AQR Small Cap Momentum Style Fund Class I
ASMOX
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- AQR Small Cap Momentum Style Fund Class I (ASMOX) is an actively managed mutual fund that seeks long-term capital appreciation by investing primarily in equity securities of small-cap U.S. companies exhibiting positive momentum characteristics. The fund employs a systematic, quantitative investment approach developed by AQR Capital Management, LLC, selecting stocks based on proprietary models incorporating price momentum, earnings quality, and other factors; it maintains a portfolio typically comprising 200-400 holdings with sector diversification and risk controls to mitigate volatility. AQR Capital Management, founded in 1998 and headquartered in Greenwich, Connecticut, serves as the investment adviser, offering the fund through various share classes to institutional and individual investors primarily in the United States. The fund's core offerings include exposure to small-cap momentum strategies via ASMOX's Class I shares, which feature low expense ratios and are targeted at qualified institutional investors; complementary products within AQR's suite encompass other style-premia funds such as absolute momentum, value, and carry strategies across asset classes including equities, fixed income, and alternatives. Geographically, operations focus on U.S. domestic small-cap equities, with AQR managing global assets under management exceeding $100 billion across its mutual funds, hedge funds, and institutional separate accounts. In recent developments, AQR Capital Management announced enhancements to its momentum models in late 2024, incorporating machine learning refinements for improved stock selection amid volatile small-cap markets; the firm also completed a strategic partnership with a major pension fund in early 2025 to expand distribution of style-premia products like ASMOX. No significant acquisitions or name changes have occurred within the past two years, though AQR reorganized certain fund liquidations to streamline its small-cap offerings, bolstering focus on high-conviction momentum strategies.