AQR Style Premia Trust

The investment objective of AQR Style Premia Trust (the “Fund”) is to seek to produce positive risk-adjusted returns, while targeting a low correlation to traditional markets, through applying a systematic investment process to four well known investment styles: Value, Momentum, Carry and Defensive (the “Investment Styles”).

To pursue its investment objective, the Fund, through its investment in AQR Style Premia Master Account, L.P. (the “Master Fund”), will implement each of the Investment Styles to invest globally, both long and short, across the following asset groups: stocks and industries, equity indices, fixed income, commodities and currencies. A “long” position will benefit from an increase in price of the asset, while a “short” position will benefit from a decrease in price of the asset. The Fund will seek to achieve returns in excess of the Bloomberg AusBond Bank Bill Index.

 

The Fund’s investment program is speculative and entails risks. There is no guarantee that the Fund’s investment objective will be achieved or that the Fund will provide any particular rate of return. There is no guarantee that the investment approach employed by the Fund will remain as above, that any component of the above approach will not be discontinued or that the Fund’s goals will not change over time. Please consider all sections of the Fund's PDS and obtain financial advice before deciding whether to invest in the Fund.