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AEAM Liability Matching 30Y Receiver Fund

ISIN: NL0015000LM1 SFDR Classification: Article 6

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Fund Price

Fund description

The Fund's objective is to mitigate the market interest rate risk at the 30-year maturity point. The Fund uses, among other instruments, interest rate swaps to increase the interest rate sensitivity of the assets to match the interest rate sensitivity of the liabilities at the 30-year maturity point. The value of the Fund increases when 30-year market interest rates decrease and vice versa, which implies that the Fund primarily holds receiver interest rate swaps. Due to the high leverage of the Fund, the volatility of the participation value is larger than for an average fixed income fund. The Fund uses a buffer to manage the collateral requirements for the interest rate swaps. In case of large movements of the participation value, capital calls or dividend payments may take place from or to the other assets of the participant

Documents

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Prospectus AEAM Funds (Dutch) - 1 July 2024.pdf

(1.83MB) PDF

LiMa Funds Brochure - october 2023.pdf

(205KB) PDF

AEAM LDI Funds Critical Price Levels Report August 2024.pdf

(221KB) PDF