0001752724-19-064904.txt : 20190625 0001752724-19-064904.hdr.sgml : 20190625 20190625163440 ACCESSION NUMBER: 0001752724-19-064904 CONFORMED SUBMISSION TYPE: NPORT-EX PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20190430 FILED AS OF DATE: 20190625 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-EX SEC ACT: 1940 Act SEC FILE NUMBER: 811-01716 FILM NUMBER: 19918955 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 S000047123 AB Multi-Manager Select 2040 Fund C000147729 Advisor Class TDJYX C000147732 Class A TDJAX C000147734 Class C TDJCX C000147735 Class I TDJIX C000147736 Class K TDJKX C000147737 Class R TDJRX C000147738 Class Z TDJZX ACCESSION NUMBER: 0001752724-19-056247 NPORT-EX 1 NPORT_3171767019908392.htm HTML

AB Multi-Manager Select 2040 Fund

Portfolio of Investments

April 30, 2019 (unaudited)

 

Company

   Shares        U.S. $ Value  

INVESTMENT COMPANIES - 99.9%

 

Funds and Investment Trusts - 99.9% (a)

 

AB All Market Real Return Portfolio-Class Z (b)

     98,421        $ 842,484  

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

     219,640          2,607,128  

AB Discovery Value Fund-Class Z (b)

     173,240          3,433,612  

AB Global Bond Fund, Inc.-Class Z (b)

     433,961          3,645,272  

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

     167,272          1,925,305  

AB High Income Fund, Inc.-Class Z (b)

     207,972          1,705,366  

AB Relative Value Fund-Class Z (b)

     1,080,950          5,988,460  

AQR Equity Market Neutral Fund-Class R6

     78,564          793,500  

AQR International Defensive Style Fund-Class R6

     195,995          2,530,293  

AQR Large Cap Defensive Style Fund-Class R6

     80,225          1,744,092  

Boston Partners Long/Short Research Fund-Class INS

     335,055          5,126,344  

DFA Commodity Strategy Portfolio

     298,963          1,659,246  

Franklin Growth Fund-Class R6

     16,192          1,748,604  

iShares Core S&P 500 ETF

     76,546          22,653,023  

MFS Institutional International Equity Fund

     200,690          5,205,896  

MFS Value Fund-Class R5

     42,222          1,745,448  

Schwab US Dividend Equity ETF

     47,038          2,538,170  

T. Rowe Price Emerging Markets Stock Fund-Class I

     58,121          2,534,643  

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

     39,771          2,562,465  

Vanguard FTSE Developed Markets ETF

     288,708          12,134,397  

Vanguard FTSE Emerging Markets ETF

     54,209          2,353,213  
       

 

 

 

Total Investment Companies
(cost $82,133,913)

          85,476,961  
       

 

 

 

SHORT-TERM INVESTMENTS - 0.5%

 

Investment Companies - 0.5%

 

AB Fixed Income Shares, Inc.-Government Money
Market Portfolio-Class AB, 2.37% (a)(b)(c)
(cost $415,649)

     415,649          415,649  
       

 

 

 

Total Investments - 100.4%
(cost $82,549,562) (d)

          85,892,610  

Other assets less liabilities - (0.4)%

          (354,397
       

 

 

 

Net Assets - 100.0%

        $ 85,538,213  
       

 

 

 

 

(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)

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

(d)

As of April 30, 2019, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $4,179,914 and gross unrealized depreciation of investments was $(836,866), resulting in net unrealized appreciation of $3,343,048.

Glossary:

 

ETF    -    Exchange Traded Fund
FTSE    -    Financial Times Stock Exchange


AB Cap Fund, Inc.

AB Multi-Manager Select 2040 Fund

April 30, 2019 (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, 2019:

 

Investments in Underlying Portfolios:

   Level 1      Level 2     Level 3     Total  

Assets:

         

Investment Companies

   $ 85,476,961      $ – 0  –    $ – 0  –    $ 85,476,961  

Short-Term Investments

     415,649        – 0  –      – 0  –      415,649  
  

 

 

    

 

 

   

 

 

   

 

 

 

Total

   $     85,892,610      $             – 0  –    $             – 0  –    $     85,892,610  
  

 

 

    

 

 

   

 

 

   

 

 

 

A summary of the Fund’s transactions in AB mutual funds for the nine months ended April 30, 2019 is as follows:

 

      Distributions  

Affiliated Issuer

  Market
Value
7/31/18
(000)
    Purchases
at Cost
(000)
    Sales
Proceeds
(000)
    Realized
Gain (Loss)
(000)
    Change in
Unrealized
Appr./(Depr.)
(000)
    Market
Value
4/30/19
(000)
    Dividend
Income
(000)
    Realized
Gains
(000)
 

AB All Market Real Return Portfolio

  $ 2,216     $ 269     $ 1,524     $ (85   $ (34   $ 842     $ 14     $ – 0  – 

AB Discovery Growth Fund, Inc.

    2,144       914       306       69       (214     2,607       334       – 0  – 

AB Discovery Value Fund

    2,905       1,109       155       (2     (413     3,444       298       – 0  – 

AB Global Bond Fund, Inc.

    2,906       4,198       3,525       (4     70       3,645       71       – 0  – 

AB Global Real Estate Investment Fund II

    1,479       1,153       708       – 0  –      1       1,925       59       – 0  – 

AB High Income Fund, Inc.

    1,437       434       123       (3     (40     1,705       77       – 0  – 

AB Relative Value Fund

    5,246       1,647       395       15       (525     5,988       646       – 0  – 

Government Money Market Portfolio

    634       21,792       22,011       – 0  –      1       416       – 0  –      7  
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 18,967     $ 31,516     $ 28,747     $ (10   $ (1,154   $ 20,572     $ 1,499     $ 7