AQR Long-Short Equity Fund

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 77.51 14.82 62.69
Stocks 13.22 0.0 13.22
Bonds 0.0 0.0 0.0
Other 118.73 106.63 12.1
Foreign Bonds 0.0 0.0 0.0
Foreign Stocks 13.04 1.03 12.01
Convertible 0.0 0.0 0.0
Preferred 0.0 0.01 -0.01

Updated 02.28.2014

Top 10 Holdings

Performance as of 03.31.2014

Portfolio as of 02.28.2014

% Net Assets
E-mini S&P 500 Index Future Mar14 13.44
Topix Indx Futr 13/03/14 2.87
Ftse 100 Idx Fut Mar14 2.74
DAX Index Future Mar14 2.01
Swiss Market Index Future Mar14 1.73
Cfd Magna International I 1.05
EURO STOXX 50 Index Future Mar14 1.04
MSCI Singapore Index Future Mar14 1.01
S&P Canada 60 Index Future Mar14 0.88
Cfd Cfd Whirlpool Corp Co 0.87