AST Fidelity Institutional AMSM Quantitative Portfolio
Data updated: 2021-11-24
C000018403 — AST Fidelity Institutional AMSM Quantitative Portfolio. Balanced Allocation · $4.59B AUM. Holdings, fees, performance and SEC filings.
C000018403 Fund Overview
AST Fidelity Institutional AMSM Quantitative Portfolio is a US mutual fund managed by Advanced Series Trust, categorised as Balanced Allocation. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: Advanced Series Trust
- Category: Balanced Allocation
- Assets under management: $4.59B
- 1-year return: 18.4%
- SEC CIK: 0000814679
- SEC series ID: S000006795
- Share class ID: C000018403
C000018403 Investment Objective and Strategy
AST Fidelity Institutional AMSM Quantitative Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Advanced Series Trust.
Investment objective
The investment objective of the Portfolio is to seek long-term capital growth balanced by current income.
Principal investment strategy
The Portfolio normally invests approximately 65% of its assets in equity securities and approximately 35% of its assets in fixed income securities. Depending on market conditions, the equity portion may range between 55-75% of the Portfolio's assets, and the fixed income portion may range between 25-45% of the Portfolio's assets. The Portfolio's subadviser allocates the Portfolio's assets across uniquely specialized investment strategies (collectively, the Investment Strategies). The Portfolio has Investment Strategies that invest in equity securities, Investment Strategies that invest in fixed income securities and an investment strategy designed to provide liquidity (i.e., the Liquidity Sleeve). The asset allocation at the Portfolio level as well as the security selection at the Investment Strategy level rely on a diverse set of quantitative models combined with fundamental bottom-up research.
C000018403 Performance
Total returns for C000018403 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 18.4% |
| 3 years (annualised) | 10.2% |
C000018403 Risk Information
Risk metrics for C000018403, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 10.6%
C000018403 Costs and Fees
C000018403 costs about $92 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.92%
- Gross expense ratio: 0.94%
- Portfolio turnover: 206%
- Brokerage commissions: 4.26 bps of average net assets (SEC N-CEN)
C000018403 Cashflows
Over the 12 months to 2021-09, AST Fidelity Institutional AMSM Quantitative Portfolio had net inflows of $645.55M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2021-09 | $54.22M |
| 2021-08 | $50.50M |
| 2021-07 | $45.27M |
| 2021-06 | $52.63M |
| 2021-05 | $43.79M |
| 2021-04 | $38.13M |
C000018403 Debt Constituents
No individual debt constituents are reported in AST Fidelity Institutional AMSM Quantitative Portfolio's latest SEC N-PORT filing.
C000018403 Prospectus and SEC Filings
Official AST Fidelity Institutional AMSM Quantitative Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2021-04-15
- Prospectus (485BPOS) — filed 2020-05-15
- Prospectus (485BPOS) — filed 2019-05-17
- Portfolio holdings (N-PORT) — filed 2021-11-24
- Portfolio holdings (N-PORT) — filed 2021-08-19
- Portfolio holdings (N-PORT) — filed 2021-05-25
- Annual census (N-CEN) — filed 2021-03-12
- Annual census (N-CEN) — filed 2020-03-12
Related Funds
Other Balanced Allocation 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.