SUNAMERICA > SEASONS SERIES TRUST
SA American Century Inflation Protection Portfolio
$589.68M
Avg Monthly Net Assets
$561.22M
Total Assets
$2.41M
Total Liabilities
$558.80M
Net Assets
SA American Century Inflation Protection Portfolio is an Underlying fund in SEASONS SERIES TRUST
from SUNAMERICA,
based in California,
United States of America.
The fund has two share classes
and monthly net assets of $589.68M.
On August 28th, 2024 it reported 144 holdings, the largest
being United States Treasury (6.4%), State Street Global Advisors (5.7%) and United States Treasury (5.7%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class 1 | C000109742 | ||
| Class 3 | C000021826 |
Holdings
From latest NPORT-P, filed August 28th, 2024 for period ending June 30th, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| AbbVie Inc | Long | Debt | US | $1M | – | 0.20 |
| Aligned Data Centers Issuer LLC | Long | ABS-other | US | $1M | – | 0.23 |
| Amgen Inc | Long | Debt | US | $1M | – | 0.20 |
| Angel Oak Mortgage Trust I LLC 2019-1 | Long | ABS-mortgage backed security | US | $854K | – | 0.15 |
| BANK 2020-BNK29 | Long | ABS-mortgage backed security | US | $445K | – | 0.08 |
| Bank of America Corp | Long | Debt | US | $3M | – | 0.62 |
| Bank of America Corp | Long | Debt | US | $494K | – | 0.09 |
| Bank of America Corp | Long | Debt | US | $332K | – | 0.06 |
| BANK5 2024-5YR7 | Long | ABS-mortgage backed security | US | $2M | – | 0.37 |
| BANK5 Trust 2024-5YR6 | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Barings CLO Ltd 2017-I (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.27 |
| Barings CLO Ltd 2018-III (Babson CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.54 |
| BBCMS Mortgage Trust 2024-5C27 (Barclays Commercial Mortgage Securities LLC) | Long | ABS-mortgage backed security | US | $548K | – | 0.10 |
| Bean Creek CLO Ltd | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.29 |
| Bristol-Myers Squibb Co | Long | Debt | US | $261K | – | 0.05 |
| BX Commercial Mortgage Trust 2020-VIV2 (BX Trust) | Long | ABS-mortgage backed security | US | $1M | – | 0.23 |
| Canada Government Bonds | Long | Debt | CA | $9M | – | 1.63 |
| Canada Government Bonds | Long | Debt | CA | $8M | – | 1.50 |
| Caterpillar Financial Services Corp (CATERPILLAR FINL SERVICE) | Long | Debt | US | $3M | – | 0.50 |
| Charles Schwab Corp/The | Long | Debt | US | $1M | – | 0.25 |
| Chase Home Lending Mortgage Trust Series 2024-2 (Chase Mortgage Finance Corporation) | Long | ABS-mortgage backed security | US | $740K | – | 0.13 |
| Chubb INA Holdings LLC | Long | Debt | US | $1M | – | 0.25 |
| Citigroup Inc | Long | Debt | US | $648K | – | 0.12 |
| Citigroup Inc | Long | Debt | US | $315K | – | 0.06 |
| Citigroup Inc | Long | Debt | US | $120K | – | 0.02 |
| CLI Funding VI LLC (CLI Funding LLC) | Long | ABS-other | US | $2M | – | 0.36 |
| Cologix Data Centers US Issuer LLC (Cologix Data Centers Issuer LLC) | Long | ABS-other | US | $2M | – | 0.36 |
| COMM 2015-CCRE23 Mortgage Trust (COMM Mortgage Trust) | Long | ABS-mortgage backed security | US | $482K | – | 0.09 |
| DBJPM 16-C1 Mortgage Trust (Deutsche Bank Commercial Mortgage Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.50 |
| Deephaven Residential Mortgage Trust 2020-2 | Long | ABS-mortgage backed security | US | $2M | – | 0.27 |
| Deutsche Bundesrepublik Inflation Linked Bond (DEUTSCHLAND I/L BOND) | Long | Debt | DE | $6M | – | 1.04 |
| Duke Energy Florida LLC | Long | Debt | US | $645K | – | 0.12 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $561K | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $545K | – | 0.10 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $407K | – | 0.07 |
| Fannie Mae Connecticut Avenue Securities (Fannie Mae - CAS) | Long | ABS-mortgage backed security | US | $160K | – | 0.03 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $13M | – | 2.28 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $9M | – | 1.66 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $6M | – | 0.99 |
| Fannie Mae Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.51 |
| Federal Home Loan Banks | Long | Debt | US | $8M | – | 1.46 |
| Federal Home Loan Mortgage Corp (Freddie Mac) | Long | Debt | US | $21M | – | 3.73 |
| Federal National Mortgage Association (Fannie Mae) | Long | Debt | US | $26M | – | 4.67 |
| Fifth Third Bancorp | Long | Debt | US | $2M | – | 0.40 |
| FORWARDS BANK OF AMERICA COC | Short | Short-term investment vehicle | US | $-12K | -12K | -0.00 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $3M | – | 0.46 |
| Freddie Mac Pool | Long | ABS-mortgage backed security | US | $2M | – | 0.44 |
| Freddie Mac STACR REMIC Trust 2021-DNA7 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $2M | – | 0.28 |
| Freddie Mac STACR REMIC Trust 2022-DNA3 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $973K | – | 0.17 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $8M | – | 1.49 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $4M | – | 0.76 |
| Ginnie Mae II Pool (Government National Mortgage Association) | Long | ABS-mortgage backed security | US | $2M | – | 0.43 |
| Greenwood Park CLO Ltd (Greenwood Park CLO, Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.24 |
| Honda Motor Co Ltd | Long | Debt | JP | $2M | – | 0.37 |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON (JP Morgan Chase Commercial Mortgage Sec Trust) | Long | ABS-mortgage backed security | US | $3M | – | 0.47 |
| JPMorgan Chase & Co | Long | Debt | US | $2M | – | 0.27 |
| JPMorgan Chase & Co | Long | Debt | US | $1M | – | 0.21 |
| JPMorgan Chase & Co | Long | Debt | US | $402K | – | 0.07 |
| KKR Static CLO I LTD (KKR Static CLO Ltd, KKR Static CLO I) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.34 |
| Long: BL034HS49 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL034HS49 IRS USD P F 3.44500 FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $-6K | – | -0.00 | |
| Long: BL2I4KRY2 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL2I4KRY2 IRS USD P F 3.53750 FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $-42K | – | -0.01 | |
| Long: BL2I4KS13 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL2I4KS13 IRS USD P F 3.54000 FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $-48K | – | -0.01 | |
| Long: BL4H5FHC1 IRS USD R V 12MUSCPI SL4H5FHC1_FLO CCPINFLATIONZERO / Short: BL4H5FHC1 IRS USD P F 2.37000 SL4H5FHC1_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $212K | – | 0.04 | |
| Long: BL4H5FHF4 IRS USD R V 12MUSCPI SL4H5FHF4_FLO CCPINFLATIONZERO / Short: BL4H5FHF4 IRS USD P F 2.48500 SL4H5FHF4_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $16K | – | 0.00 | |
| Long: BL4H5FHI8 IRS USD R V 12MUSCPI SL4H5FHI8_FLO CCPINFLATIONZERO / Short: BL4H5FHI8 IRS USD P F 2.43250 SL4H5FHI8_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $42K | – | 0.01 | |
| Long: BL5I23ES6 IRS USD R V 12MUSCPI SL5I23ES6_FLO CCPINFLATIONZERO / Short: BL5I23ES6 IRS USD P F 2.66250 SL5I23ES6_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $-11K | – | -0.00 | |
| Long: BL5I23EV9 IRS USD R V 12MUSCPI SL5I23EV9_FLO CCPINFLATIONZERO / Short: BL5I23EV9 IRS USD P F 2.65000 SL5I23EV9_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| Long: BL7M00T40 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL7M00T40 IRS USD P F 3.71000 FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $-290K | – | -0.05 | |
| Long: BL9K100S9 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL9K100S9 IRS USD P F 3.06000 FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $-32K | – | -0.01 | |
| Long: BLA128I45 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLA128I45 IRS USD P F 3.04000 FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $-14K | – | -0.00 | |
| Long: BLP4159L2 IRS USD R V 12MUSCPI SLP4159L2_FLO CCPINFLATIONZERO / Short: BLP4159L2 IRS USD P F 2.61900 SLP4159L2_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $20K | – | 0.00 | |
| Long: BLTQ163Z2 IRS USD R V 12MUSCPI SLTQ163Z2_FLO CCPINFLATIONZERO / Short: BLTQ163Z2 IRS USD P F 2.41500 SLTQ163Z2_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $192K | – | 0.03 | |
| Long: BLTQ16424 IRS USD R V 12MUSCPI SLTQ16424_FLO CCPINFLATIONZERO / Short: BLTQ16424 IRS USD P F 2.43750 SLTQ16424_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $162K | – | 0.03 | |
| Long: BLXA18D20 IRS USD R V 12MUSCPI SLXA18D20_FLO CCPINFLATIONZERO / Short: BLXA18D20 IRS USD P F 2.49500 SLXA18D20_FIX CCPINFLATIONZERO (LCH Limited) | Derivative-interest rate | US | $33K | – | 0.01 | |
| MFA 2021-NQM1 Trust (MFRA Trust) | Long | ABS-mortgage backed security | US | $200K | – | 0.04 |
| National Bank of Canada | Long | Debt | CA | $806K | – | 0.14 |
| NJ Trust 2023-GSP | Long | ABS-mortgage backed security | US | $1M | – | 0.20 |
| Palmer Square CLO 2014-1 Ltd (Palmer Square CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $1M | – | 0.19 |
| PPL Electric Utilities Corp | Long | Debt | US | $1M | – | 0.20 |
| PURCHASED CAD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CA | $8K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CA | $6K | – | 0.00 | |
| PURCHASED CAD / SOLD USD (Bank of America NA) | Derivative-foreign exchange | CA | $-306.54 | – | -0.00 | |
| PURCHASED USD / SOLD CAD (Bank of America NA) | Derivative-foreign exchange | US | $-125K | – | -0.02 | |
| PURCHASED USD / SOLD EUR (Morgan Stanley & Co. LLC) | Derivative-foreign exchange | US | $26K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $7K | – | 0.00 | |
| PURCHASED USD / SOLD EUR (Bank of America NA) | Derivative-foreign exchange | US | $3K | – | 0.00 | |
| RCKT Mortgage Trust 2024-CES3 (Woodward Capital Management) | Long | ABS-mortgage backed security | US | $694K | – | 0.12 |
| Roche Holdings Inc | Long | Debt | US | $2M | – | 0.30 |
| Rockford Tower CLO 2017-2 Ltd (Rockford Tower CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $3M | – | 0.55 |
| SCF Equipment Leasing 2024-1 LLC (SCF Equipment Trust Llc) | Long | ABS-other | US | $1M | – | 0.21 |
| Sempra | Long | Debt | US | $713K | – | 0.13 |
| Sierra Timeshare 2022-1 Receivables Funding LLC (Sierra Receivables Funding Co LLC) | Long | ABS-other | US | $397K | – | 0.07 |
| STACR Trust 2018-HRP2 (Freddie Mac - STACR) | Long | ABS-mortgage backed security | US | $491K | – | 0.09 |
| Starwood Mortgage Residential Trust 2020-3 | Long | ABS-mortgage backed security | US | $540K | – | 0.10 |
| State Street Institutional U.S. Government Money Market Fund (State Street Global Advisors) | Long | Short-term investment vehicle | US | $32M | 32M | 5.73 |
| Stonepeak 2021-1 ABS | Long | ABS-other | US | $868K | – | 0.16 |
| Stryker Corp | Long | Debt | US | $1M | – | 0.19 |
| Subway Funding LLC | Long | ABS-other | US | $751K | – | 0.13 |
| Switch ABS Issuer LLC (Switch ABS Issuer, LLC) | Long | ABS-other | US | $799K | – | 0.14 |
| Tennessee Valley Authority (TENN VALLEY AUTHORITY) | Long | Debt | US | $2M | – | 0.44 |
| Thermo Fisher Scientific Inc | Long | Debt | US | $4M | – | 0.71 |
| Towd Point Mortgage Trust 2024-CES3 | Long | ABS-mortgage backed security | US | $942K | – | 0.17 |
| Tricon Residential 2022-SFR1 Trust | Long | ABS-other | US | $3M | – | 0.51 |
| Truist Financial Corp | Long | Debt | US | $2M | – | 0.35 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $12M | – | 2.12 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $11M | – | 2.05 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $11M | – | 2.00 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $10M | – | 1.78 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $9M | – | 1.58 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $9M | – | 1.53 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $6M | – | 1.03 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.77 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $4M | – | 0.69 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $3M | – | 0.55 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $2M | – | 0.41 |
| U.S. Treasury Inflation-Indexed Bonds (United States Treasury) | Long | Debt | US | $736K | – | 0.13 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $36M | – | 6.37 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $32M | – | 5.71 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $29M | – | 5.27 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $20M | – | 3.65 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $19M | – | 3.47 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $17M | – | 3.07 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $13M | – | 2.40 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $13M | – | 2.27 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $9M | – | 1.55 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $9M | – | 1.55 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $8M | – | 1.43 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $5M | – | 0.93 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.60 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $3M | – | 0.53 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $2M | – | 0.44 |
| U.S. Treasury Inflation-Indexed Notes (United States Treasury) | Long | Debt | US | $1M | – | 0.24 |
| UBS Group AG | Long | Debt | CH | $1M | – | 0.20 |
| UNIV OF CALIFORNIA CA REVENUES (University of California) | Long | Debt | US | $1M | – | 0.26 |
| US 10YR NOTE (CBT)SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $276K | – | 0.05 | |
| US 10YR ULTRA FUT SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $71K | – | 0.01 | |
| US 2YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $104K | – | 0.02 | |
| US 5YR NOTE (CBT) SEP24 (Chicago Board of Trade) | Derivative-interest rate | US | $56K | – | 0.01 | |
| Verdant Receivables 2024-1 LLC (Verdant Receivables LLC) | Long | ABS-other | US | $2M | – | 0.38 |
| Verus Securitization Trust 2019-INV2 | Long | ABS-mortgage backed security | US | $3M | – | 0.55 |
| Wellfleet CLO 2022-1 Ltd (Wellfleet CLO Ltd) | Long | ABS-collateralized bond/debt obligation | KY | $2M | – | 0.30 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $447K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $431K | – | 0.08 |
| Wells Fargo & Co (WELLS FARGO & COMPANY) | Long | Debt | US | $168K | – | 0.03 |
Address
SEASONS SERIES TRUST
21650 Oxnard Street
Woodland Hills
California
91367
United States of America
Directors
John T. Genoy
Charles H. Self III
Christianne F. Kerns
Bruce G. Willison
Martha B. Willis
Tracey C. Doi
Jane Jelenko
Transfer Agents
VALIC Retirement Services Company
Pricing Services
Bloomberg L.P.
CanDeal Group Inc.
ICE Data Services, Inc.
LSEG US Fin Corp.
S&P Global Market Intelligence Inc.
State Street GS Performance Services Limited
Virtu Financial, Inc.
Bank of America Merrill Lynch Securities Inc
PricingDirect Inc.
Custodians
Deutsche Bank Aktiengesellschaft (Mumbai, Maharashtra, IN, Branch)
Intesa Sanpaolo S.p.A.
Citibank del Peru S.A.
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
BNP Paribas (Athens, Attica, GR, Branch)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
First Abu Dhabi Bank P.J.S.C.
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
Bank Hapoalim B.M.
FirstRand Bank Limited
The Hongkong and Shanghai Banking Corporation Limited
Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)
State Street Trust Company Canada
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
UBS Switzerland AG
Skandinaviska Enskilda Banken AB
Skandinaviska Enskilda Banken A/S
State Street Bank and Trust Company (Edinburgh, GB, Branch)
Standard Chartered International Commercial Bank Co., Ltd.
Standard Chartered Bank (Thai) Public Company Limited
BNP Paribas
UniCredit Bank Austria AG
Royal Bank of Canada
Citibank Europe Public Limited Company
State Street Bank and Trust Company
Citibank, National Association (Singapore, SG, Branch)
Standard Chartered Bank (Hong Kong) Limited
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
Citibank, Anonim Sirketi
Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
Clearstream Banking S.A.
Citibank Europe Public Limited Company (Budapest, HU, Branch)
Shareholder Servicing Agents
VALIC Retirement Services Company
Admins
N/A
Brokers
Barclays Capital Inc.
Robert W. Baird & Co. Incorporated
Cowen and Company, LLC
Cantor Fitzgerald & Co.
Citigroup Global Markets Inc.
J.P. Morgan Securities LLC
RBC Capital Markets, LLC
Jefferies LLC
Nomura Securities International, Inc.
UBS Securities LLC