AQR Risk-Balanced Commodities Strategy Fund

Class Inst (ARCIX)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 33.93 0.38 33.55
Stocks 0.0 0.0 0.0
Bonds 0.0 0.0 0.0
Other 107.32 40.87 66.45
Foreign Bonds 0.0 0.0 0.0
Foreign Stocks 0.0 0.0 0.0
Convertible 0.0 0.0 0.0
Preferred 0.0 0.0 0.0

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

% Net Assets
Lme Copper Future Mar14 8.47
Lme Copper Future Mar14 8.47
Lme Copper Future Jun14 8.25
Lme Alum Futr Mar14 4.12
Lme Alum Futr Mar14 4.12
Lme Pri Alum Futr Jun14 4.0
Live Cattle Futr Apr14 3.86
Corn Future May14 3.84
Soybean Future May14 3.83
Silver Future Mar14 3.68