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

Institutional Holders (2016Q3)
Portfolio Summary: 4 Institutional holders with a total value of $17,245,000.
#
Manager Name
Shares
Value ($)
%
Options
Notes
1 FOSTER DYKEMA CABOT & CO INC/MA 1,611,540 16,325,000 94.67%
2 Cambria Investment Management, L.P. 72,521 735,000 4.26%
3 SOUTH TEXAS MONEY MANAGEMENT LTD 13,684 139,000 0.81%
4 MOTCO 4,539 46,000 0.27%

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.