T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

August

31,

2022

(Unaudited)

1

Portfolio

of

Investments

‡

Par/Shares

$

Value

(Amounts

in

000s)

‡

ASSET-BACKED

SECURITIES

0.3%

Asset

Backed

Other

0.1%

Santander

Retail

Auto

Lease

Trust

Series

2022-A,

Class

B

1.61%,

1/20/26 (1)

955‌

892‌

892‌

Coll

Debt

Obligation

0.2%

OZLM

VIII

Series

2014-8A,

Class

A1R3,

CLO,

FRN

3M

USD

LIBOR

+

0.98%,

3.72%,

10/17/29 (1)

3,862‌

3,826‌

3,826‌

Total

Asset-Backed

Securities

(Cost

$4,817)

4,718‌

CORPORATE

BONDS

1.9%

CORPORATE

SECURITIES

1.9%

Automotive

0.1%

Nissan

Motor

Acceptance,

1.125%,

9/16/24 (1)

910‌

842‌

842‌

Banking

0.3%

Credit

Suisse,

4.75%,

8/9/24 

3,810‌

3,795‌

3,795‌

Cable

Operators

0.1%

Charter

Communications

Operating,

4.908%,

7/23/25 

752‌

750‌

750‌

Drugs

0.1%

Viatris

,

1.65%,

6/22/25 

1,795‌

1,636‌

1,636‌

Healthcare

0.5%

HCA,

5.375%,

2/1/25 

3,795‌

3,833‌

Health

Care

Service

Corp

A

Mutual

Legal

Reserve,

1.50%,

6/1/25 (1)

4,455‌

4,124‌

7,957‌

Insurance

0.1%

MassMutual

Global

Funding

II,

4.15%,

8/26/25 (1)

1,050‌

1,047‌

1,047‌

Oil

Field

Serv

0.1%

Energy

Transfer,

2.90%,

5/15/25 

2,005‌

1,900‌

1,900‌

Utilities

0.4%

Edison

International,

4.70%,

8/15/25 

3,680‌

3,642‌

NextEra

Energy

Capital

Holdings,

4.255%,

9/1/24 

2,425‌

2,423‌

6,065‌

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

1

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

2

Par/Shares

$

Value

(Amounts

in

000s)

Wireless

Communications

0.2%

Sprint,

7.125%,

6/15/24 

3,285‌

3,392‌

3,392‌

Total

Corporate

Securities

27,384‌

Total

Corporate

Bonds

(Cost

$27,503)

27,384‌

NON-U.S.

GOVERNMENT

MORTGAGE-BACKED

SECURITIES

0.9%

Whole

Loans

Backed

0.9%

COLT

Mortgage

Loan

Trust

Series

2021-6,

Class

A1,

CMO,

ARM

1.907%,

12/25/66 (1)

3,019‌

2,711‌

Connecticut

Avenue

Securities

Trust

Series

2022-R01,

Class

1M1,

CMO,

ARM

SOFR30A

+

1.00%,

3.183%,

12/25/41 (1)

1,915‌

1,892‌

GS

Mortgage-Backed

Securities

Trust

Series

2022-GR1,

Class

A5,

CMO,

ARM

2.50%,

6/25/52 (1)

3,978‌

3,583‌

NYMT

Loan

Trust

Series

2022-CP1,

Class

A1,

CMO

2.042%,

7/25/61 (1)

1,757‌

1,643‌

Oceanview

Mortgage

Trust

Series

2022-1,

Class

A5,

CMO,

ARM

2.50%,

12/25/51 (1)

1,834‌

1,652‌

Structured

Agency

Credit

Risk

Debt

Notes

Series

2022-DNA1,

Class

M1A,

CMO,

ARM

SOFR30A

+

1.00%,

3.183%,

1/25/42 (1)

1,572‌

1,537‌

Verus

Securitization

Trust

Series

2021-8,

Class

A2,

CMO,

ARM

2.286%,

11/25/66 (1)

803‌

717‌

Total

Non-U.S.

Government

Mortgage-Backed

Securities

(Cost

$14,884)

13,735‌

U.S.

GOVERNMENT

AGENCY

OBLIGATIONS

(EXCLUDING

MORTGAGE-BACKED)

96.3%

U.S.

Treasury

Obligations

96.3%

U.S.

Treasury

Inflation-Indexed

Notes,

0.125%,

7/15/24 

155,744‌

153,384‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.125%,

10/15/24 

157,248‌

154,742‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.125%,

4/15/25 (2)

110,175‌

107,816‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.125%,

10/15/25 

28,681‌

28,129‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.125%,

4/15/26 

46,533‌

45,392‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.125%,

7/15/26 

107,960‌

105,717‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.125%,

10/15/26 

24,680‌

24,113‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.125%,

4/15/27 

285,898‌

277,544‌

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

3

Par/Shares

$

Value

(Amounts

in

000s)

U.S.

Treasury

Inflation-Indexed

Notes,

0.25%,

1/15/25 

134,589‌

132,465‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.375%,

7/15/23 

31,526‌

31,226‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.375%,

7/15/25 

76,769‌

75,786‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.375%,

1/15/27 

72,265‌

71,057‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.375%,

7/15/27 

36,545‌

36,003‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.625%,

1/15/24 

13,622‌

13,492‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.625%,

1/15/26 

166,703‌

165,557‌

U.S.

Treasury

Inflation-Indexed

Notes,

0.625%,

7/15/32 

18,840‌

18,714‌

Total

U.S.

Government

Agency

Obligations

(Excluding

Mortgage-

Backed)

(Cost

$1,509,648)

1,441,137‌

SHORT-TERM

INVESTMENTS

0.1%

Money

Market

Funds

0.1%

T.

Rowe

Price

Government

Reserve

Fund,

2.36% (3)(4)

2,148‌

2,148‌

Total

Short-Term

Investments

(Cost

$2,148)

2,148‌

(Amounts

in

000s,

except

for

contracts)

OPTIONS

PURCHASED

0.0%

Exchange-Traded

Options

Purchased

0.0%

Description

Contracts

Notional

Amount

$

Value

U.S.

Treasury

Notes

ten

year

futures

contracts,

Put,

9/23/22

@

$116.00 (5)

258‌

30,162‌

149‌

Total

Options

Purchased

(Cost

$127)

149‌

Total

Investments

in

Securities

99.5%

(Cost

$1,559,127)

$

1,489,271‌

Other

Assets

Less

Liabilities

0.5%

7,336‌

Net

Assets

100.0%

$

1,496,607‌

‡

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

$24,466

and

represents

1.6%

of

net

assets.

(2)

At

August

31,

2022,

all

or

a

portion

of

this

security

is

pledged

as

collateral

and/

or

margin

deposit

to

cover

future

funding

obligations.

(3)

Seven-day

yield

(4)

Affiliated

Companies

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

4

.

.

.

.

.

.

.

.

.

.

(5)

Non-income

producing

3M

USD

LIBOR

Three

month

USD

LIBOR

(London

interbank

offered

rate)

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. 

AUD

Australian

Dollar

CLO

Collateralized

Loan

Obligation

CMO

Collateralized

Mortgage

Obligation

CPI

Consumer

Price

Index

FRN

Floating

Rate

Note

NZD

New

Zealand

Dollar

SEK

Swedish

Krona

SOFR30A

30-day

Average

SOFR

(Secured

overnight

financing

rate)

USD

U.S.

Dollar

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

5

(Amounts

in

000s)

SWAPS

(0.0)%

Description

Notional

Amount

$

Value

Initial

$

Value

Unrealized

$

Gain/(Loss)

CENTRALLY

CLEARED

SWAPS

(0.0)%

Zero-Coupon

Inflation

Swaps

(0.0)%

2

Year

Zero-Coupon

Inflation

Swap

Pay

Fixed

3.113%

at

Maturity,

Receive

Variable

(Change

in

CPI)

at

Maturity,

8/22/24

10,408

11

—

11‌

2

Year

Zero-Coupon

Inflation

Swap

Pay

Fixed

3.129%

at

Maturity,

Receive

Variable

(Change

in

CPI)

at

Maturity,

8/22/24

10,408

8

1

7‌

2

Year

Zero-Coupon

Inflation

Swap

Pay

Fixed

3.320%

at

Maturity,

Receive

Variable

(Change

in

CPI)

at

Maturity,

8/30/24

10,409

(60)

—

(60‌)

Total

Centrally

Cleared

Zero-Coupon

Inflation

Swaps

(42‌)

Total

Centrally

Cleared

Swaps

(42‌)

Net

payments

(receipts)

of

variation

margin

to

date

20‌

Variation

margin

receivable

(payable)

on

centrally

cleared

swaps

$

(22‌)

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

6

(Amounts

in

000s)

FORWARD

CURRENCY

EXCHANGE

CONTRACTS

Counterparty

Settlement

Receive

Deliver

Unrealized

Gain/(Loss)

Bank

of

America

10/21/22

USD

3,894‌

AUD

5,600‌

$

59‌

Citibank

9/23/22

USD

3,239‌

SEK

32,760‌

162‌

Goldman

Sachs

10/21/22

NZD

2,500‌

USD

1,585‌

(56‌)

Goldman

Sachs

10/21/22

USD

1,565‌

NZD

2,500‌

36‌

HSBC

Bank

10/21/22

AUD

5,600‌

USD

3,940‌

(106‌)

HSBC

Bank

10/21/22

NZD

6,250‌

USD

3,921‌

(97‌)

HSBC

Bank

10/21/22

USD

3,888‌

NZD

6,250‌

64‌

Morgan

Stanley

9/23/22

SEK

32,760‌

USD

3,229‌

(152‌)

Net

unrealized

gain

(loss)

on

open

forward

currency

exchange

contracts

$

(90‌)

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

7

FUTURES

CONTRACTS

($000s)

Expiration

Date

Notional

Amount

Value

and

Unrealized

Gain

(Loss)

Short,

282

U.S.

Treasury

Notes

five

year

contracts

12/22

(31,251)

$

108‌

Short,

295

U.S.

Treasury

Notes

ten

year

contracts

12/22

(34,487)

146‌

Long,

273

U.S.

Treasury

Notes

two

year

contracts

12/22

56,873

(59‌)

Short,

248

Ultra

U.S.

Treasury

Notes

ten

year

contracts

12/22

(31,047)

139‌

Short,

304

Three

month

SOFR

contracts

3/23

(73,154)

136‌

Long,

304

Three

month

SOFR

contracts

3/24

73,359

(157‌)

Net

payments

(receipts)

of

variation

margin

to

date

(184‌)

Variation

margin

receivable

(payable)

on

open

futures

contracts

$

129‌

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

8

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

August

31,

2022.

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,

2.36%

$

—‌#

$

—‌

$

359‌+

Supplementary

Investment

Schedule

Affiliate

Value

05/31/22

Purchase

Cost

Sales

Cost

Value

08/31/22

T.

Rowe

Price

Government

Reserve

Fund,

2.36%

$

57,766‌

 ¤

 ¤

$

2,148‌^

#

Capital

gain

distributions

from

mutual

funds

represented

$0

of

the

net

realized

gain

(loss).

+

Investment

income

comprised

$359

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

$2,148.

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

Unaudited

Notes

to

Portfolio

of

Investments

9

T.

Rowe

Price

U.S.

Limited

Duration

TIPS

Index

Fund (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

T.

Rowe

Price

Valuation

Committee

(the

Valuation

Committee)

is

an

internal

committee

that

has

been

delegated

certain

responsibilities

by

the

fund’s

Board

of

Directors

(the

Board)

to

ensure

that

financial

instruments

are

appropriately

priced

at

fair

value

in

accordance

with

GAAP

and

the

1940

Act.

Subject

to

oversight

by

the

Board,

the

Valuation

Committee

develops

and

oversees

pricing-related

policies

and

procedures

and

approves

all

fair

value

determinations.

Specifically,

the

Valuation

Committee

establishes

policies

and

procedures

used

in

valuing

financial

instruments,

including

those

which

cannot

be

valued

in

accordance

with

normal

procedures

or

using

pricing

vendors;

determines

pricing

techniques,

sources,

and

persons

eligible

to

effect

fair

value

pricing

actions;

evaluates

the

services

and

performance

of

the

pricing

vendors;

oversees

the

pricing

process

to

ensure

policies

and

procedures

are

being

followed;

and

provides

guidance

on

internal

controls

and

valuation-related

matters.

The

Valuation

Committee

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

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

10

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 fund’s

own

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

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.

Listed

options,

and

OTC

options

with

a

listed

equivalent,

are

valued

at

the

mean

of

the

closing

bid

and

asked

prices

and

exchange-traded

options

on

futures

contracts

are

valued

at

closing

settlement

prices.

Futures

contracts

are

valued

at

closing

settlement

prices.

Forward

currency

exchange

contracts

are

valued

using

the

prevailing

forward

exchange

rate.

Swaps

are

valued

at

prices

furnished

by

an

independent

pricing

service

or

independent

swap

dealers.

Investments

for

which

market

quotations

or

market-based

valuations

are

not

readily

available

or

deemed

unreliable

are

valued

at

fair

value

as

determined

in

good

faith

by

the

Valuation

Committee,

in

accordance

with

fair

valuation

policies

and

procedures.

The

objective

of

any

fair

value

pricing

determination

is

to

arrive

at

a

price

that

could

reasonably

be

expected

from

a

current

sale.

Financial

instruments

fair

valued

by

the

Valuation

Committee

are

primarily

private

placements,

restricted

securities,

warrants,

rights,

and

other

securities

that

are

not

publicly

traded.

Factors

used

in

determining

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

11

fair

value

vary

by

type

of

investment

and

may

include

market

or

investment

specific

considerations.

The

Valuation

Committee

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

Committee

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

and

updated

as

information

becomes

available,

including

actual

purchase

and

sale

transactions

of

the

investment.

Because

any

fair

value

determination

involves

a

significant

amount

of

judgment,

there

is

a

degree

of

subjectivity

inherent

in

such

pricing

decisions,

and

fair

value

prices

determined

by

the

Valuation

Committee

could

differ

from

those

of

other

market

participants.

Valuation

Inputs

  The

following

table

summarizes

the

fund’s

financial

instruments,

based

on

the

inputs

used

to

determine

their

fair

values

on

August

31,

2022

(for

further

detail

by

category,

please

refer

to

the

accompanying

Portfolio

of

Investments):

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

12

OTHER

MATTERS 

Unpredictable

events

such

as

environmental

or

natural

disasters,

war,

terrorism,

pandemics,

outbreaks

of

infectious

diseases,

and

similar

public

health

threats

may

significantly

affect

the

economy

and

the

markets

and

issuers

in

which

a

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

($000s)

Level

1

Level

2

Level

3

Total

Value

Assets

Fixed

Income

Securities

1

$

—‌

$

1,486,974‌

$

—‌

$

1,486,974‌

Short-Term

Investments

2,148‌

—‌

—‌

2,148‌

Options

Purchased

149‌

—‌

—‌

149‌

Total

Securities

2,297‌

1,486,974‌

—‌

1,489,271‌

Swaps*

—‌

18‌

—‌

18‌

Forward

Currency

Exchange

Contracts

—‌

321‌

—‌

321‌

Futures

Contracts*

529‌

—‌

—‌

529‌

Total

$

2,826‌

$

1,487,313‌

$

—‌

$

1,490,139‌

Liabilities

Swaps*

$

—‌

$

60‌

$

—‌

$

60‌

Forward

Currency

Exchange

Contracts

—‌

411‌

—‌

411‌

Futures

Contracts*

216‌

—‌

—‌

216‌

Total

$

216‌

$

471‌

$

—‌

$

687‌

1

Includes

Asset-Backed

Securities,

Corporate

Bonds,

Non-U.S.

Government

Mortgage-Backed

Securities

and

U.S.

Government

Agency

Obligations

(Excluding

Mortgage-Backed).

*

The

fair

value

presented

includes

cumulative

gain

(loss)

on

open

futures

contracts

and

centrally

cleared

swaps;

however,

the

net

value

reflected

on

the

accompanying

Portfolio

of

Investments

is

only

the

unsettled

variation

margin

receivable

(payable)

at

that

date.

T.

ROWE

PRICE

U.S.

Limited

Duration

TIPS

Index

Fund

13

other

pre-existing

political,

social,

and

economic

risks.

Since

2020,

a

novel

strain

of

coronavirus

(COVID-19)

has

resulted

in

disruptions

to

global

business

activity

and

caused

significant

volatility

and

declines

in

global

financial

markets.

In

February

2022,

Russian

forces

entered

Ukraine

and

commenced

an

armed

conflict

leading

to

economic

sanctions

being

imposed

on

Russia

and

certain

of

its

citizens,

creating

impacts

on

Russian-related

stocks

and

debt

and

greater

volatility

in

global

markets.

These

are

recent

examples

of

global

events

which

may

have

an

impact

on

the

fund’s

performance,

which

could

be

negatively

impacted

if

the

value

of

a

portfolio

holding

were

harmed

by

these

and

such

other

events.

Management

is

actively

monitoring

the

risks

and

financial

impacts

arising

from

these

events.

F1367-054Q1

08/22