AB Income Fund Releases Monthly Portfolio Update
|
|
Top 10 |
Portfolio % |
1) U.S. Treasury Bonds 6.00%, |
22.41% |
2) U.S. Treasury Bonds 6.375%, |
20.57% |
3) U.S. Treasury Notes 3.625%, |
17.72% |
4) U.S. Treasury Bonds 6.50%, |
14.42% |
5) U.S. Treasury Notes 2.125%, |
9.51% |
6) U.S. Treasury Notes 3.125%, |
5.57% |
7) U.S. Treasury Bonds 3.125%, |
4.61% |
8) U.S. Treasury Notes 1.25%, |
4.28% |
9) U.S. Treasury Bonds 8.75%, |
2.93% |
10) |
2.06% |
Investment Type |
Portfolio % |
Global Governments |
110.91% |
Corporates - Non-Investment Grades |
Industrial |
Energy |
1.87% |
Communications - Media |
1.62% |
Consumer Non-Cyclical |
1.44% |
Basic |
0.91% |
Communications - Telecommunications |
0.80% |
Consumer Cyclical - Retailers |
0.71% |
Capital Goods |
0.65% |
Technology |
0.43% |
Consumer Cyclical - Other |
0.29% |
Services |
0.28% |
Transportation - Services |
0.25% |
Other Industrial |
0.18% |
Consumer Cyclical - Entertainment |
0.12% |
Consumer Cyclical - Automotive |
0.01% |
SUBTOTAL |
9.56% |
Credit Default Swaps |
2.17% |
Financial Institutions |
|
Banking |
0.96% |
Insurance |
0.14% |
Other Finance |
0.12% |
Finance |
0.10% |
SUBTOTAL |
1.32% |
Utility |
|
Electric |
0.73% |
SUBTOTAL |
0.73% |
SUBTOTAL |
13.78% |
Corporates - Investment Grades |
|
Industrial |
|
Communications - Telecommunications |
0.79% |
Basic |
0.64% |
Capital Goods |
0.39% |
Energy |
0.36% |
Transportation - Airlines |
0.08% |
Communications - Media |
0.06% |
SUBTOTAL |
2.32% |
Financial Institutions |
|
Insurance |
1.34% |
Banking |
0.74% |
SUBTOTAL |
2.08% |
Non Corporate Sectors |
|
Agencies - Not Government Guaranteed |
0.31% |
SUBTOTAL |
0.31% |
Credit Default Swaps |
0.28% |
Utility |
|
Electric |
0.19% |
SUBTOTAL |
0.19% |
SUBTOTAL |
5.18% |
Collateralized Mortgage Obligations |
|
Non-Agency Floating Rate |
1.82% |
Non-Agency Fixed Rate |
1.60% |
GSE Risk Share Floating Rate |
1.20% |
Agency Fixed Rate |
0.19% |
SUBTOTAL |
4.81% |
Agencies |
|
Agency Debentures |
3.92% |
SUBTOTAL |
3.92% |
|
|
Non-Agency Fixed Rate CMBS |
2.91% |
Credit Default Swaps |
0.22% |
SUBTOTAL |
3.13% |
Emerging Markets - Corporate Bonds |
|
Industrial |
|
Consumer Non-Cyclical |
0.47% |
Capital Goods |
0.37% |
Consumer Cyclical - Retailers |
0.23% |
Basic |
0.22% |
Communications - Telecommunications |
0.21% |
Transportation - Airlines |
0.20% |
SUBTOTAL |
1.70% |
SUBTOTAL |
1.70% |
Whole Loan Trusts |
|
Performing Asset |
1.28% |
SUBTOTAL |
1.28% |
Quasi-Sovereigns |
|
Quasi-Sovereign Bonds |
1.21% |
SUBTOTAL |
1.21% |
Local Governments - Municipal Bonds |
1.01% |
Preferred Stocks |
|
Financial Institutions |
0.76% |
Industrial |
0.19% |
SUBTOTAL |
0.95% |
Bank Loans |
|
Industrial |
|
Consumer Non-Cyclical |
0.43% |
Energy |
0.11% |
Other Industrial |
0.10% |
Consumer Cyclical - Other |
0.09% |
Communications - Media |
0.07% |
Consumer Cyclical - Automotive |
0.05% |
Technology |
0.05% |
Basic |
0.04% |
SUBTOTAL |
0.94% |
SUBTOTAL |
0.94% |
Emerging Markets - Sovereigns |
0.83% |
Common Stocks |
0.30% |
Investment Companies |
|
Funds and Investment Trusts |
0.14% |
SUBTOTAL |
0.14% |
Currency Instruments |
|
Forward Currency Exchange Contracts |
0.06% |
SUBTOTAL |
0.06% |
Governments - Sovereign Agencies |
0.02% |
Interest Rate Swaps - SIFMA |
-14.08% |
Interest Rate Futures |
-45.36% |
Reverse Repurchase Agreements |
-55.14% |
Net Cash Equivalents |
|
Investment Companies |
4.63% |
Cash |
4.52% |
Governments - Treasuries |
0.23% |
SUBTOTAL |
9.38% |
Derivative Offsets |
|
Futures Offsets |
44.62% |
Swaps Offsets |
10.41% |
SUBTOTAL |
55.03% |
100.00% |
|
<b>Country Breakdown |
Portfolio % |
|
91.41% |
|
2.25% |
|
1.10% |
|
0.86% |
Luxembourg |
0.43% |
|
0.34% |
|
0.32% |
|
0.28% |
|
0.27% |
|
0.25% |
|
0.25% |
|
0.24% |
|
0.24% |
|
0.22% |
|
0.21% |
|
0.16% |
|
0.15% |
|
0.15% |
|
0.14% |
|
0.11% |
|
0.09% |
|
0.08% |
|
0.06% |
|
0.06% |
|
0.06% |
|
0.06% |
|
0.04% |
|
0.04% |
|
0.04% |
|
0.04% |
|
0.03% |
|
0.02% |
Total Investments |
100.00% |
Net Currency Exposure Breakdown |
Portfolio % |
United States Dollar |
109.14% |
Indonesian Rupiah |
0.62% |
Uruguayan Peso |
0.23% |
Mexican Peso |
0.01% |
New Zealand Dollar |
-0.49% |
Singapore Dollar |
-0.50% |
Taiwan New Dollar |
-0.52% |
Swiss Franc |
-1.00% |
Canadian Dollar |
-1.01% |
Brazilian Real |
-1.45% |
Australian Dollar |
-1.97% |
Great British Pound |
-3.06% |
Total Net Assets |
100.00% |
Credit Rating |
Portfolio % |
AAA |
59.70% |
A |
1.68% |
BBB |
9.30% |
BB |
6.23% |
B |
7.64% |
CCC |
3.24% |
CC |
0.17% |
C |
0.01% |
D |
0.38% |
Not Rated |
3.39% |
Short Term Investments |
4.85% |
N/A |
3.41% |
100.00% |
|
Bonds By Maturity |
Portfolio % |
Less than 1 year |
-45.71% |
1 to 5 years |
15.85% |
5 to 10 years |
58.36% |
10 to 20 years |
61.81% |
20 to 30 years |
8.53% |
More than 30 years |
0.86% |
Other |
0.30% |
Total Net Assets |
100.00% |
Portfolio Statistics: |
|
Average Coupon: |
7.52% |
Average Bond Price : |
121.19 |
Percentage of Leverage: |
|
Bank Borrowing: |
0.00% |
Investment Operations: |
39.72%* |
Preferred Stock: |
0.00% |
Tender Option Bonds: |
0.00% |
Term Asset-Backed Loans Facility (TALF): |
0.00% |
Total Fund Leverage: |
0.00% |
Average Maturity: |
14.16 Years |
Effective Duration: |
4.98 Years |
Total Net Assets: |
|
Net Asset Value: |
|
Number of Holdings: |
436 |
Portfolio Turnover: |
32% |
* Investment Operations may include the use of certain portfoliomanagement techniques such as credit default swaps, dollar rolls, negative cash, reverse repurchase agreements and when-issued securities.
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.
To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/ab-income-fund-releases-monthly-portfolio-update-300072764.html
SOURCE
Advisor News
Annuity News
Health/Employee Benefits News
Life Insurance News