0001752724-20-125620.txt : 20200624 0001752724-20-125620.hdr.sgml : 20200624 20200624085107 ACCESSION NUMBER: 0001752724-20-125620 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200430 FILED AS OF DATE: 20200624 PERIOD START: 20200731 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: 20983966 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 S000047124 AB Multi-Manager Select 2045 Fund C000147739 Advisor Class TDNYX C000147742 Class A TDNAX C000147744 Class C TDNCX C000147745 Class I TDNIX C000147746 Class K TDNKX C000147747 Class R TDNRX C000147748 Class Z TDNZX NPORT-P 1 primary_doc.xml NPORT-P false 0000081443 XXXXXXXX S000047124 C000147739 C000147745 C000147747 C000147744 C000147748 C000147742 C000147746 AB CAP FUND, INC. 811-01716 0000081443 549300I24E20QB4B6Y20 ALLIANCEBERNSTEIN LP 1345 AVENUE OF THE AMERICAS NEW YORK 10105 212-969-1000 AB Multi-Manager Select 2045 Fund S000047124 5493006HUTWR29M5GO14 2020-07-31 2020-04-30 N 67761088.38 46014.07 67715074.31 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 0.00000000 N Boston Partners Long/Short Research Fund 5493006PQCQNOP39PQ42 Boston Partners Long/Short Research Fund 74925K581 303898.23600000 NS USD 4017534.68000000 5.932998997546 Long EC RF US N 1 N N N AB High Income Fund Inc 2NEZ4DLQSXZQH9D3RU96 AB High Income Fund Inc 01859M804 144556.24700000 NS USD 985873.60000000 1.455914521317 Long EC RF US N 1 N N N Vanguard FTSE Developed Markets ETF 5493002789CX3L0CJP65 Vanguard FTSE Developed Markets ETF 921943858 261890.00000000 NS USD 9344235.20000000 13.79934275375 Long EC RF US N 1 N N N Franklin Growth Fund 549300HNBBCTK2YQED48 Franklin Growth Fund 353496649 25310.01700000 NS USD 2702603.62000000 3.991140300057 Long EC RF US N 1 N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 441615.55000000 NS USD 441615.55000000 0.652167267775 Long STIV RF US N 1 N N N AB Global Bond Fund Inc U218ZJTWJ6O77RCA8603 AB Global Bond Fund Inc 01853W808 407263.14200000 NS USD 3429155.66000000 5.064094952183 Long EC RF US N 1 N N N AB Global Real Estate Investment Fund II 549300FWYIYXMGTN1H26 AB Global Real Estate Investment Fund II 018907501 204904.85700000 NS USD 1827751.32000000 2.699179375677 Long EC RF US N 1 N N N AB Relative Value Fund Inc 549300XP2A2MZMF2QT91 AB Relative Value Fund Inc 018597880 993785.94700000 NS USD 4730421.11000000 6.985772604108 Long EC RF US N 1 N N N DFA Commodity Strategy Portfolio 5493006QOPGDR6RNZJ72 DFA Commodity Strategy Portfolio 23320G463 245151.75400000 NS USD 1051701.02000000 1.553126878640 Long EC RF US N 1 N N N T Rowe Price Emerging Markets Stock Fund IMG3L58DUY918PK2SP65 T Rowe Price Emerging Markets Stock Fund 77956H484 51620.96400000 NS USD 2001344.77000000 2.955538025163 Long EC RF US N 1 N N N Vanguard FTSE Emerging Markets ETF I9EY4HOGV0KQ5WF8MP19 Vanguard FTSE Emerging Markets ETF 922042858 52887.00000000 NS USD 1912922.79000000 2.824958562760 Long EC RF US N 1 N N N T Rowe Price International Funds - International Discovery Fund 0Q0CC81N5HDD1TTTMO60 T Rowe Price International Funds - International Discovery Fund 77956H377 22146.53400000 NS USD 1366662.61000000 2.018254611585 Long EC RF US N 1 N N N Vanguard Total Bond Market ETF CIJB0QNLPT2SSWMJ5W92 Vanguard Total Bond Market ETF 921937835 15170.00000000 NS USD 1327526.70000000 1.960459636982 Long EC RF US N 1 N N N MFS Institutional International Equity Fund DMEBH0UWWHA1KO5Z5N87 MFS Institutional International Equity Fund 552966806 201938.50000000 NS USD 4767767.99000000 7.040925582054 Long EC RF US N 1 N N N AB Discovery Value Fund 549300WKD6DWM5XTLS83 AB Discovery Value Fund 018914804 194221.59400000 NS USD 2756004.42000000 4.070001322575 Long EC RF US N 1 N N N MFS Value Fund HV6C0RMURVKFUQ3UTB42 MFS Value Fund 55273H353 36522.44900000 NS USD 1361556.90000000 2.010714621336 Long EC RF US N 1 N N N Schwab US Dividend Equity ETF 549300MUIMRQQDWJ5226 Schwab US Dividend Equity ETF 808524797 53037.00000000 NS USD 2686324.05000000 3.967099020968 Long EC RF US N 1 N N N AQR International Defensive Style Fund 549300ZLSM7X66O2G695 AQR International Defensive Style Fund 00191K401 169146.33000000 NS USD 1995926.69000000 2.947536734380 Long EC RF US N 1 N N N AB Discovery Growth Fund Inc 549300I01DFK1EYZ2O55 AB Discovery Growth Fund Inc 018636803 181985.89100000 NS USD 2021863.25000000 2.985839225020 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 58365.00000000 NS USD 16993553.40000000 25.09567267430 Long EC RF US N 1 N N N 2020-05-28 AB CAP FUND, INC. Joseph Mantineo Joseph Mantineo Treasurer and Chief Financial Officer XXXX NPORT-EX 2 NPORT_8676701590953413.htm HTML

AB Cap Fund, Inc.

AB Multi-Manager Select 2045 Fund

Portfolio of Investments

April 30, 2020 (unaudited)

 

Company    Shares      U.S. $ Value  

INVESTMENT COMPANIES – 99.5%

      

Funds and Investment Trusts – 99.5%(a)

      

AB Discovery Growth Fund, Inc. - Class Z(b) (c)

      181,986      $ 2,021,863  

AB Global Bond Fund, Inc. - Class Z(b)

      368,559        3,103,265  

AB Global Real Estate Investment Fund II - Class I(b)

      204,905        1,827,751  

AB High Income Fund, Inc. - Class Z(b)

      145,243        990,558  

AB Relative Value Fund - Class Z(b)

      993,786        4,730,421  

AB Trust – AB Discovery Value Fund - Class Z(b)

      187,039        2,654,088  

AQR International Defensive Style Fund - Class R6

      169,146        1,995,927  

Boston Partners Long/Short Research Fund - Class INS

      303,898        4,017,535  

DFA Commodity Strategy Portfolio

      262,608        1,126,589  

Franklin Growth Fund - Class R6

      25,310        2,702,604  

iShares Core S&P 500 ETF

      59,504            17,325,185  

MFS Institutional International Equity Fund

      201,939        4,767,768  

MFS Value Fund - Class R5

      36,522        1,361,557  

Schwab US Dividend Equity ETF

      53,037        2,686,324  

T. Rowe Price Emerging Markets Stock Fund - Class I

      51,621        2,001,345  

T. Rowe Price International Funds - International Discovery Fund - Class I

      22,147        1,366,662  

Vanguard FTSE Developed Markets ETF

      263,979        9,418,771  

Vanguard FTSE Emerging Markets ETF

      55,937        2,023,241  

Vanguard Total Bond Market ETF

      15,170        1,327,527  
     

 

 

  

Total Investment Companies
(cost $71,333,687)

         67,448,981  
     

 

 

  

SHORT-TERM INVESTMENTS – 0.7%

      

Investment Companies – 0.7%

      

AB Fixed Income Shares, Inc. - Government Money Market Portfolio -
Class AB, 0.35%(a) (b) (d)
(cost $441,616)

      441,616        441,616  
     

 

 

  

Total Investments – 100.2%
(cost $71,775,303)(e)

         67,890,597  

Other assets less liabilities – (0.2)%

         (130,879 ) 
     

 

 

  

Net Assets – 100.0%

       $ 67,759,718  
     

 

 

  

 

(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)

Affiliated investments.

(c)

Non-income producing security.

(d)

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

(e)

As of April 30, 2020, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $742,374 and gross unrealized depreciation of investments was $(4,627,080), resulting in net unrealized depreciation of $(3,884,706).

Glossary:

ETF – Exchange Traded Fund

FTSE – Financial Times Stock Exchange

AB Cap Fund, Inc.

AB Multi-Manager Select 2045 Fund

April 30, 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)

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.

The following table summarizes the valuation of the Fund’s investments by the above fair value hierarchy levels as of April 30, 2020:

 

Investments in Underlying Portfolios:

    Level 1      Level 2      Level 3      Total  
Assets:            
Investment Companies    $ 67,448,981      $                 —      $                 —      $ 67,448,981  
Short-Term Investments      441,616        —        —        441,616  
  

 

 

     

 

 

     

 

 

     

 

 

  
Total    $     67,890,597      $ —      $ —      $     67,890,597  
  

 

 

     

 

 

     

 

 

     

 

 

  

A summary of the Fund’s transactions in AB mutual funds for the nine months ended April 30, 2020 is as follows:

 

             Distributions  
Affiliated Issuer    Market
Value
07/31/2019
(000)		      Purchases
at Cost
(000)		      Sales
Proceeds
(000)		      Realized
Gain
(Loss)
(000)		     Change
in
Unrealized
Appr./
(Depr.)
(000)		     Market
Value
4/30/2020
(000)		      Dividend
Income
(000)		      Realized
Gains
(000)		  
AB Discovery Growth Fund, Inc.    $ 2,290      $ 805      $ 845      $ (114 )    $ (114 )    $ 2,022      $ 148      $ 0  
AB Discovery Value Fund      3,016        1,172        652        (143 )      (739 )      2,654        136        0  
AB Global Bond Fund, Inc.      3,215        12,114        12,037        (177 )      (12 )      3,103        67        0  
AB Global Real Estate Investment Fund II      2,217        1,349        1,248        (215 )      (275 )      1,828        183        0  
AB High Income Fund, Inc.      0        970        0        0       21       991        5        0  
AB Relative Value Fund      5,292        1,021        754        (49 )      (780 )      4,730        253        0  
AB Unconstrained Bond Fund, Inc.      0        863        821        (42 )      0       0        37        0  
Government Money Market Portfolio      40        21,051        20,649        0       0       442        5        0  
Total    $     16,070      $     39,345      $     37,006      $     (740 )    $     (1,899 )    $     15,770      $     834      $     0