AQR Long-Short Equity Fund

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 71.71 13.86 57.85
Stocks 14.73 0.0 14.73
Bonds 0.0 0.0 0.0
Other 192.31 177.3 15.01
Foreign Bonds 0.0 0.0 0.0
Foreign Stocks 15.05 2.61 12.45
Convertible 0.0 0.0 0.0
Preferred 0.0 0.04 -0.04

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

% Net Assets
E-mini S&P 500 Index Future Mar14 15.01
Topix Indx Futr 13/03/14 3.09
Ftse 100 Idx Fut Mar14 2.76
S&P Canada 60 Index Future Mar14 2.74
EURO STOXX 50 Index Future Mar14 2.64
DAX Index Future Mar14 2.04
Cfd Magna International I 1.75
Cfd Cfd Equinix Inc Com S 1.56
Cfd Cfd Northrop Grumman 1.43
Cfd Cfd Microsoft Usd0.00 1.43