QGMNX — AQR Global Macro Fund
Data updated: 2026-05-22
QGMNX — AQR Global Macro Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Managed Futures / Global Macro · $863.92M AUM · 1.77% expense ratio · -1.4% 1-yr return. From SEC regulatory filings.
QGMNX Fund Overview
QGMNX — 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: $863.92M
- 1-year return: -1.4%
- Ticker: QGMNX
- SEC CIK: 0001444822
- SEC series ID: S000044524
- Share class ID: C000138523
QGMNX 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 | 43.84% |
| United States of America | 6.52% |
| United States of America | 2.85% |
| United States of America | 2.69% |
| United States of America | 2.56% |
| Goldman Sachs Financial Square Funds - Treasury Instruments Fund | 2.37% |
| United States of America | 2.12% |
| United States of America | 1.95% |
| United States of America | 1.93% |
| United States of America | 1.83% |
QGMNX 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 | 85.6% |
| Equity | 5.6% |
| Fixed Income | 1.4% |
| Derivatives | 1.3% |
| Other | 0.5% |
QGMNX Performance
Total returns for QGMNX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.6% |
| 1 year | -1.4% |
| 3 years (annualised) | 2.1% |
| 5 years (annualised) | 4.2% |
QGMNX Risk Information
Risk metrics for QGMNX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 7.7%
QGMNX Costs and Fees
QGMNX costs about $177 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.77%
- Gross expense ratio: 1.77%
- Portfolio turnover: 158%
- Brokerage commissions: 25.04 bps of average net assets (SEC N-CEN)
QGMNX Cashflows
Over the 12 months to 2026-03, AQR Global Macro Fund had net inflows of $487.68M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | $46.99M |
| 2026-02 | $71.36M |
| 2026-01 | $55.07M |
| 2025-12 | $59.64M |
| 2025-11 | $37.18M |
| 2025-10 | $26.26M |
QGMNX Debt Constituents
Largest debt holdings of AQR Global Macro Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States of America | 1.44% |
QGMNX Prospectus and SEC Filings
Official AQR Global Macro Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
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.