0000858581-24-000015.txt : 20240126 0000858581-24-000015.hdr.sgml : 20240126 20240126091723 ACCESSION NUMBER: 0000858581-24-000015 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231130 FILED AS OF DATE: 20240126 DATE AS OF CHANGE: 20240126 PERIOD START: 20240531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price Index Trust, Inc. CENTRAL INDEX KEY: 0000858581 ORGANIZATION NAME: IRS NUMBER: 000000000 STATE OF INCORPORATION: MD FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-05986 FILM NUMBER: 24564480 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: PRICE T ROWE INDEX TRUST INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE INSTITUTIONAL EQUITY FUNDS INC DATE OF NAME CHANGE: 19900227 0000858581 S000069930 T. Rowe Price U.S. Limited Duration TIPS Index Fund C000222750 T. Rowe Price U.S. Limited Duration TIPS Index Fund-Z Class TLDZX C000222751 T. Rowe Price U.S. Limited Duration TIPS Index Fund TLDTX C000222752 T. Rowe Price U.S. Limited Duration TIPS Index Fund-I Class TLDUX NPORT-P 1 primary_doc.xml NPORT-P false 0000858581 XXXXXXXX S000069930 C000222750 C000222752 C000222751 T. ROWE PRICE INDEX TRUST, INC. 811-05986 0000858581 549300DT5TB0WREU3681 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price U.S. Limited Duration TIPS Index Fund S000069930 549300H9945456GGYS20 2024-05-31 2023-11-30 N 1672582606.300000 67256722.030000 1605325884.270000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 691.820000 USD N Bloomberg Barclays US Treasury TIPS 1-5 Years TR Index Value Unhedged USD (Returns) BUT5TRUU Health Care Service Corp A Mutual Legal Reserve Co 549300TMJ1FKCKECR148 42218SAD0 4455000.000000 PA USD 4184928.990000 0.2606903079 Long DBT CORP US N 2 2025-06-01 Fixed 1.5 N N N N N N T Rowe Price Government Reserve Investment Fund 5493002Y0IYARJVQ5N24 76105Y109 89993241.590000 NS USD 89993241.590000 5.6059173076 Long STIV RF US N 1 N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828S50 32795535.835000 PA USD 30904668.220000 1.9251336145 Long DBT UST US N 2 2026-07-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 912828ZJ2 253177246.459000 PA USD 242575449.260000 15.1106670388 Long DBT UST US N 2 2025-04-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CAQ4 174141366.392000 PA USD 166087328.200000 10.3460194486 Long DBT UST US N 2 2025-10-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CCA7 101844887.130000 PA USD 95925153.070000 5.9754317805 Long DBT UST US N 2 2026-04-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CDC2 220005179.051000 PA USD 206357982.790000 12.8545851538 Long DBT UST US N 2 2026-10-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CEJ6 252794328.780000 PA USD 234071748.800000 14.5809490206 Long DBT UST US N 2 2027-04-15 Fixed 0.125 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CFR7 180373010.425000 PA USD 176286434.410000 10.9813487802 Long DBT UST US N 2 2027-10-15 Fixed 1.625 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CGW5 363082707.690000 PA USD 347538229.270000 21.6490765318 Long DBT UST US N 2 2028-04-15 Fixed 1.25 N N N N N N United States Treasury Inflation Indexed Bonds 254900HROIFWPRGM1V77 91282CJH5 75553912.560000 PA USD 76333062.280000 4.7549885682 Long DBT UST US N 2 2028-10-15 Fixed 2.375 N N N N N N US 10YR FUT OPTN Feb24P 107.5 254900HROIFWPRGM1V77 000000000 -1526.000000 NC USD -619937.500000 -0.0386175484 N/A DIR CORP US N 1 MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 Put Written MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED 8NAV47T0Y26Q87Y0QP81 US 10YR FUT OPTN Feb24P 107.5 254900HROIFWPRGM1V77 000000000 0.000000 NC USD 0.000000 N/A DIR CORP US Long US 10YR FUT OPTN Feb24P 107.5 TYH4 UST 10YR FUT MAR 24 2024-03-19 N/A USD 100000.000000 107.5 USD 2024-01-26 XXXX -36332.530000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 000000000 1.000000 NC USD 38022.030000 0.0023684929 N/A DFE CORP CA N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 -3944686.730000 USD 5400000.000000 CAD 2024-01-19 38022.030000 N N N CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 000000000 1.000000 NC USD -13818.980000 -0.0008608209 N/A DFE CORP US N 2 CANADIAN IMPERIAL BANK OF COMMERCE 2IGI19DL77OX0HC3ZE78 -5400000.000000 CAD 3968889.780000 USD 2024-01-19 -13818.980000 N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.000000 NC USD -143614.740000 -0.0089461424 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -3715000.000000 CHF 4122610.770000 USD 2024-01-19 -143614.740000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 112513.800000 0.0070087825 N/A DFE CORP CH N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 -4153711.710000 USD 3715000.000000 CHF 2024-01-19 112513.800000 N N N N/A N/A 000000000 1.000000 NC USD -28264.020000 -0.0017606406 N/A DO CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 70NZ_USA-CPI-U-1M Y 2024-08-22 250.000000 USD 0.000000 USD -10408000.000000 USD -28514.020000 N N N N/A N/A 000000000 1.000000 NC USD -24852.900000 -0.0015481529 N/A DO CORP US N 2 CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 N/A 70NZ_USA-CPI-U-1M Y 2024-08-22 250.000000 USD 0.000000 USD -10408000.000000 USD -25102.900000 N N N N/A N/A 000000000 -344.000000 NC USD -164428.560000 -0.0102426904 N/A DIR CORP US N 1 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 Short United States Treasury Note/Bond US TREASURY N/B 2024-03-19 -37605698.160000 USD -164428.560000 N N N JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 000000000 1.000000 NC USD 68193.660000 0.0042479636 N/A DFE CORP AU N 2 JP MORGAN CHASE BANK 7H6GLXDRUGQFU57RNE97 -4269946.150000 USD 6555000.000000 AUD 2024-01-19 68193.660000 N N N CITIBANK N A E57ODZWZ7FF32TWEFA76 000000000 1.000000 NC USD 69792.870000 0.0043475827 N/A DFE CORP AU N 2 CITIBANK N A E57ODZWZ7FF32TWEFA76 -4248492.750000 USD 6525000.000000 AUD 2024-01-19 69792.870000 N N N CITIBANK N A E57ODZWZ7FF32TWEFA76 000000000 1.000000 NC USD -158540.710000 -0.0098759206 N/A DFE CORP US N 2 CITIBANK N A E57ODZWZ7FF32TWEFA76 -6555000.000000 AUD 4179599.100000 USD 2024-01-19 -158540.710000 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 000000000 1.000000 NC USD -168953.290000 -0.0105245478 N/A DFE CORP AU N 2 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 -6525000.000000 AUD 4149332.330000 USD 2024-01-19 -168953.290000 N N N 2024-01-02 T. ROWE PRICE INDEX TRUST, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President