Answer: water is not a macromolecule
Explanation: fatty acids such as stearic, palmitic, linoleic are large compared with water (50 or so atoms compared with the 3 of water) but still small c.f. proteins and nucleic acids which may have 1000s or millions of atoms. As trigycerides, fats may have >200 atoms.
While nucleic acids and proteins are definitely macromolecules, there may be different opinions as to whether fats are considered macromolecules.