AQR Managed Futures Strategy Fund

Ticker: AQMIX CUSIP: 00203H859 Class: ETF

Janney Montgomery Scott LLC's Holding History (CIK: 0001329948)

Note: Option positions (PUT/CALL) are excluded.

Q1 2015
Shares 614,160 Value ($000) $7,087 Avg Close — Range —
Q4 2014
Shares 307,035 Value ($000) $3,263,777 Avg Close — Range —
Q3 2014
Shares 281,121 Value ($000) $2,974,259 Avg Close — Range —
Q2 2014
Shares 278,769 Value ($000) $2,798,837 Avg Close — Range —
Q1 2014
Shares 272,328 Value ($000) $2,709,663 Avg Close — Range —
Q4 2013
Shares 178,612 Value ($000) $1,891,503 Avg Close — Range —
Q3 2013
Shares 173,681 Value ($000) $1,729,861 Avg Close — Range —
Q2 2013
Shares 17,123 Value ($000) $173,113 Avg Close — Range —