AQR Macro Opportunities Fund

Fund Profile

Fund profile

Tickers

QGMIX, QGMNX, QGMRX

Fund manager

AQR Funds

Total assets

$187.66 mm

Liabilities

$5.99 mm

Net assets

$181.67 mm

Number of holdings

2.61 k

Top 200 of 2610 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	84.16 mm	84.18 mm shares	46.32	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	10.84 mm	10.85 mm principal	5.97	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	6.69 mm	6.80 mm principal	3.68	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	5.11 mm	5.11 mm shares	2.81	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	5.09 mm	5.11 mm principal	2.80	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.56 mm	3.63 mm principal	1.96	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.42 mm	3.49 mm principal	1.88	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.17 mm	3.19 mm principal	1.74	Short-term investment vehicle	Long	USA
MDLZ Mondelez International, Inc.	1.87 mm	25.32 k shares	1.03	Common equity	Long	USA
U.S. Treasury Bills	1.86 mm	1.88 mm principal	1.02	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.85 mm	1.87 mm principal	1.02	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.67 mm	1.70 mm principal	0.92	Short-term investment vehicle	Long	USA
HSBC Holdings plc	1.21 mm	134.47 k shares	0.66	Common equity	Long	UK
U.S. Treasury Bills	960.48 k	981.00 k principal	0.53	Short-term investment vehicle	Long	USA
GIS General Mills, Inc.	946.31 k	12.81 k shares	0.52	Common equity	Long	USA
UniCredit SpA	879.48 k	20.03 k shares	0.48	Common equity	Long	Italy
U.S. Treasury Bills	860.40 k	863.00 k principal	0.47	Short-term investment vehicle	Long	USA
ADM Archer-Daniels-Midland Company	761.33 k	12.74 k shares	0.42	Common equity	Long	USA
KHC The Kraft Heinz Company	728.64 k	20.75 k shares	0.40	Common equity	Long	USA
Intesa Sanpaolo SpA	724.99 k	169.36 k shares	0.40	Common equity	Long	Italy
U.S. Treasury Bills	719.51 k	726.00 k principal	0.40	Short-term investment vehicle	Long	USA
HSY The Hershey Company	714.19 k	3.72 k shares	0.39	Common equity	Long	USA
Banco Santander SA	711.11 k	138.78 k shares	0.39	Common equity	Long	Spain
K Kellogg Company	687.49 k	8.52 k shares	0.38	Common equity	Long	USA
ING Groep NV	668.81 k	36.86 k shares	0.37	Common equity	Long	Netherlands
BNP Paribas SA	653.76 k	9.53 k shares	0.36	Common equity	Long	France
IRSIMM	636.24 k	70.60 mm principal	0.35	Interest rate derivative	N/A	UK
IRSIMM	636.11 k	70.60 mm principal	0.35	Interest rate derivative	N/A	UK
Banco Bilbao Vizcaya Argentaria SA	623.55 k	57.72 k shares	0.34	Common equity	Long	Spain
MKC McCormick & Company, Incorporated	620.05 k	7.53 k shares	0.34	Common equity	Long	USA
U.S. Treasury Bills	618.77 k	631.00 k principal	0.34	Short-term investment vehicle	Long	USA
TSN Tyson Foods, Inc.	535.74 k	8.99 k shares	0.29	Common equity	Long	USA
CAG Conagra Brands, Inc.	523.12 k	16.09 k shares	0.29	Common equity	Long	USA
Lloyds Banking Group plc	514.93 k	654.88 k shares	0.28	Common equity	Long	UK
Barclays plc	514.54 k	171.25 k shares	0.28	Common equity	Long	UK
Bunge Global SA	468.03 k	4.84 k shares	0.26	Common equity	Long	Switzerland
SJM The J. M. Smucker Company	464.42 k	3.84 k shares	0.26	Common equity	Long	USA
CaixaBank SA	445.97 k	74.73 k shares	0.25	Common equity	Long	Spain
INGR Ingredion Incorporated	433.04 k	3.15 k shares	0.24	Common equity	Long	USA
Skandinaviska Enskilda Banken AB, Class A	431.37 k	28.18 k shares	0.24	Common equity	Long	Sweden
CPB Campbell Soup Company	417.58 k	8.54 k shares	0.23	Common equity	Long	USA
Commerzbank AG	410.00 k	22.23 k shares	0.23	Common equity	Long	Germany
OIS	404.16 k	21.50 mm principal	0.22	Interest rate derivative	N/A	UK
HRL Hormel Foods Corporation	403.76 k	12.74 k shares	0.22	Common equity	Long	USA
OIS	403.72 k	21.60 mm principal	0.22	Interest rate derivative	N/A	UK
Corn	394.50 k	316.00 contracts	0.22	Commodity derivative	N/A	USA
DAR Darling Ingredients Inc.	374.68 k	10.08 k shares	0.21	Common equity	Long	USA
NatWest Group plc	374.21 k	80.83 k shares	0.21	Common equity	Long	UK
Mediobanca Banca di Credito Finanziario SpA	368.19 k	21.55 k shares	0.20	Common equity	Long	Italy
Credit Agricole SA	366.68 k	23.98 k shares	0.20	Common equity	Long	France
POST Post Holdings, Inc.	364.61 k	3.15 k shares	0.20	Common equity	Long	USA
Swedbank AB, Class A	359.67 k	16.95 k shares	0.20	Common equity	Long	Sweden
Standard Chartered plc	359.59 k	33.90 k shares	0.20	Common equity	Long	UK
PPC Pilgrim's Pride Corporation	353.07 k	7.67 k shares	0.19	Common equity	Long	USA
KBC Group NV	353.00 k	4.44 k shares	0.19	Common equity	Long	Belgium
U.S. Treasury Bills	352.97 k	358.00 k principal	0.19	Short-term investment vehicle	Long	USA
FRPT Freshpet, Inc.	349.99 k	2.56 k shares	0.19	Common equity	Long	USA
LME Zinc Base Metal	345.82 k	62.00 contracts	0.19	Commodity derivative	N/A	UK
LW Lamb Weston Holdings, Inc.	342.99 k	5.30 k shares	0.19	Common equity	Long	USA
Svenska Handelsbanken AB, Class A	323.84 k	31.53 k shares	0.18	Common equity	Long	Sweden
FLO Flowers Foods, Inc.	305.40 k	13.24 k shares	0.17	Common equity	Long	USA
Societe Generale SA	302.87 k	12.15 k shares	0.17	Common equity	Long	France
OIS	296.56 k	94.40 mm principal	0.16	Interest rate derivative	N/A	UK
OIS	296.44 k	94.40 mm principal	0.16	Interest rate derivative	N/A	UK
Nordea Bank Abp	296.21 k	25.10 k shares	0.16	Common equity	Long	Finland
IRSIMM	278.20 k	23.50 mm principal	0.15	Interest rate derivative	N/A	UK
IRSIMM	278.16 k	23.50 mm principal	0.15	Interest rate derivative	N/A	UK
ABN AMRO Bank NV	265.13 k	14.67 k shares	0.15	Common equity	Long	Netherlands
KLG WK Kellogg Co	259.25 k	15.15 k shares	0.14	Common equity	Long	USA
FinecoBank Banca Fineco SpA	256.93 k	14.97 k shares	0.14	Common equity	Long	Italy
SEB Seaboard Corporation	244.69 k	78.00 shares	0.13	Common equity	Long	USA
LME Aluminum Base Metal	235.48 k	30.00 contracts	0.13	Commodity derivative	N/A	UK
OIS	230.78 k	74.60 mm principal	0.13	Interest rate derivative	N/A	UK
OIS	230.78 k	74.60 mm principal	0.13	Interest rate derivative	N/A	UK
U.S. Treasury 10 Year Note	228.48 k	-948.00 contracts	0.13	Interest rate derivative	N/A	USA
S&P Midcap 400 E-Mini Index	228.32 k	26.00 contracts	0.13	Equity derivative	N/A	USA
DNB Bank ASA	221.11 k	10.78 k shares	0.12	Common equity	Long	Norway
LME Copper Base Metal	220.90 k	19.00 contracts	0.12	Commodity derivative	N/A	UK
IRSIMM	217.61 k	27.30 mm principal	0.12	Interest rate derivative	N/A	UK
IRSIMM	216.61 k	27.40 mm principal	0.12	Interest rate derivative	N/A	UK
OIS	197.50 k	50.20 mm principal	0.11	Interest rate derivative	N/A	UK
FTSE/MIB Index	180.62 k	88.00 contracts	0.10	Equity derivative	N/A	Italy
LME Aluminum Base Metal	177.80 k	32.00 contracts	0.10	Commodity derivative	N/A	UK
NASDAQ 100 E-Mini Index	177.49 k	16.00 contracts	0.10	Equity derivative	N/A	USA
OIS	177.47 k	45.00 mm principal	0.10	Interest rate derivative	N/A	UK
LME Aluminum Base Metal	176.26 k	21.00 contracts	0.10	Commodity derivative	N/A	UK
OIS	169.55 k	97.20 mm principal	0.09	Interest rate derivative	N/A	UK
OIS	169.15 k	97.30 mm principal	0.09	Interest rate derivative	N/A	UK
LME Copper Base Metal	168.35 k	9.00 contracts	0.09	Commodity derivative	N/A	UK
Brent Crude Oil	167.92 k	-173.00 contracts	0.09	Commodity derivative	N/A	UK
Soybean Meal	166.18 k	98.00 contracts	0.09	Commodity derivative	N/A	USA
Euro-BTP	153.79 k	60.00 contracts	0.08	Interest rate derivative	N/A	Germany
LME Nickel Base Metal	150.07 k	22.00 contracts	0.08	Commodity derivative	N/A	UK
LME Copper Base Metal	148.48 k	9.00 contracts	0.08	Commodity derivative	N/A	UK
LME Copper Base Metal	146.62 k	7.00 contracts	0.08	Commodity derivative	N/A	UK
U.S. Treasury Bills	143.72 k	146.00 k principal	0.08	Short-term investment vehicle	Long	USA
LME Nickel Base Metal	141.12 k	16.00 contracts	0.08	Commodity derivative	N/A	UK
OIS	133.76 k	694.90 mm principal	0.07	Interest rate derivative	N/A	UK
LME Aluminum Base Metal	133.60 k	16.00 contracts	0.07	Commodity derivative	N/A	UK
LME Zinc Base Metal	129.92 k	11.00 contracts	0.07	Commodity derivative	N/A	UK
LME Aluminum Base Metal	129.51 k	18.00 contracts	0.07	Commodity derivative	N/A	UK
LME Aluminum Base Metal	115.41 k	14.00 contracts	0.06	Commodity derivative	N/A	UK
LME Nickel Base Metal	115.08 k	24.00 contracts	0.06	Commodity derivative	N/A	UK
LME Aluminum Base Metal	114.20 k	45.00 contracts	0.06	Commodity derivative	N/A	UK
IRSIMM	113.59 k	106.60 mm principal	0.06	Interest rate derivative	N/A	UK
IRSIMM	113.59 k	106.70 mm principal	0.06	Interest rate derivative	N/A	UK
LME Aluminum Base Metal	113.12 k	20.00 contracts	0.06	Commodity derivative	N/A	UK
LME Zinc Base Metal	110.92 k	11.00 contracts	0.06	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	110.25 k	1.00 contracts	0.06	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	110.23 k	1.00 contracts	0.06	DFE	N/A	N/A
LME Aluminum Base Metal	106.78 k	16.00 contracts	0.06	Commodity derivative	N/A	UK
Total Return Swap Goldman Sachs International	105.98 k	11.33 mm principal	0.06	Equity derivative	N/A	UK
LME Copper Base Metal	99.55 k	6.00 contracts	0.05	Commodity derivative	N/A	UK
OIS	95.62 k	39.40 mm principal	0.05	Interest rate derivative	N/A	UK
OIS	94.38 k	7.80 mm principal	0.05	Interest rate derivative	N/A	UK
OIS	94.14 k	7.80 mm principal	0.05	Interest rate derivative	N/A	UK
ETRSI Bank of America	92.77 k	8.12 mm principal	0.05	Equity derivative	N/A	USA
OIS	91.85 k	39.40 mm principal	0.05	Interest rate derivative	N/A	UK
LME Aluminum Base Metal	91.73 k	11.00 contracts	0.05	Commodity derivative	N/A	UK
LME Copper Base Metal	89.82 k	4.00 contracts	0.05	Commodity derivative	N/A	UK
LME Aluminum Base Metal	88.02 k	14.00 contracts	0.05	Commodity derivative	N/A	UK
LME Copper Base Metal	87.90 k	6.00 contracts	0.05	Commodity derivative	N/A	UK
WTI Crude Oil	86.88 k	324.00 contracts	0.05	Commodity derivative	N/A	USA
IRSIMM	86.33 k	8.70 mm principal	0.05	Interest rate derivative	N/A	UK
MSCI Emerging Markets Index	86.21 k	24.00 contracts	0.05	Equity derivative	N/A	USA
100 oz Gold	85.21 k	14.00 contracts	0.05	Commodity derivative	N/A	USA
LME Copper Base Metal	84.91 k	7.00 contracts	0.05	Commodity derivative	N/A	UK
OIS	84.55 k	17.60 mm principal	0.05	Interest rate derivative	N/A	UK
OIS	83.47 k	17.60 mm principal	0.05	Interest rate derivative	N/A	UK
LME Copper Base Metal	80.21 k	5.00 contracts	0.04	Commodity derivative	N/A	UK
IRSIMM	78.99 k	14.00 mm principal	0.04	Interest rate derivative	N/A	UK
Coffee 'C'	78.65 k	11.00 contracts	0.04	Commodity derivative	N/A	USA
LME Copper Base Metal	78.04 k	4.00 contracts	0.04	Commodity derivative	N/A	UK
SGX FTSE China A50 Index	76.94 k	43.00 contracts	0.04	Equity derivative	N/A	Singapore
Russell 2000 E-Mini Index	75.16 k	21.00 contracts	0.04	Equity derivative	N/A	USA
LME Copper Base Metal	75.01 k	4.00 contracts	0.04	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	74.14 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	74.12 k	1.00 contracts	0.04	DFE	N/A	N/A
LME Zinc Base Metal	73.95 k	8.00 contracts	0.04	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	73.03 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	73.01 k	1.00 contracts	0.04	DFE	N/A	N/A
LME Copper Base Metal	71.32 k	3.00 contracts	0.04	Commodity derivative	N/A	UK
LME Nickel Base Metal	71.01 k	10.00 contracts	0.04	Commodity derivative	N/A	UK
LME Copper Base Metal	69.80 k	4.00 contracts	0.04	Commodity derivative	N/A	UK
IRSIMM	68.97 k	32.80 mm principal	0.04	Interest rate derivative	N/A	UK
IRSIMM	68.84 k	32.70 mm principal	0.04	Interest rate derivative	N/A	UK
LME Aluminum Base Metal	68.45 k	19.00 contracts	0.04	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	68.42 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	68.41 k	1.00 contracts	0.04	DFE	N/A	N/A
LME Copper Base Metal	67.93 k	9.00 contracts	0.04	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	67.69 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	67.68 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	66.11 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	66.09 k	1.00 contracts	0.04	DFE	N/A	N/A
LME Nickel Base Metal	61.48 k	11.00 contracts	0.03	Commodity derivative	N/A	UK
LME Nickel Base Metal	60.58 k	6.00 contracts	0.03	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	58.86 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	58.84 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	58.72 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	58.71 k	1.00 contracts	0.03	DFE	N/A	N/A
LME Copper Base Metal	58.47 k	6.00 contracts	0.03	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	57.73 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	57.71 k	1.00 contracts	0.03	DFE	N/A	N/A
LME Copper Base Metal	57.25 k	3.00 contracts	0.03	Commodity derivative	N/A	UK
LME Zinc Base Metal	57.14 k	6.00 contracts	0.03	Commodity derivative	N/A	UK
LME Aluminum Base Metal	56.86 k	9.00 contracts	0.03	Commodity derivative	N/A	UK
CDI	53.03 k	5.46 mm principal	0.03	Credit derivative	N/A	USA
IRSIMM	52.29 k	9.50 mm principal	0.03	Interest rate derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	51.93 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	51.92 k	1.00 contracts	0.03	DFE	N/A	N/A
LME Copper Base Metal	51.47 k	4.00 contracts	0.03	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	51.34 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	51.33 k	1.00 contracts	0.03	DFE	N/A	N/A
LME Zinc Base Metal	50.36 k	5.00 contracts	0.03	Commodity derivative	N/A	UK
LME Zinc Base Metal	47.94 k	8.00 contracts	0.03	Commodity derivative	N/A	UK
LME Aluminum Base Metal	46.11 k	5.00 contracts	0.03	Commodity derivative	N/A	UK
IRSIMM	45.92 k	6.80 mm principal	0.03	Interest rate derivative	N/A	UK
IRSIMM	45.92 k	6.80 mm principal	0.03	Interest rate derivative	N/A	UK
LME Copper Base Metal	43.60 k	3.00 contracts	0.02	Commodity derivative	N/A	UK
LME Nickel Base Metal	43.35 k	5.00 contracts	0.02	Commodity derivative	N/A	UK
LME Copper Base Metal	42.67 k	2.00 contracts	0.02	Commodity derivative	N/A	UK
OIS	42.27 k	5.50 mm principal	0.02	Interest rate derivative	N/A	UK
IRSIMM	42.03 k	8.70 mm principal	0.02	Interest rate derivative	N/A	UK
OIS	41.50 k	5.40 mm principal	0.02	Interest rate derivative	N/A	UK
LME Nickel Base Metal	37.81 k	6.00 contracts	0.02	Commodity derivative	N/A	UK
Soybean	36.86 k	111.00 contracts	0.02	Commodity derivative	N/A	USA
NDIRS	36.81 k	7.85 bn principal	0.02	Interest rate derivative	N/A	UK
NDIRS	36.81 k	7.85 bn principal	0.02	Interest rate derivative	N/A	UK
OIS	36.20 k	8.60 mm principal	0.02	Interest rate derivative	N/A	UK
OIS	35.96 k	8.70 mm principal	0.02	Interest rate derivative	N/A	UK
LME Nickel Base Metal	35.91 k	4.00 contracts	0.02	Commodity derivative	N/A	UK
IRSIMM	35.18 k	6.10 mm principal	0.02	Interest rate derivative	N/A	UK
OIS	34.33 k	16.50 mm principal	0.02	Interest rate derivative	N/A	UK
LME Copper Base Metal	33.93 k	4.00 contracts	0.02	Commodity derivative	N/A	UK
LME Nickel Base Metal	33.14 k	5.00 contracts	0.02	Commodity derivative	N/A	UK
SET50 Index	32.86 k	-750.00 contracts	0.02	Equity derivative	N/A	Thailand
Forward Foreign Currency Contract JP Morgan Chase Bank	32.73 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	32.72 k	1.00 contracts	0.02	DFE	N/A	N/A
LME Zinc Base Metal	32.35 k	4.00 contracts	0.02	Commodity derivative	N/A	UK
OIS	32.15 k	16.50 mm principal	0.02	Interest rate derivative	N/A	UK