ACM Government Opportunity Fund Releases Responses To Frequently Asked Questions
16 September 2006 - 7:55AM
PR Newswire (US)
NEW YORK, Sept. 15 /PRNewswire-FirstCall/ -- ACM Government
Opportunity Fund, Inc. [NYSE: AOF] (the "Fund") today released
responses to frequently asked shareholder questions regarding the
Fund. The responses to these questions are below. In addition,
these responses will also be available on our website,
http://www.alliancebernstein.com/ under the "Investment Solutions"
tab- select Mutual Funds, and then Closed-End. ACM Government
Opportunity Fund, Inc. is a registered closed-end management
investment company managed by AllianceBernstein L.P. How do you
decide which sectors, and in what proportion, to invest, and how do
you determine the level of risk that is appropriate given market
conditions? For all Closed-End portfolios, the appropriate level of
risk in the portfolio is determined through a process that combines
AllianceBernstein's forward looking forecasts with current market
conditions and opportunities. These conditions inform a key
component of our investment process, namely Risk Budgeting. Risk
Budgeting represents the aggregate level of risk to be undertaken
in the portfolio given market conditions, and is performed
primarily at two levels. One is at the portfolio level- a
determination is made as to the aggregate level of risk to be
taken. Another level of risk budgeting is done at a "Risk Factor"
level. These factors are Country/Yield Curve, Sector, Issue,
Currency, and Leverage. Research related to these factors answers
the question of where and how to distribute the risk. Generally,
the level and composition of risk taken in the portfolio is a
function of when, where, and how much the market is compensating
risk taking. Our research has shown us that there are times when
the market compensates investors more for taking a given level of
risk than at other points in the market cycle. In short, when the
market is paying investors well on a relative basis to take risk,
we will generally increase risk exposure in the portfolio.
Conversely, when it is compensating investors poorly on a relative
basis we will generally look to reduce risk in the portfolio. The
amount that we vary these risk exposures is dependent on the
individual portfolio objectives and portfolio guidelines. At a
portfolio-specific level, the amount of risk taken is also a
function of its objective and guidelines. In the case of the ACM
Government Opportunities portfolio, the objective is to provide
investors with high current income consistent with preservation of
capital. This objective implies a generally lower level of risk
than a portfolio which, for example, seeks a high level of income
or total return without the additional objective of capital
preservation or safety of capital. In order to deliver on this
objective, the portfolio is constructed almost exclusively as a
government portfolio, with a requirement that at least 65% of
assets be invested specifically in U.S. Government securities. The
remaining non-US Government investments are generally composed of
emerging market debt (both U.S. dollar and local currency
denominated), which provides an additional investment opportunity
set, as well as potential diversification benefits within the
portfolio. Given its objective and investment guidelines, levels of
risk within the ACM Government Opportunities portfolio are adjusted
by increasing or decreasing exposure to interest rate risk, and
within the holdings of emerging market debt, and the portfolio as a
whole, by increasing or decreasing the proportion of emerging
market securities and the currency denomination of those
securities, as well as the relative credit quality of those
holdings. What type of leverage does this portfolio use, and what
specifically is your philosophy/approach to using leverage? There
are essentially two main ways to utilize leverage in a portfolio.
They are: Investment Operations, through transactions such as
reverse repurchase agreements, leverage is produced within a
portfolio; and Borrowing, such as bank loans or the issuance of
preferred shares. The type of leverage utilized is often a function
of portfolio specific factors, such as the investment guidelines/
allowable investment universe of the portfolio. In the ACM
Government Opportunity portfolio, leverage is employed through
investment operations. This is primarily due to the nature of the
sovereign securities within Government Opportunity, which lend
themselves to "reverse repurchase agreements". A reverse repurchase
agreement, which is not a practical technique for all asset
classes, is generally a more cost- effective form of leverage than
borrowing. The portfolio's philosophy on the use of leverage
derives from its sovereign denominated holdings, which in turn
produces a portfolio with a dominant risk, namely interest rate
risk. This interest rate risk is most commonly measured via a
duration calculation. When leverage is employed, it may increase
the portfolio's yield, but also magnify its risk. In the case of
the ACM Government Opportunity portfolio, this therefore means
magnifying exposure to interest rate risk. Because of this, the
amount of leverage within the ACM Government Opportunity portfolio
at any given time is a risk/return decision based upon current
market conditions, and will vary over time. How are the above
responses reflected in what you have done historically? * As
mentioned in the previous question, the major risk measurement tool
for this portfolio is interest rate duration. Duration is adjusted
over time to reflect current market conditions. Over the past few
years duration has averaged between 6 and 8 years. * Consistent
with the portfolio's philosophy on the use of leverage, leverage
has varied considerably over time, ranging from relatively low to
relatively high levels. What is your current outlook for the fixed
income markets and how have you positioned the portfolio as a
result? * We expect Treasuries to trade in a tight range given the
pause in Fed policy and a likelihood of an extended pause as the
market and the FOMC await growth and inflation data. The markets
also seem to be tempered by the weakness in the housing market
which is offsetting any concerns about continued robust inflation.
Hence, we view 4.75%-5.25% as an appropriate range for the
benchmark 10-year Treasury yield and will manage the Treasury
exposure similar to that of the Lehman Government benchmark
duration. Mortgage negative convexity presents support to a
rallying Treasury market if 10-year yields trade below 4.7%. * Our
fundamental research remains bullish on the outlook for local
currency markets in countries such as Brazil, Turkey, Mexico, Peru
and Poland. Real interest rates in these countries are much higher
than real interest rates in developed economies. We believe the
market is under-estimating the underlying improvement in domestic
macro-economic fundamentals in these countries. We expect real
rates in these countries to converge to the levels of developed
economies over the next few years. * Current exposure to emerging
market local currency bonds is 26%. About 9.5% of the currency
exposure is hedged, leaving us with 16.5% currency exposure. * Even
with the inverted US yield curve we believe the recent increase in
leverage is justified given our forecast for unchanged Fed policy
and the investment opportunities available in mortgage-backed
securities and emerging market debt. DATASOURCE: ACM Government
Opportunity Fund, Inc. CONTACT: Shareholder Contact for ACM
Government Opportunity Fund, Inc., 1-800-221-5672 Web site:
http://www.alliancebernstein.com/
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