AQR
EMERGING
MULTI-STYLE
II
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
†
................................
$
64,211,907
$
408,099,253
$
–
(a)
$
472,311,160
Preferred
Stocks
†
................................
8,128,706
–
–
8,128,706
Short-Term
Investments
...........................
24,063,135
–
–
24,063,135
Total
Assets
$
96,403,748
$
408,099,253
$
–
(a)
$
504,503,001
LIABILITIES
Futures
Contracts
*
...............................
$
(
10,740
)
$
–
$
–
$
(
10,740
)
Total
Liabilities
$
(
10,740
)
$
–
$
–
$
(
10,740
)
AQR
LARGE
CAP
MOMENTUM
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
................................
$
662,045,433
$
–
$
–
$
662,045,433
Short-Term
Investments
...........................
19,928,240
–
–
19,928,240
Total
Assets
$
681,973,673
$
–
$
–
$
681,973,673
LIABILITIES
Futures
Contracts
*
...............................
$
(
47,990
)
$
–
$
–
$
(
47,990
)
Total
Liabilities
$
(
47,990
)
$
–
$
–
$
(
47,990
)
AQR
SMALL
CAP
MOMENTUM
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
................................
$
134,864,764
$
–
$
2,791
$
134,867,555
Short-Term
Investments
...........................
6,373,814
–
–
6,373,814
Futures
Contracts
*
...............................
51,427
–
–
51,427
Total
Assets
$
141,290,005
$
–
$
2,791
$
141,292,796
AQR
INTERNATIONAL
MOMENTUM
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
†
................................
$
18,019,081
$
185,695,664
$
–
$
203,714,745
Warrants
†
......................................
–
–
–
(a)
–
(a)
Short-Term
Investments
...........................
3,471,661
–
–
3,471,661
Futures
Contracts
*
...............................
13,113
–
–
13,113
Total
Assets
$
21,503,855
$
185,695,664
$
–
(a)
$
207,199,519
AQR
LARGE
CAP
DEFENSIVE
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
................................
$
2,480,543,903
$
–
$
–
$
2,480,543,903
Short-Term
Investments
...........................
54,279,442
–
–
54,279,442
Futures
Contracts
*
...............................
185,723
–
–
185,723
Total
Assets
$
2,535,009,068
$
–
$
–
$
2,535,009,068
AQR
INTERNATIONAL
DEFENSIVE
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
†
................................
$
31,245,013
$
188,753,567
$
–
$
219,998,580
Preferred
Stocks
†
................................
–
3,113,440
–
3,113,440
Warrants
†
......................................
–
–
–
(a)
–
(a)
Short-Term
Investments
...........................
8,795,357
–
–
8,795,357
Futures
Contracts
*
...............................
39,882
–
–
39,882
Total
Assets
$
40,080,252
$
191,867,007
$
–
(a)
$
231,947,259
AQR
GLOBAL
EQUITY
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
†
................................
$
246,213,842
$
86,881,918
$
–
(a)
$
333,095,760
Preferred
Stocks
†
................................
–
855,632
–
855,632
Short-Term
Investments
...........................
27,349,948
–
–
27,349,948
Total
Return
Swap
Contracts
*
.......................
–
155,181
–
155,181
Futures
Contracts
*
...............................
775,596
–
–
775,596
Forward
Foreign
Currency
Exchange
Contracts
*
........
–
2,050,184
–
2,050,184
Total
Assets
$
274,339,386
$
89,942,915
$
–
(a)
$
364,282,301
