AllianceBernstein
Income Fund, Inc.
|
|
|
|
Top 10 Fixed Income
Holdings
|
Portfolio
%
|
1) U.S. Treasury
Bonds 6.00%, 2/15/26
|
22.31%
|
2) U.S. Treasury
Bonds 6.375%, 8/15/27
|
18.28%
|
3) U.S. Treasury
Notes 3.625%, 2/15/21
|
16.07%
|
4) U.S. Treasury
Bonds 6.50%, 11/15/26
|
12.86%
|
5) U.S. Treasury
Notes 2.125%, 8/31/20 - 8/15/21
|
8.56%
|
6) U.S. Treasury
Notes 3.125%, 5/15/21
|
5.03%
|
7) Federal National
Mortgage Association 5.375%, 6/12/17
|
3.28%
|
8) U.S. Treasury
Bonds 8.75%, 8/15/20
|
2.72%
|
9) U.S. Treasury
Bonds 8.00%, 11/15/21
|
1.87%
|
10) Residual Funding
Corp. Principal Strip Zero Coupon, 7/15/20
|
1.83%
|
|
|
Investment
Type
|
Portfolio
%
|
Global
Governments
|
93.60%
|
Corporates -
Non-Investment Grades
|
|
Industrial
|
|
Energy
|
2.54%
|
Communications -
Media
|
1.93%
|
Consumer
Non-Cyclical
|
1.47%
|
Capital
Goods
|
1.35%
|
Basic
|
1.00%
|
Consumer Cyclical -
Retailers
|
0.89%
|
Technology
|
0.88%
|
Communications -
Telecommunications
|
0.85%
|
Services
|
0.36%
|
Consumer Cyclical -
Other
|
0.26%
|
Consumer Cyclical -
Automotive
|
0.19%
|
Other
Industrial
|
0.17%
|
Transportation -
Services
|
0.09%
|
Consumer Cyclical -
Entertainment
|
0.04%
|
SUBTOTAL
|
12.02%
|
Credit Default
Swaps
|
3.68%
|
Financial
Institutions
|
|
Banking
|
0.78%
|
Finance
|
0.21%
|
REITS
|
0.15%
|
Other
Finance
|
0.14%
|
Insurance
|
0.13%
|
SUBTOTAL
|
1.41%
|
Utility
|
|
Electric
|
0.59%
|
SUBTOTAL
|
0.59%
|
SUBTOTAL
|
17.70%
|
Corporates -
Investment Grades
|
|
Industrial
|
|
Communications -
Telecommunications
|
1.50%
|
Capital
Goods
|
1.16%
|
Basic
|
0.95%
|
Energy
|
0.70%
|
Consumer
Non-Cyclical
|
0.55%
|
Technology
|
0.34%
|
Consumer Cyclical -
Retailers
|
0.28%
|
Consumer Cyclical -
Other
|
0.11%
|
Communications -
Media
|
0.08%
|
Transportation -
Airlines
|
0.08%
|
Transportation -
Services
|
0.06%
|
SUBTOTAL
|
5.81%
|
Financial
Institutions
|
|
Banking
|
2.14%
|
Insurance
|
1.32%
|
Finance
|
0.39%
|
REITS
|
0.39%
|
SUBTOTAL
|
4.24%
|
Non Corporate
Sectors
|
|
Agencies - Not
Government Guaranteed
|
0.42%
|
Energy
|
0.14%
|
SUBTOTAL
|
0.56%
|
Utility
|
|
Electric
|
0.30%
|
SUBTOTAL
|
0.30%
|
Credit Default
Swaps
|
0.25%
|
SUBTOTAL
|
11.16%
|
Agencies
|
|
Agency
Debentures
|
3.46%
|
Agency
Subordinated
|
3.28%
|
SUBTOTAL
|
6.74%
|
Collateralized
Mortgage Obligations
|
|
Non-Agency Fixed
Rate
|
1.95%
|
GSE Risk Share
Floating Rate
|
1.54%
|
Non-Agency Floating
Rate
|
1.13%
|
SUBTOTAL
|
4.62%
|
Commercial
Mortgage-Backed Securities
|
|
Non-Agency Fixed Rate
CMBS
|
3.55%
|
Non-Agency Floating
Rate CMBS
|
0.37%
|
Credit Default
Swaps
|
0.20%
|
SUBTOTAL
|
4.12%
|
Emerging Markets -
Corporate Bonds
|
|
Industrial
|
|
Consumer
Non-Cyclical
|
0.80%
|
Capital
Goods
|
0.35%
|
Energy
|
0.24%
|
Consumer Cyclical -
Retailers
|
0.21%
|
Communications -
Telecommunications
|
0.19%
|
Transportation -
Airlines
|
0.19%
|
Communications -
Media
|
0.17%
|
SUBTOTAL
|
2.15%
|
SUBTOTAL
|
2.15%
|
Mortgage
Pass-Throughs
|
|
Agency Fixed Rate
30-Year
|
1.18%
|
Agency
ARMs
|
0.61%
|
SUBTOTAL
|
1.79%
|
Preferred
Stocks
|
|
Financial
Institutions
|
1.42%
|
Industrial
|
0.17%
|
SUBTOTAL
|
1.59%
|
Quasi-Sovereigns
|
|
Quasi-Sovereign
Bonds
|
1.28%
|
SUBTOTAL
|
1.28%
|
Bank Loans
|
|
Industrial
|
|
Consumer Cyclical -
Automotive
|
0.35%
|
Consumer
Non-Cyclical
|
0.35%
|
Other
Industrial
|
0.19%
|
Basic
|
0.10%
|
Communications -
Media
|
0.09%
|
Consumer Cyclical -
Other
|
0.08%
|
Technology
|
0.07%
|
SUBTOTAL
|
1.23%
|
SUBTOTAL
|
1.23%
|
Local Governments -
Municipal Bonds
|
1.13%
|
Whole Loan
Trusts
|
|
Performing
Asset
|
0.47%
|
SUBTOTAL
|
0.47%
|
Governments -
Sovereign Agencies
|
0.20%
|
Common
Stocks
|
0.09%
|
Currency
Instruments
|
|
Forward Currency
Exchange Contracts
|
0.03%
|
SUBTOTAL
|
0.03%
|
Options Purchased -
Calls
|
0.01%
|
Emerging Markets -
Sovereigns
|
|
Emerging Markets -
Sovereigns
|
0.72%
|
Credit Default
Swaps
|
-1.26%
|
SUBTOTAL
|
-0.54%
|
Interest Rate Swaps -
SIFMA
|
-2.69%
|
Interest Rate
Futures
|
-40.56%
|
Reverse Repurchase
Agreements
|
-47.08%
|
Net Cash
Equivalents
|
|
Cash
|
1.95%
|
Governments -
Treasuries
|
1.05%
|
SUBTOTAL
|
3.00%
|
Derivative
Offsets
|
|
Futures
Offsets
|
40.34%
|
Swaps
Offsets
|
-0.38%
|
SUBTOTAL
|
39.96%
|
Total Fixed
Income
|
100.00%
|
|
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Country
Breakdown
|
Portfolio
%
|
United
States
|
88.70%
|
Mexico
|
1.85%
|
Brazil
|
1.45%
|
Canada
|
1.03%
|
United
Kingdom
|
0.73%
|
Malaysia
|
0.72%
|
Switzerland
|
0.46%
|
Hungary
|
0.44%
|
Luxembourg
|
0.41%
|
Indonesia
|
0.40%
|
France
|
0.40%
|
Germany
|
0.32%
|
Peru
|
0.28%
|
Colombia
|
0.23%
|
Spain
|
0.22%
|
El
Salvador
|
0.22%
|
Venezuela
|
0.20%
|
Netherlands
|
0.17%
|
Japan
|
0.17%
|
Norway
|
0.16%
|
Portugal
|
0.14%
|
Barbados
|
0.14%
|
India
|
0.13%
|
Chile
|
0.11%
|
South
Africa
|
0.11%
|
Italy
|
0.10%
|
Guatemala
|
0.08%
|
Belgium
|
0.07%
|
Dominican
Republic
|
0.07%
|
Australia
|
0.07%
|
Zambia
|
0.06%
|
Pakistan
|
0.06%
|
Turkey
|
0.05%
|
Jamaica
|
0.05%
|
Kenya
|
0.04%
|
Morocco
|
0.04%
|
Sri Lanka
|
0.04%
|
China
|
0.04%
|
Singapore
|
0.04%
|
Total
Investments
|
100.00%
|
|
|
Net Currency Exposure
Breakdown
|
Portfolio
%
|
United States
Dollar
|
106.41%
|
Malaysian
Ringgit
|
1.05%
|
Norwegian
Krone
|
0.98%
|
Brazilian
Real
|
0.08%
|
Mexican
Peso
|
0.03%
|
Great British
Pound
|
0.03%
|
New Zealand
Dollar
|
-1.04%
|
Japanese
Yen
|
-1.48%
|
Euro
|
-1.49%
|
Canadian
Dollar
|
-1.51%
|
Australian
Dollar
|
-3.06%
|
Total
Investments
|
100.00%
|
|
|
Credit
Rating
|
Portfolio
%
|
AAA
|
53.70%
|
AA
|
0.40%
|
A
|
3.89%
|
BBB
|
12.70%
|
BB
|
9.98%
|
B
|
8.14%
|
CCC
|
3.01%
|
CC
|
0.53%
|
D
|
0.21%
|
Not Rated
|
2.49%
|
Short Term
Investments
|
1.05%
|
N/A
|
3.90%
|
Total
Investments
|
100.00%
|
|
|
Bonds By
Maturity
|
Portfolio
%
|
Less than 1
year
|
-40.95%
|
1 to 5
years
|
18.69%
|
5 to 10
years
|
58.12%
|
10 to 20
years
|
57.84%
|
20 to 30
years
|
5.70%
|
More than 30
years
|
0.51%
|
Other
|
0.09%
|
Total Net
Assets
|
100.00%
|
Portfolio
Statistics:
|
|
Average
Coupon:
|
7.70%
|
Average Bond Price
:
|
119.93
|
Percentage of
Leverage:
|
|
Bank
Borrowing:
|
0.00%
|
Investment
Operations:
|
95.15%*
|
Preferred
Stock:
|
0.00%
|
Tender Option
Bonds:
|
0.00%
|
Term Asset-Backed
Loans Facility (TALF):
|
0.00%
|
Total Fund
Leverage:
|
95.15%
|
Average
Maturity:
|
13.13
Years
|
Effective
Duration:
|
6.02 Years
|
Total Net
Assets:
|
$2,023.79
Million
|
Net Asset
Value:
|
$8.46
|
Number of
Holdings:
|
445
|
Portfolio
Turnover:
|
107%
|
|
|