0001752724-20-106717.txt : 20200528 0001752724-20-106717.hdr.sgml : 20200528 20200528105212 ACCESSION NUMBER: 0001752724-20-106717 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200331 FILED AS OF DATE: 20200528 PERIOD START: 20200630 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AB CAP FUND, INC. CENTRAL INDEX KEY: 0000081443 IRS NUMBER: 132625045 STATE OF INCORPORATION: DE FISCAL YEAR END: 0731 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-01716 FILM NUMBER: 20918271 BUSINESS ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 2129691000 MAIL ADDRESS: STREET 1: ALLIANCEBERNSTEIN LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND, INC. DATE OF NAME CHANGE: 20110524 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN CAP FUND,INC DATE OF NAME CHANGE: 20040908 FORMER COMPANY: FORMER CONFORMED NAME: ALLIANCEBERNSTEIN SMALL CAP GROWTH FUND INC DATE OF NAME CHANGE: 19931001 0000081443 S000050223 AB International Strategic Core Portfolio C000158542 Class A ISARX C000158543 Class C ISCRX C000158544 Advisor Class ISRYX C000158548 Class Z ISZRX NPORT-P 1 primary_doc.xml NPORT-P false 0000081443 XXXXXXXX S000050223 C000158542 C000158543 C000158548 C000158544 AB CAP FUND, INC. 811-01716 0000081443 549300I24E20QB4B6Y20 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB International Strategic Core Portfolio S000050223 5493007CD7WNNTUD6E53 2020-06-30 2020-03-31 N 347824402.00 9100360.69 338724041.31 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1512087.05000000 N Deutsche Bank AG 7LTWFZYICNSX8D621K86 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CORP GB N 2 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC 45056.11000000 0.013301716000 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 936000.00000000 CAD 710275.78000000 USD 2020-04-17 45056.11000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC 51387.93000000 0.015171031203 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1504000.00000000 CAD 1121093.78000000 USD 2020-07-17 51387.93000000 N N N Compass Group PLC 2138008M6MH9OZ6U2T68 Compass Group PLC 000000000 276520.00000000 NS 4308212.10000000 1.271894396198 Long EC CORP GB N 2 N N N Daiichikosho Co Ltd N/A Daiichikosho Co Ltd 000000000 48600.00000000 NS 1300639.94000000 0.383982174684 Long EC CORP JP N 2 N N N Samsung Electronics Co Ltd 9884007ER46L6N7EI764 Samsung Electronics Co Ltd 000000000 69430.00000000 NS 2699543.84000000 0.796974383500 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1325487.65000000 0.391317854166 Long EC CORP NL N 2 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC 17314.20000000 0.005111594657 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 1036000.00000000 SGD 746376.19000000 USD 2020-04-17 17314.20000000 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED CAD / SOLD USD 000000000 1.00000000 NC -27354.84000000 -0.00807584837 N/A DFE CA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 728820.46000000 USD 987000.00000000 CAD 2020-04-17 -27354.84000000 N N N Zurich Insurance Group AG 529900QVNRBND50TXP03 Zurich Insurance Group AG 000000000 11340.00000000 NS 3983817.07000000 1.176124686807 Long EC CORP CH N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC 60827.96000000 0.017957969491 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1446000.00000000 CAD 1088507.07000000 USD 2020-04-17 60827.96000000 N N N Bank of America, National Association B4TYDEB6GKMZO031MB27 PURCHASED USD / SOLD ILS 000000000 1.00000000 NC 18692.88000000 0.005518616254 N/A DFE US N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2460000.00000000 ILS 713641.70000000 USD 2020-04-17 18692.88000000 N N N Otsuka Corp 529900RG9DJ58J3UIE72 Otsuka Corp 000000000 77900.00000000 NS 3320918.50000000 0.980420075042 Long EC CORP JP N 2 N N N Nestle SA KY37LUS27QQX7BB93L28 Nestle SA 000000000 66860.00000000 NS 6844310.79000000 2.020615591243 Long EC CORP CH N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC 3973.71000000 0.001173140821 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 666000.00000000 EUR 738915.68000000 USD 2020-04-17 3973.71000000 N N N Wolters Kluwer NV 724500TEM53I0U077B74 Wolters Kluwer NV 000000000 111614.00000000 NS 7900498.41000000 2.332429189095 Long EC CORP NL N 1 N N N Admiral Group PLC 213800FGVM7Z9EJB2685 Admiral Group PLC 000000000 186390.00000000 NS 5133204.88000000 1.515453364381 Long EC CORP GB N 2 N N N Oversea-Chinese Banking Corp Ltd 5493007O3QFXCPOGWK22 Oversea-Chinese Banking Corp Ltd 000000000 495272.00000000 NS 3000818.33000000 0.885918318166 Long EC CORP SG N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC 52302.40000000 0.015441006135 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 838000.00000000 GBP 1093492.79000000 USD 2020-04-17 52302.40000000 N N N Kuehne + Nagel International AG 529900Q0YED3805QXQ66 Kuehne + Nagel International AG 000000000 20830.00000000 NS 2837475.26000000 0.837695266337 Long EC CORP CH N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD GBP 000000000 1.00000000 NC -3825.20000000 -0.00112929687 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1346000.00000000 GBP 1670691.54000000 USD 2020-07-17 -3825.20000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC -36035.80000000 -0.01063868979 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 199491000.00000000 JPY 1820555.41000000 USD 2020-04-17 -36035.80000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC 36158.89000000 0.010675029106 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 936000.00000000 SGD 694848.10000000 USD 2020-04-17 36158.89000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC 75083.62000000 0.022166604918 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1735000.00000000 CAD 1308156.41000000 USD 2020-04-17 75083.62000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD EUR 000000000 1.00000000 NC -28329.57000000 -0.00836361360 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1724000.00000000 EUR 1874132.82000000 USD 2020-04-17 -28329.57000000 N N N Capgemini SE 96950077L0TN7BAROX36 Capgemini SE 000000000 40130.00000000 NS 3353357.66000000 0.989996944719 Long EC CORP FR N 2 N N N adidas AG 549300JSX0Z4CW0V5023 adidas AG 000000000 19420.00000000 NS 4311771.44000000 1.272945204398 Long EC CORP DE N 2 N N N SAP SE 529900D6BF99LW9R2E68 SAP SE 000000000 33199.00000000 NS 3706600.68000000 1.094283318557 Long EC CORP DE N 2 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC -16449.40000000 -0.00485628358 N/A DFE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 869000.00000000 SGD 595899.33000000 USD 2020-07-17 -16449.40000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD SEK 000000000 1.00000000 NC 8512.63000000 0.002513146089 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 5464000.00000000 SEK 561050.72000000 USD 2020-04-17 8512.63000000 N N N Natwest Markets PLC RR3QWICWWIPCS8A4S074 PURCHASED AUD / SOLD USD 000000000 1.00000000 NC -20183.48000000 -0.00595867949 N/A DFE AU N 2 Natwest Markets PLC RR3QWICWWIPCS8A4S074 1016841.60000000 USD 1620000.00000000 AUD 2020-07-17 -20183.48000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED ILS / SOLD USD 000000000 1.00000000 NC -43535.86000000 -0.01285289931 N/A DFE IL N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1562818.29000000 USD 5378000.00000000 ILS 2020-04-17 -43535.86000000 N N N Informa PLC 5493006VM2LKUPSEDU20 Informa PLC 000000000 318590.00000000 NS 1735267.34000000 0.512295298936 Long EC CORP GB N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD CHF 000000000 1.00000000 NC -1917.82000000 -0.00056618951 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 650000.00000000 CHF 673915.93000000 USD 2020-04-17 -1917.82000000 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD CAD 000000000 1.00000000 NC 74331.86000000 0.021944666139 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 1345000.00000000 CAD 1030229.78000000 USD 2020-04-17 74331.86000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 PURCHASED USD / SOLD SGD 000000000 1.00000000 NC 429168.98000000 0.126701659067 N/A DFE US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 10882000.00000000 SGD 8087134.75000000 USD 2020-04-17 429168.98000000 N N N ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 FUTURE CONTRACT ON MSCI EAFE JUN20 000000000 164.00000000 NC USD 1147897.73000000 0.338888767847 N/A DE US N 1 ICE Futures U.S., Inc. 5493004R83R1LVX2IL36 Long MSCI EAFE MFSM0 Index 2020-06-19 11638362.27000000 USD 1147897.73000000 N N N Astellas Pharma Inc 529900IB708DY2HBBB35 Astellas Pharma Inc 000000000 401200.00000000 NS 6181432.10000000 1.824916848563 Long EC CORP JP N 2 N N N KBC Group NV 213800X3Q9LSAKRUWY91 KBC Group NV 000000000 83350.00000000 NS 3782022.06000000 1.116549638866 Long EC CORP BE N 2 N N N Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 PURCHASED USD / SOLD JPY 000000000 1.00000000 NC 5324.75000000 0.001572002382 N/A DFE US N 2 Brown Brothers Harriman & Co. 5493006KMX1VFTPYPW14 303547000.00000000 JPY 2830327.84000000 USD 2020-04-17 5324.75000000 N N N Enel SpA WOCMU6HCI0OJWNPRZS33 Enel SpA 000000000 851780.00000000 NS 5875448.21000000 1.734582578572 Long EC CORP IT N 2 N N N 2020-04-28 AB CAP FUND, INC. Joseph Mantineo Joseph Mantineo Treasuer and Chief Financial Officer XXXX NPORT-EX 2 NPORT_6360467025680851.htm HTML[877387.ISC]

AB Cap Fund, Inc.

AB International Strategic Core Portfolio

Portfolio of Investments

March 31, 2020 (unaudited)

 

Company    Shares        U.S. $ Value  

COMMON STOCKS – 91.0%

        

Financials – 16.0%

        

Banks – 6.7%

        

Bank Leumi Le-Israel BM

      899,450        $ 4,959,535  

DBS Group Holdings Ltd.

      318,000          4,149,312  

Hang Seng Bank Ltd.

      185,500          3,160,414  

KBC Group NV

      83,350          3,782,022  

Oversea-Chinese Banking Corp., Ltd.

      495,272          3,000,818  

Royal Bank of Canada

      62,149          3,849,590  
       

 

 

  
          22,901,691  
       

 

 

  

Capital Markets – 4.0%

        

Euronext NV(a)

      40,231          2,962,339  

Partners Group Holding AG

      8,533          5,842,254  

Singapore Exchange Ltd.

      720,400          4,639,702  
       

 

 

  
          13,444,295  
       

 

 

  

Insurance – 5.3%

        

Admiral Group PLC

      186,390          5,133,205  

Allianz SE (REG)

      15,780          2,687,295  

Sampo Oyj - Class A

      129,140          3,725,539  

Swiss Re AG

      29,990          2,309,197  

Zurich Insurance Group AG

      11,340          3,983,817  
       

 

 

  
          17,839,053  
       

 

 

  
          54,185,039  
       

 

 

  

Industrials – 13.2%

        

Aerospace & Defense – 1.5%

        

Airbus SE

      22,300          1,437,946  

BAE Systems PLC

      312,760          2,009,490  

MTU Aero Engines AG

      11,690          1,690,338  
       

 

 

  
          5,137,774  
       

 

 

  

Air Freight & Logistics – 2.2%

        

Kuehne & Nagel International AG

      20,830          2,837,475  

SG Holdings Co., Ltd.

      195,500          4,656,512  
       

 

 

  
          7,493,987  
       

 

 

  

Commercial Services & Supplies – 1.2%

        

Secom Co., Ltd.

      48,900          4,044,433  
       

 

 

  

Professional Services – 8.3%

        

Experian PLC

      149,770          4,162,308  

Intertek Group PLC

      33,480          1,956,071  

Intertrust NV(a)

      105,301          1,325,488  

Meitec Corp.

      77,800          3,085,290  

RELX PLC

      442,415          9,442,214  

Wolters Kluwer NV

      111,614          7,900,498  
       

 

 

  
          27,871,869  
       

 

 

  
          44,548,063  
       

 

 

  

Information Technology – 13.1%

        

IT Services – 3.3%

        

Amadeus IT Group SA - Class A

      93,194          4,386,536  

Capgemini SE

      40,130          3,353,358  

Otsuka Corp.

      77,900          3,320,918  
       

 

 

  
              11,060,812  
       

 

 

  
Company    Shares        U.S. $ Value  

Software – 9.0%

        

Avast PLC(a)

      656,887        $ 3,175,850  

Check Point Software Technologies Ltd.(b)

      47,723          4,798,071  

Constellation Software, Inc./Canada

      8,173          7,428,004  

Nice Ltd.(b)

      30,798          4,453,257  

Oracle Corp. Japan

      81,600          7,117,393  

SAP SE

      33,199          3,706,601  
       

 

 

  
              30,679,176  
       

 

 

  

Technology Hardware, Storage & Peripherals – 0.8%

        

Samsung Electronics Co., Ltd.

      69,430          2,699,544  
       

 

 

  
          44,439,532  
       

 

 

  

Consumer Staples – 11.5%

        

Food & Staples Retailing – 1.7%

        

Koninklijke Ahold Delhaize NV

      255,550          5,953,438  
       

 

 

  

Food Products – 4.6%

        

Danone SA

      29,720          1,902,028  

Morinaga & Co., Ltd./Japan

      62,600          2,562,631  

Nestle SA (REG)

      66,860          6,844,311  

Salmar ASA

      124,770          4,127,883  
       

 

 

  
          15,436,853  
       

 

 

  

Personal Products – 0.8%

        

Unilever PLC

      52,300          2,637,499  
       

 

 

  

Tobacco – 4.4%

        

British American Tobacco PLC

      105,731          3,601,754  

Philip Morris International, Inc.

      82,540          6,022,118  

Swedish Match AB

      92,470          5,235,620  
       

 

 

  
          14,859,492  
       

 

 

  
          38,887,282  
       

 

 

  

Health Care – 10.8%

        

Health Care Providers & Services – 1.1%

        

Galenica AG(a)

      52,744          3,598,864  
       

 

 

  

Pharmaceuticals – 9.7%

        

Astellas Pharma, Inc.

      401,200          6,181,432  

GlaxoSmithKline PLC

      272,930          5,121,303  

Novo Nordisk A/S - Class B

      98,040          5,854,566  

Roche Holding AG

      39,787          12,801,150  

Sanofi

      32,730          2,833,597  
       

 

 

  
          32,792,048  
       

 

 

  
          36,390,912  
       

 

 

  

Consumer Discretionary – 7.6%

        

Hotels, Restaurants & Leisure – 3.4%

        

Aristocrat Leisure Ltd.

      330,464          4,282,034  

Compass Group PLC

      276,520          4,308,212  

Sushiro Global Holdings Ltd.

      209,600          3,072,712  
       

 

 

  
          11,662,958  
       

 

 

  
Company    Shares        U.S. $ Value  

Internet & Direct Marketing Retail – 0.9%

        

Moneysupermarket.com Group PLC

      830,710        $ 3,086,975  
       

 

 

  

Leisure Products – 1.3%

        

Bandai Namco Holdings, Inc.

      90,600          4,394,394  
       

 

 

  

Specialty Retail – 0.7%

        

Hikari Tsushin, Inc.

      13,700          2,292,462  
       

 

 

  

Textiles, Apparel & Luxury Goods – 1.3%

        

adidas AG

      19,420          4,311,772  
       

 

 

  
          25,748,561  
       

 

 

  

Communication Services – 7.5%

        

Diversified Telecommunication Services – 3.5%

        

HKT Trust & HKT Ltd. - Class SS

      3,135,000          4,263,750  

Nippon Telegraph & Telephone Corp.

      256,100          6,125,046  

TELUS Corp.

      105,700          1,671,161  
       

 

 

  
              12,059,957  
       

 

 

  

Entertainment – 0.4%

        

Daiichikosho Co., Ltd.

      48,600          1,300,640  
       

 

 

  

Interactive Media & Services – 2.3%

        

Auto Trader Group PLC

      893,040          4,825,804  

Kakaku.com, Inc.

      157,400          2,878,759  
       

 

 

  
          7,704,563  
       

 

 

  

Media – 1.3%

        

Cogeco Communications, Inc.

      38,348          2,601,495  

Informa PLC

      318,590          1,735,267  
       

 

 

  
          4,336,762  
       

 

 

  
          25,401,922  
       

 

 

  

Real Estate – 5.3%

        

Equity Real Estate Investment Trusts (REITs) – 4.0%

        

Merlin Properties Socimi SA

      377,060          2,845,537  

Nippon Building Fund, Inc.

      827          5,563,191  

Nippon Prologis REIT, Inc.

      2,058          5,178,114  
       

 

 

  
          13,586,842  
       

 

 

  

Real Estate Management & Development – 1.3%

        

Vonovia SE

      89,340          4,444,086  
       

 

 

  
          18,030,928  
       

 

 

  

Utilities – 4.7%

        

Electric Utilities – 3.3%

        

EDP - Energias de Portugal SA

      1,339,740          5,390,291  

Enel SpA

      851,780          5,875,448  
       

 

 

  
          11,265,739  
       

 

 

  

Gas Utilities – 1.4%

        

Tokyo Gas Co., Ltd.

      195,600          4,608,974  
       

 

 

  
          15,874,713  
       

 

 

  
Company    Shares        U.S. $ Value  

Energy – 1.3%

        

Oil, Gas & Consumable Fuels – 1.3%

        

Royal Dutch Shell PLC - Class B

      267,701        $ 4,490,433  
       

 

 

  

Total Common Stocks
(cost $343,166,451)

           307,997,385  
       

 

 

  

SHORT-TERM INVESTMENTS – 8.0%

        

Investment Companies – 8.0%

        

AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 0.53%(c) (d) (e)
(cost $26,969,440)

      26,969,440          26,969,440  
       

 

 

  

Total Investments – 99.0%
(cost $370,135,891)(f)

           334,966,825  

Other assets less liabilities – 1.0%

           3,453,284  
       

 

 

  

Net Assets – 100.0%

         $     338,420,109  
       

 

 

  

FUTURES

 

Description      Number
of
Contracts		      Expiration
Month		      Current
Notional		     

Value and

Unrealized

Appreciation/
(Depreciation)

Purchased Contracts                            
MSCI EAFE Futures          164          June 2020        $     12,786,260        $     1,147,898

FORWARD CURRENCY EXCHANGE CONTRACTS

 

Counterparty    Contracts to
Deliver
(000)		      In Exchange
For
(000)		      Settlement
Date		      Unrealized
Appreciation/
(Depreciation)
Bank of America, NA        CAD        936          USD        710          04/17/2020        $ 45,056
Bank of America, NA        HKD        31,065          USD        3,997          04/17/2020          (9,214 )
Bank of America, NA        ILS        2,460          USD        714          04/17/2020          18,693
Bank of America, NA        JPY        331,522          USD        3,076          04/17/2020          (9,018 )
Bank of America, NA        NOK        22,750          USD        2,557          04/17/2020          368,481
Bank of America, NA        USD        1,060          CAD        1,418          04/17/2020          (52,373 )
Bank of America, NA        USD        19,737          JPY        2,162,962          04/17/2020          393,374
Bank of America, NA        CAD        1,504          USD        1,121          07/17/2020          51,388
Bank of America, NA        ILS        8,250          USD        2,274          07/17/2020          (67,828 )
Barclays Bank PLC        CAD        24,673          USD        18,915          04/17/2020              1,379,592
Barclays Bank PLC        CHF        1,674          USD        1,735          04/17/2020          (5,230 )
Barclays Bank PLC        EUR        1,262          USD        1,412          04/17/2020          19,048
Barclays Bank PLC        JPY          199,491          USD        1,821          04/17/2020          (36,036 )
Barclays Bank PLC        SGD        11,918          USD        8,834          04/17/2020          446,483
Barclays Bank PLC        USD        1,424          AUD        2,168          04/17/2020          (90,832 )
Barclays Bank PLC        USD        679          CAD        941          04/17/2020          (10,498 )
Barclays Bank PLC        USD        1,563          EUR        1,418          04/17/2020          1,782
Barclays Bank PLC        USD        17,859          EUR        15,938          04/17/2020          (271,531 )
Barclays Bank PLC        USD        1,787          ILS        6,312          04/17/2020          (3,596 )
Barclays Bank PLC        USD        891          JPY        95,594          04/17/2020          (1,127 )
Barclays Bank PLC        USD        689          SEK        6,491          04/17/2020          (32,815 )
Barclays Bank PLC        KRW        888,738          USD        748          05/14/2020          17,600
Barclays Bank PLC        USD        1,064          KRW            1,314,936          05/14/2020          16,625
Barclays Bank PLC        USD        1,912          AUD        3,189          07/17/2020          49,720
Barclays Bank PLC        USD        1,509          AUD        2,448          07/17/2020          (2,523 )
Counterparty    Contracts to
Deliver
(000)		      In Exchange
For
(000)		      Settlement
Date		      Unrealized
Appreciation/
(Depreciation)
Brown Brothers Harriman & Co.        AUD        4,427          USD        2,995          04/17/2020        $ 271,450
Brown Brothers Harriman & Co.        CAD        4,526          USD        3,427          04/17/2020          210,243
Brown Brothers Harriman & Co.        CHF        2,741          USD        2,831          04/17/2020          (18,529 )
Brown Brothers Harriman & Co.        EUR        3,058          USD        3,423          04/17/2020          47,950
Brown Brothers Harriman & Co.        EUR        4,302          USD        4,701          04/17/2020          (46,323 )
Brown Brothers Harriman & Co.        GBP        838          USD        1,093          04/17/2020          52,302
Brown Brothers Harriman & Co.        ILS        2,571          USD        753          04/17/2020          26,672
Brown Brothers Harriman & Co.        JPY        786,387          USD        7,405          04/17/2020          86,663
Brown Brothers Harriman & Co.        JPY        276,576          USD        2,556          04/17/2020          (17,765 )
Brown Brothers Harriman & Co.        NOK        16,561          USD        1,810          04/17/2020          217,362
Brown Brothers Harriman & Co.        SEK        35,354          USD        3,713          04/17/2020          137,914
Brown Brothers Harriman & Co.        SGD        936          USD        695          04/17/2020          36,159
Brown Brothers Harriman & Co.        USD        1,797          AUD        2,718          04/17/2020          (125,142 )
Brown Brothers Harriman & Co.        USD        708          CHF        684          04/17/2020          2,950
Brown Brothers Harriman & Co.        USD        1,308          EUR        1,196          04/17/2020          11,609
Brown Brothers Harriman & Co.        USD        2,233          EUR        1,999          04/17/2020          (27,147 )
Brown Brothers Harriman & Co.        USD        4,000          HKD        31,065          04/17/2020          6,965
Brown Brothers Harriman & Co.        USD        892          ILS        3,199          04/17/2020          11,848
Brown Brothers Harriman & Co.        USD        1,563          ILS        5,378          04/17/2020          (43,536 )
Brown Brothers Harriman & Co.        USD        4,210          JPY        460,586          04/17/2020          76,969
Brown Brothers Harriman & Co.        USD        1,252          NOK        12,021          04/17/2020          (95,973 )
Brown Brothers Harriman & Co.        USD        1,608          SGD        2,234          04/17/2020          (36,208 )
Brown Brothers Harriman & Co.        GBP        2,450          USD        3,040          07/17/2020          (7,850 )
Brown Brothers Harriman & Co.        USD        2,511          EUR        2,284          07/17/2020          18,009
Brown Brothers Harriman & Co.        USD        5,403          JPY        585,302          07/17/2020          64,075
Deutsche Bank AG        ILS        44,725          USD        12,944          04/17/2020                309,654
Deutsche Bank AG        NOK        25,164          USD        2,731          04/17/2020          310,389
Deutsche Bank AG        USD        896          NOK        8,289          04/17/2020          (98,970 )
Goldman Sachs Bank USA        USD        877          AUD        1,276          04/17/2020          (91,996 )
Goldman Sachs Bank USA        USD        2,357          CAD        3,392          04/17/2020          53,470
Goldman Sachs Bank USA        USD        2,679          CAD        3,648          04/17/2020          (85,864 )
Goldman Sachs Bank USA        USD        1,795          ILS        6,178          04/17/2020          (49,567 )
Goldman Sachs Bank USA        CAD        1,213          USD        880          07/17/2020          17,142
Goldman Sachs Bank USA        USD        717          EUR        633          07/17/2020          (16,409 )
Goldman Sachs Bank USA        USD        1,211          JPY              133,167          07/17/2020          32,737
JPMorgan Chase Bank, NA        EUR        2,663          USD        2,924          04/17/2020          (14,858 )
JPMorgan Chase Bank, NA        ILS        3,492          USD        1,012          04/17/2020          25,703
JPMorgan Chase Bank, NA        JPY        96,163          USD        881          04/17/2020          (13,455 )
JPMorgan Chase Bank, NA        USD        2,143          CAD        2,959          04/17/2020          (40,222 )
JPMorgan Chase Bank, NA        USD        1,072          EUR        956          04/17/2020          (17,043 )
JPMorgan Chase Bank, NA        USD        1,272          JPY        139,083          04/17/2020          22,741
JPMorgan Chase Bank, NA        USD        1,777          NOK        17,008          04/17/2020          (141,142 )
JPMorgan Chase Bank, NA        USD        7,899          SEK        74,640          04/17/2020          (351,479 )
JPMorgan Chase Bank, NA        KRW        2,608,493          USD        2,185          05/14/2020          42,576
Counterparty    Contracts to
Deliver
(000)		      In Exchange
For
(000)		      Settlement
Date		      Unrealized
Appreciation/
(Depreciation)
JPMorgan Chase Bank, NA        SGD        869          USD        596          07/17/2020        $ (16,449 )
JPMorgan Chase Bank, NA        USD        3,776          AUD        5,793          07/17/2020          (211,550 )
JPMorgan Chase Bank, NA        USD        4,644          EUR        4,221          07/17/2020          29,314
Royal Bank of Scotland PLC        AUD        4,552          USD        2,704          04/17/2020          (96,197 )
Royal Bank of Scotland PLC        EUR        1,982          USD        2,274          04/17/2020          86,640
Royal Bank of Scotland PLC        JPY        148,958          USD        1,345          04/17/2020          (40,807 )
Royal Bank of Scotland PLC        SEK        6,763          USD        717          04/17/2020          33,324
Royal Bank of Scotland PLC        SEK        10,590          USD        1,052          04/17/2020          (19,048 )
Royal Bank of Scotland PLC        USD        5,608          AUD        8,100          04/17/2020          (625,069 )
Royal Bank of Scotland PLC        USD        4,589          CHF        4,380          04/17/2020          (34,470 )
Royal Bank of Scotland PLC        USD        1,253          SGD        1,792          04/17/2020          8,380
Royal Bank of Scotland PLC        USD        1,017          AUD        1,620          07/17/2020          (20,183 )
Royal Bank of Scotland PLC        USD        1,405          EUR        1,274          07/17/2020          5,242
Royal Bank of Scotland PLC        USD        836          EUR        736          07/17/2020          (21,551 )
Royal Bank of Scotland PLC        USD        4,160          JPY              449,290          07/17/2020          36,497
UBS AG        AUD        2,551          USD        1,556          04/17/2020          (13,245 )
UBS AG        CHF        649          USD        673          04/17/2020          (1,733 )
UBS AG        USD        706          AUD        1,030          04/17/2020          (72,133 )
UBS AG        USD        1,650          CAD        2,378          04/17/2020          39,641
UBS AG        USD        1,095          EUR        991          04/17/2020          (1,404 )
UBS AG        USD        1,090          GBP        838          04/17/2020          (49,255 )
UBS AG        CAD        2,380          USD        1,687          07/17/2020          (5,743 )
                                   

 

 

  
                                    $     1,979,496
                                   

 

 

  

 

(a)

Security is exempt from registration under Rule 144A of the Securities Act of 1933. These securities are considered restricted, but liquid and may be resold in transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2020, the aggregate market value of these securities amounted to $11,062,541 or 3.3% of net assets.

(b)

Non-income producing security.

(c)

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

(d)

To obtain a copy of the fund’s shareholder report, please go to the Securities and Exchange Commission’s website at www.sec.gov, or call AB at (800) 227-4618.

(e)

Affiliated investments.

(f)

As of March 31, 2020, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $15,207,222 and gross unrealized depreciation of investments was $(47,248,894), resulting in net unrealized depreciation of $(32,041,672).

 

 

Please note: The sector classifications presented herein are based on the Global Industry Classification Standard (GICS) which was developed by Morgan Stanley Capital International and Standard & Poor’s. The components are divided into sector, industry group, and industry sub-indices as classified by the GICS for each of the market capitalization indices in the broad market.

Currency Abbreviations:

AUD – Australian Dollar

CAD – Canadian Dollar

CHF – Swiss Franc

EUR – Euro

GBP – Great British Pound

HKD – Hong Kong Dollar

ILS – Israeli Shekel

JPY – Japanese Yen

KRW – South Korean Won

NOK – Norwegian Krone

SEK – Swedish Krona

SGD – Singapore Dollar

USD – United States Dollar

Glossary:

EAFE – Europe, Australia, and Far East

MSCI – Morgan Stanley Capital International

REG – Registered Shares

REIT – Real Estate Investment Trust

COUNTRY BREAKDOWN1

March 31, 2020 (unaudited)

 

  19.8%        Japan
  16.6%        United Kingdom
  11.4%        Switzerland
  5.4%        Netherlands
  5.0%        Germany
  4.6%        Canada
  4.2%        Israel
  3.5%        Singapore
  2.9%        France
  2.2%        Hong Kong
  2.2%        Spain
  1.8%        United States
  1.8%        Italy
  10.5%        Other
  8.1%        Short-Term

 

 

       
  100.0%        Total Investments

 

 

       

 

1

All data are as of March 31, 2020. The Fund’s country breakdown is expressed as a percentage of total investments and may vary over time. “Other” country weightings represent 1.7% or less in the following: Australia, Belgium, Denmark, Finland, Norway, Portugal, South Korea and Sweden.

AB Cap Fund, Inc.

AB International Strategic Core Portfolio

March 31, 2020 (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.

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, 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.

The following table summarizes the valuation of the Fund’s investments by the above fair value hierarchy levels as of March 31, 2020:

 

Investments in Securities

    Level 1      Level 2     Level 3      Total  
Assets:           
Common Stocks:           

Financials

    $ 3,849,590      $ 50,335,449     $ -0-      $ 54,185,039  

Industrials

      7,900,498        36,647,565       -0-        44,548,063  

Information Technology

      12,226,075        32,213,457       -0-        44,439,532  

Consumer Staples

      6,022,118        32,865,164       -0-        38,887,282  

Health Care

      -0-        36,390,912       -0-        36,390,912  

Consumer Discretionary

      -0-        25,748,561       -0-        25,748,561  

Communication Services

      4,272,656        21,129,266       -0-        25,401,922  

Real Estate

      -0-        18,030,928       -0-        18,030,928  

Utilities

      -0-        15,874,713       -0-        15,874,713  

Energy

      -0-        4,490,433       -0-        4,490,433  
Short-Term Investments:           

Investment Companies

      26,969,440        -0-       -0-        26,969,440  
  

 

 

     

 

 

    

 

 

     

 

 

  
Total Investments in Securities      61,240,377         273,726,448 †      -0-        334,966,825  
Other Financial Instruments*:           
Assets           
Futures      1,147,898        -0-       -0-        1,147,898  
Forward Currency Exchange Contracts      -0-        5,140,432       -0-        5,140,432  
Liabilities           
Forward Currency Exchange Contracts      -0-        (3,160,936 )      -0-        (3,160,936 ) 
  

 

 

     

 

 

    

 

 

     

 

 

  
Total    $     62,388,275      $     275,705,944     $                 -0-      $     338,094,219  
  

 

 

     

 

 

    

 

 

     

 

 

  

 

†

A significant portion of the Fund’s foreign equity investments are categorized as Level 2 investments since they are valued using fair value prices based on third party vendor modeling tools to the extent available.

*

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

A summary of the Fund’s transactions in AB mutual funds for the nine months ended March 31, 2020 is as follows:

 

Fund    Market Value
6/30/19
(000)		      Purchases
at Cost
(000)		      Sales
Proceeds
(000)		      Market Value
3/31/20
(000)		      Dividend
Income
(000)		  
Government Money Market Portfolio    $     4,106      $     116,915      $     94,052      $     26,969      $     102  
Government Money Market Portfolio*      -0-        23,931        23,931        -0-        2  
Total                               $ 26,969      $ 104  

 

*

Investment of cash collateral for securities lending transactions.