SA American Century Inflation Protection Portfolio

Fund Profile

Fund profile

Fund manager

Seasons Series Trust

Total assets

$561.72 mm

Liabilities

$4.33 mm

Net assets

$557.39 mm

Number of holdings

160.00

160 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Inflation-Indexed Notes	35.17 mm	35.68 mm principal	6.31	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	32.47 mm	33.26 mm principal	5.83	Debt	Long	USA
Federal National Mortgage Association	23.64 mm	20.43 mm principal	4.24	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	23.18 mm	25.23 mm principal	4.16	Debt	Long	USA
State Street Institutional U.S. Government Money Market Fund	20.92 mm	20.92 mm shares	3.75	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	20.27 mm	21.01 mm principal	3.64	Debt	Long	USA
Federal Home Loan Mortgage Corp	18.10 mm	15.52 mm principal	3.25	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	17.38 mm	18.32 mm principal	3.12	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	16.90 mm	18.70 mm principal	3.03	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	15.01 mm	15.60 mm principal	2.69	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	13.12 mm	13.42 mm principal	2.35	Debt	Long	USA
Fannie Mae Pool	13.04 mm	13.56 mm principal	2.34	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	12.55 mm	11.99 mm principal	2.25	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	11.98 mm	14.38 mm principal	2.15	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	11.64 mm	14.57 mm principal	2.09	Debt	Long	USA
Deutsche Bundesrepublik Inflation Linked Bond	11.33 mm	10.35 mm principal	2.03	Debt	Long	Germany
U.S. Treasury Inflation-Indexed Bonds	10.65 mm	13.26 mm principal	1.91	Debt	Long	USA
Fannie Mae Pool	9.62 mm	11.02 mm principal	1.73	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	9.36 mm	11.67 mm principal	1.68	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	9.18 mm	11.02 mm principal	1.65	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	8.73 mm	8.98 mm principal	1.57	Debt	Long	USA
Ginnie Mae II Pool	8.43 mm	8.41 mm principal	1.51	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	8.23 mm	8.51 mm principal	1.48	Debt	Long	USA
Federal Home Loan Banks	8.23 mm	8.20 mm principal	1.48	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	6.40 mm	6.99 mm principal	1.15	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	6.18 mm	7.53 mm principal	1.11	Debt	Long	USA
Fannie Mae Pool	5.51 mm	5.45 mm principal	0.99	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	5.47 mm	5.85 mm principal	0.98	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	4.67 mm	7.03 mm principal	0.84	Debt	Long	USA
Ginnie Mae II Pool	4.35 mm	4.76 mm principal	0.78	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	4.21 mm	6.77 mm principal	0.76	Debt	Long	USA
TMO Thermo Fisher Scientific Inc.	3.99 mm	4.00 mm principal	0.72	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	3.91 mm	4.79 mm principal	0.70	Debt	Long	USA
Bank of America Corp	3.54 mm	3.44 mm principal	0.63	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	3.43 mm	3.46 mm principal	0.61	Debt	Long	USA
Verus Securitization Trust 2019-INV2	3.17 mm	3.25 mm principal	0.57	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	3.13 mm	3.00 mm principal	0.56	Debt	Long	USA
Rockford Tower CLO 2017-2 Ltd	3.06 mm	3.05 mm principal	0.55	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Barings CLO Ltd 2018-III	3.00 mm	3.00 mm principal	0.54	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Tricon Residential 2022-SFR1 Trust	2.95 mm	3.00 mm principal	0.53	ABS-other	Long	USA
Caterpillar Financial Services Corp	2.86 mm	2.87 mm principal	0.51	Debt	Long	USA
DBJPM 16-C1 Mortgage Trust	2.85 mm	2.96 mm principal	0.51	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.84 mm	2.78 mm principal	0.51	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.84 mm	2.88 mm principal	0.51	ABS-mortgage backed security	Long	USA
Province of British Columbia Canada	2.81 mm	3.65 mm principal	0.50	Debt	Long	Canada
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON	2.65 mm	2.90 mm principal	0.48	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.61 mm	2.80 mm principal	0.47	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	2.57 mm	2.51 mm principal	0.46	Debt	Long	USA
Tennessee Valley Authority	2.55 mm	2.53 mm principal	0.46	Debt	Long	USA
Freddie Mac Pool	2.52 mm	2.56 mm principal	0.45	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.38 mm	2.36 mm principal	0.43	ABS-mortgage backed security	Long	USA
Oncor Electric Delivery Co LLC	2.19 mm	2.17 mm principal	0.39	Debt	Long	USA
Verdant Receivables 2024-1 LLC	2.15 mm	2.10 mm principal	0.39	ABS-other	Long	USA
Truist Financial Corp	2.13 mm	1.98 mm principal	0.38	Debt	Long	USA
BANK5 2024-5YR7	2.13 mm	2.03 mm principal	0.38	ABS-mortgage backed security	Long	USA
Honda Motor Co Ltd	2.11 mm	2.13 mm principal	0.38	Debt	Long	Japan
Cologix Data Centers US Issuer LLC	2.06 mm	2.17 mm principal	0.37	ABS-other	Long	USA
Cooperatieve Rabobank UA/NY	2.01 mm	2.00 mm principal	0.36	Debt	Long	Netherlands
Benchmark 2024-V8 Mortgage Trust	2.01 mm	1.89 mm principal	0.36	ABS-mortgage backed security	Long	USA
CLI Funding VI LLC	1.97 mm	2.12 mm principal	0.35	ABS-other	Long	USA
KKR Static CLO I LTD	1.93 mm	1.93 mm principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Sequoia Mortgage Trust 2024-9	1.86 mm	1.85 mm principal	0.33	ABS-mortgage backed security	Long	USA
Roche Holdings Inc	1.76 mm	1.82 mm principal	0.32	Debt	Long	USA
JP Morgan Mortgage Trust 2024-9	1.75 mm	1.75 mm principal	0.31	ABS-mortgage backed security	Long	USA
Canadian Government Real Return Bond	1.67 mm	1.91 mm principal	0.30	Debt	Long	Canada
JPMorgan Chase & Co	1.58 mm	1.48 mm principal	0.28	Debt	Long	USA
JPMorgan Chase & Co	1.54 mm	1.50 mm principal	0.28	Debt	Long	USA
UNIV OF CALIFORNIA CA REVENUES	1.47 mm	1.57 mm principal	0.26	Debt	Long	USA
Chubb INA Holdings LLC	1.47 mm	1.42 mm principal	0.26	Debt	Long	USA
Nationwide Building Society	1.47 mm	1.43 mm principal	0.26	Debt	Long	UK
Province of Quebec Canada	1.44 mm	1.83 mm principal	0.26	Debt	Long	Canada
American Honda Finance Corp	1.44 mm	1.41 mm principal	0.26	Debt	Long	USA
OBX 2024-J1 Trust	1.41 mm	1.41 mm principal	0.25	ABS-mortgage backed security	Long	USA
SCHW The Charles Schwab Corporation	1.40 mm	1.41 mm principal	0.25	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	1.40 mm	1.38 mm principal	0.25	Debt	Long	USA
GA Global Funding Trust	1.39 mm	1.40 mm principal	0.25	Debt	Long	USA
Athene Global Funding	1.38 mm	1.37 mm principal	0.25	Debt	Long	USA
Highwoods Realty LP	1.38 mm	1.41 mm principal	0.25	Debt	Long	USA
BX Commercial Mortgage Trust 2020-VIV2	1.37 mm	1.50 mm principal	0.25	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA7	1.36 mm	1.36 mm principal	0.24	ABS-mortgage backed security	Long	USA
Deephaven Residential Mortgage Trust 2020-2	1.33 mm	1.36 mm principal	0.24	ABS-mortgage backed security	Long	USA
Aligned Data Centers Issuer LLC	1.31 mm	1.40 mm principal	0.24	ABS-other	Long	USA
JPMorgan Chase & Co	1.20 mm	1.16 mm principal	0.22	Debt	Long	USA
SCF Equipment Leasing 2024-1 LLC	1.18 mm	1.15 mm principal	0.21	ABS-other	Long	USA
NJ Trust 2023-GSP	1.17 mm	1.10 mm principal	0.21	ABS-mortgage backed security	Long	USA
BANK5 Trust 2024-5YR6	1.16 mm	1.09 mm principal	0.21	ABS-mortgage backed security	Long	USA
PPL Electric Utilities Corp	1.16 mm	1.13 mm principal	0.21	Debt	Long	USA
AMGN Amgen Inc.	1.16 mm	1.11 mm principal	0.21	Debt	Long	USA
ABBV AbbVie Inc.	1.16 mm	1.18 mm principal	0.21	Debt	Long	USA
UBS Group AG	1.14 mm	1.15 mm principal	0.20	Debt	Long	Switzerland
GCAT 2024-INV3 Trust	1.13 mm	1.12 mm principal	0.20	ABS-mortgage backed security	Long	USA
SYK Stryker Corporation	1.12 mm	1.10 mm principal	0.20	Debt	Long	USA
JP Morgan Mortgage Trust Series 2024-6	1.11 mm	1.10 mm principal	0.20	ABS-mortgage backed security	Long	USA
Bean Creek CLO Ltd	1.11 mm	1.11 mm principal	0.20	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Athene Global Funding	1.08 mm	1.06 mm principal	0.19	Debt	Long	USA
Greenwood Park CLO Ltd	1.08 mm	1.08 mm principal	0.19	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Inflation-Indexed Notes	1.05 mm	1.02 mm principal	0.19	Debt	Long	USA
Citibank NA	937.61 k	924.00 k principal	0.17	Debt	Long	USA
Towd Point Mortgage Trust 2024-CES3	913.10 k	902.16 k principal	0.16	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA3	883.03 k	871.54 k principal	0.16	ABS-mortgage backed security	Long	USA
Stonepeak 2021-1 ABS	852.18 k	894.98 k principal	0.15	ABS-other	Long	USA
Switch ABS Issuer LLC	833.60 k	825.00 k principal	0.15	ABS-other	Long	USA
National Bank of Canada	822.41 k	806.00 k principal	0.15	Debt	Long	Canada
HPE Hewlett Packard Enterprise Company	818.89 k	818.00 k principal	0.15	Debt	Long	USA
AXP American Express Company	774.47 k	758.00 k principal	0.14	Debt	Long	USA
Subway Funding LLC	765.25 k	741.00 k principal	0.14	ABS-other	Long	USA
U.S. Treasury Inflation-Indexed Bonds	756.73 k	750.68 k principal	0.14	Debt	Long	USA
Chase Home Lending Mortgage Trust Series 2024-2	724.03 k	714.18 k principal	0.13	ABS-mortgage backed security	Long	USA
SRE Sempra	719.75 k	726.00 k principal	0.13	Debt	Long	USA
Sequoia Mortgage Trust 2024-6	715.67 k	709.04 k principal	0.13	ABS-mortgage backed security	Long	USA
C Citigroup Inc.	684.05 k	655.00 k principal	0.12	Debt	Long	USA
KEYS Keysight Technologies, Inc.	680.38 k	676.00 k principal	0.12	Debt	Long	USA
Duke Energy Florida LLC	678.41 k	620.00 k principal	0.12	Debt	Long	USA
RATE Mortgage Trust 2024-J3	674.61 k	675.00 k principal	0.12	ABS-mortgage backed security	Long	USA
RCKT Mortgage Trust 2024-CES3	668.52 k	657.08 k principal	0.12	ABS-mortgage backed security	Long	USA
Morgan Stanley Bank NA	642.78 k	630.00 k principal	0.12	Debt	Long	USA
BBCMS Mortgage Trust 2024-5C27	564.07 k	533.00 k principal	0.10	ABS-mortgage backed security	Long	USA
Bank of America Corp	520.54 k	495.00 k principal	0.09	Debt	Long	USA
Fannie Mae Connecticut Avenue Securities	517.09 k	510.06 k principal	0.09	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2020-3	512.96 k	530.73 k principal	0.09	ABS-mortgage backed security	Long	USA
Palmer Square CLO 2014-1 Ltd	510.02 k	509.76 k principal	0.09	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Connecticut Avenue Securities	504.93 k	491.54 k principal	0.09	ABS-mortgage backed security	Long	USA
Angel Oak Mortgage Trust I LLC 2019-1	463.07 k	464.93 k principal	0.08	ABS-mortgage backed security	Long	USA
BANK 2020-BNK29	435.96 k	6.98 mm principal	0.08	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	415.52 k	420.00 k principal	0.07	Debt	Long	USA
Sierra Timeshare 2022-1 Receivables Funding LLC	358.44 k	365.55 k principal	0.06	ABS-other	Long	USA
Bank of America Corp	342.02 k	325.00 k principal	0.06	Debt	Long	USA
STACR Trust 2018-HRP2	328.85 k	328.85 k principal	0.06	ABS-mortgage backed security	Long	USA
BMY Bristol-Myers Squibb Company	276.30 k	262.00 k principal	0.05	Debt	Long	USA
Fannie Mae Connecticut Avenue Securities	275.79 k	275.47 k principal	0.05	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	267.49 k	250.00 k principal	0.05	Debt	Long	USA
COMM 2015-CCRE23 Mortgage Trust	242.46 k	243.26 k principal	0.04	ABS-mortgage backed security	Long	USA
MFA 2021-NQM1 Trust	195.20 k	209.02 k principal	0.04	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	176.32 k	170.00 k principal	0.03	Debt	Long	USA
C Citigroup Inc.	126.33 k	115.00 k principal	0.02	Debt	Long	USA
Long: BLTQ163Z2 IRS USD R V 12MUSCPI SLTQ163Z2_FLO CCPINFLATIONZERO / Short: BLTQ163Z2 IRS USD P F 2.41500 SLTQ163Z2_FIX CCPINFLATIONZERO	73.21 k	12.50 mm other units	0.01	Interest rate derivative	N/A	USA
Long: BLTQ16424 IRS USD R V 12MUSCPI SLTQ16424_FLO CCPINFLATIONZERO / Short: BLTQ16424 IRS USD P F 2.43750 SLTQ16424_FIX CCPINFLATIONZERO	52.29 k	10.00 mm other units	0.01	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) DEC24	45.77 k	107.00 contracts	0.01	Interest rate derivative	N/A	USA
Fannie Mae Connecticut Avenue Securities	32.34 k	32.34 k principal	0.01	ABS-mortgage backed security	Long	USA
Long: BL4H5FHC1 IRS USD R V 12MUSCPI SL4H5FHC1_FLO CCPINFLATIONZERO / Short: BL4H5FHC1 IRS USD P F 2.37000 SL4H5FHC1_FIX CCPINFLATIONZERO	23.17 k	18.30 mm other units	0.00	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)DEC24	22.94 k	135.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10YR ULTRA FUT DEC24	9.13 k	85.00 contracts	0.00	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) DEC24	5.29 k	43.00 contracts	0.00	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD CAD Morgan Stanley & Co. LLC	3.32 k	1.00 contracts	0.00	DFE	N/A	USA
PURCHASED USD / SOLD CAD Morgan Stanley & Co. LLC	2.41 k	1.00 contracts	0.00	DFE	N/A	USA
Long: BL4H5FHI8 IRS USD R V 12MUSCPI SL4H5FHI8_FLO CCPINFLATIONZERO / Short: BL4H5FHI8 IRS USD P F 2.43250 SL4H5FHI8_FIX CCPINFLATIONZERO	-5.27 k	4.00 mm other units	-0.00	Interest rate derivative	N/A	USA
Long: BL4H5FHF4 IRS USD R V 12MUSCPI SL4H5FHF4_FLO CCPINFLATIONZERO / Short: BL4H5FHF4 IRS USD P F 2.48500 SL4H5FHF4_FIX CCPINFLATIONZERO	-9.54 k	1.70 mm other units	-0.00	Interest rate derivative	N/A	USA
Long: BLXA18D20 IRS USD R V 12MUSCPI SLXA18D20_FLO CCPINFLATIONZERO / Short: BLXA18D20 IRS USD P F 2.49500 SLXA18D20_FIX CCPINFLATIONZERO	-11.65 k	3.00 mm other units	-0.00	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD CAD Bank of America NA	-18.61 k	1.00 contracts	-0.00	DFE	N/A	USA
Long: BLP4159L2 IRS USD R V 12MUSCPI SLP4159L2_FLO CCPINFLATIONZERO / Short: BLP4159L2 IRS USD P F 2.61900 SLP4159L2_FIX CCPINFLATIONZERO	-38.86 k	3.80 mm other units	-0.01	Interest rate derivative	N/A	USA
PURCHASED USD / SOLD EUR Bank of America NA	-40.81 k	1.00 contracts	-0.01	DFE	N/A	USA
Long: BLAP4LE29 IRS USD R V 12MUSCPI BLAP4LE29_FLO CCPINFLATIONZERO / Short: BLAP4LE29 IRS USD P F 2.38900 BLAP4LE29_FIX CCPINFLATIONZERO	-42.48 k	12.00 mm other units	-0.01	Interest rate derivative	N/A	USA
Long: BL034HS49 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL034HS49 IRS USD P F 3.44500 FIX CCPINFLATIONZERO	-105.14 k	10.00 mm other units	-0.02	Interest rate derivative	N/A	USA
Long: BL5I23EV9 IRS USD R V 12MUSCPI SL5I23EV9_FLO CCPINFLATIONZERO / Short: BL5I23EV9 IRS USD P F 2.65000 SL5I23EV9_FIX CCPINFLATIONZERO	-106.66 k	5.80 mm other units	-0.02	Interest rate derivative	N/A	USA
Long: BL5I23ES6 IRS USD R V 12MUSCPI SL5I23ES6_FLO CCPINFLATIONZERO / Short: BL5I23ES6 IRS USD P F 2.66250 SL5I23ES6_FIX CCPINFLATIONZERO	-106.72 k	8.00 mm other units	-0.02	Interest rate derivative	N/A	USA
Long: BL9K100S9 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL9K100S9 IRS USD P F 3.06000 FIX CCPINFLATIONZERO	-187.89 k	10.00 mm other units	-0.03	Interest rate derivative	N/A	USA
Long: BLA128I45 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLA128I45 IRS USD P F 3.04000 FIX CCPINFLATIONZERO	-321.70 k	20.00 mm other units	-0.06	Interest rate derivative	N/A	USA
Long: BL2I4KRY2 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL2I4KRY2 IRS USD P F 3.53750 FIX CCPINFLATIONZERO	-533.59 k	50.00 mm other units	-0.10	Interest rate derivative	N/A	USA
Long: BL2I4KS13 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL2I4KS13 IRS USD P F 3.54000 FIX CCPINFLATIONZERO	-540.21 k	50.00 mm other units	-0.10	Interest rate derivative	N/A	USA
Long: BL7M00T40 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BL7M00T40 IRS USD P F 3.71000 FIX CCPINFLATIONZERO	-546.47 k	25.00 mm other units	-0.10	Interest rate derivative	N/A	USA