FundWatcher
QGMRX
AQR Macro Opportunities Fund
AQR Funds

Portfolio moves

Net position changes between two of this fund's N-PORT snapshots. These are differences between point-in-time reports — not a trade log — and share counts can be affected by splits and other corporate actions.

Dec 31, 2025 → Mar 31, 2026

Expand a category to see the positions behind it, ranked by weight.

Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. Treasury Bills 0 57,227,000 57,227,000 7.03% $56.30M
U.S. Treasury Bills 0 17,000,000 17,000,000 2.10% $16.81M
B 0 09/17/26 0 16,943,000 16,943,000 2.08% $16.66M
United States Treasury Bill 0 16,000,000 16,000,000 1.97% $15.77M
U.S. Treasury Bills 0 15,499,000 15,499,000 1.92% $15.35M
U.S. Treasury Bills 0 14,670,000 14,670,000 1.80% $14.45M
U.S. Treasury Bills 0 14,092,000 14,092,000 1.73% $13.85M
U.S. Treasury Notes 0 12,459,162 12,459,162 1.55% $12.40M
United States Treasury Bill 0 11,058,000 11,058,000 1.36% $10.91M
U.S. Treasury Bills 0 10,143,000 10,143,000 1.25% $9.99M
U.S. Treasury Bills 0 6,717,000 6,717,000 0.82% $6.59M
U.S. Treasury Bills 0 4,545,000 4,545,000 0.56% $4.49M
LME PRI ALUM FUTR Jun26 0 438 438 0.53% $4.21M
Low Su Gasoil G May26 0 165 165 0.51% $4.08M
U.S. Treasury Bills 0 3,679,000 3,679,000 0.45% $3.63M
LME Copper Future 0 -91 -91 0.23% $1.88M
DAX Futures(FDAX) Index Fut 0 -57 -57 0.14% $1.16M
BRENT CRUDE FUTR JUN26 IFEU 20260430 0 389 389 0.11% $872.74K
EURO-BUND FUTURE JUN26 0 -406 -406 0.07% $556.77K
COCOA FUTURE - IC MAY26 QCK6 0 -164 -164 0.05% $425.99K
U.S. Treasury Bills 0 172,000 172,000 0.02% $170.18K
TTF NAT GAS F MAY26 NDEX 20260429 0 -25 -25 0.02% $161.28K
LME ZINC JUN 26 0 -137 -137 0.01% $81.14K
CAC 40 Index Future, Apr 2026 0 -94 -94 0.01% $63.30K
LME Nickel Future 0 38 38 0.01% $51.51K
EURO-SCHATZ FUT JUN26 DUM6 0 -44 -44 0.01% $47.06K
Total Return Swap 0 16,415,620 16,415,620 0.01% $42.30K
Three Month SONIA Index Futures 0 -47 -47 0.00% $33.75K
Total Return Swap 0 7,843,347 7,843,347 0.00% $32.04K
FTSE/JSE TOP 40 Jun26 0 -195 -195 0.00% $30.15K
SMI Futures(FSMI) Index Fut 0 -31,426,560 -31,426,560 0.00% $27.32K
MSCI Singapore Index 0 95 95 0.00% $8.10K
Total Return Swap 0 -2,298,816 -2,298,816 0.00% $7.76K
SGX FTSE China A50 Index 0 -23 -23 0.00% $638
3 Month Euro Euribor Future 0 -1 -1 0.00% $234
FX Forward Contract: BRL/USD SETTLE 2026-03-18 0 0 0 0.00% $0
3 Month SARON 0 3 3 0.00% -$1.23K
EURO STOXX 50 Index 0 -7 -7 0.00% -$1.27K
FTSE 2026, MIB Index Future Jun 0 36 36 0.00% -$17.28K
IBEX 35 INDX FUTR Apr26 0 10 10 0.00% -$37.18K
EURO-BOBL FUTURE JUN26 0 567 567 -0.01% -$71.49K
EURO-BTP (ITALY GOVT) JUN 26 0 -123 -123 -0.01% -$85.81K
OMX Stockholm 30 Index Price Return Cash Settled Monthly Future SEK,Dec-2030,Composite 0 90 90 -0.01% -$85.87K
LME LEAD FUTURE Jun26 0 67 67 -0.02% -$188.83K
EURO-BUXL 30Y BND JUN26 0 292 292 -0.03% -$257.24K
Total Return Swap 0 223,678,000 223,678,000 -0.05% -$402.53K
EURO-OAT FUTURE JUN26 0 315 315 -0.08% -$650.82K
KOSPI 200 Index 0 3,371,625,035 3,371,625,035 -0.09% -$695.78K
SGX FTSE Taiwan Index 0 322 322 -0.21% -$1.71M
Long Gilt 0 1,023 1,023 -0.56% -$4.48M
ZAR/USD FORWARD 0 -12,315,500 -12,315,500 -1.54% -$12.32M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. Treasury Bills 49,038,000 0 -49,038,000 0.00% -$48.70M
U.S. Treasury Bills 15,467,000 0 -15,467,000 0.00% -$15.45M
U.S. Treasury Bills 13,820,000 0 -13,820,000 0.00% -$13.71M
WI TREASURY SEC. 0.000000% 02/19/2026 13,766,000 0 -13,766,000 0.00% -$13.70M
U.S. Treasury Bills 10,540,000 0 -10,540,000 0.00% -$10.54M
UST BILLS 0% 02/12/2026 9,570,000 0 -9,570,000 0.00% -$9.53M
U.S. Treasury Bills 7,626,000 0 -7,626,000 0.00% -$7.61M
WIB 0 03/19/26 6,259,000 0 -6,259,000 0.00% -$6.21M
Total Return Swap 28,728,000,037 0 -28,728,000,037 0.00% -$1.01M
LME NICKEL FUTURE MAR26 XLME 20260316 52 0 -52 0.00% -$593.85K
ICE Brent Crude Oil Future 681 0 -681 0.00% -$440.02K
FUT. EURO-BUND EUX MAR26 -484 0 484 0.00% -$402.26K
LME PRIMARY ALUMINUM FUTURE 0326 63 0 -63 0.00% -$367.56K
Total Return Swap 12,810,790 0 -12,810,790 0.00% -$290.28K
UKG 10YR FUT G H6 03-27-26 455 0 -455 0.00% -$273.22K
FTSE/MIB Index 61 0 -61 0.00% -$236.45K
UK NATURAL GAS FUTFEB26 IFEU 20260129 125 0 -125 0.00% -$166.88K
SGX FTSE Taiwan Index 91 0 -91 0.00% -$154.46K
Total Return Swap 104,450,400 0 -104,450,400 0.00% -$125.36K
FTSE 100 IDX FUT Mar26 75 0 -75 0.00% -$102.44K
OMX Stockholm 30 Index 117 0 -117 0.00% -$90.95K
MSCI SING IX ETS JAN26 XSIM 20260129 -548 0 548 0.00% -$65.88K
FUT. EURX E-SCHATZ MAR26 304 0 -304 0.00% -$28.24K
LME LEAD FUTURE MAR26 XLME 20260316 80 0 -80 0.00% -$11.90K
LME Copper Base Metal 0 0 0 0.00% -$10.45K
LME Zinc Base Metal 0 0 0 0.00% -$6.10K
LME Copper Base Metal 0 0 0 0.00% -$6.04K
LME Aluminum Base Metal 0 0 0 0.00% -$5.92K
LME Copper Base Metal 0 0 0 0.00% -$4.07K
LME Copper Base Metal 0 0 0 0.00% -$3.37K
LME Copper Base Metal 0 0 0 0.00% -$3.27K
LME Nickel Base Metal 0 0 0 0.00% -$1.85K
LME Aluminum Base Metal 0 0 0 0.00% -$1.53K
LME Copper Base Metal 0 0 0 0.00% -$1.42K
LME Nickel Base Metal 0 0 0 0.00% -$1.36K
LME Aluminum Base Metal 0 0 0 0.00% -$1.11K
LME Zinc Base Metal 0 0 0 0.00% -$886
LME Aluminum Base Metal 0 0 0 0.00% -$827
LME Aluminum Base Metal 0 0 0 0.00% -$781
LME Nickel Base Metal 0 0 0 0.00% -$733
LME Nickel Base Metal 0 0 0 0.00% -$508
LME Aluminum Base Metal 0 0 0 0.00% -$434
LME Zinc Base Metal 0 0 0 0.00% -$399
CAC 40 10 Euro Index 1 0 -1 0.00% -$359
LME Copper Base Metal 0 0 0 0.00% -$357
LME Aluminum Base Metal 0 0 0 0.00% -$328
LME Nickel Base Metal 0 0 0 0.00% -$298
LME Copper Base Metal 0 0 0 0.00% -$284
LME Nickel Base Metal 0 0 0 0.00% -$202
LME Zinc Base Metal 0 0 0 0.00% -$181
LME Copper Base Metal 0 0 0 0.00% -$148
LME Zinc Base Metal 0 0 0 0.00% -$124
LME Nickel Base Metal 0 0 0 0.00% -$78
LME Zinc Base Metal 0 0 0 0.00% -$53
LME Nickel Base Metal 0 0 0 0.00% -$49
LME Lead Base Metal 0 0 0 0.00% -$11
LME Lead Base Metal 0 0 0 0.00% -$10
LME Zinc Base Metal 0 0 0 0.00% $7
LME Aluminum Base Metal 0 0 0 0.00% $26
LME Lead Base Metal 0 0 0 0.00% $33
LME Lead Base Metal 0 0 0 0.00% $48
LME Lead Base Metal 0 0 0 0.00% $94
LME Lead Base Metal 0 0 0 0.00% $108
LME Copper Base Metal 0 0 0 0.00% $125
LME Zinc Base Metal 0 0 0 0.00% $150
LME Zinc Base Metal 0 0 0 0.00% $223
LME Copper Base Metal 0 0 0 0.00% $238
LME Nickel Base Metal 0 0 0 0.00% $273
LME Lead Base Metal 0 0 0 0.00% $273
LME Nickel Base Metal 0 0 0 0.00% $288
LME Aluminum Base Metal 0 0 0 0.00% $303
LME Aluminum Base Metal 0 0 0 0.00% $359
LME Zinc Base Metal 0 0 0 0.00% $387
LME Zinc Base Metal 0 0 0 0.00% $404
LME Lead Base Metal 0 0 0 0.00% $489
LME Copper Base Metal 0 0 0 0.00% $580
LME Nickel Base Metal 0 0 0 0.00% $582
LME Zinc Base Metal 0 0 0 0.00% $636
LME Aluminum Base Metal 0 0 0 0.00% $715
LME Aluminum Base Metal 0 0 0 0.00% $757
LME Aluminum Base Metal 0 0 0 0.00% $790
LME Lead Base Metal 0 0 0 0.00% $900
LME Copper Base Metal 0 0 0 0.00% $934
LME Nickel Base Metal 0 0 0 0.00% $1.23K
LME Nickel Base Metal 0 0 0 0.00% $1.32K
LME Copper Base Metal 0 0 0 0.00% $1.40K
LME Aluminum Base Metal 0 0 0 0.00% $1.69K
LME Zinc Base Metal 0 0 0 0.00% $1.99K
LME Copper Base Metal 0 0 0 0.00% $2.09K
LME Nickel Base Metal 0 0 0 0.00% $2.19K
LME Aluminum Base Metal 0 0 0 0.00% $2.22K
LME Zinc Base Metal 0 0 0 0.00% $4.02K
IBEX 35 INDX FUTR JAN26 XMRV 20260116 -2 0 2 0.00% $4.04K
LME Copper Base Metal 0 0 0 0.00% $4.04K
LME Aluminum Base Metal 0 0 0 0.00% $5.38K
Three Month SONIA Index Futures 905 0 -905 0.00% $7.19K
LME Aluminum Base Metal 0 0 0 0.00% $9.58K
LME Aluminum Base Metal 0 0 0 0.00% $13.14K
Three-Month SARON Jun26 69 0 -69 0.00% $15.02K
WIG20 INDEX FUT MAR26 WDER 20260320 -2,253,300 0 2,253,300 0.00% $15.31K
LME Copper Base Metal 0 0 0 0.00% $17.13K
Total Return Swap -3,808,200 0 3,808,200 0.00% $35.53K
Low Sulphur Gasoil 87 0 -87 0.00% $51.36K
FGBM Mar 2026 104 0 -104 0.00% $51.62K
ICE Cocoa Future -66 0 66 0.00% $54.99K
TTF NAT GAS F FUT FEB26 TZTG6 -110 0 110 0.00% $101.58K
SGX FTSE China A50 Index 1,224 0 -1,224 0.00% $107.78K
ITA GB 10YR FUT IKH6 03-06-26 205 0 -205 0.00% $113.63K
LME ZINC FUTURE MAR26 XLME 20260316 -90 0 90 0.00% $120.44K
DAX INDEX FUTURE MAR26 XEUR 20260320 -17 0 17 0.00% $159.43K
FTSE/JSE TOP 40 MAR26 XSAF 20260319 -95 0 95 0.00% $165.98K
FUT. 3MO EURO E ICF JUN26 1,748 0 -1,748 0.00% $167.67K
Total Return Swap 173,929,730 0 -173,929,730 0.00% $220.51K
FUT. EURO BUXL BND MAR26 76 0 -76 0.00% $222.58K
FUT. EUR FOAT MAR26 307 0 -307 0.00% $257.97K
EURO STOXX 50 Mar26 -354 0 354 0.00% $347.19K
LME COPPER FUTURE Mar26 14 0 -14 0.00% $1.04M
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
Limited Purpose Cash Investment Fund 320,526,788 378,758,625 58,231,837 47.28% $58.23M
Goldman Sachs Trust - Goldman Sachs Financial Square Treasury Instruments Fund 17,202,140 20,515,007 3,312,867 2.56% $3.31M
MONDELEZ INTL INC 51,866 131,632 79,766 0.95% $4.80M
ARCHER DANIELS MIDLAND CO 26,109 67,702 41,593 0.61% $3.42M
HERSHEY CO/THE 7,629 19,473 11,844 0.51% $2.66M
BUNGE GLOBAL SA 9,921 25,425 15,504 0.40% $2.35M
TYSON FOODS INC CL A 18,428 48,350 29,922 0.39% $2.02M
DARLING INGREDIENTS INC 20,656 49,018 28,362 0.38% $2.29M
GENERAL MILLS INC 26,252 71,613 45,361 0.33% $1.44M
SEABOARD CORP 158 439 281 0.31% $1.78M
KRAFT HEINZ CO/T 42,517 110,332 67,815 0.31% $1.45M
MCCORMICK-N/V 15,434 41,060 25,626 0.26% $1.02M
JM SMUCKER CO/THE 7,855 21,201 13,346 0.26% $1.28M
INGREDION INC 6,455 16,858 10,403 0.24% $1.19M
POST HOLDINGS INC 6,453 17,012 10,559 0.21% $1.04M
HORMEL FOODS CRP 26,093 73,452 47,359 0.21% $1.05M
CONAGRA BRANDS INC 32,955 92,631 59,676 0.18% $885.71K
LAMB WESTON HOLDINGS INC 10,853 27,206 16,353 0.14% $695.09K
THE CAMPBELL'S COMPANY 17,486 48,142 30,656 0.13% $584.79K
Phelix De Base Electricity -8 17 25 0.11% $1.05M
POUND STERLING 488,499 653,452 164,953 0.11% $206.44K
FRESHPET INC 5,242 13,110 7,868 0.10% $453.57K
Rand 2,875,780 12,325,763 9,449,983 0.09% $554.76K
FLOWERS FOODS INC 27,121 79,806 52,685 0.08% $355.34K
FX Forward Contract: AUD/USD SETTLE 2026-03-18 651,755 698,888 47,132 0.06% $47.25K
HONG KONG DOLLAR 1,459,238 2,582,843 1,123,605 0.04% $141.90K
SINGAPORE DOLLAR 208,043 370,718 162,675 0.04% $126.49K
Zloty 748,654 942,758 194,104 0.03% $45.42K
FX Forward Contract: CAD/USD SETTLE 2026-03-18 308,598 347,050 38,452 0.03% $24.64K
SWISS FRANC 91,003 177,556 86,554 0.03% $107.17K
Three Month SONIA Index Futures -365 -107 258 0.02% $262.85K
Three Month SONIA Index Futures -363 -107 256 0.02% $128.72K
SWEDISH KRONA -393,652 1,509,847 1,903,499 0.02% $202.25K
Three Month SONIA Index Futures -184 -104 80 0.02% $124.77K
Yen 2,349,516 2,477,873 128,357 0.00% $614
EURIBOR 90DAY FUT ERZ6 12-14-26 -57 -28 29 0.00% $8.07K
Three Month SONIA Index Futures -371 -16 355 0.00% $93.93K
3 Month SARON 74 126 52 0.00% -$6.26K
FUT. 3MO EURO E ICF SEP26 -235 537 772 -0.06% -$545.52K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
US ULTRA BOND CBT Sep25 579,354,407,063 494,770,520,797 -84,583,886,266 0.35% -$5.18M
FX Spot Contract: EUR/USD SETTLE 2026-01-05 792,611 790,393 -2,217 0.11% -$17.90K
3 Month Euro Euribor Future 58 -65 -123 0.01% $93.83K
3 Month Euro Euribor Future 133 -71 -204 0.00% $90.86K
Mexican Peso 3,309,457 181,942 -3,127,515 0.00% -$173.63K
3 Month Euro Euribor Future -1 -64 -63 0.00% $4.59K
3 Month Euro Euribor Future 103 -72 -175 0.00% $41.65K
NEW ISRAELI SHEQEL -0 -0 -0 0.00% $0
3 Month Euro Euribor Future 131 -3 -134 0.00% $71.31K
3 Month SARON 82 9 -73 0.00% $7.77K
Three-Month SARON Mar27 20 17 -3 0.00% -$4.14K
Three Month SONIA Index Futures 512 30 -482 -0.01% -$229.51K
Three Month SONIA Index Futures 375 33 -342 -0.01% -$95.91K
Three Month SONIA Index Futures 514 64 -450 -0.03% -$314.92K
ECX EMISSION FUT DEC26 MOZ26 64 -80 -144 -0.05% -$741.23K
Security Shares Dec 2025 Shares Mar 2026 Δ shares End % Δ value
U.S. Treasury Bills 24,834,000 24,834,000 0 3.07% $208.98K
U.S. Treasury Bills 23,470,000 23,470,000 0 2.90% $196.79K
UST BILLS 0% 05/14/2026 22,226,000 22,226,000 0 2.76% $188.20K
U.S. Treasury Bills 18,476,000 18,476,000 0 2.29% $154.85K
U.S. Treasury Bills 14,296,000 14,296,000 0 1.78% $125.51K
U.S. Treasury Bills 12,607,000 12,607,000 0 1.57% $108.74K
U.S. Treasury Bills 9,718,000 9,718,000 0 1.21% $84.29K
U.S. Treasury Bills 9,250,000 9,250,000 0 1.15% $78.01K
U.S. Treasury Bills 8,489,000 8,489,000 0 1.06% $73.30K
U.S. Treasury Bills 5,000,000 5,000,000 0 0.62% $43.35K
U.S. Treasury Bills 4,179,000 4,179,000 0 0.52% $35.47K
U.S. Treasury Bills 3,117,000 3,117,000 0 0.39% $26.10K
U.S. Treasury Bills 635,000 635,000 0 0.08% $5.58K
PILGRIM'S PRIDE CORP NEW 15,707 15,707 0 0.07% -$19.32K
NORWEGIAN KRONE 2,241,974 2,241,974 0 0.03% $9.12K
New Turkish Lira 11 11 0 0.00% -$0
Forint 1 1 0 0.00% $0

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