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The fund’s policy is to invest in equity securities listed on the Stock Exchange of Thailand (SET) and/or Market for Alternative Investment (mai) for a total fund net exposure averaging no less than 80% of NAV during the financial year. Securities selection is based on algorithms developed by KTAM and/or other application developers. The algorithm is based on Quantitative Analysis using various selection criterias jointly configured by KTAM and the application developer. The algorithm will review the stock selection process as detailed in items 1 and 2 on a quarterly basis. However, KTAM reserves the right to update/amend and/or the application developer and/or selection criteria and/or frequency of rebalancing as the KTAM considers appropriate. The fund may invest in derivatives for Efficient Portfolio Management purposes and invest in structured notes.
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