the report for additional details). “Other” country weightings represent 0.3% or less in the following: Argentina, Australia, Austria, Belgium, Bermuda, Brazil, Chile, Colombia, Finland, Ireland, Italy, Jordan, Mongolia, Norway, Portugal, South Africa, Turkey, United Arab Emirates and Zambia.

35

AB Global Risk Allocation Fund, Inc.

August 31, 2022 (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.

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.

36

The following table summarizes the valuation of the Fund’s investments by the above fair value hierarchy levels as of August 31, 2022:

Investments in Securities:	Level 1			Level 2			Level 3			Total
Assets:
Inflation-Linked Securities	$	—		$	84,288,831		$	—		$	84,288,831
Common Stocks:
Information Technology		9,607,826			708,174			—			10,316,000
Financials		5,976,707			2,221,875			—			8,198,582
Health Care		5,172,331			1,705,761			—			6,878,092
Industrials		4,971,929			1,368,971			11,296			6,352,196
Consumer Staples		4,428,912			1,695,959			—			6,124,871
Materials		3,669,899			1,352,332			—			5,022,231
Utilities		3,212,102			1,508,937			—			4,721,039
Consumer Discretionary		3,629,133			1,066,327			—			4,695,460
Energy		2,526,032			1,088,321			—			3,614,353
Communication Services		2,017,874			734,346			—			2,752,220
Real Estate		2,049,893			348,602			0	(a)		2,398,495
Consumer Durables & Apparel		51,272			—			—			51,272
Investment Companies		13,820,985			—			0	(a)		13,820,985
Governments - Sovereign Bonds		—			1,171,065			—			1,171,065
Options Purchased - Puts		—			609,593			—			609,593
Warrants		8,429			—			—			8,429
Preferred Stocks		2,643			—			—			2,643
Short-Term Investments		34,708,476			—			—			34,708,476
Investments of Cash Collateral for
Securities Loaned in Affiliated Money
Market Fund		1,736,669			—			—			1,736,669
Total Investments in Securities		97,591,112			99,869,094			11,296			197,471,502
Other Financial Instruments(b):
Assets:
Futures		3,221,611			—			—			3,221,611
Forward Currency Exchange
Contracts		—			3,403,405			—			3,403,405
Centrally Cleared Interest Rate Swaps		—			1,418,971			—			1,418,971
Centrally Cleared Credit Default
Swaps		—			95,093			—			95,093
Liabilities:
Futures		(1,819,048	)		—			—			(1,819,048	)
Forward Currency Exchange
Contracts		—			(2,628,812	)		—			(2,628,812	)
Call Options Written		—			(692	)		—			(692	)
Put Options Written		—			(223,521	)		—			(223,521	)
Centrally Cleared Interest Rate Swaps		—			(2,784,651	)		—			(2,784,651	)
Total	$	98,993,675		$	99,148,887		$	11,296		$	198,153,858

^(a)  The Fund held securities with zero market value at period end.

37

^(b)  Other financial instruments are derivative instruments, such as futures, forwards and swaps, which are valued at the unrealized appreciation/(depreciation) on the instrument. Other financial instruments may also include swaps with upfront premiums, options written and swaptions written which are valued at market value.

A summary of the Fund’s transactions in AB mutual funds for the nine months ended August 31, 2022 is as follows:

Fund	Market Value 11/30/2021 (000)		Purchases at Cost (000)		Sales Proceeds (000)		Market Value 08/31/2022 (000)		Dividend Income (000)
Government Money Market Portfolio	$	8,456	$	156,507	$	130,255	$	34,708	$	138
Government Money Market Portfolio*		4,140		50,923		53,326		1,737		13
Total	$	12,596	$	207,430	$	183,581	$	36,445	$	151

* Investments of cash collateral for securities lending transactions.

38