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22.12.2016 22:06:00
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AB Global High Income Fund Releases Monthly Portfolio Update
NEW YORK, Dec. 22, 2016 /PRNewswire/ -- AB Global High Income Fund, Inc. (NYSE: AWF) (the "Fund") today released its monthly portfolio update as of November 30, 2016.
AB Global High Income Fund, Inc.
Top 10 Fixed-Income Holdings | Portfolio % |
1) U.S. Treasury Notes 0.875%, 4/15/19 | 3.72% |
2) U.S. Treasury Bonds 8.125%, 5/15/21 | 2.91% |
3) Brazil Notas do Tesouro Nacional Series F 10.00%, 1/01/21 - 1/01/27 | 2.83% |
4) Wachovia Mortgage Loan Trust Series Series 2006-ALT1, Class A2 0.772%, 1/25/37 | 0.80% |
5) U.S. Treasury Bonds 5.25%, 2/15/29 | 0.64% |
6) Dominican Republic International Bond 8.625%, 4/20/27 | 0.56% |
7) Dominican Republic International Bond 16.00%, 7/10/20 | 0.50% |
8) Federal Home Loan Mortgage Corp. Structured Agency Credit Risk Debt Notes Series 2014-HQ3, Class M3 5.334%, 10/25/24 | 0.47% |
9) U.S. Treasury Bonds 5.00%, 5/15/37 | 0.41% |
10) Ivory Coast Government International Bond 5.75%, 12/31/32 | 0.41% |
Investment Type | Portfolio % |
Corporates - Non-Investment Grade | |
Industrial | |
Consumer Non-Cyclical | 6.39% |
Communications - Media | 5.23% |
Energy | 5.16% |
Basic | 3.67% |
Communications - Telecommunications | 3.65% |
Consumer Cyclical - Other | 3.24% |
Capital Goods | 3.02% |
Technology | 2.73% |
Consumer Cyclical - Automotive | 2.04% |
Consumer Cyclical - Retailers | 1.71% |
Services | 0.99% |
Transportation - Services | 0.78% |
Other Industrial | 0.76% |
Consumer Cyclical - Entertainment | 0.60% |
Consumer Cyclical - Restaurants | 0.29% |
Transportation - Airlines | 0.11% |
SUBTOTAL | 40.37% |
Financial Institutions | |
Banking | 3.04% |
Finance | 1.00% |
Other Finance | 0.56% |
Insurance | 0.36% |
Brokerage | 0.01% |
REITS | 0.01% |
SUBTOTAL | 4.98% |
Credit Default Swaps | 2.88% |
SUBTOTAL | 2.88% |
Utility | |
Electric | 1.33% |
SUBTOTAL | 1.33% |
SUBTOTAL | 49.56% |
Collateralized Mortgage Obligations | |
Risk Share Floating Rate | 8.83% |
Non-Agency Fixed Rate | 2.64% |
Non-Agency Floating Rate | 1.24% |
Agency Floating Rate | 0.06% |
SUBTOTAL | 12.77% |
Global Governments | 11.12% |
Interest Rate Futures | 10.88% |
Corporates - Investment Grade | |
Industrial | |
Basic | 1.03% |
Energy | 0.65% |
Technology | 0.64% |
Capital Goods | 0.37% |
Communications - Media | 0.32% |
Communications - Telecommunications | 0.31% |
Transportation - Airlines | 0.17% |
Consumer Cyclical - Automotive | 0.16% |
Consumer Non-Cyclical | 0.11% |
Other Industrial | 0.03% |
Consumer Cyclical - Other | 0.01% |
SUBTOTAL | 3.80% |
Financial Institutions | |
Insurance | 1.28% |
Banking | 1.00% |
REITS | 0.49% |
Brokerage | 0.17% |
Finance | 0.12% |
SUBTOTAL | 3.06% |
Credit Default Swaps | 0.95% |
SUBTOTAL | 0.95% |
Utility | |
Electric | 0.48% |
Natural Gas | 0.11% |
SUBTOTAL | 0.59% |
SUBTOTAL | 8.40% |
Total Return Swaps | 7.99% |
Commercial Mortgage-Backed Securities | |
Credit Default Swaps | 4.06% |
Non-Agency Fixed Rate CMBS | 3.33% |
Non-Agency Floating Rate CMBS | 0.20% |
SUBTOTAL | 7.59% |
Emerging Markets - Sovereigns | 4.89% |
Interest Rate Swaps | 4.81% |
Emerging Markets - Treasuries | 4.07% |
Bank Loans | |
Industrial | |
Technology | 0.68% |
Consumer Non-Cyclical | 0.62% |
Consumer Cyclical - Retailers | 0.58% |
Consumer Cyclical - Other | 0.43% |
Other Industrial | 0.39% |
Capital Goods | 0.26% |
Energy | 0.26% |
Basic | 0.21% |
Consumer Cyclical - Entertainment | 0.20% |
Consumer Cyclical - Automotive | 0.08% |
SUBTOTAL | 3.71% |
Utility | |
Natural Gas | 0.11% |
SUBTOTAL | 0.11% |
Financial Institutions | |
Insurance | 0.04% |
SUBTOTAL | 0.04% |
SUBTOTAL | 3.86% |
Emerging Markets - Corporate Bonds | |
Industrial | |
Communications - Telecommunications | 0.41% |
Consumer Non-Cyclical | 0.37% |
Capital Goods | 0.32% |
Transportation - Airlines | 0.27% |
Basic | 0.16% |
Consumer Cyclical - Retailers | 0.13% |
SUBTOTAL | 1.66% |
Financial Institutions | |
Finance | 0.10% |
SUBTOTAL | 0.10% |
SUBTOTAL | 1.76% |
Asset-Backed Securities | |
Home Equity Loans - Fixed Rate | 0.54% |
Home Equity Loans - Floating Rate | 0.23% |
Other ABS - Fixed Rate | 0.17% |
Other ABS - Floating Rate | 0.15% |
Autos - Fixed Rate | 0.07% |
SUBTOTAL | 1.16% |
Governments - Sovereign Agencies | 0.98% |
Whole Loan Trusts | |
Performing Asset | 0.84% |
SUBTOTAL | 0.84% |
Common Stocks | 0.75% |
Preferred Stocks | |
Financial Institutions | 0.47% |
Utility | 0.03% |
SUBTOTAL | 0.50% |
Inflation-Linked Securities | 0.48% |
Local Governments - Municipal Bonds | 0.48% |
Local Governments - Regional Bonds | 0.39% |
Quasi-Sovereigns | |
Quasi-Sovereign Bonds | 0.38% |
SUBTOTAL | 0.38% |
Currency Instruments | |
Forward Currency Exchange Contracts | 0.30% |
SUBTOTAL | 0.30% |
Equity Futures | |
Equity Index Futures | 0.25% |
SUBTOTAL | 0.25% |
Investment Companies | |
Funds and Investment Trusts | 0.17% |
SUBTOTAL | 0.17% |
Warrants | 0.07% |
Options Purchased - Calls | |
Options on Forward Contracts | 0.01% |
SUBTOTAL | 0.01% |
Call Options Written | -0.03% |
Put Options Written | -0.09% |
Reverse Repurchase Agreements | -8.39% |
Net Cash Equivalents | |
Investment Companies | 4.80% |
Cash | 0.71% |
Bank Loans | 0.18% |
Emerging Markets - Sovereigns | 0.02% |
SUBTOTAL | 5.71% |
Derivative Offsets | |
Futures Offsets | -11.15% |
Swaps Offsets | -20.51% |
SUBTOTAL | -31.66% |
Total | 100.00% |
Country Breakdown | Portfolio % |
United States | 71.09% |
Brazil | 4.60% |
United Kingdom | 2.78% |
Canada | 2.02% |
France | 1.39% |
Luxembourg | 1.31% |
Mexico | 1.31% |
Argentina | 1.27% |
Dominican Republic | 1.09% |
Ireland | 1.09% |
Turkey | 1.00% |
Indonesia | 0.99% |
Colombia | 0.85% |
Netherlands | 0.85% |
Switzerland | 0.81% |
Italy | 0.73% |
Ivory Coast | 0.59% |
United Arab Emirates | 0.55% |
Spain | 0.52% |
Venezuela | 0.49% |
Germany | 0.45% |
Croatia | 0.35% |
Jamaica | 0.34% |
Australia | 0.23% |
Gabon | 0.22% |
South Africa | 0.21% |
Angola | 0.20% |
Barbados | 0.20% |
Portugal | 0.19% |
New Zealand | 0.17% |
Trinidad & Tobago | 0.17% |
Mongolia | 0.16% |
Zambia | 0.14% |
Pakistan | 0.13% |
India | 0.11% |
Ghana | 0.11% |
Cayman Islands | 0.11% |
Cameroon | 0.10% |
Macau | 0.10% |
Ecuador | 0.10% |
Sri Lanka | 0.09% |
Guatemala | 0.08% |
Peru | 0.07% |
Denmark | 0.07% |
Hong Kong | 0.06% |
El Salvador | 0.06% |
Kenya | 0.06% |
Mozambique | 0.06% |
Nigeria | 0.05% |
Jordan | 0.05% |
Chile | 0.05% |
Lebanon | 0.04% |
Finland | 0.04% |
Ethiopia | 0.04% |
Norway | 0.02% |
Iraq | 0.02% |
Serbia | 0.02% |
Total Investments | 100.00% |
Net Currency Exposure Breakdown | Portfolio % |
United States Dollar | 101.37% |
Brazilian Real | 2.60% |
Russian Rubles | 2.48% |
New Turkish Lira | 1.63% |
Indian Rupee | 1.50% |
Colombian Peso | 1.26% |
Indonesian Rupiah | 0.97% |
Argentine Peso | 0.81% |
Chilean Peso | 0.50% |
Dominican Peso | 0.50% |
Peruvian Sol | 0.25% |
Hong Kong Dollar | 0.02% |
Norwegian Krone | 0.02% |
Great British Pound | -0.02% |
Swedish Krona | -0.05% |
Singapore Dollar | -0.48% |
Mexican Peso | -0.51% |
Japanese Yen | -0.69% |
South Korean Won | -1.30% |
Taiwan New Dollar | -1.30% |
Australian Dollar | -1.45% |
New Zealand Dollar | -1.50% |
Euro | -1.81% |
Chinese Yuan Renminbi | -2.29% |
Canadian Dollar | -2.51% |
Total Net Assets | 100.00% |
Credit Rating | Portfolio % |
AAA | 10.21% |
AA | 0.75% |
A | 2.09% |
BBB | 14.51% |
BB | 28.63% |
B | 26.09% |
CCC | 8.70% |
CC | 1.30% |
C | 0.45% |
D | 1.17% |
Not Rated | 7.81% |
Short Term Investments | 4.82% |
Reverse Repurchase Agreements | -8.39% |
N/A | 1.86% |
Total | 100.00% |
Bonds By Maturity | Portfolio % |
Less than 1 year | 4.86% |
1 to 5 years | 40.35% |
5 to 10 years | 38.05% |
10 to 20 years | 8.98% |
20 to 30 years | 5.34% |
More Than 30 years | 1.61% |
Other | 0.81% |
Total Net Assets | 100.00% |
Portfolio Statistics: | |
Average Coupon: | 7.14% |
Average Bond Price: | 98.71 |
Percentage of Leverage (based on gross assets): | |
Bank Borrowing: | 0.00% |
Investment Operations: | 27.12% |
Preferred stock: | 0.00% |
Tender Option Bonds: | 0.00% |
VMTP Shares: | 0.00% |
Total Fund Leverage: | 27.12% |
Average Maturity: | 7.42 Years |
Effective Duration: | 5.16 Years |
Total Net Assets: | $1,147.92 Million |
Net Asset Value: | $13.31 |
Number of Holdings: | 1203 |
Portfolio Turnover: | 42% |
* 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.
To view the original version on PR Newswire, visit:http://www.prnewswire.com/news-releases/ab-global-high-income-fund-releases-monthly-portfolio-update-300383212.html
SOURCE AB Global High Income Fund, Inc.
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