AQR Index - AQR Momentum Indices

AQR Momentum Index

Data as of 09/30/2010

Sector Exposures (%)^†
	Index Weight
Consumer Discretionary	19.6 %
Consumer Staples	9.1 %
Energy	4.5 %
Financials	12.4 %
Health Care	6.1 %
Industrials	16.1 %
Information Technology	16.1 %
Materials	6.1 %
Telecom Services	1.8%
Utilities	8.2%
Total	100.0%

Top Ten Holdings(%)^†
	Index Weight
Apple	10.4%
ConocoPhillips	2.5%
McDonalds	2.2%
United Parcel	2.1%
Walt Disney	1.7%
Amazon.com	1.7%
Kraft Foods Inc	1.6%
American Express	1.5%
Altria Group	1.5%
Boeing	1.5%
Top Ten Total	26.7%

Index Statistics^†
# of Stocks	332
Avg Mkt Cap ($MM)	44,471
Median Market Cap ($MM)	4,198
P/E (trailing 12 months)	18.8
P/B	3.0
EPS Growth (5 Year)	34.3

^† Index holdings are subject to change and should not be considered a recommendation to buy or sell securities. All Index Statistics are subject to change.

AQR Momentum Index, AQR Small Cap Momentum Index, and AQR International Momentum Index are the exclusive property of AQR Capital Management, LLC ("AQR"), which has contracted with Standard & Poor’s Financial Services LLC ("S&P") to maintain and calculate the Indices. Standard & Poor’s® and S&P® are registered trademarks of S&P. "Calculated by S&P Custom Indices" and its related stylized mark(s) are service marks of S&P and have been licensed for use by AQR. S&P and its affiliates shall have no liability for any errors or omissions in calculating the Index.

You cannot invest directly in the AQR Momentum Indices (the "Indices"). Index performance does not represent actual fund or portfolio performance. A fund or portfolio may differ significantly from the securities included in the Indices. Index performance assumes reinvestment of dividends, but does not reflect any management fees, transaction costs or other expenses that would be incurred by a portfolio or fund, or brokerage commissions on transactions in fund shares. Such fees, expenses and commissions would reduce returns.

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