T.

ROWE

PRICE

Small-Cap

Index

Fund

March

31,

2022

(Unaudited)

1

Portfolio

of

Investments

‡

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

COMMON

STOCKS

99.4%

COMMUNICATION

SERVICES

3.2%

Diversified

Telecommunication

Services

0.6%

Anterix (1)

417‌

24‌

ATN

International 

371‌

15‌

Bandwidth,

Class

A (1)

802‌

26‌

Cogent

Communications

Holdings 

1,605‌

106‌

Consolidated

Communications

Holdings (1)

2,697‌

16‌

EchoStar,

Class

A (1)

1,382‌

34‌

Globalstar (1)(2)

21,802‌

32‌

IDT,

Class

B (1)

511‌

17‌

Iridium

Communications (1)

4,364‌

176‌

Liberty

Latin

America,

Class

A (1)

1,488‌

14‌

Liberty

Latin

America,

Class

C (1)

5,628‌

54‌

Ooma (1)

771‌

12‌

Radius

Global

Infrastructure,

Class

A (1)

2,636‌

38‌

Telesat (1)

251‌

4‌

568‌

Entertainment

0.8%

AMC

Entertainment

Holdings,

Class

A (1)(2)

18,794‌

463‌

Chicken

Soup

For

The

Soul

Entertainment (1)(2)

276‌

2‌

Cinemark

Holdings (1)(2)

3,957‌

69‌

CuriosityStream (1)

1,095‌

3‌

Eros

STX

Global (1)(2)

560‌

2‌

IMAX (1)

1,832‌

35‌

Liberty

Braves,

Class

A (1)

1,323‌

37‌

Liberty

Braves,

Class

C (1)(2)

356‌

10‌

Lions

Gate

Entertainment,

Class

A (1)

2,153‌

35‌

Lions

Gate

Entertainment,

Class

B (1)

4,313‌

65‌

LiveOne (1)

2,675‌

2‌

Madison

Square

Garden

Entertainment (1)

927‌

77‌

Marcus (1)

795‌

14‌

814‌

Interactive

Media

&

Services

0.6%

Cargurus (1)

3,470‌

147‌

Cars.com (1)

2,536‌

37‌

Eventbrite,

Class

A (1)

2,794‌

41‌

EverQuote,

Class

A (1)

716‌

12‌

fuboTV (1)(2)

4,936‌

32‌

Liberty

TripAdvisor

Holdings,

Class

A (1)

2,688‌

6‌

MediaAlpha,

Class

A (1)

764‌

13‌

Outbrain (1)

856‌

9‌

QuinStreet (1)

1,777‌

21‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

2

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Society

Pass (1)(2)

94‌

—‌

TrueCar (1)

3,354‌

13‌

Yelp (1)

2,568‌

88‌

Ziff

Davis (1)

1,585‌

153‌

572‌

Media

1.0%

Advantage

Solutions (1)(2)

2,734‌

18‌

AMC

Networks,

Class

A (1)

1,021‌

42‌

Audacy (1)

4,158‌

12‌

Boston

Omaha,

Class

A (1)

734‌

19‌

Cardlytics (1)(2)

1,145‌

63‌

Clear

Channel

Outdoor

Holdings (1)

13,130‌

45‌

comScore (1)

2,582‌

8‌

Daily

Journal (1)

47‌

15‌

Digital

Media

Solutions,

Class

A (1)

81‌

—‌

Emerald

Holding (1)

867‌

3‌

Entravision

Communications,

Class

A 

2,225‌

14‌

EW

Scripps,

Class

A (1)

2,072‌

43‌

Fluent (1)

1,969‌

4‌

Gannett (1)

5,129‌

23‌

Gray

Television 

3,163‌

70‌

Hemisphere

Media

Group (1)

645‌

3‌

iHeartMedia,

Class

A (1)

4,063‌

77‌

Integral

Ad

Science

Holding (1)

1,136‌

16‌

John

Wiley

&

Sons,

Class

A 

1,624‌

86‌

Magnite (1)

4,713‌

62‌

Media

General,

CVR (1)(3)

301‌

—‌

National

CineMedia 

2,141‌

5‌

Scholastic 

998‌

40‌

Sinclair

Broadcast

Group,

Class

A 

1,671‌

47‌

Stagwell (1)

2,232‌

16‌

TechTarget (1)

927‌

75‌

TEGNA 

8,096‌

181‌

Thryv

Holdings (1)

313‌

9‌

WideOpenWest (1)

1,913‌

33‌

1,029‌

Wireless

Telecommunication

Services

0.2%

Gogo (1)(2)

2,209‌

42‌

Shenandoah

Telecommunications 

1,777‌

42‌

Telephone

&

Data

Systems 

3,687‌

70‌

United

States

Cellular (1)

595‌

18‌

172‌

Total

Communication

Services

3,155‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

3

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

CONSUMER

DISCRETIONARY

10.0%

Auto

Components

1.1%

Adient (1)

3,447‌

141‌

American

Axle

&

Manufacturing

Holdings (1)

4,076‌

32‌

Cooper-Standard

Holdings (1)

639‌

6‌

Dana 

5,324‌

94‌

Dorman

Products (1)

932‌

89‌

Fox

Factory

Holding (1)

1,540‌

151‌

Gentherm (1)

1,181‌

86‌

Goodyear

Tire

&

Rubber (1)

10,042‌

143‌

LCI

Industries 

899‌

93‌

Modine

Manufacturing (1)

1,763‌

16‌

Motorcar

Parts

of

America (1)

702‌

12‌

Patrick

Industries 

791‌

48‌

Standard

Motor

Products 

718‌

31‌

Stoneridge (1)

966‌

20‌

Tenneco,

Class

A (1)

2,533‌

46‌

Visteon (1)

1,014‌

111‌

XL

Fleet (1)

4,222‌

8‌

XPEL (1)

616‌

32‌

1,159‌

Automobiles

0.2%

Arcimoto (1)(2)

989‌

7‌

Canoo (1)(2)

3,795‌

21‌

Fisker (1)(2)

5,966‌

77‌

Lordstown

Motors,

Class

A (1)(2)

5,672‌

19‌

Winnebago

Industries 

1,148‌

62‌

Workhorse

Group (1)(2)

5,635‌

28‌

214‌

Distributors

0.0%

Funko,

Class

A (1)

1,016‌

18‌

Greenlane

Holdings,

Class

A (1)(2)

2,017‌

1‌

19‌

Diversified

Consumer

Services

0.7%

2U (1)(2)

2,696‌

36‌

Adtalem

Global

Education (1)

1,825‌

54‌

American

Public

Education (1)

664‌

14‌

Carriage

Services 

571‌

30‌

Coursera (1)

2,649‌

61‌

European

Wax

Center,

Class

A (1)

511‌

15‌

Graham

Holdings,

Class

B 

135‌

83‌

Houghton

Mifflin

Harcourt (1)

4,686‌

99‌

Laureate

Education,

Class

A 

3,597‌

43‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

4

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

OneSpaWorld

Holdings (1)

1,976‌

20‌

Perdoceo

Education (1)

2,518‌

29‌

PowerSchool

Holdings,

Class

A (1)

1,608‌

27‌

Regis (1)(2)

1,559‌

3‌

StoneMor (1)

1,273‌

3‌

Strategic

Education 

850‌

56‌

Stride (1)

1,545‌

56‌

Udemy (1)

515‌

6‌

Vivint

Smart

Home (1)

3,266‌

22‌

WW

International (1)

1,932‌

20‌

677‌

Hotels,

Restaurants

&

Leisure

2.4%

Accel

Entertainment (1)

2,017‌

25‌

Bally's (1)

1,170‌

36‌

Biglari

Holdings,

Class

B (1)

38‌

5‌

BJ's

Restaurants (1)

802‌

23‌

Bloomin'

Brands 

3,236‌

71‌

Bluegreen

Vacations

Holding (1)

554‌

16‌

Brinker

International (1)

1,581‌

60‌

Carrols

Restaurant

Group 

1,137‌

3‌

Century

Casinos (1)

960‌

11‌

Cheesecake

Factory (1)

1,732‌

69‌

Chuy's

Holdings (1)

759‌

20‌

Cracker

Barrel

Old

Country

Store 

871‌

103‌

Dave

&

Buster's

Entertainment (1)

1,556‌

76‌

Denny's (1)

2,227‌

32‌

Dine

Brands

Global 

577‌

45‌

Drive

Shack (1)(2)

3,825‌

6‌

El

Pollo

Loco

Holdings (1)

660‌

8‌

Esports

Technologies (1)

457‌

3‌

Everi

Holdings (1)

3,167‌

67‌

F45

Training

Holdings (1)

1,118‌

12‌

Fiesta

Restaurant

Group (1)

659‌

5‌

First

Watch

Restaurant

Group (1)(2)

428‌

6‌

Full

House

Resorts (1)

1,170‌

11‌

GAN (1)

1,358‌

7‌

Golden

Entertainment (1)

590‌

34‌

Golden

Nugget

Online

Gaming (1)

1,542‌

11‌

Hall

of

Fame

Resort

&

Entertainment (1)(2)

2,806‌

3‌

Hilton

Grand

Vacations (1)

3,121‌

162‌

International

Game

Technology (2)

3,647‌

90‌

Jack

in

the

Box (2)

746‌

70‌

Krispy

Kreme (2)

3,100‌

46‌

Kura

Sushi

USA,

Class

A (1)

159‌

9‌

Life

Time

Group

Holdings (1)

1,386‌

20‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

5

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Lindblad

Expeditions

Holdings (1)

1,119‌

17‌

Monarch

Casino

&

Resort (1)

451‌

39‌

Nathan's

Famous 

93‌

5‌

NEOGAMES (1)

424‌

7‌

Noodles (1)

1,413‌

8‌

ONE

Group

Hospitality (1)

735‌

8‌

Papa

John's

International 

1,211‌

127‌

PlayAGS (1)

984‌

7‌

Portillo's,

Class

A (1)

874‌

21‌

RCI

Hospitality

Holdings 

312‌

19‌

Red

Robin

Gourmet

Burgers (1)

594‌

10‌

Red

Rock

Resorts,

Class

A 

1,992‌

97‌

Rush

Street

Interactive (1)

1,930‌

14‌

Ruth's

Hospitality

Group 

1,220‌

28‌

Scientific

Games (1)

3,486‌

205‌

SeaWorld

Entertainment (1)

1,874‌

140‌

Shake

Shack,

Class

A (1)

1,320‌

90‌

Sweetgreen,

Class

A (1)(2)

435‌

14‌

Target

Hospitality (1)

987‌

6‌

Texas

Roadhouse 

2,585‌

216‌

Wingstop 

1,094‌

128‌

Xponential

Fitness,

Class

A (1)

452‌

11‌

2,382‌

Household

Durables

1.6%

Aterian (1)(2)

1,166‌

3‌

Bassett

Furniture

Industries 

314‌

5‌

Beazer

Homes

USA (1)

1,032‌

16‌

Cavco

Industries (1)

336‌

81‌

Century

Communities 

1,089‌

58‌

Ethan

Allen

Interiors 

798‌

21‌

Flexsteel

Industries 

286‌

6‌

GoPro,

Class

A (1)

4,695‌

40‌

Green

Brick

Partners (1)

1,114‌

22‌

Hamilton

Beach

Brands

Holding,

Class

A 

272‌

3‌

Helen

of

Troy (1)

880‌

172‌

Hooker

Furnishings 

386‌

7‌

Hovnanian

Enterprises,

Class

A (1)

171‌

10‌

Installed

Building

Products 

838‌

71‌

iRobot (1)

932‌

59‌

KB

Home 

2,920‌

95‌

Landsea

Homes (1)

353‌

3‌

La-Z-Boy 

1,632‌

43‌

Legacy

Housing (1)

265‌

6‌

LGI

Homes (1)

792‌

77‌

Lifetime

Brands 

447‌

6‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

6

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Lovesac (1)

471‌

25‌

M/I

Homes (1)

1,007‌

45‌

MDC

Holdings 

2,130‌

81‌

Meritage

Homes (1)

1,348‌

107‌

Purple

Innovation (1)(2)

2,110‌

12‌

Skyline

Champion (1)

1,961‌

108‌

Snap

One

Holdings (1)(2)

631‌

9‌

Sonos (1)(2)

4,720‌

133‌

Taylor

Morrison

Home (1)

4,318‌

118‌

Traeger (1)(2)

1,215‌

9‌

Tri

Pointe

Homes (1)

4,041‌

81‌

Tupperware

Brands (1)(2)

1,809‌

35‌

Universal

Electronics (1)

429‌

13‌

VOXX

International (1)

495‌

5‌

Vuzix (1)(2)

2,157‌

14‌

Weber,

Class

A (2)

766‌

8‌

1,607‌

Internet

&

Direct

Marketing

Retail

0.4%

1-800-Flowers.com,

Class

A (1)

1,016‌

13‌

1stdibs.com (1)

684‌

5‌

aka

Brands

Holding (1)

385‌

2‌

CarParts.com (1)

1,691‌

11‌

Duluth

Holdings,

Class

B (1)

398‌

5‌

Groupon (1)(2)

903‌

17‌

Lands'

End (1)

549‌

9‌

Liquidity

Services (1)

912‌

16‌

Lulu's

Fashion

Lounge

Holdings (1)

173‌

1‌

Overstock.com (1)(2)

1,615‌

71‌

PetMed

Express (2)

700‌

18‌

Porch

Group (1)(2)

2,723‌

19‌

Quotient

Technology (1)

3,209‌

21‌

RealReal (1)(2)

2,835‌

21‌

Rent

the

Runway,

Class

A (1)

712‌

5‌

Revolve

Group (1)

1,271‌

68‌

Shutterstock 

831‌

77‌

Stitch

Fix,

Class

A (1)

2,933‌

30‌

Xometry,

Class

A (1)

870‌

32‌

441‌

Leisure

Products

0.5%

Acushnet

Holdings 

1,292‌

52‌

American

Outdoor

Brands (1)

503‌

7‌

AMMO (1)(2)

3,120‌

15‌

Callaway

Golf (1)

4,182‌

98‌

Clarus 

948‌

21‌

Escalade 

457‌

6‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

7

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Genius

Brands

International (1)(2)

9,601‌

10‌

Johnson

Outdoors,

Class

A 

203‌

16‌

Latham

Group (1)

1,610‌

21‌

Malibu

Boats,

Class

A (1)

721‌

42‌

Marine

Products 

264‌

3‌

MasterCraft

Boat

Holdings (1)

696‌

17‌

Nautilus (1)

1,111‌

4‌

Smith

&

Wesson

Brands 

1,774‌

27‌

Solo

Brands,

Class

A (1)(2)

550‌

5‌

Sturm

Ruger 

603‌

42‌

Vista

Outdoor (1)

2,041‌

73‌

459‌

Multiline

Retail

0.4%

Big

Lots (2)

1,065‌

37‌

Dillard's,

Class

A 

201‌

54‌

Franchise

Group 

988‌

41‌

Macy's 

11,031‌

268‌

400‌

Specialty

Retail

2.1%

Aaron's 

1,123‌

23‌

Abercrombie

&

Fitch,

Class

A (1)

2,073‌

66‌

Academy

Sports

&

Outdoors 

2,885‌

114‌

American

Eagle

Outfitters (2)

5,596‌

94‌

America's

Car-Mart (1)

199‌

16‌

Arko 

3,037‌

28‌

Asbury

Automotive

Group (1)

848‌

136‌

Barnes

&

Noble

Education (1)

1,613‌

6‌

Bed

Bath

&

Beyond (1)(2)

3,516‌

79‌

Big

5

Sporting

Goods (2)

737‌

13‌

Boot

Barn

Holdings (1)

1,067‌

101‌

Buckle 

1,121‌

37‌

Caleres 

1,399‌

27‌

Camping

World

Holdings,

Class

A (2)

1,556‌

43‌

CarLotz (1)

3,235‌

4‌

Cato,

Class

A 

744‌

11‌

Chico's

FAS (1)

4,492‌

22‌

Children's

Place (1)

483‌

24‌

Citi

Trends (1)(2)

284‌

9‌

Conn's (1)(2)

697‌

11‌

Container

Store

Group (1)

1,132‌

9‌

Designer

Brands,

Class

A (1)

2,246‌

30‌

Genesco (1)

505‌

32‌

Group

1

Automotive 

607‌

102‌

GrowGeneration (1)(2)

2,042‌

19‌

Guess? 

1,519‌

33‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

8

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Haverty

Furniture (2)

602‌

16‌

Hibbett 

484‌

21‌

JOANN (2)

419‌

5‌

Kirkland's (1)(2)

457‌

4‌

Lazydays

Holdings (1)(2)

346‌

7‌

LL

Flooring

Holdings (1)

1,084‌

15‌

MarineMax (1)

725‌

29‌

Monro 

1,251‌

55‌

Murphy

USA 

852‌

170‌

National

Vision

Holdings (1)

3,033‌

132‌

ODP (1)

1,637‌

75‌

OneWater

Marine,

Class

A 

352‌

12‌

Party

City

Holdco (1)

3,895‌

14‌

Rent-A-Center 

2,367‌

60‌

Sally

Beauty

Holdings (1)

4,001‌

63‌

Shift

Technologies (1)(2)

2,113‌

5‌

Shoe

Carnival 

626‌

18‌

Signet

Jewelers 

1,970‌

143‌

Sleep

Number (1)

770‌

39‌

Sonic

Automotive,

Class

A 

743‌

32‌

Sportsman's

Warehouse

Holdings (1)

1,549‌

17‌

Tilly's,

Class

A 

799‌

7‌

Torrid

Holdings (1)(2)

749‌

5‌

TravelCenters

of

America (1)

424‌

18‌

Urban

Outfitters (1)

2,535‌

64‌

Winmark 

123‌

27‌

Zumiez (1)

733‌

28‌

2,170‌

Textiles,

Apparel

&

Luxury

Goods

0.6%

Crocs (1)

2,149‌

164‌

Fossil

Group (1)

1,691‌

16‌

G-III

Apparel

Group (1)

1,556‌

42‌

Kontoor

Brands 

1,930‌

80‌

Movado

Group 

536‌

21‌

Oxford

Industries 

560‌

51‌

PLBY

Group (1)

1,050‌

14‌

Rocky

Brands 

253‌

11‌

Steven

Madden 

2,958‌

114‌

Superior

Group 

443‌

8‌

Unifi (1)

540‌

10‌

Vera

Bradley (1)

1,068‌

8‌

Wolverine

World

Wide 

2,987‌

67‌

606‌

Total

Consumer

Discretionary

10,134‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

9

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

CONSUMER

STAPLES

3.5%

Beverages

0.4%

Celsius

Holdings (1)(2)

2,010‌

111‌

Coca-Cola

Consolidated 

167‌

83‌

Duckhorn

Portfolio (1)

1,280‌

23‌

MGP

Ingredients (2)

502‌

43‌

National

Beverage 

907‌

39‌

Primo

Water 

5,755‌

82‌

Zevia

PBC,

Class

A (1)

381‌

2‌

383‌

Food

&

Staples

Retailing

1.2%

Andersons 

1,104‌

56‌

BJ's

Wholesale

Club

Holdings (1)

5,048‌

341‌

Chefs'

Warehouse (1)

1,110‌

36‌

HF

Foods

Group (1)

1,388‌

9‌

Ingles

Markets,

Class

A 

497‌

44‌

MedAvail

Holdings (1)

1,085‌

1‌

Natural

Grocers

by

Vitamin

Cottage 

381‌

7‌

Performance

Food

Group (1)

5,571‌

284‌

PriceSmart 

866‌

68‌

Rite

Aid (1)(2)

2,035‌

18‌

SpartanNash 

1,274‌

42‌

Sprouts

Farmers

Market (1)

4,099‌

131‌

United

Natural

Foods (1)

2,143‌

89‌

Village

Super

Market,

Class

A 

361‌

9‌

Weis

Markets 

583‌

42‌

1,177‌

Food

Products

1.0%

AppHarvest (1)(2)

2,546‌

14‌

B&G

Foods 

2,367‌

64‌

Calavo

Growers 

620‌

22‌

Cal-Maine

Foods 

1,539‌

85‌

Fresh

Del

Monte

Produce 

1,186‌

31‌

Hostess

Brands (1)

5,071‌

111‌

J

&

J

Snack

Foods 

540‌

84‌

John

B.

Sanfilippo

&

Son 

321‌

27‌

Laird

Superfood (1)

194‌

1‌

Lancaster

Colony 

689‌

103‌

Landec (1)

996‌

11‌

Limoneira 

640‌

9‌

Mission

Produce (1)

1,331‌

17‌

Sanderson

Farms 

736‌

138‌

Seneca

Foods,

Class

A (1)

206‌

11‌

Simply

Good

Foods (1)

3,117‌

118‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

10

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Sovos

Brands (1)

981‌

14‌

Tattooed

Chef (1)(2)

1,760‌

22‌

Tootsie

Roll

Industries (2)

579‌

20‌

TreeHouse

Foods (1)

1,940‌

62‌

Utz

Brands (2)

2,170‌

32‌

Vita

Coco (1)

429‌

4‌

Vital

Farms (1)

862‌

11‌

Whole

Earth

Brands (1)

1,358‌

10‌

1,021‌

Household

Products

0.2%

Central

Garden

&

Pet (1)

350‌

15‌

Central

Garden

&

Pet,

Class

A (1)

1,408‌

58‌

Energizer

Holdings 

2,401‌

74‌

Oil-Dri 

189‌

5‌

WD-40 

495‌

91‌

243‌

Personal

Products

0.6%

Beauty

Health (1)(2)

3,203‌

54‌

BellRing

Brands (1)

4,094‌

95‌

Edgewell

Personal

Care 

2,018‌

74‌

elf

Beauty (1)

1,781‌

46‌

Honest (1)

3,116‌

16‌

Inter

Parfums 

620‌

55‌

Medifast 

417‌

71‌

Nature's

Sunshine

Products (1)

441‌

7‌

NewAge (1)

5,520‌

3‌

Nu

Skin

Enterprises,

Class

A 

1,854‌

89‌

Revlon,

Class

A (1)

261‌

2‌

Thorne

HealthTech (1)

400‌

3‌

USANA

Health

Sciences (1)

429‌

34‌

Veru (1)

2,268‌

11‌

560‌

Tobacco

0.1%

22nd

Century

Group (1)(2)

5,786‌

13‌

Turning

Point

Brands 

484‌

17‌

Universal 

847‌

49‌

Vector

Group 

5,287‌

64‌

143‌

Total

Consumer

Staples

3,527‌

ENERGY

6.6%

Energy

Equipment

&

Services

1.2%

Archrock 

4,910‌

45‌

Bristow

Group (1)

842‌

31‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

11

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Cactus,

Class

A 

1,970‌

112‌

ChampionX (1)

7,349‌

180‌

DMC

Global (1)

667‌

20‌

Dril-Quip (1)

1,237‌

46‌

Expro

Group (1)

1,731‌

31‌

Helix

Energy

Solutions

Group (1)

5,110‌

24‌

Helmerich

&

Payne 

3,729‌

160‌

Liberty

Oilfield

Services,

Class

A (1)

3,376‌

50‌

Nabors

Industries (1)

263‌

40‌

National

Energy

Services

Reunited (1)

1,478‌

12‌

Newpark

Resources (1)

3,212‌

12‌

NexTier

Oilfield

Solutions (1)

6,305‌

58‌

Oceaneering

International (1)

3,568‌

54‌

Oil

States

International (1)

2,144‌

15‌

Patterson-UTI

Energy 

6,778‌

105‌

ProPetro

Holding (1)

3,151‌

44‌

RPC (1)

2,548‌

27‌

Select

Energy

Services,

Class

A (1)

2,284‌

20‌

Solaris

Oilfield

Infrastructure,

Class

A 

1,217‌

14‌

TETRA

Technologies (1)

4,431‌

18‌

Tidewater (1)

1,497‌

33‌

U.S.

Silica

Holdings (1)

2,730‌

51‌

1,202‌

Oil,

Gas

&

Consumable

Fuels

5.4%

Aemetis (1)

958‌

12‌

Alto

Ingredients (1)

2,699‌

18‌

Antero

Resources (1)

10,438‌

319‌

Arch

Resources (2)

556‌

76‌

Berry 

2,433‌

25‌

Brigham

Minerals,

Class

A 

1,629‌

42‌

California

Resources 

2,974‌

133‌

Callon

Petroleum (1)

1,803‌

106‌

Centennial

Resource

Development,

Class

A (1)

6,699‌

54‌

Centrus

Energy,

Class

A (1)

345‌

12‌

Chesapeake

Energy (2)

3,817‌

332‌

Civitas

Resources 

1,634‌

98‌

Clean

Energy

Fuels (1)

5,683‌

45‌

CNX

Resources (1)

7,289‌

151‌

Comstock

Resources (1)

3,328‌

43‌

CONSOL

Energy (1)

1,225‌

46‌

Crescent

Energy,

Class

A (2)

1,097‌

19‌

CVR

Energy 

1,079‌

28‌

Delek

U.S.

Holdings (1)

2,445‌

52‌

Denbury (1)

1,886‌

148‌

DHT

Holdings 

5,070‌

29‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

12

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Dorian

LPG 

1,164‌

17‌

Earthstone

Energy,

Class

A (1)

1,156‌

15‌

Energy

Fuels (1)(2)

5,693‌

52‌

Equitrans

Midstream 

14,947‌

126‌

Falcon

Minerals 

1,566‌

11‌

Frontline (1)

4,472‌

39‌

Gevo (1)(2)

7,235‌

34‌

Golar

LNG (1)

3,724‌

92‌

Green

Plains (1)

1,764‌

55‌

HighPeak

Energy 

235‌

5‌

International

Seaways 

1,652‌

30‌

Kinetik

Holdings 

126‌

8‌

Kosmos

Energy (1)

16,326‌

117‌

Laredo

Petroleum (1)

462‌

37‌

Magnolia

Oil

&

Gas,

Class

A 

5,283‌

125‌

Matador

Resources 

4,002‌

212‌

Murphy

Oil 

5,365‌

217‌

Nordic

American

Tankers 

6,122‌

13‌

Northern

Oil

&

Gas 

2,254‌

64‌

Oasis

Petroleum 

720‌

105‌

Ovintiv 

9,572‌

518‌

Par

Pacific

Holdings (1)

1,584‌

21‌

PBF

Energy,

Class

A (1)

3,546‌

86‌

PDC

Energy 

3,561‌

259‌

Peabody

Energy (1)

3,213‌

79‌

Range

Resources (1)

8,771‌

266‌

Ranger

Oil,

Class

A (1)

757‌

26‌

Renewable

Energy

Group (1)

1,679‌

102‌

REX

American

Resources (1)

187‌

19‌

Riley

Exploration

Permian 

373‌

9‌

Scorpio

Tankers 

1,799‌

38‌

SFL 

4,498‌

46‌

SM

Energy 

4,339‌

169‌

Southwestern

Energy (1)

37,060‌

266‌

Talos

Energy (1)

1,393‌

22‌

Teekay (1)

2,526‌

8‌

Teekay

Tankers,

Class

A (1)

896‌

12‌

Tellurian (1)

13,503‌

72‌

Uranium

Energy (1)(2)

9,619‌

44‌

Ur-Energy (1)

6,825‌

11‌

W&T

Offshore (1)

3,263‌

12‌

Whiting

Petroleum 

1,398‌

114‌

World

Fuel

Services 

2,262‌

61‌

5,422‌

Total

Energy

6,624‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

13

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

FINANCIALS

15.6%

Banks

8.7%

1st

Source 

625‌

29‌

Allegiance

Bancshares 

704‌

31‌

Amalgamated

Financial 

444‌

8‌

Amerant

Bancorp 

952‌

30‌

American

National

Bankshares 

368‌

14‌

Ameris

Bancorp 

2,457‌

108‌

Arrow

Financial 

460‌

15‌

Associated

Banc-Corp 

5,463‌

124‌

Atlantic

Union

Bankshares 

2,778‌

102‌

Banc

of

California 

1,981‌

38‌

BancFirst 

611‌

51‌

Bancorp (1)

1,923‌

55‌

Bank

First (2)

253‌

18‌

Bank

of

Marin

Bancorp 

530‌

19‌

Bank

of

NT

Butterfield

&

Son 

1,876‌

67‌

BankUnited 

3,116‌

137‌

Banner 

1,212‌

71‌

Bar

Harbor

Bankshares 

503‌

14‌

Berkshire

Hills

Bancorp 

1,803‌

52‌

Blue

Ridge

Bankshares 

657‌

10‌

Brookline

Bancorp 

2,818‌

45‌

Business

First

Bancshares 

644‌

16‌

Byline

Bancorp 

894‌

24‌

Cadence

Bank 

6,573‌

192‌

Cambridge

Bancorp 

234‌

20‌

Camden

National 

529‌

25‌

Capital

Bancorp 

277‌

6‌

Capital

City

Bank

Group 

534‌

14‌

Capstar

Financial

Holdings 

731‌

15‌

Carter

Bankshares (1)

949‌

17‌

Cathay

General

Bancorp 

2,663‌

119‌

CBTX 

652‌

20‌

Central

Pacific

Financial 

1,012‌

28‌

Citizens

&

Northern 

570‌

14‌

City

Holding 

524‌

41‌

Civista

Bancshares 

585‌

14‌

CNB

Financial 

611‌

16‌

Coastal

Financial (1)

378‌

17‌

Columbia

Banking

System 

2,881‌

93‌

Community

Bank

System 

1,987‌

139‌

Community

Trust

Bancorp 

558‌

23‌

ConnectOne

Bancorp 

1,309‌

42‌

CrossFirst

Bankshares (1)

1,676‌

26‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

14

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Customers

Bancorp (1)

1,076‌

56‌

CVB

Financial 

4,976‌

116‌

Dime

Community

Bancshares 

1,188‌

41‌

Eagle

Bancorp 

1,120‌

64‌

Eastern

Bankshares 

6,255‌

135‌

Enterprise

Bancorp 

328‌

13‌

Enterprise

Financial

Services 

1,228‌

58‌

Equity

Bancshares,

Class

A 

464‌

15‌

Farmers

National

Banc 

1,164‌

20‌

FB

Financial 

1,261‌

56‌

Fidelity

D&D

Bancorp 

119‌

6‌

Financial

Institutions 

581‌

18‌

First

Bancorp 

365‌

11‌

First

Bancorp

North

Carolina 

1,295‌

54‌

First

BanCorp

Puerto

Rico 

7,313‌

96‌

First

Bancshares 

729‌

25‌

First

Bank

New

Jersey 

589‌

8‌

First

Busey 

1,852‌

47‌

First

Commonwealth

Financial 

3,473‌

53‌

First

Community

Bankshares 

552‌

16‌

First

Financial 

381‌

17‌

First

Financial

Bancorp 

3,370‌

78‌

First

Financial

Bankshares 

4,778‌

211‌

First

Foundation 

1,864‌

45‌

First

Internet

Bancorp 

359‌

15‌

First

Interstate

BancSystem,

Class

A 

3,189‌

117‌

First

Merchants 

1,993‌

83‌

First

Mid

Bancshares 

596‌

23‌

First

of

Long

Island 

803‌

16‌

Five

Star

Bancorp 

430‌

12‌

Flushing

Financial 

1,054‌

24‌

Fulton

Financial 

5,846‌

97‌

German

American

Bancorp 

949‌

36‌

Glacier

Bancorp 

3,985‌

200‌

Great

Southern

Bancorp 

354‌

21‌

Guaranty

Bancshares 

272‌

10‌

Hancock

Whitney 

3,164‌

165‌

Hanmi

Financial 

1,129‌

28‌

HarborOne

Bancorp 

1,502‌

21‌

HBT

Financial 

350‌

6‌

Heartland

Financial

USA 

1,431‌

68‌

Heritage

Commerce 

2,096‌

24‌

Heritage

Financial 

1,223‌

31‌

Hilltop

Holdings 

2,297‌

68‌

Home

BancShares 

5,600‌

127‌

HomeStreet 

684‌

32‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

15

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

HomeTrust

Bancshares 

568‌

17‌

Hope

Bancorp 

4,195‌

67‌

Horizon

Bancorp 

1,512‌

28‌

Independent

Bank,

(MA) 

1,720‌

141‌

Independent

Bank,

(MI) 

782‌

17‌

Independent

Bank

Group 

1,336‌

95‌

International

Bancshares 

1,997‌

84‌

Investors

Bancorp 

8,392‌

125‌

Lakeland

Bancorp 

2,250‌

38‌

Lakeland

Financial 

866‌

63‌

Live

Oak

Bancshares 

1,206‌

61‌

Macatawa

Bank 

926‌

8‌

Mercantile

Bank 

527‌

19‌

Meta

Financial

Group 

1,036‌

57‌

Metrocity

Bankshares 

695‌

16‌

Metropolitan

Bank

Holding (1)

369‌

38‌

Mid

Penn

Bancorp 

485‌

13‌

Midland

States

Bancorp 

728‌

21‌

MidWestOne

Financial

Group 

545‌

18‌

MVB

Financial 

359‌

15‌

National

Bank

Holdings,

Class

A 

1,012‌

41‌

NBT

Bancorp 

1,565‌

57‌

Nicolet

Bankshares (1)

439‌

41‌

Northrim

BanCorp 

191‌

8‌

Northwest

Bancshares 

4,443‌

60‌

OceanFirst

Financial 

2,127‌

43‌

OFG

Bancorp 

1,812‌

48‌

Old

National

Bancorp 

10,777‌

177‌

Old

Second

Bancorp 

982‌

14‌

Origin

Bancorp 

792‌

34‌

Orrstown

Financial

Services 

443‌

10‌

Pacific

Premier

Bancorp 

3,414‌

121‌

Park

National 

528‌

69‌

Peapack-Gladstone

Financial 

599‌

21‌

Peoples

Bancorp 

939‌

29‌

Peoples

Financial

Services 

248‌

13‌

Preferred

Bank 

473‌

35‌

Premier

Financial 

1,301‌

39‌

Primis

Financial 

871‌

12‌

QCR

Holdings 

611‌

35‌

RBB

Bancorp 

560‌

13‌

Red

River

Bancshares 

157‌

8‌

Renasant 

1,942‌

65‌

Republic

Bancorp,

Class

A 

362‌

16‌

Republic

First

Bancorp (1)

1,632‌

8‌

S&T

Bancorp 

1,360‌

40‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

16

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Sandy

Spring

Bancorp 

1,589‌

71‌

Seacoast

Banking 

2,041‌

71‌

ServisFirst

Bancshares 

1,863‌

178‌

Sierra

Bancorp 

548‌

14‌

Silvergate

Capital,

Class

A (1)

1,022‌

154‌

Simmons

First

National,

Class

A 

4,026‌

106‌

SmartFinancial 

551‌

14‌

South

Plains

Financial 

353‌

9‌

Southern

First

Bancshares (1)

252‌

13‌

Southside

Bancshares 

1,185‌

48‌

SouthState 

2,814‌

230‌

Spirit

of

Texas

Bancshares 

512‌

13‌

Stock

Yards

Bancorp 

839‌

44‌

Summit

Financial

Group 

393‌

10‌

Texas

Capital

Bancshares (1)

1,897‌

109‌

Third

Coast

Bancshares (1)

205‌

5‌

Tompkins

Financial 

485‌

38‌

Towne

Bank 

2,484‌

74‌

TriCo

Bancshares 

967‌

39‌

TriState

Capital

Holdings (1)

1,094‌

36‌

Triumph

Bancorp (1)

868‌

82‌

Trustmark 

2,207‌

67‌

UMB

Financial 

1,644‌

160‌

United

Bankshares 

4,870‌

170‌

United

Community

Banks 

3,790‌

132‌

Univest

Financial 

1,067‌

29‌

Valley

National

Bancorp 

14,614‌

190‌

Veritex

Holdings 

1,689‌

64‌

Washington

Trust

Bancorp 

588‌

31‌

WesBanco 

2,167‌

74‌

West

BanCorp 

605‌

16‌

Westamerica

BanCorp 

906‌

55‌

8,786‌

Capital

Markets

1.5%

Artisan

Partners

Asset

Management,

Class

A 

2,117‌

83‌

AssetMark

Financial

Holdings (1)

671‌

15‌

Associated

Capital

Group,

Class

A 

61‌

2‌

B.

Riley

Financial 

705‌

49‌

BGC

Partners,

Class

A 

11,553‌

51‌

Blucora (1)

1,770‌

35‌

Brightsphere

Investment

Group 

1,139‌

28‌

Cohen

&

Steers 

884‌

76‌

Cowen,

Class

A 

930‌

25‌

Diamond

Hill

Investment

Group 

111‌

21‌

Donnelley

Financial

Solutions (1)

1,111‌

37‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

17

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Federated

Hermes,

Class

B 

3,404‌

116‌

Focus

Financial

Partners,

Class

A (1)

2,392‌

109‌

GAMCO

Investors,

Class

A 

148‌

3‌

GCM

Grosvenor,

Class

A 

1,644‌

16‌

Greenhill 

537‌

8‌

Hamilton

Lane,

Class

A 

1,240‌

96‌

Houlihan

Lokey 

1,901‌

167‌

Moelis,

Class

A 

2,271‌

107‌

Open

Lending,

Class

A (1)

3,815‌

72‌

Oppenheimer

Holdings,

Class

A 

308‌

13‌

Piper

Sandler 

638‌

84‌

PJT

Partners,

Class

A 

824‌

52‌

Pzena

Investment

Management,

Class

A 

572‌

5‌

Sculptor

Capital

Management 

775‌

11‌

StepStone

Group,

Class

A 

1,709‌

56‌

StoneX

Group (1)

619‌

46‌

Value

Line 

33‌

2‌

Virtus

Investment

Partners 

267‌

64‌

WisdomTree

Investments 

4,895‌

29‌

1,478‌

Consumer

Finance

0.7%

Atlanticus

Holdings (1)

174‌

9‌

Curo

Group

Holdings 

742‌

10‌

Encore

Capital

Group (1)

871‌

55‌

Enova

International (1)

1,364‌

52‌

EZCORP,

Class

A (1)

1,862‌

11‌

FirstCash

Holdings 

1,410‌

99‌

Green

Dot,

Class

A (1)

1,958‌

54‌

LendingClub (1)

3,642‌

57‌

LendingTree (1)

425‌

51‌

Navient 

5,529‌

94‌

Nelnet,

Class

A 

591‌

50‌

Oportun

Financial (1)

856‌

12‌

PRA

Group (1)

1,535‌

69‌

PROG

Holdings (1)

2,093‌

60‌

Regional

Management 

265‌

13‌

World

Acceptance (1)

154‌

30‌

726‌

Diversified

Financial

Services

0.1%

Alerus

Financial 

545‌

15‌

A-Mark

Precious

Metals 

320‌

25‌

Banco

Latinoamericano

de

Comercio

Exterior,

Class

E 

1,130‌

17‌

Cannae

Holdings (1)

3,120‌

75‌

132‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

18

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Insurance

1.9%

Ambac

Financial

Group (1)

1,600‌

17‌

American

Equity

Investment

Life

Holding 

3,034‌

121‌

American

National

Group 

280‌

53‌

AMERISAFE 

658‌

33‌

Argo

Group

International

Holdings 

1,198‌

49‌

Bright

Health

Group (1)(2)

9,620‌

19‌

BRP

Group,

Class

A (1)

1,747‌

47‌

Citizens (1)

1,827‌

8‌

CNO

Financial

Group 

4,435‌

111‌

Crawford,

Class

A 

544‌

4‌

Donegal

Group,

Class

A 

614‌

8‌

eHealth (1)

916‌

11‌

Employers

Holdings 

991‌

41‌

Enstar

Group (1)

450‌

118‌

Genworth

Financial,

Class

A (1)

18,443‌

70‌

Goosehead

Insurance,

Class

A 

629‌

49‌

Greenlight

Capital

Re,

Class

A (1)

986‌

7‌

HCI

Group 

189‌

13‌

Heritage

Insurance

Holdings 

896‌

6‌

Horace

Mann

Educators 

1,550‌

65‌

Investors

Title 

55‌

11‌

James

River

Group

Holdings 

1,358‌

34‌

Kinsale

Capital

Group 

787‌

179‌

Maiden

Holdings (1)

2,450‌

6‌

MBIA (1)

1,794‌

28‌

MetroMile (1)

3,854‌

5‌

National

Western

Life

Group,

Class

A 

99‌

21‌

NI

Holdings (1)

397‌

7‌

Palomar

Holdings (1)

855‌

55‌

ProAssurance 

1,972‌

53‌

RLI 

1,461‌

162‌

Safety

Insurance

Group 

512‌

46‌

Selective

Insurance

Group 

2,210‌

197‌

Selectquote (1)

4,776‌

13‌

SiriusPoint (1)

3,162‌

24‌

Stewart

Information

Services 

945‌

57‌

Tiptree 

863‌

11‌

Trean

Insurance

Group (1)

538‌

3‌

Trupanion (1)

1,393‌

124‌

United

Fire

Group 

722‌

22‌

United

Insurance

Holdings 

597‌

2‌

Universal

Insurance

Holdings 

960‌

13‌

1,923‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

19

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Mortgage

Real

Estate

Investment

Trusts

1.3%

AFC

Gamma,

REIT 

572‌

11‌

Angel

Oak

Mortgage,

REIT 

399‌

7‌

Apollo

Commercial

Real

Estate

Finance,

REIT 

5,158‌

72‌

Arbor

Realty

Trust,

REIT 

5,281‌

90‌

Ares

Commercial

Real

Estate,

REIT 

1,645‌

26‌

ARMOUR

Residential

REIT,

REIT (2)

3,313‌

28‌

Blackstone

Mortgage

Trust,

Class

A,

REIT 

5,745‌

183‌

BrightSpire

Capital,

REIT 

3,072‌

28‌

Broadmark

Realty

Capital,

REIT (2)

4,679‌

40‌

Chicago

Atlantic

Real

Estate

Finance 

211‌

4‌

Chimera

Investment,

REIT 

8,568‌

103‌

Dynex

Capital,

REIT (2)

1,352‌

22‌

Ellington

Financial,

REIT 

1,964‌

35‌

Franklin

BSP

Realty

Trust,

REIT 

1,304‌

18‌

Granite

Point

Mortgage

Trust,

REIT 

1,966‌

22‌

Great

Ajax,

REIT 

740‌

9‌

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

REIT (2)

2,814‌

133‌

Invesco

Mortgage

Capital,

REIT (2)

11,396‌

26‌

KKR

Real

Estate

Finance

Trust,

REIT 

1,312‌

27‌

Ladder

Capital,

REIT 

4,153‌

49‌

MFA

Financial,

REIT 

16,106‌

65‌

New

York

Mortgage

Trust,

REIT 

13,739‌

50‌

Orchid

Island

Capital,

REIT (2)

4,893‌

16‌

PennyMac

Mortgage

Investment

Trust,

REIT (2)

3,599‌

61‌

Ready

Capital,

REIT 

2,474‌

37‌

Redwood

Trust,

REIT 

4,200‌

44‌

TPG

RE

Finance

Trust,

REIT 

2,211‌

26‌

Two

Harbors

Investment,

REIT (2)

12,506‌

69‌

1,301‌

Thrifts

&

Mortgage

Finance

1.4%

Axos

Financial (1)

2,123‌

98‌

Blue

Foundry

Bancorp (1)

968‌

13‌

Bridgewater

Bancshares (1)

763‌

13‌

Capitol

Federal

Financial 

4,725‌

51‌

Columbia

Financial (1)

1,414‌

30‌

Enact

Holdings 

521‌

11‌

Essent

Group 

3,946‌

163‌

Federal

Agricultural

Mortgage,

Class

C 

334‌

36‌

Finance

of

America,

Class

A (1)

641‌

2‌

Flagstar

Bancorp 

1,941‌

82‌

FS

Bancorp 

252‌

8‌

Hingham

Institution

For

Savings 

55‌

19‌

Home

Bancorp 

247‌

10‌

Home

Point

Capital 

258‌

1‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

20

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Kearny

Financial 

2,393‌

31‌

Luther

Burbank 

545‌

7‌

Merchants

Bancorp 

507‌

14‌

Mr

Cooper

Group (1)

2,294‌

105‌

NMI

Holdings,

Class

A (1)

3,102‌

64‌

Northfield

Bancorp 

1,578‌

23‌

Ocwen

Financial (1)

363‌

9‌

PCSB

Financial 

42‌

1‌

PennyMac

Financial

Services 

1,080‌

57‌

Pioneer

Bancorp (1)

539‌

6‌

Provident

Bancorp 

609‌

10‌

Provident

Financial

Services 

2,729‌

64‌

Radian

Group 

6,565‌

146‌

Southern

Missouri

Bancorp 

245‌

12‌

TrustCo

Bank 

669‌

21‌

Velocity

Financial (1)

432‌

5‌

Walker

&

Dunlop 

1,064‌

138‌

Washington

Federal 

2,391‌

78‌

Waterstone

Financial 

783‌

15‌

WSFS

Financial 

2,397‌

112‌

1,455‌

Total

Financials

15,801‌

HEALTH

CARE

16.3%

Biotechnology

6.8%

2seventy

bio (1)(2)

909‌

16‌

4D

Molecular

Therapeutics (1)

1,056‌

16‌

89bio (1)

493‌

2‌

ACADIA

Pharmaceuticals (1)

4,418‌

107‌

Acumen

Pharmaceuticals (1)

862‌

3‌

Adagio

Therapeutics (1)(2)

2,075‌

9‌

Adicet

Bio (1)

911‌

18‌

Aduro

Biotech,

CVR (1)(3)

35‌

—‌

Adverum

Biotechnologies (1)

2,621‌

3‌

Aeglea

BioTherapeutics (1)

1,378‌

3‌

Aerovate

Therapeutics (1)

476‌

9‌

Affimed (1)

4,222‌

18‌

Agenus (1)

7,835‌

19‌

Agios

Pharmaceuticals (1)

2,015‌

59‌

Akebia

Therapeutics (1)(2)

6,256‌

4‌

Akero

Therapeutics (1)

972‌

14‌

Akouos (1)

1,020‌

5‌

Alaunos

Therapeutics (1)

7,834‌

5‌

Albireo

Pharma (1)

623‌

19‌

Aldeyra

Therapeutics (1)

1,676‌

7‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

21

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Alector (1)

2,111‌

30‌

Aligos

Therapeutics (1)

642‌

1‌

Alkermes (1)

5,854‌

154‌

Allakos (1)

1,170‌

7‌

Allogene

Therapeutics (1)(2)

2,433‌

22‌

Allovir (1)(2)

987‌

7‌

Alpine

Immune

Sciences (1)(2)

415‌

4‌

Altimmune (1)

1,359‌

8‌

ALX

Oncology

Holdings (1)(2)

645‌

11‌

Amicus

Therapeutics (1)

9,566‌

91‌

AnaptysBio (1)

748‌

18‌

Anavex

Life

Sciences (1)(2)

2,494‌

31‌

Anika

Therapeutics (1)

480‌

12‌

Annexon (1)

1,165‌

3‌

Apellis

Pharmaceuticals (1)

2,867‌

146‌

Applied

Molecular

Transport (1)(2)

910‌

7‌

Applied

Therapeutics (1)(2)

1,438‌

3‌

AquaBounty

Technologies (1)

2,175‌

4‌

Arbutus

Biopharma (1)

3,125‌

9‌

Arcellx (1)

321‌

4‌

Arcturus

Therapeutics

Holdings (1)

795‌

21‌

Arcus

Biosciences (1)

1,665‌

53‌

Arcutis

Biotherapeutics (1)(2)

1,019‌

20‌

Ardelyx (1)

3,379‌

4‌

Arrowhead

Pharmaceuticals (1)

3,746‌

172‌

Atara

Biotherapeutics (1)

3,138‌

29‌

Athenex (1)

3,047‌

3‌

Athersys (1)(2)

7,201‌

4‌

Atossa

Therapeutics (1)(2)

4,046‌

5‌

Atreca,

Class

A (1)

915‌

3‌

Aura

Biosciences (1)

163‌

4‌

Avalo

Therapeutics (1)

1,654‌

1‌

Avid

Bioservices (1)

2,268‌

46‌

Avidity

Biosciences (1)

1,375‌

25‌

Avita

Medical (1)(2)

839‌

7‌

Avrobio (1)

1,081‌

1‌

Beam

Therapeutics (1)

1,909‌

109‌

Beyondspring (1)(2)

655‌

1‌

BioAtla (1)

456‌

2‌

BioCryst

Pharmaceuticals (1)

6,588‌

107‌

Biohaven

Pharmaceutical

Holding (1)

2,030‌

241‌

Biomea

Fusion (1)

704‌

3‌

Bioxcel

Therapeutics (1)

650‌

14‌

Black

Diamond

Therapeutics (1)

653‌

2‌

Bluebird

Bio (1)

2,483‌

12‌

Blueprint

Medicines (1)

2,171‌

139‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

22

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Bolt

Biotherapeutics (1)

807‌

2‌

Bridgebio

Pharma (1)(2)

3,844‌

39‌

Brooklyn

ImmunoTherapeutics (1)(2)

1,271‌

3‌

C4

Therapeutics (1)

1,427‌

35‌

Cardiff

Oncology (1)(2)

1,410‌

3‌

CareDx (1)

1,883‌

70‌

Caribou

Biosciences (1)

1,793‌

16‌

Catalyst

Pharmaceuticals (1)

3,524‌

29‌

Celcuity (1)

374‌

3‌

Celldex

Therapeutics (1)

1,706‌

58‌

CEL-SCI (1)

1,245‌

5‌

Century

Therapeutics (1)

623‌

8‌

Cerevel

Therapeutics

Holdings (1)

1,530‌

54‌

ChemoCentryx (1)

2,003‌

50‌

Chimerix (1)

2,637‌

12‌

Chinook

Therapeutics (1)

1,453‌

24‌

Clene (1)(2)

1,144‌

5‌

Clovis

Oncology (1)

4,487‌

9‌

Codiak

Biosciences (1)(2)

561‌

4‌

Cogent

Biosciences (1)

1,283‌

10‌

Coherus

Biosciences (1)

2,411‌

31‌

Cortexyme (1)(2)

661‌

4‌

Crinetics

Pharmaceuticals (1)

1,683‌

37‌

Cue

Biopharma (1)

1,077‌

5‌

Cullinan

Oncology (1)(2)

890‌

9‌

Curis (1)

3,110‌

7‌

Cymabay

Therapeutics (1)

3,106‌

10‌

Cyteir

Therapeutics (1)(2)

629‌

2‌

Cytokinetics (1)

2,894‌

107‌

CytomX

Therapeutics (1)

2,252‌

6‌

Day

One

Biopharmaceuticals (1)(2)

802‌

8‌

Deciphera

Pharmaceuticals (1)

1,368‌

13‌

Denali

Therapeutics (1)

3,329‌

107‌

DermTech (1)(2)

853‌

13‌

Design

Therapeutics (1)

987‌

16‌

Dynavax

Technologies (1)(2)

3,965‌

43‌

Dyne

Therapeutics (1)

1,116‌

11‌

Eagle

Pharmaceuticals (1)

392‌

19‌

Editas

Medicine (1)

2,494‌

47‌

Eiger

BioPharmaceuticals (1)(2)

1,118‌

9‌

Eliem

Therapeutics (1)(2)

293‌

2‌

Emergent

BioSolutions (1)

1,827‌

75‌

Enanta

Pharmaceuticals (1)

698‌

50‌

Entrada

Therapeutics (1)

373‌

3‌

Epizyme (1)

5,290‌

6‌

Erasca (1)(2)

2,353‌

20‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

23

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Evelo

Biosciences (1)(2)

1,052‌

4‌

Exagen (1)

303‌

2‌

Fate

Therapeutics (1)

2,989‌

116‌

FibroGen (1)

3,111‌

37‌

Finch

Therapeutics

Group (1)

205‌

1‌

Foghorn

Therapeutics (1)(2)

698‌

11‌

Forma

Therapeutics

Holdings (1)

1,245‌

12‌

Forte

Biosciences (1)

1,427‌

2‌

Fortress

Biotech (1)

2,739‌

4‌

Frequency

Therapeutics (1)

1,104‌

2‌

G1

Therapeutics (1)(2)

1,432‌

11‌

Gemini

Therapeutics (1)

1,595‌

2‌

Generation

Bio (1)

1,538‌

11‌

Geron (1)(2)

11,075‌

15‌

Global

Blood

Therapeutics (1)

2,283‌

79‌

Gossamer

Bio (1)

2,245‌

19‌

Graphite

Bio (1)

1,145‌

6‌

Greenwich

Lifesciences (1)

134‌

3‌

Gritstone

bio (1)

1,538‌

6‌

GT

Biopharma (1)(2)

1,081‌

3‌

GTx,

CVR (1)(3)

1‌

—‌

Halozyme

Therapeutics (1)

5,080‌

203‌

Harpoon

Therapeutics (1)

756‌

4‌

Heron

Therapeutics (1)

3,263‌

19‌

Homology

Medicines (1)

1,436‌

4‌

Hookipa

Pharma (1)

685‌

2‌

Humanigen (1)

1,801‌

5‌

iBio (1)

8,559‌

4‌

Icosavax (1)

852‌

6‌

Ideaya

Biosciences (1)

1,186‌

13‌

IGM

Biosciences (1)

337‌

9‌

Imago

Biosciences (1)

707‌

14‌

Immuneering,

Class

A (1)

788‌

5‌

Immunic (1)

631‌

7‌

ImmunityBio (1)(2)

2,587‌

15‌

ImmunoGen (1)

7,827‌

37‌

Immunovant (1)

1,476‌

8‌

Impel

Neuropharma (1)(2)

146‌

1‌

Infinity

Pharmaceuticals (1)

3,432‌

4‌

Inhibrx (1)

1,014‌

23‌

Inovio

Pharmaceuticals (1)(2)

7,568‌

27‌

Inozyme

Pharma (1)

405‌

2‌

Insmed (1)

4,362‌

102‌

Instil

Bio (1)

1,979‌

21‌

Intellia

Therapeutics (1)

2,554‌

186‌

Intercept

Pharmaceuticals (1)(2)

940‌

15‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

24

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Ironwood

Pharmaceuticals (1)

5,400‌

68‌

iTeos

Therapeutics (1)

723‌

23‌

IVERIC

bio (1)

4,207‌

71‌

Janux

Therapeutics (1)(2)

635‌

9‌

Jounce

Therapeutics (1)

1,147‌

8‌

KalVista

Pharmaceuticals (1)

823‌

12‌

Karuna

Therapeutics (1)

806‌

102‌

Karyopharm

Therapeutics (1)(2)

2,676‌

20‌

Keros

Therapeutics (1)(2)

576‌

31‌

Kezar

Life

Sciences (1)

1,419‌

24‌

Kiniksa

Pharmaceuticals,

Class

A (1)

1,044‌

10‌

Kinnate

Biopharma (1)

884‌

10‌

Kodiak

Sciences (1)

1,161‌

9‌

Kronos

Bio (1)

1,375‌

10‌

Krystal

Biotech (1)

709‌

47‌

Kura

Oncology (1)

2,335‌

38‌

Kymera

Therapeutics (1)

1,300‌

55‌

Lexicon

Pharmaceuticals (1)

2,287‌

5‌

Ligand

Pharmaceuticals (1)

553‌

62‌

Lineage

Cell

Therapeutics (1)(2)

4,248‌

7‌

Lyell

Immunopharma (1)(2)

5,428‌

27‌

MacroGenics (1)

2,189‌

19‌

Madrigal

Pharmaceuticals (1)(2)

424‌

42‌

Magenta

Therapeutics (1)(2)

1,396‌

4‌

MannKind (1)(2)

8,978‌

33‌

MEI

Pharma (1)

4,310‌

3‌

MeiraGTx

Holdings (1)

1,047‌

14‌

Mersana

Therapeutics (1)

2,733‌

11‌

MiMedx

Group (1)

3,975‌

19‌

MiNK

Therapeutics (1)

58‌

—‌

Mirum

Pharmaceuticals (1)

127‌

3‌

Molecular

Templates (1)

1,377‌

5‌

Monte

Rosa

Therapeutics (1)(2)

1,018‌

14‌

Morphic

Holding (1)

780‌

31‌

Mustang

Bio (1)

3,487‌

4‌

Myriad

Genetics (1)

2,943‌

74‌

Neoleukin

Therapeutics (1)

1,518‌

3‌

NexImmune (1)

1,452‌

6‌

Nkarta (1)

489‌

6‌

Nurix

Therapeutics (1)

1,132‌

16‌

Nuvalent,

Class

A (1)(2)

693‌

10‌

Ocugen (1)

6,869‌

23‌

Olema

Pharmaceuticals (1)

972‌

4‌

Omega

Therapeutics (1)(2)

902‌

6‌

Oncocyte (1)

2,321‌

3‌

Oncorus (1)

1,119‌

2‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

25

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Oncternal

Therapeutics (1)

1,235‌

2‌

OPKO

Health (1)(2)

14,604‌

50‌

Organogenesis

Holdings (1)

2,548‌

19‌

ORIC

Pharmaceuticals (1)(2)

1,099‌

6‌

Outlook

Therapeutics (1)(2)

3,976‌

7‌

Oyster

Point

Pharma (1)(2)

406‌

5‌

Passage

Bio (1)

1,249‌

4‌

PMV

Pharmaceuticals (1)(2)

1,003‌

21‌

Portage

Biotech (1)

397‌

3‌

Poseida

Therapeutics (1)

892‌

4‌

Praxis

Precision

Medicines (1)

1,239‌

13‌

Precigen (1)(2)

3,236‌

7‌

Precision

BioSciences (1)

1,712‌

5‌

Prelude

Therapeutics (1)(2)

382‌

3‌

Prometheus

Biosciences (1)

1,080‌

41‌

Protagonist

Therapeutics (1)

1,677‌

40‌

Prothena (1)

1,360‌

50‌

PTC

Therapeutics (1)

2,548‌

95‌

Puma

Biotechnology (1)

1,039‌

3‌

Pyxis

Oncology (1)

317‌

1‌

Radius

Health (1)

1,691‌

15‌

Rallybio (1)

597‌

4‌

RAPT

Therapeutics (1)

771‌

17‌

Recursion

Pharmaceuticals,

Class

A (1)

4,207‌

30‌

REGENXBIO (1)

1,455‌

48‌

Relay

Therapeutics (1)(2)

2,536‌

76‌

Reneo

Pharmaceuticals (1)(2)

314‌

1‌

Replimune

Group (1)

1,078‌

18‌

REVOLUTION

Medicines (1)

2,169‌

55‌

Rhythm

Pharmaceuticals (1)

1,578‌

18‌

Rigel

Pharmaceuticals (1)

6,219‌

19‌

Rocket

Pharmaceuticals (1)

1,533‌

24‌

Rubius

Therapeutics (1)(2)

1,735‌

10‌

Sana

Biotechnology (1)(2)

3,123‌

26‌

Sangamo

Therapeutics (1)

4,217‌

24‌

Scholar

Rock

Holding (1)(2)

1,033‌

13‌

Selecta

Biosciences (1)

3,322‌

4‌

Sensei

Biotherapeutics (1)

1,221‌

3‌

Sera

Prognostics,

Class

A (1)

429‌

2‌

Seres

Therapeutics (1)

2,505‌

18‌

Sesen

Bio (1)

7,018‌

4‌

Shattuck

Labs (1)

993‌

4‌

Sigilon

Therapeutics (1)

536‌

1‌

Silverback

Therapeutics (1)

922‌

3‌

Solid

Biosciences (1)

2,452‌

3‌

Sorrento

Therapeutics (1)(2)

10,857‌

25‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

26

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Spectrum

Pharmaceuticals (1)

6,743‌

9‌

Spero

Therapeutics (1)(2)

833‌

7‌

SpringWorks

Therapeutics (1)(2)

1,115‌

63‌

Spruce

Biosciences (1)

762‌

2‌

SQZ

Biotechnologies (1)(2)

789‌

4‌

Stoke

Therapeutics (1)

685‌

14‌

Summit

Therapeutics (1)(2)

810‌

2‌

Surface

Oncology (1)

1,318‌

4‌

Sutro

Biopharma (1)

1,561‌

13‌

Syndax

Pharmaceuticals (1)

1,776‌

31‌

Syros

Pharmaceuticals (1)(2)

2,788‌

3‌

Talaris

Therapeutics (1)

736‌

7‌

Taysha

Gene

Therapies (1)(2)

764‌

5‌

TCR2

Therapeutics (1)

935‌

3‌

Tenaya

Therapeutics (1)(2)

1,008‌

12‌

TG

Therapeutics (1)(2)

4,694‌

45‌

Tobira

Therapeutics,

CVR (1)(3)

25‌

—‌

Tonix

Pharmaceuticals

Holding (1)

18,961‌

4‌

Travere

Therapeutics (1)

2,154‌

56‌

Trevena (1)

6,349‌

3‌

Turning

Point

Therapeutics (1)

1,700‌

46‌

Twist

Bioscience (1)

2,051‌

101‌

Tyra

Biosciences (1)

463‌

5‌

UroGen

Pharma (1)(2)

637‌

6‌

Vanda

Pharmaceuticals (1)

1,999‌

23‌

Vaxart (1)(2)

4,428‌

22‌

Vaxcyte (1)

1,582‌

38‌

VBI

Vaccines (1)(2)

6,949‌

12‌

Vera

Therapeutics (1)

512‌

12‌

Veracyte (1)

2,439‌

67‌

Verastem (1)

5,950‌

8‌

Vericel (1)

1,717‌

66‌

Verve

Therapeutics (1)(2)

1,284‌

29‌

Vigil

Neuroscience (1)

237‌

2‌

Viking

Therapeutics (1)

2,389‌

7‌

Vincerx

Pharma (1)

546‌

2‌

Vir

Biotechnology (1)

2,180‌

56‌

Viracta

Therapeutics (1)

1,436‌

7‌

VistaGen

Therapeutics (1)

6,617‌

8‌

Vor

BioPharma (1)

820‌

5‌

Werewolf

Therapeutics (1)

888‌

4‌

XBiotech 

594‌

5‌

Xencor (1)

2,058‌

55‌

Xilio

Therapeutics (1)

221‌

2‌

XOMA (1)(2)

216‌

6‌

Y-mAbs

Therapeutics (1)(2)

1,264‌

15‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

27

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Zentalis

Pharmaceuticals (1)(2)

1,285‌

59‌

6,919‌

Health

Care

Equipment

&

Supplies

3.4%

Accelerate

Diagnostics (1)(2)

981‌

1‌

Accuray (1)

3,168‌

10‌

Acutus

Medical (1)

674‌

1‌

Alphatec

Holdings (1)(2)

2,609‌

30‌

AngioDynamics (1)

1,436‌

31‌

Apyx

Medical (1)

1,089‌

7‌

Artivion (1)

1,366‌

29‌

Asensus

Surgical (1)(2)

8,044‌

5‌

Aspira

Women's

Health (1)

2,965‌

3‌

AtriCure (1)

1,589‌

104‌

Atrion 

51‌

36‌

Avanos

Medical (1)

1,777‌

60‌

Axogen (1)

1,402‌

11‌

Axonics (1)

1,716‌

107‌

BioLife

Solutions (1)

351‌

8‌

Bioventus,

Class

A (1)

1,106‌

16‌

Butterfly

Network (1)(2)

4,832‌

23‌

Cardiovascular

Systems (1)

1,424‌

32‌

Cerus (1)

6,177‌

34‌

ClearPoint

Neuro (1)

715‌

7‌

CONMED 

1,063‌

158‌

CryoPort (1)(2)

1,511‌

53‌

Cue

Health (1)(2)

635‌

4‌

Cutera (1)

628‌

43‌

CVRx (1)

422‌

3‌

CytoSorbents (1)(2)

1,259‌

4‌

DarioHealth (1)

468‌

3‌

Eargo (1)(2)

983‌

5‌

Glaukos (1)

1,707‌

99‌

Haemonetics (1)

1,879‌

119‌

Heska (1)

360‌

50‌

Inari

Medical (1)

1,213‌

110‌

Inogen (1)

757‌

25‌

Integer

Holdings (1)

1,198‌

97‌

Intersect

ENT (1)

1,174‌

33‌

Invacare (1)

1,530‌

2‌

iRadimed 

214‌

10‌

iRhythm

Technologies (1)

1,074‌

169‌

Lantheus

Holdings (1)

2,476‌

137‌

LeMaitre

Vascular 

695‌

32‌

LivaNova (1)

1,989‌

163‌

Lucid

Diagnostics (1)

151‌

1‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

28

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Meridian

Bioscience (1)

1,598‌

41‌

Merit

Medical

Systems (1)

1,918‌

128‌

Mesa

Laboratories (2)

183‌

47‌

Natus

Medical (1)

1,201‌

32‌

Neogen (1)

3,894‌

120‌

Neuronetics (1)

783‌

2‌

NeuroPace (1)(2)

241‌

2‌

Nevro (1)

1,220‌

88‌

NuVasive (1)

1,928‌

109‌

OraSure

Technologies (1)

2,567‌

17‌

Ortho

Clinical

Diagnostics

Holdings (1)

4,364‌

81‌

Orthofix

Medical (1)

670‌

22‌

OrthoPediatrics (1)

498‌

27‌

Outset

Medical (1)

1,751‌

80‌

Paragon

28 (1)

371‌

6‌

PAVmed (1)(2)

2,883‌

4‌

PROCEPT

BioRobotics (1)

316‌

11‌

Pulmonx (1)(2)

932‌

23‌

Pulse

Biosciences (1)(2)

449‌

2‌

Quotient (1)(2)

3,092‌

4‌

Retractable

Technologies (1)(2)

511‌

2‌

RxSight (1)

628‌

8‌

SeaSpine

Holdings (1)

1,170‌

14‌

Senseonics

Holdings (1)(2)

15,719‌

31‌

Shockwave

Medical (1)

1,228‌

255‌

SI-BONE (1)

1,179‌

27‌

Sientra (1)(2)

1,987‌

4‌

Sight

Sciences (1)

787‌

9‌

Silk

Road

Medical (1)

1,208‌

50‌

STAAR

Surgical (1)

1,781‌

142‌

Stereotaxis (1)

1,935‌

7‌

Surmodics (1)

524‌

24‌

Tactile

Systems

Technology (1)

679‌

14‌

Talis

Biomedical (1)

897‌

1‌

TransMedics

Group (1)(2)

966‌

26‌

Treace

Medical

Concepts (1)

1,095‌

21‌

UFP

Technologies (1)

238‌

16‌

Utah

Medical

Products 

121‌

11‌

Vapotherm (1)

806‌

11‌

Varex

Imaging (1)

1,352‌

29‌

ViewRay (1)

5,536‌

22‌

Zynex (2)

878‌

5‌

3,450‌

Health

Care

Providers

&

Services

3.0%

1Life

Healthcare (1)

4,159‌

46‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

29

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Accolade (1)

1,829‌

32‌

AdaptHealth (1)

2,603‌

42‌

Addus

HomeCare (1)

541‌

50‌

Agiliti (1)

922‌

19‌

AirSculpt

Technologies (1)

296‌

4‌

Alignment

Healthcare (1)

2,941‌

33‌

AMN

Healthcare

Services (1)

1,718‌

179‌

Apollo

Medical

Holdings (1)

1,334‌

65‌

Aveanna

Healthcare

Holdings (1)

1,423‌

5‌

Biodesix (1)(2)

1,084‌

2‌

Brookdale

Senior

Living (1)

6,752‌

48‌

Castle

Biosciences (1)

759‌

34‌

Community

Health

Systems (1)

4,516‌

54‌

CorVel (1)

317‌

53‌

Covetrus (1)

3,785‌

63‌

Cross

Country

Healthcare (1)

1,285‌

28‌

Ensign

Group 

1,956‌

176‌

Fulgent

Genetics (1)

730‌

46‌

Hanger (1)

1,340‌

25‌

HealthEquity (1)

2,989‌

202‌

InfuSystem

Holdings (1)

658‌

6‌

Innovage

Holding (1)(2)

745‌

5‌

Invitae (1)(2)

7,329‌

58‌

Joint (1)

496‌

17‌

LHC

Group (1)

1,109‌

187‌

LifeStance

Health

Group (1)(2)

2,633‌

27‌

MEDNAX (1)

2,735‌

64‌

ModivCare (1)

453‌

52‌

National

HealthCare 

464‌

33‌

National

Research,

Class

A 

464‌

18‌

Ontrak (1)

538‌

1‌

Option

Care

Health (1)

5,803‌

166‌

Owens

&

Minor 

2,671‌

118‌

Patterson 

3,124‌

101‌

Pennant

Group (1)

986‌

18‌

PetIQ (1)

1,006‌

24‌

Privia

Health

Group (1)

1,578‌

42‌

Progyny (1)

2,373‌

122‌

R1

RCM (1)

4,387‌

117‌

RadNet (1)

1,697‌

38‌

Select

Medical

Holdings 

4,000‌

96‌

Sharps

Compliance (1)

671‌

4‌

SOC

Telemed (1)

2,140‌

6‌

Surgery

Partners (1)

1,214‌

67‌

Tenet

Healthcare (1)

3,859‌

332‌

Tivity

Health (1)

1,638‌

53‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

30

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

U.S.

Physical

Therapy 

448‌

45‌

Viemed

Healthcare (1)

1,336‌

7‌

3,030‌

Health

Care

Technology

1.0%

Allscripts

Healthcare

Solutions (1)

4,383‌

99‌

American

Well,

Class

A (1)

6,604‌

28‌

Computer

Programs

&

Systems (1)

535‌

18‌

Convey

Health

Solutions

Holdings (1)

568‌

4‌

Evolent

Health,

Class

A (1)

2,862‌

92‌

Forian (1)(2)

675‌

5‌

Health

Catalyst (1)

1,919‌

50‌

HealthStream (1)

905‌

18‌

iCAD (1)

825‌

4‌

Inspire

Medical

Systems (1)

978‌

251‌

Multiplan (1)(2)

11,896‌

56‌

NantHealth (1)

740‌

1‌

NextGen

Healthcare (1)

2,075‌

43‌

Omnicell (1)

1,593‌

206‌

OptimizeRx (1)

636‌

24‌

Phreesia (1)

1,831‌

48‌

Schrodinger (1)

1,678‌

57‌

Simulations

Plus (2)

549‌

28‌

Tabula

Rasa

HealthCare (1)

939‌

5‌

1,037‌

Life

Sciences

Tools

&

Services

0.6%

Absci (1)(2)

2,059‌

17‌

Akoya

Biosciences (1)

434‌

5‌

Alpha

Teknova (1)

290‌

4‌

Berkeley

Lights (1)

1,743‌

12‌

Bionano

Genomics (1)(2)

10,592‌

27‌

ChromaDex (1)

1,689‌

4‌

Codex

DNA (1)(2)

312‌

2‌

Codexis (1)

2,259‌

47‌

Cytek

Biosciences (1)

3,539‌

38‌

Harvard

Bioscience (1)

1,433‌

9‌

Inotiv (1)(2)

606‌

16‌

IsoPlexis (1)(2)

251‌

1‌

MaxCyte (1)(2)

3,620‌

25‌

Medpace

Holdings (1)

1,064‌

174‌

NanoString

Technologies (1)

1,680‌

58‌

NeoGenomics (1)

4,125‌

50‌

Pacific

Biosciences

of

California (1)

7,132‌

65‌

Personalis (1)(2)

1,301‌

11‌

Quanterix (1)

1,160‌

34‌

Rapid

Micro

Biosystems,

Class

A (1)(2)

519‌

4‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

31

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Seer (1)(2)

1,484‌

23‌

Singular

Genomics

Systems (1)

1,660‌

10‌

Standard

BioTools (1)(2)

2,868‌

10‌

646‌

Pharmaceuticals

1.5%

9

Meters

Biopharma (1)

7,739‌

5‌

Aclaris

Therapeutics (1)

1,834‌

32‌

Aerie

Pharmaceuticals (1)(2)

1,529‌

14‌

Amneal

Pharmaceuticals (1)

3,626‌

15‌

Amphastar

Pharmaceuticals (1)

1,404‌

50‌

Ampio

Pharmaceuticals (1)

5,830‌

3‌

Amylyx

Pharmaceuticals (1)

338‌

4‌

Angion

Biomedica (1)(2)

649‌

1‌

ANI

Pharmaceuticals (1)

376‌

11‌

Antares

Pharma (1)

6,137‌

25‌

Arvinas (1)

1,771‌

119‌

Atea

Pharmaceuticals (1)

2,335‌

17‌

Athira

Pharma (1)

1,222‌

17‌

Axsome

Therapeutics (1)

1,030‌

43‌

Cara

Therapeutics (1)

1,575‌

19‌

Cassava

Sciences (1)(2)

1,432‌

53‌

CinCor

Pharma (1)

409‌

7‌

Citius

Pharmaceuticals (1)(2)

4,508‌

8‌

Collegium

Pharmaceutical (1)

1,240‌

25‌

Corcept

Therapeutics (1)

3,181‌

72‌

CorMedix (1)(2)

1,358‌

7‌

DICE

Therapeutics (1)

516‌

10‌

Durect (1)

8,257‌

6‌

Edgewise

Therapeutics (1)(2)

1,376‌

13‌

Endo

International (1)

8,322‌

19‌

Esperion

Therapeutics (1)(2)

2,036‌

9‌

Evolus (1)

1,189‌

13‌

EyePoint

Pharmaceuticals (1)(2)

872‌

11‌

Fulcrum

Therapeutics (1)

1,019‌

24‌

Harmony

Biosciences

Holdings (1)

844‌

41‌

Ikena

Oncology (1)

1,027‌

6‌

Innoviva (1)

1,553‌

30‌

Intra-Cellular

Therapies (1)

2,952‌

181‌

Kala

Pharmaceuticals (1)

1,727‌

2‌

Kaleido

Biosciences (1)(2)

1,647‌

3‌

KemPharm (1)(2)

973‌

5‌

Landos

Biopharma (1)

761‌

1‌

Marinus

Pharmaceuticals (1)(2)

1,369‌

13‌

Mind

Medicine

MindMed (1)(2)

12,460‌

14‌

NGM

Biopharmaceuticals (1)

1,187‌

18‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

32

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Nuvation

Bio (1)(2)

5,800‌

31‌

Ocular

Therapeutix (1)(2)

2,752‌

14‌

Omeros (1)(2)

2,103‌

13‌

Oramed

Pharmaceuticals (1)

1,306‌

11‌

Pacira

BioSciences (1)

1,610‌

123‌

Paratek

Pharmaceuticals (1)(2)

1,692‌

5‌

Phathom

Pharmaceuticals (1)(2)

749‌

10‌

Phibro

Animal

Health,

Class

A 

724‌

14‌

Pliant

Therapeutics (1)

783‌

5‌

Prestige

Consumer

Healthcare (1)

1,878‌

99‌

Provention

Bio (1)(2)

2,001‌

15‌

Rain

Therapeutics (1)

510‌

3‌

Reata

Pharmaceuticals,

Class

A (1)(2)

972‌

32‌

Relmada

Therapeutics (1)

875‌

24‌

Revance

Therapeutics (1)

2,594‌

51‌

Seelos

Therapeutics (1)(2)

2,910‌

2‌

SIGA

Technologies (1)

1,729‌

12‌

Supernus

Pharmaceuticals (1)

1,810‌

59‌

Tarsus

Pharmaceuticals (1)

276‌

5‌

Terns

Pharmaceuticals (1)

998‌

3‌

TherapeuticsMD (1)

16,734‌

6‌

Theravance

Biopharma (1)(2)

2,178‌

21‌

Theseus

Pharmaceuticals (1)

443‌

5‌

Ventyx

Biosciences (1)

412‌

6‌

Verrica

Pharmaceuticals (1)(2)

534‌

4‌

WaVe

Life

Sciences (1)

1,555‌

3‌

Zogenix,

CVR (1)(3)

1,960‌

1‌

1,543‌

Total

Health

Care

16,625‌

INDUSTRIALS

&

BUSINESS

SERVICES

15.3%

Aerospace

&

Defense

0.7%

AAR (1)

1,286‌

62‌

Aerojet

Rocketdyne

Holdings (1)

2,759‌

109‌

AeroVironment (1)

794‌

75‌

AerSale (1)

585‌

9‌

Astronics (1)

942‌

12‌

Byrna

Technologies (1)

684‌

6‌

Cadre

Holdings 

190‌

5‌

Ducommun (1)

373‌

19‌

Kaman 

978‌

42‌

Maxar

Technologies 

2,612‌

103‌

Moog,

Class

A 

1,021‌

90‌

National

Presto

Industries 

172‌

13‌

Park

Aerospace 

755‌

10‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

33

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Parsons (1)

968‌

37‌

Triumph

Group (1)

2,377‌

60‌

Vectrus (1)

383‌

14‌

666‌

Air

Freight

&

Logistics

0.4%

Air

Transport

Services

Group (1)

2,191‌

73‌

Atlas

Air

Worldwide

Holdings (1)

1,015‌

88‌

Forward

Air 

947‌

93‌

Hub

Group,

Class

A (1)

1,168‌

90‌

Radiant

Logistics (1)

1,480‌

9‌

353‌

Airlines

0.3%

Allegiant

Travel (1)

561‌

91‌

Frontier

Group

Holdings (1)

1,227‌

14‌

Hawaiian

Holdings (1)

1,837‌

36‌

Mesa

Air

Group (1)

1,475‌

6‌

SkyWest (1)

1,755‌

51‌

Spirit

Airlines (1)

3,597‌

79‌

Sun

Country

Airlines

Holdings (1)

1,135‌

30‌

307‌

Building

Products

1.2%

AAON 

1,481‌

83‌

American

Woodmark (1)

569‌

28‌

Apogee

Enterprises 

853‌

40‌

Caesarstone 

766‌

8‌

Cornerstone

Building

Brands (1)

2,023‌

49‌

CSW

Industrials 

545‌

64‌

Gibraltar

Industries (1)

1,238‌

53‌

Griffon 

1,922‌

39‌

Insteel

Industries 

667‌

25‌

JELD-WEN

Holding (1)

3,325‌

67‌

Masonite

International (1)

869‌

77‌

PGT

Innovations (1)

2,078‌

37‌

Quanex

Building

Products 

1,189‌

25‌

Resideo

Technologies (1)

5,260‌

125‌

Simpson

Manufacturing 

1,592‌

174‌

UFP

Industries 

2,238‌

173‌

View (1)

3,458‌

6‌

Zurn

Water

Solutions 

4,477‌

159‌

1,232‌

Commercial

Services

&

Supplies

1.8%

ABM

Industries 

2,491‌

115‌

ACCO

Brands 

3,448‌

28‌

Aris

Water

Solution,

Class

A 

681‌

12‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

34

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Brady,

Class

A 

1,764‌

82‌

BrightView

Holdings (1)

1,675‌

23‌

Brink's 

1,804‌

123‌

Casella

Waste

Systems,

Class

A (1)

1,841‌

161‌

CECO

Environmental (1)

1,185‌

6‌

Cimpress (1)

617‌

39‌

CompX

International 

38‌

1‌

CoreCivic (1)

4,372‌

49‌

Deluxe 

1,510‌

46‌

Ennis 

950‌

17‌

GEO

Group,

REIT (1)(2)

4,393‌

29‌

Harsco (1)

2,879‌

35‌

Healthcare

Services

Group 

2,706‌

50‌

Heritage-Crystal

Clean (1)

585‌

17‌

HNI 

1,542‌

57‌

Interface 

2,080‌

28‌

KAR

Auction

Services (1)

4,390‌

79‌

Kimball

International,

Class

B 

1,340‌

11‌

Matthews

International,

Class

A 

1,163‌

38‌

MillerKnoll 

2,740‌

95‌

Montrose

Environmental

Group (1)

913‌

48‌

NL

Industries 

295‌

2‌

Pitney

Bowes 

6,445‌

33‌

SP

Plus (1)

826‌

26‌

Steelcase,

Class

A 

3,145‌

38‌

Team (1)

2,313‌

5‌

Tetra

Tech 

1,969‌

325‌

U.S.

Ecology (1)

1,120‌

54‌

UniFirst 

546‌

101‌

Viad (1)

725‌

26‌

VSE 

364‌

17‌

1,816‌

Construction

&

Engineering

1.6%

Ameresco,

Class

A (1)

1,095‌

87‌

API

Group (1)

7,403‌

156‌

Arcosa 

1,810‌

104‌

Argan 

528‌

21‌

Comfort

Systems

USA 

1,300‌

116‌

Concrete

Pumping

Holdings (1)

877‌

6‌

Construction

Partners,

Class

A (1)

1,503‌

39‌

Dycom

Industries (1)

1,049‌

100‌

EMCOR

Group 

1,946‌

219‌

Fluor (1)

5,138‌

147‌

Granite

Construction 

1,688‌

55‌

Great

Lakes

Dredge

&

Dock (1)

2,324‌

33‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

35

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

IES

Holdings (1)

319‌

13‌

Infrastructure

&

Energy

Alternatives (1)

1,055‌

12‌

INNOVATE (1)(2)

1,697‌

6‌

Matrix

Service (1)

884‌

7‌

MYR

Group (1)

585‌

55‌

Northwest

Pipe (1)

386‌

10‌

NV5

Global (1)

480‌

64‌

Primoris

Services 

1,966‌

47‌

Sterling

Construction (1)

1,047‌

28‌

Tutor

Perini (1)

1,454‌

16‌

WillScot

Mobile

Mini

Holdings (1)

7,588‌

297‌

1,638‌

Electrical

Equipment

1.0%

Advent

Technologies

Holdings (1)

1,178‌

3‌

Allied

Motion

Technologies 

453‌

13‌

American

Superconductor (1)

920‌

7‌

Array

Technologies (1)

4,643‌

52‌

Atkore (1)

1,681‌

165‌

AZZ 

812‌

39‌

Babcock

&

Wilcox

Enterprises (1)

2,052‌

17‌

Beam

Global (1)(2)

419‌

9‌

Blink

Charging (1)(2)

1,298‌

34‌

Bloom

Energy,

Class

A (1)

5,214‌

126‌

Encore

Wire 

722‌

82‌

EnerSys 

1,561‌

116‌

Eos

Energy

Enterprises (1)(2)

1,802‌

8‌

FTC

Solar (1)(2)

1,442‌

7‌

FuelCell

Energy (1)(2)

13,505‌

78‌

GrafTech

International 

7,332‌

71‌

Powell

Industries 

305‌

6‌

Preformed

Line

Products 

88‌

6‌

Romeo

Power (1)(2)

3,448‌

5‌

Stem (1)

4,186‌

46‌

Thermon

Group

Holdings (1)

1,218‌

20‌

TPI

Composites (1)

1,307‌

18‌

Vicor (1)

732‌

52‌

980‌

Machinery

3.6%

AgEagle

Aerial

Systems (1)(2)

3,261‌

4‌

Alamo

Group 

356‌

51‌

Albany

International,

Class

A 

1,086‌

92‌

Altra

Industrial

Motion 

2,403‌

94‌

Astec

Industries 

790‌

34‌

Barnes

Group 

1,682‌

68‌

Blue

Bird (1)

632‌

12‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

36

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Chart

Industries (1)

1,336‌

229‌

CIRCOR

International (1)

634‌

17‌

Columbus

McKinnon 

985‌

42‌

Commercial

Vehicle

Group (1)

1,273‌

11‌

Desktop

Metal,

Class

A (1)(2)

6,851‌

32‌

Douglas

Dynamics 

834‌

29‌

Energy

Recovery (1)

1,540‌

31‌

Enerpac

Tool

Group 

2,239‌

49‌

EnPro

Industries 

732‌

72‌

ESCO

Technologies 

908‌

63‌

Evoqua

Water

Technologies (1)

4,279‌

201‌

Federal

Signal 

2,226‌

75‌

Franklin

Electric 

1,740‌

145‌

Gorman-Rupp 

802‌

29‌

Greenbrier 

1,211‌

62‌

Helios

Technologies 

1,142‌

92‌

Hillenbrand 

2,684‌

119‌

Hydrofarm

Holdings

Group (1)(2)

1,475‌

22‌

Hyliion

Holdings (1)(2)

4,228‌

19‌

Hyster-Yale

Materials

Handling 

392‌

13‌

Ideanomics (1)(2)

16,844‌

19‌

John

Bean

Technologies 

1,148‌

136‌

Kadant 

417‌

81‌

Kennametal 

3,054‌

87‌

Lindsay 

399‌

63‌

Luxfer

Holdings 

1,029‌

17‌

Manitowoc (1)

1,210‌

18‌

Mayville

Engineering (1)

311‌

3‌

Meritor (1)

2,509‌

89‌

Miller

Industries 

354‌

10‌

Mueller

Industries 

2,092‌

113‌

Mueller

Water

Products,

Class

A 

5,648‌

73‌

Nikola (1)(2)

8,335‌

89‌

NN (1)

1,506‌

4‌

Omega

Flex 

114‌

15‌

Park-Ohio

Holdings 

300‌

4‌

Proto

Labs (1)

966‌

51‌

RBC

Bearings (1)

1,016‌

197‌

REV

Group 

1,306‌

18‌

Shyft

Group 

1,306‌

47‌

SPX (1)

1,647‌

81‌

SPX

FLOW 

1,580‌

136‌

Standex

International 

439‌

44‌

Tennant 

644‌

51‌

Terex 

2,452‌

87‌

Titan

International (1)

1,913‌

28‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

37

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Trinity

Industries 

2,826‌

97‌

Wabash

National 

1,823‌

27‌

Watts

Water

Technologies,

Class

A 

1,003‌

140‌

Welbilt (1)

4,788‌

114‌

3,646‌

Marine

0.3%

Costamare 

1,977‌

34‌

Eagle

Bulk

Shipping (2)

325‌

22‌

Genco

Shipping

&

Trading 

1,193‌

28‌

Matson 

1,518‌

183‌

Safe

Bulkers 

2,310‌

11‌

278‌

Professional

Services

1.8%

Acacia

Research (1)

1,788‌

8‌

ASGN (1)

1,853‌

216‌

Atlas

Technical

Consultants (1)

548‌

7‌

Barrett

Business

Services 

249‌

19‌

CBIZ (1)

1,828‌

77‌

CRA

International 

258‌

22‌

Exponent 

1,891‌

204‌

First

Advantage (1)

2,049‌

41‌

Forrester

Research (1)

387‌

22‌

Franklin

Covey (1)

446‌

20‌

Heidrick

&

Struggles

International 

715‌

28‌

HireQuest (2)

238‌

5‌

HireRight

Holdings (1)

909‌

16‌

Huron

Consulting

Group (1)

745‌

34‌

ICF

International 

655‌

62‌

Insperity 

1,327‌

133‌

KBR 

5,210‌

285‌

Kelly

Services,

Class

A 

1,343‌

29‌

Kforce 

704‌

52‌

Korn

Ferry 

2,007‌

130‌

ManTech

International,

Class

A 

968‌

83‌

Mistras

Group (1)

693‌

5‌

Resources

Connection 

1,156‌

20‌

Sterling

Check (1)

569‌

15‌

TriNet

Group (1)

1,475‌

145‌

TrueBlue (1)

1,237‌

36‌

Upwork (1)

4,287‌

100‌

Willdan

Group (1)

394‌

12‌

1,826‌

Road

&

Rail

0.9%

ArcBest 

898‌

72‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

38

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Avis

Budget

Group (1)

1,507‌

397‌

Covenant

Logistics

Group,

Class

A 

493‌

11‌

Daseke (1)

1,486‌

15‌

Heartland

Express 

1,684‌

24‌

HyreCar (1)

489‌

1‌

Marten

Transport 

2,144‌

38‌

PAM

Transportation

Services (1)

256‌

9‌

Saia (1)

965‌

235‌

U.S.

Xpress

Enterprises,

Class

A (1)

1,358‌

5‌

Universal

Logistics

Holdings 

314‌

7‌

Werner

Enterprises 

2,178‌

89‌

Yellow (1)

1,855‌

13‌

916‌

Trading

Companies

&

Distributors

1.7%

Alta

Equipment

Group (1)

684‌

8‌

Applied

Industrial

Technologies 

1,408‌

145‌

Beacon

Roofing

Supply (1)

2,078‌

123‌

BlueLinx

Holdings (1)

329‌

24‌

Boise

Cascade 

1,397‌

97‌

Custom

Truck

One

Source (1)

2,171‌

18‌

DXP

Enterprises (1)

578‌

16‌

EVI

Industries (1)(2)

191‌

4‌

GATX 

1,289‌

159‌

Global

Industrial 

438‌

14‌

GMS (1)

1,517‌

76‌

H&E

Equipment

Services 

1,219‌

53‌

Herc

Holdings 

912‌

152‌

Karat

Packaging (1)

224‌

4‌

Lawson

Products (1)

147‌

6‌

McGrath

RentCorp 

857‌

73‌

MRC

Global (1)

2,917‌

35‌

NOW (1)

4,028‌

44‌

Rush

Enterprises,

Class

A 

1,566‌

80‌

Rush

Enterprises,

Class

B 

236‌

11‌

Textainer

Group

Holdings 

1,670‌

64‌

Titan

Machinery (1)

686‌

19‌

Transcat (1)

253‌

21‌

Triton

International 

2,457‌

172‌

Veritiv (1)

519‌

69‌

WESCO

International (1)

1,620‌

211‌

Willis

Lease

Finance (1)

102‌

3‌

1,701‌

Total

Industrials

&

Business

Services

15,359‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

39

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

INFORMATION

TECHNOLOGY

13.6%

Communications

Equipment

0.7%

ADTRAN 

1,756‌

32‌

Aviat

Networks (1)

370‌

11‌

CalAmp (1)

1,309‌

10‌

Calix (1)

2,046‌

88‌

Cambium

Networks (1)

355‌

8‌

Casa

Systems (1)

1,217‌

5‌

Clearfield (1)

409‌

27‌

Comtech

Telecommunications 

911‌

14‌

Digi

International (1)

1,246‌

27‌

DZS (1)

615‌

9‌

EMCORE (1)

1,329‌

5‌

Extreme

Networks (1)

4,615‌

56‌

Harmonic (1)

3,301‌

31‌

Infinera (1)(2)

6,668‌

58‌

Inseego (1)(2)

2,948‌

12‌

KVH

Industries (1)

662‌

6‌

NETGEAR (1)

1,074‌

27‌

NetScout

Systems (1)

2,522‌

81‌

Plantronics (1)

1,577‌

62‌

Ribbon

Communications (1)

2,547‌

8‌

Viavi

Solutions (1)

8,406‌

135‌

712‌

Electronic

Equipment,

Instruments

&

Components

2.3%

908

Devices (1)

759‌

14‌

Advanced

Energy

Industries 

1,376‌

118‌

Aeva

Technologies (1)

3,887‌

17‌

Akoustis

Technologies (1)(2)

1,921‌

13‌

Arlo

Technologies (1)

3,075‌

27‌

Badger

Meter 

1,047‌

104‌

Belden 

1,662‌

92‌

Benchmark

Electronics 

1,241‌

31‌

CTS 

1,196‌

42‌

Daktronics (1)

1,553‌

6‌

ePlus (1)

947‌

53‌

Fabrinet (1)

1,348‌

142‌

FARO

Technologies (1)

625‌

32‌

Identiv (1)

786‌

13‌

II-VI (1)(2)

3,861‌

280‌

Insight

Enterprises (1)

1,261‌

135‌

Iteris (1)

1,695‌

5‌

Itron (1)

1,698‌

90‌

Kimball

Electronics (1)

841‌

17‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

40

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Knowles (1)

3,204‌

69‌

Luna

Innovations (1)

1,103‌

9‌

Methode

Electronics 

1,325‌

57‌

MicroVision (1)(2)

6,022‌

28‌

Napco

Security

Technologies (1)

1,058‌

22‌

nLight (1)

1,628‌

28‌

Novanta (1)

1,285‌

183‌

OSI

Systems (1)

590‌

50‌

Ouster (1)(2)

4,696‌

21‌

PAR

Technology (1)(2)

969‌

39‌

PC

Connection 

370‌

19‌

Plexus (1)

988‌

81‌

Rogers (1)

680‌

185‌

Sanmina (1)

2,242‌

91‌

ScanSource (1)

931‌

32‌

TTM

Technologies (1)

3,736‌

55‌

Velodyne

Lidar (1)

2,565‌

7‌

Vishay

Intertechnology 

4,907‌

96‌

Vishay

Precision

Group (1)

483‌

16‌

2,319‌

IT

Services

1.6%

BigCommerce

Holdings,

Series

1 (1)

1,785‌

39‌

Brightcove (1)

1,484‌

12‌

Cantaloupe (1)

2,140‌

14‌

Cass

Information

Systems 

476‌

18‌

Conduent (1)

6,116‌

32‌

CSG

Systems

International 

1,134‌

72‌

DigitalOcean

Holdings (1)

1,901‌

110‌

EVERTEC 

2,238‌

92‌

Evo

Payments,

Class

A (1)

1,754‌

40‌

ExlService

Holdings (1)

1,198‌

172‌

Flywire (1)

2,081‌

64‌

GreenBox

POS (1)(2)

565‌

2‌

Grid

Dynamics

Holdings (1)

1,680‌

24‌

Hackett

Group 

853‌

20‌

I3

Verticals,

Class

A (1)

734‌

20‌

IBEX (1)

245‌

4‌

International

Money

Express (1)

1,195‌

25‌

Kratos

Defense

&

Security

Solutions (1)

4,527‌

93‌

Limelight

Networks (1)

4,576‌

24‌

LiveRamp

Holdings (1)

2,446‌

91‌

Maximus 

2,262‌

169‌

MoneyGram

International (1)

3,244‌

34‌

Paya

Holdings (1)

3,140‌

18‌

Perficient (1)

1,183‌

130‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

41

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Priority

Technology

Holdings (1)

368‌

2‌

Rackspace

Technology (1)(2)

1,998‌

22‌

Remitly

Global (1)

466‌

5‌

Repay

Holdings (1)(2)

3,117‌

46‌

StarTek (1)

654‌

3‌

TTEC

Holdings 

644‌

53‌

Tucows,

Class

A (1)

349‌

24‌

Unisys (1)

2,441‌

53‌

Verra

Mobility (1)

5,529‌

90‌

1,617‌

Semiconductors

&

Semiconductor

Equipment

3.3%

Alpha

&

Omega

Semiconductor (1)

769‌

42‌

Ambarella (1)

1,287‌

135‌

Amkor

Technology 

3,726‌

81‌

Atomera (1)(2)

736‌

10‌

Axcelis

Technologies (1)

1,183‌

89‌

AXT (1)

1,442‌

10‌

CEVA (1)

794‌

32‌

CMC

Materials 

1,031‌

191‌

Cohu (1)

1,768‌

52‌

Credo

Technology

Group

Holding (1)

777‌

12‌

Diodes (1)

1,641‌

143‌

FormFactor (1)

2,858‌

120‌

Ichor

Holdings (1)

1,063‌

38‌

Impinj (1)

660‌

42‌

Kopin (1)

2,657‌

7‌

Kulicke

&

Soffa

Industries (2)

2,271‌

127‌

Lattice

Semiconductor (1)

5,008‌

305‌

MACOM

Technology

Solutions

Holdings (1)

1,851‌

111‌

MaxLinear (1)

2,606‌

152‌

Meta

Materials (1)(2)

7,507‌

13‌

NeoPhotonics (1)

1,887‌

29‌

NVE 

156‌

9‌

Onto

Innovation (1)

1,820‌

158‌

PDF

Solutions (1)

1,085‌

30‌

Photronics (1)

2,143‌

36‌

Power

Integrations 

2,176‌

202‌

Rambus (1)

3,951‌

126‌

Semtech (1)

2,396‌

166‌

Silicon

Laboratories (1)

1,386‌

208‌

SiTime (1)

586‌

145‌

SkyWater

Technology (1)(2)

327‌

4‌

SMART

Global

Holdings (1)

1,820‌

47‌

SunPower (1)

2,899‌

62‌

Synaptics (1)

1,446‌

288‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

42

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Ultra

Clean

Holdings (1)

1,576‌

67‌

Veeco

Instruments (1)

1,832‌

50‌

3,339‌

Software

5.5%

8x8 (1)

4,119‌

52‌

A10

Networks 

2,215‌

31‌

ACI

Worldwide (1)

4,271‌

134‌

Agilysys (1)

751‌

30‌

Alarm.com

Holdings (1)

1,777‌

118‌

Alkami

Technology (1)

1,046‌

15‌

Altair

Engineering,

Class

A (1)

1,741‌

112‌

American

Software,

Class

A 

1,117‌

23‌

Appfolio,

Class

A (1)

692‌

78‌

Appian (1)

1,486‌

90‌

Arteris (1)

151‌

2‌

Asana,

Class

A (1)(2)

2,719‌

109‌

Avaya

Holdings (1)

3,077‌

39‌

AvidXchange

Holdings (1)

855‌

7‌

Benefitfocus (1)

935‌

12‌

Blackbaud (1)

1,799‌

108‌

Blackline (1)

2,016‌

148‌

Bottomline

Technologies (1)

1,659‌

94‌

Box,

Class

A (1)

5,015‌

146‌

BTRS

Holdings,

Class

A (1)

3,451‌

26‌

Cerence (1)

1,412‌

51‌

ChannelAdvisor (1)

1,074‌

18‌

Cleanspark (1)(2)

1,500‌

19‌

CommVault

Systems (1)

1,669‌

111‌

Consensus

Cloud

Solutions (1)

552‌

33‌

CoreCard (1)(2)

248‌

7‌

Couchbase (1)

828‌

14‌

CS

Disco (1)

551‌

19‌

Digimarc (1)(2)

491‌

13‌

Digital

Turbine (1)

3,306‌

145‌

Domo,

Class

B (1)(2)

1,008‌

51‌

E2open

Parent

Holdings (1)

7,197‌

63‌

Ebix 

946‌

31‌

eGain (1)

716‌

8‌

Enfusion,

Class

A (1)

849‌

11‌

EngageSmart (1)

651‌

14‌

Envestnet (1)

2,020‌

150‌

EverCommerce (1)

1,057‌

14‌

GTY

Technology

Holdings (1)

1,175‌

4‌

Instructure

Holdings (1)

487‌

10‌

Intapp (1)

558‌

13‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

43

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

InterDigital 

1,099‌

70‌

JFrog (1)

1,939‌

52‌

Kaltura (1)(2)

1,777‌

3‌

LivePerson (1)

2,381‌

58‌

Marathon

Digital

Holdings (1)(2)

3,503‌

98‌

MeridianLink (1)

799‌

14‌

MicroStrategy,

Class

A (1)(2)

341‌

166‌

Mimecast (1)

2,291‌

182‌

Mitek

Systems (1)(2)

1,542‌

23‌

Model

N (1)

1,320‌

36‌

Momentive

Global (1)

4,797‌

78‌

ON24 (1)

1,052‌

14‌

OneSpan (1)

1,325‌

19‌

PagerDuty (1)(2)

3,072‌

105‌

Ping

Identity

Holding (1)

2,231‌

61‌

Progress

Software 

1,561‌

74‌

PROS

Holdings (1)(2)

1,468‌

49‌

Q2

Holdings (1)

2,035‌

125‌

Qualys (1)

1,242‌

177‌

Rapid7 (1)

2,053‌

228‌

Rekor

Systems (1)(2)

1,257‌

6‌

Rimini

Street (1)

1,539‌

9‌

Riot

Blockchain (1)(2)

3,889‌

82‌

Sailpoint

Technologies

Holdings (1)

3,325‌

170‌

Sapiens

International 

1,162‌

30‌

SecureWorks,

Class

A (1)

344‌

5‌

ShotSpotter (1)

360‌

10‌

Smith

Micro

Software (1)

1,741‌

7‌

Sprout

Social,

Class

A (1)

1,649‌

132‌

SPS

Commerce (1)

1,322‌

173‌

Stronghold

Digital

Mining,

Class

A (1)

220‌

1‌

Sumo

Logic (1)

3,209‌

37‌

Telos (1)

1,425‌

14‌

Tenable

Holdings (1)

3,354‌

194‌

Upland

Software (1)

1,093‌

19‌

UserTesting (1)(2)

321‌

3‌

Varonis

Systems (1)

3,871‌

184‌

Verint

Systems (1)

2,371‌

123‌

Veritone (1)(2)

1,042‌

19‌

Viant

Technology,

Class

A (1)

381‌

3‌

VirnetX

Holding (1)

2,798‌

5‌

Vonage

Holdings (1)

9,254‌

188‌

Weave

Communications (1)

139‌

1‌

Workiva (1)

1,559‌

184‌

Xperi

Holding 

3,839‌

66‌

Yext (1)

4,179‌

29‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

44

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Zuora,

Class

A (1)

4,167‌

62‌

5,561‌

Technology

Hardware,

Storage

&

Peripherals

0.2%

3D

Systems (1)

4,492‌

75‌

Avid

Technology (1)

1,282‌

45‌

Corsair

Gaming (1)(2)

1,048‌

22‌

Diebold

Nixdorf (1)

2,671‌

18‌

Eastman

Kodak (1)(2)

1,678‌

11‌

Quantum (1)

1,982‌

4‌

Quantum,

Rights,

4/18/22 (1)

1,982‌

—‌

Super

Micro

Computer (1)

1,595‌

61‌

Turtle

Beach (1)(2)

574‌

12‌

248‌

Total

Information

Technology

13,796‌

MATERIALS

3.9%

Chemicals

1.9%

AdvanSix 

960‌

49‌

American

Vanguard 

1,079‌

22‌

Amyris (1)(2)

6,487‌

28‌

Aspen

Aerogels (1)

823‌

28‌

Avient 

3,304‌

159‌

Balchem 

1,177‌

161‌

Cabot 

2,084‌

143‌

Chase 

263‌

23‌

Danimer

Scientific (1)(2)

3,391‌

20‌

Ecovyst 

2,197‌

25‌

Ferro (1)

3,046‌

66‌

FutureFuel 

940‌

9‌

GCP

Applied

Technologies (1)

2,463‌

77‌

Hawkins 

688‌

32‌

HB

Fuller 

1,971‌

130‌

Ingevity (1)

1,403‌

90‌

Innospec 

865‌

80‌

Intrepid

Potash (1)

342‌

28‌

Koppers

Holdings 

786‌

22‌

Kronos

Worldwide 

831‌

13‌

Livent (1)

5,956‌

155‌

Marrone

Bio

Innovations (1)(2)

3,764‌

4‌

Minerals

Technologies 

1,170‌

77‌

Orion

Engineered

Carbons 

2,180‌

35‌

PureCycle

Technologies (1)(2)

2,083‌

17‌

Quaker

Chemical (2)

487‌

84‌

Rayonier

Advanced

Materials (1)

2,278‌

15‌

Sensient

Technologies 

1,542‌

129‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

45

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Stepan 

786‌

78‌

Tredegar 

933‌

11‌

Trinseo 

1,382‌

66‌

Tronox

Holdings,

Class

A 

4,140‌

82‌

Valhi 

85‌

3‌

Zymergen (1)

2,978‌

9‌

1,970‌

Construction

Materials

0.1%

Summit

Materials,

Class

A (1)

4,302‌

134‌

United

States

Lime

&

Minerals 

73‌

8‌

142‌

Containers

&

Packaging

0.3%

Greif,

Class

A 

905‌

59‌

Greif,

Class

B 

203‌

13‌

Myers

Industries 

1,291‌

28‌

O-I

Glass (1)

5,609‌

74‌

Pactiv

Evergreen 

1,628‌

16‌

Ranpak

Holdings (1)

1,391‌

28‌

TriMas 

1,603‌

52‌

270‌

Metals

&

Mining

1.5%

Allegheny

Technologies (1)

4,590‌

123‌

Arconic (1)

3,887‌

100‌

Carpenter

Technology 

1,762‌

74‌

Century

Aluminum (1)

1,885‌

50‌

Coeur

Mining (1)

9,255‌

41‌

Commercial

Metals 

4,339‌

181‌

Compass

Minerals

International (2)

1,214‌

76‌

Constellium (1)

4,491‌

81‌

Gatos

Silver (1)

1,677‌

7‌

Haynes

International 

429‌

18‌

Hecla

Mining 

19,360‌

127‌

Kaiser

Aluminum 

550‌

52‌

Materion 

722‌

62‌

MP

Materials (1)

2,786‌

160‌

Novagold

Resources (1)

8,656‌

67‌

Olympic

Steel 

347‌

13‌

Perpetua

Resources (1)

1,173‌

5‌

PolyMet

Mining (1)

1,084‌

5‌

Ryerson

Holding 

637‌

22‌

Schnitzer

Steel

Industries,

Class

A 

935‌

49‌

SunCoke

Energy 

3,043‌

27‌

TimkenSteel (1)

1,697‌

37‌

Warrior

Met

Coal 

1,895‌

70‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

46

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Worthington

Industries 

1,173‌

60‌

1,507‌

Paper

&

Forest

Products

0.1%

Clearwater

Paper (1)

615‌

17‌

Glatfelter 

1,465‌

18‌

Neenah 

601‌

24‌

Schweitzer-Mauduit

International 

1,075‌

30‌

89‌

Total

Materials

3,978‌

REAL

ESTATE

7.7%

Equity

Real

Estate

Investment

Trusts

7.0%

Acadia

Realty

Trust,

REIT 

3,212‌

70‌

Agree

Realty,

REIT 

2,532‌

168‌

Alexander

&

Baldwin,

REIT 

2,617‌

61‌

Alexander's,

REIT 

77‌

20‌

American

Assets

Trust,

REIT 

1,868‌

71‌

Apartment

Investment

&

Management,

Class

A,

REIT (1)

5,692‌

42‌

Apple

Hospitality

REIT,

REIT 

7,857‌

141‌

Armada

Hoffler

Properties,

REIT 

2,483‌

36‌

Ashford

Hospitality

Trust,

REIT (1)(2)

609‌

6‌

Braemar

Hotels

&

Resorts,

REIT 

2,065‌

13‌

Brandywine

Realty

Trust,

REIT 

6,186‌

87‌

Broadstone

Net

Lease,

REIT 

5,748‌

125‌

BRT

Apartments,

REIT 

466‌

11‌

CareTrust

REIT 

3,537‌

68‌

CatchMark

Timber

Trust,

Class

A,

REIT 

1,760‌

14‌

Centerspace,

REIT 

497‌

49‌

Chatham

Lodging

Trust,

REIT (1)

1,715‌

24‌

City

Office

REIT,

REIT 

1,588‌

28‌

Clipper

Realty,

REIT 

433‌

4‌

Community

Healthcare

Trust,

REIT 

920‌

39‌

Corporate

Office

Properties

Trust,

REIT 

4,110‌

117‌

CTO

Realty

Growth,

REIT 

207‌

14‌

DiamondRock

Hospitality,

REIT (1)

7,645‌

77‌

DigitalBridge

Group,

REIT (1)

17,682‌

127‌

Diversified

Healthcare

Trust,

REIT 

8,499‌

27‌

Easterly

Government

Properties,

REIT 

3,201‌

68‌

EastGroup

Properties,

REIT 

1,475‌

300‌

Empire

State

Realty

Trust,

Class

A,

REIT 

5,181‌

51‌

Equity

Commonwealth,

REIT (1)

3,835‌

108‌

Essential

Properties

Realty

Trust,

REIT 

4,397‌

111‌

Farmland

Partners,

REIT 

998‌

14‌

Four

Corners

Property

Trust,

REIT 

2,843‌

77‌

Franklin

Street

Properties,

REIT 

3,595‌

21‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

47

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Getty

Realty,

REIT 

1,529‌

44‌

Gladstone

Commercial,

REIT 

1,411‌

31‌

Gladstone

Land,

REIT 

1,176‌

43‌

Global

Medical

REIT,

REIT 

2,157‌

35‌

Global

Net

Lease,

REIT 

3,832‌

60‌

Healthcare

Realty

Trust,

REIT 

5,401‌

148‌

Hersha

Hospitality

Trust,

REIT (1)

1,134‌

10‌

Independence

Realty

Trust,

REIT 

8,089‌

214‌

Indus

Realty

Trust,

REIT 

198‌

14‌

Industrial

Logistics

Properties

Trust,

REIT 

2,363‌

54‌

Innovative

Industrial

Properties,

REIT 

839‌

172‌

iStar,

REIT (2)

2,440‌

57‌

Kite

Realty

Group

Trust,

REIT 

7,932‌

181‌

LTC

Properties,

REIT (2)

1,457‌

56‌

LXP

Industrial

Trust,

REIT 

10,252‌

161‌

Macerich,

REIT 

7,781‌

122‌

National

Health

Investors,

REIT 

1,645‌

97‌

National

Storage

Affiliates

Trust,

REIT 

2,964‌

186‌

Necessity

Retail

REIT 

4,465‌

35‌

NETSTREIT,

REIT 

1,401‌

31‌

NexPoint

Residential

Trust,

REIT 

788‌

71‌

Office

Properties

Income

Trust,

REIT 

1,782‌

46‌

One

Liberty

Properties,

REIT 

620‌

19‌

Outfront

Media,

REIT 

5,347‌

152‌

Paramount

Group,

REIT 

6,814‌

74‌

Pebblebrook

Hotel

Trust,

REIT 

4,715‌

115‌

Phillips

Edison,

REIT 

4,122‌

142‌

Physicians

Realty

Trust,

REIT 

8,072‌

142‌

Piedmont

Office

Realty

Trust,

Class

A,

REIT 

4,503‌

78‌

Plymouth

Industrial

REIT,

REIT 

1,156‌

31‌

Postal

Realty

Trust,

Class

A,

REIT 

615‌

10‌

PotlatchDeltic,

REIT 

2,437‌

129‌

Preferred

Apartment

Communities,

Class

A,

REIT 

1,937‌

48‌

PS

Business

Parks,

REIT 

738‌

124‌

Retail

Opportunity

Investments,

REIT 

4,390‌

85‌

Retail

Value,

REIT 

527‌

2‌

RLJ

Lodging

Trust,

REIT 

6,034‌

85‌

RPT

Realty,

REIT 

3,085‌

43‌

Ryman

Hospitality

Properties,

REIT (1)

1,998‌

185‌

Sabra

Health

Care

REIT 

8,303‌

124‌

Safehold,

REIT 

724‌

40‌

Saul

Centers,

REIT 

419‌

22‌

Seritage

Growth

Properties,

Class

A,

REIT (1)

1,385‌

18‌

Service

Properties

Trust,

REIT 

6,004‌

53‌

SITE

Centers,

REIT 

6,314‌

106‌

STAG

Industrial,

REIT 

6,515‌

269‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

48

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Summit

Hotel

Properties,

REIT (1)

3,763‌

38‌

Sunstone

Hotel

Investors,

REIT (1)

7,908‌

93‌

Tanger

Factory

Outlet

Centers,

REIT 

3,749‌

64‌

Terreno

Realty,

REIT 

2,700‌

200‌

UMH

Properties,

REIT 

1,567‌

39‌

Uniti

Group,

REIT 

7,237‌

100‌

Universal

Health

Realty

Income

Trust,

REIT 

477‌

28‌

Urban

Edge

Properties,

REIT 

4,200‌

80‌

Urstadt

Biddle

Properties,

Class

A,

REIT 

1,130‌

21‌

Veris

Residential,

REIT (1)

3,161‌

55‌

Washington

Real

Estate

Investment

Trust,

REIT 

3,106‌

79‌

Whitestone

REIT,

REIT 

1,680‌

22‌

Xenia

Hotels

&

Resorts,

REIT (1)

4,145‌

80‌

7,052‌

Real

Estate

Management

&

Development

0.7%

Cushman

&

Wakefield (1)

5,022‌

103‌

Douglas

Elliman 

2,570‌

19‌

eXp

World

Holdings (2)

2,283‌

48‌

Fathom

Holdings (1)(2)

225‌

2‌

Forestar

Group (1)

608‌

11‌

FRP

Holdings (1)

237‌

14‌

Kennedy-Wilson

Holdings 

4,394‌

107‌

Marcus

&

Millichap 

841‌

44‌

Newmark

Group,

Class

A 

6,125‌

98‌

Rafael

Holdings,

Class

B (1)

253‌

1‌

RE/MAX

Holdings,

Class

A 

666‌

18‌

Realogy

Holdings (1)

4,160‌

65‌

Redfin (1)(2)

3,750‌

68‌

RMR

Group,

Class

A 

550‌

17‌

St.

Joe 

1,260‌

75‌

Tejon

Ranch (1)

728‌

13‌

703‌

Total

Real

Estate

7,755‌

TRUSTS

&

FUNDS

0.7%

Trusts

&

Mutual

Funds

0.7%

iShares

Russell

2000

ETF (2)

3,621‌

743‌

Total

Trusts

&

Funds

743‌

UTILITIES

3.0%

Electric

Utilities

0.7%

ALLETE 

1,860‌

125‌

MGE

Energy 

1,328‌

106‌

Otter

Tail 

1,553‌

97‌

PNM

Resources 

3,118‌

149‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

49

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Portland

General

Electric 

3,273‌

180‌

Via

Renewables 

433‌

3‌

660‌

Gas

Utilities

1.1%

Brookfield

Infrastructure,

Class

A 

2,351‌

177‌

Chesapeake

Utilities 

628‌

87‌

New

Jersey

Resources 

3,514‌

161‌

Northwest

Natural

Holding 

1,063‌

55‌

ONE

Gas 

1,963‌

173‌

South

Jersey

Industries 

3,748‌

129‌

Southwest

Gas

Holdings 

2,331‌

183‌

Spire 

1,849‌

133‌

1,098‌

Independent

Power

&

Renewable

Electricity

Producers

0.4%

Clearway

Energy,

Class

A 

1,325‌

44‌

Clearway

Energy,

Class

C 

3,010‌

110‌

Ormat

Technologies 

1,707‌

140‌

Sunnova

Energy

International (1)

3,192‌

73‌

367‌

Multi-Utilities

0.4%

Avista 

2,611‌

118‌

Black

Hills 

2,360‌

181‌

NorthWestern 

2,031‌

123‌

Unitil 

557‌

28‌

450‌

Water

Utilities

0.4%

American

States

Water 

1,345‌

120‌

Artesian

Resources,

Class

A 

295‌

14‌

Cadiz (1)(2)

645‌

1‌

California

Water

Service

Group 

1,953‌

116‌

Global

Water

Resources 

454‌

8‌

Middlesex

Water 

629‌

66‌

Pure

Cycle (1)

683‌

8‌

SJW

Group 

979‌

68‌

York

Water 

447‌

20‌

421‌

Total

Utilities

2,996‌

Total

Common

Stocks

(Cost

$104,797)

100,493‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

50

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

SHORT-TERM

INVESTMENTS

0.5%

Money

Market

Funds

0.4%

T.

Rowe

Price

Government

Reserve

Fund,

0.29% (4)(5)

376,419‌

376‌

376‌

U.S.

Treasury

Obligations

0.1%

U.S.

Treasury

Bills,

0.17%,

6/23/22 (6)

60,000‌

60‌

60‌

Total

Short-Term

Investments

(Cost

$436)

436‌

SECURITIES

LENDING

COLLATERAL

6.2%

INVESTMENTS

IN

A

POOLED

ACCOUNT

THROUGH

SECURITIES

LENDING

PROGRAM

WITH

STATE

STREET

BANK

AND

TRUST

COMPANY

6.2%

Money

Market

Funds

6.2%

T.

Rowe

Price

Government

Reserve

Fund,

0.29% (4)(5)

6,305,755‌

6,306‌

Total

Investments

in

a

Pooled

Account

through

Securities

Lending

Program

with

State

Street

Bank

and

Trust

Company

6,306‌

Total

Securities

Lending

Collateral

(Cost

$6,306)

6,306‌

Total

Investments

in

Securities

106.1%

(Cost

$111,539)

$

107,235‌

Other

Assets

Less

Liabilities

(6.1)%

(6,134‌)

Net

Assets

100.0%

$

101,101‌

‡

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

March

31,

2022.

(3)

Level

3

in

fair

value

hierarchy.

(4)

Seven-day

yield

(5)

Affiliated

Companies

(6)

At

March

31,

2022,

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

T.

ROWE

PRICE

Small-Cap

Index

Fund

51

FUTURES

CONTRACTS

($000s)

Expiration

Date

Notional

Amount

Value

and

Unrealized

Gain

(Loss)

Long,

5

Russell

2000

E-Mini

Index

contracts

6/22

517

$

21‌

Net

payments

(receipts)

of

variation

margin

to

date

(27‌)

Variation

margin

receivable

(payable)

on

open

futures

contracts

$

(6‌)

T.

ROWE

PRICE

Small-Cap

Index

Fund

52

The

accompanying

notes

are

an

integral

part

of

this

Portfolio

of

Investments.

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

three

months

ended

March

31,

2022.

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.

Affiliate

Net

Realized

Gain

(Loss)

Change

in

Net

Unrealized

Gain/Loss

Investment

Income

T.

Rowe

Price

Government

Reserve

Fund,

0.29%

$

—‌

$

—‌

$

—‌++

Totals

$

—‌#

$

—‌

$

—‌+

Supplementary

Investment

Schedule

Affiliate

Value

12/31/21

Purchase

Cost

Sales

Cost

Value

03/31/22

T.

Rowe

Price

Government

Reserve

Fund,

0.29%

$

3,572‌

 ¤

 ¤

$

6,682‌

Total

$

6,682‌^

#

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

$0

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

$6,682.

T.

ROWE

PRICE

Small-Cap

Index

Fund

Unaudited

Notes

to

Portfolio

of

Investments

53

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 

Fair

Value

  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,

and

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

policies

and

procedures

used

in

valuing

financial

instruments,

including

those

which

cannot

be

valued

in

accordance

with

normal

procedures

or

using

pricing

vendors;

determines

pricing

techniques,

sources,

and

persons

eligible

to

effect

fair

value

pricing

actions;

evaluates

the

services

and

performance

of

the

pricing

vendors;

oversees

the

pricing

process

to

ensure

policies

and

procedures

are

being

followed;

and

provides

guidance

on

internal

controls

and

valuation-related

matters.

The

Valuation

Committee

provides

periodic

reporting

to

the

Board

on

valuation

matters.

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)

T.

ROWE

PRICE

Small-Cap

Index

Fund

54

Level

3

–

unobservable

inputs

(including

the fund’s

own

assumptions

in

determining

fair

value)

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,

including

exchange-traded

funds, 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

for

domestic

securities.

Debt

securities

generally

are

traded

in

the over-the-counter

(OTC)

market

and

are

valued

at

prices

furnished

by

independent

pricing

services

or

by

broker

dealers

who

make

markets

in

such

securities.

When

valuing

securities,

the

independent

pricing

services

consider

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.

Investments

in

mutual

funds

are

valued

at

the

mutual

fund’s

closing

NAV

per

share

on

the

day

of

valuation.

Futures

contracts

are

valued

at

closing

settlement

prices.

Investments

for

which

market

quotations

or

market-based

valuations

are

not

readily

available

or

deemed

unreliable

are

valued

at

fair

value

as

determined

in

good

faith

by

the

Valuation

Committee,

in

accordance

with

fair

valuation

policies

and

procedures.

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.

Factors

used

in

determining

fair

value

vary

by

type

of

investment

and

may

include

market

or

investment

specific

considerations.

The

Valuation

Committee

typically

will

afford

greatest

weight

to

actual

prices

in

arm’s

length

transactions,

to

the

extent

they

represent

orderly

transactions

T.

ROWE

PRICE

Small-Cap

Index

Fund

55

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;

discounted

cash

flows;

yield

to

maturity;

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

investment.

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.

Valuation

Inputs

  The

following

table

summarizes

the

fund’s

financial

instruments,

based

on

the

inputs

used

to

determine

their

fair

values

on

March

31,

2022

(for

further

detail

by

category,

please

refer

to

the

accompanying

Portfolio

of

Investments):

OTHER

MATTERS 

Unpredictable

events

such

as

environmental

or

natural

disasters,

war,

terrorism,

pandemics,

outbreaks

of

infectious

diseases,

and

similar

public

health

threats

may

significantly

affect

the

economy

and

the

markets

and

issuers

in

which

a

fund

invests.

Certain

events

may

cause

instability

across

global

markets,

including

reduced

liquidity

and

disruptions

in

trading

markets,

while

some

events

may

affect

certain

geographic

regions,

countries,

sectors,

and

industries

more

significantly

than

others,

and

exacerbate

other

pre-existing

political,

social,

and

economic

risks.

Since

2020,

a

novel

strain

of

coronavirus

(COVID-19)

has

resulted

in

disruptions

to

global

business

activity

and

caused

significant

volatility

and

declines

in

global

financial

markets.

In

February

2022,

Russian

forces

entered

Ukraine

and

commenced

an

armed

conflict.

Economic

sanctions

($000s)

Level

1

Level

2

Level

3

Total

Value

Assets

Common

Stocks

$

100,492‌

$

—‌

$

1‌

$

100,493‌

Short-Term

Investments

376‌

60‌

—‌

436‌

Securities

Lending

Collateral

6,306‌

—‌

—‌

6,306‌

Total

Securities

107,174‌

60‌

1‌

107,235‌

Futures

Contracts*

21‌

—‌

—‌

21‌

Total

$

107,195‌

$

60‌

$

1‌

$

107,256‌

*

The

fair

value

presented

includes

cumulative

gain

(loss)

on

open

futures

contracts;

however,

the

net

value

reflected

on

the

accompanying

Portfolio

of

Investments

is

only

the

unsettled

variation

margin

receivable

(payable)

at

that

date.

T.

ROWE

PRICE

Small-Cap

Index

Fund

56

have

since

been

imposed

on

Russia

and

certain

of

its

citizens,

including

the

exclusion

of

Russia

from

the

SWIFT

global

payments

network.

As

a

result, Russian-related

stocks

and

debt

have

since

suffered

significant

declines

in

value.

The

duration

of

the

coronavirus

outbreak

and

the

Russian-Ukraine

conflict,

and

their

effects

on

the

financial

markets,

cannot

be

determined

with

certainty.

The fund’s

performance

could

be

negatively

impacted

if

the

value

of

a

portfolio

holding

were

harmed

by

these

and

such

other

events.

Management

is

actively

monitoring

these

events.