AQR Macro Opportunities Fund (QGMNX) is an MF managed by Independent / Boutique. Its largest position is LIMITED PURPOSE CASH INVESTMENT FUND (null), representing 43.84% of fund assets.
AQR Macro Opportunities Fund Portfolio Holdings
Source: SEC Form N-PORT institutional portfolio disclosures
- Ticker:
- QGMNX
- Type:
- MF
- Manager:
- Independent / Boutique
- Total Assets:
- —
- Report Date:
- Mar 31, 2026
- Filing Date:
- May 22, 2026
| Holding | Weight | Market Value | Shares |
|---|---|---|---|
|
-
LIMITED PURPOSE CASH INVESTMENT FUND
|
43.84% | $378,758,624.99 | 378,758,625 |
|
-
UNITED STATES OF AMERICA
|
6.52% | $56,302,987.10 | 57,227,000 |
|
-
UNITED STATES TREASURY
|
2.85% | $24,605,320.83 | 24,834,000 |
|
-
UNITED STATES OF AMERICA
|
2.69% | $23,271,197.60 | 23,470,000 |
|
-
UNITED STATES TREASURY
|
2.56% | $22,129,354.02 | 22,226,000 |
|
-
GOLDMAN SACHS TRUST
|
2.37% | $20,515,006.80 | 20,515,007 |
|
-
UNITED STATES TREASURY
|
2.12% | $18,357,300.76 | 18,476,000 |
|
-
UNITED STATES TREASURY
|
1.95% | $16,808,344.72 | 17,000,000 |
|
-
UNITED STATES OF AMERICA
|
1.93% | $16,657,196.16 | 16,943,000 |
|
-
UNITED STATES OF AMERICA
|
1.83% | $15,774,338.40 | 16,000,000 |
|
-
UNITED STATES OF AMERICA
|
1.78% | $15,345,325.40 | 15,499,000 |
|
-
UNITED STATES OF AMERICA
|
1.67% | $14,453,185.62 | 14,670,000 |
|
-
UNITED STATES TREASURY
|
1.65% | $14,284,529.89 | 14,296,000 |
|
-
UNITED STATES OF AMERICA
|
1.60% | $13,845,744.55 | 14,092,000 |
|
-
UNITED STATES TREASURY
|
1.45% | $12,561,079.01 | 12,607,000 |
|
-
UNITED STATES OF AMERICA
|
1.26% | $10,909,593.67 | 11,058,000 |
|
-
UNITED STATES OF AMERICA
|
1.16% | $9,986,105.23 | 10,143,000 |
|
-
U.S. TREASURY BILLS
|
1.12% | $9,696,444.21 | 9,718,000 |
|
-
UNITED STATES TREASURY
|
1.06% | $9,177,910.13 | 9,250,000 |
|
-
UNITED STATES TREASURY
|
0.98% | $8,464,179.02 | 8,489,000 |
|
-
Mondelez International, Inc.
|
0.88% | $7,587,268.48 | 131,632 |
|
-
UNITED STATES OF AMERICA
|
0.76% | $6,594,420.32 | 6,717,000 |
|
-
UNITED STATES TREASURY
|
0.58% | $4,992,445.85 | 5,000,000 |
|
-
Archer-Daniels-Midland Co
|
0.57% | $4,921,258.38 | 67,702 |
|
-
UNITED STATES OF AMERICA
|
0.52% | $4,487,442.85 | 4,545,000 |
|
-
APPLIED MATERIALS INC /DE
|
0.52% | $4,465,134.50 | 550 |
|
-
UNITED STATES TREASURY
|
0.48% | $4,157,942.48 | 4,179,000 |
|
-
APPLIED MATERIALS INC /DE
|
0.47% | $4,083,432.87 | 165 |
|
-
HERSHEY CO
|
0.47% | $4,048,241.97 | 19,473 |
|
-
UNITED STATES OF AMERICA
|
0.42% | $3,634,745.09 | 3,679,000 |
|
-
Bunge Global SA
|
0.37% | $3,234,060.00 | 25,425 |
|
-
TYSON FOODS, INC.
|
0.36% | $3,097,784.50 | 48,350 |
|
-
UNITED STATES TREASURY
|
0.36% | $3,094,885.88 | 3,117,000 |
|
-
DARLING INGREDIENTS INC.
|
0.35% | $3,031,763.30 | 49,018 |
|
-
GENERAL MILLS INC
|
0.31% | $2,665,435.86 | 71,613 |
|
-
SEABOARD CORP /DE/
|
0.29% | $2,482,114.78 | 439 |
|
-
Kraft Heinz Co
|
0.29% | $2,481,366.68 | 110,332 |
|
-
APPLIED MATERIALS INC /DE
|
0.28% | $2,448,538.60 | 110 |
|
-
APPLIED MATERIALS INC /DE
|
0.25% | $2,177,934.31 | -127 |
|
-
MCCORMICK & CO INC
|
0.24% | $2,071,066.40 | 41,060 |
|
-
J M SMUCKER Co
|
0.24% | $2,044,624.44 | 21,201 |
|
-
Ingredion Inc
|
0.22% | $1,899,222.28 | 16,858 |
|
-
APPLIED MATERIALS INC /DE
|
0.21% | $1,797,499.92 | 235,500,000 |
|
-
APPLIED MATERIALS INC /DE
|
0.21% | $1,796,246.59 | 235,400,000 |
|
-
Post Holdings, Inc.
|
0.19% | $1,681,806.32 | 17,012 |
|
-
APPLIED MATERIALS INC /DE
|
0.19% | $1,667,526.20 | 128,200,000 |
|
-
APPLIED MATERIALS INC /DE
|
0.19% | $1,667,042.79 | 128,100,000 |
|
-
HORMEL FOODS CORP /DE/
|
0.19% | $1,663,687.80 | 73,452 |
|
-
CONAGRA BRANDS INC.
|
0.17% | $1,456,159.32 | 92,631 |
|
-
APPLIED MATERIALS INC /DE
|
0.13% | $1,158,040.14 | -57 |
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