0001368135-24-000005.txt : 20240126
0001368135-24-000005.hdr.sgml : 20240126
20240126092142
ACCESSION NUMBER: 0001368135-24-000005
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20231130
FILED AS OF DATE: 20240126
DATE AS OF CHANGE: 20240126
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Limited-Duration Inflation Focused Bond Fund, Inc.
CENTRAL INDEX KEY: 0001368135
ORGANIZATION NAME:
IRS NUMBER: 510593985
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21919
FILM NUMBER: 24564552
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
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0001368135
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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.
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2024-05-31
2023-11-30
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Fixed
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Fixed
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Fixed
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USD
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ABS-MBS
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2030-10-25
Floating
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USD
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0.0042624643
Long
ABS-MBS
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2030-10-25
Floating
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N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
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USD
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0.0022601080
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ABS-MBS
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2030-01-25
Floating
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N
N
N
N
N
N
Fannie Mae Connecticut Avenue Securities
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FANNIE MAE CONNECTICUT AVENUE SECURITIES
30711XQU1
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PA
USD
3412287.640000
0.0489920891
Long
ABS-MBS
USGSE
US
N
2
2030-02-25
Floating
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N
N
N
N
N
N
FREDDIE MAC
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FREDDIE MAC NON GOLD POOL
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263.250000
PA
USD
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0.0000037430
Long
ABS-MBS
USGSE
US
N
2
2034-02-01
Variable
4.225
N
N
N
N
N
N
FREDDIE MAC
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FREDDIE MAC NON GOLD POOL
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15159.690000
PA
USD
15028.900000
0.0002157782
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Variable
5.049
N
N
N
N
N
N
FREDDIE MAC
S6XOOCT0IEG5ABCC6L87
FREDDIE MAC NON GOLD POOL
31336SLR7
115.450000
PA
USD
114.630000
0.0000016458
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
4.461
N
N
N
N
N
N
FREDDIE MAC
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FREDDIE MAC NON GOLD POOL
31342A6S3
78.380000
PA
USD
77.380000
0.0000011110
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Variable
6.344
N
N
N
N
N
N
FANNIE MAE
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FANNIE MAE POOL
313617NN8
153.920000
PA
USD
151.590000
0.0000021765
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Variable
4.327
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31388RNM5
5171.370000
PA
USD
5127.500000
0.0000736183
Long
ABS-MBS
USGSE
US
N
2
2032-10-01
Variable
5.965
N
N
N
N
N
N
FANNIE MAE
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FANNIE MAE POOL
31388RNR4
8206.650000
PA
USD
8144.740000
0.0001169385
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Variable
4.205
N
N
N
N
N
N
Fannie Mae REMIC Trust 2001-W4
N/A
FANNIE MAE REMIC TRUST 2001-W4
3139216U7
62.280000
PA
USD
61.420000
0.0000008818
Long
ABS-MBS
USGSE
US
N
2
2032-01-25
Variable
5.11
N
N
N
N
N
N
FANNIE MAE
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FANNIE MAE POOL
31400BYV2
380.690000
PA
USD
376.890000
0.0000054112
Long
ABS-MBS
USGSE
US
N
2
2033-02-01
Variable
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N
N
N
N
N
N
FANNIE MAE
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FANNIE MAE POOL
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PA
USD
721.110000
0.0000103534
Long
ABS-MBS
USGSE
US
N
2
2034-07-01
Variable
4.822
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31403VLM9
4393.400000
PA
USD
4363.280000
0.0000626460
Long
ABS-MBS
USGSE
US
N
2
2034-01-01
Variable
6.03
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408BQC5
3480.780000
PA
USD
3453.470000
0.0000495834
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
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N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408DT95
10484.490000
PA
USD
10419.060000
0.0001495922
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
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N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408DVP6
4129.930000
PA
USD
4066.810000
0.0000583894
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
3.59
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31408GJG3
1333.850000
PA
USD
1323.490000
0.0000190021
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Variable
4.145
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415AY70
2972.890000
PA
USD
2929.150000
0.0000420554
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Variable
6.08
N
N
N
N
N
N
FANNIE MAE
B1V7KEBTPIMZEU4LTD58
FANNIE MAE POOL
31415LL96
4269.630000
PA
USD
4281.650000
0.0000614740
Long
ABS-MBS
USGSE
US
N
2
2038-08-01
Variable
6.103
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202CG56
893.230000
PA
USD
893.020000
0.0000128216
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
36202CRF2
25.170000
PA
USD
25.120000
0.0000003607
Long
ABS-MBS
USGA
US
N
2
2026-09-20
Fixed
8.5
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE A
549300M8ZYFG0OCMTT87
GINNIE MAE II POOL
36202CSP9
2000.200000
PA
USD
2014.970000
0.0000289300
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
36202CTA1
2235.330000
PA
USD
2269.900000
0.0000325902
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
36202CUX9
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PA
USD
19.580000
0.0000002811
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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
36202CVH3
123.280000
PA
USD
123.370000
0.0000017713
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
36202CWF6
454.740000
PA
USD
454.820000
0.0000065301
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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 I POOL
36205LZ86
112.720000
PA
USD
112.550000
0.0000016159
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
36205UTC4
1963.260000
PA
USD
1961.200000
0.0000281580
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
36206EGT6
84.270000
PA
USD
84.150000
0.0000012082
Long
ABS-MBS
USGA
US
N
2
2025-05-15
Fixed
8.5
N
N
N
N
N
N
GS Mortgage-Backed Securities Trust 2022-GR2
N/A
GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2
36250BAE6
85399.600000
PA
USD
85084.070000
0.0012215988
Long
ABS-MBS
CORP
US
N
2
2044-07-25
Variable
4.154
N
N
N
N
N
N
Government National Mortgage Association
549300M8ZYFG0OCMTT87
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION
38381VKU3
2444536.950000
PA
USD
2196955.960000
0.0315429042
Long
ABS-MBS
USGA
US
N
2
2049-05-20
Fixed
3.5
N
N
N
N
N
N
Michigan Finance Authority
54930022O46HOX5J1D14
MICHIGAN FINANCE AUTHORITY
59447TH63
3425000.000000
PA
USD
3346280.490000
0.0480443882
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
1.376
N
N
N
N
N
N
OBX 2020-EXP1 Trust
N/A
OBX 2020-EXP1 TRUST
67448TBE4
668977.560000
PA
USD
600815.570000
0.0086262394
Long
ABS-MBS
CORP
US
N
2
2060-02-25
Floating
6.207
N
N
N
N
N
N
T Rowe Price Government Reserve Investment Fund
5493002Y0IYARJVQ5N24
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND
76105Y109
304857787.710000
NS
USD
304857787.710000
4.3770108156
Long
STIV
RF
US
N
1
N
N
N
Sequoia Mortgage Trust 2018-CH3
549300FECQ7XLTBL1027
SEQUOIA MORTGAGE TRUST 2018-CH3
81746WAB4
187585.480000
PA
USD
181370.250000
0.0026040324
Long
ABS-MBS
CORP
US
N
2
2048-08-25
Variable
4.0
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH1
549300ZUG1L9OO3W6B29
SEQUOIA MORTGAGE TRUST 2018-CH1
81747DAB5
638405.220000
PA
USD
557474.330000
0.0080039654
Long
ABS-MBS
CORP
US
N
2
2048-03-25
Variable
3.5
N
N
N
N
N
N
Sequoia Mortgage Trust 2018-CH2
N/A
SEQUOIA MORTGAGE TRUST 2018-CH2
81747EAC1
682772.880000
PA
USD
620555.200000
0.0089096521
Long
ABS-MBS
CORP
US
N
2
2048-06-25
Variable
4.0
N
N
N
N
N
N
Sierra Timeshare 2019-3 Receivables Funding LLC
N/A
SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC
82652NAA6
1024143.370000
PA
USD
974752.110000
0.0139950518
Long
ABS-O
CORP
US
N
2
2036-08-20
Fixed
2.34
N
N
N
N
N
N
Tobacco Settlement Finance Authority
N/A
TOBACCO SETTLEMENT FINANCE AUTHORITY
88880LAF0
2680000.000000
PA
USD
2623339.980000
0.0376647339
Long
DBT
MUN
US
N
2
2024-06-01
Fixed
1.497
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
UNITED STATES TREASURY INFLATION INDEXED BONDS
912828S50
36154739.040000
PA
USD
34070192.370000
0.4891644777
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
912828ZJ2
1210195962.896000
PA
USD
1159519006.950000
16.6478516832
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
91282CAQ4
673587435.192000
PA
USD
642434016.310000
9.2237782699
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
91282CCA7
617916983.705000
PA
USD
582000559.030000
8.3561019080
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
91282CDC2
1133497894.634000
PA
USD
1063185603.360000
15.2647400607
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
91282CEJ6
901641427.155000
PA
USD
834863608.960000
11.9865956956
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
91282CFR7
804821208.670000
PA
USD
786586978.160000
11.2934615732
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
91282CGW5
1408662929.990000
PA
USD
1348354548.300000
19.3590673391
Long
DBT
UST
US
N
2
2028-04-15
Fixed
1.25
N
N
N
N
N
N
United States Treasury Inflation Indexed Bonds
254900HROIFWPRGM1V77
UNITED STATES TREASURY INFLATION INDEXED BONDS - WHEN ISSUED
91282CJH5
454544404.560000
PA
USD
459231893.730000
6.5934447035
Long
DBT
UST
US
N
2
2028-10-15
Fixed
2.375
N
N
N
N
N
N
US 10YR FUT OPTN Feb24P 107.5
254900HROIFWPRGM1V77
TYG4P 107.5 PIT
000000000
-6610.000000
NC
USD
-2685312.500000
-0.0385545075
N/A
DIR
CORP
US
N
1
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
Put
Written
MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED
8NAV47T0Y26Q87Y0QP81
US 10YR FUT OPTN Feb24P 107.5
254900HROIFWPRGM1V77
TYH4 UST 10YR FUT MAR 24
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
Long
US 10YR FUT OPTN Feb24P 107.5
TYH4 UST 10YR FUT MAR 24
2024-03-19
N/A
USD
100000.000000
107.5
USD
2024-01-26
XXXX
-157377.490000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CAD/USD FWD 20240119 CIBCCATT
000000000
1.000000
NC
USD
172648.210000
0.0024788052
N/A
DFE
CORP
CA
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-17911799.730000
USD
24520000.000000
CAD
2024-01-19
172648.210000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
USD/CAD FWD 20240119 CIBCCATT
000000000
1.000000
NC
USD
-62748.400000
-0.0009009133
N/A
DFE
CORP
US
N
2
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
-24520000.000000
CAD
18021699.540000
USD
2024-01-19
-62748.400000
N
N
N
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
USD/CHF FWD 20240119 UBSWGB2L
000000000
1.000000
NC
USD
-627807.100000
-0.0090137716
N/A
DFE
CORP
US
N
2
UBS SECURITIES LLC
T6FIZBDPKLYJKFCRVK44
-16240000.000000
CHF
18021857.050000
USD
2024-01-19
-627807.100000
N
N
N
N/A
N/A
LCH - USD ZCIS 8/2/24 REC CPI
000000000
1.000000
NC
USD
2602126.180000
0.0373601558
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
2602063.680000
N
N
N
N/A
N/A
LCH - USD ZCIS 8/3/24 REC CPI
000000000
1.000000
NC
USD
4016243.180000
0.0576634108
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
4015993.180000
N
N
N
N/A
N/A
LCH - USD ZCIS 8/22/24 REC CPI
000000000
1.000000
NC
USD
-209250.950000
-0.0030043309
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
-209500.950000
N
N
N
N/A
N/A
LCH - USD ZCIS 8/22/24 REC CPI
000000000
1.000000
NC
USD
-183996.970000
-0.0026417456
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
-184246.970000
N
N
N
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
CHF/USD FWD 20240119 BNPAFRPP
000000000
1.000000
NC
USD
502141.780000
0.0072095255
N/A
DFE
CORP
CH
N
2
BNP PARIBAS SECURITIES CORP
RCNB6OTYUAMMP879YW96
-18147522.370000
USD
16240000.000000
CHF
2024-01-19
502141.780000
N
N
N
N/A
N/A
US 10YR NOTE (CBT)MAR24
000000000
-1503.000000
NC
USD
-718418.970000
-0.0103147360
N/A
DIR
CORP
US
N
1
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
Short
United States Treasury Note/Bond
US TREASURY N/B
2024-03-19
-164306291.670000
USD
-718418.970000
N
N
N
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
AUD/USD FWD 20240119 CHASGB2L
000000000
1.000000
NC
USD
294725.600000
0.0042315374
N/A
DFE
CORP
AU
N
2
JP MORGAN CHASE BANK
7H6GLXDRUGQFU57RNE97
-18454244.760000
USD
28330000.000000
AUD
2024-01-19
294725.600000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
USD/AUD FWD 20240119 CITIGB2L
000000000
1.000000
NC
USD
-685195.760000
-0.0098377321
N/A
DFE
CORP
US
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-28330000.000000
AUD
18063774.600000
USD
2024-01-19
-685195.760000
N
N
N
CITIBANK N A
E57ODZWZ7FF32TWEFA76
AUD/USD FWD 20240119 CITIGB2L
000000000
1.000000
NC
USD
303131.030000
0.0043522188
N/A
DFE
CORP
AU
N
2
CITIBANK N A
E57ODZWZ7FF32TWEFA76
-18452457.400000
USD
28340000.000000
AUD
2024-01-19
303131.030000
N
N
N
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
AUD/USD FWD 20240119 GSILGB2X
000000000
1.000000
NC
USD
-733814.010000
-0.0105357711
N/A
DFE
CORP
AU
N
2
GOLDMAN SACHS & CO
FOR8UP27PHTHYVLBNG30
-28340000.000000
AUD
18021774.420000
USD
2024-01-19
-733814.010000
N
N
N
2024-01-02
T. ROWE PRICE LIMITED-DURATION INFLATION FOCUSED BOND FUND, INC.
/s/ Alan Dupski
Alan Dupski
Treasurer & Vice President