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
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Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 183.95 166.02 17.94
Stocks 2.68 0.0 2.68
Bonds 0.0 0.0 0.0
Other 18.38 9.99 8.39
Foreign Bonds 80.23 16.63 63.61
Foreign Stocks 7.38 0.0 7.38
Convertible 0.0 0.0 0.0
Preferred 0.01 0.0 0.01

Updated 05.31.2014

Top 10 Holdings

Performance as of 06.30.2014

Portfolio as of 05.31.2014

% Net Assets
3mo Euro Euribor Mar16 6.22
3mo Euro Euribor Dec15 6.15
3mo Euro Euribor Sep15 6.11
NYSE/Liffe 2 Year US Treasury Note Future Sept14 6.03
3mo Euro Euribor 15/06/15 5.2
Aqr Mf Cayman Blocker 4.58
Euro BOBL Future June14 4.42
3mo Euro Euribor 16/03/15 4.21
90day Euro$ 16/03/15 4.01
90day Euro$ 15/06/15 3.72