AST AQR Large-Cap Portfolio
Data updated: 2020-08-24
C000125623 — AST AQR Large-Cap Portfolio. United States Large Cap Blend / Core Equity · $24.90M AUM. Holdings, fees, performance and SEC filings.
C000125623 Fund Overview
AST AQR Large-Cap Portfolio is a US mutual fund managed by Advanced Series Trust, categorised as United States Large Cap Blend / Core Equity. 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: United States Large Cap Blend / Core Equity
- Assets under management: $24.90M
- 1-year return: 1.6%
- SEC CIK: 0000814679
- SEC series ID: S000040443
- Share class ID: C000125623
C000125623 Investment Objective and Strategy
AST AQR Large-Cap 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 appreciation.
Principal investment strategy
In pursuing its investment objective, the Portfolio normally invests at least 80% of its assets (net assets plus any borrowings made for investment purposes) in equity and equity-related securities of large-capitalization companies. Equity and equity-related securities include common and preferred stock, exchange-traded funds (ETFs), securities convertible into common stock, securities having common stock characteristics, futures contracts, and other derivative instruments whose value is based on common stock, such as rights, warrants, American Depositary Receipts or options to purchase common stock. For purposes of the Portfolio, a large-capitalization company is a company with a market capitalization in the range of companies in the S&P 500 Index (between $2.56 billion and $914.52 million as of February 28, 2018).
The Portfolios subadviser, AQR Capital Management, LLC (AQR), utilizes a quantitative investment process. A quantitative investment process is a systematic method of evaluating securities and other assets by analyzing a variety of data through the use of modelsor systematic processesto generate an investment opinion. The models consider a wide range of indicatorsincluding traditional valuation and momentum indicators. These diverse sets of inputs (i.e., the various data points analyzed through the models as well as the indicators considered by the models, including traditional valuation and momentum indicators), combined with a proprietary portfolio construction methodology, optimization process, and trading technology, are important elements in the investment process. Portfolio construction is motivated by fundamental economic insights and systematic implementation of those ideas leads to a better long-term investment process.
C000125623 Performance
Total returns for C000125623 (as of 2026-10-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 1.6% |
C000125623 Risk Information
Risk metrics for C000125623, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 22.9%
C000125623 Costs and Fees
C000125623 costs about $81 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.81%
- Gross expense ratio: 0.83%
- Portfolio turnover: 95%
- Brokerage commissions: 0.29 bps of average net assets (SEC N-CEN)
C000125623 Cashflows
Over the 12 months to 2020-06, AST AQR Large-Cap Portfolio had net inflows of $2.37B, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2020-06 | $732.34K |
| 2020-05 | $959.64K |
| 2020-04 | $1.20B |
| 2020-03 | $710.08M |
| 2020-02 | $35.32M |
| 2020-01 | $11.70M |
C000125623 Debt Constituents
No individual debt constituents are reported in AST AQR Large-Cap Portfolio's latest SEC N-PORT filing.
C000125623 Prospectus and SEC Filings
Official AST AQR Large-Cap Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2020-05-15
- Prospectus (485BPOS) — filed 2019-05-17
- Prospectus supplement (497) — filed 2018-07-05
- Portfolio holdings (N-PORT) — filed 2020-08-24
- Portfolio holdings (N-PORT) — filed 2020-05-27
- Portfolio holdings (N-PORT) — filed 2020-02-25
- Annual census (N-CEN) — filed 2020-03-12
- Annual census (N-CEN) — filed 2019-03-15
Related Funds
Other United States Large Cap Blend / Core 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.