T. ROWE PRICE EQUITY INDEX 500 FUND
September 30, 2020 (Unaudited)
| Portfolio of Investments‡ | Shares/Par | $ Value |
| (Cost and value in $000s) | ||
| COMMON STOCKS 99.8% | ||
| COMMUNICATION SERVICES 10.8% | ||
| Diversified Telecommunication Services 1.7% | ||
| AT&T | 7,920,433 | 225,812 |
| CenturyLink | 1,099,045 | 11,089 |
| Verizon Communications | 4,599,733 | 273,638 |
| 510,539 | ||
| Entertainment 2.1% | ||
| Activision Blizzard | 859,881 | 69,607 |
| Electronic Arts (1) | 321,115 | 41,877 |
| Live Nation Entertainment (1)(2) | 158,335 | 8,531 |
| Netflix (1) | 490,624 | 245,327 |
| Take-Two Interactive Software (1) | 127,261 | 21,026 |
| Walt Disney | 2,011,092 | 249,536 |
| 635,904 | ||
| Interactive Media & Services 5.5% | ||
| Alphabet, Class A (1) | 334,202 | 489,807 |
| Alphabet, Class C (1) | 326,570 | 479,927 |
| Facebook, Class A (1) | 2,673,871 | 700,287 |
| Twitter (1) | 882,421 | 39,268 |
| 1,709,289 | ||
| Media 1.3% | ||
| Charter Communications, Class A (1) | 166,474 | 103,936 |
| Comcast, Class A | 5,070,062 | 234,541 |
| Discovery, Class A (1)(2) | 177,449 | 3,863 |
| Discovery, Class C (1) | 341,631 | 6,696 |
| DISH Network, Class A (1) | 276,526 | 8,028 |
| Fox, Class A | 379,411 | 10,559 |
| Fox, Class B | 175,315 | 4,904 |
| Interpublic Group | 442,530 | 7,377 |
| News, Class A | 439,333 | 6,159 |
| News, Class B | 141,624 | 1,980 |
| Omnicom Group | 239,631 | 11,862 |
| The accompanying notes are an integral part of this Portfolio of Investments. | ||
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| ViacomCBS, Class B (2) | 610,405 | 17,097 |
| 417,002 | ||
| Wireless Telecommunication Services 0.2% | ||
| T-Mobile US (1) | 647,316 | 74,027 |
| 74,027 | ||
| Total Communication Services | 3,346,761 | |
| CONSUMER DISCRETIONARY 11.5% | ||
| Auto Components 0.1% | ||
| Aptiv | 301,848 | 27,673 |
| BorgWarner | 230,947 | 8,947 |
| 36,620 | ||
| Automobiles 0.2% | ||
| Ford Motor | 4,345,542 | 28,941 |
| General Motors | 1,399,684 | 41,417 |
| 70,358 | ||
| Distributors 0.1% | ||
| Genuine Parts | 159,800 | 15,208 |
| LKQ (1) | 312,280 | 8,660 |
| 23,868 | ||
| Hotels, Restaurants & Leisure 1.6% | ||
| Carnival (2) | 505,794 | 7,678 |
| Chipotle Mexican Grill (1) | 31,133 | 38,720 |
| Darden Restaurants | 147,019 | 14,811 |
| Domino's Pizza | 43,891 | 18,666 |
| Hilton Worldwide Holdings | 311,426 | 26,571 |
| Las Vegas Sands | 368,675 | 17,202 |
| Marriott International, Class A | 297,479 | 27,541 |
| McDonald's | 827,144 | 181,550 |
| MGM Resorts International | 458,686 | 9,976 |
| Norwegian Cruise Line Holdings (1) | 305,420 | 5,226 |
| Royal Caribbean Cruises | 193,113 | 12,500 |
| Starbucks | 1,299,615 | 111,663 |
| Wynn Resorts | 110,087 | 7,905 |
| Yum! Brands | 335,168 | 30,601 |
| 510,610 | ||
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Household Durables 0.4% | ||
| D.R. Horton | 372,958 | 28,207 |
| Garmin | 162,916 | 15,454 |
| Leggett & Platt | 150,210 | 6,184 |
| Lennar, Class A | 308,789 | 25,222 |
| Mohawk Industries (1) | 67,939 | 6,630 |
| Newell Brands | 417,489 | 7,164 |
| NVR (1) | 3,842 | 15,688 |
| PulteGroup | 283,502 | 13,123 |
| Whirlpool | 69,165 | 12,719 |
| 130,391 | ||
| Internet & Direct Marketing Retail 5.3% | ||
| Amazon.com (1) | 473,485 | 1,490,876 |
| Booking Holdings (1) | 45,505 | 77,845 |
| eBay | 739,702 | 38,538 |
| Etsy (1) | 133,686 | 16,260 |
| Expedia Group | 151,540 | 13,895 |
| 1,637,414 | ||
| Leisure Products 0.0% | ||
| Hasbro | 142,553 | 11,792 |
| 11,792 | ||
| Multiline Retail 0.6% | ||
| Dollar General | 277,151 | 58,096 |
| Dollar Tree (1) | 262,922 | 24,015 |
| Target | 556,859 | 87,661 |
| 169,772 | ||
| Specialty Retail 2.5% | ||
| Advance Auto Parts | 76,356 | 11,721 |
| AutoZone (1) | 26,009 | 30,629 |
| Best Buy | 255,666 | 28,453 |
| CarMax (1) | 182,809 | 16,802 |
| Gap | 233,081 | 3,969 |
| Home Depot | 1,196,728 | 332,343 |
| L Brands | 264,041 | 8,399 |
| Lowe's | 840,394 | 139,388 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| O'Reilly Automotive (1) | 82,603 | 38,087 |
| Ross Stores | 394,431 | 36,808 |
| Tiffany | 121,015 | 14,020 |
| TJX | 1,332,095 | 74,131 |
| Tractor Supply | 129,703 | 18,592 |
| Ulta Beauty (1) | 63,336 | 14,186 |
| 767,528 | ||
| Textiles, Apparel & Luxury Goods 0.7% | ||
| Hanesbrands | 396,082 | 6,238 |
| NIKE, Class B | 1,384,479 | 173,808 |
| PVH | 79,541 | 4,744 |
| Ralph Lauren | 53,848 | 3,660 |
| Tapestry | 289,039 | 4,518 |
| Under Armour, Class A (1) | 204,198 | 2,293 |
| Under Armour, Class C (1) | 208,542 | 2,052 |
| VF | 357,898 | 25,142 |
| 222,455 | ||
| Total Consumer Discretionary | 3,580,808 | |
| CONSUMER STAPLES 7.0% | ||
| Beverages 1.7% | ||
| Brown-Forman, Class B | 204,206 | 15,381 |
| Coca-Cola | 4,299,109 | 212,247 |
| Constellation Brands, Class A | 186,407 | 35,326 |
| Molson Coors Beverage, Class B | 214,285 | 7,191 |
| Monster Beverage (1) | 409,132 | 32,812 |
| PepsiCo | 1,539,635 | 213,394 |
| 516,351 | ||
| Food & Staples Retailing 1.5% | ||
| Costco Wholesale | 491,114 | 174,345 |
| Kroger | 861,355 | 29,208 |
| Sysco | 566,122 | 35,224 |
| Walgreens Boots Alliance | 801,245 | 28,781 |
| Walmart | 1,544,311 | 216,065 |
| 483,623 | ||
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Food Products 1.1% | ||
| Archer-Daniels-Midland | 617,960 | 28,729 |
| Campbell Soup | 218,016 | 10,546 |
| Conagra Brands | 548,125 | 19,574 |
| General Mills | 681,748 | 42,050 |
| Hershey | 165,645 | 23,744 |
| Hormel Foods | 315,214 | 15,411 |
| JM Smucker | 127,574 | 14,737 |
| Kellogg | 280,465 | 18,115 |
| Kraft Heinz | 701,149 | 20,999 |
| Lamb Weston Holdings | 162,571 | 10,774 |
| McCormick | 137,712 | 26,730 |
| Mondelez International, Class A | 1,589,438 | 91,313 |
| Tyson Foods, Class A | 326,419 | 19,415 |
| 342,137 | ||
| Household Products 1.8% | ||
| Church & Dwight | 276,010 | 25,865 |
| Clorox | 140,808 | 29,594 |
| Colgate-Palmolive | 953,831 | 73,588 |
| Kimberly-Clark | 378,826 | 55,937 |
| Procter & Gamble | 2,768,113 | 384,740 |
| 569,724 | ||
| Personal Products 0.2% | ||
| Estee Lauder, Class A | 250,872 | 54,753 |
| 54,753 | ||
| Tobacco 0.7% | ||
| Altria Group | 2,066,252 | 79,840 |
| Philip Morris International | 1,731,478 | 129,843 |
| 209,683 | ||
| Total Consumer Staples | 2,176,271 | |
| ENERGY 2.0% | ||
| Energy Equipment & Services 0.1% | ||
| Baker Hughes | 729,034 | 9,689 |
| Halliburton | 991,092 | 11,943 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| National Oilwell Varco | 447,010 | 4,050 |
| Schlumberger | 1,558,267 | 24,246 |
| TechnipFMC | 478,930 | 3,022 |
| 52,950 | ||
| Oil, Gas & Consumable Fuels 1.9% | ||
| Apache | 418,318 | 3,961 |
| Cabot Oil & Gas | 436,519 | 7,578 |
| Chevron | 2,076,791 | 149,529 |
| Concho Resources | 219,644 | 9,691 |
| ConocoPhillips | 1,193,856 | 39,206 |
| Devon Energy | 435,353 | 4,118 |
| Diamondback Energy | 178,049 | 5,363 |
| EOG Resources | 646,836 | 23,247 |
| Exxon Mobil | 4,702,922 | 161,451 |
| Hess | 292,572 | 11,975 |
| HollyFrontier | 168,061 | 3,312 |
| Kinder Morgan | 2,175,752 | 26,827 |
| Marathon Oil | 851,530 | 3,483 |
| Marathon Petroleum | 730,385 | 21,430 |
| Noble Energy | 528,712 | 4,521 |
| Occidental Petroleum | 937,853 | 9,388 |
| ONEOK | 491,610 | 12,772 |
| Phillips 66 | 484,728 | 25,128 |
| Pioneer Natural Resources | 181,562 | 15,613 |
| Valero Energy | 452,695 | 19,611 |
| Williams | 1,346,868 | 26,466 |
| 584,670 | ||
| Total Energy | 637,620 | |
| FINANCIALS 9.7% | ||
| Banks 3.3% | ||
| Bank of America | 8,477,693 | 204,227 |
| Citigroup | 2,316,213 | 99,852 |
| Citizens Financial Group | 475,937 | 12,032 |
| Comerica | 158,241 | 6,053 |
| Fifth Third Bancorp | 803,198 | 17,124 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| First Republic Bank | 189,958 | 20,717 |
| Huntington Bancshares | 1,127,649 | 10,340 |
| JPMorgan Chase | 3,388,221 | 326,184 |
| KeyCorp | 1,088,412 | 12,985 |
| M&T Bank | 141,512 | 13,032 |
| People's United Financial | 482,706 | 4,977 |
| PNC Financial Services Group | 470,078 | 51,666 |
| Regions Financial | 1,063,733 | 12,265 |
| SVB Financial Group (1) | 56,958 | 13,705 |
| Truist Financial | 1,501,808 | 57,144 |
| U.S. Bancorp | 1,525,595 | 54,692 |
| Wells Fargo | 4,584,081 | 107,772 |
| Zions Bancorp | 186,541 | 5,451 |
| 1,030,218 | ||
| Capital Markets 2.6% | ||
| Ameriprise Financial | 134,026 | 20,655 |
| Bank of New York Mellon | 905,745 | 31,103 |
| BlackRock | 157,673 | 88,857 |
| Cboe Global Markets | 120,861 | 10,604 |
| Charles Schwab | 1,287,822 | 46,658 |
| CME Group | 399,014 | 66,759 |
| E*TRADE Financial | 247,337 | 12,379 |
| Franklin Resources | 295,913 | 6,022 |
| Goldman Sachs Group | 382,676 | 76,906 |
| Intercontinental Exchange | 622,482 | 62,279 |
| Invesco | 426,766 | 4,870 |
| MarketAxess Holdings | 42,410 | 20,424 |
| Moody's | 179,698 | 52,086 |
| Morgan Stanley | 1,331,788 | 64,392 |
| MSCI | 92,673 | 33,064 |
| Nasdaq | 126,909 | 15,573 |
| Northern Trust | 232,592 | 18,135 |
| Raymond James Financial | 133,760 | 9,732 |
| S&P Global | 268,384 | 96,779 |
| State Street | 389,869 | 23,131 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| T. Rowe Price Group (3) | 250,831 | 32,162 |
| 792,570 | ||
| Consumer Finance 0.5% | ||
| American Express | 725,852 | 72,767 |
| Capital One Financial | 507,423 | 36,463 |
| Discover Financial Services | 344,068 | 19,880 |
| Synchrony Financial | 607,316 | 15,894 |
| 145,004 | ||
| Diversified Financial Services 1.5% | ||
| Berkshire Hathaway, Class B (1) | 2,204,424 | 469,410 |
| 469,410 | ||
| Insurance 1.8% | ||
| Aflac | 734,383 | 26,695 |
| Allstate | 347,691 | 32,732 |
| American International Group | 958,985 | 26,401 |
| Aon, Class A | 257,587 | 53,140 |
| Arthur J. Gallagher | 213,401 | 22,531 |
| Assurant | 67,543 | 8,194 |
| Chubb | 502,159 | 58,311 |
| Cincinnati Financial | 164,826 | 12,851 |
| Everest Re Group | 44,975 | 8,884 |
| Globe Life | 109,190 | 8,724 |
| Hartford Financial Services Group | 396,244 | 14,606 |
| Lincoln National | 204,030 | 6,392 |
| Loews | 270,536 | 9,401 |
| Marsh & McLennan | 564,015 | 64,692 |
| MetLife | 859,355 | 31,942 |
| Principal Financial Group | 283,434 | 11,414 |
| Progressive | 650,403 | 61,574 |
| Prudential Financial | 438,535 | 27,856 |
| The Travelers Companies | 281,802 | 30,488 |
| Unum Group | 224,436 | 3,777 |
| W.R. Berkley | 153,986 | 9,416 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Willis Towers Watson | 143,639 | 29,995 |
| 560,016 | ||
| Total Financials | 2,997,218 | |
| HEALTH CARE 14.2% | ||
| Biotechnology 2.1% | ||
| AbbVie | 1,961,527 | 171,810 |
| Alexion Pharmaceuticals (1) | 245,051 | 28,041 |
| Amgen | 651,166 | 165,500 |
| Biogen (1) | 175,962 | 49,917 |
| Gilead Sciences | 1,393,955 | 88,084 |
| Incyte (1) | 203,690 | 18,279 |
| Regeneron Pharmaceuticals (1) | 116,322 | 65,115 |
| Vertex Pharmaceuticals (1) | 289,732 | 78,842 |
| 665,588 | ||
| Health Care Equipment & Supplies 4.0% | ||
| Abbott Laboratories | 1,969,380 | 214,328 |
| ABIOMED (1) | 49,750 | 13,784 |
| Align Technology (1) | 80,109 | 26,224 |
| Baxter International | 562,620 | 45,246 |
| Becton Dickinson & Company | 322,547 | 75,050 |
| Boston Scientific (1) | 1,592,821 | 60,862 |
| Cooper | 54,377 | 18,332 |
| Danaher | 702,313 | 151,229 |
| DENTSPLY SIRONA | 241,091 | 10,543 |
| DexCom (1) | 105,379 | 43,440 |
| Edwards Lifesciences (1) | 691,649 | 55,207 |
| Hologic (1) | 289,711 | 19,257 |
| IDEXX Laboratories (1) | 95,085 | 37,379 |
| Intuitive Surgical (1) | 130,213 | 92,391 |
| Medtronic | 1,494,924 | 155,353 |
| ResMed | 161,830 | 27,743 |
| STERIS | 94,239 | 16,604 |
| Stryker | 361,673 | 75,362 |
| Teleflex | 51,852 | 17,651 |
| Varian Medical Systems (1) | 101,944 | 17,534 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| West Pharmaceutical Services | 82,677 | 22,728 |
| Zimmer Biomet Holdings | 231,425 | 31,506 |
| 1,227,753 | ||
| Health Care Providers & Services 2.6% | ||
| AmerisourceBergen | 163,743 | 15,870 |
| Anthem | 279,511 | 75,074 |
| Cardinal Health | 326,818 | 15,344 |
| Centene (1) | 642,941 | 37,503 |
| Cigna | 407,252 | 68,993 |
| CVS Health | 1,455,434 | 84,997 |
| DaVita (1) | 84,422 | 7,231 |
| HCA Healthcare | 292,870 | 36,515 |
| Henry Schein (1) | 159,357 | 9,367 |
| Humana | 147,403 | 61,009 |
| Laboratory Corp. of America Holdings (1) | 107,625 | 20,262 |
| McKesson | 179,508 | 26,734 |
| Quest Diagnostics | 150,354 | 17,214 |
| UnitedHealth Group | 1,056,901 | 329,510 |
| Universal Health Services, Class B | 86,629 | 9,271 |
| 814,894 | ||
| Health Care Technology 0.1% | ||
| Cerner | 338,645 | 24,481 |
| 24,481 | ||
| Life Sciences Tools & Services 1.2% | ||
| Agilent Technologies | 344,272 | 34,751 |
| Bio-Rad Laboratories, Class A (1) | 24,058 | 12,401 |
| Illumina (1) | 162,389 | 50,191 |
| IQVIA Holdings (1) | 212,285 | 33,462 |
| Mettler-Toledo International (1) | 26,830 | 25,911 |
| PerkinElmer | 124,964 | 15,684 |
| Thermo Fisher Scientific | 439,903 | 194,226 |
| Waters (1) | 69,372 | 13,575 |
| 380,201 | ||
| Pharmaceuticals 4.2% | ||
| Bristol Myers Squibb | 2,505,234 | 151,041 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Catalent (1) | 183,889 | 15,752 |
| Eli Lilly | 882,790 | 130,671 |
| Johnson & Johnson | 2,927,112 | 435,788 |
| Merck | 2,811,118 | 233,182 |
| Mylan (1) | 581,817 | 8,628 |
| Perrigo | 154,368 | 7,087 |
| Pfizer | 6,177,264 | 226,706 |
| Zoetis | 528,436 | 87,387 |
| 1,296,242 | ||
| Total Health Care | 4,409,159 | |
| INDUSTRIALS & BUSINESS SERVICES 8.3% | ||
| Aerospace & Defense 1.6% | ||
| Boeing | 590,523 | 97,590 |
| General Dynamics | 258,649 | 35,805 |
| Howmet Aerospace | 431,642 | 7,217 |
| Huntington Ingalls Industries | 44,766 | 6,301 |
| L3Harris Technologies | 240,114 | 40,781 |
| Lockheed Martin | 273,731 | 104,915 |
| Northrop Grumman | 172,272 | 54,350 |
| Raytheon Technologies | 1,700,466 | 97,845 |
| Teledyne Technologies (1) | 40,834 | 12,667 |
| Textron | 255,601 | 9,225 |
| TransDigm Group | 60,728 | 28,853 |
| 495,549 | ||
| Air Freight & Logistics 0.7% | ||
| CH Robinson Worldwide (2) | 150,630 | 15,393 |
| Expeditors International of Washington | 186,327 | 16,866 |
| FedEx | 268,295 | 67,482 |
| United Parcel Service, Class B | 786,548 | 131,062 |
| 230,803 | ||
| Airlines 0.2% | ||
| Alaska Air Group | 139,970 | 5,127 |
| American Airlines Group (2) | 566,329 | 6,960 |
| Delta Air Lines | 714,606 | 21,853 |
| Southwest Airlines | 660,847 | 24,782 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | |||
|
| |||
| Shares/Par | $ Value | ||
| (Cost and value in $000s) | |||
| United Airlines Holdings (1) | 306,359 | 10,646 | |
| 69,368 | |||
| Building Products 0.5% | |||
| A.O. Smith | 152,667 | 8,061 | |
| Allegion | 101,323 | 10,022 | |
| Carrier Global | 905,857 | 27,665 | |
| Fortune Brands Home & Security | 153,692 | 13,297 | |
| Johnson Controls International | 828,465 | 33,843 | |
| Masco | 289,926 | 15,983 | |
| Trane Technologies | 266,300 | 32,289 | |
| 141,160 | |||
| Commercial Services & Supplies 0.4% | |||
| Cintas | 94,883 | 31,580 | |
| Copart (1) | 228,854 | 24,066 | |
| Republic Services | 232,582 | 21,712 | |
| Rollins | 156,993 | 8,508 | |
| Waste Management | 433,350 | 49,042 | |
| 134,908 | |||
| Construction & Engineering 0.1% | |||
| Jacobs Engineering Group | 143,110 | 13,276 | |
| Quanta Services | 154,895 | 8,188 | |
| 21,464 | |||
| Electrical Equipment 0.5% | |||
| AMETEK | 253,858 | 25,234 | |
| Eaton | 445,871 | 45,492 | |
| Emerson Electric | 664,533 | 43,573 | |
| Rockwell Automation | 128,535 | 28,365 | |
| 142,664 | |||
| Industrial Conglomerates 1.1% | |||
| 3 M | 640,915 | 102,662 | |
| General Electric | 9,745,868 | 60,717 | |
| Honeywell International | 780,825 | 128,531 | |
| Roper Technologies | 116,363 | 45,976 | |
| 337,886 | |||
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Machinery 1.6% | ||
| Caterpillar | 602,508 | 89,864 |
| Cummins | 164,555 | 34,747 |
| Deere | 348,443 | 77,225 |
| Dover | 161,708 | 17,520 |
| Flowserve | 146,714 | 4,004 |
| Fortive | 377,629 | 28,779 |
| IDEX | 84,218 | 15,362 |
| Illinois Tool Works | 320,699 | 61,962 |
| Ingersoll Rand (1) | 391,190 | 13,926 |
| Otis Worldwide | 452,067 | 28,218 |
| PACCAR | 385,755 | 32,897 |
| Parker-Hannifin | 143,013 | 28,937 |
| Pentair | 187,447 | 8,580 |
| Snap-on | 60,116 | 8,845 |
| Stanley Black & Decker | 172,384 | 27,961 |
| Wabtec | 198,424 | 12,279 |
| Xylem | 202,357 | 17,022 |
| 508,128 | ||
| Professional Services 0.3% | ||
| Equifax | 134,941 | 21,172 |
| IHS Markit | 417,882 | 32,808 |
| Nielsen Holdings | 404,731 | 5,739 |
| Robert Half International | 129,491 | 6,856 |
| Verisk Analytics | 181,614 | 33,655 |
| 100,230 | ||
| Road & Rail 1.1% | ||
| CSX | 850,291 | 66,042 |
| JB Hunt Transport Services | 93,944 | 11,872 |
| Kansas City Southern | 105,581 | 19,092 |
| Norfolk Southern | 283,923 | 60,757 |
| Old Dominion Freight Line | 105,891 | 19,158 |
| Union Pacific | 754,975 | 148,632 |
| 325,553 | ||
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Trading Companies & Distributors 0.2% | ||
| Fastenal | 637,113 | 28,727 |
| United Rentals (1) | 80,752 | 14,091 |
| W. W. Grainger | 48,534 | 17,316 |
| 60,134 | ||
| Total Industrials & Business Services | 2,567,847 | |
| INFORMATION TECHNOLOGY 28.1% | ||
| Communications Equipment 0.8% | ||
| Arista Networks (1) | 60,741 | 12,569 |
| Cisco Systems | 4,708,001 | 185,448 |
| F5 Networks (1) | 67,643 | 8,305 |
| Juniper Networks | 376,360 | 8,092 |
| Motorola Solutions | 188,932 | 29,626 |
| 244,040 | ||
| Electronic Equipment, Instruments & Components 0.5% | ||
| Amphenol, Class A | 332,103 | 35,957 |
| CDW | 159,605 | 19,078 |
| Corning | 843,492 | 27,338 |
| FLIR Systems | 146,790 | 5,262 |
| IPG Photonics (1) | 39,329 | 6,685 |
| Keysight Technologies (1) | 206,867 | 20,434 |
| TE Connectivity | 368,256 | 35,993 |
| Zebra Technologies, Class A (1) | 58,726 | 14,826 |
| 165,573 | ||
| IT Services 5.6% | ||
| Accenture, Class A | 707,806 | 159,957 |
| Akamai Technologies (1) | 182,118 | 20,131 |
| Automatic Data Processing | 477,629 | 66,625 |
| Broadridge Financial Solutions | 128,582 | 16,973 |
| Cognizant Technology Solutions, Class A | 600,867 | 41,712 |
| DXC Technology | 288,246 | 5,145 |
| Fidelity National Information Services | 689,388 | 101,485 |
| Fiserv (1) | 618,486 | 63,735 |
| FleetCor Technologies (1) | 92,948 | 22,131 |
| Gartner (1) | 99,253 | 12,402 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Global Payments | 332,999 | 59,134 |
| International Business Machines | 989,917 | 120,443 |
| Jack Henry & Associates | 84,869 | 13,799 |
| Leidos Holdings | 147,651 | 13,163 |
| Mastercard, Class A | 982,445 | 332,233 |
| Paychex | 355,026 | 28,320 |
| PayPal Holdings (1) | 1,305,137 | 257,151 |
| VeriSign (1) | 112,974 | 23,143 |
| Visa, A Shares | 1,874,871 | 374,918 |
| Western Union | 451,529 | 9,676 |
| 1,742,276 | ||
| Semiconductors & Semiconductor Equipment 5.1% | ||
| Advanced Micro Devices (1) | 1,306,123 | 107,089 |
| Analog Devices | 411,570 | 48,047 |
| Applied Materials | 1,017,077 | 60,465 |
| Broadcom | 447,296 | 162,959 |
| Intel | 4,728,810 | 244,858 |
| KLA | 172,581 | 33,436 |
| Lam Research | 161,869 | 53,700 |
| Maxim Integrated Products | 299,883 | 20,275 |
| Microchip Technology | 273,903 | 28,146 |
| Micron Technology (1) | 1,235,918 | 58,039 |
| NVIDIA | 686,296 | 371,437 |
| Qorvo (1) | 128,420 | 16,567 |
| QUALCOMM | 1,254,802 | 147,665 |
| Skyworks Solutions | 185,152 | 26,940 |
| Teradyne | 186,009 | 14,780 |
| Texas Instruments | 1,018,722 | 145,463 |
| Xilinx | 273,378 | 28,497 |
| 1,568,363 | ||
| Software 9.2% | ||
| Adobe (1) | 533,979 | 261,879 |
| ANSYS (1) | 95,569 | 31,273 |
| Autodesk (1) | 244,439 | 56,468 |
| Cadence Design Systems (1) | 310,554 | 33,114 |
| Citrix Systems | 129,923 | 17,892 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Fortinet (1) | 150,186 | 17,693 |
| Intuit | 291,626 | 95,131 |
| Microsoft | 8,416,613 | 1,770,266 |
| NortonLifeLock | 606,884 | 12,648 |
| Oracle | 2,151,285 | 128,432 |
| Paycom Software (1) | 54,087 | 16,837 |
| salesforce.com (1) | 1,012,593 | 254,485 |
| ServiceNow (1) | 213,570 | 103,582 |
| Synopsys (1) | 169,598 | 36,291 |
| Tyler Technologies (1) | 44,518 | 15,517 |
| 2,851,508 | ||
| Technology Hardware, Storage & Peripherals 6.9% | ||
| Apple | 17,878,385 | 2,070,496 |
| Hewlett Packard Enterprise | 1,432,915 | 13,426 |
| HP | 1,522,559 | 28,913 |
| NetApp | 250,327 | 10,974 |
| Seagate Technology | 245,032 | 12,073 |
| Western Digital | 338,837 | 12,385 |
| Xerox Holdings | 201,681 | 3,786 |
| 2,152,053 | ||
| Total Information Technology | 8,723,813 | |
| MATERIALS 2.6% | ||
| Chemicals 1.8% | ||
| Air Products & Chemicals | 245,877 | 73,237 |
| Albemarle | 120,200 | 10,731 |
| Celanese | 132,264 | 14,212 |
| CF Industries Holdings | 241,592 | 7,419 |
| Corteva | 830,919 | 23,939 |
| Dow | 822,910 | 38,718 |
| DuPont de Nemours | 819,459 | 45,464 |
| Eastman Chemical | 152,101 | 11,882 |
| Ecolab | 275,704 | 55,097 |
| FMC | 141,853 | 15,024 |
| International Flavors & Fragrances | 117,827 | 14,428 |
| Linde | 584,372 | 139,156 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| LyondellBasell Industries, Class A | 284,908 | 20,083 |
| Mosaic | 385,525 | 7,043 |
| PPG Industries | 261,462 | 31,919 |
| Sherwin-Williams | 90,643 | 63,155 |
| 571,507 | ||
| Construction Materials 0.1% | ||
| Martin Marietta Materials | 69,179 | 16,282 |
| Vulcan Materials | 148,106 | 20,074 |
| 36,356 | ||
| Containers & Packaging 0.4% | ||
| Amcor | 1,733,736 | 19,158 |
| Avery Dennison | 92,856 | 11,871 |
| Ball | 362,656 | 30,144 |
| International Paper | 441,165 | 17,885 |
| Packaging Corp. of America | 105,819 | 11,539 |
| Sealed Air | 175,255 | 6,802 |
| Westrock | 288,749 | 10,031 |
| 107,430 | ||
| Metals & Mining 0.3% | ||
| Freeport-McMoRan | 1,615,634 | 25,269 |
| Newmont | 894,698 | 56,769 |
| Nucor | 332,533 | 14,917 |
| 96,955 | ||
| Total Materials | 812,248 | |
| REAL ESTATE 2.6% | ||
| Equity Real Estate Investment Trusts 2.5% | ||
| Alexandria Real Estate Equities, REIT | 129,499 | 20,720 |
| American Tower, REIT | 493,145 | 119,208 |
| Apartment Investment & Management, Class A, REIT | 167,433 | 5,646 |
| AvalonBay Communities, REIT | 156,007 | 23,298 |
| Boston Properties, REIT | 158,039 | 12,690 |
| Crown Castle International, REIT | 466,430 | 77,661 |
| Digital Realty Trust, REIT | 298,977 | 43,878 |
| Duke Realty, REIT | 412,267 | 15,213 |
| Equinix, REIT | 98,472 | 74,851 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Equity Residential, REIT | 382,847 | 19,651 |
| Essex Property Trust, REIT | 73,205 | 14,699 |
| Extra Space Storage, REIT | 143,944 | 15,401 |
| Federal Realty Investment Trust, REIT | 79,113 | 5,810 |
| Healthpeak Properties, REIT | 603,545 | 16,386 |
| Host Hotels & Resorts, REIT | 782,154 | 8,439 |
| Iron Mountain, REIT (2) | 322,823 | 8,648 |
| Kimco Realty, REIT | 474,799 | 5,346 |
| Mid-America Apartment Communities, REIT | 125,409 | 14,541 |
| Prologis, REIT | 821,183 | 82,627 |
| Public Storage, REIT | 169,140 | 37,671 |
| Realty Income, REIT | 381,986 | 23,206 |
| Regency Centers, REIT | 175,717 | 6,681 |
| SBA Communications, REIT | 124,230 | 39,565 |
| Simon Property Group, REIT | 343,593 | 22,224 |
| SL Green Realty, REIT (2) | 81,270 | 3,768 |
| UDR, REIT | 326,281 | 10,640 |
| Ventas, REIT | 417,898 | 17,535 |
| Vornado Realty Trust, REIT (2) | 178,402 | 6,014 |
| Welltower, REIT | 464,780 | 25,605 |
| Weyerhaeuser, REIT | 829,452 | 23,656 |
| 801,278 | ||
| Real Estate Management & Development 0.1% | ||
| CBRE Group, Class A (1) | 368,951 | 17,330 |
| 17,330 | ||
| Total Real Estate | 818,608 | |
| UTILITIES 3.0% | ||
| Electric Utilities 1.9% | ||
| Alliant Energy | 279,384 | 14,430 |
| American Electric Power | 552,901 | 45,189 |
| Duke Energy | 816,333 | 72,294 |
| Edison International | 419,955 | 21,350 |
| Entergy | 222,270 | 21,900 |
| Evergy | 256,424 | 13,031 |
| Eversource Energy | 373,524 | 31,208 |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||
|
| ||
| Shares/Par | $ Value | |
| (Cost and value in $000s) | ||
| Exelon | 1,083,483 | 38,745 |
| FirstEnergy | 609,652 | 17,503 |
| NextEra Energy | 544,537 | 151,142 |
| NRG Energy | 271,530 | 8,347 |
| Pinnacle West Capital | 125,695 | 9,371 |
| PPL | 850,993 | 23,156 |
| Southern | 1,177,767 | 63,859 |
| Xcel Energy | 584,594 | 40,343 |
| 571,868 | ||
| Gas Utilities 0.0% | ||
| Atmos Energy | 138,465 | 13,236 |
| 13,236 | ||
| Independent Power & Renewable Electricity Producers 0.1% | ||
| AES | 741,660 | 13,432 |
| 13,432 | ||
| Multi-Utilities 0.9% | ||
| Ameren | 274,044 | 21,671 |
| CenterPoint Energy | 574,156 | 11,110 |
| CMS Energy | 321,924 | 19,769 |
| Consolidated Edison | 373,663 | 29,071 |
| Dominion Energy | 934,327 | 73,747 |
| DTE Energy | 213,544 | 24,566 |
| NiSource | 431,059 | 9,483 |
| Public Service Enterprise Group | 562,531 | 30,889 |
| Sempra Energy | 321,075 | 38,003 |
| WEC Energy Group | 351,222 | 34,033 |
| 292,342 | ||
| Water Utilities 0.1% | ||
| American Water Works | 202,998 | 29,410 |
| 29,410 | ||
| Total Utilities | 920,288 | |
| Total Common Stocks (Cost $12,682,107) | 30,990,641 | |
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||||
| Shares/Par | $ Value | |||
| (Cost and value in $000s) | ||||
| SHORT-TERM INVESTMENTS 0.1% | ||||
| MONEY MARKET FUNDS 0.1% | ||||
| T. Rowe Price Government Reserve Fund, 0.09% (3)(4) | 19,030,080 | 19,030 | ||
| 19,030 | ||||
| U.S. TREASURY OBLIGATIONS 0.0% | ||||
| U.S. Treasury Bills, 0.05%, 12/31/20 | 1,041,000 | 1,041 | ||
| U.S. Treasury Bills, 0.11%, 3/25/21 (5) | 5,639,000 | 5,636 | ||
| 6,677 | ||||
| Total Short-Term Investments (Cost $25,706) | 25,707 | |||
| SECURITIES LENDING COLLATERAL 0.2% | ||||
| INVESTMENTS IN A POOLED ACCOUNT THROUGH | ||||
| SECURITIES LENDING PROGRAM WITH STATE STREET | ||||
| BANK AND TRUST COMPANY 0.2% | ||||
| Short-Term Funds 0.2% | ||||
| T. Rowe Price Short-Term Fund, 0.13% (3)(4) | 5,509,754 | 55,098 | ||
| Total Investments in a Pooled Account through Securities Lending Program with | ||||
| State Street Bank and Trust Company | 55,098 | |||
| Total Securities Lending Collateral (Cost $55,098) | 55,098 | |||
| Total Investments in Securities 100.1% | ||||
| (Cost $12,762,911) | $ | 31,071,446 | ||
| Other Assets Less Liabilities (0.1)% | (37,039) | |||
| Net Assets 100.0% | $ | 31,034,407 | ||
The accompanying notes are an integral part of this Portfolio of Investments.
T. ROWE PRICE EQUITY INDEX 500 FUND
| ‡ | Shares/Par and Notional Amount are denominated in U.S. dollars unless | |
| otherwise noted. | ||
| (1) | Non-income producing | |
| (2) | All or a portion of this security is on loan at September 30, 2020. | |
| (3) | Affiliated Companies | |
| (4) | Seven-day yield | |
| (5) | At September 30, 2020, all or a portion of this security is pledged as collateral | |
| and/or margin deposit to cover future funding obligations. | ||
| REIT | A domestic Real Estate Investment Trust whose distributions pass-through | |
| with original tax character to the shareholder | ||
The accompanying notes are an integral part of this Portfolio of Investments.
| T. ROWE PRICE EQUITY INDEX 500 FUND | ||||||||
| FUTURES CONTRACTS | ||||||||
| ($ | 000 s) | |||||||
| Value and | ||||||||
| Expiration | Notional | Unrealized Gain | ||||||
| Date | Amount | (Loss) | ||||||
| Long, 305 S&P 500 E-Mini Index Contracts | 12/20 | 51,118 | $ | (17) | ||||
| Net payments (receipts) of variation margin to date | 296 | |||||||
| Variation margin receivable (payable) on open futures contracts | $ | 279 | ||||||
The accompanying notes are an integral part of this Portfolio of Investments.
T. ROWE PRICE EQUITY INDEX 500 FUND
Affiliated Companies
($000s)
The fund may invest in certain securities that are considered affiliated companies. As defined
by the 1940 Act, an affiliated company is one in which the fund owns 5% or more of the
outstanding voting securities, or a company that is under common ownership or control. The
following securities were considered affiliated companies for all or some portion of the nine
months ended September 30, 2020. Net realized gain (loss), investment income, change in net
unrealized gain/loss, and purchase and sales cost reflect all activity for the period then ended.
| Change in Net | ||||||||||||
| Net Realized Gain | Unrealized | Investment | ||||||||||
| Affiliate | (Loss) | Gain/Loss | Income | |||||||||
| T. Rowe Price Group | $ | 1,584 | $ | 344 | $ | 726 | ||||||
| T. Rowe Price Government | ||||||||||||
| Reserve Fund | — | — | 323 | |||||||||
| T. Rowe Price Short-Term Fund | — | — | —++ | |||||||||
| Totals | $ | 1,584 | # | $ | 344 | $ | 1,049+ | |||||
| Supplementary Investment Schedule | ||||||||||||
| Value | Purchase | Sales | Value | |||||||||
| Affiliate | 12/31/19 | Cost | Cost | 9/30/20 | ||||||||
| T. Rowe Price Group | $ | 33,454 | $ | 3,398 | $ | 5,034$ | 32,162 | |||||
| T. Rowe Price Government | ||||||||||||
| Reserve Fund | 178,902 | ¤ | ¤ | 19,030 | ||||||||
| T. Rowe Price Short-Term | ||||||||||||
| Fund | 224,577 | ¤ | ¤ | 55,098 | ||||||||
| Total | $ | 106,290^ | ||||||||||
| # | Capital gain distributions from mutual funds represented $0 of the net realized gain (loss). |
| ++ Excludes earnings on securities lending collateral, which are subject to rebates and fees. | |
| + | Investment income comprised $1,049 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 $106,290. |
The accompanying notes are an integral part of this Portfolio of Investments.
T. ROWE PRICE EQUITY INDEX 500 FUND
Unaudited
NOTES TO PORTFOLIO OF
INVESTMENTS
T. Rowe Price Equity Index 500 Fund (the fund) is registered under the Investment Company Act of 1940 (the 1940 Act)
as an open-end management investment company and follows accounting and reporting guidance of the Financial
Accounting Standards Board Accounting Standards Codification Topic 946. The accompanying Portfolio of Investments
was prepared in accordance with accounting principles generally accepted in the United States of America (GAAP). For
additional information on the fund’s significant accounting policies and investment related disclosures, please refer to the
fund’s most recent semiannual or annual shareholder report and its prospectus.
VALUATION
The fund’s financial instruments are valued at the close of the New York Stock Exchange (NYSE), normally 4 p.m. ET,
each day the NYSE is open for business.
Fair Value
The fund’s financial instruments are reported at fair value, which GAAP defines as the price that would be received to
sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement
date. The T. Rowe Price Valuation Committee (the Valuation Committee) is an internal committee that has been
delegated certain responsibilities by the fund’s Board of Directors (the Board) to ensure that financial instruments are
appropriately priced at fair value in accordance with GAAP and the 1940 Act. Subject to oversight by the Board, the
Valuation Committee develops and oversees pricing-related policies and procedures and approves all fair value
determinations. Specifically, the Valuation Committee establishes procedures to value securities; determines pricing
techniques, sources, and persons eligible to effect fair value pricing actions; oversees the selection, services, and
performance of pricing vendors; oversees valuation-related business continuity practices; and provides guidance on
internal controls and valuation-related matters. The Valuation Committee reports to the Board and has representation
from legal, portfolio management and trading, operations, risk management, and the fund’s treasurer.
Various valuation techniques and inputs are used to determine the fair value of financial instruments. GAAP
establishes the following fair value hierarchy that categorizes the inputs used to measure fair value:
Level 1 - quoted prices (unadjusted) in active markets for identical financial instruments that the fund can access at
the reporting date
Level 2 - inputs other than Level 1 quoted prices that are observable, either directly or indirectly (including, but not
limited to, quoted prices for similar financial instruments in active markets, quoted prices for identical or
similar financial instruments in inactive markets, interest rates and yield curves, implied volatilities, and
credit spreads)
Level 3 - unobservable inputs
Observable inputs are developed using market data, such as publicly available information about actual events or
transactions, and reflect the assumptions that market participants would use to price the financial instrument.
Unobservable inputs are those for which market data are not available and are developed using the best information
available about the assumptions that market participants would use to price the financial instrument. GAAP requires
valuation techniques to maximize the use of relevant observable inputs and minimize the use of unobservable inputs.
When multiple inputs are used to derive fair value, the financial instrument is assigned to the level within the fair value
hierarchy based on the lowest-level input that is significant to the fair value of the financial instrument. Input levels are
not necessarily an indication of the risk or liquidity associated with financial instruments at that level but rather the
degree of judgment used in determining those values.
Valuation Techniques
Equity securities listed or regularly traded on a securities exchange or in the over-the-counter (OTC) market are valued
at the last quoted sale price or, for certain markets, the official closing price at the time the valuations are made. OTC
Bulletin Board securities are valued at the mean of the closing bid and asked prices. A security that is listed or traded on
T. ROWE PRICE EQUITY INDEX 500 FUND
more than one exchange is valued at the quotation on the exchange determined to be the primary market for such
security. Listed securities not traded on a particular day are valued at the mean of the closing bid and asked prices.
Actively traded equity securities listed on a domestic exchange generally are categorized in Level 1 of the fair value
hierarchy. OTC Bulletin Board securities, certain preferred securities, and equity securities traded in inactive markets
generally are categorized in Level 2 of the fair value hierarchy.
Debt securities generally are traded in the OTC market and are valued at prices furnished by independent pricing
services or by broker dealers who make markets in such securities. When valuing securities, the independent pricing
services consider the yield or price of bonds of comparable quality, coupon, maturity, and type, as well as prices quoted
by dealers who make markets in such securities. Generally, debt securities are categorized in Level 2 of the fair value
hierarchy; however, to the extent the valuations include significant unobservable inputs, the securities would be
categorized in Level 3.
Investments in mutual funds are valued at the mutual fund’s closing NAV per share on the day of valuation and are
categorized in Level 1 of the fair value hierarchy. Financial futures contracts are valued at closing settlement prices and
are categorized in Level 1 of the fair value hierarchy.
Thinly traded financial instruments and those for which the above valuation procedures are inappropriate or are
deemed not to reflect fair value are stated at fair value as determined in good faith by the Valuation Committee. The
objective of any fair value pricing determination is to arrive at a price that could reasonably be expected from a current
sale. Financial instruments fair valued by the Valuation Committee are primarily private placements, restricted
securities, warrants, rights, and other securities that are not publicly traded.
Subject to oversight by the Board, the Valuation Committee regularly makes good faith judgments to establish and
adjust the fair valuations of certain securities as events occur and circumstances warrant. For instance, in determining
the fair value of an equity investment with limited market activity, such as a private placement or a thinly traded public
company stock, the Valuation Committee considers a variety of factors, which may include, but are not limited to, the
issuer’s business prospects, its financial standing and performance, recent investment transactions in the issuer, new
rounds of financing, negotiated transactions of significant size between other investors in the company, relevant market
valuations of peer companies, strategic events affecting the company, market liquidity for the issuer, and general
economic conditions and events. In consultation with the investment and pricing teams, the Valuation Committee will
determine an appropriate valuation technique based on available information, which may include both observable and
unobservable inputs. The Valuation Committee typically will afford greatest weight to actual prices in arm’s length
transactions, to the extent they represent orderly transactions between market participants, transaction information can
be reliably obtained, and prices are deemed representative of fair value. However, the Valuation Committee may also
consider other valuation methods such as market-based valuation multiples; a discount or premium from market value
of a similar, freely traded security of the same issuer; or some combination. Fair value determinations are reviewed on a
regular basis and updated as information becomes available, including actual purchase and sale transactions of the
issue. Because any fair value determination involves a significant amount of judgment, there is a degree of subjectivity
inherent in such pricing decisions, and fair value prices determined by the Valuation Committee could differ from
those of other market participants. Depending on the relative significance of unobservable inputs, including the
valuation technique(s) used, fair valued securities may be categorized in Level 2 or 3 of the fair value hierarchy.
T. ROWE PRICE EQUITY INDEX 500 FUND
Valuation Inputs
The following table summarizes the fund’s financial instruments, based on the inputs used to determine their fair values
on September 30, 2020 (for further detail by category, please refer to the accompanying Portfolio of Investments):
| ($000s) | Level 1 | Level 2 | Level 3 | Total Value | |||
| Assets | |||||||
| Common Stocks | $ | 30,990,641$ | — $ | — $ | 30,990,641 | ||
| Short-Term Investments | 19,030 | 6,677 | — | 25,707 | |||
| Securities Lending Collateral | 55,098 | — | — | 55,098 | |||
| Total Securities | 31,064,769 | 6,677 | — | 31,071,446 | |||
| Futures Contracts | 279 | — | — | 279 | |||
| Total | $ | 31,065,048$ | 6,677$ | — $ | 31,071,725 | ||