SA American Century Inflation Protection Portfolio

Fund Profile

Fund profile

Fund manager

Seasons Series Trust

Total assets

$519.10 mm

Liabilities

$804.02 k

Net assets

$518.29 mm

Number of holdings

164.00

164 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
U.S. Treasury Inflation-Indexed Notes	33.49 mm	35.80 mm principal	6.46	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	31.87 mm	33.38 mm principal	6.15	Debt	Long	USA
State Street Institutional U.S. Government Money Market Fund	22.47 mm	22.47 mm shares	4.34	Short-term investment vehicle	Long	USA
U.S. Treasury Inflation-Indexed Notes	22.17 mm	23.94 mm principal	4.28	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	21.34 mm	24.05 mm principal	4.12	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	16.91 mm	18.39 mm principal	3.26	Debt	Long	USA
Federal National Mortgage Association	16.61 mm	14.96 mm principal	3.20	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	12.94 mm	13.47 mm principal	2.50	Debt	Long	USA
Fannie Mae Pool	12.26 mm	13.39 mm principal	2.36	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	11.64 mm	12.04 mm principal	2.25	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	10.79 mm	11.14 mm principal	2.08	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	10.59 mm	14.62 mm principal	2.04	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	9.62 mm	13.31 mm principal	1.86	Debt	Long	USA
Fannie Mae Pool	8.90 mm	10.81 mm principal	1.72	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	8.57 mm	11.71 mm principal	1.65	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	8.54 mm	9.85 mm principal	1.65	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	8.42 mm	8.66 mm principal	1.63	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	8.32 mm	11.06 mm principal	1.61	Debt	Long	USA
Federal Home Loan Banks	8.21 mm	8.20 mm principal	1.58	Debt	Long	USA
Ginnie Mae II Pool	7.92 mm	8.15 mm principal	1.53	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	7.41 mm	9.68 mm principal	1.43	Debt	Long	USA
Federal Home Loan Mortgage Corp	7.10 mm	6.41 mm principal	1.37	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	6.02 mm	6.30 mm principal	1.16	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	5.56 mm	7.55 mm principal	1.07	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	5.25 mm	5.96 mm principal	1.01	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	5.24 mm	5.87 mm principal	1.01	Debt	Long	USA
Ginnie Mae II Pool	5.23 mm	5.18 mm principal	1.01	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	5.19 mm	5.26 mm principal	1.00	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	5.19 mm	5.63 mm principal	1.00	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	4.17 mm	4.22 mm principal	0.81	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	4.11 mm	7.06 mm principal	0.79	Debt	Long	USA
Ginnie Mae II Pool	4.04 mm	4.65 mm principal	0.78	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	3.59 mm	3.75 mm principal	0.69	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	3.53 mm	6.51 mm principal	0.68	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	3.50 mm	4.81 mm principal	0.68	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	3.38 mm	3.47 mm principal	0.65	Debt	Long	USA
Freddie Mac Pool	3.11 mm	3.38 mm principal	0.60	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	3.07 mm	3.01 mm principal	0.59	Debt	Long	USA
Rockford Tower CLO 2017-2 Ltd	3.06 mm	3.05 mm principal	0.59	ABS-collateralized bond/debt obligation	Long	Cayman Islands
U.S. Treasury Inflation-Indexed Notes	3.00 mm	3.32 mm principal	0.58	Debt	Long	USA
Tricon Residential 2022-SFR1 Trust	2.92 mm	3.00 mm principal	0.56	ABS-other	Long	USA
Barings CLO Ltd 2018-III	2.90 mm	2.89 mm principal	0.56	ABS-collateralized bond/debt obligation	Long	Cayman Islands
DBJPM 16-C1 Mortgage Trust	2.87 mm	2.96 mm principal	0.55	ABS-mortgage backed security	Long	USA
Caterpillar Financial Services Corp	2.86 mm	2.87 mm principal	0.55	Debt	Long	USA
J.P. Morgan Chase Commercial Mortgage Securities Trust 2018-AON	2.70 mm	2.90 mm principal	0.52	ABS-mortgage backed security	Long	USA
Citigroup Mortgage Loan Trust 2024-CMI1	2.70 mm	2.71 mm principal	0.52	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	2.67 mm	2.65 mm principal	0.51	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.66 mm	2.83 mm principal	0.51	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.62 mm	3.28 mm principal	0.51	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.61 mm	2.60 mm principal	0.50	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.60 mm	2.61 mm principal	0.50	ABS-mortgage backed security	Long	USA
Tennessee Valley Authority	2.49 mm	2.53 mm principal	0.48	Debt	Long	USA
JP Morgan Mortgage Trust 2024-11	2.46 mm	2.46 mm principal	0.47	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.44 mm	2.75 mm principal	0.47	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	2.32 mm	2.47 mm principal	0.45	ABS-mortgage backed security	Long	USA
Provident Funding Mortgage Trust 2024-1	2.21 mm	2.23 mm principal	0.43	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	2.17 mm	2.18 mm principal	0.42	ABS-mortgage backed security	Long	USA
Oncor Electric Delivery Co LLC	2.15 mm	2.17 mm principal	0.41	Debt	Long	USA
Verdant Receivables 2024-1 LLC	2.13 mm	2.10 mm principal	0.41	ABS-other	Long	USA
BANK5 2024-5YR7	2.08 mm	2.03 mm principal	0.40	ABS-mortgage backed security	Long	USA
Cologix Data Centers US Issuer LLC	2.06 mm	2.17 mm principal	0.40	ABS-other	Long	USA
Truist Financial Corp	2.06 mm	1.98 mm principal	0.40	Debt	Long	USA
Benchmark 2024-V8 Mortgage Trust	1.96 mm	1.89 mm principal	0.38	ABS-mortgage backed security	Long	USA
Chase Home Lending Mortgage Trust 2024-9	1.96 mm	1.97 mm principal	0.38	ABS-mortgage backed security	Long	USA
KKR Static CLO I LTD	1.93 mm	1.93 mm principal	0.37	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CLI Funding VI LLC	1.86 mm	2.02 mm principal	0.36	ABS-other	Long	USA
Roche Holdings Inc	1.74 mm	1.82 mm principal	0.34	Debt	Long	USA
J.P. Morgan Mortgage Trust 2024-10	1.73 mm	1.74 mm principal	0.33	ABS-mortgage backed security	Long	USA
Chase Home Lending Mortgage Trust 2024-10	1.70 mm	1.70 mm principal	0.33	ABS-mortgage backed security	Long	USA
Toyota Motor Credit Corp	1.67 mm	1.69 mm principal	0.32	Debt	Long	USA
Sequoia Mortgage Trust 2024-9	1.60 mm	1.60 mm principal	0.31	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	1.56 mm	1.89 mm principal	0.30	ABS-mortgage backed security	Long	USA
JP Morgan Mortgage Trust 2024-9	1.54 mm	1.55 mm principal	0.30	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	1.54 mm	1.48 mm principal	0.30	Debt	Long	USA
JPMorgan Chase & Co	1.49 mm	1.50 mm principal	0.29	Debt	Long	USA
UNIV OF CALIFORNIA CA REVENUES	1.46 mm	1.57 mm principal	0.28	Debt	Long	USA
JP Morgan Mortgage Trust 2024-INV1	1.43 mm	1.43 mm principal	0.28	ABS-mortgage backed security	Long	USA
Nationwide Building Society	1.43 mm	1.43 mm principal	0.28	Debt	Long	UK
SCHW The Charles Schwab Corporation	1.40 mm	1.41 mm principal	0.27	Debt	Long	USA
J.P. Morgan Mortgage Trust 2024-10	1.38 mm	1.39 mm principal	0.27	ABS-mortgage backed security	Long	USA
Citibank NA	1.38 mm	1.38 mm principal	0.27	Debt	Long	USA
GA Global Funding Trust	1.38 mm	1.40 mm principal	0.27	Debt	Long	USA
US Bank NA/Cincinnati OH	1.37 mm	1.38 mm principal	0.26	Debt	Long	USA
Highwoods Realty LP	1.37 mm	1.41 mm principal	0.26	Debt	Long	USA
Athene Global Funding	1.37 mm	1.37 mm principal	0.26	Debt	Long	USA
BX Commercial Mortgage Trust 2020-VIV2	1.34 mm	1.50 mm principal	0.26	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	1.33 mm	1.39 mm principal	0.26	Debt	Long	USA
Aligned Data Centers Issuer LLC	1.33 mm	1.40 mm principal	0.26	ABS-other	Long	USA
Sequoia Mortgage Trust 2024-10	1.30 mm	1.31 mm principal	0.25	ABS-mortgage backed security	Long	USA
SCF Equipment Leasing 2024-1 LLC	1.17 mm	1.15 mm principal	0.23	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA7	1.17 mm	1.17 mm principal	0.23	ABS-mortgage backed security	Long	USA
ABBV AbbVie Inc.	1.15 mm	1.18 mm principal	0.22	Debt	Long	USA
OBX 2024-J1 Trust	1.15 mm	1.15 mm principal	0.22	ABS-mortgage backed security	Long	USA
NJ Trust 2023-GSP	1.14 mm	1.10 mm principal	0.22	ABS-mortgage backed security	Long	USA
BANK5 Trust 2024-5YR6	1.13 mm	1.09 mm principal	0.22	ABS-mortgage backed security	Long	USA
AMGN Amgen Inc.	1.10 mm	1.11 mm principal	0.21	Debt	Long	USA
JP Morgan Mortgage Trust 2024-11	1.07 mm	1.06 mm principal	0.21	ABS-mortgage backed security	Long	USA
Athene Global Funding	1.07 mm	1.06 mm principal	0.21	Debt	Long	USA
GCAT 2024-INV3 Trust	1.03 mm	1.04 mm principal	0.20	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Notes	1.02 mm	1.02 mm principal	0.20	Debt	Long	USA
Sequoia Mortgage Trust 2024-10	1.01 mm	1.02 mm principal	0.20	ABS-mortgage backed security	Long	USA
INTC Intel Corporation	939.10 k	1.07 mm principal	0.18	Debt	Long	USA
Greenwood Park CLO Ltd	939.02 k	937.38 k principal	0.18	ABS-collateralized bond/debt obligation	Long	Cayman Islands
JP Morgan Mortgage Trust Series 2024-6	930.68 k	929.18 k principal	0.18	ABS-mortgage backed security	Long	USA
Citibank NA	927.68 k	924.00 k principal	0.18	Debt	Long	USA
Chase Home Lending Mortgage Trust 2024-9	897.97 k	901.74 k principal	0.17	ABS-mortgage backed security	Long	USA
Deephaven Residential Mortgage Trust 2020-2	867.33 k	880.03 k principal	0.17	ABS-mortgage backed security	Long	USA
Towd Point Mortgage Trust 2024-CES3	844.43 k	837.09 k principal	0.16	ABS-mortgage backed security	Long	USA
Switch ABS Issuer LLC	822.93 k	825.00 k principal	0.16	ABS-other	Long	USA
HPE Hewlett Packard Enterprise Company	809.42 k	818.00 k principal	0.16	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA3	805.00 k	794.85 k principal	0.16	ABS-mortgage backed security	Long	USA
DUK Duke Energy Corporation	803.70 k	805.00 k principal	0.16	Debt	Long	USA
Stonepeak 2021-1 ABS	786.42 k	820.26 k principal	0.15	ABS-other	Long	USA
Palmer Square CLO 2024-4 Ltd	775.42 k	775.00 k principal	0.15	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Subway Funding LLC	753.86 k	741.00 k principal	0.15	ABS-other	Long	USA
U.S. Treasury Inflation-Indexed Bonds	747.82 k	753.36 k principal	0.14	Debt	Long	USA
JPMorgan Chase & Co	717.14 k	710.00 k principal	0.14	Debt	Long	USA
KEYS Keysight Technologies, Inc.	672.47 k	676.00 k principal	0.13	Debt	Long	USA
C Citigroup Inc.	651.79 k	655.00 k principal	0.13	Debt	Long	USA
Chase Home Lending Mortgage Trust Series 2024-2	644.62 k	642.79 k principal	0.12	ABS-mortgage backed security	Long	USA
Bean Creek CLO Ltd	641.77 k	641.36 k principal	0.12	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RCKT Mortgage Trust 2024-CES3	623.67 k	615.99 k principal	0.12	ABS-mortgage backed security	Long	USA
Sequoia Mortgage Trust 2024-6	616.16 k	615.15 k principal	0.12	ABS-mortgage backed security	Long	USA
RATE Mortgage Trust 2024-J3	615.60 k	618.30 k principal	0.12	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	563.97 k	569.00 k principal	0.11	Debt	Long	USA
BBCMS Mortgage Trust 2024-5C27	550.90 k	533.00 k principal	0.11	ABS-mortgage backed security	Long	USA
Bank of America Corp	495.54 k	495.00 k principal	0.10	Debt	Long	USA
Fannie Mae Connecticut Avenue Securities	480.51 k	468.02 k principal	0.09	ABS-mortgage backed security	Long	USA
Starwood Mortgage Residential Trust 2020-3	479.86 k	496.03 k principal	0.09	ABS-mortgage backed security	Long	USA
Fannie Mae Connecticut Avenue Securities	479.08 k	472.55 k principal	0.09	ABS-mortgage backed security	Long	USA
Accenture Capital Inc	455.22 k	469.00 k principal	0.09	Debt	Long	USA
BANK 2020-BNK29	415.80 k	6.97 mm principal	0.08	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	407.21 k	420.00 k principal	0.08	Debt	Long	USA
Bank of America Corp	333.02 k	325.00 k principal	0.06	Debt	Long	USA
Sierra Timeshare 2022-1 Receivables Funding LLC	314.31 k	320.90 k principal	0.06	ABS-other	Long	USA
Angel Oak Mortgage Trust I LLC 2019-1	295.79 k	296.81 k principal	0.06	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	260.17 k	250.00 k principal	0.05	Debt	Long	USA
Palmer Square CLO 2014-1 Ltd	257.22 k	257.15 k principal	0.05	ABS-collateralized bond/debt obligation	Long	Cayman Islands
STACR Trust 2018-HRP2	183.21 k	183.21 k principal	0.04	ABS-mortgage backed security	Long	USA
Wells Fargo & Co	168.11 k	170.00 k principal	0.03	Debt	Long	USA
Fannie Mae Connecticut Avenue Securities	159.61 k	159.53 k principal	0.03	ABS-mortgage backed security	Long	USA
Long: BLTQ163Z2 IRS USD R V 12MUSCPI SLTQ163Z2_FLO CCPINFLATIONZERO / Short: BLTQ163Z2 IRS USD P F 2.41500 SLTQ163Z2_FIX CCPINFLATIONZERO	147.91 k	12.50 mm other units	0.03	Interest rate derivative	N/A	USA
C Citigroup Inc.	120.59 k	115.00 k principal	0.02	Debt	Long	USA
Long: BL4H5FHC1 IRS USD R V 12MUSCPI SL4H5FHC1_FLO CCPINFLATIONZERO / Short: BL4H5FHC1 IRS USD P F 2.37000 SL4H5FHC1_FIX CCPINFLATIONZERO	117.34 k	18.30 mm other units	0.02	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	100.16 k	10.00 mm other units	0.02	Interest rate derivative	N/A	USA
Long: BLAP4LE29 IRS USD R V 12MUSCPI BLAP4LE29_FLO CCPINFLATIONZERO / Short: BLAP4LE29 IRS USD P F 2.38900 BLAP4LE29_FIX CCPINFLATIONZERO	16.92 k	12.00 mm other units	0.00	Interest rate derivative	N/A	USA
Long: BL4H5FHI8 IRS USD R V 12MUSCPI SL4H5FHI8_FLO CCPINFLATIONZERO / Short: BL4H5FHI8 IRS USD P F 2.43250 SL4H5FHI8_FIX CCPINFLATIONZERO	13.35 k	4.00 mm other units	0.00	Interest rate derivative	N/A	USA
Long: BLAPEL3X2 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLAPEL3X2 IRS USD P F 2.44600 FIX CCPINFLATIONZERO	5.45 k	12.00 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	3.77 k	3.00 mm other units	0.00	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) MAR25	2.05 k	26.00 contracts	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	-957.49	1.70 mm other units	-0.00	Interest rate derivative	N/A	USA
Long: BLO5K2OI6 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2OI6 IRS USD P F 2.52250 FIX CCPINFLATIONZERO	-3.80 k	1.50 mm other units	-0.00	Interest rate derivative	N/A	USA
Long: BLO5K2Q60 IRS USD R V 12MUSCPI INF CCPINFLATIONZERO / Short: BLO5K2Q60 IRS USD P F 2.52250 FIX CCPINFLATIONZERO	-3.80 k	1.50 mm other units	-0.00	Interest rate derivative	N/A	USA
Long: BLP4159L2 IRS USD R V 12MUSCPI SLP4159L2_FLO CCPINFLATIONZERO / Short: BLP4159L2 IRS USD P F 2.61900 SLP4159L2_FIX CCPINFLATIONZERO	-18.60 k	3.80 mm other units	-0.00	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)MAR25	-20.46 k	19.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) MAR25	-33.50 k	78.00 contracts	-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	-35.23 k	10.00 mm other units	-0.01	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	-64.82 k	8.00 mm other units	-0.01	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	-72.42 k	5.80 mm other units	-0.01	Interest rate derivative	N/A	USA
US 10YR ULTRA FUT MAR25	-110.00 k	80.00 contracts	-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	-128.37 k	10.00 mm other units	-0.02	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	-186.07 k	50.00 mm other units	-0.04	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	-192.64 k	50.00 mm other units	-0.04	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	-205.69 k	20.00 mm other units	-0.04	Interest rate derivative	N/A	USA