AQR Macro Opportunities Fund

S000044524AQR FundsCIK 0001444822

Share classes

3 classes of this one portfolio · 0 exchange-listed

Class ID	Symbol	Status	Security in the master	Type
C000138522	QGMIX	NOT_LISTED	not exchange-listed	—
C000138523	QGMNX	NOT_LISTED	not exchange-listed	—
C000145947	QGMRX	NOT_LISTED	not exchange-listed	—

The share-class bridge is a snapshot, not history. The SEC's fund share-class file says what each class trades as today, not what it traded as at a past report date. A fund that changed ticker or converted from a mutual fund resolves to its present-day symbol for every historical month shown.

Share classes

Report period

1 period filed. Holdings below describe the selected month only.

2026-03-31

Filing

NPORT-P · filed 2026-05-22

Report date: 2026-03-31
Net assets: $863,918,305.79
Total assets: $911,576,226.16
Total liabilities: $47,657,920.37
Assets invested: $202,733,313.92
Cash not reported in C or D: $10,962,068.36
Amendment: No
Accession: 0002071691-26-010954

By asset category

N-PORT Item C.4.a

STIVShort-term investment veh…$739.67M92.3%

ECEquity - common$48.60M6.1%

DBTDebt$12.40M1.5%

DCODerivative - commodity$9.57M1.2%

OTHEROther; the filer describe…$4.75M0.6%

DEDerivative - equity$1.13M0.1%

DFEDerivative - foreign exch…$686.5K0.1%

DCRDerivative - credit-$91.0K-0.0%

DIRDerivative - interest rate-$3.27M-0.4%

RARepurchase agreement-$12.32M-1.5%

By asset category

By issuer category

N-PORT Item C.4.b

RFRegistered fund$399.27M49.8%

USTUS Treasury$352.80M44.0%

CORPCorporate$36.29M4.5%

OTHEROther; the filer describe…$12.78M1.6%

By issuer category

By investment country

as filed

USUS$785.52M97.8%

GBGB$6.87M0.9%

CHCH$3.46M0.4%

AUAU$1.75M0.2%

DEDE$1.60M0.2%

N/AN/A$1.60M0.2%

CACA$989.3K0.1%

ZAZA$758.6K0.1%

PLPL$254.0K0.0%

NONO$231.5K0.0%

SESE$159.5K0.0%

HKHK$100.4K0.0%

By country

Classification look-through

Positions resolved to the master through ISIN, then rolled up through the taxonomy. 6.1% of reported value reaches a classification.

Not resolved to the master(3,126)$752.53M93.9%

Equity · Consumer Staples(20)$48.60M6.1%

Classification covers part of the master. 5,771 of 13,106 active securities are classified. Anything unclassified is shown as its own band rather than dropped, so a look-through total that falls short of 100% is telling you about coverage, not about the fund.

Percentages are of the reported value of positions above ($801.13M), not of the fund’s net assets ($863.92M). The two differ by cash, derivatives filed with no market value, and rounding.

Classification look-through

Holdings

3,146 positions in this filing

Issuer nameAsset categoryIssuer category

Holdings

Issuer↕	In master	CUSIP / ISIN	Asset	Balance↕	Value↕	Weight▼	Country
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.2K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.2K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.2K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.2K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.1K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.1K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$12.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.9K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.9K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.9K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.9K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.9K N/A	0.001%	N/A
N/A CDI	—	— —	DCR OTHER	13,130,000 PA	$11.7K	0.001%	US
N/A CDI	—	— —	DCR OTHER	13,130,000 PA	$11.7K	0.001%	US
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.7K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.6K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.6K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.6K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.6K N/A	0.001%	N/A
N/A ETRSI	—	— —	DE OTHER	498,702.06 PA	$11.5K EUR	0.001%	US
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.5K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.4K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.4K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.4K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.3K N/A	0.001%	N/A
N/A 3 Month Euro Euribor	—	— GB00JLVCWV80	DIR OTHER	-71 NC	$11.3K EUR	0.001%	GB
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.2K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.2K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.2K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.1K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.1K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.1K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.1K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.1K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$11.0K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$10.9K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$10.9K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$10.9K N/A	0.001%	N/A
N/A Forward Foreign Currency Contract	—	— —	DFE OTHER	1 NC	$10.7K N/A	0.001%	N/A

Issuer↕

In master

CUSIP / ISIN

Asset

Balance↕

Value↕

Weight▼

Country

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.2K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.2K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.2K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.2K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.1K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.1K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$12.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.9K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.9K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.9K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.9K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.9K

N/A

0.001%

N/A

CDI

—

DCR

OTHER

13,130,000 PA

$11.7K

0.001%

N/A

CDI

—

DCR

OTHER

13,130,000 PA

$11.7K

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.7K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.6K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.6K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.6K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.6K

N/A

0.001%

N/A

ETRSI

—

OTHER

498,702.06 PA

$11.5K

EUR

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.5K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.4K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.4K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.4K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.3K

N/A

0.001%

N/A

3 Month Euro Euribor

—

GB00JLVCWV80

DIR

OTHER

-71 NC

$11.3K

EUR

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.2K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.2K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.2K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.1K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.1K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.1K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.1K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.1K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$11.0K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$10.9K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$10.9K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$10.9K

N/A

0.001%

N/A

Forward Foreign Currency Contract

—

DFE

OTHER

1 NC

$10.7K

N/A

0.001%

N/A