Seeking Alpha
Seeking Alpha Portfolio App for iPad
Finance
(1)

NEWS PROVIDED BY:
PR Newswire

NEW YORK, Dec. 22, 2011 /PRNewswire/ -- AllianceBernstein Income Fund, Inc. (ACG) (the "Fund") today released its monthly portfolio update as of November 30, 2011.

AllianceBernstein Income Fund, Inc.

 

 

 

 

 

 

Top 10 Fixed Income Holdings

 

 

 

 

 

 

Portfolio %

1)

U.S. Treasury Notes 2.625%, 2/29/16 - 11/15/20

21.31%

2)

U.S. Treasury Notes 2.75%, 11/30/16 - 2/15/19

17.00%

3)

U.S. Treasury STRIPS Zero Coupon, 5/15/17

7.74%

4)

U.S. Treasury Notes 1.875%, 10/31/17

4.22%

5)

U.S. Treasury STRIPS Zero Coupon, 11/15/21

4.19%

6)

U.S. Treasury Notes 3.625%, 2/15/20

3.13%

7)

Federal National Mortgage Association 5.375%,

6/12/17

2.26%

8)

U.S. Treasury Notes 1.50%, 8/31/18

2.22%

9)

U.S. Treasury Bonds 6.625%, 2/15/27

2.17%

10)

Residual Funding Corp. Principal Strip 0.01%,

1.61%

 

7/15/20

 

 

 

 

 

 

 

Fixed Income Holdings by Security Type

 

 

 

 

 

 

Portfolio %

 

Governments - Treasuries

 

 

 

Treasuries

65.30%

 

SUBTOTAL

65.30%

 

Corporates - Investment Grades

 

 

 

Industrial

 

 

 

 

Energy

1.31%

 

 

 

Basic

0.73%

 

 

 

Communications - Telecommunications

0.55%

 

 

 

Transportation - Airlines

0.38%

 

 

 

Capital Goods

0.35%

 

 

 

Communications - Media

0.29%

 

 

 

Transportation - Services

0.15%

 

 

 

Consumer Non-Cyclical

0.12%

 

 

 

Consumer Cyclical - Entertainment

0.10%

 

 

 

Technology

0.10%

 

 

 

Consumer Cyclical - Automotive

0.07%

 

 

 

Other Industrial

0.07%

 

 

SUBTOTAL

4.22%

 

 

Financial Institutions

 

 

 

 

Banking

2.18%

 

 

 

Insurance

1.29%

 

 

 

REITS

0.28%

 

 

 

Finance

0.24%

 

 

 

Other Finance

0.14%

 

 

SUBTOTAL

4.13%

 

 

Non Corporate Sectors

 

 

 

 

Agencies - Not Government Guaranteed

1.31%

 

 

SUBTOTAL

1.31%

 

 

Utility

 

 

 

 

Electric

0.13%

 

 

 

Natural Gas

0.07%

 

 

SUBTOTAL

0.20%

 

SUBTOTAL

9.86%

 

Corporates - Non-Investment Grades

 

 

 

Industrial

 

 

 

 

Capital Goods

0.85%

 

 

 

Communications - Media

0.59%

 

 

 

Energy

0.51%

 

 

 

Consumer Cyclical - Retailers

0.49%

 

 

 

Consumer Non-Cyclical

0.49%

 

 

 

Consumer Cyclical - Automotive

0.42%

 

 

 

Basic

0.41%

 

 

 

Communications - Telecommunications

0.27%

 

 

 

Consumer Cyclical - Other

0.22%

 

 

 

Services

0.22%

 

 

 

Technology

0.10%

 

 

 

Consumer Cyclical - Entertainment

0.03%

 

 

 

Transportation - Airlines

0.02%

 

 

SUBTOTAL

4.62%

 

 

Utility

 

 

 

 

Electric

0.69%

 

 

 

Natural Gas

0.07%

 

 

SUBTOTAL

0.76%

 

 

Financial Institutions

 

 

 

 

Banking

0.16%

 

 

 

Finance

0.16%

 

 

 

REITS

0.10%

 

 

 

Other Finance

0.05%

 

 

 

Brokerage

0.03%

 

 

SUBTOTAL

0.50%

 

SUBTOTAL

5.88%

 

Mortgage Pass-Through's

 

 

 

Agency Fixed Rate 30-Year

3.07%

 

 

Agency ARMs

1.39%

 

SUBTOTAL

4.46%

 

Agencies

 

 

 

Agency Debentures

3.87%

 

SUBTOTAL

3.87%

 

Commercial Mortgage-Backed Securities

 

 

 

Non-Agency Fixed Rate CMBS

2.40%

 

SUBTOTAL

2.40%

 

Quasi-Sovereigns

 

 

 

Quasi-Sovereign Bonds

1.70%

 

SUBTOTAL

1.70%

 

Inflation-Linked Securities

1.45%

 

Emerging Markets - Corporate Bonds

 

 

 

Industrial

 

 

 

 

Basic

0.36%

 

 

 

Communications - Telecommunications

0.19%

 

 

 

Communications - Media

0.17%

 

 

 

Consumer Non-Cyclical

0.09%

 

 

 

Other Industrial

0.09%

 

 

 

Consumer Cyclical - Other

0.08%

 

 

SUBTOTAL

0.98%

 

 

Financial Institutions

 

 

 

 

Banking

0.13%

 

 

 

Other Finance

0.13%

 

 

SUBTOTAL

0.26%

 

 

Utility

 

 

 

 

Electric

0.06%

 

 

SUBTOTAL

0.06%

 

SUBTOTAL

1.30%

 

Bank Loans

 

 

 

Industrial

 

 

 

 

Consumer Non-Cyclical

0.22%

 

 

 

Capital Goods

0.18%

 

 

 

Communications - Media

0.16%

 

 

 

Services

0.14%

 

 

 

Basic

0.12%

 

 

 

Technology

0.10%

 

 

 

Communications - Telecommunications

0.04%

 

 

 

Consumer Cyclical - Other

0.04%

 

 

 

Consumer Cyclical - Retailers

0.04%

 

 

 

Consumer Cyclical - Entertainment

0.03%

 

 

 

Energy

0.02%

 

 

 

Other Industrial

0.01%

 

 

 

Transportation - Services

0.01%

 

 

SUBTOTAL

1.11%

 

 

Utility

 

 

 

 

Electric

0.10%

 

 

SUBTOTAL

0.10%

 

 

Financial Institutions

 

 

 

 

Finance

0.04%

 

 

 

Other Finance

0.02%

 

 

SUBTOTAL

0.06%

 

SUBTOTAL

1.27%

 

Emerging Markets - Sovereigns

1.11%

 

Local Governments - Municipal Bonds

0.35%

 

Governments - Sovereign Bonds

0.28%

 

Emerging Markets - Treasuries

0.08%

 

Preferred Stocks

 

 

 

Financial Institutions

0.06%

 

 

Non Corporate Sectors

0.01%

 

SUBTOTAL

0.07%

 

Asset-Backed Securities

 

 

 

Autos - Floating Rate

0.06%

 

SUBTOTAL

0.06%

 

Common Stocks

0.03%

 

Collateralized Mortgage Obligations

 

 

 

Non-Agency Fixed Rate

0.01%

 

SUBTOTAL

0.01%

 

Options Purchased - Puts

0.01%

 

Warrants

0.01%

 

Short-Term Investments

 

 

 

Investment Companies

0.50%

 

Total Fixed Income

100.00%

 

 

 

 

 

 

 

Country Breakdown

 

 

 

 

 

 

Portfolio %

 

United States

89.77%

 

Russia

3.45%

 

Brazil

1.13%

 

Indonesia

0.81%

 

United Kingdom

0.59%

 

Australia

0.51%

 

Canada

0.37%

 

Argentina

0.33%

 

South Africa

0.32%

 

Luxembourg

0.25%

 

India

0.22%

 

El Salvador

0.21%

 

Peru

0.19%

 

United Arab Emirates

0.17%

 

Lithuania

0.17%

 

Colombia

0.17%

 

Netherlands

0.16%

 

Hong Kong

0.16%

 

Barbados

0.13%

 

Kazakhstan

0.12%

 

Ukraine

0.12%

 

Croatia

0.11%

 

China

0.10%

 

Switzerland

0.09%

 

New Zealand

0.09%

 

Turkey

0.08%

 

Germany

0.07%

 

Japan

0.05%

 

South Korea

0.03%

 

France

0.03%

 

Total Investments

100.00%

 

 

 

 

 

 

Net Currency Exposure Breakdown

 

 

 

 

 

 

Portfolio %

 

United States Dollar

98.18%

 

Australian Dollar

1.53%

 

Chinese Yuan Renminbi

1.30%

 

Norwegian Krone

0.94%

 

Russian Rubles

0.42%

 

New Turkish Lira

0.12%

 

South African Rand

0.01%

 

Brazilian Real

-0.02%

 

Great British Pound

-0.04%

 

Japanese Yen

-0.40%

 

Euro Dollar

-2.04%

 

Total Investments

100.00%

 

 

 

 

 

 

 

 

 

Credit Quality Breakdown

 

 

 

 

 

 

Portfolio %

 

 

 

 

AAA

76.20%

 

 

 

 

AA

1.00%

 

 

 

 

A

3.53%

 

 

 

 

BBB

9.40%

 

 

 

 

BB

6.45%

 

 

 

 

B

2.37%

 

 

 

 

CCC

0.31%

 

 

 

 

CC

0.01%

 

 

 

 

D

0.03%

 

 

 

 

Short Term Investments

0.50%

 

 

 

 

Not Rated

0.20%

 

 

 

 

Total Investments

100.00%

 

 

 

 

 

 

 

Portfolio Statistics:

 

 

 

Average Coupon:

5.41

 

 

Average Bond Price:

107.46

 

 

Percentage of Leverage:

 

 

 

 

Bank Borrowing:

0.00%

 

 

 

Investment Operations:

    47.11%*

 

 

 

Preferred Stock:

0.00%

 

 

 

Tender Option Bonds:

0.00%

 

 

 

Term Asset-Backed Loans Facility (TALF):

0.00%

 

 

 

Total Fund Leverage:

47.11%

 

 

Average Maturity:

  10.53 Years

 

 

Effective Duration:

   6.56 Years

 

 

Total Net Assets:

    $2,167.49 Million

 

 

Net Asset Value:

$8.92

 

 

Number of Holdings:

338

* 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.

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.

SOURCE AllianceBernstein Income Fund