0001410368-26-040414.txt : 20260424 0001410368-26-040414.hdr.sgml : 20260424 20260424165226 ACCESSION NUMBER: 0001410368-26-040414 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: 26895260 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 S000088374 AB Moderate Buffer ETF C000254635 AB Moderate Buffer ETF BUFM NPORT-P 1 primary_doc.xml NPORT-P false 0001496608 XXXXXXXX S000088374 C000254635 AB Active ETFs, Inc. 811-23799 0001496608 2549006ZG5WBMZRI5P66 ALLIANCEBERNSTEIN LP 66 Hudson Boulevard East NEW YORK 10001 212-969-1000 AB Moderate Buffer ETF S000088374 254900506NYLOVL1HL35 2026-11-30 2026-02-28 N 357619271.53 7211669.12 350407602.41 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 1936751.11000000 NS USD 1936751.11000000 0.552713781516 Long STIV RF US N 1 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 4SPY 03/31/26 P613.73 000000000 -5089.00000000 NC USD -1033372.34000000 -0.29490579910 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 613.73000000 USD 2026-03-31 XXXX 1148181.91000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 4SPY 03/31/26 C3.41 000000000 5089.00000000 NC USD 346384311.70000000 98.85182550768 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 3.41000000 USD 2026-03-31 XXXX 1112173.95000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 4SPY 03/31/26 C713.08 000000000 -5089.00000000 NC USD -658669.27000000 -0.18797231152 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Call Written State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 713.08000000 USD 2026-03-31 XXXX 2505269.25000000 N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 4SPY 03/31/26 P668.28 000000000 5089.00000000 NC USD 3945552.59000000 1.125989437119 N/A DE US N 2 Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 Put Purchased State Street SPDR S&P 500 ETF Trust State Street SPDR S&P 500 ETF Trust 100.00000000 668.28000000 USD 2026-03-31 XXXX -2144214.20000000 N N N 2026-03-27 AB Active ETFs, Inc. Stephen Woetzel Stephen Woetzel Controller XXXX NPORT-EX 2 NPORT_64CY_56234078_0226.htm HTML

AB Active ETFs, Inc.

AB Moderate Buffer ETF

Portfolio of Investments

February 28, 2026 (unaudited)

 

      Notional
Amount		        U.S. $ Value  

PURCHASED OPTIONS - CALLS – 98.8%

           

Options on Equity Indices – 98.8%

           

SPDR S&P 500 ETF Trust
Expiration: Mar 2026; Contracts: 5,089;
Exercise Price: USD 3.41;
Counterparty: Morgan Stanley & Co. LLC(a)
(premium paid $345,272,138)

      USD        1,735,349        $ 346,384,312  
          

 

 

  

PURCHASED OPTIONS - PUTS – 1.1%

           

Options on Equity Indices – 1.1%

           

SPDR S&P 500 ETF Trust
Expiration: Mar 2026; Contracts: 5,089;
Exercise Price: USD 668.28;
Counterparty: Morgan Stanley & Co. LLC(a)
(premium paid $6,089,767)

      USD        340,087,692          3,945,552  
          

 

 

  
     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 $1,936,751)

         1,936,751          1,936,751  
          

 

 

  

Total Investments – 100.5%
(cost $353,298,656)(e)

              352,266,615  

Other assets less liabilities – (0.5)%

              (1,859,010 ) 
          

 

 

  

Net Assets – 100.0%

            $  350,407,605  
          

 

 

  

WRITTEN OPTIONS – CALLS

 

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    5,089      USD        713.08        March 2026        USD        362,886      $  3,163,939      $    (658,669)  

WRITTEN OPTIONS – PUTS

 

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        5,089        USD        613.73        March 2026        USD        312,327      $  2,181,554      $  (1,033,373)  

 

(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.

 

1

(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 $4,765,625 and gross unrealized depreciation of investments was $ (2,144,215), resulting in net unrealized appreciation of $2,621,410.

(f)

One contract relates to 100 shares.

Glossary:

ETF – Exchange Traded Fund

SPDR – Standard & Poor’s Depository Receipt

 

2

AB Active ETFs, Inc.

AB Moderate 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    $ —      $ 346,384,312     $ —      $ 346,384,312  
Purchased Options - Puts      —        3,945,552       —        3,945,552  
Short-Term Investments      1,936,751        —       —        1,936,751  
  

 

 

     

 

 

    

 

 

     

 

 

  
Total Investments in Securities      1,936,751        350,329,864       —        352,266,615  
Other Financial Instruments(a):           
Assets      —        —       —        —  
Liabilities:           
Call Options Written      —        (658,669 )      —        (658,669 ) 
Put Options Written      —        (1,033,373 )      —        (1,033,373 ) 
  

 

 

     

 

 

    

 

 

     

 

 

  
Total    $  1,936,751      $  348,637,822     $     —      $  350,574,573  
  

 

 

     

 

 

    

 

 

     

 

 

  

 

3

(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 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    $  1,420      $  1,294      $  777      $  1,937      $  14  

 

4