Spreadsheet: 71743e86-957a-4684-925a-c98cdc537110
Sheet: Sheet1

AQR Managed Futures Strategy HV Fund | Unnamed: 1 | Unnamed: 2 | Unnamed: 3 | Unnamed: 4
2014-01-31 00:00:00
[NAME]
NAV: $61,325,489
Asset Class | Security Description | Identifier | Exposure | Quantity
Fixed Income | Australia 10 Yr Bond Future |  | -2688744.072 | -32
Fixed Income | Australia 3 Yr Bond Future |  | 14953576.176 | 176
Fixed Income | Canada 10 Yr Bond Future |  | -236225.5672882498 | -2
Fixed Income | Canadian Bank Acceptance Future - JUN 2014 |  | 5549314.760727925 | 25
Fixed Income | Canadian Bank Acceptance Future - SEP 2014 |  | 11324039.54167603 | 51
Fixed Income | Euribor Future - DEC 2014 |  | 16474772.34375 | 49
Fixed Income | Euribor Future - DEC 2015 |  | 29182213.97812501 | 87
Fixed Income | Euribor Future - JUN 2014 |  | -1008861.76875 | -3
Fixed Income | Euribor Future - JUN 2015 |  | 28555766.46875001 | 85
Fixed Income | Euribor Future - MAR 2015 |  | 25543742.26250001 | 76
Fixed Income | Euribor Future - SEP 2014 |  | 9752330.431250002 | 29
Fixed Income | Euribor Future - SEP 2015 |  | 28872874.86875001 | 86
Fixed Income | [NAME] 10 Yr Bund Future |  | 9311338.08 | 48
Fixed Income | Euro Swiss Future - JUN 2014 |  | -5234704.55421554 | -19
Fixed Income | Euro Swiss Future - SEP 2014 |  | 1653395.010738477 | 6
Fixed Income | Euro-Bobl 5yr Future |  | 17428099.695 | 102
Fixed Income | Euro-Schatz 2yr Future |  | 12530878.185 | 84
Fixed Income | Eurodollar Future - DEC 2014 |  | 4732662.5 | 19
Fixed Income | Eurodollar Future - DEC 2015 |  | -3217012.5 | -13
Fixed Income | Eurodollar Future - JUN 2014 |  | 3739500 | 15
Fixed Income | Eurodollar Future - MAR 2015 |  | 1741862.5 | 7
Fixed Income | Eurodollar Future - SEP 2014 |  | 2492250 | 10
Fixed Income | Eurodollar Future - SEP 2015 |  | -1488150 | -6
Fixed Income | Mini Japan 10 Yr Bond Future (SGX) |  | 20231722.45296849 | 143
Fixed Income | Short Sterling Future - DEC 2014 |  | -11413831.52 | -56
Fixed Income | Short Sterling Future - DEC 2015 |  | -21830487.12 | -108
Fixed Income | Short Sterling Future - JUN 2014 |  | -6126876.6 | -30
Fixed Income | Short Sterling Future - JUN 2015 |  | -19897714.2 | -98
Fixed Income | Short Sterling Future - MAR 2015 |  | -16074069.96 | -79
Fixed Income | Short Sterling Future - SEP 2014 |  | -6734819.52 | -33
Fixed Income | Short Sterling Future - SEP 2015 |  | -21676704.14 | -107
Fixed Income | U.K. 10 Yr Gilt Future |  | -7074321.072 | -39
Fixed Income | U.S. 10 Yr Treasury Note Future |  | -8425250 | -67
Fixed Income | U.S. 2 Yr Treasury Note Future |  | 14093000 | 64
Fixed Income | U.S. 20 Yr Treasury Note Future |  | -4408593.75 | -33
Fixed Income | U.S. 5 Yr Treasury Note Future |  | -8805625 | -73
Equity | AEX Index Future - FEB 2014 |  | 1356083.3325 | 13
Equity | CAC40 Index Future - FEB 2014 |  | 449314.5592000001 | 8
Equity | DAX Index Future - MAR 2014 |  | 3136865.415000001 | 10
Equity | DJ Euro Stoxx 50 Future - MAR 2014 |  | 1137800.0396 | 28
Equity | E-Mini DJIA Index Future - MAR 2014 |  | 2668804.5 | 34
Equity | E-Mini S&P 500 Index Future - MAR 2014 |  | 2228237.5 | 25
Equity | FTSE MIB Index Future - MAR 2014 |  | 1309038.84525 | 10
Equity | FTSE100 Index Future - MAR 2014 |  | 213959.10016 | 2
Equity | Hang Seng Index Future - FEB 2014 |  | -1702935.675828846 | -12
Equity | HSCEI China Index Future - FEB 2014 |  | -885243.3086890441 | -14
Equity | IBEX 35 Index Future - FEB 2014 |  | 1069992.772 | 8
Equity | Japan Topix Index Future - MAR 2014 |  | 1908647.935499634 | 16
Equity | KOSPI 200 Index Future - MAR 2014 |  | -1637116.090667801 | -14
Equity | MSCI Singapore Index Future - FEB 2014 |  | -108004.3859649123 | -2
Equity | MSCI Taiwan Index Future |  | 476064.0000000001 | 16
Equity | MSCI Taiwan Index Future - FEB 2014 |  | 476064.0000000001 | 16
Equity | Nasdaq 100 E-Mini Future - MAR 2014 |  | 3381045.12 | 48
Equity | [NAME] EMini - MAR 2014 |  | 1809408 | 16
Equity | S&P Mid 400 E-Mini Index Future - MAR 2014 |  | 1969620 | 15
Equity | S&P/TSE 60 Index Future - MAR 2014 |  | 4941550.213435182 | 35
Equity | SGX CNX Nifty Index Future - FEB 2014 |  | 24358 | 2
Equity | South Africa Top 40 Index Future - MAR 2014 |  | 1462920.941297326 | 40
Equity | Swiss Market Index Future |  | 1894574.921526516 | 21
Equity | TX_SW |  | 725323.2899291248 | 13
Currency | AUD vs USD Forward |  | -21759542.7 | -24878000
Currency | BRL vs USD Forward |  | -1935510.610079576 | -4670000
Currency | CAD vs USD Forward |  | -19675578.52168052 | -21894000
Currency | CLP vs USD Forward |  | -586943.2141442511 | -326000000
Currency | COP vs USD Forward |  | -785247.4670436648 | -1583000000
Currency | CZK vs USD Forward |  | -1738066.095471236 | -35500000
Currency | EUR vs USD Forward |  | 44864362.95525001 | 33275997
Currency | GBP vs USD Forward |  | 26619836.7136 | 16199998
Currency | HUF vs USD Forward |  | -566670.2714393857 | -131000000
Currency | IDR vs USD Forward |  | -770679.7706797707 | -9410000000
Currency | ILS vs USD Forward |  | 1649507.991581821 | 5800000
Currency | INR vs USD Forward |  | -3016670.654861609 | -189100000
Currency | [NAME] vs USD Forward |  | -35530828.20425116 | -3635691996
Currency | KRW vs USD Forward |  | 2019772.314137482 | 2184000001
Currency | MXN vs USD Forward |  | -2769190.414629119 | -36950000
Currency | MYR vs USD Forward |  | -1371582.250112057 | -4590000
Currency | NOK vs USD Forward |  | -15858823.90407796 | -99595000
Currency | NZD vs USD Forward |  | 8121994.8 | 10047000
Currency | PHP vs USD Forward |  | -2078236.914600551 | -94300000
Currency | PLN vs USD Forward |  | 707465.1819421973 | 2230001
Currency | RUB vs USD Forward |  | -3335228.888257037 | -117300000
Currency | SEK vs USD Forward |  | -529066.6178344435 | -3467000
Currency | SGD vs USD Forward |  | -2185933.5839599 | -2791000
Currency | TRY vs USD Forward |  | -2248917.940111298 | -5092000
Currency | TWD vs USD Forward |  | -2960276.907862205 | -89800000
Currency | ZAR vs USD Forward |  | -3016008.182059843 | -33470000
Commodity | Brent Oil Future |  | -952290 | -9
Commodity | Cocoa Future |  | 611310 | 21
Commodity | Coffee Future |  | -469500 | -10
Commodity | Corn Future |  | -3038000 | -140
Commodity | Cotton No. 2 Future |  | 85830 | 2
Commodity | Gas Oil Future (100MT) |  | -1276450 | -14
Commodity | Gold Future |  | -3967360 | -32
Commodity | Heating Oil ULSD Future |  | -1007025.6 | -8
Commodity | HG COPPER |  | -2317825 | -29
Commodity | LDN COCOA |  | 606012.16 | 20
Commodity | Lean Hog Future |  | -758400 | -20
Commodity | LME Aluminum |  | -1221806.25 | -29
Commodity | LME Copper |  | -1593675 | -9
Commodity | Natural Gas Future |  | 1334610 | 27
Commodity | Nickel Future |  | -83736 | -1
Commodity | Platinum Future |  | -1306915 | -19
Commodity | Silver Future |  | -2198800 | -23
Commodity | Soy Meal Future |  | 1235690 | 29
Commodity | Soy Oil Future |  | -2145480 | -95
Commodity | Soybean Future |  | 2308950 | 36
Commodity | Sugar Future |  | -3936016 | -226
Commodity | Unleaded Gas RBOB Future |  | -1436744.4 | -13
Commodity | Wheat Future |  | -4541487.5 | -163
Commodity | Wheat Future (KCB) |  | -892475 | -29
Commodity | WTI Crude Future |  | -584940 | -6