0001752724-22-165213.txt : 20220725
0001752724-22-165213.hdr.sgml : 20220725
20220725172105
ACCESSION NUMBER: 0001752724-22-165213
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220725
DATE AS OF CHANGE: 20220725
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: T. Rowe Price Index Trust, Inc.
CENTRAL INDEX KEY: 0000858581
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: 221104338
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
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2026-01-15
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2042-01-25
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Long
ABS-O
CORP
US
N
2
2026-01-20
Fixed
1.61000000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828B25
179379308.60000000
PA
USD
185713640.43000000
11.01492737824
Long
DBT
UST
US
N
2
2024-01-15
Fixed
0.62500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828YL8
151979122.27800000
PA
USD
156253535.09000000
9.267608656127
Long
DBT
UST
US
N
2
2024-10-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828ZJ2
106900508.52000000
PA
USD
109322473.17000000
6.484063852225
Long
DBT
UST
US
N
2
2025-04-15
Fixed
0.12500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828VM9
164758946.83400000
PA
USD
170036381.85000000
10.08508795261
Long
DBT
UST
US
N
2
2023-07-15
Fixed
0.37500000
N
N
N
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828WU0
167072576.06000000
PA
USD
172398014.42000000
10.22515957682
Long
DBT
UST
US
N
2
2024-07-15
Fixed
0.12500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-58162.87000000
-0.00344971854
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-873120000.00000000
JPY
6739267.86000000
USD
2022-07-22
-58162.87000000
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
912828S50
104751619.33500000
PA
USD
106813916.84000000
6.335277980949
Long
DBT
UST
US
N
2
2026-07-15
Fixed
0.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-266597.20000000
-0.01581224077
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-15181890.51000000
CAD
11732835.51000000
USD
2022-07-22
-266597.20000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-33861.99000000
-0.00200840045
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-2069023.82000000
EUR
2197119.15000000
USD
2022-08-19
-33861.99000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/SEK FORWARD
000000000
1.00000000
NC
USD
-174489.68000000
-0.01034921909
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-66475000.00000000
SEK
6650175.21000000
USD
2022-08-19
-174489.68000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-282.00000000
NC
USD
-61687.50000000
-0.00365876911
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Call
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
0.00000000
USD
100000.00000000
121.50000000
USD
2022-06-24
XXXX
60876.19000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-18736.55000000
-0.00111129014
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-545160000.00000000
JPY
4225453.64000000
USD
2022-07-22
-18736.55000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-7103.73000000
-0.00042133184
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-4251293.92000000
USD
545160000.00000000
JPY
2022-07-22
-7103.73000000
N
N
N
TSY INFL IX N/B
254900HROIFWPRGM1V77
United States Treasury Inflation Indexed Bonds
91282CDC2
49300707.54000000
PA
USD
50232799.04000000
2.979375301406
Long
DBT
UST
US
N
2
2026-10-15
Fixed
0.12500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-422.00000000
NC
USD
-211000.00000000
-0.01251469558
N/A
DIR
CORP
US
N
1
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Put
Written
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
US TREASURY N/B
United States Treasury Note/Bond
2022-09-21
0.00000000
USD
100000.00000000
118.50000000
USD
2022-06-24
XXXX
-112756.29000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/JPY FORWARD
000000000
1.00000000
NC
USD
11347.47000000
0.000673033804
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1690034.37000000
USD
218540000.00000000
JPY
2022-07-22
11347.47000000
N
N
N
New York Mortgage Trust
N/A
NYMT Loan Trust 2022-CP1
62955VAA4
1868164.84000000
PA
USD
1776048.99000000
0.105339869488
Long
ABS-MBS
CORP
US
N
2
2061-07-25
Fixed
2.04240000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35564KRE1
3156483.38000000
PA
USD
3104994.82000000
0.184161445400
Long
ABS-MBS
CORP
US
N
2
2042-02-25
Floating
1.88446000
N
N
N
N
N
N
2022-07-22
T. ROWE PRICE INDEX TRUST, INC.
Alan S. Dupski
Alan S. Dupski
Treasurer & Vice President