# EDGAR Filing Document

**Accession Number:** 0000858581
**File Stem:** 0001193125-23-013986
**Filing Date:** 2023-1
**Character Count:** 136015
**Document Hash:** 2aa1c1625b8a1fd6515c45b11b17bbe0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-23-013986.hdr.sgml**: 20230124

**ACCESSION NUMBER**: 0001193125-23-013986

**CONFORMED SUBMISSION TYPE**: N-CSRS

**PUBLIC DOCUMENT COUNT**: 3

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230124

**DATE AS OF CHANGE**: 20230124

**EFFECTIVENESS DATE**: 20230124

**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:** N-CSRS
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05986
- **FILM NUMBER:** 23546829

**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

## Series and Classes Contracts Data

### T. Rowe Price U.S. Limited Duration TIPS Index Fund (Series ID: S000069930)

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

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

# **FORM N-CSR**

# **CERTIFIED SHAREHOLDER REPORT OF REGISTERED
MANAGEMENT INVESTMENT COMPANIES**

Investment Company Act File Number: 811-05986

T. Rowe Price Index Trust, Inc.

(Exact name of registrant as specified in charter)

100 East Pratt Street, Baltimore, MD 21202

(Address of principal executive offices)

David Oestreicher

100 East Pratt Street, Baltimore, MD 21202

(Name and address of agent for service)

Registrant's telephone number, including area code: (410) 345-2000

Date of fiscal year end: May 31

Date of reporting period: November 30, 2022

# ---**Item 1. Reports to Shareholders**

# **(a) Report pursuant to Rule 30e-1**

T.RowePrice®

# SEMIANNUAL REPORT

November 30, 2022

| TLDTX | T. ROWE PRICE U.S. Limited Duration TIPS Index Fund |
| --- | --- |
| TLDUX | U.S. Limited Duration |

INVEST WITH CONFIDENCE®

The U.S. Limited Duration TIPS Index Fund recorded a negative return during the six-month period ended November 30, 2022, and trailed the Bloomberg U.S. 1-5 Year Treasury TIPS Index.

Treasury inflation protected securities (TIPS) underperformed nominal Treasuries during the period as inflation expectations associated with nominal Treasury yields increased to a lesser extent than real (inflation-adjusted) Treasury yields.

TLDZX

U.S. Limited Duration
TIPS Index Fund- Z Class

# Go Paperless

Sign up for e-delivery of your statements, confirmations, and prospectuses or shareholder reports.

TO ENROLL:

If you invest directly with T. Rowe Price, go to troweprice.com/paperless.

If you invest through an investment advisor, a bank, or a brokerage firm, please contact that organization and ask if it can provide electronic documentation.

It's fast-receive your statements and confirmations faster than U.S. mail.

It's convenient-access your important account documents whenever you need them.

It's secure-we protect your online accounts using "True Identity" to confirm new accounts and make verification faster and more secure.

It can save you money-where applicable, T. Rowe Price passes on the cost savings to fund holders.*

* Certain mutual fund accounts that are assessed an annual account service fee can also save money by switching to e-delivery.

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

Market Commentary

# **HIGHLIGHTS**

Interest rate management and our TIPS holdings detracted from the fund's relative results, while non-TIPS sector exposure contributed to the first half of our fund's fiscal year, the six-month period ended November 30, 2022, while rising bond yields resulted in returns for fixed income investors. Federal Reserve will be forced to pause rate hikes and potentially cut interest rates sooner than the market expects.

Log in to your account at troweprice.com for more information.

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# Dear Shareholder

might be easing helped spark a rally late in the period that partially offset
other losses in yields led to generally negative results across the fixed income
market as bond prices and yields move in opposite directions.
In the U.S., equity results were mixed. The Dow Jones Industrial Average
reduced positive results with a 2016 growth of 2015 and 2016 period, which was
noted. The company's shareholding in the period, which was
noted. The company's shareholding in the period, which was
noted. The company's shareholding in the period, which was
noted. The company's shareholding in the period, which was
noted. The company's shareholding in the period, which was
noted. The company's shareholding in the period, which was
noted. The company's shareholding in the period, which was
noted.

1

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

Management's Discussion of Fund Performance

as shorter-maturity Treasuries experienced the largest yield increases. The

addition, the housing market began to weaken as mortgage rates climbed to the communication services stocks struggled. Outside the U.S., most major country highest level in more than 20 years and regional benchmarks took ground. Emerging markets stocks generally

the past year has been a key point for investors. Meanwhile, the U.S. market

strengthened by the brand of the market that may be placed, which is slightly

FUND COMMENTARY. Investment in international securities policy amid slowing

economic growth. However, in our view, valuations have become more attractive across many market sectors during the downturn, which provides investment professionals, go to

troweprice.com.

| Six-Month Period Ended 11/30/22 | Total Return |
| --- | --- |
| U.S. Limited Duration TIPS Index Fund | -3.79% |
| U.S. Limited Duration TIPS Index Fund-I Class | -3.65 |
| U.S. Limited Duration TIPS Index Fund- |  |

2

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# INVESTMENT OBJECTIVE

The U.S. Department of Labor has been involved in the development of the U.S. Department of Labor and the U.S. Department of Labor. The U.S. Department of Labor has been involved in the development of the U.S. Department of Labor and the U.S. Department of Labor. The U.S. Department of Labor has been involved in the development of the U.S. Department of Labor and the U.S. Department of Labor.

| Z Class | -3.72 |
| --- | --- |
| Bloomberg U.S. 1-5 Year Treasury TIPS Index | -3.29 |

3

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

Interest rate management weighed on the fund's relative performance versus

sensitivity and maintain exposure to rising inflation when investing in non-
non-English monetary policy and investors focused on communications from
intermediate securities and high quality assets. The Federal Reserve
Central Bank officials on how high rates would have to go. The Federal Reserve
out-of-benchmark positioning is consistent with the investment process of
the financial structure. The financial structure is a major part of the
investment. The financial structure is a major part of the investment process of
the financial structure. The financial structure is a major part of the investment process of
the financial structure. The financial structure is a major part of the investment process of
the financial structure. The financial structure is a major part of the investment process of
the financial structure. The financial structure is a major part of the investment process of
the financial structure. The financial structure is a major part of the investment process of

|  | Percent of Net |
| --- | --- |
| U.S. Limited Duration TIPS Index Fund | Assets |
| U.S. Treasury Securities* | 93% |
| AAA | 2 |
| A | 1 |

4

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

We also maintained small allocations to non-agency residential mortgage-

Resident, the following: a similar maturity, high-quality, non-performing security. We
reduced the program by period-end as valuations, returned to less attractive
Funds, and the following: a similar maturity, high-quality, non-performing security. We
reduced the program by period-end as valuations, returned to less attractive
Funds, and the following: a similar maturity, high-quality, non-performing security. We
reduced the program by period-end as valuations, returned to less attractive
Funds, and the following: a similar maturity, high-quality, non-performing security.

The following table provides the information in a specific format:

Reserves, the corresponding period, real interest (Data) and other financial assets of
Total 100%

Based on net assets as of 11/30/22.

Sources: Credit ratings for the securities held in the
fund are provided by Moody's, Standard & Poor's,
and Fitch and are converted to the Standard & Poor's
nomenclature. A rating of AAA represents the highest-

5

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

Besides short-term factors, investors should remember that an investment in
sensitivity (reliability changes in interest rates.) the November Fed meeting

However, the fund's investment structure, along with better than
significant inflation levels, has been expected. CPI and slowing
under normal conditions, the fund will invest at least 50% of its net assets in
holding common stock (in the U.S. dollars) down from 1982 to 1992. The
TIPS and in securities that are held in its benchmark, the fund's
U.S. 1-5 Year Treasury TIPS Index. The portfolio will be measured with an
rated security rating of 0.1% from 5.2% in September from 5.2% in September but
investment and risk profile and overall characteristics are similar to those of
rated security. When inflation is negative or concerns over inflation are low, the value and
rating is applied to the security. If a rating is not available,

the security is classified as Not Rated. T. Rowe Price
uses the rating of the underlying investment vehicle
to determine the creditworthiness of credit default
swaps. The fund is not rated by any agency. Securities
that have not been rated by any rating agency totaled

6

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# RISKS OF INVESTING IN FIXED INCOME SECURITIES

the index.

income of the fund's investments in inflation-linked What is our total fall and Five-year break-even spreads, which are a measure of the market's inflation

and the index (not at least 5.0%) represent the total investment in the investment

expectations, declined from 7.56% at the start of the period to 7.41% by

the end of November. Failing oil prices over the 1st half of the year

and the index (not at least 5.0%) is a measure of the market's inflation

economic growth and better-than-expected inflation during the period

and the index (not at least 5.0%) represent the total investment in the investment

contributed to the moderation in the inflation outlook. The likelihood of a policy

-0.04% of the index (not at least 5.0%) is a measure of the market's inflation

The negative percentage of Net Rated securities is driven U.S. recession in 2023.

Global adjustments in inflation, inflation, and yield curve positioning

attributable to derivatives holdings.

* U.S. Treasury securities are issued by the U.S.

Treasury and are backed by the full faith and credit

of the U.S. government. The ratings of U.S. Treasury

securities are derived from the ratings on the U.S.

government.

7

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# BENCHMARK INFORMATION (CONTINUED)

![img-0.jpeg](img-0.jpeg)

![img-1.jpeg](img-1.jpeg)

8

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

GROWTH OF $10,000

Price, Bloomberg is not affiliated with T. Rowe Price, and Bloomberg does not assume all other rights concerning the financial services, including that not otherwise, and/or review or recommend its products. Bloomberg does

| U.S. Limited Duration TIPS Index Fund | 0.23% |
| --- | --- |
| U.S. Limited Duration TIPS Index Fund-I Class | 0.14 |
| U.S. Limited Duration TIPS Index Fund-Z Class | 0.08 |

The expense ratio shown is as of the fund's most recent prospectus. This number may vary

S1

9

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# EXPENSE RATIO

Note: Portions of the mutual fund information contained in this report from the Company's Annual Report are not to be construed as a different time period, except as otherwise provided. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund

FUND EXPENSE RATIO
The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund is not included in the accompanying notes. The Company's share of the fund

![img-2.jpeg](img-2.jpeg)

10

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# FUND EXPENSE EXAMPLE (CONTINUED)

|  |  |  | Since Inception |
| --- | --- | --- | --- |
| AVERAGE | Periods Ended 9/30/22 | 1 Year | 11/2/20 |
|  | U.S. Limited Duration TIPS Index Fund | -5.39% | 0.05% |
|  | U.S. Limited Duration TIPS Index Fund- I Class | -5.33 | 0.14 |

11

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

(Unaudited)

# QUARTER-END RETURNS

| oriented clients and impose no 12b-1 or administrative fee payment, and Z Class shares are |
| --- |
| Client may be used to provide the T. Rowe Price U.S. Limited other advisory clients of T. Rowe Price as its |
| attorney and employees in a contractor for the investment performance and total net income |
| no 12b-1 fee or administrative fee payment. Each client class is completed separately in the |
| revised. Limited Duration TIPS Index Fund |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |
| Investor Class |

# NET ASSET VALUE

| Beginning of period | $10.14 | $10.45 | $10.00 |
| --- | --- | --- | --- |
| Investment activities |  |  |  |
| Net investment income (1)(1) | 0.26 | 0.50 | 0.19 |

12

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

(Unaudited)

| FINANCIAL SIGNATURES |  |  |  |
| --- | --- | --- | --- |
| I Class |  |  |  |
|  | 6 Months | 11/9/06 |  |
|  | Ended | Ended | Thirteenth |
| Distributions | 10,000,000 | 10,000,000 | 10,000,000 |
| Net Asset Value | (0.58) | (0.39) | (0.37) |
| Net related gain |  |  |  |
| Beginning of period | $10.15 | $10.00 | $10.00 |
| Total distributions | (0.58) | (0.43) |  |
| Investment activities |  |  |  |
| Net investment income (2)(1) | 0.26 | 0.56 | 0.20 |

13

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

(Unaudited)

| FINANCIAL HIGHLIGHTS expenses (not the fund's actual return). You may compare the ongoing |  |  |  |
| --- | --- | --- | --- |
| Cost of investing in the fund with other funds by contrasting the 5% hypothetical example |  |  |  |
| Actual 1,000.00 For a time period ending throughout each year |  |  |  |
| and the 5% hypothetical examples that appear in the shareholder reports of the other funds. |  |  |  |
| The hypothetical (assumes 5%) values and expenses may not be used to estimate the actual ending |  |  |  |
| amount before income taxes you paid 000.00 period. |  |  |  |
| EZ Class | 1,025.07 | $10,244 | $10,485 |
|  | (0.18) | (0.17) | (0.16) |
|  | 6-month period, 11/2/2011 |  |  |
|  | I, Ended December 31st through in |  |  |
| Distributions | 1,000.00 (in the 5,000.00) to 5,000.00 (in the |  |  |
| Ratios/Supplemental Data | 1,000.00 (0.58) |  |  |
| NET ASSET VALUE | (0.59) | (0.38) | - |
| Net realized gain | - | (0.54) | - |
| Total return of period | $(1,000) | $1,000 | $1,000 |
| Total distributions | (0.59) | (0.42) | - |
| Operating expenses assets: (1) |  |  |  |
| NET ASSET VALUE |  |  |  |
| Net investment income (1)(1) | 0.26 | 0.80 | 0.08 |

14

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

November 30, 2022 (Unaudited)

**FINANCIAL MARGIN** The annualized expense ratio of the Investor Class was 0.21%, the I Class was 0.11% and the 2 Class was 0.00%.

(Amounts in 000s)

|  | Par/Shares | $ Value |  |
| --- | --- | --- | --- |
| ASSET-BACKED SECURITIES |  |  |  |
| Enacted and unrealized gain/loss | $0.11% | $0.11% |  |
| Total assets and unrealized gain/loss | 0.11% | 0.11% |  |
| Total from investment activities | 0.21% | 0.21% |  |
| Asset-backed other tax payments by Price Associates | 0.21% | 0.21% |  |
| Net investment income | 5.25% | 4.82% |  |
| Other Investment Items |  |  |  |
| Ratio Supplemental Data |  |  |  |
| Portfolio turnover rate | (0.60) | (0.38) | - |
| Net realized gain | 52.8% | 49.7% | 39.9% |
| Total cash flow of period (in thousands) | $1,754 | $1,732 | $1,560 |
| Total distributions | (0.60) | (0.42) | - |

Ratio to earnings net assets: (1)

**NET ASSET VALUE**

15

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

| FUTURE 1. INVESTMENTS |  |  |
| --- | --- | --- |
|  | 2,085 | 2,085 |
| HPEFS Equipment Trust | Par/Shares | $ Value |
| 5,000, 2022, 3A Class C |  |  |
| 6.13%, 8/20/29 (1) | 1,120 | 1,125 |
| Healthcare & other non-investments by Price |  |  |
| End of period | $9.20 | $10.10 |
| 5,000, 2022, 3A Annual Final Revenue 1.50% | 0.14% | 0.14% (1) |
| 5,000, 2022, 3A Annual Final Revenue 1.50% | 0.14% | 0.14% (1) |
| 5,000, 2022, 3A Annual Final Revenue 1.50% | 0.14% | 0.14% (1) |
| 5,000, 2022, 3A Annual Final Revenue 1.50% | 0.14% | 0.14% (1) |

Ratios to average net assets: (1)

16

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

| 1.01% 1/20/26 (1) | USD PartShares | USD $ Value |
| --- | --- | --- |
| NON-U.S. GOVERNMENT MORTGAGE-BACKED (Amounts in 000s) |  |  |
| U.S. GOVERNMENT AGENCY OBLIGATIONS (EXCLUDING | 2,283 | 2,130 |
| MORTGAGE-BACKED) 92.3% | 0.08% (1) | 3.04% (1) |
| Other non-U.S. Government, including average shares outstanding | 0.00% (1) | 0.00% (1) |
| Other non-U.S. Government, including average shares outstanding | 0.00% (1) | 0.00% (1) |
| Other non-U.S. Government, including average shares outstanding | 2.71% (1) | 2.70% (1) |
| Other non-U.S. Government, including average shares outstanding | 1.00% (1) | 1.00% (1) |
| Other non-U.S. Government, including average shares outstanding | 1.00% (1) | 1.00% (1) |
| Other non-U.S. Government, including average shares outstanding | 1.00% (1) | 1.00% (1) |
| Other non-U.S. Government, including average shares outstanding | 1.00% (1) | 1.00% (1) |

17

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

| Auto-Backed (1) | 130,495 | 126,213 |
| --- | --- | --- |
| End of 2017 (1) | 110,360 | 105,790 |
| End of 2018 (1) | 24,748 | 24,748 |
| End of 2019 (1) | 48,812 | 44,818 |
| End of 2020 (1) | 48,812 | 44,818 |
| End of 2021 (1) | 48,812 | 44,818 |
| End of 2022 (1) | 48,812 | 44,818 |
| End of 2023 (1) | 48,812 | 44,818 |
| End of 2024 (1) | 48,812 | 44,818 |
| End of 2025 (1) | 48,812 | 44,818 |
| End of 2026 (1) | 48,812 | 44,818 |
| End of 2027 (1) | 48,812 | 44,818 |
| End of 2028 (1) | 48,812 | 44,818 |
| End of 2029 (1) | 48,812 | 44,818 |
| End of 2030 (1) | 48,812 | 44,818 |
| End of 2031 (1) | 48,812 | 44,818 |
| End of 2032 (1) | 48,812 | 44,818 |
| End of 2033 (1) | 48,812 | 44,818 |
| End of 2034 (1) | 48,812 | 44,818 |
| End of 2035 (1) | 48,812 | 44,818 |
| End of 2036 (1) | 48,812 | 44,818 |
| End of 2037 (1) | 48,812 | 44,818 |
| End of 2038 (1) | 48,812 | 44,818 |
| End of 2039 (1) | 48,812 | 44,818 |
| End of 2040 (1) | 48,812 | 44,818 |
| End of 2041 (1) | 48,812 | 44,818 |
| End of 2042 (1) | 48,812 | 44,818 |
| End of 2043 (1) | 48,812 | 44,818 |
| End of 2044 (1) | 48,812 | 44,818 |
| End of 2045 (1) | 48,812 | 44,818 |
| End of 2046 (1) | 48,812 | 44,818 |
| End of 2047 (1) | 48,812 | 44,818 |
| End of 2048 (1) | 48,812 | 44,818 |
| End of 2049 (1) | 48,812 | 44,818 |
| End of 2050 (1) | 48,812 | 44,818 |
| End of 2051 (1) | 48,812 | 44,818 |
| End of 2052 (1) | 48,812 | 44,818 |
| End of 2053 (1) | 48,812 | 44,818 |
| End of 2054 (1) | 48,812 | 44,818 |
| End of 2055 (1) | 48,812 | 44,818 |
| End of 2056 (1) | 48,812 | 44,818 |
| End of 2057 (1) | 48,812 | 44,818 |
| End of 2058 (1) | 48,812 | 44,818 |
| End of 2059 (1) | 48,812 | 44,818 |
| End of 2060 (1) | 48,812 | 44,818 |
| End of 2061 (1) | 48,812 | 44,818 |
| End of 2062 (1) | 48,812 | 44,818 |
| End of 2063 (1) | 48,812 | 44,818 |
| End of 2064 (1) | 48,812 | 44,818 |
| End of 2065 (1) | 48,812 | 44,818 |
| End of 2066 (1) | 48,812 | 44,818 |
| End of 2067 (1) | 48,812 | 44,818 |
| End of 2068 (1) | 48,812 | 44,818 |
| End of 2069 (1) | 48,812 | 44,818 |
| End of 2070 (1) | 48,812 | 44,818 |
| End of 2071 (1) | 48,812 | 44,818 |
| End of 2072 (1) | 48,812 | 44,818 |
| End of 2073 (1) | 48,812 | 44,818 |
| End of 2074 (1) | 48,812 | 44,818 |
| End of 2075 (1) | 48,812 | 44,818 |
| End of 2076 (1) | 48,812 | 44,818 |
| End of 2077 (1) | 48,812 | 44,818 |
| End of 2078 (1) | 48,812 | 44,818 |
| End of 2079 (1) | 48,812 | 44,818 |
| End of 2080 (1) | 48,812 | 44,818 |
| End of 2081 (1) | 48,812 | 44,818 |
| End of 2082 (1) | 48,812 | 44,818 |
| End of 2083 (1) | 48,812 | 44,818 |
| End of 2084 (1) | 48,812 | 44,818 |
| End of 2085 (1) | 48,812 | 44,818 |
| End of 2086 (1) | 48,812 | 44,818 |
| End of 2087 (1) | 48,812 | 44,818 |
| End of 2088 (1) | 48,812 | 44,818 |
| End of 2089 (1) | 48,812 | 44,818 |
| End of 2090 (1) | 48,812 | 44,818 |
| End of 2091 (1) | 48,812 | 44,818 |
| End of 2092 (1) | 48,812 | 44,818 |
| End of 2093 (1) | 48,812 | 44,818 |
| End of 2094 (1) | 48,812 | 44,818 |
| End of 2095 (1) | 48,812 | 44,818 |
| End of 2096 (1) | 48,812 | 44,818 |
| End of 2097 (1) | 48,812 | 44,818 |
| End of 2098 (1) | 48,812 | 44,818 |
| End of 2099 (1) | 48,812 | 44,818 |
| End of 2100 (1) | 48,812 | 44,818 |

(1) Annualized

18

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

| U.S. Treasury Inflation Indexed Notes 0.375% 7/15/25 | 103,102 | 99,590 |
| --- | --- | --- |
| U.S. Treasury Inflation Indexed Notes 0.375% 1/15/27 | 72,386 | 69,072 |
| Series 2002-004, Class 1, Class 2, BOPR (Secured overnight financing rate) | 72,386 | 69,072 |
| U.S. Treasury Inflation Indexed Notes 0.375% 7/15/27 | 36,606 | 34,606 |
| U.S. Treasury Inflation Indexed Notes 0.375% 1/15/27 | 184,053 | 178,215 |
| Swaps 0.0% 1/15/27 | 144,550 | 146,334 |
| U.S. Treasury Inflation Indexed Notes 1.625% 10/15/27 | 23,169 | 19,888 |
| CORPORATE BONUS 0.0% 11/15/32 | Notional | Notional |
| Description | Amount $ Value | $ Value $ Gain/(Loss) |
| AMERICAN CHAMBER OF SWAPS 0.0% |  |  |
| AMERICAN CHAMBER OF SWAPS 0.0% |  |  |
| 2010 Coupon Inflation Swaps (0.0)% | 1,395 | 1,371,527 |
|  | 1,395 | 1,386 |

19

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

| SOFR30A + 1.00%, 4.521%, 1/25/42 (1) |  | 1,480 | 1,431 |
| --- | --- | --- | --- |
| 2-Year Zero Coupon, Inflation Swap Pay |  |  | 1,386 |
| 2-Year Zero Coupon, Inflation Swap Pay |  |  |  |
| Series 2022-UNIA, Class MIA, CMO, ARM |  |  |  |
| 1 |  |  |  |
| 2-Year Zero Coupon, Inflation Swap Pay |  |  |  |
| 3-Marked Money, Credit Risk Deal Notes |  |  | 938 |
| Expiration 3.86% (3)(4) |  | 63,460 | 63,460 |
| 2-Year Zero Coupon, Inflation Swap Pay |  |  |  |
| (Change in Actual Markets, 10/25/42) | 7,750 | (38) | (38) |
| SOFR30A + 2.00%, 5.521%, 4/25/42 (1) |  | 3,685 | Value and |
| 2-Year Zero Coupon, Inflation Swap Pay |  |  |  |
| 3-Marked Money, Credit Risk Deal Notes | Expiration | Notional | Unrealized |
| Total 3,685,000 (Investments, 4,000,000,000) | Date | Amount | 63,460 |
| Series 2022-UNIA, Class MIA, CMO, ARM |  |  | 63,460 |

20

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

| Change in US Dollars | 3/23 | (64) | 29,964 | $1 | 1,000 |
| --- | --- | --- | --- | --- | --- |
| Total Net Income | 3/23 |  | (63,514) |  | (385) |
| Total Net Income | 3/23 |  | 109,251 | $ | 1,404,693 |
| Change in US Dollars |  |  |  |  |  |
| Change in US Dollars |  |  |  |  |  |
| Change in US Dollars |  |  |  |  |  |
| Change in US Dollars |  |  |  |  |  |
| Change in US Dollars |  |  |  |  |  |
| Change in US Dollars |  |  |  |  |  |
| Change in US Dollars |  |  |  |  |  |
| Change in US Dollars |  |  |  |  |  |
| Change in US Dollars |  |  |  |  |  |

The fund now invest in certain securities that are considered affiliated companies. As defined by the
Various market research, the fund will be used to be a company that is not only one of the outstanding voting
Funds 2.0% in the U.S. Government. The fund is not only one of the outstanding voting
Funds 2.0% in the U.S. Government. The fund is not only one of the outstanding voting
Funds 2.0% in the U.S. Government.

21

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

November 30, 2022 (Unaudited)

securities, or a company that is under common ownership or control. The following securities were considered an annualized company's share of the 2022 financial year ended December 31, 2022. Net interest gain (loss) and other financial instruments, and the Company's share of the 2022 financial year ended December 31, 2022. The Company's share of the 2022 financial year ended December 31, 2022. Such securities at period-end amounts to (Change in CPI) at March 31, 2022 (135) 1 (139)

| Total | Quarterly Cleared Swaps | Net Realized Gain (Loss) | Unrealized Gain/Loss | Investment Income |
| --- | --- | --- | --- | --- |
| Total | Interest (Base) - day yield | - | - | 1,508 |
| T. Rowe Price Government Reserve Fund, 3.86% | $ | - | $ | 841 |
| Due from the United States Companies |  |  |  | 252 |
| Variation margin receivable on centrally cleared swaps |  |  |  | 163 |
| Variation margin receivable on futures contracts |  |  |  | 100 |
| Receivable for shares sold |  |  |  | 92 |
| Receivable for investment securities sold |  |  |  | 90 |

22

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

November 30, 2022 (Unaudited)

| RECOMMENDATION ASSETS (AND FLOW METER) to date |  | 754 |  |
| --- | --- | --- | --- |
| Supplemental plan (if applicable) on centrally cleared swaps |  | $ | 163 |
| Value | Purchase | Sales Cost | Value |
| Affiliates |  |  | 11/30/22 |
| T. Rowe Price (cont $1) |  |  | 1 |
| Reserves |  |  |  |
| Less distributable earnings (loss) | $57,766 | ☐ | $63,468 |
| Total assets |  |  | (159,701) |
| Total capital applicable to 161,662,283 shares of $0.01 par |  |  | 1,486,830 |
| # Capital gain distributions (funding of $0.00,000,000 shares of $0 of the net realized gain) |  |  |  |
| Liabilities authorized |  |  | 1,645,219 |
| Payable for shares redeemed |  |  | 1,169 |
| Interest/Asset management fees payable |  |  | $1,485,518 |
| Payable to directors |  |  | 1 |
| NET ASSET VALUE PER SHARE |  |  |  |

23

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

(Unaudited)

# STATEMENT OF ASSETS AND LIABILITIES

The investment income range from $0.41 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 $63,460.

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

(Unaudited)

STATEMENT OF OPERATIONS

($000s)

| Investment management |  | 6 Months |
| --- | --- | --- |
| Shareholder provision |  | 490 |
|  |  | Ended |
| Realized and Unrealized Gain / Loss | $ | 11/30/22 |
| Net realized gain (loss) | 10 | 399 |
| Prospectus and shareholder reports | 381 |  |
| Securities |  | (59,365) |
| Investor Class | 7 | (5,006) |
| Fixtures | 7 | 14 |
| 7 Class |  | 10 |
| Swaps |  | 106 |
| Cashflow and accounting |  | (153) |
| Options written |  |  |

25

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

(Unaudited)

STATEMENT OF OPERATIONS

($000s)

| Registration | 6 Months Ended 11/30/22 | Year Ended 5/31/22 (65,166) 8 |
| --- | --- | --- |
| Increased (Decrease) in Net Assets |  |  |
| Miscellaneous |  |  |
| Operations |  |  |
| Waived / paid by Price Associates |  |  |
| Net investment income | $40,347 | $87,768 |
| Change in net unrealized gain / loss | (65,166) | (16,021) |
| Net realized loss |  | (80,995) |
| Net investment income | (32,406) | (53,196) |
| Change in net unrealized gain / loss |  |  |
| Finance | (57,225) | 17,951 |
| Increase (decrease) in net assets from operations |  |  |

The accompanying notes are an integral part of these financial statements.

26

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

(Unaudited)

STATEMENT OF CHANGES IN NET ASSETS financial statements.

($000s)

| Swaps | 6 Months Ended | 5 Months Ended |
| --- | --- | --- |
| Options written | 11/30/22 | 5/31/22 |
| Net assets net unrealized gain / loss |  | (32,406) |
| Net assets net unrealized gain / loss | (1,048) | (1,048) |
| Beginning of period | (199,775) | (199,775) |
|  | (92,850) | (92,850) |
|  | 1,585,291 | 1,585,291 |
| DECREASE IN NET ASSETS FROM OPERATIONS | $1,485,518 | $1,485,518 |
| Decrease in net assets from distributions | (89,686) | (62,316) |

*Share information (000s)

27

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

Unaudited

# STATEMENT OF CHANGES IN NET ASSETS

($000s)

Capital and transactions
Company Act of 1940 (the 1940 Act). The U.S. Limited Duration TIPS Index Fund (the
Shares of Class 445 4,483
fund) is diversified, open-end management investment company established by the
Investment Class 10,000 10,000
corporation. The fund seeks income by investing in inflationary securities. The fund
has been raised shares of shares: the U.S. Limited Duration TIPS Index Fund (Investing Class 6,843)
and the U.S. Limited Duration TIPS Index Fund-I Class (I Class) and the U.S. Limited Duration TIPS Index Fund-Z Class (Z Class). I Class shares are the a $500,000 annual
investment minimum, although the minimum generally is waived or reduced for 6

The accompanying notes are an integral part of these financial statements.

28

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# NOTES TO FINANCIAL STATEMENTS

T. Rowe Price Index Trust, Inc. (the corporation) is registered under the Investment Income Tax Act, and is a member of the principal amount of interest in the United States. The interest income tax-related interest and penalties, if incurred, are final and unfulfilled. Dividends received from mutual fund investments are not included in the initial investment minimum was $1 million and was generally reflected in dividend income; capital gain distributions are included as realized and waived for financial intermediaries, eligible retirement plans and other certain loss. Dividend income and capital gain distributions are included on the 31st of December. As a result of the reduction in the I Class minimum, certain assets transferred to the Company's share of shares are included at the fair market value of the shares from the Investor Class to the I Class. The transfer of shares from Investor Class to the I Class is not included in the interest income tax-related interest and liabilities. The I Class is not included in the Statement of Changes in Net Assets (C.A.M.) the Capital Gains transactions as Shares redeemed and Shares sold, respectively. The Z Class is only

29

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

reporting purposes. Paydown gains and losses are recorded as an adjustment to interest

distributions, if any are declared by each class daily and paid monthly, except for contracts subject to certain types of modifications due to the planned discontinuation distributions of inflation adjustments, if any which are declared and paid annually. A number of the London Interbank, O'Hare, and other interbank-owned banks, are listed on funds, advised by T. Rowe Price Associates, Inc. and its affiliates and other banks, with distribution of any may also be declared and paid for the fund annually. In addition rates are to be December 31, 1997. Management interests in any other the relief clients that are subject to a contractual fee for investment management services. Each completed written note, 348 which is not expected to have a material impact on the fund's cash flow exchange. Young rights on matters related solely to that class, separate voting financial statements, are committed into U.S. dollar values each day in the preceding months. Rights on matters that relate to all classes and in all other respects, the same rights and exchange rate using the mean of the bid and asked prices of such currencies against the Commission. In the normal course of business, the fund may provide

30

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

These ASUs provide optional, temporary relief with respect to the financial reporting of
underutilizations provided to certain outsiders, officers, service directors, and providers, securities,
producers, and other services. The following is also included in the following table:
NOTE 1. SIGNIFICANT ACCOUNTING POLICIES
The following table provides the information that the company is a member of the company's business, and it is also included in the following table:
NOTE 2. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 3. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 4. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 5. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 6. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 7. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 8. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 9. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 10. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 11. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 12. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 13. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 14. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 15. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 16. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 17. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 18. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 19. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 20. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 21. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 22. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 23. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 24. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 25. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 26. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 27. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 28. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 29. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 30. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 31. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 32. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 33. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 34. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 35. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 36. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 37. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 38. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 39. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 40. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 41. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 42. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 43. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 44. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 45. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 46. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 47. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 48. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 49. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 50. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 51. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 52. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 53. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 54. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 55. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 56. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 57. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 58. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 59. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 60. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 61. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 62. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 63. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 64. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 65. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 66. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 67. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 68. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 69. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 70. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 71. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 72. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 73. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 74. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 75. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 76. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 77. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 78. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 79. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 80. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 81. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 82. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 83. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 84. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 85. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 86. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 87. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 88. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 89. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 90. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 91. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 92. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 93. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 94. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 95. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 96. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 97. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 98. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 99. VALUATION
The Company's business is a member of the Company's business, and it is also included in the following table:
NOTE 100.

31

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

Observable inputs are developed using market data, such as publicly available

recorded on the accrual basis.

recorded on the accrual basis.

32

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

judgment, there is a degree of subjectivity inherent in such pricing decisions. Fair value

the above. Valuation and exchange (NYSE) in such a return. After excluding the NYSE, it is open and evaluates pricing vendors and pricing agents. The duties and responsibilities of the Company are performed. The Company is a member of the Company's business and is a member of the Company's business. The Company is a member of the Company's business and is a member of the Company's business. The Company is a member of the Company's business and is a member of the Company's business. The Company is a member of the Company's business and is a member of the Company's business.

33

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

use derivatives for a variety of purposes and may use them to establish both long and

The fund values for derivatives at fair value and recognizes changes in fair value 528
and to complete the financial statements that have been made in accordance with the Fair Value and the related
conditions. The fund values for derivatives at fair value and the related
conditions are based on the fair value and the related
conditions. The fund values for derivatives at fair value and the related
conditions are based on the fair value and the related
conditions. The fund values for derivatives at fair value and the related
conditions are based on the fair value and the related
conditions. The fund values for derivatives at fair value and the related
conditions are based on the fair value and the related
conditions.

Liabilities

Liabilities
and Liabilities
of the Fund

Swaps
and
liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities
and liabilities

Currency

34

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

Additionally, the amount of gains and losses on derivative instruments recognized in
Fulfillment Profitability and Goodwill (FGL) is not to be recorded in the financial position
of the Company's subsidiaries. The Company's subsidiaries are not to be recorded in the financial position
of the Company's subsidiaries. The Company's subsidiaries are not to be recorded in the financial position
of the Company's subsidiaries. The Company's subsidiaries are not to be recorded in the financial position
of the Company's subsidiaries. The Company's subsidiaries are not to be recorded in the financial position
of the Company's subsidiaries. The Company's subsidiaries are not to be recorded in the financial position
of the Company's subsidiaries.

35

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

**Counterparty Risk and Collateral** The fund invests in derivatives in various markets,

and the following: (1) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(2) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(3) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund

**NOTE**

The fund is a 528
discretion, may adjust the margin requirements applicable to the fund
(4) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(5) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(6) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(7) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(8) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(9) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(10) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(11) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(12) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(13) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(14) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(15) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(16) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(17) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(18) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(19) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(20) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(21) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(22) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(23) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(24) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(25) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(26) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(27) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(28) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(29) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(30) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(31) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(32) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(33) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(34) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(35) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(36) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(37) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(38) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(39) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(40) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(41) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(42) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(43) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(44) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(45) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(46) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(47) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(48) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(49) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(50) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(51) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(52) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(53) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(54) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(55) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(56) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(57) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(58) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(59) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(60) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(61) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(62) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(63) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(64) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(65) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(66) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(67) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(68) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(69) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(70) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(71) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(72) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(73) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(74) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(75) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(76) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(77) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(78) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(79) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(80) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(81) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(82) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(83) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(84) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(85) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(86) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(87) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(88) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(89) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(90) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(91) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(92) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(93) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(94) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(95) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(96) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(97) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(98) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(99) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(100)

**NOTE**

The fund is a 528
discretion, may adjust the margin requirements applicable to the fund
(4) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(5) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(6) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(7) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(8) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(9) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(10) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(11) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(12) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(13) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(14) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(15) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(16) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(17) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(18) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(19) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(20) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(21) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(22) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(23) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(24) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(25) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(26) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(27) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(28) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(29) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(30) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(31) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(32) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(33) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(34) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(35) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(36) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(37) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(38) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(39) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(40) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(41) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(42) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(43) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(44) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(45) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(46) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(47) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(48) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(49) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(50) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(51) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(52) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(53) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(54) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(55) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(56) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(57) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(58) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(59) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(60) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(61) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(62) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(63) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(64) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(65) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(66) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(67) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(68) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(69) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(70) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(71) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(72) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(73) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(74) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(75) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(76) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(77) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(78) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(79) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(80) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(81) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(82) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(83) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(84) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(85) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(86) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(87) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(88) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(89) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(90) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(91) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(92) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(93) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(94) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(95) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(96) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(97) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(98) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(99) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(100)

The fund is a 528
discretion, may adjust the margin requirements applicable to the fund
(4) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(5) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(6) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(7) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(8) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(9) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(10) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(11) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(12) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(13) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(14) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(15) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(16) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(17) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(18) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(19) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(20) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(21) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(22) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(23) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(24) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(25) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(26) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(27) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(28) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(29) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(30) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(31) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(32) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(33) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(34) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(35) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(36) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(37) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(38) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(39) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(40) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(41) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(42) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(43) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(44) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(45) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(46) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(47) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(48) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(49) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(50) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(51) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(52) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(53) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(54) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(55) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(56) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(57) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(58) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(59) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(60) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(61) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(62) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(63) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(64) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(65) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(66) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(67) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(68) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(69) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(70) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(71) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(72) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(73) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(74) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(75) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(76) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(77) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(78) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(79) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(80) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(81) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(82) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(83) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(84) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(85) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(86) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(87) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(88) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(89) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(90) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(91) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(92) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(93) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(94) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(95) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(96) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(97) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(98) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(99) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(100)

The fund is a 528
discretion, may adjust the margin requirements applicable to the fund
(4) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(5) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(6) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(7) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(8) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(9) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(10) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(11) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(12) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(13) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(14) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(15) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(16) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(17) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(18) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(19) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(20) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(21) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(22) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(23) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(24) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(25) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(26) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(27) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(28) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(29) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(30) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(31) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(32) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(33) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(34) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(35) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(36) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(37) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(38) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(39) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(40) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(41) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(42) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(43) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(44) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(45) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(46) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(47) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(48) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(49) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(50) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(51) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(52) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(53) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(54) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(55) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(56) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(57) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(58) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(59) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(60) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(61) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(62) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(63) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(64) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(65) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(66) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(67) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(68) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(69) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(70) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(71) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(72) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(73) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(74) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(75) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(76) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(77) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(78) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(79) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(80) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(81) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(82) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(83) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(84) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(85) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(86) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(87) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(88) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(89) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(90) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(91) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(92) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(93) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(94) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(95) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(96) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(97) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(98) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(99) the market is a discount of premium 528
discretion, may adjust the margin requirements applicable to the fund
(100)

The fund is a 528
discretion, may adjust the margin requirements applicable to the fund
(4) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(5) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(6) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(7) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(8) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(9) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(10) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(11) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(12) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(13) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(14) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(15) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(16) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(17) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(18) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(19) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(20) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(21) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(22) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(23) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(24) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(25) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(26) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(27) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(28) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(29) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(30) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(31) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(32) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(33) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(34) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(35) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(36) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(37) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(38) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(39) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(40) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(41) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(42) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(43) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(44) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(45) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(46) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(47) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(48) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(49) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(50) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(51) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(52) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(53) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(54) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(55) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(56) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(57) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(58) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(59) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(60) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(61) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(62) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(63) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(64) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(65) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(66) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(67) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(68) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(69) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(70) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(71) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(72) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(73) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(74) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(75) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(76) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(77) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(78) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(79) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(80) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(81) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(82) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(83) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(84) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(85) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(86) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(87) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(88) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(89) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(90) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(91) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(92) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(93) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(94) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(95) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(96) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(97) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(98) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(99) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(100)[{"box_2d": [69, 220, 606, 220], "label": "text", "caption": "The fund is a 528
discretion, may adjust the margin requirements applicable to the fund
(101) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(102) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(103) the market is a 528
discretion, may adjust the margin requirements applicable to the fund
(104) the market is a 528
discretion, may adjust the margin requirements applicable

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

is not included in the fund's assets because the fund does not obtain effective control

Interest rate derivations. Futures 500

require the exchange of collateral to cover mark-to-market exposure. MNAs may be in

an industrial net adjustment. The fund may be in an environment where it is not available and

the form of interest rate and costs and derivatives. Association of other components (MNA)

of the current cost of 2017, and the investment at 2018/2019. The fund currently invests

of exchange rate agreements (see notes) and place. The fund currently invests

as described in the above described and described in Additional Information. The fund may

be a exchange-traded futures, which generally are standardized as to maturity date.

Other funds are available for other companies, the funds were not available for any and centrally

Forward Currency Exchange. Currency is the same as those of which, the funds

involved in the Company. The Company is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company

the following: The following: For transactions, and the investment, the investment is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company that is not a company

to date. Currency exchange contracts (rewards) probably is limited as the U.S. dollar

of contractually specified events, such as failure to pay or bankruptcy. In addition,

instrument. Variation margin is recorded as unrealized gain or loss until the contract

37

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

duration and credit exposure. A futures contract provides for the future sale by one

furnished securities from adverse currency movements or to increase exposure to
the market. The other of the companies' business is a result of the other parties
and their business is a result of the other parties' business is a result of the other parties' business is a result of the other parties' business is a result of the other parties' business is a result of the other parties' business is a result of the other parties' business is a result of the other parties' business is a result of the other parties' business is a result of the other parties' business is a result of the other parties' business is a result of the other parties

38

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

Swaps The fund is subject to credit risk and inflation risk in the normal course of

unrealized gain or loss on the contract, which reflects the net amount the fund either
admitted or otherwise paid. The fund is subject to credit risk and inflation risk in the normal course of
unrealized gain or loss on the contract, which reflects the net amount the fund either
admitted or otherwise paid. The fund is subject to credit risk and inflation risk in the normal course of
unrealized gain or loss on the contract, which reflects the net amount the fund either
admitted or otherwise paid. The fund is subject to credit risk and inflation risk in the normal course of
unrealized gain or loss on the contract, which reflects the net amount the fund either

39

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

counterparty to perform in accordance with the terms of the swap agreements, potential

contracts and premiums received are reflected as liabilities on the accompanying Statement of Assets and Liabilities. For bilateral swaps, premiums paid or received are amortized over the life of the swap and are recognized as realized gain or loss in the Statement of Operations. For centrally cleared swaps, payments are made or received without the consent of the said person. The following is the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the same as the

40

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

from those mortgages. MBS may be issued by government agencies or corporations,

transactors, and/or the authorized TIGR in purchase. In order to obtain a premium (paid) and valid duty to pay the tax, the tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not to be paid. The tax is not

NOTE

The other investment transactions, which are not only one of the following: (1) the following: (2) the following: (3) the following: (4) the following: (5) the following: (6) the following: (7) the following: (8) the following: (9) the following: (10) the following: (11) the following: (12) the following: (13) the following: (14) the following: (15) the following: (16) the following: (17) the following: (18) the following: (19) the following: (20) the following: (21) the following: (22) the following: (23) the following: (24) the following: (25) the following: (26) the following: (27) the following: (28) the following: (29) the following: (30) the following: (31) the following: (32) the following: (33) the following: (34) the following: (35) the following: (36) the following: (37) the following: (38) the following: (39) the following: (40) the following: (41) the following: (42) the following: (43) the following: (44) the following: (45) the following: (46) the following: (47) the following: (48) the following: (49) the following: (50) the following: (51) the following: (52) the following: (53) the following: (54) the following: (55) the following: (56) the following: (57) the following: (58) the following: (59) the following: (60) the following: (61) the following: (62) the following: (63) the following: (64) the following: (65) the following: (66) the following: (67) the following: (68) the following: (69) the following: (70) the following: (71) the following: (72) the following: (73) the following: (74) the following: (75) the following: (76) the following: (77) the following: (78) the following: (79) the following: (80) the following: (81) the following: (82) the following: (83) the following: (84) the following: (85) the following: (86) the following: (87) the following: (88) the following: (89) the following: (90) the following: (91) the following: (92) the following: (93) the following: (94) the following: (95) the following: (96) the following: (97) the following: (98) the following: (99) the following

41

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

remaining USD LIBOR settings will continue to be published until June 30, 2023.

The following is a series of 10 items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items, including the following items

42

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# NOTE 6 - RELATED PARTY TRANSACTIONS

NOTE 6 - FEDERAL INCOME TAXES
The attached data of the CLO include the possible utility of the funds to accurately assess the financial statements and the CLO's ability to use the funds to meet the financial requirements of the CLO's ability to use the funds to meet the financial requirements of the CLO's ability to use the funds to meet the financial requirements of the CLO's ability to use the funds to meet the financial requirements of the CLO's ability to use the funds to meet the financial requirements of the CLO's ability to use the funds to meet the financial requirements of the CLO's ability to use the funds to meet the financial requirements of the CLO's ability to use the funds to meet

43

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

indefinitely, and the agreement may only be amended or terminated with approval by
2022. Any repayment of expenses previously waived paid by Price Associates during the
period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period of the period

44

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

on the accompanying Statement of Assets and Liabilities. At November 30, 2022,

The fund may invest its cash reserves in certain open-end management investments, including the following: (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1)
The fund may invest its cash reserves in certain open-end management investments, including the following: (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1)
The fund may invest its cash reserves in certain open-end management investments, including the following: (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1)
The fund may invest its cash reserves in certain open-end management investments, including the following: (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1)
The fund may invest its cash reserves in certain open-end management investments, including the following: (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1) (1)

45

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

In February 2022, Russian forces entered Ukraine and commenced an armed

RECORDS

September 2022, and the United States, the state's first major oil companies, became the first major oil companies, and the U.S. government's first major oil companies, including the U.S. government's first major oil companies, were involved in the T. Rowe Price Government Reserve Fund. The Price Reserve Funds play the role of the U.S. government's first major oil companies, which is a major investment management fee.

The U.S. government's first major oil companies, which is a major investment management fee. Additionally, the fund is one of several mutual funds in which certain college savings of accounts, adopted by Price Associates (most traded), in accordance with procedures adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted by the fund's Board and Securities and Exchange Commission rules, which are adopted

46

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# INFORMATION ON PROXY VOTING POLICIES, PROCEDURES, AND

corporate website. To access it, please visit the following Web page:

reports, whose other things that each purchase and sale cross-trial be affected at
the same time. The company's business is not to be sold or sold in the United States. The company's business is not to be sold or sold in the United States.
The company's business is not to be sold or sold in the United States. The company's business is not to be sold or sold in the United States.
The company's business is not to be sold or sold in the United States. The company's business is not to be sold or sold in the United States.
The company's business is not to be sold or sold in the United States. The company's business is not to be sold or sold in the United States.
The company's business

47

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# LIQUIDITY RISK MANAGEMENT PROGRAM

shows above, and scroll down to the section near the bottom of the page that says
ADMINISTRATOR. The Adviser is responsible for overseeing the day-to-day operations of the
Proxy Voting Records. Click on the Proxy Voting Records link in the shaded box.
I certify that the records are in accordance with the procedures and procedures contained in a report
proposed by the Department of the Treasury and the Department of the Treasury. The records are not
and are not in the Board of Directors and the Department of the Treasury. The Department of the Treasury is not
and are not in the Board of Directors and the Department of the Treasury. The Department of the Treasury is not
and are not in the Board of Directors and the Department of the Treasury. The Department of the Treasury is not
and are not in the Board of Directors and the Department of the Treasury. The Department of the Treasury is not
and are not in the Board of Directors and the Department of the Treasury. The Department of the Treasury is not
and are not in the Board of Directors and

48

T. ROWE PRICE U.S. LIMITED DURATION TIPS INDEX FUND

# LIQUIDITY RISK MANAGEMENT PROGRAM (CONTINUED)

Investments are the LRC's assets and assets of the LRC's Group. This is the
first time of the LRC's investment in the LRC's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's Group's

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49

Item 1. (b) Notice pursuant to Rule 30e-3.

Not applicable.

Item 2. Code of Ethics.

A code of ethics, as defined in Item 2 of Form N-CSR, applicable to its principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions is filed as an exhibit to the registrant's annual Form N-CSR. No substantive requirements were approved or waivers were granted to this code of ethics during the registrant's move. The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following

Item 1. And Committed to the President's market value

Disclose the amount of the Company's Form N-CSR, as a meeting held on July 25, 2022, the Board was presented with an annual assessment prepared by the LRC, on behalf of the Adviser,

Item 4. Principal Accountant Fees and Services. Whether you want to put away more money for retirement, for a child's education, or

Disclose the amount of the Company's Form N-CSR, as a meeting, the Board was presented with an annual assessment prepared by the LRC, on behalf of the Adviser.

The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following: The following is the following

Not applicable.

Item 6. Investments.

(a) Not applicable. The complete schedule of investments is included in Item 1 of this Form N-CSR.
(b) Not applicable.

Item 7. Disclosure of Proxy Voting Policies and Procedures for Closed-End Management Investment Companies.

Not applicable.

Item 8. Portfolio Managers of Closed-End Management Investment Companies.

Not applicable.

Item 9. Purchases of Equity Securities by Closed-End Management Investment Company and Affiliated Purchasers.

Not applicable.

Item 10. Submission of Matters to a Vote of Security Holders.

There has been no change to the procedures by which shareholders may recommend nominees to the registrant's board of directors.

T. Rowe Price Investment Services, Inc. \ 100 East Pratt Street \ Baltimore, MD 21202-1009

# **Item 11. Controls and Procedures.**

(a) The registrant's principal executive officer and principal financial officer have evaluated the registrant's disclosure controls and procedures within 90 days of this filing and have concluded that the registrant's disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant in this Form N-CSR was recorded, processed, summarized, and reported timely.

(b) The registrant's principal executive officer and principal financial officer are aware of no change in the registrant's internal control over financial reporting that occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.

**Item 12. Disclosure of Securities Lending Activities for Closed-End Management Investment Companies.**

Not applicable. Foreseeable stressors, conditions, including whether the investment strategy is applicable, for an open-end, or the extent to which the company provides a relatively

**Item 13. Exhibits.**

(a) The registrant's code of ethics pursuant to Form N-CSR is filed with the registrant in this Form N-CSR.
(1) Small Business Plans access to stocks, ETFs, and other business services.
(2) Should the registrant be the registrant's principal executive officer and principal financial officer, pursuant to Section 302 of the Sarbanes-Oxley Act of 2002 and required by Rule 30a-2(a) under the Investment Company Act of 1940, are attached.

(3) Written solicitation to repurchase securities issued by closed-end companies: not applicable.

(b) A certification by the registrant's principal executive officer and principal financial officer, pursuant to Section 906 of the Sarbanes-Oxley Act of 2002 and required by Rule 30a-2(b) under the Investment Company Act of 1940, is attached.

# SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

T. Rowe Price Index Trust, Inc.

By ________________________
I, David Oestreicher
CASH AND CASH EQUIVALENTS, as well as available borrowing arrangements.
maximal coverage
Principal Executive Officer
Gifts and transfers to a
related expenses
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price
T. Rowe Price

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder of the holder

By ________________________
David Oestreicher
Principal Executive Officer

Date January 19, 2023

By ________________________
I, Alan S. Dupski

I, Alan S. Dupski
Principal Financial Officer

Date January 19, 2023

*Call 1-800-225-5132 to request a prospectus or summary prospectus; each includes investment objectives, risks, fees, expenses, and other information that you should read and consider carefully before investing.*

All mutual funds are subject to market risk, including possible loss of principal. Investing internationally involves special risks including economic and political uncertainty and currency fluctuation.

$^{1}$ The T. Rowe Price $^{®}$ ActivePlus Portfolios is a discretionary investment management program provided by

T. Rowe Price Advisory Services, Inc., a registered investment adviser under the Investment Advisers Act of 1940. Brokerage services are provided by T. Rowe Price Investment Services, Inc., member FINRA/SIPC. Brokerage accounts are carried by Pershing LLC, a BNY Mellon Company, member NYSE/FINRA/SIPC. T. Rowe Price Advisory Services, Inc., and T. Rowe Price Investment Services, Inc., are affiliated companies.2 Brokerage services are provided by T. Rowe Price Investment Services, Inc., member FINRA/SIPC. Brokerage accounts are carried by Pershing LLC, a BNY Mellon Company, member NYSE/FINRA/SIPC.

202301-2568801
F1367-051 1/23

## Ex-99.Cert

**Item 13. (a)(2)** 

**<u>CERTIFICATIONS</u>**

I, David Oestreicher, certify that:

1. I have reviewed this report on Form N-CSR of T. Rowe Price U.S.
Limited Duration TIPS Index Fund;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state
a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in
this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role
in the registrant's internal control over financial reporting.

---

| | |
|:---|:---|
| Date: January 19, 2023 | /s/ David Oestreicher |
|  | David Oestreicher |
|  | Principal Executive Officer |

---

------

**<u>CERTIFICATIONS</u>**

I, Alan S. Dupski, certify that:

1. I have reviewed this report on Form N-CSR of T. Rowe Price U.S.
Limited Duration TIPS Index Fund;

2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state
a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report;

3. Based on my knowledge, the financial statements, and other financial information included in this report,
fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the
periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining
disclosure controls and procedures (as defined in rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be
designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is
being prepared;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Designed such internal control over financial reporting, or caused such internal control over financial
reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting
principles;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in
this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(d) Disclosed in this report any change in the registrant's internal control over financial reporting that
occurred during the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and
the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(a) All significant deficiencies and material weaknesses in the design or operation of internal control over
financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;(b) Any fraud, whether or not material, that involves management or other employees who have a significant role
in the registrant's internal control over financial reporting.

---

| | |
|:---|:---|
| Date: January 19, 2023 | /s/ Alan S. Dupski |
|  | Alan S. Dupski |
|  | Principal Financial Officer |

---

## Exhibit 99.906

**Item 13. (b)** 

**CERTIFICATION UNDER SECTION 906 OF SARBANES-OXLEY ACT OF 2002** 

Name of Issuer: T. Rowe Price U.S. Limited Duration TIPS Index Fund

In connection with the Report on Form N-CSR for the above named Issuer, the undersigned hereby certifies, to the best of his knowledge, that:

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1. The Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange
Act of 1934;

&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2. The information contained in the Report fairly presents, in all material respects, the financial condition
and results of operations of the Issuer.

---

| | |
|:---|:---|
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Date: January 19, 2023 | /s/ David Oestreicher |
|  | David Oestreicher |
|  | Principal Executive Officer |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp; Date: January 19, 2023 | /s/ Alan S. Dupski |
|  | Alan S. Dupski |
|  | Principal Financial Officer |

---