Morningstar

AQR Macro Opportunities Fund Class I QGMIX

Rating as of Sep 30, 2026 See AQR Investment Hub

NAV / 1-Day Return $10.50 / +0.29 %
Fund Size $1.4B
Adjusted Expense Ratio 1.280%
Net Expense Ratio 1.450%
Fee Level: Distribution Average
Share Class Type Institutional
Morningstar Category Macro Trading
Alternative Style Box (Funds) Low/High
Minimum Initial Investment $5M
Investment Status Open
TTM Yield 1.35%
Turnover Ratio 158%

NAV and 1-Day Return as of Oct 23, 2026, 12:11:06 AM

There is no Morningstar’s Analysis data available.

Portfolio Holdings QGMIX

More QGMIX Holdings

Current Portfolio Date Jun 30, 2026
Equity Holdings —
Bond Holdings —
Other Holdings —
% Assets in Top 10 Holdings 0.2

Top 10 Holdings	% Portfolio Weight	Market Value USD	Sector
Ois Tonar /1.5% Jpy1228	37.55	491M	—
Ois Tonar /1.5% Jpy1228	37.40	489M	—
Ois Sofr /4% Usd0928	36.74	480M	—
Ois Sofr /4% Usd0928	36.24	474M	—
Ois Tonar /1.5% Jpy0928	33.90	443M	—
Ois Tonar /1.5% Jpy0928	33.88	443M	—
Limited Purpose Cash Investment	33.24	435M	—
IRSIM EURI/3 EUR0928 Pay	32.57	426M	Government
IRSIM EURI/3 EUR0928 Pay	32.57	426M	Government
IRSIM EURI/3 EUR0928 Pay	31.78	416M	Government

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