0001410368-26-040396.txt : 20260424 0001410368-26-040396.hdr.sgml : 20260424 20260424165214 ACCESSION NUMBER: 0001410368-26-040396 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20260228 FILED AS OF DATE: 20260424 DATE AS OF CHANGE: 20260424 PERIOD START: 20261130 FILER: COMPANY DATA: COMPANY CONFORMED NAME: AB Active ETFs, Inc. CENTRAL INDEX KEY: 0001496608 ORGANIZATION NAME: EIN: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23799 FILM NUMBER: 26895232 BUSINESS ADDRESS: STREET 1: C/O ALLIANCEBERNSTEIN L.P. STREET 2: 66 HUDSON BOULEVARD EAST, 26TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10001 BUSINESS PHONE: 212-969-1000 MAIL ADDRESS: STREET 1: C/O ALLIANCEBERNSTEIN L.P. STREET 2: 66 HUDSON BOULEVARD EAST, 26TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10001 FORMER COMPANY: FORMER CONFORMED NAME: AllianceBernstein Active ETFs, Inc. DATE OF NAME CHANGE: 20100714 0001496608 S000082566 AB Conservative Buffer ETF C000245882 AB Conservative Buffer ETF BUFC NPORT-P 1 primary_doc.xml NPORT-P false 0001496608 XXXXXXXX S000082566 C000245882 AB Active ETFs, Inc. 811-23799 0001496608 2549006ZG5WBMZRI5P66 ALLIANCEBERNSTEIN LP 66 Hudson Boulevard East NEW YORK 10001 212-969-1000 AB Conservative Buffer ETF S000082566 2549004KD0W6WH0VHG69 2026-11-30 2026-02-28 N 1046602927.84 27035880.84 1019567047.00 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 Alliance Bernstein 5493006YWHO7MNK2U579 AB Fixed Income Shares, Inc. - Government Money Market Portfolio 018616748 5514379.31000000 NS USD 5514379.31000000 0.540854995875 Long STIV RF US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 4SPY 02/27/26 C3.42 000000000 14864.00000000 NC USD 1014572048.00000000 99.51008626507 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 3.42000000 USD 2026-02-27 XXXX 6749360.29000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 4SPY 02/27/26 P580.55 000000000 -14864.00000000 NC USD -1.49000000 -0.00000014614 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 580.55000000 USD 2026-02-27 XXXX 6361261.80000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 4SPY 02/27/26 C707.93 000000000 -14864.00000000 NC USD -1.49000000 -0.00000014614 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 707.93000000 USD 2026-02-27 XXXX 20137924.01000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 4SPY 02/27/26 P683 000000000 14864.00000000 NC USD 1.49000000 0.000000146140 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased SPDR S&P 500 ETF Trust SPDR S&P 500 ETF Trust 100.00000000 683.00000000 USD 2026-02-27 XXXX -29280363.22000000 N N N 2026-03-27 AB Active ETFs, Inc. Stephen Woetzel Stephen Woetzel Controller XXXX NPORT-EX 2 NPORT_64FS_68303974_0226.htm HTML

AB Active ETFs, Inc.

AB Conservative Buffer ETF

Portfolio of Investments

February 28, 2026 (unaudited)

 

      Notional
Amount		      U.S. $ Value  

PURCHASED OPTIONS - CALLS – 99.3%

         

Options on Equity Indices – 99.3%

         

SPDR S&P 500 ETF Trust
Expiration: May 2026; Contracts: 14,868;
Exercise Price: USD 3.43;
Counterparty: Morgan Stanley & Co. LLC (a)
(cost $1,012,410,795)

      USD        5,099,724      $ 1,012,410,794  
        

 

 

  

PURCHASED OPTIONS - PUTS – 2.9%

         

Options on Equity Indices – 2.9%

         

SPDR S&P 500 ETF Trust
Expiration: May 2026; Contracts: 14,868;
Exercise Price: USD 684.14;
Counterparty: Morgan Stanley & Co. LLC (a)
(cost $29,918,486)

      USD        1,017,179,352        29,918,486  
        

 

 

  
     Shares         

SHORT-TERM INVESTMENTS – 0.6%

         

Investment Companies – 0.6%

         

AB Fixed Income Shares, Inc. - Government Money Market Portfolio - Class AB, 3.53%(b) (c) (d)
(cost $5,514,379)

         5,514,379        5,514,379  
        

 

 

  

Total Investments – 102.8%
(cost $1,047,843,660)(e)

            1,047,843,659  

Other assets less liabilities – (2.8)%

            (28,276,611 ) 
        

 

 

  

Net Assets – 100.0%

          $  1,019,567,048  
        

 

 

  

CALL OPTIONS WRITTEN

 

Description    Counterparty    Contracts    Exercise
Price		      Expiration
Month		      Notional
(000)		      Premiums
Received		      U.S. $ Value  
SPDR S&P 500 ETF Trust(f)    Morgan Stanley & Co. LLC    14,868      USD        706.57        May 2026        USD        1,050,528      $  20,365,090      $  (20,365,090 ) 

PUT OPTIONS WRITTEN

 

Description    Counterparty    Contracts    Exercise
Price		      Expiration
Month		      Notional
(000)		      Premiums
Received		      U.S. $ Value  
SPDR S&P 500 ETF Trust(f)    Morgan Stanley & Co. LLC    14,868      USD        583.09        May 2026        USD        866,938      $  6,894,682      $  (6,894,682 ) 

 

(a)

Non-income producing security.

(b)

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.

(c)

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

(d)

Affiliated investments.

(e)

As of February 28, 2026, the cost basis of investment securities owned was substantially identical for both book and tax purposes. Gross unrealized appreciation of investments was $0 and gross unrealized depreciation of investments was $(1), resulting in net unrealized depreciation of $(1).

(f)

One contract relates to 100 shares.

Glossary:

ETF – Exchange Traded Fund

SPDR – Standard & Poor’s Depository Receipt

 

1

AB Active ETFs, Inc.

AB Conservative Buffer ETF

February 28, 2026 (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)

Options are valued using market-based inputs to models, broker or dealer quotations, or alternative pricing sources with reasonable levels of price transparency, where such inputs and models are available. Alternatively the values may be obtained through unobservable management determined inputs and/or management’s proprietary models. Where models are used, the selection of a particular model to value an option depends upon the contractual terms of, and specific risks inherent in, the option as well as the availability of pricing information in the market. Valuation models require a variety of inputs, including contractual terms, market prices, measures of volatility and correlations of such inputs. Exchange traded options generally will be classified as Level 2. For options that do not trade on exchange but trade in liquid markets, inputs can generally be verified and model selection does not involve significant management judgment. Options are classified within Level 2 on the fair value hierarchy when all of the significant inputs can be corroborated to market evidence. Otherwise such instruments are classified as Level 3.

The following table summarizes the valuation of the Fund’s investments by the above fair value hierarchy levels as of February 28, 2026:

 

Investments in Securities:

    Level 1      Level 2     Level 3      Total  
Assets:

 

Purchased Options - Calls    $ —      $ 1,012,410,794     $ —      $ 1,012,410,794  
Purchased Options - Puts      —        29,918,486       —        29,918,486  
Short-Term Investments      5,514,379        —       —        5,514,379  
  

 

 

     

 

 

    

 

 

     

 

 

  
Total Investments in Securities      5,514,379        1,042,329,280       —        1,047,843,659  
Other Financial Instruments(a):           
Assets          —            —           —        —  
Liabilities:

 

Call Options Written      —        (20,365,090 )      —        (20,365,090 ) 
Put Options Written      —        (6,894,682 )      —        (6,894,682 ) 
  

 

 

     

 

 

    

 

 

     

 

 

  
Total    $  5,514,379      $  1,015,069,508     $ —      $  1,020,583,887  
  

 

 

     

 

 

    

 

 

     

 

 

  

 

(a) 

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

A summary of the Fund’s transactions in AB mutual funds for the three months ended February 28, 2026 is as follows:

 

Fund    Market Value
11/30/2025
(000)		      Purchases
at Cost
(000)		      Sales
Proceeds
(000)		      Market Value
02/28/2026
(000)		      Dividend
Income
(000)		  
AB Government Money Market Portfolio    $  5,215      $  2,005      $  1,706      $  5,514      $  47  

 

2