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AllianceBernstein
Income Fund, Inc.
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Top 10 Fixed Income
Holdings
|
Portfolio
%
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1) U.S. Treasury
Bonds 6.00%, 2/15/26
|
21.55%
|
2) U.S. Treasury
Bonds 6.375%, 8/15/27
|
19.75%
|
3) U.S. Treasury
Notes 3.625%, 2/15/21
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17.09%
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4) U.S. Treasury
Bonds 6.50%, 11/15/26
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13.85%
|
5) U.S. Treasury
Notes 2.125%, 8/31/20 - 8/15/21
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9.14%
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6) U.S. Treasury
Notes 3.125%, 5/15/21
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5.36%
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7) U.S. Treasury
Bonds 3.125%, 8/15/44
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4.32%
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8) U.S. Treasury
Notes 1.625%, 8/31/19
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4.26%
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9) Federal National
Mortgage Association 5.375%, 6/12/17
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3.44%
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10) U.S. Treasury
Bonds 8.75%, 8/15/20
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2.85%
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Investment
Type
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Portfolio
%
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Global
Governments
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104.14%
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Corporates -
Non-Investment Grades
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Industrial
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Communications -
Media
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2.23%
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Energy
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1.72%
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Consumer
Non-Cyclical
|
1.23%
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Basic
|
1.01%
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Capital
Goods
|
0.79%
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Communications -
Telecommunications
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0.76%
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Technology
|
0.73%
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Consumer Cyclical -
Retailers
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0.64%
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Services
|
0.26%
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Consumer Cyclical -
Automotive
|
0.20%
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Consumer Cyclical -
Other
|
0.20%
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Other
Industrial
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0.16%
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Consumer Cyclical -
Entertainment
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0.11%
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Transportation -
Services
|
0.09%
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SUBTOTAL
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10.13%
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Credit Default
Swaps
|
2.30%
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Financial
Institutions
|
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Banking
|
1.79%
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Finance
|
0.22%
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Insurance
|
0.14%
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Other
Finance
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0.14%
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SUBTOTAL
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2.29%
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Utility
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Electric
|
0.76%
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SUBTOTAL
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0.76%
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SUBTOTAL
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15.48%
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Agencies
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Agency
Debentures
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3.75%
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Agency
Subordinated
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3.44%
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SUBTOTAL
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7.19%
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Corporates -
Investment Grades
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Industrial
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Communications -
Telecommunications
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1.03%
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Basic
|
0.82%
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Energy
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0.73%
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Capital
Goods
|
0.40%
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Technology
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0.29%
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Transportation -
Airlines
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0.08%
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Communications -
Media
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0.06%
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SUBTOTAL
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3.41%
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Financial
Institutions
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Insurance
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1.29%
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Banking
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0.96%
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Finance
|
0.25%
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SUBTOTAL
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2.50%
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Non Corporate
Sectors
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Agencies - Not
Government Guaranteed
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0.31%
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Energy
|
0.02%
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SUBTOTAL
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0.33%
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Credit Default
Swaps
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0.27%
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Utility
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Electric
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0.19%
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SUBTOTAL
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0.19%
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SUBTOTAL
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6.70%
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Collateralized
Mortgage Obligations
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GSE Risk Share
Floating Rate
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2.19%
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Non-Agency Fixed
Rate
|
1.76%
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Non-Agency Floating
Rate
|
0.65%
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Agency Fixed
Rate
|
0.21%
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SUBTOTAL
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4.81%
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Commercial
Mortgage-Backed Securities
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Non-Agency Fixed Rate
CMBS
|
2.76%
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Credit Default
Swaps
|
0.21%
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SUBTOTAL
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2.97%
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Emerging Markets -
Corporate Bonds
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Industrial
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Consumer
Non-Cyclical
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0.54%
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Capital
Goods
|
0.36%
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Basic
|
0.23%
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Consumer Cyclical -
Retailers
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0.22%
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Energy
|
0.20%
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Transportation -
Airlines
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0.19%
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Communications -
Media
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0.18%
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Communications -
Telecommunications
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0.18%
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SUBTOTAL
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2.10%
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SUBTOTAL
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2.10%
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Preferred
Stocks
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Financial
Institutions
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1.33%
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Industrial
|
0.18%
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SUBTOTAL
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1.51%
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Local Governments -
Municipal Bonds
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1.22%
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Quasi-Sovereigns
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Quasi-Sovereign
Bonds
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1.18%
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SUBTOTAL
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1.18%
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Bank Loans
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Industrial
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Consumer
Non-Cyclical
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0.31%
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Consumer Cyclical -
Automotive
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0.31%
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Other
Industrial
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0.24%
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Communications -
Media
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0.09%
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Consumer Cyclical -
Other
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0.08%
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Technology
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0.07%
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Basic
|
0.04%
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SUBTOTAL
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1.14%
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SUBTOTAL
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1.14%
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Mortgage
Pass-Throughs
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Agency
ARMs
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0.64%
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Agency Fixed Rate
30-Year
|
0.27%
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SUBTOTAL
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0.91%
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Whole Loan
Trusts
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Performing
Asset
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0.90%
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SUBTOTAL
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0.90%
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Emerging Markets -
Sovereigns
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Emerging Markets -
Sovereigns
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0.69%
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Credit Default
Swaps
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-0.46%
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SUBTOTAL
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0.23%
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Governments -
Sovereign Agencies
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0.21%
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Currency
Instruments
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Forward Currency
Exchange Contracts
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0.14%
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SUBTOTAL
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0.14%
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Investment
Companies
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Funds and Investment
Trusts
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0.13%
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SUBTOTAL
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0.13%
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Asset-Backed
Securities
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Other ABS - Fixed
Rate
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0.05%
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SUBTOTAL
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0.05%
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Common
Stocks
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0.05%
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Options Purchased -
Calls
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Options on Forward
Contracts
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0.01%
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SUBTOTAL
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0.01%
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Interest Rate Swaps -
SIFMA
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-5.37%
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Interest Rate
Futures
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-49.08%
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Reverse Repurchase
Agreements
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-52.19%
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Net Cash
Equivalents
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Cash
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3.95%
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Investment
Companies
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1.49%
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SUBTOTAL
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5.44%
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Derivative
Offsets
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Futures
Offsets
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48.18%
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Swaps
Offsets
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1.95%
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SUBTOTAL
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50.13%
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Total Fixed
Income
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100.00%
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Country
Breakdown
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Portfolio
%
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United
States
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91.67%
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Brazil
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1.11%
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Mexico
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1.06%
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Canada
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0.89%
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United
Kingdom
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0.53%
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Switzerland
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0.46%
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Luxembourg
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0.38%
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Indonesia
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0.32%
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France
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0.28%
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Peru
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0.27%
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Norway
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0.26%
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India
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0.25%
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Hungary
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0.25%
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Germany
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0.24%
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Spain
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0.23%
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El
Salvador
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0.22%
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Dominican
Republic
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0.16%
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Barbados
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0.14%
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Netherlands
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0.14%
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Colombia
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0.13%
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Venezuela
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0.12%
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South
Africa
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0.12%
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Chile
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0.11%
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Italy
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0.10%
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Ireland
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0.08%
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Guatemala
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0.07%
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Zambia
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0.06%
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Pakistan
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0.06%
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Belgium
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0.06%
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Jamaica
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0.05%
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Sri Lanka
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0.05%
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Singapore
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0.04%
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Morocco
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0.04%
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Australia
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0.03%
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Sweden
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0.02%
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Total
Investments
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100.00%
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Net Currency Exposure
Breakdown
|
Portfolio
%
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United States
Dollar
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105.96%
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Mexican
Peso
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0.98%
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Brazilian
Real
|
0.05%
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Great British
Pound
|
0.03%
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New Zealand
Dollar
|
0.01%
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Euro
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-1.53%
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Japanese
Yen
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-2.43%
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Australian
Dollar
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-3.07%
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Total
Investments
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100.00%
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Credit
Rating
|
Portfolio
%
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AAA
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61.02%
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AA
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0.26%
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A
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1.98%
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BBB
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9.54%
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BB
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8.90%
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B
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7.05%
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CCC
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2.81%
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CC
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0.33%
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D
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0.39%
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Not Rated
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3.05%
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Short Term
Investments
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1.49%
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N/A
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3.18%
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Total
Investments
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100.00%
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Bonds By
Maturity
|
Portfolio
%
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Less than 1
year
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-46.51%
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1 to 5
years
|
19.03%
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5 to 10
years
|
58.46%
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10 to 20
years
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59.37%
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20 to 30
years
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9.21%
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More than 30
years
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0.39%
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Other
|
0.05%
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Total Net
Assets
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100.00%
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Portfolio
Statistics:
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Average
Coupon:
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7.14%
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Average Bond Price
:
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119.55
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Percentage of
Leverage:
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Bank
Borrowing:
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0.00%
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Investment
Operations:
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36.68%*
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Preferred
Stock:
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0.00%
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Tender Option
Bonds:
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0.00%
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Term Asset-Backed
Loans Facility (TALF):
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0.00%
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Total Fund
Leverage:
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36.68%
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Average
Maturity:
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13.51
Years
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Effective
Duration:
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5.65 Years
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Total Net
Assets:
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$1,901.85
Million
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Net Asset
Value:
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$8.34
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Number of
Holdings:
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412
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Portfolio
Turnover:
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107%
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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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