0001368135-23-000007.txt : 20230127 0001368135-23-000007.hdr.sgml : 20230127 20230127132121 ACCESSION NUMBER: 0001368135-23-000007 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20221130 FILED AS OF DATE: 20230127 DATE AS OF CHANGE: 20230127 PERIOD START: 20230531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price Limited-Duration Inflation Focused Bond Fund, Inc. CENTRAL INDEX KEY: 0001368135 IRS NUMBER: 510593985 FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-21919 FILM NUMBER: 23561363 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: T. Rowe Price Inflation Focused Bond Fund, Inc. DATE OF NAME CHANGE: 20100706 FORMER COMPANY: FORMER CONFORMED NAME: T. Rowe Price Short-Term Income Fund, Inc. DATE OF NAME CHANGE: 20060629 0001368135 S000013369 T. Rowe Price Limited Duration Inflation Focused Bond Fund, Inc. C000036131 T. Rowe Price Limited Duration Inflation Focused Bond Fund, Inc. TRBFX C000161061 T. Rowe Price Limited Duration Inflation Focused Bond Fund-I Class TRLDX C000219321 T. Rowe Price Limited Duration Inflation Focused Bond Fund-Z Class TRPZX NPORT-P 1 primary_doc.xml NPORT-P false 0001368135 XXXXXXXX S000013369 C000219321 C000161061 C000036131 T. ROWE PRICE LIMITED-DURATION INFLATION FOCUSED BOND FUND, INC. 811-21919 0001368135 5493009ZRV6DHHWWGU69 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price Limited-Duration Inflation Focused Bond Fund, Inc. S000013369 FLEHC3SRPQOO4TMXE569 2023-05-31 2022-11-30 N 7020326877.419999 500633163.840000 6519693713.579999 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 9653496.260000 USD N Bloomberg Barclays US Treasury TIPS 1-5 Years TR Index Value Unhedged USD (Returns) BUT5TRUU GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202CG56 1559.840000 PA USD 1565.150000 0 Long ABS-MBS USGA US N 2 2025-06-20 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202CBS1 5.600000 PA USD 5.590000 0 Long ABS-MBS USGA US N 2 2024-08-20 Fixed 8.5 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA5 S6XOOCT0IEG5ABCC6L87 FREDDIE MAC STACR REMIC TRUST 2022-DNA5 35564KYN3 3587150.500000 PA USD 3618402.470000 0.0554996 Long ABS-MBS USGSE US N 2 2042-06-25 Variable 6.471 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA4 N/A FREDDIE MAC STACR REMIC TRUST 2022-DNA4 35564KWS4 9886696.170000 PA USD 9818915.950000 0.150604 Long ABS-MBS USGSE US N 2 2042-05-25 Variable 5.747 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA3 N/A FREDDIE MAC STACR REMIC TRUST 2022-DNA3 35564KUW7 16973066.420000 PA USD 16753535.080000 0.256968 Long ABS-MBS USGSE US N 2 2042-04-25 Variable 5.521 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA2 N/A FREDDIE MAC STACR REMIC TRUST 2022-DNA2 35564KRE1 8148556.840000 PA USD 7996175.570000 0.122646 Long ABS-MBS USGSE US N 2 2042-02-25 Variable 4.821 N N N N N N Freddie Mac STACR REMIC Trust 2022-DNA1 N/A FREDDIE MAC STACR REMIC TRUST 2022-DNA1 35564KPU7 19071809.440000 PA USD 18436514.120000 0.282782 Long ABS-MBS USGSE US N 2 2042-01-25 Variable 4.521 N N N N N N Ford Credit Auto Owner Trust 2022-D N/A FORD CREDIT AUTO OWNER TRUST 2022-D 345295AD1 9940000.000000 PA USD 9938593.490000 0.15244 Long ABS-O CORP US N 2 2027-05-17 Fixed 5.27 N N N N N N Flagstar Mortgage Trust 2021-5INV N/A FLAGSTAR MORTGAGE TRUST 2021-5INV 33851PAE5 11863281.970000 PA USD 10152549.260000 0.155721 Long ABS-MBS CORP US N 2 2051-07-25 Variable 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31415LL96 4869.730000 PA USD 4891.390000 0 Long ABS-MBS USGSE US N 2 2038-08-01 Variable 4.103 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31415AY70 7823.120000 PA USD 7678.520000 0.000117774 Long ABS-MBS USGSE US N 2 2038-08-01 Variable 3.174 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408GJG3 1437.470000 PA USD 1408.270000 0 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.145 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408DVP6 4384.900000 PA USD 4260.060000 0 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 1.59 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408DT95 11137.220000 PA USD 10966.600000 0.000168207 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.33 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408BQC5 3693.270000 PA USD 3615.310000 0 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 2.779 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403VLM9 4733.740000 PA USD 4638.010000 0 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 31402Q2N0 797.000000 PA USD 779.970000 0 Long ABS-MBS USGSE US N 2 2034-07-01 Variable 2.814 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402A5W2 161.870000 PA USD 159.490000 0 Long ABS-MBS USGSE US N 2 2033-07-01 Variable 3.875 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31400BYV2 416.180000 PA USD 407.210000 0 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.046 N N N N N N Fannie Mae REMIC Trust 2001-W4 N/A FANNIE MAE REMIC TRUST 2001-W4 3139216U7 105.940000 PA USD 105.940000 0 Long ABS-MBS USGSE US N 2 2032-01-25 Variable 5.61 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31391A3V9 696.400000 PA USD 682.620000 0 Long ABS-MBS USGSE US N 2 2032-09-01 Variable 3.976 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31388RNR4 8928.880000 PA USD 8716.090000 0.000133689 Long ABS-MBS USGSE US N 2 2032-12-01 Variable 2.205 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31388RNM5 5716.150000 PA USD 5609.460000 0 Long ABS-MBS USGSE US N 2 2032-10-01 Variable 3.965 N N N N N N Freddie Mac Whole Loan Securities Trust S6XOOCT0IEG5ABCC6L87 FREDDIE MAC WHOLE LOAN SECURITIES TRUST 3137G1BM8 897241.200000 PA USD 857084.540000 0.0131461 Long ABS-MBS USGSE US N 2 2046-12-25 Variable 3.648 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31365EBN2 130.120000 PA USD 130.010000 0 Long ABS-MBS USGSE US N 2 2023-10-01 Fixed 7.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 313617NN8 234.170000 PA USD 230.390000 0 Long ABS-MBS USGSE US N 2 2027-07-01 Variable 2.866 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 31342A6S3 83.830000 PA USD 81.840000 0 Long ABS-MBS USGSE US N 2 2033-10-01 Variable 4.344 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 31336SLR7 125.280000 PA USD 122.870000 0 Long ABS-MBS USGSE US N 2 2033-02-01 Variable 2.461 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128QJPK6 15987.990000 PA USD 15635.910000 0.000239826 Long ABS-MBS USGSE US N 2 2036-11-01 Variable 3.051 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128JRBQ8 564.280000 PA USD 548.610000 0 Long ABS-MBS USGSE US N 2 2034-02-01 Variable 2.299 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 FREDDIE MAC NON GOLD POOL 3128JPP46 7114.310000 PA USD 7003.090000 0.000107414 Long ABS-MBS USGSE US N 2 2038-07-01 Variable 3.875 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XQU1 5728780.940000 PA USD 5695646.820000 0.0873607 Long ABS-MBS USGSE US N 2 2030-02-25 Variable 6.666 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XQA5 481503.400000 PA USD 480953.520000 0.00737693 Long ABS-MBS USGSE US N 2 2030-01-25 Variable 5.216 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XMZ4 9609550.490000 PA USD 9381323.670000 0.143892 Long ABS-MBS USGSE US N 2 2029-11-25 Variable 5.116 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XM92 640582.190000 PA USD 632673.950000 0.00970404 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 4.866 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XL28 10233846.080000 PA USD 10054753.770000 0.154221 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 4.866 N N N N N N Fannie Mae Connecticut Avenue Securities B1V7KEBTPIMZEU4LTD58 FANNIE MAE CONNECTICUT AVENUE SECURITIES 30711XHT4 624720.740000 PA USD 615341.990000 0.0094382 Long ABS-MBS USGSE US N 2 2029-09-25 Variable 5.366 N N N N N N Enterprise Fleet Financing 2022-4 LLC N/A ENTERPRISE FLEET FINANCING 2022-4 LLC 29374GAB7 8940000.000000 PA USD 8943690.430000 0.13718 Long ABS-O CORP US N 2 2029-10-22 Fixed 5.76 N N N N N N Elara HGV Timeshare Issuer 2017-A LLC N/A ELARA HGV TIMESHARE ISSUER 2017-A LLC 28416DAA8 1042464.650000 PA USD 997610.210000 0.0153015 Long ABS-O CORP US N 2 2030-03-25 Fixed 2.69 N N N N N N City & County of Denver CO Airport System Revenue N/A CITY & COUNTY OF DENVER CO AIRPORT SYSTEM REVENUE 249182PL4 1225000.000000 PA USD 1142909.930000 0.0175301 Long DBT MUN US N 2 2024-11-15 Fixed 1.115 N N N N N N City & County of Denver CO Airport System Revenue N/A CITY & COUNTY OF DENVER CO AIRPORT SYSTEM REVENUE 249182PK6 785000.000000 PA USD 756104.860000 0.0115972 Long DBT MUN US N 2 2023-11-15 Fixed 0.877 N N N N N N Dallas Area Rapid Transit 75YWM81F2R6UQGJIEW47 DALLAS AREA RAPID TRANSIT 235241VG8 380000.000000 PA USD 351238.520000 0.00538735 Long DBT MUN US N 2 2024-12-01 Fixed 0.761 N N N N N N Dallas Area Rapid Transit 75YWM81F2R6UQGJIEW47 DALLAS AREA RAPID TRANSIT 235241VF0 485000.000000 PA USD 465617.270000 0.0071417 Long DBT MUN US N 2 2023-12-01 Fixed 0.541 N N N N N N Dallas Area Rapid Transit 75YWM81F2R6UQGJIEW47 DALLAS AREA RAPID TRANSIT 235241VE3 670000.000000 PA USD 670000.000000 0.0102766 Long DBT MUN US N 2 2022-12-01 Fixed 0.397 N N N N N N Connecticut Avenue Securities Trust 2022-R01 N/A CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 20754LAA7 10471138.540000 PA USD 10281974.280000 0.157706 Long ABS-MBS CORP US N 2 2041-12-25 Variable 4.521 N N N N N N Carvana Auto Receivables Trust 2022-P1 N/A CARVANA AUTO RECEIVABLES TRUST 2022-P1 14688DAD3 9880000.000000 PA USD 9259778.060000 0.142028 Long ABS-O CORP US N 2 2028-02-10 Fixed 3.52 N N N N N N California State University N/A CALIFORNIA STATE UNIVERSITY 13077DQC9 4220000.000000 PA USD 3913977.840000 0.0600332 Long DBT MUN US N 2 2024-11-01 Fixed 0.563 N N N N N N CNH Equipment Trust 2022-C N/A CNH EQUIPMENT TRUST 2022-C 12664JAC4 9835000.000000 PA USD 9833325.100000 0.150825 Long ABS-O CORP US N 2 2028-04-17 Fixed 5.15 N N N N N N COLT 2021-6 Mortgage Loan Trust N/A COLT 2021-6 MORTGAGE LOAN TRUST 12658YAA3 18414663.140000 PA USD 15117377.750000 0.231873 Long ABS-MBS CORP US N 2 2066-12-25 Variable 1.907 N N N N N N CSMC 2021-RPL6 Trust N/A CSMC 2021-RPL6 TRUST 12657GAA3 9629426.180000 PA USD 8404845.310000 0.128915 Long ABS-MBS CORP US N 2 2060-10-25 Variable 2.0 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 11063767.300000 PA USD 9407042.270000 0.144287 Long ABS-MBS CORP US N 2 2051-06-25 Variable 2.5 N N N N N N Bank of Montreal NQQ6HPCNCCU6TUTQYE16 BANK OF MONTREAL 06368LAP1 5145000.000000 PA USD 5081922.300000 0.0779473 Long DBT CORP CA N 2 2024-09-14 Fixed 4.25 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 1926687.180000 PA USD 1811310.990000 0.0277821 Long ABS-O CORP US N 2 2033-09-26 Fixed 3.28 N N N N N N City of Atlanta GA Water & Wastewater Revenue N/A CITY OF ATLANTA GA WATER & WASTEWATER REVENUE 047870SG6 670000.000000 PA USD 619283.750000 0.00949866 Long DBT MUN US N 2 2024-11-01 Fixed 0.616 N N N N N N City of Atlanta GA Water & Wastewater Revenue N/A CITY OF ATLANTA GA WATER & WASTEWATER REVENUE 047870SF8 670000.000000 PA USD 643627.060000 0.00987204 Long DBT MUN US N 2 2023-11-01 Fixed 0.407 N N N N N N AmeriCredit Automobile Receivables Trust 2020-3 N/A AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3 03066PAE9 4965000.000000 PA USD 4640502.000000 0.0711767 Long ABS-O CORP US N 2 2026-08-18 Fixed 1.06 N N N N N N N/A N/A US 10YR ULTRA FUT MAR23 000000000 -153.000000 NC USD -184294.620000 -0.00282674 N/A DIR CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Short United States Treasury Note/Bond US TREASURY N/B 2023-03-22 -18123111.630000 USD -184294.620000 N N N N/A N/A US 10YR NOTE (CBT)MAR23 000000000 -801.000000 NC USD -523912.280000 -0.00803584 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short United States Treasury Note/Bond US TREASURY N/B 2023-03-22 -90389587.720000 USD -523912.280000 N N N N/A N/A US 2YR NOTE (CBT) MAR23 000000000 1337.000000 NC USD 736984.213725 0.011304 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long United States Treasury Note/Bond US TREASURY N/B 2023-03-31 273828501.495455 USD 736984.213725 N N N N/A N/A US 2YR NOTE (CBT) MAR23 000000000 2456.000000 NC USD 1353801.966275 0.0207648 N/A DIR CORP US N 1 MORGAN STANLEY & COMPANY LLC 9R7GPTSO7KV3UQJZQ078 Long United States Treasury Note/Bond US TREASURY N/B 2023-03-31 503008825.484545 USD 1353801.966275 N N N N/A N/A LCH - USD ZCIS 10/20/24 REC CPI 000000000 1.000000 NC USD -173157.370000 -0.00265591 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U Y 2024-10-21 250.000000 USD 0.000000 USD -36750000.000000 USD -173407.370000 N N N N/A N/A LCH - USD ZCIS 10/20/24 REC CPI 000000000 1.000000 NC USD -180135.420000 -0.00276294 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U Y 2024-10-21 250.000000 USD 0.000000 USD -36750000.000000 USD -180385.420000 N N N N/A N/A LCH - USD ZCIS 10/11/25 REC CPI 000000000 1.000000 NC USD 9494.000000 0.00014562 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U Y 2025-10-13 250.000000 USD 0.000000 USD -33716000.000000 USD 9244.000000 N N N N/A N/A LCH - USD ZCIS 10/6/25 REC CPI 000000000 1.000000 NC USD 17498.100000 0.000268388 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U Y 2025-10-06 250.000000 USD 0.000000 USD -33716000.000000 USD 17248.100000 N N N N/A N/A LCH - USD ZCIS 10/5/25 REC CPI 000000000 1.000000 NC USD 136285.380000 0.00209036 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U Y 2025-10-06 250.000000 USD 0.000000 USD -33145000.000000 USD 136035.380000 N N N N/A N/A LCH - USD ZCIS 10/5/25 REC CPI 000000000 1.000000 NC USD 112896.380000 0.00173162 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U Y 2025-10-06 250.000000 USD 0.000000 USD -33144000.000000 USD 112646.380000 N N N N/A N/A LCH - USD ZCIS 10/3/25 REC CPI 000000000 1.000000 NC USD -59116.520000 -0.000906738 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U Y 2025-10-03 250.000000 USD 0.000000 USD -33144000.000000 USD -59366.520000 N N N N/A N/A LCH - USD ZCIS 10/3/25 REC CPI 000000000 1.000000 NC USD -56801.580000 -0.000871231 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U Y 2025-10-03 250.000000 USD 0.000000 USD -51431000.000000 USD -57051.580000 N N N N/A N/A LCH - USD ZCIS 8/30/24 REC CPI 000000000 1.000000 NC USD -1005995.840000 -0.0154301 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U-1M Y 2024-08-30 250.000000 USD 0.000000 USD -77055000.000000 USD -1006245.840000 N N N N/A N/A LCH - USD ZCIS 8/22/24 REC CPI 000000000 1.000000 NC USD -476918.900000 -0.00731505 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U-1M Y 2024-08-22 250.000000 USD 0.000000 USD -77055000.000000 USD -477168.900000 N N N N/A N/A LCH - USD ZCIS 8/22/24 REC CPI 000000000 1.000000 NC USD -501194.320000 -0.00768739 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U-1M Y 2024-08-22 250.000000 USD 0.000000 USD -77055000.000000 USD -501444.320000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 ZCS INFL SWAP USD PAY FIX 5YR 2.29 000000000 1.000000 NC USD 16877233.350000 0.258865 N/A DO CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 N/A 70U8_USA-CPI-U-1M Y 2023-06-05 12315816.870000 USD 0.000000 USD -201300000.000000 USD 4561416.480000 N N N CITIBANK E57ODZWZ7FF32TWEFA76 IFS_USD_OTC_1.4865_1T_USA-CPI-U_3M_EFF_2020-02-26_MAT_2023-02-26 000000000 1.000000 NC USD 9490276.960000 0.145563 N/A DO CORP US N 2 CITIBANK E57ODZWZ7FF32TWEFA76 N/A 70U8_USA-CPI-U-1M Y 2023-02-26 0.000000 USD 0.000000 USD -84383000.000000 USD 9490276.960000 N N N BANK OF AMERICA B4TYDEB6GKMZO031MB27 IFS_USD_OTC_1.6_1T_USA-CPI-U_3M_EFF_2020-02-21_MAT_2023-02-21 000000000 1.000000 NC USD 16247382.480000 0.249205 N/A DO CORP US N 2 BANK OF AMERICA B4TYDEB6GKMZO031MB27 N/A 70U8_USA-CPI-U-1M Y 2023-02-21 0.000000 USD 0.000000 USD -148955000.000000 USD 16247382.480000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 IFS_USD_OTC_1.605_1T_USA-CPI-U_3M_EFF_2020-02-21_MAT_2023-02-21 000000000 1.000000 NC USD 13347247.870000 0.204722 N/A DO CORP US N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 N/A 70U8_USA-CPI-U-1M Y 2023-02-21 0.000000 USD 0.000000 USD -122539000.000000 USD 13347247.870000 N N N CITIBANK E57ODZWZ7FF32TWEFA76 IFS_USD_OTC_1.592_1T_USA-CPI-U_3M_EFF_2020-02-20_MAT_2023-02-20 000000000 1.000000 NC USD 12834734.370000 0.196861 N/A DO CORP US N 2 CITIBANK E57ODZWZ7FF32TWEFA76 N/A 70U8_USA-CPI-U-1M Y 2023-02-20 0.000000 USD 0.000000 USD -117403000.000000 USD 12834734.370000 N N N CITIBANK E57ODZWZ7FF32TWEFA76 IFS_USD_OTC2_1.596_1T_USA-CPI-U_3M_EFF_2020-02-18_MAT_2023-02-18 000000000 1.000000 NC USD 9851027.960000 0.151096 N/A DO CORP US N 2 CITIBANK E57ODZWZ7FF32TWEFA76 N/A 70U8_USA-CPI-U-1M Y 2023-02-18 0.000000 USD 0.000000 USD -90615000.000000 USD 9851027.960000 N N N CITIBANK E57ODZWZ7FF32TWEFA76 IFS_USD_OTC2_1.5925_1T_USA-CPI-U_3M_EFF_2020-02-18_MAT_2023-02-18 000000000 1.000000 NC USD 7224078.030000 0.110804 N/A DO CORP US N 2 CITIBANK E57ODZWZ7FF32TWEFA76 N/A 70U8_USA-CPI-U-1M Y 2023-02-18 0.000000 USD 0.000000 USD -66385000.000000 USD 7224078.030000 N N N N/A N/A IFS_USD_LCH_1.5625_1T_USA-CPI-U_3M_EFF_2020-02-25_MAT_2023-02-25 000000000 1.000000 NC USD 10087642.510000 0.154726 N/A DO CORP US N 2 HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 N/A 70U8_USA-CPI-U-1M Y 2023-02-25 0.000000 USD 0.000000 USD -91720000.000000 USD 10087642.510000 N N N N/A N/A LCH - USD ZCIS 8/3/24 REC CPI 000000000 1.000000 NC USD 3651661.930000 0.0560097 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U-1M Y 2024-08-03 250.000000 USD 0.000000 USD -61134000.000000 USD 3651411.930000 N N N N/A N/A LCH - USD ZCIS 8/3/23 REC CPI 000000000 1.000000 NC USD 9052867.490000 0.138854 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U-1M Y 2023-08-03 250.000000 USD 0.000000 USD -153500000.000000 USD 9052617.490000 N N N N/A N/A LCH - USD ZCIS 8/2/24 REC CPI 000000000 1.000000 NC USD 2371620.740000 0.0363763 N/A DO CORP US N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 N/A 70U8_USA-CPI-U-1M Y 2024-08-02 62.500000 USD 0.000000 USD -39667000.000000 USD 2371558.240000 N N N N/A N/A US 5YR NOTE (CBT) MAR23 000000000 -205.000000 NC USD -134822.350000 -0.00206792 N/A DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short United States Treasury Note/Bond US TREASURY N/B 2023-03-31 -22122091.200000 USD -134822.350000 N N N World Omni Auto Receivables Trust 2022-D N/A WORLD OMNI AUTO RECEIVABLES TRUST 2022-D 98163VAE8 15865000.000000 PA USD 16099778.200000 0.246941 Long ABS-O CORP US N 2 2029-02-15 Fixed 5.7 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 9117785.720000 PA USD 8002069.630000 0.122737 Long ABS-MBS CORP US N 2 2050-12-25 Variable 2.5 N N N N N N Verus Securitization Trust 2021-3 N/A VERUS SECURITIZATION TRUST 2021-3 92539LAA8 10995392.160000 PA USD 8861595.570000 0.13592 Long ABS-MBS CORP US N 2 2066-06-25 Variable 1.046 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 VERIZON MASTER TRUST 92348KBC6 12415000.000000 PA USD 12412790.130000 0.190389 Long ABS-O CORP US N 2 2027-11-22 Variable 5.23 N N N N N N Verizon Master Trust 5493007MUBNP1GFMEB89 VERIZON MASTER TRUST 92348KAA1 10716000.000000 PA USD 9998232.680000 0.153354 Long ABS-O CORP US N 2 2027-05-20 Fixed 0.5 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 UNITED STATES TREASURY NOTE/BOND 91282CFV8 100675000.000000 PA USD 104607617.190000 1.60449 Long DBT UST US N 2 2032-11-15 Fixed 4.125 N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 91282CFR7 619627193.596000 PA USD 627275716.770000 9.62125 Long DBT UST US N 2 2027-10-15 Fixed 1.625 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 91282CEJ6 912489550.502000 PA USD 860449130.820000 13.1977 Long DBT UST US N 2 2027-04-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 91282CDC2 648462494.160000 PA USD 615735402.660000 9.44424 Long DBT UST US N 2 2026-10-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 91282CCA7 282764359.402000 PA USD 268228504.050000 4.11413 Long DBT UST US N 2 2026-04-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 91282CAQ4 646923608.190000 PA USD 620136927.540000 9.51175 Long DBT UST US N 2 2025-10-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 912828ZJ2 593158428.332000 PA USD 568597962.160000 8.72124 Long DBT UST US N 2 2025-04-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 912828YL8 670995905.630000 PA USD 648978852.480000 9.95413 Long DBT UST US N 2 2024-10-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 912828WU0 45289500.000000 PA USD 43952044.450000 0.674143 Long DBT UST US N 2 2024-07-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 912828S50 96952210.816000 PA USD 92225790.540000 1.41457 Long DBT UST US N 2 2026-07-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 912828N71 637296882.438000 PA USD 617082621.950000 9.4649 Long DBT UST US N 2 2026-01-15 Fixed 0.625 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 912828H45 559318410.123000 PA USD 539829659.270000 8.27998 Long DBT UST US N 2 2025-01-15 Fixed 0.25 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 9128286N5 166887327.348000 PA USD 162715144.160000 2.49575 Long DBT UST US N 2 2024-04-15 Fixed 0.5 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 UNITED STATES TREASURY INFLATION INDEXED BONDS 9128282L3 200947018.890000 PA USD 191904403.040000 2.94346 Long DBT UST US N 2 2027-07-15 Fixed 0.375 N N N N N N Toyota Motor Credit Corp Z2VZBHUMB7PWWJ63I008 TOYOTA MOTOR CREDIT CORP 89236TKG9 6950000.000000 PA USD 6904755.500000 0.105906 Long DBT CORP US N 2 2024-09-20 Fixed 4.4 N N N N N N Towd Point Mortgage Trust 2018-5 N/A TOWD POINT MORTGAGE TRUST 2018-5 89176VAK8 2110420.080000 PA USD 2017848.400000 0.03095 Long ABS-MBS CORP US N 2 2058-07-25 Variable 3.25 N N N N N N Towd Point Mortgage Trust 2018-1 N/A TOWD POINT MORTGAGE TRUST 2018-1 89176EAA8 1427246.400000 PA USD 1371919.620000 0.0210427 Long ABS-MBS CORP US N 2 2058-01-25 Variable 3.0 N N N N N N Towd Point Mortgage Trust 2017-6 N/A TOWD POINT MORTGAGE TRUST 2017-6 89175JAA8 7825605.740000 PA USD 7438365.030000 0.114091 Long ABS-MBS CORP US N 2 2057-10-25 Variable 2.75 N N N N N N Towd Point Mortgage Trust 2017-2 N/A TOWD POINT MORTGAGE TRUST 2017-2 89173HAA4 560430.580000 PA USD 551899.480000 0.00846511 Long ABS-MBS CORP US N 2 2057-04-25 Variable 2.75 N N N N N N Towd Point Mortgage Trust 2017-1 N/A TOWD POINT MORTGAGE TRUST 2017-1 89173FAA8 626366.170000 PA USD 614521.340000 0.00942562 Long ABS-MBS CORP US N 2 2056-10-25 Variable 2.75 N N N N N N Tobacco Settlement Finance Authority N/A TOBACCO SETTLEMENT FINANCE AUTHORITY 88880LAF0 2680000.000000 PA USD 2516422.450000 0.0385972 Long DBT MUN US N 2 2024-06-01 Fixed 1.497 N N N N N N Tobacco Settlement Finance Authority N/A TOBACCO SETTLEMENT FINANCE AUTHORITY 88880LAE3 2000000.000000 PA USD 1955536.200000 0.0299943 Long DBT MUN US N 2 2023-06-01 Fixed 1.193 N N N N N N Sierra Timeshare 2019-3 Receivables Funding LLC N/A SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC 82652NAA6 1652285.460000 PA USD 1549354.680000 0.0237642 Long ABS-O CORP US N 2 2036-08-20 Fixed 2.34 N N N N N N Sequoia Mortgage Trust 2018-CH2 N/A SEQUOIA MORTGAGE TRUST 2018-CH2 81747EAC1 763058.800000 PA USD 714478.740000 0.0109588 Long ABS-MBS CORP US N 2 2048-06-25 Variable 4.0 N N N N N N Sequoia Mortgage Trust 2018-CH1 549300ZUG1L9OO3W6B29 SEQUOIA MORTGAGE TRUST 2018-CH1 81747DAB5 873604.880000 PA USD 794183.890000 0.0121813 Long ABS-MBS CORP US N 2 2048-03-25 Variable 3.5 N N N N N N Sequoia Mortgage Trust 2018-CH3 549300FECQ7XLTBL1027 SEQUOIA MORTGAGE TRUST 2018-CH3 81746WAB4 272947.140000 PA USD 267124.520000 0.00409719 Long ABS-MBS CORP US N 2 2048-08-25 Variable 4.0 N N N N N N Santander Retail Auto Lease Trust 2022-A N/A SANTANDER RETAIL AUTO LEASE TRUST 2022-A 80287CAE9 6005000.000000 PA USD 5549436.080000 0.085118 Long ABS-O CORP US N 2 2026-01-20 Fixed 1.61 N N N N N N Santander Drive Auto Receivables Trust 2020-4 N/A SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4 80286WAF3 5806172.540000 PA USD 5735567.740000 0.087973 Long ABS-O CORP US N 2 2026-01-15 Fixed 1.01 N N N N N N SG Residential Mortgage Trust 2021-1 N/A SG RESIDENTIAL MORTGAGE TRUST 2021-1 784212AA0 12800924.170000 PA USD 10411199.000000 0.159688 Long ABS-MBS CORP US N 2 2061-07-25 Variable 1.16 N N N N N N T Rowe Price Government Reserve Investment Fund 5493007QR86JJLYO6D96 T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND 76105Y109 496707545.890000 NS USD 496707545.890000 7.61857 Long STIV RF US N 1 N N N Oceanview Mortgage Trust 2022-INV1 N/A OCEANVIEW MORTGAGE TRUST 2022-INV1 67648BAE2 11144262.310000 PA USD 9528522.580000 0.14615 Long ABS-MBS CORP US N 2 2051-12-25 Variable 2.5 N N N N N N OBX 2020-EXP1 Trust N/A OBX 2020-EXP1 TRUST 67448TBE4 776992.540000 PA USD 716893.330000 0.0109958 Long ABS-MBS CORP US N 2 2060-02-25 Variable 4.794 N N N N N N OBX 2020-EXP1 Trust N/A OBX 2020-EXP1 TRUST 67448TAQ8 2473193.790000 PA USD 2111302.470000 0.0323835 Long ABS-MBS CORP US N 2 2060-02-25 Variable 3.5 N N N N N N OBX 2019-EXP1 Trust 549300ELWOCL265HSB73 OBX 2019-EXP1 TRUST 67448QAC5 1303821.200000 PA USD 1226725.990000 0.0188157 Long ABS-MBS CORP US N 2 2059-01-25 Variable 4.0 N N N N N N OBX 2022-NQM1 Trust N/A OBX 2022-NQM1 TRUST 67114VAA1 8770701.200000 PA USD 7350747.480000 0.112747 Long ABS-MBS CORP US N 2 2061-11-25 Variable 2.305 N N N N N N OBX 2020-INV1 Trust N/A OBX 2020-INV1 TRUST 67113CAX4 1265606.600000 PA USD 1088474.200000 0.0166952 Long ABS-MBS CORP US N 2 2049-12-25 Variable 3.5 N N N N N N OBX 2019-EXP3 Trust N/A OBX 2019-EXP3 TRUST 67113ABC3 1009989.920000 PA USD 965875.480000 0.0148147 Long ABS-MBS CORP US N 2 2059-10-25 Variable 5.144 N N N N N N OBX 2019-EXP3 Trust N/A OBX 2019-EXP3 TRUST 67113ABB5 1111926.990000 PA USD 1061132.610000 0.0162758 Long ABS-MBS CORP US N 2 2059-10-25 Variable 4.944 N N N N N N New York Transportation Development Corp N/A NEW YORK TRANSPORTATION DEVELOPMENT CORP 650116DZ6 715000.000000 PA USD 715000.000000 0.0109668 Long DBT MUN US N 2 2022-12-01 Fixed 1.61 N N N N N N Navient Private Education Refi Loan Trust 2021-E N/A NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E 63942EAA6 5495867.000000 PA USD 4540277.520000 0.0696394 Long ABS-O CORP US N 2 2069-12-16 Fixed 0.97 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 5117762.410000 PA USD 4678028.400000 0.0717523 Long ABS-O CORP US N 2 2068-10-15 Fixed 2.4 N N N N N N NYMT Loan Trust 2022-CP1 N/A NYMT LOAN TRUST 2022-CP1 62955VAA4 10232668.250000 PA USD 9100449.090000 0.139584 Long ABS-MBS CORP US N 2 2061-07-25 Fixed 2.042 N N N N N N Mill City Mortgage Loan Trust 2017-2 N/A MILL CITY MORTGAGE LOAN TRUST 2017-2 59980AAA5 912742.130000 PA USD 894363.520000 0.0137179 Long ABS-MBS CORP US N 2 2059-07-25 Variable 2.75 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 MICHIGAN FINANCE AUTHORITY 59447TH63 3425000.000000 PA USD 3203142.540000 0.0491303 Long DBT MUN US N 2 2024-06-01 Fixed 1.376 N N N N N N Michigan Finance Authority 54930022O46HOX5J1D14 MICHIGAN FINANCE AUTHORITY 59447TH55 1450000.000000 PA USD 1415713.880000 0.0217144 Long DBT MUN US N 2 2023-06-01 Fixed 1.086 N N N N N N METLIFE SECURITIZATION TRUST 2018-1 N/A METLIFE SECURITIZATION TRUST 2018-1 59166DAA5 6825531.140000 PA USD 6387095.880000 0.0979662 Long ABS-MBS CORP US N 2 2057-03-25 Variable 3.482 N N N N N N METLIFE SECURITIZATION TRUST N/A METLIFE SECURITIZATION TRUST 59166BAA9 2434869.360000 PA USD 2265803.720000 0.0347532 Long ABS-MBS CORP US N 2 2055-04-25 Variable 3.0 N N N N N N Mercedes-Benz Auto Receivables Trust 2022-1 N/A MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1 58768PAC8 14045000.000000 PA USD 14054074.470000 0.215563 Long ABS-O CORP US N 2 2027-08-16 Fixed 5.21 N N N N N N JP Morgan Mortgage Trust 2019-INV2 N/A JP MORGAN MORTGAGE TRUST 2019-INV2 46651DAC0 877677.270000 PA USD 801876.320000 0.0122993 Long ABS-MBS CORP US N 2 2050-02-25 Variable 3.5 N N N N N N State of Illinois 54930048FV8RWPR02D67 STATE OF ILLINOIS 4521527R6 20095000.000000 PA USD 19736268.080000 0.302718 Long DBT MUN US N 2 2023-10-01 Fixed 2.84 N N N N N N HPEFS Equipment Trust 2021-2 N/A HPEFS EQUIPMENT TRUST 2021-2 40441JAE1 11555000.000000 PA USD 10858793.920000 0.166554 Long ABS-O CORP US N 2 2028-09-20 Fixed 0.88 N N N N N N Hpefs Equipment Trust 2022-3 N/A HPEFS EQUIPMENT TRUST 2022-3 403951AE6 5235000.000000 PA USD 5258315.640000 0.0806528 Long ABS-O CORP US N 2 2029-08-20 Fixed 6.13 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 38381VKU3 2909626.790000 PA USD 2766100.720000 0.0424269 Long ABS-MBS USGA US N 2 2049-05-20 Fixed 3.5 N N N N N N Galton Funding Mortgage Trust 2020-H1 N/A GALTON FUNDING MORTGAGE TRUST 2020-H1 36418HAC6 6168514.600000 PA USD 5451725.180000 0.0836193 Long ABS-MBS CORP US N 2 2060-01-25 Variable 2.617 N N N N N N Galton Funding Mortgage Trust 2017-1 N/A GALTON FUNDING MORTGAGE TRUST 2017-1 36417JAL3 842559.570000 PA USD 763964.520000 0.0117178 Long ABS-MBS CORP US N 2 2057-11-25 Variable 3.5 N N N N N N GS Mortgage-Backed Securities Trust 2022-GR1 N/A GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR1 36266TAJ8 23788591.280000 PA USD 20333679.010000 0.311881 Long ABS-MBS CORP US N 2 2052-06-25 Variable 2.5 N N N N N N GS Mortgage-Backed Securities Trust 2021-PJ6 N/A GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ6 36262LAJ9 20896302.960000 PA USD 17878793.230000 0.274228 Long ABS-MBS CORP US N 2 2051-11-25 Variable 2.5 N N N N N N GS Mortgage-Backed Securities Trust 2022-GR2 N/A GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2 36250BAE6 116000.140000 PA USD 113222.620000 0.00173662 Long ABS-MBS CORP US N 2 2044-07-25 Variable 2.175 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36206EGT6 165.080000 PA USD 165.070000 0 Long ABS-MBS USGA US N 2 2025-05-15 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36205UTC4 4686.320000 PA USD 4688.390000 0 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36205SVE2 1592.730000 PA USD 1592.440000 0 Long ABS-MBS USGA US N 2 2024-09-15 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36205LZ86 1085.360000 PA USD 1087.890000 0 Long ABS-MBS USGA US N 2 2024-07-15 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE I POOL 36204Y7H0 588.950000 PA USD 588.660000 0 Long ABS-MBS USGA US N 2 2024-10-15 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202CWF6 683.110000 PA USD 685.600000 0 Long ABS-MBS USGA US N 2 2027-06-20 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202CVH3 162.950000 PA USD 163.660000 0 Long ABS-MBS USGA US N 2 2027-04-20 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202CUX9 100.050000 PA USD 99.980000 0 Long ABS-MBS USGA US N 2 2027-03-20 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202CTA1 3360.590000 PA USD 3450.060000 0 Long ABS-MBS USGA US N 2 2026-12-20 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202CSP9 4083.450000 PA USD 4192.420000 0 Long ABS-MBS USGA US N 2 2026-11-20 Fixed 8.5 N N N N N N GOVERNMENT NATIONAL MORTGAGE A 549300M8ZYFG0OCMTT87 GINNIE MAE II POOL 36202CRF2 38.190000 PA USD 38.090000 0 Long ABS-MBS USGA US N 2 2026-09-20 Fixed 8.5 N N N N N N 2022-11-30 T. ROWE PRICE LIMITED-DURATION INFLATION FOCUSED BOND FUND, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President