AES CORP/THE

0000920467-24-000021.txt : 20240529 0000920467-24-000021.hdr.sgml : 20240529 20240529124038 ACCESSION NUMBER: 0000920467-24-000021 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240331 FILED AS OF DATE: 20240529 DATE AS OF CHANGE: 20240529 PERIOD START: 20241231 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price Fixed Income Series, Inc. CENTRAL INDEX KEY: 0000920467 ORGANIZATION NAME: 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: 24996400 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

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ROWE PRICE FIXED INCOME SERIES, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President XXXX NPORT-EX 2 70D4TRP033124.htm T. ROWE PRICE FIXED INCOME SERIES, INC.

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

March

31,

2024

(Unaudited)

1

Portfolio

of

Investments

‡

Par/Shares

$

Value

(Amounts

in

000s)

‡

ASSET-BACKED

SECURITIES

18.0%

Car

Loan

5.9%

Ally

Auto

Receivables

Trust

Series

2023-A,

Class

B

6.01%,

1/17/34 (1)

42‌

42‌

Ally

Auto

Receivables

Trust

Series

2023-A,

Class

C

6.08%,

1/17/34 (1)

78‌

79‌

AmeriCredit

Automobile

Receivables

Trust

Series

2020-1,

Class

C

1.59%,

10/20/25

49‌

49‌

AmeriCredit

Automobile

Receivables

Trust

Series

2020-1,

Class

D

1.80%,

12/18/25

415‌

410‌

AmeriCredit

Automobile

Receivables

Trust

Series

2020-3,

Class

C

1.06%,

8/18/26

115‌

112‌

AmeriCredit

Automobile

Receivables

Trust

Series

2021-1,

Class

C

0.89%,

10/19/26

190‌

183‌

AmeriCredit

Automobile

Receivables

Trust

Series

2021-1,

Class

D

1.21%,

12/18/26

115‌

109‌

AmeriCredit

Automobile

Receivables

Trust

Series

2021-2,

Class

D

1.29%,

6/18/27

235‌

218‌

AmeriCredit

Automobile

Receivables

Trust

Series

2022-1,

Class

D

3.23%,

2/18/28

420‌

395‌

Avis

Budget

Rental

Car

Funding

AESOP

Series

2019-2A,

Class

B

3.55%,

9/22/25 (1)

415‌

412‌

Avis

Budget

Rental

Car

Funding

AESOP

Series

2020-1A,

Class

A

2.33%,

8/20/26 (1)

340‌

328‌

Avis

Budget

Rental

Car

Funding

AESOP

Series

2022-5A,

Class

C

6.24%,

4/20/27 (1)

100‌

100‌

Avis

Budget

Rental

Car

Funding

AESOP

Series

2023-2A,

Class

C

6.18%,

10/20/27 (1)

100‌

100‌

Bayview

Opportunity

Master

Fund

VII

Series

2024-CAR1,

Class

A,

FRN

SOFR30A

+

1.10%,

6.57%,

12/26/31 (1)

250‌

250‌

CarMax

Auto

Owner

Trust

Series

2020-4,

Class

D

1.75%,

4/15/27

145‌

141‌

CarMax

Auto

Owner

Trust

Series

2023-2,

Class

C

5.57%,

11/15/28

265‌

264‌

CarMax

Auto

Owner

Trust

Series

2023-2,

Class

D

6.55%,

10/15/29

175‌

177‌

CarMax

Auto

Owner

Trust

Series

2023-3,

Class

D

6.44%,

12/16/30

100‌

101‌

CarMax

Auto

Owner

Trust

Series

2023-4,

Class

B

6.39%,

5/15/29

135‌

139‌

Par/Shares

$

Value

(Amounts

in

000s)

CarMax

Auto

Owner

Trust

Series

2023-4,

Class

C

6.58%,

5/15/29

135‌

139‌

CarMax

Auto

Owner

Trust

Series

2024-1,

Class

A4

4.94%,

8/15/29

75‌

75‌

CarMax

Auto

Owner

Trust

Series

2024-1,

Class

C

5.47%,

8/15/29

140‌

140‌

Carvana

Auto

Receivables

Trust

Series

2021-P4,

Class

B

1.98%,

2/10/28

190‌

173‌

Carvana

Auto

Receivables

Trust

Series

2022-N1,

Class

C

3.32%,

12/11/28 (1)

33‌

32‌

Enterprise

Fleet

Financing

Series

2023-2,

Class

A2

5.56%,

4/22/30 (1)

346‌

347‌

Exeter

Automobile

Receivables

Trust

Series

2022-4A,

Class

D

5.98%,

12/15/28

140‌

139‌

Exeter

Automobile

Receivables

Trust

Series

2022-5A,

Class

C

6.51%,

12/15/27

450‌

452‌

Ford

Credit

Auto

Lease

Trust

Series

2022-A,

Class

C

4.18%,

10/15/25

465‌

460‌

Ford

Credit

Auto

Lease

Trust

Series

2023-A,

Class

C

5.54%,

12/15/26

100‌

99‌

Ford

Credit

Auto

Lease

Trust

Series

2023-B,

Class

B

6.20%,

2/15/27

70‌

71‌

Ford

Credit

Auto

Lease

Trust

Series

2023-B,

Class

C

6.43%,

4/15/27

135‌

137‌

Ford

Credit

Auto

Owner

Trust

Series

2020-1,

Class

B

2.29%,

8/15/31 (1)

210‌

204‌

Ford

Credit

Auto

Owner

Trust

Series

2020-2,

Class

C

1.74%,

4/15/33 (1)

145‌

136‌

Ford

Credit

Auto

Owner

Trust

Series

2023-A,

Class

B

5.07%,

1/15/29

410‌

407‌

Ford

Credit

Floorplan

Master

Owner

Trust

Series

2023-1,

Class

C

5.75%,

5/15/28 (1)

115‌

115‌

Ford

Credit

Floorplan

Master

Owner

Trust

Series

2023-1,

Class

D

6.62%,

5/15/28 (1)

135‌

136‌

GM

Financial

Automobile

Leasing

Trust

Series

2022-3,

Class

C

5.13%,

8/20/26

615‌

609‌

GM

Financial

Automobile

Leasing

Trust

Series

2023-1,

Class

C

5.76%,

1/20/27

270‌

270‌

GM

Financial

Consumer

Automobile

Receivables

Trust

Series

2020-4,

Class

C

1.05%,

5/18/26

105‌

103‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

2

Par/Shares

$

Value

(Amounts

in

000s)

GM

Financial

Consumer

Automobile

Receivables

Trust

Series

2023-1,

Class

B

5.03%,

9/18/28

40‌

40‌

Hyundai

Auto

Receivables

Trust

Series

2020-B,

Class

C

1.60%,

12/15/26

175‌

172‌

JPMorgan

Chase

Bank

Series

2021-2,

Class

D

1.138%,

12/26/28 (1)

27‌

26‌

Navistar

Financial

Dealer

Note

Master

Owner

Trust

II

Series

2023-1,

Class

A

6.18%,

8/25/28 (1)

175‌

176‌

Santander

Bank

Series

2021-1A,

Class

B

1.833%,

12/15/31 (1)

39‌

38‌

Santander

Bank

Auto

Credit-Linked

Notes

Series

2022-B,

Class

C

5.916%,

8/16/32 (1)

67‌

66‌

Santander

Bank

Auto

Credit-Linked

Notes

Series

2023-B,

Class

A2

5.644%,

12/15/33 (1)

227‌

227‌

Santander

Bank

Auto

Credit-Linked

Notes

Series

2023-B,

Class

D

6.663%,

12/15/33 (1)

250‌

251‌

Santander

Consumer

Auto

Receivables

Trust

Series

2020-BA,

Class

C

1.29%,

4/15/26 (1)

25‌

25‌

Santander

Drive

Auto

Receivables

Trust

Series

2021-4,

Class

D

1.67%,

10/15/27

255‌

242‌

Santander

Drive

Auto

Receivables

Trust

Series

2022-2,

Class

C

3.76%,

7/16/29

365‌

354‌

Santander

Drive

Auto

Receivables

Trust

Series

2022-5,

Class

C

4.74%,

10/16/28

330‌

326‌

Santander

Retail

Auto

Lease

Trust

Series

2021-B,

Class

D

1.41%,

11/20/25 (1)

185‌

184‌

Santander

Retail

Auto

Lease

Trust

Series

2021-C,

Class

C

1.11%,

3/20/26 (1)

155‌

154‌

Santander

Retail

Auto

Lease

Trust

Series

2022-B,

Class

B

3.85%,

3/22/27 (1)

75‌

74‌

SBNA

Auto

Lease

Trust

Series

2024-A,

Class

A3

5.39%,

11/20/26 (1)

75‌

75‌

SBNA

Auto

Lease

Trust

Series

2024-A,

Class

A4

5.24%,

1/22/29 (1)

70‌

70‌

SFS

Auto

Receivables

Securitization

Trust

Series

2024-1A,

Class

A3

4.95%,

5/21/29 (1)

80‌

80‌

SFS

Auto

Receivables

Securitization

Trust

Series

2024-1A,

Class

C

5.51%,

1/20/32 (1)

25‌

25‌

Par/Shares

$

Value

(Amounts

in

000s)

U.S.

Bank

Series

2023-1,

Class

B

6.789%,

8/25/32 (1)

213‌

214‌

World

Omni

Auto

Receivables

Trust

Series

2022-A,

Class

C

2.55%,

9/15/28

155‌

146‌

World

Omni

Select

Auto

Trust

Series

2020-A,

Class

B

0.84%,

6/15/26

6‌

6‌

World

Omni

Select

Auto

Trust

Series

2020-A,

Class

C

1.25%,

10/15/26

160‌

158‌

10,982‌

Other

Asset-Backed

Securities

11.4%

Amur

Equipment

Finance

Receivables

XIII

Series

2024-1A,

Class

A2

5.38%,

1/21/31 (1)

100‌

100‌

Amur

Equipment

Finance

Receivables

XIII

Series

2024-1A,

Class

C

5.55%,

1/21/31 (1)

100‌

100‌

Apidos

XVIII

Series

2018-18A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.15%,

6.472%,

10/22/30 (1)

390‌

389‌

Apidos

Xxv

Series

2016-25A,

Class

A1R2,

CLO,

FRN

3M

TSFR

+

1.15%,

6.458%,

10/20/31 (1)

490‌

490‌

Atrium

XIII

Series

13A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.15%,

6.47%,

11/21/30 (1)

485‌

485‌

Auxilior

Term

Funding

Series

2023-1A,

Class

A2

6.18%,

12/15/28 (1)

280‌

281‌

Ballyrock

Series

2021-1A,

Class

A1,

CLO,

FRN

3M

TSFR

+

1.322%,

6.636%,

4/15/34 (1)

250‌

249‌

BlueMountain

Series

2016-3A,

Class

A1R2,

CLO,

FRN

3M

TSFR

+

1.20%,

11/15/30 (1)(2)

505‌

505‌

BRE

Grand

Islander

Timeshare

Issuer

Series

2019-A,

Class

A

3.28%,

9/26/33 (1)

73‌

70‌

Cedar

Funding

XIV

Series

2021-14A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.362%,

6.676%,

7/15/33 (1)

290‌

290‌

CIFC

Funding

Series

2021-4A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.312%,

6.626%,

7/15/33 (1)

250‌

250‌

CyrusOne

Data

Centers

Issuer

I

Series

2024-1A,

Class

A2

4.76%,

3/22/49 (1)

55‌

52‌

Dell

Equipment

Finance

Trust

Series

2023-3,

Class

D

6.75%,

10/22/29 (1)

100‌

101‌

DLLAA

Series

2023-1A,

Class

A3

5.64%,

2/22/28 (1)

185‌

187‌

DLLST

Series

2024-1A,

Class

A3

5.05%,

8/20/27 (1)

70‌

70‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

3

Par/Shares

$

Value

(Amounts

in

000s)

DLLST

Series

2024-1A,

Class

A4

4.93%,

4/22/30 (1)

20‌

20‌

Driven

Brands

Funding

Series

2018-1A,

Class

A2

4.739%,

4/20/48 (1)

90‌

88‌

Driven

Brands

Funding

Series

2019-1A,

Class

A2

4.641%,

4/20/49 (1)

71‌

69‌

Driven

Brands

Funding

Series

2019-2A,

Class

A2

3.981%,

10/20/49 (1)

105‌

99‌

Dryden

Series

2020-86A,

Class

A1R,

CLO,

FRN

3M

TSFR

+

1.362%,

6.678%,

7/17/34 (1)

250‌

249‌

Elara

HGV

Timeshare

Issuer

Series

2017-A,

Class

A

2.69%,

3/25/30 (1)

29‌

29‌

Elara

HGV

Timeshare

Issuer

Series

2019-A,

Class

A

2.61%,

1/25/34 (1)

170‌

162‌

Elara

HGV

Timeshare

Issuer

Series

2021-A,

Class

A

1.36%,

8/27/35 (1)

44‌

40‌

Elara

HGV

Timeshare

Issuer

Series

2023-A,

Class

A

6.16%,

2/25/38 (1)

118‌

120‌

Elara

HGV

Timeshare

Issuer

Series

2023-A,

Class

C

7.30%,

2/25/38 (1)

101‌

103‌

FirstKey

Homes

Trust

Series

2020-SFR1,

Class

D

2.241%,

8/17/37 (1)

500‌

471‌

FirstKey

Homes

Trust

Series

2020-SFR2,

Class

D

1.968%,

10/19/37 (1)

315‌

294‌

FOCUS

Brands

Funding

Series

2017-1A,

Class

A2II

5.093%,

4/30/47 (1)

117‌

113‌

Goldentree

Loan

Opportunities

XI

Series

2015-11A,

Class

CR2,

CLO,

FRN

3M

TSFR

+

2.012%,

7.31%,

1/18/31 (1)

250‌

249‌

Hardee's

Funding

Series

2018-1A,

Class

A23

5.71%,

6/20/48 (1)

128‌

121‌

Hardee's

Funding

Series

2018-1A,

Class

A2II

4.959%,

6/20/48 (1)

241‌

239‌

Hardee's

Funding

Series

2020-1A,

Class

A2

3.981%,

12/20/50 (1)

426‌

383‌

Hardee's

Funding

Series

2021-1A,

Class

A2

2.865%,

6/20/51 (1)

88‌

74‌

Hilton

Grand

Vacations

Trust

Series

2022-1D,

Class

A

3.61%,

6/20/34 (1)

59‌

56‌

Hilton

Grand

Vacations

Trust

Series

2023-1A,

Class

B

6.11%,

1/25/38 (1)

315‌

318‌

Par/Shares

$

Value

(Amounts

in

000s)

Hilton

Grand

Vacations

Trust

Series

2023-1A,

Class

C

6.94%,

1/25/38 (1)

82‌

83‌

HPEFS

Equipment

Trust

Series

2021-2A,

Class

D

1.29%,

3/20/29 (1)

160‌

157‌

HPEFS

Equipment

Trust

Series

2023-1A,

Class

B

5.73%,

4/20/28 (1)

275‌

276‌

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

101‌

HPEFS

Equipment

Trust

Series

2023-2A,

Class

D

6.97%,

7/21/31 (1)

200‌

204‌

HPEFS

Equipment

Trust

Series

2024-1A,

Class

C

5.33%,

5/20/31 (1)

340‌

338‌

Jamestown

VI

Series

2018-6RA,

Class

B,

CLO,

FRN

3M

TSFR

+

2.262%,

7.586%,

4/25/30 (1)

250‌

249‌

KKR

Series

29A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.462%,

6.776%,

1/15/32 (1)

250‌

250‌

Madison

Park

Funding

XXIII

Series

2017-23A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.232%,

6.551%,

7/27/31 (1)

274‌

274‌

Madison

Park

Funding

XXIII

Series

2017-23A,

Class

BR,

CLO,

FRN

3M

TSFR

+

1.812%,

7.131%,

7/27/31 (1)

250‌

250‌

Madison

Park

Funding

XXIX

Series

2018-29A,

Class

BR,

CLO,

FRN

3M

TSFR

+

1.80%,

10/18/30 (1)(2)

530‌

530‌

Madison

Park

Funding

XXXIII

Series

2019-33A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.29%,

6.604%,

10/15/32 (1)

485‌

485‌

Madison

Park

Funding

XXXVII

Series

2019-37A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.332%,

6.646%,

7/15/33 (1)

465‌

464‌

Magnetite

XXV

Series

2020-25A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.462%,

6.786%,

1/25/32 (1)

500‌

500‌

Marathon

Static

Series

2022-18A,

Class

A1R2,

CLO,

FRN

SOFR90A

+

1.15%,

6.483%,

7/20/30 (1)

370‌

369‌

Marble

Point

XII

Series

2018-1A,

Class

A,

CLO,

FRN

3M

TSFR

+

1.272%,

6.586%,

7/16/31 (1)

229‌

228‌

Marble

Point

XIV

Series

2018-2A,

Class

A12R,

CLO,

FRN

3M

TSFR

+

1.20%,

6.522%,

1/20/32 (1)

600‌

601‌

MidOcean

Credit

XI

Series

2022-11A,

Class

A1R,

CLO,

FRN

3M

TSFR

+

1.73%,

7.096%,

10/18/33 (1)

250‌

251‌

MidOcean

Credit

XI

Series

2022-11A,

Class

BR,

CLO,

FRN

3M

TSFR

+

2.65%,

8.016%,

10/18/33 (1)

250‌

249‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

4

Par/Shares

$

Value

(Amounts

in

000s)

MMAF

Equipment

Finance

Series

2021-A,

Class

A5

1.19%,

11/13/43 (1)

100‌

92‌

MVW

Series

2020-1A,

Class

A

1.74%,

10/20/37 (1)

73‌

69‌

MVW

Series

2020-1A,

Class

B

2.73%,

10/20/37 (1)

97‌

92‌

MVW

Series

2021-1WA,

Class

B

1.44%,

1/22/41 (1)

34‌

31‌

MVW

Series

2023-1A,

Class

A

4.93%,

10/20/40 (1)

256‌

252‌

MVW

Series

2023-2A,

Class

A

6.18%,

11/20/40 (1)

232‌

238‌

MVW

Series

2023-2A,

Class

B

6.33%,

11/20/40 (1)

93‌

95‌

Neuberger

Berman

Loan

Advisers

Series

2017-26A,

Class

BR,

CLO,

FRN

3M

TSFR

+

1.662%,

6.96%,

10/18/30 (1)

255‌

255‌

Neuberger

Berman

Loan

Advisers

Series

2019-32A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.252%,

6.561%,

1/20/32 (1)

400‌

401‌

Neuberger

Berman

XVII

Series

2014-17A,

Class

AR2,

CLO,

FRN

3M

TSFR

+

1.292%,

6.609%,

4/22/29 (1)

353‌

353‌

Oaktree

Series

2022-2A,

Class

A1R,

CLO,

FRN

3M

TSFR

+

1.55%,

6.864%,

7/15/33 (1)

315‌

315‌

OCP

Series

2017-13A,

Class

A1AR,

CLO,

FRN

3M

TSFR

+

1.222%,

6.536%,

7/15/30 (1)

236‌

236‌

OCP

Series

2017-13A,

Class

A2R,

CLO,

FRN

3M

TSFR

+

1.812%,

7.126%,

7/15/30 (1)

315‌

315‌

Octagon

Investment

Partners

39

Series

2018-3A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.15%,

6.483%,

10/20/30 (1)

490‌

490‌

Octane

Receivables

Trust

Series

2021-2A,

Class

A

1.21%,

9/20/28 (1)

37‌

36‌

Octane

Receivables

Trust

Series

2022-1A,

Class

B

4.90%,

5/22/28 (1)

180‌

177‌

Octane

Receivables

Trust

Series

2022-2A,

Class

A

5.11%,

2/22/28 (1)

125‌

124‌

Octane

Receivables

Trust

Series

2023-1A,

Class

A

5.87%,

5/21/29 (1)

54‌

54‌

Octane

Receivables

Trust

Series

2023-3A,

Class

B

6.48%,

7/20/29 (1)

100‌

101‌

Octane

Receivables

Trust

Series

2023-3A,

Class

C

6.74%,

8/20/29 (1)

100‌

101‌

Par/Shares

$

Value

(Amounts

in

000s)

Octane

Receivables

Trust

Series

2023-3A,

Class

D

7.58%,

9/20/29 (1)

100‌

104‌

OZLM

Funding

II

Series

2012-2A,

Class

A1A2,

CLO,

FRN

3M

TSFR

+

1.20%,

6.51%,

7/30/31 (1)

375‌

376‌

OZLM

XXI

Series

2017-21A,

Class

A1R,

CLO,

FRN

3M

TSFR

+

1.15%,

6.473%,

1/20/31 (1)

585‌

585‌

Post

Road

Equipment

Finance

Series

2024-1A,

Class

A2

5.59%,

11/15/29 (1)

100‌

100‌

Post

Road

Equipment

Finance

Series

2024-1A,

Class

C

5.81%,

10/15/30 (1)

165‌

164‌

Progress

Residential

Trust

Series

2020-SFR2,

Class

A

2.078%,

6/17/37 (1)

394‌

378‌

SCF

Equipment

Leasing

Series

2023-1A,

Class

A3

6.17%,

5/20/32 (1)

155‌

159‌

SEB

Funding

Series

2024-1A,

Class

A2

7.386%,

4/30/54 (1)

290‌

290‌

Sierra

Timeshare

Receivables

Funding

Series

2020-2A,

Class

C

3.51%,

7/20/37 (1)

18‌

17‌

Sierra

Timeshare

Receivables

Funding

Series

2021-2A,

Class

B

1.80%,

9/20/38 (1)

54‌

50‌

Sierra

Timeshare

Receivables

Funding

Series

2021-2A,

Class

C

1.95%,

9/20/38 (1)

111‌

103‌

Symphony

Static

I

Series

2021-1A,

Class

B,

CLO,

FRN

3M

TSFR

+

1.712%,

7.036%,

10/25/29 (1)

350‌

343‌

Symphony

XXIII

Series

2020-23A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.282%,

6.596%,

1/15/34 (1)

447‌

447‌

Symphony

XXIII

Series

2020-23A,

Class

BR,

CLO,

FRN

3M

TSFR

+

1.862%,

7.176%,

1/15/34 (1)

250‌

250‌

Symphony

XXVI

Series

2021-26A,

Class

AR,

CLO,

FRN

3M

TSFR

+

1.342%,

6.659%,

4/20/33 (1)

250‌

250‌

THL

Credit

Wind

River

Series

2015-1A,

Class

A1R3,

CLO,

FRN

3M

TSFR

+

1.20%,

10/20/30 (1)(2)

700‌

700‌

Verdant

Receivables

Series

2023-1A,

Class

A2

6.24%,

1/13/31 (1)

206‌

206‌

21,224‌

Student

Loan

0.5%

Navient

Private

Education

Refi

Loan

Trust

Series

2019-D,

Class

A2A

3.01%,

12/15/59 (1)

73‌

69‌

Navient

Private

Education

Refi

Loan

Trust

Series

2019-GA,

Class

A

2.40%,

10/15/68 (1)

53‌

50‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

5

Par/Shares

$

Value

(Amounts

in

000s)

Navient

Private

Education

Refi

Loan

Trust

Series

2020-DA,

Class

A

1.69%,

5/15/69 (1)

36‌

33‌

Navient

Private

Education

Refi

Loan

Trust

Series

2020-FA,

Class

A

1.22%,

7/15/69 (1)

100‌

90‌

Navient

Private

Education

Refi

Loan

Trust

Series

2020-GA,

Class

A

1.17%,

9/16/69 (1)

46‌

42‌

Nelnet

Student

Loan

Trust

Series

2005-4,

Class

A4,

FRN

SOFR90A

+

0.442%,

5.795%,

3/22/32

206‌

198‌

Nelnet

Student

Loan

Trust

Series

2020-1A,

Class

A,

FRN

1M

TSFR

+

0.854%,

6.184%,

3/26/68 (1)

112‌

111‌

Nelnet

Student

Loan

Trust

Series

2021-CA,

Class

AFX

1.32%,

4/20/62 (1)

225‌

204‌

SMB

Private

Education

Loan

Trust

Series

2020-PTB,

Class

A2A

1.60%,

9/15/54 (1)

84‌

76‌

873‌

Whole

Business

0.2%

Wheels

Fleet

Lease

Funding

1

Series

2023-2A,

Class

A

6.46%,

8/18/38 (1)

370‌

373‌

373‌

Total

Asset-Backed

Securities

(Cost

$33,592)

33,452‌

CORPORATE

BONDS

46.0%

FINANCIAL

INSTITUTIONS

17.4%

Banking

11.8%

Ally

Financial,

3.875%,

5/21/24

395‌

394‌

American

Express,

2.25%,

3/4/25

445‌

432‌

American

Express,

VR,

5.098%,

2/16/28 (3)

105‌

104‌

Banco

Santander,

3.496%,

3/24/25

200‌

196‌

Banco

Santander,

VR,

5.552%,

3/14/28 (3)

200‌

200‌

Banco

Santander,

VR,

5.742%,

6/30/24 (3)

400‌

400‌

Bank

of

America,

VR,

0.976%,

4/22/25 (3)

255‌

254‌

Bank

of

America,

VR,

1.734%,

7/22/27 (3)

190‌

175‌

Bank

of

America,

VR,

3.384%,

4/2/26 (3)

265‌

259‌

Bank

of

America,

VR,

3.841%,

4/25/25 (3)

190‌

190‌

Bank

of

America,

VR,

5.08%,

1/20/27 (3)

200‌

199‌

Bank

of

Montreal,

3.70%,

6/7/25

350‌

343‌

Bank

of

Montreal,

5.30%,

6/5/26

220‌

220‌

Bank

of

Montreal,

Series

H,

4.25%,

9/14/24

390‌

388‌

Bank

of

New

York

Mellon,

VR,

4.414%,

7/24/26 (3)

225‌

222‌

Bank

of

New

York

Mellon,

VR,

4.947%,

4/26/27 (3)

255‌

254‌

Bank

of

New

York

Mellon,

VR,

5.148%,

5/22/26 (3)

250‌

250‌

Banque

Federative

du

Credit

Mutuel,

0.998%,

2/4/25 (1)

280‌

269‌

Banque

Federative

du

Credit

Mutuel,

4.935%,

1/26/26 (1)

200‌

199‌

Barclays,

VR,

5.304%,

8/9/26 (3)

200‌

199‌

Par/Shares

$

Value

(Amounts

in

000s)

Barclays,

VR,

5.674%,

3/12/28 (3)

200‌

201‌

Barclays,

VR,

7.325%,

11/2/26 (3)

205‌

210‌

BPCE,

4.50%,

3/15/25 (1)

395‌

389‌

CaixaBank,

VR,

6.208%,

1/18/29 (1)(3)

270‌

275‌

CaixaBank,

VR,

6.684%,

9/13/27 (1)(3)

290‌

296‌

Capital

One

Financial,

VR,

2.636%,

3/3/26 (3)

265‌

257‌

Capital

One

Financial,

VR,

4.985%,

7/24/26 (3)

205‌

203‌

Capital

One

Financial,

VR,

5.70%,

2/1/30 (3)(4)

125‌

126‌

Capital

One

Financial,

VR,

6.312%,

6/8/29 (3)

120‌

123‌

Capital

One

Financial,

VR,

7.149%,

10/29/27 (3)

115‌

120‌

Citigroup,

4.40%,

6/10/25

230‌

227‌

Citigroup,

VR,

0.981%,

5/1/25 (3)

200‌

199‌

Citigroup,

VR,

3.106%,

4/8/26 (3)

240‌

234‌

Citigroup,

VR,

4.14%,

5/24/25 (3)

255‌

254‌

Citigroup,

VR,

5.174%,

2/13/30 (3)

185‌

183‌

Credicorp,

2.75%,

6/17/25 (1)

200‌

193‌

Danske

Bank,

VR,

5.427%,

3/1/28 (1)(3)

200‌

200‌

Danske

Bank,

VR,

6.259%,

9/22/26 (1)(3)

200‌

202‌

Discover

Bank,

2.45%,

9/12/24

270‌

266‌

Fifth

Third

Bancorp,

VR,

6.339%,

7/27/29 (3)

95‌

98‌

Fifth

Third

Bank,

VR,

5.852%,

10/27/25 (3)

335‌

335‌

Goldman

Sachs

Group,

3.50%,

4/1/25

250‌

245‌

Goldman

Sachs

Group,

FRN,

SOFR

+

0.486%,

5.836%,

10/21/24

325‌

325‌

Goldman

Sachs

Group,

VR,

4.482%,

8/23/28 (3)

190‌

185‌

Goldman

Sachs

Group,

VR,

5.798%,

8/10/26 (3)

390‌

391‌

HDFC

Bank,

5.686%,

3/2/26

250‌

251‌

HSBC

Holdings,

VR,

2.099%,

6/4/26 (3)

375‌

360‌

Huntington

National

Bank,

VR,

5.699%,

11/18/25 (3)

250‌

248‌

JPMorgan

Chase,

FRN,

SOFR

+

0.885%,

6.235%,

4/22/27

75‌

75‌

JPMorgan

Chase,

VR,

0.824%,

6/1/25 (3)

225‌

223‌

JPMorgan

Chase,

VR,

2.083%,

4/22/26 (3)

460‌

443‌

JPMorgan

Chase,

VR,

4.08%,

4/26/26 (3)

440‌

433‌

JPMorgan

Chase,

VR,

5.04%,

1/23/28 (3)

180‌

179‌

Lloyds

Banking

Group,

VR,

5.462%,

1/5/28 (3)

220‌

220‌

Mitsubishi

UFJ

Financial

Group,

VR,

0.953%,

7/19/25 (3)

400‌

394‌

Morgan

Stanley,

VR,

1.164%,

10/21/25 (3)

195‌

190‌

Morgan

Stanley,

VR,

2.63%,

2/18/26 (3)

250‌

243‌

Morgan

Stanley,

VR,

3.62%,

4/17/25 (3)

220‌

219‌

Morgan

Stanley,

VR,

6.138%,

10/16/26 (3)

250‌

253‌

Morgan

Stanley

Bank,

4.754%,

4/21/26

250‌

248‌

Northern

Trust,

3.95%,

10/30/25

155‌

152‌

PNC

Financial

Services

Group,

VR,

4.758%,

1/26/27 (3)

265‌

262‌

PNC

Financial

Services

Group,

VR,

5.30%,

1/21/28 (3)

80‌

80‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

6

Par/Shares

$

Value

(Amounts

in

000s)

PNC

Financial

Services

Group,

VR,

5.671%,

10/28/25 (3)

355‌

355‌

PNC

Financial

Services

Group,

VR,

5.812%,

6/12/26 (3)

100‌

100‌

Royal

Bank

of

Canada,

4.875%,

1/19/27

85‌

85‌

Royal

Bank

of

Canada,

4.95%,

4/25/25

445‌

444‌

Santander

Holdings

USA,

VR,

2.49%,

1/6/28 (3)

190‌

172‌

Societe

Generale,

VR,

5.519%,

1/19/28 (1)

(3)

470‌

465‌

Standard

Chartered,

4.30%,

2/19/27 (1)(4)

200‌

194‌

Standard

Chartered,

VR,

1.822%,

11/23/25 (1)(3)

200‌

194‌

State

Street,

5.272%,

8/3/26

320‌

321‌

State

Street,

VR,

4.857%,

1/26/26 (3)

115‌

114‌

State

Street,

VR,

5.104%,

5/18/26 (3)

180‌

179‌

Synchrony

Financial,

4.25%,

8/15/24

485‌

482‌

Toronto-Dominion

Bank,

0.70%,

9/10/24

350‌

342‌

Toronto-Dominion

Bank,

4.285%,

9/13/24

460‌

457‌

Toronto-Dominion

Bank,

5.532%,

7/17/26

270‌

272‌

Truist

Financial,

FRN,

SOFR

+

0.40%,

5.761%,

6/9/25

165‌

164‌

U.S.

Bancorp,

VR,

4.548%,

7/22/28 (3)

375‌

367‌

U.S.

Bancorp,

VR,

5.727%,

10/21/26 (3)

145‌

146‌

UBS,

0.70%,

8/9/24 (1)

205‌

201‌

UBS

Group,

VR,

1.494%,

8/10/27 (1)(3)

200‌

182‌

UBS

Group,

VR,

4.488%,

5/12/26 (1)(3)

200‌

197‌

UBS

Group,

VR,

4.49%,

8/5/25 (1)(3)

235‌

234‌

UBS

Group,

VR,

6.327%,

12/22/27 (1)(3)

200‌

203‌

Wells

Fargo,

VR,

2.188%,

4/30/26 (3)

205‌

197‌

Wells

Fargo,

VR,

3.908%,

4/25/26 (3)

280‌

274‌

Wells

Fargo,

VR,

4.54%,

8/15/26 (3)

275‌

271‌

21,969‌

Brokerage

Asset

Managers

Exchanges

0.5%

Charles

Schwab,

2.45%,

3/3/27

413‌

384‌

Charles

Schwab,

3.20%,

3/2/27

135‌

129‌

LPL

Holdings,

6.75%,

11/17/28

90‌

94‌

LSEGA

Financing,

0.65%,

4/6/24 (1)

320‌

320‌

Nasdaq,

5.65%,

6/28/25

45‌

45‌

972‌

Finance

Companies

1.2%

AerCap

Ireland

Capital,

1.65%,

10/29/24

167‌

163‌

AerCap

Ireland

Capital,

6.10%,

1/15/27

155‌

157‌

AerCap

Ireland

Capital,

6.45%,

4/15/27 (1)

422‌

432‌

Avolon

Holdings

Funding,

2.125%,

2/21/26 (1)

200‌

186‌

Avolon

Holdings

Funding,

2.875%,

2/15/25 (1)

250‌

243‌

Avolon

Holdings

Funding,

3.95%,

7/1/24 (1)

75‌

75‌

Avolon

Holdings

Funding,

5.75%,

3/1/29 (1)

190‌

189‌

Avolon

Holdings

Funding,

6.375%,

5/4/28 (1)

90‌

92‌

GATX,

3.25%,

3/30/25

25‌

24‌

GATX,

3.25%,

9/15/26

417‌

397‌

GATX,

3.85%,

3/30/27

80‌

77‌

GATX,

5.40%,

3/15/27

50‌

50‌

Par/Shares

$

Value

(Amounts

in

000s)

SMBC

Aviation

Capital

Finance,

3.55%,

4/15/24 (1)

235‌

235‌

2,320‌

Financial

Other

0.2%

LeasePlan,

2.875%,

10/24/24 (1)

400‌

393‌

393‌

Insurance

3.1%

Athene

Global

Funding,

1.716%,

1/7/25 (1)

435‌

422‌

Athene

Global

Funding,

5.684%,

2/23/26 (1)

275‌

277‌

Brighthouse

Financial

Global

Funding,

1.00%,

4/12/24 (1)

200‌

199‌

Brighthouse

Financial

Global

Funding,

1.55%,

5/24/26 (1)

70‌

64‌

CNO

Global

Funding,

1.65%,

1/6/25 (1)

240‌

232‌

CNO

Global

Funding,

1.75%,

10/7/26 (1)

505‌

459‌

Corebridge

Financial,

3.50%,

4/4/25

205‌

201‌

Corebridge

Global

Funding,

5.20%,

1/12/29 (1)

90‌

89‌

Elevance

Health,

5.35%,

10/15/25

85‌

85‌

Equitable

Financial

Life

Global

Funding,

0.80%,

8/12/24 (1)

255‌

251‌

Equitable

Financial

Life

Global

Funding,

1.00%,

1/9/26 (1)

95‌

88‌

Equitable

Financial

Life

Global

Funding,

1.10%,

11/12/24 (1)

360‌

349‌

Equitable

Financial

Life

Global

Funding,

1.40%,

7/7/25 (1)

35‌

33‌

Equitable

Financial

Life

Global

Funding,

1.70%,

11/12/26 (1)

150‌

136‌

First

American

Financial,

4.60%,

11/15/24

450‌

445‌

Health

Care

Service

A

Mutual

Legal

Reserve,

1.50%,

6/1/25 (1)

325‌

310‌

Humana,

1.35%,

2/3/27

90‌

81‌

Humana,

3.85%,

10/1/24

180‌

178‌

Humana,

4.50%,

4/1/25

145‌

143‌

Humana,

5.75%,

3/1/28

85‌

87‌

Jackson

National

Life

Global

Funding,

1.75%,

1/12/25 (1)

290‌

281‌

Marsh

&

McLennan,

3.75%,

3/14/26

45‌

44‌

Metropolitan

Life

Global

Funding

I,

4.05%,

8/25/25 (1)

335‌

330‌

Northwestern

Mutual

Global

Funding,

4.35%,

9/15/27 (1)

215‌

210‌

Principal

Life

Global

Funding

II,

0.75%,

4/12/24 (1)

165‌

165‌

UnitedHealth

Group,

3.70%,

5/15/27

280‌

271‌

UnitedHealth

Group,

5.25%,

2/15/28

175‌

178‌

Willis

North

America,

3.60%,

5/15/24

90‌

90‌

5,698‌

Real

Estate

Investment

Trusts

0.6%

Public

Storage

Operating,

FRN,

SOFR

+

0.47%,

5.82%,

4/23/24

115‌

115‌

Realty

Income,

3.875%,

7/15/24

450‌

448‌

Realty

Income,

5.05%,

1/13/26

65‌

65‌

WP

Carey,

4.00%,

2/1/25

465‌

458‌

1,086‌

Total

Financial

Institutions

32,438‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

7

Par/Shares

$

Value

(Amounts

in

000s)

INDUSTRIAL

25.5%

Basic

Industry

1.1%

ArcelorMittal,

3.60%,

7/16/24

100‌

99‌

BHP

Billiton

Finance

USA,

5.25%,

9/8/26

440‌

443‌

Celanese

U.S.

Holdings,

6.05%,

3/15/25

148‌

148‌

Celulosa

Arauco

y

Constitucion,

4.50%,

8/1/24

200‌

199‌

LYB

International

Finance

III,

1.25%,

10/1/25

177‌

166‌

Newmont,

5.30%,

3/15/26 (1)

120‌

121‌

Nucor,

3.95%,

5/23/25

125‌

123‌

Nutrien,

4.90%,

3/27/28

110‌

109‌

POSCO,

4.375%,

8/4/25

450‌

443‌

Sherwin-Williams,

4.25%,

8/8/25

110‌

108‌

Westlake,

0.875%,

8/15/24

205‌

201‌

2,160‌

Capital

Goods

1.2%

Amcor

Flexibles

North

America,

4.00%,

5/17/25

210‌

206‌

Amphenol,

2.05%,

3/1/25

220‌

213‌

Amphenol,

4.75%,

3/30/26

363‌

360‌

BAE

Systems,

5.00%,

3/26/27 (1)

220‌

219‌

Carrier

Global,

2.242%,

2/15/25

64‌

62‌

Carrier

Global,

5.80%,

11/30/25

145‌

146‌

Mohawk

Industries,

5.85%,

9/18/28

150‌

154‌

Owens

Corning,

3.40%,

8/15/26

35‌

34‌

Parker-Hannifin,

3.65%,

6/15/24

400‌

398‌

Regal

Rexnord,

6.05%,

2/15/26 (1)

170‌

171‌

Republic

Services,

2.50%,

8/15/24

220‌

218‌

2,181‌

Communications

4.8%

American

Tower,

1.60%,

4/15/26

373‌

346‌

American

Tower,

2.40%,

3/15/25

170‌

165‌

American

Tower,

3.55%,

7/15/27

178‌

169‌

AT&T,

4.10%,

2/15/28

95‌

92‌

Charter

Communications

Operating,

4.908%,

7/23/25

955‌

944‌

Charter

Communications

Operating,

6.15%,

11/10/26

120‌

121‌

Cox

Communications,

3.15%,

8/15/24 (1)

450‌

445‌

Cox

Communications,

3.50%,

8/15/27 (1)

100‌

95‌

Cox

Communications,

3.85%,

2/1/25 (1)

70‌

69‌

Crown

Castle,

1.05%,

7/15/26

255‌

232‌

Crown

Castle,

2.90%,

3/15/27

265‌

247‌

Crown

Castle,

4.45%,

2/15/26

320‌

315‌

Crown

Castle,

5.00%,

1/11/28

85‌

84‌

Crown

Castle,

5.60%,

6/1/29

145‌

147‌

Crown

Castle

Towers,

4.241%,

7/15/28 (1)

80‌

76‌

GTP

Acquisition

Partners

I,

3.482%,

6/16/25 (1)

465‌

454‌

KT,

4.00%,

8/8/25 (1)

450‌

442‌

NTT

Finance,

4.142%,

7/26/24 (1)

200‌

198‌

NTT

Finance,

4.239%,

7/25/25 (1)

200‌

197‌

Rogers

Communications,

2.95%,

3/15/25

430‌

419‌

Rogers

Communications,

3.20%,

3/15/27

310‌

294‌

Rogers

Communications,

5.00%,

2/15/29

285‌

282‌

SBA

Tower

Trust,

1.631%,

11/15/26 (1)

115‌

104‌

SBA

Tower

Trust,

1.884%,

1/15/26 (1)

85‌

79‌

Par/Shares

$

Value

(Amounts

in

000s)

SBA

Tower

Trust,

2.836%,

1/15/25 (1)

325‌

317‌

SBA

Tower

Trust,

6.599%,

1/15/28 (1)

290‌

297‌

SBA

Tower

Trust,

Series

2014-2A,

Class

C,

STEP,

3.869%,

10/15/49 (1)

110‌

109‌

T-Mobile

USA,

2.25%,

2/15/26

195‌

184‌

T-Mobile

USA,

3.50%,

4/15/25

265‌

260‌

Take-Two

Interactive

Software,

3.55%,

4/14/25

150‌

147‌

Take-Two

Interactive

Software,

5.00%,

3/28/26

265‌

263‌

Verizon

Communications,

1.45%,

3/20/26

270‌

252‌

Verizon

Communications,

2.625%,

8/15/26

395‌

374‌

Warnermedia

Holdings,

3.755%,

3/15/27

700‌

668‌

Warnermedia

Holdings,

6.412%,

3/15/26

125‌

125‌

9,012‌

Consumer

Cyclical

5.1%

Advance

Auto

Parts,

5.90%,

3/9/26

225‌

224‌

Aptiv,

2.396%,

2/18/25

205‌

199‌

AutoZone,

3.625%,

4/15/25

120‌

118‌

AutoZone,

6.25%,

11/1/28

175‌

183‌

Daimler

Truck

Finance

North

America,

1.625%,

12/13/24 (1)

260‌

253‌

Daimler

Truck

Finance

North

America,

5.00%,

1/15/27 (1)

150‌

149‌

Daimler

Truck

Finance

North

America,

5.15%,

1/16/26 (1)

150‌

149‌

Daimler

Truck

Finance

North

America,

5.20%,

1/17/25 (1)

150‌

149‌

Dollar

General,

4.625%,

11/1/27

70‌

69‌

Dollar

General,

5.20%,

7/5/28

166‌

167‌

Ford

Motor

Credit,

5.125%,

6/16/25

290‌

287‌

Ford

Motor

Credit,

5.80%,

3/5/27

235‌

236‌

General

Motors

Financial,

2.90%,

2/26/25

485‌

473‌

General

Motors

Financial,

5.40%,

4/6/26

135‌

135‌

General

Motors

Financial,

5.40%,

5/8/27

115‌

115‌

Genuine

Parts,

1.75%,

2/1/25

105‌

102‌

Hyundai

Capital

America,

0.875%,

6/14/24 (1)

80‌

79‌

Hyundai

Capital

America,

1.00%,

9/17/24 (1)

110‌

108‌

Hyundai

Capital

America,

5.25%,

1/8/27 (1)

100‌

100‌

Hyundai

Capital

America,

5.50%,

3/30/26 (1)

120‌

120‌

Hyundai

Capital

America,

5.60%,

3/30/28 (1)

160‌

162‌

Hyundai

Capital

America,

6.25%,

11/3/25 (1)

120‌

121‌

Hyundai

Capital

Services,

2.125%,

4/24/25 (1)

200‌

193‌

Lowe's,

3.35%,

4/1/27

80‌

76‌

Lowe's,

4.40%,

9/8/25

305‌

301‌

Lowe's,

4.80%,

4/1/26

175‌

174‌

Marriott

International,

3.60%,

4/15/24

425‌

424‌

Marriott

International,

3.75%,

3/15/25

55‌

54‌

Marriott

International,

5.45%,

9/15/26

90‌

90‌

Marriott

International,

Series

EE,

5.75%,

5/1/25

55‌

55‌

Mercedes-Benz

Finance

North

America,

4.80%,

3/30/26 (1)

190‌

189‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

8

Par/Shares

$

Value

(Amounts

in

000s)

Mercedes-Benz

Finance

North

America,

4.80%,

1/11/27 (1)

565‌

562‌

Nordstrom,

2.30%,

4/8/24

35‌

35‌

O'Reilly

Automotive,

5.75%,

11/20/26

185‌

188‌

PACCAR

Financial,

4.60%,

1/31/29

510‌

507‌

Ross

Stores,

0.875%,

4/15/26

290‌

266‌

Ross

Stores,

4.60%,

4/15/25

810‌

802‌

Starbucks,

4.75%,

2/15/26

215‌

214‌

Tapestry,

7.00%,

11/27/26

45‌

46‌

Tapestry,

7.05%,

11/27/25

40‌

41‌

VF,

2.40%,

4/23/25

425‌

409‌

VF,

2.80%,

4/23/27

225‌

205‌

Volkswagen

Group

of

America

Finance,

3.95%,

6/6/25 (1)

200‌

196‌

Volkswagen

Group

of

America

Finance,

5.70%,

9/12/26 (1)

240‌

242‌

Volkswagen

Group

of

America

Finance,

5.80%,

9/12/25 (1)

280‌

281‌

Volkswagen

Group

of

America

Finance,

6.00%,

11/16/26 (1)

200‌

203‌

9,451‌

Consumer

Non-Cyclical

7.4%

AbbVie,

2.60%,

11/21/24

715‌

702‌

AbbVie,

2.95%,

11/21/26

510‌

485‌

AbbVie,

4.80%,

3/15/27

195‌

194‌

Astrazeneca

Finance,

1.20%,

5/28/26

320‌

295‌

BAT

International

Finance,

1.668%,

3/25/26

225‌

209‌

BAT

International

Finance,

4.448%,

3/16/28

460‌

446‌

Becton

Dickinson

&

Company,

3.363%,

6/6/24

336‌

334‌

Becton

Dickinson

&

Company,

3.734%,

12/15/24

78‌

77‌

Becton

Dickinson

&

Company,

4.693%,

2/13/28

375‌

370‌

Bristol-Myers

Squibb,

4.90%,

2/22/27

145‌

145‌

Bristol-Myers

Squibb,

4.90%,

2/22/29

170‌

171‌

Bristol-Myers

Squibb,

4.95%,

2/20/26

110‌

110‌

Brunswick,

0.85%,

8/18/24

290‌

285‌

Campbell

Soup,

5.20%,

3/19/27

150‌

150‌

Cardinal

Health,

3.079%,

6/15/24

180‌

179‌

Cardinal

Health,

3.50%,

11/15/24

215‌

212‌

Coca-Cola

Europacific

Partners,

0.80%,

5/3/24 (1)

680‌

677‌

Coca-Cola

Europacific

Partners,

1.50%,

1/15/27 (1)

200‌

182‌

Constellation

Brands,

3.60%,

5/9/24

225‌

224‌

CSL

Finance,

3.85%,

4/27/27 (1)

90‌

87‌

CVS

Health,

1.30%,

8/21/27

455‌

403‌

CVS

Health,

2.875%,

6/1/26

115‌

109‌

CVS

Health,

3.00%,

8/15/26

105‌

100‌

CVS

Health,

5.00%,

2/20/26

255‌

254‌

HCA,

3.125%,

3/15/27

260‌

245‌

HCA,

5.375%,

2/1/25

165‌

165‌

HCA,

5.875%,

2/15/26

185‌

186‌

Imperial

Brands

Finance,

3.125%,

7/26/24 (1)

730‌

723‌

Imperial

Brands

Finance,

4.25%,

7/21/25 (1)

200‌

197‌

IQVIA,

6.25%,

2/1/29

125‌

130‌

Par/Shares

$

Value

(Amounts

in

000s)

JDE

Peet's,

0.80%,

9/24/24 (1)

150‌

146‌

Mars,

4.55%,

4/20/28 (1)

355‌

350‌

Mattel,

3.375%,

4/1/26 (1)

210‌

201‌

Mattel,

5.875%,

12/15/27 (1)

230‌

231‌

Mondelez

International,

2.625%,

3/17/27

190‌

178‌

Mondelez

International

Holdings

Netherlands,

4.25%,

9/15/25 (1)

200‌

197‌

PeaceHealth

Obligated

Group,

Series

2020,

1.375%,

11/15/25

50‌

46‌

Pfizer

Investment

Enterprises,

4.45%,

5/19/26

530‌

524‌

Pfizer

Investment

Enterprises,

4.45%,

5/19/28

185‌

182‌

Philip

Morris

International,

4.875%,

2/13/26

230‌

229‌

Philip

Morris

International,

5.00%,

11/17/25

140‌

140‌

Philip

Morris

International,

5.125%,

11/15/24

270‌

269‌

Revvity,

0.85%,

9/15/24

715‌

698‌

Solventum,

5.45%,

2/25/27 (1)

355‌

356‌

Thermo

Fisher

Scientific,

4.953%,

8/10/26

425‌

425‌

Utah

Acquisition,

3.95%,

6/15/26

435‌

420‌

Viatris,

1.65%,

6/22/25

380‌

361‌

Viatris,

2.30%,

6/22/27

203‌

184‌

Viterra

Finance,

4.90%,

4/21/27 (1)

280‌

275‌

Zoetis,

5.40%,

11/14/25

260‌

260‌

13,718‌

Energy

2.3%

Canadian

Natural

Resources,

2.05%,

7/15/25

335‌

320‌

Cheniere

Corpus

Christi

Holdings,

5.875%,

3/31/25

395‌

395‌

Columbia

Pipelines

Holding,

6.055%,

8/15/26 (1)

40‌

41‌

DCP

Midstream

Operating,

5.375%,

7/15/25

309‌

308‌

Enbridge,

2.50%,

1/15/25

265‌

257‌

Enbridge,

2.50%,

2/14/25

150‌

146‌

Enbridge,

5.90%,

11/15/26

110‌

112‌

Enbridge,

6.00%,

11/15/28

90‌

93‌

Energy

Transfer,

2.90%,

5/15/25

65‌

63‌

Energy

Transfer,

4.25%,

4/1/24

15‌

15‌

Energy

Transfer,

6.05%,

12/1/26

400‌

408‌

Gray

Oak

Pipeline,

2.60%,

10/15/25 (1)

105‌

100‌

ONEOK,

5.55%,

11/1/26

190‌

192‌

Ovintiv,

5.65%,

5/15/25

215‌

215‌

Pioneer

Natural

Resources,

5.10%,

3/29/26

238‌

237‌

Sabine

Pass

Liquefaction,

5.625%,

3/1/25

320‌

319‌

Sabine

Pass

Liquefaction,

5.75%,

5/15/24

100‌

100‌

TER

Finance

Jersey,

Series

21,

Zero

Coupon,

1/2/25 (1)

200‌

191‌

TransCanada

PipeLines,

6.203%,

3/9/26

415‌

414‌

Williams,

5.40%,

3/2/26

455‌

459‌

4,385‌

Technology

2.0%

Analog

Devices,

FRN,

SOFR

+

0.25%,

5.616%,

10/1/24

70‌

70‌

CDW,

5.50%,

12/1/24

75‌

75‌

Fiserv,

5.15%,

3/15/27

235‌

236‌

Fortinet,

1.00%,

3/15/26

160‌

147‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

9

Par/Shares

$

Value

(Amounts

in

000s)

Microchip

Technology,

0.983%,

9/1/24

220‌

215‌

Micron

Technology,

4.185%,

2/15/27

50‌

49‌

Micron

Technology,

4.975%,

2/6/26

50‌

50‌

Micron

Technology,

5.375%,

4/15/28

260‌

262‌

NXP,

2.70%,

5/1/25

300‌

291‌

NXP,

3.15%,

5/1/27

20‌

19‌

NXP,

3.875%,

6/18/26

155‌

150‌

NXP,

4.40%,

6/1/27

35‌

34‌

Oracle,

5.80%,

11/10/25

140‌

141‌

Qorvo,

1.75%,

12/15/24

125‌

121‌

Roper

Technologies,

2.35%,

9/15/24

90‌

88‌

S&P

Global,

2.45%,

3/1/27

510‌

477‌

Western

Digital,

4.75%,

2/15/26

475‌

463‌

Western

Union,

2.85%,

1/10/25

666‌

651‌

Workday,

3.50%,

4/1/27

120‌

115‌

3,654‌

Transportation

1.6%

American

Airlines

PTT,

Series

2017-2,

Class

B,

3.70%,

10/15/25

246‌

238‌

Canadian

Pacific

Railway,

1.35%,

12/2/24

315‌

306‌

Canadian

Pacific

Railway,

1.75%,

12/2/26

135‌

124‌

Element

Fleet

Management,

5.643%,

3/13/27 (1)

175‌

175‌

ERAC

USA

Finance,

4.60%,

5/1/28 (1)

345‌

340‌

ERAC

USA

Finance,

5.00%,

2/15/29 (1)

140‌

140‌

HPHT

Finance,

2.875%,

11/5/24

600‌

590‌

Penske

Truck

Leasing,

2.70%,

11/1/24 (1)

120‌

118‌

Penske

Truck

Leasing,

3.45%,

7/1/24 (1)

172‌

170‌

Penske

Truck

Leasing,

3.95%,

3/10/25 (1)

180‌

177‌

Penske

Truck

Leasing,

5.35%,

1/12/27 (1)

95‌

95‌

Penske

Truck

Leasing,

5.75%,

5/24/26 (1)

490‌

493‌

2,966‌

Total

Industrial

47,527‌

UTILITY

3.1%

Electric

2.5%

AES,

3.30%,

7/15/25 (1)

190‌

184‌

American

Electric

Power,

5.20%,

1/15/29

325‌

326‌

Constellation

Energy

Generation,

5.60%,

3/1/28

145‌

147‌

DTE

Energy,

STEP,

4.22%,

11/1/24

240‌

238‌

Enel

Finance

International,

1.375%,

7/12/26 (1)

265‌

242‌

Enel

Finance

International,

2.65%,

9/10/24 (1)

405‌

398‌

Enel

Finance

International,

6.80%,

10/14/25 (1)

200‌

204‌

Exelon,

5.15%,

3/15/29

100‌

100‌

Georgia

Power,

5.004%,

2/23/27 (4)

85‌

85‌

NextEra

Energy

Capital

Holdings,

1.875%,

1/15/27

310‌

284‌

NextEra

Energy

Capital

Holdings,

4.45%,

6/20/25

230‌

227‌

NextEra

Energy

Capital

Holdings,

5.749%,

9/1/25

130‌

131‌

NextEra

Energy

Capital

Holdings,

6.051%,

3/1/25

115‌

115‌

NRG

Energy,

3.75%,

6/15/24 (1)

155‌

153‌

Pacific

Gas

&

Electric,

3.50%,

6/15/25

220‌

214‌

Par/Shares

$

Value

(Amounts

in

000s)

PacifiCorp,

5.10%,

2/15/29

115‌

116‌

Southern,

STEP,

4.475%,

8/1/24

920‌

915‌

Terraform

Global

Operating,

6.125%,

3/1/26 (1)

450‌

441‌

Vistra

Operations,

5.125%,

5/13/25 (1)

110‌

109‌

4,629‌

Natural

Gas

0.6%

APA

Infrastructure,

4.20%,

3/23/25 (1)

625‌

613‌

NiSource,

5.25%,

3/30/28

60‌

60‌

Sempra,

3.30%,

4/1/25

175‌

171‌

Sempra,

5.40%,

8/1/26

125‌

125‌

Southern

California

Gas,

2.95%,

4/15/27

185‌

175‌

1,144‌

Total

Utility

5,773‌

Total

Corporate

Bonds

(Cost

$86,788)

85,738‌

FOREIGN

GOVERNMENT

OBLIGATIONS

&

MUNICIPALITIES

2.1%

Government

Sponsored

0.2%

MEGlobal

Canada,

5.00%,

5/18/25

450‌

445‌

445‌

Owned

No

Guarantee

1.9%

Bank

Mandiri

Persero,

5.50%,

4/4/26

260‌

260‌

DAE

Funding,

1.55%,

8/1/24 (1)

200‌

197‌

Korea

Electric

Power,

5.375%,

7/31/26 (1)

450‌

452‌

Korea

Housing

Finance,

4.625%,

2/24/28 (1)

440‌

438‌

Korea

Hydro

&

Nuclear

Power,

4.25%,

7/27/27 (1)

490‌

477‌

NBN,

1.45%,

5/5/26 (1)

405‌

375‌

Pelabuhan

Indonesia

Persero,

4.875%,

10/1/24

450‌

448‌

QNB

Finance,

2.625%,

5/12/25

450‌

436‌

State

Bank

of

India,

1.80%,

7/13/26

500‌

462‌

3,545‌

Total

Foreign

Government

Obligations

&

Municipalities

(Cost

$4,031)

3,990‌

MUNICIPAL

SECURITIES

0.1%

California

0.1%

Golden

State

Tobacco

Securitization,

Series A-1,

1.711%,

6/1/24

200‌

199‌

Total

Municipal

Securities

(Cost

$200)

199‌

NON-U.S.

GOVERNMENT

MORTGAGE-BACKED

SECURITIES

8.0%

Collateralized

Mortgage

Obligations

3.8%

Angel

Oak

Mortgage

Trust

Series

2020-3,

Class

A3,

CMO,

ARM

2.872%,

4/25/65 (1)

22‌

20‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

10

Par/Shares

$

Value

(Amounts

in

000s)

Angel

Oak

Mortgage

Trust

Series

2021-1,

Class

A1,

CMO,

ARM

0.909%,

1/25/66 (1)

108‌

91‌

Angel

Oak

Mortgage

Trust

Series

2021-1,

Class

A2,

CMO,

ARM

1.115%,

1/25/66 (1)

31‌

26‌

Angel

Oak

Mortgage

Trust

Series

2021-2,

Class

A1,

CMO,

ARM

0.985%,

4/25/66 (1)

97‌

80‌

Angel

Oak

Mortgage

Trust

Series

2021-3,

Class

A1,

CMO,

ARM

1.068%,

5/25/66 (1)

75‌

63‌

Angel

Oak

Mortgage

Trust

Series

2021-6,

Class

A2,

CMO,

ARM

1.581%,

9/25/66 (1)

99‌

81‌

Angel

Oak

Mortgage

Trust

Series

2021-6,

Class

A3,

CMO,

ARM

1.714%,

9/25/66 (1)

93‌

75‌

Bayview

MSR

Opportunity

Master

Fund

Trust

Series

2021-5,

Class

A5,

CMO,

ARM

2.50%,

11/25/51 (1)

135‌

117‌

BINOM

Securitization

Trust

Series

2021-INV1,

Class

A2,

CMO,

ARM

2.37%,

6/25/56 (1)

240‌

206‌

BINOM

Securitization

Trust

Series

2021-INV1,

Class

A3,

CMO,

ARM

2.625%,

6/25/56 (1)

76‌

65‌

BRAVO

Residential

Funding

Trust

Series

2021-NQM3,

Class

A1,

CMO,

ARM

1.699%,

4/25/60 (1)

111‌

102‌

CIM

Trust

Series

2020-INV1,

Class

A2,

CMO,

ARM

2.50%,

4/25/50 (1)

73‌

59‌

Citigroup

Mortgage

Loan

Trust

Series

2020-EXP2,

Class

A3,

CMO,

ARM

2.50%,

8/25/50 (1)

52‌

43‌

COLT

Mortgage

Loan

Trust

Series

2021-1,

Class

A2,

CMO,

ARM

1.167%,

6/25/66 (1)

98‌

80‌

Connecticut

Avenue

Securities

Series

2017-C05,

Class

1ED3,

CMO,

ARM

SOFR30A

+

1.314%,

6.635%,

1/25/30

2‌

2‌

Connecticut

Avenue

Securities

Trust

Series

2022-R01,

Class

1M1,

CMO,

ARM

SOFR30A

+

1.00%,

6.32%,

12/25/41 (1)

176‌

176‌

Deephaven

Residential

Mortgage

Trust

Series

2021-1,

Class

A2,

CMO,

ARM

0.973%,

5/25/65 (1)

23‌

22‌

Deephaven

Residential

Mortgage

Trust

Series

2021-2,

Class

A3,

CMO,

ARM

1.26%,

4/25/66 (1)

46‌

40‌

Ellington

Financial

Mortgage

Trust

Series

2019-2,

Class

A3,

CMO,

ARM

3.046%,

11/25/59 (1)

17‌

16‌

Ellington

Financial

Mortgage

Trust

Series

2021-1,

Class

A1,

CMO,

ARM

0.797%,

2/25/66 (1)

28‌

23‌

Ellington

Financial

Mortgage

Trust

Series

2021-1,

Class

A3,

CMO,

ARM

1.106%,

2/25/66 (1)

28‌

23‌

Par/Shares

$

Value

(Amounts

in

000s)

Ellington

Financial

Mortgage

Trust

Series

2021-2,

Class

A3,

CMO,

ARM

1.291%,

6/25/66 (1)

59‌

48‌

Flagstar

Mortgage

Trust

Series

2020-1INV,

Class

A11,

CMO,

ARM

1M

TSFR

+

0.964%,

6.00%,

3/25/50 (1)

129‌

121‌

Freddie

Mac

Whole

Loan

Securities

Trust

Series

2017-SC01,

Class

M1,

CMO,

ARM

3.645%,

12/25/46 (1)

46‌

44‌

Freddie

Mac

Whole

Loan

Securities

Trust

Series

2017-SC02,

Class

M1,

CMO,

ARM

3.865%,

5/25/47 (1)

23‌

22‌

Galton

Funding

Mortgage

Trust

Series

2018-1,

Class

A33,

CMO,

ARM

3.50%,

11/25/57 (1)

38‌

34‌

Galton

Funding

Mortgage

Trust

Series

2019-1,

Class

A21,

CMO,

ARM

4.50%,

2/25/59 (1)

10‌

10‌

Galton

Funding

Mortgage

Trust

Series

2019-1,

Class

A32,

CMO,

ARM

4.00%,

2/25/59 (1)

16‌

15‌

Galton

Funding

Mortgage

Trust

Series

2019-H1,

Class

M1,

CMO,

ARM

3.339%,

10/25/59 (1)

230‌

216‌

Galton

Funding

Mortgage

Trust

Series

2020-H1,

Class

M1,

CMO,

ARM

2.832%,

1/25/60 (1)

380‌

315‌

GS

Mortgage-Backed

Securities

Trust

Series

2014-EB1A,

Class

2A1,

CMO,

ARM

5.133%,

7/25/44 (1)

3‌

3‌

Imperial

Fund

Mortgage

Trust

Series

2021-NQM2,

Class

A3,

CMO,

ARM

1.516%,

9/25/56 (1)

98‌

81‌

Imperial

Fund

Mortgage

Trust

Series

2022-NQM4,

Class

A1,

CMO,

STEP

4.767%,

6/25/67 (1)

330‌

325‌

JPMorgan

Mortgage

Trust

Series

2020-INV1,

Class

A15,

CMO,

ARM

3.50%,

8/25/50 (1)

90‌

79‌

MFA

Trust

Series

2021-INV1,

Class

A1,

CMO,

ARM

0.852%,

1/25/56 (1)

37‌

35‌

MFA

Trust

Series

2021-NQM2,

Class

A2,

CMO,

ARM

1.317%,

11/25/64 (1)

48‌

41‌

Morgan

Stanley

Residential

Mortgage

Loan

Trust

Series

2023-NQM1,

Class

A2,

CMO,

STEP

7.53%,

9/25/68 (1)

96‌

98‌

New

Residential

Mortgage

Loan

Trust

Series

2021-INV2,

Class

A7,

CMO,

ARM

2.50%,

9/25/51 (1)

353‌

308‌

NLT

Trust

Series

2021-INV2,

Class

A3,

CMO,

ARM

1.52%,

8/25/56 (1)

89‌

73‌

OBX

Trust

Series

2019-EXP2,

Class

2A2,

CMO,

ARM

1M

TSFR

+

1.314%,

6.635%,

6/25/59 (1)

18‌

17‌

OBX

Trust

Series

2020-EXP1,

Class

2A2,

CMO,

ARM

1M

TSFR

+

1.064%,

6.394%,

2/25/60 (1)

30‌

27‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

11

Par/Shares

$

Value

(Amounts

in

000s)

OBX

Trust

Series

2020-EXP2,

Class

A8,

CMO,

ARM

3.00%,

5/25/60 (1)

93‌

79‌

OBX

Trust

Series

2020-EXP2,

Class

A9,

CMO,

ARM

3.00%,

5/25/60 (1)

24‌

21‌

OBX

Trust

Series

2020-INV1,

Class

A5,

CMO,

ARM

3.50%,

12/25/49 (1)

53‌

47‌

OBX

Trust

Series

2023-NQM9,

Class

A2,

CMO,

STEP

7.513%,

10/25/63 (1)

94‌

95‌

Oceanview

Mortgage

Trust

Series

2022-1,

Class

A5,

CMO,

ARM

2.50%,

12/25/51 (1)

186‌

160‌

Sequoia

Mortgage

Trust

Series

2018-CH2,

Class

A21,

CMO,

ARM

4.00%,

6/25/48 (1)

26‌

24‌

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)

37‌

33‌

Starwood

Mortgage

Residential

Trust

Series

2019-INV1,

Class

A3,

CMO,

ARM

2.916%,

9/27/49 (1)

207‌

199‌

Starwood

Mortgage

Residential

Trust

Series

2021-2,

Class

A1,

CMO,

ARM

0.943%,

5/25/65 (1)

84‌

76‌

Starwood

Mortgage

Residential

Trust

Series

2021-4,

Class

A1,

CMO,

ARM

1.162%,

8/25/56 (1)

239‌

199‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2021-DNA5,

Class

M2,

CMO,

ARM

SOFR30A

+

1.65%,

6.97%,

1/25/34 (1)

64‌

64‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2021-DNA7,

Class

M2,

CMO,

ARM

SOFR30A

+

1.80%,

7.12%,

11/25/41 (1)

90‌

90‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2022-DNA5,

Class

M1A,

CMO,

ARM

SOFR30A

+

2.95%,

8.27%,

6/25/42 (1)

221‌

227‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2023-HQA3,

Class

A1,

CMO,

ARM

SOFR30A

+

1.85%,

7.17%,

11/25/43 (1)

98‌

99‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2024-HQA1,

Class

A1,

CMO,

ARM

SOFR30A

+

1.25%,

6.569%,

3/25/44 (1)

350‌

350‌

Toorak

Mortgage

Series

2021-INV1,

Class

A2,

CMO,

ARM

1.409%,

7/25/56 (1)

54‌

46‌

Towd

Point

Mortgage

Trust

Series

2022-4,

Class

A1,

CMO

3.75%,

9/25/62 (1)

373‌

347‌

UWM

Mortgage

Trust

Series

2021-INV2,

Class

A4,

CMO,

ARM

2.50%,

9/25/51 (1)

76‌

66‌

Verus

Securitization

Trust

Series

2019-4,

Class

A3,

CMO,

STEP

4.00%,

11/25/59 (1)

145‌

140‌

Par/Shares

$

Value

(Amounts

in

000s)

Verus

Securitization

Trust

Series

2019-INV3,

Class

A3,

CMO,

ARM

4.10%,

11/25/59 (1)

130‌

126‌

Verus

Securitization

Trust

Series

2020-1,

Class

A3,

CMO,

STEP

3.724%,

1/25/60 (1)

191‌

183‌

Verus

Securitization

Trust

Series

2020-5,

Class

A3,

CMO,

STEP

1.733%,

5/25/65 (1)

25‌

23‌

Verus

Securitization

Trust

Series

2021-1,

Class

A1,

CMO,

ARM

0.815%,

1/25/66 (1)

33‌

29‌

Verus

Securitization

Trust

Series

2021-1,

Class

A2,

CMO,

ARM

1.052%,

1/25/66 (1)

44‌

38‌

Verus

Securitization

Trust

Series

2021-1,

Class

A3,

CMO,

ARM

1.155%,

1/25/66 (1)

31‌

27‌

Verus

Securitization

Trust

Series

2021-2,

Class

A1,

CMO,

ARM

1.031%,

2/25/66 (1)

59‌

51‌

Verus

Securitization

Trust

Series

2021-5,

Class

A3,

CMO,

ARM

1.373%,

9/25/66 (1)

84‌

70‌

Verus

Securitization

Trust

Series

2021-7,

Class

A1,

CMO,

ARM

1.829%,

10/25/66 (1)

324‌

280‌

Verus

Securitization

Trust

Series

2021-R1,

Class

A2,

CMO,

ARM

1.057%,

10/25/63 (1)

19‌

17‌

Verus

Securitization

Trust

Series

2021-R2,

Class

A1,

CMO,

ARM

0.918%,

2/25/64 (1)

64‌

56‌

Verus

Securitization

Trust

Series

2022-1,

Class

A3,

CMO,

ARM

3.288%,

1/25/67 (1)

284‌

249‌

Verus

Securitization

Trust

Series

2023-6,

Class

A2,

CMO,

STEP

6.939%,

9/25/68 (1)

118‌

119‌

Verus

Securitization

Trust

Series

2023-8,

Class

A2,

CMO,

STEP

6.664%,

12/25/68 (1)

96‌

97‌

Verus

Securitization

Trust

Series

2023-INV3,

Class

A2,

CMO,

ARM

7.33%,

11/25/68 (1)

102‌

103‌

7,156‌

Commercial

Mortgage-Backed

Securities

4.0%

Alen

Mortgage

Trust

Series

2021-ACEN,

Class

A,

ARM

1M

TSFR

+

1.264%,

6.59%,

4/15/34 (1)

265‌

242‌

BAMLL

Commercial

Mortgage

Securities

Trust

Series

2018-DSNY,

Class

A,

ARM

1M

TSFR

+

1.147%,

6.473%,

9/15/34 (1)

347‌

347‌

BAMLL

Commercial

Mortgage

Securities

Trust

Series

2021-JACX,

Class

C,

ARM

1M

TSFR

+

2.114%,

7.44%,

9/15/38 (1)

190‌

164‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

12

Par/Shares

$

Value

(Amounts

in

000s)

BCP

Trust

Series

2021-330N,

Class

A,

ARM

1M

TSFR

+

0.913%,

6.239%,

6/15/38 (1)

120‌

114‌

Benchmark

Mortgage

Trust

Series

2024-V6,

Class

A1

5.568%,

10/15/28

130‌

130‌

BFLD

Series

2019-DPLO,

Class

B,

ARM

1M

TSFR

+

1.454%,

6.779%,

10/15/34 (1)

510‌

509‌

BMO

Mortgage

Trust

Series

2024-C8,

Class

A1

5.542%,

3/15/57

140‌

140‌

BPR

Trust

Series

2021-TY,

Class

B,

ARM

1M

TSFR

+

1.264%,

6.59%,

9/15/38 (1)

200‌

197‌

BSREP

Commercial

Mortgage

Trust

Series

2021-DC,

Class

D,

ARM

1M

TSFR

+

2.014%,

7.34%,

8/15/38 (1)

166‌

128‌

BX

Commercial

Mortgage

Trust

Series

2019-IMC,

Class

A,

ARM

1M

TSFR

+

1.046%,

6.371%,

4/15/34 (1)

100‌

100‌

BX

Commercial

Mortgage

Trust

Series

2019-IMC,

Class

B,

ARM

1M

TSFR

+

1.346%,

6.671%,

4/15/34 (1)

170‌

170‌

BX

Commercial

Mortgage

Trust

Series

2022-AHP,

Class

A,

ARM

1M

TSFR

+

0.99%,

6.315%,

1/17/39 (1)

190‌

188‌

BX

Commercial

Mortgage

Trust

Series

2022-CSMO,

Class

B,

ARM

1M

TSFR

+

3.141%,

8.466%,

6/15/27 (1)

260‌

261‌

BX

Trust

Series

2021-ARIA,

Class

C,

ARM

1M

TSFR

+

1.76%,

7.085%,

10/15/36 (1)

145‌

143‌

Citigroup

Commercial

Mortgage

Trust

Series

2013-375P,

Class

B,

ARM

3.518%,

5/10/35 (1)

205‌

194‌

Citigroup

Commercial

Mortgage

Trust

Series

2013-375P,

Class

C,

ARM

3.518%,

5/10/35 (1)

150‌

139‌

Cold

Storage

Trust

Series

2020-ICE5,

Class

B,

ARM

1M

TSFR

+

1.414%,

6.732%,

11/15/37 (1)

256‌

255‌

Commercial

Mortgage

Trust

Series

2014-CR19,

Class

AM

4.08%,

8/10/47

210‌

207‌

Commercial

Mortgage

Trust

Series

2014-CR19,

Class

D,

ARM

4.621%,

8/10/47 (1)

250‌

222‌

Commercial

Mortgage

Trust

Series

2014-UBS2,

Class

B

4.701%,

3/10/47

119‌

113‌

Commercial

Mortgage

Trust

Series

2015-CR22,

Class

B,

ARM

3.926%,

3/10/48

100‌

93‌

Commercial

Mortgage

Trust

Series

2017-PANW,

Class

A

3.244%,

10/10/29 (1)

100‌

92‌

Commercial

Mortgage

Trust

Series

2017-PANW,

Class

D,

ARM

3.935%,

10/10/29 (1)

100‌

89‌

Par/Shares

$

Value

(Amounts

in

000s)

Credit

Suisse

Mortgage

Trust

Series

2020-NET,

Class

A

2.257%,

8/15/37 (1)

109‌

101‌

Extended

Stay

America

Trust

Series

2021-ESH,

Class

C,

ARM

1M

TSFR

+

1.814%,

7.139%,

7/15/38 (1)

178‌

178‌

Federal

Home

Loan

Mortgage

Multifamily

Structured

PTC

Series

K753,

Class

A1

4.60%,

6/25/30

158‌

157‌

Fontainebleau

Miami

Beach

Trust

Series

2019-FBLU,

Class

A

3.144%,

12/10/36 (1)

200‌

195‌

Great

Wolf

Trust

Series

2019-WOLF,

Class

A,

ARM

1M

TSFR

+

1.348%,

6.673%,

12/15/36 (1)

117‌

117‌

Great

Wolf

Trust

Series

2019-WOLF,

Class

B,

ARM

1M

TSFR

+

1.648%,

6.973%,

12/15/36 (1)

35‌

34‌

Great

Wolf

Trust

Series

2019-WOLF,

Class

C,

ARM

1M

TSFR

+

1.947%,

7.272%,

12/15/36 (1)

299‌

299‌

GS

Mortgage

Securities

Trust

Series

2021-ROSS,

Class

B,

ARM

1M

TSFR

+

1.714%,

7.04%,

5/15/26 (1)

160‌

128‌

JPMorgan

Chase

Commercial

Mortgage

Securities

Trust

Series

2019-BKWD,

Class

C,

ARM

1M

TSFR

+

2.214%,

7.54%,

9/15/29 (1)

355‌

277‌

JPMorgan

Chase

Commercial

Mortgage

Securities

Trust

Series

2020-609M,

Class

B,

ARM

1M

TSFR

+

2.134%,

7.46%,

10/15/33 (1)

255‌

240‌

JPMorgan

Chase

Commercial

Mortgage

Securities

Trust

Series

2020-609M,

Class

C,

ARM

1M

TSFR

+

2.534%,

7.86%,

10/15/33 (1)

210‌

185‌

KIND

Trust

Series

2021-KIND,

Class

C,

ARM

1M

TSFR

+

1.864%,

7.194%,

8/15/38 (1)

243‌

235‌

LSTAR

Commercial

Mortgage

Trust

Series

2017-5,

Class

AS

4.021%,

3/10/50 (1)

145‌

133‌

Morgan

Stanley

Capital

I

Trust

Series

2014-150E,

Class

A

3.912%,

9/9/32 (1)

340‌

298‌

Morgan

Stanley

Capital

I

Trust

Series

2019-NUGS,

Class

D,

ARM

1M

TSFR

+

1.914%,

7.24%,

12/15/36 (1)

130‌

36‌

ONE

Mortgage

Trust

Series

2021-PARK,

Class

B,

ARM

1M

TSFR

+

1.064%,

6.389%,

3/15/36 (1)

315‌

301‌

ONE

Mortgage

Trust

Series

2021-PARK,

Class

C,

ARM

1M

TSFR

+

1.214%,

6.539%,

3/15/36 (1)

170‌

160‌

Wells

Fargo

Commercial

Mortgage

Trust

Series

2015-NXS2,

Class

A2

3.02%,

7/15/58

42‌

41‌

7,352‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

13

Par/Shares

$

Value

(Amounts

in

000s)

Residential

Mortgage

0.2%

Finance

of

America

HECM

Buyout

Series

2022-HB2,

Class

A1A,

ARM

4.00%,

8/1/32 (1)

182‌

178‌

MetLife

Securitization

Trust

Series

2017-1A,

Class

A,

CMO,

ARM

3.00%,

4/25/55 (1)

100‌

94‌

Towd

Point

Mortgage

Trust

Series

2017-1,

Class

A1,

CMO,

ARM

2.75%,

10/25/56 (1)

2‌

2‌

Towd

Point

Mortgage

Trust

Series

2018-1,

Class

A1,

CMO,

ARM

3.00%,

1/25/58 (1)

47‌

45‌

319‌

Total

Non-U.S.

Government

Mortgage-

Backed

Securities

(Cost

$16,082)

14,827‌

U.S.

GOVERNMENT

&

AGENCY

MORTGAGE-BACKED

SECURITIES

5.0%

U.S.

Government

Agency

Obligations

3.7%

Federal

Home

Loan

Mortgage

3.50%,

3/1/46

82‌

76‌

5.00%,

7/1/25

—‌

—‌

5.50%,

10/1/38

2‌

2‌

6.00%,

9/1/34

-

9/1/35

54‌

56‌

7.00%,

3/1/39

44‌

46‌

7.50%,

6/1/38

41‌

43‌

Federal

Home

Loan

Mortgage,

ARM

1Y

CMT

+

2.245%,

6.37%,

1/1/36

4‌

5‌

1Y

CMT

+

2.25%,

6.34%,

10/1/36

1‌

1‌

RFUCCT1Y

+

1.625%,

4.848%,

4/1/37

5‌

5‌

RFUCCT1Y

+

1.625%,

5.26%,

6/1/38

10‌

10‌

RFUCCT1Y

+

1.726%,

5.965%,

7/1/35

1‌

2‌

RFUCCT1Y

+

1.733%,

5.951%,

10/1/36

3‌

3‌

RFUCCT1Y

+

1.741%,

5.125%,

5/1/38

5‌

5‌

RFUCCT1Y

+

1.75%,

6.125%,

2/1/35

1‌

1‌

RFUCCT1Y

+

1.775%,

5.232%,

5/1/37

2‌

2‌

RFUCCT1Y

+

1.842%,

6.091%,

1/1/37

2‌

2‌

RFUCCT1Y

+

1.917%,

6.292%,

2/1/37

1‌

1‌

RFUCCT1Y

+

2.03%,

6.276%,

11/1/36

2‌

2‌

RFUCCT1Y

+

2.083%,

6.582%,

2/1/38

7‌

7‌

Federal

Home

Loan

Mortgage,

CMO,

2.00%,

2/15/40

24‌

23‌

Federal

Home

Loan

Mortgage,

UMBS

1.50%,

2/1/36

189‌

165‌

2.50%,

1/1/52

-

5/1/52

406‌

339‌

3.00%,

11/1/34

129‌

121‌

4.00%,

12/1/49

31‌

29‌

4.50%,

9/1/37

-

5/1/50

245‌

240‌

5.50%,

8/1/53

252‌

252‌

6.00%,

2/1/53

132‌

135‌

Federal

National

Mortgage

Assn.,

ARM

RFUCCT1Y

+

1.34%,

5.59%,

12/1/35

2‌

2‌

RFUCCT1Y

+

1.553%,

5.803%,

7/1/35

1‌

1‌

RFUCCT1Y

+

1.584%,

5.834%,

12/1/35

5‌

5‌

RFUCCT1Y

+

1.598%,

5.685%,

7/1/36

4‌

4‌

Par/Shares

$

Value

(Amounts

in

000s)

RFUCCT1Y

+

1.655%,

5.905%,

8/1/37

1‌

1‌

RFUCCT1Y

+

1.77%,

6.145%,

12/1/35

1‌

—‌

RFUCCT1Y

+

1.78%,

6.03%,

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%,

6.142%,

12/1/35

2‌

1‌

RFUCCT1Y

+

1.923%,

5.201%,

5/1/38

5‌

5‌

RFUCCT1Y

+

2.04%,

6.29%,

12/1/36

1‌

1‌

Federal

National

Mortgage

Assn.,

UMBS

2.00%,

10/1/50

102‌

81‌

2.50%,

1/1/52

-

1/1/54

411‌

341‌

3.00%,

1/1/27

-

6/1/52

395‌

345‌

3.50%,

3/1/28

-

1/1/52

111‌

101‌

4.00%,

11/1/49

-

9/1/52

682‌

633‌

4.50%,

12/1/40

-

8/1/52

1,015‌

974‌

5.00%,

9/1/25

-

9/1/53

406‌

400‌

5.50%,

10/1/24

-

10/1/53

364‌

367‌

6.00%,

3/1/34

-

8/1/53

1,726‌

1,757‌

6.50%,

7/1/32

-

12/1/32

39‌

40‌

UMBS,

TBA,

6.00%,

4/1/54 (5)

275‌

277‌

6,934‌

U.S.

Government

Obligations

1.3%

Government

National

Mortgage

Assn.

2.00%,

3/20/52

19‌

16‌

3.00%,

9/20/47

635‌

567‌

3.50%,

7/20/52

762‌

694‌

4.00%,

10/20/50

-

10/20/52

191‌

179‌

4.50%,

10/20/52

590‌

567‌

5.00%,

12/20/34

-

11/20/47

218‌

219‌

5.50%,

3/20/48

-

3/20/49

34‌

35‌

Government

National

Mortgage

Assn.,

TBA,

6.50%,

4/20/54 (5)

140‌

142‌

2,419‌

Total

U.S.

Government

&

Agency

Mortgage-Backed

Securities

(Cost

$9,688)

9,353‌

U.S.

GOVERNMENT

AGENCY

OBLIGATIONS

(EXCLUDING

MORTGAGE-BACKED)

18.9%

U.S.

Treasury

Obligations

18.9%

U.S.

Treasury

Inflation-Indexed

Notes,

2.375%,

10/15/28

901‌

923‌

U.S.

Treasury

Notes,

4.00%,

12/15/25

1,525‌

1,506‌

U.S.

Treasury

Notes,

4.25%,

12/31/25

4,615‌

4,578‌

U.S.

Treasury

Notes,

4.25%,

1/31/26 (4)

9,995‌

9,917‌

U.S.

Treasury

Notes,

4.50%,

11/15/25 (6)

2,360‌

2,349‌

U.S.

Treasury

Notes,

4.50%,

3/31/26

4,660‌

4,648‌

U.S.

Treasury

Notes,

4.625%,

2/28/26

10,230‌

10,222‌

U.S.

Treasury

Notes,

4.625%,

11/15/26

180‌

181‌

U.S.

Treasury

Notes,

4.875%,

11/30/25

920‌

921‌

Total

U.S.

Government

Agency

Obligations

(Excluding

Mortgage-Backed)

(Cost

$35,379)

35,245‌

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

14

Par/Shares

$

Value

(Amounts

in

000s)

SHORT-TERM

INVESTMENTS

4.7%

Commercial

Paper

1.3%

4(2)

1.3%

(7)

Bacardi-Martini,

5.833%,

4/25/24

500‌

498‌

Crown

Castle

International,

5.883%,

4/30/24

495‌

492‌

International

Flavors

&

Fragrance,

6.009%,

4/3/24

495‌

495‌

VF,

6.456%,

7/23/24

490‌

481‌

Walgreens

Boots

Alliance,

6.382%,

4/15/24

495‌

493‌

2,459‌

Money

Market

Funds

3.4%

T.

Rowe

Price

Government

Reserve

Fund,

5.39% (8)(9)

6,264‌

6,264‌

6,264‌

Total

Short-Term

Investments

(Cost

$8,724)

8,723‌

SECURITIES

LENDING

COLLATERAL

0.3%

INVESTMENTS

IN

A

POOLED

ACCOUNT

THROUGH

SECURITIES

LENDING

PROGRAM

WITH

STATE

STREET

BANK

AND

TRUST

COMPANY

0.3%

Money

Market

Funds

0.3%

T.

Rowe

Price

Government

Reserve

Fund,

5.39% (8)(9)

542‌

542‌

Total

Investments

in

a

Pooled

Account

through

Securities

Lending

Program

with

State

Street

Bank

and

Trust

Company

542‌

Total

Securities

Lending

Collateral

(Cost

$542)

542‌

Total

Investments

in

Securities

103.1%

(Cost

$195,026)

$

192,069‌

Other

Assets

Less

Liabilities

(3.1)%

(5,730‌)

Net

Assets

100.0%

$

186,339‌

‡

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

$66,729

and

represents

35.8%

of

net

assets.

(2)

All

or

a

portion

of

this

loan

is

unsettled

as

of

March

31,

2024.

The

interest

rate

for

unsettled

loans

will

be

determined

upon

settlement

after

period

end.

(3)

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.

(4)

All

or

a

portion

of

this

security

is

on

loan

at

March

31,

2024.

(5)

To-Be-Announced

purchase

commitment.

Total

value

of

such

securities

at

period-end

amounts

to

$419

and

represents

0.2%

of

net

assets.

(6)

At

March

31,

2024,

all

or

a

portion

of

this

security

is

pledged

as

collateral

and/or

margin

deposit

to

cover

future

funding

obligations.

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

15

.

(7)

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

$2,459

and

represents

1.3%

of

net

assets.

(8)

Seven-day

yield

(9)

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

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

16

(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

(3)

(2)

(1‌)

Barclays

Bank,

Protection

Bought

(Relevant

Credit:

Omnicom

Group),

Pay

1.00%

Quarterly,

Receive

upon

credit

default,

12/20/24

1,250

(9)

(6)

(3‌)

Citibank,

Protection

Bought

(Relevant

Credit:

General

Mills),

Pay

1.00%

Quarterly,

Receive

upon

credit

default,

12/20/24

596

(4)

(3)

(1‌)

Goldman

Sachs,

Protection

Bought

(Relevant

Credit:

General

Mills),

Pay

1.00%

Quarterly,

Receive

upon

credit

default,

12/20/24

1,220

(8)

(5)

(3‌)

Total

Bilateral

Credit

Default

Swaps,

Protection

Bought

(16)

(8‌)

Total

Bilateral

Swaps

(16)

(8‌)

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

17

FUTURES

CONTRACTS

($000s)

Expiration

Date

Notional

Amount

Value

and

Unrealized

Gain

(Loss)

Short,

9

U.S.

Treasury

Notes

five

year

contracts

6/24

(963)

$

(2‌)

Short,

31

U.S.

Treasury

Notes

ten

year

contracts

6/24

(3,435)

(12‌)

Long,

244

U.S.

Treasury

Notes

two

year

contracts

6/24

49,894

(46‌)

Short,

3

Ultra

U.S.

Treasury

Bonds

contracts

6/24

(387)

(6‌)

Short,

31

Ultra

U.S.

Treasury

Notes

ten

year

contracts

6/24

(3,553)

(17‌)

Net

payments

(receipts)

of

variation

margin

to

date

41‌

Variation

margin

receivable

(payable)

on

open

futures

contracts

$

(42‌)

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

18

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

three

months

ended

March

31,

2024.

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,

5.39%

$

—‌

$

—‌

$

34‌++

Totals

$

—‌#

$

—‌

$

34‌+

Supplementary

Investment

Schedule

Affiliate

Value

12/31/23

Purchase

Cost

Sales

Cost

Value

03/31/24

T.

Rowe

Price

Government

Reserve

Fund,

5.39%

$

3,436‌

¤

¤

$

6,806‌

Total

$

6,806‌^

#

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

$34

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

$6,806.

T.

ROWE

PRICE

Limited-Term

Bond

Portfolio

Unaudited

19

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

20

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

March

31,

2024

(for

further

detail

by

category,

please

refer

to

the

accompanying

Portfolio

of

Investments):

OTHER

MATTERS

Unpredictable

events

such

as

environmental

or

natural

disasters,

war

and

conflict,

terrorism,

geopolitical

events,

and

public

health

epidemics 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.

The

global

outbreak

of

COVID-19

and

the

related

governmental

and

public

responses

have

led

and

may

continue

to

lead

to

increased

market

volatility

and

the

potential

for

illiquidity

in

certain

classes

of

securities

and

sectors

of

the

market

either

in

specific

countries

or

worldwide.

In

February

2022,

Russian

forces

entered

Ukraine

and

commenced

an

armed

conflict,

leading

to

economic

sanctions imposed

on

Russia

that

target certain

of

its

citizens

and

issuers

and

sectors

of

the

Russian

economy,

creating

impacts

on

Russian-related

stocks

and

debt

and

greater

volatility

in

global

markets.

In

March

2023,

the

banking

industry

experienced

heightened

volatility,

which

sparked

concerns

of

potential

broader

adverse

market

conditions.

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.

E303-054Q1

03/24

($000s)

Level

1

Level

2

Level

3

Total

Value

Assets

Fixed

Income

Securities

1

$

—‌

$

182,804‌

$

—‌

$

182,804‌

Short-Term

Investments

6,264‌

2,459‌

—‌

8,723‌

Securities

Lending

Collateral

542‌

—‌

—‌

542‌

Total

$

6,806‌

$

185,263‌

$

—‌

$

192,069‌

Liabilities

Swaps

$

—‌

$

24‌

$

—‌

$

24‌

Futures

Contracts*

83‌

—‌

—‌

83‌

Total

$

83‌

$

24‌

$

—‌

$

107‌

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.