0001410368-26-040391.txt : 20260424 0001410368-26-040391.hdr.sgml : 20260424 20260424165210 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 0000069752 S000009974 AB GLOBAL RISK ALLOCATION FUND, INC. C000027567 Class A CABNX C000027569 Class C CBACX C000027570 Advisor Class CBSYX C000027573 Class I CABIX NPORT-P 1 primary_doc.xml NPORT-P false 0000069752 XXXXXXXX S000009974 C000027573 C000027570 C000027569 C000027567 AB GLOBAL RISK ALLOCATION FUND, INC. 811-00134 0000069752 549300RSIE10WXQ2LF59 ALLIANCEBERNSTEIN LP 66 Hudson Boulevard East NEW YORK 10001 212-969-1000 AB GLOBAL RISK ALLOCATION FUND, INC. 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11.00000000 NC USD 40340.64000000 0.023766501469 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long CME Lean Hogs Futures LHM6 Comdty 2026-06-12 441679.36000000 USD 40340.64000000 N N N ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 FTSE 100 IDX FUT MAR26 000000000 -2.00000000 NC -32292.93000000 -0.01902523034 N/A DE GB N 1 ICE Futures Europe - Financial Products Division 549300UF4R84F48NCH34 Short FTSE 100 Index Futures Z H6 Index 2026-03-20 -194265.86000000 GBP -32292.93000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 PURCHASED CNH / SOLD USD 000000000 1.00000000 NC 5112.11000000 0.003011775961 N/A DFE CN N 2 Bank of America NA B4TYDEB6GKMZO031MB27 990103.69000000 USD 6816666.90000000 CNY 2026-03-26 5112.11000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD AUD 000000000 1.00000000 NC -3716.90000000 -0.00218979444 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 1535272.00000000 AUD 1088619.16000000 USD 2026-04-22 -3716.90000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 6061.95000000 0.003571369804 N/A DFE BR N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 283804.43000000 USD 1486000.00000000 BRL 2026-03-03 6061.95000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -3215.17000000 -0.00189420253 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 4256000.00000000 MXN 243712.71000000 USD 2026-03-12 -3215.17000000 N N N Commodities Exchange Center N/A COPPER FUTURE JUL26 000000000 10.00000000 NC USD 61271.80000000 0.036097997571 N/A DCO US N 1 Commodities Exchange Center N/A Long COMEX Copper Futures HGN6 Comdty 2026-07-29 1468228.20000000 USD 61271.80000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long: SS2DJI6 IRS AUD R F 2.97500 IS2DJI6 CCPVANILLA / Short: SS2DJI6 IRS AUD P V 06MBBSW IS2DJJ7 CCPVANILLA 000000000 0.00000000 OU Notional Amount 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2026-04-22 2936.05000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD BRL 000000000 1.00000000 NC -9826.81000000 -0.00578941965 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 14808000.00000000 BRL 2878693.62000000 USD 2026-03-03 -9826.81000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED SEK / SOLD USD 000000000 1.00000000 NC -1012.93000000 -0.00059676302 N/A DFE SE N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 429185.86000000 USD 3855000.00000000 SEK 2026-04-23 -1012.93000000 N N N London Metal Exchange 213800NB8G5VRT1DXC91 LME ZINC FUTURE MAR26 000000000 6.00000000 NC USD 24255.42000000 0.014289968505 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Zinc Futures LXH6 Comdty 2026-03-16 472193.58000000 USD 24255.42000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED PEN / SOLD USD 000000000 1.00000000 NC 4190.24000000 0.002468660515 N/A DFE PE N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 825475.89000000 USD 2784000.00000000 PEN 2026-03-13 4190.24000000 N N N HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 PURCHASED BRL / SOLD USD 000000000 1.00000000 NC 35765.86000000 0.021071290992 N/A DFE BR N 2 HSBC Bank USA NA 1IE8VN30JCEQV1H4R804 1692703.86000000 USD 8861000.00000000 BRL 2026-03-03 35765.86000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED TWD / SOLD USD 000000000 1.00000000 NC 12211.00000000 0.007194054170 N/A DFE TW N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1135710.45000000 USD 35960000.00000000 TWD 2026-04-24 12211.00000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 US ULTRA BOND CBT JUN26 000000000 12.00000000 NC USD 14978.52000000 0.008824525778 N/A DIR US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Ultra Long-Term U.S. Treasury Bond Futures WNM6 Comdty 2026-06-18 1444146.48000000 USD 14978.52000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED CNH / SOLD USD 000000000 1.00000000 NC 6719.79000000 0.003958933197 N/A DFE CN N 2 Citibank NA E57ODZWZ7FF32TWEFA76 1028093.88000000 USD 7087890.00000000 CNY 2026-03-26 6719.79000000 N N N Eurex Deutschland 529900LN3S50JPU47S06 EURO-OAT FUTURE MAR26 000000000 23.00000000 NC 74158.70000000 0.043690255101 N/A DIR DE N 1 Eurex Deutschland 529900LN3S50JPU47S06 Long French Government Bond Futures OATH6 Comdty 2026-03-06 2787398.75000000 EUR 74158.70000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 SOYBEAN OIL FUTR MAY26 000000000 20.00000000 NC USD 147565.20000000 0.086937355052 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long CBOT Soybean Oil Futures BOK6 Comdty 2026-05-14 594634.80000000 USD 147565.20000000 N N N iShares MSCI Emerging Markets ex China ETF 549300OO3LEZN53XCB15 iShares MSCI Emerging Markets ex China ETF 46434G764 37400.00000000 NS USD 3279232.00000000 1.931944365490 Long EC RF US N 1 N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC 79.25000000 0.000046689770 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1670991000.00000000 IDR 99481.51000000 USD 2026-04-23 79.25000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -2783.58000000 -0.00163993328 N/A DFE JP N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 358255.78000000 USD 55331370.00000000 JPY 2026-04-10 -2783.58000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC 168.25000000 0.000099123709 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 372240.68000000 USD 507000.00000000 CAD 2026-04-17 168.25000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED JPY / SOLD USD 000000000 1.00000000 NC -447.42000000 -0.00026359542 N/A DFE JP N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 678573.92000000 USD 105554439.00000000 JPY 2026-04-10 -447.42000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD INR 000000000 1.00000000 NC 1093.30000000 0.000644112638 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 24871000.00000000 INR 272887.86000000 USD 2026-05-13 1093.30000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC -23236.45000000 -0.01368964704 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 314085000.00000000 JPY 1994578.86000000 USD 2026-04-10 -23236.45000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC 25014.23000000 0.014737017907 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 2691000.00000000 CHF 3541754.14000000 USD 2026-04-16 25014.23000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD AUD 000000000 1.00000000 NC -11922.75000000 -0.00702423301 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1632000.00000000 AUD 1149234.65000000 USD 2026-04-22 -11922.75000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD PLN 000000000 1.00000000 NC -2356.46000000 -0.00138829750 N/A DFE US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 4023000.00000000 PLN 1123460.58000000 USD 2026-03-27 -2356.46000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -583.27000000 -0.00034363082 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 1482000.00000000 MXN 85400.55000000 USD 2026-03-12 -583.27000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -801.01000000 -0.00047191133 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 650000.00000000 PEN 192906.96000000 USD 2026-03-13 -801.01000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 COTTON NO.2 FUTR MAY26 000000000 7.00000000 NC USD 5295.01000000 0.003119530650 N/A DCO US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long NYBOT CTN Number 2 Cotton Futures CTK6 Comdty 2026-05-06 224339.99000000 USD 5295.01000000 N N N Options Clearing Corp. 549300CII6SLYGKNHA04 S+P 500 INDEX 000000000 16.00000000 NC USD 568800.00000000 0.335105889150 N/A DE US N 2 Options Clearing Corp. 549300CII6SLYGKNHA04 Put Purchased S&P 500 Index SPX INDEX 100.00000000 7000.00000000 USD 2026-09-18 XXXX -187684.30000000 N N N LCH Ltd. F226TOH6YD6XJB17KS62 Long: SS376O2 IRS USD R F 3.61700 IS376O2 CCPOIS / Short: SS376O2 IRS USD P V 00MSOFR IS376P3 CCPOIS 000000000 2930000.00000000 OU Notional Amount USD 20613.19000000 0.012144165547 N/A DIR US N 2 LCH Ltd. F226TOH6YD6XJB17KS62 N/A N/A Y 2035-10-07 0.00000000 USD 0.00000000 USD 2930000.00000000 USD 20613.19000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD KRW 000000000 1.00000000 NC 1100.57000000 0.000648395725 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 181336000.00000000 KRW 127153.40000000 USD 2026-04-14 1100.57000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED EUR / SOLD USD 000000000 1.00000000 NC -18564.43000000 -0.01093714806 N/A DFE XX N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 1300940.43000000 USD 1083000.00000000 EUR 2026-04-16 -18564.43000000 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 KC HRW WHEAT FUT JUL26 000000000 13.00000000 NC USD 5278.78000000 0.003109968821 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long KCBT Hard Red Winter Wheat Futures KWN6 Comdty 2026-07-14 380496.22000000 USD 5278.78000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED CHF / SOLD USD 000000000 1.00000000 NC 407.50000000 0.000240076740 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 187779.25000000 USD 144000.00000000 CHF 2026-04-16 407.50000000 N N N Vanguard S&P 500 ETF 549300D8V8ZP5GRJOC71 Vanguard S&P 500 ETF 922908363 45420.00000000 NS USD 28661836.80000000 16.88598858219 Long EC RF US N 1 N N N London Metal Exchange 213800NB8G5VRT1DXC91 LME PRI ALUM FUTR MAR26 000000000 12.00000000 NC USD 1437.84000000 0.000847096785 N/A DCO GB N 1 London Metal Exchange 213800NB8G5VRT1DXC91 Long LME Primary Aluminum Futures LAH26 Comdty 2026-03-16 940367.16000000 USD 1437.84000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC -19287.57000000 -0.01136318265 N/A DFE US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 265623953.00000000 JPY 1687193.41000000 USD 2026-04-10 -19287.57000000 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 E-MIN S+P 500 EWF MAR26 000000000 -11.00000000 NC USD -94071.10000000 -0.05542155346 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short E-mini S&P 500 Equal Weight Futures LWEH6 Index 2026-03-20 -1730608.90000000 USD -94071.10000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED USD / SOLD MYR 000000000 1.00000000 NC -1688.89000000 -0.00099500173 N/A DFE US N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 368000.00000000 MYR 92941.03000000 USD 2026-03-18 -1688.89000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED USD / SOLD NOK 000000000 1.00000000 NC -564.01000000 -0.00033228388 N/A DFE US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 12108000.00000000 NOK 1272468.80000000 USD 2026-04-23 -564.01000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC -539.58000000 -0.00031789106 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 66000.00000000 CHF 85712.68000000 USD 2026-04-16 -539.58000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 MSCI EMGMKT MAR26 000000000 18.00000000 NC USD 191112.84000000 0.112593245738 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long ICE U.S. MSCI Emerging Markets Index Futures MESH6 Index 2026-03-20 1252217.16000000 USD 191112.84000000 N N N Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 PURCHASED GBP / SOLD USD 000000000 1.00000000 NC -7044.66000000 -0.00415032885 N/A DFE GB N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2264723.95000000 USD 1675000.00000000 GBP 2026-04-24 -7044.66000000 N N N Italian Derivatives Market 8156005391EE905D3124 FTSE/MIB IDX FUT MAR26 000000000 3.00000000 NC 54392.61000000 0.032045154601 N/A DE IT N 1 Italian Derivatives Market 8156005391EE905D3124 Long FTSE MIB Index Futures STH6 Index 2026-03-20 663031.99000000 EUR 54392.61000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -25.82000000 -0.00001521173 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 349000.00000000 PEN 103980.46000000 USD 2026-03-13 -25.82000000 N N N Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 HANG SENG IDX FUT MAR26 000000000 2.00000000 NC -4589.26000000 -0.00270374130 N/A DE HK N 1 Hong Kong Futures Exchange Ltd. 213800YTVSXYQN17BW16 Long HKG Hang Seng Index Futures HIH6 Index 2026-03-30 2688256.67000000 HKD -4589.26000000 N N N VanEck Morningstar Wide Moat ETF 549300F440UAK5RSEH97 VanEck Morningstar Wide Moat ETF 92189F643 60.00000000 NS USD 6415.80000000 0.003779838895 Long EC RF US N 1 N N N UBS AG BFM8T61CT2L1QCEMIK50 PURCHASED USD / SOLD IDR 000000000 1.00000000 NC -6020.43000000 -0.00354690848 N/A DFE US N 2 UBS AG BFM8T61CT2L1QCEMIK50 21181262000.00000000 IDR 1253989.50000000 USD 2026-04-23 -6020.43000000 N N N New York Mercantile Exchange 5493008GFNDTXFPHWI47 NATURAL GAS FUTR MAY26 000000000 49.00000000 NC USD -105356.58000000 -0.06207034180 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long NYMEX Henry Hub Natural Gas Futures NGK26 Comdty 2026-04-28 1517046.58000000 USD -105356.58000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED COP / SOLD USD 000000000 1.00000000 NC 2453.38000000 0.001445397479 N/A DFE CO N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 290485.90000000 USD 1101813000.00000000 COP 2026-03-13 2453.38000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED AUD / SOLD USD 000000000 1.00000000 NC 650.50000000 0.000383239066 N/A DFE AU N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 150697.69000000 USD 212719.00000000 AUD 2026-04-22 650.50000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED USD / SOLD MXN 000000000 1.00000000 NC -39191.50000000 -0.02308949095 N/A DFE US N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 13503000.00000000 MXN 744235.93000000 USD 2026-03-12 -39191.50000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED NOK / SOLD EUR 000000000 1.00000000 NC N/A 701.23000000 0.000413126411 N/A DFE NO N 2 Citibank NA E57ODZWZ7FF32TWEFA76 848656.04000000 EUR 9567480.00000000 NOK 2026-04-23 701.23000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -715.91000000 -0.00042177506 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 656000.00000000 PEN 194780.13000000 USD 2026-03-13 -715.91000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 PURCHASED SEK / SOLD USD 000000000 1.00000000 NC -39271.97000000 -0.02313689948 N/A DFE SE N 2 Citibank NA E57ODZWZ7FF32TWEFA76 3262120.82000000 USD 29016506.00000000 SEK 2026-04-23 -39271.97000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 PURCHASED AUD / SOLD USD 000000000 1.00000000 NC 33773.10000000 0.019897265655 N/A DFE AU N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 1310863.54000000 USD 1889879.00000000 AUD 2026-04-22 33773.10000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC 241.90000000 0.000142514266 N/A DFE CA N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 278881.17000000 USD 380000.00000000 CAD 2026-04-17 241.90000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 PURCHASED USD / SOLD PEN 000000000 1.00000000 NC -216.78000000 -0.00012771493 N/A DFE US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 733000.00000000 PEN 218226.21000000 USD 2026-03-13 -216.78000000 N N N State Street Bank & Trust Co. 571474TGEMMWANRLN572 PURCHASED CHF / SOLD USD 000000000 1.00000000 NC 2918.39000000 0.001719355970 N/A DFE CH N 2 State Street Bank & Trust Co. 571474TGEMMWANRLN572 420501.80000000 USD 324000.00000000 CHF 2026-04-16 2918.39000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED MYR / SOLD USD 000000000 1.00000000 NC 667.53000000 0.000393272211 N/A DFE MY N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 92162.37000000 USD 361000.00000000 MYR 2026-03-18 667.53000000 N N N 2026-03-27 AB GLOBAL RISK ALLOCATION FUND, INC. Stephen Woetzel Stephen Woetzel Controller XXXX NPORT-EX 2 NPORT_6439_17943506_0226.htm HTML

AB Global Risk Allocation Fund, Inc.

Consolidated Portfolio of Investments

February 28, 2026 (unaudited)

 

Company    Shares        U.S. $ Value  

INVESTMENT COMPANIES – 33.8%

 

Funds and Investment Trusts – 33.8%(a)

 

Altegrity, Inc.(b) (c) (d) (e)

         1,120        $ 0  

Invesco S&P 500 Equal Weight ETF(f)

         9,240          1,893,923  

iShares Core MSCI Emerging Markets ETF

         103,880          7,973,829  

iShares Core MSCI Europe ETF(f)

         202,660          15,505,516  

iShares MSCI Emerging Markets ex China ETF(f)

         37,400          3,279,232  

VanEck Morningstar Wide Moat ETF

         60          6,416  

Vanguard S&P 500 ETF

         45,420          28,661,837  
          

 

 

  

Total Investment Companies
(cost $41,621,729)

           57,320,753  
          

 

 

  
     Principal
Amount
(000)		           

GOVERNMENTS - TREASURIES – 8.3%

 

United Kingdom – 8.3%

 

United Kingdom Gilt
4.75%, 12/07/2030 (g)
(cost $13,546,426)

      GBP        9,930          14,012,472  
          

 

 

  

INFLATION-LINKED SECURITIES – 7.0%

 

United States – 7.0%

 

U.S. Treasury Inflation Index
0.375%, 01/15/2027 (TIPS)

      U.S.$        7,553          7,533,820  

0.50%, 01/15/2028 (TIPS)

         4,302          4,273,423  
          

 

 

  

Total Inflation-Linked Securities
(cost $11,781,928)

            11,807,243  
          

 

 

  

EMERGING MARKETS - TREASURIES – 1.6%

 

Brazil – 1.6%

 

Brazil Notas do Tesouro Nacional
Series F
10.00%, 01/01/2035
(cost $2,502,121)

      BRL        16,522          2,691,853  
          

 

 

  
     Notional
Amount		           

PURCHASED OPTIONS - PUTS – 0.3%

 

Options on Equity Indices – 0.3%

 

S&P 500 Index
Expiration: Sep 2026; Contracts: 16;
Exercise Price: USD 7,000.00;
Counterparty: Morgan Stanley & Co., Inc.(c)
(premium paid $756,484)

      USD        11,200,000          568,800  
          

 

 

  

PURCHASED OPTIONS - CALLS – 0.3%

 

Options on Equity Indices – 0.3%

 

S&P 500 Index
Expiration: Sep 2026; Contracts: 16;
Exercise Price: USD 7,000.00;
Counterparty: Morgan Stanley & Co., Inc.(c)
(premium paid $606,196)

      USD        11,200,000          537,600  
          

 

 

  

 

1

Company    Shares        U.S. $ Value  

COMMON STOCKS – 0.0%

 

Financials – 0.0%

 

Financial Services – 0.0%

 

EXOR NV(b) (c) (e)

 

      480        $ 42,169  
          

 

 

  

Energy – 0.0%

 

Oil, Gas & Consumable Fuels – 0.0%

 

Woodside Energy Group Ltd.

 

      261          5,329  
          

 

 

  

Total Common Stocks
(cost $21,807)

 

        47,498  
          

 

 

  

WARRANTS – 0.0%

 

Information Technology – 0.0%

 

Software – 0.0%

 

Constellation Software, Inc./Canada, expiring 03/31/2040(b) (c) (e)
(cost $0)

 

      53          0  
          

 

 

  

SHORT-TERM INVESTMENTS – 43.5%

 

Investment Companies – 24.4%

 

AB Fixed Income Shares, Inc. - Government Money Market Portfolio -
Class AB, 3.53%(a) (h) (i)
(cost $41,381,355)

 

      41,381,355          41,381,355  
          

 

 

  
     Principal
Amount
(000)		           

U.S. Treasury Bills – 9.9%

 

U.S. Treasury Bill
Zero Coupon, 05/21/2026
(cost $16,863,906)

      U.S.$        17,000          16,864,736  
          

 

 

  

Treasury Bills – 9.2%

 

Japan – 9.2%

 

Japan Treasury Discount Bill
Series 1352 Zero Coupon, 03/30/2026
(cost $15,597,680)

      JPY        2,450,000          15,681,004  
          

 

 

  

Total Investments Before Security Lending Collateral for
Securities Loaned - 94.8%
(cost $144,679,632)

 

         160,913,314  
          

 

 

  
     Shares           

INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 9.1%

 

Investment Companies – 9.1%

 

AB Fixed Income Shares, Inc. - Government
Money Market Portfolio - Class AB, 3.53%(a) (h) (i)
(cost $15,537,633)

 

      15,537,633          15,537,633  
          

 

 

  

Total Investments – 103.9%
(cost $160,217,265)(j)

 

        176,450,947  

Other assets less liabilities – (3.9)%

 

        (6,660,769 ) 
          

 

 

  

Net Assets – 100.0%

 

      $ 169,790,178  
          

 

 

  

FUTURES

 

Description   

Number

of
Contracts

    Expiration
Month		   

Current

Notional

   

Value and

Unrealized
Appreciation

(Depreciation)

Purchased Contracts

 

Australian 10 Yr Bond Futures        98        March 2026      $ 7,711,502      $ 43,803
Brent Crude Oil Futures        25        July 2026        1,755,000        11,285
Canadian 5 Yr Bond Futures        62        June 2026        5,241,626        11,707
Canadian 10 Yr Bond Futures        39        June 2026        3,512,159        11,939
Cocoa Futures        6        July 2026        176,520        (10,421 )
Coffee ‘C’ Futures        4        May 2026        421,125        (73,828 )
Copper Futures        10        July 2026        1,529,500        61,272
Corn Futures        37        July 2026        843,600        21,392
Cotton No. 2 Futures        7        May 2026        229,635        5,295
Euro-BOBL Futures        73        March 2026        10,131,725        68,873
Euro-BTP Futures        19        March 2026        2,758,032        55,871
Euro-Bund Futures        52        March 2026        8,001,749        92,701
Euro-OAT Futures        23        March 2026        3,367,749        74,159
FTSE/MIB Index Futures        3        March 2026        837,831        54,393
Gasoline RBOB Futures        5        April 2026        481,530        68,708
Gold 100 OZ Futures        18        April 2026        9,446,220        810,123
Hang Seng Index Futures        2        March 2026        340,108        (3,510 )
IBEX 35 Index Futures        4        March 2026        870,187        24,174
KC HRW Wheat Futures        13        July 2026        385,775        5,279
Lean Hogs Futures        11        June 2026        482,020        40,341
Live Cattle Futures        8        April 2026        743,120        43,753
LME Lead Futures        3        March 2026        144,590        (8,623 )
LME Nickel Futures        4        March 2026        424,387        485
LME Primary Aluminum Futures        12        March 2026        941,805        1,438
LME Zinc Futures        6        March 2026        496,449        24,255
Long Gilt Futures        71        June 2026        8,963,603        102,252
Low SU Gasoil Futures        9        May 2026        654,750        97,466
MSCI Emerging Markets Index Futures        18        March 2026        1,443,330        191,113
MSCI Singapore ETS Index Futures        8        March 2026        291,912        (3,519 )
Natural Gas Futures        49        April 2026        1,411,690        (105,357 )
NY Harbor ULSD Futures        5        April 2026        531,594        100,072
S&P 500 E-Mini Futures        47        March 2026        16,189,150        (183,692 )
S&P Mid 400 E-Mini Futures        4        March 2026        1,431,160        62,141
S&P/TSX 60 Index Futures        10        March 2026        2,890,657        168,034
Silver Futures        2        May 2026        932,910        146,316
Soybean Futures        19        May 2026        1,112,213        86,427
Soybean Meal Futures        17        July 2026        548,760        16,993
Soybean Oil Futures        20        May 2026        742,200        147,565
SPI 200 Futures        9        March 2026        1,468,312        86,506
Sugar 11 (World) Futures        31        June 2026        481,566        8,003
TOPIX Index Futures        20        March 2026        5,064,515        729,635
U.S. T-Note 5 Yr (CBT) Futures        139        June 2026        15,309,547        84,786
U.S. T-Note 10 Yr (CBT) Futures        496        June 2026        56,451,000        295,519
U.S. Ultra Bond (CBT) Futures        12        June 2026        1,459,125        14,978
Wheat (CBT) Futures        20        July 2026        598,750        25,573
WTI Crude Futures        23        April 2026        1,538,470        189,541
Sold Contracts

 

Bloomberg Commodity Index Futures        228        March 2026        2,774,375        (289,599 )
DAX Index Futures        2        March 2026        1,497,501        (62,568 )
E-mini S&P 500 Equal Weight Futures        11        March 2026        1,824,680        (94,071 )
Euro STOXX 50 Index Futures        5        March 2026        363,519        (17,345 )
FTSE 100 Index Futures        2        March 2026        293,950        (32,147 )
LME Primary Aluminum Futures        2        March 2026        156,967        3,025
OMXS 30 Index Futures        3        March 2026        107,213        (3,129 )
                   

 

 

  
                    $  3,199,382
                   

 

 

  

 

3

FORWARD CURRENCY EXCHANGE CONTRACTS

 

Counterparty   

Contracts to

Deliver

(000)

     

In Exchange

For

(000)

     

Settlement

Date

     

Unrealized

Appreciation

(Depreciation)

Australia and New Zealand Banking Group Ltd.        USD        618          EUR        523          04/16/2026        $ 1,527
Bank of America NA        PEN        448          USD        133          03/13/2026          (136 )
Bank of America NA        USD        2,037          CNH        14,059          03/26/2026          15,394
Bank of America NA        PLN        4,023          USD        1,123          03/27/2026          (2,356 )
Bank of America NA        USD        516          HUF        167,426          03/27/2026          8,120
Bank of America NA        USD        5,359          JPY        841,441          04/10/2026           46,373
Bank of America NA        USD        398          KRW        575,573          04/14/2026          2,201
Bank of America NA        USD        1,395          EUR        1,177          04/16/2026          (1,047 )
Bank of America NA        USD        782          AUD        1,115          04/22/2026          11,325
Bank of America NA        USD        1,096          ZAR        17,570          04/24/2026          3,033
Barclays Capital, Inc.        BRL        524          USD        102          03/03/2026          (457 )
Barclays Capital, Inc.        USD        100          BRL        524          03/03/2026          2,541
Barclays Capital, Inc.        USD        1,335          COP        5,149,478          03/13/2026          34,530
Barclays Capital, Inc.        USD        92          MYR        361          03/18/2026          668
Barclays Capital, Inc.        PLN        7,968          USD        2,211          03/27/2026          (18,465 )
Barclays Capital, Inc.        USD        1,730          JPY        265,624          04/10/2026          (23,243 )
Barclays Capital, Inc.        EUR        6,646          USD        7,982          04/16/2026          113,197
Barclays Capital, Inc.        USD        2,378          EUR        1,978          04/16/2026          (35,920 )
Barclays Capital, Inc.        CAD        995          USD        728          04/17/2026          (2,455 )
Barclays Capital, Inc.        NZD        919          USD        556          04/22/2026          3,701
Barclays Capital, Inc.        USD        606          NZD        1,005          04/22/2026          (2,101 )
BNP Paribas SA        USD        2,236          CLP        1,932,923          03/13/2026          (21,598 )
Citibank NA        USD        1,028          CNH        7,088          03/26/2026          6,720
Citibank NA        JPY        2,450,000          USD        15,708          04/01/2026          (19,671 )
Citibank NA        JPY        266,590          USD        1,711          04/10/2026          (1,538 )
Citibank NA        CAD        1,396          USD        1,025          04/17/2026          19
Citibank NA        CAD        1,481          USD        1,083          04/17/2026          (5,068 )
Citibank NA        USD        5,138          CAD        6,994          04/17/2026          (96 )
Citibank NA        AUD        891          USD        629          04/22/2026          (5,410 )
Citibank NA        EUR        849          USD        1,008          04/23/2026          2,905
Citibank NA        SEK        32,767          USD        3,677          04/23/2026          37,895
Citibank NA        USD        1,008          NOK        9,567          04/23/2026          (2,204 )
Citibank NA        USD        3,262          SEK        29,017          04/23/2026          (39,272 )
Citibank NA        USD        2,242          TWD        70,750          04/24/2026          16,022
Citibank NA        USD        1,959          INR        178,151          05/13/2026          (12,540 )
Deutsche Bank AG        BRL        12,579          USD        2,443          03/03/2026          (10,961 )
Deutsche Bank AG        USD        2,410          BRL        12,579          03/03/2026          43,518
Deutsche Bank AG        PEN        688          USD        205          03/13/2026          310
Deutsche Bank AG        PEN        3,288          USD        977          03/13/2026          (2,620 )
Deutsche Bank AG        USD        290          COP        1,101,813          03/13/2026          2,453
Deutsche Bank AG        USD        887          COP        3,259,887          03/13/2026          (20,514 )
Deutsche Bank AG        KRW        274,984          USD        192          04/14/2026          650
Deutsche Bank AG        USD        214          KRW        310,237          04/14/2026          1,673
Deutsche Bank AG        USD        1,301          EUR        1,083          04/16/2026          (18,564 )
Deutsche Bank AG        CAD        3,736          USD        2,739          04/17/2026          (4,796 )
Deutsche Bank AG        NZD        3,340          USD        2,015          04/22/2026          7,871
Deutsche Bank AG        TWD        35,675          USD        1,126          04/24/2026          (12,719 )
Deutsche Bank AG        USD        1,136          TWD        35,960          04/24/2026          12,211
Goldman Sachs Bank USA        BRL        22,051          USD        4,285          03/03/2026          (16,137 )
Goldman Sachs Bank USA        USD        4,284          BRL        22,051          03/03/2026          17,707
Goldman Sachs Bank USA        MXN        9,489          USD        525          03/12/2026          (25,040 )
Goldman Sachs Bank USA        COP        9,840,070          USD        2,613          03/13/2026          (3,499 )
Goldman Sachs Bank USA        PEN        631          USD        188          03/13/2026          234
Goldman Sachs Bank USA        USD        186          COP        683,355          03/13/2026          (4,226 )
Goldman Sachs Bank USA        MYR        4,838          USD        1,232          03/18/2026          (12,513 )
Goldman Sachs Bank USA        USD        1,135          MYR        4,477          03/18/2026          15,959
Goldman Sachs Bank USA        BRL        7,243          USD        1,397          04/02/2026          (5,776 )
Goldman Sachs Bank USA        USD        2,856          BRL        14,808          04/02/2026          11,810
Goldman Sachs Bank USA        KRW        181,336          USD        127          04/14/2026          1,101
Goldman Sachs Bank USA        KRW        512,733          USD        351          04/14/2026          (5,757 )
Goldman Sachs Bank USA        USD        861          AUD        1,238          04/22/2026          19,442
Goldman Sachs Bank USA        USD        551          NZD        921          04/22/2026          2,384
Goldman Sachs Bank USA        IDR        1,670,991          USD        99          04/23/2026          79
Goldman Sachs Bank USA        IDR        1,682,669          USD        100          04/23/2026          (193 )
Goldman Sachs Bank USA        GBP        13,078          USD        17,683          04/24/2026          55,003

 

4

Counterparty   

Contracts to

Deliver

(000)

       

In Exchange

For

(000)

       

Settlement

Date

       

Unrealized

Appreciation

(Depreciation)

  
Goldman Sachs Bank USA      USD        2,265          GBP        1,675          04/24/2026        $ (7,045 ) 
Goldman Sachs Bank USA      INR        24,871          USD        273          05/13/2026          1,093  
HSBC Bank USA      BRL        23,260          USD        4,471          03/03/2026          (65,837 ) 
HSBC Bank USA      USD        4,489          BRL        23,260          03/03/2026          48,311  
HSBC Bank USA      CLP        975,723          USD        1,122          03/13/2026          4,500  
HSBC Bank USA      CLP        2,025,291          USD        2,247          03/13/2026          (73,636 ) 
HSBC Bank USA      USD        86          CLP        73,911          03/13/2026          (1,217 ) 
HSBC Bank USA      USD        377          COP        1,394,967          03/13/2026          (5,796 ) 
HSBC Bank USA      USD        825          PEN        2,784          03/13/2026          4,190  
HSBC Bank USA      USD        2,212          HUF        729,805          03/27/2026           73,106  
HSBC Bank USA      KRW        575,573          USD        399          04/14/2026          (1,457 ) 
HSBC Bank USA      USD        2,249          KRW        3,250,141          04/14/2026          10,168  
HSBC Bank USA      USD        3,144          NZD        5,232          04/22/2026          226  
HSBC Bank USA      USD        594          NZD        985          04/22/2026          (2,416 ) 
HSBC Bank USA      IDR        6,461,487          USD        383          04/23/2026          (1,440 ) 
HSBC Bank USA      PHP        2,347          USD        40          04/23/2026          (936 ) 
HSBC Bank USA      USD        471          PHP        27,851          04/23/2026          11,103  
HSBC Bank USA      INR        117,598          USD        1,294          05/13/2026          9,231  
JPMorgan Chase Bank      JPY        265,624          USD        1,687          04/10/2026          (19,288 ) 
JPMorgan Chase Bank      CAD        1,461          USD        1,079          04/17/2026          5,516  
JPMorgan Chase Bank      AUD        1,535          USD        1,089          04/22/2026          (3,717 ) 
JPMorgan Chase Bank      SEK        7,763          USD        863          04/23/2026          271  
JPMorgan Chase Bank      USD        863          NOK        8,222          04/23/2026          1,932  
Morgan Stanley Capital Services, Inc.      USD        1,426          MXN        25,873          03/12/2026          75,040  
Morgan Stanley Capital Services, Inc.      PEN        804          USD        241          03/13/2026          1,016  
Morgan Stanley Capital Services, Inc.      JPY        314,085          USD        1,995          04/10/2026          (23,236 ) 
Morgan Stanley Capital Services, Inc.      USD        1,227          JPY        188,834          04/10/2026          (13,366 ) 
Morgan Stanley Capital Services, Inc.      USD        119          KRW        170,330          04/14/2026          (441 ) 
Morgan Stanley Capital Services, Inc.      CHF        3,554          USD        4,678          04/16/2026          33,039  
Morgan Stanley Capital Services, Inc.      AUD        3,978          USD        2,785          04/22/2026          (44,951 ) 
Morgan Stanley Capital Services, Inc.      USD        2,353          AUD        3,392          04/22/2026          60,614  
Morgan Stanley Capital Services, Inc.      NOK        24,921          USD        2,610          04/23/2026          (10,628 ) 
Morgan Stanley Capital Services, Inc.      INR        35,682          USD        392          05/13/2026          1,740  
Standard Chartered Bank      EUR        1,275          USD        1,517          04/16/2026          8,015  
State Street Bank & Trust Co.      MXN        2,265          USD        132          03/12/2026          524  
State Street Bank & Trust Co.      MXN        31,621          USD        1,762          03/12/2026          (72,548 ) 
State Street Bank & Trust Co.      THB        96,421          USD        3,068          03/13/2026          (35,559 ) 
State Street Bank & Trust Co.      USD        185          THB        5,763          03/13/2026          743  
State Street Bank & Trust Co.      USD        383          THB        11,872          03/13/2026          (1,233 ) 
State Street Bank & Trust Co.      CNH        6,832          USD        983          03/26/2026          (14,097 ) 
State Street Bank & Trust Co.      HUF        90,280          USD        283          03/27/2026          (66 ) 
State Street Bank & Trust Co.      USD        378          CZK        7,779          03/27/2026          966  
State Street Bank & Trust Co.      USD        409          CZK        8,353          03/27/2026          (1,931 ) 
State Street Bank & Trust Co.      USD        440          HUF        141,412          03/27/2026          2,446  
State Street Bank & Trust Co.      USD        695          PLN        2,507          03/27/2026          6,151  
State Street Bank & Trust Co.      JPY        23,844          USD        155          04/10/2026          1,352  
State Street Bank & Trust Co.      JPY        51,320          USD        329          04/10/2026          (1,125 ) 

 

5

Counterparty     

Contracts to

Deliver

(000)

       

In Exchange

For

(000)

       

Settlement

Date

       

Unrealized

Appreciation

(Depreciation)

  
State Street Bank & Trust Co.

 

      USD        630          JPY        96,886          04/10/2026        $ (7,903 ) 
State Street Bank & Trust Co.

 

      CHF        179          USD        235          04/16/2026          1,530  
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          4,373  
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          1,111  
State Street Bank & Trust Co.

 

      USD        422          EUR        353          04/16/2026          (3,534 ) 
State Street Bank & Trust Co.

 

      CAD        381          USD        279          04/17/2026          (1,095 ) 
State Street Bank & Trust Co.

 

      USD        823          CAD        1,121          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          (4,836 ) 
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          3,587  
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          (1,457 ) 
State Street Bank & Trust Co.

 

      NOK        3,886          USD        406          04/23/2026          (2,138 ) 
State Street Bank & Trust Co.

 

      SEK        4,682          USD        528          04/23/2026          7,617  
State Street Bank & Trust Co.

 

      USD        743          NOK        7,072          04/23/2026          625  
State Street Bank & Trust Co.

 

      USD        480          SEK        4,340          04/23/2026          1,615  
State Street Bank & Trust Co.

 

      USD        429          SEK        3,855          04/23/2026          (1,013 ) 
State Street Bank & Trust Co.

 

      USD        149          GBP        110          04/24/2026          (393 ) 
State Street Bank & Trust Co.

 

      ZAR        8,063          USD        503          04/24/2026          (1,181 ) 
UBS

 

      IDR        21,181,262          USD        1,254          04/23/2026          (6,020 ) 
                          

 

 

  
                           $  111,932  
                          

 

 

  

CENTRALLY CLEARED CREDIT DEFAULT SWAPS

Description   

Fixed

Rate

(Pay)

Receive

    

Payment

Frequency

   

Implied

Credit

Spread at

February 28,
2026

  

Notional

Amount

(000)

     

Market

Value

      Upfront
Premiums
Paid
(Received)		     

Unrealized

Appreciation

(Depreciation)

  
Sale Contracts

 

   

CDX-NAHY Series 45, 5 Year Index, 12/20/2030*

      5.00 %    Quarterly    3.32%     USD        8,593      $  665,314      $  606,969      $  58,345  

 

*

Termination date

 

6

CENTRALLY CLEARED INTEREST RATE SWAPS

 

       Rate Type                            

Notional

Amount

(000)

     

Termination

Date

     

Payments

made

by the

Fund

     

Payments

received

by the

Fund

    

Payment

Frequency

Paid/

Received

      Market
Value		     

Upfront

Premiums

Paid

(Received)

    

Unrealized

Appreciation

(Depreciation)

  
NZD      20,260        02/24/2027        3 Month BKBM        3.508 %      Quarterly/Semi-Annual      $ 106,446      $ 158,825     $ (52,379 ) 
NZD      4,470        02/28/2027        3 Month BKBM        3.445 %      Quarterly/Semi-Annual        21,629        30,042       (8,413 ) 
USD      17,100        11/05/2027        1 Day SOFR        3.391 %      Annual        17,159        (262 )      17,421  
GBP      3,170        10/26/2028        1 Day SONIA        4.627 %      Annual        144,144        —       144,144  
NZD      5,540        10/03/2033        3 Month BKBM        5.128 %      Quarterly/Semi-Annual        359,419        —       359,419  
USD      2,930        10/07/2035        1 Day SOFR        3.617 %      Annual        20,613        —       20,613  
                

 

 

     

 

 

    

 

 

  
                 $  669,410      $  188,605     $  480,805  
                

 

 

     

 

 

    

 

 

  

TOTAL RETURN SWAPS

 

Counterparty &

Referenced Obligation

   

Rate Paid/

Received

    

Payment

Frequency

   

Current

Notional

(000)

     

Maturity

Date

     

Unrealized

Appreciation

(Depreciation)

  
Pay Total Return on Reference Obligation

 

Morgan Stanley Capital Services LLC

 

Swiss Market Index Futures

      0.00 %    Maturity      CHF        140        03/20/2026        $ (12,628)  

 

(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

 

7

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 BREAKDOWN1

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).

 

8

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.

 

  •  

Level 1 - quoted prices in active markets for identical investments

  •  

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

  •  

Level 3 - significant unobservable inputs (including the Fund’s own assumptions in determining the fair value of investments)

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

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

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

 

9

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    $ 57,320,753     $ —     $ 0 (a)    $ 57,320,753  
Governments - Treasuries      —       14,012,472       —       14,012,472  
Inflation-Linked Securities      —       11,807,243       —       11,807,243  
Emerging Markets - Treasuries      —       2,691,853       —       2,691,853  
Purchased Options - Puts      —       568,800       —       568,800  
Purchased Options - Calls      —       537,600       —       537,600  
Common Stocks      —       5,329       42,169       47,498  
Warrants      —       —       0 (a)      —  
Short-Term Investments:         

Investment Companies

      41,381,355       —       —       41,381,355  

U.S. Treasury Bills

      —       16,864,736       —       16,864,736  

Treasury Bills

      —       15,681,004       —       15,681,004  
Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund      15,537,633       —       —       15,537,633  
  

 

 

    

 

 

    

 

 

    

 

 

  
Total Investments in Securities      114,239,741       62,169,037       42,169 (a)      176,450,947  
Other Financial Instruments(b):         
Assets:

 

Futures      4,087,191       —       —       4,087,191  
Forward Currency Exchange Contracts      —       881,865       —       881,865  
Centrally Cleared Credit Default Swaps      —       665,314       —       665,314  
Centrally Cleared Interest Rate Swaps      —       669,410       —       669,410  
Liabilities:

 

Futures      (887,809 )      —       —       (887,809 ) 
Forward Currency Exchange Contracts      —       (769,933 )      —       (769,933 ) 
Total Return Swaps      —       (12,628 )      —       (12,628 ) 
  

 

 

    

 

 

    

 

 

    

 

 

  
Total    $  117,439,123     $  63,603,065     $  42,169 (a)    $  181,084,357  
  

 

 

    

 

 

    

 

 

    

 

 

  

 

10

(a) 

The Fund held securities with zero market value at period end.

(b) 

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
Value
11/30/2025
(000)		      Purchases
at Cost
(000)		      Sales
Proceeds
(000)		      Market
Value
02/28/2026
(000)		      Dividend
Income
(000)		  
AB Government Money Market Portfolio    $ 30,615      $ 71,345      $ 60,579      $ 41,381      $ 318  
AB Government Money Market Portfolio*      55        30,280        14,797        15,538        56  
Total    $  30,670      $  101,625      $  75,376      $  56,919      $  374  

 

*

Investments of cash collateral for securities lending transactions.

 

11