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