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AB Global High Income Fund Releases Monthly Portfolio Update

Montag, 28.11.2016 22:10 von

PR Newswire

NEW YORK, Nov. 28, 2016 /PRNewswire/ -- AB Global High Income Fund, Inc. [NYSE: AWF] (the "Fund") today released its monthly portfolio update as of October 31, 2016.

AB Global High Income Fund, Inc.


Top 10 Fixed Income Holdings

Portfolio %

1) U.S. Treasury Notes 0.875%, 4/15/19

3.69%

2) Brazil Notas do Tesouro Nacional Series F10.00%, 1/01/21 - 1/01/27

3.02%

3) U.S. Treasury Bonds 8.125%, 5/15/21

2.93%

4) Wachovia Mortgage Loan Trust Series Series 2006-ALT1, Class A2 0.714%, 1/25/37

0.80%

5) U.S. Treasury Bonds 5.25%, 2/15/29

0.67%

6) Dominican Republic International Bond 8.625%, 4/20/27

0.58%

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 5.284%, 10/25/24

0.46%

9) Turkey Government Bond 8.30%, 6/20/18

0.44%

10) U.S. Treasury Bonds 5.00%, 5/15/37

0.43%



Investment Type

Portfolio %

Corporates - Non-Investment Grade


Industrial


Consumer Non-Cyclical

6.26%

Communications - Media

5.24%

Energy

4.86%

Communications - Telecommunications

3.65%

Basic

3.49%

Consumer Cyclical - Other

3.25%

Capital Goods

3.00%

Technology

2.54%

Consumer Cyclical - Automotive

1.93%

Consumer Cyclical - Retailers

1.68%

Services

0.92%

Transportation - Services

0.82%

Other Industrial

0.72%

Consumer Cyclical - Entertainment

0.56%

Consumer Cyclical - Restaurants

0.30%

Transportation - Airlines

0.11%

SUBTOTAL

39.33%

Financial Institutions


Banking

3.08%

Finance

0.94%

Other Finance

0.50%

Insurance

0.37%

REITS

0.03%

Brokerage

0.01%

SUBTOTAL

4.93%

Credit Default Swaps

2.14%

SUBTOTAL

2.14%

Utility


Electric

1.45%

SUBTOTAL

1.45%

SUBTOTAL

47.85%

Collateralized Mortgage Obligations


Risk Share Floating Rate

8.58%

Non-Agency Fixed Rate

2.65%

Non-Agency Floating Rate

1.25%

Agency Floating Rate

0.06%

SUBTOTAL

12.54%

Global Governments

11.32%

Corporates - Investment Grade


Industrial


Basic

0.98%

Energy

0.66%

Technology

0.64%

Communications - Media

0.39%

Capital Goods

0.38%

Communications - Telecommunications

0.31%

Transportation - Airlines

0.17%

Consumer Cyclical - Automotive

0.15%

Consumer Non-Cyclical

0.11%

Other Industrial

0.03%

Consumer Cyclical - Other

0.01%

SUBTOTAL

3.83%

Financial Institutions


Insurance

1.29%

Banking

0.96%

REITS

0.47%

Brokerage

0.17%

Finance

0.12%

SUBTOTAL

3.01%

Credit Default Swaps

0.93%

SUBTOTAL

0.93%

Utility


Electric

0.38%

Natural Gas

0.11%

SUBTOTAL

0.49%

SUBTOTAL

8.26%

Commercial Mortgage-Backed Securities


Credit Default Swaps

3.95%

Non-Agency Fixed Rate CMBS

3.36%

Non-Agency Floating Rate CMBS

0.20%

SUBTOTAL

7.51%

Total Return Swaps

7.40%

Interest Rate Futures

7.06%

Emerging Markets - Sovereigns

4.92%

Emerging Markets - Treasuries

4.61%

Bank Loans


Industrial


Technology

0.65%

Consumer Non-Cyclical

0.62%

Consumer Cyclical - Retailers

0.57%

Consumer Cyclical - Other

0.42%

Other Industrial

0.39%

Energy

0.25%

Basic

0.21%

Consumer Cyclical - Entertainment

0.20%

Capital Goods

0.17%

Consumer Cyclical - Automotive

0.07%

SUBTOTAL

3.55%

Utility


Natural Gas

0.11%

SUBTOTAL

0.11%

Financial Institutions


Insurance

0.04%

SUBTOTAL

0.04%

SUBTOTAL

3.70%

Emerging Markets - Corporate Bonds


Industrial


Consumer Non-Cyclical

0.40%

Communications - Telecommunications

0.40%

Transportation - Airlines

0.27%

Capital Goods

0.26%

Basic

0.15%

Consumer Cyclical - Retailers

0.13%

SUBTOTAL

1.61%

Financial Institutions


Finance

0.11%

SUBTOTAL

0.11%

SUBTOTAL

1.72%

Interest Rate Swaps

1.36%

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

0.99%

Whole Loan Trusts


Performing Asset

0.85%

SUBTOTAL

0.85%

Equity Futures


Equity Index Futures

0.77%

SUBTOTAL

0.77%

Common Stocks

0.71%

Preferred Stocks


Financial Institutions

0.53%

Utility

0.03%

SUBTOTAL

0.56%

Local Governments - Municipal Bonds

0.48%

Quasi-Sovereigns


Quasi-Sovereign Bonds

0.38%

SUBTOTAL

0.38%

Local Governments - Regional Bonds

0.33%

Inflation-Linked Securities

0.22%

Investment Companies


Funds and Investment Trusts

0.17%

SUBTOTAL

0.17%

Currency Instruments


Forward Currency Exchange Contracts

0.15%

SUBTOTAL

0.15%

Warrants

0.07%

Options Purchased - Puts


Swaptions

0.02%

SUBTOTAL

0.02%

Call Options Written

-0.01%

Put Options Written

-0.04%

Reverse Repurchase Agreements

-8.51%

Net Cash Equivalents


Investment Companies

5.73%

Cash

0.96%

Bank Loans

0.17%

Emerging Markets - Sovereigns

0.04%

SUBTOTAL

6.90%

Derivative Offsets


Futures Offsets

-7.84%

Swaps Offsets

-15.61%

SUBTOTAL

-23.45%

Total 

100.00%



Country Breakdown

Portfolio %

United States

70.48%

Brazil

4.78%

United Kingdom

2.87%

Canada

2.12%

Luxembourg

1.41%

Mexico

1.38%

Argentina

1.37%

France

1.27%

Ireland

1.14%

Dominican Republic

1.12%

Indonesia

1.01%

Turkey

0.88%

Colombia

0.87%

Netherlands

0.86%

Switzerland

0.82%

Italy

0.74%

Ivory Coast

0.62%

United Arab Emirates

0.54%

Venezuela

0.48%

Germany

0.47%

Spain

0.47%

Croatia

0.35%

Jamaica

0.34%

Gabon

0.23%

Australia

0.22%

Angola

0.21%

Cayman Islands

0.21%

South Africa

0.21%

New Zealand

0.20%

Barbados

0.20%

Portugal

0.18%

Mongolia

0.17%

Trinidad & Tobago

0.17%

Zambia

0.14%

Pakistan

0.13%

India

0.11%

Ecuador

0.10%

Macau

0.10%

Cameroon

0.09%

Sri Lanka

0.09%

Guatemala

0.08%

Denmark

0.07%

Peru

0.07%

El Salvador

0.07%

Kenya

0.06%

Mozambique

0.06%

Jordan

0.05%

Lebanon

0.05%

Nigeria

0.05%

Chile

0.05%

Finland

0.05%

Ethiopia

0.04%

Serbia

0.03%

Suriname

0.03%

Ghana

0.03%

Iraq

0.02%

Euro Zone

0.02%

Norway

0.02%

Total Investments

100.00%



Net Currency Exposure Breakdown

Portfolio %

United States Dollar

94.31%

Mexican Peso

1.53%

Indian Rupee

1.51%

Russian Rubles

0.97%

New Turkish Lira

0.94%

Brazilian Real

0.89%

Argentine Peso

0.84%

Colombian Peso

0.67%

Indonesian Rupiah

0.53%

Dominican Peso

0.50%

Euro

0.26%

Norwegian Krone

0.03%

Australian Dollar

0.02%

South African Rand

0.01%

Hong Kong Dollar

0.01%

Great British Pound

-0.04%

Swedish Krona

-0.05%

Swiss Franc

-0.47%

Singapore Dollar

-0.49%

Canadian Dollar

-1.97%

Total Net Assets

100.00%



Credit Rating

Portfolio %

AAA

10.32%

AA

0.79%

A

2.17%

BBB

14.42%

BB

28.46%

B

25.54%

CCC

8.53%

CC

1.30%

C

0.36%

D

1.16%

Not Rated

7.73%

Short Term Investments

5.77%

Reverse Repurchase Agreements

-8.51%

N/A

1.96%

Total 

100.00%



Bonds By Maturity

Portfolio %

Less than 1 year

5.32%

1 to 5 years

40.57%

5 to 10 years

37.42%

10 to 20 years

9.16%

20 to 30 years

5.24%

More than 30 years

1.51%

Other

0.78%

Total Net Assets

100.00%



Portfolio Statistics:


Average Coupon:

7.17%

Average Bond Price :

99.92

Percentage of Leverage (based on Gross Assets):


Bank Borrowing:

0.00%

Investment Operations:

39.07%*

Preferred Stock:

0.00%

Tender Option Bonds:

0.00%

VMTP Shares:

0.00%

Total Fund Leverage:

39.07%

Average Maturity:

7.34 Years

Effective Duration:

4.69 Years

Total Net Assets:

$1,165.03 Million

Net Asset Value:

$13.51

Number of Holdings:

1204

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-300369152.html

SOURCE AB Global High Income Fund, Inc.