NPORT-EX 2 70NZTRP103122.htm
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):
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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.
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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