The
following
tables
represent
each
Fund’s
valuation
inputs
as
presented
on
the
Schedule
of
Investments.
AQR
ALTERNATIVE
RISK
PREMIA
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
†
................................
$
177,823,394
$
139,779,700
$
–
$
317,603,094
Preferred
Stocks
†
................................
–
122,836
–
122,836
Warrants
†
......................................
–
–
–
(a)
–
(a)
Short-Term
Investments
...........................
102,214,553
24,888,255
–
127,102,808
Interest
Rate
Swap
Contracts*
......................
–
3,623,774
–
3,623,774
Total
Return
Swaps
Contracts*
......................
–
163,954
–
163,954
Futures
Contracts*
...............................
6,196,757
–
–
6,196,757
Forward
Foreign
Currency
Exchange
Contracts*
........
–
3,234,098
–
3,234,098
Total
Assets
$
286,234,704
$
171,812,617
$
–
(a)
$
458,047,321
LIABILITIES
Common
Stocks
(Sold
Short)
†
......................
$
(167,471,719)
$
(124,264,995)
$
–
$
(291,736,714)
Preferred
Stocks
(Sold
Short)
†
......................
–
(1,162,503)
–
(1,162,503)
Warrants
(Sold
Short)
†
............................
(10,778)
–
–
(10,778)
Interest
Rate
Swap
Contracts*
......................
–
(4,361,024)
–
(4,361,024)
Total
Return
Swap
Contracts*
.......................
–
(168,709)
–
(168,709)
Futures
Contracts*
...............................
(4,041,797)
–
–
(4,041,797)
Forward
Foreign
Currency
Exchange
Contracts*
........
–
(2,704,965)
–
(2,704,965)
Total
Liabilities
$
(171,524,294)
$
(132,662,196)
$
–
$
(304,186,490)
AQR
DIVERSIFIED
ARBITRAGE
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Common
Stocks
................................
$
92,474,464
$
37,344,096
$
207,415
$
130,025,975
Closed-End
Funds
...............................
135,420,188
–
–
135,420,188
Corporate
Bonds
................................
–
2,740
123,254
125,994
Convertible
Bonds
...............................
–
524,250,355
–
524,250,355
Rights
........................................
305,718
109,021
41,058
455,797
Warrants
......................................
902,169
286,293
39,146
1,227,608
Securities
in
Litigation
............................
–
–
–
(a)
–
(a)
Units
.........................................
99,790
–
–
99,790
Short-Term
Investments
...........................
432,171,691
673,940,779
–
1,106,112,470
Futures
Contracts*
...............................
2,188,849
–
–
2,188,849
Forward
Foreign
Currency
Exchange
Contracts*
........
–
350,203
–
350,203
Total
Return
Basket
Swap
Contracts*
.................
–
4,386,995
–
4,386,995
Total
Assets
$
663,562,869
$
1,240,670,482
$
410,873
$
1,904,644,224
LIABILITIES
Common
Stocks
(Sold
Short)
......................
$
(174,579,053)
$
(14,402,881)
$
–
(a)
$
(188,981,934)
Convertible
Bonds
(Sold
Short)
.....................
–
(10,354,000)
–
(10,354,000)
Credit
Default
Swap
Contracts*
.....................
–
(1,104,595)
–
(1,104,595)
Forward
Foreign
Currency
Exchange
Contracts*
........
–
(64,050)
–
(64,050)
Total
Return
Basket
Swap
Contracts*
.................
–
(14,431,846)
–
(14,431,846)
Total
Liabilities
$
(174,579,053)
$
(40,357,372)
$
–
(a)
$
(214,936,425)
AQR
DIVERSIFYING
STRATEGIES
FUND
LEVEL
1
LEVEL
2
LEVEL
3
TOTALS
ASSETS
Investment
Companies
...........................
$
387,869,175
$
–
$
–
$
387,869,175
Short-Term
Investments
...........................
7,554,931
–
–
7,554,931
Total
Assets
$
395,424,106
$
–
$
–
$
395,424,106