SA Multi-Managed Income Portfolio

Fund Profile

Fund profile

Fund manager

Seasons Series Trust

Total assets

$31.42 mm

Liabilities

$3.85 mm

Net assets

$27.56 mm

Number of holdings

746.00

Top 200 of 746 Holdings

As of Dec 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Security, TBA	1.20 mm	1.20 mm principal	4.37	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	759.80 k	770.00 k principal	2.76	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	647.67 k	665.00 k principal	2.35	Debt	Long	USA
U.S. Treasury Bonds	549.75 k	602.00 k principal	1.99	Debt	Long	USA
U.S. Treasury Bonds	466.35 k	650.00 k principal	1.69	Debt	Long	USA
NET Cloudflare, Inc.	424.47 k	3.94 k shares	1.54	Common equity	Long	USA
TSLA Tesla, Inc.	412.72 k	1.02 k shares	1.50	Common equity	Long	USA
U.S. Treasury Notes	368.33 k	370.00 k principal	1.34	Debt	Long	USA
U.S. Treasury Notes	367.31 k	398.00 k principal	1.33	Debt	Long	USA
BANK OF AMERICA MASTER NOTE	345.00 k	345.00 k principal	1.25	Repurchase agreement	Long	USA
Ginnie Mae	344.11 k	385.00 k principal	1.25	ABS-mortgage backed security	Long	USA
DEUTSCHE REPO	340.00 k	340.00 k principal	1.23	Repurchase agreement	Long	USA
ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO	340.00 k	340.00 k principal	1.23	Repurchase agreement	Long	USA
Uniform Mortgage-Backed Security, TBA	323.52 k	344.00 k principal	1.17	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	303.07 k	386.52 k principal	1.10	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	301.87 k	311.77 k principal	1.10	ABS-mortgage backed security	Long	USA
BARCLAYS CAPITAL REPO	295.00 k	295.00 k principal	1.07	Repurchase agreement	Long	USA
PARIBAS REPO	295.00 k	295.00 k principal	1.07	Repurchase agreement	Long	USA
DASH DoorDash, Inc.	284.00 k	1.69 k shares	1.03	Common equity	Long	USA
SHOP Shopify Inc.	281.24 k	2.65 k shares	1.02	Common equity	Long	Canada
U.S. Treasury Bonds	279.56 k	370.00 k principal	1.01	Debt	Long	USA
U.S. Treasury Bonds	262.17 k	553.00 k principal	0.95	Debt	Long	USA
U.S. Treasury Inflation-Indexed Notes	260.88 k	272.12 k principal	0.95	Debt	Long	USA
Fannie Mae Pool	257.98 k	313.81 k principal	0.94	ABS-mortgage backed security	Long	USA
Columbia Cent CLO 27 Ltd	250.04 k	250.00 k principal	0.91	ABS-collateralized bond/debt obligation	Long	Cayman Islands
RBLX Roblox Corporation	243.30 k	4.21 k shares	0.88	Common equity	Long	USA
Freddie Mac Pool	238.51 k	292.54 k principal	0.87	ABS-mortgage backed security	Long	USA
TTD The Trade Desk, Inc.	237.29 k	2.02 k shares	0.86	Common equity	Long	USA
U.S. Treasury Bonds	237.18 k	280.00 k principal	0.86	Debt	Long	USA
U.S. Treasury Bonds	235.25 k	285.00 k principal	0.85	Debt	Long	USA
U.S. Treasury Notes	229.77 k	240.00 k principal	0.83	Debt	Long	USA
Fannie Mae Pool	228.43 k	291.05 k principal	0.83	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	227.71 k	291.66 k principal	0.83	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	220.06 k	222.92 k principal	0.80	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	217.58 k	295.00 k principal	0.79	Debt	Long	USA
MELI MercadoLibre, Inc.	214.26 k	126.00 shares	0.78	Common equity	Long	USA
AMZN Amazon.com, Inc.	213.69 k	974.00 shares	0.78	Common equity	Long	USA
SNOW Snowflake Inc.	211.70 k	1.37 k shares	0.77	Common equity	Long	USA
Uniform Mortgage-Backed Security, TBA	198.64 k	225.00 k principal	0.72	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	191.88 k	198.74 k principal	0.70	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	183.68 k	191.05 k principal	0.67	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	180.93 k	211.49 k principal	0.66	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	171.42 k	200.00 k principal	0.62	ABS-mortgage backed security	Long	USA
CRWD CrowdStrike Holdings, Inc.	165.61 k	484.00 shares	0.60	Common equity	Long	USA
ABNB Airbnb, Inc.	164.26 k	1.25 k shares	0.60	Common equity	Long	USA
Ginnie Mae II Pool	163.93 k	188.63 k principal	0.59	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	159.58 k	230.00 k principal	0.58	Debt	Long	USA
GTP Acquisition Partners I LLC	158.89 k	160.00 k principal	0.58	Debt	Long	USA
Adyen NV	157.78 k	106.00 shares	0.57	Common equity	Long	Netherlands
ASML Holding NV	157.33 k	227.00 shares	0.57	Common equity	Long	Netherlands
Fannie Mae Pool	155.54 k	198.33 k principal	0.56	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	155.51 k	194.13 k principal	0.56	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	151.90 k	202.00 k principal	0.55	Debt	Long	USA
Ginnie Mae	151.73 k	175.00 k principal	0.55	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	150.87 k	165.00 k principal	0.55	ABS-mortgage backed security	Long	USA
Deutsche Bank AG/New York NY	146.16 k	150.00 k principal	0.53	Debt	Long	Germany
Royalty Pharma PLC	143.85 k	5.64 k shares	0.52	Common equity	Long	UK
Ginnie Mae	138.15 k	150.00 k principal	0.50	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	135.57 k	260.00 k principal	0.49	Debt	Long	USA
U.S. Treasury Notes	132.38 k	140.00 k principal	0.48	Debt	Long	USA
GS Mortgage Securities Corp Trust 2012-BWTR	132.02 k	159.40 k principal	0.48	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	130.47 k	168.00 k principal	0.47	Debt	Long	USA
Ginnie Mae	125.25 k	150.00 k principal	0.45	ABS-mortgage backed security	Long	USA
LVMH Moet Hennessy Louis Vuitton SE	125.07 k	190.00 shares	0.45	Common equity	Long	France
Soundview Home Loan Trust 2006-3	123.09 k	132.56 k principal	0.45	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	123.03 k	190.00 k principal	0.45	Debt	Long	USA
Ginnie Mae	121.25 k	125.00 k principal	0.44	ABS-mortgage backed security	Long	USA
DBJPM 2016-C3 Mortgage Trust	120.89 k	125.00 k principal	0.44	ABS-mortgage backed security	Long	USA
1211 Avenue of the Americas Trust 2015-1211	118.42 k	120.00 k principal	0.43	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	110.90 k	190.30 k principal	0.40	Debt	Long	USA
Freddie Mac Pool	110.39 k	111.83 k principal	0.40	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	110.06 k	111.49 k principal	0.40	ABS-mortgage backed security	Long	USA
FND Floor & Decor Holdings, Inc.	107.98 k	1.08 k shares	0.39	Common equity	Long	USA
XYZ Block, Inc.	107.85 k	1.27 k shares	0.39	Common equity	Long	USA
North Macedonia Government International Bond	103.16 k	100.00 k principal	0.37	Debt	Long	North Macedonia
Hertz Vehicle Financing III LLC	101.60 k	100.00 k principal	0.37	ABS-other	Long	USA
Venture 42 CLO Ltd	100.13 k	100.00 k principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
BOCA Commercial Mortgage Trust 2024-BOCA	100.09 k	100.00 k principal	0.36	ABS-mortgage backed security	Long	USA
CAMB Commercial Mortgage Trust 2019-LIFE	99.31 k	100.00 k principal	0.36	ABS-mortgage backed security	Long	USA
MF1 2022-FL8 Ltd	98.32 k	100.00 k principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FirstKey Homes 2022-SFR2 Trust	97.27 k	99.27 k principal	0.35	ABS-other	Long	USA
Taco Bell Funding LLC	94.10 k	106.11 k principal	0.34	ABS-other	Long	USA
Progress Residential 2024-SFR2 Trust	92.62 k	99.78 k principal	0.34	ABS-other	Long	USA
New Economy Assets - Phase 1 Sponsor LLC	92.20 k	100.00 k principal	0.33	ABS-other	Long	USA
MSTR MicroStrategy Incorporated	91.81 k	317.00 shares	0.33	Common equity	Long	USA
William Carter Co/The	89.24 k	90.00 k principal	0.32	Debt	Long	USA
SG Commercial Mortgage Securities Trust 2020-COVE	83.99 k	90.00 k principal	0.30	ABS-mortgage backed security	Long	USA
CLH Clean Harbors, Inc.	83.27 k	85.00 k principal	0.30	Debt	Long	USA
U.S. Treasury Bonds	82.85 k	145.00 k principal	0.30	Debt	Long	USA
JPMDB Commercial Mortgage Securities Trust 2016-C4	81.15 k	85.00 k principal	0.29	ABS-mortgage backed security	Long	USA
BALL Ball Corporation	80.58 k	80.00 k principal	0.29	Debt	Long	USA
Go Daddy Operating Co LLC / GD Finance Co Inc	80.55 k	82.00 k principal	0.29	Debt	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	79.27 k	82.00 k principal	0.29	ABS-mortgage backed security	Long	USA
Brazil Notas do Tesouro Nacional Serie F	76.61 k	594.00 k principal	0.28	Debt	Long	Brazil
RIVERSIDE CNTY CA PENSN OBLG	76.10 k	80.00 k principal	0.28	Debt	Long	USA
CNC Centene Corporation	75.66 k	80.00 k principal	0.27	Debt	Long	USA
Philippine Government International Bond	74.41 k	100.00 k principal	0.27	Debt	Long	Philippines
U.S. Treasury Bonds	74.24 k	115.00 k principal	0.27	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	72.80 k	100.53 k principal	0.26	Debt	Long	USA
Towd Point Mortgage Trust 2021-R1	72.22 k	85.80 k principal	0.26	ABS-mortgage backed security	Long	USA
BCSF Bain Capital Specialty Finance, Inc.	71.42 k	75.00 k principal	0.26	Debt	Long	USA
JPMorgan Chase & Co	70.78 k	73.00 k principal	0.26	Debt	Long	USA
PCOR Procore Technologies, Inc.	70.28 k	938.00 shares	0.26	Common equity	Long	USA
Fannie Mae REMICS	70.08 k	75.00 k principal	0.25	ABS-mortgage backed security	Long	USA
UNP Union Pacific Corporation	69.10 k	303.00 shares	0.25	Common equity	Long	USA
Verus Securitization Trust 2022-1	68.87 k	76.00 k principal	0.25	ABS-mortgage backed security	Long	USA
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE	68.83 k	70.00 k principal	0.25	Debt	Long	USA
DHR Danaher Corporation	68.64 k	299.00 shares	0.25	Common equity	Long	USA
PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING	68.51 k	65.00 k principal	0.25	Debt	Long	USA
AMT American Tower Corporation	68.23 k	372.00 shares	0.25	Common equity	Long	USA
Intercontinental Exchange, Inc.	67.65 k	454.00 shares	0.25	Common equity	Long	USA
Hungary Government International Bond	66.48 k	75.00 k principal	0.24	Debt	Long	Hungary
Legacy Mortgage Asset Trust 2021-GS3	66.00 k	66.09 k principal	0.24	ABS-mortgage backed security	Long	USA
Verus Securitization Trust 2021-4	62.89 k	75.30 k principal	0.23	ABS-mortgage backed security	Long	USA
CCO Holdings LLC / CCO Holdings Capital Corp	62.83 k	70.00 k principal	0.23	Debt	Long	USA
Mexico Government International Bonds	62.22 k	82.00 k principal	0.23	Debt	Long	Mexico
Deephaven Residential Mortgage Trust 2022-1	61.58 k	68.69 k principal	0.22	ABS-mortgage backed security	Long	USA
PRPM 2021-5 LLC	60.58 k	60.85 k principal	0.22	ABS-other	Long	USA
Angel Oak Mortgage Trust 2022-3	59.69 k	63.41 k principal	0.22	ABS-mortgage backed security	Long	USA
SS&C Technologies Inc	59.42 k	60.00 k principal	0.22	Debt	Long	USA
Wells Fargo Commercial Mortgage Trust 2015-NXS3	59.39 k	60.00 k principal	0.22	ABS-mortgage backed security	Long	USA
WMG Acquisition Corp	59.23 k	65.00 k principal	0.21	Debt	Long	USA
Chile Government International Bond	59.03 k	100.00 k principal	0.21	Debt	Long	Chile
Starwood Mortgage Residential Trust 2021-6	58.80 k	68.14 k principal	0.21	ABS-mortgage backed security	Long	USA
OTEX Open Text Corporation	58.80 k	65.00 k principal	0.21	Debt	Long	Canada
NEW YORK TRANSPRTN DEV CORP LEASE REVENUE	57.44 k	60.00 k principal	0.21	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA6	56.78 k	55.00 k principal	0.21	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2021-HQA3	56.65 k	55.00 k principal	0.21	ABS-mortgage backed security	Long	USA
FICO Fair Isaac Corporation	56.62 k	60.00 k principal	0.21	Debt	Long	USA
Domino's Pizza Master Issuer LLC	56.51 k	56.85 k principal	0.21	ABS-other	Long	USA
Fannie Mae Connecticut Avenue Securities	55.66 k	54.00 k principal	0.20	ABS-mortgage backed security	Long	USA
PRPM 2021-4 LLC	54.10 k	54.22 k principal	0.20	ABS-other	Long	USA
Fannie Mae Connecticut Avenue Securities	53.24 k	51.80 k principal	0.19	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2023-HQA1	53.10 k	50.00 k principal	0.19	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2023-HQA2	52.49 k	50.00 k principal	0.19	ABS-mortgage backed security	Long	USA
BLDR Builders FirstSource, Inc.	52.28 k	55.00 k principal	0.19	Debt	Long	USA
Xcel Energy Inc	51.50 k	55.00 k principal	0.19	Debt	Long	USA
COLT 2021-3 Mortgage Loan Trust	51.30 k	64.15 k principal	0.19	ABS-mortgage backed security	Long	USA
Navient Private Education Refi Loan Trust 2021-F	50.15 k	57.43 k principal	0.18	ABS-other	Long	USA
PRPM 2021-9 LLC	49.69 k	49.83 k principal	0.18	ABS-other	Long	USA
NMLT 2021-INV1 Trust	49.47 k	58.93 k principal	0.18	ABS-mortgage backed security	Long	USA
Leviathan Bond Ltd	48.38 k	50.00 k principal	0.18	Debt	Long	Israel
EIX Edison International	48.06 k	45.00 k principal	0.17	Debt	Long	USA
Avantor Funding Inc	47.73 k	50.00 k principal	0.17	Debt	Long	USA
FirstCash Inc	47.39 k	50.00 k principal	0.17	Debt	Long	USA
Roivant Sciences Ltd	47.12 k	3.98 k shares	0.17	Common equity	Long	Bermuda
UBER Uber Technologies, Inc.	46.93 k	778.00 shares	0.17	Common equity	Long	USA
TYSN 2023-CRNR Mortgage Trust	46.92 k	45.00 k principal	0.17	ABS-mortgage backed security	Long	USA
CSMC 2021-NQM5 Trust	46.13 k	56.11 k principal	0.17	ABS-mortgage backed security	Long	USA
Standard Industries Inc/NY	45.81 k	50.00 k principal	0.17	Debt	Long	USA
XYZ Block, Inc.	45.43 k	45.00 k principal	0.16	Debt	Long	USA
NSIT Insight Enterprises, Inc.	45.25 k	45.00 k principal	0.16	Debt	Long	USA
Gen Digital Inc	44.90 k	45.00 k principal	0.16	Debt	Long	USA
Wendy's Funding LLC	44.54 k	46.49 k principal	0.16	ABS-other	Long	USA
Domino's Pizza Master Issuer LLC	44.17 k	48.63 k principal	0.16	ABS-other	Long	USA
COF Capital One Financial Corporation	44.16 k	40.00 k principal	0.16	Debt	Long	USA
PRET 2022-NPL1 LLC	44.02 k	44.05 k principal	0.16	ABS-other	Long	USA
SCI Service Corporation International	43.75 k	50.00 k principal	0.16	Debt	Long	USA
Romanian Government International Bond	43.52 k	65.00 k principal	0.16	Debt	Long	Romania
Fannie Mae Pool	43.40 k	53.24 k principal	0.16	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	43.32 k	50.92 k principal	0.16	ABS-mortgage backed security	Long	USA
Bank of America Corp	42.98 k	50.00 k principal	0.16	Debt	Long	USA
HOLX Hologic, Inc.	42.66 k	44.00 k principal	0.15	Debt	Long	USA
Fannie Mae Pool	42.57 k	47.05 k principal	0.15	ABS-mortgage backed security	Long	USA
PRET 2021-RN2 LLC	42.24 k	42.49 k principal	0.15	ABS-other	Long	USA
Aligned Data Centers Issuer LLC	40.58 k	40.00 k principal	0.15	ABS-other	Long	USA
Stack Infrastructure Issuer LLC	40.48 k	40.00 k principal	0.15	ABS-other	Long	USA
Pretium Mortgage Credit Partners LLC	40.47 k	40.58 k principal	0.15	ABS-other	Long	USA
Spectrum Management Holding Company, LLC	40.27 k	45.00 k principal	0.15	Debt	Long	USA
ARI Fleet Lease Trust 2023-A	40.03 k	39.89 k principal	0.15	ABS-other	Long	USA
GS Mortgage Securities Corp II Series 2005-ROCK	39.98 k	40.00 k principal	0.15	ABS-mortgage backed security	Long	USA
SBA Tower Trust	39.96 k	40.00 k principal	0.14	Debt	Long	USA
Romanian Government International Bond	39.62 k	60.00 k principal	0.14	Debt	Long	Romania
Fannie Mae Pool	39.48 k	46.34 k principal	0.14	ABS-mortgage backed security	Long	USA
Graphic Packaging International LLC	39.04 k	40.00 k principal	0.14	Debt	Long	USA
EC Ecopetrol S.A.	38.58 k	40.00 k principal	0.14	Debt	Long	Colombia
FirstCash Inc	38.54 k	40.00 k principal	0.14	Debt	Long	USA
GCAT 2021-NQM3 Trust	38.33 k	45.08 k principal	0.14	ABS-mortgage backed security	Long	USA
Athene Global Funding	37.79 k	45.00 k principal	0.14	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2022-DNA5	37.53 k	35.00 k principal	0.14	ABS-mortgage backed security	Long	USA
MTB M&T Bank Corporation	37.52 k	35.00 k principal	0.14	Debt	Long	USA
Taylor Morrison Communities Inc	36.76 k	37.00 k principal	0.13	Debt	Long	USA
MET TRANSPRTN AUTH NY REVENUE	35.74 k	35.00 k principal	0.13	Debt	Long	USA
Wells Fargo & Co	35.54 k	35.00 k principal	0.13	Debt	Long	USA
Ginnie Mae II Pool	35.37 k	40.70 k principal	0.13	ABS-mortgage backed security	Long	USA
Westlake Automobile Receivables Trust 2023-2	35.30 k	35.00 k principal	0.13	ABS-other	Long	USA
Warnermedia Holdings Inc	35.25 k	40.00 k principal	0.13	Debt	Long	USA
Sirius XM Radio LLC	34.91 k	40.00 k principal	0.13	Debt	Long	USA
Glencore Funding LLC	34.84 k	35.00 k principal	0.13	Debt	Long	USA
JPMorgan Chase & Co	34.78 k	35.00 k principal	0.13	Debt	Long	USA
Freddie Mac REMICS	34.51 k	40.45 k principal	0.13	ABS-mortgage backed security	Long	USA
ES Eversource Energy	34.00 k	35.00 k principal	0.12	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	33.87 k	35.00 k principal	0.12	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	33.79 k	40.63 k principal	0.12	Debt	Long	USA
Lamar Media Corp	33.62 k	35.00 k principal	0.12	Debt	Long	USA
Bank of America Corp	33.42 k	40.00 k principal	0.12	Debt	Long	USA
JPMorgan Chase & Co	33.14 k	35.00 k principal	0.12	Debt	Long	USA
Ginnie Mae I Pool	32.16 k	33.31 k principal	0.12	ABS-mortgage backed security	Long	USA
Fannie Mae REMICS	31.95 k	35.09 k principal	0.12	ABS-mortgage backed security	Long	USA
SCI Service Corporation International	30.96 k	32.00 k principal	0.11	Debt	Long	USA