# EDGAR Filing Document

**Accession Number:** 0000069752
**File Stem:** 0001410368-25-018014
**Filing Date:** 2025-10
**Character Count:** 158364
**Document Hash:** 5f8e9118fb163dc5a3e048b60f9f9e20
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-25-018014.hdr.sgml**: 20251027

**ACCESSION NUMBER**: 0001410368-25-018014

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250831

**FILED AS OF DATE**: 20251027

**DATE AS OF CHANGE**: 20251027

**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:** 251419626

**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           |

## Nport-Ex

**AB Global Risk Allocation Fund, Inc.** 

**Consolidated Portfolio of Investments** 

**August 31, 2025 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **INVESTMENT COMPANIES – 31.1%** | **INVESTMENT COMPANIES – 31.1%** | **INVESTMENT COMPANIES – 31.1%** | **INVESTMENT COMPANIES – 31.1%** |
|  **Funds and Investment Trusts – 31.1%<sup>(a)</sup>** | **Funds and Investment Trusts – 31.1%<sup>(a)</sup>** | **Funds and Investment Trusts – 31.1%<sup>(a)</sup>** | **Funds and Investment Trusts – 31.1%<sup>(a)</sup>** |
|  Altegrity, Inc.<sup>(b) (c) (d) (e)</sup> |  | 1120 | $0 |
|  Invesco S&P 500 Equal Weight ETF |  | 9240 | 1742849 |
|  iShares Core MSCI Emerging Markets ETF |  | 103880 | 6449909 |
|  iShares Core MSCI Europe ETF |  | 202660 | 13525528 |
|  iShares MSCI Emerging Markets ex China ETF |  | 37400 | 2373778 |
|  VanEck Morningstar Wide Moat ETF |  | 60 | 5909 |
|  Vanguard S&P 500 ETF |  | 45420 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26937694 |
|  Total Investment Companies <br>(cost $41,621,729) |  |  | 51035667 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **INFLATION-LINKED SECURITIES – 16.8%** | **INFLATION-LINKED SECURITIES – 16.8%** | **INFLATION-LINKED SECURITIES – 16.8%** | **INFLATION-LINKED SECURITIES – 16.8%** |
|  **United States – 16.8%** | **United States – 16.8%** | **United States – 16.8%** | **United States – 16.8%** |
|  U.S. Treasury Inflation Index |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.375%, 01/15/2027 (TIPS) | U.S.$| 7518 | 7465048 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/15/2028 (TIPS) |  | 20282 | 20096725 |
|  Total Inflation-Linked Securities <br>(cost $27,381,514) |  |  | 27561773 |
|  **GOVERNMENTS - TREASURIES – 0.9%** | **GOVERNMENTS - TREASURIES – 0.9%** | **GOVERNMENTS - TREASURIES – 0.9%** | **GOVERNMENTS - TREASURIES – 0.9%** |
|  **Japan – 0.9%** | **Japan – 0.9%** | **Japan – 0.9%** | **Japan – 0.9%** |
|  Japan Government Thirty Year Bond <br>Series 86 <br>2.40%, 03/20/2055 <br>(cost $1,618,794) | JPY | 255000 | 1499148 |
|  | **Nominal**<br>**Amount** | **Nominal**<br>**Amount** |  |
|  **PURCHASED OPTIONS - CALLS – 0.3%** | **PURCHASED OPTIONS - CALLS – 0.3%** | **PURCHASED OPTIONS - CALLS – 0.3%** | **PURCHASED OPTIONS - CALLS – 0.3%** |
|  **Options on Equity Indices – 0.3%** | **Options on Equity Indices – 0.3%** | **Options on Equity Indices – 0.3%** | **Options on Equity Indices – 0.3%** |
|  S&P 500 Index <br>Expiration: Jun 2026; Contracts: 13; <br>Exercise Price: USD 6,600.00; <br>Counterparty: Morgan Stanley & Co., Inc.<sup>(c)</sup> <br>(premium paid $414,665) | USD | 8580000 | 482170 |
|  **PURCHASED OPTIONS - PUTS – 0.3%** | **PURCHASED OPTIONS - PUTS – 0.3%** | **PURCHASED OPTIONS - PUTS – 0.3%** | **PURCHASED OPTIONS - PUTS – 0.3%** |
|  **Options on Equity Indices – 0.3%** | **Options on Equity Indices – 0.3%** | **Options on Equity Indices – 0.3%** | **Options on Equity Indices – 0.3%** |
|  S&P 500 Index <br>Expiration: Jun 2026; Contracts: 13; <br>Exercise Price: USD 6,600.00; <br>Counterparty: Morgan Stanley & Co., Inc.<sup>(c)</sup> <br>(premium paid $545627) | USD | 8580000 | 436930 |
|  | **Shares** | **Shares** |  |
|  **COMMON STOCKS – 0.1%** | **COMMON STOCKS – 0.1%** | **COMMON STOCKS – 0.1%** | **COMMON STOCKS – 0.1%** |
|  **Financials – 0.1%** | **Financials – 0.1%** | **Financials – 0.1%** | **Financials – 0.1%** |
|  **Financial Services – 0.1%** | **Financial Services – 0.1%** | **Financial Services – 0.1%** | **Financial Services – 0.1%** |
|  EXOR NV<sup>(b) (c) (e)</sup> |  | 480 | 48097 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **Energy – 0.0%** | **Energy – 0.0%** | **Energy – 0.0%** | **Energy – 0.0%** |
|  **Oil, Gas & Consumable Fuels – 0.0%** | **Oil, Gas & Consumable Fuels – 0.0%** | **Oil, Gas & Consumable Fuels – 0.0%** | **Oil, Gas & Consumable Fuels – 0.0%** |
|  Woodside Energy Group Ltd. |  | 261 | $4499 |
|  Total Common Stocks <br>(cost $21,807) |  |  | 52596 |
|  **WARRANTS – 0.0%** | **WARRANTS – 0.0%** | **WARRANTS – 0.0%** | **WARRANTS – 0.0%** |
|  **Information Technology – 0.0%** | **Information Technology – 0.0%** | **Information Technology – 0.0%** | **Information Technology – 0.0%** |
|  **Software – 0.0%** | **Software – 0.0%** | **Software – 0.0%** | **Software – 0.0%** |
|  Constellation Software, Inc./Canada, expiring 03/31/2040 <sup>(b) (c) (e)</sup> <br>(cost $0) |  | 53 | 0 |
|  **SHORT-TERM INVESTMENTS – 46.4%** | **SHORT-TERM INVESTMENTS – 46.4%** | **SHORT-TERM INVESTMENTS – 46.4%** | **SHORT-TERM INVESTMENTS – 46.4%** |
|  **Investment Companies – 15.4%** | **Investment Companies – 15.4%** | **Investment Companies – 15.4%** | **Investment Companies – 15.4%** |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 4.14%<sup>(a) (f) (g)</sup> <br>(cost $25,301,153) |  | 25301153 | 25301153 |
|  | **Principal<br>Amount<br>(000)** | **Principal<br>Amount<br>(000)** |  |
|  **U.S. Treasury Bills – 12.1%** | **U.S. Treasury Bills – 12.1%** | **U.S. Treasury Bills – 12.1%** | **U.S. Treasury Bills – 12.1%** |
|  U.S. Treasury Bill |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 10/30/2025 | U.S.$| 10000 | 9932978 |
| &nbsp;&nbsp;&nbsp;&nbsp; Zero Coupon, 11/25/2025 |  | 10000 | 9906083 |
|  Total U.S. Treasury Bills <br>(cost $19,833,226) | Total U.S. Treasury Bills <br>(cost $19,833,226) | Total U.S. Treasury Bills <br>(cost $19,833,226) | 19839061 |
|  **Treasury Bills – 18.9%** | **Treasury Bills – 18.9%** | **Treasury Bills – 18.9%** | **Treasury Bills – 18.9%** |
|  **Japan – 18.9%** | **Japan – 18.9%** | **Japan – 18.9%** | **Japan – 18.9%** |
|  Japan Treasury Discount Bill <br>Series 1310 <br>Zero Coupon, 09/08/2025 <br>(cost $31,537,912) | JPY | 4560000 | 31027425 |
|  Total Short-Term Investments <br>(cost $76,672,291) | Total Short-Term Investments <br>(cost $76,672,291) | Total Short-Term Investments <br>(cost $76,672,291) | 76167639 |
|  **Total Investments – 95.9%** <br> (cost $148,276,427)<sup>(h)</sup> | **Total Investments – 95.9%** <br> (cost $148,276,427)<sup>(h)</sup> | **Total Investments – 95.9%** <br> (cost $148,276,427)<sup>(h)</sup> | 157235923 |
|  Other assets less liabilities – 4.1% | Other assets less liabilities – 4.1% | Other assets less liabilities – 4.1% | 6735374 |
|  **Net Assets – 100.0%** | **Net Assets – 100.0%** | **Net Assets – 100.0%** | $**163971297** |

---

**FUTURES** 

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of**<br> **Contracts** | **Expiration**<br> **Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** | **Purchased Contracts** |
| Australian 10 Yr Bond Futures | 21 | September 2025 | $1562624 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7709 |
| Brent Crude Oil Futures | 17 | November 2025 | 1130500 | (4553) |
| Canadian 5 Yr Bond Futures | 68 | December 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5658951 | 22161 |
| Canadian 10 Yr Bond Futures | 42 | &nbsp;&nbsp;&nbsp;&nbsp;December 2025 | 3685455 | 23474 |

---

------

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Description** | **Number**<br> **of**<br> **Contracts** | **Expiration**<br> **Month** | **Current**<br> **Notional** | **Value and**<br> **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| Coffee 'C' Futures | 5 | &nbsp;&nbsp;&nbsp;&nbsp;December 2025 | $723937 | $87167 |
| Copper Futures | 8 | December 2025 | 918100 | 13079 |
| Corn Futures | 32 | March 2026 | 700400 | 25269 |
| Cotton No. 2 Futures | 7 | December 2025 | 232890 | (5524) |
| Euro-BOBL Futures | 65 | September 2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8932068 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(44961) |
| Euro-BTP Futures | 20 | September 2025 | 2813609 | (7283) |
| Euro-Bund Futures | 60 | September 2025 | 9093632 | (93454) |
| Euro-OAT Futures | 23 | September 2025 | 3280317 | (73763) |
| FTSE 100 Index Futures | 7 | September 2025 | 872180 | 29440 |
| FTSE/MIB Index Futures | 3 | September 2025 | 741389 | 44756 |
| Gasoline RBOB Futures | 4 | December 2025 | 311926 | 2784 |
| Gold 100 OZ Futures | 15 | December 2025 | 5274150 | 190354 |
| Hang Seng Index Futures | 2 | September 2025 | 320993 | (9656) |
| IBEX 35 Index Futures | 4 | September 2025 | 700466 | 2732 |
| KC HRW Wheat Futures | 10 | March 2026 | 270375 | (1683) |
| Lean Hogs Futures | 6 | October 2025 | 228060 | 9842 |
| Live Cattle Futures | 8 | October 2025 | 766880 | 145998 |
| LME Lead Futures | 3 | September 2025 | 147145 | (5655) |
| LME Nickel Futures | 4 | September 2025 | 366878 | 2483 |
| LME Primary Aluminum Futures | 13 | September 2025 | 850704 | 4635 |
| LME Zinc Futures | 5 | September 2025 | 353336 | 11779 |
| Long Gilt Futures | 131 | December 2025 | 16027432 | 1874 |
| Low SU Gasoil Futures | 6 | January 2026 | 387750 | (2016) |
| MSCI Emerging Markets Index Futures | 24 | September 2025 | 1517880 | 69142 |
| MSCI Singapore ETS Index Futures | 8 | September 2025 | 276861 | (1140) |
| Natural Gas Futures | 27 | December 2025 | 1145610 | (43166) |
| NY Harbor ULSD Futures | 4 | December 2025 | 376320 | (7192) |
| S&P 500 E-Mini Futures | 56 | September 2025 | 18123700 | 1025717 |
| S&P/TSX 60 Index Futures | 11 | September 2025 | 2716380 | 186761 |
| Silver Futures | 6 | December 2025 | 1221690 | 62144 |
| Soybean Futures | 19 | January 2026 | 1018875 | 33572 |
| Soybean Meal Futures | 21 | December 2025 | 606900 | (43110) |
| Soybean Oil Futures | 22 | January 2026 | 691944 | 6441 |
| SPI 200 Futures | 9 | September 2025 | 1315984 | 58197 |
| Sugar 11 (World) Futures | 24 | September 2025 | 440026 | (43041) |
| TOPIX Index Futures | 21 | September 2025 | 4390630 | 409281 |
| U.S. T-Note 5 Yr (CBT) Futures | 96 | December 2025 | 10509000 | 54416 |
| U.S. T-Note 10 Yr (CBT) Futures | 372 | December 2025 | 41850000 | 116559 |
| Wheat (CBT) Futures | 16 | March 2026 | 441600 | 6348 |
| WTI Crude Futures | 15 | December 2025 | 940500 | (6837) |
| **Sold Contracts** |  |  |  |  |
| Bloomberg Commodity Index Futures | 372 | September 2025 | 3823788 | 93282 |
| E-mini S&P 500 Equal Weight Futures | 11 | September 2025 | 1679260 | (47215) |
| Euro STOXX 50 Index Futures | 26 | September 2025 | 1630981 | (7031) |
| OMXS 30 Index Futures | 3 | September 2025 | 83467 | (586) |
| U.S. T-Note 5 Yr (CBT) Futures | 59 | December 2025 | 6458656 | (42951) |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2256579 |

---

**FORWARD CURRENCY EXCHANGE CONTRACTS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| Bank of America NA | USD | 1939 | SEK | 18398 | 09/04/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5252 |
| Bank of America NA | CHF | 3547 | USD | 4487 | 09/10/2025 | 49895 |
| Bank of America NA | COP | 1093916 | USD | 271 | 09/17/2025 | (612) |
| Bank of America NA | USD | 1576 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545684 | 09/17/2025 | 33686 |
| Bank of America NA | GBP | 980 | USD | 1317 | 09/19/2025 | (7859) |
| Bank of America NA | CAD | 1437 | USD | 1041 | 11/14/2025 | (8563) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| Bank of America NA | USD | 1041 | CAD | 1437 | 11/14/2025 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8561 |
| Bank of America NA | TWD | 18118 | USD | 612 | 11/21/2025 | 14101 |
| Bank of America NA | USD | 2612 | TWD | 77363 | 11/21/2025 | (60211) |
| Barclays Capital, Inc. | BRL | 12258 | USD | 2259 | 09/03/2025 | (1896) |
| Barclays Capital, Inc. | USD | 2175 | BRL | 12258 | 09/03/2025 | 85558 |
| Barclays Capital, Inc. | SEK | 37865 | USD | 4001 | 09/04/2025 | 445 |
| Barclays Capital, Inc. | SEK | 47353 | USD | 4960 | 09/04/2025 | (43703) |
| Barclays Capital, Inc. | USD | 1365 | EUR | 1161 | 09/04/2025 | (6123) |
| Barclays Capital, Inc. | USD | 748 | SEK | 7122 | 09/04/2025 | 4782 |
| Barclays Capital, Inc. | COP | 1787435 | USD | 437 | 09/17/2025 | (6755) |
| Barclays Capital, Inc. | MYR | 4249 | USD | 1009 | 09/17/2025 | 2317 |
| Barclays Capital, Inc. | MYR | 4301 | USD | 1017 | 09/17/2025 | (1716) |
| Barclays Capital, Inc. | USD | 207 | PEN | 735 | 09/17/2025 | 1413 |
| Barclays Capital, Inc. | USD | 1764 | GBP | 1308 | 09/19/2025 | 4354 |
| Barclays Capital, Inc. | USD | 703 | KRW | 969896 | 10/14/2025 | (3684) |
| Barclays Capital, Inc. | IDR | 29319438 | USD | 1796 | 10/24/2025 | 14065 |
| Barclays Capital, Inc. | USD | 2577 | IDR | 42064662 | 10/24/2025 | (20179) |
| Barclays Capital, Inc. | USD | 664 | TWD | 19743 | 11/21/2025 | (12341) |
| BNP Paribas SA | NZD | 2255 | USD | 1324 | 11/07/2025 | (8847) |
| Brown Brothers Harriman & Co. | USD | 3590 | GBP | 2658 | 09/19/2025 | 3218 |
| Citibank NA | NOK | 5713 | USD | 565 | 09/04/2025 | (3476) |
| Citibank NA | USD | 565 | EUR | 481 | 09/04/2025 | (2534) |
| Citibank NA | EUR | 807 | USD | 932 | 09/10/2025 | (12144) |
| Citibank NA | JPY | 4560000 | USD | 31907 | 09/10/2025 | 853096 |
| Citibank NA | USD | 1000 | CHF | 805 | 09/10/2025 | 7071 |
| Citibank NA | USD | 2806 | EUR | 2398 | 09/10/2025 | 808 |
| Citibank NA | GBP | 789 | USD | 1067 | 09/19/2025 | 623 |
| Citibank NA | GBP | 771 | USD | 1038 | 09/19/2025 | (4684) |
| Citibank NA | KRW | 761155 | USD | 555 | 10/14/2025 | 5898 |
| Citibank NA | USD | 2855 | KRW | 3915030 | 10/14/2025 | (30632) |
| Citibank NA | USD | 1235 | CNH | 8831 | 10/16/2025 | 8864 |
| Citibank NA | PHP | 37857 | USD | 663 | 10/28/2025 | 1440 |
| Citibank NA | INR | 340797 | USD | 3874 | 11/21/2025 | 27267 |
| Citibank NA | USD | 1022 | INR | 89967 | 11/21/2025 | (6899) |
| Deutsche Bank AG | BRL | 6007 | USD | 1107 | 09/03/2025 | (929) |
| Deutsche Bank AG | USD | 1094 | BRL | 6007 | 09/03/2025 | 13953 |
| Deutsche Bank AG | NOK | 15071 | USD | 1491 | 09/04/2025 | (8634) |
| Deutsche Bank AG | USD | 1668 | NOK | 16805 | 09/04/2025 | 3369 |
| Deutsche Bank AG | EUR | 1681 | USD | 1970 | 09/10/2025 | 2139 |
| Deutsche Bank AG | EUR | 516 | USD | 602 | 09/10/2025 | (1813) |
| Deutsche Bank AG | USD | 602 | CHF | 485 | 09/10/2025 | 5383 |
| Deutsche Bank AG | USD | 1970 | CHF | 1561 | 09/10/2025 | (17241) |
| Deutsche Bank AG | USD | 791 | HUF | 268361 | 09/17/2025 | 249 |
| Deutsche Bank AG | USD | 1079 | PEN | 3848 | 09/17/2025 | 9590 |
| Deutsche Bank AG | KRW | 1421600 | USD | 1027 | 10/14/2025 | 933 |
| Deutsche Bank AG | USD | 187 | KRW | 259475 | 10/14/2025 | 105 |
| Deutsche Bank AG | USD | 191 | KRW | 263744 | 10/14/2025 | (249) |
| Deutsche Bank AG | USD | 201 | IDR | 3269647 | 10/24/2025 | (1987) |
| Deutsche Bank AG | PHP | 24713 | USD | 435 | 10/28/2025 | 3125 |
| Deutsche Bank AG | PHP | 21859 | USD | 381 | 10/28/2025 | (1616) |
| Deutsche Bank AG | TWD | 42610 | USD | 1405 | 11/21/2025 | (941) |
| Deutsche Bank AG | USD | 3349 | INR | 294508 | 11/21/2025 | (24079) |
| Deutsche Bank AG | USD | 552 | TWD | 16705 | 11/21/2025 | (1033) |
| Goldman Sachs Bank USA | NOK | 16066 | USD | 1582 | 09/04/2025 | (15812) |
| Goldman Sachs Bank USA | USD | 7581 | SEK | 72354 | 09/04/2025 | 64314 |
| Goldman Sachs Bank USA | CLP | 475726 | USD | 492 | 09/17/2025 | 52 |
| Goldman Sachs Bank USA | CLP | 656214 | USD | 675 | 09/17/2025 | (3646) |
| Goldman Sachs Bank USA | PLN | 2538 | USD | 697 | 09/17/2025 | 137 |
| Goldman Sachs Bank USA | USD | 310 | COP | 1252747 | 09/17/2025 | 1262 |
| Goldman Sachs Bank USA | USD | 1148 | HUF | 392016 | 09/17/2025 | 8123 |
| Goldman Sachs Bank USA | GBP | 3224 | USD | 4337 | 09/19/2025 | (22218) |
| Goldman Sachs Bank USA | USD | 2220 | GBP | 1651 | 09/19/2025 | 11376 |
| Goldman Sachs Bank USA | PHP | 11039 | USD | 193 | 10/28/2025 | (202) |
| Goldman Sachs Bank USA | USD | 1231 | AUD | 1912 | 11/07/2025 | 22003 |
| HSBC Bank USA | CLP | 792042 | USD | 832 | 09/17/2025 | 13124 |
| HSBC Bank USA | COP | 2135270 | USD | 521 | 09/17/2025 | (10061) |
| HSBC Bank USA | PLN | 2904 | USD | 792 | 09/17/2025 | (4843) |
| HSBC Bank USA | USD | 631 | CZK | 13366 | 09/17/2025 | 9035 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| HSBC Bank USA | USD | 338 | KRW | 466660 | 10/14/2025 | $(1770) |
| HSBC Bank USA | IDR | 12151848 | USD | 744 | 10/24/2025 | 5313 |
| HSBC Bank USA | USD | 664 | AUD | 1019 | 11/07/2025 | 3586 |
| HSBC Bank USA | USD | 2448 | NZD | 4128 | 11/07/2025 | (6725) |
| JPMorgan Chase Bank | NOK | 34178 | USD | 3356 | 09/04/2025 | (44425) |
| JPMorgan Chase Bank | SEK | 10177 | USD | 1056 | 09/04/2025 | (19063) |
| JPMorgan Chase Bank | USD | 1244 | NOK | 12624 | 09/04/2025 | 11602 |
| JPMorgan Chase Bank | EUR | 2489 | USD | 2929 | 09/10/2025 | 16599 |
| JPMorgan Chase Bank | EUR | 659 | USD | 766 | 09/10/2025 | (5133) |
| JPMorgan Chase Bank | USD | 2981 | EUR | 2533 | 09/10/2025 | (16379) |
| JPMorgan Chase Bank | PLN | 8271 | USD | 2245 | 09/17/2025 | (24146) |
| JPMorgan Chase Bank | GBP | 2560 | USD | 3473 | 09/19/2025 | 12269 |
| JPMorgan Chase Bank | CNH | 14970 | USD | 2092 | 10/16/2025 | (17432) |
| JPMorgan Chase Bank | USD | 2152 | CNH | 15335 | 10/16/2025 | 8109 |
| JPMorgan Chase Bank | PHP | 4996 | USD | 88 | 10/28/2025 | 147 |
| Morgan Stanley Capital Services, Inc. | BRL | 18265 | USD | 3350 | 09/03/2025 | (18630) |
| Morgan Stanley Capital Services, Inc. | USD | 3366 | BRL | 18265 | 09/03/2025 | 2825 |
| Morgan Stanley Capital Services, Inc. | NOK | 14641 | USD | 1435 | 09/04/2025 | (21799) |
| Morgan Stanley Capital Services, Inc. | USD | 2077 | SEK | 19631 | 09/04/2025 | (2965) |
| Morgan Stanley Capital Services, Inc. | CHF | 1561 | USD | 1946 | 09/10/2025 | (6780) |
| Morgan Stanley Capital Services, Inc. | EUR | 2861 | USD | 3374 | 09/10/2025 | 24383 |
| Morgan Stanley Capital Services, Inc. | USD | 2147 | EUR | 1821 | 09/10/2025 | (15517) |
| Morgan Stanley Capital Services, Inc. | CLP | 2076321 | USD | 2204 | 09/17/2025 | 56570 |
| Morgan Stanley Capital Services, Inc. | COP | 2350445 | USD | 581 | 09/17/2025 | (3432) |
| Morgan Stanley Capital Services, Inc. | CZK | 47751 | USD | 2246 | 09/17/2025 | (39261) |
| Morgan Stanley Capital Services, Inc. | PEN | 2995 | USD | 841 | 09/17/2025 | (6586) |
| Morgan Stanley Capital Services, Inc. | USD | 1303 | CLP | &nbsp;&nbsp;&nbsp;&nbsp;1227150 | 09/17/2025 | (33434) |
| Morgan Stanley Capital Services, Inc. | USD | 1602 | PEN | 5707 | 09/17/2025 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13040 |
| Morgan Stanley Capital Services, Inc. | USD | 3326 | BRL | 18265 | 10/02/2025 | 17479 |
| Morgan Stanley Capital Services, Inc. | USD | 486 | KRW | 671697 | 10/14/2025 | (1318) |
| Morgan Stanley Capital Services, Inc. | ZAR | 8987 | USD | 511 | 10/14/2025 | 2774 |
| Morgan Stanley Capital Services, Inc. | IDR | 1536353 | USD | 94 | 10/24/2025 | 613 |
| Morgan Stanley Capital Services, Inc. | AUD | 2132 | USD | 1380 | 11/07/2025 | (16502) |
| Morgan Stanley Capital Services, Inc. | USD | 1134 | AUD | 1752 | 11/07/2025 | 13562 |
| NatWest Markets PLC | NOK | 6432 | USD | 630 | 09/04/2025 | (9877) |
| NatWest Markets PLC | USD | 630 | EUR | 540 | 09/04/2025 | 1337 |
| State Street Bank & Trust Co. | NOK | 3978 | USD | 391 | 09/04/2025 | (5241) |
| State Street Bank & Trust Co. | SEK | 1549 | USD | 164 | 09/04/2025 | 562 |
| State Street Bank & Trust Co. | SEK | 6038 | USD | 632 | 09/04/2025 | (5991) |
| State Street Bank & Trust Co. | USD | 2023 | NOK | 20530 | 09/04/2025 | 19000 |
| State Street Bank & Trust Co. | USD | 1309 | SEK | 12541 | 09/04/2025 | 16330 |
| State Street Bank & Trust Co. | USD | 239 | SEK | 2261 | 09/04/2025 | (480) |
| State Street Bank & Trust Co. | CHF | 804 | USD | 1018 | 09/10/2025 | 11753 |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty** | **Contracts to**<br> **Deliver**<br> **(000)** | **Contracts to**<br> **Deliver**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **In Exchange**<br> **For**<br> **(000)** | **Settlement**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| State Street Bank & Trust Co. | CHF | 292 | USD | 364 | 09/10/2025 | $(1225) |
| State Street Bank & Trust Co. | EUR | 215 | USD | 252 | 09/10/2025 | 564 |
| State Street Bank & Trust Co. | EUR | 214 | USD | 248 | 09/10/2025 | (2218) |
| State Street Bank & Trust Co. | USD | 298 | EUR | 256 | 09/10/2025 | 2223 |
| State Street Bank & Trust Co. | USD | 341 | EUR | 291 | 09/10/2025 | (213) |
| State Street Bank & Trust Co. | THB | 76898 | USD | 2393 | 09/12/2025 | 17867 |
| State Street Bank & Trust Co. | THB | 37292 | USD | 1145 | 09/12/2025 | (6895) |
| State Street Bank & Trust Co. | USD | 1306 | CZK | 27715 | 09/17/2025 | 19915 |
| State Street Bank & Trust Co. | USD | 1005 | HUF | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;343529 | 09/17/2025 | 8108 |
| State Street Bank & Trust Co. | USD | 680 | PLN | 2507 | 09/17/2025 | 7500 |
| State Street Bank & Trust Co. | GBP | 303 | USD | 411 | 09/19/2025 | 1100 |
| State Street Bank & Trust Co. | GBP | 1942 | USD | 2598 | 09/19/2025 | (26811) |
| State Street Bank & Trust Co. | USD | 605 | GBP | 449 | 09/19/2025 | 1819 |
| State Street Bank & Trust Co. | USD | 118 | ZAR | 2122 | 10/14/2025 | 2273 |
| State Street Bank & Trust Co. | ZAR | 5876 | USD | 332 | 10/14/2025 | (393) |
| State Street Bank & Trust Co. | CNH | 22242 | USD | 3112 | 10/16/2025 | (21084) |
| State Street Bank & Trust Co. | USD | 859 | CNH | 6139 | 10/16/2025 | 5819 |
| State Street Bank & Trust Co. | MXN | 4461 | USD | 236 | 10/22/2025 | (1526) |
| State Street Bank & Trust Co. | USD | 1666 | MXN | 31423 | 10/22/2025 | 8896 |
| State Street Bank & Trust Co. | JPY | 42891 | USD | 293 | 10/30/2025 | (804) |
| State Street Bank & Trust Co. | USD | 305 | JPY | 44635 | 10/30/2025 | 523 |
| State Street Bank & Trust Co. | NZD | 240 | USD | 142 | 11/07/2025 | 527 |
| State Street Bank & Trust Co. | USD | 372 | AUD | 572 | 11/07/2025 | 2936 |
| State Street Bank & Trust Co. | USD | 358 | NZD | 608 | 11/07/2025 | 1944 |
| State Street Bank & Trust Co. | USD | 1001 | CAD | 1381 | 11/14/2025 | 8059 |
| UBS | NOK | 23788 | USD | 2345 | 09/04/2025 | (21137) |
| UBS | USD | 2278 | NOK | 23079 | 09/04/2025 | 17958 |
| UBS | USD | 744 | NOK | 7480 | 09/04/2025 | (176) |
| UBS | USD | 976 | SEK | 9323 | 09/04/2025 | 8654 |
| UBS | COP | 2755610 | USD | 673 | 09/17/2025 | (12274) |
| UBS | PLN | 2152 | USD | 591 | 09/17/2025 | 867 |
| UBS | USD | 841 | COP | 3444361 | 09/17/2025 | 15342 |
| UBS | USD | 983 | GBP | 733 | 09/19/2025 | 7824 |
| UBS | KRW | 2025274 | USD | 1467 | 10/14/2025 | 5562 |
| UBS | USD | 1131 | KRW | 1555540 | 10/14/2025 | (8799) |
| UBS | PHP | 11584 | USD | 201 | 10/28/2025 | (2030) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;898486 |

---

------

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed**<br> **Rate**<br> **(Pay)**<br> **Receive** | **Payment**<br> **Frequency** | **Implied**<br> **Credit**<br> **Spread at**<br> **August 31,**<br> **2025** | **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | **Market**<br> **Value** | **Upfront**<br> **Premiums**<br> **Paid**<br> **(Received)** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** | **Sale Contracts** |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 44, 5 Year Index, 06/20/2030\* | 5.00% | Quarterly | 3.21% | USD | 8680 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712218 | $467231 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;244987 |

---

*\** *Termination date* 

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
|  | | | **<u>Rate Type</u>** | **<u>Rate Type</u>** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | <br>**Termination**<br> **Date** | **Payments**<br> **made**<br> **by the**<br> **Fund** | **Payments**<br> **received**<br> **by the**<br> **Fund** |<br>**Payment**<br> **Frequency**<br> **Paid/**<br> **Received** |<br>**Market**<br> **Value** |<br>**Upfront**<br> **Premiums**<br> **Paid**<br> **(Received)** |<br>**Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| AUD | 4740 | 02/23/2027 | 6 Month BBSW | 3.040% | Semi-Annual | $(21061) | $71125 | $(92186) |
| NZD | 20260 | 02/24/2027 | 3 Month BKBM | 3.508% | Quarterly/<br>Semi-Annual | 121043 | 207762 | (86719) |
| AUD | 9490 | 02/27/2027 | 6 Month BBSW | 2.975% | Semi-Annual | (47243) | 135673 | (182916) |
| NZD | 7750 | 02/28/2027 | 3 Month BKBM | 3.445% | Quarterly/<br>Semi-Annual | 40656 | 73977 | (33321) |
| GBP | 3170 | 10/26/2028 | 1 Day SONIA | 4.627% | Annual | 116304 |  | 116304 |
| AUD | 3130 | 11/13/2030 | 6 Month BBSW | 0.872% | Semi-Annual | (297983) | (133900) | (164083) |
| NZD | 5540 | 10/03/2033 | 3 Month BKBM | 5.128% | Quarterly/<br>Semi-Annual | 381459 |  | 381459 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;293175 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;354637 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(61462) |

---

**TOTAL RETURN SWAPS** 

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Counterparty &**<br> **Referenced Obligation** | **Rate Paid/**<br> **Received** | **Payment**<br> **Frequency** | **Current**<br> **Notional**<br> **(000)** | **Current**<br> **Notional**<br> **(000)** | **Maturity**<br> **Date** | **Unrealized**<br> **Appreciation**<br> **(Depreciation)** |
| **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** | **Pay Total Return on Reference Obligation** |
| Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC | Morgan Stanley Capital Services LLC |
| &nbsp;&nbsp;&nbsp;&nbsp; Swiss Market Index Futures | 0.00% | Maturity | CHF | 122 | 09/19/2025 | $(3906) |

---

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

*(b)* *Fair valued by the Adviser.* 

*(c)* *Non-income producing security.* 

*(d)* *Escrow shares.* 

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

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

*(g)* *Affiliated investments.* 

*(h)* *As of August 31, 2025, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $14,920,050 and gross unrealized depreciation of investments was $(2,625,870), resulting in net unrealized appreciation of $12,294,180.* 

------

*Currency Abbreviations:* 

*AUD – Australian Dollar* 

*BRL – Brazilian Real* 

*CAD – Canadian Dollar* 

*CHF – Swiss Franc* 

*CLP – Chilean Peso* 

*CNH – Chinese Yuan Renminbi (Offshore)* 

*COP – Colombian Peso* 

*CZK – Czech Koruna* 

*EUR – Euro* 

*GBP – Great British Pound* 

*HUF – Hungarian Forint* 

*IDR – Indonesian Rupiah* 

*INR – Indian Rupee* 

*JPY – Japanese Yen* 

*KRW – South Korean Won* 

*MXN – Mexican Peso* 

*MYR – Malaysian Ringgit* 

*NOK – Norwegian Krone* 

*NZD – New Zealand Dollar* 

*PEN – Peruvian Sol* 

*PHP – Philippine Peso* 

*PLN – Polish Zloty* 

*SEK – Swedish Krona* 

*THB – Thailand Baht* 

*TWD – New Taiwan Dollar* 

*USD – United States Dollar* 

*ZAR – South African Rand* 

*Glossary:* 

*BBSW – Bank Bill Swap Reference Rate (Australia)* 

*BKBM – Bank Bill Benchmark (New Zealand)* 

*BOBL – Bundesobligationen* 

*BTP – Buoni del Tesoro Poliennali* 

*CBT – Chicago Board of Trade* 

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

*ETF – Exchange Traded Fund* 

*ETS – Emission Trading Scheme* 

*FTSE – Financial Times Stock Exchange* 

*IBEX – International Business Exchange* 

*KC HRW – Kansas City Hard Red Winter* 

*LME – London Metal Exchange* 

*MIB – Milano Italia Borsa* 

*MSCI – Morgan Stanley Capital International* 

*OAT – Obligations Assimilables du Trésor* 

*OMXS – Stockholm Stock Exchange* 

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

*SONIA – Sterling Overnight Index Average* 

*SPI – Share Price Index* 

*TIPS – Treasury Inflation Protected Security* 

*TOPIX – Tokyo Price Index* 

*TSX – Toronto Stock Exchange* 

*ULSD – Ultra-Low Sulfur Diesel* 

*WTI – West Texas Intermediate* 

**COUNTRY BREAKDOWN<sup>1</sup>** 

**August 31, 2025 (unaudited)** 

46.5 % United States

4.1 % Multinational

1.0 % Japan

48.4 % Short-Term Investments

100.0 % Total Investments

---

| | |
|:---|:---|
| 1 | The Fund's country breakdown is expressed as a percentage of total investments and may vary over time. The Fund also enters into derivative transactions, which may be used for hedging or investment purposes (see "Portfolio of Investments" section of the report for additional details).  |

---

------

**AB Global Risk Allocation Fund, Inc.** 

**August 31, 2025 (unaudited)** 

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

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 1 - quoted prices in active markets for identical investments

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 2 - other significant observable inputs (including quoted prices for similar investments, interest rates,
prepayment speeds, credit risk, etc.)

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;• Level 3 - significant unobservable inputs (including the Fund's own assumptions in determining the fair value of
investments)

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

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

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

------

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

The following table summarizes the valuation of the Fund's investments by the above fair value hierarchy levels as of August 31, 2025:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Investment Companies | $51035667 | $— | $0 <sup>(a)</sup> | $51035667 |
| Inflation-Linked Securities |  | 27561773 |  | 27561773 |
| Governments - Treasuries |  | 1499148 |  | 1499148 |
| Purchased Options - Calls |  | 482170 |  | 482170 |
| Purchased Options - Puts |  | 436930 |  | 436930 |
| Common Stocks |  | 4499 | 48097 | 52596 |
| Warrants |  |  | 0 <sup>(a)</sup> |  |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 25301153 |  |  | 25301153 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bills |  | 19839061 |  | 19839061 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Treasury Bills |  | 31027425 |  | 31027425 |
| Total Investments in Securities | 76336820 | 80851006 | 48097 <sup>(a)</sup> | 157235923 |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** |  |  |  |  |
| Futures | 2747396 |  |  | 2747396 |
| Forward Currency Exchange Contracts |  | 1685119 |  | 1685119 |
| Centrally Cleared Credit Default Swaps |  | 712218 |  | 712218 |
| Centrally Cleared Interest Rate Swaps |  | 659462 |  | 659462 |
| **Liabilities:** |  |  |  |  |
| Futures | (490817) |  |  | (490817) |
| Forward Currency Exchange Contracts |  | (786633) |  | (786633) |
| Centrally Cleared Interest Rate Swaps |  | (366287) |  | (366287) |
| Total Return Swaps |  | (3906) |  | (3906) |
| **Total** | $**78593399** | $**82750979** | $**48097** **<sup>(a)</sup>** | $**161392475** |

---

*<sup>(a)</sup>* *The Fund held securities with zero market value at period end.* 

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

------

A summary of the Fund's transactions in AB mutual funds for the nine months ended August 31, 2025 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market Value<br>11/30/2024<br>(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Market Value<br>08/31/2025<br>(000)** | **Dividend<br>Income<br>(000)** |
| AB Government Money Market Portfolio | $19137 | $183121 | $176957 | $25301 | $649 |
| AB Government Money Market Portfolio\* | 16 | 108391 | 108407 | 0 | 63 |
| **Total** | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19153 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;291512 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;285364 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;25301 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;712 |

---

*\** *Investments of cash collateral for securities lending transactions.*

## 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:** 2025-08-31

**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:** $165360008.69

**Total Liabilities:** $1379704.64

**Net Assets:** $163980304.05

**Amount of Assets Invested in Other Investment Companies:** $11571239.67

**Cash Not Reported:** $2988581.93

**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:** -2.41000000 | **1-Year:** -211.43000000 | **5-Year:** -3485.33000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027573 | 2.86%                | -0.06%               | 2.04%                |
| Class ID C000027570 | 2.91%                | 0.00%                | 1.97%                |
| Class ID C000027569 | 2.93%                | -0.14%               | 1.92%                |
| Class ID C000027567 | 2.95%                | -0.06%               | 2.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $91321.39                | $836968.65                                 |
| Month 2  | $-307783.20              | $-1293381.55                               |
| Month 3  | $-137325.11              | $2327724.64                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $136.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COTTON NO.2 FUTR DEC25                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          7 | NC      | $-5523.84     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |          1 | NC      | $-2581.43     | -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      | $-837.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT JAN26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          4 | NC      | $-7191.74     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-9.87        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR JAN26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         17 | NC      | $-4552.97     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1834.19     | -0.00%            |  |  |  | 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      | $1428.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $56569.55     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $4204.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE SEP25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         20 | NC      | $-7282.63     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-8301.82     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Long: IS35OO2   TRS CHF R F   .00000 IS35OP3/SMU5 / Short: IS35OO2   TRS CHF P E IS35OO2/DE000C68D780              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     118884 | OU      | $-3906.37     | -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      | $-248.70      | -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      | $-656.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $2664.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $853095.71    | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CNH                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-17431.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $-176.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         13 | NC      | $436930.00    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-612.12      | -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      | $-2485.94     | -0.00%            |  |  |  | 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      | $121042.53    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $107.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $2223.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4071.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE JAN26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         15 | NC      | $-6837.30     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-8382.29     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $2850.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $445.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-16502.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-2029.60     | -0.00%            |  |  |  | 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      | $-5737.73     | -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      | $-251.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |        131 | NC      | $1873.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $11601.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $779.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          2 | NC      | $-7905.32     | -0.00%            |  |  |  | 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      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $3796.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EXOR NV                                          | EXOR NV                                                                                                            | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        480 | NS      | $48096.92     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $807.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Government Thirty Year Bonds               | Japan Government Thirty Year Bonds                                                                                 | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  255000000 | PA      | $1499147.70   | 0.91%             | 2055-03-20      | Fixed         | 2.40%                 | 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      | $-2063.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |          1 | NC      | $21972.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |          1 | NC      | $-6010.35     | -0.00%            |  |  |  | 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        |    7750000 | OU      | $40656.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CZ        |          1 | NC      | $9034.76      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | BCOM COMDTY IND SEP25                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -372 | NC      | $93281.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         15 | NC      | $190353.93    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1665.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |          1 | NC      | $-15101.66    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-44424.79    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | IN        |          1 | NC      | $-24078.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $623.18       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SE        |          1 | NC      | $5252.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         -3 | NC      | $-637.46      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $85557.78     | 0.05%             |  |  |  | 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      | $8147.67      | 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      | $10107.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-217.00      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE SEP25                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          4 | NC      | $2482.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $2238.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COFFEE 'C' FUTURE DEC25                                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          5 | NC      | $87166.83     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | GB        |          1 | NC      | $1433.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-6755.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ID        |          1 | NC      | $-20178.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                                                                | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   10000000 | PA      | $9932977.80   | 6.06%             | 2025-10-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $-6724.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |          1 | NC      | $-8846.75     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -59 | NC      | $-42951.41    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         65 | NC      | $-44960.71    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $3333.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT SEP25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | IT        |          3 | NC      | $44756.29     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CZK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-39261.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT SEP25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         56 | NC      | $1025716.86   | 0.63%             |  |  |  | No            |                  1 | 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      | $116304.12    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 5YR BOND FUT DEC25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         68 | NC      | $22160.47     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-3101.86     | -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      | $992.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | SE        |          1 | NC      | $4782.01      | 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      | $105.40       | 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      | $1262.32      | 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      | $-603.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT SEP25                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | GB        |          7 | NC      | $29998.78     | 0.02%             |  |  |  | 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      | $-1682.90     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $3075.32      | 0.00%             |  |  |  | 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      | $-297983.56   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES SEP25                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          9 | NC      | $58196.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |          1 | NC      | $25882.70     | 0.02%             |  |  |  | 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      | $1808.84      | 0.00%             |  |  |  | No            |                  2 | 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      |
| Deutsche Bank AG                                 | PURCHASED CHF / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CH        |          1 | NC      | $3569.52      | 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      | $187.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $2842.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SEK / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SE        |          1 | NC      | $-4154.07     | -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      | $-517.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $3968.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | GB        |          1 | NC      | $7823.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-135.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-543.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-312.00      | -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      | $17478.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $3302.75      | 0.00%             |  |  |  | No            |                  2 | 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      | $-21061.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $460.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | SE        |          1 | NC      | $-2965.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | CO        |          1 | NC      | $15342.33     | 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      | $-147.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         21 | NC      | $7709.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $5898.31      | 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      | $49895.20     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MIN S+P 500 EWF SEP25                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -11 | NC      | $-47214.75    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | AU        |          1 | NC      | $22002.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                        | Woodside Energy Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |        261 | NS      | $4498.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $1100.42      | 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      | $1128.01      | 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      | $613.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-4842.58     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $748.34       | 0.00%             |  |  |  | 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      | $1742848.80   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR JAN26                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         22 | NC      | $6440.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | KR        |          1 | NC      | $-3684.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-19062.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-35162.18    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $634.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE JAN26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         19 | NC      | $33572.42     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $526.93       | 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      | $14064.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | SUGAR 11 (WORLD) OCT25                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         24 | NC      | $-43040.82    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $283.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT SEP25                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         24 | NC      | $69142.32     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $1439.82      | 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      | $562.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | CN        |          1 | NC      | $8108.93      | 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      | $14101.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |          1 | NC      | $-12340.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7517908 | PA      | $7465047.61   | 4.55%             | 2027-01-15      | Fixed         | 0.38%                 | 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      | $381459.25    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS33ES0   CDS USD R F  5.00000 IS33ES0 CCPCDX / Short: SS33ES0   CDS USD P V 03MEVENT IS33ET1 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8680000 | OU      | $712218.37    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |          1 | NC      | $-2550.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1221.57     | -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      | $5819.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-6586.33     | -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      | $523.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | GB        |          1 | NC      | $4353.63      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-4683.73     | -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      | $385.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-1616.25     | -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      | $12268.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-903.13      | -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      | $6285.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $7957.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-7879.07     | -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      | $-14608.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $436.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-8328.94     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-7859.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | PE        |          1 | NC      | $1412.67      | 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      | $7500.20      | 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      | $8058.91      | 0.00%             |  |  |  | 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      | $24382.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         16 | NC      | $6347.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         96 | NC      | $54416.21     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $2309.02      | 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      | $8122.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE OCT25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          6 | NC      | $9842.16      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $-1770.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | KR        |          1 | NC      | $-3668.05     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |          1 | NC      | $3369.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $-1032.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | SE        |          1 | NC      | $16458.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT JAN26                                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          4 | NC      | $2783.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE MAR26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         32 | NC      | $25269.12     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | NO        |          1 | NC      | $17957.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR JAN26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         27 | NC      | $-43165.83    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-3058.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |          1 | NC      | $33686.03     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1758.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                       | IBEX 35 INDX FUTR SEP25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |          4 | NC      | $3813.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-22217.74    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $13952.47     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | HU        |          1 | NC      | $249.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE SEP25                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         60 | NC      | $-93454.18    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | HU        |          1 | NC      | $1297.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| iShares Core MSCI Europe ETF                     | iShares Core MSCI Europe ETF                                                                                       | CUSIP: 46434V738<br>LEI: 549300XU2KDV0C5LCG21 | Long             | EC               | RF                | US        |     202660 | NS      | $13525528.40  | 8.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $8864.03      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | S+P/TSX 60 IX FUT SEP25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | CA        |         11 | NC      | $186760.99    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $1943.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-8562.58     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | KR        |          1 | NC      | $-22250.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         21 | NC      | $-43109.54    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-676.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $2773.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE DEC25                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          6 | NC      | $62144.28     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-5651.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | MSCI SING IX ETS SEP25                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          8 | NC      | $-1245.03     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR SEP25                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         21 | NC      | $354670.78    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | SE        |          1 | NC      | $-480.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-821.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR SEP25                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         13 | NC      | $4634.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE SEP25                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         23 | NC      | $-73763.42    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $392.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $1376.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |          1 | NC      | $-16378.59    | -0.01%            |  |  |  | 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      | $906.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)DEC25                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        372 | NC      | $116559.23    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-21798.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE SEP25                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          5 | NC      | $11778.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $932.59       | 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      | $-15516.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-77.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | TW        |          1 | NC      | $-60210.66    | -0.04%            |  |  |  | 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        |   25301153 | NS      | $25301153.17  | 15.43%            |  |  |  | No            |                  1 | On Loan: No      |
| iShares Core MSCI Emerging Markets ETF           | iShares Core MSCI Emerging Markets ETF                                                                             | CUSIP: 46434G103<br>LEI: 5493007C24Z3ZDJ0VD06 | Long             | EC               | RF                | US        |     103880 | NS      | $6449909.20   | 3.93%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-24146.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   20282117 | PA      | $20096725.47  | 12.26%            | 2028-01-15      | Fixed         | 0.50%                 | 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      | $4292.23      | 0.00%             |  |  |  | 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      | $2039.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 SEP25                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |        -26 | NC      | $-7031.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-3432.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-14664.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | COPPER FUTURE DEC25                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          8 | NC      | $13079.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         13 | NC      | $482170.00    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR OCT25                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          8 | NC      | $145997.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-872.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $13123.89     | 0.01%             |  |  |  | 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      | $2273.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $147.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED IDR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |          1 | NC      | $-1986.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-1567.14     | -0.00%            |  |  |  | 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      | $-47243.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CA        |          1 | NC      | $8561.27      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-5133.35     | -0.00%            |  |  |  | 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      | $9081.31      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                                                                | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   10000000 | PA      | $9906083.30   | 6.04%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $867.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-940.68      | -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      | $-6476.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Markets PLC                              | PURCHASED EUR / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: RR3QWICWWIPCS8A4S074 | N/A              | DFE              |  | XX        |          1 | NC      | $-8539.96     | -0.01%            |  |  |  | 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      | $-142.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Brown Brothers Harriman & Co.                    | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 5493006KMX1VFTPYPW14 | N/A              | DFE              |  | GB        |          1 | NC      | $3218.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 4560000000 | PA      | $31027424.72  | 18.92%            | 2025-09-08      | None          | 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      | $-18629.60    | -0.01%            |  |  |  | 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      | $5317.48      | 0.00%             |  |  |  | No            |                  2 | 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      | $2373778.00   | 1.45%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-995.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | AU        |          1 | NC      | $13562.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE SEP25                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          3 | NC      | $-5655.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-6898.69     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-12144.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $456.27       | 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      | $1808.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | KR        |          1 | NC      | $-1317.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-6502.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD CLP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $52.23        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-12274.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $962.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | CL        |          1 | NC      | $-33433.83    | -0.02%            |  |  |  | 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      | $6179.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | AU        |          1 | NC      | $3586.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $4683.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vanguard S&P 500 ETF                             | Vanguard S&P 500 ETF                                                                                               | CUSIP: 922908363<br>LEI: 549300D8V8ZP5GRJOC71 | Long             | EC               | RF                | US        |      45420 | NS      | $26937693.60  | 16.43%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | LOW SU GASOIL G JAN26                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          6 | NC      | $-2016.45     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $3543.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-14244.85    | -0.01%            |  |  |  | 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      | $751.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |          1 | NC      | $11376.33     | 0.01%             |  |  |  | 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      | $-1156.88     | -0.00%            |  |  |  | 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      | $5909.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-8633.88     | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $960.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NOK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NO        |          1 | NC      | $2523.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $22582.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD CHF                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-6780.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $16599.41     | 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      | $1547.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CH        |          1 | NC      | $7070.74      | 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      | $-1526.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | PE        |          1 | NC      | $2657.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT DEC25                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |         42 | NC      | $23473.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $13236.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-201.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $5562.43      | 0.00%             |  |  |  | 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      | $3344.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller