0001752724-20-125622.txt : 20200624 0001752724-20-125622.hdr.sgml : 20200624 20200624085113 ACCESSION NUMBER: 0001752724-20-125622 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: 20983968 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 S000047125 AB Multi-Manager Select 2050 Fund C000147749 Advisor Class TDLYX C000147752 Class A TDLAX C000147754 Class C TDCLX C000147755 Class I TDLIX C000147756 Class K TDLKX C000147757 Class R TDLRX C000147758 Class Z TDLZX NPORT-P 1 primary_doc.xml NPORT-P false 0000081443 XXXXXXXX S000047125 C000147758 C000147757 C000147752 C000147754 C000147749 C000147756 C000147755 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 2050 Fund S000047125 549300VXREHZBA4UT271 2020-07-31 2020-04-30 N 31724873.69 225900.89 31498972.80 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 UST Boston Partners Long/Short Research Fund 5493006PQCQNOP39PQ42 Boston Partners Long/Short Research Fund 74925K581 139098.90400000 NS USD 1838887.51000000 5.837928499052 Long EC RF US N 1 N N N AB Relative Value Fund Inc 549300XP2A2MZMF2QT91 AB Relative Value Fund Inc 018597880 470092.22500000 NS USD 2237638.99000000 7.103847494353 Long EC RF US N 1 N N N Schwab US Dividend Equity ETF 549300MUIMRQQDWJ5226 Schwab US Dividend Equity ETF 808524797 12486.00000000 NS USD 632415.90000000 2.007734995091 Long EC RF US N 1 N N AB Global Real Estate Investment Fund II 549300FWYIYXMGTN1H26 AB Global Real Estate Investment Fund II 018907501 95064.38100000 NS USD 847974.28000000 2.692069628378 Long EC RF US N 1 N N N MFS Institutional International Equity Fund DMEBH0UWWHA1KO5Z5N87 MFS Institutional International Equity Fund 552966806 106877.86300000 NS USD 2523386.35000000 8.011011552732 Long EC RF US N 1 N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 46968.98000000 NS USD 46968.98000000 0.149112735511 Long STIV RF US N 1 N N N Vanguard Total Bond Market ETF CIJB0QNLPT2SSWMJ5W92 Vanguard Total Bond Market ETF 921937835 3317.00000000 NS USD 290270.67000000 0.921524240942 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 29436.00000000 NS USD 8570585.76000000 27.20909603756 Long EC RF US N 1 N N N AB High Income Fund Inc 2NEZ4DLQSXZQH9D3RU96 AB High Income Fund Inc 01859M804 67232.63000000 NS USD 458526.54000000 1.455687278792 Long EC RF US N 1 N N N DFA Commodity Strategy Portfolio 5493006QOPGDR6RNZJ72 DFA Commodity Strategy Portfolio 23320G463 113768.90100000 NS USD 488068.59000000 1.549474622867 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 24261.59200000 NS USD 940621.92000000 2.986198711851 Long EC RF US N 1 N N N Franklin Growth Fund 549300HNBBCTK2YQED48 Franklin Growth Fund 353496649 14807.54000000 NS USD 1581149.12000000 5.019684705400 Long EC RF US N 1 N N N Vanguard FTSE Developed Markets ETF 5493002789CX3L0CJP65 Vanguard FTSE Developed Markets ETF 921943858 121537.00000000 NS USD 4336440.16000000 13.76692563130 Long EC RF US N 1 N N AB Discovery Growth Fund Inc 549300I01DFK1EYZ2O55 AB Discovery Growth Fund Inc 018636803 86710.83500000 NS USD 963357.38000000 3.058377129047 Long EC RF US N 1 N N N AB Discovery Value Fund 549300WKD6DWM5XTLS83 AB Discovery Value Fund 018914804 93833.96600000 NS USD 1331503.98000000 4.227134606751 Long EC RF US N 1 N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 195175.00000000 NS USD 195175.00000000 0.619623380226 Long STIV RF US N 1 N N MFS Value Fund HV6C0RMURVKFUQ3UTB42 MFS Value Fund 55273H353 17238.70700000 NS USD 642659.00000000 2.040253833293 Long EC RF US N 1 N N N AQR International Defensive Style Fund 549300ZLSM7X66O2G695 AQR International Defensive Style Fund 00191K401 26752.57300000 NS USD 315680.36000000 1.002192554037 Long EC RF US N 1 N N N Vanguard FTSE Emerging Markets ETF I9EY4HOGV0KQ5WF8MP19 Vanguard FTSE Emerging Markets ETF 922042858 24538.00000000 NS USD 887539.46000000 2.817677470422 Long EC RF US N 1 N N N AB Global Bond Fund Inc U218ZJTWJ6O77RCA8603 AB Global Bond Fund Inc 01853W808 191312.01100000 NS USD 1610847.13000000 5.113967176732 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 15519.18900000 NS USD 957689.15000000 3.040382161287 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_8672996492212534.htm HTML

AB Cap Fund, Inc.

AB Multi-Manager Select 2050 Fund

Portfolio of Investments

April 30, 2020 (unaudited)

 

Company    Shares      U.S. $ Value  

INVESTMENT COMPANIES – 99.6%

      

Funds and Investment Trusts – 99.6%(a)

      

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

      83,935      $ 932,520  

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

      171,423        1,443,379  

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

      95,064        847,974  

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

      67,549        460,687  

AB Relative Value Fund - Class Z(c)

      459,574        2,187,571  

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

      86,878        1,232,798  

AQR International Defensive Style Fund - Class R6

      26,753        315,680  

Boston Partners Long/Short Research Fund - Class INS

      143,305        1,894,494  

DFA Commodity Strategy Portfolio

      122,138        523,973  

Franklin Growth Fund - Class R6

      14,807        1,581,149  

iShares Core S&P 500 ETF

      29,847        8,690,253  

MFS Institutional International Equity Fund

      106,878        2,523,386  

MFS Value Fund - Class R5

      17,239        642,659  

Schwab US Dividend Equity ETF(d)

      12,486        632,416  

T. Rowe Price Emerging Markets Stock Fund - Class I

      24,262        940,622  

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

      15,519        957,689  

Vanguard FTSE Developed Markets ETF(d)

      122,780        4,380,790  

Vanguard FTSE Emerging Markets ETF

      26,017        941,035  

Vanguard Total Bond Market ETF

      3,317        290,271  
     

 

 

  

Total Investment Companies
(cost $33,191,996)

             31,419,346  
     

 

 

  

SHORT-TERM INVESTMENTS – 0.2%

      

Investment Companies – 0.2%

      

AB Fixed Income Shares, Inc. - Government Money Market Portfolio -
Class AB, 0.35%(a) (c) (e)
(cost $46,969)

      46,969        46,969  
     

 

 

  

Total Investments Before Security Lending Collateral for Securities Loaned – 99.8%
(cost $33,238,965)

         31,466,315  
     

 

 

  

INVESTMENTS OF CASH COLLATERAL FOR SECURITIES LOANED – 0.6%

      

Investment Companies – 0.6%

      

AB Fixed Income Shares, Inc. - Government Money Market Portfolio -
Class AB, 0.35%(a) (c) (e)
(cost $195,175)

      195,175        195,175  
     

 

 

  

              U.S. $ Value  

Total Investments – 100.4%
(cost $33,434,140)(f)

       $ 31,661,490  

Other assets less liabilities – (0.4)%

         (128,429 ) 
     

 

 

  

Net Assets – 100.0%

       $     31,533,061  
     

 

 

  

 

(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)

Non-income producing security.

(c)

Affiliated investments.

(d)

Represents entire or partial securities out on loan.

(e)

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

(f)

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 $295,083 and gross unrealized depreciation of investments was $(2,067,733), resulting in net unrealized depreciation of $(1,772,650).

Glossary:

ETF – Exchange Traded Fund

FTSE – Financial Times Stock Exchange

AB Cap Fund, Inc.

AB Multi-Manager Select 2050 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    $ 31,419,346      $                 —      $                 —      $ 31,419,346  
Short-Term Investments      46,969        —        —        46,969  
Investments of Cash Collateral for Securities Loaned in Affiliated Money Market Fund      195,175        —        —        195,175  
  

 

 

     

 

 

     

 

 

     

 

 

  
Total    $     31,661,490      $ —      $ —      $     31,661,490  
  

 

 

     

 

 

     

 

 

     

 

 

  

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
04/30/2020
(000)		      Dividend
Income
(000)		     Realized
Gains
(000)		  
AB Discovery Growth Fund, Inc.    $ 1,080      $ 415      $ 466      $ (56 )    $ (40 )    $ 933      $ 67     $ 0  
AB Discovery Value Fund      1,432        543        351        (74 )      (317 )      1,233        62       0  
AB Global Bond Fund, Inc.      1,543        5,348        5,362        (80 )      (6 )      1,443        31       0  
AB Global Real Estate Investment Fund II      1,056        677        665        (93 )      (127 )      848        83       0  
AB High Income Fund, Inc.      0        451        0        0       10       461        2       0  
AB Relative Value Fund      2,485        534        468        (25 )      (338 )      2,188        115       0  
AB Unconstrained Bond Fund, Inc.      0        408        388        (19 )      (1 )      0        16       0  
Government Money Market Portfolio      104        9,305        9,362        0       0       47        2       0  
Government Money Market Portfolio**      0        1,090        895        0       0       195        0 *      0  
Total    $     7,700      $     18,771      $     17,957      $     (347 )    $     (819 )    $     7,348      $     378     $     0  

 

*

Amount less than $500.

**

Investments of cash collateral for securities lending transactions