SA Franklin Systematic U.S. Large Cap Core Portfolio

C000214976 Fund Overview

SA Franklin Systematic U.S. Large Cap Core Portfolio is a US mutual fund managed by Sunamerica Series Trust, categorised as United States Large Cap Blend / Core Equity. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.

• Type: US mutual fund
• Manager: Sunamerica Series Trust
• Category: United States Large Cap Blend / Core Equity
• Assets under management: $346.02M
• 1-year return: 21.2%
• SEC CIK: 0000892538
• SEC series ID: S000066710
• Share class ID: C000214976

C000214976 Investment Objective and Strategy

SA Franklin Systematic U.S. Large Cap Core Portfolio describes its objective and strategy as follows, from its latest prospectus filed with the SEC by Sunamerica Series Trust.

Investment objective

The Portfolios investment goal is long-term capital appreciation.

Principal investment strategy

The Portfolio seeks to achieve a higher risk-adjusted performance than the Russell 1000 Index (the Index) over the long term through a portfolio optimization process employed by the Portfolios subadviser. Under normal circumstances, the Portfolio invests at least 80% of its net assets in equity securities of U.S. large capitalization companies. The Portfolio primarily invests in common stock of U.S. large capitalization companies included in the Index. As of February 28, 2026, the market capitalization range of the companies in the Index was between $ 17,085 million to $4.32 trillion. The size of the companies in the Index changes with market conditions and the composition of the Index. The subadvisers selection process is designed to select stocks for the Portfolio that have favorable exposure to certain factors, including but not limited to quality, value, momentum and alternative.

Factors are common characteristics that relate to a group of issuers or securities that are important in explaining the returns and risks of those issuers securities. The quality factor incorporates measurements related to profitability, leverage, management signaling and innovation metrics. The value factor incorporates measurements such as free cash flow and multiple-based valuation measures. The momentum factor incorporates measurements such as analyst revisions and price momentum metrics. The alternative factor incorporates measurements related to positioning, such as short interest. The subadviser uses a proprietary model to assign a quantitative factor score for each issuer in the Portfolios investible universe based on that issuers factor exposures. Each stock is then further analyzed based on the assigned factor scores, but taking into account certain sector weight limits and security weight limit constraints determined by, among others, the portfolio management team.

Under normal market conditions, the Portfolio holds 175 to 250 of the common stocks in the Index. The subadviser selects such stocks on a monthly basis; however, it may change the position size of a stock, determine to buy a new stock or sell an existing one between its monthly selection if the stock scores change materially or if there are adverse developments concerning a particular stock, an industry, the economy or the stock market generally.

C000214976 Holdings

Top 10 holdings of SA Franklin Systematic U.S. Large Cap Core Portfolio by percentage of net assets, from the fund's latest SEC N-PORT filing.

View all C000214976 holdings

C000214976 Portfolio Allocation

Asset-class allocation of SA Franklin Systematic U.S. Large Cap Core Portfolio by percentage of net assets, from the latest SEC N-PORT filing.

C000214976 Performance

Total returns for C000214976 (as of 2026-10-01), from SEC filings.

C000214976 Risk Information

Risk metrics for C000214976, derived from monthly returns in SEC filings.

• 1-year volatility (annualised): 11.9%

C000214976 Costs and Fees

C000214976 costs about $54 per $10,000 invested per year in fund expenses.

• Net expense ratio: 0.54%
• Gross expense ratio: 0.54%
• Portfolio turnover: 82%
• Brokerage commissions: 3.81 bps of average net assets (SEC N-CEN)

C000214976 Cashflows

Over the 12 months to 2026-07, SA Franklin Systematic U.S. Large Cap Core Portfolio had net outflows of $4.58M, from monthly SEC N-PORT filings.

C000214976 Debt Constituents

Largest debt holdings of SA Franklin Systematic U.S. Large Cap Core Portfolio by percentage of net assets, from the latest SEC N-PORT filing.

C000214976 Prospectus and SEC Filings

Official SA Franklin Systematic U.S. Large Cap Core Portfolio filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.

• Prospectus (485BPOS) — filed 2026-04-27
• Prospectus (485BPOS) — filed 2025-04-28
• Prospectus (485BPOS) — filed 2024-04-26
• Portfolio holdings (N-PORT) — filed 2026-09-28
• Portfolio holdings (N-PORT) — filed 2026-06-29
• Portfolio holdings (N-PORT) — filed 2026-03-27
• Annual census (N-CEN) — filed 2026-04-16
• Annual census (N-CEN) — filed 2025-04-11

Related Funds

Other United States Large Cap Blend / Core Equity funds tracked on ABC INVEST:

• Vanguard Total Stock Market Index Fund (VTSMX)
• Vanguard 500 Index Fund (VFINX)
• iShares Core S&P 500 ETF (IVV)
• Fidelity 500 Index Fund (FXAIX)
• Vanguard Institutional Index Fund (VINIX)

Data Sources

ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.