ABN AMRO BANK NV

0000920467-23-000043.txt : 20231128 0000920467-23-000043.hdr.sgml : 20231128 20231128100927 ACCESSION NUMBER: 0000920467-23-000043 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230930 FILED AS OF DATE: 20231128 DATE AS OF CHANGE: 20231128 PERIOD START: 20231231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price Fixed Income Series, Inc. CENTRAL INDEX KEY: 0000920467 IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07153 FILM NUMBER: 231442479 BUSINESS ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 BUSINESS PHONE: 410-345-2000 MAIL ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE FIXED INCOME SERIES INC DATE OF NAME CHANGE: 19940317

0000920467 S000002129 T. Rowe Price Limited-Term Bond Portfolio

C000005520 T. Rowe Price Limited-Term Bond Portfolio QAAGWX

C000005521 T. Rowe Price Limited-Term Bond Portfolio-II QAAGUX

NPORT-P 1 primary_doc.xml NPORT-P false 0000920467 XXXXXXXX S000002129 C000005521 C000005520 T. ROWE PRICE FIXED INCOME SERIES, INC. 811-07153 0000920467 54930067NWU2KV18CE95 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price Limited-Term Bond Portfolio S000002129 MMIDQLKHUPGX6F6S4D55 2023-12-31 2023-09-30 N 184567829.650000 5835812.590000 178732017.060000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 259963.040000 1679509.070000 0.000000 394.430000 USD N ABN AMRO Bank NV BFXS5XCH7N0Y05NIXW11 ABN AMRO BANK NV 00084DBA7 200000.000000 PA USD 199396.200000 0.1115615452 Long DBT CORP NL N 2 2027-09-18 Variable 6.339 N N N N N N AES Corp/The 2NUNNB7D43COUIRE5295 AES CORP/THE 00130HCB9 190000.000000 PA USD 180056.350000 0.1007409601 Long DBT CORP US N 2 2025-07-15 Fixed 3.3 N N N N N N APA Infrastructure Ltd 261700SS8OEHDOCOUJ33 APA INFRASTRUCTURE LTD 00205GAB3 625000.000000 PA USD 607737.500000 0.3400272150 Long DBT CORP AU N 2 2025-03-23 Fixed 4.2 N N N N N N AT&T Inc 549300Z40J86GGSTL398 AT&T INC 00206RGL0 95000.000000 PA USD 88706.350000 0.0496309231 Long DBT CORP US N 2 2028-02-15 Fixed 4.1 N N N N N N Aptiv PLC / Aptiv Corp N/A APTIV PLC / APTIV CORP 00217GAA1 205000.000000 PA USD 194864.800000 0.1090262412 Long DBT CORP JE N 2 2025-02-18 Fixed 2.396 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 ABBVIE INC 00287YAY5 45000.000000 PA USD 42481.350000 0.0237681814 Long DBT CORP US N 2 2026-05-14 Fixed 3.2 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 ABBVIE INC 00287YBV0 510000.000000 PA USD 472801.620000 0.2645310156 Long DBT CORP US N 2 2026-11-21 Fixed 2.95 N N N N N N AbbVie Inc FR5LCKFTG8054YNNRU85 ABBVIE INC 00287YBZ1 715000.000000 PA USD 689450.910000 0.3857456103 Long DBT CORP US N 2 2024-11-21 Fixed 2.6 N N N N N N Advance Auto Parts Inc 529900UCNQ5H9FSL0Y70 ADVANCE AUTO PARTS INC 00751YAH9 60000.000000 PA USD 57962.160000 0.0324296458 Long DBT CORP US N 2 2026-03-09 Fixed 5.9 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MAK1 300000.000000 PA USD 298708.800000 0.1671266318 Long DBT CORP IE N 2 2024-01-16 Fixed 4.875 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MAU9 635000.000000 PA USD 604311.090000 0.3381101495 Long DBT CORP IE N 2 2024-10-29 Fixed 1.65 N N N N N N AerCap Ireland Capital DAC / AerCap Global Aviation Trust N/A AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST 00774MBD6 155000.000000 PA USD 154262.820000 0.0863095614 Long DBT CORP IE N 2 2027-01-15 Fixed 6.1 N N N N N N Alexander Funding Trust N/A ALEXANDER FUNDING TRUST 014621AA4 225000.000000 PA USD 223605.900000 0.1251067960 Long DBT CORP US N 2 2023-11-15 Fixed 1.841 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FANNIE MAE OR FREDDIE MAC 01F0506A9 275000.000000 PA USD 259445.310000 0.1451588329 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.0 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FANNIE MAE OR FREDDIE MAC 01F0526A5 415000.000000 PA USD 401042.380000 0.2243819471 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 5.5 N N N N N N FANNIE MAE OR FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FANNIE MAE OR FREDDIE MAC 01F0606A8 275000.000000 PA USD 271390.630000 0.1518422018 Long ABS-MBS USGSE US N 2 2033-01-01 Fixed 6.0 N N N N N N Ally Financial Inc 549300JBN1OSM8YNAI90 ALLY FINANCIAL INC 02005NBH2 395000.000000 PA USD 387710.280000 0.2169226792 Long DBT CORP US N 2 2024-05-21 Fixed 3.875 N N N N N N Amcor Flexibles North America Inc PTVU09TE3QPJPL7K4E13 AMCOR FLEXIBLES NORTH AMERICA INC 02343JAA8 210000.000000 PA USD 203006.160000 0.1135813064 Long DBT CORP US N 2 2025-05-17 Fixed 4.0 N N N N N N American Airlines 2017-2 Class B Pass Through Trust N/A AMERICAN AIRLINES 2017-2 CLASS B PASS THROUGH TRUST 02377DAA0 274430.289000 PA USD 260365.740000 0.1456738106 Long DBT CORP US N 2 2025-10-15 Fixed 3.7 N N N N N N American Express Co R4PP93JZOLY261QX3811 AMERICAN EXPRESS CO 025816CQ0 445000.000000 PA USD 422804.290000 0.2365576671 Long DBT CORP US N 2 2025-03-04 Fixed 2.25 N N N N N N American International Group Inc ODVCVCQG2BP6VHV36M30 AMERICAN INTERNATIONAL GROUP INC 026874DQ7 220000.000000 PA USD 207644.800000 0.1161766109 Long DBT CORP US N 2 2025-06-30 Fixed 2.5 N N N N N N American Tower Corp 5493006ORUSIL88JOE18 AMERICAN TOWER CORP 03027XAZ3 170000.000000 PA USD 161354.990000 0.0902776081 Long DBT CORP US N 2 2025-03-15 Fixed 2.4 N N N N N N AmeriCredit Automobile Receivables Trust 2021-1 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 03063FAE4 190000.000000 PA USD 177723.130000 0.0994355309 Long ABS-O CORP US N 2 2026-10-19 Fixed 0.89 N N N N N N AmeriCredit Automobile Receivables Trust 2021-1 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-1 03063FAF1 115000.000000 PA USD 105409.770000 0.0589764340 Long ABS-O CORP US N 2 2026-12-18 Fixed 1.21 N N N N N N AmeriCredit Automobile Receivables Trust 2020-2 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-2 03066EAE4 14860.450000 PA USD 14812.610000 0.0082876086 Long ABS-O CORP US N 2 2026-02-18 Fixed 0.97 N N N N N N AmeriCredit Automobile Receivables Trust 2020-3 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 03066PAE9 115000.000000 PA USD 109439.920000 0.0612312902 Long ABS-O CORP US N 2 2026-08-18 Fixed 1.06 N N N N N N AmeriCredit Automobile Receivables Trust 2021-2 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2021-2 03066RAF2 235000.000000 PA USD 212251.410000 0.1187539947 Long ABS-O CORP US N 2 2027-06-18 Fixed 1.29 N N N N N N Americredit Automobile Receivables Trust 2022-1 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2022-1 03066TAF8 420000.000000 PA USD 384385.010000 0.2150622011 Long ABS-O CORP US N 2 2028-02-18 Fixed 3.23 N N N N N N AmeriCredit Automobile Receivables Trust 2020-1 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 03067DAF2 276034.580000 PA USD 272388.630000 0.1524005796 Long ABS-O CORP US N 2 2025-10-20 Fixed 1.59 N N N N N N AmeriCredit Automobile Receivables Trust 2020-1 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-1 03067DAG0 415000.000000 PA USD 401789.930000 0.2248001990 Long ABS-O CORP US N 2 2025-12-18 Fixed 1.8 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 AMGEN INC 031162DM9 95000.000000 PA USD 94288.070000 0.0527538779 Long DBT CORP US N 2 2025-03-02 Fixed 5.25 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 AMPHENOL CORP 032095AK7 220000.000000 PA USD 209281.600000 0.1170923953 Long DBT CORP US N 2 2025-03-01 Fixed 2.05 N N N N N N Amphenol Corp 549300D3L3G0R4U4VT04 AMPHENOL CORP 032095AM3 95000.000000 PA USD 93373.700000 0.0522422907 Long DBT CORP US N 2 2026-03-30 Fixed 4.75 N N N N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 ANALOG DEVICES INC 032654AT2 70000.000000 PA USD 69916.280000 0.0391179382 Long DBT CORP US N 2 2024-10-01 Floating 5.62914 N N N N N N Angel Oak Mortgage Trust 2020-5 N/A ANGEL OAK MORTGAGE TRUST 2020-5 03464WAB8 31361.590000 PA USD 28692.090000 0.0160531339 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.579 N N N N N N Angel Oak Mortgage Trust 2021-1 N/A ANGEL OAK MORTGAGE TRUST 2021-1 03465CAA3 113843.160000 PA USD 92885.840000 0.0519693346 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.909 N N N N N N Angel Oak Mortgage Trust 2021-1 N/A ANGEL OAK MORTGAGE TRUST 2021-1 03465CAC9 32526.620000 PA USD 26331.930000 0.0147326318 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.115 N N N N N N Angel Oak Mortgage Trust 2021-2 N/A ANGEL OAK MORTGAGE TRUST 2021-2 03465DAA1 101712.030000 PA USD 82139.320000 0.0459566906 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.985 N N N N N N Angel Oak Mortgage Trust 2021-3 N/A ANGEL OAK MORTGAGE TRUST 2021-3 03465EAA9 79809.050000 PA USD 65246.240000 0.0365050656 Long ABS-MBS CORP US N 2 2066-05-25 Variable 1.068 N N N N N N Angel Oak Mortgage Trust 2021-6 N/A ANGEL OAK MORTGAGE TRUST 2021-6 03465JAB6 104747.160000 PA USD 80806.790000 0.0452111442 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.581 N N N N N N Angel Oak Mortgage Trust 2021-6 N/A ANGEL OAK MORTGAGE TRUST 2021-6 03465JAC4 97764.010000 PA USD 75672.760000 0.0423386706 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.714 N N N N N N Angel Oak Mortgage Trust 2020-3 N/A ANGEL OAK MORTGAGE TRUST 2020-3 03465LAC9 23289.100000 PA USD 21610.210000 0.0120908444 Long ABS-MBS CORP US N 2 2065-04-25 Variable 2.872 N N N N N N Elevance Health Inc 8MYN82XMYQH89CTMTH67 ELEVANCE HEALTH INC 036752AV5 85000.000000 PA USD 84353.150000 0.0471953215 Long DBT CORP US N 2 2025-10-15 Fixed 5.35 N N N N N N ArcelorMittal SA 2EULGUTUI56JI9SAL165 ARCELORMITTAL SA 03938LBB9 100000.000000 PA USD 98031.200000 0.0548481473 Long DBT CORP LU N 2 2024-07-16 Fixed 3.6 N N N N N N Astrazeneca Finance LLC 549300C3HATU4Q460S18 ASTRAZENECA FINANCE LLC 04636NAA1 320000.000000 PA USD 287523.200000 0.1608683238 Long DBT CORP US N 2 2026-05-28 Fixed 1.2 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING 04685A3F6 435000.000000 PA USD 407822.940000 0.2281756491 Long DBT CORP US N 2 2025-01-07 Fixed 1.716 N N N N N N Athene Global Funding 549300LM1QSI4MSIL320 ATHENE GLOBAL FUNDING 04685A3J8 535000.000000 PA USD 525516.590000 0.2940248751 Long DBT CORP US N 2 2024-03-08 Fixed 2.514 N N N N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 AUTOZONE INC 053332AY8 120000.000000 PA USD 116050.080000 0.0649296539 Long DBT CORP US N 2 2025-04-15 Fixed 3.625 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 05377RDE1 260000.000000 PA USD 258587.710000 0.1446790084 Long ABS-O CORP US N 2 2025-03-20 Fixed 4.95 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 05377RDL5 475000.000000 PA USD 464484.740000 0.2598777475 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.35 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 05377RDM3 415000.000000 PA USD 404570.840000 0.2263561094 Long ABS-O CORP US N 2 2025-09-22 Fixed 3.55 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 AVIS BUDGET RENTAL CAR FUNDING AESOP LLC 05377RDU5 340000.000000 PA USD 318581.840000 0.1782455350 Long ABS-O CORP US N 2 2026-08-20 Fixed 2.33 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 05401AAB7 325000.000000 PA USD 325000.000000 0.1818364753 Long DBT CORP KY N 2 2023-10-01 Fixed 5.125 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 05401AAF8 75000.000000 PA USD 73213.950000 0.0409629742 Long DBT CORP KY N 2 2024-07-01 Fixed 3.95 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 05401AAH4 250000.000000 PA USD 235588.500000 0.1318110229 Long DBT CORP KY N 2 2025-02-15 Fixed 2.875 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 05401AAM3 200000.000000 PA USD 179128.600000 0.1002218869 Long DBT CORP KY N 2 2026-02-21 Fixed 2.125 N N N N N N Avolon Holdings Funding Ltd 635400ZRKEX9L1BKCH30 AVOLON HOLDINGS FUNDING LTD 05401AAS0 90000.000000 PA USD 87943.950000 0.0492043627 Long DBT CORP KY N 2 2028-05-04 Fixed 6.375 N N N N N N BAMLL Commercial Mortgage Securities Trust 2021-JACX N/A BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX 05493LAJ5 190000.000000 PA USD 162116.320000 0.0907035699 Long ABS-MBS CORP US N 2 2038-09-15 Floating 7.447 N N N N N N BFLD 2019-DPLO N/A BFLD 2019-DPLO 054970AG3 510000.000000 PA USD 505480.380000 0.2828146788 Long ABS-MBS CORP US N 2 2034-10-15 Floating 6.786 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 BAT INTERNATIONAL FINANCE PLC 05530QAN0 225000.000000 PA USD 202457.250000 0.1132741930 Long DBT CORP GB N 2 2026-03-25 Fixed 1.668 N N N N N N BAT International Finance PLC 21380041YBGOQDFAC823 BAT INTERNATIONAL FINANCE PLC 05530QAP5 460000.000000 PA USD 428800.040000 0.2399122704 Long DBT CORP GB N 2 2028-03-16 Fixed 4.448 N N N N N N BHP Billiton Finance USA Ltd 5493003NUVITP3TMY274 BHP BILLITON FINANCE USA LTD 055451BB3 440000.000000 PA USD 437222.720000 0.2446247333 Long DBT CORP AU N 2 2026-09-08 Fixed 5.25 N N N N N N BINOM Securitization Trust 2021-INV1 N/A BINOM SECURITIZATION TRUST 2021-INV1 05552UAB0 259765.130000 PA USD 218029.940000 0.1219870640 Long ABS-MBS CORP US N 2 2056-06-25 Variable 2.37 N N N N N N BINOM Securitization Trust 2021-INV1 N/A BINOM SECURITIZATION TRUST 2021-INV1 05552UAC8 82031.090000 PA USD 67964.140000 0.0380257220 Long ABS-MBS CORP US N 2 2056-06-25 Variable 2.625 N N N N N N BCP Trust 2021-330N N/A BCP TRUST 2021-330N 05553BAA3 120000.000000 PA USD 106200.000000 0.0594185651 Long ABS-MBS CORP US N 2 2038-06-15 Floating 6.246 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 BPCE SA 05578QAA1 1010000.000000 PA USD 1009246.540000 0.5646702570 Long DBT CORP FR N 2 2023-10-22 Fixed 5.7 N N N N N N BRE Grand Islander Timeshare Issuer 2019-A LLC N/A BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC 05588UAA0 85940.990000 PA USD 80733.090000 0.0451699093 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.28 N N N N N N BSREP Commercial Mortgage Trust 2021-DC N/A BSREP COMMERCIAL MORTGAGE TRUST 2021-DC 05591UAG2 165848.570000 PA USD 132942.790000 0.0743810718 Long ABS-MBS CORP US N 2 2038-08-15 Floating 7.347 N N N N N N BPR Trust 2021-TY N/A BPR TRUST 2021-TY 05592AAG5 200000.000000 PA USD 188576.340000 0.1055078676 Long ABS-MBS CORP US N 2 2038-09-15 Floating 6.597 N N N N N N BX Commercial Mortgage Trust 2019-XL N/A BX COMMERCIAL MORTGAGE TRUST 2019-XL 056054AA7 83820.290000 PA USD 83581.490000 0.0467635801 Long ABS-MBS CORP US N 2 2036-10-15 Floating 6.367 N N N N N N BX Trust 2021-ARIA N/A BX TRUST 2021-ARIA 05608RAG0 145000.000000 PA USD 139676.010000 0.0781482872 Long ABS-MBS CORP US N 2 2036-10-15 Floating 7.092 N N N N N N BX Commercial Mortgage Trust 2022-AHP N/A BX COMMERCIAL MORTGAGE TRUST 2022-AHP 05610FAA5 190000.000000 PA USD 185590.080000 0.1038370646 Long ABS-MBS CORP US N 2 2039-01-17 Floating 6.322 N N N N N N BX Commercial Mortgage Trust 2022-CSMO N/A BX COMMERCIAL MORTGAGE TRUST 2022-CSMO 05610MAC6 260000.000000 PA USD 259836.800000 0.1453778703 Long ABS-MBS CORP US N 2 2027-06-15 Floating 8.473 N N N N N N Ballyrock CLO 15 Ltd N/A BALLYROCK CLO 15 LTD 05875TAA5 250000.000000 PA USD 248447.170000 0.1390054083 Long ABS-CBDO CORP KY N 2 2034-04-15 Floating 6.63 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA 05964HAP0 200000.000000 PA USD 192310.800000 0.1075972862 Long DBT CORP ES N 2 2025-03-24 Fixed 3.496 N N N N N N Banco Santander SA 5493006QMFDDMYWIAM13 BANCO SANTANDER SA 05971KAK5 400000.000000 PA USD 398313.200000 0.2228549795 Long DBT CORP ES N 2 2024-06-30 Variable 5.77 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 06051GJH3 135000.000000 PA USD 134162.330000 0.0750634006 Long DBT CORP US N 2 2024-10-24 Variable 0.81 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 06051GJR1 255000.000000 PA USD 247103.160000 0.1382534389 Long DBT CORP US N 2 2025-04-22 Variable 0.976 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 06051GJS9 190000.000000 PA USD 168105.160000 0.0940543070 Long DBT CORP US N 2 2027-07-22 Variable 1.734 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 06051GKG3 215000.000000 PA USD 211499.590000 0.1183333537 Long DBT CORP US N 2 2025-02-04 Variable 1.843 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 06051GKM0 265000.000000 PA USD 254007.540000 0.1421164177 Long DBT CORP US N 2 2026-04-02 Variable 3.384 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 06051GKS7 190000.000000 PA USD 187343.420000 0.1048180528 Long DBT CORP US N 2 2025-04-25 Variable 3.841 N N N N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 BANK OF AMERICA CORP 06051GLE7 200000.000000 PA USD 195737.800000 0.1095146819 Long DBT CORP US N 2 2027-01-20 Variable 5.08 N N N N N N Bank of Ireland Group PLC 635400C8EK6DRI12LJ39 BANK OF IRELAND GROUP PLC 06279JAA7 870000.000000 PA USD 866732.280000 0.4849339778 Long DBT CORP IE N 2 2023-11-25 Fixed 4.5 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL 06368D3S1 350000.000000 PA USD 337191.750000 0.1886577210 Long DBT CORP CA N 2 2025-06-07 Fixed 3.7 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL 06368LAP1 390000.000000 PA USD 383660.160000 0.2146566498 Long DBT CORP CA N 2 2024-09-14 Fixed 4.25 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL 06368LNT9 220000.000000 PA USD 216964.880000 0.1213911663 Long DBT CORP CA N 2 2026-06-05 Fixed 5.3 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL 06368LWT9 325000.000000 PA USD 324352.280000 0.1814740780 Long DBT CORP CA N 2 2025-09-25 Fixed 5.92 N N N N N N Bank of New York Mellon/The HPFHU0OQ28E4N0NFVK49 BANK OF NEW YORK MELLON/THE 06405LAD3 250000.000000 PA USD 249085.250000 0.1393624120 Long DBT CORP US N 2 2026-05-22 Variable 5.148 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 BANK OF NEW YORK MELLON CORP/THE 06406RBJ5 225000.000000 PA USD 218535.300000 0.1222698113 Long DBT CORP US N 2 2026-07-24 Variable 4.414 N N N N N N Bank of New York Mellon Corp/The WFLLPEPC7FZXENRZV188 BANK OF NEW YORK MELLON CORP/THE 06406RBQ9 255000.000000 PA USD 247905.650000 0.1387024295 Long DBT CORP US N 2 2027-04-26 Variable 4.947 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 06675FAV9 235000.000000 PA USD 229890.160000 0.1286228197 Long DBT CORP FR N 2 2024-02-27 Fixed 0.65 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 06675FAX5 280000.000000 PA USD 261496.200000 0.1463062994 Long DBT CORP FR N 2 2025-02-04 Fixed 0.998 N N N N N N Banque Federative du Credit Mutuel SA VBHFXSYT7OG62HNT8T76 BANQUE FEDERATIVE DU CREDIT MUTUEL SA 06675FAZ0 200000.000000 PA USD 194613.400000 0.1088855837 Long DBT CORP FR N 2 2026-01-26 Fixed 4.935 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC 06738EBQ7 245000.000000 PA USD 242502.720000 0.1356795072 Long DBT CORP GB N 2 2024-12-10 Variable 1.007 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC 06738EBZ7 200000.000000 PA USD 195753.400000 0.1095234101 Long DBT CORP GB N 2 2026-08-09 Variable 5.304 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 BARCLAYS PLC 06738ECC7 205000.000000 PA USD 208087.100000 0.1164240763 Long DBT CORP GB N 2 2026-11-02 Variable 7.325 N N N N N N Baxter International Inc J5OIVXX3P24RJRW5CK77 BAXTER INTERNATIONAL INC 071813CE7 350000.000000 PA USD 347013.100000 0.1941527353 Long DBT CORP US N 2 2023-12-01 Fixed 0.868 N N N N N N Bayer US Finance II LLC 529900XWNEXYNJ3X6T40 BAYER US FINANCE II LLC 07274NAE3 250000.000000 PA USD 249067.000000 0.1393522012 Long DBT CORP US N 2 2023-12-15 Fixed 3.875 N N N N N N Bayview MSR Opportunity Master Fund Trust 2021-INV5 N/A BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV5 07336JAH1 142933.210000 PA USD 120136.460000 0.0672159706 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.5 N N N N N N Bayview MSR Opportunity Master Fund Trust 2021-INV2 N/A BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2 07336LAE3 190018.860000 PA USD 160048.760000 0.0895467766 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.5 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 BECTON DICKINSON & CO 075887BF5 78000.000000 PA USD 76052.420000 0.0425510892 Long DBT CORP US N 2 2024-12-15 Fixed 3.734 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 BECTON DICKINSON & CO 075887BV0 336000.000000 PA USD 330077.330000 0.1846772254 Long DBT CORP US N 2 2024-06-06 Fixed 3.363 N N N N N N Becton Dickinson & Co ICE2EP6D98PQUILVRZ91 BECTON DICKINSON & CO 075887CQ0 375000.000000 PA USD 363477.380000 0.2033644481 Long DBT CORP US N 2 2028-02-13 Fixed 4.693 N N N N N N Blackbird Capital Aircraft Lease Securitization Ltd 2016-1 N/A BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1 09228YAA0 58559.780000 PA USD 56438.160000 0.0315769726 Long ABS-O CORP KY N 2 2041-12-16 Variable 2.487 N N N N N N BRAVO Residential Funding Trust 2021-NQM3 N/A BRAVO RESIDENTIAL FUNDING TRUST 2021-NQM3 105690AA9 124366.490000 PA USD 108186.190000 0.0605298322 Long ABS-MBS CORP US N 2 2060-04-25 Variable 1.699 N N N N N N Brighthouse Financial Global Funding 549300BLFX3KJ2IFOA78 BRIGHTHOUSE FINANCIAL GLOBAL FUNDING 10921U2A5 200000.000000 PA USD 194744.600000 0.1089589897 Long DBT CORP US N 2 2024-04-12 Fixed 1.0 N N N N N N Brunswick Corp/DE YM4O38W15AX4YLLQKU27 BRUNSWICK CORP/DE 117043AS8 290000.000000 PA USD 276276.910000 0.1545760600 Long DBT CORP US N 2 2024-08-18 Fixed 0.85 N N N N N N CDW LLC / CDW Finance Corp N/A CDW LLC / CDW FINANCE CORP 12513GBA6 75000.000000 PA USD 74062.500000 0.0414377352 Long DBT CORP US N 2 2024-12-01 Fixed 5.5 N N N N N N CIFC Funding 2021-IV Ltd N/A CIFC FUNDING 2021-IV LTD 12547DAA4 250000.000000 PA USD 248995.770000 0.1393123482 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.62 N N N N N N CIM Trust 2020-INV1 N/A CIM TRUST 2020-INV1 12560AAB0 76640.260000 PA USD 58501.040000 0.0327311474 Long ABS-MBS CORP US N 2 2050-04-25 Variable 2.5 N N N N N N CIM Trust 2021-INV1 N/A CIM TRUST 2021-INV1 12566PAH8 92983.020000 PA USD 78145.450000 0.0437221329 Long ABS-MBS CORP US N 2 2051-07-01 Variable 2.5 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A COMM 2014-UBS2 MORTGAGE TRUST 12591UAF0 280000.000000 PA USD 277874.830000 0.1554700912 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 3.961 N N N N N N Comm 2014-UBS2 Mortgage Trust N/A COMM 2014-UBS2 MORTGAGE TRUST 12591UAJ2 440000.000000 PA USD 430833.390000 0.2410499233 Long ABS-MBS CORP US N 2 2047-03-10 Fixed 4.701 N N N N N N COMM 2014-CCRE19 Mortgage Trust N/A COMM 2014-CCRE19 MORTGAGE TRUST 12592GAG8 250000.000000 PA USD 212742.180000 0.1190285789 Long ABS-MBS CORP US N 2 2047-08-10 Variable 4.853 N N N N N N COMM 2014-CCRE19 Mortgage Trust N/A COMM 2014-CCRE19 MORTGAGE TRUST 12592GBF9 210000.000000 PA USD 201898.280000 0.1129614511 Long ABS-MBS CORP US N 2 2047-08-10 Fixed 4.08 N N N N N N COMM 2015-CCRE22 Mortgage Trust N/A COMM 2015-CCRE22 MORTGAGE TRUST 12592XBG0 100000.000000 PA USD 91203.230000 0.0510279196 Long ABS-MBS CORP US N 2 2048-03-10 Variable 3.926 N N N N N N COMM 2017-PANW Mortgage Trust N/A COMM 2017-PANW MORTGAGE TRUST 12595HAG3 100000.000000 PA USD 85836.640000 0.0480253294 Long ABS-MBS CORP US N 2 2029-10-10 Variable 4.343 N N N N N N CSMC 2020-NET N/A CSMC 2020-NET 126438AA8 111629.080000 PA USD 99918.020000 0.0559038171 Long ABS-MBS CORP US N 2 2037-08-15 Fixed 2.257 N N N N N N CSL Finance PLC 2549007CCNBNAF4HBC02 CSL FINANCE PLC 12661PAA7 90000.000000 PA USD 85283.370000 0.0477157766 Long DBT CORP GB N 2 2027-04-27 Fixed 3.85 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS HEALTH CORP 126650CU2 115000.000000 PA USD 107209.100000 0.0599831534 Long DBT CORP US N 2 2026-06-01 Fixed 2.875 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS HEALTH CORP 126650DF4 105000.000000 PA USD 97633.310000 0.0546255291 Long DBT CORP US N 2 2026-08-15 Fixed 3.0 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 CVS HEALTH CORP 126650DS6 255000.000000 PA USD 251127.320000 0.1405049437 Long DBT CORP US N 2 2026-02-20 Fixed 5.0 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 CAIXABANK SA 12803RAA2 270000.000000 PA USD 264440.430000 0.1479535868 Long DBT CORP ES N 2 2029-01-18 Variable 6.208 N N N N N N CaixaBank SA 7CUNS533WID6K7DGFI87 CAIXABANK SA 12803RAB0 290000.000000 PA USD 290438.190000 0.1624992515 Long DBT CORP ES N 2 2027-09-13 Variable 6.684 N N N N N N Canadian Natural Resources Ltd 549300T15RIMIKZC5Q38 CANADIAN NATURAL RESOURCES LTD 136385AZ4 335000.000000 PA USD 312532.220000 0.1748607917 Long DBT CORP CA N 2 2025-07-15 Fixed 2.05 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 CANADIAN PACIFIC RAILWAY CO 13645RBD5 315000.000000 PA USD 298775.930000 0.1671641908 Long DBT CORP CA N 2 2024-12-02 Fixed 1.35 N N N N N N Canadian Pacific Railway Co 54930036474DURYNB481 CANADIAN PACIFIC RAILWAY CO 13645RBE3 135000.000000 PA USD 120268.130000 0.0672896395 Long DBT CORP CA N 2 2026-12-02 Fixed 1.75 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 14040HBZ7 60000.000000 PA USD 58141.020000 0.0325297174 Long DBT CORP US N 2 2025-04-30 Fixed 4.25 N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 14040HCA1 145000.000000 PA USD 143911.200000 0.0805178626 Long DBT CORP US N 2 2024-01-29 Fixed 3.9 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 14040HCM5 265000.000000 PA USD 250145.430000 0.1399555794 Long DBT CORP US N 2 2026-03-03 Variable 2.636 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 14040HCU7 205000.000000 PA USD 198743.610000 0.1111964232 Long DBT CORP US N 2 2026-07-24 Variable 4.985 N N N N N N Capital One Financial Corp ZUE8T73ROZOF6FLBAR73 CAPITAL ONE FINANCIAL CORP 14040HCZ6 120000.000000 PA USD 117440.400000 0.0657075335 Long DBT CORP US N 2 2029-06-08 Variable 6.312 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC 14149YBA5 215000.000000 PA USD 208558.170000 0.1166876385 Long DBT CORP US N 2 2024-11-15 Fixed 3.5 N N N N N N Cardinal Health Inc CCU46N3GJMF4OK4N7U60 CARDINAL HEALTH INC 14149YBH0 180000.000000 PA USD 176177.880000 0.0985709684 Long DBT CORP US N 2 2024-06-15 Fixed 3.079 N N N N N N Carmax Auto Owner Trust 2023-2 N/A CARMAX AUTO OWNER TRUST 2023-2 142921AG0 265000.000000 PA USD 258184.310000 0.1444533074 Long ABS-O CORP US N 2 2028-11-15 Fixed 5.57 N N N N N N Carmax Auto Owner Trust 2023-2 N/A CARMAX AUTO OWNER TRUST 2023-2 142921AH8 175000.000000 PA USD 170813.620000 0.0955696818 Long ABS-O CORP US N 2 2029-10-15 Fixed 6.55 N N N N N N CarMax Auto Owner Trust 2020-4 N/A CARMAX AUTO OWNER TRUST 2020-4 14316HAG7 145000.000000 PA USD 136410.110000 0.0763210264 Long ABS-O CORP US N 2 2027-04-15 Fixed 1.75 N N N N N N Carmax Auto Owner Trust 2023-3 N/A CARMAX AUTO OWNER TRUST 2023-3 14319BAG7 100000.000000 PA USD 98548.670000 0.0551376701 Long ABS-O CORP US N 2 2030-12-16 Fixed 6.44 N N N N N N Carrier Global Corp 549300JE3W6CWY2NAN77 CARRIER GLOBAL CORP 14448CAN4 64000.000000 PA USD 60842.110000 0.0340409687 Long DBT CORP US N 2 2025-02-15 Fixed 2.242 N N N N N N Carvana Auto Receivables Trust 2022-N1 N/A CARVANA AUTO RECEIVABLES TRUST 2022-N1 14686GAD8 95950.340000 PA USD 93230.280000 0.0521620477 Long ABS-O CORP US N 2 2028-12-11 Fixed 3.32 N N N N N N Carvana Auto Receivables Trust 2021-P4 N/A CARVANA AUTO RECEIVABLES TRUST 2021-P4 14687KAE6 190000.000000 PA USD 166009.000000 0.0928815121 Long ABS-O CORP US N 2 2028-02-10 Fixed 1.98 N N N N N N Cedar Funding XIV CLO Ltd N/A CEDAR FUNDING XIV CLO LTD 15034AAA3 290000.000000 PA USD 288982.650000 0.1616848815 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.67 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 CELANESE US HOLDINGS LLC 15089QAL8 148000.000000 PA USD 147377.510000 0.0824572522 Long DBT CORP US N 2 2025-03-15 Fixed 6.05 N N N N N N Celanese US Holdings LLC CD30XVRLT4QO00B1C706 CELANESE US HOLDINGS LLC 15089QAW4 125000.000000 PA USD 123377.130000 0.0690291152 Long DBT CORP US N 2 2028-11-15 Fixed 6.35 N N N N N N Celulosa Arauco y Constitucion SA 549300QEKV8G0AMNQD28 CELULOSA ARAUCO Y CONSTITUCION SA 151191AZ6 200000.000000 PA USD 196035.000000 0.1096809644 Long DBT CORP CL N 2 2024-08-01 Fixed 4.5 N N N N N N Charter Communications Operating LLC / Charter Communications Operating Capital N/A CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL 161175AY0 955000.000000 PA USD 933144.830000 0.5220915902 Long DBT CORP US N 2 2025-07-23 Fixed 4.908 N N N N N N Cheniere Corpus Christi Holdings LLC 549300I7CIEWU1BBLQ53 CHENIERE CORPUS CHRISTI HOLDINGS LLC 16412XAC9 395000.000000 PA USD 391840.000000 0.2192332445 Long DBT CORP US N 2 2025-03-31 Fixed 5.875 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 172967MQ1 240000.000000 PA USD 228532.560000 0.1278632468 Long DBT CORP US N 2 2026-04-08 Variable 3.106 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 172967MX6 200000.000000 PA USD 193153.800000 0.1080689421 Long DBT CORP US N 2 2025-05-01 Variable 0.981 N N N N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 CITIGROUP INC 172967NQ0 255000.000000 PA USD 251519.510000 0.1407243728 Long DBT CORP US N 2 2025-05-24 Variable 4.14 N N N N N N Citigroup Commercial Mortgage Trust 2013-375P N/A CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 17320QAG4 205000.000000 PA USD 186098.260000 0.1041213897 Long ABS-MBS CORP US N 2 2035-05-10 Variable 3.635 N N N N N N Citigroup Commercial Mortgage Trust 2013-375P N/A CITIGROUP COMMERCIAL MORTGAGE TRUST 2013-375P 17320QAJ8 150000.000000 PA USD 133169.460000 0.0745078930 Long ABS-MBS CORP US N 2 2035-05-10 Variable 3.635 N N N N N N Citigroup Mortgage Loan Trust Inc 549300R1KUK063S4I339 CITIGROUP MORTGAGE LOAN TRUST INC 17328PAQ6 54640.160000 PA USD 44159.200000 0.0247069332 Long ABS-MBS CORP US N 2 2050-08-25 Variable 2.5 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 CNO GLOBAL FUNDING 18977W2A7 355000.000000 PA USD 312008.790000 0.1745679342 Long DBT CORP US N 2 2026-10-07 Fixed 1.75 N N N N N N CNO Global Funding 6354008GTNR4833ULD48 CNO GLOBAL FUNDING 18977W2B5 240000.000000 PA USD 224511.840000 0.1256136666 Long DBT CORP US N 2 2025-01-06 Fixed 1.65 N N N N N N Coca-Cola Europacific Partners PLC 549300LTH67W4GWMRF57 COCA-COLA EUROPACIFIC PARTNERS PLC 19123MAE3 680000.000000 PA USD 658817.320000 0.3686062133 Long DBT CORP GB N 2 2024-05-03 Fixed 0.8 N N N N N N Cold Storage Trust 2020-ICE5 N/A COLD STORAGE TRUST 2020-ICE5 193051AJ8 255577.540000 PA USD 252685.040000 0.1413764832 Long ABS-MBS CORP US N 2 2037-11-15 Floating 6.747 N N N N N N COLT 2021-1 Mortgage Loan Trust N/A COLT 2021-1 MORTGAGE LOAN TRUST 19688EAB4 104853.180000 PA USD 82260.620000 0.0460245575 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.167 N N N N N N Columbia Pipelines Holding Co LLC N/A COLUMBIA PIPELINES HOLDING CO LLC 19828AAA5 40000.000000 PA USD 40137.880000 0.0224570173 Long DBT CORP US N 2 2026-08-15 Fixed 6.055 N N N N N N Connecticut Avenue Securities Trust 2022-R01 N/A CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 20754LAA7 204738.760000 PA USD 203523.080000 0.1138705215 Long ABS-MBS CORP US N 2 2041-12-25 Floating 6.315 N N N N N N Constellation Brands Inc 5493005GKEG8QCVY7037 CONSTELLATION BRANDS INC 21036PBM9 225000.000000 PA USD 221866.200000 0.1241334394 Long DBT CORP US N 2 2024-05-09 Fixed 3.6 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 CONSTELLATION ENERGY GENERATION LLC 210385AB6 145000.000000 PA USD 143877.120000 0.0804987950 Long DBT CORP US N 2 2028-03-01 Fixed 5.6 N N N N N N Corebridge Financial Inc 549300XY1661QCIA7J65 COREBRIDGE FINANCIAL INC 21871XAB5 205000.000000 PA USD 196264.750000 0.1098095088 Long DBT CORP US N 2 2025-04-04 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE 21H0506A5 235000.000000 PA USD 222680.860000 0.1245892391 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 5.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE 21H0526A1 365000.000000 PA USD 354192.580000 0.1981696317 Long ABS-MBS USGA US N 2 2033-01-01 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE 21H0626A0 140000.000000 PA USD 140787.500000 0.0787701623 Long ABS-MBS USGA US N 2 2048-01-01 Fixed 6.5 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 COX COMMUNICATIONS INC 224044CH8 450000.000000 PA USD 438444.000000 0.2453080356 Long DBT CORP US N 2 2024-08-15 Fixed 3.15 N N N N N N Cox Communications Inc 5493001NEDZNIFRP2R92 COX COMMUNICATIONS INC 224044CJ4 100000.000000 PA USD 91331.500000 0.0510996863 Long DBT CORP US N 2 2027-08-15 Fixed 3.5 N N N N N N Credicorp Ltd 529900UYAEYQCQ2BKB17 CREDICORP LTD 22530EAA0 200000.000000 PA USD 187553.630000 0.1049356646 Long DBT CORP BM N 2 2025-06-17 Fixed 2.75 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS GROUP AG 225401BC1 200000.000000 PA USD 199734.400000 0.1117507670 Long DBT CORP CH N 2 2027-12-22 Variable 6.327 N N N N N N Crown Castle Towers LLC N/A CROWN CASTLE TOWERS LLC 22822RBH2 80000.000000 PA USD 72852.130000 0.0407605370 Long DBT CORP US N 2 2028-07-15 Fixed 4.241 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 CROWN CASTLE INC 22822VAV3 255000.000000 PA USD 223762.500000 0.1251944132 Long DBT CORP US N 2 2026-07-15 Fixed 1.05 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 CROWN CASTLE INC 22822VAZ4 220000.000000 PA USD 199657.480000 0.1117077305 Long DBT CORP US N 2 2027-03-15 Fixed 2.9 N N N N N N Crown Castle Inc 54930012H97VSM0I2R19 CROWN CASTLE INC 22822VBA8 85000.000000 PA USD 81761.930000 0.0457455420 Long DBT CORP US N 2 2028-01-11 Fixed 5.0 N N N N N N DLLAA 2023-1 LLC N/A DLLAA 2023-1 LLC 23292HAC5 185000.000000 PA USD 184669.390000 0.1033219414 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.64 N N N N N N DCP Midstream Operating LP 549300Y6CTBSE0QIPL28 DCP MIDSTREAM OPERATING LP 23311VAG2 485000.000000 PA USD 478331.250000 0.2676248262 Long DBT CORP US N 2 2025-07-15 Fixed 5.375 N N N N N N DTE Energy Co 549300IX8SD6XXD71I78 DTE ENERGY CO 233331BD8 240000.000000 PA USD 235692.960000 0.1318694680 Long DBT CORP US N 2 2024-11-01 Variable 4.22 N N N N N N DAE Funding LLC 635400SZTPQL3Y1P2C76 DAE FUNDING LLC 23371DAJ3 200000.000000 PA USD 191594.110000 0.1071963004 Long DBT CORP US N 2 2024-08-01 Fixed 1.55 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCK FINANCE NORTH AMERICA LLC 233853AD2 260000.000000 PA USD 246687.480000 0.1380208673 Long DBT CORP US N 2 2024-12-13 Fixed 1.625 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCK FINANCE NORTH AMERICA LLC 233853AN0 150000.000000 PA USD 148689.450000 0.0831912785 Long DBT CORP US N 2 2025-01-17 Fixed 5.2 N N N N N N Daimler Truck Finance North America LLC 5493003HSDTSCZRXBA58 DAIMLER TRUCK FINANCE NORTH AMERICA LLC 233853AP5 150000.000000 PA USD 147907.200000 0.0827536120 Long DBT CORP US N 2 2026-01-16 Fixed 5.15 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S 23636AAT8 350000.000000 PA USD 348754.000000 0.1951267634 Long DBT CORP DK N 2 2024-01-12 Fixed 5.375 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S 23636ABD2 200000.000000 PA USD 196921.400000 0.1101769024 Long DBT CORP DK N 2 2025-03-28 Variable 3.773 N N N N N N Danske Bank A/S MAES062Z21O4RZ2U7M96 DANSKE BANK A/S 23636ABE0 200000.000000 PA USD 200011.600000 0.1119058596 Long DBT CORP DK N 2 2026-09-22 Variable 6.259 N N N N N N Deephaven Residential Mortgage Trust 2021-1 N/A DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-1 24380VAB7 27036.720000 PA USD 24574.350000 0.0137492713 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.973 N N N N N N Deephaven Residential Mortgage Trust 2021-2 N/A DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 24381WAA6 50653.820000 PA USD 43219.470000 0.0241811572 Long ABS-MBS CORP US N 2 2066-04-25 Variable 0.899 N N N N N N Deephaven Residential Mortgage Trust 2021-2 N/A DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 2021-2 24381WAC2 50653.820000 PA USD 43177.240000 0.0241575296 Long ABS-MBS CORP US N 2 2066-04-25 Variable 1.26 N N N N N N Discover Bank X05BVSK68TQ7YTOSNR22 DISCOVER BANK 25466AAQ4 270000.000000 PA USD 259212.690000 0.1450286828 Long DBT CORP US N 2 2024-09-12 Fixed 2.45 N N N N N N DRIVEN BRANDS FUNDING LLC N/A DRIVEN BRANDS FUNDING LLC 26208LAC2 90012.500000 PA USD 86610.390000 0.0484582401 Long ABS-O CORP US N 2 2048-04-20 Fixed 4.739 N N N N N N Dryden 86 CLO Ltd 25490017VKY7XEFZL303 DRYDEN 86 CLO LTD 26245XAL1 250000.000000 PA USD 247401.060000 0.1384201130 Long ABS-CBDO CORP KY N 2 2034-07-17 Floating 6.67 N N N N N N ERAC USA Finance LLC LTKX5ODQW6Z7BQ2K1V47 ERAC USA FINANCE LLC 26884TAV4 345000.000000 PA USD 330494.480000 0.1849106195 Long DBT CORP US N 2 2028-05-01 Fixed 4.6 N N N N N N Eagle RE 2021-2 Ltd N/A EAGLE RE 2021-2 LTD 26982AAA2 34725.690000 PA USD 34726.810000 0.0194295407 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 6.865 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 ECOLAB INC 278865BL3 100000.000000 PA USD 88679.100000 0.0496156768 Long DBT CORP US N 2 2027-02-01 Fixed 1.65 N N N N N N Ecolab Inc 82DYEISM090VG8LTLS26 ECOLAB INC 278865BP4 290000.000000 PA USD 289192.930000 0.1618025325 Long DBT CORP US N 2 2028-01-15 Fixed 5.25 N N N N N N Elara HGV Timeshare Issuer 2023-A LLC N/A ELARA HGV TIMESHARE ISSUER 2023-A LLC 28415AAA5 140000.000000 PA USD 139992.870000 0.0783255694 Long ABS-O CORP US N 2 2038-02-25 Fixed 6.16 N N N N N N Elara HGV Timeshare Issuer 2023-A LLC N/A ELARA HGV TIMESHARE ISSUER 2023-A LLC 28415AAC1 120000.000000 PA USD 119970.170000 0.0671229318 Long ABS-O CORP US N 2 2038-02-25 Fixed 7.3 N N N N N N Elara HGV Timeshare Issuer 2017-A LLC N/A ELARA HGV TIMESHARE ISSUER 2017-A LLC 28416DAA8 37758.660000 PA USD 36285.770000 0.0203017739 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.69 N N N N N N Elara HGV Timeshare Issuer 2019-A LLC N/A ELARA HGV TIMESHARE ISSUER 2019-A LLC 28416TAA3 202750.310000 PA USD 190542.040000 0.1066076706 Long ABS-O CORP US N 2 2034-01-25 Fixed 2.61 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 29250NAY1 265000.000000 PA USD 253166.690000 0.1416459648 Long DBT CORP CA N 2 2025-01-15 Fixed 2.5 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 29250NBK0 315000.000000 PA USD 310268.390000 0.1735941859 Long DBT CORP CA N 2 2024-02-16 Fixed 2.15 N N N N N N Enbridge Inc 98TPTUM4IVMFCZBCUR27 ENBRIDGE INC 29250NBL8 150000.000000 PA USD 142847.250000 0.0799225860 Long DBT CORP CA N 2 2025-02-14 Fixed 2.5 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 29273RAY5 175000.000000 PA USD 174190.800000 0.0974592034 Long DBT CORP US N 2 2024-02-01 Fixed 4.9 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTERNATIONAL NV 29278GAL2 405000.000000 PA USD 390273.800000 0.2183569606 Long DBT CORP NL N 2 2024-09-10 Fixed 2.65 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTERNATIONAL NV 29278GAM0 265000.000000 PA USD 234349.040000 0.1311175490 Long DBT CORP NL N 2 2026-07-12 Fixed 1.375 N N N N N N Enel Finance International NV 0YQH6LCEF474UTUV4B96 ENEL FINANCE INTERNATIONAL NV 29278GAZ1 200000.000000 PA USD 202213.600000 0.1131378716 Long DBT CORP NL N 2 2025-10-14 Fixed 6.8 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 29278NAM5 610000.000000 PA USD 609668.770000 0.3411077545 Long DBT CORP US N 2 2024-01-15 Fixed 5.875 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 29278NAP8 65000.000000 PA USD 61785.560000 0.0345688260 Long DBT CORP US N 2 2025-05-15 Fixed 2.9 N N N N N N Enterprise Fleet Financing 2023-2 LLC N/A ENTERPRISE FLEET FINANCING 2023-2 LLC 29375NAB1 360000.000000 PA USD 357222.710000 0.1998649799 Long ABS-O CORP US N 2 2030-04-22 Fixed 5.56 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 29449WAA5 35000.000000 PA USD 32092.690000 0.0179557589 Long DBT CORP US N 2 2025-07-07 Fixed 1.4 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 29449WAE7 95000.000000 PA USD 84440.090000 0.0472439641 Long DBT CORP US N 2 2026-01-09 Fixed 1.0 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 29449WAJ6 255000.000000 PA USD 244020.720000 0.1365288234 Long DBT CORP US N 2 2024-08-12 Fixed 0.8 N N N N N N Equitable Financial Life Global Funding 635400B4JJBON4TCHF02 EQUITABLE FINANCIAL LIFE GLOBAL FUNDING 29449WAK3 360000.000000 PA USD 340081.200000 0.1902743591 Long DBT CORP US N 2 2024-11-12 Fixed 1.1 N N N N N N Exeter Automobile Receivables Trust 2022-4 N/A EXETER AUTOMOBILE RECEIVABLES TRUST 2022-4 30166BAF9 140000.000000 PA USD 137280.890000 0.0768082251 Long ABS-O CORP US N 2 2028-12-15 Fixed 5.98 N N N N N N Exeter Automobile Receivables Trust 2022-2 N/A EXETER AUTOMOBILE RECEIVABLES TRUST 2022-2 30166QAE9 305000.000000 PA USD 296235.310000 0.1657427219 Long ABS-O CORP US N 2 2028-07-17 Fixed 3.85 N N N N N N Exeter Automobile Receivables Trust 2022-5 N/A EXETER AUTOMOBILE RECEIVABLES TRUST 2022-5 30167FAE2 450000.000000 PA USD 449377.110000 0.2514250762 Long ABS-O CORP US N 2 2027-12-15 Fixed 6.51 N N N N N N Extended Stay America Trust 2021-ESH N/A EXTENDED STAY AMERICA TRUST 2021-ESH 30227FAG5 185345.080000 PA USD 182574.340000 0.1021497676 Long ABS-MBS CORP US N 2 2038-07-15 Floating 7.146 N N N N N N Meta Platforms Inc BQ4BKCS1HXDV9HN80Z93 META PLATFORMS INC 30303M8L9 185000.000000 PA USD 180880.420000 0.1012020247 Long DBT CORP US N 2 2028-05-15 Fixed 4.6 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XQA5 7481.050000 PA USD 7477.120000 0.0041834251 Long ABS-MBS USGSE US N 2 2030-01-25 Floating 5.317 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31283H6N0 42804.480000 PA USD 43506.150000 0.0243415537 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 6.0 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128JM6Y8 1203.050000 PA USD 1183.470000 0.0006621477 Long ABS-MBS USGSE US N 2 2035-02-01 Variable 4.125 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128JNNV3 2240.110000 PA USD 2200.290000 0.0012310553 Long ABS-MBS USGSE US N 2 2037-01-01 Variable 4.091 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128JRZ33 5398.180000 PA USD 5282.900000 0.0029557659 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.058 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128LU7A8 6783.020000 PA USD 6707.600000 0.0037528811 Long ABS-MBS USGSE US N 2 2038-02-01 Variable 4.582 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128LUHZ2 1577.010000 PA USD 1557.400000 0.0008713604 Long ABS-MBS USGSE US N 2 2037-02-01 Variable 4.29 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128LXDC1 14092.560000 PA USD 14347.210000 0.0080272188 Long ABS-MBS USGSE US N 2 2035-09-01 Fixed 6.0 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128M76Q4 2245.950000 PA USD 2241.470000 0.0012540954 Long ABS-MBS USGSE US N 2 2038-10-01 Fixed 5.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128MB6P7 4.280000 PA USD 4.240000 0.0000023723 Long ABS-MBS USGSE US N 2 2023-12-01 Fixed 5.0 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 3128MC6H3 3.530000 PA USD 3.450000 0.0000019303 Long ABS-MBS USGSE US N 2 2025-07-01 Fixed 5.0 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128NC3S1 1768.800000 PA USD 1794.330000 0.0010039220 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.94 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128NGEY7 1161.390000 PA USD 1189.440000 0.0006654879 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.1 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128QJ2R6 5285.110000 PA USD 5164.290000 0.0028894040 Long ABS-MBS USGSE US N 2 2037-04-01 Variable 4.849 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128QJPK6 2123.560000 PA USD 2087.130000 0.0011677427 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 4.275 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128QLRA1 4348.070000 PA USD 4422.540000 0.0024743972 Long ABS-MBS USGSE US N 2 2036-01-01 Variable 4.37 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128QS3L8 4682.890000 PA USD 4662.270000 0.0026085254 Long ABS-MBS USGSE US N 2 2036-10-01 Variable 5.593 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128QSD29 2263.400000 PA USD 2209.070000 0.0012359677 Long ABS-MBS USGSE US N 2 2037-05-01 Variable 5.232 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128QTE91 10415.140000 PA USD 10218.680000 0.0057173192 Long ABS-MBS USGSE US N 2 2038-06-01 Variable 5.26 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31297EJ72 2211.600000 PA USD 2204.110000 0.0012331926 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 6.0 N N N N N N Federal Home Loan Banks 2549001DPIFGXC1TOL40 FEDERAL HOME LOAN BANKS 3130AV7L0 630000.000000 PA USD 626852.790000 0.3507221595 Long DBT USGSE US N 2 2025-02-28 Fixed 5.0 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3132CW6E9 40662.820000 PA USD 34101.040000 0.0190794244 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 1.5 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3132CWG73 141348.140000 PA USD 129022.800000 0.0721878498 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 3.0 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3132D6CX6 57621.920000 PA USD 55304.930000 0.0309429340 Long ABS-MBS USGSE US N 2 2037-09-01 Fixed 4.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC POOL 3132D6D31 179484.230000 PA USD 172070.110000 0.0962726840 Long ABS-MBS USGSE US N 2 2038-04-01 Fixed 4.5 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3132DNDB6 100652.440000 PA USD 80627.950000 0.0451110838 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31335APZ5 86344.540000 PA USD 75987.330000 0.0425146715 Long ABS-MBS USGSE US N 2 2046-03-01 Fixed 3.5 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31335CHF4 50897.000000 PA USD 52619.370000 0.0294403716 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 7.0 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC GOLD POOL 31335CHG2 46794.890000 PA USD 47850.990000 0.0267724780 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 7.5 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3133KH3Q7 25183.470000 PA USD 23424.920000 0.0131061689 Long ABS-MBS USGSE US N 2 2050-05-01 Fixed 4.5 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3133KHDK9 32599.130000 PA USD 29413.720000 0.0164568836 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.0 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3133KNLC5 204775.390000 PA USD 163812.750000 0.0916527171 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3133KQQC3 139261.370000 PA USD 138771.210000 0.0776420544 Long ABS-MBS USGSE US N 2 2053-02-01 Fixed 6.0 N N N N N N FREDDIE MAC B1V7KEBTPIMZEU4LTD58 FREDDIE MAC POOL 3133L75R4 161510.720000 PA USD 135428.520000 0.0757718299 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 1.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31368HMT7 926.110000 PA USD 941.640000 0.0005268446 Long ABS-MBS USGSE US N 2 2036-06-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31371LA58 116922.880000 PA USD 114563.280000 0.0640977939 Long ABS-MBS USGSE US N 2 2033-08-01 Fixed 5.0 N N N N N N Freddie Mac REMICS S6XOOCT0IEG5ABCC6L87 FREDDIE MAC REMICS 3137A0UA1 33434.200000 PA USD 31965.790000 0.0178847587 Long ABS-MBS USGSE US N 2 2040-02-15 Fixed 2.0 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 FREDDIE MAC WHOLE LOAN SECURITIES TRUST 3137G1BM8 51627.570000 PA USD 49485.040000 0.0276867239 Long ABS-MBS USGSE US N 2 2046-12-25 Variable 3.645 N N N N N N Freddie Mac Whole Loan Securities Trust 2017-SC02 N/A FREDDIE MAC WHOLE LOAN SECURITIES TRUST 2017-SC02 3137G1BY2 29775.010000 PA USD 27831.650000 0.0155717204 Long ABS-MBS USGSE US N 2 2047-05-25 Variable 3.867 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31385JJC3 22174.510000 PA USD 22758.520000 0.0127333202 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138E2GB5 51386.940000 PA USD 49570.000000 0.0277342587 Long ABS-MBS USGSE US N 2 2027-01-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138EGQ49 25627.780000 PA USD 25541.270000 0.0142902600 Long ABS-MBS USGSE US N 2 2041-07-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138EK3V5 14554.490000 PA USD 14068.380000 0.0078712143 Long ABS-MBS USGSE US N 2 2028-03-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402CVW9 70045.260000 PA USD 70815.400000 0.0396209930 Long ABS-MBS USGSE US N 2 2034-03-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402QTS0 7088.070000 PA USD 7206.750000 0.0040321539 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402QVG3 2614.250000 PA USD 2655.870000 0.0014859509 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402QWA5 39524.190000 PA USD 39337.080000 0.0220089722 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RDF3 4500.510000 PA USD 4575.870000 0.0025601848 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFT1 35807.970000 PA USD 35085.490000 0.0196302210 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RR92 64840.860000 PA USD 64661.880000 0.0361781180 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403C5R8 26168.770000 PA USD 26607.050000 0.0148865606 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DDX4 2432.420000 PA USD 2426.670000 0.0013577142 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DE70 526.790000 PA USD 535.620000 0.0002996777 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DQ69 4475.630000 PA USD 4519.770000 0.0025287971 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 4.959 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DWK1 73120.730000 PA USD 74346.850000 0.0415968282 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403VLM9 5277.180000 PA USD 5196.980000 0.0029076939 Long ABS-MBS USGSE US N 2 2034-01-01 Variable 4.03 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31406AUU4 1092.980000 PA USD 1088.370000 0.0006089396 Long ABS-MBS USGSE US N 2 2034-12-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31407CB71 839.590000 PA USD 821.650000 0.0004597106 Long ABS-MBS USGSE US N 2 2035-07-01 Variable 5.241 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408BQC5 1554.550000 PA USD 1530.260000 0.0008561756 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.142 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408DT95 4891.160000 PA USD 4825.790000 0.0027000143 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.499 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408DVP6 1749.840000 PA USD 1708.490000 0.0009558948 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.59 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408GJG3 600.760000 PA USD 591.170000 0.0003307578 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 4.145 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140Q9NZ2 10624.160000 PA USD 9923.820000 0.0055523460 Long ABS-MBS USGSE US N 2 2048-08-01 Fixed 4.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140Q9XM0 227084.870000 PA USD 212426.680000 0.1188520577 Long ABS-MBS USGSE US N 2 2048-10-01 Fixed 4.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140QCCH7 45936.940000 PA USD 41371.080000 0.0231469888 Long ABS-MBS USGSE US N 2 2049-11-01 Fixed 4.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140QCLD6 7583.630000 PA USD 6837.460000 0.0038255373 Long ABS-MBS USGSE US N 2 2049-12-01 Fixed 4.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140QCXQ4 24815.300000 PA USD 23164.660000 0.0129605542 Long ABS-MBS USGSE US N 2 2050-01-01 Fixed 4.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140QM4V3 190520.850000 PA USD 151824.860000 0.0849455305 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140QSQH7 141606.870000 PA USD 140130.120000 0.0784023603 Long ABS-MBS USGSE US N 2 2053-07-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3140QST84 1264181.370000 PA USD 1250997.840000 0.6999293471 Long ABS-MBS USGSE US N 2 2053-08-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31410GGR8 2816.410000 PA USD 2863.640000 0.0016021976 Long ABS-MBS USGSE US N 2 2037-05-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31410KGP3 2590.220000 PA USD 2633.650000 0.0014735189 Long ABS-MBS USGSE US N 2 2037-03-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31410KJR6 19323.690000 PA USD 19290.210000 0.0107928117 Long ABS-MBS USGSE US N 2 2038-06-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31410KJY1 3022.070000 PA USD 3072.010000 0.0017187799 Long ABS-MBS USGSE US N 2 2038-05-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31410LAE2 2.470000 PA USD 2.460000 0.0000013764 Long ABS-MBS USGSE US N 2 2025-01-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31410LBR2 16429.560000 PA USD 16637.160000 0.0093084386 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31411DUV9 859.070000 PA USD 852.310000 0.0004768648 Long ABS-MBS USGSE US N 2 2036-12-01 Variable 4.29 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31411ETV9 1313.250000 PA USD 1331.300000 0.0007448582 Long ABS-MBS USGSE US N 2 2037-01-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31411HJ35 1655.290000 PA USD 1628.080000 0.0009109056 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 4.538 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31413MUF2 1294.610000 PA USD 1272.800000 0.0007121276 Long ABS-MBS USGSE US N 2 2037-09-01 Variable 5.905 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31413VJY4 12165.300000 PA USD 11882.170000 0.0066480367 Long ABS-MBS USGSE US N 2 2038-04-01 Variable 5.081 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31414DPA8 5774.220000 PA USD 5643.340000 0.0031574309 Long ABS-MBS USGSE US N 2 2038-05-01 Variable 5.2 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31415LL62 5975.930000 PA USD 6145.610000 0.0034384494 Long ABS-MBS USGSE US N 2 2038-08-01 Variable 6.103 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31416CA63 20802.720000 PA USD 21205.110000 0.0118641922 Long ABS-MBS USGSE US N 2 2032-12-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31416CKX3 121852.180000 PA USD 123965.480000 0.0693582952 Long ABS-MBS USGSE US N 2 2039-03-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418CS47 44916.230000 PA USD 39411.500000 0.0220506100 Long ABS-MBS USGSE US N 2 2048-01-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418DTQ5 104589.480000 PA USD 80191.300000 0.0448667795 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418EAQ3 59343.060000 PA USD 51107.360000 0.0285944068 Long ABS-MBS USGSE US N 2 2052-01-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418ED64 363156.000000 PA USD 300636.660000 0.1682052634 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418EE63 407239.050000 PA USD 374123.250000 0.2093207788 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 4.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418EGJ3 51700.900000 PA USD 46051.940000 0.0257659152 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418EGK0 269760.430000 PA USD 247789.280000 0.1386373209 Long ABS-MBS USGSE US N 2 2052-08-01 Fixed 4.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418EHJ2 535628.670000 PA USD 477112.740000 0.2669430737 Long ABS-MBS USGSE US N 2 2052-09-01 Fixed 4.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418EJ76 101960.100000 PA USD 96266.730000 0.0538609319 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31418MKV3 10025.740000 PA USD 10010.430000 0.0056008040 Long ABS-MBS USGSE US N 2 2039-01-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31419A3K1 15786.680000 PA USD 16039.540000 0.0089740721 Long ABS-MBS USGSE US N 2 2039-09-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31419AF69 29251.790000 PA USD 29135.790000 0.0163013826 Long ABS-MBS USGSE US N 2 2037-08-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31419AL70 11706.410000 PA USD 11892.410000 0.0066537659 Long ABS-MBS USGSE US N 2 2040-04-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31419ATJ6 554.840000 PA USD 541.310000 0.0003028612 Long ABS-MBS USGSE US N 2 2025-09-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31419AX44 111995.010000 PA USD 105800.580000 0.0591950909 Long ABS-MBS USGSE US N 2 2040-12-01 Fixed 4.5 N N N N N N Ellington Financial Mortgage Trust 2021-2 N/A ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 31572LAA4 211661.810000 PA USD 164813.600000 0.0922126895 Long ABS-MBS CORP US N 2 2066-06-25 Variable 0.931 N N N N N N Ellington Financial Mortgage Trust 2021-2 N/A ELLINGTON FINANCIAL MORTGAGE TRUST 2021-2 31572LAC0 61734.690000 PA USD 47670.660000 0.0266715840 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.291 N N N N N N Ellington Financial Mortgage Trust 2019-2 N/A ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 31573TAC2 19358.940000 PA USD 17559.480000 0.0098244737 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.046 N N N N N N Ellington Financial Mortgage Trust 2017-1 N/A ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 31574XAA6 29548.930000 PA USD 24166.430000 0.0135210414 Long ABS-MBS CORP US N 2 2066-02-25 Variable 0.797 N N N N N N Ellington Financial Mortgage Trust 2017-1 N/A ELLINGTON FINANCIAL MORTGAGE TRUST 2017-1 31574XAC2 29548.930000 PA USD 23981.420000 0.0134175289 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.106 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 FIDELITY NATIONAL INFORMATION SERVICES INC 31620MBQ8 130000.000000 PA USD 127064.210000 0.0710920249 Long DBT CORP US N 2 2024-03-01 Fixed 0.6 N N N N N N Fidelity National Information Services Inc 6WQI0GK1PRFVBA061U48 FIDELITY NATIONAL INFORMATION SERVICES INC 31620MBV7 135000.000000 PA USD 131621.760000 0.0736419597 Long DBT CORP US N 2 2025-07-15 Fixed 4.5 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 FIFTH THIRD BANCORP 316773DK3 95000.000000 PA USD 93767.570000 0.0524626598 Long DBT CORP US N 2 2029-07-27 Variable 6.339 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 FIFTH THIRD BANK NA 31677QBR9 250000.000000 PA USD 219075.750000 0.1225721914 Long DBT CORP US N 2 2027-02-01 Fixed 2.25 N N N N N N Fifth Third Bank NA QFROUN1UWUYU0DVIWD51 FIFTH THIRD BANK NA 31677QBT5 335000.000000 PA USD 329702.310000 0.1844674029 Long DBT CORP US N 2 2025-10-27 Variable 5.852 N N N N N N Finance of America HECM Buyout 2022-HB2 N/A FINANCE OF AMERICA HECM BUYOUT 2022-HB2 317380AA1 247291.220000 PA USD 239354.750000 0.1339182279 Long ABS-MBS CORP US N 2 2032-08-01 Variable 4.0 N N N N N N First American Financial Corp 549300B6VEZK3N0A1P55 FIRST AMERICAN FINANCIAL CORP 31847RAF9 450000.000000 PA USD 441968.400000 0.2472799263 Long DBT CORP US N 2 2024-11-15 Fixed 4.6 N N N N N N FirstKey Homes 2020-SFR2 Trust N/A FIRSTKEY HOMES 2020-SFR2 TRUST 33767JAG7 315000.000000 PA USD 286076.980000 0.1600591683 Long ABS-O CORP US N 2 2037-10-19 Fixed 1.968 N N N N N N FirstKey Homes 2020-SFR1 Trust N/A FIRSTKEY HOMES 2020-SFR1 TRUST 33767MAG0 500000.000000 PA USD 457510.450000 0.2559756542 Long ABS-O CORP US N 2 2037-08-17 Fixed 2.241 N N N N N N Flagstar Mortgage Trust 2021-5INV N/A FLAGSTAR MORTGAGE TRUST 2021-5INV 33851PAE5 189950.900000 PA USD 160311.400000 0.0896937228 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.5 N N N N N N Flagstar Mortgage Trust 2020-1NV N/A FLAGSTAR MORTGAGE TRUST 2020-1NV 33851YAL0 134380.510000 PA USD 124201.210000 0.0694901854 Long ABS-MBS CORP US N 2 2050-03-25 Floating 6.0 N N N N N N Ford Credit Auto Owner Trust 2023-A N/A FORD CREDIT AUTO OWNER TRUST 2023-A 344928AF3 410000.000000 PA USD 399277.390000 0.2233944408 Long ABS-O CORP US N 2 2029-01-15 Fixed 5.07 N N N N N N Ford Credit Auto Lease Trust 2023-A N/A FORD CREDIT AUTO LEASE TRUST 2023-A 345287AG1 100000.000000 PA USD 97683.310000 0.0546535039 Long ABS-O CORP US N 2 2026-12-15 Fixed 5.54 N N N N N N Ford Credit Auto Lease Trust 2022-A N/A FORD CREDIT AUTO LEASE TRUST 2022-A 34528LAG0 465000.000000 PA USD 453519.010000 0.2537424561 Long ABS-O CORP US N 2 2025-10-15 Fixed 4.18 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 34528QHY3 115000.000000 PA USD 112517.560000 0.0629532201 Long ABS-O CORP US N 2 2028-05-15 Fixed 5.75 N N N N N N Ford Credit Floorplan Master Owner Trust A 5493001DTG5N7T8BG747 FORD CREDIT FLOORPLAN MASTER OWNER TRUST A 34528QHZ0 135000.000000 PA USD 132014.100000 0.0738614727 Long ABS-O CORP US N 2 2028-05-15 Fixed 6.62 N N N N N N Ford Credit Auto Lease Trust 2023-B N/A FORD CREDIT AUTO LEASE TRUST 2023-B 34529NAF7 70000.000000 PA USD 69953.380000 0.0391386955 Long ABS-O CORP US N 2 2027-02-15 Fixed 6.2 N N N N N N Ford Credit Auto Lease Trust 2023-B N/A FORD CREDIT AUTO LEASE TRUST 2023-B 34529NAG5 135000.000000 PA USD 134759.400000 0.0753974594 Long ABS-O CORP US N 2 2027-04-15 Fixed 6.43 N N N N N N Ford Credit Auto Owner Trust 2020-REV1 N/A FORD CREDIT AUTO OWNER TRUST 2020-REV1 34531NAC0 210000.000000 PA USD 198859.840000 0.1112614535 Long ABS-O CORP US N 2 2031-08-15 Fixed 2.29 N N N N N N Ford Credit Auto Owner Trust 2020-REV2 N/A FORD CREDIT AUTO OWNER TRUST 2020-REV2 34532JAC8 145000.000000 PA USD 131639.340000 0.0736517957 Long ABS-O CORP US N 2 2033-04-15 Fixed 1.74 N N N N N N Fortinet Inc 549300O0QJWDBAS0QX03 FORTINET INC 34959EAA7 160000.000000 PA USD 143250.240000 0.0801480576 Long DBT CORP US N 2 2026-03-15 Fixed 1.0 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA5 5493000ISU5NYXNHD479 FREDDIE MAC STACR REMIC TRUST 2021-DNA5 35564KHE2 73775.300000 PA USD 73706.220000 0.0412383977 Long ABS-MBS USGSE US N 2 2034-01-25 Floating 6.965 N N N N N N Freddie Mac STACR REMIC Trust 2021-DNA7 5493000ISOMSKCX2AW62 FREDDIE MAC STACR REMIC TRUST 2021-DNA7 35564KMH9 90000.000000 PA USD 87890.400000 0.0491744017 Long ABS-MBS USGSE US N 2 2041-11-25 Floating 7.115 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA1 5493000ISBDRXIMCHZ70 FREDDIE MAC STACR REMIC TRUST 2022-DNA1 35564KPU7 146766.720000 PA USD 145397.330000 0.0813493477 Long ABS-MBS USGSE US N 2 2042-01-25 Floating 6.315 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA5 5493000IS349P4O9HR58 FREDDIE MAC STACR REMIC TRUST 2022-DNA5 35564KYN3 248810.080000 PA USD 255225.050000 0.1427976107 Long ABS-MBS USGSE US N 2 2042-06-25 Floating 8.265 N N N N N N GATX Corp 549300IHYHCQP2PIR591 GATX CORP 361448AY9 342000.000000 PA USD 315875.300000 0.1767312344 Long DBT CORP US N 2 2026-09-15 Fixed 3.25 N N N N N N GATX Corp 549300IHYHCQP2PIR591 GATX CORP 361448BD4 360000.000000 PA USD 358557.840000 0.2006119809 Long DBT CORP US N 2 2024-02-15 Fixed 4.35 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179TG33 664200.690000 PA USD 570320.720000 0.3190926446 Long ABS-MBS USGA US N 2 2047-09-20 Fixed 3.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179TLV5 49363.230000 PA USD 47574.190000 0.0266176093 Long ABS-MBS USGA US N 2 2047-11-20 Fixed 5.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179TUE3 27650.750000 PA USD 27527.740000 0.0154016837 Long ABS-MBS USGA US N 2 2048-03-20 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179UPD8 7955.860000 PA USD 7856.750000 0.0043958269 Long ABS-MBS USGA US N 2 2049-03-20 Fixed 5.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179VV31 29854.070000 PA USD 27199.830000 0.0152182191 Long ABS-MBS USGA US N 2 2050-10-20 Fixed 4.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179WY85 20080.960000 PA USD 15875.970000 0.0088825552 Long ABS-MBS USGA US N 2 2052-03-20 Fixed 2.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179XBS4 786848.270000 PA USD 689355.410000 0.3856921783 Long ABS-MBS USGA US N 2 2052-07-20 Fixed 3.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179XFG6 71755.170000 PA USD 64657.910000 0.0361758968 Long ABS-MBS USGA US N 2 2052-09-20 Fixed 4.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179XHX7 96270.780000 PA USD 86748.720000 0.0485356353 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36179XHY5 610272.500000 PA USD 563957.170000 0.3155322584 Long ABS-MBS USGA US N 2 2052-10-20 Fixed 4.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202EBU2 2807.700000 PA USD 2755.420000 0.0015416488 Long ABS-MBS USGA US N 2 2034-12-20 Fixed 5.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202EGC7 2008.690000 PA USD 1971.290000 0.0011029305 Long ABS-MBS USGA US N 2 2035-12-20 Fixed 5.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202EGN3 1377.930000 PA USD 1352.250000 0.0007565796 Long ABS-MBS USGA US N 2 2036-01-20 Fixed 5.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202EH36 1707.250000 PA USD 1675.420000 0.0009373922 Long ABS-MBS USGA US N 2 2036-05-20 Fixed 5.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202FCP9 63794.840000 PA USD 62604.530000 0.0350270371 Long ABS-MBS USGA US N 2 2039-11-20 Fixed 5.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202FEJ1 3009.430000 PA USD 2942.180000 0.0016461404 Long ABS-MBS USGA US N 2 2040-02-20 Fixed 5.0 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202FQ82 105915.490000 PA USD 103938.260000 0.0581531288 Long ABS-MBS USGA US N 2 2041-03-20 Fixed 5.0 N N N N N N GTP Acquisition Partners I LLC N/A GTP ACQUISITION PARTNERS I LLC 36246MAU3 465000.000000 PA USD 445176.490000 0.2490748425 Long DBT CORP US N 2 2025-06-16 Fixed 3.482 N N N N N N GS Mortgage-Backed Securities Trust 2022-GR2 N/A GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 36250BAE6 3742.880000 PA USD 3719.490000 0.0020810429 Long ABS-MBS CORP US N 2 2044-07-25 Variable 3.928 N N N N N N GM Financial Automobile Leasing Trust 2023-1 254900DSTG5GSVOBDN09 GM FINANCIAL AUTOMOBILE LEASING TRUST 2023-1 362541AG9 270000.000000 PA USD 265706.620000 0.1486620161 Long ABS-O CORP US N 2 2027-01-20 Fixed 5.76 N N N N N N GM Financial Consumer Automobile Receivables Trust 2020-2 N/A GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-2 36258VAD6 112.100000 PA USD 111.970000 0.0000626469 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.49 N N N N N N GM Financial Consumer Automobile Receivables Trust 2020-4 N/A GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2020-4 36260KAF1 105000.000000 PA USD 100253.180000 0.0560913381 Long ABS-O CORP US N 2 2026-05-18 Fixed 1.05 N N N N N N GS Mortgage-Backed Securities Trust 2021-GR2 N/A GS MORTGAGE-BACKED SECURITIES TRUST 2021-GR2 36262JAF2 206809.380000 PA USD 173854.550000 0.0972710726 Long ABS-MBS CORP US N 2 2052-02-25 Variable 2.5 N N N N N N GS Mortgage Securities Corp Trust 2021-ROSS N/A GS MORTGAGE SECURITIES CORP TRUST 2021-ROSS 36264YAE0 160000.000000 PA USD 134576.740000 0.0752952617 Long ABS-MBS CORP US N 2 2026-05-15 Floating 7.047 N N N N N N GS Mortgage-Backed Securities Trust 2022-GR1 N/A GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR1 36266TAJ8 420582.450000 PA USD 350779.890000 0.1962602424 Long ABS-MBS CORP US N 2 2052-06-25 Variable 2.5 N N N N N N Galton Funding Mortgage Trust 2017-1 N/A GALTON FUNDING MORTGAGE TRUST 2017-1 36417JAS8 39087.610000 PA USD 34026.790000 0.0190378817 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.5 N N N N N N Galton Funding Mortgage Trust 2020-H1 N/A GALTON FUNDING MORTGAGE TRUST 2020-H1 36418HAD4 380000.000000 PA USD 274479.660000 0.1535705043 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.832 N N N N N N Galton Funding Mortgage Trust 2019-1 N/A GALTON FUNDING MORTGAGE TRUST 2019-1 36418WAG4 12964.400000 PA USD 12108.110000 0.0067744494 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.5 N N N N N N Galton Funding Mortgage Trust 2019-1 N/A GALTON FUNDING MORTGAGE TRUST 2019-1 36418WAQ2 19851.740000 PA USD 18102.830000 0.0101284763 Long ABS-MBS CORP US N 2 2059-02-25 Variable 4.0 N N N N N N Galton Funding Mortgage Trust 2019-H1 N/A GALTON FUNDING MORTGAGE TRUST 2019-H1 36418XAD9 230000.000000 PA USD 209086.150000 0.1169830417 Long ABS-MBS CORP US N 2 2059-10-25 Variable 3.339 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO INC 37045XCV6 485000.000000 PA USD 463637.210000 0.2594035571 Long DBT CORP US N 2 2025-02-26 Fixed 2.9 N N N N N N General Motors Financial Co Inc 5493008B6JBRUJ90QL97 GENERAL MOTORS FINANCIAL CO INC 37045XEF9 135000.000000 PA USD 132070.640000 0.0738931067 Long DBT CORP US N 2 2026-04-06 Fixed 5.4 N N N N N N Genuine Parts Co 549300D46DQVEU651W04 GENUINE PARTS CO 372460AB1 105000.000000 PA USD 99034.320000 0.0554093898 Long DBT CORP US N 2 2025-02-01 Fixed 1.75 N N N N N N GM Financial Automobile Leasing Trust 2022-3 N/A GM FINANCIAL AUTOMOBILE LEASING TRUST 2022-3 380130AG9 615000.000000 PA USD 603278.350000 0.3375323347 Long ABS-O CORP US N 2 2026-08-20 Fixed 5.13 N N N N N N GM Financial Consumer Automobile Receivables Trust 2023-1 N/A GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2023-1 38013JAF0 40000.000000 PA USD 39075.930000 0.0218628596 Long ABS-O CORP US N 2 2028-09-18 Fixed 5.03 N N N N N N Golden State Tobacco Securitization Corp N/A GOLDEN STATE TOBACCO SECURITIZATION CORP 38122NC34 200000.000000 PA USD 194402.360000 0.1087675075 Long DBT MUN US N 2 2024-06-01 Fixed 1.711 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE 38141GXJ8 250000.000000 PA USD 240176.750000 0.1343781343 Long DBT CORP US N 2 2025-04-01 Fixed 3.5 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE 38141GYL2 325000.000000 PA USD 322591.430000 0.1804888879 Long DBT CORP US N 2 2024-10-21 Variable 0.925 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE 38141GZH0 265000.000000 PA USD 260749.930000 0.1458887637 Long DBT CORP US N 2 2025-01-24 Variable 1.757 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE 38141GZU1 210000.000000 PA USD 197947.680000 0.1107511028 Long DBT CORP US N 2 2028-08-23 Variable 4.482 N N N N N N Goldman Sachs Group Inc/The 784F5XWPLTWKTBV3E584 GOLDMAN SACHS GROUP INC/THE 38145GAM2 390000.000000 PA USD 386108.190000 0.2160263149 Long DBT CORP US N 2 2026-08-10 Variable 5.798 N N N N N N Gray Oak Pipeline LLC N/A GRAY OAK PIPELINE LLC 38937LAC5 105000.000000 PA USD 96828.800000 0.0541754083 Long DBT CORP US N 2 2025-10-15 Fixed 2.6 N N N N N N Great Wolf Trust 2019-WOLF N/A GREAT WOLF TRUST 2019-WOLF 39152TAA8 325000.000000 PA USD 323349.620000 0.1809130929 Long ABS-MBS CORP US N 2 2036-12-15 Floating 6.48 N N N N N N Great Wolf Trust 2019-WOLF N/A GREAT WOLF TRUST 2019-WOLF 39152TAJ9 390000.000000 PA USD 385309.350000 0.2155793664 Long ABS-MBS CORP US N 2 2036-12-15 Floating 7.079 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA INC 404119BR9 165000.000000 PA USD 162937.500000 0.0911630175 Long DBT CORP US N 2 2025-02-01 Fixed 5.375 N N N N N N HCA Inc L3CJ6J7LJ2DX62FTXD46 HCA INC 404119CH0 260000.000000 PA USD 236159.820000 0.1321306747 Long DBT CORP US N 2 2027-03-15 Fixed 3.125 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 404280AP4 200000.000000 PA USD 198051.800000 0.1108093576 Long DBT CORP GB N 2 2024-03-14 Fixed 4.25 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 404280CG2 375000.000000 PA USD 349149.000000 0.1953477646 Long DBT CORP GB N 2 2026-06-04 Variable 2.099 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 HSBC HOLDINGS PLC 404280CW7 200000.000000 PA USD 198264.800000 0.1109285305 Long DBT CORP GB N 2 2024-11-22 Variable 1.162 N N N N N N HPEFS Equipment Trust 2021-2 N/A HPEFS EQUIPMENT TRUST 2021-2 40441JAF8 160000.000000 PA USD 153157.730000 0.0856912670 Long ABS-O CORP US N 2 2029-03-20 Fixed 1.29 N N N N N N HPEFS Equipment Trust 2023-1 N/A HPEFS EQUIPMENT TRUST 2023-1 40443DAE2 100000.000000 PA USD 99994.780000 0.0559467641 Long ABS-O CORP US N 2 2028-04-20 Fixed 5.91 N N N N N N Hardee s Funding LLC N/A HARDEE'S FUNDING LLC 411707AD4 199500.000000 PA USD 187991.240000 0.1051805060 Long ABS-O CORP US N 2 2048-06-20 Fixed 4.959 N N N N N N Health Care Service Corp A Mutual Legal Reserve Co 549300TMJ1FKCKECR148 HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO 42218SAD0 325000.000000 PA USD 301003.300000 0.1684103973 Long DBT CORP US N 2 2025-06-01 Fixed 1.5 N N N N N N Hilton Grand Vacations Trust 2017-A N/A HILTON GRAND VACATIONS TRUST 2017-A 43283AAA3 26232.160000 PA USD 26131.590000 0.0146205422 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.66 N N N N N N Hilton Grand Vacations Trust 2017-A N/A HILTON GRAND VACATIONS TRUST 2017-A 43283AAB1 9124.230000 PA USD 9080.590000 0.0050805615 Long ABS-O CORP US N 2 2028-12-26 Fixed 2.96 N N N N N N Hilton Grand Vacations Trust 2022-1D N/A HILTON GRAND VACATIONS TRUST 2022-1D 43283BAA1 70435.730000 PA USD 66489.350000 0.0372005817 Long ABS-O CORP US N 2 2034-06-20 Fixed 3.61 N N N N N N Hilton Grand Vacations Trust 2023-1 N/A HILTON GRAND VACATIONS TRUST 2023-1 432917AB8 373119.690000 PA USD 371548.450000 0.2078801863 Long ABS-O CORP US N 2 2038-01-25 Fixed 6.11 N N N N N N Hilton Grand Vacations Trust 2023-1 N/A HILTON GRAND VACATIONS TRUST 2023-1 432917AC6 96914.210000 PA USD 96583.410000 0.0540381134 Long ABS-O CORP US N 2 2038-01-25 Fixed 6.94 N N N N N N HPEFS Equipment Trust 2023-2 N/A HPEFS EQUIPMENT TRUST 2023-2 44328UAE6 100000.000000 PA USD 100069.050000 0.0559883180 Long ABS-O CORP US N 2 2031-01-21 Fixed 6.48 N N N N N N HPEFS Equipment Trust 2023-2 N/A HPEFS EQUIPMENT TRUST 2023-2 44328UAF3 100000.000000 PA USD 100153.430000 0.0560355283 Long ABS-O CORP US N 2 2031-07-21 Fixed 6.97 N N N N N N Humana Inc 529900YLDW34GJAO4J06 HUMANA INC 444859BD3 180000.000000 PA USD 176408.460000 0.0986999772 Long DBT CORP US N 2 2024-10-01 Fixed 3.85 N N N N N N Humana Inc 529900YLDW34GJAO4J06 HUMANA INC 444859BM3 145000.000000 PA USD 142280.380000 0.0796054240 Long DBT CORP US N 2 2025-04-01 Fixed 4.5 N N N N N N Humana Inc 529900YLDW34GJAO4J06 HUMANA INC 444859BQ4 90000.000000 PA USD 78401.250000 0.0438652522 Long DBT CORP US N 2 2027-02-03 Fixed 1.35 N N N N N N Humana Inc 529900YLDW34GJAO4J06 HUMANA INC 444859BU5 85000.000000 PA USD 85153.600000 0.0476431707 Long DBT CORP US N 2 2028-03-01 Fixed 5.75 N N N N N N Huntington National Bank/The 2WHM8VNJH63UN14OL754 HUNTINGTON NATIONAL BANK/THE 44644MAH4 250000.000000 PA USD 244639.500000 0.1368750289 Long DBT CORP US N 2 2025-11-18 Variable 5.699 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 44891ABR7 160000.000000 PA USD 157759.680000 0.0882660435 Long DBT CORP US N 2 2024-01-08 Fixed 0.8 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 44891ABV8 80000.000000 PA USD 77155.600000 0.0431683149 Long DBT CORP US N 2 2024-06-14 Fixed 0.875 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 44891ABY2 110000.000000 PA USD 104835.390000 0.0586550702 Long DBT CORP US N 2 2024-09-17 Fixed 1.0 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 44891ACB1 120000.000000 PA USD 118481.880000 0.0662902383 Long DBT CORP US N 2 2026-03-30 Fixed 5.5 N N N N N N Hyundai Capital America 549300RIPPWJB5Z0FK07 HYUNDAI CAPITAL AMERICA 44891ACD7 160000.000000 PA USD 156331.520000 0.0874669925 Long DBT CORP US N 2 2028-03-30 Fixed 5.6 N N N N N N Hyundai Capital Services Inc 549300MALMDAGL2ZJJ27 HYUNDAI CAPITAL SERVICES INC 44920UAS7 200000.000000 PA USD 188290.420000 0.1053478963 Long DBT CORP KR N 2 2025-04-24 Fixed 2.125 N N N N N N Hyundai Auto Receivables Trust 2020-B N/A HYUNDAI AUTO RECEIVABLES TRUST 2020-B 44933FAF3 175000.000000 PA USD 168576.560000 0.0943180538 Long ABS-O CORP US N 2 2026-12-15 Fixed 1.6 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 IMPERIAL BRANDS FINANCE PLC 45262BAA1 730000.000000 PA USD 709954.200000 0.3972171364 Long DBT CORP GB N 2 2024-07-26 Fixed 3.125 N N N N N N Imperial Fund Mortgage Trust 2021-NQM2 N/A IMPERIAL FUND MORTGAGE TRUST 2021-NQM2 452761AC3 104138.010000 PA USD 78239.820000 0.0437749326 Long ABS-MBS CORP US N 2 2056-09-01 Variable 1.516 N N N N N N Imperial Fund Mortgage Trust 2022-NQM4 N/A IMPERIAL FUND MORTGAGE TRUST 2022-NQM4 45276NAA9 342806.580000 PA USD 324264.070000 0.1814247248 Long ABS-MBS CORP US N 2 2067-06-25 Variable 4.767 N N N N N N Imperial Brands Finance PLC 2138008L3B3MCG1DFS50 IMPERIAL BRANDS FINANCE PLC 453140AF2 200000.000000 PA USD 192651.000000 0.1077876271 Long DBT CORP GB N 2 2025-07-21 Fixed 4.25 N N N N N N ING Groep NV 549300NYKK9MWM7GGW15 ING GROEP NV 456837BF9 200000.000000 PA USD 199243.600000 0.1114761660 Long DBT CORP NL N 2 2027-09-11 Variable 6.083 N N N N N N Intel Corp KNX4USFCNGPY45LOCE31 INTEL CORP 458140CD0 180000.000000 PA USD 177756.840000 0.0994543915 Long DBT CORP US N 2 2026-02-10 Fixed 4.875 N N N N N N Intuit Inc VI90HBPH7XSFMB9E4M29 INTUIT INC 46124HAE6 915000.000000 PA USD 913525.020000 0.5111143683 Long DBT CORP US N 2 2026-09-15 Fixed 5.25 N N N N N N JP Morgan Chase Commercial Mortgage Securities Trust 2019-BKWD N/A JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-BKWD 46591JAJ5 355000.000000 PA USD 278456.500000 0.1557955338 Long ABS-MBS CORP US N 2 2029-09-15 Floating 7.547 N N N N N N JP Morgan Mortgage Trust 2020-INV1 N/A JP MORGAN MORTGAGE TRUST 2020-INV1 46591VBH1 96520.010000 PA USD 82353.260000 0.0460763893 Long ABS-MBS CORP US N 2 2050-08-25 Variable 3.5 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 46647PBK1 460000.000000 PA USD 430635.440000 0.2409391709 Long DBT CORP US N 2 2026-04-22 Variable 2.083 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 46647PCF1 75000.000000 PA USD 74463.300000 0.0416619816 Long DBT CORP US N 2 2027-04-22 Floating 6.259113 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 46647PCH7 225000.000000 PA USD 217503.450000 0.1216924945 Long DBT CORP US N 2 2025-06-01 Variable 0.824 N N N N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 JPMORGAN CHASE & CO 46647PCZ7 440000.000000 PA USD 426848.840000 0.2388205801 Long DBT CORP US N 2 2026-04-26 Variable 4.08 N N N N N N Jabil Inc 5493000CGCQY2OQU7669 JABIL INC 4/2 144A CP 6.0800 20231020 000000000 475000.000000 PA USD 473266.840000 0.2647913048 Long DBT CORP US N 2 2023-10-20 None 0.0 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M N/A J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M 46652RAG9 255000.000000 PA USD 228059.660000 0.1275986607 Long ABS-MBS CORP US N 2 2033-10-15 Floating 7.217 N N N N N N J.P. Morgan Chase Commercial Mortgage Securities Trust 2020-609M N/A J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2020-609M 46652RAJ3 210000.000000 PA USD 172200.000000 0.0963453571 Long ABS-MBS CORP US N 2 2033-10-15 Floating 7.617 N N N N N N Jackson Financial Inc 213800WXW2KG1N4CO374 JACKSON FINANCIAL INC 46817MAJ6 270000.000000 PA USD 267917.760000 0.1498991420 Long DBT CORP US N 2 2023-11-22 Fixed 1.125 N N N N N N Jackson National Life Global Funding 635400PQXLYXWJI5QD78 JACKSON NATIONAL LIFE GLOBAL FUNDING 46849LUV1 290000.000000 PA USD 271852.670000 0.1521007117 Long DBT CORP US N 2 2025-01-12 Fixed 1.75 N N N N N N JDE Peet s NV 724500EHG519SE5ZRT89 JDE PEET'S NV 47216QAA1 150000.000000 PA USD 142295.250000 0.0796137437 Long DBT CORP NL N 2 2024-09-24 Fixed 0.8 N N N N N N JPMorgan Chase Bank NA - CACLN N/A JPMORGAN CHASE BANK NA - CACLN 48128U2P3 52873.750000 PA USD 51297.840000 0.0287009797 Long ABS-O CORP US N 2 2028-12-26 Fixed 1.138 N N N N N N KKR CLO 29 Ltd 5493000WWM0GGYYSIJ83 KKR CLO 29 LTD 48254GAA4 250000.000000 PA USD 249867.350000 0.1397999945 Long ABS-CBDO CORP KY N 2 2032-01-15 Floating 6.77 N N N N N N KIND Trust 2021-KIND N/A KIND TRUST 2021-KIND 482606AL4 243242.010000 PA USD 229896.030000 0.1286261039 Long ABS-MBS CORP US N 2 2038-08-15 Floating 7.196 N N N N N N KT Corp 9884005ACF8449EANY26 KT CORP 48268KAG6 450000.000000 PA USD 436531.910000 0.2442382273 Long DBT CORP KR N 2 2025-08-08 Fixed 4.0 N N N N N N Kenvue Inc 5493008HSF8L4M2LIJ82 KENVUE INC 49177JAC6 115000.000000 PA USD 114397.290000 0.0640049231 Long DBT CORP US N 2 2026-03-22 Fixed 5.35 N N N N N N Kimco Realty OP LLC 549300EA7I6T15IBYS12 KIMCO REALTY OP LLC 49446RAR0 465000.000000 PA USD 457935.260000 0.2562133341 Long DBT CORP US N 2 2024-03-01 Fixed 2.7 N N N N N N Korea Electric Power Corp 988400QG33WS7JEIV602 KOREA ELECTRIC POWER CORP 500631AZ9 450000.000000 PA USD 447717.130000 0.2504963226 Long DBT NUSS KR N 2 2026-07-31 Fixed 5.375 N N N N N N Korea Hydro & Nuclear Power Co Ltd 9884008CRY5MLCN8OQ43 KOREA HYDRO & NUCLEAR POWER CO LTD 50064YAQ6 490000.000000 PA USD 470243.430000 0.2630997164 Long DBT NUSS KR N 2 2027-07-27 Fixed 4.25 N N N N N N Korea Housing Finance Corp 9884002AAOBT56QW9B80 KOREA HOUSING FINANCE CORP 50065RAK3 440000.000000 PA USD 425066.350000 0.2378232826 Long DBT NUSS KR N 2 2028-02-24 Fixed 4.625 N N N N N N LSEGA Financing PLC 2138009YFYTGEHZNNZ09 LSEGA FINANCING PLC 50220PAA1 320000.000000 PA USD 310457.600000 0.1737000483 Long DBT CORP GB N 2 2024-04-06 Fixed 0.65 N N N N N N LYB International Finance III LLC N/A LYB INTERNATIONAL FINANCE III LLC 50249AAF0 177000.000000 PA USD 160948.930000 0.0900504189 Long DBT CORP US N 2 2025-10-01 Fixed 1.25 N N N N N N LeasePlan Corp NV 724500C60L930FVHS484 LEASEPLAN CORP NV 52206AAD2 400000.000000 PA USD 383864.800000 0.2147711453 Long DBT CORP NL N 2 2024-10-24 Fixed 2.875 N N N N N N Lowe s Cos Inc WAFCR4OKGSC504WU3E95 LOWE'S COS INC 548661EG8 80000.000000 PA USD 74469.600000 0.0416655064 Long DBT CORP US N 2 2027-04-01 Fixed 3.35 N N N N N N Lowe s Cos Inc WAFCR4OKGSC504WU3E95 LOWE'S COS INC 548661EK9 305000.000000 PA USD 298026.480000 0.1667448759 Long DBT CORP US N 2 2025-09-08 Fixed 4.4 N N N N N N Lowe s Cos Inc WAFCR4OKGSC504WU3E95 LOWE'S COS INC 548661EP8 175000.000000 PA USD 171767.400000 0.0961033187 Long DBT CORP US N 2 2026-04-01 Fixed 4.8 N N N N N N LSTAR Commercial Mortgage Trust 2017-5 N/A LSTAR COMMERCIAL MORTGAGE TRUST 2017-5 54910TAL6 145000.000000 PA USD 127850.230000 0.0715318006 Long ABS-MBS CORP US N 2 2050-03-10 Fixed 4.021 N N N N N N MFA 2021-INV1 Trust N/A MFA 2021-INV1 TRUST 552747AA5 48441.370000 PA USD 43166.460000 0.0241514983 Long ABS-MBS CORP US N 2 2056-01-25 Variable 0.852 N N N N N N MFA 2021-NQM2 Trust N/A MFA 2021-NQM2 TRUST 55283WAB7 51315.090000 PA USD 42129.160000 0.0235711322 Long ABS-MBS CORP US N 2 2064-11-25 Variable 1.317 N N N N N N MVW Owner Trust 2017-1 N/A MVW OWNER TRUST 2017-1 553896AB7 9319.910000 PA USD 9095.730000 0.0050890323 Long ABS-O CORP US N 2 2034-12-20 Fixed 2.75 N N N N N N MVW Owner Trust 2017-1 N/A MVW OWNER TRUST 2017-1 553896AC5 15377.850000 PA USD 14963.640000 0.0083721094 Long ABS-O CORP US N 2 2034-12-20 Fixed 2.99 N N N N N N MVW 2021-1W LLC N/A MVW 2021-1W LLC 55389TAB7 41218.350000 PA USD 37148.450000 0.0207844406 Long ABS-O CORP US N 2 2041-01-22 Fixed 1.44 N N N N N N MVW 2020-1 LLC N/A MVW 2020-1 LLC 55400EAA7 86852.000000 PA USD 79950.400000 0.0447319967 Long ABS-O CORP US N 2 2037-10-20 Fixed 1.74 N N N N N N MVW 2020-1 LLC N/A MVW 2020-1 LLC 55400EAB5 114821.290000 PA USD 106902.850000 0.0598118075 Long ABS-O CORP US N 2 2037-10-20 Fixed 2.73 N N N N N N Madison Park Funding XXXVII Ltd N/A MADISON PARK FUNDING XXXVII LTD 55817EAN6 465000.000000 PA USD 463137.140000 0.2591237696 Long ABS-CBDO CORP KY N 2 2033-07-15 Floating 6.64 N N N N N N Madison Park Funding XXXIII Ltd N/A MADISON PARK FUNDING XXXIII LTD 55819JAN3 485000.000000 PA USD 481427.380000 0.2693571012 Long ABS-CBDO CORP KY N 2 2032-10-15 Floating 6.598 N N N N N N Madison Park Funding XXXV Ltd N/A MADISON PARK FUNDING XXXV LTD 55819MAN6 455000.000000 PA USD 453431.660000 0.2536935841 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 6.578 N N N N N N Madison Park Funding XXIII Ltd N/A MADISON PARK FUNDING XXIII LTD 55820TAJ7 278526.370000 PA USD 277109.620000 0.1550419587 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 6.589 N N N N N N Madison Park Funding XXIII Ltd N/A MADISON PARK FUNDING XXIII LTD 55820TAL2 250000.000000 PA USD 248525.830000 0.1390494183 Long ABS-CBDO CORP KY N 2 2031-07-27 Floating 7.169 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC 55903VBA0 700000.000000 PA USD 645283.800000 0.3610342515 Long DBT CORP US N 2 2027-03-15 Fixed 3.755 N N N N N N Warnermedia Holdings Inc 549300DXR29GD4N0A520 WARNERMEDIA HOLDINGS INC 55903VBG7 125000.000000 PA USD 124745.630000 0.0697947867 Long DBT CORP US N 2 2026-03-15 Fixed 6.412 N N N N N N Magnetite XXV Ltd 549300WFCL37N4TDUR08 MAGNETITE XXV LTD 55955GAA1 500000.000000 PA USD 499498.700000 0.2794679477 Long ABS-CBDO CORP KY N 2 2032-01-25 Floating 6.813 N N N N N N Mars Inc 54930073HKEO6GZBSS03 MARS INC 571676AT2 355000.000000 PA USD 343215.070000 0.1920277495 Long DBT CORP US N 2 2028-04-20 Fixed 4.55 N N N N N N Marsh & McLennan Cos Inc 549300XMP3KDCKJXIU47 MARSH & MCLENNAN COS INC 571748AZ5 45000.000000 PA USD 43105.500000 0.0241173913 Long DBT CORP US N 2 2026-03-14 Fixed 3.75 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL INC/MD 571900BB4 425000.000000 PA USD 418803.500000 0.2343192378 Long DBT CORP US N 2 2024-04-15 Fixed 3.6 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL INC/MD 571903AW3 55000.000000 PA USD 53009.660000 0.0296587376 Long DBT CORP US N 2 2025-03-15 Fixed 3.75 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL INC/MD 571903BD4 55000.000000 PA USD 54904.470000 0.0307188779 Long DBT CORP US N 2 2025-05-01 Fixed 5.75 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL INC/MD 571903BL6 55000.000000 PA USD 52446.240000 0.0293435059 Long DBT CORP US N 2 2029-04-15 Fixed 4.9 N N N N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 MARRIOTT INTERNATIONAL INC/MD 571903BM4 90000.000000 PA USD 89133.300000 0.0498698003 Long DBT CORP US N 2 2026-09-15 Fixed 5.45 N N N N N N Mattel Inc 549300VELLG24KHTJ564 MATTEL INC 577081BD3 170000.000000 PA USD 165112.500000 0.0923799231 Long DBT CORP US N 2 2027-12-15 Fixed 5.875 N N N N N N Mattel Inc 549300VELLG24KHTJ564 MATTEL INC 577081BE1 210000.000000 PA USD 194512.500000 0.1088291304 Long DBT CORP US N 2 2026-04-01 Fixed 3.375 N N N N N N Mercedes-Benz Finance North America LLC 549300423Z16BB673J12 MERCEDES-BENZ FINANCE NORTH AMERICA LLC 58769JAF4 190000.000000 PA USD 186576.960000 0.1043892208 Long DBT CORP US N 2 2026-03-30 Fixed 4.8 N N N N N N METLIFE SECURITIZATION TRUST N/A METLIFE SECURITIZATION TRUST 59166BAA9 113232.360000 PA USD 103032.990000 0.0576466330 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.0 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 METROPOLITAN LIFE GLOBAL FUNDING I 59217GFC8 335000.000000 PA USD 324427.400000 0.1815161074 Long DBT CORP US N 2 2025-08-25 Fixed 4.05 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC 595017BB9 300000.000000 PA USD 294479.100000 0.1647601280 Long DBT CORP US N 2 2024-02-15 Fixed 0.972 N N N N N N Microchip Technology Inc 5493007PTFULNYZJ1R12 MICROCHIP TECHNOLOGY INC 595017BC7 220000.000000 PA USD 210060.400000 0.1175281315 Long DBT CORP US N 2 2024-09-01 Fixed 0.983 N N N N N N Micron Technology Inc B3DXGBC8GAIYWI2Z0172 MICRON TECHNOLOGY INC 595112CA9 260000.000000 PA USD 250884.140000 0.1403688853 Long DBT CORP US N 2 2028-04-15 Fixed 5.375 N N N N N N Mitsubishi UFJ Financial Group Inc 353800V2V8PUY9TK3E06 MITSUBISHI UFJ FINANCIAL GROUP INC 606822BW3 400000.000000 PA USD 383496.000000 0.2145648028 Long DBT CORP JP N 2 2025-07-19 Variable 0.953 N N N N N N MMAF Equipment Finance LLC 2022-B N/A MMAF EQUIPMENT FINANCE LLC 2022-B 606940AC8 155000.000000 PA USD 154127.370000 0.0862337775 Long ABS-O CORP US N 2 2028-07-10 Fixed 5.61 N N N N N N Mohawk Industries Inc 549300JI1115MG3Q6322 MOHAWK INDUSTRIES INC 608190AM6 150000.000000 PA USD 149065.950000 0.0834019290 Long DBT CORP US N 2 2028-09-18 Fixed 5.85 N N N N N N Mondelez International Inc 549300DV9GIB88LZ5P30 MONDELEZ INTERNATIONAL INC 609207BA2 190000.000000 PA USD 172686.630000 0.0966176250 Long DBT CORP US N 2 2027-03-17 Fixed 2.625 N N N N N N Mondelez International Holdings Netherlands BV 549300CW356R8I7N8D33 MONDELEZ INTERNATIONAL HOLDINGS NETHERLANDS BV 60920LAS3 200000.000000 PA USD 194597.800000 0.1088768555 Long DBT CORP NL N 2 2025-09-15 Fixed 4.25 N N N N N N Morgan Stanley Bank NA G1MLHIS0N32I3QPILB75 MORGAN STANLEY BANK NA 61690U4T4 250000.000000 PA USD 244379.750000 0.1367296996 Long DBT CORP US N 2 2026-04-21 Fixed 4.754 N N N N N N Morgan Stanley Capital I Trust 2019-NUGS N/A MORGAN STANLEY CAPITAL I TRUST 2019-NUGS 61692AAL6 130000.000000 PA USD 49400.000000 0.0276391442 Long ABS-MBS CORP US N 2 2036-12-15 Floating 7.247 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 6174468T9 295000.000000 PA USD 294996.760000 0.1650497571 Long DBT CORP US N 2 2023-11-10 Floating 5.592 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 6174468W2 125000.000000 PA USD 124842.880000 0.0698491977 Long DBT CORP US N 2 2024-01-25 Floating 5.518 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 61747YEG6 195000.000000 PA USD 183606.930000 0.1027274984 Long DBT CORP US N 2 2025-10-21 Variable 1.164 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 61747YEM3 250000.000000 PA USD 237605.500000 0.1329395281 Long DBT CORP US N 2 2026-02-18 Variable 2.63 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 61747YEQ4 220000.000000 PA USD 215896.340000 0.1207933215 Long DBT CORP US N 2 2025-04-17 Variable 3.62 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 61747YEX9 250000.000000 PA USD 249964.250000 0.1398542097 Long DBT CORP US N 2 2026-10-16 Variable 6.138 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 MORGAN STANLEY 61747YEZ4 105000.000000 PA USD 102990.830000 0.0576230447 Long DBT CORP US N 2 2027-01-28 Variable 5.05 N N N N N N Morgan Stanley Capital I Trust 2014-150E N/A MORGAN STANLEY CAPITAL I TRUST 2014-150E 61764BAA1 340000.000000 PA USD 258400.030000 0.1445740020 Long ABS-MBS CORP US N 2 2032-09-09 Fixed 3.912 N N N N N N MVW 2023-1 LLC N/A MVW 2023-1 LLC 62848PAA8 297736.700000 PA USD 288955.760000 0.1616698366 Long ABS-O CORP US N 2 2040-10-20 Fixed 4.93 N N N N N N Utah Acquisition Sub Inc 254900JOFV74IJ7H9933 UTAH ACQUISITION SUB INC 62854AAN4 435000.000000 PA USD 407344.010000 0.2279076892 Long DBT CORP US N 2 2026-06-15 Fixed 3.95 N N N N N N NBN Co Ltd 2549007CRZ2NT7S96A24 NBN CO LTD 62878U2A9 405000.000000 PA USD 365297.850000 0.2043829953 Long DBT CORP AU N 2 2026-05-05 Fixed 1.45 N N N N N N NLT 2021-INV2 Trust N/A NLT 2021-INV2 TRUST 62917JAC4 93337.790000 PA USD 74158.400000 0.0414913910 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.52 N N N N N N NRG Energy Inc 5E2UPK5SW04M13XY7I38 NRG ENERGY INC 629377CK6 155000.000000 PA USD 151810.100000 0.0849372723 Long DBT CORP US N 2 2024-06-15 Fixed 3.75 N N N N N N NXP BV / NXP Funding LLC N/A NXP BV / NXP FUNDING LLC 62947QBA5 250000.000000 PA USD 248157.000000 0.1388430591 Long DBT CORP NL N 2 2024-03-01 Fixed 4.875 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A NXP BV / NXP FUNDING LLC / NXP USA INC 62954HAW8 205000.000000 PA USD 194712.280000 0.1089409067 Long DBT CORP NL N 2 2025-05-01 Fixed 2.7 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A NXP BV / NXP FUNDING LLC / NXP USA INC 62954HAZ1 155000.000000 PA USD 147431.970000 0.0824877224 Long DBT CORP NL N 2 2026-06-18 Fixed 3.875 N N N N N N NXP BV / NXP Funding LLC / NXP USA Inc N/A NXP BV / NXP FUNDING LLC / NXP USA INC 62954HBE7 35000.000000 PA USD 33209.370000 0.0185805378 Long DBT CORP NL N 2 2027-06-01 Fixed 4.4 N N N N N N NTT Finance Corp 3538007PR116187GD960 NTT FINANCE CORP 62954WAH8 200000.000000 PA USD 197107.600000 0.1102810807 Long DBT CORP JP N 2 2024-07-26 Fixed 4.142 N N N N N N NTT Finance Corp 3538007PR116187GD960 NTT FINANCE CORP 62954WAJ4 200000.000000 PA USD 194531.600000 0.1088398168 Long DBT CORP JP N 2 2025-07-25 Fixed 4.239 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 NASDAQ INC 63111XAG6 45000.000000 PA USD 44776.530000 0.0250523274 Long DBT CORP US N 2 2025-06-28 Fixed 5.65 N N N N N N Navistar Financial Dealer Note Master Owner Trust II 549300S28N49H5RT4J50 NAVISTAR FINANCIAL DEALER NOTE MASTER OWNER TRUST II 63938PBU2 175000.000000 PA USD 174975.130000 0.0978980335 Long ABS-O CORP US N 2 2028-08-25 Fixed 6.18 N N N N N N Navient Private Education Refi Loan Trust 2019-D N/A NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-D 63941CAB9 81930.630000 PA USD 75390.220000 0.0421805904 Long ABS-O CORP US N 2 2059-12-15 Fixed 3.01 N N N N N N Navient Private Education Refi Loan Trust 2020-D N/A NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-D 63941HAA0 41001.080000 PA USD 36753.130000 0.0205632604 Long ABS-O CORP US N 2 2069-05-15 Fixed 1.69 N N N N N N Navient Private Education Refi Loan Trust 2019-G N/A NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G 63941JAA6 60744.690000 PA USD 55755.690000 0.0311951328 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.4 N N N N N N Navient Private Education Refi Loan Trust 2020-G N/A NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-G 63941UAA1 52295.490000 PA USD 46294.730000 0.0259017555 Long ABS-O CORP US N 2 2069-09-16 Fixed 1.17 N N N N N N Navient Private Education Refi Loan Trust 2020-F N/A NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2020-F 63941XAA5 113156.750000 PA USD 100717.010000 0.0563508495 Long ABS-O CORP US N 2 2069-07-15 Fixed 1.22 N N N N N N Nelnet Student Loan Trust 2005-4 N/A NELNET STUDENT LOAN TRUST 2005-4 64031QCJ8 247674.120000 PA USD 240229.730000 0.1344077765 Long ABS-O CORP US N 2 2032-03-22 Floating 5.266 N N N N N N Nelnet Student Loan Trust 2020-1 N/A NELNET STUDENT LOAN TRUST 2020-1 64034GAA8 128089.660000 PA USD 126477.000000 0.0707634827 Long ABS-O CORP US N 2 2068-03-26 Floating 6.174 N N N N N N Nelnet Student Loan Trust 2021-C N/A NELNET STUDENT LOAN TRUST 2021-C 64035GAB5 253722.840000 PA USD 227093.380000 0.1270580301 Long ABS-O CORP US N 2 2062-04-20 Fixed 1.32 N N N N N N Neuberger Berman CLO XVII Ltd 549300XVEYZNG956Y145 NEUBERGER BERMAN CLO XVII LTD 64129UBS3 432079.270000 PA USD 431658.260000 0.2415114354 Long ABS-CBDO CORP KY N 2 2029-04-22 Floating 6.637 N N N N N N Neuberger Berman Loan Advisers CLO 26 Ltd 549300P0MOXZPIM3AS61 NEUBERGER BERMAN LOAN ADVISERS CLO 26 LTD 64131QAL4 255000.000000 PA USD 251084.220000 0.1404808294 Long ABS-CBDO CORP KY N 2 2030-10-18 Floating 6.971 N N N N N N Neuberger Berman Loan Advisers CLO 32 Ltd 5493007YBEOXQIHH3C54 NEUBERGER BERMAN LOAN ADVISERS CLO 32 LTD 64132DAJ7 400000.000000 PA USD 398727.630000 0.2230868518 Long ABS-CBDO CORP KY N 2 2032-01-20 Floating 6.572 N N N N N N New Residential Mortgage Loan Trust 2021-INV1 N/A NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV1 64829WAF1 126535.740000 PA USD 107148.570000 0.0599492871 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.5 N N N N N N New Residential Mortgage Loan Trust 2021-INV2 N/A NEW RESIDENTIAL MORTGAGE LOAN TRUST 2021-INV2 64831GAG0 367899.470000 PA USD 305672.590000 0.1710228503 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.5 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KBP4 115000.000000 PA USD 115236.210000 0.0644742962 Long DBT CORP US N 2 2025-03-01 Fixed 6.051 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KBS8 130000.000000 PA USD 129636.520000 0.0725312242 Long DBT CORP US N 2 2025-09-01 Fixed 5.749 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KBY5 310000.000000 PA USD 274087.430000 0.1533510529 Long DBT CORP US N 2 2027-01-15 Fixed 1.875 N N N N N N NextEra Energy Capital Holdings Inc UMI46YPGBLUE4VGNNT48 NEXTERA ENERGY CAPITAL HOLDINGS INC 65339KCG3 230000.000000 PA USD 224548.080000 0.1256339428 Long DBT CORP US N 2 2025-06-20 Fixed 4.45 N N N N N N NiSource Inc 549300D8GOWWH0SJB189 NISOURCE INC 65473PAN5 60000.000000 PA USD 58705.560000 0.0328455757 Long DBT CORP US N 2 2028-03-30 Fixed 5.25 N N N N N N Nissan Auto Receivables 2020-A Owner Trust N/A NISSAN AUTO RECEIVABLES 2020-A OWNER TRUST 65479MAC0 12587.530000 PA USD 12549.550000 0.0070214337 Long ABS-O CORP US N 2 2024-12-16 Fixed 1.38 N N N N N N Nordstrom Inc 549300S3IZB5P35KNV16 NORDSTROM INC 655664AX8 35000.000000 PA USD 34037.500000 0.0190438739 Long DBT CORP US N 2 2024-04-08 Fixed 2.3 N N N N N N Northern Trust Corp 549300GLF98S992BC502 NORTHERN TRUST CORP 665859AP9 155000.000000 PA USD 149464.950000 0.0836251683 Long DBT CORP US N 2 2025-10-30 Fixed 3.95 N N N N N N Northwestern Mutual Global Funding 635400LZXFVELZDVP257 NORTHWESTERN MUTUAL GLOBAL FUNDING 66815L2K4 215000.000000 PA USD 205635.030000 0.1150521509 Long DBT CORP US N 2 2027-09-15 Fixed 4.35 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 NUCOR CORP 670346AR6 80000.000000 PA USD 75153.360000 0.0420480680 Long DBT CORP US N 2 2025-06-01 Fixed 2.0 N N N N N N Nucor Corp 549300GGJCRSI2TIEJ46 NUCOR CORP 670346AX3 125000.000000 PA USD 121246.500000 0.0678370345 Long DBT CORP US N 2 2025-05-23 Fixed 3.95 N N N N N N Nutrien Ltd 5493002QQ7GD21OWF963 NUTRIEN LTD 67077MBA5 110000.000000 PA USD 105958.160000 0.0592832564 Long DBT CORP CA N 2 2028-03-27 Fixed 4.9 N N N N N N OCP CLO 2017-13 Ltd 254900M77QLN2EBJHE11 OCP CLO 2017-13 LTD 67097LAH9 246278.470000 PA USD 245298.880000 0.1372439499 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 6.53 N N N N N N OCP CLO 2017-13 Ltd 254900M77QLN2EBJHE11 OCP CLO 2017-13 LTD 67097LAM8 315000.000000 PA USD 310938.740000 0.1739692446 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 7.12 N N N N N N OBX 2020-INV1 Trust N/A OBX 2020-INV1 TRUST 67113CAE6 55614.140000 PA USD 47589.290000 0.0266260577 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.5 N N N N N N OBX 2019-EXP2 Trust N/A OBX 2019-EXP2 TRUST 67113KAL2 18775.840000 PA USD 17788.500000 0.0099526097 Long ABS-MBS CORP US N 2 2059-06-25 Floating 5.542 N N N N N N OBX 2020-EXP1 Trust N/A OBX 2020-EXP1 TRUST 67448TBF1 32675.290000 PA USD 29538.090000 0.0165264682 Long ABS-MBS CORP US N 2 2060-02-25 Floating 6.384 N N N N N N OBX 2020-EXP2 Trust N/A OBX 2020-EXP2 TRUST 67448VAF7 98140.650000 PA USD 80187.560000 0.0448646870 Long ABS-MBS CORP US N 2 2060-05-25 Variable 3.0 N N N N N N OBX 2020-EXP2 Trust N/A OBX 2020-EXP2 TRUST 67448VAG5 25826.490000 PA USD 21078.070000 0.0117931137 Long ABS-MBS CORP US N 2 2060-05-25 Variable 3.0 N N N N N N Octane Receivables Trust 2023-1 N/A OCTANE RECEIVABLES TRUST 2023-1 67571BAA1 73129.110000 PA USD 72838.980000 0.0407531796 Long ABS-O CORP US N 2 2029-05-21 Fixed 5.87 N N N N N N Octane Receivables Trust 2023-3 N/A OCTANE RECEIVABLES TRUST 2023-3 67571CAC5 100000.000000 PA USD 99985.770000 0.0559417231 Long ABS-O CORP US N 2 2029-07-20 Fixed 6.48 N N N N N N Octane Receivables Trust 2023-3 N/A OCTANE RECEIVABLES TRUST 2023-3 67571CAD3 100000.000000 PA USD 100056.200000 0.0559811284 Long ABS-O CORP US N 2 2029-08-20 Fixed 6.74 N N N N N N Octane Receivables Trust 2023-3 N/A OCTANE RECEIVABLES TRUST 2023-3 67571CAE1 100000.000000 PA USD 100116.230000 0.0560147150 Long ABS-O CORP US N 2 2029-09-20 Fixed 7.58 N N N N N N Octane Receivables Trust 2022-1 N/A OCTANE RECEIVABLES TRUST 2022-1 67571EAC1 180000.000000 PA USD 174923.240000 0.0978690012 Long ABS-O CORP US N 2 2028-05-22 Fixed 4.9 N N N N N N Octane Receivables Trust 2021-2 N/A OCTANE RECEIVABLES TRUST 2021-2 67578AAA6 58023.460000 PA USD 56131.740000 0.0314055315 Long ABS-O CORP US N 2 2028-09-20 Fixed 1.21 N N N N N N Octane Receivables Trust 2022-2 N/A OCTANE RECEIVABLES TRUST 2022-2 67578XAA6 178656.680000 PA USD 176914.760000 0.0989832504 Long ABS-O CORP US N 2 2028-02-22 Fixed 5.11 N N N N N N Oceanview Mortgage Trust 2022-INV1 N/A OCEANVIEW MORTGAGE TRUST 2022-INV1 67648BAE2 195322.060000 PA USD 163403.700000 0.0914238549 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.5 N N N N N N ONE 2021-PARK Mortgage Trust N/A ONE 2021-PARK MORTGAGE TRUST 682413AC3 315000.000000 PA USD 294327.870000 0.1646755152 Long ABS-MBS CORP US N 2 2036-03-15 Floating 6.396 N N N N N N ONE 2021-PARK Mortgage Trust N/A ONE 2021-PARK MORTGAGE TRUST 682413AE9 170000.000000 PA USD 156335.420000 0.0874691746 Long ABS-MBS CORP US N 2 2036-03-15 Floating 6.546 N N N N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 ONEOK INC 682680BH5 190000.000000 PA USD 188766.710000 0.1056143791 Long DBT CORP US N 2 2026-11-01 Fixed 5.55 N N N N N N Oracle Corp 1Z4GXXU7ZHVWFCD8TV52 ORACLE CORP 68389XCF0 140000.000000 PA USD 140427.700000 0.0785688554 Long DBT CORP US N 2 2025-11-10 Fixed 5.8 N N N N N N Ovintiv Inc 2549003MEX7YMKLGI239 OVINTIV INC 69047QAA0 215000.000000 PA USD 213948.650000 0.1197035951 Long DBT CORP US N 2 2025-05-15 Fixed 5.65 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP INC/THE 693475BH7 355000.000000 PA USD 351334.630000 0.1965706177 Long DBT CORP US N 2 2025-10-28 Variable 5.671 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP INC/THE 693475BL8 265000.000000 PA USD 257759.410000 0.1442155772 Long DBT CORP US N 2 2027-01-26 Variable 4.758 N N N N N N PNC Financial Services Group Inc/The CFGNEKW0P8842LEUIA51 PNC FINANCIAL SERVICES GROUP INC/THE 693475BQ7 100000.000000 PA USD 99398.300000 0.0556130354 Long DBT CORP US N 2 2026-06-12 Variable 5.812 N N N N N N Pacific Gas and Electric Co 1HNPXZSMMB7HMBMVBS46 PACIFIC GAS AND ELECTRIC CO 694308HM2 220000.000000 PA USD 209137.280000 0.1170116487 Long DBT CORP US N 2 2025-06-15 Fixed 3.5 N N N N N N Palmer Square CLO 2020-3 Ltd 549300IUW4WDDDVSMS20 PALMER SQUARE CLO 2020-3 LTD 69701RAL1 480000.000000 PA USD 476875.560000 0.2668103722 Long ABS-CBDO CORP KY N 2 2031-11-15 Floating 6.706 N N N N N N Parker-Hannifin Corp 5493002CONDB4N2HKI23 PARKER-HANNIFIN CORP 701094AQ7 400000.000000 PA USD 393623.200000 0.2202309393 Long DBT CORP US N 2 2024-06-15 Fixed 3.65 N N N N N N PeaceHealth Obligated Group N/A PEACEHEALTH OBLIGATED GROUP 70462GAB4 50000.000000 PA USD 45514.250000 0.0254650794 Long DBT CORP US N 2 2025-11-15 Fixed 1.375 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599AZ7 180000.000000 PA USD 173751.300000 0.0972133045 Long DBT CORP US N 2 2025-03-10 Fixed 3.95 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599BF0 172000.000000 PA USD 168208.600000 0.0941121813 Long DBT CORP US N 2 2024-07-01 Fixed 3.45 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599BG8 120000.000000 PA USD 115216.560000 0.0644633020 Long DBT CORP US N 2 2024-11-01 Fixed 2.7 N N N N N N Penske Truck Leasing Co Lp / PTL Finance Corp N/A PENSKE TRUCK LEASING CO LP / PTL FINANCE CORP 709599BU7 230000.000000 PA USD 226479.390000 0.1267145046 Long DBT CORP US N 2 2026-05-24 Fixed 5.75 N N N N N N Revvity Inc 549300IKL1SDPFI7N655 REVVITY INC 714046AL3 715000.000000 PA USD 680177.360000 0.3805570883 Long DBT CORP US N 2 2024-09-15 Fixed 0.85 N N N N N N Perrigo Finance Unlimited Co 549300E86RB6YCTMRM83 PERRIGO FINANCE UNLIMITED CO 714295AC6 675000.000000 PA USD 650531.250000 0.3639701832 Long DBT CORP IE N 2 2024-12-15 Fixed 3.9 N N N N N N Pfizer Investment Enterprises Pte Ltd 5493000FQO8XF9C0RT95 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AB8 530000.000000 PA USD 517689.160000 0.2896454527 Long DBT CORP SG N 2 2026-05-19 Fixed 4.45 N N N N N N Pfizer Investment Enterprises Pte Ltd 5493000FQO8XF9C0RT95 PFIZER INVESTMENT ENTERPRISES PTE LTD 716973AC6 275000.000000 PA USD 265127.500000 0.1483380003 Long DBT CORP SG N 2 2028-05-19 Fixed 4.45 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL INC 718172CT4 270000.000000 PA USD 267884.280000 0.1498804100 Long DBT CORP US N 2 2024-11-15 Fixed 5.125 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL INC 718172CU1 140000.000000 PA USD 138173.980000 0.0773079061 Long DBT CORP US N 2 2025-11-17 Fixed 5.0 N N N N N N Philip Morris International Inc HL3H1H2BGXWVG3BSWR90 PHILIP MORRIS INTERNATIONAL INC 718172CY3 230000.000000 PA USD 226059.180000 0.1264793984 Long DBT CORP US N 2 2026-02-13 Fixed 4.875 N N N N N N Pioneer Natural Resources Co FY8JBF7CCL2VE4F1B628 PIONEER NATURAL RESOURCES CO 723787AV9 165000.000000 PA USD 162561.800000 0.0909528145 Long DBT CORP US N 2 2026-03-29 Fixed 5.1 N N N N N N Principal Life Global Funding II 635400WSLKBQWSOIIT41 PRINCIPAL LIFE GLOBAL FUNDING II 74256LEL9 165000.000000 PA USD 160397.330000 0.0897418004 Long DBT CORP US N 2 2024-04-12 Fixed 0.75 N N N N N N Progress Residential 2020-SFR2 Trust N/A PROGRESS RESIDENTIAL 2020-SFR2 TRUST 74333LAA4 394512.650000 PA USD 369010.800000 0.2064603791 Long ABS-O CORP US N 2 2037-06-17 Fixed 2.078 N N N N N N Progress Residential 2022-SFR6 Trust N/A PROGRESS RESIDENTIAL 2022-SFR6 TRUST 74334DAA1 229666.220000 PA USD 216790.650000 0.1212936851 Long ABS-O CORP US N 2 2039-07-20 Fixed 4.451 N N N N N N Public Storage Operating Co 549300LMZF40TKJ6DM64 PUBLIC STORAGE OPERATING CO 74460WAB3 115000.000000 PA USD 114977.000000 0.0643292690 Long DBT CORP US N 2 2024-04-23 Floating 5.844113 N N N N N N Public Storage Operating Co 549300LMZF40TKJ6DM64 PUBLIC STORAGE OPERATING CO 74460WAF4 95000.000000 PA USD 93615.850000 0.0523777729 Long DBT CORP US N 2 2029-01-15 Fixed 5.125 N N N N N N Qorvo Inc 254900YAUJV2EUEVBR11 QORVO INC 74739DAA2 125000.000000 PA USD 117187.500000 0.0655660368 Long DBT CORP US N 2 2024-12-15 Fixed 1.75 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 REALTY INCOME CORP 756109AQ7 450000.000000 PA USD 442071.000000 0.2473373306 Long DBT CORP US N 2 2024-07-15 Fixed 3.875 N N N N N N Realty Income Corp 549300CUWDAUZSH43859 REALTY INCOME CORP 756109BQ6 65000.000000 PA USD 64123.610000 0.0358769576 Long DBT CORP US N 2 2026-01-13 Fixed 5.05 N N N N N N Regal Rexnord Corp QH78R09VCJGQKPBPYU33 REGAL REXNORD CORP 758750AC7 170000.000000 PA USD 167872.790000 0.0939242967 Long DBT CORP US N 2 2026-02-15 Fixed 6.05 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 REPUBLIC SERVICES INC 760759AU4 220000.000000 PA USD 213657.400000 0.1195406416 Long DBT CORP US N 2 2024-08-15 Fixed 2.5 N N N N N N Republic Services Inc NKNQHM6BLECKVOQP7O46 REPUBLIC SERVICES INC 760759BB5 80000.000000 PA USD 77542.160000 0.0433845940 Long DBT CORP US N 2 2029-04-01 Fixed 4.875 N N N N N N T Rowe Price Government Reserve Investment Fund 5493007QR86JJLYO6D96 T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND 76105Y109 5415717.810000 NS USD 5415717.810000 3.0300770388 Long STIV RF US N 1 N N N T Rowe Price Government Reserve Investment Fund 5493007QR86JJLYO6D96 T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND - Collateral 76105YYY8 234130.000000 NS USD 234130.000000 0.1309949968 Long STIV RF US N 1 N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 ROGERS COMMUNICATIONS INC 775109CF6 430000.000000 PA USD 410033.380000 0.2294123833 Long DBT CORP CA N 2 2025-03-15 Fixed 2.95 N N N N N N Rogers Communications Inc 5493000M6Z4XFIP6PF03 ROGERS COMMUNICATIONS INC 775109CG4 310000.000000 PA USD 283624.890000 0.1586872317 Long DBT CORP CA N 2 2027-03-15 Fixed 3.2 N N N N N N Roper Technologies Inc 54930003T4SXCIWVXY35 ROPER TECHNOLOGIES INC 776743AH9 90000.000000 PA USD 87062.670000 0.0487112894 Long DBT CORP US N 2 2024-09-15 Fixed 2.35 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 ROSS STORES INC 778296AB9 810000.000000 PA USD 794128.050000 0.4443121401 Long DBT CORP US N 2 2025-04-15 Fixed 4.6 N N N N N N Ross Stores Inc 549300ENZFLPGRDFZQ60 ROSS STORES INC 778296AF0 155000.000000 PA USD 137540.800000 0.0769536439 Long DBT CORP US N 2 2026-04-15 Fixed 0.875 N N N N N N Royal Bank of Canada ES7IP3U3RHIGC71XBU11 ROYAL BANK OF CANADA 78016FZY3 445000.000000 PA USD 438248.910000 0.2451988833 Long DBT CORP CA N 2 2025-04-25 Fixed 4.95 N N N N N N SBA Tower Trust N/A SBA TOWER TRUST 78403DAH3 110000.000000 PA USD 107011.550000 0.0598726248 Long DBT CORP US N 2 2024-10-08 Fixed 3.869 N N N N N N SBA Tower Trust N/A SBA TOWER TRUST 78403DAN0 325000.000000 PA USD 309416.480000 0.1731175450 Long DBT CORP US N 2 2025-01-15 Fixed 2.836 N N N N N N SBA Tower Trust N/A SBA TOWER TRUST 78403DAP5 85000.000000 PA USD 76920.100000 0.0430365534 Long DBT CORP US N 2 2026-01-15 Fixed 1.884 N N N N N N SBA Tower Trust N/A SBA TOWER TRUST 78403DAT7 115000.000000 PA USD 98910.840000 0.0553403031 Long DBT CORP US N 2 2026-11-15 Fixed 1.631 N N N N N N SBA Tower Trust N/A SBA TOWER TRUST 78403DAZ3 155000.000000 PA USD 155691.500000 0.0871089034 Long DBT CORP US N 2 2028-01-15 Fixed 6.599 N N N N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 S&P GLOBAL INC 78409VBH6 510000.000000 PA USD 464210.670000 0.2597244062 Long DBT CORP US N 2 2027-03-01 Fixed 2.45 N N N N N N SG Residential Mortgage Trust 2022-1 N/A SG RESIDENTIAL MORTGAGE TRUST 2022-1 78433QAA3 130666.930000 PA USD 112533.160000 0.0629619482 Long ABS-MBS CORP US N 2 2062-03-27 Variable 3.166 N N N N N N SMBC Aviation Capital Finance DAC 549300OD7VKRVNWB2J98 SMBC AVIATION CAPITAL FINANCE DAC 78448TAE2 235000.000000 PA USD 231641.380000 0.1296026217 Long DBT CORP IE N 2 2024-04-15 Fixed 3.55 N N N N N N SMB Private Education Loan Trust 2020-PTB N/A SMB PRIVATE EDUCATION LOAN TRUST 2020-PTB 78449DAB2 95606.120000 PA USD 84721.850000 0.0474016079 Long ABS-O CORP US N 2 2054-09-15 Fixed 1.6 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION LLC 785592AJ5 100000.000000 PA USD 99750.000000 0.0558098105 Long DBT CORP US N 2 2024-05-15 Fixed 5.75 N N N N N N Sabine Pass Liquefaction LLC 549300KJYBG7C6WJYZ11 SABINE PASS LIQUEFACTION LLC 785592AM8 320000.000000 PA USD 317536.000000 0.1776603908 Long DBT CORP US N 2 2025-03-01 Fixed 5.625 N N N N N N Santander Holdings USA Inc 549300SMVCQN2P0O6I58 SANTANDER HOLDINGS USA INC 80282KBC9 190000.000000 PA USD 164040.300000 0.0917800306 Long DBT CORP US N 2 2028-01-06 Variable 2.49 N N N N N N Santander Consumer Auto Receivables Trust 2020-B N/A SANTANDER CONSUMER AUTO RECEIVABLES TRUST 2020-B 802830AR0 115000.000000 PA USD 113418.410000 0.0634572428 Long ABS-O CORP US N 2 2026-04-15 Fixed 1.29 N N N N N N Santander Drive Auto Receivables Trust 2021-4 N/A SANTANDER DRIVE AUTO RECEIVABLES TRUST 2021-4 80285VAF6 255000.000000 PA USD 236460.250000 0.1322987643 Long ABS-O CORP US N 2 2027-10-15 Fixed 1.67 N N N N N N Santander Retail Auto Lease Trust 2021-C N/A SANTANDER RETAIL AUTO LEASE TRUST 2021-C 80286CAF7 155000.000000 PA USD 149320.680000 0.0835444496 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.11 N N N N N N Santander Retail Auto Lease Trust 2021-B N/A SANTANDER RETAIL AUTO LEASE TRUST 2021-B 80286DAG3 185000.000000 PA USD 178437.920000 0.0998354536 Long ABS-O CORP US N 2 2025-11-20 Fixed 1.41 N N N N N N Santander Drive Auto Receivables Trust 2022-2 N/A SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-2 80286MAE8 365000.000000 PA USD 348126.450000 0.1947756511 Long ABS-O CORP US N 2 2029-07-16 Fixed 3.76 N N N N N N Santander Retail Auto Lease Trust 2021-A N/A SANTANDER RETAIL AUTO LEASE TRUST 2021-A 80286TAF0 430000.000000 PA USD 421079.610000 0.2355927141 Long ABS-O CORP US N 2 2026-03-20 Fixed 1.14 N N N N N N Santander Drive Auto Receivables Trust 2022-5 N/A SANTANDER DRIVE AUTO RECEIVABLES TRUST 2022-5 80287HAE8 330000.000000 PA USD 320700.600000 0.1794309745 Long ABS-O CORP US N 2 2028-10-16 Fixed 4.74 N N N N N N Santander Retail Auto Lease Trust 2022-B N/A SANTANDER RETAIL AUTO LEASE TRUST 2022-B 80287UAE9 75000.000000 PA USD 72638.110000 0.0406407935 Long ABS-O CORP US N 2 2027-03-22 Fixed 3.85 N N N N N N Santander Bank NA - SBCLN N/A SANTANDER BANK NA - SBCLN 80290CAE4 70442.940000 PA USD 68661.770000 0.0384160438 Long ABS-O CORP US N 2 2031-12-15 Fixed 1.833 N N N N N N Santander Bank Auto Credit-Linked Notes Series 2022-B N/A SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-B 80290CAY0 117412.410000 PA USD 116734.680000 0.0653126854 Long ABS-O CORP US N 2 2032-08-16 Fixed 5.916 N N N N N N Santander Drive Auto Receivables Trust 2023-4 N/A SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-4 802927AC7 380000.000000 PA USD 380322.850000 0.2127894354 Long ABS-O CORP US N 2 2027-01-15 Fixed 6.18 N N N N N N Schlumberger Finance Canada Ltd 549300P4EXZFF0LRNF59 SCHLUMBERGER FINANCE CANADA LTD 80685XAC5 80000.000000 PA USD 73647.600000 0.0412056000 Long DBT CORP CA N 2 2025-09-17 Fixed 1.4 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 CHARLES SCHWAB CORP/THE 808513AQ8 135000.000000 PA USD 123777.590000 0.0692531713 Long DBT CORP US N 2 2027-03-02 Fixed 3.2 N N N N N N Charles Schwab Corp/The 549300VSGCJ7E698NM85 CHARLES SCHWAB CORP/THE 808513BY0 575000.000000 PA USD 512698.750000 0.2868533341 Long DBT CORP US N 2 2027-03-03 Fixed 2.45 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 SEMPRA 816851BN8 175000.000000 PA USD 168206.500000 0.0941110064 Long DBT CORP US N 2 2025-04-01 Fixed 3.3 N N N N N N Sempra PBBKGKLRK5S5C0Y4T545 SEMPRA 816851BQ1 125000.000000 PA USD 123759.250000 0.0692429102 Long DBT CORP US N 2 2026-08-01 Fixed 5.4 N N N N N N Sequoia Mortgage Trust 2018-CH3 549300FECQ7XLTBL1027 SEQUOIA MORTGAGE TRUST 2018-CH3 81746WAU2 4303.960000 PA USD 4174.790000 0.0023357818 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.5 N N N N N N Sequoia Mortgage Trust 2018-CH2 N/A SEQUOIA MORTGAGE TRUST 2018-CH2 81747EAW7 28965.310000 PA USD 25866.440000 0.0144721916 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.0 N N N N N N 7-Eleven Inc 549300K23JPL0SS3LB18 7-ELEVEN INC 817826AB6 135000.000000 PA USD 132448.640000 0.0741045965 Long DBT CORP US N 2 2024-02-10 Fixed 0.8 N N N N N N SG Residential Mortgage Trust 2020-2 N/A SG RESIDENTIAL MORTGAGE TRUST 2020-2 81882JAA9 38812.020000 PA USD 33676.370000 0.0188418228 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.381 N N N N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 SHERWIN-WILLIAMS CO/THE 824348BR6 110000.000000 PA USD 106868.080000 0.0597923538 Long DBT CORP US N 2 2025-08-08 Fixed 4.25 N N N N N N Sierra Timeshare 2020-2 Receivables Funding LLC N/A SIERRA TIMESHARE 2020-2 RECEIVABLES FUNDING LLC 826525AC1 21983.310000 PA USD 20844.550000 0.0116624600 Long ABS-O CORP US N 2 2037-07-20 Fixed 3.51 N N N N N N Sierra Timeshare 2021-2 Receivables Funding LLC N/A SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC 82652RAB5 67659.600000 PA USD 62914.500000 0.0352004644 Long ABS-O CORP US N 2 2038-09-20 Fixed 1.8 N N N N N N Sierra Timeshare 2021-2 Receivables Funding LLC N/A SIERRA TIMESHARE 2021-2 RECEIVABLES FUNDING LLC 82652RAC3 140039.640000 PA USD 127914.810000 0.0715679329 Long ABS-O CORP US N 2 2038-09-20 Fixed 1.95 N N N N N N Sierra Timeshare 2019-1 Receivables Funding LLC N/A SIERRA TIMESHARE 2019-1 RECEIVABLES FUNDING LLC 82653EAA5 46318.080000 PA USD 45443.310000 0.0254253887 Long ABS-O CORP US N 2 2036-01-20 Fixed 3.2 N N N N N N Southern California Gas Co XY0N0J73VHV5F4CUJV89 SOUTHERN CALIFORNIA GAS CO 842434CW0 185000.000000 PA USD 169850.540000 0.0950308416 Long DBT CORP US N 2 2027-04-15 Fixed 2.95 N N N N N N Southern Co/The 549300FC3G3YU2FBZD92 SOUTHERN CO/THE 842587DC8 920000.000000 PA USD 906615.840000 0.5072487039 Long DBT CORP US N 2 2024-08-01 Variable 4.475 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 STANDARD CHARTERED PLC 853254CE8 200000.000000 PA USD 188789.400000 0.1056270740 Long DBT CORP GB N 2 2025-11-23 Variable 1.822 N N N N N N Starbucks Corp OQSJ1DU9TAOC51A47K68 STARBUCKS CORP 855244BE8 215000.000000 PA USD 211661.270000 0.1184238132 Long DBT CORP US N 2 2026-02-15 Fixed 4.75 N N N N N N Starwood Mortgage Residential Trust 2019-INV1 N/A STARWOOD MORTGAGE RESIDENTIAL TRUST 2019-INV1 85572JAC1 235504.530000 PA USD 222116.070000 0.1242732408 Long ABS-MBS CORP US N 2 2049-09-27 Variable 2.916 N N N N N N Starwood Mortgage Residential Trust 2021-2 N/A STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-2 85573HAA8 93012.370000 PA USD 81715.150000 0.0457193688 Long ABS-MBS CORP US N 2 2065-05-25 Variable 0.943 N N N N N N Starwood Mortgage Residential Trust 2021-4 N/A STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-4 85573PAA0 251230.020000 PA USD 205951.390000 0.1152291533 Long ABS-MBS CORP US N 2 2056-08-25 Variable 1.162 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 STATE STREET CORP 857477BZ5 115000.000000 PA USD 113215.200000 0.0633435474 Long DBT CORP US N 2 2026-01-26 Variable 4.857 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 STATE STREET CORP 857477CB7 180000.000000 PA USD 177929.640000 0.0995510726 Long DBT CORP US N 2 2026-05-18 Variable 5.104 N N N N N N State Street Corp 549300ZFEEJ2IP5VME73 STATE STREET CORP 857477CD3 320000.000000 PA USD 316206.080000 0.1769163048 Long DBT CORP US N 2 2026-08-03 Fixed 5.272 N N N N N N Stellantis Finance US Inc 549300QZ0AI8Q7LNON33 STELLANTIS FINANCE US INC 85855CAA8 200000.000000 PA USD 173942.800000 0.0973204482 Long DBT CORP US N 2 2027-01-29 Fixed 1.711 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 ENERGY TRANSFER LP 86765BAN9 15000.000000 PA USD 14854.010000 0.0083107718 Long DBT CORP US N 2 2024-04-01 Fixed 4.25 N N N N N N Synchrony Financial 549300RS7EWPM9MA6C78 SYNCHRONY FINANCIAL 87165BAD5 485000.000000 PA USD 472955.510000 0.2646171166 Long DBT CORP US N 2 2024-08-15 Fixed 4.25 N N N N N N Symphony CLO XXIII Ltd 54930001DQI1CFLYVB48 SYMPHONY CLO XXIII LTD 87167NDC6 450000.000000 PA USD 449500.920000 0.2514943475 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 6.59 N N N N N N Symphony CLO XXIII Ltd 54930001DQI1CFLYVB48 SYMPHONY CLO XXIII LTD 87167NDE2 250000.000000 PA USD 246396.930000 0.1378583054 Long ABS-CBDO CORP KY N 2 2034-01-15 Floating 7.17 N N N N N N N/A N/A SYNGENTA WILMINGTON INC 4/2 144A CP 0.0000 20231023 000000000 485000.000000 PA USD 483046.420000 0.2702629489 Long DBT CORP US N 2 2023-10-23 None 0.0 N N N N N N Symphony CLO XXVI Ltd N/A SYMPHONY CLO XXVI LTD 87190GAC5 250000.000000 PA USD 248613.080000 0.1390982344 Long ABS-CBDO CORP KY N 2 2033-04-20 Floating 6.668 N N N N N N Symphony Static CLO I Ltd N/A SYMPHONY STATIC CLO I LTD 87190TAC7 350000.000000 PA USD 341439.770000 0.1910344747 Long ABS-CBDO CORP KY N 2 2029-10-25 Floating 7.063 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 T-MOBILE USA INC 87264ABB0 265000.000000 PA USD 255648.950000 0.1430347815 Long DBT CORP US N 2 2025-04-15 Fixed 3.5 N N N N N N T-Mobile USA Inc 549300V2JRLO5DIFGE82 T-MOBILE USA INC 87264ABR5 195000.000000 PA USD 179502.570000 0.1004311219 Long DBT CORP US N 2 2026-02-15 Fixed 2.25 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 TAKE-TWO INTERACTIVE SOFTWARE INC 874054AE9 9000.000000 PA USD 8875.660000 0.0049659038 Long DBT CORP US N 2 2024-03-28 Fixed 3.3 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 TAKE-TWO INTERACTIVE SOFTWARE INC 874054AF6 150000.000000 PA USD 144733.350000 0.0809778530 Long DBT CORP US N 2 2025-04-14 Fixed 3.55 N N N N N N Take-Two Interactive Software Inc BOMSTHHJK882EWYX3334 TAKE-TWO INTERACTIVE SOFTWARE INC 874054AJ8 265000.000000 PA USD 260325.930000 0.1456515370 Long DBT CORP US N 2 2026-03-28 Fixed 5.0 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 THERMO FISHER SCIENTIFIC INC 883556CV2 425000.000000 PA USD 420087.000000 0.2350373520 Long DBT CORP US N 2 2026-08-10 Fixed 4.953 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 TORONTO-DOMINION BANK/THE 89114TZE5 350000.000000 PA USD 333544.750000 0.1866172360 Long DBT CORP CA N 2 2024-09-10 Fixed 0.7 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 TORONTO-DOMINION BANK/THE 89115A2J0 460000.000000 PA USD 452510.740000 0.2531783323 Long DBT CORP CA N 2 2024-09-13 Fixed 4.285 N N N N N N Toronto-Dominion Bank/The PT3QB789TSUIDF371261 TORONTO-DOMINION BANK/THE 89115A2S0 270000.000000 PA USD 267730.110000 0.1497941524 Long DBT CORP CA N 2 2026-07-17 Fixed 5.532 N N N N N N Towd Point Mortgage Trust 2017-1 N/A TOWD POINT MORTGAGE TRUST 2017-1 89173FAA8 19890.010000 PA USD 19667.910000 0.0110041336 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75 N N N N N N Towd Point Mortgage Trust 2017-2 N/A TOWD POINT MORTGAGE TRUST 2017-2 89173HAA4 8328.240000 PA USD 8269.650000 0.0046268431 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.75 N N N N N N Towd Point Mortgage Trust 2018-1 N/A TOWD POINT MORTGAGE TRUST 2018-1 89176EAA8 55610.950000 PA USD 53406.610000 0.0298808299 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.0 N N N N N N Towd Point Mortgage Trust 2022-4 N/A TOWD POINT MORTGAGE TRUST 2022-4 89180YAA8 395946.550000 PA USD 356123.790000 0.1992501376 Long ABS-MBS CORP US N 2 2062-09-25 Fixed 3.75 N N N N N N TransCanada PipeLines Ltd 5BV01I6231JPDAPMGH09 TRANSCANADA PIPELINES LTD 89352HBE8 415000.000000 PA USD 413169.850000 0.2311672283 Long DBT CORP CA N 2 2026-03-09 Fixed 6.203 N N N N N N TRK 2021-INV1 Trust N/A TRK 2021-INV1 TRUST 89688WAB7 58381.000000 PA USD 49075.050000 0.0274573357 Long ABS-MBS CORP US N 2 2056-07-25 Variable 1.409 N N N N N N Truist Financial Corp 549300DRQQI75D2JP341 TRUIST FINANCIAL CORP 89788MAF9 165000.000000 PA USD 160924.010000 0.0900364762 Long DBT CORP US N 2 2025-06-09 Floating 5.73569 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS GROUP AG 902613AH1 200000.000000 PA USD 174425.400000 0.0975904613 Long DBT CORP CH N 2 2027-08-10 Variable 1.494 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS GROUP AG 902613AM0 200000.000000 PA USD 194144.200000 0.1086230678 Long DBT CORP CH N 2 2026-05-12 Variable 4.488 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 UBS GROUP AG 902613AR9 235000.000000 PA USD 230694.800000 0.1290730132 Long DBT CORP CH N 2 2025-08-05 Variable 4.49 N N N N N N UBS AG/London BFM8T61CT2L1QCEMIK50 UBS AG/LONDON 902674YK0 205000.000000 PA USD 195878.940000 0.1095936493 Long DBT CORP CH N 2 2024-08-09 Fixed 0.7 N N N N N UWM Mortgage Trust 2021-INV2 N/A UWM MORTGAGE TRUST 2021-INV2 90354TAD1 64856.680000 PA USD 54428.340000 0.0304524846 Long ABS-MBS CORP US N 2 2051-09-25 Variable 2.5 N N N N N N UWM Mortgage Trust 2021-INV5 N/A UWM MORTGAGE TRUST 2021-INV5 90355DAE3 403128.010000 PA USD 336846.830000 0.1884647393 Long ABS-MBS CORP US N 2 2052-01-25 Variable 2.5 N N N N N N United Airlines 2019-2 Class B Pass Through Trust N/A UNITED AIRLINES 2019-2 CLASS B PASS THROUGH TRUST 90932KAA7 170296.470000 PA USD 153455.000000 0.0858575887 Long DBT CORP US N 2 2028-05-01 Fixed 3.5 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US BANCORP 91159HJF8 505000.000000 PA USD 473848.570000 0.2651167809 Long DBT CORP US N 2 2028-07-22 Variable 4.548 N N N N N N US Bancorp N1GZ7BBF3NP8GI976H15 US BANCORP 91159HJH4 145000.000000 PA USD 144262.970000 0.0807146769 Long DBT CORP US N 2 2026-10-21 Variable 5.727 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CEU1 10000000.000000 PA USD 9625000.000000 5.3851571522 Long DBT UST US N 2 2025-06-15 Fixed 2.875 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CFW6 2635000.000000 PA USD 2607003.130000 1.4586100313 Long DBT UST US N 2 2025-11-15 Fixed 4.5 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CGA3 1525000.000000 PA USD 1493070.310000 0.8353681308 Long DBT UST US N 2 2025-12-15 Fixed 4.0 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CHD6 6330000.000000 PA USD 6235050.000000 3.4884908158 Long DBT UST US N 2 2025-05-31 Fixed 4.25 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CHL8 5435000.000000 PA USD 5388292.970000 3.0147329273 Long DBT UST US N 2 2025-06-30 Fixed 4.625 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CHV6 7340000.000000 PA USD 7325090.630000 4.0983651114 Long DBT UST US N 2 2025-08-31 Fixed 5.0 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CJB8 2910000.000000 PA USD 2907271.880000 1.6266094502 Long DBT UST US N 2 2025-09-30 Fixed 5.0 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC 91324PEG3 280000.000000 PA USD 265479.480000 0.1485349320 Long DBT CORP US N 2 2027-05-15 Fixed 3.7 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC 91324PEN8 245000.000000 PA USD 243748.050000 0.1363762654 Long DBT CORP US N 2 2025-10-15 Fixed 5.15 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC 91324PEP3 175000.000000 PA USD 175096.780000 0.0979660963 Long DBT CORP US N 2 2028-02-15 Fixed 5.25 N N N N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 UNITEDHEALTH GROUP INC 91324PEU2 350000.000000 PA USD 333078.550000 0.1863563985 Long DBT CORP US N 2 2029-01-15 Fixed 4.25 N N N N N N Verdant Receivables 2023-1 LLC N/A VERDANT RECEIVABLES 2023-1 LLC 92339GAB9 210000.000000 PA USD 208894.310000 0.1168757078 Long ABS-O CORP US N 2 2031-01-13 Fixed 6.24 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC 92343VDD3 395000.000000 PA USD 365064.140000 0.2042522353 Long DBT CORP US N 2 2026-08-15 Fixed 2.625 N N N N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 VERIZON COMMUNICATIONS INC 92343VGG3 270000.000000 PA USD 243301.590000 0.1361264725 Long DBT CORP US N 2 2026-03-20 Fixed 1.45 N N N N N N Verus Securitization Trust 2020-1 N/A VERUS SECURITIZATION TRUST 2020-1 92536PAE4 222310.570000 PA USD 207134.270000 0.1158909710 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.724 N N N N N N Verus Securitization Trust 2019-4 N/A VERUS SECURITIZATION TRUST 2019-4 92537KAC8 169637.620000 PA USD 161615.070000 0.0904231221 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.0 N N N N N N Verus Securitization Trust 2019-INV3 N/A VERUS SECURITIZATION TRUST 2019-INV3 92537MAE0 145205.430000 PA USD 138942.240000 0.0777377452 Long ABS-MBS CORP US N 2 2059-11-25 Variable 3.1 N N N N N N Verus Securitization Trust 2021-1 N/A VERUS SECURITIZATION TRUST 2021-1 92537QAA9 36993.090000 PA USD 30767.300000 0.0172142073 Long ABS-MBS CORP US N 2 2066-01-25 Variable 0.815 N N N N N N Verus Securitization Trust 2021-1 N/A VERUS SECURITIZATION TRUST 2021-1 92537QAE1 49326.500000 PA USD 40961.960000 0.0229180875 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.052 N N N N N N Verus Securitization Trust 2021-1 N/A VERUS SECURITIZATION TRUST 2021-1 92537QAF8 35233.210000 PA USD 29143.410000 0.0163056460 Long ABS-MBS CORP US N 2 2066-01-25 Variable 1.155 N N N N N N Verus Securitization Trust 2021-R1 N/A VERUS SECURITIZATION TRUST 2021-R1 92538BAB9 21270.960000 PA USD 18939.520000 0.0105966017 Long ABS-MBS CORP US N 2 2063-10-25 Variable 1.057 N N N N N N Verus Securitization Trust 2020-5 N/A VERUS SECURITIZATION TRUST 2020-5 92538CAC5 27441.060000 PA USD 25161.450000 0.0140777519 Long ABS-MBS CORP US N 2 2065-05-25 Variable 1.733 N N N N N N Verus Securitization Trust 2021-R2 N/A VERUS SECURITIZATION TRUST 2021-R2 92538DAA7 70639.970000 PA USD 59913.660000 0.0335215039 Long ABS-MBS CORP US N 2 2064-02-25 Variable 0.918 N N N N N N Verus Securitization Trust 2021-2 N/A VERUS SECURITIZATION TRUST 2021-2 92538FAA2 67261.770000 PA USD 56053.240000 0.0313616110 Long ABS-MBS CORP US N 2 2066-02-25 Variable 1.031 N N N N N N Verus Securitization Trust 2021-5 N/A VERUS SECURITIZATION TRUST 2021-5 92538KAC7 88815.250000 PA USD 69842.890000 0.0390768767 Long ABS-MBS CORP US N 2 2066-09-25 Variable 1.373 N N N N N N Verus Securitization Trust 2021-7 N/A VERUS SECURITIZATION TRUST 2021-7 92538QAA8 338374.480000 PA USD 281906.110000 0.1577255797 Long ABS-MBS CORP US N 2 2066-10-25 Variable 1.829 N N N N N N Verus Securitization Trust 2022-1 N/A VERUS SECURITIZATION TRUST 2022-1 92538WAC1 294346.310000 PA USD 246896.150000 0.1381376175 Long ABS-MBS CORP US N 2 2067-01-25 Variable 3.288 N N N N N N Verus Securitization Trust 2023-6 984500915DDB7T2ACA27 VERUS SECURITIZATION TRUST 2023-6 92539XAB0 125000.000000 PA USD 124873.060000 0.0698660833 Long ABS-MBS CORP US N 2 2068-09-25 Variable 6.939 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 VIATRIS INC 92556VAB2 350000.000000 PA USD 323281.350000 0.1808748960 Long DBT CORP US N 2 2025-06-22 Fixed 1.65 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 VISTRA OPERATIONS CO LLC 92840VAD4 1150000.000000 PA USD 1121250.000000 0.6273358397 Long DBT CORP US N 2 2024-07-15 Fixed 3.55 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 VISTRA OPERATIONS CO LLC 92840VAL6 285000.000000 PA USD 277978.170000 0.1555279096 Long DBT CORP US N 2 2025-05-13 Fixed 5.125 N N N N N N Viterra Finance BV 213800HBZGEIZLKJBI17 VITERRA FINANCE BV 92852LAC3 280000.000000 PA USD 268169.440000 0.1500399561 Long DBT CORP NL N 2 2027-04-21 Fixed 4.9 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BR2 200000.000000 PA USD 193344.200000 0.1081754703 Long DBT CORP US N 2 2025-06-06 Fixed 3.95 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BU5 280000.000000 PA USD 278821.200000 0.1559995823 Long DBT CORP US N 2 2025-09-12 Fixed 5.8 N N N N N N Volkswagen Group of America Finance LLC 5493002SQ1AVQBY41K40 VOLKSWAGEN GROUP OF AMERICA FINANCE LLC 928668BV3 240000.000000 PA USD 238460.160000 0.1334177077 Long DBT CORP US N 2 2026-09-12 Fixed 5.7 N N N N N N WP Carey Inc 54930042CRNE713E3Q67 WP CAREY INC 92936UAC3 465000.000000 PA USD 451895.370000 0.2528340347 Long DBT CORP US N 2 2025-02-01 Fixed 4.0 N N N N N N Wells Fargo Bank NA KB1H1DSPRFMYMCUFXT09 WELLS FARGO BANK NA 94988J6B8 250000.000000 PA USD 249144.000000 0.1393952824 Long DBT CORP US N 2 2025-08-01 Fixed 5.55 N N N N N N Wells Fargo Commercial Mortgage Trust 2015-NXS2 N/A WELLS FARGO COMMERCIAL MORTGAGE TRUST 2015-NXS2 94989MAB5 41638.000000 PA USD 40191.900000 0.0224872413 Long ABS-MBS CORP US N 2 2058-07-15 Fixed 3.02 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO 95000U2N2 205000.000000 PA USD 192404.190000 0.1076495377 Long DBT CORP US N 2 2026-04-30 Variable 2.188 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO 95000U2V4 170000.000000 PA USD 155518.890000 0.0870123286 Long DBT CORP US N 2 2028-03-24 Variable 3.526 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO 95000U2X0 280000.000000 PA USD 269884.160000 0.1509993366 Long DBT CORP US N 2 2026-04-25 Variable 3.908 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 WELLS FARGO & CO 95000U3C5 275000.000000 PA USD 266929.300000 0.1493461017 Long DBT CORP US N 2 2026-08-15 Variable 4.54 N N N N N N Wells Fargo Mortgage Backed Securities 2021-RR1 Trust N/A WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TRUST 95003JAC9 236628.680000 PA USD 201560.430000 0.1127724251 Long ABS-MBS CORP US N 2 2050-12-25 Variable 2.5 N N N N N N Western Union Co/The 28ID94QU1140NC23S047 WESTERN UNION CO/THE 959802AY5 525000.000000 PA USD 501403.350000 0.2805335934 Long DBT CORP US N 2 2025-01-10 Fixed 2.85 N N N N N N Westlake Corp GOXNEVUM0LL78B1OS344 WESTLAKE CORP 960413AX0 205000.000000 PA USD 196165.940000 0.1097542249 Long DBT CORP US N 2 2024-08-15 Fixed 0.875 N N N N N N WFRBS Commercial Mortgage Trust 2014-LC14 549300QGM7D5K3CV2643 WFRBS COMMERCIAL MORTGAGE TRUST 2014-LC14 96221TAE7 440000.000000 PA USD 437384.070000 0.2447150081 Long ABS-MBS CORP US N 2 2047-03-15 Fixed 4.045 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC/THE 969457CH1 455000.000000 PA USD 451393.220000 0.2525530833 Long DBT CORP US N 2 2026-03-02 Fixed 5.4 N N N N N N Williams Cos Inc/The D71FAKCBLFS2O0RBPG08 WILLIAMS COS INC/THE 96950FAM6 75000.000000 PA USD 74432.330000 0.0416446539 Long DBT CORP US N 2 2024-03-04 Fixed 4.3 N N N N N N Willis North America Inc 5493004KVU1HWZCP0C66 WILLIS NORTH AMERICA INC 970648AF8 90000.000000 PA USD 88539.750000 0.0495377110 Long DBT CORP US N 2 2024-05-15 Fixed 3.6 N N N N N N Workday Inc 549300J0DYC0N31V7G13 WORKDAY INC 98138HAG6 120000.000000 PA USD 111619.920000 0.0624509933 Long DBT CORP US N 2 2027-04-01 Fixed 3.5 N N N N N N World Omni Auto Receivables Trust 2019-C N/A WORLD OMNI AUTO RECEIVABLES TRUST 2019-C 98162RAG3 460000.000000 PA USD 459154.750000 0.2568956349 Long ABS-O CORP US N 2 2026-06-15 Fixed 2.4 N N N N N N World Omni Select Auto Trust 2020-A N/A WORLD OMNI SELECT AUTO TRUST 2020-A 98163DAE8 85216.110000 PA USD 84281.600000 0.0471552895 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.84 N N N N N N World Omni Select Auto Trust 2020-A N/A WORLD OMNI SELECT AUTO TRUST 2020-A 98163DAF5 160000.000000 PA USD 154980.980000 0.0867113697 Long ABS-O CORP US N 2 2026-10-15 Fixed 1.25 N N N N N N World Omni Auto Receivables Trust 2020-A N/A WORLD OMNI AUTO RECEIVABLES TRUST 2020-A 98163MAG3 295000.000000 PA USD 288200.370000 0.1612471983 Long ABS-O CORP US N 2 2026-08-17 Fixed 1.64 N N N N N N World Omni Auto Receivables Trust 2022-A N/A WORLD OMNI AUTO RECEIVABLES TRUST 2022-A 98164GAF7 155000.000000 PA USD 142421.750000 0.0796845201 Long ABS-O CORP US N 2 2028-09-15 Fixed 2.55 N N N N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 ZOETIS INC 98978VAU7 260000.000000 PA USD 258346.400000 0.1445439962 Long DBT CORP US N 2 2025-11-14 Fixed 5.4 N N N N N N HPHT Finance 19 Ltd 254900U58MWSWY66P584 HPHT FINANCE 19 LTD ZQ3747594 600000.000000 PA USD 579948.000000 0.3244790774 Long DBT CORP KY N 2 2024-11-05 Fixed 2.875 N N N N N N POSCO 9884000N94NH7G6LQ816 POSCO BY0800403 450000.000000 PA USD 438131.610000 0.2451332544 Long DBT CORP KR N 2 2025-08-04 Fixed 4.375 N N N N N N QNB Finance Ltd 549300MY0DXTHQEX5O57 QNB FINANCE LTD BJ2959366 450000.000000 PA USD 426639.600000 0.2387035110 Long DBT CORP KY N 2 2025-05-12 Fixed 2.625 N N N N N N HDFC BANK/GANDHINAGAR 335800ZQ6I4E2JXENC50 HDFC BANK LTD/GANDHINAGAR ZL2067664 250000.000000 PA USD 249921.340000 0.1398302017 Long DBT CORP IN N 2 2026-03-02 Fixed 5.686 N N N N N N Pelabuhan Indonesia Persero PT N/A PELABUHAN INDONESIA PERSERO PT EK5153128 450000.000000 PA USD 443928.830000 0.2483767807 Long DBT CORP ID N 2 2024-10-01 Fixed 4.875 N N N N N N Israel Electric Corp Ltd 254900JW7GE35YNJGJ55 ISRAEL ELECTRIC CORP LTD 465077AK1 450000.000000 PA USD 443637.000000 0.2482135027 Long DBT CORP IL N 2 2024-11-12 Fixed 5.0 N N N N N N N/A N/A US 5YR NOTE (CBT) DEC23 000000000 -4.000000 NC USD 2319.677647 0.0012978523 N/A DIR CORP US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-29 -423757.197647 USD 2319.677647 N N N N/A N/A US 5YR NOTE (CBT) DEC23 000000000 -13.000000 NC USD 7538.952353 0.0042180201 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-29 -1377210.892353 USD 7538.952353 N N N BARCLAYS AC28XWWI3WIBK2824319 OMNICOM GROUP INC / OMNICOM CAPITAL INC CDS 12/20/2024 000000000 1.000000 NC USD -6356.490000 -0.0035564361 N/A DCR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 Omnicom Group Inc / Omnicom Capital Inc OMNICOM GROUP INC Y Default Event 2024-12-20 0.000000 USD -4898.980000 USD -625000.000000 USD -1457.510000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GENERAL MILLS INC CDS 12/20/2024 000000000 1.000000 NC USD -6476.430000 -0.0036235422 N/A DCR CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO GENERAL MILLS INC Y Default Event 2024-12-20 0.000000 USD -4825.810000 USD -625000.000000 USD -1650.620000 N N N BARCLAYS AC28XWWI3WIBK2824319 OMNICOM GROUP INC / OMNICOM CAPITAL INC CDS 12/20/2024 000000000 1.000000 NC USD -6356.490000 -0.0035564361 N/A DCR CORP US N 2 BARCLAYS AC28XWWI3WIBK2824319 Omnicom Group Inc / Omnicom Capital Inc OMNICOM GROUP INC Y Default Event 2024-12-20 0.000000 USD -4898.690000 USD -625000.000000 USD -1457.800000 N N N BANK OF AMERICA B4TYDEB6GKMZO031MB27 GENERAL MILLS INC CDS 12/20/2024 000000000 1.000000 NC USD -4321.080000 -0.0024176306 N/A DCR CORP US N 2 BANK OF AMERICA B4TYDEB6GKMZO031MB27 BANK OF AMERICA GENERAL MILLS INC Y Default Event 2024-12-20 0.000000 USD -3219.310000 USD -417000.000000 USD -1101.770000 N N N CITIBANK E57ODZWZ7FF32TWEFA76 GENERAL MILLS INC CDS 12/20/2024 000000000 1.000000 NC USD -6175.930000 -0.0034554134 N/A DCR CORP US N 2 CITIBANK E57ODZWZ7FF32TWEFA76 CITIBANK GENERAL MILLS INC Y Default Event 2024-12-20 0.000000 USD -4601.210000 USD -596000.000000 USD -1574.720000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GENERAL MILLS INC CDS 12/20/2024 000000000 1.000000 NC USD -6165.560000 -0.0034496114 N/A DCR CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO GENERAL MILLS INC Y Default Event 2024-12-20 0.000000 USD -4661.960000 USD -595000.000000 USD -1503.600000 N N N MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 CMBX AAA CDSI S13 12/16/2072 000000000 1.000000 NC USD 85366.630000 0.0477623603 N/A DCR CORP US N 2 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 MORGAN STANLEY & COMPANY LLC Markit CMBX NA AAA Y Default Event 2072-12-16 119248.840000 USD 0.000000 USD -4298000.000000 USD -33882.210000 N N N N/A N/A US 2YR NOTE (CBT) DEC23 000000000 159.000000 NC USD -58543.987059 -0.0327551762 N/A DIR CORP US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Long United States Treasury Note/Bond US TREASURY N/B 2023-12-29 32289583.137692 USD -58543.987059 N N N N/A N/A US 2YR NOTE (CBT) DEC23 000000000 12.000000 NC USD -4418.414118 -0.0024720888 N/A DIR CORP US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Long United States Treasury Note/Bond US TREASURY N/B 2023-12-29 2436949.670769 USD -4418.414118 N N N N/A N/A US 2YR NOTE (CBT) DEC23 000000000 13.000000 NC USD -4786.615294 -0.0026780962 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long United States Treasury Note/Bond US TREASURY N/B 2023-12-29 2640028.810000 USD -4786.615294 N N N N/A N/A US 2YR NOTE (CBT) DEC23 000000000 25.000000 NC USD -9205.029412 -0.0051501849 N/A DIR CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Long United States Treasury Note/Bond US TREASURY N/B 2023-12-29 5076978.480769 USD -9205.029412 N N N N/A N/A US 2YR NOTE (CBT) DEC23 000000000 12.000000 NC USD -4418.414118 -0.0024720888 N/A DIR CORP US N 1 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Long United States Treasury Note/Bond US TREASURY N/B 2023-12-29 2436949.670769 USD -4418.414118 N N N N/A N/A US 10YR NOTE (CBT)DEC23 000000000 -27.000000 NC USD 50164.920000 0.0280671146 N/A DIR CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-19 -2967852.420000 USD 50164.920000 N N N N/A N/A US 10YR ULTRA FUT DEC23 000000000 -2.000000 NC USD 5048.149091 0.0028244235 N/A DIR CORP US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-19 -228173.149091 USD 5048.149091 N N N N/A N/A US 10YR ULTRA FUT DEC23 000000000 -2.000000 NC USD 5048.149091 0.0028244235 N/A DIR CORP US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-19 -228173.149091 USD 5048.149091 N N N N/A N/A US 10YR ULTRA FUT DEC23 000000000 -19.000000 NC USD 47957.416364 0.0268320232 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-19 -2167644.916364 USD 47957.416364 N N N N/A N/A US 10YR ULTRA FUT DEC23 000000000 -10.000000 NC USD 25240.745455 0.0141221175 N/A DIR CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-19 -1140865.745455 USD 25240.745455 N N N N/A N/A US ULTRA BOND CBT DEC23 000000000 -1.000000 NC USD 4389.784286 0.0024560705 N/A DIR CORP US N 1 JP MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-19 -123077.284286 USD 4389.784286 N N N N/A N/A US ULTRA BOND CBT DEC23 000000000 -4.000000 NC USD 17559.137143 0.0098242819 N/A DIR CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-19 -492309.137143 USD 17559.137143 N N N N/A N/A US ULTRA BOND CBT DEC23 000000000 -2.000000 NC USD 8779.568571 0.0049121409 N/A DIR CORP US N 1 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 Short United States Treasury Note/Bond US TREASURY N/B 2023-12-19 -246154.568571 USD 8779.568571 N N N Bank Mandiri Persero Tbk PT 549300RSKQN4Z5ZSGH94 BANK MANDIRI PERSERO TBK PT ZL8867026 260000.000000 PA USD 257462.210000 0.1440492947 Long DBT CORP ID N 2 2026-04-04 Fixed 5.5 N N N N N N 2023-10-30 T. ROWE PRICE FIXED INCOME SERIES, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President XXXX NPORT-EX 2 70D4TRP093023.htm T. ROWE PRICE FIXED INCOME SERIES, INC.

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

September

30,

2023

(Unaudited)

1

Portfolio

of

Investments

‡

Par/Shares

$

Value

(Amounts

in

000s)

‡

ASSET-BACKED

SECURITIES

14.2%

Car

Loan

6.7%

AmeriCredit

Automobile

Receivables

Trust

Series

2020-1,

Class

C

1.59%,

10/20/25

276‌

272‌

AmeriCredit

Automobile

Receivables

Trust

Series

2020-1,

Class

D

1.80%,

12/18/25

415‌

402‌

AmeriCredit

Automobile

Receivables

Trust

Series

2020-2,

Class

B

0.97%,

2/18/26

15‌

15‌

AmeriCredit

Automobile

Receivables

Trust

Series

2020-3,

Class

C

1.06%,

8/18/26

115‌

109‌

AmeriCredit

Automobile

Receivables

Trust

Series

2021-1,

Class

C

0.89%,

10/19/26

190‌

178‌

AmeriCredit

Automobile

Receivables

Trust

Series

2021-1,

Class

D

1.21%,

12/18/26

115‌

105‌

AmeriCredit

Automobile

Receivables

Trust

Series

2021-2,

Class

D

1.29%,

6/18/27

235‌

212‌

AmeriCredit

Automobile

Receivables

Trust

Series

2022-1,

Class

D

3.23%,

2/18/28

420‌

384‌

Avis

Budget

Rental

Car

Funding

AESOP

Series

2018-2A,

Class

C

4.95%,

3/20/25 (1)

260‌

259‌

Avis

Budget

Rental

Car

Funding

AESOP

Series

2019-2A,

Class

A

3.35%,

9/22/25 (1)

475‌

465‌

Avis

Budget

Rental

Car

Funding

AESOP

Series

2019-2A,

Class

B

3.55%,

9/22/25 (1)

415‌

405‌

Avis

Budget

Rental

Car

Funding

AESOP

Series

2020-1A,

Class

A

2.33%,

8/20/26 (1)

340‌

319‌

CarMax

Auto

Owner

Trust

Series

2020-4,

Class

D

1.75%,

4/15/27

145‌

136‌

CarMax

Auto

Owner

Trust

Series

2023-2,

Class

C

5.57%,

11/15/28

265‌

258‌

CarMax

Auto

Owner

Trust

Series

2023-2,

Class

D

6.55%,

10/15/29

175‌

171‌

CarMax

Auto

Owner

Trust

Series

2023-3,

Class

D

6.44%,

12/16/30

100‌

99‌

Carvana

Auto

Receivables

Trust

Series

2021-P4,

Class

B

1.98%,

2/10/28

190‌

166‌

Carvana

Auto

Receivables

Trust

Series

2022-N1,

Class

C

3.32%,

12/11/28 (1)

96‌

93‌

Enterprise

Fleet

Financing

Series

2023-2,

Class

A2

5.56%,

4/22/30 (1)

360‌

357‌

Par/Shares

$

Value

(Amounts

in

000s)

Exeter

Automobile

Receivables

Trust

Series

2022-2A,

Class

C

3.85%,

7/17/28

305‌

296‌

Exeter

Automobile

Receivables

Trust

Series

2022-4A,

Class

D

5.98%,

12/15/28

140‌

137‌

Exeter

Automobile

Receivables

Trust

Series

2022-5A,

Class

C

6.51%,

12/15/27

450‌

449‌

Ford

Credit

Auto

Lease

Trust

Series

2022-A,

Class

C

4.18%,

10/15/25

465‌

454‌

Ford

Credit

Auto

Lease

Trust

Series

2023-A,

Class

C

5.54%,

12/15/26

100‌

98‌

Ford

Credit

Auto

Lease

Trust

Series

2023-B,

Class

B

6.20%,

2/15/27

70‌

70‌

Ford

Credit

Auto

Lease

Trust

Series

2023-B,

Class

C

6.43%,

4/15/27

135‌

135‌

Ford

Credit

Auto

Owner

Trust

Series

2020-1,

Class

B

2.29%,

8/15/31 (1)

210‌

199‌

Ford

Credit

Auto

Owner

Trust

Series

2020-2,

Class

C

1.74%,

4/15/33 (1)

145‌

132‌

Ford

Credit

Auto

Owner

Trust

Series

2023-A,

Class

B

5.07%,

1/15/29

410‌

399‌

Ford

Credit

Floorplan

Master

Owner

Trust

Series

2023-1,

Class

C

5.75%,

5/15/28 (1)

115‌

113‌

Ford

Credit

Floorplan

Master

Owner

Trust

Series

2023-1,

Class

D

6.62%,

5/15/28 (1)

135‌

132‌

GM

Financial

Automobile

Leasing

Trust

Series

2022-3,

Class

C

5.13%,

8/20/26

615‌

603‌

GM

Financial

Automobile

Leasing

Trust

Series

2023-1,

Class

C

5.76%,

1/20/27

270‌

266‌

GM

Financial

Consumer

Automobile

Receivables

Trust

Series

2020-2,

Class

A3

1.49%,

12/16/24

—‌

—‌

GM

Financial

Consumer

Automobile

Receivables

Trust

Series

2020-4,

Class

C

1.05%,

5/18/26

105‌

100‌

GM

Financial

Consumer

Automobile

Receivables

Trust

Series

2023-1,

Class

B

5.03%,

9/18/28

40‌

39‌

Hyundai

Auto

Receivables

Trust

Series

2020-B,

Class

C

1.60%,

12/15/26

175‌

169‌

JPMorgan

Chase

Bank

Series

2021-2,

Class

D

1.138%,

12/26/28 (1)

53‌

51‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

2

Par/Shares

$

Value

(Amounts

in

000s)

Navistar

Financial

Dealer

Note

Master

Owner

Trust

II

Series

2023-1,

Class

A

6.18%,

8/25/28 (1)

175‌

175‌

Nissan

Auto

Receivables

Owner

Trust

Series

2020-A,

Class

A3

1.38%,

12/16/24

13‌

13‌

Santander

Bank

Series

2021-1A,

Class

B

1.833%,

12/15/31 (1)

70‌

69‌

Santander

Bank

Auto

Credit-Linked

Notes

Series

2022-B,

Class

C

5.916%,

8/16/32 (1)

117‌

117‌

Santander

Consumer

Auto

Receivables

Trust

Series

2020-BA,

Class

C

1.29%,

4/15/26 (1)

115‌

113‌

Santander

Drive

Auto

Receivables

Trust

Series

2021-4,

Class

D

1.67%,

10/15/27

255‌

237‌

Santander

Drive

Auto

Receivables

Trust

Series

2022-2,

Class

C

3.76%,

7/16/29

365‌

348‌

Santander

Drive

Auto

Receivables

Trust

Series

2022-5,

Class

C

4.74%,

10/16/28

330‌

321‌

Santander

Drive

Auto

Receivables

Trust

Series

2023-4,

Class

A2

6.18%,

2/16/27

380‌

380‌

Santander

Retail

Auto

Lease

Trust

Series

2021-A,

Class

C

1.14%,

3/20/26 (1)

430‌

421‌

Santander

Retail

Auto

Lease

Trust

Series

2021-B,

Class

D

1.41%,

11/20/25 (1)

185‌

178‌

Santander

Retail

Auto

Lease

Trust

Series

2021-C,

Class

C

1.11%,

3/20/26 (1)

155‌

149‌

Santander

Retail

Auto

Lease

Trust

Series

2022-B,

Class

B

3.85%,

3/22/27 (1)

75‌

73‌

World

Omni

Auto

Receivables

Trust

Series

2019-C,

Class

C

2.40%,

6/15/26

460‌

459‌

World

Omni

Auto

Receivables

Trust

Series

2020-A,

Class

C

1.64%,

8/17/26

295‌

288‌

World

Omni

Auto

Receivables

Trust

Series

2022-A,

Class

C

2.55%,

9/15/28

155‌

142‌

World

Omni

Select

Auto

Trust

Series

2020-A,

Class

B

0.84%,

6/15/26

85‌

84‌

World

Omni

Select

Auto

Trust

Series

2020-A,

Class

C

1.25%,

10/15/26

160‌

155‌

11,969‌

Other

Asset-Backed

Securities

7.0%

Ballyrock

Series

2021-1A,

Class

A1,

CLO,

FRN

3M

TSFR

+

1.322%,

6.63%,

4/15/34 (1)

250‌

248‌

Par/Shares

$

Value

(Amounts

in

000s)

Blackbird

Capital

Aircraft

Lease

Securitization

Series

2016-1A,

Class

AA,

STEP

2.487%,

12/16/41 (1)

59‌

56‌

BRE

Grand

Islander

Timeshare

Issuer

Series

2019-A,

Class

A

3.28%,

9/26/33 (1)

86‌

81‌

Cedar

Funding

XIV

Series

2021-14A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.362%,

6.67%,

7/15/33 (1)

290‌

289‌

CIFC

Funding

Series

2021-4A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.312%,

6.62%,

7/15/33 (1)

250‌

249‌

DLLAA

Series

2023-1A,

Class

A3

5.64%,

2/22/28 (1)

185‌

185‌

Driven

Brands

Funding

Series

2018-1A,

Class

A2

4.739%,

4/20/48 (1)

90‌

87‌

Dryden

Series

2020-86A,

Class

A1R,

CLO,

FRN

3M

TSFR

+

1.362%,

6.67%,

7/17/34 (1)

250‌

247‌

Elara

HGV

Timeshare

Issuer

Series

2017-A,

Class

A

2.69%,

3/25/30 (1)

38‌

36‌

Elara

HGV

Timeshare

Issuer

Series

2019-A,

Class

A

2.61%,

1/25/34 (1)

203‌

191‌

Elara

HGV

Timeshare

Issuer

Series

2023-A,

Class

A

6.16%,

2/25/38 (1)

140‌

140‌

Elara

HGV

Timeshare

Issuer

Series

2023-A,

Class

C

7.30%,

2/25/38 (1)

120‌

120‌

FirstKey

Homes

Trust

Series

2020-SFR1,

Class

D

2.241%,

8/17/37 (1)

500‌

458‌

FirstKey

Homes

Trust

Series

2020-SFR2,

Class

D

1.968%,

10/19/37 (1)

315‌

286‌

Hardee's

Funding

Series

2018-1A,

Class

A2II

4.959%,

6/20/48 (1)

200‌

188‌

Hilton

Grand

Vacations

Trust

Series

2017-AA,

Class

A

2.66%,

12/26/28 (1)

26‌

26‌

Hilton

Grand

Vacations

Trust

Series

2017-AA,

Class

B

2.96%,

12/26/28 (1)

9‌

9‌

Hilton

Grand

Vacations

Trust

Series

2022-1D,

Class

A

3.61%,

6/20/34 (1)

70‌

66‌

Hilton

Grand

Vacations

Trust

Series

2023-1A,

Class

B

6.11%,

1/25/38 (1)

373‌

372‌

Hilton

Grand

Vacations

Trust

Series

2023-1A,

Class

C

6.94%,

1/25/38 (1)

97‌

97‌

HPEFS

Equipment

Trust

Series

2021-2A,

Class

D

1.29%,

3/20/29 (1)

160‌

153‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

3

Par/Shares

$

Value

(Amounts

in

000s)

HPEFS

Equipment

Trust

Series

2023-1A,

Class

C

5.91%,

4/20/28 (1)

100‌

100‌

HPEFS

Equipment

Trust

Series

2023-2A,

Class

C

6.48%,

1/21/31 (1)

100‌

100‌

HPEFS

Equipment

Trust

Series

2023-2A,

Class

D

6.97%,

7/21/31 (1)

100‌

100‌

KKR

Series

29A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.462%,

6.77%,

1/15/32 (1)

250‌

250‌

Madison

Park

Funding

XXIII

Series

2017-23A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.232%,

6.589%,

7/27/31 (1)

279‌

277‌

Madison

Park

Funding

XXIII

Series

2017-23A,

Class

BR,

CLO,

FRN

3M

TSFR

+

1.812%,

7.169%,

7/27/31 (1)

250‌

249‌

Madison

Park

Funding

XXXIII

Series

2019-33A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.29%,

6.598%,

10/15/32 (1)

485‌

481‌

Madison

Park

Funding

XXXV

Series

2019-35A,

Class

A1R,

CLO,

FRN

3M

TSFR

+

1.252%,

6.578%,

4/20/32 (1)

455‌

453‌

Madison

Park

Funding

XXXVII

Series

2019-37A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.332%,

6.64%,

7/15/33 (1)

465‌

463‌

Magnetite

XXV

Series

2020-25A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.462%,

6.813%,

1/25/32 (1)

500‌

499‌

MMAF

Equipment

Finance

Series

2022-B,

Class

A3

5.61%,

7/10/28 (1)

155‌

154‌

MVW

Series

2020-1A,

Class

A

1.74%,

10/20/37 (1)

87‌

80‌

MVW

Series

2020-1A,

Class

B

2.73%,

10/20/37 (1)

115‌

107‌

MVW

Series

2021-1WA,

Class

B

1.44%,

1/22/41 (1)

41‌

37‌

MVW

Series

2023-1A,

Class

A

4.93%,

10/20/40 (1)

298‌

289‌

MVW

Owner

Trust

Series

2017-1A,

Class

B

2.75%,

12/20/34 (1)

9‌

9‌

MVW

Owner

Trust

Series

2017-1A,

Class

C

2.99%,

12/20/34 (1)

15‌

15‌

Neuberger

Berman

Loan

Advisers

Series

2017-26A,

Class

BR,

CLO,

FRN

3M

TSFR

+

1.662%,

6.972%,

10/18/30 (1)

255‌

251‌

Neuberger

Berman

Loan

Advisers

Series

2019-32A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.252%,

6.572%,

1/20/32 (1)

400‌

399‌

Neuberger

Berman

XVII

Series

2014-17A,

Class

AR2,

CLO,

FRN

3M

TSFR

+

1.292%,

6.637%,

4/22/29 (1)

432‌

432‌

Par/Shares

$

Value

(Amounts

in

000s)

OCP

Series

2017-13A,

Class

A1AR,

CLO,

FRN

3M

TSFR

+

1.222%,

6.53%,

7/15/30 (1)

246‌

245‌

OCP

Series

2017-13A,

Class

A2R,

CLO,

FRN

3M

TSFR

+

1.812%,

7.12%,

7/15/30 (1)

315‌

311‌

Octane

Receivables

Trust

Series

2021-2A,

Class

A

1.21%,

9/20/28 (1)

58‌

56‌

Octane

Receivables

Trust

Series

2022-1A,

Class

B

4.90%,

5/22/28 (1)

180‌

175‌

Octane

Receivables

Trust

Series

2022-2A,

Class

A

5.11%,

2/22/28 (1)

179‌

177‌

Octane

Receivables

Trust

Series

2023-1A,

Class

A

5.87%,

5/21/29 (1)

73‌

73‌

Octane

Receivables

Trust

Series

2023-3A,

Class

B

6.48%,

7/20/29 (1)

100‌

100‌

Octane

Receivables

Trust

Series

2023-3A,

Class

C

6.74%,

8/20/29 (1)

100‌

100‌

Octane

Receivables

Trust

Series

2023-3A,

Class

D

7.58%,

9/20/29 (1)

100‌

100‌

Palmer

Square

Series

2020-3A,

Class

A1AR,

CLO,

FRN

3M

TSFR

+

1.342%,

6.706%,

11/15/31 (1)

480‌

477‌

Progress

Residential

Trust

Series

2020-SFR2,

Class

A

2.078%,

6/17/37 (1)

395‌

369‌

Progress

Residential

Trust

Series

2022-SFR6,

Class

A

4.451%,

7/20/39 (1)

230‌

217‌

Sierra

Timeshare

Receivables

Funding

Series

2019-1A,

Class

A

3.20%,

1/20/36 (1)

46‌

45‌

Sierra

Timeshare

Receivables

Funding

Series

2020-2A,

Class

C

3.51%,

7/20/37 (1)

22‌

21‌

Sierra

Timeshare

Receivables

Funding

Series

2021-2A,

Class

B

1.80%,

9/20/38 (1)

68‌

63‌

Sierra

Timeshare

Receivables

Funding

Series

2021-2A,

Class

C

1.95%,

9/20/38 (1)

140‌

128‌

Symphony

Static

I

Series

2021-1A,

Class

B,

CLO,

FRN

3M

TSFR

+

1.712%,

7.063%,

10/25/29 (1)

350‌

341‌

Symphony

XXIII

Series

2020-23A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.282%,

6.59%,

1/15/34 (1)

450‌

450‌

Symphony

XXIII

Series

2020-23A,

Class

BR,

CLO,

FRN

3M

TSFR

+

1.862%,

7.17%,

1/15/34 (1)

250‌

246‌

Symphony

XXVI

Series

2021-26A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.342%,

6.668%,

4/20/33 (1)

250‌

249‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

4

Par/Shares

$

Value

(Amounts

in

000s)

Verdant

Receivables

Series

2023-1A,

Class

A2

6.24%,

1/13/31 (1)

210‌

209‌

12,481‌

Student

Loan

0.5%

Navient

Private

Education

Refi

Loan

Trust

Series

2019-D,

Class

A2A

3.01%,

12/15/59 (1)

82‌

75‌

Navient

Private

Education

Refi

Loan

Trust

Series

2019-GA,

Class

A

2.40%,

10/15/68 (1)

61‌

56‌

Navient

Private

Education

Refi

Loan

Trust

Series

2020-DA,

Class

A

1.69%,

5/15/69 (1)

41‌

37‌

Navient

Private

Education

Refi

Loan

Trust

Series

2020-FA,

Class

A

1.22%,

7/15/69 (1)

113‌

101‌

Navient

Private

Education

Refi

Loan

Trust

Series

2020-GA,

Class

A

1.17%,

9/16/69 (1)

52‌

46‌

Nelnet

Student

Loan

Trust

Series

2005-4,

Class

A4,

FRN

SOFR90A

+

0.442%,

5.683%,

3/22/32

248‌

240‌

Nelnet

Student

Loan

Trust

Series

2020-1A,

Class

A,

FRN

1M

TSFR

+

0.854%,

6.174%,

3/26/68 (1)

128‌

127‌

Nelnet

Student

Loan

Trust

Series

2021-CA,

Class

AFX

1.32%,

4/20/62 (1)

254‌

227‌

SMB

Private

Education

Loan

Trust

Series

2020-PTB,

Class

A2A

1.60%,

9/15/54 (1)

96‌

85‌

994‌

Total

Asset-Backed

Securities

(Cost

$26,016)

25,444‌

CORPORATE

BONDS

47.6%

FINANCIAL

INSTITUTIONS

20.7%

Banking

13.8%

ABN

AMRO

Bank,

VR,

6.339%,

9/18/27 (1)

(2)

200‌

199‌

Ally

Financial,

3.875%,

5/21/24

395‌

388‌

American

Express,

2.25%,

3/4/25

445‌

423‌

Banco

Santander,

3.496%,

3/24/25

200‌

192‌

Banco

Santander,

VR,

5.742%,

6/30/24 (2)

400‌

398‌

Bank

of

America,

VR,

0.81%,

10/24/24 (2)

135‌

134‌

Bank

of

America,

VR,

0.976%,

4/22/25 (2)

255‌

247‌

Bank

of

America,

VR,

1.734%,

7/22/27 (2)

190‌

168‌

Bank

of

America,

VR,

1.843%,

2/4/25 (2)

215‌

211‌

Bank

of

America,

VR,

3.384%,

4/2/26 (2)

265‌

254‌

Bank

of

America,

VR,

3.841%,

4/25/25 (2)

190‌

187‌

Bank

of

America,

VR,

5.08%,

1/20/27 (2)

200‌

196‌

Bank

of

Ireland

Group,

4.50%,

11/25/23 (1)

870‌

867‌

Bank

of

Montreal,

3.70%,

6/7/25

350‌

337‌

Bank

of

Montreal,

5.30%,

6/5/26

220‌

217‌

Bank

of

Montreal,

5.92%,

9/25/25

325‌

324‌

Bank

of

Montreal,

Series

H,

4.25%,

9/14/24

390‌

384‌

Par/Shares

$

Value

(Amounts

in

000s)

Bank

of

New

York

Mellon,

VR,

4.414%,

7/24/26 (2)

225‌

219‌

Bank

of

New

York

Mellon,

VR,

4.947%,

4/26/27 (2)

255‌

248‌

Bank

of

New

York

Mellon,

VR,

5.148%,

5/22/26 (2)

250‌

249‌

Banque

Federative

du

Credit

Mutuel,

0.65%,

2/27/24 (1)

235‌

230‌

Banque

Federative

du

Credit

Mutuel,

0.998%,

2/4/25 (1)

280‌

261‌

Banque

Federative

du

Credit

Mutuel,

4.935%,

1/26/26 (1)

200‌

195‌

Barclays,

VR,

1.007%,

12/10/24 (2)

245‌

242‌

Barclays,

VR,

5.304%,

8/9/26 (2)

200‌

196‌

Barclays,

VR,

7.325%,

11/2/26 (2)

205‌

208‌

BPCE,

5.70%,

10/22/23 (1)

1,010‌

1,009‌

CaixaBank,

VR,

6.208%,

1/18/29 (1)(2)

270‌

264‌

CaixaBank,

VR,

6.684%,

9/13/27 (1)(2)

290‌

290‌

Capital

One

Financial,

3.90%,

1/29/24

145‌

144‌

Capital

One

Financial,

4.25%,

4/30/25 (3)

60‌

58‌

Capital

One

Financial,

VR,

2.636%,

3/3/26 (2)

265‌

250‌

Capital

One

Financial,

VR,

4.985%,

7/24/26 (2)

205‌

199‌

Capital

One

Financial,

VR,

6.312%,

6/8/29 (2)

120‌

117‌

Citigroup,

VR,

0.981%,

5/1/25 (2)

200‌

193‌

Citigroup,

VR,

3.106%,

4/8/26 (2)

240‌

229‌

Citigroup,

VR,

4.14%,

5/24/25 (2)

255‌

252‌

Credicorp,

2.75%,

6/17/25 (1)

200‌

188‌

Danske

Bank,

5.375%,

1/12/24 (1)

350‌

349‌

Danske

Bank,

VR,

3.773%,

3/28/25 (1)(2)

200‌

197‌

Danske

Bank,

VR,

6.259%,

9/22/26 (1)(2)

200‌

200‌

Discover

Bank,

2.45%,

9/12/24

270‌

259‌

Fifth

Third

Bancorp,

VR,

6.339%,

7/27/29 (2)

95‌

94‌

Fifth

Third

Bank,

2.25%,

2/1/27

250‌

219‌

Fifth

Third

Bank,

VR,

5.852%,

10/27/25 (2)

335‌

330‌

Goldman

Sachs

Group,

3.50%,

4/1/25

250‌

240‌

Goldman

Sachs

Group,

VR,

0.925%,

10/21/24 (2)

325‌

323‌

Goldman

Sachs

Group,

VR,

1.757%,

1/24/25 (2)

265‌

261‌

Goldman

Sachs

Group,

VR,

4.482%,

8/23/28 (2)

210‌

198‌

Goldman

Sachs

Group,

VR,

5.798%,

8/10/26 (2)

390‌

386‌

HDFC

Bank,

5.686%,

3/2/26

250‌

250‌

HSBC

Holdings,

4.25%,

3/14/24

200‌

198‌

HSBC

Holdings,

VR,

1.162%,

11/22/24 (2)

200‌

198‌

HSBC

Holdings,

VR,

2.099%,

6/4/26 (2)

375‌

349‌

Huntington

National

Bank,

VR,

5.699%,

11/18/25 (2)

250‌

245‌

ING

Groep,

VR,

6.083%,

9/11/27 (2)

200‌

199‌

JPMorgan

Chase,

FRN,

SOFR

+

0.885%,

6.205%,

4/22/27

75‌

74‌

JPMorgan

Chase,

VR,

0.824%,

6/1/25 (2)

225‌

218‌

JPMorgan

Chase,

VR,

2.083%,

4/22/26 (2)

460‌

431‌

JPMorgan

Chase,

VR,

4.08%,

4/26/26 (2)

440‌

427‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

5

Par/Shares

$

Value

(Amounts

in

000s)

Mitsubishi

UFJ

Financial

Group,

VR,

0.953%,

7/19/25 (2)

400‌

383‌

Morgan

Stanley,

VR,

1.164%,

10/21/25 (2)

195‌

184‌

Morgan

Stanley,

VR,

2.63%,

2/18/26 (2)

250‌

238‌

Morgan

Stanley,

VR,

3.62%,

4/17/25 (2)

220‌

216‌

Morgan

Stanley,

VR,

5.05%,

1/28/27 (2)

105‌

103‌

Morgan

Stanley,

VR,

6.138%,

10/16/26 (2)

250‌

250‌

Morgan

Stanley,

VR,

SOFR

+

0.455%,

5.79%,

1/25/24

125‌

125‌

Morgan

Stanley,

VR,

SOFR

+

0.466%,

5.808%,

11/10/23

295‌

295‌

Morgan

Stanley

Bank,

4.754%,

4/21/26

250‌

244‌

Northern

Trust,

3.95%,

10/30/25

155‌

149‌

PNC

Financial

Services

Group,

VR,

4.758%,

1/26/27 (2)

265‌

258‌

PNC

Financial

Services

Group,

VR,

5.671%,

10/28/25 (2)

355‌

351‌

PNC

Financial

Services

Group,

VR,

5.812%,

6/12/26 (2)

100‌

99‌

Royal

Bank

of

Canada,

4.95%,

4/25/25

445‌

438‌

Santander

Holdings

USA,

VR,

2.49%,

1/6/28 (2)

190‌

164‌

Standard

Chartered,

VR,

1.822%,

11/23/25 (1)(2)

200‌

189‌

State

Street,

5.272%,

8/3/26

320‌

316‌

State

Street,

VR,

4.857%,

1/26/26 (2)

115‌

113‌

State

Street,

VR,

5.104%,

5/18/26 (2)

180‌

178‌

Synchrony

Financial,

4.25%,

8/15/24

485‌

473‌

Toronto-Dominion

Bank,

0.70%,

9/10/24

350‌

334‌

Toronto-Dominion

Bank,

4.285%,

9/13/24

460‌

453‌

Toronto-Dominion

Bank,

5.532%,

7/17/26

270‌

268‌

Truist

Financial,

FRN,

SOFR

+

0.40%,

5.744%,

6/9/25

165‌

161‌

U.S.

Bancorp,

VR,

4.548%,

7/22/28 (2)

505‌

474‌

U.S.

Bancorp,

VR,

5.727%,

10/21/26 (2)

145‌

144‌

UBS,

0.70%,

8/9/24 (1)(3)

205‌

196‌

UBS

Group,

VR,

1.494%,

8/10/27 (1)(2)

200‌

174‌

UBS

Group,

VR,

4.488%,

5/12/26 (1)(2)

200‌

194‌

UBS

Group,

VR,

4.49%,

8/5/25 (1)(2)

235‌

231‌

UBS

Group,

VR,

6.327%,

12/22/27 (1)(2)

200‌

200‌

Wells

Fargo,

VR,

2.188%,

4/30/26 (2)

205‌

192‌

Wells

Fargo,

VR,

3.526%,

3/24/28 (2)

170‌

156‌

Wells

Fargo,

VR,

3.908%,

4/25/26 (2)

280‌

270‌

Wells

Fargo,

VR,

4.54%,

8/15/26 (2)

275‌

267‌

Wells

Fargo

Bank,

5.55%,

8/1/25

250‌

249‌

24,741‌

Brokerage

Asset

Managers

Exchanges

0.6%

Charles

Schwab,

2.45%,

3/3/27

575‌

513‌

Charles

Schwab,

3.20%,

3/2/27

135‌

124‌

LSEGA

Financing,

0.65%,

4/6/24 (1)

320‌

310‌

Nasdaq,

5.65%,

6/28/25

45‌

45‌

992‌

Finance

Companies

1.6%

AerCap

Ireland

Capital,

1.65%,

10/29/24

635‌

604‌

AerCap

Ireland

Capital,

4.875%,

1/16/24

300‌

299‌

AerCap

Ireland

Capital,

6.10%,

1/15/27

155‌

154‌

Avolon

Holdings

Funding,

2.125%,

2/21/26 (1)

200‌

179‌

Par/Shares

$

Value

(Amounts

in

000s)

Avolon

Holdings

Funding,

2.875%,

2/15/25 (1)

250‌

236‌

Avolon

Holdings

Funding,

3.95%,

7/1/24 (1)

75‌

73‌

Avolon

Holdings

Funding,

5.125%,

10/1/23 (1)

325‌

325‌

Avolon

Holdings

Funding,

6.375%,

5/4/28 (1)

90‌

88‌

GATX,

3.25%,

9/15/26

342‌

316‌

GATX,

4.35%,

2/15/24

360‌

358‌

SMBC

Aviation

Capital

Finance,

3.55%,

4/15/24 (1)

235‌

232‌

2,864‌

Financial

Other

0.2%

LeasePlan,

2.875%,

10/24/24 (1)

400‌

384‌

384‌

Insurance

3.6%

American

International

Group,

2.50%,

6/30/25

220‌

208‌

Athene

Global

Funding,

1.716%,

1/7/25 (1)

435‌

408‌

Athene

Global

Funding,

2.514%,

3/8/24 (1)

535‌

526‌

Brighthouse

Financial

Global

Funding,

1.00%,

4/12/24 (1)

200‌

195‌

CNO

Global

Funding,

1.65%,

1/6/25 (1)

240‌

225‌

CNO

Global

Funding,

1.75%,

10/7/26 (1)

355‌

312‌

Corebridge

Financial,

3.50%,

4/4/25

205‌

196‌

Elevance

Health,

5.35%,

10/15/25

85‌

84‌

Equitable

Financial

Life

Global

Funding,

0.80%,

8/12/24 (1)

255‌

244‌

Equitable

Financial

Life

Global

Funding,

1.00%,

1/9/26 (1)

95‌

84‌

Equitable

Financial

Life

Global

Funding,

1.10%,

11/12/24 (1)

360‌

340‌

Equitable

Financial

Life

Global

Funding,

1.40%,

7/7/25 (1)

35‌

32‌

First

American

Financial,

4.60%,

11/15/24

450‌

442‌

Health

Care

Service

Corp

A

Mutual

Legal

Reserve,

1.50%,

6/1/25 (1)

325‌

301‌

Humana,

1.35%,

2/3/27

90‌

78‌

Humana,

3.85%,

10/1/24

180‌

176‌

Humana,

4.50%,

4/1/25

145‌

142‌

Humana,

5.75%,

3/1/28

85‌

85‌

Jackson

Financial,

1.125%,

11/22/23

270‌

268‌

Jackson

National

Life

Global

Funding,

1.75%,

1/12/25 (1)

290‌

272‌

Marsh

&

McLennan,

3.75%,

3/14/26

45‌

43‌

Metropolitan

Life

Global

Funding

I,

4.05%,

8/25/25 (1)

335‌

324‌

Northwestern

Mutual

Global

Funding,

4.35%,

9/15/27 (1)

215‌

206‌

Principal

Life

Global

Funding

II,

0.75%,

4/12/24 (1)

165‌

160‌

UnitedHealth

Group,

3.70%,

5/15/27

280‌

266‌

UnitedHealth

Group,

4.25%,

1/15/29

350‌

333‌

UnitedHealth

Group,

5.15%,

10/15/25

245‌

244‌

UnitedHealth

Group,

5.25%,

2/15/28

175‌

175‌

Willis

North

America,

3.60%,

5/15/24

90‌

89‌

6,458‌

Real

Estate

Investment

Trusts

0.9%

Kimco

Realty

OP,

2.70%,

3/1/24

465‌

458‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

6

Par/Shares

$

Value

(Amounts

in

000s)

Public

Storage

Operating,

5.125%,

1/15/29

95‌

93‌

Public

Storage

Operating,

FRN,

SOFR

+

0.47%,

5.79%,

4/23/24

115‌

115‌

Realty

Income,

3.875%,

7/15/24

450‌

442‌

Realty

Income,

5.05%,

1/13/26

65‌

64‌

WP

Carey,

4.00%,

2/1/25

465‌

452‌

1,624‌

Total

Financial

Institutions

37,063‌

INDUSTRIAL

23.5%

Basic

Industry

1.4%

ArcelorMittal,

3.60%,

7/16/24

100‌

98‌

BHP

Billiton

Finance

USA,

5.25%,

9/8/26

440‌

437‌

Celanese

U.S.

Holdings,

6.05%,

3/15/25

148‌

148‌

Celanese

U.S.

Holdings,

6.35%,

11/15/28

125‌

124‌

Celulosa

Arauco

y

Constitucion,

4.50%,

8/1/24

200‌

196‌

Ecolab,

1.65%,

2/1/27

100‌

89‌

Ecolab,

5.25%,

1/15/28

290‌

289‌

LYB

International

Finance

III,

1.25%,

10/1/25

177‌

161‌

Nucor,

2.00%,

6/1/25

80‌

75‌

Nucor,

3.95%,

5/23/25

125‌

121‌

Nutrien,

4.90%,

3/27/28

110‌

106‌

POSCO,

4.375%,

8/4/25

450‌

438‌

Sherwin-Williams,

4.25%,

8/8/25

110‌

107‌

Westlake,

0.875%,

8/15/24

205‌

196‌

2,585‌

Capital

Goods

0.9%

Amcor

Flexibles

North

America,

4.00%,

5/17/25

210‌

203‌

Amphenol,

2.05%,

3/1/25

220‌

209‌

Amphenol,

4.75%,

3/30/26

95‌

93‌

Carrier

Global,

2.242%,

2/15/25

64‌

61‌

Mohawk

Industries,

5.85%,

9/18/28

150‌

149‌

Parker-Hannifin,

3.65%,

6/15/24

400‌

394‌

Regal

Rexnord,

6.05%,

2/15/26 (1)

170‌

168‌

Republic

Services,

2.50%,

8/15/24

220‌

214‌

Republic

Services,

4.875%,

4/1/29

80‌

77‌

1,568‌

Communications

4.1%

American

Tower,

2.40%,

3/15/25

170‌

161‌

AT&T,

4.10%,

2/15/28

95‌

89‌

Charter

Communications

Operating,

4.908%,

7/23/25

955‌

933‌

Cox

Communications,

3.15%,

8/15/24 (1)

450‌

438‌

Cox

Communications,

3.50%,

8/15/27 (1)

100‌

91‌

Crown

Castle,

1.05%,

7/15/26

255‌

224‌

Crown

Castle,

2.90%,

3/15/27

220‌

200‌

Crown

Castle,

5.00%,

1/11/28

85‌

82‌

Crown

Castle

Towers,

4.241%,

7/15/28 (1)

80‌

73‌

GTP

Acquisition

Partners

I,

3.482%,

6/16/25 (1)

465‌

445‌

KT,

4.00%,

8/8/25 (1)

450‌

437‌

Meta

Platforms,

4.60%,

5/15/28

185‌

181‌

NTT

Finance,

4.142%,

7/26/24 (1)

200‌

197‌

NTT

Finance,

4.239%,

7/25/25 (1)

200‌

194‌

Rogers

Communications,

2.95%,

3/15/25

430‌

410‌

Rogers

Communications,

3.20%,

3/15/27

310‌

284‌

Par/Shares

$

Value

(Amounts

in

000s)

SBA

Tower

Trust,

1.631%,

11/15/26 (1)

115‌

99‌

SBA

Tower

Trust,

1.884%,

1/15/26 (1)

85‌

77‌

SBA

Tower

Trust,

2.836%,

1/15/25 (1)

325‌

309‌

SBA

Tower

Trust,

6.599%,

1/15/28 (1)

155‌

156‌

SBA

Tower

Trust,

Series

2014-2A,

Class

C,

STEP,

3.869%,

10/15/49 (1)

110‌

107‌

T-Mobile

USA,

2.25%,

2/15/26

195‌

179‌

T-Mobile

USA,

3.50%,

4/15/25

265‌

256‌

Take-Two

Interactive

Software,

3.30%,

3/28/24

9‌

9‌

Take-Two

Interactive

Software,

3.55%,

4/14/25

150‌

145‌

Take-Two

Interactive

Software,

5.00%,

3/28/26

265‌

260‌

Verizon

Communications,

1.45%,

3/20/26

270‌

243‌

Verizon

Communications,

2.625%,

8/15/26

395‌

365‌

Warnermedia

Holdings,

3.755%,

3/15/27

700‌

645‌

Warnermedia

Holdings,

6.412%,

3/15/26

125‌

125‌

7,414‌

Consumer

Cyclical

3.4%

7-Eleven,

0.80%,

2/10/24 (1)

135‌

132‌

Advance

Auto

Parts,

5.90%,

3/9/26

60‌

58‌

Aptiv,

2.396%,

2/18/25

205‌

195‌

AutoZone,

3.625%,

4/15/25

120‌

116‌

Daimler

Truck

Finance

North

America,

1.625%,

12/13/24 (1)

260‌

247‌

Daimler

Truck

Finance

North

America,

5.15%,

1/16/26 (1)

150‌

148‌

Daimler

Truck

Finance

North

America,

5.20%,

1/17/25 (1)

150‌

149‌

General

Motors

Financial,

2.90%,

2/26/25

485‌

464‌

General

Motors

Financial,

5.40%,

4/6/26

135‌

132‌

Genuine

Parts,

1.75%,

2/1/25

105‌

99‌

Hyundai

Capital

America,

0.80%,

1/8/24 (1)

160‌

158‌

Hyundai

Capital

America,

0.875%,

6/14/24 (1)

80‌

77‌

Hyundai

Capital

America,

1.00%,

9/17/24 (1)

110‌

105‌

Hyundai

Capital

America,

5.50%,

3/30/26 (1)

120‌

118‌

Hyundai

Capital

America,

5.60%,

3/30/28 (1)

160‌

156‌

Hyundai

Capital

Services,

2.125%,

4/24/25 (1)

200‌

188‌

Lowe's,

3.35%,

4/1/27

80‌

74‌

Lowe's,

4.40%,

9/8/25

305‌

298‌

Lowe's,

4.80%,

4/1/26

175‌

172‌

Marriott

International,

3.60%,

4/15/24

425‌

419‌

Marriott

International,

3.75%,

3/15/25

55‌

53‌

Marriott

International,

4.90%,

4/15/29

55‌

52‌

Marriott

International,

5.45%,

9/15/26

90‌

89‌

Marriott

International,

Series

EE,

5.75%,

5/1/25

55‌

55‌

Mercedes-Benz

Finance

North

America,

4.80%,

3/30/26 (1)

190‌

187‌

Nordstrom,

2.30%,

4/8/24

35‌

34‌

Ross

Stores,

0.875%,

4/15/26

155‌

138‌

Ross

Stores,

4.60%,

4/15/25

810‌

794‌

Starbucks,

4.75%,

2/15/26

215‌

212‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

7

Par/Shares

$

Value

(Amounts

in

000s)

Stellantis

Finance

U.S.,

1.711%,

1/29/27 (1)

200‌

174‌

Volkswagen

Group

of

America

Finance,

3.95%,

6/6/25 (1)

200‌

193‌

Volkswagen

Group

of

America

Finance,

5.70%,

9/12/26 (1)

240‌

238‌

Volkswagen

Group

of

America

Finance,

5.80%,

9/12/25 (1)

280‌

279‌

6,003‌

Consumer

Non-Cyclical

7.1%

AbbVie,

2.60%,

11/21/24

715‌

689‌

AbbVie,

2.95%,

11/21/26

510‌

473‌

AbbVie,

3.20%,

5/14/26

45‌

43‌

Amgen,

5.25%,

3/2/25

95‌

94‌

Astrazeneca

Finance,

1.20%,

5/28/26

320‌

288‌

BAT

International

Finance,

1.668%,

3/25/26

225‌

202‌

BAT

International

Finance,

4.448%,

3/16/28

460‌

429‌

Baxter

International,

0.868%,

12/1/23

350‌

347‌

Bayer

U.S.

Finance

II,

3.875%,

12/15/23 (1)

250‌

249‌

Becton

Dickinson

&

Company,

3.363%,

6/6/24

336‌

330‌

Becton

Dickinson

&

Company,

3.734%,

12/15/24

78‌

76‌

Becton

Dickinson

&

Company,

4.693%,

2/13/28

375‌

363‌

Brunswick,

0.85%,

8/18/24

290‌

276‌

Cardinal

Health,

3.079%,

6/15/24

180‌

176‌

Cardinal

Health,

3.50%,

11/15/24

215‌

209‌

Coca-Cola

Europacific

Partners,

0.80%,

5/3/24 (1)

680‌

659‌

Constellation

Brands,

3.60%,

5/9/24

225‌

222‌

CSL

Finance,

3.85%,

4/27/27 (1)

90‌

85‌

CVS

Health,

2.875%,

6/1/26

115‌

107‌

CVS

Health,

3.00%,

8/15/26

105‌

98‌

CVS

Health,

5.00%,

2/20/26

255‌

251‌

HCA,

3.125%,

3/15/27

260‌

236‌

HCA,

5.375%,

2/1/25

165‌

163‌

Imperial

Brands

Finance,

3.125%,

7/26/24 (1)

730‌

710‌

Imperial

Brands

Finance,

4.25%,

7/21/25 (1)

200‌

193‌

JDE

Peet's,

0.80%,

9/24/24 (1)

150‌

142‌

Kenvue,

5.35%,

3/22/26 (1)

115‌

114‌

Mars,

4.55%,

4/20/28 (1)

355‌

343‌

Mattel,

3.375%,

4/1/26 (1)

210‌

195‌

Mattel,

5.875%,

12/15/27 (1)

170‌

165‌

Mondelez

International,

2.625%,

3/17/27

190‌

173‌

Mondelez

International

Holdings

Netherlands,

4.25%,

9/15/25 (1)

200‌

195‌

PeaceHealth

Obligated

Group,

Series

2020,

1.375%,

11/15/25

50‌

46‌

Perrigo

Finance

Unlimited,

3.90%,

12/15/24

675‌

651‌

Pfizer

Investment

Enterprises,

4.45%,

5/19/26

530‌

518‌

Pfizer

Investment

Enterprises,

4.45%,

5/19/28

275‌

265‌

Philip

Morris

International,

4.875%,

2/13/26

230‌

226‌

Philip

Morris

International,

5.00%,

11/17/25

140‌

138‌

Philip

Morris

International,

5.125%,

11/15/24

270‌

268‌

Par/Shares

$

Value

(Amounts

in

000s)

Revvity,

0.85%,

9/15/24

715‌

680‌

Thermo

Fisher

Scientific,

4.953%,

8/10/26

425‌

420‌

Utah

Acquisition,

3.95%,

6/15/26

435‌

407‌

Viatris,

1.65%,

6/22/25

350‌

323‌

Viterra

Finance,

4.90%,

4/21/27 (1)

280‌

268‌

Zoetis,

5.40%,

11/14/25

260‌

258‌

12,763‌

Energy

2.7%

Canadian

Natural

Resources,

2.05%,

7/15/25

335‌

312‌

Cheniere

Corpus

Christi

Holdings,

5.875%,

3/31/25

395‌

392‌

Columbia

Pipelines

Holding,

6.055%,

8/15/26 (1)

40‌

40‌

DCP

Midstream

Operating,

5.375%,

7/15/25

485‌

478‌

Enbridge,

2.15%,

2/16/24

315‌

310‌

Enbridge,

2.50%,

1/15/25

265‌

253‌

Enbridge,

2.50%,

2/14/25

150‌

143‌

Energy

Transfer,

2.90%,

5/15/25

65‌

62‌

Energy

Transfer,

4.25%,

4/1/24

15‌

15‌

Energy

Transfer,

4.90%,

2/1/24

175‌

174‌

Energy

Transfer,

5.875%,

1/15/24

610‌

610‌

Gray

Oak

Pipeline,

2.60%,

10/15/25 (1)

105‌

97‌

ONEOK,

5.55%,

11/1/26

190‌

189‌

Ovintiv,

5.65%,

5/15/25

215‌

214‌

Pioneer

Natural

Resources,

5.10%,

3/29/26

165‌

163‌

Sabine

Pass

Liquefaction,

5.625%,

3/1/25

320‌

318‌

Sabine

Pass

Liquefaction,

5.75%,

5/15/24

100‌

100‌

Schlumberger

Finance

Canada,

1.40%,

9/17/25

80‌

74‌

TransCanada

PipeLines,

6.203%,

3/9/26

415‌

413‌

Williams,

4.30%,

3/4/24

75‌

74‌

Williams,

5.40%,

3/2/26

455‌

451‌

4,882‌

Technology

2.5%

Analog

Devices,

FRN,

SOFR

+

0.25%,

5.595%,

10/1/24

70‌

70‌

CDW,

5.50%,

12/1/24

75‌

74‌

Fidelity

National

Information

Services,

0.60%,

3/1/24

130‌

127‌

Fidelity

National

Information

Services,

4.50%,

7/15/25

135‌

132‌

Fortinet,

1.00%,

3/15/26

160‌

143‌

Intel,

4.875%,

2/10/26

180‌

178‌

Intuit,

5.25%,

9/15/26

915‌

914‌

Microchip

Technology,

0.972%,

2/15/24

300‌

295‌

Microchip

Technology,

0.983%,

9/1/24

220‌

210‌

Micron

Technology,

5.375%,

4/15/28

260‌

251‌

NXP,

2.70%,

5/1/25

205‌

195‌

NXP,

3.875%,

6/18/26

155‌

147‌

NXP,

4.40%,

6/1/27

35‌

33‌

NXP,

4.875%,

3/1/24

250‌

248‌

Oracle,

5.80%,

11/10/25

140‌

140‌

Qorvo,

1.75%,

12/15/24 (1)

125‌

117‌

Roper

Technologies,

2.35%,

9/15/24

90‌

87‌

S&P

Global,

2.45%,

3/1/27

510‌

464‌

Western

Union,

2.85%,

1/10/25

525‌

501‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

8

Par/Shares

$

Value

(Amounts

in

000s)

Workday,

3.50%,

4/1/27

120‌

112‌

4,438‌

Transportation

1.4%

American

Airlines

PTT,

Series

2017-2,

Class

B,

3.70%,

10/15/25

274‌

260‌

Canadian

Pacific

Railway,

1.35%,

12/2/24

315‌

299‌

Canadian

Pacific

Railway,

1.75%,

12/2/26

135‌

120‌

ERAC

USA

Finance,

4.60%,

5/1/28 (1)

345‌

331‌

HPHT

Finance,

2.875%,

11/5/24

600‌

580‌

Penske

Truck

Leasing,

2.70%,

11/1/24 (1)

120‌

115‌

Penske

Truck

Leasing,

3.45%,

7/1/24 (1)

172‌

168‌

Penske

Truck

Leasing,

3.95%,

3/10/25 (1)

180‌

174‌

Penske

Truck

Leasing,

5.75%,

5/24/26 (1)

230‌

227‌

United

Airlines

PTT,

Series

2019-2,

Class

B,

3.50%,

5/1/28

170‌

153‌

2,427‌

Total

Industrial

42,080‌

UTILITY

3.4%

Electric

2.8%

AES,

3.30%,

7/15/25 (1)

190‌

180‌

Alexander

Funding

Trust,

1.841%,

11/15/23 (1)

225‌

224‌

Constellation

Energy

Generation,

5.60%,

3/1/28

145‌

144‌

DTE

Energy,

STEP,

4.22%,

11/1/24

240‌

236‌

Enel

Finance

International,

1.375%,

7/12/26 (1)

265‌

234‌

Enel

Finance

International,

2.65%,

9/10/24 (1)

405‌

390‌

Enel

Finance

International,

6.80%,

10/14/25 (1)

200‌

202‌

NextEra

Energy

Capital

Holdings,

1.875%,

1/15/27

310‌

274‌

NextEra

Energy

Capital

Holdings,

4.45%,

6/20/25

230‌

225‌

NextEra

Energy

Capital

Holdings,

5.749%,

9/1/25

130‌

130‌

NextEra

Energy

Capital

Holdings,

6.051%,

3/1/25

115‌

115‌

NRG

Energy,

3.75%,

6/15/24 (1)

155‌

152‌

Pacific

Gas

&

Electric,

3.50%,

6/15/25

220‌

209‌

Southern,

STEP,

4.475%,

8/1/24

920‌

907‌

Vistra

Operations,

3.55%,

7/15/24 (1)

1,150‌

1,121‌

Vistra

Operations,

5.125%,

5/13/25 (1)

285‌

278‌

5,021‌

Natural

Gas

0.6%

APA

Infrastructure,

4.20%,

3/23/25 (1)

625‌

608‌

NiSource,

5.25%,

3/30/28

60‌

58‌

Sempra,

3.30%,

4/1/25

175‌

168‌

Sempra,

5.40%,

8/1/26

125‌

124‌

Southern

California

Gas,

2.95%,

4/15/27

185‌

170‌

1,128‌

Total

Utility

6,149‌

Total

Corporate

Bonds

(Cost

$88,137)

85,292‌

Par/Shares

$

Value

(Amounts

in

000s)

FOREIGN

GOVERNMENT

OBLIGATIONS

&

MUNICIPALITIES

2.0%

Owned

No

Guarantee

2.0%

Bank

Mandiri

Persero,

5.50%,

4/4/26

260‌

257‌

DAE

Funding,

1.55%,

8/1/24 (1)

200‌

192‌

Israel

Electric,

Series

6,

5.00%,

11/12/24

450‌

444‌

Korea

Electric

Power,

5.375%,

7/31/26 (1)

450‌

448‌

Korea

Housing

Finance,

4.625%,

2/24/28 (1)

440‌

425‌

Korea

Hydro

&

Nuclear

Power,

4.25%,

7/27/27 (1)

490‌

470‌

NBN,

1.45%,

5/5/26 (1)

405‌

365‌

Pelabuhan

Indonesia

Persero,

4.875%,

10/1/24

450‌

444‌

QNB

Finance,

2.625%,

5/12/25

450‌

427‌

Total

Foreign

Government

Obligations

&

Municipalities

(Cost

$3,561)

3,472‌

MUNICIPAL

SECURITIES

0.1%

California

0.1%

Golden

State

Tobacco

Securitization,

Series A-1,

1.711%,

6/1/24

200‌

194‌

Total

Municipal

Securities

(Cost

$200)

194‌

NON-U.S.

GOVERNMENT

MORTGAGE-BACKED

SECURITIES

9.0%

Collateralized

Mortgage

Obligations

4.8%

Angel

Oak

Mortgage

Trust

Series

2020-3,

Class

A3,

CMO,

ARM

2.872%,

4/25/65 (1)

23‌

22‌

Angel

Oak

Mortgage

Trust

Series

2020-5,

Class

A2,

CMO,

ARM

1.579%,

5/25/65 (1)

31‌

29‌

Angel

Oak

Mortgage

Trust

Series

2021-1,

Class

A1,

CMO,

ARM

0.909%,

1/25/66 (1)

114‌

93‌

Angel

Oak

Mortgage

Trust

Series

2021-1,

Class

A2,

CMO,

ARM

1.115%,

1/25/66 (1)

33‌

26‌

Angel

Oak

Mortgage

Trust

Series

2021-2,

Class

A1,

CMO,

ARM

0.985%,

4/25/66 (1)

102‌

82‌

Angel

Oak

Mortgage

Trust

Series

2021-3,

Class

A1,

CMO,

ARM

1.068%,

5/25/66 (1)

80‌

65‌

Angel

Oak

Mortgage

Trust

Series

2021-6,

Class

A2,

CMO,

ARM

1.581%,

9/25/66 (1)

105‌

81‌

Angel

Oak

Mortgage

Trust

Series

2021-6,

Class

A3,

CMO,

ARM

1.714%,

9/25/66 (1)

98‌

76‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

9

Par/Shares

$

Value

(Amounts

in

000s)

Bayview

MSR

Opportunity

Master

Fund

Trust

Series

2021-2,

Class

A5,

CMO,

ARM

2.50%,

6/25/51 (1)

190‌

160‌

Bayview

MSR

Opportunity

Master

Fund

Trust

Series

2021-5,

Class

A5,

CMO,

ARM

2.50%,

11/25/51 (1)

143‌

120‌

BINOM

Securitization

Trust

Series

2021-INV1,

Class

A2,

CMO,

ARM

2.37%,

6/25/56 (1)

260‌

218‌

BINOM

Securitization

Trust

Series

2021-INV1,

Class

A3,

CMO,

ARM

2.625%,

6/25/56 (1)

82‌

68‌

BRAVO

Residential

Funding

Trust

Series

2021-NQM3,

Class

A1,

CMO,

ARM

1.699%,

4/25/60 (1)

124‌

108‌

CIM

Trust

Series

2020-INV1,

Class

A2,

CMO,

ARM

2.50%,

4/25/50 (1)

77‌

58‌

CIM

Trust

Series

2021-INV1,

Class

A8,

CMO,

ARM

2.50%,

7/1/51 (1)

93‌

78‌

Citigroup

Mortgage

Loan

Trust

Series

2020-EXP2,

Class

A3,

CMO,

ARM

2.50%,

8/25/50 (1)

55‌

44‌

COLT

Mortgage

Loan

Trust

Series

2021-1,

Class

A2,

CMO,

ARM

1.167%,

6/25/66 (1)

105‌

82‌

Connecticut

Avenue

Securities

Series

2017-C05,

Class

1ED3,

CMO,

ARM

SOFR30A

+

1.314%,

6.629%,

1/25/30

7‌

7‌

Connecticut

Avenue

Securities

Trust

Series

2022-R01,

Class

1M1,

CMO,

ARM

SOFR30A

+

1.00%,

6.315%,

12/25/41 (1)

205‌

204‌

Deephaven

Residential

Mortgage

Trust

Series

2021-1,

Class

A2,

CMO,

ARM

0.973%,

5/25/65 (1)

27‌

25‌

Deephaven

Residential

Mortgage

Trust

Series

2021-2,

Class

A1,

CMO,

ARM

0.899%,

4/25/66 (1)

51‌

43‌

Deephaven

Residential

Mortgage

Trust

Series

2021-2,

Class

A3,

CMO,

ARM

1.26%,

4/25/66 (1)

51‌

43‌

Eagle

Series

2021-2,

Class

M1A,

CMO,

ARM

SOFR30A

+

1.55%,

6.865%,

4/25/34 (1)

35‌

35‌

Ellington

Financial

Mortgage

Trust

Series

2019-2,

Class

A3,

CMO,

ARM

3.046%,

11/25/59 (1)

19‌

18‌

Ellington

Financial

Mortgage

Trust

Series

2021-1,

Class

A1,

CMO,

ARM

0.797%,

2/25/66 (1)

30‌

24‌

Ellington

Financial

Mortgage

Trust

Series

2021-1,

Class

A3,

CMO,

ARM

1.106%,

2/25/66 (1)

30‌

24‌

Ellington

Financial

Mortgage

Trust

Series

2021-2,

Class

A1,

CMO,

ARM

0.931%,

6/25/66 (1)

212‌

165‌

Par/Shares

$

Value

(Amounts

in

000s)

Ellington

Financial

Mortgage

Trust

Series

2021-2,

Class

A3,

CMO,

ARM

1.291%,

6/25/66 (1)

62‌

48‌

Flagstar

Mortgage

Trust

Series

2020-1INV,

Class

A11,

CMO,

ARM

1M

TSFR

+

0.964%,

6.00%,

3/25/50 (1)

134‌

124‌

Flagstar

Mortgage

Trust

Series

2021-5INV,

Class

A5,

CMO,

ARM

2.50%,

7/25/51 (1)

190‌

160‌

Freddie

Mac

Whole

Loan

Securities

Trust

Series

2017-SC01,

Class

M1,

CMO,

ARM

3.645%,

12/25/46 (1)

52‌

49‌

Freddie

Mac

Whole

Loan

Securities

Trust

Series

2017-SC02,

Class

M1,

CMO,

ARM

3.867%,

5/25/47 (1)

30‌

28‌

Galton

Funding

Mortgage

Trust

Series

2018-1,

Class

A33,

CMO,

ARM

3.50%,

11/25/57 (1)

39‌

34‌

Galton

Funding

Mortgage

Trust

Series

2019-1,

Class

A21,

CMO,

ARM

4.50%,

2/25/59 (1)

13‌

12‌

Galton

Funding

Mortgage

Trust

Series

2019-1,

Class

A32,

CMO,

ARM

4.00%,

2/25/59 (1)

20‌

18‌

Galton

Funding

Mortgage

Trust

Series

2019-H1,

Class

M1,

CMO,

ARM

3.339%,

10/25/59 (1)

230‌

209‌

Galton

Funding

Mortgage

Trust

Series

2020-H1,

Class

M1,

CMO,

ARM

2.832%,

1/25/60 (1)

380‌

274‌

GS

Mortgage-Backed

Securities

Trust

Series

2014-EB1A,

Class

2A1,

CMO,

ARM

3.928%,

7/25/44 (1)

4‌

4‌

GS

Mortgage-Backed

Securities

Trust

Series

2021-GR2,

Class

A6,

CMO,

ARM

2.50%,

2/25/52 (1)

207‌

174‌

GS

Mortgage-Backed

Securities

Trust

Series

2022-GR1,

Class

A5,

CMO,

ARM

2.50%,

6/25/52 (1)

421‌

351‌

Imperial

Fund

Mortgage

Trust

Series

2021-NQM2,

Class

A3,

CMO,

ARM

1.516%,

9/25/56 (1)

104‌

78‌

Imperial

Fund

Mortgage

Trust

Series

2022-NQM4,

Class

A1,

CMO,

STEP

4.767%,

6/25/67 (1)

343‌

324‌

JPMorgan

Mortgage

Trust

Series

2020-INV1,

Class

A15,

CMO,

ARM

3.50%,

8/25/50 (1)

97‌

82‌

MFA

Trust

Series

2021-INV1,

Class

A1,

CMO,

ARM

0.852%,

1/25/56 (1)

48‌

43‌

MFA

Trust

Series

2021-NQM2,

Class

A2,

CMO,

ARM

1.317%,

11/25/64 (1)

51‌

42‌

New

Residential

Mortgage

Loan

Trust

Series

2021-INV1,

Class

A6,

CMO,

ARM

2.50%,

6/25/51 (1)

127‌

107‌

New

Residential

Mortgage

Loan

Trust

Series

2021-INV2,

Class

A7,

CMO,

ARM

2.50%,

9/25/51 (1)

368‌

306‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

10

Par/Shares

$

Value

(Amounts

in

000s)

NLT

Trust

Series

2021-INV2,

Class

A3,

CMO,

ARM

1.52%,

8/25/56 (1)

93‌

74‌

OBX

Trust

Series

2019-EXP2,

Class

2A2,

CMO,

ARM

1M

TSFR

+

1.314%,

5.542%,

6/25/59 (1)

19‌

18‌

OBX

Trust

Series

2020-EXP1,

Class

2A2,

CMO,

ARM

1M

TSFR

+

1.064%,

6.384%,

2/25/60 (1)

33‌

30‌

OBX

Trust

Series

2020-EXP2,

Class

A8,

CMO,

ARM

3.00%,

5/25/60 (1)

98‌

80‌

OBX

Trust

Series

2020-EXP2,

Class

A9,

CMO,

ARM

3.00%,

5/25/60 (1)

26‌

21‌

OBX

Trust

Series

2020-INV1,

Class

A5,

CMO,

ARM

3.50%,

12/25/49 (1)

56‌

48‌

Oceanview

Mortgage

Trust

Series

2022-1,

Class

A5,

CMO,

ARM

2.50%,

12/25/51 (1)

195‌

163‌

Sequoia

Mortgage

Trust

Series

2018-CH2,

Class

A21,

CMO,

ARM

4.00%,

6/25/48 (1)

29‌

26‌

Sequoia

Mortgage

Trust

Series

2018-CH3,

Class

A19,

CMO,

ARM

4.50%,

8/25/48 (1)

4‌

4‌

SG

Residential

Mortgage

Trust

Series

2020-2,

Class

A1,

CMO,

ARM

1.381%,

5/25/65 (1)

39‌

34‌

SG

Residential

Mortgage

Trust

Series

2022-1,

Class

A1,

CMO,

ARM

3.166%,

3/27/62 (1)

131‌

113‌

Starwood

Mortgage

Residential

Trust

Series

2019-INV1,

Class

A3,

CMO,

ARM

2.916%,

9/27/49 (1)

236‌

222‌

Starwood

Mortgage

Residential

Trust

Series

2021-2,

Class

A1,

CMO,

ARM

0.943%,

5/25/65 (1)

93‌

82‌

Starwood

Mortgage

Residential

Trust

Series

2021-4,

Class

A1,

CMO,

ARM

1.162%,

8/25/56 (1)

251‌

206‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2021-DNA5,

Class

M2,

CMO,

ARM

SOFR30A

+

1.65%,

6.965%,

1/25/34 (1)

74‌

74‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2021-DNA7,

Class

M2,

CMO,

ARM

SOFR30A

+

1.80%,

7.115%,

11/25/41 (1)

90‌

88‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2022-DNA1,

Class

M1A,

CMO,

ARM

SOFR30A

+

1.00%,

6.315%,

1/25/42 (1)

147‌

145‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2022-DNA5,

Class

M1A,

CMO,

ARM

SOFR30A

+

2.95%,

8.265%,

6/25/42 (1)

249‌

255‌

Toorak

Mortgage

Series

2021-INV1,

Class

A2,

CMO,

ARM

1.409%,

7/25/56 (1)

58‌

49‌

Towd

Point

Mortgage

Trust

Series

2022-4,

Class

A1,

CMO

3.75%,

9/25/62 (1)

396‌

356‌

Par/Shares

$

Value

(Amounts

in

000s)

UWM

Mortgage

Trust

Series

2021-INV2,

Class

A4,

CMO,

ARM

2.50%,

9/25/51 (1)

65‌

54‌

UWM

Mortgage

Trust

Series

2021-INV5,

Class

A4,

CMO,

ARM

2.50%,

1/25/52 (1)

403‌

337‌

Verus

Securitization

Trust

Series

2019-4,

Class

A3,

CMO,

STEP

4.00%,

11/25/59 (1)

170‌

162‌

Verus

Securitization

Trust

Series

2019-INV3,

Class

A3,

CMO,

ARM

3.10%,

11/25/59 (1)

145‌

139‌

Verus

Securitization

Trust

Series

2020-1,

Class

A3,

CMO,

STEP

2.724%,

1/25/60 (1)

222‌

207‌

Verus

Securitization

Trust

Series

2020-5,

Class

A3,

CMO,

STEP

1.733%,

5/25/65 (1)

27‌

25‌

Verus

Securitization

Trust

Series

2021-1,

Class

A1,

CMO,

ARM

0.815%,

1/25/66 (1)

37‌

31‌

Verus

Securitization

Trust

Series

2021-1,

Class

A2,

CMO,

ARM

1.052%,

1/25/66 (1)

49‌

41‌

Verus

Securitization

Trust

Series

2021-1,

Class

A3,

CMO,

ARM

1.155%,

1/25/66 (1)

35‌

29‌

Verus

Securitization

Trust

Series

2021-2,

Class

A1,

CMO,

ARM

1.031%,

2/25/66 (1)

67‌

56‌

Verus

Securitization

Trust

Series

2021-5,

Class

A3,

CMO,

ARM

1.373%,

9/25/66 (1)

89‌

70‌

Verus

Securitization

Trust

Series

2021-7,

Class

A1,

CMO,

ARM

1.829%,

10/25/66 (1)

338‌

282‌

Verus

Securitization

Trust

Series

2021-R1,

Class

A2,

CMO,

ARM

1.057%,

10/25/63 (1)

21‌

19‌

Verus

Securitization

Trust

Series

2021-R2,

Class

A1,

CMO,

ARM

0.918%,

2/25/64 (1)

71‌

60‌

Verus

Securitization

Trust

Series

2022-1,

Class

A3,

CMO,

ARM

3.288%,

1/25/67 (1)

294‌

247‌

Verus

Securitization

Trust

Series

2023-6,

Class

A2,

CMO,

STEP

6.939%,

9/25/68 (1)

125‌

125‌

Wells

Fargo

Mortgage

Backed

Securities

Trust

Series

2021-RR1,

Class

A3,

CMO,

ARM

2.50%,

12/25/50 (1)

237‌

202‌

8,639‌

Commercial

Mortgage-Backed

Securities

3.9%

BAMLL

Commercial

Mortgage

Securities

Trust

Series

2021-JACX,

Class

C,

ARM

1M

TSFR

+

2.114%,

7.447%,

9/15/38 (1)

190‌

162‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

11

Par/Shares

$

Value

(Amounts

in

000s)

BCP

Trust

Series

2021-330N,

Class

A,

ARM

1M

TSFR

+

0.913%,

6.246%,

6/15/38 (1)

120‌

106‌

BFLD

Series

2019-DPLO,

Class

B,

ARM

1M

TSFR

+

1.454%,

6.786%,

10/15/34 (1)

510‌

505‌

BPR

Trust

Series

2021-TY,

Class

B,

ARM

1M

TSFR

+

1.264%,

6.597%,

9/15/38 (1)

200‌

189‌

BSREP

Commercial

Mortgage

Trust

Series

2021-DC,

Class

D,

ARM

1M

TSFR

+

2.014%,

7.347%,

8/15/38 (1)

166‌

133‌

BX

Commercial

Mortgage

Trust

Series

2019-XL,

Class

A,

ARM

1M

TSFR

+

1.034%,

6.367%,

10/15/36 (1)

84‌

84‌

BX

Commercial

Mortgage

Trust

Series

2022-AHP,

Class

A,

ARM

1M

TSFR

+

0.99%,

6.322%,

1/17/39 (1)

190‌

186‌

BX

Commercial

Mortgage

Trust

Series

2022-CSMO,

Class

B,

ARM

1M

TSFR

+

3.141%,

8.473%,

6/15/27 (1)

260‌

260‌

BX

Trust

Series

2021-ARIA,

Class

C,

ARM

1M

TSFR

+

1.76%,

7.092%,

10/15/36 (1)

145‌

140‌

Citigroup

Commercial

Mortgage

Trust

Series

2013-375P,

Class

B,

ARM

3.635%,

5/10/35 (1)

205‌

186‌

Citigroup

Commercial

Mortgage

Trust

Series

2013-375P,

Class

C,

ARM

3.635%,

5/10/35 (1)

150‌

133‌

Cold

Storage

Trust

Series

2020-ICE5,

Class

B,

ARM

1M

TSFR

+

1.414%,

6.747%,

11/15/37 (1)

256‌

253‌

Commercial

Mortgage

Trust

Series

2014-CR19,

Class

AM

4.08%,

8/10/47

210‌

202‌

Commercial

Mortgage

Trust

Series

2014-CR19,

Class

D,

ARM

4.853%,

8/10/47 (1)

250‌

213‌

Commercial

Mortgage

Trust

Series

2014-UBS2,

Class

A5

3.961%,

3/10/47

280‌

278‌

Commercial

Mortgage

Trust

Series

2014-UBS2,

Class

B

4.701%,

3/10/47

440‌

431‌

Commercial

Mortgage

Trust

Series

2015-CR22,

Class

B,

ARM

3.926%,

3/10/48

100‌

91‌

Commercial

Mortgage

Trust

Series

2017-PANW,

Class

D,

ARM

4.343%,

10/10/29 (1)

100‌

86‌

Credit

Suisse

Mortgage

Trust

Series

2020-NET,

Class

A

2.257%,

8/15/37 (1)

112‌

100‌

Extended

Stay

America

Trust

Series

2021-ESH,

Class

C,

ARM

1M

TSFR

+

1.814%,

7.146%,

7/15/38 (1)

185‌

183‌

Great

Wolf

Trust

Series

2019-WOLF,

Class

A,

ARM

1M

TSFR

+

1.148%,

6.48%,

12/15/36 (1)

325‌

323‌

Par/Shares

$

Value

(Amounts

in

000s)

Great

Wolf

Trust

Series

2019-WOLF,

Class

C,

ARM

1M

TSFR

+

1.747%,

7.079%,

12/15/36 (1)

390‌

385‌

GS

Mortgage

Securities

Trust

Series

2021-ROSS,

Class

B,

ARM

1M

TSFR

+

1.714%,

7.047%,

5/15/26 (1)

160‌

135‌

JPMorgan

Chase

Commercial

Mortgage

Securities

Trust

Series

2019-BKWD,

Class

C,

ARM

1M

TSFR

+

1.964%,

7.547%,

9/15/29 (1)

355‌

278‌

JPMorgan

Chase

Commercial

Mortgage

Securities

Trust

Series

2020-609M,

Class

B,

ARM

1M

TSFR

+

1.884%,

7.217%,

10/15/33 (1)

255‌

228‌

JPMorgan

Chase

Commercial

Mortgage

Securities

Trust

Series

2020-609M,

Class

C,

ARM

1M

TSFR

+

2.284%,

7.617%,

10/15/33 (1)

210‌

172‌

KIND

Trust

Series

2021-KIND,

Class

C,

ARM

1M

TSFR

+

1.864%,

7.196%,

8/15/38 (1)

243‌

230‌

LSTAR

Commercial

Mortgage

Trust

Series

2017-5,

Class

AS

4.021%,

3/10/50 (1)

145‌

128‌

Morgan

Stanley

Capital

I

Trust

Series

2014-150E,

Class

A

3.912%,

9/9/32 (1)

340‌

258‌

Morgan

Stanley

Capital

I

Trust

Series

2019-NUGS,

Class

D,

ARM

1M

TSFR

+

1.914%,

7.247%,

12/15/36 (1)

130‌

49‌

ONE

Mortgage

Trust

Series

2021-PARK,

Class

B,

ARM

1M

TSFR

+

1.064%,

6.396%,

3/15/36 (1)

315‌

294‌

ONE

Mortgage

Trust

Series

2021-PARK,

Class

C,

ARM

1M

TSFR

+

1.214%,

6.546%,

3/15/36 (1)

170‌

156‌

Wells

Fargo

Commercial

Mortgage

Trust

Series

2015-NXS2,

Class

A2

3.02%,

7/15/58

42‌

40‌

WFRBS

Commercial

Mortgage

Trust

Series

2014-LC14,

Class

A5

4.045%,

3/15/47

440‌

437‌

7,034‌

Residential

Mortgage

0.3%

Finance

of

America

HECM

Buyout

Series

2022-HB2,

Class

A1A,

ARM

4.00%,

8/1/32 (1)

247‌

239‌

MetLife

Securitization

Trust

Series

2017-1A,

Class

A,

CMO,

ARM

3.00%,

4/25/55 (1)

113‌

103‌

Towd

Point

Mortgage

Trust

Series

2017-1,

Class

A1,

CMO,

ARM

2.75%,

10/25/56 (1)

20‌

20‌

Towd

Point

Mortgage

Trust

Series

2017-2,

Class

A1,

CMO,

ARM

2.75%,

4/25/57 (1)

8‌

8‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

12

Par/Shares

$

Value

(Amounts

in

000s)

Towd

Point

Mortgage

Trust

Series

2018-1,

Class

A1,

CMO,

ARM

3.00%,

1/25/58 (1)

56‌

54‌

424‌

Total

Non-U.S.

Government

Mortgage-

Backed

Securities

(Cost

$18,259)

16,097‌

U.S.

GOVERNMENT

&

AGENCY

MORTGAGE-BACKED

SECURITIES

5.4%

U.S.

Government

Agency

Obligations

3.7%

Federal

Home

Loan

Mortgage

3.50%,

3/1/46

86‌

76‌

5.00%,

12/1/23

-

7/1/25

—‌

—‌

5.50%,

10/1/38

2‌

2‌

6.00%,

9/1/34

-

9/1/35

59‌

60‌

7.00%,

3/1/39

51‌

53‌

7.50%,

6/1/38

47‌

48‌

Federal

Home

Loan

Mortgage,

ARM

1Y

CMT

+

2.245%,

4.37%,

1/1/36

4‌

5‌

1Y

CMT

+

2.25%,

5.10%,

10/1/36

1‌

1‌

RFUCCT1Y

+

1.625%,

4.849%,

4/1/37

5‌

5‌

RFUCCT1Y

+

1.625%,

5.26%,

6/1/38

10‌

10‌

RFUCCT1Y

+

1.726%,

5.94%,

7/1/35

2‌

2‌

RFUCCT1Y

+

1.733%,

5.593%,

10/1/36

5‌

5‌

RFUCCT1Y

+

1.74%,

5.058%,

5/1/38

5‌

5‌

RFUCCT1Y

+

1.75%,

4.125%,

2/1/35

1‌

1‌

RFUCCT1Y

+

1.775%,

5.232%,

5/1/37

2‌

2‌

RFUCCT1Y

+

1.842%,

4.091%,

1/1/37

2‌

2‌

RFUCCT1Y

+

1.915%,

4.29%,

2/1/37

2‌

2‌

RFUCCT1Y

+

2.03%,

4.275%,

11/1/36

2‌

2‌

RFUCCT1Y

+

2.083%,

4.582%,

2/1/38

7‌

7‌

Federal

Home

Loan

Mortgage,

CMO,

2.00%,

2/15/40

33‌

32‌

Federal

Home

Loan

Mortgage,

UMBS

1.50%,

2/1/36

202‌

170‌

2.50%,

1/1/52

-

4/1/52

305‌

244‌

3.00%,

11/1/34

141‌

129‌

4.00%,

12/1/49

33‌

29‌

4.50%,

9/1/37

-

5/1/50

262‌

251‌

6.00%,

2/1/53

139‌

139‌

Federal

National

Mortgage

Assn.,

ARM

RFUCCT1Y

+

1.34%,

3.59%,

12/1/35

2‌

2‌

RFUCCT1Y

+

1.553%,

5.24%,

7/1/35

1‌

1‌

RFUCCT1Y

+

1.584%,

4.499%,

12/1/35

5‌

5‌

RFUCCT1Y

+

1.597%,

4.959%,

7/1/36

4‌

4‌

RFUCCT1Y

+

1.655%,

5.905%,

8/1/37

1‌

1‌

RFUCCT1Y

+

1.77%,

4.145%,

12/1/35

1‌

—‌

RFUCCT1Y

+

1.78%,

4.03%,

1/1/34

5‌

5‌

RFUCCT1Y

+

1.788%,

4.538%,

5/1/38

2‌

2‌

RFUCCT1Y

+

1.83%,

5.081%,

4/1/38

12‌

12‌

RFUCCT1Y

+

1.853%,

6.103%,

8/1/38

6‌

6‌

RFUCCT1Y

+

1.892%,

4.142%,

12/1/35

2‌

1‌

RFUCCT1Y

+

1.922%,

5.20%,

5/1/38

6‌

6‌

RFUCCT1Y

+

2.04%,

4.29%,

12/1/36

1‌

1‌

Par/Shares

$

Value

(Amounts

in

000s)

Federal

National

Mortgage

Assn.,

UMBS

2.00%,

10/1/50

105‌

80‌

2.50%,

1/1/52

191‌

152‌

3.00%,

1/1/27

-

6/1/52

415‌

350‌

3.50%,

3/1/28

-

1/1/52

119‌

105‌

4.00%,

11/1/49

-

9/1/52

641‌

571‌

4.50%,

12/1/40

-

8/1/52

1,052‌

973‌

5.00%,

9/1/25

-

10/1/52

255‌

246‌

5.50%,

10/1/24

-

5/1/40

192‌

192‌

6.00%,

3/1/34

-

8/1/53

1,766‌

1,757‌

6.50%,

7/1/32

-

12/1/32

43‌

44‌

UMBS,

TBA (4)

5.00%,

10/1/53

275‌

260‌

5.50%,

10/1/53

415‌

401‌

6.00%,

10/1/53

275‌

271‌

6,730‌

U.S.

Government

Obligations

1.7%

Government

National

Mortgage

Assn.

2.00%,

3/20/52

20‌

16‌

3.00%,

9/20/47

664‌

570‌

3.50%,

7/20/52

787‌

689‌

4.00%,

10/20/50

-

10/20/52

198‌

179‌

4.50%,

10/20/52

610‌

564‌

5.00%,

12/20/34

-

11/20/47

230‌

225‌

5.50%,

3/20/48

-

3/20/49

36‌

35‌

Government

National

Mortgage

Assn.,

TBA (4)

5.00%,

10/20/53

235‌

223‌

5.50%,

10/20/52

365‌

354‌

6.50%,

10/20/53

140‌

141‌

2,996‌

Total

U.S.

Government

&

Agency

Mortgage-Backed

Securities

(Cost

$10,392)

9,726‌

U.S.

GOVERNMENT

AGENCY

OBLIGATIONS

(EXCLUDING

MORTGAGE-BACKED)

20.2%

Government

Sponsored

0.3%

Federal

Home

Loan

Banks,

5.00%,

2/28/25

630‌

627‌

627‌

Treasuries

19.9%

U.S.

Treasury

Notes,

2.875%,

6/15/25

10,000‌

9,625‌

U.S.

Treasury

Notes,

4.00%,

12/15/25

1,525‌

1,493‌

U.S.

Treasury

Notes,

4.25%,

5/31/25 (5)

6,330‌

6,235‌

U.S.

Treasury

Notes,

4.50%,

11/15/25

2,635‌

2,607‌

U.S.

Treasury

Notes,

4.625%,

6/30/25

5,435‌

5,389‌

U.S.

Treasury

Notes,

5.00%,

8/31/25

7,340‌

7,325‌

U.S.

Treasury

Notes,

5.00%,

9/30/25

2,910‌

2,907‌

35,581‌

Total

U.S.

Government

Agency

Obligations

(Excluding

Mortgage-Backed)

(Cost

$36,727)

36,208‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

13

Par/Shares

$

Value

(Amounts

in

000s)

SHORT-TERM

INVESTMENTS

3.6%

Commercial

Paper

0.6%

4(2)

0.6%(6)

Jabil,

6.109%,

10/20/23

475‌

473‌

Syngenta

Wilmington,

6.331%,

10/23/23

485‌

483‌

956‌

Money

Market

Funds

3.0%

T.

Rowe

Price

Government

Reserve

Fund,

5.40% (7)(8)

5,432‌

5,432‌

5,432‌

Total

Short-Term

Investments

(Cost

$6,388)

6,388‌

SECURITIES

LENDING

COLLATERAL

0.1%

INVESTMENTS

IN

A

POOLED

ACCOUNT

THROUGH

SECURITIES

LENDING

PROGRAM

WITH

STATE

STREET

BANK

AND

TRUST

COMPANY

0.1%

Money

Market

Funds

0.1%

T.

Rowe

Price

Government

Reserve

Fund,

5.40% (7)(8)

235‌

235‌

Total

Investments

in

a

Pooled

Account

through

Securities

Lending

Program

with

State

Street

Bank

and

Trust

Company

235‌

Total

Securities

Lending

Collateral

(Cost

$235)

235‌

Total

Investments

in

Securities

102.2%

(Cost

$189,915)

$

183,056‌

Other

Assets

Less

Liabilities

(2.2)%

(3,866‌)

Net

Assets

100.0%

$

179,190‌

‡

Par/Shares

and

Notional

Amount

are

denominated

in

U.S.

dollars

unless

otherwise

noted.

(1)

Security

was

purchased

pursuant

to

Rule

144A

under

the

Securities

Act

of

1933

and

may

be

resold

in

transactions

exempt

from

registration

only

to

qualified

institutional

buyers.

Total

value

of

such

securities

at

period-end

amounts

to

$57,771

and

represents

32.2%

of

net

assets.

(2)

Security

is

a

fix-to-float

security,

which

carries

a

fixed

coupon

until

a

certain

date,

upon

which

it

switches

to

a

floating

rate.

Reference

rate

and

spread

are

provided

if

the

rate

is

currently

floating.

(3)

All

or

a

portion

of

this

security

is

on

loan

at

September

30,

2023.

(4)

To-Be-Announced

purchase

commitment.

Total

value

of

such

securities

at

period-end

amounts

to

$1,650

and

represents

0.9%

of

net

assets.

(5)

At

September

30,

2023,

all

or

a

portion

of

this

security

is

pledged

as

collateral

and/or

margin

deposit

to

cover

future

funding

obligations.

(6)

Commercial

paper

exempt

from

registration

under

Section

4(2)

of

the

Securities

Act

of

1933

and

may

be

resold

in

transactions

exempt

from

registration

only

to

dealers

in

that

program

or

other

"accredited

investors".

Total

value

of

such

securities

at

period-end

amounts

to

$956

and

represents

0.6

%

of

net

assets.

(7)

Seven-day

yield

(8)

Affiliated

Companies

1M

TSFR

One

month

term

SOFR

(Secured

overnight

financing

rate)

3M

TSFR

Three

month

term

SOFR

(Secured

overnight

financing

rate)

1Y

CMT

One

year

U.S.

Treasury

note

constant

maturity

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

14

.

ARM

Adjustable

Rate

Mortgage

(ARM);

rate

shown

is

effective

rate

at

period-end.

The

rates

for

certain

ARMs

are

not

based

on

a

published

reference

rate

and

spread

but

may

be

determined

using

a

formula

based

on

the

rates

of

the

underlying

loans.

CLO

Collateralized

Loan

Obligation

CMO

Collateralized

Mortgage

Obligation

FRN

Floating

Rate

Note

PTT

Pass-Through

Trust

RFUCCT1Y

Twelve

month

Refinitiv

USD

IBOR

Consumer

Cash

Fallback

SOFR

Secured

overnight

financing

rate

SOFR30A

30-day

Average

SOFR

(Secured

overnight

financing

rate)

SOFR90A

90-day

Average

SOFR

(Secured

overnight

financing

rate)

STEP

Stepped

coupon

bond

for

which

the

coupon

rate

of

interest

adjusts

on

specified

date(s);

rate

shown

is

effective

rate

at

period-end.

TBA

To-Be-Announced

UMBS

Uniform

Mortgage-Backed

Securities

VR

Variable

Rate;

rate

shown

is

effective

rate

at

period-end.

The

rates

for

certain

variable

rate

securities

are

not

based

on

a

published

reference

rate

and

spread

but

are

determined

by

the

issuer

or

agent

and

based

on

current

market

conditions.

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

15

(Amounts

in

000s)

SWAPS

0.0%

Description

Notional

Amount

$

Value

Upfront

Payments/

$

(Receipts)

Unrealized

$

Gain/(Loss)

BILATERAL

SWAPS

0.0%

Credit

Default

Swaps,

Protection

Bought

0.0%

Bank

of

America,

Protection

Bought

(Relevant

Credit:

General

Mills),

Pay

1.00%

Quarterly,

Receive

upon

credit

default,

12/20/24

417

(5)

(4)

(1‌)

Barclays

Bank,

Protection

Bought

(Relevant

Credit:

Omnicom

Group),

Pay

1.00%

Quarterly,

Receive

upon

credit

default,

12/20/24

1,250

(13)

(10)

(3‌)

Citibank,

Protection

Bought

(Relevant

Credit:

General

Mills),

Pay

1.00%

Quarterly,

Receive

upon

credit

default,

12/20/24

596

(6)

(4)

(2‌)

Goldman

Sachs,

Protection

Bought

(Relevant

Credit:

General

Mills),

Pay

1.00%

Quarterly,

Receive

upon

credit

default,

12/20/24

1,220

(12)

(9)

(3‌)

Morgan

Stanley,

Protection

Bought

(Relevant

Credit:

Markit

CMBX.NA.AAA-S13,

50

Year

Index),

Pay

0.50%

Monthly,

Receive

upon

credit

default,

12/16/72

4,298

85

119

(34‌)

Total

Bilateral

Credit

Default

Swaps,

Protection

Bought

92

(43‌)

Total

Bilateral

Swaps

92

(43‌)

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

16

FUTURES

CONTRACTS

($000s)

Expiration

Date

Notional

Amount

Value

and

Unrealized

Gain

(Loss)

Short,

17

U.S.

Treasury

Notes

five

year

contracts

12/23

(1,791)

$

10‌

Short,

27

U.S.

Treasury

Notes

ten

year

contracts

12/23

(2,918)

50‌

Long,

221

U.S.

Treasury

Notes

two

year

contracts

12/23

44,799

(81‌)

Short,

7

Ultra

U.S.

Treasury

Bonds

contracts

12/23

(831)

31‌

Short,

33

Ultra

U.S.

Treasury

Notes

ten

year

contracts

12/23

(3,681)

83‌

Net

payments

(receipts)

of

variation

margin

to

date

(89‌)

Variation

margin

receivable

(payable)

on

open

futures

contracts

$

4‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

17

The

accompanying

notes

are

an

integral

part

of

this

Portfolio

of

Investments.

AFFILIATED

COMPANIES

($000s)

The

fund

may

invest

in

certain

securities

that

are

considered

affiliated

companies.

As

defined

by

the

1940

Act,

an

affiliated

company

is

one

in

which

the

fund

owns

5%

or

more

of

the

outstanding

voting

securities,

or

a

company

that

is

under

common

ownership

or

control.

The

following

securities

were

considered

affiliated

companies

for

all

or

some

portion

of

the

nine

months

ended

September

30,

2023.

Net

realized

gain

(loss),

investment

income,

change

in

net

unrealized

gain/loss,

and

purchase

and

sales

cost

reflect

all

activity

for

the

period

then

ended.

Affiliate

Net

Realized

Gain

(Loss)

Change

in

Net

Unrealized

Gain/Loss

Investment

Income

T.

Rowe

Price

Government

Reserve

Fund,

5.40%

$

—‌

$

—‌

$

109‌++

Totals

$

—‌#

$

—‌

$

109‌+

Supplementary

Investment

Schedule

Affiliate

Value

12/31/22

Purchase

Cost

Sales

Cost

Value

09/30/23

T.

Rowe

Price

Government

Reserve

Fund,

5.40%

$

1,885‌

¤

¤

$

5,667‌

Total

$

5,667‌^

#

Capital

gain

distributions

from

underlying

Price

funds

represented

$0

of

the

net

realized

gain

(loss).

++

Excludes

earnings

on

securities

lending

collateral,

which

are

subject

to

rebates

and

fees.

+

Investment

income

comprised

$109

of

dividend

income

and

$0

of

interest

income.

¤

Purchase

and

sale

information

not

shown

for

cash

management

funds.

^

The

cost

basis

of

investments

in

affiliated

companies

was

$5,667.

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

Unaudited

18

Notes

to

Portfolio

of

Investments

T.

Rowe

Price

Limited-Term

Bond

Portfolio (the

fund) is

registered

under

the

Investment

Company

Act

of

1940

(the

1940

Act)

as

an

open-end

management

investment

company

and

follows

accounting

and

reporting

guidance

of

the

Financial

Accounting

Standards

Board

Accounting

Standards

Codification

Topic

946.

The

accompanying

Portfolio

of

Investments

was

prepared

in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

(GAAP).

For

additional

information

on

the

fund’s

significant

accounting

policies

and

investment

related

disclosures,

please

refer

to

the

fund’s most

recent

semiannual

or

annual

shareholder

report

and

its

prospectus.

VALUATION

Fair

Value

The

fund’s

financial

instruments

are

valued

at

the

close

of

the

New

York

Stock

Exchange

(NYSE),

normally

4

p.m.

ET,

each

day

the

NYSE

is

open

for

business,

and

are

reported

at

fair

value,

which

GAAP

defines

as

the

price

that

would

be

received

to

sell

an

asset

or

paid

to

transfer

a

liability

in

an

orderly

transaction

between

market

participants

at

the

measurement

date. The fund’s

Board

of

Directors

(the

Board)

has

designated

T.

Rowe

Price

Associates,

Inc.

as

the

fund’s

valuation

designee

(Valuation

Designee).

Subject

to

oversight

by

the

Board,

the

Valuation

Designee

performs

the

following

functions

in

performing

fair

value

determinations:

assesses

and

manages

valuation

risks;

establishes

and

applies

fair

value

methodologies;

tests

fair

value

methodologies;

and

evaluates

pricing

vendors

and

pricing

agents.

The

duties

and

responsibilities

of

the

Valuation

Designee

are

performed

by

its

Valuation

Committee. The

Valuation

Designee provides

periodic

reporting

to

the

Board

on

valuation

matters.

Various

valuation

techniques

and

inputs

are

used

to

determine

the

fair

value

of

financial

instruments.

GAAP

establishes

the

following

fair

value

hierarchy

that

categorizes

the

inputs

used

to

measure

fair

value:

Level

1

–

quoted

prices

(unadjusted)

in

active

markets

for

identical

financial

instruments

that

the

fund

can

access

at

the

reporting

date

Level

2

–

inputs

other

than

Level

1

quoted

prices

that

are

observable,

either

directly

or

indirectly

(including,

but

not

limited

to,

quoted

prices

for

similar

financial

instruments

in

active

markets,

quoted

prices

for

identical

or

similar

financial

instruments

in

inactive

markets,

interest

rates

and

yield

curves,

implied

volatilities,

and

credit

spreads)

Level

3

–

unobservable

inputs

(including

the Valuation

Designee’s assumptions

in

determining

fair

value)

Observable

inputs

are

developed

using

market

data,

such

as

publicly

available

information

about

actual

events

or

transactions,

and

reflect

the

assumptions

that

market

participants

would

use

to

price

the

financial

instrument.

Unobservable

inputs

are

those

for

which

market

data

are

not

available

and

are

developed

using

the

best

information

available

about

the

assumptions

that

market

participants

would

use

to

price

the

financial

instrument.

GAAP

requires

valuation

techniques

to

maximize

the

use

of

relevant

observable

inputs

and

minimize

the

use

of

unobservable

inputs.

When

multiple

inputs

are

used

to

derive

fair

value,

the

financial

instrument

is

assigned

to

the

level

within

the

fair

value

hierarchy

based

on

the

lowest-level

input

that

is

significant

to

the

fair

value

of

the

financial

instrument.

Input

levels

are

not

necessarily

an

indication

of

the

risk

or

liquidity

associated

with

financial

instruments

at

that

level

but

rather

the

degree

of

judgment

used

in

determining

those

values.

Valuation

Techniques

Debt

securities

generally

are

traded

in

the over-the-counter

(OTC)

market

and

are

valued

at

prices

furnished

by

independent

pricing

services

or

by

broker

dealers

who

make

markets

in

such

securities.

When

valuing

securities,

the

independent

pricing

services

consider

factors

such

as,

but

not

limited

to,

the

yield

or

price

of

bonds

of

comparable

quality,

coupon,

maturity,

and

type,

as

well

as

prices

quoted

by

dealers

who

make

markets

in

such

securities.

Investments

in

mutual

funds

are

valued

at

the

mutual

fund’s

closing

NAV

per

share

on

the

day

of

valuation.

Futures

contracts

are

valued

at

closing

settlement

prices.

Swaps

are

valued

at

prices

furnished

by

an

independent

pricing

service

or

independent

swap

dealers.

Investments

for

which

market

quotations are

not

readily

available

or

deemed

unreliable

are

valued

at

fair

value

as

determined

in

good

faith

by

the

Valuation

Designee.

The

Valuation

Designee

has

adopted

methodologies

for

determining

the

fair

value

of

investments

for

which

market

quotations

are

not

readily

available

or

deemed

unreliable,

including

the

use

of

other

pricing

sources.

Factors

used

in

determining

fair

value

vary

by

type

of

investment

and

may

include

market

or

investment

specific

considerations.

The

Valuation

Designee typically

will

afford

greatest

weight

to

actual

prices

in

arm’s

length

transactions,

to

the

extent

they

represent

orderly

transactions

between

market

participants,

transaction

information

can

be

reliably

obtained,

and

prices

are

deemed

representative

of

fair

value.

However,

the

Valuation

Designee may

also

consider

other

valuation

methods

such

as

market-based

valuation

multiples;

a

discount

or

premium

from

market

value

of

a

similar,

freely

traded

security

of

the

same

issuer;

discounted

cash

flows;

yield

to

maturity;

or

some

combination.

Fair

value

determinations

are

reviewed

on

a

regular

basis.

Because

any

fair

value

determination

involves

a

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

19

significant

amount

of

judgment,

there

is

a

degree

of

subjectivity

inherent

in

such

pricing

decisions. Fair

value

prices

determined

by

the

Valuation

Designee could

differ

from

those

of

other

market

participants,

and

it

is

possible

that

the

fair

value

determined

for

a

security

may

be

materially

different

from

the

value

that

could

be

realized

upon

the

sale

of

that

security.

Valuation

Inputs

The

following

table

summarizes

the

fund’s

financial

instruments,

based

on

the

inputs

used

to

determine

their

fair

values

on

September

30,

2023

(for

further

detail

by

category,

please

refer

to

the

accompanying

Portfolio

of

Investments):

OTHER

MATTERS

Unpredictable

events

such

as

environmental

or

natural

disasters,

war,

terrorism,

pandemics,

outbreaks

of

infectious

diseases,

and

similar

public

health

threats

may

significantly

affect

the

economy

and

the

markets

and

issuers

in

which

the fund

invests.

Certain

events

may

cause

instability

across

global

markets,

including

reduced

liquidity

and

disruptions

in

trading

markets,

while

some

events

may

affect

certain

geographic

regions,

countries,

sectors,

and

industries

more

significantly

than

others,

and

exacerbate

other

pre-existing

political,

social,

and

economic

risks.

Since

2020,

a

novel

strain

of

coronavirus

(COVID-19)

has

resulted

in

disruptions

to

global

business

activity

and

caused

significant

volatility

and

declines

in

global

financial

markets.

In

February

2022,

Russian

forces

entered

Ukraine

and

commenced

an

armed

conflict

leading

to

economic

sanctions

being

imposed

on

Russia

and

certain

of

its

citizens,

creating

impacts

on

Russian-related

stocks

and

debt

and

greater

volatility

in

global

markets.

In

March

2023,

the

collapse

of

some

US

regional

and

global

banks

as

well

as

overall

concerns

around

the

soundness

and

stability

of

the

global

banking

sector

has

sparked

concerns

of

a

broader

financial

crisis

impacting

the

overall

global

banking

sector.

In

certain

cases,

government

agencies

have

assumed

control

or

otherwise

intervened

in

the

operations

of

certain

banks

due

to

liquidity

and

solvency

concerns.

The

extent

of

impact

of

these

events

on

the

US

and

global

markets

is

highly

uncertain.

These

are

recent

examples

of

global

events

which

may

have

a

negative

impact

on

the

values

of

certain

portfolio

holdings

or

the

fund’s

overall

performance.

Management

is

actively

monitoring

the

risks

and

financial

impacts

arising

from

these

events.

E303-054Q3

09/23

($000s)

Level

1

Level

2

Level

3

Total

Value

Assets

Fixed

Income

Securities

1

$

—‌

$

176,433‌

$

—‌

$

176,433‌

Short-Term

Investments

5,432‌

956‌

—‌

6,388‌

Securities

Lending

Collateral

235‌

—‌

—‌

235‌

Total

Securities

5,667‌

177,389‌

—‌

183,056‌

Swaps

—‌

85‌

—‌

85‌

Futures

Contracts*

174‌

—‌

—‌

174‌

Total

$

5,841‌

$

177,474‌

$

—‌

$

183,315‌

Liabilities

Swaps

$

—‌

$

36‌

$

—‌

$

36‌

Futures

Contracts*

81‌

—‌

—‌

81‌

Total

$

81‌

$

36‌

$

—‌

$

117‌

1

Includes

Asset-Backed

Securities,

Corporate

Bonds,

Foreign

Government

Obligations

&

Municipalities,

Municipal

Securities,

Non-U.S.

Government

Mortgage-Backed

Securities,

U.S.

Government

&

Agency

Mortgage-Backed

Securities

and

U.S.

Government

Agency

Obligations

(Excluding

Mortgage-Backed).

*

The

fair

value

presented

includes

cumulative

gain

(loss)

on

open

futures

contracts;

however,

the

net

value

reflected

on

the

accompanying

Portfolio

of

Investments

is

only

the

unsettled

variation

margin

receivable

(payable)

at

that

date.