基本資料

投資策略

本基金的投資目標為實現經風險調整之高額總報酬。

本基金尋求透過投資房貸相關證券及其他資產擔保證券實現其目標。本基金可投資於多種多樣發行人及保薦人發行的具備投資級別和非投資級別品質的證券。本基金的投資可包括固定及浮動利率證券，包括機構類房貸擔保證券及非機構類（即私人發行）房貸擔保證券（「MBS」）以及其他資產擔保證券（「ABS」）、商業抵押擔保證券（「CMBS」）和抵押債務（「CDOs」）及相關金融衍生性工具和貨幣。本基金會至少將其總資產的三分之二投資於房貸相關證券。

基金經理人

• Rao Janaki
• 資歷 4年(2017-01-31 至今)

• Janaki Rao is a Senior Vice President, Portfolio Manager and Head of Agency Mortgage-Backed Securities Research, where he oversees agency mortgage-backed securities (MBS) research, including fundamental and relative-value research. He brings decades of experience to AB, with a focus on MBS and US interest-rate strategies. Before joining the firm, Rao spent seven years in the US Interest Rate Strategy Group at Morgan Stanley, where he was responsible for covering the agency MBS market, including publishing for the flagship weekly publication, and generating ad hoc reports on breaking news, in-depth analysis of emerging trends and product primers. He also engaged with policymakers on various issues related to housing finance. Prior to joining Morgan Stanley, Rao ran the advance pricing, debt and derivatives trading desk at the Federal Home Loan Bank of New York. He holds a BA in economics from Delhi University and an MBA in finance from the Zicklin School of Business at Baruch College. Location: New York

• Canter Michael
• 資歷 7年(2014-02-01 至今)

• Director—Securitized Assets and US Multi-Sector 
  
  Michael Canter is a Senior Vice President and Director of Securitized Assets and US Multi-Sector Fixed Income at AB, heading the portfolio-management teams for these strategies. His focus includes his role as the Chief Investment Officer of AB’s Securitized Assets Fund. Canter’s team is responsible for AB’s investments in agency mortgage-backed securities, credit risk–transfer securities, non-agency residential mortgage-backed securities, commercial mortgage-backed securities, collateralized loan obligations and other asset-backed securities. He has particularly extensive expertise in residential mortgages. In 2009, AB was selected by the US Department of the Treasury to manage one of nine Legacy Securities Public-Private Investment Program funds; Canter was the CIO of that AB-managed fund. In addition, he was called upon to give expert testimony to the US Senate Committee on Banking, Housing, and Urban Affairs in 2013 and the US House of Representatives Subcommittee on Housing and Insurance in 2017 on how US housing policy should be structured going forward. Prior to joining AB, Canter was the president of ACE Principal Finance, a division of ACE Limited (now Chubb). There, he managed portfolios of credit default swaps, asset-backed securities, mortgage-backed securities and collateralized debt obligations. Canter holds a BA in math and economics from Northwestern University and a PhD in finance from the Columbia University Graduate School of Business. Location: New York

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