0001752724-20-125616.txt : 20200624 0001752724-20-125616.hdr.sgml : 20200624 20200624085055 ACCESSION NUMBER: 0001752724-20-125616 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: 20983961 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 S000047116 AB Multi-Manager Select 2055 Fund C000147659 Class Z TDPZX C000147660 Advisor Class TDPYX C000147663 Class A TDAPX C000147665 Class C TDCPX C000147666 Class I TDIPX C000147667 Class K TDPKX C000147668 Class R TDPRX NPORT-P 1 primary_doc.xml NPORT-P false 0000081443 XXXXXXXX S000047116 C000147665 C000147659 C000147666 C000147663 C000147667 C000147660 C000147668 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 2055 Fund S000047116 549300C8B5DQIQR3DU74 2020-07-31 2020-04-30 N 38211889.39 36138.82 38175750.57 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 AB High Income Fund Inc 2NEZ4DLQSXZQH9D3RU96 AB High Income Fund Inc 01859M804 80880.25100000 NS USD 551603.31000000 1.444904950823 Long EC RF US N 1 N N N Vanguard FTSE Emerging Markets ETF I9EY4HOGV0KQ5WF8MP19 Vanguard FTSE Emerging Markets ETF 922042858 29546.00000000 NS USD 1068678.82000000 2.799365576429 Long EC RF US N 1 N N Vanguard FTSE Developed Markets ETF 5493002789CX3L0CJP65 Vanguard FTSE Developed Markets ETF 921943858 148041.00000000 NS USD 5282102.88000000 13.83627774472 Long EC RF US N 1 N N N AB Relative Value Fund Inc 549300XP2A2MZMF2QT91 AB Relative Value Fund Inc 018597880 566302.63700000 NS USD 2695600.55000000 7.061028296109 Long EC RF US N 1 N N N Vanguard Total Bond Market ETF CIJB0QNLPT2SSWMJ5W92 Vanguard Total Bond Market ETF 921937835 4006.00000000 NS USD 350565.06000000 0.918292514923 Long EC RF US N 1 N N N Boston Partners Long/Short Research Fund 5493006PQCQNOP39PQ42 Boston Partners Long/Short Research Fund 74925K581 167307.18000000 NS USD 2211800.92000000 5.793732636492 Long EC RF US N 1 N N N Franklin Growth Fund 549300HNBBCTK2YQED48 Franklin Growth Fund 353496649 21631.40600000 NS USD 2309801.53000000 6.050441695349 Long EC RF US N 1 N N N AB Discovery Growth Fund Inc 549300I01DFK1EYZ2O55 AB Discovery Growth Fund Inc 018636803 105963.02300000 NS USD 1177249.19000000 3.083761739907 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 28649.36200000 NS USD 1110735.76000000 2.909532211981 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 114469.99500000 NS USD 1021072.36000000 2.674662173642 Long EC RF US N 1 N N N Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 119181.20000000 NS USD 119181.20000000 0.312190849480 Long STIV RF US N 1 N N N MFS Value Fund HV6C0RMURVKFUQ3UTB42 MFS Value Fund 55273H353 20469.66800000 NS USD 763109.22000000 1.998937044081 Long EC RF US N 1 N N N DFA Commodity Strategy Portfolio 5493006QOPGDR6RNZJ72 DFA Commodity Strategy Portfolio 23320G463 136985.00600000 NS USD 587665.68000000 1.539369026739 Long EC RF US N 1 N N N AB Discovery Value Fund 549300WKD6DWM5XTLS83 AB Discovery Value Fund 018914804 112371.89800000 NS USD 1594557.23000000 4.176885080690 Long EC RF US N 1 N N N AB Global Bond Fund Inc U218ZJTWJ6O77RCA8603 AB Global Bond Fund Inc 01853W808 233284.73600000 NS USD 1964257.48000000 5.145301534800 Long EC RF US N 1 N N N MFS Institutional International Equity Fund DMEBH0UWWHA1KO5Z5N87 MFS Institutional International Equity Fund 552966806 145785.08000000 NS USD 3441985.74000000 9.016157347551 Long EC RF US N 1 N N N iShares Core S&P 500 ETF 5493007M4YMN8XL48C14 iShares Core S&P 500 ETF 464287200 36946.00000000 NS USD 10757197.36000000 28.17809001626 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 19087.15200000 NS USD 1177868.15000000 3.085383083274 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_8672855985043806.htm HTML

AB Cap Fund, Inc.

AB Multi-Manager Select 2055 Fund

Portfolio of Investments

April 30, 2020 (unaudited)

 

Company    Shares      U.S. $ Value  

INVESTMENT COMPANIES – 99.7%

      

Funds and Investment Trusts – 99.7%(a)

      

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

      101,680      $ 1,129,665  

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

      207,713        1,748,944  

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

      114,470        1,021,072  

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

      81,262        554,208  

AB Relative Value Fund - Class Z(c)

      556,926        2,650,967  

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

      105,312        1,494,371  

Boston Partners Long/Short Research Fund - Class INS

      173,654        2,295,711  

DFA Commodity Strategy Portfolio

      147,981        634,839  

Franklin Growth Fund - Class R6

      21,632        2,309,801  

iShares Core S&P 500 ETF

      37,480        10,912,677  

MFS Institutional International Equity Fund

      145,785        3,441,986  

MFS Value Fund - Class R5

      20,470        763,109  

T. Rowe Price Emerging Markets Stock Fund - Class I

      29,598        1,147,524  

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

      19,087        1,177,868  

Vanguard FTSE Developed Markets ETF

      148,041        5,282,103  

Vanguard FTSE Emerging Markets ETF(d)

      31,525        1,140,259  

Vanguard Total Bond Market ETF

      4,417        386,532  
     

 

 

  
     

Total Investment Companies
(cost $40,195,759)

         38,091,636  
     

 

 

  

SHORT-TERM INVESTMENTS – 0.3%

      

Investment Companies – 0.3%

      

AB Fixed Income Shares, Inc. - Government Money Market Portfolio -
Class AB, 0.35%(a) (c) (e)
(cost $119,181)

      119,181        119,181  
     

 

 

  

Total Investments – 100.0%
(cost $40,314,940)(f)

         38,210,817  

Other assets less liabilities – 0.0%

         (3,035 ) 
     

 

 

  

Net Assets – 100.0%

       $     38,207,782  
     

 

 

  

 

(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 $409,644 and gross unrealized depreciation of investments was $(2,513,767), resulting in net unrealized depreciation of $(2,104,123).

Glossary:

ETF – Exchange Traded Fund

FTSE – Financial Times Stock Exchange

AB Cap Fund, Inc.

AB Multi-Manager Select 2055 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    $ 38,091,636      $                 —      $                 —      $ 38,091,636  
Short-Term Investments      119,181        —        —        119,181  
  

 

 

     

 

 

     

 

 

     

 

 

  
Total    $     38,210,817      $ —      $ —      $     38,210,817  
  

 

 

     

 

 

     

 

 

     

 

 

  

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.    $ 1,284      $ 484      $ 521      $ (47 )    $ (70 )    $ 1,130      $ 80      $ 0  
AB Discovery Value Fund      1,665        746        441        (158 )      (318 )      1,494        76        0  
AB Global Bond Fund, Inc.      1,800        6,382        6,325        (93 )      (15 )      1,749        38        0  
AB Global Real Estate Investment Fund II      1,218        804        734        (137 )      (130 )      1,021        102        0  
AB High Income Fund, Inc.      0        543        0        0       11       554        3        0  
AB Relative Value Fund      2,918        743        552        (42 )      (416 )      2,651        141        0  
AB Unconstrained Bond Fund, Inc.      0        471        447        (24 )      0       0        20        0  
Government Money Market Portfolio      440        11,930        12,251        0       0       119        3        0  
Government Money Market Portfolio*      0        7,079        7,079        0       0       0        1        0  
Total    $     9,325      $     29,182      $     28,350      $     (501 )    $     (938 )    $     8,718      $     464      $     0  

 

*

Investments of cash collateral for securities lending transactions