QMHIX : AQR Managed Futures Strategy HV Fund Class I

Fund Summary

The investment seeks positive absolute returns. The fund allocates its assets among four major asset classes (commodities, currencies, fixed income and equities). It gains exposure to asset classes by investing in more than 100 futures contracts, futures-related instruments, forwards and swaps, including, but not limited to, commodity futures, forwards and swaps; currencies and currency futures and forwards; equity index futures and equity swaps; bond futures and swaps; and interest rate futures and swaps. The fund is non-diversified.