Description

The AQR Managed Futures Strategy Fund, guided by its adviser, strategically deploys its capital across four core asset categories: commodities, currencies, fixed income, and equities. To gain exposure to these markets, the fund employs a wide array of derivative instruments, numbering in the hundreds. These encompass various futures, forwards, and swaps targeting diverse areas such as commodity prices, foreign exchange rates, equity indexes (including volatility), bond yields, interest rates, and credit default risks. It is important to note that this fund is classified as non-diversified.