T.

ROWE

PRICE

Small-Cap

Index

Fund

March

31,

2024

(Unaudited)

1

Portfolio

of

Investments

‡

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

COMMON

STOCKS

99.2%

COMMUNICATION

SERVICES

2.1%

Diversified

Telecommunication

Services

0.4%

Anterix (1)

822‌

28‌

AST

SpaceMobile (1)(2)

7,342‌

21‌

ATN

International 

660‌

21‌

Bandwidth,

Class

A (1)

1,497‌

27‌

Cogent

Communications

Holdings 

2,784‌

182‌

Consolidated

Communications

Holdings (1)

4,989‌

21‌

Globalstar (1)

45,954‌

67‌

IDT,

Class

B 

977‌

37‌

Liberty

Latin

America,

Class

A (1)

2,120‌

15‌

Liberty

Latin

America,

Class

C (1)

8,735‌

61‌

Lumen

Technologies (1)(2)

63,853‌

100‌

Ooma (1)

1,529‌

13‌

Shenandoah

Telecommunications 

3,086‌

54‌

647‌

Entertainment

0.4%

Atlanta

Braves

Holdings,

Class

A (1)

642‌

27‌

Atlanta

Braves

Holdings,

Class

C (1)

2,876‌

112‌

Cinemark

Holdings (1)

6,942‌

125‌

Eventbrite,

Class

A (1)

4,939‌

27‌

IMAX (1)

2,816‌

45‌

Lions

Gate

Entertainment,

Class

A (1)

3,651‌

36‌

Lions

Gate

Entertainment,

Class

B (1)

7,644‌

71‌

Loop

Media (1)

1,798‌

1‌

Madison

Square

Garden

Entertainment (1)

2,518‌

99‌

Marcus (2)

1,553‌

22‌

Playstudios (1)

5,653‌

16‌

Reservoir

Media (1)(2)

1,294‌

10‌

Sphere

Entertainment (1)

1,686‌

83‌

Vivid

Seats,

Class

A (1)(2)

4,766‌

29‌

703‌

Interactive

Media

&

Services

0.6%

Bumble,

Class

A (1)

6,422‌

73‌

Cargurus (1)

6,057‌

140‌

Cars.com (1)

4,221‌

73‌

DHI

Group (1)

2,795‌

7‌

EverQuote,

Class

A (1)

1,390‌

26‌

fuboTV (1)(2)

17,667‌

28‌

Grindr (1)(2)

2,577‌

26‌

MediaAlpha,

Class

A (1)

1,466‌

30‌

Nextdoor

Holdings (1)

9,581‌

22‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

2

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Outbrain (1)

2,622‌

10‌

QuinStreet (1)

3,406‌

60‌

Shutterstock 

1,564‌

72‌

System1 (1)

2,295‌

4‌

TrueCar (1)

5,745‌

19‌

Vimeo (1)

9,785‌

40‌

Yelp (1)

4,205‌

166‌

Ziff

Davis (1)

2,910‌

183‌

ZipRecruiter,

Class

A (1)

4,296‌

49‌

1,028‌

Media

0.6%

Advantage

Solutions (1)

5,468‌

24‌

AMC

Networks,

Class

A (1)

1,906‌

23‌

Boston

Omaha,

Class

A (1)

1,502‌

23‌

Cardlytics (1)(2)

2,345‌

34‌

Clear

Channel

Outdoor

Holdings (1)

23,484‌

39‌

EchoStar,

Class

A (1)

7,685‌

109‌

Emerald

Holding (1)

1,038‌

7‌

Entravision

Communications,

Class

A 

3,627‌

6‌

EW

Scripps,

Class

A (1)

3,835‌

15‌

Gambling.com

Group (1)

956‌

9‌

Gannett (1)

9,265‌

23‌

Gray

Television 

5,390‌

34‌

iHeartMedia,

Class

A (1)

6,537‌

14‌

Integral

Ad

Science

Holding (1)

4,289‌

43‌

John

Wiley

&

Sons,

Class

A 

2,326‌

89‌

Magnite (1)

8,574‌

92‌

PubMatic,

Class

A (1)

2,651‌

63‌

Scholastic 

1,657‌

62‌

Sinclair (2)

2,121‌

28‌

Stagwell (1)

5,302‌

33‌

TechTarget (1)

1,648‌

54‌

TEGNA 

12,643‌

189‌

Thryv

Holdings (1)

1,955‌

43‌

Townsquare

Media,

Class

A 

782‌

9‌

Urban

One (1)

626‌

2‌

Urban

One (1)

625‌

1‌

WideOpenWest (1)

3,256‌

12‌

1,080‌

Wireless

Telecommunication

Services

0.1%

Gogo (1)

4,148‌

36‌

Spok

Holdings 

1,119‌

18‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

3

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Telephone

&

Data

Systems 

6,249‌

100‌

154‌

Total

Communication

Services

3,612‌

CONSUMER

DISCRETIONARY

10.7%

Automobile

Components

1.2%

Adient (1)

5,813‌

191‌

American

Axle

&

Manufacturing

Holdings (1)

7,258‌

53‌

Cooper-Standard

Holdings (1)

1,090‌

18‌

Dana 

8,263‌

105‌

Dorman

Products (1)

1,689‌

163‌

Fox

Factory

Holding (1)

2,694‌

140‌

Gentherm (1)

2,070‌

119‌

Goodyear

Tire

&

Rubber (1)

17,928‌

246‌

Holley (1)

3,180‌

14‌

LCI

Industries 

1,572‌

193‌

Luminar

Technologies (1)(2)

18,558‌

37‌

Modine

Manufacturing (1)

3,272‌

312‌

Patrick

Industries 

1,355‌

162‌

Solid

Power (1)(2)

9,828‌

20‌

Standard

Motor

Products 

1,279‌

43‌

Stoneridge (1)

1,689‌

31‌

Visteon (1)

1,753‌

206‌

XPEL (1)

1,434‌

78‌

2,131‌

Automobiles

0.1%

Livewire

Group (1)(2)

1,171‌

8‌

Winnebago

Industries 

1,793‌

133‌

Workhorse

Group (1)(2)

13,385‌

3‌

144‌

Broadline

Retail

0.1%

Big

Lots (2)

1,778‌

8‌

ContextLogic,

Class

A (1)(2)

1,452‌

8‌

Dillard's,

Class

A (2)

215‌

102‌

Qurate

Retail,

Class

B (1)

65‌

—‌

Savers

Value

Village (1)

1,616‌

31‌

149‌

Distributors

0.0%

Weyco

Group 

366‌

12‌

12‌

Diversified

Consumer

Services

1.1%

2U (1)(2)

4,075‌

2‌

Adtalem

Global

Education (1)

2,470‌

127‌

Carriage

Services 

859‌

23‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

4

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Chegg (1)

7,231‌

55‌

Clear

Secure,

Class

A 

5,304‌

113‌

Coursera (1)

8,372‌

117‌

Duolingo (1)

1,881‌

415‌

European

Wax

Center,

Class

A (1)(2)

2,181‌

28‌

Frontdoor (1)

5,198‌

169‌

Graham

Holdings,

Class

B 

222‌

170‌

Laureate

Education 

8,275‌

121‌

Lincoln

Educational

Services (1)

1,527‌

16‌

Nerdy (1)

4,201‌

12‌

OneSpaWorld

Holdings (1)

5,292‌

70‌

Perdoceo

Education 

4,143‌

73‌

Strategic

Education 

1,429‌

149‌

Stride (1)

2,716‌

171‌

Udemy (1)

5,687‌

63‌

Universal

Technical

Institute (1)

2,518‌

40‌

WW

International (1)

3,236‌

6‌

1,940‌

Hotels,

Restaurants

&

Leisure

2.2%

Accel

Entertainment (1)

3,322‌

39‌

Bally's (1)

1,886‌

26‌

Biglari

Holdings,

Class

B (1)

49‌

9‌

BJ's

Restaurants (1)

1,413‌

51‌

Bloomin'

Brands 

5,536‌

159‌

Bowlero,

Class

A (2)

1,071‌

15‌

Brinker

International (1)

2,770‌

138‌

Carrols

Restaurant

Group 

2,206‌

21‌

Century

Casinos (1)

1,838‌

6‌

Cheesecake

Factory 

3,016‌

109‌

Chuy's

Holdings (1)

1,125‌

38‌

Cracker

Barrel

Old

Country

Store (2)

1,399‌

102‌

Dave

&

Buster's

Entertainment (1)

2,137‌

134‌

Denny's (1)

3,221‌

29‌

Dine

Brands

Global 

1,003‌

47‌

El

Pollo

Loco

Holdings (1)

1,793‌

18‌

Empire

Resorts,

EC (1)(3)

9‌

—‌

Everi

Holdings (1)

5,102‌

51‌

First

Watch

Restaurant

Group (1)

1,385‌

34‌

Full

House

Resorts (1)

2,029‌

11‌

Global

Business

Travel

Group

I (1)

2,206‌

13‌

Golden

Entertainment 

1,288‌

47‌

Hilton

Grand

Vacations (1)

5,023‌

237‌

Inspired

Entertainment (1)

1,405‌

14‌

International

Game

Technology 

6,859‌

155‌

Jack

in

the

Box 

1,245‌

85‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

5

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Krispy

Kreme (2)

5,556‌

85‌

Kura

Sushi

USA,

Class

A (1)

374‌

43‌

Life

Time

Group

Holdings (1)

2,780‌

43‌

Light

&

Wonder (1)

5,740‌

586‌

Lindblad

Expeditions

Holdings (1)

2,245‌

21‌

Monarch

Casino

&

Resort 

850‌

64‌

Mondee

Holdings (1)(2)

3,063‌

7‌

Nathan's

Famous 

182‌

13‌

Noodles (1)

2,464‌

5‌

ONE

Group

Hospitality (1)(2)

1,360‌

8‌

Papa

John's

International 

2,076‌

138‌

PlayAGS (1)

2,321‌

21‌

Portillo's,

Class

A (1)

2,839‌

40‌

Potbelly (1)

1,688‌

21‌

RCI

Hospitality

Holdings 

546‌

32‌

Red

Robin

Gourmet

Burgers (1)

954‌

7‌

Red

Rock

Resorts,

Class

A 

3,048‌

182‌

Rush

Street

Interactive (1)

4,134‌

27‌

Sabre (1)

21,080‌

51‌

Shake

Shack,

Class

A (1)

2,404‌

250‌

Six

Flags

Entertainment (1)

4,647‌

122‌

Super

Group

SGHC (1)

8,533‌

29‌

Sweetgreen,

Class

A (1)

6,192‌

156‌

Target

Hospitality (1)

2,008‌

22‌

United

Parks

&

Resorts (1)

2,297‌

129‌

Xponential

Fitness,

Class

A (1)(2)

1,513‌

25‌

3,715‌

Household

Durables

2.4%

Beazer

Homes

USA (1)

1,872‌

61‌

Cavco

Industries (1)

534‌

213‌

Century

Communities 

1,823‌

176‌

Cricut,

Class

A 

3,081‌

15‌

Dream

Finders

Homes,

Class

A (1)(2)

1,538‌

67‌

Ethan

Allen

Interiors 

1,477‌

51‌

GoPro,

Class

A (1)

7,794‌

17‌

Green

Brick

Partners (1)

1,654‌

100‌

Helen

of

Troy (1)(2)

1,513‌

174‌

Hooker

Furnishings 

688‌

17‌

Hovnanian

Enterprises,

Class

A (1)

311‌

49‌

Installed

Building

Products 

1,507‌

390‌

iRobot (1)(2)

1,765‌

16‌

KB

Home 

4,337‌

307‌

Landsea

Homes (1)

1,217‌

18‌

La-Z-Boy 

2,751‌

104‌

Legacy

Housing (1)

696‌

15‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

6

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

LGI

Homes (1)

1,325‌

154‌

Lovesac (1)

874‌

20‌

M/I

Homes (1)

1,715‌

234‌

MDC

Holdings 

3,818‌

240‌

Meritage

Homes 

2,315‌

406‌

Purple

Innovation (2)

3,083‌

5‌

Skyline

Champion (1)

3,428‌

291‌

Snap

One

Holdings (1)(2)

1,122‌

10‌

Sonos (1)

7,822‌

149‌

Taylor

Morrison

Home (1)

6,586‌

409‌

Traeger (1)

2,404‌

6‌

Tri

Pointe

Homes (1)

6,125‌

237‌

United

Homes

Group (1)(2)

302‌

2‌

Vizio

Holding,

Class

A (1)

4,838‌

53‌

VOXX

International (1)

684‌

6‌

Worthington

Enterprises 

1,945‌

121‌

4,133‌

Leisure

Products

0.4%

Acushnet

Holdings 

1,913‌

126‌

AMMO (1)(2)

5,813‌

16‌

Clarus 

1,942‌

13‌

Escalade 

586‌

8‌

Funko,

Class

A (1)(2)

2,349‌

15‌

JAKKS

Pacific (1)

435‌

11‌

Johnson

Outdoors,

Class

A 

343‌

16‌

Latham

Group (1)

2,282‌

9‌

Malibu

Boats,

Class

A (1)

1,293‌

56‌

Marine

Products 

561‌

6‌

MasterCraft

Boat

Holdings (1)

1,087‌

26‌

Smith

&

Wesson

Brands 

2,894‌

50‌

Solo

Brands,

Class

A (1)

1,131‌

2‌

Sturm

Ruger 

1,111‌

51‌

Topgolf

Callaway

Brands (1)

9,090‌

147‌

Vista

Outdoor (1)

3,649‌

120‌

672‌

Specialty

Retail

2.7%

1-800-Flowers.com,

Class

A (1)

1,675‌

18‌

Aaron's 

2,040‌

15‌

Abercrombie

&

Fitch,

Class

A (1)

3,104‌

389‌

Academy

Sports

&

Outdoors 

4,602‌

311‌

American

Eagle

Outfitters 

11,627‌

300‌

America's

Car-Mart (1)

376‌

24‌

Arko 

5,069‌

29‌

Asbury

Automotive

Group (1)

1,318‌

311‌

BARK (1)(2)

8,674‌

11‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

7

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Beyond (1)

2,858‌

103‌

Big

5

Sporting

Goods (2)

1,471‌

5‌

Boot

Barn

Holdings (1)

1,928‌

183‌

Buckle 

1,938‌

78‌

Build-A-Bear

Workshop 

854‌

26‌

Caleres 

2,154‌

88‌

Camping

World

Holdings,

Class

A 

2,653‌

74‌

CarParts.com (1)

3,003‌

5‌

Carvana (1)

6,552‌

576‌

Cato,

Class

A 

1,148‌

7‌

Children's

Place (1)

717‌

8‌

Designer

Brands,

Class

A 

2,735‌

30‌

Destination

XL

Group (1)

3,573‌

13‌

Duluth

Holdings,

Class

B (1)

769‌

4‌

Envela (1)

372‌

2‌

EVgo (1)(2)

6,661‌

17‌

Foot

Locker 

5,186‌

148‌

Genesco (1)

684‌

19‌

Group

1

Automotive 

870‌

254‌

GrowGeneration (1)

3,581‌

10‌

Guess? 

1,816‌

57‌

Haverty

Furniture 

914‌

31‌

Hibbett 

733‌

56‌

J

Jill (1)

280‌

9‌

Lands'

End (1)

984‌

11‌

Lazydays

Holdings (1)

794‌

3‌

Leslie's (1)

11,264‌

73‌

MarineMax (1)

1,388‌

46‌

Monro 

1,930‌

61‌

National

Vision

Holdings (1)

4,905‌

109‌

ODP (1)

2,014‌

107‌

OneWater

Marine,

Class

A (1)

727‌

20‌

PetMed

Express (2)

1,254‌

6‌

Rent

the

Runway,

Class

A (1)(2)

2,348‌

1‌

Revolve

Group (1)(2)

2,544‌

54‌

Sally

Beauty

Holdings (1)

6,804‌

85‌

Shoe

Carnival 

1,133‌

42‌

Signet

Jewelers 

2,780‌

278‌

Sleep

Number (1)

1,370‌

22‌

Sonic

Automotive,

Class

A 

932‌

53‌

Sportsman's

Warehouse

Holdings (1)

2,205‌

7‌

Stitch

Fix,

Class

A (1)

5,402‌

14‌

ThredUp,

Class

A (1)

4,608‌

9‌

Tile

Shop

Holdings (1)

1,866‌

13‌

Tilly's,

Class

A (1)

1,310‌

9‌

Torrid

Holdings (1)(2)

655‌

3‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

8

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Upbound

Group 

3,379‌

119‌

Urban

Outfitters (1)

4,087‌

177‌

Warby

Parker,

Class

A (1)

5,461‌

74‌

Winmark 

181‌

65‌

Zumiez (1)

1,026‌

16‌

4,688‌

Textiles,

Apparel

&

Luxury

Goods

0.5%

Allbirds,

Class

A (1)(2)

5,360‌

4‌

Figs,

Class

A (1)

7,950‌

40‌

Fossil

Group (1)(2)

2,213‌

2‌

G-III

Apparel

Group (1)

2,622‌

76‌

Hanesbrands (1)(2)

22,230‌

129‌

Kontoor

Brands 

3,581‌

216‌

Movado

Group 

979‌

27‌

Oxford

Industries 

945‌

106‌

Rocky

Brands 

427‌

12‌

Steven

Madden 

4,696‌

198‌

Vera

Bradley (1)

1,545‌

10‌

Wolverine

World

Wide 

4,972‌

56‌

876‌

Total

Consumer

Discretionary

18,460‌

CONSUMER

STAPLES

3.3%

Beverages

0.4%

Coca-Cola

Consolidated 

304‌

257‌

Duckhorn

Portfolio (1)

3,403‌

32‌

MGP

Ingredients (2)

1,005‌

87‌

National

Beverage (1)

1,503‌

71‌

Primo

Water 

10,020‌

183‌

Vita

Coco (1)(2)

2,391‌

58‌

Zevia

PBC,

Class

A (1)(2)

1,229‌

1‌

689‌

Consumer

Staples

Distribution

&

Retail

0.6%

Andersons 

2,033‌

117‌

Chefs'

Warehouse (1)

2,232‌

84‌

HF

Foods

Group (1)

2,819‌

10‌

Ingles

Markets,

Class

A 

902‌

69‌

Natural

Grocers

by

Vitamin

Cottage 

559‌

10‌

PriceSmart 

1,616‌

136‌

SpartanNash 

2,195‌

44‌

Sprouts

Farmers

Market (1)

6,476‌

418‌

United

Natural

Foods (1)

3,769‌

43‌

Village

Super

Market,

Class

A 

535‌

15‌

Weis

Markets 

1,045‌

67‌

1,013‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

9

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Food

Products

0.9%

Alico 

462‌

14‌

B&G

Foods 

4,939‌

57‌

Benson

Hill (1)(2)

8,931‌

2‌

Beyond

Meat (1)(2)

3,700‌

31‌

BRC,

Class

A (1)(2)

2,649‌

11‌

Calavo

Growers 

1,081‌

30‌

Cal-Maine

Foods 

2,632‌

155‌

Dole 

4,544‌

54‌

Forafric

Global (1)

365‌

4‌

Fresh

Del

Monte

Produce 

2,163‌

56‌

Hain

Celestial

Group (1)

5,684‌

45‌

J

&

J

Snack

Foods 

951‌

138‌

John

B.

Sanfilippo

&

Son 

570‌

60‌

Lancaster

Colony 

1,243‌

258‌

Limoneira 

1,138‌

22‌

Mission

Produce (1)

3,086‌

37‌

Seneca

Foods,

Class

A (1)

307‌

17‌

Simply

Good

Foods (1)

5,771‌

196‌

SunOpta (1)

5,962‌

41‌

TreeHouse

Foods (1)

3,206‌

125‌

Utz

Brands 

4,565‌

84‌

Vital

Farms (1)

1,977‌

46‌

Westrock

Coffee (1)

1,779‌

18‌

1,501‌

Household

Products

0.3%

Central

Garden

&

Pet (1)

613‌

26‌

Central

Garden

&

Pet,

Class

A (1)

3,260‌

120‌

Energizer

Holdings 

4,526‌

133‌

Oil-Dri 

305‌

23‌

WD-40 

864‌

219‌

521‌

Personal

Care

Products

1.0%

Beauty

Health (1)(2)

5,365‌

24‌

BellRing

Brands (1)

8,383‌

495‌

Edgewell

Personal

Care 

3,147‌

122‌

elf

Beauty (1)

3,427‌

672‌

Herbalife (1)

6,277‌

63‌

Inter

Parfums 

1,177‌

165‌

Medifast 

681‌

26‌

Nature's

Sunshine

Products (1)

838‌

17‌

Nu

Skin

Enterprises,

Class

A 

3,172‌

44‌

USANA

Health

Sciences (1)

708‌

34‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

10

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Waldencast,

Class

A (1)

1,756‌

12‌

1,674‌

Tobacco

0.1%

Ispire

Technology (1)

1,101‌

7‌

Turning

Point

Brands 

1,092‌

32‌

Universal 

1,529‌

79‌

Vector

Group 

9,210‌

101‌

219‌

Total

Consumer

Staples

5,617‌

ENERGY

7.1%

Energy

Equipment

&

Services

2.5%

Archrock 

8,908‌

175‌

Atlas

Energy

Solutions (2)

1,138‌

26‌

Borr

Drilling (2)

13,928‌

95‌

Bristow

Group (1)

1,494‌

41‌

Cactus,

Class

A 

4,174‌

209‌

ChampionX 

12,446‌

447‌

Core

Laboratories 

2,981‌

51‌

Diamond

Offshore

Drilling (1)

6,451‌

88‌

DMC

Global (1)

1,251‌

24‌

Dril-Quip (1)

2,126‌

48‌

Expro

Group

Holdings (1)

5,656‌

113‌

Forum

Energy

Technologies (1)

628‌

12‌

Helix

Energy

Solutions

Group (1)

9,120‌

99‌

Helmerich

&

Payne 

6,198‌

261‌

KLX

Energy

Services

Holdings (1)(2)

782‌

6‌

Kodiak

Gas

Services 

1,019‌

28‌

Liberty

Energy 

10,465‌

217‌

Mammoth

Energy

Services (1)

1,558‌

6‌

Nabors

Industries (1)

582‌

50‌

Newpark

Resources (1)

4,849‌

35‌

Noble 

7,162‌

347‌

Oceaneering

International (1)

6,347‌

148‌

Oil

States

International (1)

4,037‌

25‌

Patterson-UTI

Energy 

22,504‌

269‌

ProFrac

Holding,

Class

A (1)

1,652‌

14‌

ProPetro

Holding (1)

6,070‌

49‌

Ranger

Energy

Services 

894‌

10‌

RPC 

5,393‌

42‌

SEACOR

Marine

Holdings (1)

1,517‌

21‌

Seadrill (1)

2,959‌

149‌

Select

Water

Solutions 

5,166‌

48‌

Solaris

Oilfield

Infrastructure,

Class

A 

1,882‌

16‌

TETRA

Technologies (1)

7,823‌

35‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

11

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Tidewater (1)

2,955‌

272‌

U.S.

Silica

Holdings (1)

4,785‌

59‌

Valaris (1)

3,787‌

285‌

Weatherford

International (1)

4,523‌

522‌

4,342‌

Oil,

Gas

&

Consumable

Fuels

4.6%

Amplify

Energy (1)

2,190‌

15‌

Ardmore

Shipping 

2,614‌

43‌

Berry 

4,803‌

39‌

California

Resources 

4,436‌

244‌

Centrus

Energy,

Class

A (1)

784‌

33‌

Chord

Energy 

2,660‌

474‌

Civitas

Resources 

5,141‌

390‌

Clean

Energy

Fuels (1)

10,594‌

28‌

CNX

Resources (1)

9,976‌

237‌

Comstock

Resources (2)

5,844‌

54‌

CONSOL

Energy 

1,959‌

164‌

Crescent

Energy,

Class

A 

4,897‌

58‌

CVR

Energy 

1,882‌

67‌

Delek

U.S.

Holdings 

4,008‌

123‌

DHT

Holdings 

8,586‌

99‌

Dorian

LPG 

2,187‌

84‌

Empire

Petroleum (1)(2)

738‌

4‌

Empire

Petroleum,

Rights,

4/10/24 (1)(2)

738‌

—‌

Encore

Energy (1)

10,397‌

46‌

Energy

Fuels (1)(2)

10,177‌

64‌

Equitrans

Midstream 

27,783‌

347‌

Evolution

Petroleum 

2,012‌

12‌

Excelerate

Energy,

Class

A 

1,116‌

18‌

FLEX

LNG 

1,894‌

48‌

FutureFuel 

1,591‌

13‌

Gevo (1)(2)

14,912‌

11‌

Golar

LNG 

6,254‌

150‌

Granite

Ridge

Resources 

2,073‌

13‌

Green

Plains (1)

3,742‌

87‌

Gulfport

Energy (1)

690‌

111‌

Hallador

Energy (1)

1,463‌

8‌

HighPeak

Energy 

781‌

12‌

International

Seaways 

2,565‌

136‌

Kinetik

Holdings 

2,311‌

92‌

Kosmos

Energy (1)

29,254‌

174‌

Magnolia

Oil

&

Gas,

Class

A 

11,253‌

292‌

Matador

Resources 

7,199‌

481‌

Murphy

Oil 

9,241‌

422‌

NACCO

Industries,

Class

A 

275‌

8‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

12

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

NextDecade (1)

4,988‌

28‌

Nordic

American

Tankers 

13,038‌

51‌

Northern

Oil

&

Gas 

5,605‌

222‌

Overseas

Shipholding

Group,

Class

A 

3,704‌

24‌

Par

Pacific

Holdings (1)

3,490‌

129‌

PBF

Energy,

Class

A 

7,013‌

404‌

Peabody

Energy 

7,232‌

175‌

Permian

Resources 

28,978‌

512‌

PrimeEnergy

Resources (1)

49‌

5‌

REX

American

Resources (1)

978‌

57‌

Riley

Exploration

Permian 

563‌

19‌

Ring

Energy (1)(2)

7,743‌

15‌

SandRidge

Energy 

2,037‌

30‌

Scorpio

Tankers 

3,041‌

218‌

SFL 

7,295‌

96‌

SilverBow

Resources (1)

1,481‌

51‌

Sitio

Royalties,

Class

A 

5,192‌

128‌

SM

Energy 

7,367‌

367‌

Talos

Energy (1)

8,811‌

123‌

Teekay (1)

3,935‌

29‌

Teekay

Tankers,

Class

A 

1,515‌

89‌

Tellurian (1)(2)

37,251‌

25‌

Uranium

Energy (1)

24,557‌

166‌

VAALCO

Energy 

6,734‌

47‌

Verde

Clean

Fuels (1)

210‌

1‌

Vertex

Energy (1)(2)

3,865‌

5‌

Vital

Energy (1)

1,480‌

78‌

Vitesse

Energy 

1,561‌

37‌

W&T

Offshore (2)

6,035‌

16‌

World

Kinect 

3,787‌

100‌

7,948‌

Total

Energy

12,290‌

FINANCIALS

15.6%

Banks

8.3%

1st

Source 

1,065‌

56‌

ACNB 

535‌

20‌

Amalgamated

Financial 

1,130‌

27‌

Amerant

Bancorp 

1,610‌

37‌

American

National

Bankshares 

657‌

31‌

Ameris

Bancorp 

4,218‌

204‌

Ames

National 

535‌

11‌

Arrow

Financial 

951‌

24‌

Associated

Banc-Corp 

9,624‌

207‌

Atlantic

Union

Bankshares 

4,814‌

170‌

Axos

Financial (1)

3,480‌

188‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

13

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Banc

of

California 

8,689‌

132‌

BancFirst 

1,391‌

122‌

Bancorp (1)

3,247‌

109‌

Bank

First (2)

594‌

51‌

Bank

of

Hawaii 

2,477‌

155‌

Bank

of

Marin

Bancorp 

1,013‌

17‌

Bank

of

NT

Butterfield

&

Son 

3,065‌

98‌

Bank7 

247‌

7‌

BankUnited 

4,699‌

132‌

Bankwell

Financial

Group 

384‌

10‌

Banner 

2,170‌

104‌

Bar

Harbor

Bankshares 

956‌

25‌

BayCom 

662‌

14‌

BCB

Bancorp 

971‌

10‌

Berkshire

Hills

Bancorp 

2,761‌

63‌

Blue

Foundry

Bancorp (1)

1,068‌

10‌

Blue

Ridge

Bankshares (2)

938‌

3‌

Bridgewater

Bancshares (1)

1,245‌

14‌

Brookline

Bancorp 

5,548‌

55‌

Burke

&

Herbert

Financial

Services (2)

426‌

24‌

Business

First

Bancshares 

1,497‌

33‌

Byline

Bancorp 

1,580‌

34‌

C&F

Financial 

191‌

9‌

Cadence

Bank 

11,592‌

336‌

Cambridge

Bancorp 

476‌

32‌

Camden

National 

912‌

31‌

Capital

Bancorp 

616‌

13‌

Capital

City

Bank

Group 

816‌

23‌

Capitol

Federal

Financial 

7,935‌

47‌

Capstar

Financial

Holdings 

1,187‌

24‌

Carter

Bankshares (1)

1,397‌

18‌

Cathay

General

Bancorp 

4,456‌

169‌

Central

Pacific

Financial 

1,659‌

33‌

Central

Valley

Community

Bancorp 

683‌

14‌

Chemung

Financial 

218‌

9‌

ChoiceOne

Financial

Services (2)

432‌

12‌

Citizens

&

Northern 

962‌

18‌

Citizens

Financial

Services 

247‌

12‌

City

Holding 

938‌

98‌

Civista

Bancshares 

982‌

15‌

CNB

Financial 

1,312‌

27‌

Coastal

Financial (1)

692‌

27‌

Codorus

Valley

Bancorp 

634‌

14‌

Colony

Bankcorp 

1,029‌

12‌

Columbia

Financial (1)

1,898‌

33‌

Community

Bank

System 

3,364‌

162‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

14

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Community

Trust

Bancorp 

968‌

41‌

ConnectOne

Bancorp 

2,304‌

45‌

CrossFirst

Bankshares (1)

2,817‌

39‌

Customers

Bancorp (1)

1,814‌

96‌

CVB

Financial 

8,405‌

150‌

Dime

Community

Bancshares 

2,178‌

42‌

Eagle

Bancorp 

1,876‌

44‌

Eastern

Bankshares 

9,790‌

135‌

Enterprise

Bancorp 

624‌

16‌

Enterprise

Financial

Services 

2,301‌

93‌

Equity

Bancshares,

Class

A 

915‌

31‌

Esquire

Financial

Holdings 

432‌

21‌

ESSA

Bancorp 

541‌

10‌

Evans

Bancorp 

321‌

10‌

Farmers

&

Merchants

Bancorp 

835‌

19‌

Farmers

National

Banc 

2,275‌

30‌

FB

Financial 

2,251‌

85‌

Fidelity

D&D

Bancorp 

302‌

15‌

Financial

Institutions 

944‌

18‌

First

Bancorp 

622‌

15‌

First

Bancorp

North

Carolina 

2,524‌

91‌

First

BanCorp

Puerto

Rico 

10,618‌

186‌

First

Bancshares 

1,951‌

51‌

First

Bank

New

Jersey 

1,365‌

19‌

First

Busey 

3,294‌

79‌

First

Business

Financial

Services 

506‌

19‌

First

Commonwealth

Financial 

6,449‌

90‌

First

Community 

454‌

8‌

First

Community

Bankshares 

1,095‌

38‌

First

Financial 

732‌

28‌

First

Financial

Bancorp 

5,951‌

133‌

First

Financial

Bankshares 

8,298‌

272‌

First

Foundation 

3,276‌

25‌

First

Interstate

BancSystem,

Class

A 

5,219‌

142‌

First

Merchants 

3,734‌

130‌

First

Mid

Bancshares 

1,390‌

45‌

First

of

Long

Island 

1,354‌

15‌

First

Western

Financial (1)

480‌

7‌

Five

Star

Bancorp 

805‌

18‌

Flushing

Financial 

1,740‌

22‌

FS

Bancorp 

429‌

15‌

Fulton

Financial 

10,153‌

161‌

FVCBankcorp (1)

996‌

12‌

German

American

Bancorp 

1,782‌

62‌

Glacier

Bancorp 

7,099‌

286‌

Great

Southern

Bancorp 

565‌

31‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

15

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Greene

County

Bancorp 

440‌

13‌

Guaranty

Bancshares 

529‌

16‌

Hancock

Whitney 

5,526‌

254‌

Hanmi

Financial 

1,944‌

31‌

HarborOne

Bancorp 

2,579‌

27‌

HBT

Financial 

856‌

16‌

Heartland

Financial

USA 

2,680‌

94‌

Heritage

Commerce 

3,700‌

32‌

Heritage

Financial 

2,194‌

43‌

Hilltop

Holdings 

2,960‌

93‌

Hingham

Institution

For

Savings 

94‌

16‌

Home

Bancorp 

462‌

18‌

Home

BancShares 

12,016‌

295‌

HomeStreet 

1,147‌

17‌

HomeTrust

Bancshares 

941‌

26‌

Hope

Bancorp 

7,320‌

84‌

Horizon

Bancorp 

2,692‌

35‌

Independent

Bank,

(MA) 

2,791‌

145‌

Independent

Bank,

(MI) 

1,262‌

32‌

Independent

Bank

Group 

2,293‌

105‌

International

Bancshares 

3,416‌

192‌

John

Marshall

Bancorp 

805‌

14‌

Kearny

Financial 

3,357‌

22‌

Lakeland

Bancorp 

4,032‌

49‌

Lakeland

Financial 

1,568‌

104‌

LCNB 

767‌

12‌

Live

Oak

Bancshares 

2,143‌

89‌

Macatawa

Bank 

1,665‌

16‌

MainStreet

Bancshares 

419‌

8‌

Mercantile

Bank 

983‌

38‌

Metrocity

Bankshares 

1,167‌

29‌

Metropolitan

Bank

Holding (1)

664‌

26‌

Mid

Penn

Bancorp 

913‌

18‌

Middlefield

Banc (2)

509‌

12‌

Midland

States

Bancorp 

1,326‌

33‌

MidWestOne

Financial

Group 

912‌

21‌

MVB

Financial 

731‌

16‌

National

Bank

Holdings,

Class

A 

2,335‌

84‌

National

Bankshares 

346‌

12‌

NBT

Bancorp 

2,903‌

106‌

Nicolet

Bankshares 

831‌

71‌

Northeast

Bank 

430‌

24‌

Northeast

Community

Bancorp 

758‌

12‌

Northfield

Bancorp 

2,452‌

24‌

Northrim

BanCorp 

346‌

17‌

Northwest

Bancshares 

8,077‌

94‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

16

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Norwood

Financial 

471‌

13‌

Oak

Valley

Bancorp 

396‌

10‌

OceanFirst

Financial 

3,679‌

60‌

OFG

Bancorp 

2,915‌

107‌

Old

National

Bancorp 

18,639‌

325‌

Old

Second

Bancorp 

2,703‌

37‌

Orange

County

Bancorp (2)

329‌

15‌

Origin

Bancorp 

1,854‌

58‌

Orrstown

Financial

Services 

658‌

18‌

Pacific

Premier

Bancorp 

5,994‌

144‌

Park

National 

905‌

123‌

Parke

Bancorp 

672‌

12‌

Pathward

Financial 

1,653‌

83‌

PCB

Bancorp 

708‌

12‌

Peapack-Gladstone

Financial 

1,078‌

26‌

Penns

Woods

Bancorp 

421‌

8‌

Peoples

Bancorp 

2,215‌

66‌

Peoples

Financial

Services 

417‌

18‌

Pioneer

Bancorp (1)

715‌

7‌

Plumas

Bancorp 

354‌

13‌

Preferred

Bank 

806‌

62‌

Premier

Financial 

2,202‌

45‌

Primis

Financial 

1,305‌

16‌

Princeton

Bancorp 

314‌

10‌

Provident

Financial

Services 

4,659‌

68‌

QCR

Holdings 

1,041‌

63‌

RBB

Bancorp 

1,055‌

19‌

Red

River

Bancshares 

290‌

14‌

Renasant 

3,486‌

109‌

Republic

Bancorp,

Class

A 

543‌

28‌

S&T

Bancorp 

2,419‌

78‌

Sandy

Spring

Bancorp 

2,784‌

65‌

Seacoast

Banking 

5,321‌

135‌

ServisFirst

Bancshares 

3,245‌

215‌

Shore

Bancshares 

1,909‌

22‌

Sierra

Bancorp 

867‌

18‌

Simmons

First

National,

Class

A 

7,841‌

153‌

SmartFinancial 

982‌

21‌

South

Plains

Financial 

743‌

20‌

Southern

First

Bancshares (1)

459‌

15‌

Southern

Missouri

Bancorp 

606‌

26‌

Southern

States

Bancshares 

492‌

13‌

Southside

Bancshares 

1,825‌

53‌

SouthState 

4,840‌

412‌

Stellar

Bancorp 

3,088‌

75‌

Sterling

Bancorp (1)

1,239‌

6‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

17

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Stock

Yards

Bancorp 

1,721‌

84‌

Summit

Financial

Group 

718‌

19‌

Texas

Capital

Bancshares (1)

3,026‌

186‌

Third

Coast

Bancshares (1)

865‌

17‌

Timberland

Bancorp 

481‌

13‌

Tompkins

Financial 

867‌

44‌

Towne

Bank 

4,432‌

124‌

TriCo

Bancshares 

1,971‌

72‌

Triumph

Financial (1)

1,407‌

112‌

TrustCo

Bank 

1,161‌

33‌

Trustmark 

3,843‌

108‌

UMB

Financial 

2,820‌

245‌

United

Bankshares 

8,327‌

298‌

United

Community

Banks 

7,401‌

195‌

Unity

Bancorp 

435‌

12‌

Univest

Financial 

1,806‌

38‌

USCB

Financial

Holdings 

692‌

8‌

Valley

National

Bancorp 

27,502‌

219‌

Veritex

Holdings 

3,331‌

68‌

Virginia

National

Bankshares 

292‌

9‌

WaFd 

4,289‌

125‌

Washington

Trust

Bancorp 

1,080‌

29‌

WesBanco 

3,655‌

109‌

West

BanCorp 

1,022‌

18‌

Westamerica

BanCorp 

1,642‌

80‌

WSFS

Financial 

3,869‌

175‌

14,216‌

Capital

Markets

1.4%

AlTi

Global (1)(2)

1,532‌

9‌

Artisan

Partners

Asset

Management,

Class

A 

3,936‌

180‌

AssetMark

Financial

Holdings (1)

1,374‌

49‌

B.

Riley

Financial (2)

1,308‌

28‌

Bakkt

Holdings (1)(2)

3,910‌

2‌

BGC

Group,

Class

A 

22,931‌

178‌

Brightsphere

Investment

Group 

2,071‌

47‌

Cohen

&

Steers 

1,642‌

126‌

Diamond

Hill

Investment

Group 

172‌

27‌

Donnelley

Financial

Solutions (1)

1,562‌

97‌

Forge

Global

Holdings (1)

7,108‌

14‌

GCM

Grosvenor,

Class

A 

2,721‌

26‌

Hamilton

Lane,

Class

A 

2,327‌

262‌

MarketWise 

1,695‌

3‌

Moelis,

Class

A 

4,253‌

242‌

Open

Lending (1)

6,202‌

39‌

P10,

Class

A (2)

2,797‌

24‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

18

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Patria

Investments,

Class

A 

3,522‌

52‌

Perella

Weinberg

Partners 

2,620‌

37‌

Piper

Sandler 

1,105‌

219‌

PJT

Partners,

Class

A 

1,498‌

141‌

Silvercrest

Asset

Management

Group,

Class

A 

607‌

10‌

StepStone

Group,

Class

A 

3,475‌

124‌

StoneX

Group (1)

1,725‌

121‌

Value

Line 

33‌

1‌

Victory

Capital

Holdings,

Class

A 

1,700‌

72‌

Virtus

Investment

Partners 

432‌

107‌

WisdomTree 

8,751‌

80‌

2,317‌

Consumer

Finance

0.7%

Atlanticus

Holdings (1)

279‌

8‌

Bread

Financial

Holdings 

3,138‌

117‌

Consumer

Portfolio

Services (1)

441‌

3‌

Encore

Capital

Group (1)

1,475‌

67‌

Enova

International (1)

1,790‌

112‌

FirstCash

Holdings 

2,397‌

306‌

Green

Dot,

Class

A (1)

2,968‌

28‌

LendingClub (1)

6,898‌

61‌

LendingTree (1)

681‌

29‌

Navient 

5,320‌

92‌

Nelnet,

Class

A 

818‌

77‌

NerdWallet,

Class

A (1)

2,153‌

32‌

OppFi (1)

515‌

1‌

PRA

Group (1)

2,452‌

64‌

PROG

Holdings 

2,807‌

97‌

Regional

Management 

507‌

12‌

Upstart

Holdings (1)

4,708‌

127‌

World

Acceptance (1)

253‌

37‌

1,270‌

Financial

Services

2.4%

Acacia

Research (1)(2)

2,343‌

13‌

Alerus

Financial 

1,107‌

24‌

A-Mark

Precious

Metals (2)

1,187‌

36‌

AvidXchange

Holdings (1)

9,612‌

126‌

Banco

Latinoamericano

de

Comercio

Exterior,

Class

E 

1,797‌

53‌

Cannae

Holdings (1)

4,247‌

95‌

Cantaloupe (1)

3,671‌

24‌

Cass

Information

Systems 

860‌

41‌

Compass

Diversified

Holdings (2)

4,004‌

96‌

Enact

Holdings 

1,856‌

58‌

Essent

Group 

6,663‌

397‌

EVERTEC 

4,189‌

167‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

19

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Federal

Agricultural

Mortgage,

Class

C 

576‌

113‌

Finance

of

America,

Class

A (1)

2,796‌

2‌

Flywire (1)

6,809‌

169‌

I3

Verticals,

Class

A (1)

1,452‌

33‌

International

Money

Express (1)

2,006‌

46‌

Jackson

Financial,

Class

A 

5,078‌

336‌

Marqeta,

Class

A (1)

30,204‌

180‌

Merchants

Bancorp 

1,028‌

44‌

Mr

Cooper

Group (1)

4,103‌

320‌

NewtekOne 

1,500‌

17‌

NMI

Holdings,

Class

A (1)

5,109‌

165‌

Ocwen

Financial (1)

380‌

10‌

Pagseguro

Digital,

Class

A (1)

12,623‌

180‌

Payoneer

Global (1)

16,807‌

82‌

Paysafe (1)

2,073‌

33‌

Paysign (1)

2,168‌

8‌

PennyMac

Financial

Services 

1,637‌

149‌

Priority

Technology

Holdings (1)

1,213‌

4‌

Radian

Group 

9,774‌

327‌

Remitly

Global (1)

8,606‌

179‌

Repay

Holdings (1)

5,266‌

58‌

Security

National

Financial,

Class

A (1)

776‌

6‌

StoneCo,

Class

A (1)

18,517‌

308‌

SWK

Holdings (1)(2)

287‌

5‌

Velocity

Financial (1)

614‌

11‌

Walker

&

Dunlop 

2,022‌

204‌

Waterstone

Financial 

1,123‌

14‌

4,133‌

Insurance

1.8%

Ambac

Financial

Group (1)

2,833‌

44‌

American

Coastal

Insurance,

Class

C (1)

1,215‌

13‌

American

Equity

Investment

Life

Holding (1)

5,003‌

281‌

AMERISAFE 

1,204‌

60‌

BRP

Group,

Class

A (1)

3,814‌

110‌

CNO

Financial

Group 

7,121‌

196‌

Crawford,

Class

A 

951‌

9‌

Donegal

Group,

Class

A 

934‌

13‌

eHealth (1)

1,678‌

10‌

Employers

Holdings 

1,627‌

74‌

Enstar

Group (1)

760‌

236‌

F&G

Annuities

&

Life 

1,192‌

48‌

Fidelis

Insurance

Holdings 

3,842‌

75‌

Genworth

Financial,

Class

A (1)

28,822‌

185‌

GoHealth,

Class

A (1)

194‌

2‌

Goosehead

Insurance,

Class

A (1)

1,361‌

91‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

20

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Greenlight

Capital

Re,

Class

A (1)

1,658‌

21‌

Hamilton

Insurance

Group,

Class

B (1)

1,053‌

15‌

HCI

Group 

464‌

54‌

Hippo

Holdings (1)

656‌

12‌

Horace

Mann

Educators 

2,605‌

96‌

Investors

Title 

83‌

14‌

James

River

Group

Holdings 

2,267‌

21‌

Kingsway

Financial

Services (1)

673‌

6‌

Lemonade (1)(2)

3,221‌

53‌

Maiden

Holdings (1)

5,630‌

13‌

MBIA 

2,882‌

19‌

Mercury

General 

1,699‌

88‌

National

Western

Life

Group,

Class

A 

143‌

70‌

NI

Holdings (1)

507‌

8‌

Oscar

Health,

Class

A (1)

10,193‌

152‌

Palomar

Holdings (1)

1,543‌

129‌

ProAssurance 

3,248‌

42‌

Safety

Insurance

Group 

911‌

75‌

Selective

Insurance

Group 

3,827‌

418‌

Selectquote (1)

8,798‌

18‌

SiriusPoint (1)

4,520‌

57‌

Skyward

Specialty

Insurance

Group (1)

1,889‌

71‌

Stewart

Information

Services 

1,690‌

110‌

Tiptree 

1,475‌

25‌

Trupanion (1)(2)

2,510‌

69‌

United

Fire

Group 

1,342‌

29‌

Universal

Insurance

Holdings 

1,566‌

32‌

3,164‌

Mortgage

Real

Estate

Investment

Trusts

1.0%

AFC

Gamma,

REIT 

1,113‌

14‌

Angel

Oak

Mortgage

REIT,

REIT 

792‌

9‌

Apollo

Commercial

Real

Estate

Finance,

REIT 

8,997‌

100‌

Arbor

Realty

Trust,

REIT (2)

11,628‌

154‌

Ares

Commercial

Real

Estate,

REIT (2)

3,259‌

24‌

ARMOUR

Residential

REIT,

REIT 

3,105‌

61‌

Blackstone

Mortgage

Trust,

Class

A,

REIT (2)

10,975‌

219‌

BrightSpire

Capital,

REIT 

8,184‌

56‌

Chicago

Atlantic

Real

Estate

Finance,

REIT (2)

1,053‌

17‌

Chimera

Investment,

REIT 

14,439‌

67‌

Claros

Mortgage

Trust 

5,766‌

56‌

Dynex

Capital,

REIT 

3,657‌

46‌

Ellington

Financial,

REIT (2)

4,775‌

56‌

Franklin

BSP

Realty

Trust,

REIT 

5,275‌

70‌

Granite

Point

Mortgage

Trust,

REIT 

3,293‌

16‌

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

REIT (2)

6,951‌

197‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

21

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Invesco

Mortgage

Capital,

REIT (2)

3,121‌

30‌

KKR

Real

Estate

Finance

Trust,

REIT 

3,673‌

37‌

Ladder

Capital,

REIT 

7,183‌

80‌

MFA

Financial,

REIT 

6,489‌

74‌

New

York

Mortgage

Trust,

REIT 

5,663‌

41‌

Nexpoint

Real

Estate

Finance,

REIT 

543‌

8‌

Orchid

Island

Capital,

REIT (2)

3,294‌

29‌

PennyMac

Mortgage

Investment

Trust,

REIT 

5,512‌

81‌

Ready

Capital,

REIT 

10,152‌

93‌

Redwood

Trust,

REIT 

5,343‌

34‌

TPG

RE

Finance

Trust,

REIT 

4,403‌

34‌

Two

Harbors

Investment,

REIT 

6,582‌

87‌

1,790‌

Total

Financials

26,890‌

HEALTH

CARE

15.3%

Biotechnology

7.9%

2seventy

bio (1)(2)

3,122‌

17‌

4D

Molecular

Therapeutics (1)

2,575‌

82‌

89bio (1)(2)

5,016‌

58‌

Aadi

Bioscience (1)

902‌

2‌

ACADIA

Pharmaceuticals (1)

7,743‌

143‌

ACELYRIN (1)

4,624‌

31‌

Acrivon

Therapeutics (1)(2)

832‌

6‌

Actinium

Pharmaceuticals (1)(2)

1,799‌

14‌

Adicet

Bio (1)(2)

3,522‌

8‌

ADMA

Biologics (1)

13,508‌

89‌

Aduro

Biotech,

CVR (1)(3)

35‌

—‌

Aerovate

Therapeutics (1)

719‌

21‌

Agenus (1)

24,665‌

14‌

Agios

Pharmaceuticals (1)

3,506‌

103‌

Akero

Therapeutics (1)

3,896‌

98‌

Aldeyra

Therapeutics (1)

2,976‌

10‌

Alector (1)

4,618‌

28‌

Alkermes (1)

10,550‌

286‌

Allakos (1)

4,042‌

5‌

Allogene

Therapeutics (1)(2)

6,034‌

27‌

Allovir (1)

2,887‌

2‌

Alpine

Immune

Sciences (1)

2,436‌

97‌

Altimmune (1)

3,433‌

35‌

ALX

Oncology

Holdings (1)(2)

1,754‌

20‌

Amicus

Therapeutics (1)

18,347‌

216‌

AnaptysBio (1)

1,196‌

27‌

Anavex

Life

Sciences (1)(2)

4,534‌

23‌

Anika

Therapeutics (1)

937‌

24‌

Annexon (1)

4,308‌

31‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

22

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Apogee

Therapeutics (1)

2,617‌

174‌

Arbutus

Biopharma (1)(2)

7,934‌

20‌

Arcellx (1)

2,455‌

171‌

Arcturus

Therapeutics

Holdings (1)

1,481‌

50‌

Arcus

Biosciences (1)

3,395‌

64‌

Arcutis

Biotherapeutics (1)(2)

5,021‌

50‌

Ardelyx (1)

14,552‌

106‌

ArriVent

Biopharma (1)

620‌

11‌

Arrowhead

Pharmaceuticals (1)

7,394‌

211‌

ARS

Pharmaceuticals (1)(2)

1,516‌

16‌

Astria

Therapeutics (1)

3,168‌

45‌

Atara

Biotherapeutics (1)(2)

7,204‌

5‌

Aura

Biosciences (1)

2,294‌

18‌

Aurinia

Pharmaceuticals (1)

8,773‌

44‌

Avid

Bioservices (1)

4,012‌

27‌

Avidity

Biosciences (1)

4,683‌

120‌

Avita

Medical (1)

1,628‌

26‌

Beam

Therapeutics (1)(2)

4,718‌

156‌

BioAtla (1)

3,281‌

11‌

BioCryst

Pharmaceuticals (1)

12,029‌

61‌

Biohaven (1)

4,353‌

238‌

Biomea

Fusion (1)(2)

1,237‌

19‌

BioVie (1)

162‌

—‌

Bioxcel

Therapeutics (1)

1,430‌

4‌

Bluebird

Bio (1)(2)

12,320‌

16‌

Blueprint

Medicines (1)

3,876‌

368‌

Bridgebio

Pharma (1)

7,375‌

228‌

Cabaletta

Bio (1)

2,139‌

37‌

CareDx (1)

3,239‌

34‌

Cargo

Therapeutics (1)

1,357‌

30‌

Caribou

Biosciences (1)

5,095‌

26‌

Carisma

Therapeutics (1)(2)

1,809‌

4‌

Cartesian

Therapeutics (1)(2)

5,723‌

4‌

Cartesian

Therapeutics,

CVR (1)(2)(3)

5,723‌

—‌

Catalyst

Pharmaceuticals (1)

7,052‌

112‌

Celcuity (1)(2)

1,171‌

25‌

Celldex

Therapeutics (1)

3,931‌

165‌

Century

Therapeutics (1)

1,338‌

6‌

Cerevel

Therapeutics

Holdings (1)(2)

4,528‌

191‌

CG

oncology (1)

1,468‌

64‌

Chinook

Therapeutics,

CVR (1)(3)

2,945‌

4‌

Cogent

Biosciences (1)

5,263‌

35‌

Coherus

Biosciences (1)(2)

6,769‌

16‌

Compass

Therapeutics (1)

5,920‌

12‌

Crinetics

Pharmaceuticals (1)

4,174‌

195‌

Cue

Biopharma (1)(2)

2,354‌

4‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

23

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Cullinan

Oncology (1)

1,651‌

28‌

Cytokinetics (1)

6,068‌

425‌

Day

One

Biopharmaceuticals (1)

3,977‌

66‌

Deciphera

Pharmaceuticals (1)

3,450‌

54‌

Denali

Therapeutics (1)

7,562‌

155‌

Design

Therapeutics (1)

2,333‌

9‌

Disc

Medicine (1)

601‌

37‌

Dynavax

Technologies (1)

8,208‌

102‌

Dyne

Therapeutics (1)

3,744‌

106‌

Eagle

Pharmaceuticals (1)

706‌

4‌

Editas

Medicine (1)

5,145‌

38‌

Emergent

BioSolutions (1)

3,235‌

8‌

Enanta

Pharmaceuticals (1)

1,302‌

23‌

Entrada

Therapeutics (1)

1,303‌

18‌

Erasca (1)

4,922‌

10‌

Fate

Therapeutics (1)

5,443‌

40‌

Fennec

Pharmaceuticals (1)

1,089‌

12‌

FibroGen (1)

5,614‌

13‌

Foghorn

Therapeutics (1)

1,335‌

9‌

Genelux (1)

1,144‌

7‌

Generation

Bio (1)

2,946‌

12‌

Geron (1)

32,434‌

107‌

Gritstone

bio (1)(2)

5,829‌

15‌

GTx,

CVR (1)(3)

1‌

—‌

Halozyme

Therapeutics (1)

8,254‌

336‌

Heron

Therapeutics (1)(2)

6,545‌

18‌

HilleVax (1)

1,636‌

27‌

Humacyte (1)

3,964‌

12‌

Ideaya

Biosciences (1)

4,161‌

183‌

IGM

Biosciences (1)(2)

950‌

9‌

Immuneering,

Class

A (1)

1,186‌

3‌

ImmunityBio (1)(2)

8,578‌

46‌

Immunovant (1)(2)

3,405‌

110‌

Inhibrx (1)

2,177‌

76‌

Inozyme

Pharma (1)(2)

2,916‌

22‌

Insmed (1)

8,796‌

239‌

Intellia

Therapeutics (1)

5,717‌

157‌

Iovance

Biotherapeutics (1)

15,002‌

222‌

Ironwood

Pharmaceuticals (1)

8,785‌

77‌

iTeos

Therapeutics (1)

1,639‌

22‌

Janux

Therapeutics (1)

1,100‌

41‌

KalVista

Pharmaceuticals (1)

2,002‌

24‌

Karyopharm

Therapeutics (1)(2)

6,971‌

11‌

Keros

Therapeutics (1)

1,626‌

108‌

Kezar

Life

Sciences (1)

4,963‌

4‌

Kiniksa

Pharmaceuticals,

Class

A (1)

2,022‌

40‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

24

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Kodiak

Sciences (1)

2,130‌

11‌

Krystal

Biotech (1)

1,375‌

245‌

Kura

Oncology (1)

4,469‌

95‌

Kymera

Therapeutics (1)

2,582‌

104‌

Larimar

Therapeutics (1)

1,731‌

13‌

LENZ

Therapeutics 

265‌

6‌

Lexeo

Therapeutics (1)

647‌

10‌

Lexicon

Pharmaceuticals (1)

5,697‌

14‌

Lineage

Cell

Therapeutics (1)(2)

8,374‌

12‌

Lyell

Immunopharma (1)(2)

11,054‌

25‌

MacroGenics (1)

3,861‌

57‌

Madrigal

Pharmaceuticals (1)

941‌

251‌

MannKind (1)

16,533‌

75‌

MeiraGTx

Holdings (1)

2,017‌

12‌

Merrimack

Pharmaceuticals (1)

646‌

10‌

Mersana

Therapeutics (1)

6,896‌

31‌

MiMedx

Group (1)

7,284‌

56‌

Mineralys

Therapeutics (1)

1,201‌

16‌

Mirum

Pharmaceuticals (1)(2)

1,546‌

39‌

Monte

Rosa

Therapeutics (1)(2)

2,072‌

15‌

Morphic

Holding (1)

2,416‌

85‌

Mural

Oncology (1)

941‌

5‌

Myriad

Genetics (1)

5,550‌

118‌

Nkarta (1)

1,894‌

20‌

Novavax (1)(2)

7,213‌

35‌

Nurix

Therapeutics (1)(2)

2,960‌

44‌

Nuvalent,

Class

A (1)

1,677‌

126‌

Nuvectis

Pharma (1)(2)

447‌

4‌

Ocean

Biomedical (1)(2)

425‌

2‌

Olema

Pharmaceuticals (1)

1,721‌

20‌

Omega

Therapeutics (1)(2)

1,500‌

6‌

Organogenesis

Holdings (1)

4,547‌

13‌

ORIC

Pharmaceuticals (1)

2,484‌

34‌

Outlook

Therapeutics (1)(2)

610‌

7‌

Ovid

therapeutics (1)

3,876‌

12‌

PDS

Biotechnology (1)(2)

1,731‌

7‌

PepGen (1)

656‌

10‌

PMV

Pharmaceuticals (1)

2,776‌

5‌

Poseida

Therapeutics (1)

4,172‌

13‌

Precigen (1)(2)

8,587‌

12‌

Prelude

Therapeutics (1)

1,020‌

5‌

Prime

Medicine (1)

2,541‌

18‌

ProKidney (1)(2)

2,365‌

4‌

Protagonist

Therapeutics (1)

3,616‌

105‌

Protalix

BioTherapeutics (1)

3,813‌

5‌

Prothena (1)

2,675‌

66‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

25

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

PTC

Therapeutics (1)

4,548‌

132‌

Rallybio (1)

1,503‌

3‌

RAPT

Therapeutics (1)

1,901‌

17‌

Recursion

Pharmaceuticals,

Class

A (1)(2)

8,822‌

88‌

REGENXBIO (1)

2,594‌

55‌

Relay

Therapeutics (1)

6,017‌

50‌

Reneo

Pharmaceuticals (1)

759‌

1‌

Replimune

Group (1)

3,155‌

26‌

REVOLUTION

Medicines (1)

8,871‌

286‌

Rhythm

Pharmaceuticals (1)

3,378‌

146‌

Rigel

Pharmaceuticals (1)

10,832‌

16‌

Rocket

Pharmaceuticals (1)

3,960‌

107‌

Sage

Therapeutics (1)

3,352‌

63‌

Sagimet

Biosciences,

Class

A (1)

1,528‌

8‌

Sana

Biotechnology (1)(2)

6,090‌

61‌

Sangamo

Therapeutics (1)

10,004‌

7‌

Savara (1)

5,768‌

29‌

Scholar

Rock

Holding (1)

3,659‌

65‌

Seres

Therapeutics (1)(2)

5,366‌

4‌

SpringWorks

Therapeutics (1)

4,329‌

213‌

Stoke

Therapeutics (1)(2)

1,698‌

23‌

Summit

Therapeutics (1)(2)

7,226‌

30‌

Sutro

Biopharma (1)

3,752‌

21‌

Syndax

Pharmaceuticals (1)

4,987‌

119‌

Tango

Therapeutics (1)

2,784‌

22‌

Tenaya

Therapeutics (1)

2,860‌

15‌

TG

Therapeutics (1)

8,753‌

133‌

Tobira

Therapeutics,

CVR (1)(3)

25‌

—‌

Travere

Therapeutics (1)

4,534‌

35‌

Turnstone

Biologics (1)(2)

1,077‌

3‌

Twist

Bioscience (1)

3,651‌

125‌

Tyra

Biosciences (1)

854‌

14‌

UroGen

Pharma (1)(2)

1,792‌

27‌

Vanda

Pharmaceuticals (1)

3,647‌

15‌

Vaxcyte (1)

6,740‌

460‌

Vaxxinity,

Class

A (1)

2,104‌

2‌

Vera

Therapeutics (1)

2,538‌

109‌

Veracyte (1)

4,595‌

102‌

Vericel (1)

3,006‌

156‌

Verve

Therapeutics (1)

4,181‌

56‌

Vigil

Neuroscience (1)

791‌

3‌

Viking

Therapeutics (1)

6,502‌

533‌

Vir

Biotechnology (1)

5,402‌

55‌

Viridian

Therapeutics (1)

3,157‌

55‌

Vor

BioPharma (1)

2,576‌

6‌

Voyager

Therapeutics (1)

2,518‌

23‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

26

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

X4

Pharmaceuticals (1)(2)

7,572‌

11‌

Xencor (1)

3,675‌

81‌

XOMA (1)

448‌

11‌

Y-mAbs

Therapeutics (1)

2,342‌

38‌

Zentalis

Pharmaceuticals (1)

3,698‌

58‌

Zura

Bio (1)(2)

1,181‌

3‌

Zymeworks (1)

3,558‌

37‌

13,461‌

Health

Care

Equipment

&

Supplies

2.6%

Accuray (1)

5,982‌

15‌

Alphatec

Holdings (1)

5,846‌

81‌

AngioDynamics (1)

2,477‌

14‌

Artivion (1)

2,460‌

52‌

AtriCure (1)

2,951‌

90‌

Atrion 

86‌

40‌

Avanos

Medical (1)

2,938‌

58‌

Axogen (1)

2,634‌

21‌

Axonics (1)

3,167‌

218‌

Beyond

Air (1)

2,126‌

4‌

Butterfly

Network (1)(2)

8,728‌

9‌

Cerus (1)

11,452‌

22‌

ClearPoint

Neuro (1)

1,415‌

10‌

CONMED 

1,936‌

155‌

Cutera (1)(2)

1,023‌

1‌

CVRx (1)

671‌

12‌

Embecta 

3,617‌

48‌

Glaukos (1)

3,018‌

285‌

Haemonetics (1)

3,191‌

272‌

Inari

Medical (1)

3,429‌

164‌

Inmode (1)

4,890‌

106‌

Inogen (1)

1,421‌

11‌

Integer

Holdings (1)

2,114‌

247‌

iRadimed 

460‌

20‌

iRhythm

Technologies (1)

1,954‌

227‌

KORU

Medical

Systems (1)

2,310‌

5‌

Lantheus

Holdings (1)

4,329‌

269‌

LeMaitre

Vascular 

1,252‌

83‌

LivaNova (1)

3,448‌

193‌

Merit

Medical

Systems (1)

3,617‌

274‌

Neogen (1)(2)

13,876‌

219‌

Nevro (1)

2,348‌

34‌

Omnicell (1)

2,849‌

83‌

OraSure

Technologies (1)

4,597‌

28‌

Orchestra

BioMed

Holdings (1)

863‌

5‌

Orthofix

Medical (1)

2,242‌

33‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

27

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

OrthoPediatrics (1)

1,014‌

30‌

Outset

Medical (1)(2)

2,997‌

7‌

Paragon

28 (1)

2,806‌

35‌

PROCEPT

BioRobotics (1)(2)

2,547‌

126‌

Pulmonx (1)

2,386‌

22‌

Pulse

Biosciences (1)(2)

1,025‌

9‌

RxSight (1)

1,801‌

93‌

Sanara

Medtech (1)

237‌

9‌

Semler

Scientific (1)

275‌

8‌

SI-BONE (1)

2,530‌

41‌

Sight

Sciences (1)

1,434‌

8‌

Silk

Road

Medical (1)

2,486‌

46‌

STAAR

Surgical (1)

3,108‌

119‌

Surmodics (1)

845‌

25‌

Tactile

Systems

Technology (1)

1,504‌

24‌

Tela

Bio (1)

1,051‌

6‌

TransMedics

Group (1)(2)

2,002‌

148‌

Treace

Medical

Concepts (1)

2,879‌

38‌

UFP

Technologies (1)

449‌

113‌

Utah

Medical

Products 

223‌

16‌

Varex

Imaging (1)

2,493‌

45‌

Vicarious

Surgical (1)(2)

7,374‌

2‌

Zimvie (1)

1,650‌

27‌

Zynex (1)(2)

1,133‌

14‌

4,419‌

Health

Care

Providers

&

Services

2.5%

23andMe

Holding,

Class

A (1)(2)

18,862‌

10‌

Accolade (1)

4,414‌

46‌

AdaptHealth (1)

6,151‌

71‌

Addus

HomeCare (1)

992‌

103‌

Agiliti (1)

1,903‌

19‌

AirSculpt

Technologies (1)

759‌

5‌

Alignment

Healthcare (1)

5,316‌

26‌

AMN

Healthcare

Services (1)

2,444‌

153‌

Astrana

Health (1)

2,755‌

116‌

Aveanna

Healthcare

Holdings (1)

3,325‌

8‌

BrightSpring

Health

Services (1)

3,404‌

37‌

Brookdale

Senior

Living (1)

11,823‌

78‌

CareMax (1)

149‌

1‌

Castle

Biosciences (1)

1,585‌

35‌

Community

Health

Systems (1)

8,050‌

28‌

CorVel (1)

557‌

147‌

Cross

Country

Healthcare (1)

2,147‌

40‌

DocGo (1)

5,145‌

21‌

Enhabit (1)

3,153‌

37‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

28

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Ensign

Group 

3,466‌

431‌

Fulgent

Genetics (1)

1,279‌

28‌

Guardant

Health (1)

7,130‌

147‌

HealthEquity (1)

5,406‌

441‌

Hims

&

Hers

Health (1)

7,842‌

121‌

InfuSystem

Holdings (1)

1,197‌

10‌

Innovage

Holding (1)

1,322‌

6‌

Joint (1)

918‌

12‌

LifeStance

Health

Group (1)(2)

6,883‌

42‌

ModivCare (1)

815‌

19‌

Nano-X

Imaging (1)(2)

3,029‌

30‌

National

HealthCare 

791‌

75‌

National

Research 

896‌

36‌

NeoGenomics (1)

8,043‌

126‌

OPKO

Health (1)(2)

25,810‌

31‌

Option

Care

Health (1)

10,656‌

357‌

Owens

&

Minor (1)

4,689‌

130‌

P3

Health

Partners (1)

1,963‌

2‌

Patterson 

5,275‌

146‌

Pediatrix

Medical

Group (1)

5,383‌

54‌

Pennant

Group (1)

1,787‌

35‌

PetIQ (1)

1,707‌

31‌

Privia

Health

Group (1)

7,109‌

139‌

Progyny (1)

5,085‌

194‌

Quipt

Home

Medical (1)

2,664‌

12‌

RadNet (1)

3,855‌

188‌

Select

Medical

Holdings 

6,606‌

199‌

Surgery

Partners (1)

4,773‌

142‌

U.S.

Physical

Therapy 

939‌

106‌

Viemed

Healthcare (1)

2,148‌

20‌

4,291‌

Health

Care

Technology

0.4%

American

Well,

Class

A (1)

15,169‌

12‌

Definitive

Healthcare (1)

2,983‌

24‌

Evolent

Health,

Class

A (1)

7,181‌

236‌

Health

Catalyst (1)

3,645‌

27‌

HealthStream 

1,499‌

40‌

Multiplan (1)(2)

24,691‌

20‌

OptimizeRx (1)

997‌

12‌

Phreesia (1)

3,345‌

80‌

Schrodinger (1)

3,452‌

93‌

Sharecare (1)

18,877‌

15‌

Simulations

Plus 

986‌

41‌

TruBridge (1)

870‌

8‌

608‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

29

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Life

Sciences

Tools

&

Services

0.3%

Adaptive

Biotechnologies (1)

7,266‌

23‌

Akoya

Biosciences (1)(2)

1,594‌

7‌

BioLife

Solutions (1)

2,257‌

42‌

Codexis (1)

4,265‌

15‌

CryoPort (1)

2,706‌

48‌

Cytek

Biosciences (1)

7,696‌

52‌

Harvard

Bioscience (1)

2,632‌

11‌

MaxCyte (1)

5,591‌

23‌

Mesa

Laboratories 

321‌

35‌

Nautilus

Biotechnology (1)

3,273‌

10‌

Omniab (1)

5,813‌

32‌

Omniab,

Earn

Out

Shares

$12.50 (1)

233‌

—‌

Omniab,

Earn

Out

Shares

$15.00 (1)

233‌

—‌

Pacific

Biosciences

of

California (1)

15,991‌

60‌

Quanterix (1)

2,262‌

53‌

Quantum-Si (1)(2)

6,502‌

13‌

Seer (1)

3,435‌

7‌

431‌

Pharmaceuticals

1.6%

Aclaris

Therapeutics (1)

4,942‌

6‌

Amneal

Pharmaceuticals (1)

7,672‌

46‌

Amphastar

Pharmaceuticals (1)

2,384‌

105‌

Amylyx

Pharmaceuticals (1)

3,078‌

9‌

ANI

Pharmaceuticals (1)

933‌

65‌

Arvinas (1)

3,191‌

132‌

Assertio

Holdings (1)(2)

6,032‌

6‌

Atea

Pharmaceuticals (1)

4,920‌

20‌

Axsome

Therapeutics (1)

2,266‌

181‌

Biote,

Class

A (1)

934‌

5‌

Bright

Green (1)(2)

2,960‌

1‌

Cara

Therapeutics (1)

2,330‌

2‌

Cassava

Sciences (1)(2)

2,555‌

52‌

Cassava

Sciences,

Warrants,

11/15/24 (1)

920‌

4‌

Citius

Pharmaceuticals (1)(2)

8,153‌

7‌

Collegium

Pharmaceutical (1)

2,063‌

80‌

Corcept

Therapeutics (1)

5,162‌

130‌

CorMedix (1)(2)

3,438‌

15‌

Edgewise

Therapeutics (1)

3,658‌

67‌

Enliven

Therapeutics (1)(2)

1,501‌

26‌

Evolus (1)(2)

2,631‌

37‌

Eyenovia (1)(2)

2,171‌

2‌

EyePoint

Pharmaceuticals (1)

2,369‌

49‌

Harmony

Biosciences

Holdings (1)

2,045‌

69‌

Harrow (1)(2)

1,944‌

26‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

30

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Ikena

Oncology (1)

1,439‌

2‌

Innoviva (1)

3,705‌

56‌

Intra-Cellular

Therapies (1)

5,952‌

412‌

Ligand

Pharmaceuticals (1)

1,068‌

78‌

Liquidia (1)(2)

3,198‌

47‌

Longboard

Pharmaceuticals (1)

1,590‌

34‌

Marinus

Pharmaceuticals (1)

3,491‌

32‌

Neumora

Therapeutics (1)(2)

959‌

13‌

NGM

Biopharmaceuticals (1)

2,953‌

5‌

Nuvation

Bio (1)

9,347‌

34‌

Ocular

Therapeutix (1)

7,331‌

67‌

Omeros (1)(2)

3,845‌

13‌

Optinose (1)

4,747‌

7‌

Pacira

BioSciences (1)

2,886‌

84‌

Phathom

Pharmaceuticals (1)(2)

2,123‌

23‌

Phibro

Animal

Health,

Class

A 

1,291‌

17‌

Pliant

Therapeutics (1)

3,628‌

54‌

Prestige

Consumer

Healthcare (1)

3,171‌

230‌

Revance

Therapeutics (1)

5,580‌

27‌

Scilex

Holding (1)

2,710‌

4‌

scPharmaceuticals (1)(2)

1,881‌

9‌

SIGA

Technologies 

3,016‌

26‌

Supernus

Pharmaceuticals (1)

3,111‌

106‌

Taro

Pharmaceutical

Industries (1)

507‌

21‌

Tarsus

Pharmaceuticals (1)

1,848‌

67‌

Terns

Pharmaceuticals (1)

2,751‌

18‌

Theravance

Biopharma (1)(2)

3,141‌

28‌

Third

Harmonic

Bio (1)

1,177‌

11‌

Trevi

Therapeutics (1)

2,746‌

9‌

Ventyx

Biosciences (1)

2,994‌

16‌

Verrica

Pharmaceuticals (1)(2)

1,287‌

8‌

WaVe

Life

Sciences (1)

4,690‌

29‌

Xeris

Biopharma

Holdings (1)

8,544‌

19‌

Zevra

Therapeutics (1)

2,235‌

13‌

2,761‌

Total

Health

Care

25,971‌

INDUSTRIALS

&

BUSINESS

SERVICES

17.4%

Aerospace

&

Defense

0.9%

AAR (1)

2,136‌

128‌

AeroVironment (1)

1,716‌

263‌

AerSale (1)

2,170‌

16‌

Archer

Aviation,

Class

A (1)(2)

9,863‌

45‌

Astronics (1)

1,768‌

34‌

Cadre

Holdings 

1,225‌

44‌

Ducommun (1)

852‌

44‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

31

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Eve

Holding (1)

1,120‌

6‌

Kaman 

1,777‌

81‌

Kratos

Defense

&

Security

Solutions (1)

9,227‌

170‌

Leonardo

DRS (1)

4,352‌

96‌

Moog,

Class

A 

1,831‌

292‌

National

Presto

Industries 

329‌

28‌

Park

Aerospace 

1,194‌

20‌

Redwire (1)(2)

392‌

2‌

Rocket

Lab

USA (1)(2)

17,949‌

74‌

Terran

Orbital (1)(2)

6,744‌

9‌

Triumph

Group (1)

4,091‌

61‌

V2X (1)

735‌

34‌

Virgin

Galactic

Holdings (1)

22,755‌

34‌

1,481‌

Air

Freight

&

Logistics

0.2%

Air

Transport

Services

Group (1)

3,251‌

45‌

Forward

Air 

1,666‌

52‌

Hub

Group,

Class

A 

4,028‌

174‌

Radiant

Logistics (1)

2,263‌

12‌

283‌

Building

Products

2.0%

AAON 

4,308‌

380‌

American

Woodmark (1)

1,013‌

103‌

Apogee

Enterprises 

1,402‌

83‌

AZZ 

1,567‌

121‌

CSW

Industrials 

982‌

230‌

Gibraltar

Industries (1)

1,960‌

158‌

Griffon 

2,503‌

184‌

Insteel

Industries 

1,184‌

45‌

Janus

International

Group (1)

5,385‌

82‌

JELD-WEN

Holding (1)

5,377‌

114‌

Masonite

International (1)

1,393‌

183‌

Masterbrand (1)

8,082‌

151‌

Quanex

Building

Products 

2,093‌

80‌

Resideo

Technologies (1)

9,330‌

209‌

Simpson

Manufacturing 

2,726‌

559‌

UFP

Industries 

3,817‌

470‌

Zurn

Elkay

Water

Solutions 

9,413‌

315‌

3,467‌

Commercial

Services

&

Supplies

1.6%

ABM

Industries 

4,007‌

179‌

ACCO

Brands 

5,767‌

32‌

ACV

Auctions,

Class

A (1)

8,025‌

151‌

Aris

Water

Solution,

Class

A 

1,891‌

27‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

32

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

BrightView

Holdings (1)

2,643‌

31‌

Brink's 

2,846‌

263‌

Casella

Waste

Systems,

Class

A (1)

3,591‌

355‌

CECO

Environmental (1)

1,925‌

44‌

Cimpress (1)

1,137‌

101‌

CompX

International 

107‌

4‌

CoreCivic (1)

7,181‌

112‌

Deluxe 

2,766‌

57‌

Ennis 

1,591‌

33‌

Enviri (1)

5,051‌

46‌

GEO

Group (1)(2)

7,634‌

108‌

Healthcare

Services

Group (1)

4,798‌

60‌

HNI 

2,917‌

132‌

Interface 

3,642‌

61‌

LanzaTech

Global (1)(2)

1,410‌

4‌

Li-Cycle

Holdings (1)(2)

9,242‌

10‌

Liquidity

Services (1)

1,424‌

26‌

Matthews

International,

Class

A 

1,888‌

59‌

MillerKnoll 

4,661‌

115‌

Montrose

Environmental

Group (1)

1,788‌

70‌

NL

Industries 

586‌

4‌

OPENLANE (1)

6,745‌

117‌

Performant

Financial (1)

4,433‌

13‌

Pitney

Bowes 

10,953‌

47‌

Quad/Graphics 

1,871‌

10‌

SP

Plus (1)

1,241‌

65‌

Steelcase,

Class

A 

5,876‌

77‌

UniFirst 

947‌

164‌

Viad (1)

1,315‌

52‌

VSE 

830‌

66‌

2,695‌

Construction

&

Engineering

1.9%

Ameresco,

Class

A (1)

2,003‌

48‌

API

Group (1)

13,291‌

522‌

Arcosa 

3,088‌

265‌

Argan 

790‌

40‌

Bowman

Consulting

Group (1)(2)

690‌

24‌

Comfort

Systems

USA 

2,248‌

714‌

Concrete

Pumping

Holdings (1)

1,543‌

12‌

Construction

Partners,

Class

A (1)

2,715‌

153‌

Dycom

Industries (1)

1,825‌

262‌

Fluor (1)

9,069‌

383‌

Granite

Construction 

2,828‌

162‌

Great

Lakes

Dredge

&

Dock (1)

3,541‌

31‌

IES

Holdings (1)

521‌

63‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

33

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

INNOVATE (1)

3,402‌

2‌

Limbach

Holdings (1)

583‌

24‌

MYR

Group (1)

1,045‌

185‌

Northwest

Pipe (1)

630‌

22‌

Primoris

Services 

3,353‌

143‌

Southland

Holdings (1)

184‌

1‌

Sterling

Infrastructure (1)

1,903‌

210‌

Tutor

Perini (1)

2,705‌

39‌

3,305‌

Electrical

Equipment

1.4%

Allient 

827‌

30‌

Amprius

Technologies (1)(2)

263‌

1‌

Array

Technologies (1)

9,567‌

143‌

Atkore 

2,367‌

451‌

Babcock

&

Wilcox

Enterprises (1)

3,955‌

4‌

Blink

Charging (1)(2)

3,645‌

11‌

Bloom

Energy,

Class

A (1)(2)

12,167‌

137‌

Dragonfly

Energy

Holdings (1)

1,778‌

1‌

Encore

Wire 

958‌

252‌

Energy

Vault

Holdings (1)(2)

6,837‌

12‌

EnerSys 

2,599‌

245‌

Enovix (1)(2)

8,794‌

70‌

Eos

Energy

Enterprises (1)(2)

9,989‌

10‌

ESS

Tech (1)(2)

6,160‌

4‌

Fluence

Energy (1)(2)

3,726‌

65‌

FTC

Solar (1)(2)

3,249‌

2‌

FuelCell

Energy (1)(2)

28,441‌

34‌

GrafTech

International 

12,427‌

17‌

LSI

Industries 

1,791‌

27‌

NEXTracker,

Class

A (1)

7,995‌

450‌

NuScale

Power (1)

3,456‌

18‌

Powell

Industries 

593‌

84‌

Preformed

Line

Products 

154‌

20‌

SES

AI (1)(2)

7,944‌

13‌

Shoals

Technologies

Group,

Class

A (1)

10,831‌

121‌

SKYX

Platforms (1)(2)

3,928‌

5‌

Stem (1)(2)

9,166‌

20‌

SunPower (1)(2)

5,629‌

17‌

Thermon

Group

Holdings (1)

2,111‌

69‌

TPI

Composites (1)(2)

2,641‌

8‌

Vicor (1)

1,409‌

54‌

2,395‌

Ground

Transportation

0.4%

ArcBest 

1,517‌

216‌

Covenant

Logistics

Group 

533‌

25‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

34

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Daseke (1)

2,921‌

24‌

FTAI

Infrastructure 

6,303‌

40‌

Heartland

Express 

2,985‌

36‌

Marten

Transport 

3,686‌

68‌

PAM

Transportation

Services (1)

432‌

7‌

RXO (1)

7,340‌

160‌

Universal

Logistics

Holdings 

435‌

16‌

Werner

Enterprises 

3,999‌

156‌

748‌

Industrial

Conglomerates

0.0%

Brookfield

Business,

Class

A 

1,644‌

40‌

40‌

Machinery

3.7%

374Water (1)

4,150‌

5‌

3D

Systems (1)

8,194‌

36‌

Alamo

Group 

643‌

147‌

Albany

International,

Class

A 

1,990‌

186‌

Astec

Industries 

1,444‌

63‌

Atmus

Filtration

Technologies (1)

5,346‌

172‌

Barnes

Group 

3,093‌

115‌

Blue

Bird (1)

1,775‌

68‌

Chart

Industries (1)

2,732‌

450‌

Columbus

McKinnon 

1,790‌

80‌

Commercial

Vehicle

Group (1)

2,104‌

14‌

Desktop

Metal,

Class

A (1)(2)

18,428‌

16‌

Douglas

Dynamics 

1,406‌

34‌

Energy

Recovery (1)

3,540‌

56‌

Enerpac

Tool

Group 

3,448‌

123‌

Enpro 

1,335‌

225‌

ESCO

Technologies 

1,629‌

174‌

Federal

Signal 

3,813‌

324‌

Franklin

Electric 

2,939‌

314‌

Gencor

Industries (1)

656‌

11‌

Gorman-Rupp 

1,455‌

58‌

Greenbrier 

1,935‌

101‌

Helios

Technologies 

2,103‌

94‌

Hillenbrand 

4,464‌

224‌

Hillman

Solutions (1)

12,332‌

131‌

Hyliion

Holdings (1)

9,474‌

17‌

Hyster-Yale

Materials

Handling 

713‌

46‌

John

Bean

Technologies 

2,030‌

213‌

Kadant 

745‌

244‌

Kennametal 

5,036‌

126‌

Lindsay 

701‌

82‌

Luxfer

Holdings 

1,687‌

17‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

35

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Manitowoc (1)

2,177‌

31‌

Mayville

Engineering (1)

701‌

10‌

Microvast

Holdings (1)(2)

14,411‌

12‌

Miller

Industries 

708‌

35‌

Mueller

Industries 

7,127‌

384‌

Mueller

Water

Products,

Class

A 

9,803‌

158‌

Nikola (1)

47,152‌

49‌

Omega

Flex 

210‌

15‌

Park-Ohio

Holdings 

553‌

15‌

Proto

Labs (1)

1,638‌

59‌

REV

Group 

1,968‌

43‌

Shyft

Group 

2,164‌

27‌

SPX

Technologies (1)

2,807‌

346‌

Standex

International 

745‌

136‌

Tennant 

1,169‌

142‌

Terex 

4,232‌

273‌

Titan

International (1)

3,259‌

41‌

Trinity

Industries 

5,128‌

143‌

Velo3D (1)

6,501‌

3‌

Wabash

National 

2,920‌

87‌

Watts

Water

Technologies,

Class

A 

1,739‌

370‌

6,345‌

Marine

Transportation

0.3%

Costamare 

2,944‌

33‌

Eagle

Bulk

Shipping (2)

590‌

37‌

Genco

Shipping

&

Trading 

2,674‌

54‌

Golden

Ocean

Group 

7,774‌

101‌

Himalaya

Shipping 

1,956‌

15‌

Matson 

2,197‌

247‌

Pangaea

Logistics

Solutions 

2,295‌

16‌

Safe

Bulkers 

4,249‌

21‌

524‌

Passenger

Airlines

0.4%

Allegiant

Travel 

1,003‌

76‌

Blade

Air

Mobility (1)

3,654‌

10‌

Frontier

Group

Holdings (1)(2)

2,472‌

20‌

Hawaiian

Holdings (1)

3,175‌

42‌

JetBlue

Airways (1)

21,229‌

158‌

Joby

Aviation (1)(2)

17,664‌

95‌

SkyWest (1)

2,594‌

179‌

Spirit

Airlines (2)

6,829‌

33‌

Sun

Country

Airlines

Holdings (1)

2,727‌

41‌

654‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

36

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Professional

Services

2.5%

Alight,

Class

A (1)

26,371‌

260‌

ASGN (1)

2,934‌

307‌

Asure

Software (1)

1,410‌

11‌

Barrett

Business

Services 

417‌

53‌

BlackSky

Technology (1)(2)

7,134‌

10‌

CBIZ (1)

3,052‌

240‌

Conduent (1)

10,963‌

37‌

CRA

International 

432‌

65‌

CSG

Systems

International 

1,870‌

96‌

ExlService

Holdings (1)

10,285‌

327‌

Exponent 

3,224‌

267‌

First

Advantage 

3,434‌

56‌

FiscalNote

Holdings (1)(2)

3,954‌

5‌

Forrester

Research (1)

773‌

17‌

Franklin

Covey (1)

743‌

29‌

Heidrick

&

Struggles

International 

1,243‌

42‌

HireQuest 

364‌

5‌

HireRight

Holdings (1)

895‌

13‌

Huron

Consulting

Group (1)

1,174‌

113‌

IBEX (1)

669‌

10‌

ICF

International 

1,194‌

180‌

Innodata (1)(2)

1,634‌

11‌

Insperity 

2,264‌

248‌

Kelly

Services,

Class

A 

2,002‌

50‌

Kforce 

1,185‌

84‌

Korn

Ferry 

3,323‌

218‌

Legalzoom.com (1)

8,470‌

113‌

Maximus 

3,868‌

324‌

Mistras

Group (1)

1,276‌

12‌

NV5

Global (1)

881‌

86‌

Parsons (1)

2,628‌

218‌

Planet

Labs

PBC (1)

11,338‌

29‌

Resources

Connection 

2,072‌

27‌

Skillsoft (1)

304‌

3‌

Sterling

Check (1)

1,958‌

31‌

TriNet

Group 

2,037‌

270‌

TrueBlue (1)

1,946‌

24‌

TTEC

Holdings 

1,156‌

12‌

Upwork (1)

7,898‌

97‌

Verra

Mobility (1)

8,715‌

218‌

Willdan

Group (1)

789‌

23‌

4,241‌

Trading

Companies

&

Distributors

2.1%

Alta

Equipment

Group 

1,420‌

18‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

37

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Applied

Industrial

Technologies 

2,453‌

485‌

Beacon

Roofing

Supply (1)

4,021‌

394‌

BlueLinx

Holdings (1)

538‌

70‌

Boise

Cascade 

2,526‌

387‌

Custom

Truck

One

Source (1)

3,647‌

21‌

Distribution

Solutions

Group (1)

643‌

23‌

DNOW (1)

6,749‌

103‌

DXP

Enterprises (1)

838‌

45‌

EVI

Industries 

423‌

11‌

FTAI

Aviation 

6,328‌

426‌

GATX 

2,260‌

303‌

Global

Industrial 

835‌

37‌

GMS (1)

2,551‌

248‌

H&E

Equipment

Services 

2,030‌

130‌

Herc

Holdings 

1,799‌

303‌

Hudson

Technologies (1)

2,756‌

30‌

Karat

Packaging 

420‌

12‌

McGrath

RentCorp 

1,573‌

194‌

MRC

Global (1)

5,299‌

67‌

Rush

Enterprises,

Class

A 

3,856‌

206‌

Rush

Enterprises,

Class

B 

581‌

31‌

Titan

Machinery (1)

1,284‌

32‌

Transcat (1)

520‌

58‌

Willis

Lease

Finance (1)

179‌

9‌

Xometry,

Class

A (1)

2,162‌

37‌

3,680‌

Total

Industrials

&

Business

Services

29,858‌

INFORMATION

TECHNOLOGY

14.7%

Communications

Equipment

0.5%

ADTRAN

Holdings 

4,985‌

27‌

Aviat

Networks (1)

728‌

28‌

Calix (1)

3,724‌

124‌

Cambium

Networks (1)

645‌

3‌

Clearfield (1)(2)

825‌

26‌

CommScope

Holding (1)

13,437‌

18‌

Comtech

Telecommunications (1)

1,829‌

6‌

Digi

International (1)

2,259‌

72‌

DZS (1)

992‌

1‌

Extreme

Networks (1)

7,998‌

92‌

Harmonic (1)

6,980‌

94‌

Infinera (1)(2)

12,665‌

76‌

KVH

Industries (1)

1,253‌

6‌

NETGEAR (1)

1,847‌

29‌

NetScout

Systems (1)

4,323‌

94‌

Ribbon

Communications (1)

5,817‌

19‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

38

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Viavi

Solutions (1)

13,974‌

127‌

842‌

Electronic

Equipment,

Instruments

&

Components

2.6%

908

Devices (1)

1,445‌

11‌

Advanced

Energy

Industries 

2,396‌

244‌

Aeva

Technologies (1)(2)

1,000‌

4‌

Akoustis

Technologies (1)(2)

6,561‌

4‌

Arlo

Technologies (1)

5,678‌

72‌

Badger

Meter 

1,872‌

303‌

Bel

Fuse,

Class

B 

667‌

40‌

Belden 

2,653‌

246‌

Benchmark

Electronics 

2,245‌

67‌

Climb

Global

Solutions 

263‌

19‌

CTS 

1,964‌

92‌

Daktronics (1)

2,438‌

24‌

ePlus (1)

1,678‌

132‌

Evolv

Technologies

Holdings (1)

7,290‌

32‌

Fabrinet (1)

2,340‌

442‌

FARO

Technologies (1)

1,188‌

25‌

Insight

Enterprises (1)

1,789‌

332‌

Iteris (1)

2,763‌

14‌

Itron (1)

2,900‌

268‌

Kimball

Electronics (1)

1,528‌

33‌

Knowles (1)

5,694‌

92‌

Lightwave

Logic (1)(2)

7,306‌

34‌

Luna

Innovations (1)

2,131‌

7‌

Methode

Electronics 

2,153‌

26‌

MicroVision (1)(2)

12,202‌

22‌

Mirion

Technologies (1)

12,653‌

144‌

Napco

Security

Technologies 

2,096‌

84‌

nLight (1)

2,852‌

37‌

Novanta (1)

2,276‌

398‌

OSI

Systems (1)

1,034‌

148‌

PAR

Technology (1)

1,728‌

78‌

PC

Connection 

740‌

49‌

Plexus (1)

1,760‌

167‌

Presto

Automation (1)(2)

156‌

—‌

Richardson

Electronics 

755‌

7‌

Rogers (1)

1,093‌

130‌

Sanmina (1)

3,510‌

218‌

ScanSource (1)

1,568‌

69‌

SmartRent (1)

11,972‌

32‌

TTM

Technologies (1)

6,439‌

101‌

Vishay

Intertechnology 

8,144‌

185‌

Vishay

Precision

Group (1)

791‌

28‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

39

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Vuzix (1)(2)

3,967‌

5‌

4,465‌

IT

Services

0.4%

Applied

Digital (1)(2)

5,586‌

24‌

BigBear.ai

Holdings (1)(2)

3,399‌

7‌

BigCommerce

Holdings,

Series

1 (1)

4,375‌

30‌

Brightcove (1)

2,920‌

6‌

Couchbase (1)

2,255‌

59‌

DigitalOcean

Holdings (1)

3,868‌

148‌

Fastly,

Class

A (1)

7,749‌

100‌

Grid

Dynamics

Holdings (1)

3,583‌

44‌

Hackett

Group 

1,557‌

38‌

Information

Services

Group 

2,132‌

9‌

Perficient (1)

2,167‌

122‌

Rackspace

Technology (1)(2)

4,030‌

6‌

Squarespace,

Class

A (1)

3,596‌

131‌

Thoughtworks

Holding (1)

5,969‌

15‌

Tucows,

Class

A (1)(2)

604‌

11‌

Unisys (1)

4,077‌

20‌

770‌

Semiconductors

&

Semiconductor

Equipment

2.9%

ACM

Research,

Class

A (1)

3,100‌

90‌

Aehr

Test

Systems (1)(2)

1,727‌

21‌

Alpha

&

Omega

Semiconductor (1)

1,447‌

32‌

Ambarella (1)

2,434‌

124‌

Amkor

Technology 

7,168‌

231‌

Atomera (1)(2)

1,429‌

9‌

Axcelis

Technologies (1)

2,076‌

232‌

CEVA (1)

1,476‌

34‌

Cohu (1)

2,959‌

99‌

Credo

Technology

Group

Holding (1)

7,866‌

167‌

Diodes (1)

2,879‌

203‌

FormFactor (1)

4,915‌

224‌

Ichor

Holdings (1)

1,832‌

71‌

Impinj (1)(2)

1,487‌

191‌

indie

Semiconductor,

Class

A (1)(2)

9,560‌

68‌

inTEST (1)

730‌

10‌

Kulicke

&

Soffa

Industries 

3,556‌

179‌

MACOM

Technology

Solutions

Holdings (1)

3,523‌

337‌

Maxeon

Solar

Technologies (1)(2)

2,170‌

7‌

MaxLinear (1)

4,821‌

90‌

Navitas

Semiconductor (1)

7,214‌

34‌

NVE 

298‌

27‌

Onto

Innovation (1)

3,110‌

563‌

PDF

Solutions (1)

1,964‌

66‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

40

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Photronics (1)

3,856‌

109‌

Power

Integrations 

3,616‌

259‌

Rambus (1)

6,846‌

423‌

Semtech (1)

4,052‌

111‌

Silicon

Laboratories (1)

2,021‌

290‌

SiTime (1)

1,121‌

104‌

SkyWater

Technology (1)

1,178‌

12‌

SMART

Global

Holdings (1)

3,272‌

86‌

Synaptics (1)

2,512‌

245‌

Transphorm (1)(2)

1,834‌

9‌

Ultra

Clean

Holdings (1)

2,809‌

129‌

Veeco

Instruments (1)

3,211‌

113‌

4,999‌

Software

6.2%

8x8 (1)

7,907‌

21‌

A10

Networks 

4,460‌

61‌

ACI

Worldwide (1)

6,909‌

229‌

Adeia 

6,787‌

74‌

Agilysys (1)

1,282‌

108‌

Alarm.com

Holdings (1)

3,052‌

221‌

Alkami

Technology (1)

2,576‌

63‌

Altair

Engineering,

Class

A (1)

3,476‌

299‌

American

Software,

Class

A 

2,069‌

24‌

Amplitude,

Class

A (1)

4,369‌

48‌

Appfolio,

Class

A (1)

1,222‌

302‌

Appian,

Class

A (1)

2,600‌

104‌

Asana,

Class

A (1)(2)

5,262‌

82‌

Aurora

Innovation (1)(2)

22,686‌

64‌

AvePoint (1)

9,419‌

75‌

Bit

Digital (1)

5,865‌

17‌

Blackbaud (1)

2,776‌

206‌

BlackLine (1)

3,626‌

234‌

Box,

Class

A (1)

8,974‌

254‌

Braze,

Class

A (1)

3,384‌

150‌

C3.ai,

Class

A (1)(2)

5,297‌

143‌

Cerence (1)

2,632‌

41‌

Cipher

Mining (1)

2,818‌

15‌

Cleanspark (1)

12,306‌

261‌

CommVault

Systems (1)

2,805‌

285‌

Consensus

Cloud

Solutions (1)

1,250‌

20‌

CoreCard (1)(2)

486‌

5‌

CS

Disco (1)

1,495‌

12‌

CXApp (1)(2)

95‌

—‌

Daily

Journal (1)

89‌

32‌

Digimarc (1)(2)

888‌

24‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

41

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Digital

Turbine (1)

6,217‌

16‌

Domo,

Class

B (1)

2,077‌

19‌

E2open

Parent

Holdings (1)

10,936‌

49‌

eGain (1)

1,280‌

8‌

Enfusion,

Class

A (1)(2)

2,531‌

23‌

Envestnet (1)

3,186‌

184‌

Everbridge (1)

2,619‌

91‌

EverCommerce (1)

1,508‌

14‌

Expensify,

Class

A (1)(2)

3,155‌

6‌

Freshworks,

Class

A (1)

10,300‌

188‌

Instructure

Holdings (1)

1,247‌

27‌

Intapp (1)

2,526‌

87‌

InterDigital 

1,641‌

175‌

Jamf

Holding (1)

4,483‌

82‌

Kaltura (1)

5,271‌

7‌

LivePerson (1)(2)

4,712‌

5‌

LiveRamp

Holdings (1)

4,078‌

141‌

Marathon

Digital

Holdings (1)

14,233‌

321‌

Matterport (1)

16,533‌

37‌

MeridianLink (1)

1,639‌

31‌

MicroStrategy,

Class

A (1)(2)

942‌

1,606‌

Mitek

Systems (1)

2,739‌

39‌

Model

N (1)

2,450‌

70‌

N-Able (1)

4,440‌

58‌

NextNav (1)(2)

3,609‌

24‌

Olo,

Class

A (1)

6,437‌

35‌

ON24 

1,858‌

13‌

OneSpan (1)

2,562‌

30‌

PagerDuty (1)

5,636‌

128‌

PowerSchool

Holdings,

Class

A (1)

3,591‌

76‌

Progress

Software 

2,790‌

149‌

PROS

Holdings (1)(2)

2,831‌

103‌

Q2

Holdings (1)

3,618‌

190‌

Qualys (1)

2,364‌

394‌

Rapid7 (1)

3,880‌

190‌

Red

Violet (1)

720‌

14‌

Rimini

Street (1)

3,240‌

11‌

Riot

Platforms (1)

12,515‌

153‌

Sapiens

International 

1,950‌

63‌

SEMrush

Holdings,

Class

A (1)

2,029‌

27‌

SolarWinds (1)

3,215‌

41‌

SoundHound

AI,

Class

A (1)(2)

8,708‌

51‌

SoundThinking (1)

643‌

10‌

Sprinklr,

Class

A (1)

6,692‌

82‌

Sprout

Social,

Class

A (1)(2)

3,093‌

185‌

SPS

Commerce (1)

2,332‌

431‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

42

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Tenable

Holdings (1)

7,398‌

366‌

Terawulf (1)

9,905‌

26‌

Varonis

Systems (1)

6,913‌

326‌

Verint

Systems (1)

3,866‌

128‌

Veritone (1)

1,785‌

9‌

Viant

Technology,

Class

A (1)

903‌

10‌

Weave

Communications (1)

2,122‌

24‌

Workiva (1)

3,163‌

268‌

Xperi (1)

2,780‌

34‌

Yext (1)

6,695‌

40‌

Zeta

Global

Holdings,

Class

A (1)

8,900‌

97‌

Zuora,

Class

A (1)

8,600‌

78‌

10,564‌

Technology

Hardware,

Storage

&

Peripherals

2.1%

CompoSecure,

Class

A (1)(2)

1,109‌

8‌

Corsair

Gaming (1)

2,359‌

29‌

CPI

Card

Group (1)

287‌

5‌

Eastman

Kodak (1)

3,562‌

18‌

Immersion 

1,984‌

15‌

Intevac (1)

1,758‌

7‌

IonQ (1)(2)

10,357‌

104‌

Super

Micro

Computer (1)

3,231‌

3,263‌

Turtle

Beach (1)

1,052‌

18‌

Xerox

Holdings 

7,389‌

132‌

3,599‌

Total

Information

Technology

25,239‌

MATERIALS

4.5%

Chemicals

1.9%

AdvanSix 

1,689‌

48‌

American

Vanguard 

1,718‌

22‌

Arcadium

Lithium (1)

65,114‌

281‌

Aspen

Aerogels (1)

3,195‌

56‌

Avient 

5,758‌

250‌

Balchem 

2,035‌

315‌

Cabot 

3,461‌

319‌

Core

Molding

Technologies (1)

440‌

8‌

Danimer

Scientific (1)(2)

5,766‌

6‌

Ecovyst (1)

5,880‌

66‌

Hawkins 

1,227‌

94‌

HB

Fuller 

3,444‌

275‌

Ingevity (1)

2,309‌

110‌

Innospec 

1,590‌

205‌

Intrepid

Potash (1)

643‌

13‌

Koppers

Holdings 

1,280‌

71‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

43

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Kronos

Worldwide 

1,377‌

16‌

LSB

Industries (1)

3,431‌

30‌

Mativ

Holdings 

3,407‌

64‌

Minerals

Technologies 

2,087‌

157‌

Origin

Materials (1)

6,532‌

3‌

Orion 

3,511‌

83‌

Perimeter

Solutions (1)

9,495‌

70‌

PureCycle

Technologies (1)(2)

7,521‌

47‌

Quaker

Chemical 

890‌

183‌

Rayonier

Advanced

Materials (1)

3,872‌

19‌

Sensient

Technologies 

2,695‌

187‌

Stepan 

1,345‌

121‌

Trinseo 

2,274‌

9‌

Tronox

Holdings 

7,395‌

128‌

Valhi (2)

173‌

3‌

3,259‌

Construction

Materials

0.4%

Knife

River (1)

3,601‌

292‌

Summit

Materials,

Class

A (1)

7,597‌

339‌

United

States

Lime

&

Minerals 

128‌

38‌

669‌

Containers

&

Packaging

0.3%

Greif,

Class

A 

1,542‌

106‌

Greif,

Class

B 

340‌

24‌

Myers

Industries 

2,339‌

54‌

O-I

Glass (1)

9,813‌

163‌

Pactiv

Evergreen 

2,497‌

36‌

Ranpak

Holdings (1)

2,766‌

22‌

TriMas 

2,633‌

70‌

475‌

Metals

&

Mining

1.8%

5E

Advanced

Materials (1)(2)

1,895‌

2‌

Alpha

Metallurgical

Resources 

736‌

244‌

Arch

Resources 

1,145‌

184‌

ATI (1)

8,199‌

420‌

Caledonia

Mining 

1,097‌

12‌

Carpenter

Technology 

3,117‌

223‌

Century

Aluminum (1)

3,282‌

50‌

Coeur

Mining (1)

22,755‌

86‌

Commercial

Metals 

7,447‌

438‌

Compass

Minerals

International 

2,128‌

33‌

Constellium (1)

8,253‌

182‌

Contango

ORE (1)

488‌

10‌

Dakota

Gold (1)

4,056‌

10‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

44

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Haynes

International 

806‌

48‌

Hecla

Mining 

39,158‌

188‌

i-80

Gold (1)(2)

12,081‌

16‌

Ivanhoe

Electric (1)

4,077‌

40‌

Kaiser

Aluminum 

1,012‌

90‌

Materion 

1,306‌

172‌

Metallus (1)

2,697‌

60‌

NioCorp

Developments (1)

95‌

—‌

Novagold

Resources (1)

15,186‌

46‌

Olympic

Steel 

616‌

44‌

Perpetua

Resources (1)

2,437‌

10‌

Piedmont

Lithium (1)(2)

1,086‌

14‌

Radius

Recycling 

1,636‌

35‌

Ramaco

Resources,

Class

A 

1,425‌

24‌

Ramaco

Resources,

Class

B 

240‌

3‌

Ryerson

Holding 

1,786‌

60‌

SunCoke

Energy 

5,307‌

60‌

Tredegar 

1,629‌

11‌

Warrior

Met

Coal 

3,288‌

200‌

Worthington

Steel 

1,955‌

70‌

3,085‌

Paper

&

Forest

Products

0.1%

Clearwater

Paper (1)

1,040‌

45‌

Glatfelter (1)

2,961‌

6‌

Sylvamo 

2,261‌

140‌

191‌

Total

Materials

7,679‌

REAL

ESTATE

5.6%

Diversified

Real

Estate

Investment

Trusts

0.5%

Alexander

&

Baldwin,

REIT 

4,601‌

76‌

Alpine

Income

Property

Trust,

REIT 

821‌

12‌

American

Assets

Trust,

REIT 

3,098‌

68‌

Armada

Hoffler

Properties,

REIT 

4,364‌

45‌

Broadstone

Net

Lease,

REIT 

11,954‌

187‌

CTO

Realty

Growth,

REIT 

1,415‌

24‌

Empire

State

Realty

Trust,

Class

A,

REIT 

8,376‌

85‌

Essential

Properties

Realty

Trust,

REIT 

9,929‌

265‌

Gladstone

Commercial,

REIT 

2,535‌

35‌

Global

Net

Lease,

REIT 

12,337‌

96‌

NexPoint

Diversified

Real

Estate

Trust,

REIT (2)

2,064‌

14‌

One

Liberty

Properties,

REIT 

1,021‌

23‌

930‌

Health

Care

Real

Estate

Investment

Trusts

0.5%

CareTrust

REIT,

REIT 

7,587‌

185‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

45

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Community

Healthcare

Trust,

REIT 

1,730‌

46‌

Diversified

Healthcare

Trust,

REIT 

14,847‌

36‌

Global

Medical

REIT,

REIT 

3,803‌

33‌

LTC

Properties,

REIT 

2,601‌

85‌

National

Health

Investors,

REIT 

2,676‌

168‌

Sabra

Health

Care

REIT,

REIT 

14,745‌

218‌

Universal

Health

Realty

Income

Trust,

REIT 

822‌

30‌

801‌

Hotel

&

Resort

Real

Estate

Investment

Trusts

0.8%

Apple

Hospitality

REIT,

REIT 

13,734‌

225‌

Braemar

Hotels

&

Resorts,

REIT 

4,015‌

8‌

Chatham

Lodging

Trust,

REIT 

3,012‌

30‌

DiamondRock

Hospitality,

REIT 

13,283‌

128‌

Pebblebrook

Hotel

Trust,

REIT (2)

7,510‌

116‌

RLJ

Lodging

Trust,

REIT 

9,685‌

114‌

Ryman

Hospitality

Properties,

REIT 

3,709‌

429‌

Service

Properties

Trust,

REIT 

10,465‌

71‌

Summit

Hotel

Properties,

REIT 

6,710‌

44‌

Sunstone

Hotel

Investors,

REIT 

12,984‌

145‌

Xenia

Hotels

&

Resorts,

REIT 

6,759‌

101‌

1,411‌

Industrial

Real

Estate

Investment

Trusts

0.5%

Innovative

Industrial

Properties,

REIT 

1,776‌

184‌

LXP

Industrial

Trust,

REIT 

18,573‌

168‌

Plymouth

Industrial

REIT,

REIT 

2,897‌

65‌

Terreno

Realty,

REIT 

5,363‌

356‌

773‌

Office

Real

Estate

Investment

Trusts

0.7%

Brandywine

Realty

Trust,

REIT 

10,998‌

53‌

City

Office

REIT,

REIT 

2,414‌

13‌

COPT

Defense

Properties,

REIT 

7,225‌

175‌

Douglas

Emmett,

REIT 

10,187‌

141‌

Easterly

Government

Properties,

REIT 

6,082‌

70‌

Equity

Commonwealth,

REIT (1)

6,448‌

122‌

Hudson

Pacific

Properties,

REIT 

8,773‌

57‌

JBG

SMITH

Properties,

REIT 

5,928‌

95‌

Office

Properties

Income

Trust,

REIT (2)

2,902‌

6‌

Orion

Office

REIT,

REIT 

3,576‌

12‌

Paramount

Group,

REIT 

11,752‌

55‌

Peakstone

Realty

Trust,

REIT (2)

2,274‌

37‌

Piedmont

Office

Realty

Trust,

Class

A,

REIT 

7,905‌

55‌

Postal

Realty

Trust,

Class

A,

REIT 

1,311‌

19‌

SL

Green

Realty,

REIT 

4,127‌

227‌

1,137‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

46

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Real

Estate

Management

&

Development

0.7%

American

Realty

Investors (1)(2)

57‌

1‌

Anywhere

Real

Estate (1)

6,708‌

42‌

Compass,

Class

A (1)

18,070‌

65‌

Cushman

&

Wakefield (1)

10,490‌

110‌

DigitalBridge

Group (2)

10,286‌

198‌

Douglas

Elliman 

4,966‌

8‌

eXp

World

Holdings (2)

4,531‌

47‌

Forestar

Group (1)

1,153‌

46‌

FRP

Holdings (1)

422‌

26‌

Kennedy-Wilson

Holdings 

7,599‌

65‌

Marcus

&

Millichap 

1,508‌

52‌

Maui

Land

&

Pineapple (1)

466‌

10‌

Newmark

Group,

Class

A 

8,596‌

95‌

Opendoor

Technologies (1)

35,788‌

108‌

RE/MAX

Holdings,

Class

A 

1,141‌

10‌

Redfin (1)

7,031‌

47‌

RMR

Group,

Class

A 

985‌

24‌

St.

Joe 

2,175‌

126‌

Star

Holdings (1)

776‌

10‌

Stratus

Properties (1)

369‌

8‌

Tejon

Ranch (1)

1,315‌

20‌

Transcontinental

Realty

Investors (1)

92‌

4‌

1,122‌

Residential

Real

Estate

Investment

Trusts

0.4%

Apartment

Investment

&

Management,

Class

A,

REIT (1)

6,996‌

57‌

BRT

Apartments,

REIT 

726‌

12‌

Centerspace,

REIT 

961‌

55‌

Clipper

Realty,

REIT 

737‌

4‌

Elme

Communities,

REIT 

5,575‌

78‌

Independence

Realty

Trust,

REIT 

14,370‌

232‌

NexPoint

Residential

Trust,

REIT 

1,407‌

45‌

UMH

Properties,

REIT 

3,864‌

63‌

Veris

Residential,

REIT 

5,018‌

76‌

622‌

Retail

Real

Estate

Investment

Trusts

1.1%

Acadia

Realty

Trust,

REIT 

6,363‌

108‌

Alexander's,

REIT 

135‌

29‌

CBL

&

Associates

Properties,

REIT (2)

1,676‌

38‌

Getty

Realty,

REIT 

3,027‌

83‌

InvenTrust

Properties,

REIT 

4,294‌

110‌

Kite

Realty

Group

Trust,

REIT 

13,854‌

300‌

Macerich,

REIT 

13,763‌

237‌

NETSTREIT,

REIT (2)

4,387‌

81‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

47

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Phillips

Edison,

REIT 

7,645‌

274‌

Retail

Opportunity

Investments,

REIT 

7,800‌

100‌

Saul

Centers,

REIT 

764‌

30‌

SITE

Centers,

REIT 

12,210‌

179‌

Tanger,

REIT 

6,619‌

196‌

Urban

Edge

Properties,

REIT 

7,257‌

125‌

Whitestone

REIT,

REIT 

3,097‌

39‌

1,929‌

Specialized

Real

Estate

Investment

Trusts

0.4%

Farmland

Partners,

REIT (2)

2,851‌

32‌

Four

Corners

Property

Trust,

REIT 

5,715‌

140‌

Gladstone

Land,

REIT 

2,097‌

28‌

Outfront

Media,

REIT 

9,321‌

156‌

PotlatchDeltic,

REIT 

5,038‌

237‌

Safehold,

REIT 

3,088‌

64‌

Uniti

Group,

REIT 

15,097‌

89‌

746‌

Total

Real

Estate

9,471‌

TRUSTS

&

FUNDS

0.3%

Trusts

&

Mutual

Funds

0.3%

iShares

Russell

2000

ETF (2)

2,088‌

439‌

Total

Trusts

&

Funds

439‌

UTILITIES

2.6%

Electric

Utilities

0.7%

ALLETE 

3,682‌

219‌

Genie

Energy,

Class

B 

1,241‌

19‌

MGE

Energy 

2,321‌

183‌

Otter

Tail 

2,624‌

227‌

PNM

Resources 

5,450‌

205‌

Portland

General

Electric 

6,471‌

272‌

1,125‌

Gas

Utilities

0.9%

Brookfield

Infrastructure,

Class

A 

7,630‌

275‌

Chesapeake

Utilities 

1,385‌

149‌

New

Jersey

Resources 

6,187‌

265‌

Northwest

Natural

Holding 

2,328‌

87‌

ONE

Gas 

3,515‌

227‌

RGC

Resources 

497‌

10‌

Southwest

Gas

Holdings 

3,953‌

301‌

Spire 

3,327‌

204‌

1,518‌

Independent

Power

&

Renewable

Electricity

Producers

0.2%

Altus

Power (1)(2)

4,087‌

20‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

48

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Montauk

Renewables (1)

4,269‌

18‌

Ormat

Technologies 

3,443‌

228‌

Sunnova

Energy

International (1)(2)

6,916‌

42‌

308‌

Multi-Utilities

0.4%

Avista 

4,911‌

172‌

Black

Hills 

4,333‌

236‌

Northwestern

Energy

Group 

3,919‌

200‌

Unitil 

1,013‌

53‌

661‌

Water

Utilities

0.4%

American

States

Water 

2,357‌

170‌

Artesian

Resources,

Class

A 

559‌

21‌

Cadiz (1)

2,490‌

7‌

California

Water

Service

Group 

3,704‌

172‌

Consolidated

Water 

941‌

28‌

Global

Water

Resources 

743‌

10‌

Middlesex

Water 

1,112‌

58‌

Pure

Cycle (1)

1,344‌

13‌

SJW

Group 

2,016‌

114‌

York

Water 

889‌

32‌

625‌

Total

Utilities

4,237‌

Total

Common

Stocks

(Cost

$161,081)

169,763‌

SHORT-TERM

INVESTMENTS

0.8%

Money

Market

Funds

0.7%

T.

Rowe

Price

Government

Reserve

Fund,

5.39% (4)(5)

1,184,314‌

1,184‌

1,184‌

U.S.

Treasury

Obligations

0.1%

U.S.

Treasury

Bills,

5.24%,

5/9/24 (6)

115,000‌

115‌

115‌

Total

Short-Term

Investments

(Cost

$1,299)

1,299‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

49

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

SECURITIES

LENDING

COLLATERAL

5.5%

INVESTMENTS

IN

A

POOLED

ACCOUNT

THROUGH

SECURITIES

LENDING

PROGRAM

WITH

STATE

STREET

BANK

AND

TRUST

COMPANY

5.5%

Money

Market

Funds

5.5%

T.

Rowe

Price

Government

Reserve

Fund,

5.39% (4)(5)

9,339,316‌

9,339‌

Total

Investments

in

a

Pooled

Account

through

Securities

Lending

Program

with

State

Street

Bank

and

Trust

Company

9,339‌

Total

Securities

Lending

Collateral

(Cost

$9,339)

9,339‌

Total

Investments

in

Securities

105.5%

(Cost

$171,719)

$

180,401‌

Other

Assets

Less

Liabilities

(5.5)%

(

9,347‌

)

Net

Assets

100.0%

$

171,054‌

‡

Shares/Par

and

Notional

Amount

are

denominated

in

U.S.

dollars

unless

otherwise

noted.

(1)

Non-income

producing

(2)

All

or

a

portion

of

this

security

is

on

loan

at

March

31,

2024.

(3)

Level

3

in

fair

value

hierarchy.

(4)

Seven-day

yield

(5)

Affiliated

Companies

(6)

At

March

31,

2024,

all

or

a

portion

of

this

security

is

pledged

as

collateral

and/or

margin

deposit

to

cover

future

funding

obligations.

CVR

Contingent

Value

Rights

EC

Escrow

CUSIP;

represents

a

beneficial

interest

in

a

residual

pool

of

assets;

the

amount

and

timing

of

future

distributions,

if

any,

is

uncertain;

when

presented,

interest

rate

and

maturity

date

are

those

of

the

original

security.

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

50

FUTURES

CONTRACTS

($000s)

Expiration

Date

Notional

Amount

Value

and

Unrealized

Gain

(Loss)

Long,

10

Russell

2000

E-Mini

Index

contracts

6/24

1,073

$

23‌

Net

payments

(receipts)

of

variation

margin

to

date

(

19‌

)

Variation

margin

receivable

(payable)

on

open

futures

contracts

$

4‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

51

The

accompanying

notes

are

an

integral

part

of

this

Portfolio

of

Investments.

AFFILIATED

COMPANIES

($000s)

The

fund

may

invest

in

certain

securities

that

are

considered

affiliated

companies.

As

defined

by

the

1940

Act,

an

affiliated

company

is

one

in

which

the

fund

owns

5%

or

more

of

the

outstanding

voting

securities,

or

a

company

that

is

under

common

ownership

or

control.

The

following

securities

were

considered

affiliated

companies

for

all

or

some

portion

of

the

three

months

ended

March

31,

2024.

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,

5.39%

$

—‌

$

—‌

$

13‌

++

Totals

$

—‌

#

$

—‌

$

13‌

+

Supplementary

Investment

Schedule

Affiliate

Value

12/31/23

Purchase

Cost

Sales

Cost

Value

03/31/24

T.

Rowe

Price

Government

Reserve

Fund,

5.39%

$

10,815‌

¤

¤

$

10,523‌

Total

$

10,523‌

^

#

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

$13

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

$10,523.

T.

ROWE

PRICE

Small-Cap

Index

Fund

Unaudited

Notes

to

Portfolio

of

Investments

52

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.

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PRICE

Small-Cap

Index

Fund

53

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

representative

of

fair

value.

However,

the

Valuation

Designee may

also

consider

other

T.

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PRICE

Small-Cap

Index

Fund

54

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

March

31,

2024

(for

further

detail

by

category,

please

refer

to

the

accompanying

Portfolio

of

Investments):

OTHER

MATTERS 

Unpredictable

events

such

as

environmental

or

natural

disasters,

war

and

conflict,

terrorism,

geopolitical

events,

and

public

health

epidemics 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

$

169,755‌

$

4‌

$

4‌

$

169,763‌

Short-Term

Investments

1,184‌

115‌

—‌

1,299‌

Securities

Lending

Collateral

9,339‌

—‌

—‌

9,339‌

Total

Securities

180,278‌

119‌

4‌

180,401‌

Futures

Contracts*

23‌

—‌

—‌

23‌

Total

$

180,301‌

$

119‌

$

4‌

$

180,424‌

*

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

55

The

global

outbreak

of

COVID-19

and

the

related

governmental

and

public

responses

have

led

and

may

continue

to

lead

to

increased

market

volatility

and

the

potential

for

illiquidity

in

certain

classes

of

securities

and

sectors

of

the

market

either

in

specific

countries

or

worldwide.

In

February

2022,

Russian

forces

entered

Ukraine

and

commenced

an

armed

conflict,

leading

to

economic

sanctions imposed

on

Russia

that

target certain

of

its

citizens

and

issuers

and

sectors

of

the

Russian

economy,

creating

impacts

on

Russian-related

stocks

and

debt

and

greater

volatility

in

global

markets.

In

March

2023,

the

banking

industry

experienced

heightened

volatility,

which

sparked

concerns

of

potential

broader

adverse

market

conditions.

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.