T.

ROWE

PRICE

Small-Cap

Index

Fund

September

30,

2023

(Unaudited)

1

Portfolio

of

Investments

‡

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

COMMON

STOCKS

99.7%

COMMUNICATION

SERVICES

2.4%

Diversified

Telecommunication

Services

0.4%

Anterix (1)

677‌

21‌

AST

SpaceMobile (1)(2)

4,388‌

17‌

ATN

International 

607‌

19‌

Bandwidth,

Class

A (1)

1,210‌

14‌

Charge

Enterprises (1)

6,885‌

4‌

Cogent

Communications

Holdings 

2,299‌

142‌

Consolidated

Communications

Holdings (1)

4,137‌

14‌

EchoStar,

Class

A (1)

1,809‌

30‌

Globalstar (1)(2)

36,378‌

48‌

IDT,

Class

B (1)

873‌

19‌

Liberty

Latin

America,

Class

A (1)

1,948‌

16‌

Liberty

Latin

America,

Class

C (1)

7,758‌

63‌

Lumen

Technologies (1)(2)

53,670‌

76‌

Ooma (1)

1,223‌

16‌

499‌

Entertainment

0.4%

Atlanta

Braves

Holdings,

Class

A (1)

550‌

21‌

Atlanta

Braves

Holdings,

Class

C (1)

2,424‌

87‌

Cinemark

Holdings (1)(2)

5,846‌

107‌

IMAX (1)

2,405‌

46‌

Lions

Gate

Entertainment,

Class

A (1)

3,144‌

27‌

Lions

Gate

Entertainment,

Class

B (1)

6,299‌

50‌

Loop

Media (1)

1,798‌

1‌

Madison

Square

Garden

Entertainment (1)

2,326‌

76‌

Marcus (2)

1,317‌

20‌

Playstudios (1)

4,370‌

14‌

Reservoir

Media (1)

1,089‌

7‌

Sphere

Entertainment (1)

1,405‌

52‌

Vivid

Seats,

Class

A (1)

1,347‌

9‌

517‌

Interactive

Media

&

Services

0.7%

Bumble,

Class

A (1)

5,386‌

80‌

Cargurus (1)

5,203‌

91‌

Cars.com (1)

3,575‌

60‌

DHI

Group (1)

2,329‌

7‌

Eventbrite,

Class

A (1)

4,069‌

40‌

EverQuote,

Class

A (1)

1,137‌

8‌

fuboTV (1)(2)

15,175‌

41‌

Grindr (1)

2,342‌

13‌

Liberty

TripAdvisor

Holdings,

Class

B (1)

25‌

1‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

2

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

MediaAlpha,

Class

A (1)

1,136‌

9‌

Nextdoor

Holdings (1)

7,951‌

15‌

Outbrain (1)

2,325‌

11‌

QuinStreet (1)

2,740‌

25‌

Shutterstock 

1,334‌

51‌

System1 (1)(2)

1,221‌

2‌

TrueCar (1)

4,394‌

9‌

Vimeo (1)

8,180‌

29‌

Yelp (1)

3,573‌

149‌

Ziff

Davis (1)

2,527‌

161‌

ZipRecruiter,

Class

A (1)

3,684‌

44‌

846‌

Media

0.7%

Advantage

Solutions (1)(2)

4,976‌

14‌

AMC

Networks,

Class

A (1)

1,660‌

20‌

Boston

Omaha,

Class

A (1)

1,271‌

21‌

Cardlytics (1)(2)

1,801‌

30‌

Clear

Channel

Outdoor

Holdings (1)(2)

20,072‌

32‌

Daily

Journal (1)

74‌

22‌

Emerald

Holding (1)

766‌

3‌

Entravision

Communications,

Class

A 

3,110‌

11‌

EW

Scripps,

Class

A (1)

3,306‌

18‌

Gambling.com

Group (1)

624‌

8‌

Gannett (1)

7,440‌

18‌

Gray

Television 

4,448‌

31‌

iHeartMedia,

Class

A (1)

5,650‌

18‌

Integral

Ad

Science

Holding (1)

2,574‌

31‌

John

Wiley

&

Sons,

Class

A 

2,272‌

84‌

Magnite (1)

7,013‌

53‌

PubMatic,

Class

A (1)

2,294‌

28‌

Scholastic 

1,442‌

55‌

Sinclair (2)

1,729‌

19‌

Stagwell (1)

4,154‌

19‌

TechTarget (1)

1,396‌

42‌

TEGNA 

10,675‌

156‌

Thryv

Holdings (1)

1,698‌

32‌

Townsquare

Media,

Class

A 

575‌

5‌

Urban

One (1)

626‌

3‌

Urban

One,

Class

D (1)

625‌

3‌

WideOpenWest (1)

2,816‌

22‌

798‌

Wireless

Telecommunication

Services

0.2%

Gogo (1)

3,580‌

43‌

Shenandoah

Telecommunications 

2,628‌

54‌

Spok

Holdings 

1,014‌

15‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

3

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Telephone

&

Data

Systems 

5,263‌

96‌

Tingo

Group (1)(2)

6,016‌

6‌

214‌

Total

Communication

Services

2,874‌

CONSUMER

DISCRETIONARY

10.6%

Automobile

Components

1.5%

Adient (1)

5,100‌

187‌

American

Axle

&

Manufacturing

Holdings (1)

5,978‌

43‌

Atmus

Filtration

Technologies (1)

868‌

18‌

Cooper-Standard

Holdings (1)

966‌

13‌

Dana 

6,928‌

102‌

Dorman

Products (1)

1,399‌

106‌

Fox

Factory

Holding (1)

2,262‌

224‌

Gentherm (1)

1,761‌

96‌

Goodyear

Tire

&

Rubber (1)

15,002‌

186‌

Holley (1)(2)

2,778‌

14‌

LCI

Industries 

1,311‌

154‌

Luminar

Technologies (1)(2)

14,599‌

66‌

Modine

Manufacturing (1)

2,728‌

125‌

Patrick

Industries 

1,135‌

85‌

Solid

Power (1)(2)

8,726‌

18‌

Standard

Motor

Products 

1,110‌

37‌

Stoneridge (1)

1,395‌

28‌

Visteon (1)

1,500‌

207‌

XPEL (1)

1,202‌

93‌

1,802‌

Automobiles

0.1%

Fisker (1)(2)

10,452‌

67‌

Livewire

Group (1)

543‌

4‌

Winnebago

Industries 

1,574‌

94‌

Workhorse

Group (1)

8,260‌

3‌

168‌

Broadline

Retail

0.1%

Big

Lots 

1,511‌

8‌

ContextLogic,

Class

A (1)(2)

1,193‌

5‌

Dillard's,

Class

A (2)

183‌

61‌

Qurate

Retail,

Class

B (1)

65‌

—‌

Savers

Value

Village (1)

1,370‌

26‌

100‌

Distributors

0.0%

Weyco

Group 

295‌

7‌

7‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

4

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Diversified

Consumer

Services

1.2%

2U (1)(2)

4,075‌

10‌

Adtalem

Global

Education (1)

2,299‌

98‌

Carriage

Services 

726‌

20‌

Chegg (1)

6,273‌

56‌

Clear

Secure,

Class

A 

4,434‌

84‌

Coursera (1)

6,911‌

129‌

Duolingo (1)

1,530‌

254‌

European

Wax

Center,

Class

A (1)(2)

1,795‌

29‌

Frontdoor (1)

4,370‌

134‌

Graham

Holdings,

Class

B 

190‌

111‌

Laureate

Education 

6,929‌

98‌

Lincoln

Educational

Services (1)

1,342‌

11‌

Nerdy (1)

3,345‌

12‌

OneSpaWorld

Holdings (1)

4,456‌

50‌

Perdoceo

Education 

3,629‌

62‌

Rover

Group (1)

4,897‌

31‌

Strategic

Education 

1,192‌

90‌

Stride (1)

2,255‌

102‌

Udemy (1)

4,576‌

43‌

Universal

Technical

Institute (1)

1,768‌

15‌

WW

International (1)(2)

2,875‌

32‌

1,471‌

Hotels,

Restaurants

&

Leisure

2.2%

Accel

Entertainment (1)

2,930‌

32‌

Bally's (1)

1,571‌

21‌

Biglari

Holdings,

Class

B (1)

42‌

7‌

BJ's

Restaurants (1)

1,215‌

29‌

Bloomin'

Brands 

4,648‌

114‌

Bluegreen

Vacations

Holding 

586‌

21‌

Bowlero,

Class

A (1)(2)

1,685‌

16‌

Brinker

International (1)

2,337‌

74‌

Carrols

Restaurant

Group (1)

2,069‌

14‌

Century

Casinos (1)

1,369‌

7‌

Cheesecake

Factory (2)

2,590‌

78‌

Chuy's

Holdings (1)

950‌

34‌

Cracker

Barrel

Old

Country

Store (2)

1,168‌

78‌

Dave

&

Buster's

Entertainment (1)

1,909‌

71‌

Denny's (1)

2,888‌

24‌

Dine

Brands

Global 

838‌

41‌

El

Pollo

Loco

Holdings 

1,584‌

14‌

Everi

Holdings (1)

4,499‌

59‌

Fiesta

Restaurant

Group (1)

872‌

7‌

First

Watch

Restaurant

Group (1)

1,203‌

21‌

Full

House

Resorts (1)(2)

1,635‌

7‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

5

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Global

Business

Travel

Group

I (1)

1,588‌

9‌

Golden

Entertainment 

1,096‌

37‌

Hilton

Grand

Vacations (1)

4,337‌

177‌

Inspired

Entertainment (1)

1,212‌

15‌

International

Game

Technology 

5,786‌

175‌

Jack

in

the

Box 

1,106‌

76‌

Krispy

Kreme (2)

4,624‌

58‌

Kura

Sushi

USA,

Class

A (1)

314‌

21‌

Life

Time

Group

Holdings (1)

2,393‌

36‌

Light

&

Wonder (1)

4,856‌

346‌

Lindblad

Expeditions

Holdings (1)

1,957‌

14‌

Monarch

Casino

&

Resort 

708‌

44‌

Mondee

Holdings (1)(2)

2,480‌

9‌

Nathan's

Famous 

159‌

11‌

Noodles (1)

1,999‌

5‌

ONE

Group

Hospitality (1)(2)

1,075‌

6‌

Papa

John's

International (2)

1,738‌

119‌

PlayAGS (1)

2,110‌

14‌

Portillo's,

Class

A (1)

2,428‌

37‌

Potbelly (1)

1,478‌

12‌

RCI

Hospitality

Holdings 

470‌

29‌

Red

Robin

Gourmet

Burgers (1)

781‌

6‌

Red

Rock

Resorts,

Class

A 

2,529‌

104‌

Rush

Street

Interactive (1)

3,429‌

16‌

Sabre (1)

17,627‌

79‌

SeaWorld

Entertainment (1)

1,922‌

89‌

Shake

Shack,

Class

A (1)

2,014‌

117‌

Six

Flags

Entertainment (1)

3,851‌

91‌

Super

Group

SGHC (1)

7,221‌

27‌

Sweetgreen,

Class

A (1)

5,210‌

61‌

Target

Hospitality (1)(2)

1,662‌

26‌

Xponential

Fitness,

Class

A (1)

968‌

15‌

2,650‌

Household

Durables

2.0%

Beazer

Homes

USA (1)

1,543‌

38‌

Cavco

Industries (1)

464‌

123‌

Century

Communities 

1,512‌

101‌

Cricut,

Class

A (2)

2,542‌

24‌

Dream

Finders

Homes,

Class

A (1)(2)

1,284‌

29‌

Ethan

Allen

Interiors 

1,208‌

36‌

GoPro,

Class

A (1)

7,111‌

22‌

Green

Brick

Partners (1)

1,370‌

57‌

Helen

of

Troy (1)(2)

1,275‌

149‌

Hooker

Furnishings 

613‌

12‌

Hovnanian

Enterprises,

Class

A (1)

262‌

27‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

6

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Installed

Building

Products 

1,274‌

159‌

iRobot (1)

1,466‌

56‌

KB

Home 

3,886‌

180‌

Landsea

Homes (1)

660‌

6‌

La-Z-Boy 

2,312‌

71‌

Legacy

Housing (1)

517‌

10‌

LGI

Homes (1)

1,098‌

109‌

Lovesac (1)

719‌

14‌

M/I

Homes (1)

1,427‌

120‌

MDC

Holdings 

3,117‌

129‌

Meritage

Homes 

1,952‌

239‌

Purple

Innovation (2)

3,083‌

5‌

Skyline

Champion (1)

2,859‌

182‌

Snap

One

Holdings (1)(2)

906‌

8‌

Sonos (1)

6,722‌

87‌

Taylor

Morrison

Home (1)

5,593‌

238‌

Traeger (1)

1,896‌

5‌

Tri

Pointe

Homes (1)

5,248‌

144‌

United

Homes

Group (1)

302‌

2‌

Vizio

Holding,

Class

A (1)

4,148‌

22‌

VOXX

International (1)

684‌

5‌

2,409‌

Leisure

Products

0.5%

Acushnet

Holdings 

1,661‌

88‌

AMMO (1)(2)

4,778‌

10‌

Clarus 

1,705‌

13‌

Escalade 

491‌

7‌

Funko,

Class

A (1)(2)

1,780‌

14‌

JAKKS

Pacific (1)

356‌

7‌

Johnson

Outdoors,

Class

A 

306‌

17‌

Latham

Group (1)

2,282‌

6‌

Malibu

Boats,

Class

A (1)

1,086‌

53‌

Marine

Products 

418‌

6‌

MasterCraft

Boat

Holdings (1)

951‌

21‌

Smith

&

Wesson

Brands 

2,464‌

32‌

Solo

Brands,

Class

A (1)

1,131‌

6‌

Sturm

Ruger 

942‌

49‌

Topgolf

Callaway

Brands (1)

7,678‌

106‌

Vista

Outdoor (1)

3,073‌

102‌

537‌

Specialty

Retail

2.5%

1-800-Flowers.com,

Class

A (1)

1,297‌

9‌

Aaron's 

1,639‌

17‌

Abercrombie

&

Fitch,

Class

A (1)

2,606‌

147‌

Academy

Sports

&

Outdoors 

3,961‌

187‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

7

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

American

Eagle

Outfitters 

9,700‌

161‌

America's

Car-Mart (1)

332‌

30‌

Arko 

4,424‌

32‌

Asbury

Automotive

Group (1)

1,104‌

254‌

BARK (1)(2)

7,401‌

9‌

Big

5

Sporting

Goods 

1,138‌

8‌

Boot

Barn

Holdings (1)

1,580‌

128‌

Buckle 

1,653‌

55‌

Build-A-Bear

Workshop 

730‌

22‌

Caleres 

1,818‌

52‌

Camping

World

Holdings,

Class

A (2)

2,222‌

45‌

CarParts.com (1)

3,003‌

12‌

Carvana (1)

5,084‌

213‌

Cato,

Class

A 

939‌

7‌

Chico's

FAS (1)

6,569‌

49‌

Children's

Place (1)

635‌

17‌

Designer

Brands,

Class

A (2)

2,569‌

33‌

Destination

XL

Group (1)

3,112‌

14‌

Duluth

Holdings,

Class

B (1)

769‌

5‌

Envela (1)

372‌

2‌

EVgo (1)(2)

5,533‌

19‌

Foot

Locker (2)

4,373‌

76‌

Genesco (1)

622‌

19‌

Group

1

Automotive 

744‌

200‌

GrowGeneration (1)(2)

3,062‌

9‌

Guess? 

1,546‌

33‌

Haverty

Furniture 

811‌

23‌

Hibbett 

668‌

32‌

J

Jill (1)

225‌

7‌

Lands'

End (1)

747‌

6‌

Lazydays

Holdings (1)(2)

624‌

5‌

Leslie's (1)

9,488‌

54‌

MarineMax (1)

1,126‌

37‌

Monro 

1,679‌

47‌

National

Vision

Holdings (1)

4,138‌

67‌

ODP (1)

1,740‌

80‌

OneWater

Marine,

Class

A (1)(2)

652‌

17‌

Overstock.com (1)

2,385‌

38‌

PetMed

Express 

1,064‌

11‌

Rent

the

Runway,

Class

A (1)(2)

2,348‌

2‌

Revolve

Group (1)(2)

2,159‌

29‌

Sally

Beauty

Holdings (1)

5,717‌

48‌

Shoe

Carnival 

986‌

24‌

Signet

Jewelers 

2,393‌

172‌

Sleep

Number (1)

1,149‌

28‌

Sonic

Automotive,

Class

A 

839‌

40‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

8

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Sportsman's

Warehouse

Holdings (1)

1,884‌

8‌

Stitch

Fix,

Class

A (1)

4,355‌

15‌

ThredUp,

Class

A (1)(2)

3,827‌

15‌

Tile

Shop

Holdings (1)

1,664‌

9‌

Tilly's,

Class

A (1)

1,114‌

9‌

Torrid

Holdings (1)(2)

655‌

1‌

Upbound

Group 

2,932‌

86‌

Urban

Outfitters (1)

3,390‌

111‌

Warby

Parker,

Class

A (1)

4,584‌

60‌

Winmark 

152‌

57‌

Zumiez (1)

823‌

15‌

3,017‌

Textiles,

Apparel

&

Luxury

Goods

0.5%

Allbirds,

Class

A (1)(2)

5,360‌

6‌

Figs,

Class

A (1)(2)

6,852‌

40‌

Fossil

Group (1)

2,213‌

5‌

G-III

Apparel

Group (1)

2,207‌

55‌

Hanesbrands 

18,729‌

74‌

Kontoor

Brands 

2,985‌

131‌

Movado

Group 

841‌

23‌

Oxford

Industries 

797‌

77‌

Rocky

Brands 

347‌

5‌

Steven

Madden 

4,016‌

128‌

Vera

Bradley (1)

1,291‌

8‌

Wolverine

World

Wide 

4,104‌

33‌

585‌

Total

Consumer

Discretionary

12,746‌

CONSUMER

STAPLES

3.5%

Beverages

0.4%

Coca-Cola

Consolidated 

253‌

161‌

Duckhorn

Portfolio (1)

2,373‌

24‌

MGP

Ingredients 

843‌

89‌

National

Beverage (1)

1,264‌

59‌

Primo

Water 

8,301‌

115‌

Vita

Coco (1)

1,529‌

40‌

Zevia

PBC,

Class

A (1)(2)

1,229‌

3‌

491‌

Consumer

Staples

Distribution

&

Retail

0.6%

Andersons 

1,717‌

89‌

Chefs'

Warehouse (1)

1,881‌

40‌

HF

Foods

Group (1)

2,318‌

9‌

Ingles

Markets,

Class

A 

751‌

57‌

Natural

Grocers

by

Vitamin

Cottage 

465‌

6‌

PriceSmart 

1,374‌

102‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

9

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

SpartanNash 

1,835‌

40‌

Sprouts

Farmers

Market (1)

5,524‌

236‌

United

Natural

Foods (1)

3,127‌

44‌

Village

Super

Market,

Class

A 

447‌

10‌

Weis

Markets 

886‌

56‌

689‌

Food

Products

1.2%

Alico 

407‌

10‌

B&G

Foods 

3,742‌

37‌

Benson

Hill (1)

8,931‌

3‌

Beyond

Meat (1)(2)

3,223‌

31‌

BRC,

Class

A (1)(2)

1,831‌

7‌

Calavo

Growers 

934‌

23‌

Cal-Maine

Foods 

2,032‌

98‌

Dole 

3,828‌

44‌

Forafric

Global (1)

256‌

3‌

Fresh

Del

Monte

Produce 

1,822‌

47‌

Hain

Celestial

Group (1)

4,697‌

49‌

Hostess

Brands (1)

7,119‌

237‌

J

&

J

Snack

Foods 

798‌

131‌

John

B.

Sanfilippo

&

Son 

486‌

48‌

Lancaster

Colony 

1,048‌

173‌

Limoneira 

987‌

15‌

Mission

Produce (1)

2,545‌

25‌

Seneca

Foods,

Class

A (1)

292‌

16‌

Simply

Good

Foods (1)

4,872‌

168‌

Sovos

Brands (1)(2)

2,719‌

61‌

SunOpta (1)

4,917‌

17‌

TreeHouse

Foods (1)

2,735‌

119‌

Utz

Brands (2)

3,844‌

52‌

Vital

Farms (1)

1,664‌

19‌

Westrock

Coffee (1)(2)

1,554‌

14‌

1,447‌

Household

Products

0.3%

Central

Garden

&

Pet (1)

507‌

22‌

Central

Garden

&

Pet,

Class

A (1)

2,086‌

83‌

Energizer

Holdings 

3,800‌

122‌

Oil-Dri 

272‌

17‌

WD-40 

718‌

146‌

390‌

Personal

Care

Products

0.9%

Beauty

Health (1)(2)

4,295‌

26‌

BellRing

Brands (1)

7,180‌

296‌

Edgewell

Personal

Care 

2,725‌

101‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

10

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

elf

Beauty (1)

2,858‌

314‌

Herbalife (1)

5,237‌

73‌

Inter

Parfums 

975‌

131‌

Medifast 

582‌

43‌

Nature's

Sunshine

Products (1)

709‌

12‌

Nu

Skin

Enterprises,

Class

A 

2,677‌

57‌

Thorne

HealthTech (1)

809‌

8‌

USANA

Health

Sciences (1)

603‌

35‌

Waldencast,

Class

A (1)(2)

1,986‌

19‌

1,115‌

Tobacco

0.1%

Ispire

Technology (1)

133‌

1‌

Turning

Point

Brands 

936‌

22‌

Universal 

1,282‌

61‌

Vector

Group 

7,737‌

82‌

166‌

Total

Consumer

Staples

4,298‌

ENERGY

8.4%

Energy

Equipment

&

Services

3.0%

Archrock 

7,397‌

93‌

Atlas

Energy

Solutions,

Class

A 

897‌

20‌

Borr

Drilling (1)

11,609‌

82‌

Bristow

Group (1)

1,268‌

36‌

Cactus,

Class

A 

3,430‌

172‌

ChampionX 

10,649‌

379‌

Core

Laboratories 

2,490‌

60‌

Diamond

Offshore

Drilling (1)

5,384‌

79‌

DMC

Global (1)

1,039‌

25‌

Dril-Quip (1)

1,843‌

52‌

Expro

Group

Holdings (1)

4,660‌

108‌

Forum

Energy

Technologies (1)

544‌

13‌

Helix

Energy

Solutions

Group (1)

7,618‌

85‌

Helmerich

&

Payne 

5,184‌

219‌

KLX

Energy

Services

Holdings (1)

625‌

7‌

Kodiak

Gas

Services (1)

812‌

15‌

Liberty

Energy,

Class

A 

8,916‌

165‌

Mammoth

Energy

Services (1)

1,149‌

5‌

Nabors

Industries (1)

493‌

61‌

Newpark

Resources (1)

3,976‌

28‌

Noble (2)

5,926‌

300‌

Oceaneering

International (1)

5,333‌

137‌

Oil

States

International (1)

3,352‌

28‌

Patterson-UTI

Energy 

18,941‌

262‌

ProFrac

Holding,

Class

A (1)(2)

1,417‌

15‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

11

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

ProPetro

Holding (1)

5,305‌

56‌

Ranger

Energy

Services 

765‌

11‌

RPC 

4,557‌

41‌

SEACOR

Marine

Holdings (1)

1,184‌

17‌

Seadrill (1)

2,678‌

120‌

Select

Water

Solutions,

Class

A 

4,377‌

35‌

Solaris

Oilfield

Infrastructure,

Class

A 

1,729‌

19‌

TETRA

Technologies (1)

6,693‌

43‌

Tidewater (1)

2,550‌

181‌

U.S.

Silica

Holdings (1)

4,053‌

57‌

Valaris (1)

3,272‌

245‌

Weatherford

International (1)

3,811‌

344‌

3,615‌

Oil,

Gas

&

Consumable

Fuels

5.4%

Amplify

Energy (1)

1,988‌

15‌

Ardmore

Shipping 

2,166‌

28‌

Berry 

4,094‌

34‌

California

Resources 

3,831‌

215‌

Callon

Petroleum (1)

3,250‌

127‌

Centrus

Energy,

Class

A (1)

651‌

37‌

Chord

Energy 

2,241‌

363‌

Civitas

Resources (2)

3,708‌

300‌

Clean

Energy

Fuels (1)

9,086‌

35‌

CNX

Resources (1)

8,485‌

192‌

Comstock

Resources (2)

4,881‌

54‌

CONSOL

Energy 

1,782‌

187‌

Crescent

Energy,

Class

A 

2,003‌

25‌

CVR

Energy (2)

1,577‌

54‌

Delek

U.S.

Holdings 

3,461‌

98‌

Denbury (1)

2,729‌

267‌

DHT

Holdings 

7,315‌

75‌

Dorian

LPG 

1,681‌

48‌

Earthstone

Energy,

Class

A (1)

3,030‌

61‌

Empire

Petroleum (1)(2)

738‌

7‌

Encore

Energy (1)

7,800‌

25‌

Energy

Fuels (1)(2)

8,336‌

69‌

Enviva (2)

1,774‌

13‌

Equitrans

Midstream 

23,162‌

217‌

Evolution

Petroleum 

1,552‌

11‌

Excelerate

Energy,

Class

A 

986‌

17‌

FLEX

LNG 

1,606‌

48‌

Gevo (1)(2)

12,982‌

15‌

Golar

LNG 

5,379‌

130‌

Granite

Ridge

Resources 

1,280‌

8‌

Green

Plains (1)

3,073‌

93‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

12

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Gulfport

Energy (1)

584‌

69‌

Hallador

Energy (1)

1,252‌

18‌

HighPeak

Energy (2)

671‌

11‌

International

Seaways 

2,162‌

97‌

Kinetik

Holdings 

905‌

31‌

Kosmos

Energy (1)

24,220‌

198‌

Magnolia

Oil

&

Gas,

Class

A 

9,829‌

225‌

Matador

Resources 

6,065‌

361‌

Murphy

Oil 

7,954‌

361‌

NACCO

Industries,

Class

A 

225‌

8‌

NextDecade (1)

1,791‌

9‌

Nordic

American

Tankers 

10,966‌

45‌

Northern

Oil

&

Gas 

4,343‌

175‌

Overseas

Shipholding

Group,

Class

A (1)

3,472‌

15‌

Par

Pacific

Holdings (1)

2,938‌

106‌

PBF

Energy,

Class

A 

6,062‌

325‌

Peabody

Energy 

6,613‌

172‌

Permian

Resources 

14,684‌

205‌

PrimeEnergy

Resources (1)

36‌

4‌

REX

American

Resources (1)

836‌

34‌

Riley

Exploration

Permian 

484‌

15‌

Ring

Energy (1)(2)

6,059‌

12‌

SandRidge

Energy 

1,728‌

27‌

Scorpio

Tankers 

2,611‌

141‌

SFL 

6,138‌

68‌

SilverBow

Resources (1)

930‌

33‌

Sitio

Royalties,

Class

A 

4,289‌

104‌

SM

Energy 

6,382‌

253‌

Talos

Energy (1)

5,834‌

96‌

Teekay (1)

3,559‌

22‌

Teekay

Tankers,

Class

A 

1,274‌

53‌

Tellurian (1)(2)

28,111‌

33‌

Uranium

Energy (1)

19,456‌

100‌

VAALCO

Energy 

5,819‌

26‌

Verde

Clean

Fuels (1)

210‌

1‌

Vertex

Energy (1)

3,370‌

15‌

Vital

Energy (1)(2)

888‌

49‌

Vitesse

Energy 

1,322‌

30‌

W&T

Offshore (1)

5,375‌

24‌

World

Kinect 

3,285‌

74‌

6,513‌

Total

Energy

10,128‌

FINANCIALS

15.9%

Banks

8.4%

1st

Source 

890‌

37‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

13

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

ACNB 

438‌

14‌

Amalgamated

Financial 

988‌

17‌

Amerant

Bancorp 

1,382‌

24‌

American

National

Bankshares 

542‌

21‌

Ameris

Bancorp 

3,507‌

135‌

Ames

National 

425‌

7‌

Arrow

Financial 

763‌

13‌

Associated

Banc-Corp 

8,038‌

138‌

Atlantic

Union

Bankshares 

3,991‌

115‌

Axos

Financial (1)

3,016‌

114‌

Banc

of

California 

2,932‌

36‌

BancFirst 

1,171‌

102‌

Bancorp (1)

2,827‌

98‌

Bank

First (2)

501‌

39‌

Bank

of

Hawaii (2)

2,084‌

104‌

Bank

of

Marin

Bancorp 

822‌

15‌

Bank

of

NT

Butterfield

&

Son 

2,638‌

71‌

Bank7 

185‌

4‌

BankUnited 

3,957‌

90‌

Bankwell

Financial

Group 

316‌

8‌

Banner 

1,814‌

77‌

Bar

Harbor

Bankshares 

824‌

19‌

BayCom 

662‌

13‌

BCB

Bancorp 

803‌

9‌

Berkshire

Hills

Bancorp 

2,351‌

47‌

Blue

Foundry

Bancorp (1)

1,068‌

9‌

Blue

Ridge

Bankshares 

938‌

4‌

Bridgewater

Bancshares (1)

1,034‌

10‌

Brookline

Bancorp 

4,575‌

42‌

Burke

&

Herbert

Financial

Services (2)

358‌

17‌

Business

First

Bancshares 

1,297‌

24‌

Byline

Bancorp 

1,357‌

27‌

C&F

Financial 

162‌

9‌

Cadence

Bank 

9,665‌

205‌

Cambridge

Bancorp 

416‌

26‌

Camden

National 

741‌

21‌

Capital

Bancorp 

559‌

11‌

Capital

City

Bank

Group 

690‌

21‌

Capitol

Federal

Financial 

6,851‌

33‌

Capstar

Financial

Holdings 

1,066‌

15‌

Carter

Bankshares (1)

1,223‌

15‌

Cathay

General

Bancorp 

3,693‌

128‌

Central

Pacific

Financial 

1,473‌

25‌

Central

Valley

Community

Bancorp 

493‌

7‌

Chemung

Financial 

173‌

7‌

ChoiceOne

Financial

Services (2)

344‌

7‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

14

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Citizens

&

Northern 

787‌

14‌

Citizens

Financial

Services 

214‌

10‌

City

Holding 

785‌

71‌

Civista

Bancshares 

867‌

13‌

CNB

Financial 

1,126‌

20‌

Coastal

Financial (1)

585‌

25‌

Codorus

Valley

Bancorp 

473‌

9‌

Colony

Bankcorp 

879‌

9‌

Columbia

Financial (1)

1,595‌

25‌

Community

Bank

System 

2,812‌

119‌

Community

Trust

Bancorp 

820‌

28‌

ConnectOne

Bancorp 

1,947‌

35‌

CrossFirst

Bankshares (1)

2,448‌

25‌

Customers

Bancorp (1)

1,511‌

52‌

CVB

Financial 

7,062‌

117‌

Dime

Community

Bancshares 

1,829‌

37‌

Eagle

Bancorp 

1,608‌

34‌

Eastern

Bankshares 

8,236‌

103‌

Enterprise

Bancorp 

519‌

14‌

Enterprise

Financial

Services 

1,934‌

73‌

Equity

Bancshares,

Class

A 

775‌

19‌

Esquire

Financial

Holdings 

350‌

16‌

ESSA

Bancorp 

429‌

6‌

Evans

Bancorp 

259‌

7‌

Farmers

&

Merchants

Bancorp (2)

682‌

12‌

Farmers

National

Banc 

1,962‌

23‌

FB

Financial 

1,895‌

54‌

Fidelity

D&D

Bancorp 

264‌

12‌

Financial

Institutions 

850‌

14‌

First

Bancorp 

551‌

13‌

First

Bancorp

North

Carolina 

2,124‌

60‌

First

BanCorp

Puerto

Rico 

9,418‌

127‌

First

Bancshares 

1,642‌

44‌

First

Bank

New

Jersey 

1,138‌

12‌

First

Busey 

2,810‌

54‌

First

Business

Financial

Services 

424‌

13‌

First

Commonwealth

Financial 

5,456‌

67‌

First

Community 

364‌

6‌

First

Community

Bankshares 

936‌

28‌

First

Financial 

620‌

21‌

First

Financial

Bancorp 

5,011‌

98‌

First

Financial

Bankshares 

6,948‌

175‌

First

Foundation 

2,775‌

17‌

First

Interstate

BancSystem,

Class

A 

4,389‌

109‌

First

Merchants 

3,146‌

88‌

First

Mid

Bancshares 

1,033‌

27‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

15

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

First

of

Long

Island 

1,193‌

14‌

First

Western

Financial (1)

480‌

9‌

Five

Star

Bancorp 

730‌

15‌

Flushing

Financial 

1,447‌

19‌

FS

Bancorp 

377‌

11‌

Fulton

Financial 

8,648‌

105‌

FVCBankcorp (1)(2)

856‌

11‌

German

American

Bancorp 

1,470‌

40‌

Glacier

Bancorp 

5,988‌

171‌

Great

Southern

Bancorp 

482‌

23‌

Greene

County

Bancorp 

367‌

9‌

Guaranty

Bancshares 

469‌

13‌

Hancock

Whitney 

4,625‌

171‌

Hanmi

Financial 

1,615‌

26‌

HarborOne

Bancorp 

2,248‌

21‌

HBT

Financial 

678‌

12‌

Heartland

Financial

USA 

2,254‌

66‌

Heritage

Commerce 

3,195‌

27‌

Heritage

Financial 

1,865‌

30‌

Hilltop

Holdings 

2,515‌

71‌

Hingham

Institution

For

Savings (2)

82‌

15‌

Home

Bancorp 

367‌

12‌

Home

BancShares 

10,175‌

213‌

HomeStreet 

1,016‌

8‌

HomeTrust

Bancshares 

800‌

17‌

Hope

Bancorp 

6,212‌

55‌

Horizon

Bancorp 

2,340‌

25‌

Independent

Bank,

(MA) 

2,348‌

115‌

Independent

Bank,

(MI) 

1,038‌

19‌

Independent

Bank

Group 

1,932‌

76‌

International

Bancshares 

2,866‌

124‌

John

Marshall

Bancorp 

718‌

13‌

Kearny

Financial 

2,373‌

16‌

Lakeland

Bancorp 

3,338‌

42‌

Lakeland

Financial 

1,324‌

63‌

LCNB 

520‌

7‌

Live

Oak

Bancshares 

1,582‌

46‌

Luther

Burbank 

531‌

4‌

Macatawa

Bank 

1,478‌

13‌

MainStreet

Bancshares 

343‌

7‌

Mercantile

Bank 

847‌

26‌

Metrocity

Bankshares 

959‌

19‌

Metropolitan

Bank

Holding (1)

538‌

20‌

Mid

Penn

Bancorp 

742‌

15‌

Middlefield

Banc (2)

445‌

11‌

Midland

States

Bancorp 

1,150‌

24‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

16

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

MidWestOne

Financial

Group 

733‌

15‌

MVB

Financial 

650‌

15‌

National

Bank

Holdings,

Class

A 

1,957‌

58‌

National

Bankshares 

284‌

7‌

NBT

Bancorp 

2,439‌

77‌

Nicolet

Bankshares 

685‌

48‌

Northeast

Bank 

348‌

15‌

Northeast

Community

Bancorp (2)

758‌

11‌

Northfield

Bancorp 

2,208‌

21‌

Northrim

BanCorp 

311‌

12‌

Northwest

Bancshares 

6,789‌

69‌

Norwood

Financial 

419‌

11‌

Oak

Valley

Bancorp 

331‌

8‌

OceanFirst

Financial 

3,102‌

45‌

OFG

Bancorp 

2,471‌

74‌

Old

National

Bancorp 

15,707‌

228‌

Old

Second

Bancorp 

2,330‌

32‌

Orange

County

Bancorp 

293‌

13‌

Origin

Bancorp 

1,561‌

45‌

Orrstown

Financial

Services 

538‌

11‌

Pacific

Premier

Bancorp 

5,037‌

110‌

PacWest

Bancorp 

6,214‌

49‌

Park

National (2)

763‌

72‌

Parke

Bancorp 

557‌

9‌

Pathward

Financial 

1,417‌

65‌

PCB

Bancorp 

607‌

9‌

Peapack-Gladstone

Financial 

945‌

24‌

Penns

Woods

Bancorp 

337‌

7‌

Peoples

Bancorp 

1,810‌

46‌

Peoples

Financial

Services 

365‌

15‌

Pioneer

Bancorp (1)

581‌

5‌

Plumas

Bancorp 

311‌

11‌

Preferred

Bank 

703‌

44‌

Premier

Financial 

1,856‌

32‌

Primis

Financial 

1,043‌

8‌

Princeton

Bancorp 

250‌

7‌

Provident

Financial

Services 

3,875‌

59‌

QCR

Holdings 

868‌

42‌

RBB

Bancorp 

879‌

11‌

Red

River

Bancshares 

265‌

12‌

Renasant 

2,947‌

77‌

Republic

Bancorp,

Class

A 

455‌

20‌

S&T

Bancorp 

2,102‌

57‌

Sandy

Spring

Bancorp 

2,363‌

51‌

Seacoast

Banking 

4,453‌

98‌

ServisFirst

Bancshares 

2,705‌

141‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

17

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Shore

Bancshares 

1,567‌

16‌

Sierra

Bancorp 

772‌

15‌

Simmons

First

National,

Class

A 

6,703‌

114‌

SmartFinancial 

887‌

19‌

South

Plains

Financial 

677‌

18‌

Southern

First

Bancshares (1)

363‌

10‌

Southern

Missouri

Bancorp 

466‌

18‌

Southern

States

Bancshares 

369‌

8‌

Southside

Bancshares 

1,536‌

44‌

SouthState 

4,078‌

275‌

Stellar

Bancorp 

2,589‌

55‌

Sterling

Bancorp (1)

1,239‌

7‌

Stock

Yards

Bancorp 

1,432‌

56‌

Summit

Financial

Group 

625‌

14‌

Texas

Capital

Bancshares (1)

2,542‌

150‌

Third

Coast

Bancshares (1)

684‌

12‌

Timberland

Bancorp 

427‌

12‌

Tompkins

Financial 

724‌

35‌

Towne

Bank 

3,734‌

86‌

TriCo

Bancshares 

1,659‌

53‌

Triumph

Financial (1)

1,183‌

77‌

TrustCo

Bank 

986‌

27‌

Trustmark 

3,242‌

70‌

UMB

Financial 

2,350‌

146‌

United

Bankshares 

6,941‌

191‌

United

Community

Banks 

6,115‌

155‌

Unity

Bancorp 

390‌

9‌

Univest

Financial 

1,534‌

27‌

USCB

Financial

Holdings (1)

573‌

6‌

Valley

National

Bancorp 

22,895‌

196‌

Veritex

Holdings 

2,803‌

50‌

Virginia

National

Bankshares 

232‌

7‌

Washington

Federal 

3,466‌

89‌

Washington

Trust

Bancorp 

925‌

24‌

WesBanco 

3,058‌

75‌

West

BanCorp 

920‌

15‌

Westamerica

BanCorp 

1,389‌

60‌

WSFS

Financial 

3,252‌

119‌

10,110‌

Capital

Markets

1.4%

AlTi

Global (1)(2)

1,037‌

7‌

Artisan

Partners

Asset

Management,

Class

A 

3,260‌

122‌

AssetMark

Financial

Holdings (1)

1,145‌

29‌

Avantax (1)

2,061‌

53‌

B.

Riley

Financial (2)

976‌

40‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

18

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Bakkt

Holdings (1)

3,910‌

5‌

BGC

Group,

Class

A 

16,721‌

88‌

Brightsphere

Investment

Group 

1,770‌

34‌

Cohen

&

Steers 

1,384‌

87‌

Diamond

Hill

Investment

Group 

148‌

25‌

Donnelley

Financial

Solutions (1)

1,320‌

74‌

Forge

Global

Holdings (1)

6,206‌

13‌

GCM

Grosvenor,

Class

A 

2,298‌

18‌

Hamilton

Lane,

Class

A 

1,947‌

176‌

MarketWise 

1,695‌

3‌

Moelis,

Class

A 

3,533‌

159‌

Open

Lending,

Class

A (1)

5,315‌

39‌

P10,

Class

A 

2,281‌

26‌

Patria

Investments,

Class

A 

2,911‌

42‌

Perella

Weinberg

Partners 

2,266‌

23‌

Piper

Sandler 

921‌

134‌

PJT

Partners,

Class

A (2)

1,254‌

100‌

Sculptor

Capital

Management 

1,104‌

13‌

Silvercrest

Asset

Management

Group,

Class

A 

501‌

8‌

StepStone

Group,

Class

A 

2,876‌

91‌

StoneX

Group (1)

952‌

92‌

Value

Line 

33‌

1‌

Victory

Capital

Holdings,

Class

A 

1,476‌

49‌

Virtus

Investment

Partners 

371‌

75‌

WisdomTree 

7,427‌

52‌

1,678‌

Consumer

Finance

0.8%

Atlanticus

Holdings (1)

227‌

7‌

Bread

Financial

Holdings 

2,685‌

92‌

Consumer

Portfolio

Services (1)

441‌

4‌

Encore

Capital

Group (1)

1,251‌

60‌

Enova

International (1)

1,620‌

82‌

FirstCash

Holdings 

2,007‌

201‌

Green

Dot,

Class

A (1)

2,422‌

34‌

LendingClub (1)

5,588‌

34‌

LendingTree (1)

523‌

8‌

Navient 

4,701‌

81‌

Nelnet,

Class

A 

775‌

69‌

NerdWallet,

Class

A (1)

1,905‌

17‌

OppFi (1)

515‌

1‌

PRA

Group (1)

2,026‌

39‌

PROG

Holdings (1)

2,464‌

82‌

Regional

Management 

410‌

11‌

Upstart

Holdings (1)(2)

3,805‌

109‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

19

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

World

Acceptance (1)(2)

218‌

28‌

959‌

Financial

Services

2.3%

Acacia

Research (1)

1,872‌

7‌

Alerus

Financial 

1,006‌

18‌

A-Mark

Precious

Metals (2)

1,016‌

30‌

AvidXchange

Holdings (1)

7,955‌

75‌

Banco

Latinoamericano

de

Comercio

Exterior,

Class

E 

1,474‌

31‌

Cannae

Holdings (1)

3,838‌

72‌

Cantaloupe (1)

3,165‌

20‌

Cass

Information

Systems 

738‌

27‌

Compass

Diversified

Holdings (2)

3,406‌

64‌

Enact

Holdings 

1,595‌

43‌

Essent

Group 

5,672‌

268‌

EVERTEC 

3,486‌

130‌

Federal

Agricultural

Mortgage,

Class

C 

483‌

75‌

Finance

of

America,

Class

A (1)

2,796‌

4‌

Flywire (1)

5,098‌

163‌

I3

Verticals,

Class

A (1)

1,163‌

25‌

International

Money

Express (1)

1,772‌

30‌

Jackson

Financial,

Class

A 

4,396‌

168‌

Marqeta,

Class

A (1)

26,001‌

155‌

Merchants

Bancorp 

857‌

24‌

Mr

Cooper

Group (1)

3,512‌

188‌

NewtekOne (2)

1,244‌

18‌

NMI

Holdings,

Class

A (1)

4,354‌

118‌

Ocwen

Financial (1)

316‌

8‌

Pagseguro

Digital,

Class

A (1)

10,503‌

90‌

Payoneer

Global (1)

14,101‌

86‌

Paysafe (1)

1,758‌

21‌

Paysign (1)

1,613‌

3‌

PennyMac

Financial

Services 

1,349‌

90‌

Priority

Technology

Holdings (1)

793‌

3‌

Radian

Group 

8,344‌

209‌

Remitly

Global (1)

6,934‌

175‌

Repay

Holdings (1)

4,448‌

34‌

Security

National

Financial,

Class

A (1)

616‌

5‌

StoneCo,

Class

A (1)

15,628‌

167‌

SWK

Holdings (1)

187‌

3‌

Velocity

Financial (1)

436‌

5‌

Walker

&

Dunlop 

1,689‌

125‌

Waterstone

Financial 

994‌

11‌

2,788‌

Insurance

1.8%

Ambac

Financial

Group (1)

2,334‌

28‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

20

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

American

Coastal

Insurance,

Class

C (1)(2)

968‌

7‌

American

Equity

Investment

Life

Holding (1)

4,169‌

224‌

AMERISAFE 

1,027‌

51‌

Argo

Group

International

Holdings 

1,733‌

52‌

BRP

Group,

Class

A (1)

3,205‌

74‌

CNO

Financial

Group 

6,030‌

143‌

Crawford,

Class

A 

819‌

8‌

Donegal

Group,

Class

A 

783‌

11‌

eHealth (1)

1,409‌

10‌

Employers

Holdings 

1,442‌

58‌

Enstar

Group (1)

634‌

153‌

F&G

Annuities

&

Life (2)

993‌

28‌

Fidelis

Insurance

Holdings (1)

801‌

12‌

Genworth

Financial,

Class

A (1)

25,213‌

148‌

GoHealth,

Class

A (1)

194‌

3‌

Goosehead

Insurance,

Class

A (1)(2)

1,154‌

86‌

Greenlight

Capital

Re,

Class

A (1)

1,375‌

15‌

HCI

Group 

344‌

19‌

Hippo

Holdings (1)(2)

516‌

4‌

Horace

Mann

Educators 

2,193‌

64‌

Investors

Title 

67‌

10‌

James

River

Group

Holdings 

1,904‌

29‌

Kingsway

Financial

Services (1)

526‌

4‌

Lemonade (1)(2)

2,662‌

31‌

Maiden

Holdings (1)

4,468‌

8‌

MBIA (1)

2,590‌

19‌

Mercury

General 

1,400‌

39‌

National

Western

Life

Group,

Class

A 

119‌

52‌

NI

Holdings (1)

411‌

5‌

Oscar

Health,

Class

A (1)

8,228‌

46‌

Palomar

Holdings (1)

1,314‌

67‌

ProAssurance 

2,923‌

55‌

Safety

Insurance

Group 

763‌

52‌

Selective

Insurance

Group 

3,223‌

332‌

Selectquote (1)

6,788‌

8‌

SiriusPoint (1)

4,925‌

50‌

Skyward

Specialty

Insurance

Group (1)

1,283‌

35‌

Stewart

Information

Services 

1,412‌

62‌

Tiptree 

1,247‌

21‌

Trupanion (1)(2)

2,104‌

59‌

United

Fire

Group 

1,150‌

23‌

Universal

Insurance

Holdings 

1,361‌

19‌

2,224‌

Mortgage

Real

Estate

Investment

Trusts

1.2%

AFC

Gamma,

REIT 

835‌

10‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

21

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Angel

Oak

Mortgage

REIT,

REIT (2)

590‌

5‌

Apollo

Commercial

Real

Estate

Finance,

REIT 

7,559‌

77‌

Arbor

Realty

Trust,

REIT (2)

9,668‌

147‌

Ares

Commercial

Real

Estate,

REIT (2)

2,800‌

27‌

ARMOUR

Residential

REIT,

REIT (2)

12,225‌

52‌

Blackstone

Mortgage

Trust,

Class

A,

REIT (2)

9,193‌

200‌

BrightSpire

Capital,

REIT 

6,873‌

43‌

Chicago

Atlantic

Real

Estate

Finance,

REIT 

938‌

14‌

Chimera

Investment,

REIT (2)

12,345‌

67‌

Claros

Mortgage

Trust 

4,764‌

53‌

Dynex

Capital,

REIT 

2,898‌

35‌

Ellington

Financial,

REIT (2)

3,494‌

44‌

Franklin

BSP

Realty

Trust,

REIT 

4,435‌

59‌

Granite

Point

Mortgage

Trust,

REIT 

2,597‌

13‌

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

REIT (2)

5,517‌

117‌

Invesco

Mortgage

Capital,

REIT 

2,282‌

23‌

KKR

Real

Estate

Finance

Trust,

REIT 

3,152‌

37‌

Ladder

Capital,

REIT 

5,979‌

61‌

MFA

Financial,

REIT 

5,438‌

52‌

New

York

Mortgage

Trust,

REIT (2)

4,771‌

40‌

Nexpoint

Real

Estate

Finance,

REIT 

401‌

6‌

Orchid

Island

Capital,

REIT 

2,390‌

20‌

PennyMac

Mortgage

Investment

Trust,

REIT 

4,714‌

58‌

Ready

Capital,

REIT 

8,520‌

86‌

Redwood

Trust,

REIT (2)

5,343‌

38‌

TPG

RE

Finance

Trust,

REIT 

3,722‌

25‌

Two

Harbors

Investment,

REIT 

5,145‌

68‌

1,477‌

Total

Financials

19,236‌

HEALTH

CARE

14.9%

Biotechnology

6.7%

2seventy

bio (1)(2)

2,469‌

10‌

4D

Molecular

Therapeutics (1)

2,106‌

27‌

89bio (1)

3,342‌

52‌

Aadi

Bioscience (1)

902‌

4‌

ACADIA

Pharmaceuticals (1)

6,404‌

133‌

ACELYRIN (1)

1,751‌

18‌

Acrivon

Therapeutics (1)

389‌

4‌

Actinium

Pharmaceuticals (1)(2)

1,535‌

9‌

Adicet

Bio (1)(2)

1,559‌

2‌

ADMA

Biologics (1)

11,275‌

40‌

Aduro

Biotech,

CVR (1)(3)

35‌

—‌

Aerovate

Therapeutics (1)

649‌

9‌

Agenus (1)

18,230‌

21‌

Agios

Pharmaceuticals (1)

2,941‌

73‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

22

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Akero

Therapeutics (1)

2,724‌

138‌

Aldeyra

Therapeutics (1)

2,571‌

17‌

Alector (1)

3,475‌

23‌

Alkermes (1)

8,886‌

249‌

Allakos (1)

3,269‌

7‌

Allogene

Therapeutics (1)(2)

4,478‌

14‌

Allovir (1)

2,887‌

6‌

Alpine

Immune

Sciences (1)

1,694‌

19‌

Altimmune (1)

2,433‌

6‌

ALX

Oncology

Holdings (1)(2)

1,167‌

6‌

Amicus

Therapeutics (1)

14,932‌

182‌

AnaptysBio (1)

1,035‌

19‌

Anavex

Life

Sciences (1)(2)

3,836‌

25‌

Anika

Therapeutics (1)

821‌

15‌

Annexon (1)

2,248‌

5‌

Apogee

Therapeutics (1)

1,030‌

22‌

Arbutus

Biopharma (1)(2)

7,006‌

14‌

Arcellx (1)

2,046‌

73‌

Arcturus

Therapeutics

Holdings (1)

1,219‌

31‌

Arcus

Biosciences (1)

2,780‌

50‌

Arcutis

Biotherapeutics (1)(2)

2,739‌

15‌

Ardelyx (1)

11,328‌

46‌

Arrowhead

Pharmaceuticals (1)

5,345‌

144‌

ARS

Pharmaceuticals (1)

1,195‌

5‌

Astria

Therapeutics (1)(2)

1,257‌

9‌

Atara

Biotherapeutics (1)

4,755‌

7‌

Aura

Biosciences (1)

1,414‌

13‌

Aurinia

Pharmaceuticals (1)(2)

7,217‌

56‌

Avid

Bioservices (1)

3,267‌

31‌

Avidity

Biosciences (1)

3,731‌

24‌

Avita

Medical (1)

1,339‌

20‌

Beam

Therapeutics (1)(2)

3,708‌

89‌

BioAtla (1)

2,179‌

4‌

BioCryst

Pharmaceuticals (1)(2)

10,096‌

71‌

Biohaven (1)

3,078‌

80‌

Biomea

Fusion (1)

1,102‌

15‌

BioVie (1)(2)

162‌

1‌

Bioxcel

Therapeutics (1)(2)

955‌

2‌

Bluebird

Bio (1)(2)

5,731‌

17‌

Blueprint

Medicines (1)

3,216‌

162‌

Bridgebio

Pharma (1)

6,145‌

162‌

Cabaletta

Bio (1)

1,857‌

28‌

CareDx (1)(2)

2,858‌

20‌

Caribou

Biosciences (1)

4,043‌

19‌

Carisma

Therapeutics (2)

1,312‌

6‌

Catalyst

Pharmaceuticals (1)

5,350‌

63‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

23

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Celcuity (1)(2)

1,000‌

9‌

Celldex

Therapeutics (1)

2,493‌

69‌

Century

Therapeutics (1)

1,338‌

3‌

Cerevel

Therapeutics

Holdings (1)(2)

3,255‌

71‌

Chinook

Therapeutics,

CVR (1)(3)

2,945‌

—‌

Cogent

Biosciences (1)

4,333‌

42‌

Coherus

Biosciences (1)(2)

5,387‌

20‌

Compass

Therapeutics (1)

5,220‌

10‌

Crinetics

Pharmaceuticals (1)

3,434‌

102‌

Cue

Biopharma (1)

1,704‌

4‌

Cullinan

Oncology (1)

1,373‌

12‌

Cymabay

Therapeutics (1)

5,187‌

77‌

Cytokinetics (1)

4,939‌

146‌

Day

One

Biopharmaceuticals (1)

3,348‌

41‌

Deciphera

Pharmaceuticals (1)

2,725‌

35‌

Denali

Therapeutics (1)

6,254‌

129‌

Design

Therapeutics (1)

1,785‌

4‌

Disc

Medicine (1)(2)

477‌

22‌

Dynavax

Technologies (1)

6,889‌

102‌

Dyne

Therapeutics (1)

2,259‌

20‌

Eagle

Pharmaceuticals (1)

506‌

8‌

Editas

Medicine (1)

4,412‌

34‌

Emergent

BioSolutions (1)

2,517‌

9‌

Enanta

Pharmaceuticals (1)

1,020‌

11‌

Entrada

Therapeutics (1)

1,180‌

19‌

EQRx (1)

16,740‌

37‌

Erasca (1)

4,087‌

8‌

Fate

Therapeutics (1)

4,232‌

9‌

Fennec

Pharmaceuticals (1)

894‌

7‌

FibroGen (1)

4,480‌

4‌

Foghorn

Therapeutics (1)(2)

1,084‌

5‌

Genelux (1)

1,005‌

25‌

Generation

Bio (1)

2,312‌

9‌

Geron (1)

26,756‌

57‌

Graphite

Bio (1)

1,386‌

3‌

Gritstone

bio (1)

4,319‌

7‌

GTx,

CVR (1)(3)

1‌

—‌

Halozyme

Therapeutics (1)

6,916‌

264‌

Heron

Therapeutics (1)(2)

4,863‌

5‌

HilleVax (1)

1,181‌

16‌

Humacyte (1)(2)

3,559‌

10‌

Icosavax (1)(2)

1,551‌

12‌

Ideaya

Biosciences (1)

2,863‌

77‌

IGM

Biosciences (1)(2)

662‌

6‌

Immuneering,

Class

A (1)

1,186‌

9‌

ImmunityBio (1)(2)

6,337‌

11‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

24

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

ImmunoGen (1)

12,762‌

203‌

Immunovant (1)

2,877‌

110‌

Inhibrx (1)(2)

1,801‌

33‌

Inozyme

Pharma (1)(2)

1,667‌

7‌

Insmed (1)

6,988‌

176‌

Intellia

Therapeutics (1)

4,661‌

147‌

Intercept

Pharmaceuticals (1)(2)

2,191‌

41‌

Iovance

Biotherapeutics (1)

12,239‌

56‌

Ironwood

Pharmaceuticals (1)

7,390‌

71‌

iTeos

Therapeutics (1)

1,379‌

15‌

Janux

Therapeutics (1)(2)

855‌

9‌

KalVista

Pharmaceuticals (1)(2)

1,285‌

12‌

Karyopharm

Therapeutics (1)(2)

5,572‌

7‌

Keros

Therapeutics (1)

1,205‌

38‌

Kezar

Life

Sciences (1)(2)

3,636‌

4‌

Kiniksa

Pharmaceuticals,

Class

A (1)

1,690‌

29‌

Kodiak

Sciences (1)

1,676‌

3‌

Krystal

Biotech (1)

1,146‌

133‌

Kura

Oncology (1)

3,784‌

35‌

Kymera

Therapeutics (1)(2)

1,994‌

28‌

Larimar

Therapeutics (1)

1,266‌

5‌

Lexicon

Pharmaceuticals (1)(2)

4,609‌

5‌

Ligand

Pharmaceuticals (1)

889‌

53‌

Lineage

Cell

Therapeutics (1)

6,351‌

7‌

Lyell

Immunopharma (1)(2)

9,510‌

14‌

MacroGenics (1)

3,453‌

16‌

Madrigal

Pharmaceuticals (1)

722‌

105‌

MannKind (1)(2)

13,542‌

56‌

MeiraGTx

Holdings (1)

1,609‌

8‌

Merrimack

Pharmaceuticals (1)

516‌

6‌

Mersana

Therapeutics (1)

5,174‌

7‌

MiMedx

Group (1)

6,068‌

44‌

Mineralys

Therapeutics (1)

705‌

7‌

Mirum

Pharmaceuticals (1)(2)

1,305‌

41‌

Monte

Rosa

Therapeutics (1)(2)

1,517‌

7‌

Morphic

Holding (1)

1,832‌

42‌

Myriad

Genetics (1)

4,302‌

69‌

Nkarta (1)(2)

1,725‌

2‌

Novavax (1)(2)

4,520‌

33‌

Nurix

Therapeutics (1)

2,540‌

20‌

Nuvalent,

Class

A (1)

1,296‌

60‌

Nuvectis

Pharma (1)

447‌

6‌

Ocean

Biomedical (1)

425‌

2‌

Olema

Pharmaceuticals (1)

1,462‌

18‌

Omega

Therapeutics (1)(2)

1,199‌

3‌

Organogenesis

Holdings (1)

3,770‌

12‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

25

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

ORIC

Pharmaceuticals (1)

2,152‌

13‌

Outlook

Therapeutics (1)(2)

8,024‌

2‌

Ovid

therapeutics (1)

3,366‌

13‌

PDS

Biotechnology (1)(2)

1,376‌

7‌

PepGen (1)

515‌

3‌

PMV

Pharmaceuticals (1)

2,018‌

12‌

Point

Biopharma

Global (1)(2)

4,726‌

32‌

Poseida

Therapeutics (1)

3,347‌

8‌

Precigen (1)(2)

7,440‌

11‌

Prelude

Therapeutics (1)

1,020‌

3‌

Prime

Medicine (1)(2)

2,100‌

20‌

ProKidney (1)

2,365‌

11‌

Protagonist

Therapeutics (1)

3,048‌

51‌

Protalix

BioTherapeutics (1)

3,813‌

6‌

Prothena (1)

2,200‌

106‌

PTC

Therapeutics (1)

3,758‌

84‌

Rallybio (1)

1,503‌

5‌

RAPT

Therapeutics (1)

1,588‌

26‌

Recursion

Pharmaceuticals,

Class

A (1)(2)

7,245‌

55‌

REGENXBIO (1)

2,176‌

36‌

Relay

Therapeutics (1)

4,811‌

40‌

Reneo

Pharmaceuticals (1)(2)

759‌

6‌

Replimune

Group (1)

2,224‌

38‌

REVOLUTION

Medicines (1)

5,376‌

149‌

Rhythm

Pharmaceuticals (1)

2,716‌

62‌

Rigel

Pharmaceuticals (1)

9,422‌

10‌

Rocket

Pharmaceuticals (1)

2,987‌

61‌

Sage

Therapeutics (1)

2,856‌

59‌

Sagimet

Biosciences,

Class

A (1)

283‌

2‌

Sana

Biotechnology (1)(2)

5,140‌

20‌

Sangamo

Therapeutics (1)

7,676‌

5‌

Savara (1)

4,919‌

19‌

Scholar

Rock

Holding (1)(2)

2,377‌

17‌

Selecta

Biosciences (1)(2)

5,723‌

6‌

Seres

Therapeutics (1)(2)

5,366‌

13‌

SpringWorks

Therapeutics (1)(2)

3,099‌

72‌

Stoke

Therapeutics (1)(2)

1,376‌

5‌

Summit

Therapeutics (1)(2)

5,696‌

11‌

Sutro

Biopharma (1)

3,120‌

11‌

Syndax

Pharmaceuticals (1)

3,540‌

51‌

Tango

Therapeutics (1)

2,418‌

27‌

Tenaya

Therapeutics (1)

2,240‌

6‌

TG

Therapeutics (1)

7,305‌

61‌

Tobira

Therapeutics,

CVR (1)(3)

25‌

—‌

Travere

Therapeutics (1)

3,888‌

35‌

Turnstone

Biologics (1)

338‌

1‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

26

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Twist

Bioscience (1)

3,008‌

61‌

Tyra

Biosciences (1)(2)

706‌

10‌

UroGen

Pharma (1)

1,045‌

15‌

Vanda

Pharmaceuticals (1)

2,850‌

12‌

Vaxcyte (1)

5,022‌

256‌

Vaxxinity,

Class

A (1)

2,104‌

3‌

Vera

Therapeutics (1)

1,779‌

24‌

Veracyte (1)

3,847‌

86‌

Vericel (1)

2,532‌

85‌

Verve

Therapeutics (1)

2,656‌

35‌

Vigil

Neuroscience (1)

791‌

4‌

Viking

Therapeutics (1)

5,151‌

57‌

Vir

Biotechnology (1)

4,549‌

43‌

Viridian

Therapeutics (1)

2,260‌

35‌

Vor

BioPharma (1)

1,854‌

4‌

Voyager

Therapeutics (1)

1,763‌

14‌

X4

Pharmaceuticals (1)

6,056‌

7‌

Xencor (1)

3,091‌

62‌

XOMA (1)

360‌

5‌

Y-mAbs

Therapeutics (1)

1,864‌

10‌

Zentalis

Pharmaceuticals (1)

3,100‌

62‌

Zura

Bio (1)

704‌

5‌

Zymeworks (1)

2,850‌

18‌

8,021‌

Health

Care

Equipment

&

Supplies

3.0%

Accuray (1)

5,333‌

15‌

Alphatec

Holdings (1)(2)

4,281‌

56‌

AngioDynamics (1)

1,909‌

14‌

Artivion (1)

2,130‌

32‌

AtriCure (1)

2,474‌

108‌

Atrion 

72‌

30‌

Avanos

Medical (1)

2,508‌

51‌

Axogen (1)

2,294‌

11‌

Axonics (1)

2,597‌

146‌

Beyond

Air (1)(2)

1,263‌

3‌

Butterfly

Network (1)(2)

6,939‌

8‌

Cerus (1)

9,042‌

15‌

ClearPoint

Neuro (1)(2)

1,130‌

6‌

CONMED 

1,621‌

163‌

Cutera (1)(2)

1,023‌

6‌

CVRx (1)

548‌

8‌

Embecta 

3,088‌

46‌

Glaukos (1)

2,497‌

188‌

Haemonetics (1)

2,688‌

241‌

Inari

Medical (1)(2)

2,837‌

186‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

27

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Inmode (1)

4,111‌

125‌

Inogen (1)

1,210‌

6‌

Integer

Holdings (1)

1,763‌

138‌

iRadimed 

375‌

17‌

iRhythm

Technologies (1)

1,622‌

153‌

KORU

Medical

Systems (1)

1,723‌

5‌

Lantheus

Holdings (1)

3,644‌

253‌

LeMaitre

Vascular 

1,053‌

57‌

LivaNova (1)

2,869‌

152‌

Merit

Medical

Systems (1)

3,032‌

209‌

Nano-X

Imaging (1)(2)

2,431‌

16‌

Neogen (1)

11,581‌

215‌

Nevro (1)

1,883‌

36‌

Omnicell (1)

2,386‌

107‌

OraSure

Technologies (1)

3,823‌

23‌

Orchestra

BioMed

Holdings (1)(2)

863‌

8‌

Orthofix

Medical (1)

1,849‌

24‌

OrthoPediatrics (1)

854‌

27‌

Outset

Medical (1)(2)

2,654‌

29‌

Paragon

28 (1)

2,408‌

30‌

PROCEPT

BioRobotics (1)

1,917‌

63‌

Pulmonx (1)

1,991‌

21‌

Pulse

Biosciences (1)(2)

796‌

3‌

RxSight (1)

1,450‌

40‌

Sanara

Medtech (1)

186‌

6‌

Semler

Scientific (1)

246‌

6‌

SI-BONE (1)

1,830‌

39‌

Sight

Sciences (1)

1,171‌

4‌

Silk

Road

Medical (1)

2,062‌

31‌

STAAR

Surgical (1)

2,582‌

104‌

Surmodics (1)

712‌

23‌

Tactile

Systems

Technology (1)

1,239‌

17‌

Tela

Bio (1)

781‌

6‌

TransMedics

Group (1)(2)

1,684‌

92‌

Treace

Medical

Concepts (1)

2,352‌

31‌

UFP

Technologies (1)

378‌

61‌

Utah

Medical

Products 

184‌

16‌

Varex

Imaging (1)

2,079‌

39‌

Vicarious

Surgical (1)

3,603‌

2‌

Zimvie (1)

1,447‌

14‌

Zynex (1)(2)

1,133‌

9‌

3,590‌

Health

Care

Providers

&

Services

2.7%

23andMe

Holding,

Class

A (1)(2)

13,467‌

13‌

Accolade (1)

3,628‌

38‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

28

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

AdaptHealth (1)

5,115‌

46‌

Addus

HomeCare (1)

831‌

71‌

Agiliti (1)

1,475‌

10‌

AirSculpt

Technologies (1)

759‌

5‌

Alignment

Healthcare (1)

4,565‌

32‌

AMN

Healthcare

Services (1)

2,120‌

181‌

Apollo

Medical

Holdings (1)

2,282‌

70‌

Aveanna

Healthcare

Holdings (1)(2)

2,822‌

3‌

Brookdale

Senior

Living (1)

9,989‌

41‌

Cano

Health (1)(2)

11,746‌

3‌

CareMax (1)

3,690‌

8‌

Castle

Biosciences (1)

1,363‌

23‌

Community

Health

Systems (1)

6,936‌

20‌

CorVel (1)

462‌

91‌

Cross

Country

Healthcare (1)

1,802‌

45‌

DocGo (1)(2)

4,077‌

22‌

Enhabit (1)

2,756‌

31‌

Ensign

Group 

2,921‌

271‌

Fulgent

Genetics (1)

1,115‌

30‌

Guardant

Health (1)

5,989‌

177‌

HealthEquity (1)

4,499‌

329‌

Hims

&

Hers

Health (1)

6,390‌

40‌

InfuSystem

Holdings (1)

1,037‌

10‌

Innovage

Holding (1)

1,006‌

6‌

Invitae (1)(2)

13,196‌

8‌

Joint (1)

709‌

6‌

LifeStance

Health

Group (1)(2)

5,687‌

39‌

ModivCare (1)

689‌

22‌

National

HealthCare 

666‌

43‌

National

Research,

Class

A 

758‌

34‌

NeoGenomics (1)

6,774‌

83‌

OPKO

Health (1)(2)

21,418‌

34‌

Option

Care

Health (1)

9,107‌

295‌

Owens

&

Minor (1)

3,958‌

64‌

P3

Health

Partners (1)

1,963‌

3‌

Patterson 

4,540‌

135‌

Pediatrix

Medical

Group (1)

4,491‌

57‌

Pennant

Group (1)

1,577‌

17‌

PetIQ (1)

1,458‌

29‌

Privia

Health

Group (1)

5,886‌

135‌

Progyny (1)

4,168‌

142‌

Quipt

Home

Medical (1)

2,283‌

12‌

RadNet (1)

3,165‌

89‌

Select

Medical

Holdings 

5,499‌

139‌

Surgery

Partners (1)(2)

3,579‌

105‌

U.S.

Physical

Therapy 

778‌

71‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

29

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Viemed

Healthcare (1)

1,954‌

13‌

3,191‌

Health

Care

Technology

0.5%

American

Well,

Class

A (1)

13,355‌

16‌

Computer

Programs

&

Systems (1)

734‌

12‌

Definitive

Healthcare (1)

2,400‌

19‌

Evolent

Health,

Class

A (1)

5,831‌

159‌

Health

Catalyst (1)

2,919‌

30‌

HealthStream 

1,315‌

28‌

Multiplan (1)(2)

21,242‌

36‌

NextGen

Healthcare (1)

2,928‌

69‌

OptimizeRx (1)

827‌

6‌

Phreesia (1)

2,753‌

51‌

Schrodinger (1)

2,895‌

82‌

Sharecare (1)

16,831‌

16‌

Simulations

Plus 

832‌

35‌

Veradigm (1)

5,747‌

75‌

634‌

Life

Sciences

Tools

&

Services

0.4%

Adaptive

Biotechnologies (1)

5,921‌

32‌

Akoya

Biosciences (1)

1,305‌

6‌

BioLife

Solutions (1)

1,810‌

25‌

Codexis (1)

3,544‌

7‌

CryoPort (1)

2,189‌

30‌

Cytek

Biosciences (1)(2)

6,462‌

36‌

Harvard

Bioscience (1)

2,307‌

10‌

MaxCyte (1)

4,528‌

14‌

Mesa

Laboratories 

272‌

29‌

NanoString

Technologies (1)(2)

2,233‌

4‌

Nautilus

Biotechnology (1)

2,651‌

8‌

Omniab (1)

4,897‌

25‌

Omniab,

Earn

Out

Shares

$12.50 (1)

233‌

—‌

Omniab,

Earn

Out

Shares

$15.00 (1)

233‌

—‌

Pacific

Biosciences

of

California (1)(2)

13,372‌

112‌

Quanterix (1)

1,898‌

51‌

Quantum-Si (1)

5,610‌

9‌

Seer (1)

3,435‌

8‌

SomaLogic (1)(2)

8,220‌

20‌

426‌

Pharmaceuticals

1.6%

Aclaris

Therapeutics (1)

3,690‌

25‌

Amneal

Pharmaceuticals (1)

6,643‌

28‌

Amphastar

Pharmaceuticals (1)

2,019‌

93‌

Amylyx

Pharmaceuticals (1)

2,712‌

50‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

30

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

ANI

Pharmaceuticals (1)

776‌

45‌

Arvinas (1)

2,589‌

51‌

Assertio

Holdings (1)(2)

4,993‌

13‌

Atea

Pharmaceuticals (1)

3,987‌

12‌

Axsome

Therapeutics (1)(2)

1,867‌

130‌

Biote,

Class

A (1)

692‌

4‌

Bright

Green (1)

2,960‌

1‌

Cara

Therapeutics (1)(2)

2,330‌

4‌

Cassava

Sciences (1)(2)

2,130‌

35‌

Citius

Pharmaceuticals (1)

6,053‌

4‌

Collegium

Pharmaceutical (1)

1,817‌

41‌

Corcept

Therapeutics (1)

4,280‌

117‌

CorMedix (1)

2,890‌

11‌

Edgewise

Therapeutics (1)

2,206‌

13‌

Enliven

Therapeutics (1)(2)

1,249‌

17‌

Evolus (1)

2,245‌

21‌

Eyenovia (1)(2)

1,365‌

2‌

EyePoint

Pharmaceuticals (1)

1,378‌

11‌

Harmony

Biosciences

Holdings (1)

1,758‌

58‌

Harrow (1)

1,584‌

23‌

Ikena

Oncology (1)(2)

1,439‌

6‌

Innoviva (1)

3,145‌

41‌

Intra-Cellular

Therapies (1)

5,016‌

261‌

Liquidia (1)

2,586‌

16‌

Longboard

Pharmaceuticals (1)

767‌

4‌

Marinus

Pharmaceuticals (1)(2)

2,668‌

21‌

NGM

Biopharmaceuticals (1)

2,170‌

2‌

Nuvation

Bio (1)

7,340‌

10‌

Ocular

Therapeutix (1)

4,272‌

13‌

Omeros (1)(2)

3,482‌

10‌

Optinose (1)

3,601‌

4‌

Pacira

BioSciences (1)

2,423‌

74‌

Phathom

Pharmaceuticals (1)

1,671‌

17‌

Phibro

Animal

Health,

Class

A 

1,141‌

15‌

Pliant

Therapeutics (1)

3,063‌

53‌

Prestige

Consumer

Healthcare (1)

2,636‌

151‌

Rain

Oncology (1)

833‌

1‌

Revance

Therapeutics (1)(2)

4,440‌

51‌

Scilex

Holding (1)

2,710‌

4‌

scPharmaceuticals (1)(2)

1,637‌

12‌

SIGA

Technologies (2)

2,473‌

13‌

Supernus

Pharmaceuticals (1)

2,616‌

72‌

Taro

Pharmaceutical

Industries (1)

453‌

17‌

Tarsus

Pharmaceuticals (1)(2)

1,259‌

22‌

Terns

Pharmaceuticals (1)

2,416‌

12‌

Theravance

Biopharma (1)(2)

2,971‌

26‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

31

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Theseus

Pharmaceuticals (1)

1,029‌

3‌

Third

Harmonic

Bio (1)

1,021‌

7‌

Trevi

Therapeutics (1)

2,053‌

4‌

Ventyx

Biosciences (1)

2,488‌

86‌

Verrica

Pharmaceuticals (1)

1,029‌

4‌

WaVe

Life

Sciences (1)

3,227‌

19‌

Xeris

Biopharma

Holdings (1)(2)

7,417‌

14‌

Zevra

Therapeutics (1)(2)

1,706‌

8‌

1,882‌

Total

Health

Care

17,744‌

INDUSTRIALS

&

BUSINESS

SERVICES

16.9%

Aerospace

&

Defense

0.7%

AAR (1)

1,833‌

109‌

AeroVironment (1)

1,381‌

154‌

AerSale (1)

1,407‌

21‌

Archer

Aviation,

Class

A (1)(2)

8,032‌

41‌

Astronics (1)

1,443‌

23‌

Cadre

Holdings 

1,034‌

28‌

Ducommun (1)

704‌

31‌

Eve

Holding (1)

891‌

7‌

Kaman 

1,515‌

30‌

Leonardo

DRS (1)

2,702‌

45‌

Moog,

Class

A 

1,505‌

170‌

National

Presto

Industries 

283‌

20‌

Park

Aerospace 

978‌

15‌

Redwire (1)

392‌

1‌

Rocket

Lab

USA (1)

14,999‌

66‌

Terran

Orbital (1)(2)

4,181‌

3‌

Triumph

Group (1)

3,470‌

27‌

V2X (1)

610‌

31‌

Virgin

Galactic

Holdings (1)

13,914‌

25‌

847‌

Air

Freight

&

Logistics

0.3%

Air

Transport

Services

Group (1)

2,986‌

62‌

Forward

Air 

1,383‌

95‌

Hub

Group,

Class

A (1)

1,662‌

131‌

Radiant

Logistics (1)

1,958‌

11‌

299‌

Building

Products

1.8%

AAON 

3,593‌

204‌

American

Woodmark (1)

880‌

67‌

Apogee

Enterprises 

1,173‌

55‌

AZZ 

1,324‌

60‌

CSW

Industrials 

819‌

144‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

32

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Gibraltar

Industries (1)

1,615‌

109‌

Griffon 

2,334‌

93‌

Insteel

Industries 

1,006‌

33‌

Janus

International

Group (1)

4,528‌

48‌

JELD-WEN

Holding (1)

4,572‌

61‌

Masonite

International (1)

1,190‌

111‌

Masterbrand (1)

6,904‌

84‌

PGT

Innovations (1)

3,028‌

84‌

Quanex

Building

Products 

1,778‌

50‌

Resideo

Technologies (1)

7,780‌

123‌

Simpson

Manufacturing 

2,297‌

344‌

UFP

Industries 

3,215‌

329‌

Zurn

Elkay

Water

Solutions (2)

7,846‌

220‌

2,219‌

Commercial

Services

&

Supplies

1.6%

ABM

Industries 

3,517‌

141‌

ACCO

Brands 

4,914‌

28‌

ACV

Auctions,

Class

A (1)

6,751‌

102‌

Aris

Water

Solution,

Class

A 

1,629‌

16‌

BrightView

Holdings (1)

2,176‌

17‌

Brink's 

2,478‌

180‌

Casella

Waste

Systems,

Class

A (1)

3,027‌

231‌

CECO

Environmental (1)

1,589‌

25‌

Cimpress (1)

951‌

67‌

CompX

International 

61‌

1‌

CoreCivic (1)

6,066‌

68‌

Deluxe 

2,329‌

44‌

Ennis 

1,352‌

29‌

Enviri (1)

4,261‌

31‌

GEO

Group (1)(2)

6,442‌

53‌

Healthcare

Services

Group 

3,887‌

40‌

Heritage-Crystal

Clean (1)

945‌

43‌

HNI 

2,474‌

86‌

Interface 

3,022‌

30‌

LanzaTech

Global (1)(2)

1,016‌

5‌

Li-Cycle

Holdings (1)(2)

7,514‌

27‌

Liquidity

Services (1)

1,239‌

22‌

Matthews

International,

Class

A 

1,584‌

62‌

MillerKnoll 

4,045‌

99‌

Montrose

Environmental

Group (1)

1,512‌

44‌

NL

Industries 

419‌

2‌

OPENLANE (1)

5,742‌

86‌

Performant

Financial (1)

3,310‌

7‌

Pitney

Bowes 

9,441‌

28‌

Quad/Graphics (1)

1,548‌

8‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

33

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

SP

Plus (1)

1,029‌

37‌

Steelcase,

Class

A 

4,959‌

55‌

UniFirst 

796‌

130‌

Viad (1)

1,077‌

28‌

VSE 

685‌

34‌

1,906‌

Construction

&

Engineering

1.6%

Ameresco,

Class

A (1)(2)

1,713‌

66‌

API

Group (1)

11,205‌

291‌

Arcosa 

2,590‌

186‌

Argan 

682‌

31‌

Bowman

Consulting

Group (1)

574‌

16‌

Comfort

Systems

USA 

1,896‌

323‌

Concrete

Pumping

Holdings (1)

1,321‌

11‌

Construction

Partners,

Class

A (1)

2,140‌

78‌

Dycom

Industries (1)

1,522‌

136‌

Eneti 

1,380‌

14‌

Fluor (1)

7,640‌

280‌

Granite

Construction 

2,324‌

88‌

Great

Lakes

Dredge

&

Dock (1)

3,541‌

28‌

IES

Holdings (1)

441‌

29‌

INNOVATE (1)(2)

3,402‌

6‌

Limbach

Holdings (1)

509‌

16‌

MYR

Group (1)

873‌

118‌

Northwest

Pipe (1)

508‌

15‌

Primoris

Services 

2,796‌

92‌

Southland

Holdings (1)

184‌

1‌

Sterling

Infrastructure (1)

1,603‌

118‌

Tutor

Perini (1)

2,310‌

18‌

1,961‌

Electrical

Equipment

1.5%

Allient 

703‌

22‌

Amprius

Technologies (1)

263‌

1‌

Array

Technologies (1)

8,082‌

179‌

Atkore (1)

2,059‌

307‌

Babcock

&

Wilcox

Enterprises (1)

3,074‌

13‌

Blink

Charging (1)(2)

3,006‌

9‌

Bloom

Energy,

Class

A (1)(2)

10,224‌

136‌

Dragonfly

Energy

Holdings (1)

1,778‌

3‌

Encore

Wire 

855‌

156‌

Energy

Vault

Holdings (1)(2)

4,951‌

13‌

EnerSys 

2,189‌

207‌

Enovix (1)(2)

7,284‌

91‌

Eos

Energy

Enterprises (1)(2)

6,033‌

13‌

ESS

Tech (1)(2)

4,482‌

8‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

34

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Fluence

Energy (1)(2)

2,121‌

49‌

FTC

Solar (1)(2)

3,249‌

4‌

FuelCell

Energy (1)

22,112‌

28‌

GrafTech

International (2)

10,489‌

40‌

LSI

Industries 

1,397‌

22‌

NEXTracker,

Class

A (1)

2,636‌

106‌

NuScale

Power (1)(2)

2,976‌

15‌

Powell

Industries 

486‌

40‌

Preformed

Line

Products 

137‌

22‌

SES

AI (1)(2)

6,843‌

16‌

Shoals

Technologies

Group,

Class

A (1)

9,200‌

168‌

SKYX

Platforms (1)(2)

2,799‌

4‌

Stem (1)(2)

7,622‌

32‌

SunPower (1)(2)

4,689‌

29‌

Thermon

Group

Holdings (1)

1,749‌

48‌

TPI

Composites (1)(2)

2,089‌

6‌

Vicor (1)

1,184‌

70‌

1,857‌

Ground

Transportation

0.5%

ArcBest 

1,287‌

131‌

Covenant

Logistics

Group,

Class

A 

456‌

20‌

Daseke (1)

2,341‌

12‌

FTAI

Infrastructure 

5,476‌

18‌

Heartland

Express 

2,464‌

36‌

Marten

Transport 

3,098‌

61‌

PAM

Transportation

Services (1)

339‌

7‌

RXO (1)

6,174‌

122‌

TuSimple

Holdings,

Class

A (1)

8,537‌

13‌

Universal

Logistics

Holdings 

360‌

9‌

Werner

Enterprises 

3,355‌

131‌

560‌

Industrial

Conglomerates

0.0%

Brookfield

Business,

Class

A (2)

1,383‌

25‌

25‌

Machinery

3.7%

374Water (1)

2,918‌

4‌

3D

Systems (1)(2)

6,674‌

33‌

Alamo

Group 

537‌

93‌

Albany

International,

Class

A 

1,662‌

143‌

Astec

Industries 

1,214‌

57‌

Barnes

Group 

2,606‌

89‌

Blue

Bird (1)

986‌

21‌

Chart

Industries (1)(2)

2,286‌

387‌

CIRCOR

International (1)

1,085‌

60‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

35

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Columbus

McKinnon 

1,520‌

53‌

Commercial

Vehicle

Group (1)

1,839‌

14‌

Desktop

Metal,

Class

A (1)(2)

15,439‌

23‌

Douglas

Dynamics 

1,200‌

36‌

Energy

Recovery (1)

2,969‌

63‌

Enerpac

Tool

Group 

2,977‌

79‌

EnPro

Industries 

1,113‌

135‌

ESCO

Technologies 

1,360‌

142‌

Federal

Signal 

3,194‌

191‌

Franklin

Electric 

2,464‌

220‌

Gencor

Industries (1)

520‌

7‌

Gorman-Rupp 

1,224‌

40‌

Greenbrier 

1,613‌

65‌

Helios

Technologies 

1,744‌

97‌

Hillenbrand 

3,652‌

155‌

Hillman

Solutions (1)

10,388‌

86‌

Hyliion

Holdings (1)(2)

7,253‌

9‌

Hyster-Yale

Materials

Handling 

587‌

26‌

John

Bean

Technologies 

1,697‌

178‌

Kadant 

621‌

140‌

Kennametal 

4,284‌

107‌

Lindsay 

588‌

69‌

Luxfer

Holdings 

1,515‌

20‌

Manitowoc (1)

1,839‌

28‌

Mayville

Engineering (1)

544‌

6‌

Microvast

Holdings (1)(2)

5,998‌

11‌

Miller

Industries 

594‌

23‌

Mueller

Industries 

3,005‌

226‌

Mueller

Water

Products,

Class

A 

8,241‌

104‌

Nikola (1)(2)

33,333‌

52‌

Omega

Flex 

165‌

13‌

Park-Ohio

Holdings 

413‌

8‌

Proto

Labs (1)

1,414‌

37‌

REV

Group 

1,675‌

27‌

Shyft

Group 

1,826‌

27‌

SPX

Technologies (1)

2,351‌

191‌

Standex

International 

627‌

91‌

Tennant 

986‌

73‌

Terex 

3,563‌

205‌

Titan

International (1)

2,819‌

38‌

Trinity

Industries 

4,338‌

106‌

Velo3D (1)(2)

4,382‌

7‌

Wabash

National 

2,533‌

54‌

Watts

Water

Technologies,

Class

A 

1,454‌

251‌

4,420‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

36

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Marine

Transportation

0.3%

Costamare 

2,684‌

26‌

Eagle

Bulk

Shipping 

486‌

20‌

Genco

Shipping

&

Trading 

2,221‌

31‌

Golden

Ocean

Group 

6,639‌

52‌

Himalaya

Shipping (1)

442‌

2‌

Matson 

1,890‌

168‌

Pangaea

Logistics

Solutions 

2,063‌

12‌

Safe

Bulkers (2)

3,531‌

12‌

323‌

Passenger

Airlines

0.4%

Allegiant

Travel 

843‌

65‌

Blade

Air

Mobility (1)

3,088‌

8‌

Frontier

Group

Holdings (1)(2)

1,957‌

10‌

Hawaiian

Holdings (1)(2)

2,760‌

17‌

JetBlue

Airways (1)

17,587‌

81‌

Joby

Aviation (1)

14,809‌

96‌

SkyWest (1)

2,323‌

97‌

Spirit

Airlines 

5,834‌

96‌

Sun

Country

Airlines

Holdings (1)

2,073‌

31‌

501‌

Professional

Services

2.5%

Alight,

Class

A (1)

21,066‌

149‌

ASGN (1)

2,573‌

210‌

Asure

Software (1)

932‌

9‌

Barrett

Business

Services 

353‌

32‌

BlackSky

Technology (1)

5,817‌

7‌

CBIZ (1)

2,558‌

133‌

Conduent (1)

9,267‌

32‌

CRA

International 

357‌

36‌

CSG

Systems

International 

1,693‌

87‌

ExlService

Holdings (1)

8,665‌

243‌

Exponent 

2,715‌

232‌

First

Advantage 

2,929‌

40‌

FiscalNote

Holdings (1)

3,065‌

6‌

Forrester

Research (1)

631‌

18‌

Franklin

Covey (1)

612‌

26‌

Heidrick

&

Struggles

International 

1,068‌

27‌

HireQuest 

264‌

4‌

HireRight

Holdings (1)

738‌

7‌

Huron

Consulting

Group (1)

1,017‌

106‌

IBEX (1)

554‌

9‌

ICF

International 

1,003‌

121‌

Innodata (1)

1,411‌

12‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

37

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Insperity 

1,946‌

190‌

Kelly

Services,

Class

A 

1,705‌

31‌

Kforce 

1,030‌

62‌

Korn

Ferry 

2,764‌

131‌

Legalzoom.com (1)

5,596‌

61‌

Maximus 

3,233‌

241‌

Mistras

Group (1)

1,025‌

6‌

NV5

Global (1)

737‌

71‌

Parsons (1)

2,179‌

118‌

Planet

Labs

PBC (1)(2)

8,855‌

23‌

Resources

Connection 

1,725‌

26‌

Skillsoft (1)(2)

4,003‌

4‌

Sterling

Check (1)(2)

1,699‌

22‌

TriNet

Group (1)

2,007‌

234‌

TrueBlue (1)

1,645‌

24‌

TTEC

Holdings 

1,059‌

28‌

Upwork (1)

6,524‌

74‌

Verra

Mobility (1)

7,447‌

139‌

Willdan

Group (1)

697‌

14‌

3,045‌

Trading

Companies

&

Distributors

2.0%

Alta

Equipment

Group 

1,260‌

15‌

Applied

Industrial

Technologies 

2,067‌

320‌

Beacon

Roofing

Supply (1)

2,861‌

221‌

BlueLinx

Holdings (1)

465‌

38‌

Boise

Cascade 

2,107‌

217‌

Custom

Truck

One

Source (1)

3,044‌

19‌

Distribution

Solutions

Group (1)

514‌

13‌

DXP

Enterprises (1)

771‌

27‌

EVI

Industries (1)

234‌

6‌

FTAI

Aviation 

5,305‌

189‌

GATX 

1,895‌

206‌

Global

Industrial 

719‌

24‌

GMS (1)

2,169‌

139‌

H&E

Equipment

Services 

1,703‌

74‌

Herc

Holdings 

1,506‌

179‌

Hudson

Technologies (1)

2,372‌

31‌

Karat

Packaging 

314‌

7‌

McGrath

RentCorp 

1,311‌

131‌

MRC

Global (1)

4,526‌

46‌

NOW (1)

5,712‌

68‌

Rush

Enterprises,

Class

A 

3,322‌

136‌

Rush

Enterprises,

Class

B 

511‌

23‌

Textainer

Group

Holdings 

2,217‌

83‌

Titan

Machinery (1)

1,085‌

29‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

38

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Transcat (1)

388‌

38‌

Veritiv 

701‌

118‌

Willis

Lease

Finance (1)

179‌

8‌

Xometry,

Class

A (1)

1,829‌

31‌

2,436‌

Total

Industrials

&

Business

Services

20,399‌

INFORMATION

TECHNOLOGY

13.2%

Communications

Equipment

0.7%

ADTRAN

Holdings 

4,187‌

34‌

Aviat

Networks (1)

611‌

19‌

Calix (1)

3,124‌

143‌

Cambium

Networks (1)

645‌

5‌

Clearfield (1)(2)

693‌

20‌

CommScope

Holding (1)

10,798‌

36‌

Comtech

Telecommunications 

1,535‌

13‌

Digi

International (1)

1,859‌

50‌

DZS (1)(2)

992‌

2‌

Extreme

Networks (1)

6,775‌

164‌

Harmonic (1)

5,878‌

57‌

Infinera (1)(2)

10,459‌

44‌

KVH

Industries (1)

923‌

5‌

NETGEAR (1)

1,552‌

20‌

NetScout

Systems (1)

3,627‌

102‌

Ribbon

Communications (1)

4,987‌

13‌

Viavi

Solutions (1)

11,692‌

107‌

834‌

Electronic

Equipment,

Instruments

&

Components

2.7%

908

Devices (1)(2)

1,198‌

8‌

Advanced

Energy

Industries 

1,995‌

206‌

Aeva

Technologies (1)

5,003‌

4‌

Akoustis

Technologies (1)

3,228‌

2‌

Arlo

Technologies (1)

4,669‌

48‌

Badger

Meter 

1,564‌

225‌

Bel

Fuse,

Class

B 

565‌

27‌

Belden 

2,268‌

219‌

Benchmark

Electronics 

1,893‌

46‌

Climb

Global

Solutions 

238‌

10‌

CTS 

1,683‌

70‌

Daktronics (1)

1,980‌

18‌

ePlus (1)

1,415‌

90‌

Evolv

Technologies

Holdings (1)

5,900‌

29‌

Fabrinet (1)

1,972‌

329‌

FARO

Technologies (1)

1,021‌

15‌

Insight

Enterprises (1)

1,523‌

222‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

39

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Iteris (1)

2,103‌

9‌

Itron (1)

2,409‌

146‌

Kimball

Electronics (1)

1,264‌

35‌

Knowles (1)

4,791‌

71‌

Lightwave

Logic (1)(2)

6,160‌

27‌

Luna

Innovations (1)

1,827‌

11‌

Methode

Electronics 

1,922‌

44‌

MicroVision (1)(2)

9,414‌

21‌

Mirion

Technologies (1)(2)

10,665‌

80‌

Napco

Security

Technologies 

1,691‌

38‌

nLight (1)

2,345‌

24‌

Novanta (1)

1,918‌

275‌

OSI

Systems (1)

842‌

99‌

PAR

Technology (1)(2)

1,412‌

54‌

PC

Connection 

611‌

33‌

Plexus (1)

1,453‌

135‌

Presto

Automation (1)

156‌

—‌

Richardson

Electronics 

588‌

6‌

Rogers (1)

923‌

121‌

Sanmina (1)

3,049‌

165‌

ScanSource (1)

1,322‌

40‌

SmartRent (1)

10,055‌

26‌

TTM

Technologies (1)

5,425‌

70‌

Vishay

Intertechnology 

6,874‌

170‌

Vishay

Precision

Group (1)

679‌

23‌

Vuzix (1)(2)

2,977‌

11‌

3,302‌

IT

Services

0.5%

BigBear.ai

Holdings (1)(2)

1,319‌

2‌

BigCommerce

Holdings,

Series

1 (1)

3,532‌

35‌

Brightcove (1)

2,274‌

8‌

DigitalOcean

Holdings (1)(2)

3,379‌

81‌

Fastly,

Class

A (1)

6,296‌

121‌

Grid

Dynamics

Holdings (1)

2,963‌

36‌

Hackett

Group 

1,317‌

31‌

Information

Services

Group 

1,847‌

8‌

Kratos

Defense

&

Security

Solutions (1)

6,624‌

100‌

Perficient (1)

1,822‌

105‌

Rackspace

Technology (1)

4,030‌

9‌

Squarespace,

Class

A (1)

2,406‌

70‌

Thoughtworks

Holding (1)

4,865‌

20‌

Tucows,

Class

A (1)(2)

500‌

10‌

Unisys (1)

3,756‌

13‌

649‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

40

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Semiconductors

&

Semiconductor

Equipment

3.1%

ACM

Research,

Class

A (1)

2,534‌

46‌

Aehr

Test

Systems (1)(2)

1,395‌

64‌

Alpha

&

Omega

Semiconductor (1)

1,215‌

36‌

Ambarella (1)

2,015‌

107‌

Amkor

Technology 

5,425‌

123‌

Atomera (1)(2)

1,131‌

7‌

Axcelis

Technologies (1)

1,747‌

285‌

CEVA (1)

1,254‌

24‌

Cohu (1)

2,485‌

86‌

Credo

Technology

Group

Holding (1)

5,195‌

79‌

Diodes (1)

2,411‌

190‌

FormFactor (1)

4,098‌

143‌

Ichor

Holdings (1)

1,549‌

48‌

Impinj (1)(2)

1,237‌

68‌

indie

Semiconductor,

Class

A (1)(2)

7,340‌

46‌

inTEST (1)

528‌

8‌

Kulicke

&

Soffa

Industries 

2,946‌

143‌

MACOM

Technology

Solutions

Holdings (1)

2,899‌

237‌

Maxeon

Solar

Technologies (1)(2)

1,592‌

19‌

MaxLinear (1)

3,967‌

88‌

Navitas

Semiconductor (1)

5,851‌

41‌

NVE 

255‌

21‌

Onto

Innovation (1)

2,621‌

334‌

PDF

Solutions (1)

1,630‌

53‌

Photronics (1)

3,233‌

65‌

Power

Integrations 

3,045‌

232‌

Rambus (1)

5,838‌

326‌

Semtech (1)

3,402‌

88‌

Silicon

Laboratories (1)

1,694‌

196‌

SiTime (1)

911‌

104‌

SkyWater

Technology (1)

899‌

5‌

SMART

Global

Holdings (1)

2,551‌

62‌

Synaptics (1)

2,118‌

189‌

Transphorm (1)

1,347‌

3‌

Ultra

Clean

Holdings (1)

2,352‌

70‌

Veeco

Instruments (1)

2,727‌

77‌

3,713‌

Software

5.3%

8x8 (1)

6,368‌

16‌

A10

Networks 

3,822‌

57‌

ACI

Worldwide (1)

5,760‌

130‌

Adeia 

5,706‌

61‌

Agilysys (1)

1,063‌

70‌

Alarm.com

Holdings (1)

2,538‌

155‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

41

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Alkami

Technology (1)

2,085‌

38‌

Altair

Engineering,

Class

A (1)

2,863‌

179‌

American

Software,

Class

A 

1,756‌

20‌

Amplitude,

Class

A (1)

3,627‌

42‌

Appfolio,

Class

A (1)

1,024‌

187‌

Appian,

Class

A (1)

2,182‌

100‌

Applied

Digital (1)

3,746‌

23‌

Asana,

Class

A (1)

4,231‌

77‌

Aurora

Innovation (1)(2)

17,772‌

42‌

AvePoint (1)

8,158‌

55‌

Bit

Digital (1)(2)

3,556‌

8‌

Blackbaud (1)

2,311‌

163‌

BlackLine (1)

2,991‌

166‌

Box,

Class

A (1)

7,478‌

181‌

Braze,

Class

A (1)

2,783‌

130‌

C3.ai,

Class

A (1)(2)

3,218‌

82‌

Cerence (1)

2,143‌

44‌

Cipher

Mining (1)(2)

2,271‌

5‌

Cleanspark (1)

5,960‌

23‌

CommVault

Systems (1)

2,350‌

159‌

Consensus

Cloud

Solutions (1)

1,046‌

26‌

CoreCard (1)

357‌

7‌

Couchbase (1)

1,834‌

31‌

CS

Disco (1)

1,241‌

8‌

CXApp (1)

95‌

—‌

Digimarc (1)(2)

774‌

25‌

Digital

Turbine (1)

5,200‌

31‌

Domo,

Class

B (1)

1,627‌

16‌

E2open

Parent

Holdings (1)

8,962‌

41‌

Ebix (2)

1,475‌

15‌

eGain (1)

1,065‌

7‌

Enfusion,

Class

A (1)(2)

2,058‌

18‌

EngageSmart (1)

2,600‌

47‌

Envestnet (1)

2,661‌

117‌

Everbridge (1)

2,166‌

49‌

EverCommerce (1)

1,174‌

12‌

Expensify,

Class

A (1)

3,155‌

10‌

Freshworks,

Class

A (1)

8,636‌

172‌

Instructure

Holdings (1)

1,037‌

26‌

Intapp (1)

1,179‌

40‌

InterDigital 

1,415‌

114‌

Jamf

Holding (1)

3,690‌

65‌

Kaltura (1)

4,088‌

7‌

LivePerson (1)

3,928‌

15‌

LiveRamp

Holdings (1)

3,497‌

101‌

LiveVox

Holdings (1)(2)

1,113‌

4‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

42

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Marathon

Digital

Holdings (1)(2)

9,100‌

77‌

Matterport (1)

13,670‌

30‌

MeridianLink (1)

1,397‌

24‌

MicroStrategy,

Class

A (1)

589‌

193‌

Mitek

Systems (1)(2)

2,265‌

24‌

Model

N (1)

2,009‌

49‌

N-Able (1)

3,766‌

49‌

NextNav (1)

2,880‌

15‌

Olo,

Class

A (1)

5,671‌

34‌

ON24 

1,858‌

12‌

OneSpan (1)

2,177‌

23‌

PagerDuty (1)

4,715‌

106‌

PowerSchool

Holdings,

Class

A (1)(2)

2,957‌

67‌

Progress

Software 

2,322‌

122‌

PROS

Holdings (1)

2,380‌

82‌

Q2

Holdings (1)

3,009‌

97‌

Qualys (1)

1,991‌

304‌

Rapid7 (1)

3,174‌

145‌

Red

Violet (1)

628‌

13‌

Rimini

Street (1)

2,536‌

6‌

Riot

Platforms (1)

9,069‌

85‌

Sapiens

International 

1,643‌

47‌

SEMrush

Holdings,

Class

A (1)

1,764‌

15‌

SolarWinds (1)

2,746‌

26‌

SoundHound

AI,

Class

A (1)(2)

7,836‌

16‌

SoundThinking (1)(2)

528‌

9‌

Sprinklr,

Class

A (1)

5,488‌

76‌

Sprout

Social,

Class

A (1)(2)

2,532‌

126‌

SPS

Commerce (1)

1,964‌

335‌

Tenable

Holdings (1)

6,067‌

272‌

Terawulf (1)(2)

7,470‌

9‌

Varonis

Systems (1)

5,766‌

176‌

Verint

Systems (1)

3,300‌

76‌

Veritone (1)(2)

1,367‌

4‌

Viant

Technology,

Class

A (1)

903‌

5‌

Weave

Communications (1)

1,838‌

15‌

Workiva (1)

2,619‌

265‌

Xperi (1)

2,304‌

23‌

Yext (1)

5,797‌

37‌

Zeta

Global

Holdings,

Class

A (1)

7,342‌

61‌

Zuora,

Class

A (1)

6,921‌

57‌

6,424‌

Technology

Hardware,

Storage

&

Peripherals

0.9%

Avid

Technology (1)

1,820‌

49‌

CompoSecure (1)(2)

811‌

5‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

43

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Corsair

Gaming (1)

1,952‌

28‌

CPI

Card

Group (1)

211‌

4‌

Eastman

Kodak (1)

3,026‌

13‌

Immersion 

1,772‌

12‌

Intevac (1)

1,261‌

4‌

IonQ (1)(2)

8,512‌

126‌

Super

Micro

Computer (1)

2,479‌

680‌

Turtle

Beach (1)

844‌

8‌

Xerox

Holdings 

6,157‌

96‌

1,025‌

Total

Information

Technology

15,947‌

MATERIALS

4.5%

Chemicals

1.9%

AdvanSix 

1,385‌

43‌

American

Vanguard 

1,417‌

15‌

Aspen

Aerogels (1)

2,875‌

25‌

Avient 

4,821‌

170‌

Balchem 

1,697‌

210‌

Cabot 

2,956‌

205‌

Chase 

399‌

51‌

Core

Molding

Technologies (1)

440‌

13‌

Danimer

Scientific (1)(2)

4,634‌

10‌

Ecovyst (1)

5,087‌

50‌

FutureFuel 

1,368‌

10‌

Hawkins 

1,040‌

61‌

HB

Fuller 

2,888‌

198‌

Ingevity (1)

1,932‌

92‌

Innospec 

1,325‌

135‌

Intrepid

Potash (1)

577‌

14‌

Koppers

Holdings 

1,086‌

43‌

Kronos

Worldwide (2)

1,161‌

9‌

Livent (1)(2)

9,634‌

177‌

LSB

Industries (1)

2,898‌

30‌

Mativ

Holdings 

2,848‌

41‌

Minerals

Technologies 

1,730‌

95‌

Origin

Materials (1)(2)

6,532‌

8‌

Orion 

3,005‌

64‌

Perimeter

Solutions (1)(2)

8,292‌

38‌

PureCycle

Technologies (1)(2)

6,190‌

35‌

Quaker

Chemical 

736‌

118‌

Rayonier

Advanced

Materials (1)

3,297‌

12‌

Sensient

Technologies 

2,246‌

131‌

Stepan 

1,127‌

84‌

Trinseo 

1,945‌

16‌

Tronox

Holdings 

6,230‌

84‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

44

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Valhi (2)

85‌

1‌

2,288‌

Construction

Materials

0.3%

Knife

River (1)

3,004‌

147‌

Summit

Materials,

Class

A (1)

6,335‌

197‌

United

States

Lime

&

Minerals 

111‌

22‌

366‌

Containers

&

Packaging

0.3%

Greif,

Class

A 

1,292‌

86‌

Greif,

Class

B 

268‌

18‌

Myers

Industries 

1,921‌

34‌

O-I

Glass (1)

8,219‌

137‌

Pactiv

Evergreen 

2,181‌

18‌

Ranpak

Holdings (1)

2,356‌

13‌

TriMas 

2,244‌

56‌

362‌

Metals

&

Mining

1.9%

5E

Advanced

Materials (1)(2)

1,895‌

4‌

Alpha

Metallurgical

Resources 

666‌

173‌

Arch

Resources 

975‌

167‌

ATI (1)

6,908‌

284‌

Caledonia

Mining 

808‌

8‌

Carpenter

Technology 

2,557‌

172‌

Century

Aluminum (1)

2,890‌

21‌

Coeur

Mining (1)

17,744‌

40‌

Commercial

Metals 

6,274‌

310‌

Compass

Minerals

International 

1,855‌

52‌

Constellium (1)

6,721‌

122‌

Contango

ORE (1)

184‌

3‌

Dakota

Gold (1)

2,860‌

7‌

Haynes

International 

673‌

31‌

Hecla

Mining 

32,452‌

127‌

i-80

Gold (1)

10,607‌

16‌

Ivanhoe

Electric (1)

2,990‌

36‌

Kaiser

Aluminum 

842‌

63‌

Materion 

1,091‌

111‌

NioCorp

Developments (1)

95‌

—‌

Novagold

Resources (1)

13,028‌

50‌

Olympic

Steel 

532‌

30‌

Perpetua

Resources (1)

1,860‌

6‌

Piedmont

Lithium (1)(2)

943‌

38‌

PolyMet

Mining (1)

1,758‌

4‌

Ramaco

Resources,

Class

A 

1,205‌

13‌

Ramaco

Resources,

Class

B 

240‌

3‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

45

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Ryerson

Holding 

1,291‌

38‌

Schnitzer

Steel

Industries,

Class

A 

1,386‌

39‌

SunCoke

Energy 

4,432‌

45‌

TimkenSteel (1)

2,290‌

50‌

Tredegar 

1,358‌

7‌

Warrior

Met

Coal 

2,748‌

140‌

Worthington

Industries 

1,636‌

101‌

2,311‌

Paper

&

Forest

Products

0.1%

Clearwater

Paper (1)

883‌

32‌

Glatfelter (1)

2,204‌

5‌

Sylvamo 

1,938‌

85‌

122‌

Total

Materials

5,449‌

REAL

ESTATE

5.9%

Diversified

Real

Estate

Investment

Trusts

0.6%

Alexander

&

Baldwin,

REIT 

3,911‌

65‌

Alpine

Income

Property

Trust,

REIT 

737‌

12‌

American

Assets

Trust,

REIT 

2,630‌

51‌

Armada

Hoffler

Properties,

REIT 

3,549‌

36‌

Broadstone

Net

Lease,

REIT 

9,978‌

143‌

CTO

Realty

Growth,

REIT 

1,130‌

18‌

Empire

State

Realty

Trust,

Class

A,

REIT 

6,932‌

56‌

Essential

Properties

Realty

Trust,

REIT 

8,273‌

179‌

Gladstone

Commercial,

REIT 

2,128‌

26‌

Global

Net

Lease,

REIT 

10,342‌

99‌

NexPoint

Diversified

Real

Estate

Trust,

REIT 

1,681‌

15‌

One

Liberty

Properties,

REIT 

839‌

16‌

Star

Holdings (1)(2)

644‌

8‌

724‌

Health

Care

Real

Estate

Investment

Trusts

0.6%

CareTrust

REIT,

REIT 

5,325‌

109‌

Community

Healthcare

Trust,

REIT 

1,367‌

41‌

Diversified

Healthcare

Trust,

REIT 

12,546‌

24‌

Global

Medical

REIT,

REIT 

3,319‌

30‌

LTC

Properties,

REIT 

2,209‌

71‌

National

Health

Investors,

REIT 

2,217‌

114‌

Physicians

Realty

Trust,

REIT 

12,585‌

153‌

Sabra

Health

Care

REIT,

REIT 

12,254‌

171‌

Universal

Health

Realty

Income

Trust,

REIT 

691‌

28‌

741‌

Hotel

&

Resort

Real

Estate

Investment

Trusts

0.8%

Apple

Hospitality

REIT,

REIT 

11,572‌

177‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

46

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Braemar

Hotels

&

Resorts,

REIT 

3,327‌

9‌

Chatham

Lodging

Trust,

REIT 

2,626‌

25‌

DiamondRock

Hospitality,

REIT 

11,209‌

90‌

Hersha

Hospitality

Trust,

Class

A,

REIT 

1,598‌

16‌

Pebblebrook

Hotel

Trust,

REIT (2)

6,462‌

88‌

RLJ

Lodging

Trust,

REIT 

8,285‌

81‌

Ryman

Hospitality

Properties,

REIT 

3,070‌

256‌

Service

Properties

Trust,

REIT 

8,789‌

68‌

Summit

Hotel

Properties,

REIT 

5,529‌

32‌

Sunstone

Hotel

Investors,

REIT 

11,139‌

104‌

Xenia

Hotels

&

Resorts,

REIT 

5,833‌

69‌

1,015‌

Industrial

Real

Estate

Investment

Trusts

0.5%

Innovative

Industrial

Properties,

REIT (2)

1,481‌

112‌

LXP

Industrial

Trust,

REIT 

15,382‌

137‌

Plymouth

Industrial

REIT,

REIT 

2,261‌

47‌

Terreno

Realty,

REIT 

4,346‌

247‌

543‌

Office

Real

Estate

Investment

Trusts

0.7%

Brandywine

Realty

Trust,

REIT 

9,201‌

42‌

City

Office

REIT,

REIT 

2,108‌

9‌

COPT

Defense

Properties,

REIT 

5,970‌

142‌

Douglas

Emmett,

REIT (2)

8,637‌

110‌

Easterly

Government

Properties,

REIT 

5,015‌

57‌

Equity

Commonwealth,

REIT 

5,580‌

103‌

Hudson

Pacific

Properties,

REIT (2)

7,381‌

49‌

JBG

SMITH

Properties,

REIT 

5,822‌

84‌

Office

Properties

Income

Trust,

REIT 

2,466‌

10‌

Orion

Office

REIT,

REIT 

3,172‌

17‌

Paramount

Group,

REIT 

10,018‌

46‌

Peakstone

Realty

Trust,

REIT (2)

1,942‌

32‌

Piedmont

Office

Realty

Trust,

Class

A,

REIT 

6,685‌

38‌

Postal

Realty

Trust,

Class

A,

REIT (2)

1,020‌

14‌

SL

Green

Realty,

REIT (2)

3,425‌

128‌

881‌

Real

Estate

Management

&

Development

0.7%

American

Realty

Investors (1)

57‌

1‌

Anywhere

Real

Estate (1)

5,765‌

37‌

Compass,

Class

A (1)

15,862‌

46‌

Cushman

&

Wakefield (1)

8,850‌

67‌

DigitalBridge

Group (2)

8,587‌

151‌

Douglas

Elliman 

4,036‌

9‌

eXp

World

Holdings (2)

3,801‌

62‌

Forestar

Group (1)

1,011‌

27‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

47

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

FRP

Holdings (1)

354‌

19‌

Kennedy-Wilson

Holdings 

6,326‌

93‌

Marcus

&

Millichap 

1,241‌

36‌

Maui

Land

&

Pineapple (1)

371‌

5‌

Newmark

Group,

Class

A 

7,404‌

48‌

Opendoor

Technologies,

Class

A (1)

28,987‌

77‌

RE/MAX

Holdings,

Class

A 

999‌

13‌

Redfin (1)(2)

5,679‌

40‌

RMR

Group,

Class

A 

846‌

21‌

St.

Joe 

1,829‌

99‌

Stratus

Properties (1)

316‌

9‌

Tejon

Ranch (1)

1,068‌

17‌

Transcontinental

Realty

Investors (1)(2)

92‌

3‌

880‌

Residential

Real

Estate

Investment

Trusts

0.4%

Apartment

Investment

&

Management,

Class

A,

REIT (1)

6,996‌

48‌

BRT

Apartments,

REIT 

607‌

10‌

Centerspace,

REIT 

806‌

48‌

Clipper

Realty,

REIT 

737‌

4‌

Elme

Communities,

REIT 

4,685‌

64‌

Independence

Realty

Trust,

REIT 

12,045‌

169‌

NexPoint

Residential

Trust,

REIT 

1,176‌

38‌

UMH

Properties,

REIT 

2,983‌

42‌

Veris

Residential,

REIT 

4,242‌

70‌

493‌

Retail

Real

Estate

Investment

Trusts

1.2%

Acadia

Realty

Trust,

REIT 

4,887‌

70‌

Alexander's,

REIT 

120‌

22‌

CBL

&

Associates

Properties,

REIT 

1,421‌

30‌

Getty

Realty,

REIT 

2,415‌

67‌

InvenTrust

Properties,

REIT 

3,626‌

86‌

Kite

Realty

Group

Trust,

REIT 

11,572‌

248‌

Macerich,

REIT 

11,535‌

126‌

NETSTREIT,

REIT (2)

3,598‌

56‌

Phillips

Edison,

REIT (2)

6,255‌

210‌

Retail

Opportunity

Investments,

REIT 

6,548‌

81‌

RPT

Realty,

REIT 

4,652‌

49‌

Saul

Centers,

REIT 

601‌

21‌

SITE

Centers,

REIT 

10,121‌

125‌

Tanger

Factory

Outlet

Centers,

REIT 

5,421‌

123‌

Urban

Edge

Properties,

REIT 

6,109‌

93‌

Whitestone

REIT,

REIT 

2,521‌

24‌

1,431‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

48

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Specialized

Real

Estate

Investment

Trusts

0.4%

Farmland

Partners,

REIT (2)

2,535‌

26‌

Four

Corners

Property

Trust,

REIT 

4,603‌

102‌

Gladstone

Land,

REIT (2)

1,798‌

25‌

Outfront

Media,

REIT 

7,900‌

80‌

PotlatchDeltic,

REIT 

4,222‌

192‌

Safehold,

REIT (2)

2,342‌

42‌

Uniti

Group,

REIT 

12,697‌

60‌

527‌

Total

Real

Estate

7,235‌

TRUSTS

&

FUNDS

0.6%

Trusts

&

Mutual

Funds

0.6%

iShares

Russell

2000

ETF (2)

4,224‌

747‌

Total

Trusts

&

Funds

747‌

UTILITIES

2.9%

Electric

Utilities

0.7%

ALLETE 

3,104‌

164‌

Genie

Energy,

Class

B 

1,081‌

16‌

MGE

Energy 

1,933‌

132‌

Otter

Tail (2)

2,216‌

168‌

PNM

Resources 

4,575‌

204‌

Portland

General

Electric 

5,180‌

210‌

894‌

Gas

Utilities

1.0%

Brookfield

Infrastructure,

Class

A (2)

6,390‌

226‌

Chesapeake

Utilities 

925‌

90‌

New

Jersey

Resources 

5,184‌

210‌

Northwest

Natural

Holding 

1,912‌

73‌

ONE

Gas 

2,927‌

200‌

RGC

Resources 

394‌

7‌

Southwest

Gas

Holdings 

3,276‌

198‌

Spire 

2,735‌

155‌

1,159‌

Independent

Power

&

Renewable

Electricity

Producers

0.3%

Altus

Power (1)

3,419‌

18‌

Montauk

Renewables (1)

3,646‌

33‌

Ormat

Technologies 

2,836‌

198‌

Sunnova

Energy

International (1)(2)

5,379‌

57‌

306‌

Multi-Utilities

0.4%

Avista 

4,023‌

130‌

Black

Hills 

3,551‌

180‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

49

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Northwestern

Energy

Group 

3,185‌

153‌

Unitil 

836‌

36‌

499‌

Water

Utilities

0.5%

American

States

Water 

1,961‌

154‌

Artesian

Resources,

Class

A 

505‌

21‌

Cadiz (1)

1,998‌

7‌

California

Water

Service

Group 

3,068‌

145‌

Consolidated

Water 

806‌

23‌

Global

Water

Resources 

601‌

6‌

Middlesex

Water 

934‌

62‌

Pure

Cycle (1)

1,023‌

10‌

SJW

Group 

1,696‌

102‌

York

Water 

753‌

28‌

558‌

Total

Utilities

3,416‌

Total

Common

Stocks

(Cost

$137,018)

120,219‌

SHORT-TERM

INVESTMENTS

0.2%

Money

Market

Funds

0.0%

T.

Rowe

Price

Government

Reserve

Fund,

5.40% (4)(5)

44,913‌

45‌

45‌

U.S.

Treasury

Obligations

0.2%

U.S.

Treasury

Bills,

5.335%,

12/14/23 (6)

130,000‌

128‌

128‌

Total

Short-Term

Investments

(Cost

$174)

173‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

50

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

SECURITIES

LENDING

COLLATERAL

8.8%

INVESTMENTS

IN

A

POOLED

ACCOUNT

THROUGH

SECURITIES

LENDING

PROGRAM

WITH

STATE

STREET

BANK

AND

TRUST

COMPANY

8.8%

Money

Market

Funds

8.8%

T.

Rowe

Price

Government

Reserve

Fund,

5.40% (4)(5)

10,655,205‌

10,655‌

Total

Investments

in

a

Pooled

Account

through

Securities

Lending

Program

with

State

Street

Bank

and

Trust

Company

10,655‌

Total

Securities

Lending

Collateral

(Cost

$10,655)

10,655‌

Total

Investments

in

Securities

108.7%

(Cost

$147,847)

$

131,047‌

Other

Assets

Less

Liabilities

(8.7)%

(10,465‌)

Net

Assets

100.0%

$

120,582‌

‡

Shares/Par

and

Notional

Amount

are

denominated

in

U.S.

dollars

unless

otherwise

noted.

(1)

Non-income

producing

(2)

All

or

a

portion

of

this

security

is

on

loan

at

September

30,

2023.

(3)

Level

3

in

fair

value

hierarchy.

(4)

Seven-day

yield

(5)

Affiliated

Companies

(6)

At

September

30,

2023,

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,

3

Russell

2000

E-Mini

Index

contracts

12/23

270

$

(13‌)

Net

payments

(receipts)

of

variation

margin

to

date

11‌

Variation

margin

receivable

(payable)

on

open

futures

contracts

$

(2‌)

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

nine

months

ended

September

30,

2023.

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,

5.40%

$

—‌

$

—‌

$

18‌++

Totals

$

—‌#

$

—‌

$

18‌+

Supplementary

Investment

Schedule

Affiliate

Value

12/31/22

Purchase

Cost

Sales

Cost

Value

09/30/23

T.

Rowe

Price

Government

Reserve

Fund,

5.40%

$

5,229‌

 ¤

 ¤

$

10,700‌

Total

$

10,700‌^

#

Capital

gain

distributions

from

underlying

Price

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

$18

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

$10,700.

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 fund’s

Board

of

Directors

(the

Board)

has

designated

T.

Rowe

Price

Associates,

Inc.

as

the

fund’s

valuation

designee

(Valuation

Designee).

Subject

to

oversight

by

the

Board,

the

Valuation

Designee

performs

the

following

functions

in

performing

fair

value

determinations:

assesses

and

manages

valuation

risks;

establishes

and

applies

fair

value

methodologies;

tests

fair

value

methodologies;

and

evaluates

pricing

vendors

and

pricing

agents.

The

duties

and

responsibilities

of

the

Valuation

Designee

are

performed

by

its

Valuation

Committee. The

Valuation

Designee 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)

Level

3

–

unobservable

inputs

(including

the Valuation

Designee’s assumptions

in

determining

fair

value)

T.

ROWE

PRICE

Small-Cap

Index

Fund

54

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

factors

such

as,

but

not

limited

to,

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 are

not

readily

available

or

deemed

unreliable

are

valued

at

fair

value

as

determined

in

good

faith

by

the

Valuation

Designee.

The

Valuation

Designee

has

adopted

methodologies

for

determining

the

fair

value

of

investments

for

which

market

quotations

are

not

readily

available

or

deemed

unreliable,

including

the

use

of

other

pricing

sources.

Factors

used

in

determining

fair

value

vary

by

type

of

investment

and

may

include

market

or

investment

specific

considerations.

The

Valuation

Designee typically

will

afford

greatest

weight

to

actual

prices

in

arm’s

length

transactions,

to

the

extent

they

represent

orderly

transactions

between

market

participants,

transaction

information

can

be

reliably

obtained,

and

prices

are

deemed

T.

ROWE

PRICE

Small-Cap

Index

Fund

55

representative

of

fair

value.

However,

the

Valuation

Designee 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.

Because

any

fair

value

determination

involves

a

significant

amount

of

judgment,

there

is

a

degree

of

subjectivity

inherent

in

such

pricing

decisions. Fair

value

prices

determined

by

the

Valuation

Designee could

differ

from

those

of

other

market

participants,

and

it

is

possible

that

the

fair

value

determined

for

a

security

may

be

materially

different

from

the

value

that

could

be

realized

upon

the

sale

of

that

security.

Valuation

Inputs

  The

following

table

summarizes

the

fund’s

financial

instruments,

based

on

the

inputs

used

to

determine

their

fair

values

on

September

30,

2023

(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

the 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.

($000s)

Level

1

Level

2

Level

3

Total

Value

Assets

Common

Stocks

$

120,215‌

$

4‌

$

—‌

$

120,219‌

Short-Term

Investments

45‌

128‌

—‌

173‌

Securities

Lending

Collateral

10,655‌

—‌

—‌

10,655‌

Total

$

130,915‌

$

132‌

$

—‌

$

131,047‌

Liabilities

Futures

Contracts*

$

13‌

$

—‌

$

—‌

$

13‌

*

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

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

leading

to

economic

sanctions

being

imposed

on

Russia

and

certain

of

its

citizens,

creating

impacts

on

Russian-related

stocks

and

debt

and

greater

volatility

in

global

markets.

In

March

2023,

the

collapse

of

some

US

regional

and

global

banks

as

well

as

overall

concerns

around

the

soundness

and

stability

of

the

global

banking

sector

has

sparked

concerns

of

a

broader

financial

crisis

impacting

the

overall

global

banking

sector.

In

certain

cases,

government

agencies

have

assumed

control

or

otherwise

intervened

in

the

operations

of

certain

banks

due

to

liquidity

and

solvency

concerns.

The

extent

of

impact

of

these

events

on

the

US

and

global

markets

is

highly

uncertain.

These

are

recent

examples

of

global

events

which

may

have

a

negative

impact

on

the

values

of

certain

portfolio

holdings

or

the

fund’s

overall

performance.

Management

is

actively

monitoring

the

risks

and

financial

impacts

arising

from

these

events.