AEAM Liability Matching 30Y Receiver Fund
CLASS AND CODES
Asset Class: Fixed Income
ISIN: NL00150022G6
SUSTAINABILITY RELATED INFORMATION
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.

Liability-driven investing

We have a long history of investing for pension funds and insurers. This gives us extensive experience investing based on long-term liabilities to manage interest rate and inflation risk. We're confident in saying that Liability-Driven Investing (LDI) and balance sheet management are in our DNA.

Key rate strategies

Our key rate strategies are the ideal combination of the convenience of a fund solution with interest rate hedging that's precisely tailored to your obligations. This way we offer more flexibility for hedging though our key rate strategies. 

Literature
All Documents
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AeAM Liability Matching 30 Year Receiver Fund Class K Euro Acc Factsheet
Prospectus AEAM Funds (Dutch) - 16 december 2025
LiMa Funds Brochure - October 2023
AEAM LDI Funds Critical Price Levels Report
Aegon AM NL Sustainability Risks and Impacts Policy
Statement of Compliance