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CTIVP® – American Century Diversified Bond Fund
First Quarter Report
March 31, 2024 (Unaudited)
Please remember that you may not buy (nor will you own) shares of the Fund directly. The Fund is available through variable annuity contracts and variable life insurance policies offered by the separate accounts of participating insurance companies as well as qualified pension and retirement plans. Please contact your financial advisor or insurance representative for more information.
Not FDIC or NCUA Insured | No Financial Institution Guarantee | May Lose Value |
Portfolio of InvestmentsCTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities - Non-Agency(a) 6.9% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Aaset Trust(b) | ||||
Subordinated Series 2021-2A Class B | ||||
01/15/2047 | 3.538% | 5,836,506 | 4,911,123 | |
AIMCO CLO Ltd.(b),(c) | ||||
Series 2019-10A Class CR | ||||
3-month Term SOFR + 2.162% Floor 1.900% 07/22/2032 | 7.479% | 4,650,000 | 4,633,320 | |
Aligned Data Centers Issuer LLC(b) | ||||
Subordinated Series 2021-1A Class B | ||||
08/15/2046 | 2.482% | 6,300,000 | 5,631,469 | |
AMMC CLO XI Ltd.(b),(c) | ||||
Series 2012-11A Class BR2 | ||||
3-month Term SOFR + 1.862% Floor 1.600% 04/30/2031 | 7.179% | 4,500,000 | 4,500,495 | |
AMMC CLO XII Ltd.(b),(c) | ||||
Series 2013-12A Class BR | ||||
3-month Term SOFR + 1.762% Floor 1.500% 11/10/2030 | 7.063% | 4,300,000 | 4,300,000 | |
Atrium IX(b),(c) | ||||
Series 209A Class BR2 | ||||
3-month Term SOFR + 1.762% Floor 1.500% 05/28/2030 | 7.099% | 3,050,000 | 3,050,162 | |
Barings Private Credit Corp. CLO Ltd.(b),(c) | ||||
Series 2023-1A Class A1 | ||||
3-month Term SOFR + 2.400% Floor 2.400% 07/15/2031 | 7.714% | 3,369,643 | 3,377,555 | |
Castlelake Aircraft Securitization Trust(b) | ||||
Series 2018-1 Class A | ||||
06/15/2043 | 4.125% | 1,308,923 | 1,193,321 | |
Castlelake Aircraft Structured Trust(b) | ||||
Series 2017-1R Class A | ||||
08/15/2041 | 2.741% | 1,779,878 | 1,642,006 | |
Cerberus Loan Funding XXVIII LP(b),(c) | ||||
Series 2020-1A Class A | ||||
3-month Term SOFR + 2.112% Floor 1.850% 10/15/2031 | 7.426% | 2,482,980 | 2,483,047 | |
Cerberus Loan Funding XXXI LP(b),(c) | ||||
Series 2021-1A Class A | ||||
3-month Term SOFR + 1.762% Floor 1.500% 04/15/2032 | 7.076% | 3,331,744 | 3,329,372 |
Asset-Backed Securities - Non-Agency(a) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Clsec Holdings LLC(b) | ||||
Subordinated Series 2021-1 Class C | ||||
05/11/2037 | 6.171% | 11,884,708 | 10,304,042 | |
Cologix Canadian Issuer LP(b) | ||||
Series 2022-1CAN Class A2 | ||||
01/25/2052 | 4.940% | CAD | 10,300,000 | 7,057,821 |
Dewolf Park CLO Ltd.(b),(c) | ||||
Series 2017-1A Class CR | ||||
3-month Term SOFR + 2.112% Floor 1.850% 10/15/2030 | 7.426% | 5,000,000 | 5,000,515 | |
DI Issuer LLC(b) | ||||
Series 2021-1A Class A2 | ||||
09/15/2051 | 3.722% | 12,513,800 | 11,295,083 | |
Edgeconnex Data Centers Issuer LLC(b) | ||||
Series 2022-1 Class A2 | ||||
03/25/2052 | 4.250% | 5,708,370 | 5,562,826 | |
Elevation CLO Ltd.(b),(c) | ||||
Series 2018-9 Class B | ||||
3-month Term SOFR + 2.012% Floor 1.750% 07/15/2031 | 7.326% | 5,220,000 | 5,191,421 | |
Flexential Issuer(b) | ||||
Series 2021-1A Class A2 | ||||
11/27/2051 | 3.250% | 7,633,000 | 6,916,439 | |
Goodgreen(b),(d) | ||||
Series 2018-1A Class A | ||||
10/15/2053 | 3.930% | 3,115,686 | 2,838,068 | |
Goodgreen Trust(b) | ||||
Series 2021-1A Class A | ||||
10/15/2056 | 2.660% | 1,259,222 | 1,033,328 | |
KKR CLO Ltd.(b),(c) | ||||
Series 2018 Class CR | ||||
3-month Term SOFR + 2.362% Floor 2.100% 07/18/2030 | 7.660% | 3,500,000 | 3,490,879 | |
KKR Static CLO I Ltd.(b),(c) | ||||
Series 2023-1A Class BR | ||||
3-month Term SOFR + 2.000% Floor 2.000% 07/20/2031 | 7.318% | 7,625,000 | 7,624,481 | |
LCM XXII Ltd.(b),(c) | ||||
Series 2018-22A Class A2R | ||||
3-month Term SOFR + 1.712% Floor 1.450% 10/20/2028 | 7.029% | 4,050,000 | 4,049,753 | |
Lunar Aircraft Ltd.(b) | ||||
Series 2020-1A Class A | ||||
02/15/2045 | 3.376% | 4,910,566 | 4,530,145 |
2
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Asset-Backed Securities - Non-Agency(a) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Lunar Structured Aircraft Portfolio Notes(b) | ||||
Subordinated Series 2021-1 Class B | ||||
10/15/2046 | 3.432% | 2,608,371 | 2,241,113 | |
MAPS Trust(b) | ||||
Series 2021-1A Class A | ||||
06/15/2046 | 2.521% | 3,349,195 | 2,981,821 | |
Monroe Capital MML CLO Ltd.(b),(c) | ||||
Series 2017-1A Class AR | ||||
3-month Term SOFR + 1.562% Floor 1.300% 04/22/2029 | 6.879% | 1,654,897 | 1,653,175 | |
Mountain View CLO LLC(b),(c) | ||||
Series 2017-2 Class B | ||||
3-month Term SOFR + 1.962% Floor 1.700% 01/16/2031 | 7.276% | 3,250,000 | 3,250,153 | |
New Economy Assets Phase 1 Sponsor LLC(b) | ||||
Subordinated Series 2021-1 Class B1 | ||||
10/20/2061 | 2.410% | 9,000,000 | 7,557,880 | |
Octagon Investment Partners 31 Ltd.(b) | ||||
Series 2024-1A Class CRR | ||||
07/20/2030 | 6.850% | 5,250,000 | 5,255,428 | |
Palmer Square Loan Funding Ltd.(b),(c) | ||||
Series 2022-1A Class D | ||||
3-month Term SOFR + 5.000% Floor 5.000% 04/15/2030 | 10.314% | 4,700,000 | 4,699,502 | |
Series 2022-2A Class A2 | ||||
3-month Term SOFR + 1.900% Floor 1.900% 10/15/2030 | 7.214% | 3,625,000 | 3,617,765 | |
SEB Funding LLC(b),(e) | ||||
Series 2024-1A Class A2 | ||||
04/30/2054 | 7.386% | 3,975,000 | 4,015,682 | |
Sierra Timeshare Receivables Funding LLC(b) | ||||
Series 2019-2A Class C | ||||
05/20/2036 | 3.120% | 768,887 | 757,887 | |
Stewart Park CLO Ltd.(b),(c) | ||||
Series 2015-1A Class CR | ||||
3-month Term SOFR + 2.062% Floor 1.800% 01/15/2030 | 7.376% | 4,150,000 | 4,124,689 | |
Stonepeak ABS(b) | ||||
Series 2021-1A Class AA | ||||
02/28/2033 | 2.301% | 2,756,111 | 2,563,329 | |
Total Asset-Backed Securities — Non-Agency (Cost $164,075,605) | 156,665,095 | |||
Commercial Mortgage-Backed Securities - Non-Agency 3.2% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Arbor Realty Commercial Real Estate Notes Ltd.(b),(c) | ||||
Series 2021-FL1 Class A | ||||
1-month Term SOFR + 1.084% Floor 0.970% 12/15/2035 | 6.410% | 2,054,257 | 2,044,656 | |
BANK(b) | ||||
Subordinated Series 2018-BN15 Class D | ||||
11/15/2061 | 3.000% | 1,729,000 | 1,272,737 | |
Subordinated Series 2019-BN17 Class D | ||||
04/15/2052 | 3.000% | 2,215,000 | 1,649,153 | |
BANK(b),(d) | ||||
Subordinated Series 2021-BN36 Class D | ||||
09/15/2064 | 2.500% | 2,212,104 | 1,428,425 | |
Barclays Commercial Mortgage Trust(b) | ||||
Subordinated Series 2019-C5 Class D | ||||
11/18/2052 | 2.500% | 2,360,754 | 1,707,766 | |
BBCMS Mortgage Trust(b),(c) | ||||
Subordinated Series 2019-BWAY Class E | ||||
1-month Term SOFR + 2.964% Floor 2.850% 11/25/2034 | 8.290% | 8,236,000 | 1,330,299 | |
Benchmark Mortgage Trust(b),(d) | ||||
Subordinated Series 2018-B5 Class D | ||||
07/15/2051 | 3.102% | 3,009,000 | 2,150,114 | |
Benchmark Mortgage Trust(b) | ||||
Subordinated Series 2020-B16 Class D | ||||
02/15/2053 | 2.500% | 4,287,000 | 2,935,937 | |
BX Commercial Mortgage Trust(b),(c) | ||||
Subordinated Series 2023-VLT2 Class B | ||||
1-month Term SOFR + 3.129% Floor 3.129% 06/15/2040 | 8.454% | 5,537,000 | 5,554,300 | |
BX Trust(b) | ||||
Series 2019-OC11 Class C | ||||
12/09/2041 | 3.856% | 3,439,000 | 3,051,519 | |
BXMT Ltd.(b),(c) | ||||
Subordinated Series 2020-FL2 Class D | ||||
1-month Term SOFR + 2.064% Floor 1.950% 02/15/2038 | 7.168% | 3,289,000 | 2,644,096 | |
CSAIL Commercial Mortgage Trust(b) | ||||
Subordinated Series 2019-C15 Class D | ||||
03/15/2052 | 3.000% | 3,555,000 | 2,602,154 | |
CSMC Trust(b),(c) | ||||
Subordinated Series 2021-BHAR Class B | ||||
1-month Term SOFR + 1.264% Floor 1.500% 11/15/2038 | 6.590% | 3,281,000 | 3,258,338 | |
Fontainebleau Miami Beach Trust(b) | ||||
Series 2019-FBLU Class A | ||||
12/10/2036 | 3.144% | 7,128,000 | 6,958,441 |
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
3
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Commercial Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Fontainebleau Miami Beach Trust(b),(d) | ||||
Subordinated Series 2019-FBLU Class D | ||||
12/10/2036 | 3.963% | 2,989,000 | 2,914,820 | |
FS Commercial Mortgage Trust(b) | ||||
Series 2023-4SZN Class A | ||||
11/10/2039 | 7.066% | 5,020,000 | 5,203,978 | |
Greystone CRE Notes Ltd.(b),(c) | ||||
Series 2019-FL2 Class C | ||||
1-month Term SOFR + 2.114% Floor 2.000% 09/15/2037 | 7.440% | 4,579,500 | 4,546,443 | |
Series 2019-FL2 Class D | ||||
1-month Term SOFR + 2.514% Floor 2.400% 09/15/2037 | 7.840% | 3,969,000 | 3,903,816 | |
Morgan Stanley Capital I Trust(b) | ||||
Subordinated Series 2018-H3 Class D | ||||
07/15/2051 | 3.000% | 1,644,000 | 1,266,773 | |
Subordinated Series 2020-L4 Class D | ||||
02/18/2053 | 2.500% | 3,572,000 | 2,412,803 | |
One Market Plaza Trust(b) | ||||
Subordinated Series 2017-1MKT Class B | ||||
02/10/2032 | 3.845% | 5,370,000 | 4,863,075 | |
Shelter Growth CRE Issuer Ltd.(b),(c) | ||||
Series 2023-FL5 Class A | ||||
1-month Term SOFR + 2.754% Floor 2.754% 05/19/2038 | 8.076% | 3,218,000 | 3,222,020 | |
THPT Mortgage Trust(b),(d) | ||||
Series 2023-THL Class B | ||||
12/10/2034 | 7.669% | 5,520,000 | 5,637,793 | |
Total Commercial Mortgage-Backed Securities - Non-Agency (Cost $79,795,110) | 72,559,456 | |||
Corporate Bonds & Notes 33.0% | ||||
Aerospace & Defense 1.2% | ||||
Arconic, Inc. | ||||
02/01/2037 | 5.950% | 2,383,000 | 2,469,004 | |
BAE Systems PLC(b) | ||||
03/26/2034 | 5.300% | 1,987,000 | 1,996,470 | |
Boeing Co. (The) | ||||
05/01/2030 | 5.150% | 1,445,000 | 1,398,401 | |
05/01/2050 | 5.805% | 2,478,000 | 2,343,679 | |
Bombardier, Inc.(b),(e) | ||||
07/01/2031 | 7.250% | 2,366,000 | 2,372,685 | |
L3Harris Technologies, Inc. | ||||
06/01/2034 | 5.350% | 2,730,000 | 2,727,516 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Northrop Grumman Corp. | ||||
06/01/2034 | 4.900% | 2,150,000 | 2,112,405 | |
05/01/2040 | 5.150% | 1,320,000 | 1,294,186 | |
Raytheon Technologies Corp. | ||||
02/27/2053 | 5.375% | 1,000,000 | 984,148 | |
RTX Corp. | ||||
03/15/2054 | 6.400% | 3,160,000 | 3,578,751 | |
TransDigm, Inc.(b) | ||||
08/15/2028 | 6.750% | 2,597,000 | 2,635,070 | |
03/01/2032 | 6.625% | 2,700,000 | 2,727,767 | |
Total | 26,640,082 | |||
Agencies 0.1% | ||||
Tennessee Valley Authority | ||||
09/15/2031 | 1.500% | 2,100,000 | 1,704,006 | |
Airlines 0.3% | ||||
American Airlines, Inc./AAdvantage Loyalty IP Ltd.(b) | ||||
04/20/2026 | 5.500% | 6,639,981 | 6,595,376 | |
Automotive 1.1% | ||||
Ford Motor Credit Co. LLC | ||||
11/13/2025 | 3.375% | 4,245,000 | 4,085,076 | |
05/12/2028 | 6.800% | 1,800,000 | 1,868,903 | |
06/10/2030 | 7.200% | 3,240,000 | 3,437,683 | |
General Motors Financial Co., Inc. | ||||
04/06/2030 | 5.850% | 1,820,000 | 1,853,952 | |
02/08/2031 | 5.750% | 945,000 | 955,085 | |
01/07/2034 | 6.100% | 1,640,000 | 1,684,565 | |
Hyundai Capital America(b) | ||||
01/16/2029 | 6.500% | 817,000 | 857,604 | |
03/19/2029 | 5.350% | 837,000 | 839,828 | |
09/21/2030 | 6.200% | 1,540,000 | 1,608,189 | |
Nissan Motor Acceptance Co. LLC(b) | ||||
09/15/2028 | 7.050% | 2,100,000 | 2,196,358 | |
Toyota Motor Credit Corp. | ||||
09/11/2028 | 5.250% | 1,356,000 | 1,379,964 | |
11/20/2030 | 5.550% | 2,700,000 | 2,794,794 | |
01/05/2034 | 4.800% | 1,120,000 | 1,101,459 | |
Total | 24,663,460 | |||
Banking 6.0% | ||||
Bank of America Corp.(f) | ||||
09/15/2029 | 5.819% | 1,090,000 | 1,117,832 | |
04/25/2034 | 5.288% | 4,130,000 | 4,118,721 | |
01/23/2035 | 5.468% | 9,260,000 | 9,328,351 | |
Bank of New York Mellon Corp. (The)(f) | ||||
10/25/2034 | 6.474% | 1,325,000 | 1,442,759 | |
BNP Paribas SA(b),(f) | ||||
06/12/2029 | 5.335% | 2,020,000 | 2,030,121 | |
12/05/2034 | 5.894% | 3,185,000 | 3,329,486 |
4
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
BPCE SA(b),(f) | ||||
10/19/2034 | 7.003% | 1,735,000 | 1,889,339 | |
CaixaBank SA(b),(f) | ||||
03/15/2030 | 5.673% | 632,000 | 631,712 | |
Canadian Imperial Bank of Commerce | ||||
04/28/2028 | 5.001% | 2,395,000 | 2,386,620 | |
10/03/2033 | 6.092% | 964,000 | 1,014,956 | |
Citigroup, Inc.(f) | ||||
07/24/2028 | 3.668% | 3,125,000 | 2,971,460 | |
02/13/2030 | 5.174% | 1,500,000 | 1,493,021 | |
03/31/2031 | 4.412% | 1,560,000 | 1,487,454 | |
11/17/2033 | 6.270% | 4,055,000 | 4,282,200 | |
Comerica, Inc.(f) | ||||
01/30/2030 | 5.982% | 1,904,000 | 1,882,221 | |
Credit Suisse Group AG(b),(f) | ||||
11/15/2033 | 9.016% | 3,200,000 | 3,884,316 | |
Danske Bank A/S(b),(f) | ||||
09/10/2027 | 1.549% | 2,550,000 | 2,324,181 | |
03/01/2030 | 5.705% | 1,475,000 | 1,485,277 | |
Fifth Third Bancorp(f) | ||||
07/27/2029 | 6.339% | 682,000 | 702,778 | |
Goldman Sachs Group, Inc. (The)(f) | ||||
10/24/2029 | 6.484% | 4,945,000 | 5,208,085 | |
10/24/2034 | 6.561% | 3,787,000 | 4,130,797 | |
HSBC Holdings PLC(f) | ||||
08/14/2027 | 5.887% | 1,525,000 | 1,537,955 | |
Huntington Bancshares, Inc.(f) | ||||
08/21/2029 | 6.208% | 1,715,000 | 1,756,289 | |
Intesa Sanpaolo SpA(b) | ||||
06/20/2033 | 6.625% | 3,110,000 | 3,228,081 | |
JPMorgan Chase & Co.(f) | ||||
04/23/2029 | 4.005% | 2,692,000 | 2,579,042 | |
07/24/2029 | 5.299% | 2,970,000 | 2,992,271 | |
10/23/2029 | 6.087% | 8,770,000 | 9,113,236 | |
10/23/2034 | 6.254% | 1,310,000 | 1,399,496 | |
01/23/2035 | 5.336% | 1,385,000 | 1,389,950 | |
KeyCorp(f) | ||||
05/23/2025 | 3.878% | 2,225,000 | 2,215,034 | |
Morgan Stanley(f) | ||||
10/21/2025 | 1.164% | 4,786,000 | 4,660,035 | |
04/20/2029 | 5.164% | 2,124,000 | 2,122,657 | |
11/01/2029 | 6.407% | 585,000 | 613,286 | |
10/18/2033 | 6.342% | 2,680,000 | 2,871,563 | |
11/01/2034 | 6.627% | 2,205,000 | 2,412,216 | |
Morgan Stanley Bank(f) | ||||
01/14/2028 | 4.952% | 4,775,000 | 4,753,396 | |
Northern Trust Corp.(f) | ||||
Subordinated | ||||
05/08/2032 | 3.375% | 732,000 | 682,485 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
PNC Financial Services Group, Inc. (The)(f) | ||||
08/18/2034 | 5.939% | 1,410,000 | 1,447,491 | |
Societe Generale SA(b),(f) | ||||
01/19/2035 | 6.066% | 3,089,000 | 3,107,457 | |
Synchrony Bank | ||||
08/22/2025 | 5.400% | 1,350,000 | 1,337,821 | |
Synchrony Financial | ||||
08/15/2024 | 4.250% | 3,091,000 | 3,070,535 | |
Truist Financial Corp.(f),(g) | ||||
4.950% | 4,640,000 | 4,562,355 | ||
Truist Financial Corp.(f) | ||||
10/30/2029 | 7.161% | 3,200,000 | 3,413,788 | |
UBS Group AG(b),(f) | ||||
01/12/2027 | 5.711% | 2,000,000 | 2,006,552 | |
US Bancorp(f) | ||||
10/26/2027 | 6.787% | 2,095,000 | 2,170,301 | |
06/12/2029 | 5.775% | 5,297,000 | 5,390,121 | |
Wells Fargo & Co.(f) | ||||
07/25/2033 | 4.897% | 1,130,000 | 1,088,112 | |
04/24/2034 | 5.389% | 4,475,000 | 4,441,462 | |
07/25/2034 | 5.557% | 2,626,000 | 2,638,204 | |
Total | 136,142,878 | |||
Brokerage/Asset Managers/Exchanges 0.3% | ||||
BlackRock Funding, Inc. | ||||
03/14/2034 | 5.000% | 1,847,000 | 1,855,270 | |
Charles Schwab Corp. (The)(f) | ||||
11/17/2029 | 6.196% | 1,276,000 | 1,326,040 | |
08/24/2034 | 6.136% | 1,170,000 | 1,222,801 | |
Nasdaq, Inc. | ||||
02/15/2034 | 5.550% | 2,043,000 | 2,077,716 | |
Total | 6,481,827 | |||
Building Materials 0.6% | ||||
Builders FirstSource, Inc.(b) | ||||
03/01/2030 | 5.000% | 5,888,000 | 5,615,496 | |
03/01/2034 | 6.375% | 2,688,000 | 2,698,318 | |
Standard Industries, Inc.(b) | ||||
07/15/2030 | 4.375% | 2,646,000 | 2,376,250 | |
Summit Materials LLC /Finance Corp.(b) | ||||
01/15/2031 | 7.250% | 1,645,000 | 1,709,171 | |
Total | 12,399,235 | |||
Cable and Satellite 0.5% | ||||
Charter Communications Operating LLC/Capital | ||||
11/10/2026 | 6.150% | 1,132,000 | 1,140,263 | |
10/23/2035 | 6.384% | 2,280,000 | 2,255,153 |
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
5
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Comcast Corp. | ||||
07/15/2036 | 3.200% | 2,165,000 | 1,777,722 | |
04/01/2040 | 3.750% | 2,090,000 | 1,736,510 | |
11/01/2056 | 2.937% | 2,865,000 | 1,804,236 | |
Cox Communications, Inc.(b) | ||||
08/15/2024 | 3.150% | 659,000 | 651,919 | |
06/15/2033 | 5.700% | 985,000 | 996,415 | |
Total | 10,362,218 | |||
Chemicals 0.3% | ||||
Air Products and Chemicals, Inc. | ||||
02/08/2034 | 4.850% | 2,000,000 | 1,978,797 | |
Dow Chemical Co. (The) | ||||
02/15/2034 | 5.150% | 1,885,000 | 1,879,444 | |
LYB International Finance III LLC | ||||
03/01/2034 | 5.500% | 1,850,000 | 1,852,736 | |
Total | 5,710,977 | |||
Construction Machinery 0.5% | ||||
AGCO Corp. | ||||
03/21/2034 | 5.800% | 1,893,000 | 1,916,738 | |
Ashtead Capital, Inc.(b) | ||||
10/15/2033 | 5.950% | 2,348,000 | 2,373,577 | |
04/15/2034 | 5.800% | 833,000 | 832,437 | |
John Deere Capital Corp. | ||||
03/07/2031 | 4.900% | 4,750,000 | 4,752,401 | |
United Rentals North America, Inc.(b) | ||||
12/15/2029 | 6.000% | 2,290,000 | 2,308,450 | |
Total | 12,183,603 | |||
Consumer Products 1.0% | ||||
Clorox Co. (The) | ||||
05/15/2030 | 1.800% | 2,595,000 | 2,167,324 | |
Estee Lauder Companies, Inc. (The) | ||||
02/14/2034 | 5.000% | 1,639,000 | 1,626,219 | |
GSK Consumer Healthcare Capital US LLC | ||||
03/24/2052 | 4.000% | 1,150,000 | 924,743 | |
Kenvue, Inc. | ||||
03/22/2033 | 4.900% | 7,080,000 | 7,078,646 | |
Mattel, Inc.(b) | ||||
04/01/2029 | 3.750% | 6,025,000 | 5,547,918 | |
Procter & Gamble Co. (The) | ||||
01/29/2034 | 4.550% | 3,390,000 | 3,371,118 | |
Tempur Sealy International, Inc.(b) | ||||
10/15/2031 | 3.875% | 2,336,000 | 1,986,520 | |
Total | 22,702,488 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Diversified Manufacturing 0.7% | ||||
Carrier Global Corp. | ||||
03/15/2054 | 6.200% | 610,000 | 671,785 | |
Chart Industries, Inc.(b) | ||||
01/01/2030 | 7.500% | 4,150,000 | 4,310,329 | |
GE Capital Funding LLC | ||||
05/15/2032 | 4.550% | 2,400,000 | 2,326,980 | |
Honeywell International, Inc. | ||||
03/01/2054 | 5.250% | 1,970,000 | 1,985,278 | |
Ingersoll Rand, Inc. | ||||
08/14/2033 | 5.700% | 1,333,000 | 1,367,775 | |
Veralto Corp.(b) | ||||
09/18/2033 | 5.450% | 3,420,000 | 3,462,002 | |
Westinghouse Air Brake Technologies Corp. | ||||
03/11/2034 | 5.611% | 1,297,000 | 1,313,672 | |
Total | 15,437,821 | |||
Electric 3.0% | ||||
American Electric Power Co., Inc. | ||||
01/15/2029 | 5.200% | 3,025,000 | 3,031,925 | |
Baltimore Gas and Electric Co. | ||||
06/15/2031 | 2.250% | 1,349,000 | 1,135,356 | |
CenterPoint Energy Houston Electric LLC | ||||
10/01/2032 | 4.450% | 2,520,000 | 2,418,331 | |
04/01/2033 | 4.950% | 1,030,000 | 1,022,828 | |
CenterPoint Energy, Inc. | ||||
06/01/2031 | 2.650% | 1,923,000 | 1,629,027 | |
Commonwealth Edison Co. | ||||
02/01/2053 | 5.300% | 922,000 | 908,781 | |
Dominion Energy, Inc. | ||||
08/01/2041 | 4.900% | 1,890,000 | 1,716,944 | |
DTE Energy Co. | ||||
06/01/2028 | 4.875% | 1,370,000 | 1,355,765 | |
Duke Energy Carolinas LLC | ||||
04/15/2031 | 2.550% | 1,050,000 | 905,811 | |
Duke Energy Corp. | ||||
06/15/2031 | 2.550% | 1,460,000 | 1,230,650 | |
08/15/2052 | 5.000% | 1,540,000 | 1,396,724 | |
Duke Energy Florida LLC | ||||
06/15/2030 | 1.750% | 1,845,000 | 1,533,524 | |
11/15/2033 | 5.875% | 776,000 | 820,550 | |
11/15/2042 | 3.850% | 340,000 | 276,519 | |
Duke Energy Progress LLC | ||||
12/01/2044 | 4.150% | 3,185,000 | 2,642,823 | |
03/15/2053 | 5.350% | 850,000 | 830,608 |
6
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Exelon Corp. | ||||
03/15/2028 | 5.150% | 1,361,000 | 1,364,645 | |
03/15/2034 | 5.450% | 906,000 | 912,909 | |
FEL Energy VI Sarl(b) | ||||
12/01/2040 | 5.750% | 3,232,383 | 2,958,500 | |
Florida Power & Light Co. | ||||
02/03/2032 | 2.450% | 2,743,000 | 2,312,669 | |
02/01/2042 | 4.125% | 1,840,000 | 1,593,884 | |
Indianapolis Power & Light Co.(b) | ||||
04/01/2054 | 5.700% | 983,000 | 986,004 | |
MidAmerican Energy Co. | ||||
10/15/2044 | 4.400% | 2,030,000 | 1,762,758 | |
04/15/2050 | 3.150% | 1,390,000 | 965,927 | |
09/15/2054 | 5.850% | 2,242,000 | 2,391,017 | |
Nevada Power Co. | ||||
03/15/2054 | 6.000% | 618,000 | 652,311 | |
NextEra Energy Capital Holdings, Inc. | ||||
02/28/2028 | 4.900% | 1,870,000 | 1,864,027 | |
02/28/2053 | 5.250% | 1,607,000 | 1,529,557 | |
NextEra Energy Operating Partners LP(b) | ||||
01/15/2029 | 7.250% | 3,501,000 | 3,586,109 | |
Northern States Power Co. | ||||
04/01/2052 | 3.200% | 1,685,000 | 1,167,005 | |
05/15/2053 | 5.100% | 1,790,000 | 1,724,095 | |
NRG Energy, Inc.(b) | ||||
12/02/2025 | 2.000% | 5,835,000 | 5,477,558 | |
Oncor Electric Delivery Co. LLC | ||||
11/15/2033 | 5.650% | 1,012,000 | 1,053,157 | |
Pacific Gas and Electric Co. | ||||
06/15/2033 | 6.400% | 570,000 | 600,691 | |
03/15/2034 | 6.950% | 980,000 | 1,074,066 | |
06/01/2041 | 4.200% | 1,090,000 | 879,043 | |
Palomino Funding Trust I(b) | ||||
05/17/2028 | 7.233% | 1,650,000 | 1,730,089 | |
PECO Energy Co. | ||||
08/15/2052 | 4.375% | 2,400,000 | 2,084,519 | |
PPL Electric Utilities Corp. | ||||
02/15/2034 | 4.850% | 842,000 | 828,757 | |
Public Service Enterprise Group, Inc. | ||||
10/15/2033 | 6.125% | 3,162,000 | 3,321,667 | |
Union Electric Co. | ||||
03/15/2053 | 5.450% | 1,670,000 | 1,654,295 | |
01/15/2054 | 5.250% | 1,010,000 | 970,546 | |
Total | 68,301,971 | |||
Environmental 0.1% | ||||
Waste Connections, Inc. | ||||
06/01/2032 | 3.200% | 2,501,000 | 2,204,179 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Finance Companies 1.2% | ||||
AerCap Holdings NV(f) | ||||
10/10/2079 | 5.875% | 4,500,000 | 4,465,679 | |
Aircastle Ltd.(b) | ||||
08/11/2025 | 5.250% | 2,396,000 | 2,374,478 | |
Ares Capital Corp. | ||||
01/15/2027 | 7.000% | 3,455,000 | 3,558,033 | |
Avolon Holdings Funding Ltd.(b) | ||||
05/04/2028 | 6.375% | 3,425,000 | 3,500,695 | |
03/01/2029 | 5.750% | 2,305,000 | 2,297,552 | |
Blue Owl Capital Corp. | ||||
03/15/2029 | 5.950% | 1,206,000 | 1,199,713 | |
Blue Owl Credit Income Corp.(b) | ||||
01/15/2029 | 7.750% | 3,430,000 | 3,531,198 | |
Golub Capital BDC, Inc. | ||||
12/05/2028 | 7.050% | 2,822,000 | 2,890,517 | |
07/15/2029 | 6.000% | 2,135,000 | 2,098,747 | |
Owl Rock Capital Corp. | ||||
07/15/2026 | 3.400% | 373,000 | 351,491 | |
Total | 26,268,103 | |||
Food and Beverage 1.3% | ||||
Anheuser-Busch Companies LLC/InBev Worldwide, Inc. | ||||
02/01/2036 | 4.700% | 11,300,000 | 10,967,898 | |
JDE Peet’s NV(b) | ||||
09/24/2031 | 2.250% | 3,595,000 | 2,855,499 | |
Keurig Dr Pepper, Inc. | ||||
03/15/2031 | 5.200% | 4,500,000 | 4,515,649 | |
Kraft Heinz Foods Co. | ||||
06/04/2042 | 5.000% | 1,900,000 | 1,781,916 | |
Mars, Inc.(b) | ||||
04/20/2033 | 4.750% | 2,558,000 | 2,508,781 | |
04/01/2039 | 3.875% | 731,000 | 632,194 | |
Mondelez International, Inc. | ||||
03/17/2027 | 2.625% | 2,100,000 | 1,967,274 | |
Nestle Holdings, Inc.(b) | ||||
03/14/2033 | 4.850% | 1,340,000 | 1,353,463 | |
Sysco Corp. | ||||
01/17/2034 | 6.000% | 3,340,000 | 3,556,430 | |
Total | 30,139,104 | |||
Gaming 0.9% | ||||
Caesars Entertainment, Inc.(b) | ||||
10/15/2029 | 4.625% | 2,616,000 | 2,390,496 | |
02/15/2032 | 6.500% | 1,695,000 | 1,711,620 | |
GLP Capital LP/Financing II, Inc. | ||||
04/15/2026 | 5.375% | 1,155,000 | 1,145,488 |
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
7
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
International Game Technology PLC(b) | ||||
01/15/2029 | 5.250% | 6,160,000 | 5,954,022 | |
Scientific Games International, Inc.(b) | ||||
11/15/2029 | 7.250% | 4,881,000 | 5,012,593 | |
VICI Properties LP | ||||
04/01/2034 | 5.750% | 1,960,000 | 1,941,274 | |
04/01/2054 | 6.125% | 780,000 | 767,017 | |
VICI Properties LP/Note Co., Inc.(b) | ||||
08/15/2030 | 4.125% | 2,770,000 | 2,522,480 | |
Total | 21,444,990 | |||
Health Care 2.0% | ||||
Cigna Group (The) | ||||
02/15/2054 | 5.600% | 1,015,000 | 1,018,942 | |
CVS Health Corp. | ||||
02/21/2053 | 5.625% | 1,605,000 | 1,575,954 | |
GE HealthCare Technologies, Inc. | ||||
11/15/2027 | 5.650% | 2,280,000 | 2,321,599 | |
HCA, Inc. | ||||
06/01/2028 | 5.200% | 1,125,000 | 1,128,646 | |
04/01/2031 | 5.450% | 1,344,000 | 1,351,774 | |
04/01/2034 | 5.600% | 4,946,000 | 4,980,708 | |
06/01/2053 | 5.900% | 2,080,000 | 2,091,897 | |
IQVIA, Inc.(b) | ||||
05/15/2027 | 5.000% | 3,430,000 | 3,348,571 | |
IQVIA, Inc. | ||||
02/01/2029 | 6.250% | 2,847,000 | 2,956,647 | |
Kaiser Foundation Hospitals | ||||
06/01/2051 | 3.002% | 1,575,000 | 1,089,927 | |
Medline Borrower LP/Co-Issuer, Inc.(b) | ||||
04/01/2029 | 6.250% | 2,725,000 | 2,737,285 | |
Novant Health, Inc. | ||||
11/01/2051 | 3.168% | 1,880,000 | 1,315,822 | |
Select Medical Corp.(b) | ||||
08/15/2026 | 6.250% | 2,950,000 | 2,958,709 | |
Star Parent, Inc.(b) | ||||
10/01/2030 | 9.000% | 3,033,000 | 3,211,830 | |
Stryker Corp. | ||||
12/08/2028 | 4.850% | 4,262,000 | 4,263,996 | |
Surgery Center Holdings, Inc.(b),(e) | ||||
04/15/2032 | 7.250% | 2,260,000 | 2,279,821 | |
Tenet Healthcare Corp. | ||||
10/01/2028 | 6.125% | 2,965,000 | 2,954,144 | |
Universal Health Services, Inc. | ||||
09/01/2026 | 1.650% | 3,813,000 | 3,475,078 | |
Total | 45,061,350 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Healthcare Insurance 0.5% | ||||
Centene Corp. | ||||
12/15/2029 | 4.625% | 3,567,000 | 3,386,857 | |
02/15/2030 | 3.375% | 3,474,000 | 3,079,231 | |
Humana, Inc. | ||||
04/15/2054 | 5.750% | 1,426,000 | 1,434,961 | |
UnitedHealth Group, Inc. | ||||
04/15/2053 | 5.050% | 3,525,000 | 3,426,965 | |
Total | 11,328,014 | |||
Home Construction 0.1% | ||||
KB Home | ||||
11/15/2029 | 4.800% | 2,605,000 | 2,484,525 | |
Independent Energy 1.1% | ||||
Aker BP ASA(b) | ||||
06/13/2033 | 6.000% | 850,000 | 878,034 | |
Antero Resources Corp.(b) | ||||
02/01/2029 | 7.625% | 1,693,000 | 1,740,148 | |
Chesapeake Energy Corp.(b) | ||||
04/15/2029 | 6.750% | 2,454,000 | 2,482,845 | |
Diamondback Energy, Inc. | ||||
03/15/2033 | 6.250% | 2,140,000 | 2,281,920 | |
EQT Corp.(b) | ||||
05/15/2031 | 3.625% | 1,530,000 | 1,349,266 | |
Marathon Oil Corp. | ||||
04/01/2034 | 5.700% | 2,210,000 | 2,211,560 | |
Matador Resources Co.(b),(e) | ||||
04/15/2032 | 6.500% | 1,700,000 | 1,702,967 | |
MEG Energy Corp.(b) | ||||
02/01/2029 | 5.875% | 2,515,000 | 2,473,509 | |
Occidental Petroleum Corp. | ||||
09/01/2030 | 6.625% | 1,779,000 | 1,884,514 | |
09/15/2036 | 6.450% | 1,010,000 | 1,077,241 | |
Ovintiv, Inc. | ||||
07/15/2033 | 6.250% | 1,070,000 | 1,111,853 | |
Southwestern Energy Co. | ||||
03/15/2030 | 5.375% | 3,702,000 | 3,566,450 | |
02/01/2032 | 4.750% | 2,880,000 | 2,651,439 | |
Total | 25,411,746 | |||
Integrated Energy 0.4% | ||||
BP Capital Markets America, Inc. | ||||
04/10/2034 | 4.989% | 2,050,000 | 2,047,523 | |
06/17/2041 | 3.060% | 1,720,000 | 1,305,833 | |
Cenovus Energy, Inc. | ||||
01/15/2032 | 2.650% | 1,910,000 | 1,585,881 |
8
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Shell International Finance BV | ||||
11/07/2029 | 2.375% | 2,170,000 | 1,931,912 | |
05/11/2045 | 4.375% | 1,200,000 | 1,072,026 | |
Total | 7,943,175 | |||
Life Insurance 0.5% | ||||
Athene Holding Ltd. | ||||
04/01/2054 | 6.250% | 1,625,000 | 1,649,110 | |
Corebridge Financial, Inc. | ||||
04/05/2032 | 3.900% | 2,505,000 | 2,254,219 | |
01/15/2034 | 5.750% | 2,290,000 | 2,336,700 | |
Corebridge Global Funding(b) | ||||
01/12/2029 | 5.200% | 2,285,000 | 2,289,061 | |
MetLife, Inc. | ||||
07/15/2033 | 5.375% | 1,351,000 | 1,379,666 | |
Prudential Financial, Inc.(f) | ||||
03/15/2054 | 6.500% | 2,400,000 | 2,440,831 | |
Total | 12,349,587 | |||
Lodging 0.2% | ||||
Hilton Domestic Operating Co., Inc.(b) | ||||
04/01/2029 | 5.875% | 1,360,000 | 1,362,052 | |
Marriott International, Inc. | ||||
10/15/2032 | 3.500% | 1,437,000 | 1,258,443 | |
05/15/2034 | 5.300% | 1,850,000 | 1,829,164 | |
Total | 4,449,659 | |||
Media and Entertainment 0.7% | ||||
Fox Corp. | ||||
10/13/2033 | 6.500% | 3,015,000 | 3,190,820 | |
Gray Escrow II, Inc.(b) | ||||
11/15/2031 | 5.375% | 4,205,000 | 2,760,245 | |
TEGNA, Inc. | ||||
09/15/2029 | 5.000% | 2,948,000 | 2,644,328 | |
ViacomCBS, Inc. | ||||
01/15/2031 | 4.950% | 2,565,000 | 2,282,019 | |
Warnermedia Holdings, Inc. | ||||
03/15/2025 | 3.638% | 753,000 | 738,118 | |
03/15/2025 | 3.788% | 606,000 | 594,995 | |
03/15/2052 | 5.141% | 1,455,000 | 1,208,215 | |
WPP Finance 2010 | ||||
09/19/2024 | 3.750% | 2,147,000 | 2,123,817 | |
Total | 15,542,557 | |||
Metals and Mining 0.4% | ||||
Alcoa Nederland Holding BV(b) | ||||
03/15/2031 | 7.125% | 167,000 | 170,154 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Cleveland-Cliffs, Inc.(b) | ||||
04/15/2030 | 6.750% | 1,137,000 | 1,141,616 | |
03/15/2032 | 7.000% | 2,359,000 | 2,392,148 | |
Glencore Funding LLC(b) | ||||
10/06/2033 | 6.500% | 1,130,000 | 1,205,992 | |
Glencore Funding LLC(b),(e) | ||||
04/04/2034 | 5.634% | 930,000 | 932,623 | |
04/04/2054 | 5.893% | 605,000 | 613,123 | |
Minera Mexico SA de CV(b) | ||||
01/26/2050 | 4.500% | 668,000 | 520,525 | |
Newmont Corp./Newcrest Finance Pty Ltd.(b) | ||||
03/15/2034 | 5.350% | 1,335,000 | 1,343,029 | |
Total | 8,319,210 | |||
Midstream 1.1% | ||||
Cheniere Energy, Inc. | ||||
10/15/2028 | 4.625% | 2,700,000 | 2,618,201 | |
Cheniere Energy, Inc.(b) | ||||
04/15/2034 | 5.650% | 1,022,000 | 1,028,480 | |
Columbia Pipelines Holding Co. LLC(b) | ||||
01/15/2034 | 5.681% | 3,040,000 | 3,020,443 | |
Columbia Pipelines Operating Co. LLC(b) | ||||
11/15/2033 | 6.036% | 2,400,000 | 2,487,779 | |
Enbridge, Inc. | ||||
03/08/2033 | 5.700% | 1,298,000 | 1,328,146 | |
Energy Transfer LP | ||||
02/15/2033 | 5.750% | 2,106,000 | 2,140,118 | |
12/01/2033 | 6.550% | 1,039,000 | 1,113,409 | |
05/15/2034 | 5.550% | 1,848,000 | 1,853,363 | |
Energy Transfer Partners LP | ||||
03/15/2035 | 4.900% | 1,870,000 | 1,768,865 | |
12/15/2045 | 6.125% | 980,000 | 986,062 | |
Northern Natural Gas Co.(b) | ||||
02/01/2054 | 5.625% | 1,005,000 | 1,021,510 | |
ONEOK, Inc. | ||||
09/01/2033 | 6.050% | 845,000 | 882,137 | |
Sabine Pass Liquefaction LLC | ||||
03/15/2027 | 5.000% | 3,150,000 | 3,140,702 | |
Targa Resources Corp. | ||||
03/30/2034 | 6.500% | 990,000 | 1,064,795 | |
Total | 24,454,010 | |||
Natural Gas 0.2% | ||||
Infraestructura Energetica Nova SAB de CV(b) | ||||
01/15/2051 | 4.750% | 1,906,000 | 1,452,555 | |
Sempra Energy | ||||
06/15/2027 | 3.250% | 3,200,000 | 3,015,455 | |
Total | 4,468,010 |
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
9
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Other Financial Institutions 0.2% | ||||
Encore Capital Group, Inc.(b) | ||||
04/01/2029 | 9.250% | 3,261,000 | 3,343,076 | |
Other Industry 0.0% | ||||
President and Fellows of Harvard College | ||||
02/15/2035 | 4.609% | 525,000 | 523,849 | |
Other REIT 0.4% | ||||
Ladder Capital Finance Holdings LLLP/Corp.(b) | ||||
02/01/2027 | 4.250% | 3,043,000 | 2,844,938 | |
LXP Industrial Trust | ||||
11/15/2028 | 6.750% | 1,120,000 | 1,168,689 | |
RHP Hotel Properties LP/Finance Corp.(b) | ||||
04/01/2032 | 6.500% | 1,743,000 | 1,747,993 | |
Starwood Property Trust, Inc.(b) | ||||
04/01/2029 | 7.250% | 4,280,000 | 4,313,595 | |
Total | 10,075,215 | |||
Paper 0.1% | ||||
Smurfit Kappa Treasury ULC(b),(e) | ||||
04/03/2034 | 5.438% | 1,898,000 | 1,901,706 | |
Pharmaceuticals 1.4% | ||||
AbbVie, Inc. | ||||
03/15/2034 | 5.050% | 776,000 | 785,599 | |
03/15/2044 | 5.350% | 1,768,000 | 1,802,688 | |
03/15/2054 | 5.400% | 1,014,000 | 1,043,659 | |
Amgen, Inc. | ||||
08/18/2029 | 4.050% | 2,540,000 | 2,441,701 | |
03/02/2033 | 5.250% | 2,851,000 | 2,875,230 | |
03/02/2053 | 5.650% | 3,100,000 | 3,159,320 | |
Bristol-Myers Squibb Co. | ||||
02/22/2034 | 5.200% | 4,981,000 | 5,058,802 | |
02/22/2044 | 5.500% | 1,000,000 | 1,023,172 | |
02/22/2054 | 5.550% | 2,640,000 | 2,717,444 | |
Eli Lilly & Co. | ||||
02/09/2034 | 4.700% | 2,040,000 | 2,030,551 | |
02/09/2054 | 5.000% | 1,419,000 | 1,411,667 | |
Gilead Sciences, Inc. | ||||
10/15/2053 | 5.550% | 1,525,000 | 1,577,053 | |
Jazz Securities DAC(b) | ||||
01/15/2029 | 4.375% | 1,263,000 | 1,176,450 | |
Organon Finance 1 LLC(b) | ||||
04/30/2028 | 4.125% | 1,150,000 | 1,071,313 | |
Pfizer Investment Enterprises Pte., Ltd. | ||||
05/19/2033 | 4.750% | 2,380,000 | 2,345,004 | |
05/19/2053 | 5.300% | 1,540,000 | 1,531,808 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Viatris, Inc. | ||||
06/22/2050 | 4.000% | 888,000 | 610,911 | |
Total | 32,662,372 | |||
Property & Casualty 0.3% | ||||
Aon North America, Inc. | ||||
03/01/2031 | 5.300% | 3,345,000 | 3,371,055 | |
03/01/2054 | 5.750% | 1,560,000 | 1,596,706 | |
Chubb INA Holdings LLC | ||||
03/15/2034 | 5.000% | 2,365,000 | 2,372,221 | |
Total | 7,339,982 | |||
Railroads 0.3% | ||||
Burlington Northern Santa Fe LLC | ||||
04/01/2045 | 4.150% | 2,035,000 | 1,735,390 | |
09/15/2051 | 3.300% | 1,325,000 | 953,656 | |
04/15/2054 | 5.200% | 1,098,000 | 1,087,142 | |
Rumo Luxembourg Sarl(b) | ||||
01/18/2032 | 4.200% | 978,000 | 826,968 | |
Union Pacific Corp. | ||||
08/15/2039 | 3.550% | 3,365,000 | 2,805,711 | |
Total | 7,408,867 | |||
Restaurants 0.1% | ||||
Starbucks Corp. | ||||
11/15/2030 | 2.550% | 3,165,000 | 2,744,253 | |
Retail REIT 0.9% | ||||
Agree LP | ||||
10/01/2030 | 2.900% | 2,660,000 | 2,291,278 | |
Brixmor Operating Partnership LP | ||||
02/15/2034 | 5.500% | 1,460,000 | 1,441,731 | |
Kimco Realty OP LLC | ||||
03/01/2034 | 6.400% | 2,820,000 | 3,018,734 | |
Kite Realty Group LP | ||||
03/01/2034 | 5.500% | 577,000 | 573,368 | |
NNN REIT, Inc. | ||||
10/15/2033 | 5.600% | 2,720,000 | 2,752,990 | |
Realty Income Corp. | ||||
02/15/2029 | 4.750% | 3,390,000 | 3,351,311 | |
02/15/2031 | 3.200% | 1,293,000 | 1,147,909 | |
Retail Properties of America, Inc. | ||||
09/15/2030 | 4.750% | 1,875,000 | 1,795,599 | |
STORE Capital Corp. | ||||
03/15/2028 | 4.500% | 4,505,000 | 4,265,357 | |
Total | 20,638,277 |
10
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Retailers 0.5% | ||||
AutoZone, Inc. | ||||
04/15/2030 | 4.000% | 1,900,000 | 1,803,601 | |
11/01/2033 | 6.550% | 1,330,000 | 1,456,068 | |
Lowe’s Companies, Inc. | ||||
04/15/2053 | 5.625% | 2,155,000 | 2,172,524 | |
O’Reilly Automotive, Inc. | ||||
11/20/2026 | 5.750% | 2,087,000 | 2,121,386 | |
Tapestry, Inc. | ||||
11/27/2028 | 7.350% | 3,160,000 | 3,330,222 | |
11/27/2033 | 7.850% | 1,228,000 | 1,333,174 | |
Total | 12,216,975 | |||
Technology 1.6% | ||||
Apple, Inc. | ||||
08/08/2052 | 3.950% | 4,125,000 | 3,473,698 | |
Black Knight InfoServ LLC(b) | ||||
09/01/2028 | 3.625% | 10,513,000 | 9,940,025 | |
Cisco Systems, Inc. | ||||
02/26/2031 | 4.950% | 4,580,000 | 4,619,301 | |
02/26/2054 | 5.300% | 977,000 | 1,003,235 | |
Dell International LLC/EMC Corp. | ||||
04/15/2034 | 5.400% | 1,080,000 | 1,081,990 | |
Iron Mountain Information Management Services, Inc.(b) | ||||
07/15/2032 | 5.000% | 4,980,000 | 4,545,582 | |
Iron Mountain, Inc.(b) | ||||
07/15/2032 | 5.625% | 1,050,000 | 991,603 | |
KLA Corp. | ||||
07/15/2052 | 4.950% | 2,000,000 | 1,929,086 | |
Kyndryl Holdings, Inc. | ||||
02/20/2034 | 6.350% | 2,025,000 | 2,077,426 | |
Microsoft Corp. | ||||
03/17/2052 | 2.921% | 1,910,000 | 1,350,562 | |
Open Text Corp.(b) | ||||
12/01/2027 | 6.900% | 1,462,000 | 1,512,506 | |
Oracle Corp. | ||||
07/15/2036 | 3.850% | 1,667,000 | 1,425,079 | |
04/01/2040 | 3.600% | 1,573,000 | 1,240,387 | |
Texas Instruments, Inc. | ||||
02/08/2054 | 5.150% | 2,015,000 | 2,020,284 | |
Total | 37,210,764 | |||
Wireless 0.5% | ||||
American Tower Corp. | ||||
07/15/2033 | 5.550% | 2,503,000 | 2,522,912 |
Corporate Bonds & Notes (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Sprint Capital Corp. | ||||
11/15/2028 | 6.875% | 1,873,000 | 1,993,785 | |
03/15/2032 | 8.750% | 3,770,000 | 4,567,768 | |
Vodafone Group PLC | ||||
02/27/2037 | 6.150% | 1,375,000 | 1,468,795 | |
Total | 10,553,260 | |||
Wirelines 0.4% | ||||
AT&T, Inc. | ||||
02/15/2034 | 5.400% | 3,105,000 | 3,145,067 | |
05/15/2035 | 4.500% | 2,471,000 | 2,304,457 | |
08/15/2037 | 4.900% | 2,185,000 | 2,071,958 | |
03/01/2039 | 4.850% | 1,540,000 | 1,437,904 | |
Verizon Communications, Inc. | ||||
03/15/2039 | 4.812% | 760,000 | 717,962 | |
Total | 9,677,348 | |||
Total Corporate Bonds & Notes (Cost $755,900,351) | 747,490,105 | |||
Foreign Government Obligations(a),(h) 2.2% | ||||
Chile 0.1% | ||||
Chile Government International Bond | ||||
01/05/2054 | 5.330% | 2,300,000 | 2,213,822 | |
Germany 1.1% | ||||
Bundesrepublik Deutschland Bundesanleihe(b),(i) | ||||
02/15/2032 | 0.000% | EUR | 10,000,000 | 9,072,570 |
05/15/2035 | 0.000% | EUR | 7,500,000 | 6,259,197 |
Bundesrepublik Deutschland Bundesanleihe(b) | ||||
08/15/2032 | 1.700% | EUR | 10,000,000 | 10,349,145 |
Total | 25,680,912 | |||
Indonesia 0.1% | ||||
Indonesia Government International Bond | ||||
02/10/2054 | 5.100% | 1,700,000 | 1,645,069 | |
Mexico 0.3% | ||||
Mexico Government International Bond | ||||
02/09/2035 | 6.350% | 952,000 | 983,099 | |
Petroleos Mexicanos | ||||
02/07/2033 | 10.000% | 4,890,000 | 4,862,429 | |
Total | 5,845,528 | |||
Norway 0.0% | ||||
Equinor ASA | ||||
11/18/2049 | 3.250% | 1,590,000 | 1,158,749 |
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
11
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Foreign Government Obligations(a),(h) (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Panama 0.1% | ||||
Panama Government International Bond | ||||
01/31/2036 | 6.875% | 1,591,000 | 1,550,177 | |
04/01/2056 | 4.500% | 2,000,000 | 1,295,515 | |
Total | 2,845,692 | |||
Peru 0.1% | ||||
Peruvian Government International Bond | ||||
01/15/2034 | 3.000% | 1,750,000 | 1,432,075 | |
Philippines 0.0% | ||||
Philippine Government International Bond | ||||
01/17/2048 | 5.500% | 1,000,000 | 1,018,776 | |
Romania 0.3% | ||||
Romanian Government International Bond(b) | ||||
02/17/2028 | 6.625% | 5,926,000 | 6,107,651 | |
United States 0.1% | ||||
Antares Holdings LP(b) | ||||
01/15/2027 | 2.750% | 1,876,000 | 1,681,323 | |
Total Foreign Government Obligations (Cost $49,951,247) | 49,629,597 | |||
Municipal Bonds 1.3% | ||||
Issue Description | Coupon Rate | Principal Amount ($) | Value ($) | |
Higher Education 0.1% | ||||
California State University | ||||
Taxable Refunding Revenue Bonds | ||||
Series 2020B | ||||
11/01/2051 | 2.975% | 2,250,000 | 1,570,187 | |
University of California | ||||
Revenue Bonds | ||||
Taxable | ||||
Series 2021BJ | ||||
05/15/2051 | 3.071% | 1,255,000 | 907,325 | |
Total | 2,477,512 | |||
Hospital 0.1% | ||||
Escambia County Health Facilities Authority | ||||
Taxable Refunding Revenue Bonds | ||||
Health Care Facilities | ||||
Series 2020 (AGM) | ||||
08/15/2040 | 3.607% | 2,170,000 | 1,721,795 |
Municipal Bonds (continued) | ||||
Issue Description | Coupon Rate | Principal Amount ($) | Value ($) | |
Regents of the University of California Medical Center | ||||
Revenue Bonds | ||||
Taxable | ||||
Series 2020N | ||||
05/15/2060 | 3.256% | 1,595,000 | 1,098,097 | |
Total | 2,819,892 | |||
Local General Obligation 0.1% | ||||
City of Houston | ||||
Limited General Obligation Bonds | ||||
Taxable | ||||
Series 2017 | ||||
03/01/2047 | 3.961% | 800,000 | 692,568 | |
Los Angeles Community College District | ||||
Unlimited General Obligation Bonds | ||||
Build America Bonds | ||||
Series 2010 | ||||
08/01/2049 | 6.750% | 800,000 | 933,816 | |
Total | 1,626,384 | |||
Municipal Power 0.1% | ||||
Sacramento Municipal Utility District | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Series 2010 | ||||
05/15/2036 | 6.156% | 900,000 | 961,042 | |
Texas Natural Gas Securitization Finance | ||||
Customer Rate Relief Bonds | ||||
Winter Storm Uri | ||||
Series 2023 | ||||
04/01/2041 | 5.169% | 1,635,000 | 1,659,833 | |
Total | 2,620,875 | |||
Ports 0.1% | ||||
Port Authority of New York & New Jersey | ||||
Revenue Bonds | ||||
Consolidated 168th | ||||
Series 2011 | ||||
10/01/2051 | 4.926% | 2,000,000 | 1,947,679 | |
Special Non Property Tax 0.1% | ||||
Missouri Highway & Transportation Commission | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Series 2009 | ||||
05/01/2033 | 5.445% | 1,700,000 | 1,714,527 | |
New York State Dormitory Authority | ||||
Refunding Revenue Bonds | ||||
Series 2020F | ||||
02/15/2043 | 3.190% | 1,265,000 | 997,893 | |
Total | 2,712,420 |
12
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Municipal Bonds (continued) | ||||
Issue Description | Coupon Rate | Principal Amount ($) | Value ($) | |
State Appropriated 0.2% | ||||
Kentucky Turnpike Authority | ||||
Revenue Bonds | ||||
Build America Bonds | ||||
Series 2010B | ||||
07/01/2030 | 5.722% | 2,050,000 | 2,122,813 | |
Michigan Strategic Fund | ||||
Taxable Revenue Bonds | ||||
Flint Water Advocacy Fund | ||||
Series 2021 | ||||
09/01/2047 | 3.225% | 3,550,000 | 2,731,578 | |
Total | 4,854,391 | |||
State General Obligation 0.1% | ||||
State of California | ||||
Unlimited General Obligation Refunding Bonds | ||||
Taxable | ||||
Series 2018 | ||||
04/01/2038 | 4.600% | 2,335,000 | 2,254,622 | |
Tobacco 0.2% | ||||
Golden State Tobacco Securitization Corp. | ||||
Revenue Bonds | ||||
Taxable | ||||
Series 2021 | ||||
06/01/2034 | 2.746% | 4,635,000 | 3,903,265 | |
Turnpike / Bridge / Toll Road 0.2% | ||||
Foothill-Eastern Transportation Corridor Agency | ||||
Refunding Revenue Bonds | ||||
Taxable Toll Road | ||||
Series 2019A | ||||
01/15/2049 | 4.094% | 2,285,000 | 1,919,530 | |
Ohio Turnpike & Infrastructure Commission | ||||
Taxable Refunding Revenue Bonds | ||||
Junior Lien - Infrastructure Projects | ||||
Series 2020 | ||||
02/15/2048 | 3.216% | 2,640,000 | 2,016,613 | |
Total | 3,936,143 | |||
Total Municipal Bonds (Cost $33,963,359) | 29,153,183 | |||
Residential Mortgage-Backed Securities - Agency 34.6% | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Fannie Mae REMICS(j) | ||||
CMO Series 2023-39 Class AI | ||||
07/25/2052 | 2.000% | 53,514,451 | 6,688,365 |
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Federal Home Loan Mortgage Corp. | ||||
06/01/2036- 08/01/2051 | 2.000% | 21,271,670 | 18,047,317 | |
02/01/2038- 01/01/2053 | 6.000% | 30,918,019 | 31,348,701 | |
02/01/2049- 05/01/2052 | 3.500% | 23,451,967 | 21,306,764 | |
10/01/2050- 05/01/2051 | 2.500% | 16,101,673 | 13,401,362 | |
07/01/2051- 02/01/2052 | 3.000% | 27,918,402 | 24,178,903 | |
05/01/2052- 06/01/2052 | 4.000% | 33,535,551 | 31,350,631 | |
07/01/2052- 08/01/2052 | 5.000% | 12,062,408 | 11,833,058 | |
10/01/2052 | 4.500% | 28,523,166 | 27,159,750 | |
12/01/2052 | 5.500% | 3,557,674 | 3,549,629 | |
11/01/2053 | 6.500% | 10,694,561 | 10,942,293 | |
Federal Home Loan Mortgage Corp.(c) | ||||
12-month Term SOFR + 1.864% Cap 10.000% 07/01/2036 | 5.683% | 500,636 | 513,081 | |
1-year CMT + 2.135% Cap 10.711% 10/01/2036 | 6.190% | 333,691 | 341,581 | |
1-year CMT + 2.255% Cap 10.154% 04/01/2037 | 5.958% | 439,875 | 450,073 | |
12-month Term SOFR + 1.890% Cap 9.125% 07/01/2041 | 6.103% | 141,006 | 141,228 | |
12-month Term SOFR + 1.650% Cap 7.201% 12/01/2042 | 5.900% | 286,782 | 289,573 | |
Federal National Mortgage Association | ||||
12/01/2033- 09/01/2053 | 6.000% | 21,063,572 | 21,333,006 | |
05/01/2036- 03/01/2052 | 2.000% | 49,055,650 | 41,903,489 | |
12/01/2036- 03/01/2052 | 2.500% | 89,716,156 | 75,718,779 | |
04/01/2039- 09/01/2052 | 4.500% | 13,833,213 | 13,351,611 | |
05/01/2039- 01/01/2053 | 6.500% | 18,412,433 | 18,833,349 | |
12/01/2040- 06/01/2052 | 3.500% | 61,562,804 | 55,678,547 | |
08/01/2041- 05/01/2052 | 4.000% | 36,384,238 | 33,910,040 | |
05/01/2050- 06/01/2052 | 3.000% | 48,244,365 | 42,027,612 | |
08/01/2052- 09/01/2052 | 5.000% | 19,124,793 | 18,740,951 | |
10/01/2052- 01/01/2053 | 5.500% | 28,633,466 | 28,574,852 |
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
13
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Federal National Mortgage Association(c) | ||||
6-month Term SOFR + 1.565% Floor 1.565%, Cap 11.136% 06/01/2035 | 7.434% | 622,924 | 632,056 | |
6-month Term SOFR + 1.565% Floor 1.565, Cap 11.341 06/01/2035 | 7.440% | 626,525 | 635,986 | |
1-year CMT + 2.151% Floor 2.151%, Cap 9.627% 03/01/2038 | 6.190% | 681,059 | 698,518 | |
12-month Term SOFR + 1.610% Floor 1.610%, Cap 8.189% 03/01/2047 | 3.189% | 924,521 | 878,539 | |
12-month Term SOFR + 1.610% Floor 1.610%, Cap 8.109% 04/01/2047 | 3.109% | 762,167 | 723,520 | |
CMO Series 2005-106 Class UF | ||||
30-day Average SOFR + 0.414% Floor 0.300%, Cap 7.000% 11/25/2035 | 5.735% | 223,836 | 222,869 | |
Government National Mortgage Association | ||||
02/15/2040- 10/20/2052 | 4.500% | 46,487,040 | 44,807,991 | |
03/15/2040- 04/20/2053 | 5.000% | 11,016,694 | 10,839,533 | |
11/20/2040- 09/20/2052 | 4.000% | 23,452,867 | 21,950,222 | |
06/20/2042- 06/20/2051 | 3.500% | 4,261,495 | 3,911,593 | |
05/20/2050- 07/20/2051 | 3.000% | 21,141,538 | 18,656,222 | |
10/20/2050 | 2.000% | 29,854,124 | 24,479,669 | |
11/20/2050- 12/20/2051 | 2.500% | 41,422,660 | 35,208,078 | |
04/20/2053 | 5.500% | 12,944,343 | 12,935,830 | |
Government National Mortgage Association TBA(e) | ||||
04/18/2054 | 6.000% | 11,162,000 | 11,259,557 | |
04/18/2054 | 6.500% | 11,064,000 | 11,248,468 | |
Uniform Mortgage-Backed Security TBA(e) | ||||
04/11/2054 | 5.000% | 34,612,000 | 33,769,654 | |
Total Residential Mortgage-Backed Securities - Agency (Cost $806,637,364) | 784,472,850 | |||
Residential Mortgage-Backed Securities - Non-Agency 2.2% | ||||
Angel Oak Mortgage Trust(b),(d) | ||||
CMO Series 2019-5 Class M1 | ||||
10/25/2049 | 3.304% | 5,000,000 | 4,620,269 | |
CMO Series 2024-3 Class A1 | ||||
11/26/2068 | 4.800% | 2,739,193 | 2,642,122 |
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
Bellemeade Re Ltd.(b),(c) | ||||
CMO Series 2019-3A Class M1C | ||||
1-month Term SOFR + 2.064% Floor 1.950% 07/25/2029 | 7.394% | 536,138 | 536,763 | |
BRAVO Residential Funding Trust(b),(d) | ||||
CMO Series 2024-NQM1 Class A2 | ||||
12/01/2063 | 6.096% | 2,503,870 | 2,494,512 | |
CHNGE Mortgage Trust(b),(d) | ||||
CMO Series 2022-NQM1 Class A2 | ||||
06/25/2067 | 5.820% | 4,142,527 | 4,189,027 | |
Connecticut Avenue Securities Trust(b),(c) | ||||
CMO Series 2023-R05 Class 1M1 | ||||
30-day Average SOFR + 1.900% Floor 1.900% 06/25/2043 | 7.220% | 2,425,010 | 2,450,368 | |
Eagle RE Ltd.(b),(c) | ||||
CMO Series 2023-1 Class M1A | ||||
30-day Average SOFR + 2.000% Floor 2.000% 09/26/2033 | 7.320% | 3,650,000 | 3,664,875 | |
Fannie Mae Connecticut Avenue Securities(c) | ||||
CMO Series 2014-C02 Class 2M2 | ||||
30-day Average SOFR + 2.714% Floor 2.600% 05/25/2024 | 8.035% | 710,127 | 711,815 | |
Freddie Mac Structured Agency Credit Risk Debt Notes(b),(c) | ||||
CMO Series 2023-HQA2 Class M1A | ||||
30-day Average SOFR + 2.000% 06/25/2043 | 7.322% | 3,348,934 | 3,372,357 | |
GCAT Trust(b),(d) | ||||
CMO Series 2023-NQM2 Class A2 | ||||
11/25/2067 | 6.243% | 2,864,688 | 2,854,183 | |
Genworth Mortgage Insurance Corp.(b),(c) | ||||
CMO Series 2021-1 Class M2 | ||||
1-month Term SOFR + 4.014% Floor 3.900% 08/25/2033 | 9.344% | 332,261 | 333,048 | |
Home Re Ltd.(b),(c) | ||||
CMO Series 2018-1 Class M2 | ||||
1-month Term SOFR + 3.114% 10/25/2028 | 8.444% | 2,052,929 | 2,064,924 | |
Subordinated CMO Series 2022-1 Class M1A | ||||
30-day Average SOFR + 2.850% 10/25/2034 | 8.170% | 1,477,133 | 1,486,130 | |
JPMorgan Mortgage Trust(d) | ||||
CMO Series 2005-S2 Class 3A1 | ||||
02/25/2032 | 7.169% | 159,638 | 150,016 | |
CMO Series 2006-A4 Class 3A1 | ||||
06/25/2036 | 4.054% | 775,532 | 530,278 |
14
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
MFA Trust(b),(d) | ||||
CMO Series 2023-INV2 Class A2 | ||||
10/25/2058 | 7.177% | 5,832,713 | 5,923,453 | |
Radnor Re Ltd.(b),(c) | ||||
Subordinated CMO Series 2021-2 Class M1A | ||||
30-day Average SOFR + 1.850% Floor 1.850% 11/25/2031 | 7.170% | 703,751 | 704,141 | |
Verus Securitization Trust(b),(d) | ||||
CMO Series 2022-INV1 Class A2 | ||||
08/25/2067 | 5.802% | 3,881,146 | 3,922,787 | |
CMO Series 2024-2 Class A3 | ||||
02/25/2069 | 6.501% | 8,031,538 | 8,047,775 | |
Wells Fargo Mortgage-Backed Securities Trust | ||||
CMO Series 2006-7 Class 3A1 | ||||
06/25/2036 | 6.000% | 141,761 | 128,681 | |
Total Residential Mortgage-Backed Securities - Non-Agency (Cost $50,994,750) | 50,827,524 | |||
U.S. Treasury Obligations 15.8% | ||||
U.S. Treasury(k) | ||||
02/15/2025 | 1.500% | 20,000,000 | 19,378,906 | |
08/15/2051 | 2.000% | 3,000,000 | 1,859,531 | |
U.S. Treasury | ||||
09/15/2026 | 4.625% | 5,000,000 | 5,011,719 | |
11/15/2026 | 4.625% | 26,000,000 | 26,089,375 | |
01/15/2027 | 4.000% | 24,000,000 | 23,716,875 | |
02/15/2027 | 4.125% | 35,000,000 | 34,710,156 | |
03/15/2027 | 4.250% | 1,000,000 | 995,547 | |
11/30/2029 | 3.875% | 15,000,000 | 14,732,812 | |
12/31/2029 | 3.875% | 3,500,000 | 3,437,109 | |
10/31/2030 | 4.875% | 13,000,000 | 13,475,312 | |
11/30/2030 | 4.375% | 15,000,000 | 15,126,562 | |
01/31/2031 | 4.000% | 8,000,000 | 7,897,500 | |
02/15/2039 | 3.500% | 5,500,000 | 5,050,547 | |
11/15/2039 | 4.375% | 1,000,000 | 1,008,750 | |
08/15/2040 | 1.125% | 2,000,000 | 1,237,813 |
U.S. Treasury Obligations (continued) | ||||
Issuer | Coupon Rate | Principal Amount ($) | Value ($) | |
11/15/2040 | 1.375% | 3,000,000 | 1,929,844 | |
05/15/2041 | 2.250% | 5,000,000 | 3,695,313 | |
08/15/2041 | 3.750% | 4,500,000 | 4,143,516 | |
02/15/2042 | 2.375% | 12,000,000 | 8,928,750 | |
05/15/2042 | 3.000% | 2,500,000 | 2,046,875 | |
05/15/2042 | 3.250% | 12,800,000 | 10,886,000 | |
08/15/2042 | 3.375% | 9,000,000 | 7,777,969 | |
11/15/2042 | 4.000% | 4,400,000 | 4,146,313 | |
02/15/2043 | 3.875% | 2,000,000 | 1,849,688 | |
05/15/2043 | 3.875% | 13,200,000 | 12,189,375 | |
08/15/2043 | 4.375% | 11,000,000 | 10,876,250 | |
11/15/2043 | 3.750% | 3,000,000 | 2,714,063 | |
11/15/2043 | 4.750% | 22,000,000 | 22,835,312 | |
02/15/2044 | 3.625% | 900,000 | 798,609 | |
11/15/2044 | 3.000% | 15,000,000 | 12,011,719 | |
05/15/2045 | 3.000% | 2,000,000 | 1,595,313 | |
11/15/2047 | 2.750% | 3,000,000 | 2,242,031 | |
11/15/2049 | 2.375% | 4,000,000 | 2,740,000 | |
05/15/2050 | 1.250% | 1,800,000 | 921,375 | |
11/15/2052 | 4.000% | 6,500,000 | 6,115,078 | |
08/15/2053 | 4.125% | 10,000,000 | 9,618,750 | |
11/15/2053 | 4.750% | 27,700,000 | 29,587,062 | |
U.S. Treasury(e) | ||||
03/31/2029 | 4.250% | 25,000,000 | 24,899,841 | |
Total U.S. Treasury Obligations (Cost $375,384,777) | 358,277,560 |
Money Market Funds 3.8% | ||
Shares | Value ($) | |
Columbia Short-Term Cash Fund, 5.543%(l),(m) | 86,931,664 | 86,914,277 |
Total Money Market Funds (Cost $86,911,675) | 86,914,277 | |
Total Investments in Securities (Cost: $2,403,614,238) | 2,335,989,647 | |
Other Assets & Liabilities, Net | (69,099,756 ) | |
Net Assets | 2,266,889,891 |
At March 31, 2024, securities and/or cash totaling $15,257,505 were pledged as collateral.
Investments in derivatives
Forward foreign currency exchange contracts | |||||
Currency to be sold | Currency to be purchased | Counterparty | Settlement date | Unrealized appreciation ($) | Unrealized depreciation ($) |
23,859,613 EUR | 26,207,661 USD | Citi | 06/20/2024 | 383,289 | — |
9,611,308 CAD | 7,138,725 USD | UBS | 06/20/2024 | 34,985 | — |
Total | 418,274 | — |
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
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Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Long futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Long Bond | 291 | 06/2024 | USD | 35,047,313 | 337,431 | — |
U.S. Treasury 10-Year Note | 340 | 06/2024 | USD | 37,670,938 | 32,352 | — |
U.S. Treasury 2-Year Note | 239 | 06/2024 | USD | 48,871,766 | — | (49,969 ) |
U.S. Treasury 5-Year Note | 2,502 | 06/2024 | USD | 267,753,094 | 52,363 | — |
U.S. Treasury Ultra Bond | 134 | 06/2024 | USD | 17,286,000 | 98,578 | — |
Total | 520,724 | (49,969 ) |
Short futures contracts | ||||||
Description | Number of contracts | Expiration date | Trading currency | Notional amount | Value/Unrealized appreciation ($) | Value/Unrealized depreciation ($) |
U.S. Treasury Ultra 10-Year Note | (36) | 06/2024 | USD | (4,125,938 ) | 33,104 | — |
U.S. Treasury Ultra 10-Year Note | (336) | 06/2024 | USD | (38,508,750 ) | — | (81,108 ) |
Total | 33,104 | (81,108 ) |
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 March 31, 2024, the total value of these securities amounted to $527,119,248, which represents 23.25% of total net assets. |
(c) | Variable rate security. The interest rate shown was the current rate as of March 31, 2024. |
(d) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of March 31, 2024. |
(e) | Represents a security purchased on a when-issued basis. |
(f) | Represents a variable rate security with a step coupon where the rate adjusts according to a schedule for a series of periods, typically lower for an initial period and then increasing to a higher coupon rate thereafter. The interest rate shown was the current rate as of March 31, 2024. |
(g) | Perpetual security with no specified maturity date. |
(h) | Principal and interest may not be guaranteed by a governmental entity. |
(i) | Zero coupon bond. |
(j) | Represents interest only securities which have the right to receive the monthly interest payments on an underlying pool of mortgage loans. |
(k) | This security or a portion of this security has been pledged as collateral in connection with derivative contracts. |
(l) | The rate shown is the seven-day current annualized yield at March 31, 2024. |
(m) | As defined in the Investment Company Act of 1940, as amended, an affiliated company is one in which the Fund owns 5% or more of the company’s outstanding voting securities, or a company which is under common ownership or control with the Fund. The value of the holdings and transactions in these affiliated companies during the period ended March 31, 2024 are as follows: |
Affiliated issuers | Beginning of period($) | Purchases($) | Sales($) | Net change in unrealized appreciation (depreciation)($) | End of period($) | Realized gain (loss)($) | Dividends($) | End of period shares |
Columbia Short-Term Cash Fund, 5.543% | ||||||||
92,614,637 | 238,499,703 | (244,198,396 ) | (1,667 ) | 86,914,277 | 704 | 951,347 | 86,931,664 |
Abbreviation Legend
AGM | Assured Guaranty Municipal Corporation |
CMO | Collateralized Mortgage Obligation |
CMT | Constant Maturity Treasury |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced |
16
CTIVP® – American Century Diversified Bond Fund | First Quarter Report 2024
Portfolio of Investments (continued)CTIVP® – American Century Diversified Bond Fund, March 31, 2024 (Unaudited)
Currency Legend
CAD | Canada Dollar |
EUR | Euro |
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 | First Quarter Report 2024
17