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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
|
21.94%
|
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2) U.S. Treasury
Bonds 6.375%, 8/15/27
|
17.93%
|
|
3) U.S. Treasury
Notes 3.625%, 2/15/21
|
15.96%
|
|
4) U.S. Treasury
Bonds 6.50%, 11/15/26
|
12.64%
|
|
5) U.S. Treasury
Notes 2.125%, 8/31/20 - 8/15/21
|
8.49%
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|
6) U.S. Treasury
Notes 3.125%, 5/15/21
|
4.99%
|
|
7) U.S. Treasury
Notes 2.625%, 11/15/20
|
3.44%
|
|
8) Federal National
Mortgage Association 5.375%, 6/12/17
|
3.29%
|
|
9) U.S. Treasury
Bonds 8.75%, 8/15/20
|
2.71%
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|
10) Residual Funding
Corp. Principal Strip Zero Coupon, 7/15/20
|
1.82%
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Investment
Type
|
Portfolio
%
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Global
Governments
|
91.29%
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Corporates -
Non-Investment Grades
|
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Industrial
|
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Energy
|
2.64%
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Communications -
Media
|
1.91%
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|
Consumer
Non-Cyclical
|
1.46%
|
|
Capital
Goods
|
1.34%
|
|
Basic
|
0.98%
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Technology
|
0.92%
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Communications -
Telecommunications
|
0.91%
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Consumer Cyclical -
Retailers
|
0.90%
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Services
|
0.36%
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|
Consumer Cyclical -
Other
|
0.26%
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|
Consumer Cyclical -
Automotive
|
0.19%
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|
Other
Industrial
|
0.18%
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Transportation -
Services
|
0.09%
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Consumer Cyclical -
Entertainment
|
0.04%
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SUBTOTAL
|
12.18%
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|
Credit Default
Swaps
|
3.66%
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Financial
Institutions
|
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Banking
|
0.78%
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|
Finance
|
0.21%
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REITS
|
0.15%
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Insurance
|
0.13%
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Other
Finance
|
0.13%
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SUBTOTAL
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1.40%
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Utility
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Electric
|
0.59%
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SUBTOTAL
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0.59%
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SUBTOTAL
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17.83%
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Corporates -
Investment Grades
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Industrial
|
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Communications -
Telecommunications
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1.44%
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Basic
|
1.13%
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Capital
Goods
|
0.95%
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Energy
|
0.83%
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Consumer
Non-Cyclical
|
0.54%
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Technology
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0.34%
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Consumer Cyclical -
Retailers
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0.28%
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Communications -
Media
|
0.25%
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Consumer Cyclical -
Other
|
0.11%
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Transportation -
Airlines
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0.08%
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Transportation -
Services
|
0.06%
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SUBTOTAL
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6.01%
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Financial
Institutions
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Banking
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2.03%
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Insurance
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1.31%
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Finance
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0.39%
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REITS
|
0.39%
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SUBTOTAL
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4.12%
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Non Corporate
Sectors
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Agencies - Not
Government Guaranteed
|
0.41%
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SUBTOTAL
|
0.41%
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Utility
|
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Electric
|
0.30%
|
|
SUBTOTAL
|
0.30%
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Credit Default
Swaps
|
0.25%
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SUBTOTAL
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11.09%
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Agencies
|
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Agency
Debentures
|
3.40%
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Agency
Subordinated
|
3.29%
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SUBTOTAL
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6.69%
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Collateralized
Mortgage Obligations
|
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Non-Agency Floating
Rate
|
2.19%
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Non-Agency Fixed
Rate
|
1.96%
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GSE Risk Share
Floating Rate
|
0.25%
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SUBTOTAL
|
4.40%
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Commercial
Mortgage-Backed Securities
|
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Non-Agency Fixed Rate
CMBS
|
3.49%
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Non-Agency Floating
Rate CMBS
|
0.26%
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Credit Default
Swaps
|
0.19%
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SUBTOTAL
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3.94%
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Emerging Markets -
Corporate Bonds
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Industrial
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Consumer
Non-Cyclical
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0.83%
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Communications -
Telecommunications
|
0.42%
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Capital
Goods
|
0.35%
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Energy
|
0.23%
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Consumer Cyclical -
Retailers
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0.21%
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Transportation -
Airlines
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0.19%
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Basic
|
0.15%
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SUBTOTAL
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2.38%
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SUBTOTAL
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2.38%
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Mortgage
Pass-Throughs
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Agency Fixed Rate
30-Year
|
1.18%
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Agency
ARMs
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0.61%
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SUBTOTAL
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1.79%
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Preferred
Stocks
|
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Financial
Institutions
|
1.49%
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Industrial
|
0.16%
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SUBTOTAL
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1.65%
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Quasi-Sovereigns
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Quasi-Sovereign
Bonds
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1.26%
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SUBTOTAL
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1.26%
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Bank Loans
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Industrial
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Consumer
Non-Cyclical
|
0.40%
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Consumer Cyclical -
Automotive
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0.29%
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Other
Industrial
|
0.19%
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Basic
|
0.10%
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Communications -
Media
|
0.09%
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Consumer Cyclical -
Other
|
0.08%
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Technology
|
0.07%
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SUBTOTAL
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1.22%
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SUBTOTAL
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1.22%
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Local Governments -
Municipal Bonds
|
1.12%
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Whole Loan
Trusts
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Performing
Asset
|
0.47%
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SUBTOTAL
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0.47%
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Governments -
Sovereign Agencies
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0.20%
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Options Purchased -
Puts
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Swaptions
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0.18%
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SUBTOTAL
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0.18%
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Common
Stocks
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0.09%
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Currency
Instruments
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Forward Currency
Exchange Contracts
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0.07%
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SUBTOTAL
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0.07%
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Options Purchased -
Calls
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0.02%
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Call Options
Written
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Options Written -
Calls
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-0.01%
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SUBTOTAL
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-0.01%
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Emerging Markets -
Sovereigns
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Emerging Markets -
Sovereigns
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0.71%
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Credit Default
Swaps
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-1.27%
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SUBTOTAL
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-0.56%
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Interest Rate Swaps -
SIFMA
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-2.47%
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Interest Rate
Futures
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-41.35%
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Reverse Repurchase
Agreements
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-48.48%
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Net Cash
Equivalents
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Cash
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2.70%
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Investment
Companies
|
2.56%
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Governments -
Treasuries
|
1.03%
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SUBTOTAL
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6.29%
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Derivative
Offsets
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Futures
Offsets
|
41.28%
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Swaps
Offsets
|
-0.39%
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SUBTOTAL
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40.89%
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100.00%
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Country
Breakdown
|
Portfolio
%
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United
States
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89.23%
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Brazil
|
1.44%
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Mexico
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1.13%
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Canada
|
1.04%
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United
Kingdom
|
0.72%
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Malaysia
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0.71%
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Switzerland
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0.46%
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Hungary
|
0.43%
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Luxembourg
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0.40%
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Indonesia
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0.40%
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France
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0.40%
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Germany
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0.31%
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Peru
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0.27%
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India
|
0.24%
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Colombia
|
0.23%
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Spain
|
0.22%
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El
Salvador
|
0.22%
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Venezuela
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0.21%
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Netherlands
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0.18%
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Japan
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0.17%
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Russia
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0.16%
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Norway
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0.16%
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Barbados
|
0.14%
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Portugal
|
0.14%
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South
Africa
|
0.11%
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Italy
|
0.10%
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Chile
|
0.10%
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Dominican
Republic
|
0.07%
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Guatemala
|
0.07%
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Australia
|
0.07%
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Pakistan
|
0.06%
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Belgium
|
0.06%
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Zambia
|
0.06%
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Jamaica
|
0.05%
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Turkey
|
0.04%
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Sri Lanka
|
0.04%
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Singapore
|
0.04%
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China
|
0.04%
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Morocco
|
0.04%
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Kenya
|
0.04%
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Total
Investments
|
100.00%
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Net Currency Exposure
Breakdown
|
Portfolio
%
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United States
Dollar
|
106.05%
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Malaysian
Ringgit
|
1.04%
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Norwegian
Krone
|
0.96%
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Brazilian
Real
|
0.53%
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South Korean
Won
|
0.51%
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Mexican
Peso
|
0.18%
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Indonesian
Rupiah
|
0.01%
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New Zealand
Dollar
|
-0.03%
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Great British
Pound
|
-0.19%
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Canadian
Dollar
|
-1.51%
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Euro
|
-1.52%
|
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Japanese
Yen
|
-2.99%
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Australian
Dollar
|
-3.04%
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Total Net
Assets
|
100.00%
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Credit
Rating
|
Portfolio
%
|
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AAA
|
52.02%
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AA
|
0.39%
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A
|
2.84%
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BBB
|
12.70%
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BB
|
10.22%
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|
B
|
8.30%
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CCC
|
3.00%
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CC
|
0.53%
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D
|
0.21%
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Not Rated
|
2.31%
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Short Term
Investments
|
3.59%
|
|
N/A
|
3.89%
|
|
100.00%
|
|
|
|
Bonds By
Maturity
|
Portfolio
%
|
|
Less than 1
year
|
-39.30%
|
|
1 to 5
years
|
17.64%
|
|
5 to 10
years
|
58.56%
|
|
10 to 20
years
|
56.83%
|
|
20 to 30
years
|
5.57%
|
|
More than 30
years
|
0.61%
|
|
Other
|
0.09%
|
|
Total Net
Assets
|
100.00%
|
|
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|
Portfolio
Statistics:
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Average
Coupon:
|
7.58%
|
|
Average Bond Price
:
|
117.87
|
|
Percentage of
Leverage:
|
|
|
Bank
Borrowing:
|
0.00%
|
|
Investment
Operations:
|
53.93%*
|
|
Preferred
Stock:
|
0.00%
|
|
Tender Option
Bonds:
|
0.00%
|
|
Term Asset-Backed
Loans Facility (TALF):
|
0.00%
|
|
Total Fund
Leverage:
|
53.93%
|
|
Average
Maturity:
|
13.31
Years
|
|
Effective
Duration:
|
4.69 Years
|
|
Total Net
Assets:
|
$2,020.50
Million
|
|
Net Asset
Value:
|
$8.38
|
|
Number of
Holdings:
|
460
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Portfolio
Turnover:
|
107%
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* Investment
Operations may include the use of certain portfolio
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management techniques
such as credit default swaps, dollar rolls,
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|
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negative cash,
reverse repurchase agreements and when-issued
|
|
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securities.
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