The investment seeks positive absolute returns. The fund invests primarily in a portfolio of futures contracts, futures-related instruments and equity swaps. It invests in futures contracts and futures-related instruments including, but not limited to, global developed and emerging market equity index futures, swaps on equity index futures and equity swaps, global developed and emerging market currency forwards, commodity futures, swaps on commodity futures, global developed fixed income futures, bond futures and swaps on bond futures. The fund may also invest in exchange traded funds or exchange traded notes. It is non-diversified.
Fund filings (PDF) »
John Liew (Started: Jan 6, 2010)
Brian Hurst (Started: Jan 6, 2010)
Yao Hua Ooi (Started: Jan 6, 2010)
Clifford Asness (Started: Jan 6, 2010)
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AQR Funds, Two Greewich Plaza,3rd Floor, Greenwich, CT 06830, USA