Sustainability-Related Disclosures
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.
Disclosures
Sustainability-related disclosures for AQR Lux Funds – AQR Diversified Risk Premia Fund
Sustainability-related disclosures for AQR Lux Funds II – AQR Sustainable Style Premia All Country Equity Fund
Sustainability-related disclosures for AQR UCITS Funds - AQR Sustainable Corporate Arbitrage UCITS Fund
Sustainability-related disclosures for AQR UCITS Funds - AQR Sustainable Delphi Long-Short Equity UCITS Fund
Sustainability-related disclosures for AQR UCITS Funds - AQR Sustainable Emerging Relaxed Constraint Equity UCITS Fund
Sustainability-related disclosures for AQR UCITS Funds – AQR Style Premia UCITS Equity Fund
Sustainability-related disclosures for AQR UCITS Funds II – Style Capture UCITS Fund
Sustainability-related disclosures for AQR UCITS Funds - AQR Global Risk Parity UCITS Fund
Translations
AQR Diversified Risk Premia Fund
AQR Sustainable Style Premia All Country Equity Fund
AQR Sustainable Corporate Arbitrage UCITS Fund
AQR Sustainable Delphi Long-Short Equity UCITS Fund
AQR Sustainable Emerging Relaxed Constraint Equity UCITS Fund
AQR Sustainable Style Premia Global Equity UCITS Fund
AQR Style Premia UCITS Equity Fund
AQR Style Capture UCITS Fund
AQR Sustainable Delphi Global Equities UCITS Fund