ASMOX — AQR Small Cap Momentum Style Fund
Data updated: 2026-05-22
ASMOX — AQR Small Cap Momentum Style Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. United States Small Cap Growth Equity · $166.81M AUM · 0.62% expense ratio · 31.3% 1-yr return. From SEC regulatory filings.
ASMOX Fund Overview
ASMOX — AQR Small Cap Momentum Style Fund is a US mutual fund managed by AQR Funds, categorised as United States Small Cap Growth Equity. 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: United States Small Cap Growth Equity
- Assets under management: $166.81M
- 1-year return: 31.3%
- Ticker: ASMOX
- SEC CIK: 0001444822
- SEC series ID: S000025644
- Share class ID: C000076805
ASMOX Holdings
Top 10 holdings of AQR Small Cap Momentum Style Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| Limited Purpose Cash Investment Fund | 4.38% |
| Bloom Energy Corp. | 1.77% |
| EchoStar Corp. | 1.34% |
| Fabrinet | 1.08% |
| Nextpower, Inc. | 1.02% |
| Sterling Infrastructure, Inc. | 1.01% |
| Credo Technology Group Holding Ltd. | 0.86% |
| Hecla Mining Co. | 0.82% |
| Kratos Defense & Security Solutions, Inc. | 0.77% |
| TTM Technologies, Inc. | 0.74% |
ASMOX Portfolio Allocation
Asset-class allocation of AQR Small Cap Momentum Style Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Equity | 95.2% |
| Cash & Equivalents | 4.4% |
ASMOX Performance
Total returns for ASMOX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.2% |
| 1 year | 31.3% |
| 3 years (annualised) | 17.7% |
| 5 years (annualised) | 6.5% |
ASMOX Risk Information
Risk metrics for ASMOX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 14.7%
ASMOX Costs and Fees
ASMOX costs about $62 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.62%
- Gross expense ratio: 0.75%
- Portfolio turnover: 92%
- Brokerage commissions: 0.81 bps of average net assets (SEC N-CEN)
ASMOX Cashflows
Over the 12 months to 2026-03, AQR Small Cap Momentum Style Fund had net inflows of $26.58M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-03 | −$1.60M |
| 2026-02 | $9.55M |
| 2026-01 | $9.58M |
| 2025-12 | $15.87M |
| 2025-11 | $4.35M |
| 2025-10 | $6.54M |
ASMOX Debt Constituents
No individual debt constituents are reported in AQR Small Cap Momentum Style Fund's latest SEC N-PORT filing.
ASMOX Prospectus and SEC Filings
Official AQR Small Cap Momentum Style Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other United States Small Cap Growth Equity 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.