PR Newswire
NEW YORK, Nov. 23, 2020 /PRNewswire/ — AB Global High Income Fund, Inc. (NYSE: AWF) (the “Fund”) today released its monthly portfolio update as of October 31,2020.
AB Global High Income Fund, Inc.
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1) U.S. Treasury Notes 2.25%, 2/15/27 |
2.47% |
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2) Brazil Notas do Tesouro Nacional Series F 10.00%, 1/01/21 |
1.70% |
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3) U.S. Treasury Notes 2.875%, 8/15/28 |
1.56% |
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4) Argentine Republic Government International Bond 0.125%, 7/09/30 – 7/09/41 |
0.84% |
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5) Indonesia Treasury Bond Series FR78 8.25%, 5/15/29 |
0.72% |
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6) Dominican Republic International Bond 8.625%, 4/20/27 |
0.65% |
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7) Colombian TES Series B 10.00%, 7/24/24 |
0.55% |
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8) Nigeria Government International Bond 7.625%, 11/21/25 – 11/28/47 |
0.51% |
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9) Ukraine Government International Bond 7.75%, 9/01/22 – 9/01/24 |
0.50% |
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10) U.S. Treasury Bonds 5.25%, 2/15/29 |
0.44% |
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Corporates – Non-Investment Grade |
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Industrial |
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Communications – Media |
3.31% |
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Energy |
3.19% |
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Consumer Non-Cyclical |
2.92% |
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Consumer Cyclical – Other |
2.80% |
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Basic |
2.67% |
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Capital Goods |
2.48% |
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Services |
2.36% |
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Consumer Cyclical – Automotive |
2.15% |
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Communications – Telecommunications |
2.04% |
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Consumer Cyclical – Retailers |
1.66% |
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Technology |
1.59% |
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Consumer Cyclical – Entertainment |
1.45% |
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Transportation – Services |
0.55% |
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Other Industrial |
0.34% |
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Consumer Cyclical – Restaurants |
0.31% |
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Transportation – Airlines |
0.17% |
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SUBTOTAL |
29.99% |
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Credit Default Swaps |
28.85% |
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SUBTOTAL |
28.85% |
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Financial Institutions |
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Banking |
2.41% |
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Finance |
0.93% |
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Insurance |
0.80% |
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REITS |
0.78% |
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Brokerage |
0.48% |
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Other Finance |
0.44% |
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SUBTOTAL |
5.84% |
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Utility |
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Electric |
0.55% |
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SUBTOTAL |
0.55% |
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SUBTOTAL |
65.23% |
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Corporates – Investment Grade |
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Financial Institutions |
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Banking |
5.40% |
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Insurance |
2.00% |
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Finance |
0.63% |
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REITS |
0.45% |
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Brokerage |
0.14% |
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Other Finance |
0.02% |
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SUBTOTAL |
8.64% |
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Industrial |
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Energy |
1.47% |
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Basic |
0.98% |
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Consumer Cyclical – Other |
0.93% |
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Technology |
0.74% |
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Consumer Cyclical – Automotive |
0.74% |
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Transportation – Airlines |
0.49% |
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Consumer Non-Cyclical |
0.41% |
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Transportation – Services |
0.35% |
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Communications – Telecommunications |
0.29% |
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Capital Goods |
0.18% |
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Other Industrial |
0.16% |
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Services |
0.13% |
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Communications – Media |
0.13% |
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SUBTOTAL |
7.00% |
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Utility |
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Electric |
0.06% |
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SUBTOTAL |
0.06% |
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SUBTOTAL |
15.70% |
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Emerging Markets – Sovereigns |
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Emerging Markets – Sovereigns |
10.81% |
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Credit Default Swaps |
0.48% |
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SUBTOTAL |
11.29% |
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Collateralized Mortgage Obligations |
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Risk Share Floating Rate |
8.40% |
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Non-Agency Fixed Rate |
0.66% |
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Non-Agency Floating Rate |
0.55% |
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Agency Fixed Rate |
0.51% |
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SUBTOTAL |
10.12% |
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Global Governments |
7.56% |
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Interest Rate Futures |
6.24% |
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Commercial Mortgage-Backed Securities |
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Credit Default Swaps |
4.63% |
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Non-Agency Fixed Rate CMBS |
1.30% |
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Non-Agency Floating Rate CMBS |
0.09% |
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SUBTOTAL |
6.02% |
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Bank Loans |
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Industrial |
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Consumer Non-Cyclical |
0.90% |
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Technology |
0.77% |
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Capital Goods |
0.55% |
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Consumer Cyclical – Other |
0.53% |
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Services |
0.53% |
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Communications – Media |
0.33% |
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Energy |
0.20% |
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Consumer Cyclical – Retailers |
0.16% |
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Other Industrial |
0.13% |
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Consumer Cyclical – Restaurants |
0.11% |
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Communications – Telecommunications |
0.10% |
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Consumer Cyclical – Entertainment |
0.09% |
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Consumer Cyclical – Automotive |
0.08% |
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Basic |
0.05% |
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Transportation – Airlines |
0.02% |
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SUBTOTAL |
4.55% |
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Utility |
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Electric |
0.19% |
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SUBTOTAL |
0.19% |
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Financial Institutions |
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Insurance |
0.13% |
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Finance |
0.03% |
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SUBTOTAL |
0.16% |
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SUBTOTAL |
4.90% |
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Emerging Markets – Corporate Bonds |
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Industrial |
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Basic |
1.30% |
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Energy |
0.66% |
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Consumer Cyclical – Other |
0.47% |
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Consumer Non-Cyclical |
0.43% |
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Communications – Telecommunications |
0.29% |
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Capital Goods |
0.23% |
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Communications – Media |
0.08% |
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Transportation – Services |
0.05% |
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SUBTOTAL |
3.51% |
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Utility |
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Electric |
0.40% |
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SUBTOTAL |
0.40% |
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Financial Institutions |
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Insurance |
0.07% |
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Banking |
0.05% |
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SUBTOTAL |
0.12% |
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SUBTOTAL |
4.03% |
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Emerging Markets – Treasuries |
1.70% |
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Total Return Swaps |
1.36% |
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Collateralized Loan Obligations |
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CLO – Floating Rate |
1.32% |
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SUBTOTAL |
1.32% |
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Quasi-Sovereigns |
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Quasi-Sovereign Bonds |
1.22% |
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SUBTOTAL |
1.22% |
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Asset-Backed Securities |
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Other ABS – Fixed Rate |
0.50% |
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Autos – Fixed Rate |
0.28% |
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Home Equity Loans – Fixed Rate |
0.28% |
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Home Equity Loans – Floating Rate |
0.01% |
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SUBTOTAL |
1.07% |
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Common Stocks |
1.06% |
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Investment Companies |
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Funds and Investment Trusts |
0.52% |
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SUBTOTAL |
0.52% |
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Local Governments – US Municipal Bonds |
0.37% |
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Preferred Stocks |
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Financial Institutions |
0.23% |
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Industrial |
0.10% |
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SUBTOTAL |
0.33% |
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Inflation-Linked Securities |
0.24% |
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Currency Instruments |
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Forward Currency Exchange Contracts |
0.16% |
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SUBTOTAL |
0.16% |
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Warrants |
0.03% |
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Options Purchased – Puts |
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Swaptions |
0.02% |
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SUBTOTAL |
0.02% |
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Whole Loan Trusts |
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Performing Asset |
0.01% |
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SUBTOTAL |
0.01% |
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Reverse Repurchase Agreements |
-0.05% |
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Net Cash Equivalents |
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Cash |
2.18% |
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Investment Companies |
0.64% |
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Governments – Treasuries |
0.28% |
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Foreign Currency |
-0.03% |
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SUBTOTAL |
3.07% |
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Derivative Offsets |
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Futures Offsets |
-6.40% |
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Swaps Offsets |
-37.12% |
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SUBTOTAL |
-43.52% |
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Total |
100.00% |
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United States |
64.84% |
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Brazil |
4.47% |
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United Kingdom |
2.69% |
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Mexico |
1.68% |
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Canada |
1.62% |
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Egypt |
1.34% |
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France |
1.14% |
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Colombia |
1.11% |
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Dominican Republic |
1.03% |
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Indonesia |
0.98% |
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Cayman Islands |
0.97% |
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Netherlands |
0.94% |
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Italy |
0.92% |
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Argentina |
0.89% |
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Switzerland |
0.89% |
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Luxembourg |
0.83% |
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Nigeria |
0.82% |
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Ukraine |
0.80% |
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Bahrain |
0.76% |
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Spain |
0.67% |
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Russia |
0.67% |
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Ivory Coast |
0.60% |
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Ireland |
0.56% |
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South Africa |
0.53% |
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Kenya |
0.51% |
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Oman |
0.47% |
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Bermuda |
0.43% |
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Gabon |
0.42% |
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Senegal |
0.40% |
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Finland |
0.39% |
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Ghana |
0.37% |
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Angola |
0.36% |
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Sweden |
0.34% |
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Germany |
0.30% |
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Honduras |
0.30% |
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Ecuador |
0.29% |
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Zambia |
0.28% |
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Macau |
0.28% |
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El Salvador |
0.27% |
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Denmark |
0.27% |
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Costa Rica |
0.26% |
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Israel |
0.22% |
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Hong Kong |
0.19% |
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Turkey |
0.19% |
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Chile |
0.19% |
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Mongolia |
0.18% |
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Norway |
0.16% |
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Australia |
0.15% |
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Jamaica |
0.14% |
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Peru |
0.13% |
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Japan |
0.10% |
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China |
0.08% |
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Kazakhstan |
0.08% |
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Venezuela |
0.07% |
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Guatemala |
0.06% |
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Jordan |
0.06% |
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United Arab Emirates |
0.06% |
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Iraq |
0.06% |
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Morocco |
0.05% |
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Sri Lanka |
0.05% |
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Kuwait |
0.04% |
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Lebanon |
0.03% |
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Pakistan |
0.02% |
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|
100.00% |
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United States Dollar |
101.22% |
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Egypt Pound |
0.28% |
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Nigerian Naira |
0.06% |
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Great British Pound |
0.03% |
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Argentine Peso |
0.02% |
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Indian Rupee |
0.01% |
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Malaysian Ringgit |
0.01% |
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Canadian Dollar |
-0.01% |
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Swiss Franc |
-0.01% |
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Chinese Yuan Renminbi (Offshore) |
-0.01% |
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Polish Zloty |
-0.01% |
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Brazilian Real |
-0.05% |
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Colombian Peso |
-0.06% |
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Australian Dollar |
-0.25% |
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New Zealand Dollar |
-0.25% |
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Russian Rubles |
-0.26% |
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Euro |
-0.72% |
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Total Net Assets |
100.00% |
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AAA |
7.15% |
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AA |
1.04% |
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A |
1.35% |
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BBB |
22.46% |
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BB |
26.49% |
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B |
22.11% |
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CCC |
8.34% |
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CC |
0.67% |
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C |
0.11% |
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D |
0.37% |
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Not Rated |
5.82% |
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Short Term Investments |
0.92% |
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Reverse Repurchase Agreements |
-0.05% |
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N/A |
3.22% |
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Total |
100.00% |
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Less than 1 year |
4.56% |
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1 to 5 years |
56.13% |
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5 to 10 years |
26.87% |
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10 to 20 years |
7.01% |
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20 to 30 years |
3.91% |
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More Than 30 years |
0.43% |
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Other |
1.09% |
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Total Net Assets |
100.00% |
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Average Coupon: |
7.64% |
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Average Bond Price: |
101.63 |
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Percentage of Leverage(based on gross assets): |
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Bank Borrowing: |
0.00% |
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Investment Operations: |
29.61% |
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Preferred stock: |
0.00% |
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Tender Option Bonds: |
0.00% |
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VMTP Shares: |
0.00% |
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Total Fund Leverage: |
29.61% |
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Average Maturity: |
5.92 Years |
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Effective Duration: |
4.47 Years |
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Total Net Assets: |
$1,044.48 Million |
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Net Asset Value: |
$12.11 |
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Number of Holdings: |
1507 |
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Portfolio Turnover: |
32% |
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* 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. |
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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. |
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View original content:http://www.prnewswire.com/news-releases/ab-global-high-income-fund-releases-monthly-portfolio-update-301179233.html
SOURCE AB Global High Income Fund, Inc.
