AQR
EMERGING
MULTI-STYLE
II
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
†
................................
$
60,823,217
$
403,457,495
$
–
(a)
$
464,280,712
Preferred
Stocks
†
................................
–
5,136,598
–
5,136,598
Investment
Companies
...........................
23,327,333
–
–
23,327,333
Total
Assets
$
84,150,550
$
408,594,093
$
–
(a)
$
492,744,643
LIABILITIES
Futures
Contracts
*
...............................
$
(
513,286
)
$
–
$
–
$
(
513,286
)
Total
Liabilities
$
(
513,286
)
$
–
$
–
$
(
513,286
)
AQR
LARGE
CAP
MOMENTUM
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
................................
$
603,818,127
$
–
$
–
$
603,818,127
Investment
Companies
...........................
33,684,596
–
–
33,684,596
Total
Assets
$
637,502,723
$
–
$
–
$
637,502,723
LIABILITIES
Futures
Contracts
*
...............................
$
(
220,827
)
$
–
$
–
$
(
220,827
)
Total
Liabilities
$
(
220,827
)
$
–
$
–
$
(
220,827
)
AQR
SMALL
CAP
MOMENTUM
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
................................
$
127,255,066
$
–
$
2,791
$
127,257,857
Investment
Companies
...........................
3,968,610
–
–
3,968,610
Total
Assets
$
131,223,676
$
–
$
2,791
$
131,226,467
LIABILITIES
Futures
Contracts
*
...............................
$
(
153,438
)
$
–
$
–
$
(
153,438
)
Total
Liabilities
$
(
153,438
)
$
–
$
–
$
(
153,438
)
AQR
INTERNATIONAL
MOMENTUM
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
†
................................
$
32,174,558
$
129,726,826
$
–
$
161,901,384
Warrants
†
......................................
–
–
–
(a)
–
(a)
Investment
Companies
...........................
7,899,637
–
–
7,899,637
Total
Assets
$
40,074,195
$
129,726,826
$
–
(a)
$
169,801,021
LIABILITIES
Futures
Contracts
*
...............................
$
(
45,147
)
$
–
$
–
$
(
45,147
)
Total
Liabilities
$
(
45,147
)
$
–
$
–
$
(
45,147
)
AQR
LARGE
CAP
DEFENSIVE
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
................................
$
2,119,591,600
$
–
$
–
$
2,119,591,600
Investment
Companies
...........................
66,346,487
–
–
66,346,487
Total
Assets
$
2,185,938,087
$
–
$
–
$
2,185,938,087
LIABILITIES
Futures
Contracts
*
...............................
$
(
1,937,593
)
$
–
$
–
$
(
1,937,593
)
Total
Liabilities
$
(
1,937,593
)
$
–
$
–
$
(
1,937,593
)
AQR
INTERNATIONAL
DEFENSIVE
STYLE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
†
................................
$
41,063,916
$
177,205,796
$
–
$
218,269,712
Preferred
Stocks
†
................................
2,886,969
–
–
2,886,969
Warrants
†
......................................
–
–
–
(a)
–
(a)
Investment
Companies
...........................
8,180,535
–
–
8,180,535
Total
Assets
$
52,131,420
$
177,205,796
$
–
(a)
$
229,337,216
LIABILITIES
Futures
Contracts
*
...............................
$
(
90,179
)
$
–
$
–
$
(
90,179
)
Total
Liabilities
$
(
90,179
)
$
–
$
–
$
(
90,179
)
