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AllianceBernstein Income Fund, Inc. |
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Top 10 Fixed Income Holdings |
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Portfolio % |
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1) U.S. Treasury Bonds 6.00%, 2/15/26 |
21.52% |
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2) U.S. Treasury Bonds 6.375%, 8/15/27 |
17.47% |
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3) U.S. Treasury Notes 3.625%, 2/15/21 |
16.11% |
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4) U.S. Treasury Bonds 6.50%, 11/15/26 |
12.37% |
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5) U.S. Treasury Notes 2.125%, 8/31/20 - 8/15/21 |
9.92% |
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6) U.S. Treasury Notes 3.125%, 5/15/21 |
5.01% |
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7) U.S. Treasury Notes 2.625%, 11/15/20 |
3.46% |
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8) Federal National Mortgage Association 5.375%, 6/12/17 |
3.43% |
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9) Residual Funding Corp. Principal Strip Zero Coupon, 7/15/20 |
1.78% |
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10) U.S. Treasury Notes 2.00%, 2/15/22 |
1.25% |
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Investment Type |
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Portfolio % |
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Governments - Treasuries |
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Treasuries |
89.64% |
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Treasury Futures |
-45.76% |
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SUBTOTAL |
43.88% |
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Corporates - Non-Investment Grades |
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Industrial |
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Communications - Media |
2.98% |
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Consumer Non-Cyclical |
2.03% |
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Energy |
1.84% |
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Capital Goods |
1.52% |
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Technology |
0.97% |
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Basic |
0.93% |
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Consumer Cyclical - Automotive |
0.74% |
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Consumer Cyclical - Retailers |
0.71% |
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Communications - Telecommunications |
0.69% |
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Consumer Cyclical - Other |
0.67% |
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Services |
0.45% |
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Other Industrial |
0.19% |
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Transportation - Services |
0.15% |
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Consumer Cyclical - Entertainment |
0.05% |
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SUBTOTAL |
13.92% |
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Credit Default Swaps |
3.56% |
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Financial Institutions |
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Banking |
0.86% |
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Other Finance |
0.44% |
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Finance |
0.33% |
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Brokerage |
0.15% |
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REITS |
0.15% |
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Insurance |
0.13% |
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SUBTOTAL |
2.06% |
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Utility |
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Electric |
1.26% |
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Natural Gas |
0.39% |
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SUBTOTAL |
1.65% |
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SUBTOTAL |
21.19% |
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Corporates - Investment Grades |
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Industrial |
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Communications - Telecommunications |
1.64% |
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Capital Goods |
0.82% |
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Basic |
0.80% |
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Energy |
0.65% |
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Consumer Non-Cyclical |
0.52% |
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Communications - Media |
0.50% |
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Consumer Cyclical - Retailers |
0.26% |
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Technology |
0.24% |
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Consumer Cyclical - Entertainment |
0.16% |
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Consumer Cyclical - Other |
0.11% |
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Transportation - Airlines |
0.08% |
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Transportation - Services |
0.05% |
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Consumer Cyclical - Automotive |
0.04% |
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SUBTOTAL |
5.87% |
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Financial Institutions |
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Insurance |
1.20% |
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Banking |
1.00% |
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REITS |
0.57% |
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Finance |
0.16% |
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Other Finance |
0.02% |
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SUBTOTAL |
2.95% |
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Non Corporate Sectors |
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Agencies - Not Government Guaranteed |
1.43% |
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SUBTOTAL |
1.43% |
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Utility |
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Electric |
0.13% |
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Natural Gas |
0.09% |
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SUBTOTAL |
0.22% |
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Credit Default Swaps |
-0.13% |
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SUBTOTAL |
10.34% |
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Agencies |
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Agency Subordinated |
3.42% |
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Agency Debentures |
3.25% |
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SUBTOTAL |
6.67% |
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Collateralized Mortgage Obligations |
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Non-Agency Fixed Rate |
1.93% |
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Non-Agency Floating Rate |
1.35% |
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Agency Fixed Rate |
0.04% |
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SUBTOTAL |
3.32% |
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Emerging Markets - Corporate Bonds |
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Industrial |
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Consumer Non-Cyclical |
0.57% |
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Capital Goods |
0.34% |
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Communications - Telecommunications |
0.32% |
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Energy |
0.23% |
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Consumer Cyclical - Retailers |
0.21% |
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Transportation - Airlines |
0.19% |
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Basic |
0.17% |
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Communications - Media |
0.09% |
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SUBTOTAL |
2.12% |
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SUBTOTAL |
2.12% |
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Preferred Stocks |
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Financial Institutions |
1.84% |
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Industrial |
0.15% |
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SUBTOTAL |
1.99% |
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Commercial Mortgage-Backed Securities |
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Non-Agency Fixed Rate CMBS |
1.87% |
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SUBTOTAL |
1.87% |
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Mortgage Pass-Throughs |
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Agency Fixed Rate 30-Year |
1.07% |
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Agency ARMs |
0.66% |
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SUBTOTAL |
1.73% |
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Quasi-Sovereigns |
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Quasi-Sovereign Bonds |
1.64% |
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SUBTOTAL |
1.64% |
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Bank Loans |
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Industrial |
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Consumer Non-Cyclical |
0.41% |
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Consumer Cyclical - Automotive |
0.32% |
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Other Industrial |
0.20% |
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Technology |
0.20% |
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Communications - Media |
0.18% |
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Basic |
0.10% |
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Consumer Cyclical - Other |
0.08% |
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Energy |
0.02% |
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SUBTOTAL |
1.51% |
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SUBTOTAL |
1.51% |
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Local Governments - Municipal Bonds |
1.25% |
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Governments - Sovereign Bonds |
0.63% |
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Governments - Sovereign Agencies |
0.59% |
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Emerging Markets - Sovereigns |
0.51% |
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Whole Loan Trusts |
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Performing Asset |
0.37% |
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SUBTOTAL |
0.37% |
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Common Stocks |
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Common Stocks |
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Common Stocks |
0.15% |
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SUBTOTAL |
0.15% |
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SUBTOTAL |
0.15% |
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Currency Instruments |
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Forward Currency Exchange Contracts |
0.01% |
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SUBTOTAL |
0.01% |
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Reverse Repurchase Agreements |
-45.99% |
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Net Cash Equivalents |
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Investment Companies |
2.38% |
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Cash |
0.61% |
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SUBTOTAL |
2.99% |
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Derivative Offsets |
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Futures Offsets |
46.56% |
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Swaps Offsets |
-3.33% |
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SUBTOTAL |
43.23% |
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100.00% |
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Country Breakdown |
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Portfolio % |
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United States |
88.98% |
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Brazil |
1.64% |
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Russia |
1.53% |
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Mexico |
1.48% |
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United Kingdom |
0.90% |
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Canada |
0.69% |
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Switzerland |
0.46% |
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Germany |
0.42% |
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Luxembourg |
0.40% |
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Netherlands |
0.32% |
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Indonesia |
0.28% |
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Hungary |
0.27% |
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India |
0.24% |
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France |
0.23% |
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Colombia |
0.22% |
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Peru |
0.20% |
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El Salvador |
0.20% |
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Spain |
0.19% |
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Venezuela |
0.19% |
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Nigeria |
0.15% |
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Portugal |
0.14% |
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Norway |
0.14% |
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South Africa |
0.12% |
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Barbados |
0.11% |
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Croatia |
0.11% |
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Belgium |
0.10% |
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Chile |
0.10% |
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Singapore |
0.07% |
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Australia |
0.07% |
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Jamaica |
0.05% |
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Total Investments |
100.00% |
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Net Currency Exposure Breakdown |
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Portfolio % |
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United States Dollar |
99.80% |
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Russian Rubles |
0.93% |
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New Zealand Dollar |
0.50% |
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Nigerian Naira |
0.21% |
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Brazilian Real |
0.05% |
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Euro |
0.03% |
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Australian Dollar |
0.01% |
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Mexican Peso |
-0.01% |
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Canadian Dollar |
-1.52% |
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Total Net Assets |
100.00% |
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Credit Rating |
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Portfolio % |
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AAA |
50.83% |
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AA |
0.16% |
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A |
3.58% |
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BBB |
12.77% |
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BB |
12.08% |
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B |
9.46% |
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CCC |
3.42% |
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CC |
0.53% |
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D |
0.22% |
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Not Rated |
0.94% |
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Short Term Investments |
2.38% |
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N/A |
3.63% |
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Total Net Assets |
100.00% |
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Bonds By Maturity |
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Portfolio % |
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Less than 1 year |
-39.10% |
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1 to 5 years |
20.35% |
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5 to 10 years |
55.16% |
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10 to 20 years |
55.82% |
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20 to 30 years |
6.31% |
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More than 30 years |
1.31% |
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Other |
0.15% |
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Total Net Assets |
100.00% |
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Portfolio Statistics: |
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Average Coupon: |
7.79% |
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Average Bond Price : |
113.56 |
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Percentage of Leverage: |
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Bank Borrowing: |
0.00% |
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Investment Operations: |
47.10%* |
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Preferred Stock: |
0.00% |
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Tender Option Bonds: |
0.00% |
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Term Asset-Backed Loans Facility (TALF): |
0.00% |
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Total Fund Leverage: |
47.10% |
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Average Maturity: |
14.04 Years |
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Effective Duration: |
6.80 Years |
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Total Net Assets: |
$1,975.70 Million |
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Net Asset Value: |
$8.13 |
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Number of Holdings: |
434 |
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Portfolio Turnover: |
58% |
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* Investment Operations may include the use of certain portfolio management techniques such as credit default swaps, dollar rolls, negative cash, reverse repurchase agreements and when-issued securities. |
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The foregoing portfolio characteristics are as of the date indicated and can be expected to change. The Fund is a closed- end U.S.-registered management investment company advised by AllianceBernstein L. P. |
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SOURCE
Shareholder Contact:1-800-221-5672