Portfolio of Investments
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities — Non-Agency(a) 10.8% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Aaset Trust(b) | ||||
Subordinated Series 2021-2A Class B | ||||
01/15/2047 | 3.538% | 6,979,781 | 5,254,113 | |
AIMCO CLO Ltd.(b),(c) | ||||
Series 2019-10A Class CR | ||||
3-month USD LIBOR + 1.900% Floor 1.900% 07/22/2032 | 4.659% | 4,750,000 | 4,357,303 | |
Aligned Data Centers Issuer LLC(b) | ||||
Subordinated Series 2021-1A Class B | ||||
08/15/2046 | 2.482% | 6,300,000 | 5,321,713 | |
Applebee’s Funding LLC/IHOP Funding LLC(b) | ||||
Series 2019-1A Class AII | ||||
06/07/2049 | 4.723% | 4,950,000 | 4,631,362 | |
ARES L CLO Ltd.(b),(c) | ||||
Series 2018-50A Class CR | ||||
3-month USD LIBOR + 1.900% Floor 1.900% 01/15/2032 | 4.412% | 4,150,000 | 3,825,960 | |
ARES LII CLO Ltd.(b),(c) | ||||
Series 2019-52A Class CR | ||||
3-month USD LIBOR + 2.100% Floor 2.100% 04/22/2031 | 4.859% | 3,550,000 | 3,267,661 | |
Ares XL CLO Ltd.(b),(c) | ||||
Series 2016-40A Class CRR | ||||
3-month USD LIBOR + 2.800% Floor 2.800% 01/15/2029 | 5.312% | 6,400,000 | 5,695,693 | |
Atrium IX(b),(c) | ||||
Series 209A Class BR2 | ||||
3-month USD LIBOR + 1.500% Floor 1.500% 05/28/2030 | 4.543% | 3,050,000 | 2,905,140 | |
Bain Capital Credit CLO(b),(c) | ||||
Series 2019-2A Class CR | ||||
3-month USD LIBOR + 2.100% Floor 2.100% 10/17/2032 | 4.840% | 4,400,000 | 3,981,459 | |
BDS Ltd.(b),(c) | ||||
Series 2021-FL7 Class C | ||||
1-month USD LIBOR + 1.700% Floor 1.700% 06/16/2036 | 4.693% | 8,075,000 | 7,653,936 | |
Blackbird Capital Aircraft(b) | ||||
Series 2021-1A Class A | ||||
07/15/2046 | 2.443% | 5,455,807 | 4,402,112 | |
Subordinated Series 2021-1A Class B | ||||
07/15/2046 | 3.446% | 4,927,556 | 3,699,197 |
Asset-Backed Securities — Non-Agency(a) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Castlelake Aircraft Securitization Trust(b) | ||||
Series 2018-1 Class A | ||||
06/15/2043 | 4.125% | 3,007,295 | 2,631,266 | |
Castlelake Aircraft Structured Trust(b) | ||||
Series 2017-1R Class A | ||||
08/15/2041 | 2.741% | 4,292,974 | 3,777,743 | |
Clsec Holdings LLC | ||||
Subordinated Series 2021-1 Class C | ||||
05/11/2037 | 6.171% | 12,679,267 | 10,317,312 | |
Cologix Canadian Issuer LP(b) | ||||
Series 2022-1CAN Class A2 | ||||
01/25/2052 | 4.940% | CAD | 10,300,000 | 6,896,217 |
Dewolf Park CLO Ltd.(b),(c) | ||||
Series 2017-1A Class CR | ||||
3-month USD LIBOR + 1.850% Floor 1.850% 10/15/2030 | 4.362% | 5,000,000 | 4,648,205 | |
DI Issuer LLC(b) | ||||
Series 2021-1A Class A2 | ||||
09/15/2051 | 3.722% | 13,300,000 | 11,624,211 | |
Dryden CLO Ltd.(b),(c) | ||||
Series 2019-72A Class CR | ||||
3-month USD LIBOR + 1.850% Floor 1.850% 05/15/2032 | 4.755% | 4,550,000 | 4,156,612 | |
Edgeconnex Data Centers Issuer LLC(b) | ||||
Series 2022-1 Class A2 | ||||
03/25/2052 | 4.250% | 5,836,579 | 5,594,598 | |
Flexential Issuer(b) | ||||
Series 2021-1A Class A2 | ||||
11/27/2051 | 3.250% | 7,994,000 | 6,952,800 | |
Goldentree Loan Management US CLO 4 Ltd.(b),(c) | ||||
Series 2019-4A Class CR | ||||
3-month USD LIBOR + 2.000% Floor 2.000% 04/24/2031 | 4.783% | 7,785,000 | 7,172,951 | |
Goodgreen(b),(d) | ||||
Series 2018-1A Class A | ||||
10/15/2053 | 3.930% | 3,829,766 | 3,494,277 | |
Goodgreen Trust(b) | ||||
Series 2021-1A Class A | ||||
10/15/2056 | 2.660% | 3,209,725 | 2,811,346 | |
Greystone CRE Notes Ltd.(b),(c) | ||||
Series 2019-FL2 Class C | ||||
1-month USD LIBOR + 2.000% Floor 2.000% 09/15/2037 | 4.818% | 4,579,500 | 4,491,710 |
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 1 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Asset-Backed Securities — Non-Agency(a) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Series 2019-FL2 Class D | ||||
1-month USD LIBOR + 2.400% Floor 2.400% 09/15/2037 | 5.218% | 3,969,000 | 3,859,845 | |
KKR CLO Ltd.(b),(c) | ||||
Series 2018 Class CR | ||||
3-month USD LIBOR + 2.100% Floor 2.100% 07/18/2030 | 4.840% | 3,525,000 | 3,263,279 | |
KKR Static CLO I Ltd.(b),(c) | ||||
Series 2022-1A Class B | ||||
3-month Term SOFR + 2.600% Floor 2.600% 07/20/2031 | 5.077% | 3,625,000 | 3,542,480 | |
Lunar Aircraft Ltd.(b) | ||||
Series 2020-1A Class A | ||||
02/15/2045 | 3.376% | 6,066,136 | 4,903,180 | |
Lunar Structured Aircraft Portfolio Notes(b) | ||||
Series 2021-1 Class A | ||||
10/15/2046 | 2.636% | 7,876,049 | 6,504,154 | |
Subordinated Series 2021-1 Class B | ||||
10/15/2046 | 3.432% | 2,904,695 | 2,330,787 | |
MAPS Trust(b) | ||||
Series 2021-1A Class A | ||||
06/15/2046 | 2.521% | 6,846,285 | 5,613,950 | |
Nassau Ltd.(b),(c) | ||||
Series 2019-IA Class BR | ||||
3-month USD LIBOR + 2.600% Floor 2.600% 04/15/2031 | 5.112% | 7,000,000 | 6,417,628 | |
Navigator Aircraft ABS Ltd.(b),(d) | ||||
Series 2021-1 Class A | ||||
11/15/2046 | 2.771% | 7,972,173 | 6,774,587 | |
Octagon Investment Partners 31 LLC(b),(c) | ||||
Series 2017-1A Class CR | ||||
3-month USD LIBOR + 2.050% Floor 2.050% 07/20/2030 | 4.760% | 5,250,000 | 4,904,791 | |
Octagon Investment Partners XV Ltd.(b),(c) | ||||
Series 2013-1A Class CRR | ||||
3-month USD LIBOR + 2.000% Floor 2.000% 07/19/2030 | 4.738% | 3,100,000 | 2,877,900 | |
Palmer Square Loan Funding Ltd.(b),(c) | ||||
Series 2022-1A Class D | ||||
3-month USD LIBOR + 5.000% Floor 5.000% 04/15/2030 | 7.328% | 4,700,000 | 3,954,199 |
Asset-Backed Securities — Non-Agency(a) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Series 2022-2A Class A2 | ||||
3-month Term SOFR + 1.900% Floor 1.900% 10/15/2030 | 2.988% | 3,625,000 | 3,479,079 | |
Series 2022-5A Class A2 | ||||
3-month Term SOFR + 2.650% Floor 2.650% 01/15/2031 | 5.174% | 2,400,000 | 2,371,973 | |
PFP Ltd.(b),(c) | ||||
Subordinated Series 2021-8 Class D | ||||
1-month USD LIBOR + 2.150% Floor 2.150% 08/09/2037 | 4.968% | 5,700,000 | 5,411,811 | |
Pioneer Aircraft Finance Ltd.(b) | ||||
Series 2019-1 Class A | ||||
06/15/2044 | 3.967% | 6,610,801 | 5,939,392 | |
Ready Capital Mortgage Financing LLC(b),(c) | ||||
Subordinated Series 2021-FL5 Class C | ||||
1-month USD LIBOR + 2.250% Floor 2.250% 04/25/2038 | 5.334% | 3,841,000 | 3,672,389 | |
Rockford Tower CLO Ltd.(b),(c) | ||||
Series 2020-1A Class C | ||||
3-month USD LIBOR + 2.350% 01/20/2032 | 5.060% | 5,125,000 | 4,720,238 | |
SBA Tower Trust(b) | ||||
Series 2018 Class 1C | ||||
03/15/2023 | 3.448% | 4,273,000 | 4,233,700 | |
Sierra Timeshare Receivables Funding LLC(b) | ||||
Series 2019-2A Class C | ||||
05/20/2036 | 3.120% | 1,583,351 | 1,510,488 | |
Slam Ltd.(b) | ||||
Series 2021-1A Class A | ||||
06/15/2046 | 2.434% | 5,111,936 | 4,192,680 | |
START Ireland(b) | ||||
Series 2019-1 Class A | ||||
03/15/2044 | 4.089% | 5,498,437 | 4,869,847 | |
Stonepeak ABS(b) | ||||
Series 2021-1A Class AA | ||||
02/28/2033 | 2.301% | 4,920,056 | 4,366,550 | |
TCI-Symphony CLO Ltd.(b),(c) | ||||
Series 2016-1A Class CR2 | ||||
3-month USD LIBOR + 2.150% Floor 2.150% 10/13/2032 | 4.605% | 4,500,000 | 4,103,644 | |
Series 2017-1A Class CR | ||||
3-month USD LIBOR + 1.800% Floor 1.800% 07/15/2030 | 4.312% | 6,700,000 | 6,118,755 |
2 | CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Asset-Backed Securities — Non-Agency(a) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Wellfleet CLO Ltd.(b),(c) | ||||
Series 2022-1A Class B1 | ||||
3-month Term SOFR + 2.350% Floor 2.350% 04/15/2034 | 4.470% | 3,250,000 | 3,143,722 | |
Total Asset-Backed Securities — Non-Agency (Cost $272,356,929) | 242,645,945 | |||
Commercial Mortgage-Backed Securities - Non-Agency 3.5% | ||||
BBCMS Mortgage Trust(b),(c) | ||||
Subordinated Series 2019-BWAY Class E | ||||
1-month USD LIBOR + 2.850% Floor 2.850% 11/25/2034 | 5.668% | 8,236,000 | 7,705,986 | |
BX Commercial Mortgage Trust(b),(c) | ||||
Subordinated CMO Series 2021-VOLT Class F | ||||
1-month USD LIBOR + 2.400% Floor 2.400% 09/15/2036 | 5.218% | 8,900,000 | 8,182,483 | |
BX Commercial Mortgage Trust(b),(d) | ||||
Subordinated Series 2020-VIVA Class D | ||||
03/11/2044 | 3.667% | 6,750,000 | 5,024,024 | |
BX Trust(b) | ||||
Series 2019-OC11 Class C | ||||
12/09/2041 | 3.856% | 3,439,000 | 2,854,497 | |
BXMT Ltd.(b),(d) | ||||
Subordinated Series 2020-FL2 Class D | ||||
02/15/2038 | 4.890% | 7,034,000 | 6,767,267 | |
ELP Commercial Mortgage Trust(b),(c) | ||||
Subordinated Series 2021-ELP Class E | ||||
1-month USD LIBOR + 2.118% Floor 2.118% 11/15/2038 | 4.936% | 10,484,000 | 9,774,842 | |
FirstKey Homes Trust(b) | ||||
Subordinated Series 2020-SFR2 Class E | ||||
10/19/2037 | 2.668% | 8,000,000 | 7,185,543 | |
Subordinated Series 2021-SFR1 Class F1 | ||||
08/17/2038 | 3.238% | 7,400,000 | 6,211,303 | |
One Market Plaza Trust(b) | ||||
Subordinated Series 2017-1MKT Class B | ||||
02/10/2032 | 3.845% | 5,370,000 | 5,142,354 | |
Tricon American Homes(b) | ||||
Series 2020-SFR1 Class C | ||||
07/17/2038 | 2.249% | 7,400,000 | 6,491,629 | |
Tricon American Homes LLC(b) | ||||
Series 2020-SFR1 Class D | ||||
07/17/2038 | 2.548% | 7,200,000 | 6,176,500 |
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Tricon American Homes Trust(b) | ||||
Subordinated Series 2020-SFR2 Class D | ||||
11/17/2039 | 2.281% | 7,500,000 | 6,193,631 | |
Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $87,886,277) | 77,710,059 | |||
Corporate Bonds & Notes 27.6% | ||||
Aerospace & Defense 0.3% | ||||
Raytheon Technologies Corp. | ||||
07/01/2050 | 3.125% | 1,250,000 | 838,845 | |
TransDigm, Inc. | ||||
01/15/2029 | 4.625% | 2,085,000 | 1,683,472 | |
United Technologies Corp. | ||||
11/16/2028 | 4.125% | 3,575,000 | 3,345,140 | |
Total | 5,867,457 | |||
Agencies 0.1% | ||||
Tennessee Valley Authority | ||||
09/15/2031 | 1.500% | 2,100,000 | 1,660,879 | |
Airlines 0.4% | ||||
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b) | ||||
04/20/2026 | 5.500% | 4,938,308 | 4,640,843 | |
British Airways Pass-Through Trust(b) | ||||
03/15/2035 | 2.900% | 826,933 | 671,658 | |
Delta Air Lines, Inc./SkyMiles IP Ltd.(b) | ||||
10/20/2028 | 4.750% | 2,577,000 | 2,401,194 | |
United Airlines Pass-Through Trust | ||||
Series 2020-1 Class B | ||||
01/15/2026 | 4.875% | 1,709,012 | 1,572,776 | |
Total | 9,286,471 | |||
Automotive 0.6% | ||||
Aptiv PLC | ||||
12/01/2051 | 3.100% | 1,940,000 | 1,085,592 | |
Ford Motor Credit Co. LLC | ||||
11/13/2025 | 3.375% | 4,245,000 | 3,755,228 | |
General Motors Co. | ||||
04/01/2038 | 5.150% | 1,303,000 | 1,055,368 | |
General Motors Financial Co., Inc. | ||||
06/20/2025 | 2.750% | 5,666,000 | 5,217,148 | |
10/15/2028 | 2.400% | 2,032,000 | 1,608,595 | |
Total | 12,721,931 | |||
Banking 6.4% | ||||
Banco Santander SA | ||||
08/18/2027 | 5.294% | 872,000 | 823,845 |
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 3 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Banco Santander SA(e) | ||||
09/14/2027 | 1.722% | 2,600,000 | 2,158,264 | |
03/24/2028 | 4.175% | 1,000,000 | 904,791 | |
Bank of America Corp.(e) | ||||
07/22/2027 | 1.734% | 7,060,000 | 6,056,632 | |
12/20/2028 | 3.419% | 7,135,000 | 6,329,113 | |
10/22/2030 | 2.884% | 4,902,000 | 4,023,626 | |
04/27/2033 | 4.571% | 7,190,000 | 6,452,163 | |
Subordinated | ||||
09/21/2036 | 2.482% | 2,225,000 | 1,609,779 | |
Bank of Ireland Group PLC(b),(e) | ||||
09/30/2027 | 2.029% | 1,910,000 | 1,576,039 | |
Citigroup, Inc.(e) | ||||
02/24/2028 | 3.070% | 5,936,000 | 5,291,821 | |
07/24/2028 | 3.668% | 1,355,000 | 1,224,365 | |
10/27/2028 | 3.520% | 4,244,000 | 3,794,506 | |
03/17/2033 | 3.785% | 1,190,000 | 998,210 | |
Commonwealth Bank of Australia(b),(e) | ||||
Subordinated | ||||
09/12/2034 | 3.610% | 2,925,000 | 2,430,597 | |
Deutsche Bank AG(e) | ||||
Subordinated | ||||
05/24/2028 | 4.296% | 6,286,000 | 5,624,665 | |
Fifth Third Bancorp(e) | ||||
04/25/2028 | 4.055% | 1,300,000 | 1,216,877 | |
FNB Corp. | ||||
02/24/2023 | 2.200% | 3,670,000 | 3,618,725 | |
Goldman Sachs Group, Inc. (The)(e) | ||||
01/24/2025 | 1.757% | 4,350,000 | 4,134,840 | |
10/21/2027 | 1.948% | 4,381,000 | 3,743,441 | |
02/24/2028 | 2.640% | 4,325,000 | 3,756,896 | |
04/23/2029 | 3.814% | 649,000 | 577,047 | |
02/24/2033 | 3.102% | 1,130,000 | 897,680 | |
HSBC Holdings PLC(e) | ||||
05/24/2032 | 2.804% | 1,755,000 | 1,290,356 | |
08/11/2033 | 5.402% | 3,015,000 | 2,669,089 | |
Huntington Bancshares, Inc.(e) | ||||
08/04/2028 | 4.443% | 1,895,000 | 1,787,258 | |
JPMorgan Chase & Co.(e) | ||||
04/22/2027 | 1.578% | 2,170,000 | 1,875,795 | |
02/24/2028 | 2.947% | 6,538,000 | 5,793,950 | |
06/01/2029 | 2.069% | 5,700,000 | 4,627,439 | |
04/22/2031 | 2.522% | 5,737,000 | 4,534,011 | |
Mitsubishi UFJ Financial Group, Inc.(e) | ||||
09/13/2028 | 5.354% | 3,410,000 | 3,324,281 | |
Morgan Stanley(e) | ||||
01/25/2024 | 0.529% | 8,081,000 | 7,950,957 | |
10/21/2025 | 1.164% | 4,786,000 | 4,361,438 | |
02/18/2026 | 2.630% | 5,368,000 | 5,001,111 | |
01/22/2031 | 2.699% | 3,455,000 | 2,797,033 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
10/20/2032 | 2.511% | 8,335,000 | 6,379,913 | |
Subordinated | ||||
09/16/2036 | 2.484% | 1,036,000 | 742,366 | |
National Australia Bank Ltd.(b) | ||||
Subordinated | ||||
08/21/2030 | 2.332% | 1,736,000 | 1,297,100 | |
PNC Financial Services Group, Inc. (The)(e) | ||||
12/31/2049 | 3.400% | 2,304,000 | 1,729,151 | |
Subordinated | ||||
06/06/2033 | 4.626% | 2,637,000 | 2,361,140 | |
State Street Corp.(e) | ||||
08/04/2033 | 4.164% | 1,915,000 | 1,731,524 | |
Toronto-Dominion Bank (The) | ||||
09/10/2031 | 2.000% | 1,897,000 | 1,419,350 | |
01/12/2032 | 2.450% | 1,415,000 | 1,091,841 | |
06/08/2032 | 4.456% | 1,094,000 | 998,266 | |
Truist Financial Corp.(e) | ||||
06/06/2028 | 4.123% | 984,000 | 924,070 | |
UBS Group AG(b),(e) | ||||
08/10/2027 | 1.494% | 4,792,000 | 4,025,626 | |
05/12/2028 | 4.751% | 479,000 | 449,600 | |
Wells Fargo & Co.(e) | ||||
08/15/2026 | 4.540% | 1,490,000 | 1,442,791 | |
03/02/2033 | 3.350% | 1,458,000 | 1,184,988 | |
04/30/2041 | 3.068% | 3,995,000 | 2,747,121 | |
04/25/2053 | 4.611% | 1,100,000 | 893,585 | |
Total | 142,675,072 | |||
Building Materials 0.5% | ||||
Builders FirstSource, Inc.(b) | ||||
03/01/2030 | 5.000% | 5,888,000 | 5,003,708 | |
Eagle Materials, Inc. | ||||
07/01/2031 | 2.500% | 2,119,000 | 1,546,258 | |
Fortune Brands Home & Security, Inc. | ||||
03/25/2052 | 4.500% | 1,100,000 | 759,161 | |
Martin Marietta Materials, Inc. | ||||
07/15/2031 | 2.400% | 1,240,000 | 962,465 | |
Standard Industries, Inc.(b) | ||||
07/15/2030 | 4.375% | 2,646,000 | 2,023,101 | |
Total | 10,294,693 | |||
Cable and Satellite 0.5% | ||||
Charter Communications Operating LLC/Capital | ||||
07/01/2049 | 5.125% | 1,620,000 | 1,195,402 | |
Comcast Corp. | ||||
06/15/2035 | 5.650% | 439,000 | 439,437 | |
11/15/2035 | 6.500% | 810,000 | 865,805 | |
04/01/2040 | 3.750% | 3,035,000 | 2,383,458 | |
11/01/2056 | 2.937% | 1,940,000 | 1,158,160 |
4 | CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
DISH DBS Corp.(b) | ||||
12/01/2026 | 5.250% | 1,290,000 | 1,064,726 | |
Time Warner Cable LLC | ||||
09/15/2042 | 4.500% | 3,140,000 | 2,176,962 | |
VTR Finance NV(b) | ||||
07/15/2028 | 6.375% | 3,866,000 | 2,136,372 | |
Total | 11,420,322 | |||
Chemicals 0.3% | ||||
Albemarle Corp. | ||||
06/01/2027 | 4.650% | 2,931,000 | 2,803,271 | |
CF Industries, Inc. | ||||
03/15/2034 | 5.150% | 2,050,000 | 1,855,873 | |
06/01/2043 | 4.950% | 1,480,000 | 1,193,933 | |
Total | 5,853,077 | |||
Construction Machinery 0.2% | ||||
Ashtead Capital, Inc.(b) | ||||
08/11/2032 | 5.500% | 692,000 | 641,346 | |
John Deere Capital Corp. | ||||
09/15/2032 | 4.350% | 3,110,000 | 2,956,824 | |
Total | 3,598,170 | |||
Consumer Cyclical Services 0.1% | ||||
Block Financial LLC | ||||
08/15/2030 | 3.875% | 2,991,000 | 2,552,616 | |
Consumer Products 0.3% | ||||
Clorox Co. (The) | ||||
05/01/2032 | 4.600% | 4,440,000 | 4,162,688 | |
GSK Consumer Healthcare Capital US LLC(b) | ||||
03/24/2052 | 4.000% | 1,150,000 | 847,060 | |
Tempur Sealy International, Inc.(b) | ||||
10/15/2031 | 3.875% | 2,336,000 | 1,709,531 | |
Total | 6,719,279 | |||
Diversified Manufacturing 0.3% | ||||
GE Capital International Funding Co. Unlimited Co. | ||||
11/15/2035 | 4.418% | 4,583,000 | 4,111,126 | |
Wabtec Corp.(e) | ||||
09/15/2028 | 4.950% | 3,442,000 | 3,200,132 | |
Total | 7,311,258 | |||
Electric 2.5% | ||||
AEP Texas, Inc. | ||||
07/01/2030 | 2.100% | 2,760,000 | 2,152,575 | |
Ameren Corp. | ||||
01/15/2031 | 3.500% | 2,975,000 | 2,563,680 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Ameren Illinois Co. | ||||
09/01/2032 | 3.850% | 1,195,000 | 1,077,907 | |
Baltimore Gas and Electric Co. | ||||
06/15/2031 | 2.250% | 1,623,000 | 1,294,861 | |
06/01/2052 | 4.550% | 867,000 | 746,955 | |
CenterPoint Energy Houston Electric LLC | ||||
10/01/2032 | 4.450% | 2,520,000 | 2,394,489 | |
CenterPoint Energy, Inc. | ||||
06/01/2031 | 2.650% | 1,923,000 | 1,535,979 | |
Commonwealth Edison Co. | ||||
11/15/2049 | 3.200% | 2,730,000 | 1,878,907 | |
Dominion Energy, Inc. | ||||
08/01/2041 | 4.900% | 1,890,000 | 1,668,835 | |
08/15/2052 | 4.850% | 1,470,000 | 1,255,094 | |
Duke Energy Carolinas LLC | ||||
04/15/2031 | 2.550% | 1,050,000 | 860,829 | |
Duke Energy Corp. | ||||
06/15/2031 | 2.550% | 1,160,000 | 908,240 | |
08/15/2052 | 5.000% | 1,540,000 | 1,315,424 | |
Duke Energy Florida LLC | ||||
06/15/2030 | 1.750% | 1,845,000 | 1,441,934 | |
11/15/2042 | 3.850% | 340,000 | 264,560 | |
Duke Energy Progress LLC | ||||
12/01/2044 | 4.150% | 3,185,000 | 2,568,368 | |
Entergy Arkansas LLC | ||||
06/15/2051 | 2.650% | 1,410,000 | 853,074 | |
Entergy Louisiana LLC | ||||
09/15/2052 | 4.750% | 585,000 | 509,806 | |
Exelon Corp. | ||||
04/15/2046 | 4.450% | 905,000 | 740,598 | |
Exelon Corp.(b) | ||||
03/15/2052 | 4.100% | 513,000 | 396,751 | |
FEL Energy VI Sarl(b) | ||||
12/01/2040 | 5.750% | 4,426,874 | 3,034,037 | |
Florida Power & Light Co. | ||||
02/03/2032 | 2.450% | 1,443,000 | 1,173,694 | |
02/01/2042 | 4.125% | 1,840,000 | 1,540,376 | |
MidAmerican Energy Co. | ||||
10/15/2044 | 4.400% | 2,030,000 | 1,726,944 | |
NextEra Energy Capital Holdings, Inc. | ||||
07/15/2032 | 5.000% | 2,265,000 | 2,165,083 | |
Northern States Power Co. | ||||
04/01/2052 | 3.200% | 1,685,000 | 1,179,428 | |
NRG Energy, Inc.(b) | ||||
12/02/2025 | 2.000% | 5,835,000 | 5,152,945 | |
02/15/2032 | 3.875% | 1,567,000 | 1,225,171 |
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 5 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Pacific Gas and Electric Co. | ||||
06/01/2041 | 4.200% | 1,090,000 | 746,518 | |
PacifiCorp | ||||
03/15/2051 | 3.300% | 2,070,000 | 1,445,231 | |
PECO Energy Co. | ||||
08/15/2052 | 4.375% | 2,270,000 | 1,935,059 | |
Public Service Electric and Gas Co. | ||||
03/15/2032 | 3.100% | 1,753,000 | 1,493,326 | |
Union Electric Co. | ||||
04/01/2052 | 3.900% | 1,456,000 | 1,145,093 | |
WEC Energy Group, Inc. | ||||
10/15/2027 | 1.375% | 3,690,000 | 3,037,912 | |
Xcel Energy, Inc. | ||||
06/01/2030 | 3.400% | 2,445,000 | 2,127,943 | |
06/01/2032 | 4.600% | 869,000 | 805,989 | |
Total | 56,363,615 | |||
Environmental 0.1% | ||||
Waste Connections, Inc. | ||||
06/01/2032 | 3.200% | 2,501,000 | 2,098,725 | |
Finance Companies 0.7% | ||||
AerCap Ireland Capital DAC/Global Aviation Trust | ||||
10/29/2024 | 1.650% | 873,000 | 797,278 | |
10/29/2028 | 3.000% | 1,768,000 | 1,425,401 | |
Air Lease Corp.(e) | ||||
12/31/2049 | 4.125% | 4,480,000 | 3,120,346 | |
Aircastle Ltd.(b) | ||||
08/11/2025 | 5.250% | 2,396,000 | 2,257,002 | |
Aircastle Ltd.(b),(e) | ||||
12/31/2049 | 5.250% | 5,910,000 | 4,459,394 | |
Avolon Holdings Funding Ltd.(b) | ||||
05/01/2026 | 4.375% | 288,000 | 258,468 | |
FS KKR Capital Corp.(b) | ||||
02/14/2025 | 4.250% | 782,000 | 729,604 | |
Golub Capital BDC, Inc. | ||||
08/24/2026 | 2.500% | 1,110,000 | 930,788 | |
Owl Rock Capital Corp. | ||||
07/15/2026 | 3.400% | 431,000 | 370,640 | |
OWL Rock Core Income Corp. | ||||
09/23/2026 | 3.125% | 1,310,000 | 1,100,541 | |
Total | 15,449,462 | |||
Food and Beverage 1.3% | ||||
Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | ||||
02/01/2046 | 4.900% | 4,685,000 | 4,060,436 | |
Anheuser-Busch InBev Worldwide, Inc. | ||||
01/23/2029 | 4.750% | 4,415,000 | 4,307,512 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
JDE Peet’s NV(b) | ||||
09/24/2031 | 2.250% | 3,195,000 | 2,343,814 | |
Keurig Dr Pepper, Inc. | ||||
04/15/2032 | 4.050% | 1,075,000 | 946,005 | |
Kraft Heinz Foods Co. | ||||
06/04/2042 | 5.000% | 2,499,000 | 2,170,526 | |
PepsiCo, Inc. | ||||
07/18/2032 | 3.900% | 873,000 | 807,657 | |
Sysco Corp. | ||||
07/15/2026 | 3.300% | 1,320,000 | 1,235,221 | |
04/01/2030 | 5.950% | 3,983,000 | 4,031,674 | |
United Natural Foods, Inc.(b) | ||||
10/15/2028 | 6.750% | 3,140,000 | 2,884,878 | |
US Foods, Inc.(b) | ||||
02/15/2029 | 4.750% | 3,500,000 | 2,995,878 | |
06/01/2030 | 4.625% | 3,862,000 | 3,203,181 | |
Total | 28,986,782 | |||
Gaming 0.8% | ||||
Caesars Entertainment, Inc.(b) | ||||
10/15/2029 | 4.625% | 1,616,000 | 1,239,681 | |
GLP Capital LP/Financing II, Inc. | ||||
04/15/2026 | 5.375% | 2,485,000 | 2,376,239 | |
International Game Technology PLC(b) | ||||
01/15/2029 | 5.250% | 6,160,000 | 5,470,113 | |
Penn National Gaming, Inc.(b) | ||||
07/01/2029 | 4.125% | 2,108,000 | 1,623,329 | |
Scientific Games International, Inc.(b) | ||||
11/15/2029 | 7.250% | 3,281,000 | 3,053,872 | |
VICI Properties LP/Note Co., Inc.(b) | ||||
08/15/2030 | 4.125% | 4,620,000 | 3,856,476 | |
Total | 17,619,710 | |||
Health Care 1.0% | ||||
Baxter International, Inc. | ||||
02/01/2027 | 1.915% | 3,375,000 | 2,928,871 | |
02/01/2032 | 2.539% | 3,270,000 | 2,543,659 | |
Becton Dickinson and Co. | ||||
08/22/2032 | 4.298% | 1,000,000 | 913,652 | |
CVS Health Corp. | ||||
03/25/2038 | 4.780% | 1,955,000 | 1,713,416 | |
03/25/2048 | 5.050% | 1,305,000 | 1,148,835 | |
Danaher Corp. | ||||
12/10/2051 | 2.800% | 2,110,000 | 1,345,484 | |
HCA, Inc. | ||||
07/15/2031 | 2.375% | 1,565,000 | 1,159,499 | |
Illumina, Inc. | ||||
03/23/2031 | 2.550% | 3,007,000 | 2,302,054 |
6 | CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Kaiser Foundation Hospitals | ||||
06/01/2051 | 3.002% | 1,575,000 | 1,040,699 | |
Novant Health, Inc. | ||||
11/01/2051 | 3.168% | 1,880,000 | 1,297,544 | |
Universal Health Services, Inc.(b) | ||||
09/01/2026 | 1.650% | 3,813,000 | 3,194,805 | |
10/15/2030 | 2.650% | 4,480,000 | 3,308,820 | |
Total | 22,897,338 | |||
Healthcare Insurance 0.4% | ||||
Centene Corp. | ||||
12/15/2029 | 4.625% | 3,567,000 | 3,204,411 | |
02/15/2030 | 3.375% | 3,474,000 | 2,840,124 | |
Humana, Inc. | ||||
02/03/2032 | 2.150% | 2,730,000 | 2,074,958 | |
Total | 8,119,493 | |||
Home Construction 0.2% | ||||
DR Horton, Inc. | ||||
10/15/2024 | 2.500% | 2,850,000 | 2,695,111 | |
KB Home | ||||
11/15/2029 | 4.800% | 2,605,000 | 2,103,440 | |
Total | 4,798,551 | |||
Independent Energy 0.9% | ||||
Aker BP ASA(b) | ||||
01/15/2030 | 3.750% | 3,030,000 | 2,575,322 | |
01/15/2031 | 4.000% | 1,280,000 | 1,088,995 | |
Antero Resources Corp.(b) | ||||
02/01/2029 | 7.625% | 1,693,000 | 1,693,188 | |
Continental Resources, Inc.(b) | ||||
11/15/2026 | 2.268% | 2,040,000 | 1,743,411 | |
04/01/2032 | 2.875% | 1,436,000 | 1,049,099 | |
EQT Corp.(f) | ||||
04/01/2028 | 5.700% | 2,148,000 | 2,109,372 | |
Geopark Ltd.(b) | ||||
01/17/2027 | 5.500% | 2,250,000 | 1,766,891 | |
MEG Energy Corp.(b) | ||||
02/01/2029 | 5.875% | 4,635,000 | 4,156,289 | |
Southwestern Energy Co. | ||||
03/15/2030 | 5.375% | 4,742,000 | 4,262,074 | |
Total | 20,444,641 | |||
Integrated Energy 0.2% | ||||
BP Capital Markets America, Inc. | ||||
06/17/2041 | 3.060% | 1,720,000 | 1,230,099 | |
Cenovus Energy, Inc. | ||||
01/15/2032 | 2.650% | 1,910,000 | 1,476,070 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Shell International Finance BV | ||||
11/07/2029 | 2.375% | 2,170,000 | 1,824,457 | |
Total | 4,530,626 | |||
Leisure 0.0% | ||||
Carnival Corp.(b) | ||||
03/01/2027 | 5.750% | 1,370,000 | 960,593 | |
Life Insurance 0.4% | ||||
Athene Global Funding(b) | ||||
08/19/2028 | 1.985% | 2,196,000 | 1,735,761 | |
Corebridge Financial, Inc.(b),(e) | ||||
12/15/2052 | 6.875% | 1,970,000 | 1,808,544 | |
CoreBridge Financial, Inc.(b) | ||||
04/05/2029 | 3.850% | 712,000 | 628,964 | |
Sammons Financial Group, Inc.(b) | ||||
04/08/2032 | 4.750% | 1,055,000 | 857,125 | |
SBL Holdings, Inc.(b) | ||||
11/13/2026 | 5.125% | 2,018,000 | 1,843,249 | |
SBL Holdings, Inc.(b),(e) | ||||
12/31/2049 | 6.500% | 2,941,000 | 2,201,209 | |
Total | 9,074,852 | |||
Lodging 0.0% | ||||
Marriott International, Inc. | ||||
10/15/2032 | 3.500% | 1,437,000 | 1,156,035 | |
Media and Entertainment 0.7% | ||||
Gray Escrow II, Inc.(b) | ||||
11/15/2031 | 5.375% | 3,640,000 | 2,853,786 | |
Magallanes, Inc.(b) | ||||
03/15/2027 | 3.755% | 1,551,000 | 1,392,076 | |
03/15/2042 | 5.050% | 2,338,000 | 1,749,980 | |
03/15/2052 | 5.141% | 1,075,000 | 781,157 | |
Meta Platforms, Inc.(b) | ||||
08/15/2032 | 3.850% | 1,478,000 | 1,302,256 | |
Netflix, Inc. | ||||
04/15/2028 | 4.875% | 3,258,000 | 3,051,781 | |
11/15/2028 | 5.875% | 2,225,000 | 2,161,125 | |
Viacom, Inc. | ||||
03/15/2043 | 4.375% | 970,000 | 648,642 | |
ViacomCBS, Inc. | ||||
01/15/2031 | 4.950% | 1,185,000 | 1,045,578 | |
Total | 14,986,381 | |||
Metals and Mining 0.3% | ||||
Glencore Funding LLC(b) | ||||
09/23/2031 | 2.625% | 2,975,000 | 2,231,980 |
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 7 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Minera Mexico SA de CV(b) | ||||
01/26/2050 | 4.500% | 668,000 | 463,797 | |
Nucor Corp. | ||||
04/01/2032 | 3.125% | 1,255,000 | 1,028,919 | |
South32 Treasury Ltd.(b) | ||||
04/14/2032 | 4.350% | 2,125,000 | 1,818,345 | |
Teck Resources Ltd. | ||||
07/15/2041 | 6.250% | 745,000 | 679,872 | |
Total | 6,222,913 | |||
Midstream 1.0% | ||||
Enbridge, Inc. | ||||
08/01/2051 | 3.400% | 800,000 | 538,952 | |
Energy Transfer Operating LP | ||||
04/15/2029 | 5.250% | 4,110,000 | 3,876,518 | |
Energy Transfer Partners LP | ||||
03/15/2035 | 4.900% | 1,870,000 | 1,578,161 | |
Enterprise Products Operating LLC | ||||
03/15/2044 | 4.850% | 2,795,000 | 2,336,251 | |
02/15/2053 | 3.300% | 1,473,000 | 963,988 | |
Galaxy Pipeline Assets Bidco Ltd.(b) | ||||
09/30/2040 | 2.940% | 5,895,660 | 4,487,698 | |
Kinder Morgan Energy Partners LP | ||||
09/01/2039 | 6.500% | 1,736,000 | 1,661,339 | |
MPLX LP | ||||
08/15/2030 | 2.650% | 2,000,000 | 1,572,232 | |
Sabine Pass Liquefaction LLC | ||||
03/01/2025 | 5.625% | 3,455,000 | 3,449,122 | |
Venture Global Calcasieu Pass LLC(b) | ||||
11/01/2033 | 3.875% | 1,949,000 | 1,543,294 | |
Total | 22,007,555 | |||
Natural Gas 0.3% | ||||
Infraestructura Energetica Nova SAB de CV(b) | ||||
01/15/2051 | 4.750% | 3,400,000 | 2,302,484 | |
Sempra Energy | ||||
06/15/2027 | 3.250% | 3,200,000 | 2,917,978 | |
Southern Co. Gas Capital Corp. | ||||
01/15/2031 | 1.750% | 2,835,000 | 2,098,185 | |
Total | 7,318,647 | |||
Office REIT 0.0% | ||||
Corporate Office Properties LP | ||||
01/15/2029 | 2.000% | 1,392,000 | 1,050,010 | |
Oil Field Services 0.2% | ||||
Helmerich & Payne, Inc. | ||||
09/29/2031 | 2.900% | 3,232,000 | 2,525,495 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Schlumberger Investment SA | ||||
06/26/2030 | 2.650% | 2,090,000 | 1,739,692 | |
Total | 4,265,187 | |||
Other Industry 0.1% | ||||
Quanta Services, Inc. | ||||
01/15/2032 | 2.350% | 3,120,000 | 2,298,638 | |
Other REIT 0.5% | ||||
Broadstone Net Lease LLC | ||||
09/15/2031 | 2.600% | 1,167,000 | 858,012 | |
EPR Properties | ||||
12/15/2026 | 4.750% | 1,408,000 | 1,250,136 | |
04/15/2028 | 4.950% | 2,807,000 | 2,412,661 | |
Ladder Capital Finance Holdings LLLP/Corp.(b) | ||||
06/15/2029 | 4.750% | 4,149,000 | 3,109,094 | |
Rexford Industrial Realty LP | ||||
09/01/2031 | 2.150% | 2,987,000 | 2,237,796 | |
Safehold Operating Partnership LP | ||||
01/15/2032 | 2.850% | 3,257,000 | 2,417,238 | |
Total | 12,284,937 | |||
Other Utility 0.2% | ||||
American Water Capital Corp. | ||||
06/01/2032 | 4.450% | 3,070,000 | 2,854,085 | |
Essential Utilities, Inc. | ||||
04/15/2030 | 2.704% | 2,570,000 | 2,116,578 | |
Total | 4,970,663 | |||
Packaging 0.1% | ||||
Sonoco Products Co. | ||||
02/01/2027 | 2.250% | 2,795,000 | 2,468,688 | |
Paper 0.1% | ||||
Georgia-Pacific LLC(b) | ||||
04/30/2027 | 2.100% | 3,105,000 | 2,750,904 | |
Pharmaceuticals 0.9% | ||||
AbbVie, Inc. | ||||
11/21/2029 | 3.200% | 2,885,000 | 2,531,305 | |
11/06/2042 | 4.400% | 4,700,000 | 3,902,078 | |
Amgen, Inc. | ||||
08/18/2029 | 4.050% | 4,715,000 | 4,339,893 | |
Bristol Myers Squibb Co. | ||||
03/15/2032 | 2.950% | 2,680,000 | 2,300,595 | |
11/13/2050 | 2.550% | 1,968,000 | 1,216,344 | |
CSL Finance PLC(b) | ||||
04/27/2032 | 4.250% | 1,600,000 | 1,458,377 | |
Merck & Co., Inc. | ||||
06/10/2027 | 1.700% | 2,175,000 | 1,902,602 |
8 | CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Roche Holdings, Inc.(b) | ||||
12/13/2051 | 2.607% | 2,850,000 | 1,851,716 | |
Viatris, Inc. | ||||
06/22/2050 | 4.000% | 888,000 | 530,610 | |
Total | 20,033,520 | |||
Property & Casualty 0.2% | ||||
Alleghany Corp. | ||||
08/15/2051 | 3.250% | 2,560,000 | 1,727,430 | |
American International Group, Inc. | ||||
05/01/2036 | 6.250% | 2,600,000 | 2,711,346 | |
Total | 4,438,776 | |||
Railroads 0.3% | ||||
Burlington Northern Santa Fe LLC | ||||
04/01/2045 | 4.150% | 2,035,000 | 1,669,518 | |
09/15/2051 | 3.300% | 1,325,000 | 938,759 | |
CSX Corp. | ||||
11/15/2032 | 4.100% | 1,790,000 | 1,624,538 | |
Norfolk Southern Corp. | ||||
06/01/2053 | 4.550% | 1,290,000 | 1,093,904 | |
Union Pacific Corp. | ||||
08/15/2039 | 3.550% | 3,225,000 | 2,556,261 | |
Total | 7,882,980 | |||
Retail REIT 0.2% | ||||
Essential Properties LP | ||||
07/15/2031 | 2.950% | 2,176,000 | 1,589,850 | |
National Retail Properties, Inc. | ||||
10/15/2048 | 4.800% | 1,730,000 | 1,459,871 | |
Phillips Edison Grocery Center Operating Partnership I LP | ||||
11/15/2031 | 2.625% | 1,450,000 | 1,053,544 | |
Total | 4,103,265 | |||
Retailers 1.0% | ||||
Amazon.com, Inc. | ||||
04/13/2032 | 3.600% | 3,590,000 | 3,260,503 | |
Dick’s Sporting Goods, Inc. | ||||
01/15/2032 | 3.150% | 3,139,000 | 2,391,644 | |
Home Depot, Inc. (The) | ||||
06/15/2047 | 3.900% | 4,608,000 | 3,667,716 | |
Lowe’s Companies, Inc. | ||||
04/01/2031 | 2.625% | 4,855,000 | 3,902,012 | |
04/01/2052 | 4.250% | 4,490,000 | 3,419,149 | |
Magic MergeCo, Inc.(b) | ||||
05/01/2028 | 5.250% | 1,410,000 | 990,504 | |
O’Reilly Automotive, Inc. | ||||
06/15/2032 | 4.700% | 1,687,000 | 1,581,129 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Target Corp. | ||||
09/15/2032 | 4.500% | 2,679,000 | 2,552,384 | |
11/15/2047 | 3.900% | 192,000 | 154,911 | |
Total | 21,919,952 | |||
Technology 0.8% | ||||
Apple, Inc. | ||||
08/08/2029 | 3.250% | 4,295,000 | 3,926,241 | |
Broadcom, Inc.(b) | ||||
04/15/2029 | 4.000% | 1,690,000 | 1,489,790 | |
05/15/2037 | 4.926% | 1,933,000 | 1,599,120 | |
Dell International LLC/EMC Corp. | ||||
07/15/2036 | 8.100% | 791,000 | 839,048 | |
Fidelity National Information Services, Inc. | ||||
07/15/2032 | 5.100% | 953,000 | 897,636 | |
Fiserv, Inc. | ||||
06/01/2030 | 2.650% | 2,505,000 | 2,030,633 | |
Intel Corp. | ||||
08/05/2052 | 4.900% | 1,485,000 | 1,310,560 | |
08/12/2061 | 3.200% | 2,753,000 | 1,706,376 | |
Moody’s Corp. | ||||
08/18/2060 | 2.550% | 1,825,000 | 985,128 | |
Oracle Corp. | ||||
05/15/2035 | 3.900% | 1,110,000 | 850,921 | |
07/15/2036 | 3.850% | 836,000 | 625,902 | |
04/01/2040 | 3.600% | 2,325,000 | 1,576,654 | |
Qorvo, Inc. | ||||
10/15/2029 | 4.375% | 1,245,000 | 1,066,612 | |
Total | 18,904,621 | |||
Transportation Services 0.1% | ||||
GXO Logistics, Inc. | ||||
07/15/2031 | 2.650% | 2,318,000 | 1,635,005 | |
Wireless 1.0% | ||||
American Tower Corp. | ||||
03/15/2029 | 3.950% | 2,415,000 | 2,159,230 | |
Sprint Corp. | ||||
02/15/2025 | 7.625% | 5,325,000 | 5,476,009 | |
T-Mobile US, Inc. | ||||
02/01/2028 | 4.750% | 5,258,000 | 4,970,322 | |
04/15/2029 | 3.375% | 4,270,000 | 3,687,838 | |
04/15/2031 | 3.500% | 2,520,000 | 2,126,673 | |
01/15/2053 | 5.650% | 1,460,000 | 1,381,712 | |
Vodafone Group PLC(e) | ||||
06/04/2081 | 4.125% | 3,030,000 | 2,104,488 | |
Total | 21,906,272 |
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 9 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Wirelines 1.1% | ||||
AT&T, Inc. | ||||
03/01/2029 | 4.350% | 5,012,000 | 4,686,750 | |
05/15/2035 | 4.500% | 3,106,000 | 2,688,890 | |
08/15/2037 | 4.900% | 2,410,000 | 2,130,065 | |
03/09/2049 | 4.550% | 3,074,000 | 2,453,305 | |
09/15/2055 | 3.550% | 1,213,000 | 796,551 | |
Level 3 Financing, Inc.(b) | ||||
09/15/2027 | 4.625% | 2,284,000 | 1,900,825 | |
Telecom Italia Capital SA | ||||
11/15/2033 | 6.375% | 3,600,000 | 2,832,633 | |
Telefonica Emisiones SAU | ||||
03/06/2048 | 4.895% | 1,750,000 | 1,291,868 | |
Verizon Communications, Inc. | ||||
09/21/2028 | 4.329% | 2,301,000 | 2,166,734 | |
01/15/2036 | 4.272% | 3,655,000 | 3,127,696 | |
Total | 24,075,317 | |||
Total Corporate Bonds & Notes (Cost $738,161,848) | 617,985,879 | |||
Foreign Government Obligations(g) 1.3% | ||||
Colombia 0.1% | ||||
Colombia Government International Bond | ||||
01/18/2041 | 6.125% | 4,500,000 | 3,311,182 | |
Jordan 0.1% | ||||
Jordan Government International Bond(b) | ||||
01/15/2028 | 7.750% | 3,414,000 | 3,229,441 | |
Mexico 0.3% | ||||
Petroleos Mexicanos | ||||
01/30/2023 | 3.500% | 1,259,000 | 1,240,547 | |
03/13/2027 | 6.500% | 5,875,000 | 4,922,404 | |
Total | 6,162,951 | |||
Norway 0.1% | ||||
Equinor ASA | ||||
11/18/2049 | 3.250% | 1,590,000 | 1,139,238 | |
Panama 0.0% | ||||
Panama Government International Bond | ||||
01/26/2036 | 6.700% | 1,000,000 | 978,712 | |
Qatar 0.1% | ||||
Ooredoo International Finance Ltd.(b) | ||||
04/08/2031 | 2.625% | 1,900,000 | 1,569,484 | |
Saudi Arabia 0.3% | ||||
SA Global Sukuk Ltd.(b) | ||||
06/17/2031 | 2.694% | 7,000,000 | 5,895,571 |
Foreign Government Obligations(g) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
South Africa 0.1% | ||||
Republic of South Africa Government International Bond | ||||
06/22/2030 | 5.875% | 1,600,000 | 1,376,155 | |
United Arab Emirates 0.1% | ||||
Abu Dhabi National Energy Co. PJSC(b) | ||||
04/29/2028 | 2.000% | 2,240,000 | 1,893,505 | |
United States 0.1% | ||||
Antares Holdings LP(b) | ||||
01/15/2027 | 2.750% | 1,876,000 | 1,492,750 | |
DAE Funding LLC(b) | ||||
08/01/2024 | 1.550% | 1,233,000 | 1,126,882 | |
Total | 2,619,632 | |||
Total Foreign Government Obligations (Cost $33,232,984) | 28,175,871 | |||
Municipal Bonds 1.9% | ||||
Issue Description | Coupon Rate | Principal Amount ($) | Value ($) | |
Higher Education 0.2% | ||||
California State University | ||||
Taxable Refunding Revenue Bonds | ||||
Series 2020B | ||||
11/01/2051 | 2.975% | 2,250,000 | 1,541,038 | |
Rutgers, The State University of New Jersey | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Series 2010 | ||||
05/01/2040 | 5.665% | 525,000 | 544,857 | |
University of California | ||||
Revenue Bonds | ||||
Taxable | ||||
Series 2021BJ | ||||
05/15/2051 | 3.071% | 2,185,000 | 1,456,893 | |
Total | 3,542,788 | |||
Hospital 0.1% | ||||
Escambia County Health Facilities Authority | ||||
Taxable Refunding Revenue Bonds | ||||
Health Care Facilities | ||||
Series 2020 (AGM) | ||||
08/15/2040 | 3.607% | 2,170,000 | 1,666,585 | |
Regents of the University of California Medical Center | ||||
Revenue Bonds | ||||
Taxable | ||||
Series 2020N | ||||
05/15/2060 | 3.256% | 1,595,000 | 1,044,057 | |
Total | 2,710,642 |
10 | CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Municipal Bonds (continued) | ||||
Issue Description | Coupon Rate | Principal Amount ($) | Value ($) | |
Local General Obligation 0.1% | ||||
City of Chicago | ||||
Unlimited General Obligation Bonds | ||||
Taxable | ||||
Series 2017B | ||||
01/01/2029 | 7.045% | 645,000 | 642,790 | |
City of Houston | ||||
Limited General Obligation Bonds | ||||
Taxable | ||||
Series 2017 | ||||
03/01/2047 | 3.961% | 800,000 | 672,691 | |
Los Angeles Community College District | ||||
Unlimited General Obligation Bonds | ||||
Build America Bonds | ||||
Series 2010 | ||||
08/01/2049 | 6.750% | 800,000 | 985,649 | |
Total | 2,301,130 | |||
Municipal Power 0.0% | ||||
Sacramento Municipal Utility District | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Series 2010 | ||||
05/15/2036 | 6.156% | 900,000 | 984,666 | |
Other Bond Issue 0.1% | ||||
City of San Francisco Public Utilities Commission Water | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Series 2010 | ||||
11/01/2040 | 6.000% | 1,050,000 | 1,129,165 | |
San Diego County Regional Airport Authority | ||||
Revenue Bonds | ||||
Taxable Senior Consolidated Rental Car Facility | ||||
Series 2014 | ||||
07/01/2043 | 5.594% | 910,000 | 875,874 | |
Total | 2,005,039 | |||
Ports 0.1% | ||||
Port Authority of New York & New Jersey | ||||
Revenue Bonds | ||||
Consolidated 168th | ||||
Series 2011 | ||||
10/01/2051 | 4.926% | 2,000,000 | 1,915,230 | |
Refunded / Escrowed 0.0% | ||||
City of Chicago | ||||
Prerefunded 01/01/23 Unlimited General Obligation Bonds | ||||
Taxable | ||||
Series 2017B | ||||
01/01/2029 | 7.045% | 95,000 | 95,672 |
Municipal Bonds (continued) | ||||
Issue Description | Coupon Rate | Principal Amount ($) | Value ($) | |
Sales Tax 0.1% | ||||
Santa Clara Valley Transportation Authority | ||||
Revenue Bonds | ||||
Series 2010 (BAM) | ||||
04/01/2032 | 5.876% | 2,220,000 | 2,306,149 | |
Special Non Property Tax 0.1% | ||||
Missouri Highway & Transportation Commission | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Series 2009 | ||||
05/01/2033 | 5.445% | 1,700,000 | 1,739,421 | |
New York State Dormitory Authority | ||||
Unrefunded Revenue Bonds | ||||
Taxable | ||||
Series 2019F | ||||
02/15/2043 | 3.190% | 1,265,000 | 927,561 | |
Total | 2,666,982 | |||
State Appropriated 0.2% | ||||
Kentucky Turnpike Authority | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Series 2010B | ||||
07/01/2030 | 5.722% | 2,050,000 | 2,137,380 | |
Michigan Strategic Fund | ||||
Taxable Revenue Bonds | ||||
Flint Water Advocacy Fund | ||||
Series 2021 | ||||
09/01/2047 | 3.225% | 3,550,000 | 2,530,999 | |
Total | 4,668,379 | |||
State General Obligation 0.3% | ||||
State of California | ||||
Unlimited General Obligation Bonds | ||||
Build America Bonds | ||||
Series 2009 | ||||
10/01/2039 | 7.300% | 3,445,000 | 4,123,318 | |
Unlimited General Obligation Refunding Bonds | ||||
Taxable | ||||
Series 2018 | ||||
04/01/2038 | 4.600% | 2,335,000 | 2,181,924 | |
Total | 6,305,242 | |||
Tobacco 0.2% | ||||
Golden State Tobacco Securitization Corp. | ||||
Revenue Bonds | ||||
Taxable | ||||
Series 2021 | ||||
06/01/2034 | 2.746% | 4,635,000 | 3,642,316 |
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 11 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Municipal Bonds (continued) | ||||
Issue Description | Coupon Rate | Principal Amount ($) | Value ($) | |
Transportation 0.1% | ||||
Metropolitan Transportation Authority | ||||
Revenue Bonds | ||||
Taxable Build America Bonds | ||||
Series 2010 | ||||
11/15/2040 | 6.687% | 1,650,000 | 1,732,621 | |
Turnpike / Bridge / Toll Road 0.3% | ||||
Bay Area Toll Authority | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Subordinated Series 2010S-1 | ||||
04/01/2040 | 6.918% | 1,265,000 | 1,462,966 | |
Foothill-Eastern Transportation Corridor Agency | ||||
Refunding Revenue Bonds | ||||
Taxable Toll Road | ||||
Series 2019A | ||||
01/15/2049 | 4.094% | 2,285,000 | 1,676,220 | |
New Jersey Turnpike Authority | ||||
Revenue Bonds | ||||
Taxable Build America Bonds | ||||
Series 2009 | ||||
01/01/2040 | 7.414% | 1,275,000 | 1,559,878 | |
Ohio Turnpike & Infrastructure Commission | ||||
Taxable Refunding Revenue Bonds | ||||
Junior Lien - Infrastructure Projects | ||||
Series 2020 | ||||
02/15/2048 | 3.216% | 2,640,000 | 1,917,661 | |
Total | 6,616,725 | |||
Water & Sewer 0.0% | ||||
Ohio Water Development Authority Water Pollution Control | ||||
Revenue Bonds | ||||
Taxable Loan Fund-Water Quality | ||||
Series 2010B-2 | ||||
12/01/2034 | 4.879% | 1,160,000 | 1,167,628 | |
Total Municipal Bonds (Cost $49,383,030) | 42,661,209 | |||
Residential Mortgage-Backed Securities - Agency 18.1% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Federal Home Loan Mortgage Corp.(c) | ||||
12-month USD LIBOR + 1.868% Cap 10.037% 07/01/2036 | 3.086% | 686,101 | 695,602 | |
1-year CMT + 2.135% Cap 10.642% 10/01/2036 | 3.199% | 520,311 | 533,049 | |
1-year CMT + 2.256% Cap 10.177% 04/01/2037 | 3.007% | 602,967 | 613,740 | |
12-month USD LIBOR + 1.873% Cap 9.080% 07/01/2041 | 3.601% | 247,051 | 251,456 | |
12-month USD LIBOR + 1.650% Cap 7.142% 12/01/2042 | 1.900% | 363,289 | 362,076 | |
Federal Home Loan Mortgage Corp. | ||||
02/01/2038 | 6.000% | 298,310 | 313,769 | |
03/01/2042- 01/01/2052 | 2.500% | 32,753,229 | 27,772,137 | |
01/01/2050- 12/01/2051 | 3.000% | 38,157,652 | 33,495,811 | |
05/01/2050- 05/01/2052 | 3.500% | 20,397,325 | 18,506,918 | |
08/01/2051 | 2.000% | 10,738,712 | 8,729,797 | |
08/01/2051- 05/01/2052 | 4.000% | 22,635,728 | 21,074,154 | |
Federal National Mortgage Association | ||||
12/01/2033- 09/01/2037 | 6.000% | 658,980 | 692,898 | |
03/01/2034- 04/01/2052 | 3.500% | 23,051,976 | 21,149,083 | |
06/01/2036- 03/01/2052 | 2.000% | 38,778,410 | 32,873,656 | |
04/01/2039- 07/01/2052 | 4.500% | 10,090,595 | 9,759,159 | |
05/01/2039 | 6.500% | 170,210 | 181,700 | |
08/01/2041- 11/01/2059 | 4.000% | 51,223,881 | 47,814,468 | |
03/01/2042- 03/01/2052 | 2.500% | 41,892,143 | 35,537,953 | |
05/01/2050- 06/01/2052 | 3.000% | 44,421,183 | 39,056,337 | |
Federal National Mortgage Association(c) | ||||
6-month USD LIBOR + 1.565% Floor 1.565%, Cap 11.127% 06/01/2035 | 3.181% | 245,355 | 250,396 | |
6-month USD LIBOR + 1.565% Floor 1.565%, Cap 11.173% 06/01/2035 | 3.210% | 857,338 | 874,957 | |
6-month USD LIBOR + 1.565% Floor 1.565%, Cap 11.282% 06/01/2035 | 3.249% | 343,200 | 350,281 | |
6-month USD LIBOR + 1.565% Floor 1.565%, Cap 11.064% 06/01/2035 | 3.285% | 332,541 | 339,448 |
12 | CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
1-year CMT + 2.154% Floor 2.154%, Cap 9.617% 03/01/2038 | 3.509% | 807,244 | 826,048 | |
12-month USD LIBOR + 1.610% Floor 1.610%, Cap 8.184% 03/01/2047 | 3.184% | 1,040,972 | 996,750 | |
12-month USD LIBOR + 1.610% Floor 1.610%, Cap 8.115% 04/01/2047 | 3.115% | 864,576 | 829,191 | |
CMO Series 2005-106 Class UF | ||||
1-month USD LIBOR + 0.300% Floor 0.300%, Cap 7.000% 11/25/2035 | 3.384% | 386,207 | 384,124 | |
Federal National Mortgage Association(h) | ||||
08/01/2052 | 5.000% | 19,829,051 | 19,368,279 | |
Government National Mortgage Association | ||||
02/15/2040- 06/15/2041 | 4.500% | 7,188,545 | 7,095,929 | |
03/15/2040 | 5.000% | 462,617 | 468,266 | |
07/15/2040- 11/20/2040 | 4.000% | 1,066,677 | 1,017,122 | |
04/20/2042- 06/20/2051 | 3.500% | 10,841,567 | 10,027,230 | |
10/20/2050 | 2.000% | 31,029,219 | 26,048,788 | |
11/20/2050- 09/20/2051 | 2.500% | 20,155,175 | 17,280,160 | |
Government National Mortgage Association(h) | ||||
04/20/2050- 07/20/2050 | 3.000% | 20,316,879 | 18,093,728 | |
Total Residential Mortgage-Backed Securities - Agency (Cost $438,470,159) | 403,664,460 | |||
Residential Mortgage-Backed Securities - Non-Agency 7.4% | ||||
Angel Oak Mortgage Trust(b),(d) | ||||
CMO Series 2019-5 Class M1 | ||||
10/25/2049 | 3.304% | 5,000,000 | 4,610,218 | |
Arroyo Mortgage Trust(b),(d) | ||||
CMO Series 2019-2 Class M1 | ||||
04/25/2049 | 4.760% | 7,000,000 | 6,014,341 | |
Arroyo Mortgage Trust(b) | ||||
CMO Series 2020-1 Class M1 | ||||
03/25/2055 | 4.277% | 2,850,000 | 2,715,937 | |
Bear Stearns Adjustable Rate Mortgage Trust(c) | ||||
CMO Series 2006-1 Class A1 | ||||
1-year CMT + 2.250% Floor 2.250%, Cap 9.895% 02/25/2036 | 2.460% | 688,965 | 667,950 | |
Bellemeade Re Ltd.(b),(c) | ||||
CMO Series 2017-1 Class M2 | ||||
1-month USD LIBOR + 3.350% 10/25/2027 | 6.434% | 2,480,194 | 2,480,261 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2018-1A Class M2 | ||||
1-month USD LIBOR + 2.900% 04/25/2028 | 5.984% | 5,726,300 | 5,704,776 | |
CMO Series 2019-3A Class M1C | ||||
1-month USD LIBOR + 1.950% Floor 1.950% 07/25/2029 | 5.034% | 1,590,000 | 1,570,887 | |
CMO Series 2021-3A Class M1B | ||||
30-day Average SOFR + 1.400% Floor 1.400% 09/25/2031 | 3.681% | 9,575,000 | 9,159,921 | |
CHNGE Mortgage Trust(b),(d) | ||||
CMO Series 2022-NQM1 Class A2 | ||||
06/25/2067 | 5.820% | 4,984,067 | 4,861,488 | |
Citigroup Mortgage Loan Trust(b),(d) | ||||
Subordinated CMO Series 2015-PS1 Class B3 | ||||
09/25/2042 | 5.139% | 4,715,209 | 4,405,188 | |
Credit Suisse Mortgage Capital Certificates(b),(d) | ||||
Subordinated CMO Series 2020-SPT1 Class B2 | ||||
04/25/2065 | 3.388% | 8,000,000 | 7,664,673 | |
Credit Suisse Mortgage Capital Trust(b),(d) | ||||
Subordinated CMO Series 2019-AFC1 Class B1 | ||||
07/25/2049 | 4.065% | 5,775,000 | 4,637,666 | |
Credit Suisse Mortgage Trust(b),(d) | ||||
CMO Series 2021-NQM8 Class M1 | ||||
10/25/2066 | 3.256% | 2,200,000 | 1,462,834 | |
Subordinated CMO Series 2019-NQM1 Class B1 | ||||
10/25/2059 | 3.890% | 6,224,000 | 5,299,399 | |
Eagle Re Ltd.(b),(c) | ||||
CMO Series 2018-1 Class B1 | ||||
1-month USD LIBOR + 4.000% Floor 4.000% 11/25/2028 | 7.084% | 3,000,000 | 3,021,518 | |
CMO Series 2018-1 Class M2 | ||||
1-month USD LIBOR + 3.000% Floor 3.000% 11/25/2028 | 6.084% | 8,130,000 | 8,060,839 | |
Ellington Financial Mortgage Trust(b),(d) | ||||
Subordinated CMO Series 2020-1 Class B1 | ||||
05/25/2065 | 5.137% | 4,962,000 | 4,466,973 | |
Fannie Mae Connecticut Avenue Securities(c) | ||||
CMO Series 2014-C02 Class 2M2 | ||||
1-month USD LIBOR + 2.600% Floor 2.600% 05/25/2024 | 5.684% | 1,080,333 | 1,077,394 | |
CMO Series 2014-C04 Class 1M2 | ||||
1-month USD LIBOR + 4.900% Floor 4.900% 11/25/2024 | 7.984% | 1,122,966 | 1,160,525 |
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 13 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
CMO Series 2015-C02 Class 1M2 | ||||
1-month USD LIBOR + 4.000% Floor 4.000% 05/25/2025 | 7.084% | 666,965 | 677,101 | |
CMO Series 2015-C04 Class 1M2 | ||||
1-month USD LIBOR + 5.700% 04/25/2028 | 8.784% | 3,677,146 | 3,807,227 | |
CMO Series 2016-C01 Class 1M2 | ||||
1-month USD LIBOR + 6.750% Floor 6.750% 08/25/2028 | 9.834% | 1,614,737 | 1,704,820 | |
Fannie Mae Connecticut Avenue Securities(b),(c) | ||||
CMO Series 2015-C01 Class 1M2 | ||||
1-month USD LIBOR + 4.300% Floor 4.300% 02/25/2025 | 7.384% | 220,689 | 224,802 | |
Federal Home Loan Mortgage Corp. STACR REMIC Trust(b),(c) | ||||
CMO Series 2020-HQA4 Class M2 | ||||
1-month USD LIBOR + 3.150% 09/25/2050 | 6.234% | 130,372 | 130,520 | |
Freddie Mac STACR REMIC Trust(b),(c) | ||||
CMO Series 2020-HQA2 Class M2 | ||||
1-month USD LIBOR + 3.100% 03/25/2050 | 6.184% | 1,768,931 | 1,792,795 | |
CMO Series 2020-HQA3 Class M2 | ||||
1-month USD LIBOR + 3.600% 07/25/2050 | 6.684% | 107,072 | 107,139 | |
Home Re Ltd.(b),(c) | ||||
CMO Series 2018-1 Class M2 | ||||
1-month USD LIBOR + 3.000% 10/25/2028 | 6.084% | 6,830,748 | 6,762,455 | |
Subordinated CMO Series 2022-1 Class M1A | ||||
30-day Average SOFR + 2.850% 10/25/2034 | 5.131% | 2,550,000 | 2,545,061 | |
Homeward Opportunities Fund I Trust(b),(d) | ||||
CMO Series 2020-2 Class B3 | ||||
05/25/2065 | 5.495% | 7,075,000 | 6,744,644 | |
JPMorgan Mortgage Trust(d) | ||||
CMO Series 2005-S2 Class 3A1 | ||||
02/25/2032 | 7.167% | 186,170 | 170,013 | |
CMO Series 2006-A4 Class 3A1 | ||||
06/25/2036 | 3.275% | 921,726 | 681,495 | |
JPMorgan Mortgage Trust | ||||
CMO Series 2006-S1 Class 1A2 | ||||
04/25/2036 | 6.500% | 1,924,930 | 1,893,635 | |
JPMorgan Mortgage Trust(b),(d) | ||||
Subordinated CMO Series 2019-LTV3 Class B4 | ||||
03/25/2050 | 4.418% | 6,525,743 | 5,549,722 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
JPMorgan Wealth Management(b),(c) | ||||
CMO Series 2021-CL1 Class M4 | ||||
30-day Average SOFR + 2.750% 03/25/2051 | 5.031% | 1,048,971 | 978,250 | |
MASTR Adjustable Rate Mortgages Trust(d) | ||||
CMO Series 2004-13 Class 3A7 | ||||
11/21/2034 | 3.819% | 341,845 | 323,031 | |
Merrill Lynch Mortgage Investors Trust(d) | ||||
CMO Series 2005-A2 Class A2 | ||||
02/25/2035 | 2.766% | 673,553 | 616,674 | |
Oaktown Re V Ltd.(b),(c) | ||||
CMO Series 2020-2A Class M1B | ||||
1-month USD LIBOR + 3.600% Floor 3.600% 10/25/2030 | 6.684% | 1,333,574 | 1,336,730 | |
PRKCM Trust(b),(d) | ||||
CMO Series 2021-AFC1 Class M1 | ||||
08/25/2056 | 3.114% | 6,966,000 | 4,558,545 | |
Radnor Re Ltd.(b),(c) | ||||
CMO Series 2018-1 Class B1 | ||||
1-month USD LIBOR + 3.800% 03/25/2028 | 6.884% | 3,000,000 | 2,961,026 | |
Subordinated CMO Series 2021-2 Class M1A | ||||
30-day Average SOFR + 1.850% Floor 1.850% 11/25/2031 | 4.131% | 3,808,640 | 3,771,045 | |
Subordinated CMO Series 2021-2 Class M1B | ||||
30-day Average SOFR + 3.700% Floor 3.700% 11/25/2031 | 5.883% | 3,088,000 | 2,918,045 | |
Residential Mortgage Loan Trust(b),(d) | ||||
Subordinated CMO Series 2019-3 Class B1 | ||||
09/25/2059 | 3.810% | 4,750,000 | 4,200,626 | |
Seasoned Credit Risk Transfer Trust(b) | ||||
CMO Series 2021-1 Class M | ||||
09/25/2060 | 4.250% | 3,467,000 | 2,923,116 | |
STACR Trust(b),(c) | ||||
CMO Series 2018-HRP1 Class M2 | ||||
1-month USD LIBOR + 1.650% 04/25/2043 | 4.734% | 455,795 | 454,862 | |
Starwood Mortgage Residential Trust(b) | ||||
CMO Series 2020-2 Class B2E | ||||
04/25/2060 | 3.000% | 5,000,000 | 4,968,037 | |
Starwood Mortgage Residential Trust(b),(d) | ||||
CMO Series 2020-3 Class B1 | ||||
04/25/2065 | 4.750% | 4,000,000 | 3,801,801 | |
Structured Adjustable Rate Mortgage Loan Trust(d) | ||||
CMO Series 2004-8 Class 2A1 | ||||
07/25/2034 | 3.644% | 630,162 | 616,037 |
14 | CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Verus Securitization Trust(b) | ||||
CMO Series 2021-R1 Class M1 | ||||
10/25/2063 | 2.338% | 3,030,000 | 2,607,680 | |
Verus Securitization Trust(b),(d) | ||||
CMO Series 2022-INV1 Class A2 | ||||
08/25/2067 | 5.802% | 4,575,000 | 4,456,945 | |
Subordinated CMO Series 2019-4 Class B1 | ||||
11/25/2059 | 3.860% | 5,211,000 | 4,798,774 | |
Subordinated CMO Series 2020-4 Class B1 | ||||
05/25/2065 | 5.046% | 5,000,000 | 4,734,307 | |
Vista Point Securitization Trust(b),(d) | ||||
Subordinated CMO Series 2020-2 Class B1 | ||||
04/25/2065 | 4.900% | 2,000,000 | 1,892,292 | |
WaMu Mortgage Pass-Through Certificates Trust | ||||
CMO Series 2003-S11 Class 3A5 | ||||
11/25/2033 | 5.950% | 89,407 | 86,068 | |
Wells Fargo Mortgage-Backed Securities Trust | ||||
CMO Series 2006-7 Class 3A1 | ||||
06/25/2036 | 6.000% | 154,223 | 138,869 | |
Total Residential Mortgage-Backed Securities - Non-Agency (Cost $178,376,053) | 164,976,977 | |||
U.S. Treasury Obligations 25.8% | ||||
U.S. Treasury(i) | ||||
02/15/2025 | 1.500% | 28,000,000 | 26,245,625 | |
11/15/2048 | 3.375% | 13,000,000 | 11,827,969 | |
U.S. Treasury | ||||
03/15/2025 | 1.750% | 40,000,000 | 37,656,250 | |
09/15/2025 | 3.500% | 10,000,000 | 9,796,875 | |
09/30/2025 | 3.000% | 25,000,000 | 24,128,906 | |
03/31/2027 | 2.500% | 3,000,000 | 2,802,188 | |
04/30/2027 | 2.750% | 49,000,000 | 46,247,578 | |
05/31/2027 | 2.625% | 59,000,000 | 55,386,250 | |
06/30/2027 | 3.250% | 30,000,000 | 28,917,187 | |
04/30/2029 | 2.875% | 56,000,000 | 52,290,000 | |
06/30/2029 | 3.250% | 31,000,000 | 29,638,906 | |
07/31/2029 | 2.625% | 5,000,000 | 4,595,313 | |
08/31/2029 | 3.125% | 12,000,000 | 11,392,500 |
U.S. Treasury Obligations (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
05/15/2032 | 2.875% | 40,000,000 | 37,006,250 | |
02/15/2039 | 3.500% | 5,500,000 | 5,232,734 | |
08/15/2040 | 1.125% | 2,000,000 | 1,238,438 | |
11/15/2040 | 1.375% | 3,000,000 | 1,938,750 | |
02/15/2041 | 1.875% | 7,000,000 | 4,957,969 | |
05/15/2041 | 2.250% | 9,000,000 | 6,802,031 | |
08/15/2041 | 3.750% | 2,000,000 | 1,916,250 | |
11/15/2041 | 2.000% | 2,500,000 | 1,789,063 | |
11/15/2041 | 3.125% | 6,400,000 | 5,566,000 | |
02/15/2042 | 2.375% | 12,000,000 | 9,195,000 | |
05/15/2042 | 3.000% | 15,000,000 | 12,754,687 | |
05/15/2042 | 3.250% | 29,000,000 | 25,732,969 | |
08/15/2042 | 3.375% | 41,000,000 | 37,143,437 | |
11/15/2043 | 3.750% | 3,000,000 | 2,847,188 | |
02/15/2044 | 3.625% | 900,000 | 835,594 | |
11/15/2044 | 3.000% | 15,000,000 | 12,520,312 | |
11/15/2047 | 2.750% | 3,000,000 | 2,398,125 | |
05/15/2049 | 2.875% | 7,000,000 | 5,831,875 | |
08/15/2049 | 2.250% | 14,100,000 | 10,308,422 | |
11/15/2049 | 2.375% | 14,000,000 | 10,532,813 | |
02/15/2051 | 1.875% | 5,500,000 | 3,639,453 | |
05/15/2051 | 2.375% | 6,500,000 | 4,860,781 | |
08/15/2051 | 2.000% | 14,000,000 | 9,557,188 | |
11/15/2051 | 1.875% | 5,000,000 | 3,303,906 | |
02/15/2052 | 2.250% | 3,000,000 | 2,178,281 | |
05/15/2052 | 2.875% | 18,500,000 | 15,508,203 | |
Total U.S. Treasury Obligations (Cost $640,184,398) | 576,521,266 |
Money Market Funds 3.8% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 2.834%(j),(k) | 84,234,168 | 84,192,051 |
Total Money Market Funds (Cost $84,193,706) | 84,192,051 | |
Total Investments in Securities (Cost: $2,522,245,384) | 2,238,533,717 | |
Other Assets & Liabilities, Net | (3,906,755) | |
Net Assets | 2,234,626,962 |
At September 30, 2022, securities and/or cash totaling $18,134,493 were pledged as collateral.
Investments in derivatives
Forward foreign currency exchange contracts | |||||
Currency to be sold | Currency to be purchased | Counterparty | Settlement date | Unrealized appreciation ($) | Unrealized depreciation ($) |
9,590,238 CAD | 7,354,054 USD | Goldman Sachs | 12/15/2022 | 409,537 | — |
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 15 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Long Bond | 68 | 12/2022 | USD | 8,595,625 | — | (350,099) |
U.S. Treasury 10-Year Note | 334 | 12/2022 | USD | 37,428,875 | — | (253,238) |
U.S. Treasury 2-Year Note | 628 | 12/2022 | USD | 128,985,313 | — | (183,551) |
U.S. Treasury 5-Year Note | 244 | 12/2022 | USD | 26,231,906 | — | (118,292) |
U.S. Treasury Ultra 10-Year Note | 890 | 12/2022 | USD | 105,451,094 | — | (4,034,925) |
U.S. Treasury Ultra Bond | 119 | 12/2022 | USD | 16,303,000 | — | (457,560) |
Total | — | (5,397,665) |
Cleared credit default swap contracts - buy protection | |||||||||||
Reference entity | Counterparty | Maturity date | Pay fixed rate (%) | Payment frequency | Notional currency | Notional amount | Value ($) | Upfront payments ($) | Upfront receipts ($) | Unrealized appreciation ($) | Unrealized depreciation ($) |
Markit CDX North America High Yield Index, Series 37 | Goldman Sachs | 12/20/2026 | 5.000 | Quarterly | USD | 45,936,000 | 2,420,851 | — | — | 2,420,851 | — |
Markit CDX North America High Yield Index, Series 38 | Goldman Sachs | 06/20/2027 | 5.000 | Quarterly | USD | 94,347,000 | 2,091,247 | — | — | 2,091,247 | — |
Total | 4,512,098 | — | — | 4,512,098 | — |
Notes to Portfolio of Investments
(a) | Principal amounts are denominated in United States Dollars unless otherwise noted. |
(b) | Represents privately placed and other securities and instruments exempt from Securities and Exchange Commission registration (collectively, private placements), such as Section 4(a)(2) and Rule 144A eligible securities, which are often sold only to qualified institutional buyers. At September 30, 2022, the total value of these securities amounted to $618,395,006, which represents 27.67% of total net assets. |
(c) | Variable rate security. The interest rate shown was the current rate as of September 30, 2022. |
(d) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of September 30, 2022. |
(e) | Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of September 30, 2022. |
(f) | Represents a security purchased on a when-issued basis. |
(g) | Principal and interest may not be guaranteed by a governmental entity. |
(h) | Represents a security purchased on a forward commitment basis. |
(i) | This security or a portion of this security has been pledged as collateral in connection with derivative contracts. |
(j) | The rate shown is the seven-day current annualized yield at September 30, 2022. |
(k) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund.The value of the holdings and transactions in these affiliated companies during the period ended September 30, 2022 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Realized gain (loss)($) | Dividends($) | End of period shares |
Columbia Short-Term Cash Fund, 2.834% | ||||||||
48,600,720 | 1,283,472,247 | (1,247,879,261) | (1,655) | 84,192,051 | (16,947) | 576,263 | 84,234,168 |
Abbreviation Legend
AGM | Assured Guaranty Municipal Corporation |
BAM | Build America Mutual Assurance Co. |
CMO | Collateralized Mortgage Obligation |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
16 | CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 |
Portfolio of Investments (continued)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
CTIVP® – American Century Diversified Bond Fund, September 30, 2022 (Unaudited)
Currency Legend
CAD | Canada Dollar |
USD | US Dollar |
Investments are valued using policies described in the Notes to Financial Statements in the most recent shareholder report.
CTIVP® – American Century Diversified Bond Fund | Third Quarter Report 2022 | 17 |
You may at any time request, free of charge, to receive a paper copy of this report by calling 800.345.6611.
3QT7028_12_A01_(11/22)