AQR Managed Futures Strategy Fund

Class Inst (AQMIX)
Scorecard
5 / 5 Stars
Lipper
5 5 5 5 2
Zacks Investment Research
5 (Strong Sell)
Standard & Poor's
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TheStreet.com
D+ (Sell)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 175.44 152.01 23.43
Stocks 2.41 0.0 2.41
Bonds 0.0 0.0 0.0
Other 16.73 9.95 6.79
Foreign Bonds 89.81 32.68 57.13
Foreign Stocks 10.92 0.68 10.24
Convertible 0.0 0.0 0.0
Preferred 0.01 0.0 0.01

Updated 02.28.2014

Top 10 Holdings

Performance as of 03.31.2014

Portfolio as of 02.28.2014

% Net Assets
3mo Euro Euribor Dec15 8.05
3mo Euro Euribor Sep15 7.96
Jpn 1oy Bond (Tse) Mar14 7.61
3mo Euro Euribor 15/06/15 7.46
NYSE/Liffe 2 Year US Treasury Note Future June14 6.23
3mo Euro Euribor 16/03/15 6.08
Aqr Mf Cayman Blocker 5.78
Euro SCHATZ Future Mar14 5.33
90day Sterling Fu Dec15 5.27
Euro BOBL Future Mar14 4.87