# EDGAR Filing Document

**Accession Number:** 0000069752
**File Stem:** 0001410368-26-006620
**Filing Date:** 2026-1
**Character Count:** 96023
**Document Hash:** f1bc3f20ac321d03783cdcfbb4c00500
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-006620.hdr.sgml**: 20260123

**ACCESSION NUMBER**: 0001410368-26-006620

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251130

**FILED AS OF DATE**: 20260123

**DATE AS OF CHANGE**: 20260123

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** AB GLOBAL RISK ALLOCATION FUND, INC.
- **CENTRAL INDEX KEY:** 0000069752

**ORGANIZATION NAME:**
- **EIN:** 136020908
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-00134
- **FILM NUMBER:** 26553724

**BUSINESS ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001
- **BUSINESS PHONE:** 2129691000

**MAIL ADDRESS:**
- **STREET 1:** ALLIANCEBERNSTEIN LP
- **STREET 2:** 66 HUDSON BOULEVARD EAST, 26TH FLOOR
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10001

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN GLOBAL RISK ALLOCATION FUND, INC.
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCEBERNSTEIN BALANCED SHARES INC
- **DATE OF NAME CHANGE:** 20030319

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** ALLIANCE BALANCED SHARES INC/NJ
- **DATE OF NAME CHANGE:** 19990428

## Series and Classes Contracts Data

### AB GLOBAL RISK ALLOCATION FUND, INC. (Series ID: S000009974)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000027567 | Class A       | CABNX           |
| C000027569 | Class C       | CBACX           |
| C000027570 | Advisor Class | CBSYX           |
| C000027573 | Class I       | CABIX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** AB GLOBAL RISK ALLOCATION FUND, INC.

- **b. Investment Company Act file number:** 811-00134

- **c. CIK number of Registrant:** 0000069752

- **d. LEI of Registrant:** 549300RSIE10WXQ2LF59

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** ALLIANCEBERNSTEIN LP

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10001

  - **Telephone number:** 212-969-1000

**Item A.2. Information about the Series.**

- **a. Name of Series:** AB GLOBAL RISK ALLOCATION FUND, INC.

- **b. EDGAR series identifier (if any):** S000009974

- **c. LEI of Series:** 549300RSIE10WXQ2LF59

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $169292899.79

**Total Liabilities:** $1581354.44

**Net Assets:** $167711545.35

**Amount of Assets Invested in Other Investment Companies:** $13142642.59

**Cash Not Reported:** $5902284.54

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -2.28000000 | **1-Year:** -71.69000000 | **5-Year:** -3733.65000000 | **10-Year:** -62.37000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027567 | 2.39%                | 1.67%                | 0.41%                |
| Class ID C000027569 | 2.30%                | 1.64%                | 0.34%                |
| Class ID C000027570 | 2.41%                | 1.71%                | 0.41%                |
| Class ID C000027573 | 2.36%                | 1.72%                | 0.41%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $238106.33               | $1856767.37                                |
| Month 2  | $-27220.37               | $-279695.28                                |
| Month 3  | $-675981.29              | $868684.48                                 |

**Designated Index Information**

- **Index Name:** 60% MSCI World/40% Bloomberg Global Aggregate Bond Index

- **Index Identifier:** .WORLD:MSCI,LEGATRUU:IND

### Schedule of Portfolio Investments

| Name                                             | Title                                                                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |    Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Alliance Bernstein                               | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   30615537 | NS      | $30615537.34  | 18.25%            |  |  |  | No            |                  1 | On Loan: No      |
| ESCROW ALTEGRITY INC                             | ESCROW ALTEGRITY INC                                                                                               | CUSIP: 021ESC017<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1120 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| CONSTELLATION SOFTWARE INC                       | CONSTELLATION SOFTWARE INC                                                                                         | CUSIP: 000000000<br>LEI: 549300B6PYHMCTDWQV29 | N/A              | DE               |  | CA        |         53 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2029301.29   | 1.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $41129.94     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |          1 | NC      | $-77258.63    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $18989.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $-191077.26   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | KR        |          1 | NC      | $-14507.45    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-19121.18    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $299.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $32551.81     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $2291.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7097.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-12257.23    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CN        |          1 | NC      | $14848.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | ID        |          1 | NC      | $120.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-703.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $-7407.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |          1 | NC      | $3040.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | MX        |          1 | NC      | $15492.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $11734.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MX        |          1 | NC      | $8106.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-6635.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $13905.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ID        |          1 | NC      | $-1018.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7858.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $1941.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $2413.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $5113.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $8899.35      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-18011.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-7326.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | ID        |          1 | NC      | $14.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $-2598.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $266.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $12699.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $14300.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | GB        |          1 | NC      | $9173.99      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $4471.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | JP        |          1 | NC      | $-2740.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-9336.52     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $10418.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-36341.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6333.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $5421.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $4515.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $2841.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-6890.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-33143.97    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-11476.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-10268.48    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PE        |          1 | NC      | $9383.15      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PE        |          1 | NC      | $5959.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | BR        |          1 | NC      | $2565.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2889.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |          1 | NC      | $5021.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3286.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-13387.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |          1 | NC      | $-54938.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-28933.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1266.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-9216.86     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-18777.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-2877.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $-5250.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NZ        |          1 | NC      | $30334.30     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $118.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $675.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | AU        |          1 | NC      | $243.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $1953.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-104.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $373.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |          1 | NC      | $2505.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $2370.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $-342.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $-181.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-1130.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $15822.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-940.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |          1 | NC      | $-179849.97   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $21010.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | AU        |          1 | NC      | $4416.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1531.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-6435.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |          1 | NC      | $12022.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-12672.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | NZ        |          1 | NC      | $30159.42     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-66628.85    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $724.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1111.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1986.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $117.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6002.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED PLN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | PL        |          1 | NC      | $-982.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NZ        |          1 | NC      | $14017.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-9926.42     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CA        |          1 | NC      | $6505.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | HU        |          1 | NC      | $22065.79     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $1241.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $2351.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $7018.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2037.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $890.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-18.43       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-126.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1283.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $484.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | XX        |          1 | NC      | $13684.97     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-14903.68    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-5893.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $2142.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CH        |          1 | NC      | $-7696.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $7626.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $13936.95     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-12500.07    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | PH        |          1 | NC      | $3870.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-42552.61    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |          1 | NC      | $21769.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-5756.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $1357.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CN        |          1 | NC      | $492.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3992.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $5774.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |          1 | NC      | $1126.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MY        |          1 | NC      | $266.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-655.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-639.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-2637.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $5342.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3725.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4143.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | CO        |          1 | NC      | $2633.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | IN        |          1 | NC      | $-285.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | BR        |          1 | NC      | $1423.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-3019.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $301.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $-342.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-21578.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $-10044.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-4311.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |          1 | NC      | $6794.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $198.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | ZA        |          1 | NC      | $3104.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1097.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | BR        |          1 | NC      | $21267.62     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Invesco S&P 500 Equal Weight ETF                 | Invesco S&P 500 Equal Weight ETF                                                                                   | CUSIP: 46137V357<br>LEI: QPT4TMG79RF3UWNU0R52 | Long             | EC               | RF                | US        |       9240 | NS      | $1769737.20   | 1.06%             |  |  |  | No            |                  1 | On Loan: —       |
| iShares Core MSCI Emerging Markets ETF           | iShares Core MSCI Emerging Markets ETF                                                                             | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     103880 | NS      | $6970348.00   | 4.16%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Emerging Markets ex China ETF       | iShares MSCI Emerging Markets ex China ETF                                                                         | CUSIP: 46434G764<br>LEI: 549300OO3LEZN53XCB15 | Long             | EC               | RF                | US        |      37400 | NS      | $2662132.00   | 1.59%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Europe ETF                     | iShares Core MSCI Europe ETF                                                                                       | CUSIP: 46434V738<br>LEI: 549300XU2KDV0C5LCG21 | Long             | EC               | RF                | US        |     202660 | NS      | $14088923.20  | 8.40%             |  |  |  | No            |                  1 | On Loan: —       |
| United States Treasury                           | U.S. Treasury Bills                                                                                                | CUSIP: 912797PM3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   10000000 | PA      | $9917555.60   | 5.91%             | 2026-02-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                                                                | CUSIP: 912797RK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   20000000 | PA      | $19874788.80  | 11.85%            | 2026-01-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4312029 | PA      | $4243979.55   | 2.53%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7569422 | PA      | $7482492.28   | 4.46%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| VanEck Morningstar Wide Moat ETF                 | VanEck Morningstar Wide Moat ETF                                                                                   | CUSIP: 92189F643<br>LEI: 549300F440UAK5RSEH97 | Long             | EC               | RF                | US        |         60 | NS      | $6194.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vanguard S&P 500 ETF                             | Vanguard S&P 500 ETF                                                                                               | CUSIP: 922908363<br>LEI: 549300D8V8ZP5GRJOC71 | Long             | EC               | RF                | US        |      45420 | NS      | $28542382.20  | 17.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: SS2DJM0   IRS AUD R F  3.04000 IS2DJM0 CCPVANILLA / Short: SS2DJM0   IRS AUD P V 06MBBSW IS2DJN1 CCPVANILLA  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4740000 | OU      | $-39041.37    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: SS2DJQ4   IRS NZD R F  3.44500 IS2DJQ4 CCPVANILLA / Short: SS2DJQ4   IRS NZD P V 03MNZDBB IS2DJR5 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4470000 | OU      | $47755.79     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SS2DK27   IRS AUD R F   .87200 IS2DK27 CCPVANILLA / Short: SS2DK27   IRS AUD P V 06MBBSW IS2DK38 CCPVANILLA  | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3130000 | OU      | $-314015.27   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: SS2DJI6   IRS AUD R F  2.97500 IS2DJI6 CCPVANILLA / Short: SS2DJI6   IRS AUD P V 06MBBSW IS2DJJ7 CCPVANILLA  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    9490000 | OU      | $-83494.15    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: SS2DJO2   IRS NZD R F  3.50750 IS2DJO2 CCPVANILLA / Short: SS2DJO2   IRS NZD P V 03MNZDBB IS2DJP3 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   20260000 | OU      | $231192.33    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SS2P959   IRS NZD R F  5.12750 IS2P959 CCPVANILLA / Short: SS2P959   IRS NZD P V 03MNZDBB IS2P960 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    5540000 | OU      | $314893.45    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SS2PWW7   IRS GBP R F  4.62710 IS2PWW7 CCPOIS / Short: SS2PWW7   IRS GBP P V 00MSONIA IS2PWX8 CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3170000 | OU      | $127111.23    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Long: IS36O89   TRS CHF R F   .00000 IS36O90/SMZ5 / Short: IS36O89   TRS CHF P E IS36O89/DE000C7GFF47              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     121074 | OU      | $-9296.89     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS372S8   CDS USD R F  5.00000 IS372S8 CCPCDX / Short: SS372S8   CDS USD P V 03MEVENT IS372T9 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8680000 | OU      | $730147.47    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SS376O2   IRS USD R F  3.61700 IS376O2 CCPOIS / Short: SS376O2   IRS USD P V 00MSOFR IS376P3 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2930000 | OU      | $1240.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SS37UH3   IRS USD R F  3.39100 IS37UH3 CCPOIS / Short: SS37UH3   IRS USD P V 00MSOFR IS37UI4 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   17100000 | OU      | $20636.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliance Bernstein                               | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |      54654 | NS      | $54654.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                        | Woodside Energy Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |        261 | NS      | $4268.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 2446000000 | PA      | $15656247.75  | 9.34%             | 2025-12-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR MAR26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         32 | NC      | $44849.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR JAN26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         14 | NC      | $1184.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -2 | NC      | $17400.14     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          6 | NC      | $-13215.12    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 DEC25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         25 | NC      | $-10628.17    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 DEC25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -28 | NC      | $-71790.51    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT DEC25                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         21 | NC      | $34990.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         57 | NC      | $576494.18    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | SUGAR 11 (WORLD) MAR26                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         23 | NC      | $-27986.17    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          9 | NC      | $-34228.44    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | S+P/TSX 60 IX FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         10 | NC      | $146098.89    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR DEC25                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         20 | NC      | $348366.77    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES DEC25                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          9 | NC      | $-38898.73    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P MID 400 EMINI DEC25                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          4 | NC      | $-13017.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE MAR26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         39 | NC      | $47722.07     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         16 | NC      | $-4452.32     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR JAN26                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         12 | NC      | $-2790.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE JAN26                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          3 | NC      | $-7112.25     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE JAN26                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          6 | NC      | $2542.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR JAN26                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         22 | NC      | $1556.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR MAR26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          7 | NC      | $-15612.39    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE JAN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         19 | NC      | $95559.92     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          5 | NC      | $9659.29      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COTTON NO.2 FUTR MAR26                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          7 | NC      | $-2668.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR MAY26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          8 | NC      | $-4575.04     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE MAY26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          8 | NC      | $-3339.95     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE JAN26                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          4 | NC      | $-6332.92     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         -3 | NC      | $-3887.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COFFEE 'C' FUTURE MAY26                                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          4 | NC      | $59492.27     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          2 | NC      | $6549.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meff Financial Derivatives                       | IBEX 35 INDX FUTR DEC25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |          4 | NC      | $23995.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR FEB26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         20 | NC      | $382183.87    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |         -2 | NC      | $-11591.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         72 | NC      | $7233.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |          3 | NC      | $10226.18     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | MSCI SING IX ETS DEC25                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          8 | NC      | $2145.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         18 | NC      | $-11387.88    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | KC HRW WHEAT FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         10 | NC      | $-8307.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | COPPER FUTURE MAR26                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         10 | NC      | $50294.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         55 | NC      | $-5625.38     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE MAR26                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          4 | NC      | $135004.02    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR APR26                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          7 | NC      | $13823.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         23 | NC      | $62947.76     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE DEC25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         20 | NC      | $64019.99     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | BCOM COMDTY IND DEC25                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -228 | NC      | $-150969.15   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          4 | NC      | $8436.62      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | LOW SU GASOIL G MAY26                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          8 | NC      | $14667.77     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MIN S+P 500 EWF DEC25                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -11 | NC      | $-13442.75    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        512 | NC      | $4734.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         12 | NC      | $-6239.28     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        147 | NC      | $53612.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         54 | NC      | $68220.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         39 | NC      | $13606.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $671600.00    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $643360.00    | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 5YR BOND FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         69 | NC      | $12151.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    9930000 | PA      | $13685759.76  | 8.16%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| EXOR NV                                          | EXOR NV                                                                                                            | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        480 | NS      | $40435.87     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-07

**Name of Applicant:** AB GLOBAL RISK ALLOCATION FUND, INC.

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller