AQR Managed Futures Strategy Fund

Scorecard
4 / 5 Stars
Lipper
5 5 5 3 2
Zacks Investment Research
4 (Sell)
Standard & Poor's
---
TheStreet.com
D+ (Sell)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 251.22 205.71 45.51
Stocks 3.52 0.0 3.52
Bonds 0.0 0.0 0.0
Other 19.89 23.1 -3.21
Foreign Bonds 118.33 75.31 43.02
Foreign Stocks 12.01 0.87 11.14
Convertible 0.0 0.0 0.0
Preferred 0.01 0.0 0.01

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

% Net Assets
3mo Euro Euribor Dec15 14.3
3mo Euro Euribor Sep15 14.14
3mo Euro Euribor 15/06/15 14.06
3mo Euro Euribor 16/03/15 11.72
90day Sterling Fu Dec15 10.74
90day Sterling Fu Sep15 10.67
Aqr Mf Cayman Blocker 10.67
90day Sterling 17/06/15 9.86
Jpn 1oy Bond (Tse) Mar14 9.03
90day Sterling 18/03/15 8.18