# EDGAR Filing Document

**Accession Number:** 0001368135
**File Stem:** 0001368135-23-000007
**Filing Date:** 2023-1
**Character Count:** 69160
**Document Hash:** 2a74cf6a9a0a5e6444c171a984b861f8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001368135-23-000007.hdr.sgml**: 20230127

**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

## Series and Classes Contracts Data

### T. Rowe Price Limited Duration Inflation Focused Bond Fund, Inc. (Series ID: S000013369)

| Class ID   | Class Name                                                         | Ticker Symbol   |
|:---|:---|:---|
| 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           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** T. ROWE PRICE LIMITED-DURATION INFLATION FOCUSED BOND FUND, INC.

- **b. Investment Company Act file number:** 811-21919

- **c. CIK number of Registrant:** 0001368135

- **d. LEI of Registrant:** 5493009ZRV6DHHWWGU69

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** T. Rowe Price Limited-Duration Inflation Focused Bond Fund, Inc.

- **b. EDGAR series identifier (if any):** S000013369

- **c. LEI of Series:** FLEHC3SRPQOO4TMXE569

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $7020326877.42

**Total Liabilities:** $500633163.84

**Net Assets:** $6519693713.58

**Cash Not Reported:** $9653496.26

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -729.740050 | **1-Year:** -42523.196815 | **5-Year:** -71070.664531 | **10-Year:** -5298.535196 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000219321 | -3.51%               | 1.01%                | 0.61%                |
| Class ID C000161061 | -3.69%               | 1.21%                | 0.46%                |
| Class ID C000036131 | -3.52%               | 0.81%                | 0.57%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-54806518.34            | $-201075469.50                             |
| Month 2  | $-38273321.11            | $96458080.82                               |
| Month 3  | $-58824297.67            | $93117391.16                               |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Treasury TIPS 1-5 Years TR Index Value Unhedged USD (Returns)

- **Index Identifier:** BUT5TRUU

### Schedule of Portfolio Investments

| Name                                                  | Title                                                             | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36202CG56<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1560 | PA      | $1565.15      | 0.00%             | 2025-06-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36202CBS1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         6 | PA      | $5.59         | 0.00%             | 2024-08-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA5               | FREDDIE MAC STACR REMIC TRUST 2022-DNA5                           | CUSIP: 35564KYN3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3587150 | PA      | $3618402.47   | 0.06%             | 2042-06-25      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA4               | FREDDIE MAC STACR REMIC TRUST 2022-DNA4                           | CUSIP: 35564KWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   9886696 | PA      | $9818915.95   | 0.15%             | 2042-05-25      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3               | FREDDIE MAC STACR REMIC TRUST 2022-DNA3                           | CUSIP: 35564KUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  16973066 | PA      | $16753535.08  | 0.26%             | 2042-04-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2               | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                           | CUSIP: 35564KRE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   8148557 | PA      | $7996175.57   | 0.12%             | 2042-02-25      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA1               | FREDDIE MAC STACR REMIC TRUST 2022-DNA1                           | CUSIP: 35564KPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |  19071809 | PA      | $18436514.12  | 0.28%             | 2042-01-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-D                   | FORD CREDIT AUTO OWNER TRUST 2022-D                               | CUSIP: 345295AD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9940000 | PA      | $9938593.49   | 0.15%             | 2027-05-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                     | FLAGSTAR MORTGAGE TRUST 2021-5INV                                 | CUSIP: 33851PAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11863282 | PA      | $10152549.26  | 0.16%             | 2051-07-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31415LL96<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4870 | PA      | $4891.39      | 0.00%             | 2038-08-01      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31415AY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7823 | PA      | $7678.52      | 0.00%             | 2038-08-01      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31408GJG3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1437 | PA      | $1408.27      | 0.00%             | 2035-12-01      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31408DVP6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4385 | PA      | $4260.06      | 0.00%             | 2035-12-01      | Variable      | 1.59%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31408DT95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     11137 | PA      | $10966.60     | 0.00%             | 2035-12-01      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31408BQC5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3693 | PA      | $3615.31      | 0.00%             | 2035-12-01      | Variable      | 2.78%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31403VLM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      4734 | PA      | $4638.01      | 0.00%             | 2034-01-01      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31402Q2N0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       797 | PA      | $779.97       | 0.00%             | 2034-07-01      | Variable      | 2.81%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31402A5W2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       162 | PA      | $159.49       | 0.00%             | 2033-07-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31400BYV2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       416 | PA      | $407.21       | 0.00%             | 2033-02-01      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMIC Trust 2001-W4                        | FANNIE MAE REMIC TRUST 2001-W4                                    | CUSIP: 3139216U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       106 | PA      | $105.94       | 0.00%             | 2032-01-25      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31391A3V9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       696 | PA      | $682.62       | 0.00%             | 2032-09-01      | Variable      | 3.98%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31388RNR4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      8929 | PA      | $8716.09      | 0.00%             | 2032-12-01      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31388RNM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5716 | PA      | $5609.46      | 0.00%             | 2032-10-01      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Whole Loan Securities Trust               | FREDDIE MAC WHOLE LOAN SECURITIES TRUST                           | CUSIP: 3137G1BM8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    897241 | PA      | $857084.54    | 0.01%             | 2046-12-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 31365EBN2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       130 | PA      | $130.01       | 0.00%             | 2023-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FANNIE MAE                                            | FANNIE MAE POOL                                                   | CUSIP: 313617NN8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       234 | PA      | $230.39       | 0.00%             | 2027-07-01      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC NON GOLD POOL                                         | CUSIP: 31342A6S3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        84 | PA      | $81.84        | 0.00%             | 2033-10-01      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC NON GOLD POOL                                         | CUSIP: 31336SLR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       125 | PA      | $122.87       | 0.00%             | 2033-02-01      | Variable      | 2.46%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC NON GOLD POOL                                         | CUSIP: 3128QJPK6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     15988 | PA      | $15635.91     | 0.00%             | 2036-11-01      | Variable      | 3.05%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC NON GOLD POOL                                         | CUSIP: 3128JRBQ8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       564 | PA      | $548.61       | 0.00%             | 2034-02-01      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC                                           | FREDDIE MAC NON GOLD POOL                                         | CUSIP: 3128JPP46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7114 | PA      | $7003.09      | 0.00%             | 2038-07-01      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities              | FANNIE MAE CONNECTICUT AVENUE SECURITIES                          | CUSIP: 30711XQU1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5728781 | PA      | $5695646.82   | 0.09%             | 2030-02-25      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities              | FANNIE MAE CONNECTICUT AVENUE SECURITIES                          | CUSIP: 30711XQA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    481503 | PA      | $480953.52    | 0.01%             | 2030-01-25      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities              | FANNIE MAE CONNECTICUT AVENUE SECURITIES                          | CUSIP: 30711XMZ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9609550 | PA      | $9381323.67   | 0.14%             | 2029-11-25      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities              | FANNIE MAE CONNECTICUT AVENUE SECURITIES                          | CUSIP: 30711XM92<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640582 | PA      | $632673.95    | 0.01%             | 2030-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities              | FANNIE MAE CONNECTICUT AVENUE SECURITIES                          | CUSIP: 30711XL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  10233846 | PA      | $10054753.77  | 0.15%             | 2030-10-25      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Connecticut Avenue Securities              | FANNIE MAE CONNECTICUT AVENUE SECURITIES                          | CUSIP: 30711XHT4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    624721 | PA      | $615341.99    | 0.01%             | 2029-09-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Enterprise Fleet Financing 2022-4 LLC                 | ENTERPRISE FLEET FINANCING 2022-4 LLC                             | CUSIP: 29374GAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   8940000 | PA      | $8943690.43   | 0.14%             | 2029-10-22      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Elara HGV Timeshare Issuer 2017-A LLC                 | ELARA HGV TIMESHARE ISSUER 2017-A LLC                             | CUSIP: 28416DAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1042465 | PA      | $997610.21    | 0.02%             | 2030-03-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue     | CITY & COUNTY OF DENVER CO AIRPORT SYSTEM REVENUE                 | CUSIP: 249182PL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1225000 | PA      | $1142909.93   | 0.02%             | 2024-11-15      | Fixed         | 1.11%                 | No            |                  2 | On Loan: No      |
| City & County of Denver CO Airport System Revenue     | CITY & COUNTY OF DENVER CO AIRPORT SYSTEM REVENUE                 | CUSIP: 249182PK6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $756104.86    | 0.01%             | 2023-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                             | DALLAS AREA RAPID TRANSIT                                         | CUSIP: 235241VG8<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    380000 | PA      | $351238.52    | 0.01%             | 2024-12-01      | Fixed         | 0.76%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                             | DALLAS AREA RAPID TRANSIT                                         | CUSIP: 235241VF0<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    485000 | PA      | $465617.27    | 0.01%             | 2023-12-01      | Fixed         | 0.54%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                             | DALLAS AREA RAPID TRANSIT                                         | CUSIP: 235241VE3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |    670000 | PA      | $670000.00    | 0.01%             | 2022-12-01      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R01          | CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                      | CUSIP: 20754LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10471139 | PA      | $10281974.28  | 0.16%             | 2041-12-25      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2022-P1                | CARVANA AUTO RECEIVABLES TRUST 2022-P1                            | CUSIP: 14688DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9880000 | PA      | $9259778.06   | 0.14%             | 2028-02-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| California State University                           | CALIFORNIA STATE UNIVERSITY                                       | CUSIP: 13077DQC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   4220000 | PA      | $3913977.84   | 0.06%             | 2024-11-01      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-C                            | CNH EQUIPMENT TRUST 2022-C                                        | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   9835000 | PA      | $9833325.10   | 0.15%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| COLT 2021-6 Mortgage Loan Trust                       | COLT 2021-6 MORTGAGE LOAN TRUST                                   | CUSIP: 12658YAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  18414663 | PA      | $15117377.75  | 0.23%             | 2066-12-25      | Variable      | 1.91%                 | No            |                  2 | On Loan: No      |
| CSMC 2021-RPL6 Trust                                  | CSMC 2021-RPL6 TRUST                                              | CUSIP: 12657GAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9629426 | PA      | $8404845.31   | 0.13%             | 2060-10-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV2   | BAYVIEW MSR OPPORTUNITY MASTER FUND TRUST 2021-INV2               | CUSIP: 07336LAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11063767 | PA      | $9407042.27   | 0.14%             | 2051-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                      | BANK OF MONTREAL                                                  | CUSIP: 06368LAP1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   5145000 | PA      | $5081922.30   | 0.08%             | 2024-09-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BRE Grand Islander Timeshare Issuer 2019-A LLC        | BRE GRAND ISLANDER TIMESHARE ISSUER 2019-A LLC                    | CUSIP: 05588UAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1926687 | PA      | $1811310.99   | 0.03%             | 2033-09-26      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue         | CITY OF ATLANTA GA WATER & WASTEWATER REVENUE                     | CUSIP: 047870SG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $619283.75    | 0.01%             | 2024-11-01      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue         | CITY OF ATLANTA GA WATER & WASTEWATER REVENUE                     | CUSIP: 047870SF8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    670000 | PA      | $643627.06    | 0.01%             | 2023-11-01      | Fixed         | 0.41%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2020-3       | AMERICREDIT AUTOMOBILE RECEIVABLES TRUST 2020-3                   | CUSIP: 03066PAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   4965000 | PA      | $4640502.00   | 0.07%             | 2026-08-18      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| N/A                                                   | US 10YR ULTRA FUT MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -153 | NC      | $-184294.62   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | US 10YR NOTE (CBT)MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -801 | NC      | $-523912.28   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | US 2YR NOTE (CBT) MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      1337 | NC      | $736984.21    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | US 2YR NOTE (CBT) MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      2456 | NC      | $1353801.97   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 10/20/24 REC CPI                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-173157.37   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 10/20/24 REC CPI                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-180135.42   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 10/11/25 REC CPI                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $9494.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 10/6/25 REC CPI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $17498.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 10/5/25 REC CPI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $136285.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 10/5/25 REC CPI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $112896.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 10/3/25 REC CPI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-59116.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 10/3/25 REC CPI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-56801.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 8/30/24 REC CPI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-1005995.84  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 8/22/24 REC CPI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-476918.90   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 8/22/24 REC CPI                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $-501194.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS SECURITIES LLC                                    | ZCS INFL SWAP USD PAY FIX 5YR 2.29                                | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DO               | CORP              | US        |         1 | NC      | $16877233.35  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                              | IFS_USD_OTC_1.4865_1T_USA-CPI-U_3M_EFF_2020-02-26_MAT_2023-02-26  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DO               | CORP              | US        |         1 | NC      | $9490276.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                       | IFS_USD_OTC_1.6_1T_USA-CPI-U_3M_EFF_2020-02-21_MAT_2023-02-21     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DO               | CORP              | US        |         1 | NC      | $16247382.48  | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS & CO                                    | IFS_USD_OTC_1.605_1T_USA-CPI-U_3M_EFF_2020-02-21_MAT_2023-02-21   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DO               | CORP              | US        |         1 | NC      | $13347247.87  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                              | IFS_USD_OTC_1.592_1T_USA-CPI-U_3M_EFF_2020-02-20_MAT_2023-02-20   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DO               | CORP              | US        |         1 | NC      | $12834734.37  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                              | IFS_USD_OTC2_1.596_1T_USA-CPI-U_3M_EFF_2020-02-18_MAT_2023-02-18  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DO               | CORP              | US        |         1 | NC      | $9851027.96   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK                                              | IFS_USD_OTC2_1.5925_1T_USA-CPI-U_3M_EFF_2020-02-18_MAT_2023-02-18 | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DO               | CORP              | US        |         1 | NC      | $7224078.03   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | IFS_USD_LCH_1.5625_1T_USA-CPI-U_3M_EFF_2020-02-25_MAT_2023-02-25  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $10087642.51  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 8/3/24 REC CPI                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $3651661.93   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 8/3/23 REC CPI                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $9052867.49   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | LCH - USD ZCIS 8/2/24 REC CPI                                     | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |         1 | NC      | $2371620.74   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                   | US 5YR NOTE (CBT) MAR23                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      -205 | NC      | $-134822.35   | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-D              | WORLD OMNI AUTO RECEIVABLES TRUST 2022-D                          | CUSIP: 98163VAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  15865000 | PA      | $16099778.20  | 0.25%             | 2029-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Securities 2021-RR1 Trust | WELLS FARGO MORTGAGE BACKED SECURITIES 2021-RR1 TRUST             | CUSIP: 95003JAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   9117786 | PA      | $8002069.63   | 0.12%             | 2050-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2021-3                     | VERUS SECURITIZATION TRUST 2021-3                                 | CUSIP: 92539LAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10995392 | PA      | $8861595.57   | 0.14%             | 2066-06-25      | Variable      | 1.05%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                  | VERIZON MASTER TRUST                                              | CUSIP: 92348KBC6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  12415000 | PA      | $12412790.13  | 0.19%             | 2027-11-22      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                  | VERIZON MASTER TRUST                                              | CUSIP: 92348KAA1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |  10716000 | PA      | $9998232.68   | 0.15%             | 2027-05-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                      | UNITED STATES TREASURY NOTE/BOND                                  | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 100675000 | PA      | $104607617.19 | 1.60%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: —       |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 91282CFR7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 619627194 | PA      | $627275716.77 | 9.62%             | 2027-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 91282CEJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 912489551 | PA      | $860449130.82 | 13.20%            | 2027-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 91282CDC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 648462494 | PA      | $615735402.66 | 9.44%             | 2026-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 282764359 | PA      | $268228504.05 | 4.11%             | 2026-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 91282CAQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 646923608 | PA      | $620136927.54 | 9.51%             | 2025-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828ZJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 593158428 | PA      | $568597962.16 | 8.72%             | 2025-04-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828YL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 670995906 | PA      | $648978852.48 | 9.95%             | 2024-10-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828WU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  45289500 | PA      | $43952044.45  | 0.67%             | 2024-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828S50<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  96952211 | PA      | $92225790.54  | 1.41%             | 2026-07-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828N71<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 637296882 | PA      | $617082621.95 | 9.46%             | 2026-01-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 912828H45<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 559318410 | PA      | $539829659.27 | 8.28%             | 2025-01-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 9128286N5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 166887327 | PA      | $162715144.16 | 2.50%             | 2024-04-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Inflation Indexed Bonds        | UNITED STATES TREASURY INFLATION INDEXED BONDS                    | CUSIP: 9128282L3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 200947019 | PA      | $191904403.04 | 2.94%             | 2027-07-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                              | TOYOTA MOTOR CREDIT CORP                                          | CUSIP: 89236TKG9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   6950000 | PA      | $6904755.50   | 0.11%             | 2024-09-20      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-5                      | TOWD POINT MORTGAGE TRUST 2018-5                                  | CUSIP: 89176VAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2110420 | PA      | $2017848.40   | 0.03%             | 2058-07-25      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2018-1                      | TOWD POINT MORTGAGE TRUST 2018-1                                  | CUSIP: 89176EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1427246 | PA      | $1371919.62   | 0.02%             | 2058-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-6                      | TOWD POINT MORTGAGE TRUST 2017-6                                  | CUSIP: 89175JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   7825606 | PA      | $7438365.03   | 0.11%             | 2057-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-2                      | TOWD POINT MORTGAGE TRUST 2017-2                                  | CUSIP: 89173HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    560431 | PA      | $551899.48    | 0.01%             | 2057-04-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Towd Point Mortgage Trust 2017-1                      | TOWD POINT MORTGAGE TRUST 2017-1                                  | CUSIP: 89173FAA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    626366 | PA      | $614521.34    | 0.01%             | 2056-10-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                  | TOBACCO SETTLEMENT FINANCE AUTHORITY                              | CUSIP: 88880LAF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2680000 | PA      | $2516422.45   | 0.04%             | 2024-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tobacco Settlement Finance Authority                  | TOBACCO SETTLEMENT FINANCE AUTHORITY                              | CUSIP: 88880LAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1955536.20   | 0.03%             | 2023-06-01      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| Sierra Timeshare 2019-3 Receivables Funding LLC       | SIERRA TIMESHARE 2019-3 RECEIVABLES FUNDING LLC                   | CUSIP: 82652NAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1652285 | PA      | $1549354.68   | 0.02%             | 2036-08-20      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH2                       | SEQUOIA MORTGAGE TRUST 2018-CH2                                   | CUSIP: 81747EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    763059 | PA      | $714478.74    | 0.01%             | 2048-06-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH1                       | SEQUOIA MORTGAGE TRUST 2018-CH1                                   | CUSIP: 81747DAB5<br>LEI: 549300ZUG1L9OO3W6B29 | Long             | ABS-MBS          | CORP              | US        |    873605 | PA      | $794183.89    | 0.01%             | 2048-03-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2018-CH3                       | SEQUOIA MORTGAGE TRUST 2018-CH3                                   | CUSIP: 81746WAB4<br>LEI: 549300FECQ7XLTBL1027 | Long             | ABS-MBS          | CORP              | US        |    272947 | PA      | $267124.52    | 0.00%             | 2048-08-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Retail Auto Lease Trust 2022-A              | SANTANDER RETAIL AUTO LEASE TRUST 2022-A                          | CUSIP: 80287CAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   6005000 | PA      | $5549436.08   | 0.09%             | 2026-01-20      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2020-4         | SANTANDER DRIVE AUTO RECEIVABLES TRUST 2020-4                     | CUSIP: 80286WAF3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5806173 | PA      | $5735567.74   | 0.09%             | 2026-01-15      | Fixed         | 1.01%                 | No            |                  2 | On Loan: No      |
| SG Residential Mortgage Trust 2021-1                  | SG RESIDENTIAL MORTGAGE TRUST 2021-1                              | CUSIP: 784212AA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  12800924 | PA      | $10411199.00  | 0.16%             | 2061-07-25      | Variable      | 1.16%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Government Reserve Investment Fund       | T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND                   | CUSIP: 76105Y109<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        | 496707546 | NS      | $496707545.89 | 7.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Oceanview Mortgage Trust 2022-INV1                    | OCEANVIEW MORTGAGE TRUST 2022-INV1                                | CUSIP: 67648BAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  11144262 | PA      | $9528522.58   | 0.15%             | 2051-12-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                   | OBX 2020-EXP1 TRUST                                               | CUSIP: 67448TBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    776993 | PA      | $716893.33    | 0.01%             | 2060-02-25      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| OBX 2020-EXP1 Trust                                   | OBX 2020-EXP1 TRUST                                               | CUSIP: 67448TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2473194 | PA      | $2111302.47   | 0.03%             | 2060-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP1 Trust                                   | OBX 2019-EXP1 TRUST                                               | CUSIP: 67448QAC5<br>LEI: 549300ELWOCL265HSB73 | Long             | ABS-MBS          | CORP              | US        |   1303821 | PA      | $1226725.99   | 0.02%             | 2059-01-25      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| OBX 2022-NQM1 Trust                                   | OBX 2022-NQM1 TRUST                                               | CUSIP: 67114VAA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   8770701 | PA      | $7350747.48   | 0.11%             | 2061-11-25      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| OBX 2020-INV1 Trust                                   | OBX 2020-INV1 TRUST                                               | CUSIP: 67113CAX4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1265607 | PA      | $1088474.20   | 0.02%             | 2049-12-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                   | OBX 2019-EXP3 TRUST                                               | CUSIP: 67113ABC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1009990 | PA      | $965875.48    | 0.01%             | 2059-10-25      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| OBX 2019-EXP3 Trust                                   | OBX 2019-EXP3 TRUST                                               | CUSIP: 67113ABB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111927 | PA      | $1061132.61   | 0.02%             | 2059-10-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| New York Transportation Development Corp              | NEW YORK TRANSPORTATION DEVELOPMENT CORP                          | CUSIP: 650116DZ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    715000 | PA      | $715000.00    | 0.01%             | 2022-12-01      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2021-E      | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2021-E                  | CUSIP: 63942EAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5495867 | PA      | $4540277.52   | 0.07%             | 2069-12-16      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Navient Private Education Refi Loan Trust 2019-G      | NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2019-G                  | CUSIP: 63941JAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5117762 | PA      | $4678028.40   | 0.07%             | 2068-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NYMT Loan Trust 2022-CP1                              | NYMT LOAN TRUST 2022-CP1                                          | CUSIP: 62955VAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  10232668 | PA      | $9100449.09   | 0.14%             | 2061-07-25      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Mill City Mortgage Loan Trust 2017-2                  | MILL   CITY MORTGAGE LOAN TRUST 2017-2                            | CUSIP: 59980AAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    912742 | PA      | $894363.52    | 0.01%             | 2059-07-25      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                            | MICHIGAN FINANCE AUTHORITY                                        | CUSIP: 59447TH63<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   3425000 | PA      | $3203142.54   | 0.05%             | 2024-06-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                            | MICHIGAN FINANCE AUTHORITY                                        | CUSIP: 59447TH55<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |   1450000 | PA      | $1415713.88   | 0.02%             | 2023-06-01      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST 2018-1                   | METLIFE SECURITIZATION TRUST 2018-1                               | CUSIP: 59166DAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6825531 | PA      | $6387095.88   | 0.10%             | 2057-03-25      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| METLIFE SECURITIZATION TRUST                          | METLIFE SECURITIZATION TRUST                                      | CUSIP: 59166BAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2434869 | PA      | $2265803.72   | 0.03%             | 2055-04-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2022-1           | MERCEDES-BENZ AUTO RECEIVABLES TRUST 2022-1                       | CUSIP: 58768PAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  14045000 | PA      | $14054074.47  | 0.22%             | 2027-08-16      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2019-INV2                    | JP MORGAN MORTGAGE TRUST 2019-INV2                                | CUSIP: 46651DAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    877677 | PA      | $801876.32    | 0.01%             | 2050-02-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                     | STATE OF ILLINOIS                                                 | CUSIP: 4521527R6<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |  20095000 | PA      | $19736268.08  | 0.30%             | 2023-10-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| HPEFS Equipment Trust 2021-2                          | HPEFS EQUIPMENT TRUST 2021-2                                      | CUSIP: 40441JAE1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |  11555000 | PA      | $10858793.92  | 0.17%             | 2028-09-20      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Hpefs Equipment Trust 2022-3                          | HPEFS EQUIPMENT TRUST 2022-3                                      | CUSIP: 403951AE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   5235000 | PA      | $5258315.64   | 0.08%             | 2029-08-20      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                          | CUSIP: 38381VKU3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2909627 | PA      | $2766100.72   | 0.04%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2020-H1                 | GALTON FUNDING MORTGAGE TRUST 2020-H1                             | CUSIP: 36418HAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   6168515 | PA      | $5451725.18   | 0.08%             | 2060-01-25      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| Galton Funding Mortgage Trust 2017-1                  | GALTON FUNDING MORTGAGE TRUST 2017-1                              | CUSIP: 36417JAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    842560 | PA      | $763964.52    | 0.01%             | 2057-11-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR1          | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR1                      | CUSIP: 36266TAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  23788591 | PA      | $20333679.01  | 0.31%             | 2052-06-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2021-PJ6          | GS MORTGAGE-BACKED SECURITIES TRUST 2021-PJ6                      | CUSIP: 36262LAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  20896303 | PA      | $17878793.23  | 0.27%             | 2051-11-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2022-GR2          | GS MORTGAGE-BACKED SECURITIES TRUST 2022-GR2                      | CUSIP: 36250BAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    116000 | PA      | $113222.62    | 0.00%             | 2044-07-25      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE I POOL                                                 | CUSIP: 36206EGT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       165 | PA      | $165.07       | 0.00%             | 2025-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE I POOL                                                 | CUSIP: 36205UTC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4686 | PA      | $4688.39      | 0.00%             | 2024-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE I POOL                                                 | CUSIP: 36205SVE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1593 | PA      | $1592.44      | 0.00%             | 2024-09-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE I POOL                                                 | CUSIP: 36205LZ86<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1085 | PA      | $1087.89      | 0.00%             | 2024-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE I POOL                                                 | CUSIP: 36204Y7H0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       589 | PA      | $588.66       | 0.00%             | 2024-10-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36202CWF6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       683 | PA      | $685.60       | 0.00%             | 2027-06-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36202CVH3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       163 | PA      | $163.66       | 0.00%             | 2027-04-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36202CUX9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       100 | PA      | $99.98        | 0.00%             | 2027-03-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36202CTA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3361 | PA      | $3450.06      | 0.00%             | 2026-12-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36202CSP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4083 | PA      | $4192.42      | 0.00%             | 2026-11-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A                        | GINNIE MAE II POOL                                                | CUSIP: 36202CRF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        38 | PA      | $38.09        | 0.00%             | 2026-09-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** T. ROWE PRICE LIMITED-DURATION INFLATION FOCUSED BOND FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President