# EDGAR Filing Document

**Accession Number:** 0000069752
**File Stem:** 0001410368-26-040391
**Filing Date:** 2026-4
**Character Count:** 153548
**Document Hash:** 96a9d2c392ba5a90a3a9ac1146d309b5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040391.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001410368-26-040391

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20261130

**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:** 26895228

**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** 

**February 28, 2026 (unaudited)** 

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **INVESTMENT COMPANIES – 33.8%** | **INVESTMENT COMPANIES – 33.8%** | **INVESTMENT COMPANIES – 33.8%** | **INVESTMENT COMPANIES – 33.8%** |
|  **Funds and Investment Trusts – 33.8%<sup>(a)</sup>** | **Funds and Investment Trusts – 33.8%<sup>(a)</sup>** | **Funds and Investment Trusts – 33.8%<sup>(a)</sup>** | **Funds and Investment Trusts – 33.8%<sup>(a)</sup>** |
|  Altegrity, Inc.<sup>(b) (c) (d) (e)</sup> |  | 1120 | $0 |
|  Invesco S&P 500 Equal Weight ETF<sup>(f)</sup> |  | 9240 | 1893923 |
|  iShares Core MSCI Emerging Markets ETF |  | 103880 | 7973829 |
|  iShares Core MSCI Europe ETF<sup>(f)</sup> |  | 202660 | 15505516 |
|  iShares MSCI Emerging Markets ex China ETF<sup>(f)</sup> |  | 37400 | 3279232 |
|  VanEck Morningstar Wide Moat ETF |  | 60 | 6416 |
|  Vanguard S&P 500 ETF |  | 45420 | 28661837 |
|  Total Investment Companies<br>(cost $41,621,729) |  |  | 57320753 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **GOVERNMENTS - TREASURIES – 8.3%** | **GOVERNMENTS - TREASURIES – 8.3%** | **GOVERNMENTS - TREASURIES – 8.3%** | **GOVERNMENTS - TREASURIES – 8.3%** |
|  **United Kingdom – 8.3%** | **United Kingdom – 8.3%** | **United Kingdom – 8.3%** | **United Kingdom – 8.3%** |
|  United Kingdom Gilt<br>4.75%, 12/07/2030 <sup>(g)</sup><br>(cost $13,546,426) | GBP | 9930 | 14012472 |
|  **INFLATION-LINKED SECURITIES – 7.0%** | **INFLATION-LINKED SECURITIES – 7.0%** | **INFLATION-LINKED SECURITIES – 7.0%** | **INFLATION-LINKED SECURITIES – 7.0%** |
|  **United States – 7.0%** | **United States – 7.0%** | **United States – 7.0%** | **United States – 7.0%** |
|  U.S. Treasury Inflation Index<br>0.375%, 01/15/2027 (TIPS) | U.S.$| 7553 | 7533820 |
| &nbsp;&nbsp;&nbsp;&nbsp; 0.50%, 01/15/2028 (TIPS) |  | 4302 | 4273423 |
|  Total Inflation-Linked Securities<br>(cost $11,781,928) |  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;11807243 |
|  **EMERGING MARKETS - TREASURIES – 1.6%** | **EMERGING MARKETS - TREASURIES – 1.6%** | **EMERGING MARKETS - TREASURIES – 1.6%** | **EMERGING MARKETS - TREASURIES – 1.6%** |
|  **Brazil – 1.6%** | **Brazil – 1.6%** | **Brazil – 1.6%** | **Brazil – 1.6%** |
|  Brazil Notas do Tesouro Nacional<br>Series F<br>10.00%, 01/01/2035<br>(cost $2,502,121) | BRL | 16522 | 2691853 |
|  | **Notional**<br>**Amount** | **Notional**<br>**Amount** |  |
|  **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: Sep 2026; Contracts: 16;<br>Exercise Price: USD 7,000.00;<br>Counterparty: Morgan Stanley & Co., Inc.<sup>(c)</sup><br>(premium paid $756,484) | USD | 11200000 | 568800 |
|  **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: Sep 2026; Contracts: 16;<br>Exercise Price: USD 7,000.00;<br>Counterparty: Morgan Stanley & Co., Inc.<sup>(c)</sup><br>(premium paid $606,196) | USD | 11200000 | 537600 |

---

------

---

| | | | |
|:---|:---|:---|:---|
| **Company** | **Shares** | **Shares** | **U.S. $ Value** |
|  **COMMON STOCKS – 0.0%** | **COMMON STOCKS – 0.0%** | **COMMON STOCKS – 0.0%** | **COMMON STOCKS – 0.0%** |
|  **Financials – 0.0%** | **Financials – 0.0%** | **Financials – 0.0%** | **Financials – 0.0%** |
|  **Financial Services – 0.0%** | **Financial Services – 0.0%** | **Financial Services – 0.0%** | **Financial Services – 0.0%** |
|  EXOR NV<sup>(b) (c) (e)</sup> | EXOR NV<sup>(b) (c) (e)</sup> | 480 | $42169 |
|  **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. | Woodside Energy Group Ltd. | 261 | 5329 |
|  Total Common Stocks<br>(cost $21,807) | Total Common Stocks<br>(cost $21,807) | Total Common Stocks<br>(cost $21,807) | 47498 |
|  **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) | Constellation Software, Inc./Canada, expiring 03/31/2040<sup>(b) (c) (e)</sup><br>(cost $0) | 53 | 0 |
|  **SHORT-TERM INVESTMENTS – 43.5%** | **SHORT-TERM INVESTMENTS – 43.5%** | **SHORT-TERM INVESTMENTS – 43.5%** | **SHORT-TERM INVESTMENTS – 43.5%** |
|  **Investment Companies – 24.4%** | **Investment Companies – 24.4%** | **Investment Companies – 24.4%** | **Investment Companies – 24.4%** |
|  AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 3.53%<sup>(a) (h) (i)</sup><br>(cost $41,381,355) | AB Fixed Income Shares, Inc. - Government Money Market Portfolio -<br>Class AB, 3.53%<sup>(a) (h) (i)</sup><br>(cost $41,381,355) | 41381355 | 41381355 |
|  | **Principal**<br>**Amount**<br>**(000)** | **Principal**<br>**Amount**<br>**(000)** |  |
|  **U.S. Treasury Bills – 9.9%** | **U.S. Treasury Bills – 9.9%** | **U.S. Treasury Bills – 9.9%** | **U.S. Treasury Bills – 9.9%** |
|  U.S. Treasury Bill<br>Zero Coupon, 05/21/2026<br>(cost $16,863,906) | U.S.$| 17000 | 16864736 |
|  **Treasury Bills – 9.2%** | **Treasury Bills – 9.2%** | **Treasury Bills – 9.2%** | **Treasury Bills – 9.2%** |
|  **Japan – 9.2%** | **Japan – 9.2%** | **Japan – 9.2%** | **Japan – 9.2%** |
|  Japan Treasury Discount Bill<br>Series 1352 Zero Coupon, 03/30/2026<br>(cost $15,597,680) | JPY | 2450000 | 15681004 |
|  Total Investments Before Security Lending Collateral for<br>Securities Loaned - 94.8%<br>(cost $144,679,632) | Total Investments Before Security Lending Collateral for<br>Securities Loaned - 94.8%<br>(cost $144,679,632) | Total Investments Before Security Lending Collateral for<br>Securities Loaned - 94.8%<br>(cost $144,679,632) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;160913314 |
|  | **Shares** | **Shares** |  |
|  **INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 9.1%** | **INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 9.1%** | **INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 9.1%** | **INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 9.1%** |
|  **Investment Companies – 9.1%** | **Investment Companies – 9.1%** | **Investment Companies – 9.1%** | **Investment Companies – 9.1%** |
|  AB Fixed Income Shares, Inc. - Government<br>Money Market Portfolio - Class AB, 3.53%<sup>(a) (h) (i)</sup><br>(cost $15,537,633) | AB Fixed Income Shares, Inc. - Government<br>Money Market Portfolio - Class AB, 3.53%<sup>(a) (h) (i)</sup><br>(cost $15,537,633) | 15537633 | 15537633 |
|  **Total Investments – 103.9%**<br> (cost $160,217,265)<sup>(j)</sup> | **Total Investments – 103.9%**<br> (cost $160,217,265)<sup>(j)</sup> | **Total Investments – 103.9%**<br> (cost $160,217,265)<sup>(j)</sup> | 176450947 |
|  Other assets less liabilities – (3.9)% | Other assets less liabilities – (3.9)% | Other assets less liabilities – (3.9)% | (6660769) |
|  **Net Assets – 100.0%** | **Net Assets – 100.0%** | **Net Assets – 100.0%** | $**169790178** |

---

------

**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 | 98 | March 2026 | $7711502 | $43803 |
| Brent Crude Oil Futures | 25 | July 2026 | 1755000 | 11285 |
| Canadian 5 Yr Bond Futures | 62 | June 2026 | 5241626 | 11707 |
| Canadian 10 Yr Bond Futures | 39 | June 2026 | 3512159 | 11939 |
| Cocoa Futures | 6 | July 2026 | 176520 | (10421) |
| Coffee 'C' Futures | 4 | May 2026 | 421125 | (73828) |
| Copper Futures | 10 | July 2026 | 1529500 | 61272 |
| Corn Futures | 37 | July 2026 | 843600 | 21392 |
| Cotton No. 2 Futures | 7 | May 2026 | 229635 | 5295 |
| Euro-BOBL Futures | 73 | March 2026 | 10131725 | 68873 |
| Euro-BTP Futures | 19 | March 2026 | 2758032 | 55871 |
| Euro-Bund Futures | 52 | March 2026 | 8001749 | 92701 |
| Euro-OAT Futures | 23 | March 2026 | 3367749 | 74159 |
| FTSE/MIB Index Futures | 3 | March 2026 | 837831 | 54393 |
| Gasoline RBOB Futures | 5 | April 2026 | 481530 | 68708 |
| Gold 100 OZ Futures | 18 | April 2026 | 9446220 | 810123 |
| Hang Seng Index Futures | 2 | March 2026 | 340108 | (3510) |
| IBEX 35 Index Futures | 4 | March 2026 | 870187 | 24174 |
| KC HRW Wheat Futures | 13 | July 2026 | 385775 | 5279 |
| Lean Hogs Futures | 11 | June 2026 | 482020 | 40341 |
| Live Cattle Futures | 8 | April 2026 | 743120 | 43753 |
| LME Lead Futures | 3 | March 2026 | 144590 | (8623) |
| LME Nickel Futures | 4 | March 2026 | 424387 | 485 |
| LME Primary Aluminum Futures | 12 | March 2026 | 941805 | 1438 |
| LME Zinc Futures | 6 | March 2026 | 496449 | 24255 |
| Long Gilt Futures | 71 | June 2026 | 8963603 | 102252 |
| Low SU Gasoil Futures | 9 | May 2026 | 654750 | 97466 |
| MSCI Emerging Markets Index Futures | 18 | March 2026 | 1443330 | 191113 |
| MSCI Singapore ETS Index Futures | 8 | March 2026 | 291912 | (3519) |
| Natural Gas Futures | 49 | April 2026 | 1411690 | (105357) |
| NY Harbor ULSD Futures | 5 | April 2026 | 531594 | 100072 |
| S&P 500 E-Mini Futures | 47 | March 2026 | 16189150 | (183692) |
| S&P Mid 400 E-Mini Futures | 4 | March 2026 | 1431160 | 62141 |
| S&P/TSX 60 Index Futures | 10 | March 2026 | 2890657 | 168034 |
| Silver Futures | 2 | May 2026 | 932910 | 146316 |
| Soybean Futures | 19 | May 2026 | 1112213 | 86427 |
| Soybean Meal Futures | 17 | July 2026 | 548760 | 16993 |
| Soybean Oil Futures | 20 | May 2026 | 742200 | 147565 |
| SPI 200 Futures | 9 | March 2026 | 1468312 | 86506 |
| Sugar 11 (World) Futures | 31 | June 2026 | 481566 | 8003 |
| TOPIX Index Futures | 20 | March 2026 | 5064515 | 729635 |
| U.S. T-Note 5 Yr (CBT) Futures | 139 | June 2026 | 15309547 | 84786 |
| U.S. T-Note 10 Yr (CBT) Futures | 496 | June 2026 | 56451000 | 295519 |
| U.S. Ultra Bond (CBT) Futures | 12 | June 2026 | 1459125 | 14978 |
| Wheat (CBT) Futures | 20 | July 2026 | 598750 | 25573 |
| WTI Crude Futures | 23 | April 2026 | 1538470 | 189541 |
| **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** | **Sold Contracts** |
| Bloomberg Commodity Index Futures | 228 | March 2026 | 2774375 | (289599) |
| DAX Index Futures | 2 | March 2026 | 1497501 | (62568) |
| E-mini S&P 500 Equal Weight Futures | 11 | March 2026 | 1824680 | (94071) |
| Euro STOXX 50 Index Futures | 5 | March 2026 | 363519 | (17345) |
| FTSE 100 Index Futures | 2 | March 2026 | 293950 | (32147) |
| LME Primary Aluminum Futures | 2 | March 2026 | 156967 | 3025 |
| OMXS 30 Index Futures | 3 | March 2026 | 107213 | (3129) |
|  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3199382 |

---

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**FORWARD CURRENCY EXCHANGE CONTRACTS** 

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Australia and New Zealand Banking Group Ltd. | USD | 618 | EUR | 523 | 04/16/2026 | $1527 |
| Bank of America NA | PEN | 448 | USD | 133 | 03/13/2026 | (136) |
| Bank of America NA | USD | 2037 | CNH | 14059 | 03/26/2026 | 15394 |
| Bank of America NA | PLN | 4023 | USD | 1123 | 03/27/2026 | (2356) |
| Bank of America NA | USD | 516 | HUF | 167426 | 03/27/2026 | 8120 |
| Bank of America NA | USD | 5359 | JPY | 841441 | 04/10/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;46373 |
| Bank of America NA | USD | 398 | KRW | 575573 | 04/14/2026 | 2201 |
| Bank of America NA | USD | 1395 | EUR | 1177 | 04/16/2026 | (1047) |
| Bank of America NA | USD | 782 | AUD | 1115 | 04/22/2026 | 11325 |
| Bank of America NA | USD | 1096 | ZAR | 17570 | 04/24/2026 | 3033 |
| Barclays Capital, Inc. | BRL | 524 | USD | 102 | 03/03/2026 | (457) |
| Barclays Capital, Inc. | USD | 100 | BRL | 524 | 03/03/2026 | 2541 |
| Barclays Capital, Inc. | USD | 1335 | COP | 5149478 | 03/13/2026 | 34530 |
| Barclays Capital, Inc. | USD | 92 | MYR | 361 | 03/18/2026 | 668 |
| Barclays Capital, Inc. | PLN | 7968 | USD | 2211 | 03/27/2026 | (18465) |
| Barclays Capital, Inc. | USD | 1730 | JPY | 265624 | 04/10/2026 | (23243) |
| Barclays Capital, Inc. | EUR | 6646 | USD | 7982 | 04/16/2026 | 113197 |
| Barclays Capital, Inc. | USD | 2378 | EUR | 1978 | 04/16/2026 | (35920) |
| Barclays Capital, Inc. | CAD | 995 | USD | 728 | 04/17/2026 | (2455) |
| Barclays Capital, Inc. | NZD | 919 | USD | 556 | 04/22/2026 | 3701 |
| Barclays Capital, Inc. | USD | 606 | NZD | 1005 | 04/22/2026 | (2101) |
| BNP Paribas SA | USD | 2236 | CLP | 1932923 | 03/13/2026 | (21598) |
| Citibank NA | USD | 1028 | CNH | 7088 | 03/26/2026 | 6720 |
| Citibank NA | JPY | 2450000 | USD | 15708 | 04/01/2026 | (19671) |
| Citibank NA | JPY | 266590 | USD | 1711 | 04/10/2026 | (1538) |
| Citibank NA | CAD | 1396 | USD | 1025 | 04/17/2026 | 19 |
| Citibank NA | CAD | 1481 | USD | 1083 | 04/17/2026 | (5068) |
| Citibank NA | USD | 5138 | CAD | 6994 | 04/17/2026 | (96) |
| Citibank NA | AUD | 891 | USD | 629 | 04/22/2026 | (5410) |
| Citibank NA | EUR | 849 | USD | 1008 | 04/23/2026 | 2905 |
| Citibank NA | SEK | 32767 | USD | 3677 | 04/23/2026 | 37895 |
| Citibank NA | USD | 1008 | NOK | 9567 | 04/23/2026 | (2204) |
| Citibank NA | USD | 3262 | SEK | 29017 | 04/23/2026 | (39272) |
| Citibank NA | USD | 2242 | TWD | 70750 | 04/24/2026 | 16022 |
| Citibank NA | USD | 1959 | INR | 178151 | 05/13/2026 | (12540) |
| Deutsche Bank AG | BRL | 12579 | USD | 2443 | 03/03/2026 | (10961) |
| Deutsche Bank AG | USD | 2410 | BRL | 12579 | 03/03/2026 | 43518 |
| Deutsche Bank AG | PEN | 688 | USD | 205 | 03/13/2026 | 310 |
| Deutsche Bank AG | PEN | 3288 | USD | 977 | 03/13/2026 | (2620) |
| Deutsche Bank AG | USD | 290 | COP | 1101813 | 03/13/2026 | 2453 |
| Deutsche Bank AG | USD | 887 | COP | 3259887 | 03/13/2026 | (20514) |
| Deutsche Bank AG | KRW | 274984 | USD | 192 | 04/14/2026 | 650 |
| Deutsche Bank AG | USD | 214 | KRW | 310237 | 04/14/2026 | 1673 |
| Deutsche Bank AG | USD | 1301 | EUR | 1083 | 04/16/2026 | (18564) |
| Deutsche Bank AG | CAD | 3736 | USD | 2739 | 04/17/2026 | (4796) |
| Deutsche Bank AG | NZD | 3340 | USD | 2015 | 04/22/2026 | 7871 |
| Deutsche Bank AG | TWD | 35675 | USD | 1126 | 04/24/2026 | (12719) |
| Deutsche Bank AG | USD | 1136 | TWD | 35960 | 04/24/2026 | 12211 |
| Goldman Sachs Bank USA | BRL | 22051 | USD | 4285 | 03/03/2026 | (16137) |
| Goldman Sachs Bank USA | USD | 4284 | BRL | 22051 | 03/03/2026 | 17707 |
| Goldman Sachs Bank USA | MXN | 9489 | USD | 525 | 03/12/2026 | (25040) |
| Goldman Sachs Bank USA | COP | 9840070 | USD | 2613 | 03/13/2026 | (3499) |
| Goldman Sachs Bank USA | PEN | 631 | USD | 188 | 03/13/2026 | 234 |
| Goldman Sachs Bank USA | USD | 186 | COP | 683355 | 03/13/2026 | (4226) |
| Goldman Sachs Bank USA | MYR | 4838 | USD | 1232 | 03/18/2026 | (12513) |
| Goldman Sachs Bank USA | USD | 1135 | MYR | 4477 | 03/18/2026 | 15959 |
| Goldman Sachs Bank USA | BRL | 7243 | USD | 1397 | 04/02/2026 | (5776) |
| Goldman Sachs Bank USA | USD | 2856 | BRL | 14808 | 04/02/2026 | 11810 |
| Goldman Sachs Bank USA | KRW | 181336 | USD | 127 | 04/14/2026 | 1101 |
| Goldman Sachs Bank USA | KRW | 512733 | USD | 351 | 04/14/2026 | (5757) |
| Goldman Sachs Bank USA | USD | 861 | AUD | 1238 | 04/22/2026 | 19442 |
| Goldman Sachs Bank USA | USD | 551 | NZD | 921 | 04/22/2026 | 2384 |
| Goldman Sachs Bank USA | IDR | 1670991 | USD | 99 | 04/23/2026 | 79 |
| Goldman Sachs Bank USA | IDR | 1682669 | USD | 100 | 04/23/2026 | (193) |
| Goldman Sachs Bank USA | GBP | 13078 | USD | 17683 | 04/24/2026 | 55003 |

---

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| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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)** |
| Goldman Sachs Bank USA | USD | 2265 | GBP | 1675 | 04/24/2026 | $(7045) |
| Goldman Sachs Bank USA | INR | 24871 | USD | 273 | 05/13/2026 | 1093 |
| HSBC Bank USA | BRL | 23260 | USD | 4471 | 03/03/2026 | (65837) |
| HSBC Bank USA | USD | 4489 | BRL | 23260 | 03/03/2026 | 48311 |
| HSBC Bank USA | CLP | 975723 | USD | 1122 | 03/13/2026 | 4500 |
| HSBC Bank USA | CLP | 2025291 | USD | 2247 | 03/13/2026 | (73636) |
| HSBC Bank USA | USD | 86 | CLP | 73911 | 03/13/2026 | (1217) |
| HSBC Bank USA | USD | 377 | COP | 1394967 | 03/13/2026 | (5796) |
| HSBC Bank USA | USD | 825 | PEN | 2784 | 03/13/2026 | 4190 |
| HSBC Bank USA | USD | 2212 | HUF | 729805 | 03/27/2026 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;73106 |
| HSBC Bank USA | KRW | 575573 | USD | 399 | 04/14/2026 | (1457) |
| HSBC Bank USA | USD | 2249 | KRW | 3250141 | 04/14/2026 | 10168 |
| HSBC Bank USA | USD | 3144 | NZD | 5232 | 04/22/2026 | 226 |
| HSBC Bank USA | USD | 594 | NZD | 985 | 04/22/2026 | (2416) |
| HSBC Bank USA | IDR | 6461487 | USD | 383 | 04/23/2026 | (1440) |
| HSBC Bank USA | PHP | 2347 | USD | 40 | 04/23/2026 | (936) |
| HSBC Bank USA | USD | 471 | PHP | 27851 | 04/23/2026 | 11103 |
| HSBC Bank USA | INR | 117598 | USD | 1294 | 05/13/2026 | 9231 |
| JPMorgan Chase Bank | JPY | 265624 | USD | 1687 | 04/10/2026 | (19288) |
| JPMorgan Chase Bank | CAD | 1461 | USD | 1079 | 04/17/2026 | 5516 |
| JPMorgan Chase Bank | AUD | 1535 | USD | 1089 | 04/22/2026 | (3717) |
| JPMorgan Chase Bank | SEK | 7763 | USD | 863 | 04/23/2026 | 271 |
| JPMorgan Chase Bank | USD | 863 | NOK | 8222 | 04/23/2026 | 1932 |
| Morgan Stanley Capital Services, Inc. | USD | 1426 | MXN | 25873 | 03/12/2026 | 75040 |
| Morgan Stanley Capital Services, Inc. | PEN | 804 | USD | 241 | 03/13/2026 | 1016 |
| Morgan Stanley Capital Services, Inc. | JPY | 314085 | USD | 1995 | 04/10/2026 | (23236) |
| Morgan Stanley Capital Services, Inc. | USD | 1227 | JPY | 188834 | 04/10/2026 | (13366) |
| Morgan Stanley Capital Services, Inc. | USD | 119 | KRW | 170330 | 04/14/2026 | (441) |
| Morgan Stanley Capital Services, Inc. | CHF | 3554 | USD | 4678 | 04/16/2026 | 33039 |
| Morgan Stanley Capital Services, Inc. | AUD | 3978 | USD | 2785 | 04/22/2026 | (44951) |
| Morgan Stanley Capital Services, Inc. | USD | 2353 | AUD | 3392 | 04/22/2026 | 60614 |
| Morgan Stanley Capital Services, Inc. | NOK | 24921 | USD | 2610 | 04/23/2026 | (10628) |
| Morgan Stanley Capital Services, Inc. | INR | 35682 | USD | 392 | 05/13/2026 | 1740 |
| Standard Chartered Bank | EUR | 1275 | USD | 1517 | 04/16/2026 | 8015 |
| State Street Bank & Trust Co. | MXN | 2265 | USD | 132 | 03/12/2026 | 524 |
| State Street Bank & Trust Co. | MXN | 31621 | USD | 1762 | 03/12/2026 | (72548) |
| State Street Bank & Trust Co. | THB | 96421 | USD | 3068 | 03/13/2026 | (35559) |
| State Street Bank & Trust Co. | USD | 185 | THB | 5763 | 03/13/2026 | 743 |
| State Street Bank & Trust Co. | USD | 383 | THB | 11872 | 03/13/2026 | (1233) |
| State Street Bank & Trust Co. | CNH | 6832 | USD | 983 | 03/26/2026 | (14097) |
| State Street Bank & Trust Co. | HUF | 90280 | USD | 283 | 03/27/2026 | (66) |
| State Street Bank & Trust Co. | USD | 378 | CZK | 7779 | 03/27/2026 | 966 |
| State Street Bank & Trust Co. | USD | 409 | CZK | 8353 | 03/27/2026 | (1931) |
| State Street Bank & Trust Co. | USD | 440 | HUF | 141412 | 03/27/2026 | 2446 |
| State Street Bank & Trust Co. | USD | 695 | PLN | 2507 | 03/27/2026 | 6151 |
| State Street Bank & Trust Co. | JPY | 23844 | USD | 155 | 04/10/2026 | 1352 |
| State Street Bank & Trust Co. | JPY | 51320 | USD | 329 | 04/10/2026 | (1125) |

---

------

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **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. | USD | 630 | JPY | 96886 | 04/10/2026 | $(7903) |
| State Street Bank & Trust Co. | CHF | 179 | USD | 235 | 04/16/2026 | 1530 |
| State Street Bank & Trust Co. | CHF | 66 | USD | 86 | 04/16/2026 | (540) |
| State Street Bank & Trust Co. | EUR | 421 | USD | 499 | 04/16/2026 | 158 |
| State Street Bank & Trust Co. | EUR | 138 | USD | 163 | 04/16/2026 | (504) |
| State Street Bank & Trust Co. | USD | 756 | CHF | 582 | 04/16/2026 | 4373 |
| State Street Bank & Trust Co. | USD | 34 | CHF | 26 | 04/16/2026 | (35) |
| State Street Bank & Trust Co. | USD | 489 | EUR | 414 | 04/16/2026 | 1111 |
| State Street Bank & Trust Co. | USD | 422 | EUR | 353 | 04/16/2026 | (3534) |
| State Street Bank & Trust Co. | CAD | 381 | USD | 279 | 04/17/2026 | (1095) |
| State Street Bank & Trust Co. | USD | 823 | CAD | 1121 | 04/17/2026 | 843 |
| State Street Bank & Trust Co. | USD | 163 | CAD | 221 | 04/17/2026 | (330) |
| State Street Bank & Trust Co. | AUD | 548 | USD | 385 | 04/22/2026 | (4836) |
| State Street Bank & Trust Co. | NZD | 723 | USD | 434 | 04/22/2026 | (96) |
| State Street Bank & Trust Co. | USD | 337 | AUD | 479 | 04/22/2026 | 3587 |
| State Street Bank & Trust Co. | USD | 376 | NZD | 626 | 04/22/2026 | 537 |
| State Street Bank & Trust Co. | USD | 191 | NZD | 315 | 04/22/2026 | (1457) |
| State Street Bank & Trust Co. | NOK | 3886 | USD | 406 | 04/23/2026 | (2138) |
| State Street Bank & Trust Co. | SEK | 4682 | USD | 528 | 04/23/2026 | 7617 |
| State Street Bank & Trust Co. | USD | 743 | NOK | 7072 | 04/23/2026 | 625 |
| State Street Bank & Trust Co. | USD | 480 | SEK | 4340 | 04/23/2026 | 1615 |
| State Street Bank & Trust Co. | USD | 429 | SEK | 3855 | 04/23/2026 | (1013) |
| State Street Bank & Trust Co. | USD | 149 | GBP | 110 | 04/24/2026 | (393) |
| State Street Bank & Trust Co. | ZAR | 8063 | USD | 503 | 04/24/2026 | (1181) |
| UBS | IDR | 21181262 | USD | 1254 | 04/23/2026 | (6020) |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;111932 |

---

**CENTRALLY CLEARED CREDIT DEFAULT SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| **Description** | **Fixed**<br> **Rate**<br> **(Pay)**<br> **Receive** | **Payment**<br> **Frequency** | **Implied**<br> **Credit**<br> **Spread at**<br> **February 28,<br>2026** | **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** |  |
| &nbsp;&nbsp;&nbsp;&nbsp; CDX-NAHY Series 45, 5 Year Index, 12/20/2030\* | 5.00% | Quarterly | 3.32% | USD | 8593 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;665314 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606969 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58345 |

---

*\** *Termination date* 

------

**CENTRALLY CLEARED INTEREST RATE SWAPS** 

---

| | | | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| | | | **Rate Type** | **Rate Type** | | | | |
| **Notional**<br> **Amount**<br> **(000)** | **Notional**<br> **Amount**<br> **(000)** | **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)** |
| NZD | 20260 | 02/24/2027 | 3 Month BKBM | 3.508% | Quarterly/Semi-Annual | $106446 | $158825 | $(52379) |
| NZD | 4470 | 02/28/2027 | 3 Month BKBM | 3.445% | Quarterly/Semi-Annual | 21629 | 30042 | (8413) |
| USD | 17100 | 11/05/2027 | 1 Day SOFR | 3.391% | Annual | 17159 | (262) | 17421 |
| GBP | 3170 | 10/26/2028 | 1 Day SONIA | 4.627% | Annual | 144144 |  | 144144 |
| NZD | 5540 | 10/03/2033 | 3 Month BKBM | 5.128% | Quarterly/Semi-Annual | 359419 |  | 359419 |
| USD | 2930 | 10/07/2035 | 1 Day SOFR | 3.617% | Annual | 20613 |  | 20613 |
|  |  |  |  |  |  | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;669410 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;188605 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480805 |

---

**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 | 140 | 03/20/2026 | $(12628) |

---

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

*(g)* *Security is exempt from registration under Rule 144A or Regulation S of the Securities Act of 1933. This security is considered restricted, but liquid and may be resold in transactions exempt from registration. At February 28, 2026, the market value of this security amounted to $14,012,472 or 8.3% of net assets.* 

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

*(i)* *Affiliated investments.* 

*(j)* *As of February 28, 2026, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $5,568,998 and gross unrealized depreciation of investments was $(1,731,162), resulting in net unrealized appreciation of $3,837,836.* 

*Currency Abbreviation:* 

*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:* 

*BKBM – Bank Bill Benchmark (New Zealand)* 

*BOBL – Bundesobligationen* 

*BTP – Buoni del Tesoro Poliennali* 

*CBT – Chicago Board of Trade* 

*CDOR – Canadian Dealer Offered Rate* 

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

*DAX – Deutscher Aktien Index (German Stock 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)* 

*SOFR – Secured Overnight Financing Rate* 

*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>** 

**February 28, 2026 (unaudited)** 

38.7 % United States

8.7 % United Kingdom

5.0 % Multinational

1.7 % Brazil

45.9 % Short-Term Investments

100.0 % Total Investments

---

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

---

------

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

**February 28, 2026 (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 February 28, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **Investments in Securities:** | **Level 1** | **Level 2** | **Level 3** | **Total** |
| **Assets:** |  |  |  |  |
| Investment Companies | $57320753 | $— | $0 <sup>(a)</sup> | $57320753 |
| Governments - Treasuries |  | 14012472 |  | 14012472 |
| Inflation-Linked Securities |  | 11807243 |  | 11807243 |
| Emerging Markets - Treasuries |  | 2691853 |  | 2691853 |
| Purchased Options - Puts |  | 568800 |  | 568800 |
| Purchased Options - Calls |  | 537600 |  | 537600 |
| Common Stocks |  | 5329 | 42169 | 47498 |
| Warrants |  |  | 0 <sup>(a)</sup> |  |
| Short-Term Investments: |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Investment Companies | 41381355 |  |  | 41381355 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; U.S. Treasury Bills |  | 16864736 |  | 16864736 |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Treasury Bills |  | 15681004 |  | 15681004 |
| Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund | 15537633 |  |  | 15537633 |
| Total Investments in Securities | 114239741 | 62169037 | 42169 <sup>(a)</sup> | 176450947 |
| **Other Financial Instruments<sup>(b)</sup>:** |  |  |  |  |
| **Assets:** | **Assets:** | **Assets:** | **Assets:** | **Assets:** |
| Futures | 4087191 |  |  | 4087191 |
| Forward Currency Exchange Contracts |  | 881865 |  | 881865 |
| Centrally Cleared Credit Default Swaps |  | 665314 |  | 665314 |
| Centrally Cleared Interest Rate Swaps |  | 669410 |  | 669410 |
| **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** | **Liabilities:** |
| Futures | (887809) |  |  | (887809) |
| Forward Currency Exchange Contracts |  | (769933) |  | (769933) |
| Total Return Swaps |  | (12628) |  | (12628) |
| **Total** | $**117439123** | $**63603065** | $**42169** **<sup>(a)</sup>** | $**181084357** |

---

------

*<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 three months ended February 28, 2026 is as follows:

---

| | | | | | |
|:---|:---|:---|:---|:---|:---|
| **Fund** | **Market<br>Value<br>11/30/2025<br>(000)** | **Purchases<br>at Cost<br>(000)** | **Sales<br>Proceeds<br>(000)** | **Market<br>Value<br>02/28/2026<br>(000)** | **Dividend<br>Income<br>(000)** |
| AB Government Money Market Portfolio | $30615 | $71345 | $60579 | $41381 | $318 |
| AB Government Money Market Portfolio\* | 55 | 30280 | 14797 | 15538 | 56 |
| **Total** | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30670 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;101625 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;75376 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56919 | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;374 |

---

*\** *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:** 2026-11-30

- **b. Date as of which information is reported:** 2026-02-28

**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:** $186571050.29

**Total Liabilities:** $16833657.30

**Net Assets:** $169737392.99

**Amount of Assets Invested in Other Investment Companies:** $15856883.99

**Cash Not Reported:** $4360490.98

**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:** -1.99000000 | **1-Year:** -203.26000000 | **5-Year:** -3445.84000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000027573 | -0.39%               | 2.55%                | 2.86%                |
| Class ID C000027570 | -0.36%               | 2.53%                | 2.84%                |
| Class ID C000027569 | -0.47%               | 2.43%                | 2.74%                |
| Class ID C000027567 | -0.42%               | 2.57%                | 2.75%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $898983.67               | $1578060.97                                |
| Month 2  | $-810966.27              | $2558991.53                                |
| Month 3  | $-522144.58              | $906466.19                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $649.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meff Financial Derivatives                       | IBEX 35 INDX FUTR MAR26                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               |  | ES        |          4 | NC      | $19655.89     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Commodities Exchange Center                      | GOLD 100 OZ FUTR APR26                                                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         18 | NC      | $810122.84    | 0.48%             |  |  |  | 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      | $624.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | SPI 200 FUTURES MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DE               |  | AU        |          9 | NC      | $86506.41     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $-2092.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |          1 | NC      | $-12919.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        139 | NC      | $84788.30     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $7870.65      | 0.00%             |  |  |  | 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        |   41381355 | NS      | $41381355.35  | 24.38%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD TWD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-12718.83    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-2454.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-5068.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD PHP                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-935.54      | -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      | $-14697.94    | -0.01%            |  |  |  | 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      | $106445.98    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-136.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $9231.22      | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                                                                | CUSIP: 912797SV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   17000000 | PA      | $16864736.27  | 9.94%             | 2026-05-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-10063.52    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR MAR26                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         -2 | NC      | $3024.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-10823.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-61.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $35198.80     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                         | Brazil Notas do Tesouro Nacional Serie F                                                                           | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   16522000 | PA      | $2691852.64   | 1.59%             | 2035-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |          1 | NC      | $-1047.49     | -0.00%            |  |  |  | No            |                  2 | 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      |
| EXOR NV                                          | EXOR NV                                                                                                            | CUSIP: 000000000<br>LEI: 5493002ENHZ6NYET7405 | Long             | EC               | CORP              | NL        |        480 | NS      | $42168.95     | 0.02%             |  |  |  | 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      | $1530.36      | 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      | $-4226.25     | -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      | $4500.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | SILVER FUTURE MAY26                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |          2 | NC      | $146315.56    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: SS2DJQ4   IRS NZD R F  3.44500 IS2DJQ4 CCPVANILLA / Short: SS2DJQ4   IRS NZD P V 03MNZDBB IS2DJR5 CCPVANILLA | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |    4470000 | OU      | $21629.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P MID 400 EMINI MAR26                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |          4 | NC      | $62141.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |          1 | NC      | $11810.39     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |          1 | NC      | $-17265.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SS37UH3   IRS USD R F  3.39100 IS37UH3 CCPOIS / Short: SS37UH3   IRS USD P V 00MSOFR IS37UI4 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   17100000 | OU      | $17158.87     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe                               | BRENT CRUDE FUTR SEP26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |         25 | NC      | $11284.97     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $2695.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-58117.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $-3967.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | CO        |          1 | NC      | $34529.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | Long: SS372S8   CDS USD R F  5.00000 IS372S8 CCPCDX / Short: SS372S8   CDS USD P V 03MEVENT IS372T9 CCPCDX         | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |    8593200 | OU      | $665314.44    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |          1 | NC      | $11324.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | S+P/TSX 60 IX FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DE               |  | CA        |         10 | NC      | $168034.09    | 0.10%             |  |  |  | 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      | $-986.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CL        |          1 | NC      | $-1216.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED INR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | IN        |          1 | NC      | $-12539.56    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COCOA FUTURE JUL26                                                                                                 | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          6 | NC      | $-10420.70    | -0.01%            |  |  |  | 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      | $-96.27       | -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      | $432.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $1047.43      | 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      | $-392.75      | -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      | $-26877.24    | -0.02%            |  |  |  | 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      | $-1440.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE JUN26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              |  | GB        |         71 | NC      | $102251.86    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD ZAR                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1181.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SS2PWW7   IRS GBP R F  4.62710 IS2PWW7 CCPOIS / Short: SS2PWW7   IRS GBP P V 00MSONIA IS2PWX8 CCPOIS         | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    3170000 | OU      | $144143.39    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BTP FUTURE MAR26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         19 | NC      | $55870.74     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-31.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | HU        |          1 | NC      | $73106.31     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $29865.49     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $-19.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $16933.76     | 0.01%             |  |  |  | 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      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $43.53        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $6162.03      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Derivatives Clearing Ltd.     | MSCI SING IX ETS MAR26                                                                                             | CUSIP: 000000000<br>LEI: 549300ZLWT3FK3F0FW61 | N/A              | DE               |  | SG        |          8 | NC      | $-3987.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD MXN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-25040.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | BCOM COMDTY IND MAR26                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |       -228 | NC      | $-289598.76   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $19.25        | 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      | $-503.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BOBL FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         73 | NC      | $68872.85     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        496 | NC      | $295501.64    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                               | LOW SU GASOIL G MAY26                                                                                              | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DCO              |  | GB        |          9 | NC      | $97465.89     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                           | SUGAR 11 (WORLD) JUL26                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |         31 | NC      | $8003.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Mercantile Exchange                      | Long: SS2DJM0   IRS AUD R F  3.04000 IS2DJM0 CCPVANILLA / Short: SS2DJM0   IRS AUD P V 06MBBSW IS2DJN1 CCPVANILLA  | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |          0 | OU      | $1134.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-707.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED AUD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | AU        |          1 | NC      | $19442.18     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |          1 | NC      | $-1085.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd.       | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: JHE42UYNWWTJB8YTTU19 | N/A              | DFE              |  | XX        |          1 | NC      | $1527.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO STOXX 50 MAR26                                                                                                | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -5 | NC      | $-17345.41    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Stockholm AB                              | OMXS30 IND FUTURE MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300KBQIVNEJEZVL96 | N/A              | DE               |  | SE        |         -3 | NC      | $-2838.56     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Woodside Energy Group Ltd                        | Woodside Energy Group Ltd                                                                                          | CUSIP: 000000000<br>LEI: 2549005ZC5RXAOO7FH41 | Long             | EC               | CORP              | AU        |        261 | NS      | $5328.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | CORN FUTURE JUL26                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         37 | NC      | $21391.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-4795.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |          1 | NC      | $-35920.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-323.50      | -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      | $1893922.80   | 1.12%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Bank USA                           | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | MY        |          1 | NC      | $15959.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED HUF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | HU        |          1 | NC      | $8120.11      | 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      | $-73635.54    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $-18465.49    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| JAPAN TREASURY DISC BILL                         | Japan Treasury Discount Bill                                                                                       | CUSIP: 000000000<br>LEI: 353800WZS8AXZXFUC241 | Long             | STIV             | NUSS              | JP        | 2450000000 | PA      | $15681004.07  | 9.24%             | 2026-03-30      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-5409.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-4187.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |          1 | NC      | $-2101.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |          1 | NC      | $-146.75      | -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      | $681.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $4202.16      | 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      | $-14097.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-1094.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $1740.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $82728.07     | 0.05%             |  |  |  | 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      | $1956.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $10281.78     | 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      | $-1890.31     | -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      | $-1038.09     | -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      | $26841.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $16281.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | DAX INDEX FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |         -2 | NC      | $-62568.05    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $3012.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME LEAD FUTURE MAR26                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          3 | NC      | $-8622.54     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mercantile Exchange                     | NY HARB ULSD FUT MAY26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          5 | NC      | $100072.35    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 912828V49<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    7552701 | PA      | $7533819.55   | 4.44%             | 2027-01-15      | Fixed         | 0.38%                 | 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      | $-13061.71    | -0.01%            |  |  |  | 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      | $359419.07    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $-35.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | GASOLINE RBOB FUT MAY26                                                                                            | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |          5 | NC      | $68708.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $7617.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | WHEAT FUTURE(CBT) JUL26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         20 | NC      | $25573.10     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |          1 | NC      | $-77.41       | -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      | $-5706.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-5776.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD GBP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $50801.23     | 0.03%             |  |  |  | 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      | $358.58       | 0.00%             |  |  |  | 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      | $8024.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |          1 | NC      | $-2756.13     | -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      | $933.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | KR        |          1 | NC      | $4005.82      | 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      | $6150.92      | 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      | $-5005.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED ZAR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | ZA        |          1 | NC      | $3032.94      | 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      | $-1079.07     | -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      | $-388.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $493.06       | 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      | $-737.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | S+P500 EMINI FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |         47 | NC      | $-183691.87   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD THB                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-21878.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-5757.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 10YR BOND FUT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         39 | NC      | $11938.59     | 0.01%             |  |  |  | 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      | $476.77       | 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      | $752.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | WTI CRUDE FUTURE MAY26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         23 | NC      | $189540.86    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |          1 | NC      | $1111.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN FUTURE MAY26                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         19 | NC      | $86426.82     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $-2416.09     | -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      | $-1799.08     | -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      | $-6151.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |          1 | NC      | $8015.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-1537.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| U.K. Gilts                                       | U.K. Gilts                                                                                                         | CUSIP: 000000000<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    9930000 | PA      | $14012472.51  | 8.26%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-648.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $603.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         98 | NC      | $43803.31     | 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      | $-113.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | NZ        |          1 | NC      | $-1457.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |          1 | NC      | $32001.66     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | JP        |          1 | NC      | $-23242.98    | -0.01%            |  |  |  | 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      | $523.68       | 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      | $-329.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $1228.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-671.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-537.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $310.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | BR        |          1 | NC      | $4806.28      | 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      | $656.56       | 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      | $1352.27      | 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      | $11.80        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN MEAL FUTR JUL26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         17 | NC      | $16993.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | NZ        |          1 | NC      | $2383.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Montreal Exchange/Bourse De Montreal         | CAN 5YR BOND FUT JUN26                                                                                             | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              |  | CA        |         62 | NC      | $11706.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD COP                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-3498.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED PHP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PH        |          1 | NC      | $11102.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED CLP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | CL        |          1 | NC      | $-21598.38    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | KR        |          1 | NC      | $1673.19      | 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      | $15505516.60  | 9.14%             |  |  |  | No            |                  1 | On Loan: —       |
| State Street Bank & Trust Co.                    | PURCHASED CZK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CZ        |          1 | NC      | $-496.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $5516.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD HUF                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |          1 | NC      | $-33.60       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | JP        |          1 | NC      | $14371.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED NZD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | NZ        |          1 | NC      | $225.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR26                                                                                             | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         52 | NC      | $92701.21     | 0.05%             |  |  |  | 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      | $213.97       | 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      | $-440.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-192.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED MXN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | MX        |          1 | NC      | $75039.58     | 0.04%             |  |  |  | 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      | $-5119.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME NICKEL FUTURE MAR26                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          4 | NC      | $484.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliance Bernstein                               | AB Fixed Income Shares, Inc. - Government Money Market Portfolio                                                   | CUSIP: 018616748<br>LEI: 5493006YWHO7MNK2U579 | Long             | STIV             | RF                | US        |   15537633 | NS      | $15537633.00  | 9.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED KRW / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | KR        |          1 | NC      | $2201.28      | 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      | $-1434.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                   | Long: IS38UT8   TRS CHF R F   .00000 IS38UU9/SMH6 / Short: IS38UT8   TRS CHF P E IS38UT8/DE000C7PYG26              | CUSIP: 000000000<br>LEI: IGJSJL3JD5P30I6NJZ34 | N/A              | DE               |  | CH        |     129851 | OU      | $-12627.91    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |          1 | NC      | $-491.77      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | TW        |          1 | NC      | $16021.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaka Exchange                                   | TOPIX INDX FUTR MAR26                                                                                              | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |         20 | NC      | $696533.15    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED NOK / SOLD SEK                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | NO        |          1 | NC      | $2203.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |          1 | NC      | $-19671.10    | -0.01%            |  |  |  | No            |                  2 | 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      | $7973828.80   | 4.70%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Inflation-Indexed Notes                                                                              | CUSIP: 9128283R9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    4302498 | PA      | $4273423.03   | 2.52%             | 2028-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD NZD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |          1 | NC      | $3700.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COFFEE 'C' FUTURE MAY26                                                                                            | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          4 | NC      | $-73827.82    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | CO        |          1 | NC      | $-1828.05     | -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      | $158.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $233.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |          1 | NC      | $2540.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | US        |          1 | NC      | $-1457.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED THB / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | TH        |          1 | NC      | $743.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LEAN HOGS FUTURE JUN26                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |         11 | NC      | $40340.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | FTSE 100 IDX FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DE               |  | GB        |         -2 | NC      | $-32292.93    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America NA                               | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CN        |          1 | NC      | $5112.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD AUD                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-3716.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | BR        |          1 | NC      | $6061.95      | 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      | $-3215.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commodities Exchange Center                      | COPPER FUTURE JUL26                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         10 | NC      | $61271.80     | 0.04%             |  |  |  | No            |                  1 | 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        |          0 | OU      | $-99554.40    | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | LIVE CATTLE FUTR APR26                                                                                             | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DCO              |  | US        |          8 | NC      | $43752.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $537600.00    | 0.32%             |  |  |  | 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      | $2936.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD BRL                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-9826.81     | -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      | $-1012.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| London Metal Exchange                            | LME ZINC FUTURE MAR26                                                                                              | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |          6 | NC      | $24255.42     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED PEN / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | PE        |          1 | NC      | $4190.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                 | PURCHASED BRL / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 1IE8VN30JCEQV1H4R804 | N/A              | DFE              |  | BR        |          1 | NC      | $35765.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TWD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |          1 | NC      | $12211.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT JUN26                                                                                            | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         12 | NC      | $14978.52     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citibank NA                                      | PURCHASED CNH / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CN        |          1 | NC      | $6719.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex Deutschland                                | EURO-OAT FUTURE MAR26                                                                                              | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         23 | NC      | $74158.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | SOYBEAN OIL FUTR MAY26                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         20 | NC      | $147565.20    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI Emerging Markets ex China ETF       | iShares MSCI Emerging Markets ex China ETF                                                                         | CUSIP: 46434G764<br>LEI: 549300OO3LEZN53XCB15 | Long             | EC               | RF                | US        |      37400 | NS      | $3279232.00   | 1.93%             |  |  |  | No            |                  1 | On Loan: —       |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $79.25        | 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      | $-2783.58     | -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      | $168.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED JPY / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | JP        |          1 | NC      | $-447.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD INR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $1093.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-23236.45    | -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      | $25014.23     | 0.01%             |  |  |  | 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      | $-11922.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD PLN                                                                                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |          1 | NC      | $-2356.46     | -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      | $-583.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-801.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | COTTON NO.2 FUTR MAY26                                                                                             | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DCO              |  | US        |          7 | NC      | $5295.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Options Clearing Corp.                           | S+P 500 INDEX                                                                                                      | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               |  | US        |         16 | NC      | $568800.00    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | Long: SS376O2   IRS USD R F  3.61700 IS376O2 CCPOIS / Short: SS376O2   IRS USD P V 00MSOFR IS376P3 CCPOIS          | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    2930000 | OU      | $20613.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD KRW                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $1100.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |          1 | NC      | $-18564.43    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                           | KC HRW WHEAT FUT JUL26                                                                                             | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DCO              |  | US        |         13 | NC      | $5278.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $407.50       | 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      | $28661836.80  | 16.89%            |  |  |  | No            |                  1 | On Loan: No      |
| London Metal Exchange                            | LME PRI ALUM FUTR MAR26                                                                                            | CUSIP: 000000000<br>LEI: 213800NB8G5VRT1DXC91 | N/A              | DCO              |  | GB        |         12 | NC      | $1437.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |          1 | NC      | $-19287.57    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | E-MIN S+P 500 EWF MAR26                                                                                            | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |        -11 | NC      | $-94071.10    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED USD / SOLD MYR                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | US        |          1 | NC      | $-1688.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital Services LLC              | PURCHASED USD / SOLD NOK                                                                                           | CUSIP: 000000000<br>LEI: I7331LVCZKQKX5T7XV54 | N/A              | DFE              |  | US        |          1 | NC      | $-564.01      | -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      | $-539.58      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ICE Futures U.S., Inc.                           | MSCI EMGMKT MAR26                                                                                                  | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |         18 | NC      | $191112.84    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                           | PURCHASED GBP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DFE              |  | GB        |          1 | NC      | $-7044.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Italian Derivatives Market                       | FTSE/MIB IDX FUT MAR26                                                                                             | CUSIP: 000000000<br>LEI: 8156005391EE905D3124 | N/A              | DE               |  | IT        |          3 | NC      | $54392.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-25.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Futures Exchange Ltd.                  | HANG SENG IDX FUT MAR26                                                                                            | CUSIP: 000000000<br>LEI: 213800YTVSXYQN17BW16 | N/A              | DE               |  | HK        |          2 | NC      | $-4589.26     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| VanEck Morningstar Wide Moat ETF                 | VanEck Morningstar Wide Moat ETF                                                                                   | CUSIP: 92189F643<br>LEI: 549300F440UAK5RSEH97 | Long             | EC               | RF                | US        |         60 | NS      | $6415.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD IDR                                                                                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |          1 | NC      | $-6020.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mercantile Exchange                     | NATURAL GAS FUTR MAY26                                                                                             | CUSIP: 000000000<br>LEI: 5493008GFNDTXFPHWI47 | N/A              | DCO              |  | US        |         49 | NC      | $-105356.58   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED COP / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | CO        |          1 | NC      | $2453.38      | 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      | $650.50       | 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      | $-39191.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED NOK / SOLD EUR                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | NO        |          1 | NC      | $701.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-715.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SEK / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SE        |          1 | NC      | $-39271.97    | -0.02%            |  |  |  | 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      | $33773.10     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CAD / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CA        |          1 | NC      | $241.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD PEN                                                                                           | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |          1 | NC      | $-216.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED CHF / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | CH        |          1 | NC      | $2918.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MYR / SOLD USD                                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MY        |          1 | NC      | $667.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-27

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

**Signature:** Stephen Woetzel

**Name of Signer:** Stephen Woetzel

**Title:** Controller