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Strategic Liability Matching Fund

ISIN: NL0010739504 SEDOL: 1073950 SFDR Classification: Article 6

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Fund description

The Fund's objective is to mitigate the market interest rate risk for an average Dutch pension fund. 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. The value of the Fund increases when 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.

Fund Documents

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

(1.56MB) PDF

Amendment prospectuses AEAM Funds, AEGON Funds and AEGON Paraplufonds 1.pdf

(202KB) PDF

Annual Report AEAM Fixed Income Funds_2021.pdf

(1.59MB) PDF

Jaarverslag AEAM FI Funds 2023 (Dutch).pdf

(4.88MB) PDF

Annual Report AEAM Fixed Income Funds 2023.pdf

(4.28MB) PDF

Aegon AM NL Sustainability Risks and Impacts Policy

(402KB) PDF

SLM Fund brochure - october 2023.pdf

(500KB) PDF

AEAM LDI Funds Critical Price Levels Report May 2024.pdf

(361KB) PDF