AQR Tax-Managed International Momentum Fund

Class Other (ATIMX)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 3.13 0.02 3.11
Stocks 0.0 0.0 0.0
Bonds 0.0 0.0 0.0
Other 0.1 0.08 0.01
Foreign Bonds 0.0 0.0 0.0
Foreign Stocks 96.85 0.0 96.85
Convertible 0.0 0.0 0.0
Preferred 0.03 0.0 0.03

Updated 05.31.2014

Top 10 Holdings

Performance as of 06.30.2014

Portfolio as of 05.31.2014

Ticker YTD Return % % Net Assets
iShares MSCI EAFE --- --- 5.96
Daimler AG DDAIF 12.5 2.7
Bayer AG BAYZF 3.07 2.36
Deutsche Post AG DPW --- 1.95
SOFTBANK Corp SFTBF -13.99 1.56
Banco Santander SA BCDRF 17.94 1.47
Deutsche Telekom AG DTEGF 6.58 1.45
Magna International Inc Class A MGA 33.55 1.29
Intesa Sanpaolo IITSF 29.28 1.15
Amadeus IT Holding SA AMADF -0.92 1.15