AQR Macro Opportunities Fund

Fund Profile

Fund profile

Tickers

QGMIX, QGMNX, QGMRX

Fund manager

AQR Funds

Total assets

$233.49 mm

Liabilities

$23.36 mm

Net assets

$210.13 mm

Number of holdings

2.56 k

Top 200 of 2558 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Limited Purpose Cash Investment Fund	93.07 mm	93.09 mm shares	44.29	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	13.37 mm	13.52 mm principal	6.36	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation Linked Notes	11.03 mm	11.50 mm principal	5.25	Debt	Long	USA
U.S. Treasury Bills	6.92 mm	7.00 mm principal	3.29	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	6.76 mm	6.80 mm principal	3.22	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Funds - Treasury Instruments Fund, Institutional Shares	5.23 mm	5.23 mm shares	2.49	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.60 mm	3.63 mm principal	1.72	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	3.46 mm	3.49 mm principal	1.65	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	2.24 mm	2.28 mm principal	1.07	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.92 mm	1.96 mm principal	0.92	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.90 mm	1.93 mm principal	0.90	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.75 mm	1.79 mm principal	0.83	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	1.69 mm	1.70 mm principal	0.80	Short-term investment vehicle	Long	USA
U.S. Treasury 10 Year Note	1.53 mm	-736.00 contracts	0.73	Interest rate derivative	N/A	USA
MDLZ Mondelez International, Inc.	1.51 mm	25.32 k shares	0.72	Common equity	Long	USA
U.S. Treasury Bills	1.50 mm	1.52 mm principal	0.71	Short-term investment vehicle	Long	USA
S&P 500 E-Mini Index	1.37 mm	-168.00 contracts	0.65	Equity derivative	N/A	USA
HSBC Holdings plc	1.32 mm	134.47 k shares	0.63	Common equity	Long	UK
U.S. Treasury Bills	1.04 mm	1.05 mm principal	0.49	Short-term investment vehicle	Long	USA
LME Copper Base Metal	1.04 mm	-120.00 contracts	0.49	Commodity derivative	N/A	UK
U.S. Treasury Bills	971.41 k	981.00 k principal	0.46	Short-term investment vehicle	Long	USA
Euro-Bund	901.34 k	-525.00 contracts	0.43	Interest rate derivative	N/A	Germany
WTI Crude Oil	821.98 k	392.00 contracts	0.39	Commodity derivative	N/A	USA
GIS General Mills, Inc.	817.15 k	12.81 k shares	0.39	Common equity	Long	USA
UniCredit SpA	802.29 k	20.03 k shares	0.38	Common equity	Long	Italy
Cocoa	711.10 k	22.00 contracts	0.34	Commodity derivative	N/A	UK
K Kellogg Company	689.70 k	8.52 k shares	0.33	Common equity	Long	USA
Intesa Sanpaolo SpA	679.28 k	169.36 k shares	0.32	Common equity	Long	Italy
OIS	660.92 k	6.20 mm principal	0.31	Interest rate derivative	N/A	UK
OIS	647.73 k	6.20 mm principal	0.31	Interest rate derivative	N/A	UK
ADM Archer-Daniels-Midland Company	643.83 k	12.74 k shares	0.31	Common equity	Long	USA
Banco Santander SA	642.05 k	138.78 k shares	0.31	Common equity	Long	Spain
KRFT Kraft Foods Group, Inc.	637.32 k	20.75 k shares	0.30	Common equity	Long	USA
IRSIMM	632.30 k	11.90 mm principal	0.30	Interest rate derivative	N/A	UK
HSY The Hershey Company	630.66 k	3.72 k shares	0.30	Common equity	Long	USA
U.S. Treasury Bills	625.87 k	631.00 k principal	0.30	Short-term investment vehicle	Long	USA
IRSIMM	625.68 k	11.80 mm principal	0.30	Interest rate derivative	N/A	UK
BNP Paribas SA	584.93 k	9.53 k shares	0.28	Common equity	Long	France
ING Groep NV	577.70 k	36.86 k shares	0.27	Common equity	Long	Netherlands
MKC McCormick & Company, Incorporated	574.39 k	7.53 k shares	0.27	Common equity	Long	USA
Barclays plc	572.87 k	171.25 k shares	0.27	Common equity	Long	UK
OIS	570.76 k	20.20 mm principal	0.27	Interest rate derivative	N/A	UK
OIS	569.53 k	20.20 mm principal	0.27	Interest rate derivative	N/A	UK
Banco Bilbao Vizcaya Argentaria SA	564.80 k	57.72 k shares	0.27	Common equity	Long	Spain
ETRSI Goldman Sachs	544.53 k	207.42 mm principal	0.26	Equity derivative	N/A	USA
TSN Tyson Foods, Inc.	516.67 k	8.99 k shares	0.25	Common equity	Long	USA
Corn	463.18 k	518.00 contracts	0.22	Commodity derivative	N/A	USA
Lloyds Banking Group plc	447.24 k	654.88 k shares	0.21	Common equity	Long	UK
CAG Conagra Brands, Inc.	446.39 k	16.09 k shares	0.21	Common equity	Long	USA
INGR Ingredion Incorporated	433.45 k	3.15 k shares	0.21	Common equity	Long	USA
SJM The J. M. Smucker Company	422.31 k	3.84 k shares	0.20	Common equity	Long	USA
Standard Chartered plc	417.40 k	33.90 k shares	0.20	Common equity	Long	UK
CaixaBank SA	405.71 k	74.73 k shares	0.19	Common equity	Long	Spain
NatWest Group plc	405.08 k	80.83 k shares	0.19	Common equity	Long	UK
HRL Hormel Foods Corporation	399.56 k	12.74 k shares	0.19	Common equity	Long	USA
Skandinaviska Enskilda Banken AB, Class A	386.17 k	28.18 k shares	0.18	Common equity	Long	Sweden
FRPT Freshpet, Inc.	379.01 k	2.56 k shares	0.18	Common equity	Long	USA
SPI 200 Index	378.13 k	-158.00 contracts	0.18	Equity derivative	N/A	Australia
Bunge Global SA	376.59 k	4.84 k shares	0.18	Common equity	Long	Switzerland
Commerzbank AG	365.06 k	22.23 k shares	0.17	Common equity	Long	Germany
POST Post Holdings, Inc.	360.55 k	3.15 k shares	0.17	Common equity	Long	USA
CPB Campbell Soup Company	357.49 k	8.54 k shares	0.17	Common equity	Long	USA
U.S. Treasury Bills	357.11 k	358.00 k principal	0.17	Short-term investment vehicle	Long	USA
LW Lamb Weston Holdings, Inc.	354.07 k	5.30 k shares	0.17	Common equity	Long	USA
PPC Pilgrim's Pride Corporation	348.01 k	7.67 k shares	0.17	Common equity	Long	USA
KBC Group NV	342.58 k	4.44 k shares	0.16	Common equity	Long	Belgium
Societe Generale SA	341.11 k	12.15 k shares	0.16	Common equity	Long	France
DAR Darling Ingredients Inc.	339.70 k	10.08 k shares	0.16	Common equity	Long	USA
Swedbank AB, Class A	334.60 k	16.95 k shares	0.16	Common equity	Long	Sweden
Credit Agricole SA	329.91 k	23.98 k shares	0.16	Common equity	Long	France
Svenska Handelsbanken AB, Class A	325.52 k	31.53 k shares	0.15	Common equity	Long	Sweden
Mediobanca Banca di Credito Finanziario SpA	314.70 k	21.55 k shares	0.15	Common equity	Long	Italy
OIS	302.68 k	97.80 mm principal	0.14	Interest rate derivative	N/A	UK
OIS	302.00 k	97.70 mm principal	0.14	Interest rate derivative	N/A	UK
LME Copper Base Metal	285.90 k	-11.00 contracts	0.14	Commodity derivative	N/A	UK
FLO Flowers Foods, Inc.	273.50 k	13.24 k shares	0.13	Common equity	Long	USA
Nordea Bank Abp	273.45 k	25.10 k shares	0.13	Common equity	Long	Finland
KLG WK Kellogg Co	272.58 k	15.15 k shares	0.13	Common equity	Long	USA
Silver	263.01 k	-26.00 contracts	0.13	Commodity derivative	N/A	USA
FinecoBank Banca Fineco SpA	261.29 k	14.97 k shares	0.12	Common equity	Long	Italy
OIS	240.45 k	63.80 mm principal	0.11	Interest rate derivative	N/A	UK
OIS	240.32 k	63.70 mm principal	0.11	Interest rate derivative	N/A	UK
DJIA CBOT E-Mini Index	237.35 k	-35.00 contracts	0.11	Equity derivative	N/A	USA
LME Copper Base Metal	236.38 k	-11.00 contracts	0.11	Commodity derivative	N/A	UK
OIS	234.14 k	20.10 mm principal	0.11	Interest rate derivative	N/A	UK
OIS	233.06 k	20.10 mm principal	0.11	Interest rate derivative	N/A	UK
ABN AMRO Bank NV	226.40 k	14.67 k shares	0.11	Common equity	Long	Netherlands
DNB Bank ASA	215.26 k	10.78 k shares	0.10	Common equity	Long	Norway
LME Nickel Base Metal	207.79 k	-51.00 contracts	0.10	Commodity derivative	N/A	UK
OIS	200.29 k	5.30 mm principal	0.10	Interest rate derivative	N/A	UK
Low Sulphur Gasoil	198.13 k	92.00 contracts	0.09	Commodity derivative	N/A	UK
Wheat	196.84 k	-230.00 contracts	0.09	Commodity derivative	N/A	USA
OIS	195.43 k	5.20 mm principal	0.09	Interest rate derivative	N/A	UK
OIS	193.43 k	104.20 mm principal	0.09	Interest rate derivative	N/A	UK
OIS	193.08 k	104.20 mm principal	0.09	Interest rate derivative	N/A	UK
IRSIMM	191.29 k	16.80 mm principal	0.09	Interest rate derivative	N/A	UK
IRSIMM	191.29 k	16.80 mm principal	0.09	Interest rate derivative	N/A	UK
SEB Seaboard Corporation	189.51 k	78.00 shares	0.09	Common equity	Long	USA
IRSIMM	189.41 k	9.30 mm principal	0.09	Interest rate derivative	N/A	UK
IRSIMM	189.05 k	9.30 mm principal	0.09	Interest rate derivative	N/A	UK
OIS	187.84 k	3.27 bn principal	0.09	Interest rate derivative	N/A	UK
Soybean Meal	186.51 k	98.00 contracts	0.09	Commodity derivative	N/A	USA
IRSIMM	183.76 k	8.60 mm principal	0.09	Interest rate derivative	N/A	UK
IRSIMM	181.68 k	8.60 mm principal	0.09	Interest rate derivative	N/A	UK
OIS	173.14 k	17.00 mm principal	0.08	Interest rate derivative	N/A	UK
OIS	172.82 k	17.00 mm principal	0.08	Interest rate derivative	N/A	UK
OIS	170.51 k	3.27 bn principal	0.08	Interest rate derivative	N/A	UK
LME Copper Base Metal	167.96 k	-9.00 contracts	0.08	Commodity derivative	N/A	UK
TOPIX Index	163.59 k	47.00 contracts	0.08	Equity derivative	N/A	Japan
Forward Foreign Currency Contract JP Morgan Chase Bank	162.41 k	1.00 contracts	0.08	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	162.39 k	1.00 contracts	0.08	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	160.57 k	1.00 contracts	0.08	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	160.55 k	1.00 contracts	0.08	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	154.75 k	1.00 contracts	0.07	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	154.73 k	1.00 contracts	0.07	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	151.55 k	1.00 contracts	0.07	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	151.53 k	1.00 contracts	0.07	DFE	N/A	N/A
LME Copper Base Metal	147.48 k	-7.00 contracts	0.07	Commodity derivative	N/A	UK
Cocoa	145.61 k	3.00 contracts	0.07	Commodity derivative	N/A	USA
U.S. Treasury Bills	145.40 k	146.00 k principal	0.07	Short-term investment vehicle	Long	USA
LME Copper Base Metal	143.44 k	-6.00 contracts	0.07	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	141.65 k	1.00 contracts	0.07	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	141.64 k	1.00 contracts	0.07	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	127.98 k	1.00 contracts	0.06	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	127.97 k	1.00 contracts	0.06	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	127.85 k	1.00 contracts	0.06	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	127.84 k	1.00 contracts	0.06	DFE	N/A	N/A
Natural Gas	123.41 k	70.00 contracts	0.06	Commodity derivative	N/A	UK
Forward Foreign Currency Contract Citibank	119.63 k	1.00 contracts	0.06	DFE	N/A	N/A
FTSE 100 Index	117.24 k	-109.00 contracts	0.06	Equity derivative	N/A	UK
LME Copper Base Metal	116.95 k	-5.00 contracts	0.06	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	116.94 k	1.00 contracts	0.06	DFE	N/A	N/A
OIS	114.09 k	80.20 mm principal	0.05	Interest rate derivative	N/A	UK
OIS	113.96 k	80.20 mm principal	0.05	Interest rate derivative	N/A	UK
Euro STOXX 50 Index	112.91 k	-146.00 contracts	0.05	Equity derivative	N/A	Germany
LME Copper Base Metal	110.44 k	-5.00 contracts	0.05	Commodity derivative	N/A	UK
Soybean	110.17 k	196.00 contracts	0.05	Commodity derivative	N/A	USA
IRSIMM	104.59 k	71.10 mm principal	0.05	Interest rate derivative	N/A	UK
IRSIMM	104.55 k	71.10 mm principal	0.05	Interest rate derivative	N/A	UK
LME Copper Base Metal	101.91 k	-5.00 contracts	0.05	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	100.60 k	1.00 contracts	0.05	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	100.59 k	1.00 contracts	0.05	DFE	N/A	N/A
IRSIMM	100.01 k	160.50 mm principal	0.05	Interest rate derivative	N/A	UK
IRSIMM	99.42 k	160.40 mm principal	0.05	Interest rate derivative	N/A	UK
LME Copper Base Metal	99.36 k	-12.00 contracts	0.05	Commodity derivative	N/A	UK
LME Copper Base Metal	98.62 k	-5.00 contracts	0.05	Commodity derivative	N/A	UK
OIS	90.04 k	19.40 mm principal	0.04	Interest rate derivative	N/A	UK
OIS	90.04 k	19.40 mm principal	0.04	Interest rate derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	89.82 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	89.81 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	88.80 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	88.79 k	1.00 contracts	0.04	DFE	N/A	N/A
LME Copper Base Metal	87.89 k	-4.00 contracts	0.04	Commodity derivative	N/A	UK
LME Nickel Base Metal	87.68 k	-6.00 contracts	0.04	Commodity derivative	N/A	UK
LME Nickel Base Metal	87.34 k	-6.00 contracts	0.04	Commodity derivative	N/A	UK
LME Copper Base Metal	86.35 k	-8.00 contracts	0.04	Commodity derivative	N/A	UK
LME Lead Base Metal	84.87 k	-37.00 contracts	0.04	Commodity derivative	N/A	UK
LME Copper Base Metal	82.98 k	-4.00 contracts	0.04	Commodity derivative	N/A	UK
U.S. Treasury Long Bond	80.31 k	-37.00 contracts	0.04	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract JP Morgan Chase Bank	78.57 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	78.56 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	78.08 k	1.00 contracts	0.04	DFE	N/A	N/A
LME Copper Base Metal	77.85 k	-7.00 contracts	0.04	Commodity derivative	N/A	UK
Forward Foreign Currency Contract Citibank	77.09 k	1.00 contracts	0.04	DFE	N/A	N/A
LME Nickel Base Metal	74.64 k	-5.00 contracts	0.04	Commodity derivative	N/A	UK
IFSC NIFTY 50 Index	73.51 k	-227.00 contracts	0.03	Equity derivative	N/A	India
U.S. Treasury Ultra Bond	72.02 k	-19.00 contracts	0.03	Interest rate derivative	N/A	USA
Japan 10 Year Bond	71.95 k	-44.00 contracts	0.03	Interest rate derivative	N/A	Japan
CDI	69.32 k	7.31 mm principal	0.03	Credit derivative	N/A	USA
LME Copper Base Metal	69.28 k	-8.00 contracts	0.03	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	68.88 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	68.87 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	68.51 k	1.00 contracts	0.03	DFE	N/A	N/A
LME Copper Base Metal	68.45 k	-8.00 contracts	0.03	Commodity derivative	N/A	UK
ETRSI Goldman Sachs	67.46 k	3.33 mm principal	0.03	Equity derivative	N/A	USA
Forward Foreign Currency Contract Citibank	67.19 k	1.00 contracts	0.03	DFE	N/A	N/A
OIS	66.26 k	76.60 mm principal	0.03	Interest rate derivative	N/A	UK
OIS	66.13 k	76.60 mm principal	0.03	Interest rate derivative	N/A	UK
LME Copper Base Metal	65.96 k	-2.00 contracts	0.03	Commodity derivative	N/A	UK
ETRSI Goldman Sachs	65.95 k	1.48 mm principal	0.03	Equity derivative	N/A	USA
Forward Foreign Currency Contract JP Morgan Chase Bank	65.65 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	65.65 k	1.00 contracts	0.03	DFE	N/A	N/A
LME Copper Base Metal	65.56 k	-3.00 contracts	0.03	Commodity derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	65.24 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	65.23 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	63.45 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	63.44 k	1.00 contracts	0.03	DFE	N/A	N/A
LME Lead Base Metal	60.98 k	-12.00 contracts	0.03	Commodity derivative	N/A	UK
LME Aluminum Base Metal	59.12 k	-24.00 contracts	0.03	Commodity derivative	N/A	UK
LME Copper Base Metal	57.95 k	-2.00 contracts	0.03	Commodity derivative	N/A	UK
IRSIMM	57.93 k	380.50 mm principal	0.03	Interest rate derivative	N/A	UK
IRSIMM	57.93 k	380.50 mm principal	0.03	Interest rate derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	56.96 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	56.96 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract JP Morgan Chase Bank	54.10 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	54.10 k	1.00 contracts	0.03	DFE	N/A	N/A
OIS	53.63 k	1.48 bn principal	0.03	Interest rate derivative	N/A	UK
OIS	53.63 k	1.48 bn principal	0.03	Interest rate derivative	N/A	UK
Forward Foreign Currency Contract JP Morgan Chase Bank	53.24 k	1.00 contracts	0.03	DFE	N/A	N/A
Forward Foreign Currency Contract Citibank	53.23 k	1.00 contracts	0.03	DFE	N/A	N/A