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AQR MANAGED FUTURES STRATEGY FUND
AQR MANAGED FUTURES STRATEGY FUND. Institutional holdings reported to the SEC.

Institutional Holders (2015Q1)
Portfolio Summary: 4 Institutional holders with a total value of $567,316,495.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 Cambria Investment Management, L.P. 48,497 559,653,000 98.65%
2 Janney Montgomery Scott LLC 614,160 7,087,000 1.25%
3 Janney Capital Management LLC 49,696 573,495 0.10%
4 HIGH POINT BANK & TRUST CO 280 3,000 0.00%

From 2023-01-03 onward, the SEC requires values to be reported in nearest dollars. Earlier filings reported values in thousands; therefore, positions shown as $0 in older filings may represent actual values between $0–$999.