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
HEALTH CARE SERVICE CORP A MUTUAL LEGAL RESERVE CO
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
T ROWE PRICE GOVERNMENT RESERVE INVESTMENT FUND
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
UNITED STATES TREASURY INFLATION INDEXED BONDS
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
UNITED STATES TREASURY INFLATION INDEXED BONDS
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
UNITED STATES TREASURY INFLATION INDEXED BONDS
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
UNITED STATES TREASURY INFLATION INDEXED BONDS
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
UNITED STATES TREASURY INFLATION INDEXED BONDS
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
UNITED STATES TREASURY INFLATION INDEXED BONDS
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
UNITED STATES TREASURY INFLATION INDEXED BONDS
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
UNITED STATES TREASURY INFLATION INDEXED BONDS
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
UNITED STATES TREASURY INFLATION INDEXED BONDS - WHEN ISSUED
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
TYG4P 107.5 PIT
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
TYH4 UST 10YR FUT MAR 24
000000000
0.000000
NC
USD
0.000000
N/A
DIR
CORP
US
Long
US 10YR FUT OPTN Feb24P 107.5
TYH4 UST 10YR FUT MAR 24
2024-03-19
N/A
USD
100000.000000
107.5
USD
2024-01-26
XXXX
-36332.530000
N
N
N
CANADIAN IMPERIAL BANK OF COMMERCE
2IGI19DL77OX0HC3ZE78
CAD/USD FWD 20240119 CIBCCATT
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
USD/CAD FWD 20240119 CIBCCATT
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
USD/CHF FWD 20240119 UBSWGB2L
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
CHF/USD FWD 20240119 CHASGB2L
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
LCH - USD ZCIS 8/22/24 REC CPI
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
LCH - USD ZCIS 8/22/24 REC CPI
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
US 10YR NOTE (CBT)MAR24
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
AUD/USD FWD 20240119 CHASGB2L
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
AUD/USD FWD 20240119 CITIGB2L
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
USD/AUD FWD 20240119 CITIGB2L
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
AUD/USD FWD 20240119 GSILGB2X
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