AQR Managed Futures Strategy Fund

Ticker: AQMIX CUSIP: 00203H859 Class: ETF

Cambria Investment Management, L.P.'s Holding History (CIK: 0001529389)

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

Q3 2016
Shares 72,521 Value ($000) $735 Avg Close — Range —
Q4 2015
Shares 70,936 Value ($000) $722 Avg Close — Range —
Q3 2015
Shares 54,744 Value ($000) $615 Avg Close — Range —
Q2 2015
Shares 48,758 Value ($000) $516 Avg Close — Range —
Q1 2015
Shares 48,497 Value ($000) $559,653 Avg Close — Range —
Q4 2014
Shares 48,497 Value ($000) $516 Avg Close — Range —