SA Multi-Managed Income Portfolio

Fund Profile

Fund profile

Fund manager

Seasons Series Trust

Total assets

$31.71 mm

Liabilities

$4.02 mm

Net assets

$27.70 mm

Number of holdings

756.00

Top 200 of 756 Holdings

As of Sep 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Uniform Mortgage-Backed Security, TBA	778.92 k	770.00 k principal	2.81	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	688.85 k	674.00 k principal	2.49	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	578.96 k	567.00 k principal	2.09	Debt	Long	USA
U.S. Treasury Bonds	522.36 k	650.00 k principal	1.89	Debt	Long	USA
DASH DoorDash, Inc.	400.21 k	2.80 k shares	1.44	Common equity	Long	USA
U.S. Treasury Notes	390.74 k	370.00 k principal	1.41	Debt	Long	USA
U.S. Treasury Notes	378.15 k	398.00 k principal	1.37	Debt	Long	USA
NET Cloudflare, Inc.	367.73 k	4.55 k shares	1.33	Common equity	Long	USA
Ginnie Mae	361.69 k	385.00 k principal	1.31	ABS-mortgage backed security	Long	USA
TTD The Trade Desk, Inc.	340.46 k	3.11 k shares	1.23	Common equity	Long	USA
Uniform Mortgage-Backed Security, TBA	338.16 k	344.00 k principal	1.22	ABS-mortgage backed security	Long	USA
TSLA Tesla, Inc.	334.10 k	1.28 k shares	1.21	Common equity	Long	USA
Fannie Mae Pool	326.58 k	392.81 k principal	1.18	ABS-mortgage backed security	Long	USA
SHOP Shopify Inc.	324.81 k	4.05 k shares	1.17	Common equity	Long	Canada
Freddie Mac Pool	319.20 k	318.84 k principal	1.15	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	307.61 k	370.00 k principal	1.11	Debt	Long	USA
U.S. Treasury Bonds	295.94 k	553.00 k principal	1.07	Debt	Long	USA
Fannie Mae Pool	277.78 k	319.66 k principal	1.00	ABS-mortgage backed security	Long	USA
RBLX Roblox Corporation	277.73 k	6.28 k shares	1.00	Common equity	Long	USA
U.S. Treasury Inflation-Indexed Notes	274.16 k	271.15 k principal	0.99	Debt	Long	USA
U.S. Treasury Bonds	259.31 k	280.00 k principal	0.94	Debt	Long	USA
U.S. Treasury Bonds	257.20 k	285.00 k principal	0.93	Debt	Long	USA
Freddie Mac Pool	255.41 k	295.82 k principal	0.92	ABS-mortgage backed security	Long	USA
Columbia Cent CLO 27 Ltd	250.03 k	250.00 k principal	0.90	ABS-collateralized bond/debt obligation	Long	Cayman Islands
Fannie Mae Pool	246.60 k	296.07 k principal	0.89	ABS-mortgage backed security	Long	USA
Freddie Mac Pool	245.93 k	296.53 k principal	0.89	ABS-mortgage backed security	Long	USA
U.S. Treasury Notes	244.13 k	240.00 k principal	0.88	Debt	Long	USA
U.S. Treasury Bonds	239.77 k	295.00 k principal	0.87	Debt	Long	USA
BARCLAYS CAPITAL REPO	235.00 k	235.00 k principal	0.85	Repurchase agreement	Long	USA
ICE Intercontinental Exchange, Inc.	227.47 k	1.42 k shares	0.82	Common equity	Long	USA
PARIBAS REPO	225.00 k	225.00 k principal	0.81	Repurchase agreement	Long	USA
AMZN Amazon.com, Inc.	223.97 k	1.20 k shares	0.81	Common equity	Long	USA
MSTR MicroStrategy Incorporated	220.53 k	1.31 k shares	0.80	Common equity	Long	USA
Royalty Pharma PLC	218.46 k	7.72 k shares	0.79	Common equity	Long	UK
ROYAL BANK OF SCOTLAND REPO ROYAL BANK OF SCOTLAND REPO	215.00 k	215.00 k principal	0.78	Repurchase agreement	Long	USA
BANK OF AMERICA MASTER NOTE	215.00 k	215.00 k principal	0.78	Repurchase agreement	Long	USA
DEUTSCHE REPO	215.00 k	215.00 k principal	0.78	Repurchase agreement	Long	USA
Uniform Mortgage-Backed Security, TBA	205.82 k	225.00 k principal	0.74	ABS-mortgage backed security	Long	USA
Adyen NV	204.53 k	131.00 shares	0.74	Common equity	Long	Netherlands
Uniform Mortgage-Backed Security, TBA	199.87 k	200.00 k principal	0.72	ABS-mortgage backed security	Long	USA
ABNB Airbnb, Inc.	195.41 k	1.54 k shares	0.71	Common equity	Long	USA
Fannie Mae Pool	195.05 k	215.83 k principal	0.70	ABS-mortgage backed security	Long	USA
SNOW Snowflake Inc.	194.00 k	1.69 k shares	0.70	Common equity	Long	USA
U.S. Treasury Inflation-Indexed Bonds	186.68 k	281.38 k principal	0.67	Debt	Long	USA
Fannie Mae Pool	186.36 k	192.15 k principal	0.67	ABS-mortgage backed security	Long	USA
Uniform Mortgage-Backed Security, TBA	178.48 k	200.00 k principal	0.64	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	176.55 k	193.37 k principal	0.64	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	175.79 k	230.00 k principal	0.63	Debt	Long	USA
AMT American Tower Corporation	173.95 k	748.00 shares	0.63	Common equity	Long	USA
Ginnie Mae II Pool	168.24 k	198.30 k principal	0.61	ABS-mortgage backed security	Long	USA
U.S. Treasury Bonds	167.53 k	202.00 k principal	0.60	Debt	Long	USA
Fannie Mae Pool	167.49 k	201.43 k principal	0.60	ABS-mortgage backed security	Long	USA
Ginnie Mae	159.56 k	175.00 k principal	0.58	ABS-mortgage backed security	Long	USA
DHR Danaher Corporation	158.47 k	570.00 shares	0.57	Common equity	Long	USA
Uniform Mortgage-Backed Security, TBA	158.45 k	165.00 k principal	0.57	ABS-mortgage backed security	Long	USA
GTP Acquisition Partners I LLC	158.21 k	160.00 k principal	0.57	Debt	Long	USA
MELI MercadoLibre, Inc.	155.95 k	76.00 shares	0.56	Common equity	Long	USA
U.S. Treasury Bonds	152.93 k	260.00 k principal	0.55	Debt	Long	USA
Deutsche Bank AG/New York NY	145.26 k	150.00 k principal	0.52	Debt	Long	Germany
Ginnie Mae	145.02 k	150.00 k principal	0.52	ABS-mortgage backed security	Long	USA
UBER Uber Technologies, Inc.	143.71 k	1.91 k shares	0.52	Common equity	Long	USA
U.S. Treasury Bonds	143.27 k	168.00 k principal	0.52	Debt	Long	USA
UNP Union Pacific Corporation	140.99 k	572.00 shares	0.51	Common equity	Long	USA
U.S. Treasury Notes	140.98 k	140.00 k principal	0.51	Debt	Long	USA
U.S. Treasury Bonds	134.71 k	190.00 k principal	0.49	Debt	Long	USA
Ginnie Mae	132.18 k	150.00 k principal	0.48	ABS-mortgage backed security	Long	USA
GS Mortgage Securities Corp Trust 2012-BWTR	131.58 k	159.40 k principal	0.48	ABS-mortgage backed security	Long	USA
Soundview Home Loan Trust 2006-3	127.31 k	135.45 k principal	0.46	ABS-mortgage backed security	Long	USA
DBJPM 2016-C3 Mortgage Trust	120.60 k	125.00 k principal	0.44	ABS-mortgage backed security	Long	USA
1211 Avenue of the Americas Trust 2015-1211	117.82 k	120.00 k principal	0.43	ABS-mortgage backed security	Long	USA
North Macedonia Government International Bond	110.66 k	100.00 k principal	0.40	Debt	Long	North Macedonia
Hertz Vehicle Financing III LLC	102.50 k	100.00 k principal	0.37	ABS-other	Long	USA
Brazil Notas do Tesouro Nacional Serie F	100.90 k	594.00 k principal	0.36	Debt	Long	Brazil
BOCA Commercial Mortgage Trust 2024-BOCA	99.87 k	100.00 k principal	0.36	ABS-mortgage backed security	Long	USA
Venture 42 CLO Ltd	99.78 k	100.00 k principal	0.36	ABS-collateralized bond/debt obligation	Long	Cayman Islands
CAMB Commercial Mortgage Trust 2019-LIFE	99.01 k	100.00 k principal	0.36	ABS-mortgage backed security	Long	USA
FirstKey Homes 2022-SFR2 Trust	98.22 k	99.27 k principal	0.35	ABS-other	Long	USA
MF1 2022-FL8 Ltd	98.13 k	100.00 k principal	0.35	ABS-collateralized bond/debt obligation	Long	Cayman Islands
FND Floor & Decor Holdings, Inc.	95.61 k	770.00 shares	0.35	Common equity	Long	USA
Taco Bell Funding LLC	95.31 k	106.11 k principal	0.34	ABS-other	Long	USA
Progress Residential 2024-SFR2 Trust	94.73 k	100.00 k principal	0.34	ABS-other	Long	USA
U.S. Treasury Bonds	93.40 k	145.00 k principal	0.34	Debt	Long	USA
New Economy Assets Phase 1 Sponsor LLC	92.17 k	100.00 k principal	0.33	ABS-other	Long	USA
William Carter Co/The	89.81 k	90.00 k principal	0.32	Debt	Long	USA
SG Commercial Mortgage Securities Trust 2020-COVE	83.89 k	90.00 k principal	0.30	ABS-mortgage backed security	Long	USA
CLH Clean Harbors, Inc.	83.79 k	85.00 k principal	0.30	Debt	Long	USA
BALL Ball Corporation	82.79 k	80.00 k principal	0.30	Debt	Long	USA
U.S. Treasury Bonds	82.33 k	115.00 k principal	0.30	Debt	Long	USA
Go Daddy Operating Co LLC / GD Finance Co Inc	81.70 k	82.00 k principal	0.29	Debt	Long	USA
Philippine Government International Bond	81.26 k	100.00 k principal	0.29	Debt	Long	Philippines
JPMDB Commercial Mortgage Securities Trust 2016-C4	81.08 k	85.00 k principal	0.29	ABS-mortgage backed security	Long	USA
Freddie Mac Multifamily Structured Pass Through Certificates	80.49 k	82.00 k principal	0.29	ABS-mortgage backed security	Long	USA
U.S. Treasury Inflation-Indexed Bonds	80.04 k	100.18 k principal	0.29	Debt	Long	USA
Towd Point Mortgage Trust 2021-R1	78.36 k	86.64 k principal	0.28	ABS-mortgage backed security	Long	USA
CNC Centene Corporation	78.29 k	80.00 k principal	0.28	Debt	Long	USA
PCOR Procore Technologies, Inc.	78.20 k	1.27 k shares	0.28	Common equity	Long	USA
RIVERSIDE CNTY CA PENSN OBLG	77.81 k	80.00 k principal	0.28	Debt	Long	USA
BILL Bill.com Holdings, Inc.	76.87 k	1.46 k shares	0.28	Common equity	Long	USA
Fannie Mae REMICS	73.65 k	75.00 k principal	0.27	ABS-mortgage backed security	Long	USA
CRWD CrowdStrike Holdings, Inc.	73.20 k	261.00 shares	0.26	Common equity	Long	USA
Verus Securitization Trust 2022-1	72.90 k	78.24 k principal	0.26	ABS-mortgage backed security	Long	USA
JPMorgan Chase & Co	72.22 k	73.00 k principal	0.26	Debt	Long	USA
BCSF Bain Capital Specialty Finance, Inc.	71.16 k	75.00 k principal	0.26	Debt	Long	USA
Hungary Government International Bond	70.97 k	75.00 k principal	0.26	Debt	Long	Hungary
PHILADELPHIA PA AUTH FOR INDL DEV PENSION FUNDING	70.54 k	65.00 k principal	0.25	Debt	Long	USA
FLORIDA ST BRD OF ADMIN FIN CORP REVENUE	68.33 k	70.00 k principal	0.25	Debt	Long	USA
Bank of America Corp	66.89 k	75.00 k principal	0.24	Debt	Long	USA
Legacy Mortgage Asset Trust 2021-GS3	66.87 k	67.38 k principal	0.24	ABS-mortgage backed security	Long	USA
Chesapeake Funding II LLC	65.49 k	64.93 k principal	0.24	ABS-other	Long	USA
Chile Government International Bond	64.01 k	100.00 k principal	0.23	Debt	Long	Chile
Roivant Sciences Ltd	63.48 k	5.50 k shares	0.23	Common equity	Long	Bermuda
CCO Holdings LLC / CCO Holdings Capital Corp	63.45 k	70.00 k principal	0.23	Debt	Long	USA
PRPM 2021-5 LLC	63.13 k	63.41 k principal	0.23	ABS-other	Long	USA
Starwood Mortgage Residential Trust 2021-6	63.05 k	71.58 k principal	0.23	ABS-mortgage backed security	Long	USA
WMG Acquisition Corp	60.59 k	65.00 k principal	0.22	Debt	Long	USA
OTEX Open Text Corporation	60.42 k	65.00 k principal	0.22	Debt	Long	Canada
SS&C Technologies Inc	59.97 k	60.00 k principal	0.22	Debt	Long	USA
Wells Fargo Commercial Mortgage Trust 2015-NXS3	59.20 k	60.00 k principal	0.21	ABS-mortgage backed security	Long	USA
NEW YORK TRANSPRTN DEV CORP LEASE REVENUE	58.72 k	60.00 k principal	0.21	Debt	Long	USA
FICO Fair Isaac Corporation	58.06 k	60.00 k principal	0.21	Debt	Long	USA
Freddie Mac STACR REMIC Trust 2021-DNA6	56.71 k	55.00 k principal	0.20	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2021-HQA3	56.62 k	55.00 k principal	0.20	ABS-mortgage backed security	Long	USA
PRPM 2021-4 LLC	56.43 k	56.51 k principal	0.20	ABS-other	Long	USA
Domino's Pizza Master Issuer LLC	56.39 k	56.85 k principal	0.20	ABS-other	Long	USA
Mexico Government International Bonds	55.82 k	66.00 k principal	0.20	Debt	Long	Mexico
Fannie Mae Connecticut Avenue Securities	55.74 k	54.00 k principal	0.20	ABS-mortgage backed security	Long	USA
COLT 2021-3 Mortgage Loan Trust	55.10 k	66.44 k principal	0.20	ABS-mortgage backed security	Long	USA
MTB M&T Bank Corporation	54.77 k	50.00 k principal	0.20	Debt	Long	USA
BLDR Builders FirstSource, Inc.	53.94 k	55.00 k principal	0.19	Debt	Long	USA
Fannie Mae Connecticut Avenue Securities	53.38 k	51.80 k principal	0.19	ABS-mortgage backed security	Long	USA
Navient Private Education Refi Loan Trust 2021-F	53.33 k	59.93 k principal	0.19	ABS-other	Long	USA
PRPM 2021-9 LLC	53.11 k	53.10 k principal	0.19	ABS-other	Long	USA
Freddie Mac STACR REMIC Trust 2023-HQA1	52.93 k	50.00 k principal	0.19	ABS-mortgage backed security	Long	USA
Freddie Mac STACR REMIC Trust 2023-HQA2	52.43 k	50.00 k principal	0.19	ABS-mortgage backed security	Long	USA
NMLT 2021-INV1 Trust	52.08 k	60.58 k principal	0.19	ABS-mortgage backed security	Long	USA
Xcel Energy Inc	51.83 k	55.00 k principal	0.19	Debt	Long	USA
EC Ecopetrol S.A.	51.13 k	50.00 k principal	0.18	Debt	Long	Colombia
ARI Fleet Lease Trust 2023-A	50.38 k	50.25 k principal	0.18	ABS-other	Long	USA
EIX Edison International	49.60 k	45.00 k principal	0.18	Debt	Long	USA
Avantor Funding Inc	48.87 k	50.00 k principal	0.18	Debt	Long	USA
CSMC 2021-NQM5 Trust	48.82 k	57.33 k principal	0.18	ABS-mortgage backed security	Long	USA
Romanian Government International Bond	48.79 k	65.00 k principal	0.18	Debt	Long	Romania
FirstCash Inc	48.27 k	50.00 k principal	0.17	Debt	Long	USA
TYSN 2023-CRNR Mortgage Trust	47.58 k	45.00 k principal	0.17	ABS-mortgage backed security	Long	USA
Leviathan Bond Ltd	47.33 k	50.00 k principal	0.17	Debt	Long	Israel
Standard Industries Inc/NY	47.33 k	50.00 k principal	0.17	Debt	Long	USA
PRET 2022-NPL1 LLC	47.14 k	47.37 k principal	0.17	ABS-other	Long	USA
NSIT Insight Enterprises, Inc.	46.97 k	45.00 k principal	0.17	Debt	Long	USA
SQ Block, Inc.	46.86 k	45.00 k principal	0.17	Debt	Long	USA
Fannie Mae Pool	46.68 k	54.07 k principal	0.17	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	46.28 k	51.81 k principal	0.17	ABS-mortgage backed security	Long	USA
Fannie Mae Pool	45.93 k	48.29 k principal	0.17	ABS-mortgage backed security	Long	USA
COF Capital One Financial Corporation	45.46 k	40.00 k principal	0.16	Debt	Long	USA
SCI Service Corporation International	45.31 k	50.00 k principal	0.16	Debt	Long	USA
Wendy's Funding LLC	45.24 k	46.62 k principal	0.16	ABS-other	Long	USA
Domino's Pizza Master Issuer LLC	44.80 k	48.63 k principal	0.16	ABS-other	Long	USA
Gen Digital Inc	44.74 k	45.00 k principal	0.16	Debt	Long	USA
Romanian Government International Bond	44.69 k	60.00 k principal	0.16	Debt	Long	Romania
PRET 2021-RN2 LLC	43.80 k	44.31 k principal	0.16	ABS-other	Long	USA
HOLX Hologic, Inc.	43.17 k	44.00 k principal	0.16	Debt	Long	USA
Pretium Mortgage Credit Partners LLC	42.46 k	42.56 k principal	0.15	ABS-other	Long	USA
Securitized Asset Backed Receivables LLC Trust 2007-BR5	42.45 k	55.95 k principal	0.15	ABS-other	Long	USA
Fannie Mae Pool	42.05 k	47.03 k principal	0.15	ABS-mortgage backed security	Long	USA
Aligned Data Centers Issuer LLC	40.81 k	40.00 k principal	0.15	ABS-other	Long	USA
Spectrum Management Holding Company, LLC	40.81 k	45.00 k principal	0.15	Debt	Long	USA
GCAT 2021-NQM3 Trust	40.70 k	46.90 k principal	0.15	ABS-mortgage backed security	Long	USA
Stack Infrastructure Issuer LLC	40.62 k	40.00 k principal	0.15	ABS-other	Long	USA
Ovintiv Inc	40.62 k	36.00 k principal	0.15	Debt	Long	USA
SBA Tower Trust	39.71 k	40.00 k principal	0.14	Debt	Long	USA
PCG+A Pacific Gas & Electric Co.	39.69 k	40.00 k principal	0.14	Debt	Long	USA
FirstCash Inc	39.63 k	40.00 k principal	0.14	Debt	Long	USA
GS Mortgage Securities Corp II Series 2005-ROCK	39.59 k	40.00 k principal	0.14	ABS-mortgage backed security	Long	USA
Graphic Packaging International LLC	39.56 k	40.00 k principal	0.14	Debt	Long	USA
Athene Global Funding	38.61 k	45.00 k principal	0.14	Debt	Long	USA
Warnermedia Holdings Inc	38.56 k	50.00 k principal	0.14	Debt	Long	USA
Energean Israel Finance Ltd	38.49 k	45.00 k principal	0.14	Debt	Long	Israel
BBCMS Mortgage Trust 2024-C26	38.16 k	35.00 k principal	0.14	ABS-mortgage backed security	Long	USA
Ginnie Mae II Pool	38.01 k	41.63 k principal	0.14	ABS-mortgage backed security	Long	USA
Taylor Morrison Communities Inc	37.65 k	37.00 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
PCG+A Pacific Gas & Electric Co.	37.04 k	35.00 k principal	0.13	Debt	Long	USA
U.S. Treasury Inflation-Indexed Bonds	36.91 k	40.49 k principal	0.13	Debt	Long	USA
Freddie Mac REMICS	36.89 k	41.70 k principal	0.13	ABS-mortgage backed security	Long	USA
Romanian Government International Bond	36.87 k	36.00 k principal	0.13	Debt	Long	Romania
JPMorgan Chase & Co	36.58 k	35.00 k principal	0.13	Debt	Long	USA
Glencore Funding LLC	36.53 k	35.00 k principal	0.13	Debt	Long	USA
Wells Fargo & Co	36.41 k	35.00 k principal	0.13	Debt	Long	USA
Sirius XM Radio Inc	36.28 k	40.00 k principal	0.13	Debt	Long	USA
MET TRANSPRTN AUTH NY REVENUE	36.27 k	35.00 k principal	0.13	Debt	Long	USA
Subway Funding LLC	36.11 k	35.00 k principal	0.13	ABS-other	Long	USA
ES Eversource Energy	35.59 k	35.00 k principal	0.13	Debt	Long	USA
Westlake Automobile Receivables Trust 2023-2	35.38 k	35.00 k principal	0.13	ABS-other	Long	USA
Penske Truck Leasing Co Lp / PTL Finance Corp	34.92 k	35.00 k principal	0.13	Debt	Long	USA
Lamar Media Corp	34.57 k	35.00 k principal	0.12	Debt	Long	USA
Fannie Mae REMICS	34.57 k	36.91 k principal	0.12	ABS-mortgage backed security	Long	USA
Bank of America Corp	34.47 k	40.00 k principal	0.12	Debt	Long	USA
JPMorgan Chase & Co	34.04 k	35.00 k principal	0.12	Debt	Long	USA
Ginnie Mae I Pool	33.95 k	33.72 k principal	0.12	ABS-mortgage backed security	Long	USA
PCG+A Pacific Gas & Electric Co.	32.21 k	30.00 k principal	0.12	Debt	Long	USA
Angel Oak Mortgage Trust 2021-5	32.10 k	37.09 k principal	0.12	ABS-mortgage backed security	Long	USA