AQR Tax-Managed Small Cap Momentum Fund

Class Other (ATSMX)

Fund Holdings

Asset Allocation

% Long % Short % Net
Cash 1.86 0.0 1.86
Stocks 97.59 0.0 97.59
Bonds 0.0 0.0 0.0
Other 0.0 0.0 0.0
Foreign Bonds 0.0 0.0 0.0
Foreign Stocks 0.55 0.0 0.55
Convertible 0.0 0.0 0.0
Preferred 0.0 0.0 0.0

Updated 01.31.2014

Top 10 Holdings

Performance as of 02.28.2014

Portfolio as of 01.31.2014

Ticker YTD Return % % Net Assets
iShares Russell 2000 --- --- 9.47
Puma Biotechnology Inc PBYI 10.13 0.57
Pacira Pharmaceuticals, Inc. PCRX 36.65 0.47
SunEdison Inc SUNE 43.14 0.47
Radian Group, Inc. RDN 9.22 0.43
Intercept Pharmaceuticals Inc ICPT 506.46 0.42
WageWorks Inc WAGE -0.52 0.4
Spirit Airlines Inc SAVE 25.83 0.38
DexCom, Inc. DXCM 27.31 0.37
KapStone Paper And Packaging Corporation KS 11.96 0.37