SFDR Statement on Principal Adverse Impacts

Regulation (EU) 2019/2088 of the European Parliament and of the Council of 27 November 2019 on sustainability-related disclosures in the financial services sector (“SFDR”) requires AQR Capital Management (Europe) LLP (the “AIFM”) to determine whether it considers the principal adverse impacts of investment decisions on sustainability factors. The AIFM is supportive of the aim of this requirement which is to improve transparency to investors, however, the AIFM has concluded that it could not at a reasonable cost to investors justify the consideration of principal adverse impacts of investment decisions on sustainability factors given the size, nature and scale of its activities in relation to the services provided for AQR Lux Funds. The AIFM’s position on this matter will be reviewed periodically by reference to market developments and as data availability and accuracy improves.