AQR Multi-Strategy Alternative Fund

Class Inst (ASAIX)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 316.02 273.42 42.6
Stocks 81.04 81.57 -0.53
Bonds 2.39 0.09 2.31
Other 63.47 53.55 9.93
Foreign Bonds 129.31 124.12 5.19
Foreign Stocks 84.74 74.15 10.59
Convertible 29.0 0.0 29.0
Preferred 1.41 0.48 0.93

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

% Net Assets
90day Euro$ 16/06/14 25.19
90day Euro$ 15/09/14 20.35
Us 10yr Note 20/03/14 16.7
90day Euro$ 15/12/14 16.41
90day Sterling 18/06/14 16.32
Aust 10y Bond Fut Mar14 16.1
Aqr Ms Cayman Blocker 15.66
3mo Euro Euribor 15/09/14 13.18
3mo Euro Euribor 16/06/14 12.41
3mo Euro Euribor 15/12/14 12.41