QGMIX — AQR Global Macro Fund
Data updated: 2026-08-27
QGMIX — AQR Global Macro Fund. Managed Futures / Global Macro · $1.04B AUM · 1.53% expense ratio. Holdings, fees, performance and SEC filings.
QGMIX Fund Overview
QGMIX — AQR Global Macro Fund is a US mutual fund managed by AQR Funds, categorised as Managed Futures / Global Macro. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: AQR Funds
- Category: Managed Futures / Global Macro
- Assets under management: $1.04B
- 1-year return: -0.4%
- Ticker: QGMIX
- SEC CIK: 0001444822
- SEC series ID: S000044524
- Share class ID: C000138522
QGMIX Holdings
Top 10 holdings of AQR Global Macro Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Limited Purpose Cash Investment Fund | 41.86% |
| United States of America | 5.47% |
| United States of America | 2.78% |
| United States of America | 2.39% |
| United States of America | 2.39% |
| United States of America | 2.34% |
| United States of America | 2.31% |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | 2.23% |
| United States of America | 2.08% |
| United States of America | 1.86% |
QGMIX Portfolio Allocation
Asset-class allocation of AQR Global Macro Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 84.1% |
| Equity | 5.7% |
| Derivatives | 1.3% |
| Other | 0.6% |
QGMIX Performance
Total returns for QGMIX (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | -0.6% |
| 1 year | -0.4% |
| 3 years (annualised) | 1.5% |
| 5 years (annualised) | 4.0% |
QGMIX Risk Information
Risk metrics for QGMIX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 5.6%
QGMIX Costs and Fees
QGMIX costs about $153 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.53%
- Gross expense ratio: 1.54%
- Portfolio turnover: 158%
- Brokerage commissions: 25.04 bps of average net assets (SEC N-CEN)
QGMIX Cashflows
Over the 12 months to 2026-06, AQR Global Macro Fund had net inflows of $588.24M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | $74.01M |
| 2026-05 | $61.60M |
| 2026-04 | $60.49M |
| 2026-03 | $46.99M |
| 2026-02 | $71.36M |
| 2026-01 | $55.07M |
QGMIX Debt Constituents
No individual debt constituents are reported in AQR Global Macro Fund's latest SEC N-PORT filing.
QGMIX Prospectus and SEC Filings
Official AQR Global Macro Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2026-04-28
- Prospectus (485BPOS) — filed 2025-04-25
- Prospectus supplement (497) — filed 2026-03-30
- Portfolio holdings (N-PORT) — filed 2026-08-27
- Portfolio holdings (N-PORT) — filed 2026-05-22
- Portfolio holdings (N-PORT) — filed 2026-02-26
- Annual census (N-CEN) — filed 2026-03-12
- Annual census (N-CEN) — filed 2025-03-11
Related Funds
Other Managed Futures / Global Macro funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.