AQR TM Small Cap Momentum Style Fund Class I
ATSMX
NASDAQ- -
USD
- -
- -
Capital Structure
FRC
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in mil. unless spec.Working Capital
FRC
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in mil. unless spec.Growth Rates
FRC
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in mil. unless spec.Quarterly Revenue
FRC
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in mil. unless spec.Quarterly Earnings Per Share
FRC
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in mil. unless spec.Quarterly Dividends Per Share
FRC
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in mil. unless spec.- Sector
- Financial Services
- Industry
- Asset Management
- Address
- Two Greenwich Plaza Greenwich CT United States of America 06830
- IPO Date
- Jan 27, 2012
- CIK
- 0001444822
- Similar Companies
- Business
- AQR TM Small Cap Momentum Style Fund Class I (ATSMX) is a mutual fund managed by AQR Capital Management, LLC that seeks long-term capital appreciation by systematically investing primarily in equity securities and equity-related instruments of small-cap U.S. companies exhibiting positive momentum, as determined by the investment adviser using signals such as recent price performance, earnings announcements, and residual momentum over the prior one to 12 months. Under normal circumstances, the Fund invests at least 80% of its net assets (including borrowings for investment purposes) in such small-cap companies traded on principal U.S. exchanges or over-the-counter markets; this includes common stocks, exchange-traded funds (ETFs), equity index futures, real estate investment trusts (REITs), and similar equity-related securities. The strategy targets the momentum phenomenon where stocks that have performed strongly continue to do so, aiming to outperform broad small-cap equity markets and growth benchmarks like the Russell 2000 Total Return Index while offering potential diversification when paired with value-oriented approaches. The Fund, which is part of AQR Funds and categorized in the small growth segment, was reorganized on March 15, 2021, from its prior structure into the current AQR Small Cap Momentum Style Fund framework, with Class I shares (ATSMX) tracing inception to approximately January 2012 for certain share classes and July 2009 for the overall strategy. AQR Capital Management, the Fund's investment adviser, is a global quantitative investment firm founded in 1998 and headquartered in Greenwich, Connecticut, with additional offices in London, Hong Kong, Sydney, Munich, Bengaluru, and Dubai, serving institutional and individual investors through a range of alternative and traditional strategies. The Fund is managed by a team including principals such as Cliff Asness, Ph.D., Michele L. Aghassi, Ph.D., Andrea Frazzini, Ph.D., John J. Huss, and Laura Serban, Ph.D., with historical involvement from Ronen Israel. Recent developments at AQR Capital Management include the launch of the AQR Fusion Mutual Fund series in 2025, comprising four new funds (AQR LSE Fusion Fund, AQR CVX Fusion Fund, AQR MS Fusion Fund, and AQR MS Fusion HV) that provide 100% equity exposure combined with alternative strategies via futures or swaps, expanding the firm's offerings in portable alpha and return stacking. Additionally, AQR executed strategic portfolio acquisitions in 2024 and 2025, such as 438,763 shares of Trailblazer Merger Corp I on October 31, 2024, and 1,460,000 shares of Cartesian Growth Corp III on June 30, 2025, reflecting ongoing diversification into special purpose acquisition companies (SPACs) and merger-related opportunities. The expense limitation agreement for the Fund remains in place through at least January 28, 2026, with a net expense ratio of approximately 0.88% for Class N shares and adjusted ratios around 0.62%-0.63% for certain classes, underscoring AQR's commitment to cost management amid its broader product evolution.