| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| September 30, 2019 | (Unaudited) | |
| Portfolio of Investments‡ | Shares/Par | $ Value |
| (Cost and value in $000s) | ||
| COMMON STOCKS 88.4% | ||
| COMMUNICATION SERVICES 2.1% | ||
| Diversified Telecommunication Services 0.6% | ||
| Anterix (1) | 24 | 1 |
| ATN International | 28 | 2 |
| Bandwidth, Class A (1)(2) | 42 | 3 |
| Cincinnati Bell (1)(2) | 127 | 1 |
| Cogent Communications Holdings | 110 | 6 |
| Consolidated Communications Holdings | 179 | 1 |
| Frontier Communications (1)(2) | 279 | — |
| IDT, Class B (1) | 44 | — |
| Intelsat (1) | 183 | 4 |
| Iridium Communications (1) | 261 | 6 |
| Ooma (1)(2) | 48 | — |
| ORBCOMM (1) | 194 | 1 |
| Pareteum (1)(2) | 282 | — |
| Vonage Holdings (1) | 602 | 7 |
| 32 | ||
| Entertainment 0.2% | ||
| AMC Entertainment Holdings, Class A (2) | 130 | 1 |
| Eros International (1)(2) | 193 | — |
| Gaia (1)(2) | 29 | — |
| Glu Mobile (1) | 305 | 2 |
| IMAX (1) | 135 | 3 |
| Liberty Braves, Class A (1) | 28 | 1 |
| Liberty Braves, Class C (1) | 101 | 3 |
| LiveXLive Media (1)(2) | 78 | — |
| Marcus | 58 | 2 |
| Reading International, Class A (1) | 42 | 1 |
| Rosetta Stone (1) | 54 | 1 |
| 14 | ||
| Interactive Media & Services 0.4% | ||
| Care.com (1) | 56 | 1 |
| Cargurus (1)(2) | 196 | 6 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Cars.com (1) | 176 | 1 |
| DHI Group (1) | 134 | 1 |
| Eventbrite, Class A (1)(2) | 96 | 2 |
| Liberty TripAdvisor Holdings, Class A (1) | 192 | 2 |
| Meet Group (1) | 184 | 1 |
| QuinStreet (1)(2) | 118 | 1 |
| Travelzoo (1) | 15 | — |
| TrueCar (1) | 272 | 1 |
| Yelp (1) | 183 | 6 |
| 22 | ||
| Media 0.8% | ||
| Boston Omaha, Class A (1)(2) | 26 | 1 |
| Cardlytics (1)(2) | 37 | 1 |
| Central European Media Enterprises, Class A (1) | 225 | 1 |
| Clear Channel Outdoor Holdings (1) | 100 | — |
| comScore (1)(2) | 129 | — |
| Cumulus Media, Class A (1) | 37 | 1 |
| Daily Journal (1)(2) | 3 | 1 |
| Emerald Expositions Events | 66 | 1 |
| Entercom Communications, Class A | 321 | 1 |
| Entravision Communications, Class A | 162 | 1 |
| EW Scripps, Class A | 142 | 2 |
| Fluent (1) | 130 | — |
| Gannett | 284 | 3 |
| Gray Television (1) | 237 | 4 |
| Hemisphere Media Group (1) | 44 | 1 |
| Lee Enterprises (1) | 141 | — |
| Liberty Latin America, Class A (1) | 124 | 2 |
| Liberty Latin America, Class C (1) | 297 | 5 |
| Loral Space & Communications (1) | 32 | 1 |
| Marchex, Class B (1) | 91 | — |
| MDC Partners, Class A (1) | 155 | — |
| Media General, CVR (1)(3) | 301 | — |
| Meredith (2) | 104 | 4 |
| MSG Networks, Class A (1) | 153 | 2 |
| National CineMedia | 194 | 2 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| New Media Investment Group (2) | 152 | 1 |
| Saga Communications, Class A | 10 | — |
| Scholastic | 74 | 3 |
| TechTarget (1) | 58 | 1 |
| TEGNA | 569 | 9 |
| Tribune Publishing | 45 | — |
| WideOpenWest (1) | 79 | 1 |
| 49 | ||
| Wireless Telecommunication Services 0.1% | ||
| Boingo Wireless (1) | 112 | 1 |
| Gogo (1)(2) | 145 | 1 |
| Shenandoah Telecommunications | 126 | 3 |
| Spok Holdings | 50 | 1 |
| 6 | ||
| Total Communication Services | 123 | |
| CONSUMER DISCRETIONARY 9.8% | ||
| Auto Components 0.9% | ||
| Adient | 231 | 5 |
| American Axle & Manufacturing Holdings (1) | 298 | 2 |
| Cooper Tire & Rubber | 133 | 3 |
| Cooper-Standard Holdings (1) | 46 | 2 |
| Dana | 381 | 5 |
| Dorman Products (1) | 71 | 6 |
| Fox Factory Holding (1) | 99 | 6 |
| Gentherm (1) | 92 | 4 |
| LCI Industries | 64 | 6 |
| Modine Manufacturing (1) | 134 | 2 |
| Motorcar Parts of America (1)(2) | 50 | 1 |
| Standard Motor Products | 55 | 3 |
| Stoneridge (1) | 71 | 2 |
| Tenneco, Class A | 134 | 2 |
| Visteon (1) | 74 | 6 |
| 55 | ||
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Automobiles 0.1% | ||
| Winnebago Industries (2) | 80 | 3 |
| 3 | ||
| Distributors 0.1% | ||
| Core-Mark Holding | 117 | 4 |
| Funko, Class A (1)(2) | 42 | 1 |
| Greenlane Holdings, Class A (1)(2) | 16 | — |
| Weyco Group | 15 | — |
| 5 | ||
| Diversified Consumer Services 0.8% | ||
| Adtalem Global Education (1) | 149 | 6 |
| American Public Education (1) | 43 | 1 |
| Career Education (1) | 187 | 3 |
| Carriage Services | 50 | 1 |
| Chegg (1)(2) | 305 | 9 |
| Collectors Universe | 21 | 1 |
| Houghton Mifflin Harcourt (1) | 274 | 1 |
| K12 (1) | 100 | 3 |
| Laureate Education, Class A (1) | 276 | 4 |
| Regis (1) | 89 | 2 |
| Select Interior Concepts, Class A (1) | 56 | 1 |
| Sotheby's (1)(2) | 84 | 5 |
| Strategic Education | 56 | 7 |
| WW International (1) | 123 | 5 |
| 49 | ||
| Hotels, Restaurants & Leisure 2.5% | ||
| BBX Capital | 165 | 1 |
| Biglari Holdings, Class B (1) | 3 | — |
| BJ's Restaurants | 55 | 2 |
| Bloomin Brands | 239 | 5 |
| Bluegreen Vacations (2) | 22 | — |
| Boyd Gaming (2) | 213 | 5 |
| Brinker International (2) | 99 | 4 |
| Carrols Restaurant Group (1) | 90 | 1 |
| Century Casinos (1) | 69 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Cheesecake Factory | 111 | 5 |
| Churchill Downs | 93 | 11 |
| Chuy's Holdings (1) | 42 | 1 |
| Cracker Barrel Old Country Store (2) | 51 | 8 |
| Dave & Busters Entertainment (2) | 100 | 4 |
| Del Taco Restaurants (1) | 78 | 1 |
| Denny's (1) | 156 | 4 |
| Dine Brands Global (2) | 44 | 3 |
| Drive Shack (1) | 152 | 1 |
| El Pollo Loco Holdings (1)(2) | 56 | 1 |
| Eldorado Resorts (1)(2) | 173 | 7 |
| Empire Resorts (1)(2) | 9 | — |
| Everi Holdings (1) | 176 | 1 |
| Fiesta Restaurant Group (1) | 60 | 1 |
| Golden Entertainment (1)(2) | 46 | 1 |
| Habit Restaurants, Class A (1) | 51 | — |
| Inspired Entertainment (1)(2) | 23 | — |
| International Speedway, Class A | 61 | 3 |
| J Alexander's Holdings (1) | 37 | — |
| Jack in the Box | 68 | 6 |
| Kura Sushi USA, Class A (1)(2) | 9 | — |
| Lindblad Expeditions Holdings (1) | 62 | 1 |
| Marriott Vacations Worldwide | 116 | 12 |
| Monarch Casino & Resort (1) | 30 | 1 |
| Nathan's Famous | 8 | 1 |
| Noodles (1)(2) | 73 | — |
| OneSpaWorld Holdings (1)(2) | 119 | 2 |
| Papa John's International (2) | 58 | 3 |
| Penn National Gaming (1) | 291 | 5 |
| PlayAGS (1) | 69 | 1 |
| Potbelly (1) | 57 | — |
| RCI Hospitality Holdings | 23 | — |
| Red Lion Hotels (1) | 60 | — |
| Red Robin Gourmet Burgers (1) | 33 | 1 |
| Red Rock Resorts, Class A | 184 | 4 |
| Ruth's Hospitality Group | 72 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Scientific Games, Class A (1)(2) | 145 | 3 |
| SeaWorld Entertainment (1)(2) | 138 | 4 |
| Shake Shack, Class A (1) | 77 | 8 |
| Target Hospitality (1) | 87 | 1 |
| Texas Roadhouse | 179 | 9 |
| Twin River Worldwide Holdings (2) | 55 | 1 |
| Wingstop | 77 | 7 |
| 142 | ||
| Household Durables 1.7% | ||
| Bassett Furniture Industries | 26 | — |
| Beazer Homes USA (1) | 82 | 1 |
| Cavco Industries (1) | 23 | 4 |
| Century Communities (1) | 69 | 2 |
| Ethan Allen Interiors | 60 | 1 |
| Flexsteel Industries | 20 | — |
| GoPro, Class A (1)(2) | 320 | 2 |
| Green Brick Partners (1) | 62 | 1 |
| Hamilton Beach Brands Holding, Class A | 16 | — |
| Helen of Troy (1) | 66 | 10 |
| Hooker Furniture | 29 | 1 |
| Installed Building Products (1) | 59 | 3 |
| iRobot (1)(2) | 72 | 4 |
| KB Home | 223 | 8 |
| La-Z-Boy | 119 | 4 |
| Legacy Housing (1)(2) | 14 | — |
| LGI Homes (1)(2) | 52 | 4 |
| Lifetime Brands | 30 | — |
| Lovesac (1)(2) | 20 | — |
| M/I Homes (1) | 69 | 3 |
| MDC Holdings | 131 | 6 |
| Meritage Homes (1) | 97 | 7 |
| Purple Innovation (1)(2) | 13 | — |
| Skyline Champion (1) | 132 | 4 |
| Sonos (1) | 182 | 2 |
| Taylor Morrison Home, Class A (1) | 294 | 8 |
| TopBuild (1) | 90 | 9 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| TRI Pointe Group (1) | 373 | 6 |
| Tupperware Brands | 126 | 2 |
| Universal Electronics (1) | 34 | 2 |
| William Lyon Homes, Class A (1) | 80 | 2 |
| ZAGG (1)(2) | 71 | 1 |
| 97 | ||
| Internet & Direct Marketing Retail 0.3% | ||
| 1-800-Flowers.com, Class A (1) | 67 | 1 |
| Duluth Holdings, Class B (1)(2) | 28 | — |
| Groupon (1) | 1,174 | 3 |
| Lands' End (1)(2) | 28 | — |
| Leaf Group (1) | 43 | — |
| Liquidity Services (1) | 70 | 1 |
| Overstock.com (1) | 63 | 1 |
| PetMed Express (2) | 50 | 1 |
| Quotient Technology (1) | 210 | 2 |
| RealReal (1)(2) | 46 | 1 |
| Rubicon Project (1) | 126 | 1 |
| Shutterstock (1) | 49 | 2 |
| Stamps.com (1) | 45 | 3 |
| Stitch Fix, Class A (1)(2) | 110 | 2 |
| Waitr Holdings (1)(2) | 138 | — |
| 18 | ||
| Leisure Products 0.3% | ||
| Acushnet Holdings | 91 | 2 |
| American Outdoor Brands (1) | 138 | 1 |
| Callaway Golf | 250 | 5 |
| Clarus | 60 | 1 |
| Escalade | 29 | — |
| Johnson Outdoors, Class A | 13 | 1 |
| Malibu Boats, Class A (1) | 53 | 2 |
| Marine Products | 19 | — |
| MasterCraft Boat Holdings (1) | 46 | 1 |
| Sturm Ruger (2) | 43 | 2 |
| Vista Outdoor (1) | 146 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| YETI Holdings (1)(2) | 90 | 2 |
| 18 | ||
| Multiline Retail 0.1% | ||
| Big Lots | 105 | 2 |
| Dillard's, Class A (2) | 29 | 2 |
| JC Penney (1)(2) | 803 | 1 |
| 5 | ||
| Specialty Retail 2.2% | ||
| Aaron's | 179 | 11 |
| Abercrombie & Fitch, Class A | 176 | 3 |
| America's Car-Mart (1) | 17 | 2 |
| American Eagle Outfitters | 426 | 7 |
| Asbury Automotive Group (1) | 52 | 5 |
| Ascena Retail Group (1) | 439 | — |
| At Home Group (1)(2) | 124 | 1 |
| Barnes & Noble Education (1) | 101 | — |
| Bed Bath & Beyond (2) | 347 | 4 |
| Boot Barn Holdings (1) | 74 | 3 |
| Buckle (2) | 75 | 2 |
| Caleres | 106 | 2 |
| Camping World Holdings, Class A (2) | 85 | 1 |
| Cato, Class A | 60 | 1 |
| Chico's FAS | 321 | 1 |
| Children's Place (2) | 41 | 3 |
| Citi Trends | 32 | 1 |
| Conn's (1)(2) | 52 | 1 |
| Container Store Group (1)(2) | 44 | — |
| Designer Brands (2) | 172 | 3 |
| Express (1)(2) | 183 | 1 |
| GameStop, Class A (2) | 257 | 1 |
| Genesco (1) | 49 | 2 |
| GNC Holdings, Class A (1)(2) | 206 | — |
| Group 1 Automotive | 48 | 4 |
| Guess? (2) | 149 | 3 |
| Haverty Furniture | 47 | 1 |
| Hibbett Sports (1) | 50 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares | $ Value | |
| (Cost and value in $000s) | ||
| Hudson, Class A (1) | 100 | 1 |
| J. Jill (2) | 43 | — |
| Lithia Motors, Class A | 59 | 8 |
| Lumber Liquidators Holdings (1)(2) | 73 | 1 |
| MarineMax (1) | 58 | 1 |
| Michaels (1)(2) | 225 | 2 |
| Monro (2) | 86 | 7 |
| Murphy USA (1) | 80 | 7 |
| National Vision Holdings (1) | 208 | 5 |
| Office Depot | 1,393 | 2 |
| Party City Holdco (1)(2) | 142 | 1 |
| Rent-A-Center | 135 | 3 |
| RH (1)(2) | 44 | 8 |
| RTW RetailWinds (1) | 87 | — |
| Sally Beauty Holdings (1)(2) | 320 | 5 |
| Shoe Carnival (2) | 27 | 1 |
| Signet Jewelers (2) | 136 | 2 |
| Sleep Number (1) | 76 | 3 |
| Sonic Automotive, Class A (2) | 62 | 2 |
| Sportsman's Warehouse Holdings (1) | 108 | 1 |
| Tailored Brands (2) | 127 | 1 |
| Tile Shop Holdings | 101 | — |
| Tilly's, A Shares | 55 | 1 |
| Winmark | 7 | 1 |
| Zumiez (1) | 51 | 2 |
| 129 | ||
| Textiles, Apparel & Luxury Goods 0.8% | ||
| Centric Brands (1)(2) | 43 | — |
| Crocs (1) | 170 | 5 |
| Culp | 30 | — |
| Deckers Outdoor (1) | 77 | 11 |
| Delta Apparel (1) | 16 | — |
| Fossil Group (1) | 120 | 2 |
| G-III Apparel Group (1) | 119 | 3 |
| Kontoor Brands (2) | 116 | 4 |
| Movado Group | 40 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Oxford Industries | 43 | 3 |
| Rocky Brands | 17 | 1 |
| Steven Madden | 224 | 8 |
| Superior Group | 27 | — |
| Unifi (1) | 39 | 1 |
| Vera Bradley (1) | 57 | 1 |
| Vince Holding (1) | 8 | — |
| Wolverine World Wide | 234 | 7 |
| 47 | ||
| Total Consumer Discretionary | 568 | |
| CONSUMER STAPLES 2.7% | ||
| Beverages 0.3% | ||
| Boston Beer, Class A (1) | 22 | 8 |
| Celsius Holdings (1) | 65 | — |
| Coca-Cola Consolidated | 13 | 4 |
| Craft Brew Alliance (1) | 35 | — |
| MGP Ingredients (2) | 34 | 2 |
| National Beverage (2) | 30 | 1 |
| New Age Beverages (1)(2) | 190 | 1 |
| Primo Water (1)(2) | 97 | 1 |
| 17 | ||
| Food & Staples Retailing 0.6% | ||
| Andersons | 81 | 2 |
| BJ's Wholesale Club Holdings (1) | 303 | 8 |
| Chef's Warehouse (1) | 63 | 3 |
| HF Foods Group (1) | 20 | — |
| Ingles Markets, Class A | 37 | 1 |
| Natural Grocers by Vitamin Cottage (1) | 25 | — |
| Performance Food Group (1) | 271 | 12 |
| PriceSmart | 59 | 4 |
| Rite Aid (1)(2) | 141 | 1 |
| SpartanNash | 91 | 1 |
| United Natural Foods (1) | 136 | 2 |
| Village Super Market, Class A | 20 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Weis Markets | 24 | 1 |
| 36 | ||
| Food Products 1.1% | ||
| Alico | 11 | — |
| B&G Foods (2) | 175 | 3 |
| Bridgford Foods (1) | 5 | — |
| Cal-Maine Foods | 83 | 3 |
| Calavo Growers (2) | 43 | 4 |
| Darling Ingredients (1) | 432 | 8 |
| Dean Foods (2) | 229 | — |
| Farmer Bros. (1) | 33 | 1 |
| Fresh Del Monte Produce | 82 | 3 |
| Freshpet (1)(2) | 91 | 5 |
| Hostess Brands (1) | 315 | 4 |
| J&J Snack Foods | 40 | 8 |
| John B. Sanfilippo & Son | 23 | 2 |
| Lancaster Colony | 50 | 7 |
| Landec (1) | 68 | 1 |
| Limoneira | 42 | 1 |
| Sanderson Farms | 53 | 8 |
| Seneca Foods, Class A (1) | 24 | 1 |
| Simply Good Foods (1) | 185 | 5 |
| Tootsie Roll Industries (2) | 42 | 2 |
| 66 | ||
| Household Products 0.2% | ||
| Central Garden & Pet (1) | 30 | 1 |
| Central Garden & Pet, Class A (1) | 113 | 3 |
| Oil-Dri | 14 | — |
| WD-40 (2) | 37 | 7 |
| 11 | ||
| Personal Products 0.3% | ||
| Edgewell Personal Care (1) | 141 | 5 |
| elf Beauty (1) | 67 | 1 |
| Inter Parfums | 46 | 3 |
| Lifevantage (1) | 37 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Medifast (2) | 30 | 3 |
| Nature's Sunshine Products (1) | 24 | — |
| Revlon, Class A (1)(2) | 20 | 1 |
| USANA Health Sciences (1) | 36 | 2 |
| Youngevity International (1)(2) | 22 | — |
| 16 | ||
| Tobacco 0.2% | ||
| 22nd Century Group (1)(2) | 291 | 1 |
| Pyxus International (1)(2) | 21 | — |
| Turning Point Brands (2) | 20 | — |
| Universal | 65 | 4 |
| Vector Group (2) | 296 | 4 |
| 9 | ||
| Total Consumer Staples | 155 | |
| ENERGY 2.9% | ||
| Energy Equipment & Services 0.9% | ||
| Archrock | 341 | 3 |
| C&J Energy Services (1) | 172 | 2 |
| Cactus, Class A (1) | 124 | 4 |
| Diamond Offshore Drilling (1)(2) | 173 | 1 |
| DMC Global (2) | 37 | 2 |
| Dril-Quip (1) | 97 | 5 |
| Era Group (1) | 51 | 1 |
| Exterran (1) | 81 | 1 |
| Forum Energy Technologies (1) | 309 | 1 |
| Frank's International (1) | 276 | 1 |
| FTS International (1) | 84 | — |
| Geospace Technologies (1) | 35 | 1 |
| Helix Energy Solutions Group (1) | 375 | 3 |
| Independence Contract Drilling (1) | 183 | — |
| Keane Group (1) | 135 | 1 |
| KLX Energy Services Holdings (1) | 53 | — |
| Liberty Oilfield Services, Class A (2) | 123 | 1 |
| Mammoth Energy Services (2) | 33 | — |
| Matrix Service (1) | 66 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| McDermott International (1)(2) | 476 | 1 |
| Nabors Industries | 927 | 2 |
| National Energy Services Reunited (1) | 62 | — |
| Natural Gas Services Group (1) | 44 | 1 |
| NCS Multistage Holdings (1)(2) | 131 | — |
| Newpark Resources (1) | 231 | 2 |
| Nine Energy Service (1) | 41 | — |
| Noble (1) | 726 | 1 |
| Oceaneering International (1) | 258 | 4 |
| Oil States International (1) | 154 | 2 |
| Pacific Drilling (1) | 78 | — |
| Parker Drilling (1)(2) | 25 | — |
| ProPetro Holding (1) | 216 | 2 |
| RigNet (1) | 37 | — |
| RPC (2) | 153 | 1 |
| SEACOR Holdings (1) | 46 | 2 |
| SEACOR Marine Holdings (1) | 52 | 1 |
| Seadrill (1)(2) | 154 | — |
| Select Energy Services, Class A (1) | 155 | 1 |
| Smart Sand (1)(2) | 61 | — |
| Solaris Oilfield Infrastructure, Class A (2) | 79 | 1 |
| TETRA Technologies (1) | 406 | 1 |
| Tidewater (1) | 99 | 2 |
| U.S. Silica Holdings (2) | 206 | 2 |
| US Well Services (1) | 53 | — |
| 54 | ||
| Oil, Gas & Consumable Fuels 2.0% | ||
| Abraxas Petroleum (1) | 407 | — |
| Altus Midstream, Class A (1)(2) | 132 | — |
| Amplify Energy | 41 | — |
| Arch Coal, Class A (2) | 46 | 3 |
| Ardmore Shipping (1) | 86 | 1 |
| Berry Petroleum | 181 | 2 |
| Bonanza Creek Energy (1) | 47 | 1 |
| Brigham Minerals, Class A | 42 | 1 |
| California Resources (1)(2) | 124 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Callon Petroleum (1)(2) | 598 | 3 |
| Carrizo Oil & Gas (1) | 228 | 2 |
| Chaparral Energy, Class A (1)(2) | 82 | — |
| Clean Energy Fuels (1) | 344 | 1 |
| CNX Resources (1) | 511 | 4 |
| Comstock Resources (1)(2) | 40 | — |
| CONSOL Energy (1) | 70 | 1 |
| Contura Energy (1) | 50 | 1 |
| CVR Energy | 77 | 3 |
| Delek US Holdings | 198 | 7 |
| Denbury Resources (1)(2) | 1,261 | 2 |
| DHT Holdings | 231 | 1 |
| Diamond S Shipping (1)(2) | 58 | 1 |
| Dorian LPG (1) | 77 | 1 |
| Earthstone Energy, Class A (1) | 55 | — |
| Energy Fuels (1)(2) | 225 | — |
| Evolution Petroleum | 77 | 1 |
| Extraction Oil & Gas (1)(2) | 263 | 1 |
| Falcon Minerals (2) | 101 | 1 |
| GasLog | 112 | 2 |
| Golar LNG (2) | 256 | 3 |
| Goodrich Petroleum (1) | 22 | — |
| Green Plains (2) | 100 | 1 |
| Gulfport Energy (1) | 438 | 1 |
| Hallador Energy | 52 | — |
| HighPoint Resources (1) | 284 | 1 |
| International Seaways (1) | 65 | 1 |
| Isramco (1) | 2 | — |
| Jagged Peak Energy (1)(2) | 166 | 1 |
| Laredo Petroleum (1) | 465 | 1 |
| Magnolia Oil & Gas, Class A (1)(2) | 266 | 3 |
| Matador Resources (1)(2) | 295 | 5 |
| Montage Resources (1)(2) | 56 | — |
| NACCO Industries, Class A | 10 | 1 |
| NextDecade (1)(2) | 29 | — |
| Nordic American Tankers (2) | 352 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Northern Oil & Gas (1)(2) | 723 | 1 |
| Oasis Petroleum (1) | 834 | 3 |
| Overseas Shipholding Group, Class A (1) | 213 | — |
| Panhandle Oil & Gas, Class A | 50 | 1 |
| Par Pacific Holdings (1) | 90 | 2 |
| PDC Energy (1) | 175 | 5 |
| Peabody Energy | 199 | 3 |
| Penn Virginia (1) | 35 | 1 |
| PrimeEnergy Resources (1) | 1 | — |
| QEP Resources | 629 | 2 |
| Renewable Energy Group (1)(2) | 93 | 1 |
| REX American Resources (1) | 14 | 1 |
| Ring Energy (1) | 152 | — |
| Roan Resources (1)(2) | 94 | — |
| Rosehill Resources (1) | 28 | — |
| SandRidge Energy (1) | 77 | — |
| Scorpio Tankers | 123 | 4 |
| SemGroup, Class A | 207 | 3 |
| Ship Finance International | 214 | 3 |
| SilverBow Resources (1) | 18 | — |
| SM Energy | 295 | 3 |
| Southwestern Energy (1)(2) | 1,496 | 3 |
| SRC Energy (1) | 639 | 3 |
| Talos Energy (1) | 51 | 1 |
| Teekay (2) | 174 | 1 |
| Teekay Tankers, Class A (1) | 480 | 1 |
| Tellurian (1)(2) | 244 | 2 |
| Unit (1) | 134 | 1 |
| Uranium Energy (1)(2) | 483 | 1 |
| W&T Offshore (1) | 238 | 1 |
| Whiting Petroleum (1)(2) | 239 | 2 |
| World Fuel Services | 175 | 7 |
| 116 | ||
| Total Energy | 170 | |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| FINANCIALS 16.0% | ||
| Banks 8.7% | ||
| 1st Constitution Bancorp | 18 | — |
| 1st Source | 39 | 2 |
| ACNB | 19 | 1 |
| Allegiance Bancshares (1) | 51 | 2 |
| Amalgamated Bank, Class A | 41 | 1 |
| Amerant Bancorp (1)(2) | 51 | 1 |
| American National Bankshares | 27 | 1 |
| Ameris Bancorp | 171 | 7 |
| Ames National | 32 | 1 |
| Arrow Financial | 34 | 1 |
| Atlantic Capital Bancshares (1) | 61 | 1 |
| Atlantic Union Bankshares | 214 | 8 |
| Banc of California | 117 | 2 |
| BancFirst | 52 | 3 |
| Bancorp (1) | 126 | 1 |
| BancorpSouth Bank | 252 | 7 |
| Bank First (2) | 15 | 1 |
| Bank of Commerce Holdings | 53 | 1 |
| Bank of Marin Bancorp | 34 | 1 |
| Bank of NT Butterfield & Son | 142 | 4 |
| Bank7 | 10 | — |
| BankFinancial | 44 | 1 |
| Bankwell Financial Group | 16 | — |
| Banner | 91 | 5 |
| Bar Harbor Bankshares | 38 | 1 |
| Baycom (1) | 26 | 1 |
| BCB Bancorp | 35 | — |
| Berkshire Hills Bancorp | 122 | 4 |
| Boston Private Financial Holdings | 219 | 3 |
| Bridge Bancorp | 42 | 1 |
| Brookline Bancorp | 205 | 3 |
| Bryn Mawr Bank | 52 | 2 |
| Business First Bancshares | 33 | 1 |
| Byline Bancorp (1) | 60 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| C&F Financial | 9 | — |
| Cadence BanCorp | 332 | 6 |
| Cambridge Bancorp | 11 | 1 |
| Camden National | 39 | 2 |
| Capital Bancorp (1) | 22 | — |
| Capital City Bank Group | 36 | 1 |
| Capstar Financial Holdings | 37 | 1 |
| Carolina Financial | 55 | 2 |
| Carter Bank & Trust (1) | 60 | 1 |
| Cathay General Bancorp | 202 | 7 |
| CBTX | 50 | 1 |
| CenterState Bank | 337 | 8 |
| Central Pacific Financial | 72 | 2 |
| Central Valley Community Bancorp | 29 | 1 |
| Century Bancorp, Class A | 7 | 1 |
| Chemung Financial | 9 | — |
| Citizens & Northern | 30 | 1 |
| City Holding | 43 | 3 |
| Civista Bancshares | 41 | 1 |
| CNB Financial | 36 | 1 |
| Coastal Financial (1) | 21 | — |
| Codorus Valley Bancorp | 24 | 1 |
| Colony Bankcorp | 20 | — |
| Columbia Banking System | 200 | 7 |
| Community Bank System | 134 | 8 |
| Community Bankers Trust | 60 | 1 |
| Community Financial | 14 | — |
| Community Trust Bancorp | 39 | 2 |
| ConnectOne Bancorp | 87 | 2 |
| CrossFirst Bankshares (1) | 17 | — |
| Customers Bancorp (1) | 76 | 2 |
| CVB Financial | 355 | 7 |
| DNB Financial | 9 | — |
| Eagle Bancorp | 91 | 4 |
| Enterprise Bancorp | 25 | 1 |
| Enterprise Financial Services | 64 | 3 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Equity Bancshares, Class A (1) | 39 | 1 |
| Esquire Financial Holdings (1) | 18 | — |
| Evans Bancorp | 13 | — |
| Farmers & Merchants Bancorp | 26 | 1 |
| Farmers National Banc | 64 | 1 |
| FB Financial | 44 | 2 |
| Fidelity D&D Bancorp (2) | 8 | 1 |
| Financial Institutions | 41 | 1 |
| First Bancorp | 25 | 1 |
| First Bancorp North Carolina | 77 | 3 |
| First BanCorp Puerto Rico | 561 | 6 |
| First Bancshares | 43 | 1 |
| First Bank New Jersey | 41 | — |
| First Busey | 134 | 3 |
| First Business Financial Services | 23 | 1 |
| First Capital | 9 | 1 |
| First Choice Bancorp | 36 | 1 |
| First Commonwealth Financial | 266 | 4 |
| First Community Bankshares | 41 | 1 |
| First Financial | 34 | 1 |
| First Financial Bancorp | 261 | 6 |
| First Financial Bankshares (2) | 348 | 12 |
| First Financial Northwest | 31 | — |
| First Foundation | 101 | 2 |
| First Guaranty Bancshares | 11 | — |
| First Internet Bancorp | 27 | 1 |
| First Interstate BancSystem, Class A | 97 | 4 |
| First Merchants | 150 | 6 |
| First Mid-Illinois Bancshares | 38 | 1 |
| First Midwest Bancorp | 286 | 6 |
| First Northwest Bancorp | 24 | — |
| First of Long Island | 66 | 2 |
| Flushing Financial | 69 | 1 |
| FNCB Bancorp | 45 | — |
| Franklin Financial Network | 34 | 1 |
| Franklin Financial Services (2) | 11 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Fulton Financial | 438 | 7 |
| FVCBankcorp (1) | 32 | 1 |
| German American Bancorp | 65 | 2 |
| Glacier Bancorp | 230 | 9 |
| Great Southern Bancorp | 28 | 2 |
| Great Western Bancorp | 152 | 5 |
| Guaranty Bancshares | 21 | 1 |
| Hancock Whitney | 238 | 9 |
| Hanmi Financial | 77 | 1 |
| HarborOne Bancorp (1) | 64 | 1 |
| Hawthorn Bancshares | 15 | — |
| Heartland Financial USA | 93 | 4 |
| Heritage Commerce | 109 | 1 |
| Heritage Financial | 94 | 3 |
| Hilltop Holdings | 189 | 5 |
| Home BancShares | 412 | 8 |
| HomeTrust Bancshares | 42 | 1 |
| Hope Bancorp | 328 | 5 |
| Horizon Bancorp | 95 | 2 |
| Howard Bancorp (1) | 35 | 1 |
| IBERIABANK | 142 | 11 |
| Independent Bank, (MA) | 87 | 7 |
| Independent Bank, (MI) | 57 | 1 |
| Independent Bank Group | 95 | 5 |
| International Bancshares | 145 | 6 |
| Investar Holding | 23 | 1 |
| Investors Bancorp | 608 | 7 |
| Lakeland Bancorp | 126 | 2 |
| Lakeland Financial (2) | 65 | 3 |
| LCNB | 34 | 1 |
| LegacyTexas Financial Group | 127 | 6 |
| Level One Bancorp | 15 | — |
| Live Oak Bancshares | 64 | 1 |
| Macatawa Bank | 65 | 1 |
| Mackinac Financial | 24 | — |
| MainStreet Bancshares (1) | 19 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Malvern Bancorp (1) | 20 | — |
| Mercantile Bank | 41 | 1 |
| Metropolitan Bank Holding (1) | 18 | 1 |
| Mid Penn Bancorp | 18 | — |
| Midland States Bancorp | 56 | 1 |
| MidWestOne Financial Group | 31 | 1 |
| MutualFirst Financial | 15 | — |
| MVB Financial | 24 | — |
| National Bank Holdings, Class A | 76 | 3 |
| National Bankshares | 17 | 1 |
| NBT Bancorp | 113 | 4 |
| Nicolet Bankshares (1) | 22 | 1 |
| Northeast Bank | 20 | — |
| Northrim BanCorp | 17 | 1 |
| Norwood Financial | 14 | — |
| Oak Valley Bancorp (2) | 17 | — |
| OFG Bancorp | 131 | 3 |
| Ohio Valley Banc | 11 | — |
| Old Line Bancshares | 39 | 1 |
| Old National Bancorp | 456 | 8 |
| Old Second Bancorp | 73 | 1 |
| Opus Bank | 55 | 1 |
| Origin Bancorp | 50 | 2 |
| Orrstown Financial Services | 27 | 1 |
| Pacific Mercantile Bancorp (1) | 53 | — |
| Pacific Premier Bancorp | 160 | 5 |
| Park National | 36 | 3 |
| Parke Bancorp | 23 | 1 |
| PCB Bancorp | 32 | 1 |
| Peapack Gladstone Financial | 47 | 1 |
| Penns Woods Bancorp | 11 | 1 |
| People's Utah Bancorp | 39 | 1 |
| Peoples Bancorp | 47 | 2 |
| Peoples Bancorp of North Carolina | 13 | — |
| Peoples Financial Services | 17 | 1 |
| Preferred Bank | 36 | 2 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Premier Financial Bancorp | 40 | 1 |
| QCR Holdings | 38 | 1 |
| RBB Bancorp | 45 | 1 |
| Red River Bancshares (1) | 2 | — |
| Reliant Bancorp | 29 | 1 |
| Renasant | 149 | 5 |
| Republic Bancorp, Class A | 24 | 1 |
| Republic First Bancorp (1) | 110 | — |
| Richmond Mutual Bancorp (1)(2) | 35 | — |
| S&T Bancorp | 88 | 3 |
| Sandy Spring Bancorp | 93 | 3 |
| SB One Bancorp | 21 | — |
| Seacoast Banking (1) | 133 | 3 |
| Select Bancorp (1) | 48 | 1 |
| ServisFirst Bancshares | 126 | 4 |
| Shore Bancshares | 32 | — |
| Sierra Bancorp | 36 | 1 |
| Simmons First National, Class A | 240 | 6 |
| SmartFinancial (1) | 33 | 1 |
| South Plains Financial | 9 | — |
| South State | 93 | 7 |
| Southern First Bancshares (1) | 18 | 1 |
| Southern National Bancorp of Virginia | 52 | 1 |
| Southside Bancshares | 85 | 3 |
| Spirit of Texas Bancshares (1) | 31 | 1 |
| Stock Yards Bancorp | 54 | 2 |
| Summit Financial Group | 27 | 1 |
| The Bank of Princeton | 14 | — |
| Tompkins Financial | 39 | 3 |
| Towne Bank | 174 | 5 |
| TriCo Bancshares | 69 | 3 |
| TriState Capital Holdings (1) | 61 | 1 |
| Triumph Bancorp (1) | 65 | 2 |
| Trustmark | 169 | 6 |
| UMB Financial | 117 | 8 |
| Union Bankshares | 10 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| United Bankshares | 257 | 10 |
| United Community Banks | 208 | 6 |
| Unites Security Bancshares | 37 | — |
| Unity Bancorp | 19 | — |
| Univest Financial | 76 | 2 |
| Valley National Bancorp | 855 | 9 |
| Veritex Holdings | 137 | 3 |
| Washington Trust Bancorp | 40 | 2 |
| WesBanco | 138 | 5 |
| West Bancorporation | 40 | 1 |
| Westamerica Bancorporation | 69 | 4 |
| 506 | ||
| Capital Markets 1.3% | ||
| Ares Management, Class A | 177 | 5 |
| Artisan Partners Asset Management, Class A | 132 | 4 |
| Assetmark Financial Holdings (1) | 36 | 1 |
| Associated Capital Group, Class A | 6 | — |
| B. Riley Financial | 54 | 1 |
| Blucora (1) | 125 | 3 |
| Brightsphere Investment Group | 202 | 2 |
| Cohen & Steers | 59 | 3 |
| Cowen (1)(2) | 75 | 1 |
| Diamond Hill Investment Group | 8 | 1 |
| Donnelley Financial Solutions (1) | 84 | 1 |
| Federated Investors, Class B | 254 | 8 |
| Focus Financial Partners, Class A (1) | 81 | 2 |
| GAIN Capital Holdings (2) | 69 | — |
| GAMCO Investors, Class A | 14 | — |
| Greenhill (2) | 49 | 1 |
| Hamilton Lane, Class A | 61 | 4 |
| Houlihan Lokey | 109 | 5 |
| INTL. FCStone (1) | 42 | 2 |
| Ladenburg Thalmann Financial Services | 306 | 1 |
| Moelis, Class A | 125 | 4 |
| Oppenheimer Holdings, Class A | 24 | 1 |
| Piper Jaffray | 37 | 3 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| PJT Partners, Class A | 60 | 2 |
| Pzena Investment Management, Class A | 45 | — |
| Safeguard Scientifics (1) | 50 | 1 |
| Sculptor Capital Management | 44 | 1 |
| Siebert Financial (1) | 22 | — |
| Silvercrest Asset Management Group, Class A | 22 | — |
| Stifel Financial | 181 | 10 |
| Value Line | 2 | — |
| Virtus Investment Partners | 17 | 2 |
| Waddell & Reed Financial, Class A (2) | 195 | 3 |
| Westwood Holdings Group | 22 | 1 |
| WisdomTree Investments | 343 | 2 |
| 75 | ||
| Consumer Finance 0.5% | ||
| Curo Group Holdings (1)(2) | 45 | 1 |
| Elevate Credit (1) | 57 | — |
| Encore Capital Group (1)(2) | 81 | 3 |
| Enova International (1) | 84 | 2 |
| EZCORP, Class A (1)(2) | 130 | 1 |
| FirstCash | 112 | 10 |
| Green Dot, Class A (1) | 129 | 3 |
| LendingClub (1) | 171 | 2 |
| Medallion Financial (1) | 54 | — |
| Nelnet, Class A | 47 | 3 |
| PRA Group (1) | 119 | 4 |
| Regional Management (1) | 23 | 1 |
| World Acceptance (1) | 18 | 2 |
| 32 | ||
| Diversified Financial Services 0.2% | ||
| Banco Latinoamericano de Comercio Exterior | 81 | 1 |
| Cannae Holdings (1) | 178 | 5 |
| FGL Holdings | 383 | 3 |
| GWG Holdings (1)(2) | 5 | — |
| Marlin Business Services | 23 | 1 |
| Newstar Financial, CVR (1)(3) | 76 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| On Deck Capital (1) | 175 | 1 |
| 11 | ||
| Insurance 2.1% | ||
| Ambac Financial Group (1) | 124 | 2 |
| American Equity Investment Life Holding | 238 | 6 |
| AMERISAFE | 50 | 3 |
| Argo Group International Holdings | 86 | 6 |
| Citizens (1) | 128 | 1 |
| CNO Financial Group | 422 | 7 |
| Crawford, Class A | 43 | — |
| Donegal Group, Class A | 28 | — |
| eHealth (1) | 59 | 4 |
| Employers Holdings | 83 | 4 |
| Enstar Group (1) | 31 | 6 |
| EverQuote, Class A (1)(2) | 22 | — |
| FBL Financial Group, Class A | 26 | 2 |
| FedNat Holding | 29 | — |
| Genworth Financial, Class A (1) | 1,321 | 6 |
| Global Indemnity | 21 | 1 |
| Goosehead Insurance, Class A (2) | 28 | 1 |
| Greenlight Capital Re, Class A (1) | 75 | 1 |
| Hallmark Financial Services (1) | 33 | 1 |
| HCI Group | 18 | 1 |
| Health Insurance Innovations, Class A (1)(2) | 31 | 1 |
| Heritage Insurance Holdings | 69 | 1 |
| Horace Mann Educators | 108 | 5 |
| Independence Holding | 12 | — |
| Investors Title | 4 | 1 |
| James River Group Holdings | 78 | 4 |
| Kinsale Capital Group | 54 | 6 |
| MBIA (1) | 222 | 2 |
| National General Holdings | 177 | 4 |
| National Western Life Group, Class A | 6 | 2 |
| NI Holdings (1) | 24 | — |
| Palomar Holdings (1)(2) | 15 | 1 |
| ProAssurance | 139 | 6 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| ProSight Global (1) | 24 | — |
| Protective Insurance, Class B | 25 | — |
| RLI | 105 | 10 |
| Safety Insurance Group | 39 | 4 |
| Selective Insurance Group | 154 | 12 |
| State Auto Financial | 44 | 1 |
| Stewart Information Services | 62 | 2 |
| Third Point Reinsurance (1) | 197 | 2 |
| Tiptree | 64 | — |
| Trupanion (1)(2) | 73 | 2 |
| United Fire Group | 55 | 3 |
| United Insurance Holdings | 58 | 1 |
| Universal Insurance Holdings | 79 | 2 |
| Watford Holdings (1) | 53 | 1 |
| 125 | ||
| Mortgage Real Estate Investment Trusts 1.2% | ||
| AG Mortgage Investment Trust, REIT | 82 | 1 |
| Anworth Mortgage Asset, REIT | 248 | 1 |
| Apollo Commercial Real Estate Finance, REIT | 398 | 8 |
| Ares Commercial Real Estate, REIT (2) | 70 | 1 |
| Arlington Asset Investment, Class A, REIT (2) | 93 | 1 |
| ARMOUR Residential, REIT (2) | 154 | 2 |
| Blackstone Mortgage Trust, Class A, REIT (2) | 332 | 12 |
| Capstead Mortgage, REIT | 231 | 2 |
| Cherry Hill Mortgage Investment, REIT (2) | 51 | 1 |
| Colony Credit Real Estate, REIT | 221 | 3 |
| Dynex Capital, REIT (2) | 61 | 1 |
| Ellington Financial, REIT | 71 | 1 |
| Exantas Capital, REIT | 76 | 1 |
| Granite Point Mortgage Trust, REIT (2) | 138 | 3 |
| Great Ajax, REIT | 40 | 1 |
| Invesco Mortgage Capital, REIT | 378 | 6 |
| KKR Real Estate Finance Trust, REIT | 65 | 1 |
| Ladder Capital, REIT | 277 | 5 |
| New York Mortgage Trust, REIT | 617 | 4 |
| Orchid Island Capital, REIT (2) | 167 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| PennyMac Mortgage Investment Trust, REIT | 228 | 5 |
| Ready Capital, REIT | 86 | 1 |
| Redwood Trust, REIT | 261 | 4 |
| TPG RE Finance Trust, REIT | 128 | 2 |
| Western Asset Mortgage Capital, REIT | 119 | 1 |
| 69 | ||
| Thrifts & Mortgage Finance 2.0% | ||
| Axos Financial (1)(2) | 151 | 4 |
| Bridgewater Bancshares (1) | 67 | 1 |
| Capitol Federal Financial | 352 | 5 |
| Columbia Financial (1) | 147 | 2 |
| Dime Community Bancshares | 81 | 2 |
| Entegra Financial (1) | 18 | 1 |
| ESSA Bancorp | 23 | — |
| Essent Group | 254 | 12 |
| Federal Agricultural Mortgage, Class C | 23 | 2 |
| First Defiance Financial | 50 | 1 |
| Flagstar Bancorp | 74 | 3 |
| FS Bancorp | 10 | 1 |
| Greene County Bancorp | 8 | — |
| Hingham Institution for Savings | 4 | 1 |
| Home Bancorp | 20 | 1 |
| HomeStreet (1) | 63 | 2 |
| Kearny Financial | 223 | 3 |
| Luther Burbank | 52 | 1 |
| Merchants Bancorp | 40 | 1 |
| Meridian Bancorp | 131 | 2 |
| Meta Financial Group | 95 | 3 |
| MMA Capital Holdings (1) | 13 | — |
| Mr Cooper Group (1) | 197 | 2 |
| NMI Holdings, Class A (1) | 170 | 4 |
| Northfield Bancorp | 115 | 2 |
| Northwest Bancshares | 268 | 4 |
| OceanFirst Financial | 130 | 3 |
| Ocwen Financial (1) | 352 | 1 |
| OP Bancorp | 37 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Oritani Financial | 106 | 2 |
| PCSB Financial | 42 | 1 |
| PDL Community Bancorp (1)(2) | 32 | — |
| PennyMac Financial Services (1) | 65 | 2 |
| Pioneer Bancorp (1) | 29 | — |
| Provident Bancorp (1) | 12 | — |
| Provident Financial Holdings | 15 | — |
| Provident Financial Services | 161 | 4 |
| Prudential Bancorp | 23 | — |
| Radian Group | 552 | 12 |
| Riverview Bancorp | 54 | — |
| Southern Missouri Bancorp | 19 | 1 |
| Sterling Bancorp | 57 | 1 |
| Territorial Bancorp | 21 | 1 |
| Timberland Bancorp | 19 | 1 |
| TrustCo Bank | 245 | 2 |
| United Community Financial | 122 | 1 |
| United Financial Bancorp | 129 | 2 |
| Walker & Dunlop | 72 | 4 |
| Washington Federal | 211 | 8 |
| Waterstone Financial | 64 | 1 |
| Western New England Bancorp | 70 | 1 |
| WSFS Financial | 137 | 6 |
| 114 | ||
| Total Financials | 932 | |
| HEALTH CARE 14.2% | ||
| Biotechnology 6.2% | ||
| Abeona Therapeutics (1)(2) | 85 | — |
| ACADIA Pharmaceuticals (1) | 287 | 10 |
| Acceleron Pharma (1) | 119 | 5 |
| Achillion Pharmaceuticals (1) | 346 | 1 |
| Acorda Therapeutics (1)(2) | 116 | — |
| Adamas Pharmaceuticals (1)(2) | 58 | — |
| ADMA Biologics (1)(2) | 171 | 1 |
| Aduro Biotech (1) | 178 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Adverum Biotechnologies (1)(2) | 147 | 1 |
| Aeglea Biotherapeutics (1) | 67 | 1 |
| Affimed (1) | 158 | 1 |
| Agenus (1)(2) | 272 | 1 |
| AgeX Therapeutics (1)(2) | 53 | — |
| Aimmune Therapeutics (1)(2) | 117 | 3 |
| Akcea Therapeutics (1)(2) | 32 | 1 |
| Akebia Therapeutics (1)(2) | 306 | 1 |
| Akero Therapeutics (1) | 13 | — |
| Albireo Pharma (1) | 27 | 1 |
| Alder Biopharmaceuticals (1) | 192 | 4 |
| Aldeyra Therapeutics (1) | 58 | — |
| Alector (1)(2) | 80 | 1 |
| Allakos (1)(2) | 51 | 4 |
| Allogene Therapeutics (1)(2) | 108 | 3 |
| AMAG Pharmaceuticals (1)(2) | 86 | 1 |
| Amicus Therapeutics (1) | 674 | 5 |
| AnaptysBio (1) | 64 | 2 |
| Anavex Life Sciences (1)(2) | 113 | — |
| Anika Therapeutics (1) | 36 | 2 |
| Apellis Pharmaceuticals (1) | 125 | 3 |
| Applied Therapeutics (1) | 5 | — |
| Arcus Biosciences (1) | 91 | 1 |
| Ardelyx (1) | 120 | 1 |
| Arena Pharmaceuticals (1) | 132 | 6 |
| ArQule (1)(2) | 292 | 2 |
| Arrowhead Pharmaceuticals (1)(2) | 246 | 7 |
| Assembly Biosciences (1) | 58 | 1 |
| Atara Biotherapeutics (1)(2) | 134 | 2 |
| Athenex (1)(2) | 173 | 2 |
| Athersys (1)(2) | 324 | — |
| Atreca, Class A (1) | 17 | — |
| Audentes Therapeutics (1) | 114 | 3 |
| Avid Bioservices (1) | 146 | 1 |
| Avrobio (1) | 51 | 1 |
| Axcella Health (1) | 4 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Beyondspring (1) | 28 | 1 |
| BioCryst Pharmaceuticals (1)(2) | 279 | 1 |
| Biohaven Pharmaceutical Holding (1) | 103 | 4 |
| BioSpecifics Technologies (1) | 16 | 1 |
| Bioxcel Therapeutics (1) | 16 | — |
| Blueprint Medicines (1)(2) | 128 | 9 |
| Bridgebio Pharma (1) | 60 | 1 |
| Calithera Biosciences (1) | 86 | — |
| Calyxt (1) | 54 | — |
| CareDx (1) | 112 | 3 |
| CASI Pharmaceuticals (1)(2) | 129 | — |
| Castle Biosciences (1) | 10 | — |
| Catalyst Pharmaceuticals (1)(2) | 255 | 1 |
| CEL-SCI (1)(2) | 69 | 1 |
| Celcuity (1) | 15 | — |
| Cellular Biomedicine Group (1)(2) | 32 | 1 |
| Checkpoint Therapeutics (1)(2) | 61 | — |
| ChemoCentryx (1) | 105 | 1 |
| Chimerix (1) | 122 | — |
| Clovis Oncology (1)(2) | 125 | 1 |
| Coherus Biosciences (1) | 162 | 3 |
| Concert Pharmaceuticals (1) | 57 | — |
| Constellation Pharmaceuticals (1)(2) | 50 | — |
| Corbus Pharmaceuticals Holdings (1)(2) | 155 | 1 |
| Cortexyme (1)(2) | 8 | — |
| Crinetics Pharmaceuticals (1)(2) | 29 | 1 |
| Cue Biopharma (1) | 47 | — |
| Cyclerion Therapeutics (1) | 61 | 1 |
| Cymabay Therapeutics (1) | 176 | 1 |
| Cytokinetics (1)(2) | 153 | 2 |
| CytomX Therapeutics (1) | 115 | 1 |
| Deciphera Pharmaceuticals (1) | 50 | 2 |
| Denali Therapeutics (1)(2) | 123 | 2 |
| Dicerna Pharmaceuticals (1) | 144 | 2 |
| Dynavax Technologies (1)(2) | 265 | 1 |
| Eagle Pharmaceuticals (1)(2) | 27 | 2 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Editas Medicine (1)(2) | 129 | 3 |
| Eidos Therapeutics (1)(2) | 29 | 1 |
| Eiger BioPharmaceuticals (1) | 62 | 1 |
| Emergent BioSolutions (1) | 120 | 6 |
| Enanta Pharmaceuticals (1) | 45 | 3 |
| Enochian Biosciences (1)(2) | 11 | — |
| Epizyme (1)(2) | 202 | 2 |
| Esperion Therapeutics (1)(2) | 65 | 2 |
| Evelo Biosciences (1)(2) | 41 | — |
| Fate Therapeutics (1) | 155 | 2 |
| FibroGen (1) | 204 | 8 |
| Five Prime Therapeutics (1) | 86 | — |
| Flexion Therapeutics (1)(2) | 86 | 1 |
| Forty Seven (1) | 52 | — |
| G1 Therapeutics (1)(2) | 92 | 2 |
| Galectin Therapeutics (1)(2) | 85 | — |
| Genomic Health (1) | 70 | 5 |
| Geron (1)(2) | 500 | 1 |
| Global Blood Therapeutics (1)(2) | 153 | 7 |
| GlycoMimetics (1) | 90 | — |
| Gossamer Bio (1)(2) | 113 | 2 |
| Gritstone Oncology (1)(2) | 65 | 1 |
| GTx, CVR (1)(3) | 1 | — |
| Halozyme Therapeutics (1) | 373 | 6 |
| Harpoon Therapeutics (1)(2) | 25 | — |
| Heron Therapeutics (1)(2) | 200 | 4 |
| Homology Medicines (1)(2) | 66 | 1 |
| Hookipa Pharma (1) | 5 | — |
| ImmunoGen (1) | 366 | 1 |
| Immunomedics (1)(2) | 464 | 6 |
| Inovio Pharmaceuticals (1)(2) | 232 | 1 |
| Insmed (1)(2) | 235 | 4 |
| Intellia Therapeutics (1)(2) | 103 | 1 |
| Intercept Pharmaceuticals (1)(2) | 65 | 4 |
| Intrexon (1)(2) | 195 | 1 |
| Invitae (1)(2) | 235 | 5 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Iovance Biotherapeutics (1) | 302 | 6 |
| Ironwood Pharmaceuticals (1)(2) | 400 | 3 |
| Jounce Therapeutics (1) | 41 | — |
| Kadmon Holdings (1)(2) | 339 | 1 |
| KalVista Pharmaceuticals (1) | 31 | — |
| Karuna Therapeutics (1) | 12 | — |
| Karyopharm Therapeutics (1)(2) | 158 | 2 |
| Kezar Life Sciences (1) | 40 | — |
| Kindred Biosciences (1) | 94 | 1 |
| Kiniksa Pharmaceuticals, Class A (1) | 36 | — |
| Kodiak Sciences (1)(2) | 65 | 1 |
| Krystal Biotech (1)(2) | 23 | 1 |
| Kura Oncology (1) | 85 | 1 |
| La Jolla Pharmaceutical (1)(2) | 54 | 1 |
| Lexicon Pharmaceuticals (1)(2) | 108 | — |
| Ligand Pharmaceuticals (1)(2) | 49 | 5 |
| Lineage Cell Therapeutics (1)(2) | 300 | — |
| Livongo Health (1)(2) | 38 | 1 |
| LogicBio Therapeutics (1) | 22 | — |
| MacroGenics (1) | 123 | 2 |
| Madrigal Pharmaceuticals (1)(2) | 21 | 2 |
| Magenta Therapeutics (1) | 51 | 1 |
| MannKind (1)(2) | 487 | 1 |
| Marker Therapeutics (1) | 71 | — |
| Medicines (1)(2) | 199 | 10 |
| MediciNova (1)(2) | 104 | 1 |
| MEI Pharma (1) | 179 | — |
| MeiraGTx Holdings (1)(2) | 50 | 1 |
| Mersana Therapeutics (1) | 95 | — |
| Millendo Therapeutics (1) | 25 | — |
| Minerva Neurosciences (1) | 79 | 1 |
| Mirati Therapeutics (1)(2) | 72 | 6 |
| Mirum Pharmaceuticals (1) | 7 | — |
| Molecular Templates (1) | 43 | — |
| Momenta Pharmaceuticals (1) | 264 | 3 |
| Morphic Holding (1)(2) | 13 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Mustang Bio (1)(2) | 72 | — |
| Myriad Genetics (1) | 184 | 5 |
| Natera (1) | 147 | 5 |
| Neon Therapeutics (1) | 37 | — |
| NextCure (1) | 8 | — |
| Novavax (1)(2) | 60 | — |
| Oncocyte (1)(2) | 57 | — |
| OPKO Health (1)(2) | 874 | 2 |
| Organogenesis Holdings (1) | 28 | — |
| Palatin Technologies (1)(2) | 511 | 1 |
| PDL BioPharma (1) | 360 | 1 |
| Pfenex (1) | 76 | 1 |
| PhaseBio Pharmaceuticals (1) | 36 | — |
| Pieris Pharmaceuticals (1) | 122 | — |
| PolarityTE (1)(2) | 36 | — |
| Portola Pharmaceuticals (1)(2) | 197 | 5 |
| Precision BioSciences (1)(2) | 24 | — |
| Prevail Therapeutics (1) | 20 | — |
| Principia Biopharma (1)(2) | 38 | 1 |
| Progenics Pharmaceuticals (1) | 225 | 1 |
| Protagonist Therapeutics (1) | 50 | 1 |
| Prothena (1) | 101 | 1 |
| PTC Therapeutics (1) | 151 | 5 |
| Puma Biotechnology (1)(2) | 79 | 1 |
| Ra Pharmaceuticals (1) | 92 | 2 |
| Radius Health (1)(2) | 119 | 3 |
| Recro Pharma (1) | 58 | 1 |
| REGENXBIO (1) | 88 | 3 |
| Repligen (1) | 136 | 10 |
| Replimune Group (1) | 30 | — |
| Retrophin (1) | 115 | 1 |
| Rhythm Pharmaceuticals (1)(2) | 61 | 1 |
| Rigel Pharmaceuticals (1) | 425 | 1 |
| Rocket Pharmaceuticals (1)(2) | 77 | 1 |
| Rubius Therapeutics (1)(2) | 103 | 1 |
| Sangamo Therapeutics (1)(2) | 306 | 3 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Savara (1) | 81 | — |
| Scholar Rock Holding (1)(2) | 50 | 1 |
| Seres Therapeutics (1)(2) | 55 | — |
| Solid Biosciences (1)(2) | 49 | 1 |
| Sorrento Therapeutics (1)(2) | 396 | 1 |
| Spark Therapeutics (1) | 90 | 9 |
| Spectrum Pharmaceuticals (1) | 297 | 3 |
| Spero Therapeutics (1) | 36 | — |
| Stemline Therapeutics (1)(2) | 114 | 1 |
| Stoke Therapeutics (1) | 24 | 1 |
| Sutro Biopharma (1) | 30 | — |
| Syndax Pharmaceuticals (1) | 51 | — |
| Synlogic (1) | 45 | — |
| Synthorx (1)(2) | 29 | 1 |
| Syros Pharmaceuticals (1) | 99 | 1 |
| TCR2 Therapeutics (1)(2) | 31 | 1 |
| TG Therapeutics (1)(2) | 228 | 1 |
| Tobira Therapeutics, CVR (1)(3) | 25 | — |
| Tocagen (1)(2) | 54 | — |
| Translate Bio (1)(2) | 75 | 1 |
| TransMedics Group (1)(2) | 17 | — |
| Tricida (1)(2) | 56 | 2 |
| Twist Bioscience (1)(2) | 56 | 1 |
| Tyme Technologies (1)(2) | 283 | — |
| Ultragenyx Pharmaceutical (1) | 145 | 6 |
| UNITY Biotechnology (1)(2) | 72 | 1 |
| UroGen Pharma (1)(2) | 49 | 1 |
| Vanda Pharmaceuticals (1) | 134 | 2 |
| VBI Vaccines (1) | 221 | — |
| Veracyte (1) | 131 | 3 |
| Vericel (1)(2) | 122 | 2 |
| Viking Therapeutics (1)(2) | 174 | 1 |
| Voyager Therapeutics (1) | 62 | 1 |
| X4 Pharmaceuticals (1) | 27 | — |
| XBiotech (1)(2) | 54 | 1 |
| Xencor (1)(2) | 125 | 4 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Y-mAbs Therapeutics (1) | 56 | 2 |
| ZIOPHARM Oncology (1)(2) | 424 | 2 |
| 363 | ||
| Health Care Equipment & Supplies 3.4% | ||
| Accuray (1) | 222 | 1 |
| Alphatec Holdings (1) | 108 | 1 |
| AngioDynamics (1) | 95 | 2 |
| Antares Pharma (1) | 416 | 1 |
| Apyx Medical (1) | 88 | 1 |
| AtriCure (1) | 105 | 3 |
| Atrion | 4 | 3 |
| Avanos Medical (1) | 125 | 5 |
| Avedro (1) | 23 | 1 |
| Axogen (1)(2) | 95 | 1 |
| Axonics Modulation Technologies (1)(2) | 43 | 1 |
| BioLife Solutions (1)(2) | 18 | — |
| BioSig Technologies (1) | 41 | — |
| Cardiovascular Systems (1) | 94 | 4 |
| Cerus (1)(2) | 355 | 2 |
| Conformis (1) | 168 | — |
| CONMED | 72 | 7 |
| Corindus Vascular Robotics (1) | 241 | 1 |
| CryoLife (1) | 94 | 3 |
| CryoPort (1)(2) | 79 | 1 |
| Cutera (1) | 36 | 1 |
| CytoSorbents (1)(2) | 79 | — |
| ElectroCore (1)(2) | 34 | — |
| GenMark Diagnostics (1)(2) | 138 | 1 |
| Glaukos (1)(2) | 94 | 6 |
| Globus Medical, Class A (1) | 200 | 10 |
| Haemonetics (1) | 135 | 17 |
| Heska (1) | 18 | 1 |
| Inogen (1) | 48 | 2 |
| Inspire Medical Systems (1) | 37 | 2 |
| Integer Holdings (1) | 86 | 7 |
| IntriCon (1)(2) | 21 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Invacare | 85 | 1 |
| iRadimed (1)(2) | 12 | — |
| iRhythm Technologies (1)(2) | 65 | 5 |
| Lantheus Holdings (1) | 98 | 2 |
| LeMaitre Vascular | 43 | 2 |
| LivaNova (1) | 128 | 9 |
| Meridian Bioscience | 107 | 1 |
| Merit Medical Systems (1) | 139 | 4 |
| Mesa Laboratories (2) | 10 | 2 |
| Misonix (1) | 19 | — |
| Natus Medical (1) | 89 | 3 |
| Neogen (1) | 135 | 9 |
| Nevro (1)(2) | 78 | 7 |
| Novocure (1) | 229 | 17 |
| NuVasive (1) | 136 | 9 |
| OraSure Technologies (1) | 158 | 1 |
| Orthofix Medical (1) | 47 | 3 |
| OrthoPediatrics (1)(2) | 23 | 1 |
| Pulse Biosciences (1) | 29 | — |
| Quidel (1) | 93 | 6 |
| Rockwell Medical (1)(2) | 144 | — |
| RTI Surgical (1) | 143 | — |
| SeaSpine Holdings (1) | 50 | 1 |
| Senseonics Holdings (1)(2) | 276 | — |
| Shockwave Medical (1)(2) | 17 | 1 |
| SI-BONE (1)(2) | 47 | 1 |
| Sientra (1)(2) | 98 | 1 |
| Silk Road Medical (1) | 31 | 1 |
| Soliton (1)(2) | 16 | — |
| STAAR Surgical (1)(2) | 117 | 3 |
| Surmodics (1) | 33 | 2 |
| Tactile Systems Technology (1)(2) | 47 | 2 |
| Tandem Diabetes Care (1) | 147 | 9 |
| TransEnterix (1)(2) | 465 | — |
| Utah Medical Products | 9 | 1 |
| Vapotherm (1)(2) | 33 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Varex Imaging (1) | 99 | 3 |
| ViewRay (1)(2) | 186 | 1 |
| Wright Medical Group (1) | 337 | 7 |
| Zynex (2) | 41 | — |
| 200 | ||
| Health Care Providers & Services 1.8% | ||
| Addus HomeCare (1) | 28 | 2 |
| Amedisys (1) | 83 | 11 |
| American Renal Associates Holdings (1) | 49 | — |
| AMN Healthcare Services (1) | 121 | 7 |
| Apollo Medical Holdings (1)(2) | 72 | 1 |
| Avalon GloboCare (1) | 57 | — |
| BioTelemetry (1) | 86 | 4 |
| Brookdale Senior Living (1) | 481 | 4 |
| Catasys (1)(2) | 19 | — |
| Community Health Systems (1)(2) | 219 | 1 |
| CorVel (1) | 24 | 2 |
| Cross Country Healthcare (1) | 92 | 1 |
| Diplomat Pharmacy (1) | 147 | 1 |
| Ensign Group | 132 | 6 |
| Enzo Biochem (1) | 113 | — |
| Genesis Healthcare (1) | 268 | — |
| Hanger (1) | 95 | 2 |
| HealthEquity (1) | 183 | 10 |
| Joint Corp/the (1)(2) | 34 | 1 |
| LHC Group (1) | 79 | 9 |
| Magellan Health (1) | 62 | 4 |
| National HealthCare | 32 | 3 |
| National Research, Class A | 31 | 2 |
| Neuronetics (1)(2) | 42 | — |
| Option Care Health (1) | 312 | 1 |
| Owens & Minor | 156 | 1 |
| Patterson (2) | 218 | 4 |
| PetIQ (1)(2) | 51 | 1 |
| Providence Service (1) | 30 | 2 |
| R1 RCM (1) | 277 | 2 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| RadNet (1) | 106 | 2 |
| Select Medical Holdings (1) | 287 | 5 |
| Surgery Partners (1)(2) | 65 | — |
| Tenet Healthcare (1) | 271 | 6 |
| Tivity Health (1)(2) | 130 | 2 |
| Triple-S Management, Class B (1) | 58 | 1 |
| U.S. Physical Therapy | 33 | 4 |
| 102 | ||
| Health Care Technology 0.9% | ||
| Allscripts Healthcare Solutions (1) | 443 | 5 |
| Castlight Health, Class B (1) | 262 | — |
| Computer Programs & Systems | 34 | 1 |
| Evolent Health, Class A (1)(2) | 186 | 1 |
| Health Catalyst (1)(2) | 21 | 1 |
| HealthStream (1) | 66 | 2 |
| HMS Holdings (1) | 234 | 8 |
| Inovalon Holdings, Class A (1)(2) | 181 | 3 |
| NextGen Healthcare (1) | 147 | 2 |
| Omnicell (1) | 108 | 8 |
| OptimizeRx (1) | 32 | — |
| Phreesia (1)(2) | 27 | 1 |
| Simulations Plus | 31 | 1 |
| Tabula Rasa HealthCare (1)(2) | 51 | 3 |
| Teladoc Health (1)(2) | 188 | 13 |
| Vocera Communications (1)(2) | 81 | 2 |
| 51 | ||
| Life Sciences Tools & Services 0.6% | ||
| Accelerate Diagnostics (1)(2) | 70 | 1 |
| Cambrex (1) | 88 | 5 |
| ChromaDex (1)(2) | 97 | — |
| Codexis (1)(2) | 147 | 2 |
| Fluidigm (1) | 180 | 1 |
| Luminex | 108 | 2 |
| Medpace Holdings (1) | 73 | 6 |
| NanoString Technologies (1) | 86 | 2 |
| NeoGenomics (1) | 246 | 5 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Pacific Biosciences of California (1) | 376 | 2 |
| Personalis (1)(2) | 23 | — |
| Quanterix (1)(2) | 34 | 1 |
| Syneos Health (1) | 164 | 9 |
| 36 | ||
| Pharmaceuticals 1.3% | ||
| AcelRx Pharmaceuticals (1)(2) | 206 | 1 |
| Acer Therapeutics (1)(2) | 13 | — |
| Aclaris Therapeutics (1) | 92 | — |
| Aerie Pharmaceuticals (1)(2) | 110 | 2 |
| Akorn (1) | 237 | 1 |
| Amneal Pharmaceuticals (1) | 241 | 1 |
| Amphastar Pharmaceuticals (1) | 93 | 2 |
| ANI Pharmaceuticals (1) | 24 | 2 |
| Arvinas (1) | 50 | 1 |
| Assertio Therapeutics (1) | 164 | — |
| Axsome therapeutics (1)(2) | 64 | 1 |
| BioDelivery Sciences International (1) | 214 | 1 |
| Cara Therapeutics (1)(2) | 98 | 2 |
| cbdMD (1)(2) | 25 | — |
| Cerecor (1)(2) | 56 | — |
| Chiasma (1)(2) | 88 | — |
| Collegium Pharmaceutical (1) | 83 | 1 |
| Corcept Therapeutics (1)(2) | 255 | 4 |
| Corium International, CVR (1) | 66 | — |
| CorMedix (1)(2) | 62 | — |
| Dermira (1)(2) | 120 | 1 |
| Dova Pharmaceuticals (1)(2) | 32 | 1 |
| Elanco Animal Health, CVR (1)(3) | 110 | — |
| Eloxx Pharmaceuticals (1)(2) | 78 | — |
| Endo International (1) | 593 | 2 |
| Evofem Biosciences (1) | 37 | — |
| Evolus (1)(2) | 40 | 1 |
| EyePoint Pharmaceuticals (1)(2) | 163 | — |
| Fulcrum Therapeutics (1) | 12 | — |
| Innoviva (1) | 173 | 2 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Intersect ENT (1) | 79 | 1 |
| Intra-Cellular Therapies (1) | 112 | 1 |
| Kala Pharmaceuticals (1)(2) | 59 | — |
| Kaleido Biosciences (1)(2) | 13 | — |
| Lannett (1)(2) | 80 | 1 |
| Liquidia Technologies (1) | 40 | — |
| Mallinckrodt (1)(2) | 216 | 1 |
| Marinus Pharmaceuticals (1)(2) | 127 | — |
| Menlo Therapeutics (1) | 40 | — |
| MyoKardia (1)(2) | 117 | 6 |
| NGM Biopharmaceuticals (1)(2) | 18 | — |
| Ocular Therapeutix (1)(2) | 95 | — |
| Odonate Therapeutics (1) | 30 | 1 |
| Omeros (1)(2) | 128 | 2 |
| Optinose (1)(2) | 64 | — |
| Osmotica Pharmaceuticals (1) | 28 | — |
| Pacira BioSciences (1) | 105 | 4 |
| Paratek Pharmaceuticals (1)(2) | 81 | — |
| Phibro Animal Health, Class A | 53 | 1 |
| Prestige Consumer Healthcare (1) | 137 | 5 |
| Reata Pharmaceuticals, Class A (1)(2) | 53 | 4 |
| resTORbio (1)(2) | 41 | — |
| Revance Therapeutics (1) | 115 | 2 |
| SIGA Technologies (1)(2) | 139 | 1 |
| Strongbridge Biopharma (1) | 95 | — |
| Supernus Pharmaceuticals (1) | 130 | 4 |
| TherapeuticsMD (1)(2) | 502 | 2 |
| Theravance Biopharma (1)(2) | 125 | 2 |
| Turning Point Therapeutics (1)(2) | 17 | 1 |
| Verrica Pharmaceuticals (1)(2) | 43 | 1 |
| WaVe Life Sciences (1)(2) | 58 | 1 |
| Xeris Pharmaceuticals (1)(2) | 70 | 1 |
| Zogenix (1)(2) | 111 | 4 |
| Zynerba Pharmaceuticals (1)(2) | 65 | 1 |
| 73 | ||
| Total Health Care | 825 | |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| INDUSTRIALS & BUSINESS SERVICES 14.0% | ||
| Aerospace & Defense 1.0% | ||
| AAR | 88 | 4 |
| Aerojet Rocketdyne Holdings (1)(2) | 193 | 10 |
| AeroVironment (1) | 56 | 3 |
| Astronics (1) | 63 | 2 |
| Axon Enterprise (1)(2) | 153 | 9 |
| Cubic | 83 | 6 |
| Ducommun (1) | 27 | 1 |
| Maxar Technologies (2) | 154 | 1 |
| Mercury Systems (1) | 142 | 11 |
| Moog, Class A | 85 | 7 |
| National Presto Industries (2) | 13 | 1 |
| Park Aerospace | 48 | 1 |
| Triumph Group | 137 | 3 |
| Vectrus (1) | 30 | 1 |
| Wesco Aircraft Holdings (1) | 136 | 1 |
| 61 | ||
| Air Freight & Logistics 0.3% | ||
| Air Transport Services Group (1) | 152 | 3 |
| Atlas Air Worldwide Holdings (1) | 60 | 1 |
| Echo Global Logistics (1) | 70 | 2 |
| Forward Air | 75 | 5 |
| Hub Group, Class A (1) | 87 | 4 |
| Radiant Logistics (1) | 100 | 1 |
| 16 | ||
| Airlines 0.4% | ||
| Allegiant Travel (2) | 35 | 5 |
| Hawaiian Holdings | 126 | 3 |
| Mesa Air Group (1) | 59 | — |
| SkyWest | 131 | 8 |
| Spirit Airlines (1) | 180 | 7 |
| 23 | ||
| Building Products 1.3% | ||
| AAON | 108 | 5 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Advanced Drainage Systems | 95 | 3 |
| American Woodmark (1) | 44 | 4 |
| Apogee Enterprises | 70 | 3 |
| Armstrong Flooring (1) | 53 | — |
| Builders FirstSource (1) | 303 | 6 |
| Caesarstone | 57 | 1 |
| Continental Building Products (1) | 93 | 2 |
| Cornerstone Building Brands (1) | 117 | 1 |
| CSW Industrials | 39 | 3 |
| Gibraltar Industries (1) | 85 | 4 |
| Griffon | 98 | 2 |
| Insteel Industries | 46 | 1 |
| JELD-WEN Holding (1) | 183 | 3 |
| Masonite International (1) | 69 | 4 |
| Patrick Industries (1) | 60 | 3 |
| PGT Innovations (1) | 153 | 3 |
| Quanex Building Products | 90 | 2 |
| Simpson Manufacturing | 118 | 8 |
| Trex (1) | 155 | 14 |
| Universal Forest Products | 157 | 6 |
| 78 | ||
| Commercial Services & Supplies 2.5% | ||
| ABM Industries | 175 | 6 |
| ACCO Brands | 260 | 3 |
| Advanced Disposal Services (1) | 192 | 6 |
| Brady, Class A | 126 | 7 |
| BrightView Holdings (1) | 81 | 1 |
| Brink's | 131 | 11 |
| Casella Waste Systems, Class A (1) | 117 | 5 |
| CECO Environmental (1) | 80 | 1 |
| Charah Solutions (1)(2) | 25 | — |
| Cimpress (1)(2) | 58 | 8 |
| CompX International | 4 | — |
| Covanta Holding | 313 | 5 |
| Deluxe | 120 | 6 |
| Ennis | 66 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Healthcare Services Group (2) | 202 | 5 |
| Heritage-Crystal Clean (1) | 38 | 1 |
| Herman Miller | 155 | 7 |
| HNI | 114 | 4 |
| Interface | 152 | 2 |
| Kimball International, Class B | 91 | 2 |
| Knoll | 129 | 3 |
| LSC Communications | 82 | — |
| Matthews International, Class A | 81 | 3 |
| McGrath RentCorp | 63 | 4 |
| Mobile Mini | 116 | 4 |
| MSA Safety | 93 | 10 |
| NL Industries (1) | 23 | — |
| NRC Group Holdings (1) | 27 | — |
| PICO Holdings (1) | 61 | 1 |
| Pitney Bowes (2) | 472 | 2 |
| Quad/Graphics (2) | 78 | 1 |
| RR Donnelley & Sons (2) | 179 | 1 |
| SP Plus (1) | 60 | 2 |
| Steelcase, Class A | 226 | 4 |
| Team (1)(2) | 76 | 1 |
| Tetra Tech | 144 | 13 |
| UniFirst | 40 | 8 |
| US Ecology | 57 | 4 |
| Viad | 53 | 4 |
| VSE | 22 | 1 |
| 147 | ||
| Construction & Engineering 1.0% | ||
| Aegion (1) | 80 | 2 |
| Ameresco, Class A (1) | 56 | 1 |
| Arcosa | 128 | 4 |
| Argan | 37 | 1 |
| Comfort Systems USA | 95 | 4 |
| Concrete Pumping Holdings (1)(2) | 29 | — |
| Construction Partners, Class A (1) | 32 | 1 |
| Dycom Industries (1) | 80 | 4 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| EMCOR Group | 147 | 13 |
| Granite Construction | 122 | 4 |
| Great Lakes Dredge & Dock (1) | 164 | 2 |
| IES Holdings (1) | 22 | — |
| MasTec (1) | 163 | 11 |
| MYR Group (1) | 41 | 1 |
| Northwest Pipe (1) | 24 | 1 |
| NV5 Global (1) | 27 | 2 |
| Primoris Services | 114 | 2 |
| Sterling Construction (1) | 67 | 1 |
| Tutor Perini (1)(2) | 103 | 1 |
| WillScot (1) | 135 | 2 |
| 57 | ||
| Electrical Equipment 0.8% | ||
| Allied Motion Technologies | 17 | 1 |
| American Superconductor (1) | 55 | — |
| Atkore International Group (1) | 122 | 4 |
| AZZ | 67 | 3 |
| Bloom Energy, Class A (1)(2) | 145 | 1 |
| Encore Wire | 53 | 3 |
| Energous (1)(2) | 72 | — |
| EnerSys | 113 | 7 |
| Generac Holdings (1) | 161 | 13 |
| Plug Power (1)(2) | 605 | 2 |
| Powell Industries | 22 | 1 |
| Preformed Line Products | 8 | — |
| Sunrun (1)(2) | 295 | 5 |
| Thermon Group Holdings (1) | 86 | 2 |
| TPI Composites (1)(2) | 75 | 1 |
| Vicor (1) | 45 | 1 |
| Vivint Solar (1)(2) | 123 | 1 |
| 45 | ||
| Industrial Conglomerates 0.1% | ||
| Raven Industries | 95 | 3 |
| 3 | ||
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Machinery 3.4% | ||
| Actuant, Class A | 153 | 3 |
| Alamo Group | 26 | 3 |
| Albany International, Class A | 81 | 7 |
| Altra Industrial Motion | 168 | 5 |
| Astec Industries | 57 | 2 |
| Barnes Group | 126 | 6 |
| Blue Bird (1) | 39 | 1 |
| Briggs & Stratton | 104 | 1 |
| Chart Industries (1) | 93 | 6 |
| CIRCOR International (1) | 51 | 2 |
| Columbus McKinnon | 59 | 2 |
| Commercial Vehicle Group (1) | 78 | 1 |
| Douglas Dynamics | 58 | 3 |
| Eastern | 14 | — |
| Energy Recovery (1)(2) | 97 | 1 |
| EnPro Industries | 54 | 4 |
| ESCO Technologies | 67 | 5 |
| Evoqua Water Technologies (1) | 200 | 3 |
| Federal Signal | 157 | 5 |
| Franklin Electric | 122 | 6 |
| GenCor Industries (1) | 31 | — |
| Gorman-Rupp | 46 | 2 |
| Graham | 24 | — |
| Greenbrier | 85 | 3 |
| Harsco (1) | 207 | 4 |
| Helios Technologies | 77 | 3 |
| Hillenbrand | 163 | 5 |
| Hurco | 16 | 1 |
| Hyster-Yale Materials Handling | 26 | 1 |
| John Bean Technologies | 82 | 8 |
| Kadant | 29 | 2 |
| Kennametal | 217 | 7 |
| LB Foster, Class A (1) | 25 | 1 |
| Lindsay (2) | 28 | 3 |
| Luxfer Holdings (2) | 72 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Lydall (1) | 44 | 1 |
| Manitowoc (1) | 99 | 1 |
| Meritor (1) | 214 | 4 |
| Milacron Holdings (1) | 184 | 3 |
| Miller Industries | 28 | 1 |
| Mueller Industries | 144 | 4 |
| Mueller Water Products, Class A | 413 | 5 |
| Navistar International (1) | 129 | 4 |
| NN (2) | 116 | 1 |
| Omega Flex | 8 | 1 |
| Park-Ohio Holdings | 22 | 1 |
| Proto Labs (1) | 71 | 7 |
| RBC Bearings (1) | 64 | 11 |
| REV Group (2) | 75 | 1 |
| Rexnord (1) | 277 | 7 |
| Spartan Motors | 92 | 1 |
| SPX (1) | 115 | 5 |
| SPX FLOW (1) | 110 | 4 |
| Standex International | 33 | 2 |
| Tennant | 47 | 3 |
| Terex | 167 | 4 |
| Titan International | 126 | — |
| TriMas (1) | 119 | 4 |
| Twin Disc (1) | 26 | — |
| Wabash National | 142 | 2 |
| Watts Water Technologies, Class A | 73 | 7 |
| Welbilt (1) | 341 | 6 |
| 197 | ||
| Marine 0.1% | ||
| Costamare | 125 | 1 |
| Eagle Bulk Shipping (1)(2) | 121 | 1 |
| Genco Shipping & Trading (1) | 39 | — |
| Matson | 111 | 4 |
| Safe Bulkers (1) | 135 | — |
| Scorpio Bulkers | 146 | 1 |
| 7 | ||
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Professional Services 1.4% | ||
| Acacia Research (1) | 125 | — |
| ASGN (1) | 134 | 8 |
| Barrett Business Services | 19 | 2 |
| BG Staffing | 27 | 1 |
| CBIZ (1) | 134 | 3 |
| CRA International | 20 | 1 |
| Exponent | 136 | 10 |
| Forrester Research | 26 | 1 |
| Franklin Covey (1) | 25 | 1 |
| FTI Consulting (1) | 99 | 10 |
| GP Strategies (1) | 31 | — |
| Heidrick & Struggles International | 47 | 1 |
| Huron Consulting Group (1) | 60 | 4 |
| ICF International | 47 | 4 |
| InnerWorkings (1) | 112 | 1 |
| Insperity | 102 | 10 |
| Kelly Services, Class A | 85 | 2 |
| Kforce | 58 | 2 |
| Korn/Ferry International | 147 | 6 |
| Mistras Group (1) | 47 | 1 |
| Navigant Consulting | 113 | 3 |
| Resources Connection | 78 | 1 |
| TriNet Group (1) | 117 | 7 |
| TrueBlue (1) | 105 | 2 |
| Upwork (1)(2) | 147 | 2 |
| Willdan Group (1) | 25 | 1 |
| 84 | ||
| Road & Rail 0.5% | ||
| ArcBest | 67 | 2 |
| Avis Budget Group (1) | 167 | 5 |
| Covenant Transportation Group, Class A (1) | 33 | 1 |
| Daseke (1)(2) | 117 | — |
| Heartland Express | 121 | 3 |
| Hertz Global Holdings (1) | 272 | 4 |
| Marten Transport | 108 | 2 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| PAM Transportation Services (1) | 5 | — |
| Roadrunner Transportation Systems (1)(2) | 9 | — |
| Saia (1) | 68 | 6 |
| Universal Logistics Holdings | 23 | 1 |
| US Xpress Enterprises, Class A (1)(2) | 56 | — |
| Werner Enterprises | 120 | 4 |
| YRC Worldwide (1)(2) | 85 | — |
| 28 | ||
| Trading Companies & Distributors 1.2% | ||
| Aircastle | 140 | 3 |
| Applied Industrial Technologies | 100 | 6 |
| Beacon Roofing Supply (1) | 179 | 6 |
| BlueLinx Holdings (1)(2) | 24 | 1 |
| BMC Stock Holdings (1) | 174 | 5 |
| CAI International (1) | 43 | 1 |
| DXP Enterprises (1) | 43 | 2 |
| EVI Industries | 12 | — |
| Foundation Building Materials (1) | 37 | 1 |
| GATX (2) | 95 | 7 |
| General Finance (1) | 30 | — |
| GMS (1) | 82 | 2 |
| H&E Equipment Services | 82 | 2 |
| Herc Holdings (1) | 62 | 3 |
| Kaman | 73 | 4 |
| Lawson Products (1) | 17 | 1 |
| MRC Global (1) | 211 | 3 |
| NOW (1) | 286 | 3 |
| Rush Enterprises, Class A | 78 | 3 |
| Rush Enterprises, Class B | 12 | — |
| SiteOne Landscape Supply (1)(2) | 107 | 8 |
| Systemax | 32 | 1 |
| Textainer Group Holdings (1) | 71 | 1 |
| Titan Machinery (1) | 49 | 1 |
| Transcat (1) | 18 | — |
| Triton International | 148 | 5 |
| Veritiv (1) | 34 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Willis Lease Finance (1) | 8 | — |
| 70 | ||
| Total Industrials & Business Services | 816 | |
| INFORMATION TECHNOLOGY 11.8% | ||
| Communications Equipment 1.0% | ||
| Acacia Communications (1) | 98 | 6 |
| ADTRAN | 130 | 1 |
| Applied Optoelectronics (1)(2) | 47 | 1 |
| CalAmp (1) | 86 | 1 |
| Calix (1) | 115 | 1 |
| Cambium Networks (1) | 11 | — |
| Casa Systems (1) | 85 | 1 |
| Clearfield (1) | 32 | — |
| Comtech Telecommunications | 61 | 2 |
| DASAN Zhone Solutions (1) | 15 | — |
| Digi International (1) | 72 | 1 |
| Extreme Networks (1) | 308 | 2 |
| Harmonic (1) | 227 | 1 |
| Infinera (1)(2) | 452 | 2 |
| Inseego (1)(2) | 117 | 1 |
| InterDigital | 87 | 5 |
| KVH Industries (1) | 42 | — |
| Lumentum Holdings (1) | 201 | 11 |
| NETGEAR (1) | 88 | 3 |
| NetScout Systems (1) | 199 | 5 |
| Plantronics | 87 | 3 |
| Ribbon Communications (1) | 150 | 1 |
| TESSCO Technologies | 16 | — |
| Viavi Solutions (1) | 607 | 9 |
| 57 | ||
| Electronic Equipment, Instruments & Components 2.2% | ||
| Airgain (1) | 24 | — |
| Akoustis Technologies (1)(2) | 66 | 1 |
| Anixter International (1) | 80 | 6 |
| Arlo Technologies (1) | 188 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| AVX | 123 | 2 |
| Badger Meter | 75 | 4 |
| Bel Fuse, Class B | 26 | — |
| Belden | 102 | 5 |
| Benchmark Electronics | 99 | 3 |
| Coda Octopus Group (1) | 12 | — |
| CTS | 92 | 3 |
| Daktronics | 94 | 1 |
| ePlus (1) | 35 | 3 |
| Fabrinet (1) | 96 | 5 |
| FARO Technologies (1) | 45 | 2 |
| Fitbit, Class A (1)(2) | 572 | 2 |
| II-VI (1)(2) | 233 | 8 |
| Insight Enterprises (1) | 94 | 5 |
| Iteris (1) | 72 | — |
| Itron (1) | 90 | 7 |
| KEMET (2) | 147 | 3 |
| Kimball Electronics (1) | 65 | 1 |
| Knowles (1) | 222 | 4 |
| Methode Electronics | 96 | 3 |
| MTS Systems | 47 | 3 |
| Napco Security Technologies (1)(2) | 30 | 1 |
| nLight (1)(2) | 89 | 1 |
| Novanta (1) | 89 | 7 |
| OSI Systems (1) | 44 | 4 |
| PAR Technology (1)(2) | 29 | 1 |
| PC Connection | 30 | 1 |
| Plexus (1) | 80 | 5 |
| Rogers (1) | 49 | 7 |
| Sanmina (1) | 179 | 6 |
| ScanSource (1) | 66 | 2 |
| Tech Data (1) | 97 | 10 |
| TTM Technologies (1) | 264 | 3 |
| Vishay Intertechnology | 350 | 6 |
| Vishay Precision Group (1) | 26 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Wrap Technologies (1)(2) | 20 | — |
| 127 | ||
| IT Services 2.1% | ||
| Brightcove (1) | 96 | 1 |
| Carbonite (1) | 86 | 1 |
| Cardtronics, Class A (1) | 100 | 3 |
| Cass Information Systems | 39 | 2 |
| Conduent (1) | 455 | 3 |
| CSG Systems International | 87 | 5 |
| Endurance International Group Holdings (1) | 182 | 1 |
| EVERTEC | 158 | 5 |
| Evo Payments, Class A (1)(2) | 94 | 3 |
| Exela Technologies (1) | 119 | — |
| ExlService Holdings (1) | 88 | 6 |
| GTT Communications (1)(2) | 106 | 1 |
| Hackett Group | 62 | 1 |
| I3 Verticals, Class A (1) | 33 | 1 |
| Information Services Group (1) | 86 | — |
| International Money Express (1) | 34 | — |
| KBR | 374 | 9 |
| Kratos Defense & Security Solutions (1) | 235 | 4 |
| Limelight Networks (1) | 288 | 1 |
| LiveRamp Holdings (1) | 179 | 8 |
| ManTech International, Class A | 70 | 5 |
| MAXIMUS | 168 | 13 |
| NIC | 173 | 4 |
| Parsons (1) | 49 | 2 |
| Paysign (1)(2) | 78 | 1 |
| Perficient (1) | 86 | 3 |
| Perspecta | 377 | 10 |
| Presidio | 120 | 2 |
| PRGX Global (1) | 53 | — |
| Priority Technology Holdings (1) | 17 | — |
| Science Applications International | 156 | 14 |
| StarTek (1) | 43 | — |
| Sykes Enterprises (1) | 103 | 3 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| TTEC Holdings | 38 | 2 |
| Tucows, Class A (1)(2) | 24 | 1 |
| Unisys (1)(2) | 139 | 1 |
| Verra Mobility (1)(2) | 305 | 4 |
| Virtusa (1) | 75 | 3 |
| 123 | ||
| Semiconductors & Semiconductor Equipment 2.3% | ||
| Adesto Technologies (1)(2) | 69 | 1 |
| Advanced Energy Industries (1) | 100 | 6 |
| Alpha & Omega Semiconductor (1) | 50 | 1 |
| Ambarella (1) | 84 | 5 |
| Amkor Technology (1) | 257 | 2 |
| Axcelis Technologies (1) | 84 | 1 |
| AXT (1) | 104 | — |
| Brooks Automation | 187 | 7 |
| Cabot Microelectronics | 77 | 11 |
| CEVA (1) | 55 | 2 |
| Cirrus Logic (1) | 157 | 8 |
| Cohu | 103 | 1 |
| Diodes (1) | 108 | 4 |
| DSP Group (1) | 57 | 1 |
| Enphase Energy (1)(2) | 246 | 5 |
| FormFactor (1) | 202 | 4 |
| GSI Technology (1) | 40 | — |
| Ichor Holdings (1) | 60 | 1 |
| Impinj (1)(2) | 41 | 1 |
| Inphi (1) | 118 | 7 |
| Lattice Semiconductor (1) | 331 | 6 |
| MACOM Technology Solutions Holdings (1)(2) | 120 | 3 |
| MaxLinear (1)(2) | 170 | 4 |
| Nanometrics (1) | 60 | 2 |
| NeoPhotonics (1) | 96 | 1 |
| NVE | 13 | 1 |
| PDF Solutions (1) | 75 | 1 |
| Photronics (1) | 170 | 2 |
| Power Integrations | 75 | 7 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Rambus (1) | 294 | 4 |
| Rudolph Technologies (1) | 79 | 2 |
| Semtech (1) | 173 | 8 |
| Silicon Laboratories (1) | 113 | 13 |
| SMART Global Holdings (1) | 32 | 1 |
| SunPower (1)(2) | 162 | 2 |
| Synaptics (1) | 91 | 4 |
| Ultra Clean Holdings (1) | 100 | 1 |
| Veeco Instruments (1) | 131 | 2 |
| Xperi | 128 | 3 |
| 135 | ||
| Software 4.1% | ||
| 8x8 (1)(2) | 246 | 5 |
| A10 Networks (1) | 145 | 1 |
| ACI Worldwide (1) | 304 | 10 |
| Agilysys (1) | 59 | 2 |
| Alarm.com Holdings (1) | 97 | 5 |
| Altair Engineering, Class A (1)(2) | 100 | 4 |
| American Software, Class A | 72 | 1 |
| Appfolio, Class A (1)(2) | 41 | 4 |
| Appian (1)(2) | 82 | 4 |
| Avaya Holdings (1) | 296 | 3 |
| Benefitfocus (1)(2) | 77 | 2 |
| Blackbaud | 129 | 12 |
| Blackline (1)(2) | 113 | 5 |
| Bottomline Technologies (1) | 113 | 5 |
| Box, Class A (1) | 378 | 6 |
| Carbon Black (1) | 154 | 4 |
| ChannelAdvisor (1) | 69 | 1 |
| Cision (1) | 240 | 2 |
| Cloudera (1)(2) | 615 | 6 |
| CommVault Systems (1) | 107 | 5 |
| Cornerstone OnDemand (1) | 148 | 8 |
| Digimarc (1)(2) | 30 | 1 |
| Digital Turbine (1) | 213 | 1 |
| Domo, Class B (1)(2) | 45 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Ebix (2) | 61 | 3 |
| eGain (1) | 53 | — |
| Envestnet (1) | 126 | 7 |
| Everbridge (1)(2) | 86 | 5 |
| Five9 (1)(2) | 156 | 8 |
| ForeScout Technologies (1) | 105 | 4 |
| GTY Technology Holdings (1) | 89 | 1 |
| Ideanomics (1)(2) | 134 | — |
| Instructure (1)(2) | 87 | 3 |
| Intelligent Systems (1)(2) | 18 | 1 |
| j2 Global (2) | 123 | 11 |
| LivePerson (1)(2) | 164 | 6 |
| Majesco (1) | 20 | — |
| MicroStrategy, Class A (1) | 22 | 3 |
| Mitek Systems (1) | 94 | 1 |
| MobileIron (1) | 250 | 2 |
| Model N (1) | 84 | 2 |
| Monotype Imaging Holdings | 104 | 2 |
| OneSpan (1) | 84 | 1 |
| Phunware (1)(2) | 111 | — |
| Progress Software | 116 | 4 |
| PROS Holdings (1) | 86 | 5 |
| Q2 Holdings (1) | 114 | 9 |
| QAD, Class A | 28 | 1 |
| Qualys (1) | 89 | 7 |
| Rapid7 (1) | 126 | 6 |
| Rimini Street (1) | 54 | — |
| Sailpoint Technologies Holding (1)(2) | 226 | 4 |
| SecureWorks, Class A (1)(2) | 27 | — |
| SharpSpring (1)(2) | 33 | — |
| ShotSpotter (1)(2) | 20 | 1 |
| SPS Commerce (1) | 94 | 4 |
| SVMK (1) | 225 | 4 |
| Synchronoss Technologies (1)(2) | 101 | 1 |
| Telaria (1) | 110 | 1 |
| Telenav (1) | 90 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Tenable Holdings (1) | 103 | 2 |
| TiVo | 315 | 2 |
| Upland Software (1) | 58 | 2 |
| Varonis Systems (1) | 78 | 5 |
| Verint Systems (1) | 171 | 7 |
| VirnetX Holding (1)(2) | 153 | 1 |
| Workiva (1) | 97 | 4 |
| Yext (1)(2) | 250 | 4 |
| Zix (1) | 135 | 1 |
| Zuora, Class A (1)(2) | 224 | 3 |
| 236 | ||
| Technology Hardware, Storage & Peripherals 0.1% | ||
| 3D Systems (1)(2) | 302 | 3 |
| AstroNova | 18 | — |
| Avid Technology (1) | 72 | — |
| Diebold Nixdorf (1)(2) | 205 | 2 |
| Immersion (1) | 80 | 1 |
| Sonim Technologies (1)(2) | 9 | — |
| Stratasys (1) | 136 | 3 |
| 9 | ||
| Total Information Technology | 687 | |
| MATERIALS 3.4% | ||
| Chemicals 1.7% | ||
| Advanced Emissions Solutions | 46 | 1 |
| AdvanSix (1) | 77 | 2 |
| American Vanguard | 75 | 1 |
| Amyris (1)(2) | 95 | — |
| Balchem | 85 | 8 |
| Chase | 19 | 2 |
| Ferro (1) | 212 | 2 |
| Flotek Industries (1) | 153 | — |
| FutureFuel | 65 | 1 |
| GCP Applied Technologies (1) | 140 | 3 |
| Hawkins | 24 | 1 |
| HB Fuller | 134 | 6 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Ingevity (1) | 111 | 9 |
| Innophos Holdings | 52 | 2 |
| Innospec | 64 | 6 |
| Intrepid Potash (1) | 240 | 1 |
| Koppers Holdings (1) | 52 | 1 |
| Kraton (1) | 81 | 3 |
| Kronos Worldwide (2) | 61 | 1 |
| Livent (1) | 378 | 3 |
| LSB Industries (1) | 57 | — |
| Marrone Bio Innovations (1) | 237 | — |
| Minerals Technologies | 92 | 5 |
| OMNOVA Solutions (1) | 110 | 1 |
| Orion Engineered Carbons (2) | 157 | 3 |
| PolyOne | 203 | 7 |
| PQ Group Holdings (1) | 98 | 2 |
| Quaker Chemical | 35 | 6 |
| Rayonier Advanced Materials | 127 | 1 |
| Schulman A., CVR (1) | 70 | — |
| Sensient Technologies | 111 | 8 |
| Stepan | 54 | 5 |
| Trecora Resources (1) | 54 | — |
| Tredegar | 65 | 1 |
| Trinseo | 109 | 5 |
| Tronox Holdings, Class A | 257 | 2 |
| Valhi | 74 | — |
| 99 | ||
| Construction Materials 0.2% | ||
| Forterra (1) | 51 | — |
| Summit Materials, Class A (1) | 297 | 7 |
| U.S. Concrete (1)(2) | 42 | 2 |
| United States Lime & Minerals | 5 | 1 |
| 10 | ||
| Containers & Packaging 0.1% | ||
| Greif, Class A | 70 | 3 |
| Greif, Class B | 22 | 1 |
| Myers Industries | 90 | 1 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| UFP Technologies (1) | 18 | 1 |
| 6 | ||
| Metals & Mining 1.0% | ||
| AK Steel Holding (1)(2) | 831 | 2 |
| Allegheny Technologies (1) | 332 | 7 |
| Carpenter Technology | 124 | 6 |
| Century Aluminum (1) | 138 | 1 |
| Cleveland-Cliffs (2) | 757 | 6 |
| Coeur Mining (1) | 584 | 3 |
| Commercial Metals | 313 | 6 |
| Compass Minerals International (2) | 89 | 5 |
| Covia Holdings (1)(2) | 106 | — |
| Gold Resource | 146 | 1 |
| Haynes International | 31 | 1 |
| Hecla Mining (2) | 1,327 | 2 |
| Kaiser Aluminum | 42 | 4 |
| Materion | 53 | 3 |
| Mayville Engineering (1) | 17 | — |
| Novagold Resources (1) | 639 | 4 |
| Olympic Steel | 23 | — |
| Pan American Silver (1) | 779 | — |
| Ramaco Resources (1) | 21 | — |
| Ryerson Holding (1) | 40 | — |
| Schnitzer Steel Industries, Class A | 66 | 1 |
| SunCoke Energy (1) | 223 | 1 |
| Synalloy | 21 | — |
| TimkenSteel (1) | 102 | 1 |
| Warrior Met Coal | 133 | 3 |
| Worthington Industries | 105 | 4 |
| 61 | ||
| Paper & Forest Products 0.4% | ||
| Boise Cascade | 102 | 3 |
| Clearwater Paper (1) | 40 | 1 |
| Louisiana-Pacific | 327 | 8 |
| Neenah | 44 | 3 |
| PH Glatfelter | 119 | 2 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Schweitzer-Mauduit International | 81 | 3 |
| Verso, Class A (1) | 98 | 1 |
| 21 | ||
| Total Materials | 197 | |
| REAL ESTATE 7.2% | ||
| Equity Real Estate Investment Trusts 6.6% | ||
| Acadia Realty Trust, REIT | 215 | 6 |
| Agree Realty, REIT (2) | 108 | 8 |
| Alexander & Baldwin, REIT | 179 | 4 |
| Alexander's, REIT | 6 | 2 |
| American Assets Trust, REIT | 128 | 6 |
| American Finance Trust, REIT (2) | 281 | 4 |
| Armada Hoffler Properties, REIT | 145 | 3 |
| Ashford Hospitality Trust, REIT | 229 | 1 |
| Bluerock Residential Growth, REIT | 63 | 1 |
| Braemar Hotels & Resorts, REIT | 77 | 1 |
| BRT Apartments, REIT | 25 | — |
| CareTrust, REIT | 249 | 6 |
| CatchMark Timber Trust, Class A, REIT | 129 | 1 |
| CBL & Associates Properties, REIT (2) | 525 | 1 |
| Cedar Realty Trust, REIT | 230 | 1 |
| Chatham Lodging Trust, REIT | 120 | 2 |
| CIM Commercial Trust, REIT | 3 | — |
| City Office, REIT | 99 | 1 |
| Clipper Realty, REIT | 37 | — |
| Community Healthcare Trust, REIT | 47 | 2 |
| CoreCivic, REIT | 316 | 5 |
| CorEnergy Infrastructure Trust, REIT (2) | 33 | 2 |
| CorePoint Lodging, REIT | 107 | 1 |
| DiamondRock Hospitality, REIT | 527 | 5 |
| Easterly Government Properties, REIT | 207 | 4 |
| EastGroup Properties, REIT | 98 | 12 |
| Essential Properties Realty Trust, REIT | 208 | 5 |
| Farmland Partners, REIT (2) | 80 | 1 |
| First Industrial Realty Trust, REIT | 332 | 13 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Four Corners Property Trust, REIT | 178 | 5 |
| Franklin Street Properties, REIT | 272 | 2 |
| Front Yard Residential, REIT | 134 | 2 |
| GEO Group, REIT | 319 | 6 |
| Getty Realty, REIT | 86 | 3 |
| Gladstone Commercial, REIT | 78 | 2 |
| Gladstone Land, REIT (2) | 49 | 1 |
| Global Medical, REIT | 80 | 1 |
| Global Net Lease, REIT | 219 | 4 |
| Hannon Armstrong Sustainable Infrastructure Capital, REIT (2) | 161 | 5 |
| Healthcare Realty Trust, REIT | 342 | 11 |
| Hersha Hospitality Trust, REIT (2) | 89 | 1 |
| Independence Realty Trust, REIT | 234 | 3 |
| Industrial Logistics Properties Trust, REIT | 176 | 4 |
| Innovative Industrial Properties, REIT (2) | 28 | 3 |
| Investors Real Estate Trust, REIT | 31 | 2 |
| iStar, REIT (2) | 163 | 2 |
| Jernigan Capital, REIT (2) | 54 | 1 |
| Kite Realty Group Trust, REIT | 223 | 4 |
| Lexington Realty Trust, REIT | 599 | 6 |
| LTC Properties, REIT | 104 | 5 |
| Mack-Cali Realty, REIT | 236 | 5 |
| Monmouth Real Estate Investment, REIT | 237 | 3 |
| National Health Investors, REIT | 110 | 9 |
| National Storage Affiliates Trust, REIT | 158 | 5 |
| New Senior Investment Group, REIT | 213 | 1 |
| NexPoint Residential Trust, REIT | 51 | 2 |
| Office Properties Income Trust, REIT (2) | 132 | 4 |
| One Liberty Properties, REIT | 39 | 1 |
| Pebblebrook Hotel Trust, REIT (2) | 343 | 10 |
| Pennsylvania Real Estate Investment Trust, REIT (2) | 176 | 1 |
| Physicians Realty Trust, REIT | 487 | 9 |
| Piedmont Office Realty Trust, Class A, REIT | 327 | 7 |
| PotlatchDeltic, REIT (2) | 174 | 7 |
| Preferred Apartment Communities, REIT (2) | 113 | 2 |
| PS Business Parks, REIT | 53 | 10 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| QTS Realty Trust, Class A, REIT | 143 | 7 |
| Retail Opportunity Investments, REIT | 297 | 5 |
| Retail Value, REIT | 39 | 1 |
| Rexford Industrial Realty, REIT | 289 | 13 |
| RLJ Lodging Trust, REIT | 452 | 8 |
| RPT Realty, REIT | 209 | 3 |
| Ryman Hospitality Properties, REIT | 121 | 10 |
| Sabra Health Care, REIT | 498 | 11 |
| Safehold, REIT | 25 | 1 |
| Saul Centers, REIT | 32 | 2 |
| Senior Housing Properties Trust, REIT | 623 | 6 |
| Seritage Growth Properties, Class A, REIT (2) | 86 | 4 |
| STAG Industrial, REIT | 334 | 10 |
| Summit Hotel Properties, REIT | 276 | 3 |
| Sunstone Hotel Investors, REIT | 597 | 8 |
| Tanger Factory Outlet Centers, REIT (2) | 245 | 4 |
| Terreno Realty, REIT | 170 | 9 |
| UMH Properties, REIT (2) | 91 | 1 |
| Uniti Group, REIT (2) | 487 | 4 |
| Universal Health Realty Income Trust, REIT | 35 | 4 |
| Urban Edge Properties, REIT | 310 | 6 |
| Urstadt Biddle Properties, Class A, REIT | 75 | 2 |
| Washington Prime Group, REIT (2) | 493 | 2 |
| Washington Real Estate Investment Trust, REIT | 213 | 6 |
| Whitestone, REIT (2) | 96 | 1 |
| Xenia Hotels & Resorts, REIT | 299 | 6 |
| 384 | ||
| Real Estate Management & Development 0.6% | ||
| Altisource Portfolio Solutions (1)(2) | 25 | 1 |
| American Realty Investors (1) | 6 | — |
| Consolidated-Tomoka Land | 13 | 1 |
| Cushman & Wakefield (1) | 278 | 5 |
| eXp World Holdings (1) | 42 | — |
| Forestar Group (1)(2) | 28 | 1 |
| FRP Holdings (1) | 18 | 1 |
| Griffin Industrial Realty | 2 | — |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Kennedy-Wilson Holdings | 328 | 7 |
| Marcus & Millichap (1) | 59 | 2 |
| Maui Land & Pineapple (1) | 19 | — |
| Newmark Group, Class A | 375 | 3 |
| Rafael Holdings, Class B (1) | 28 | 1 |
| RE/MAX Holdings, Class A | 45 | 1 |
| Realogy Holdings (2) | 299 | 2 |
| Redfin (1)(2) | 238 | 4 |
| RMR Group, Class A | 40 | 2 |
| St Joe (1)(2) | 88 | 2 |
| Stratus Properties (1) | 15 | — |
| Tejon Ranch (1) | 53 | 1 |
| Transcontinental Realty Investors (1) | 5 | — |
| 34 | ||
| Total Real Estate | 418 | |
| TRUSTS & FUNDS 0.6% | ||
| Trusts & Mutual Funds 0.6% | ||
| IShares Russell 2000 ETF (2) | 218 | 33 |
| Total Trusts & Funds | 33 | |
| UTILITIES 3.7% | ||
| Electric Utilities 1.0% | ||
| ALLETE | 137 | 12 |
| El Paso Electric | 106 | 7 |
| Genie Energy, Class B (2) | 38 | — |
| MGE Energy | 92 | 7 |
| Otter Tail | 104 | 6 |
| PNM Resources | 217 | 11 |
| Portland General Electric | 237 | 13 |
| Spark Energy, Class A (2) | 36 | 1 |
| 57 | ||
| Gas Utilities 1.2% | ||
| Chesapeake Utilities | 42 | 4 |
| New Jersey Resources | 234 | 11 |
| Northwest Natural Holding | 80 | 6 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| ONE Gas | 138 | 13 |
| RGC Resources | 30 | 1 |
| South Jersey Industries | 244 | 8 |
| Southwest Gas Holdings | 144 | 13 |
| Spire | 131 | 11 |
| 67 | ||
| Independent Power & Renewable Electricity Producers 0.4% | ||
| Atlantic Power (1)(2) | 375 | 1 |
| Clearway Energy, Class A | 100 | 2 |
| Clearway Energy, Class C | 199 | 4 |
| Ormat Technologies | 104 | 8 |
| Pattern Energy Group, Class A | 231 | 6 |
| Sunnova Energy International (1)(2) | 35 | — |
| TerraForm Power, Class A | 191 | 3 |
| 24 | ||
| Multi-Utilities 0.6% | ||
| Avista | 173 | 8 |
| Black Hills | 159 | 12 |
| NorthWestern | 133 | 10 |
| Unitil | 40 | 3 |
| 33 | ||
| Water Utilities 0.5% | ||
| American States Water | 96 | 8 |
| AquaVenture Holdings (1) | 30 | 1 |
| Artesian Resources, Class A | 30 | 1 |
| Cadiz (1) | 59 | 1 |
| California Water Service Group | 127 | 7 |
| Connecticut Water Service | 34 | 2 |
| Consolidated Water, Class O | 40 | 1 |
| Global Water Resources | 43 | 1 |
| Middlesex Water | 43 | 3 |
| Pure Cycle (1) | 48 | — |
| SJW Group | 70 | 5 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | |||
| Shares/Par | $ Value | ||
| (Cost and value in $000s) | |||
| York Water | 33 | 1 | |
| 31 | |||
| Total Utilities | 212 | ||
| Total Common Stocks (Cost $4,537) | 5,136 | ||
| SHORT-TERM INVESTMENTS 12.0% | |||
| Money Market Funds 11.3% | |||
| T. Rowe Price Government Reserve Fund, 2.00% (4)(5) | 660,609 | 660 | |
| 660 | |||
| U.S. Treasury Obligations 0.7% | |||
| U.S. Treasury Bills, 2.15%, 11/7/19 (6) | 40,000 | 40 | |
| 40 | |||
| Total Short-Term Investments (Cost $701) | 700 | ||
| SECURITIES LENDING COLLATERAL 13.5% | |||
| Investments in a Pooled Account through Securities Lending | |||
| Program with State Street Bank and Trust Company 13.5% | |||
| Short-Term Funds 13.5% | |||
| T. Rowe Price Short-Term Fund, 2.07% (4)(5) | 78,401 | 784 | |
| Total Investments in a Pooled Account through Securities Lending Program with | |||
| State Street Bank and Trust Company | 784 | ||
| Total Securities Lending Collateral (Cost $784) | 784 | ||
| Total Investments in Securities 113.9% | |||
| (Cost $6,022) | $ | 6,620 | |
| Other Assets Less Liabilities (13.9)% | (810) | ||
| Net Assets 100.0% | $ | 5,810 | |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE SMALL-CAP INDEX FUND | ||
| ‡ | Shares/Par and Notional Amount are denominated in U.S. dollars unless | |
| otherwise noted. | ||
| (1) | Non-income producing | |
| (2) | All or a portion of this security is on loan at September 30, 2019. | |
| (3) | Level 3 in fair value hierarchy. | |
| (4) | Seven-day yield | |
| (5) | Affiliated Companies | |
| (6) | At September 30, 2019, all or a portion of this security is pledged as collateral | |
| and/or margin deposit to cover future funding obligations. | ||
| CVR | Contingent Value Rights | |
| ETF | Exchange-Traded Fund | |
| REIT | A domestic Real Estate Investment Trust whose distributions pass-through | |
| with original tax character to the shareholder | ||
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE SMALL-CAP INDEX FUND | |||||||||
| FUTURES CONTRACTS | |||||||||
| ($ | 000 s) | ||||||||
| Value and | |||||||||
| Expiration | Notional | Unrealized Gain | |||||||
| Date | Amount | (Loss) | |||||||
| Long, 9 Russell 2000 E-Mini Index contracts | 12/19 | $ | 686 | $ | (26) | ||||
| Net payments (receipts) of variation margin to date | 26 | ||||||||
| Variation margin receivable (payable) on open futures contracts | $ | — | |||||||
| The accompanying notes are an integral part of this Portfolio of Investments. | |||||||||
T. ROWE PRICE SMALL-CAP INDEX FUND
Affiliated Companies
($000s)
The fund may invest in certain securities that are considered affiliated companies. As defined
by the 1940 Act, an affiliated company is one in which the fund owns 5% or more of the
outstanding voting securities, or a company that is under common ownership or control. The
following securities were considered affiliated companies for all or some portion of the nine
months ended September 30, 2019. Net realized gain (loss), investment income, change in net
unrealized gain/loss, and purchase and sales cost reflect all activity for the period then ended.
| Change in Net | ||||||||
| Net Realized Gain | Unrealized | Investment | ||||||
| Affiliate | (Loss) | Gain/Loss | Income | |||||
| T. Rowe Price Government | ||||||||
| Reserve Fund | $ | — | $ | — | $ | 12 | ||
| T. Rowe Price Short-Term Fund | — | — | —++ | |||||
| Totals | $ | —# | $ | — | $ | 12+ | ||
| Supplementary Investment Schedule | ||||||||
| Value | Purchase | Sales | Value | |||||
| Affiliate | 12/31/18 | Cost | Cost | 9/30/19 | ||||
| T. Rowe Price Government | ||||||||
| Reserve Fund | $ | 552 | ¤ | ¤ $ | 660 | |||
| T. Rowe Price Short-Term | ||||||||
| Fund | 603 | ¤ | ¤ | 784 | ||||
| $ | 1,444^ | |||||||
# Capital gain distributions from mutual funds represented $0 of the net realized gain (loss).
++ Excludes earnings on securities lending collateral, which are subject to rebates and fees.
+ Investment income comprised $12 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 $1,444.
The accompanying notes are an integral part of this Portfolio of Investments.
T. ROWE PRICE SMALL-CAP INDEX FUND
Unaudited
NOTES TO PORTFOLIO OF
INVESTMENTS
T. Rowe Price Small-Cap Index Fund (the fund) is registered under the Investment Company Act of 1940 (the 1940 Act)
as an open-end management investment company and follows accounting and reporting guidance of the Financial
Accounting Standards Board Accounting Standards Codification Topic 946. The accompanying Portfolio of Investments
was prepared in accordance with accounting principles generally accepted in the United States of America (GAAP). For
additional information on the fund’s significant accounting policies and investment related disclosures, please refer to the
fund’s most recent semiannual or annual shareholder report and its prospectus.
VALUATION
The fund’s financial instruments are valued at the close of the New York Stock Exchange (NYSE), normally 4 p.m. ET,
each day the NYSE is open for business.
Fair Value The fund’s financial instruments are reported at fair value, which GAAP defines as the price that would be
received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the
measurement date. The T. Rowe Price Valuation Committee (the Valuation Committee) is an internal committee that
has been delegated certain responsibilities by the fund’s Board of Directors (the Board) to ensure that financial
instruments are appropriately priced at fair value in accordance with GAAP and the 1940 Act. Subject to oversight by
the Board, the Valuation Committee develops and oversees pricing-related policies and procedures and approves all fair
value determinations. Specifically, the Valuation Committee establishes procedures to value securities; determines
pricing techniques, sources, and persons eligible to effect fair value pricing actions; oversees the selection, services, and
performance of pricing vendors; oversees valuation-related business continuity practices; and provides guidance on
internal controls and valuation-related matters. The Valuation Committee reports to the Board and has representation
from legal, portfolio management and trading, operations, risk management, and the fund’s treasurer.
Various valuation techniques and inputs are used to determine the fair value of financial instruments. GAAP
establishes the following fair value hierarchy that categorizes the inputs used to measure fair value:
Level 1 - quoted prices (unadjusted) in active markets for identical financial instruments that the fund can access at
the reporting date
Level 2 - inputs other than Level 1 quoted prices that are observable, either directly or indirectly (including, but not
limited to, quoted prices for similar financial instruments in active markets, quoted prices for identical or
similar financial instruments in inactive markets, interest rates and yield curves, implied volatilities, and
credit spreads)
Level 3 - unobservable inputs
Observable inputs are developed using market data, such as publicly available information about actual events or
transactions, and reflect the assumptions that market participants would use to price the financial instrument.
Unobservable inputs are those for which market data are not available and are developed using the best information
available about the assumptions that market participants would use to price the financial instrument. GAAP requires
valuation techniques to maximize the use of relevant observable inputs and minimize the use of unobservable inputs.
When multiple inputs are used to derive fair value, the financial instrument is assigned to the level within the fair value
hierarchy based on the lowest-level input that is significant to the fair value of the financial instrument. Input levels are
not necessarily an indication of the risk or liquidity associated with financial instruments at that level but rather the
degree of judgment used in determining those values.
Valuation Techniques Equity securities listed or regularly traded on a securities exchange or in the over-the-counter
(OTC) market are valued at the last quoted sale price or, for certain markets, the official closing price at the time the
valuations are made. OTC Bulletin Board securities are valued at the mean of the closing bid and asked prices. A
security that is listed or traded on more than one exchange is valued at the quotation on the exchange determined to be
the primary market for such security. Listed securities not traded on a particular day are valued at the mean of the
closing bid and asked prices. Actively traded equity securities listed on a domestic exchange generally are categorized in
T. ROWE PRICE SMALL-CAP INDEX FUND
Level 1 of the fair value hierarchy. OTC Bulletin Board securities, certain preferred securities, and equity securities
traded in inactive markets generally are categorized in Level 2 of the fair value hierarchy.
Debt securities generally are traded in the OTC market and are valued at prices furnished by dealers who make markets
in such securities or by an independent pricing service, which considers the yield or price of bonds of comparable
quality, coupon, maturity, and type, as well as prices quoted by dealers who make markets in such securities. Generally,
debt securities are categorized in Level 2 of the fair value hierarchy ; however, to the extent the valuations include
significant unobservable inputs, the securities would be categorized in Level 3.
Investments in mutual funds are valued at the mutual fund’s closing NAV per share on the day of valuation and are
categorized in Level 1 of the fair value hierarchy. Financial futures contracts are valued at closing settlement prices and
are categorized in Level 1 of the fair value hierarchy.
Thinly traded financial instruments and those for which the above valuation procedures are inappropriate or are
deemed not to reflect fair value are stated at fair value as determined in good faith by the Valuation Committee. The
objective of any fair value pricing determination is to arrive at a price that could reasonably be expected from a current
sale. Financial instruments fair valued by the Valuation Committee are primarily private placements, restricted
securities, warrants, rights, and other securities that are not publicly traded.
Subject to oversight by the Board, the Valuation Committee regularly makes good faith judgments to establish and
adjust the fair valuations of certain securities as events occur and circumstances warrant. For instance, in determining
the fair value of an equity investment with limited market activity, such as a private placement or a thinly traded public
company stock, the Valuation Committee considers a variety of factors, which may include, but are not limited to, the
issuer’s business prospects, its financial standing and performance, recent investment transactions in the issuer, new
rounds of financing, negotiated transactions of significant size between other investors in the company, relevant market
valuations of peer companies, strategic events affecting the company, market liquidity for the issuer, and general
economic conditions and events. In consultation with the investment and pricing teams, the Valuation Committee will
determine an appropriate valuation technique based on available information, which may include both observable and
unobservable inputs. The Valuation Committee typically will afford greatest weight to actual prices in arm’s length
transactions, to the extent they represent orderly transactions between market participants, transaction information can
be reliably obtained, and prices are deemed representative of fair value. However, the Valuation Committee may also
consider other valuation methods such as market-based valuation multiples; a discount or premium from market value
of a similar, freely traded security of the same issuer; or some combination. Fair value determinations are reviewed on a
regular basis and updated as information becomes available, including actual purchase and sale transactions of the
issue. Because any fair value determination involves a significant amount of judgment, there is a degree of subjectivity
inherent in such pricing decisions, and fair value prices determined by the Valuation Committee could differ from
those of other market participants. Depending on the relative significance of unobservable inputs, including the
valuation technique(s) used, fair valued securities may be categorized in Level 2 or 3 of the fair value hierarchy.
Valuation Inputs The following table summarizes the fund’s financial instruments, based on the inputs used to
determine their fair values on September 30, 2019 (for further detail by category, please refer to the accompanying
Portfolio of Investments):
| ($000s) | Level 1 | Level 2 | Level 3 | Total Value | |||
| Assets | |||||||
| Common Stocks | $ | 5,136$ | — $ | — $ | 5,136 | ||
| Short-Term Investments | 660 | 40 | — | 700 | |||
| Securities Lending Collateral | 784 | — | — | 784 | |||
| Total Securities | 6,580 | 40 | — | 6,620 | |||
| Futures Contracts | — | — | — | — | |||
| Total | $ | 6,580$ | 40$ | — $ | 6,620 | ||
T. ROWE PRICE SMALL-CAP INDEX FUND
Following is a reconciliation of the fund’s Level 3 holdings for the period ended September 30, 2019. Gain (loss) reflects
both realized and change in unrealized gain/loss on Level 3 holdings during the period, if any. The change in unrealized
gain/loss on Level 3 instruments held at September 30, 2019, totaled less than $1,000 for the period ended September
30, 2019.
| ($ | 000 s) | |||||||
| Beginning | Gain (Loss) | Ending | ||||||
| Balance | During | Total | Balance | |||||
| 1/1/19 | Period | Purchases | Total Sales | 9/30/19 | ||||
| Investment in Securities | ||||||||
| Common Stocks | $ | — $ | — $ | — $ | — $ | — | ||