NPORT-EX 2 70G8TRPExtendedEQMktInFd.htm g8trowepriceextendedequityin.htm - Generated by SEC Publisher for SEC Filing

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
September 30, 2020 (Unaudited)

Portfolio of Investments‡  Shares/Par  $ Value 
(Cost and value in $000s)     
COMMON STOCKS 99.5%     
COMMUNICATION SERVICES 4.9%     
 
Diversified Telecommunication Services 0.6%     
ATN International  2,900  146 
Bandwidth, Class A (1)(2)  3,000  524 
Cogent Communications Holdings  7,800  468 
GCI Liberty, Class A (1)  21,362  1,751 
IDT, Class B (1)  5,342  35 
Iridium Communications (1)  13,518  346 
Liberty Global, Class A (1)  25,434  534 
Liberty Global, Series C (1)  53,228  1,093 
Liberty Latin America, Class A (1)  18,329  151 
Liberty Latin America, Class C (1)  34,138  278 
ORBCOMM (1)  94,600  322 
Vonage Holdings (1)  40,400  413 
    6,061 
Entertainment 0.9%     
Cinemark Holdings (2)  11,313  113 
Glu Mobile (1)  52,000  399 
Liberty Media - Liberty Formula One, Class A (1)  7,700  258 
Liberty Media - Liberty Formula One, Class C (1)  39,100  1,418 
Lions Gate Entertainment, Class B (1)  9,500  83 
Madison Square Garden Entertainment (1)  3,921  269 
Madison Square Garden Sports (1)  3,021  455 
Roku (1)  16,814  3,174 
Warner Music Group, Class A  13,700  394 
World Wrestling Entertainment, Class A  9,800  397 
Zynga, Class A (1)  132,837  1,211 
    8,171 
Interactive Media & Services 1.8%     
Cargurus (1)  3,000  65 
Cars. com (1)  5,100  41 
IAC/InterActiveCorp (1)  12,430  1,489 
Match Group (1)  37,128  4,108 
   
The accompanying notes are an integral part of this Portfolio of Investments.   

 

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Pinterest, Class A (1)  65,100  2,702 
Snap, Class A (1)  137,242  3,584 
TripAdvisor  17,900  351 
TrueCar (1)  98,800  494 
Yelp (1)  20,100  404 
Zedge, Class B (1)  4,980  7 
Zillow Group, Class A (1)  9,241  938 
Zillow Group, Class C (1)(2)  23,182  2,355 
    16,538 
Media 1.5%     
Altice USA, Class A (1)  44,500  1,157 
AMC Networks, Class A (1)  9,000  222 
Cable One  1,000  1,885 
Cardlytics (1)(2)  6,234  440 
Clear Channel Outdoor Holdings (1)  47,200  47 
EW Scripps, Class A  29,545  338 
John Wiley & Sons, Class A  5,770  183 
Liberty Broadband, Class A (1)  5,575  791 
Liberty Broadband, Class C (1)  25,950  3,707 
Liberty Media - Liberty SiriusXM, Class A (1)  10,900  362 
Liberty Media - Liberty SiriusXM, Class C (1)  25,417  841 
Media General, CVR (1)(3)  21,600  2 
Meredith  5,300  69 
MSG Networks, Class A (1)(2)  15,664  150 
New York Times, Class A  18,500  792 
Nexstar Media Group, Class A  4,797  431 
Salem Media (2)  20,450  19 
Scholastic  11,420  240 
Sinclair Broadcast Group, Class A (2)  18,810  362 
Sirius XM Holdings (2)  185,487  994 
TechTarget (1)  900  40 
TEGNA  18,016  212 
Tribune Publishing  12,900  150 
    13,434 
Wireless Telecommunication Services 0.1%     
Shenandoah Telecommunications  5,400  240 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Telephone & Data Systems  22,685  418 
United States Cellular (1)  3,293  97 
    755 
Total Communication Services    44,959 
CONSUMER DISCRETIONARY 16.1%     
 
Auto Components 0.8%     
Adient (1)  18,900  328 
Autoliv  11,600  845 
Cooper Tire & Rubber  3,300  105 
Dana  26,600  328 
Delphi Technologies (1)  1,700  28 
Dorman Products (1)  5,500  497 
Fox Factory Holding (1)  7,500  557 
Gentex  26,120  673 
Gentherm (1)  9,300  380 
Goodyear Tire & Rubber  47,898  367 
Horizon Global (1)  46,100  265 
LCI Industries  4,600  489 
Lear  7,000  763 
Motorcar Parts of America (1)  9,700  151 
Standard Motor Products  8,150  364 
Stoneridge (1)  14,100  259 
Tenneco, Class A (1)(2)  28,050  195 
Veoneer (1)(2)  5,000  74 
Visteon (1)  6,200  429 
Workhorse Group (1)(2)  4,500  114 
    7,211 
Automobiles 5.8%     
Harley-Davidson  10,000  246 
Tesla (1)  119,440  51,241 
Thor Industries  10,900  1,038 
Winnebago Industries  7,420  383 
    52,908 
Distributors 0.3%     
Core-Mark Holding  11,690  338 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Pool  6,777  2,267 
    2,605 
Diversified Consumer Services 0.9%     
Adtalem Global Education (1)  6,700  164 
Bright Horizons Family Solutions (1)  11,189  1,701 
Carriage Services  7,200  161 
Chegg (1)  16,500  1,179 
frontdoor (1)  12,150  473 
Graham Holdings, Class B  1,090  440 
Grand Canyon Education (1)  9,300  743 
H&R Block  6,300  103 
K12 (1)  4,400  116 
Regis (1)(2)  21,300  131 
Service Corp. International  33,131  1,397 
ServiceMaster Global Holdings (1)  25,200  1,005 
Strategic Education  4,825  441 
Vivint Smart Home (1)  2,900  50 
WW International (1)  14,500  274 
    8,378 
Hotels, Restaurants & Leisure 2.3%     
Aramark  40,700  1,076 
BJ's Restaurants  6,133  181 
Bloomin' Brands  7,700  118 
Boyd Gaming  15,700  482 
Brinker International  8,479  362 
Caesars Entertainment (1)(2)  22,000  1,233 
Canterbury Park Holding  24,581  299 
Cheesecake Factory  7,540  209 
Choice Hotels International  6,300  541 
Churchill Downs  6,800  1,114 
Cracker Barrel Old Country Store  5,600  642 
Dave & Buster's Entertainment  3,800  58 
Denny's (1)  23,700  237 
Dine Brands Global  5,400  295 
DraftKings, Class A (1)(2)  33,500  1,971 
Dunkin' Brands Group  14,796  1,212 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Everi Holdings (1)  37,400  309 
Extended Stay America  36,900  441 
Hilton Grand Vacations (1)  12,010  252 
Hyatt Hotels, Class A  7,800  416 
Jack in the Box  5,900  468 
Marriott Vacations Worldwide  4,579  416 
Papa John's International  4,340  357 
Penn National Gaming (1)(2)  23,004  1,672 
Planet Fitness, Class A (1)  16,926  1,043 
Red Robin Gourmet Burgers (1)  4,450  59 
Red Rock Resorts, Class A  20,900  357 
Scientific Games (1)  15,430  539 
Shake Shack, Class A (1)(2)  6,500  419 
Six Flags Entertainment  14,600  296 
Texas Roadhouse  9,000  547 
Vail Resorts  7,000  1,498 
Wendy's  33,140  739 
Wingstop  4,800  656 
Wyndham Destinations  10,600  326 
Wyndham Hotels & Resorts  9,800  495 
    21,335 
Household Durables 1.0%     
Cavco Industries (1)  900  162 
GoPro, Class A (1)  63,100  286 
Helen of Troy (1)  4,500  871 
Hovnanian Enterprises, Class A (1)(2)  5,284  172 
iRobot (1)(2)  6,400  486 
KB Home  16,500  633 
La-Z-Boy  11,350  359 
LGI Homes (1)  1,537  178 
M/I Homes (1)  10,170  468 
MDC Holdings  5,243  247 
Meritage Homes (1)  7,300  806 
Taylor Morrison Home (1)  26,000  639 
Tempur Sealy International (1)  7,550  673 
Toll Brothers  26,120  1,271 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
TopBuild (1)  3,800  649 
TRI Pointe Group (1)  40,500  735 
Tupperware Brands  13,520  273 
Universal Electronics (1)  6,200  234 
    9,142 
Internet & Direct Marketing Retail 0.8%     
1-800-Flowers. com, Class A (1)  19,268  481 
Chewy, Class A (1)(2)  4,841  265 
Groupon (1)(2)  9,095  186 
GrubHub (1)  14,600  1,056 
Overstock. com (1)  4,900  356 
Quotient Technology (1)  18,690  138 
Qurate Retail, Series A  55,150  396 
Stamps. com (1)  3,000  723 
Wayfair, Class A (1)(2)  12,100  3,521 
    7,122 
Leisure Products 0.6%     
Acushnet Holdings  800  27 
Brunswick  16,200  954 
Callaway Golf  15,600  299 
Malibu Boats, Class A (1)  5,000  248 
Marine Products  8,600  134 
Mattel (1)  55,539  650 
Peloton Interactive, Class A (1)  27,200  2,699 
Polaris Industries  7,540  711 
YETI Holdings (1)  5,000  227 
    5,949 
Multiline Retail 0.3%     
Big Lots  15,500  691 
Dillard's, Class A (2)  6,700  245 
Kohl's  18,700  346 
Ollie's Bargain Outlet Holdings (1)  13,700  1,197 
    2,479 
Specialty Retail 2.0%     
Aaron's  15,135  857 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Abercrombie & Fitch, Class A  18,800  262 
American Eagle Outfitters (2)  39,880  591 
Asbury Automotive Group (1)  3,340  325 
At Home Group (1)  2,000  30 
AutoNation (1)  5,400  286 
Burlington Stores (1)  12,500  2,576 
Caleres  13,430  128 
Camping World Holdings, Class A  8,200  244 
Carvana (1)(2)  10,634  2,372 
Chico's FAS  143,300  139 
Designer Brands, Class A (2)  13,800  75 
Dick's Sporting Goods (2)  10,100  585 
Express (1)(2)  56,200  34 
Five Below (1)  11,300  1,435 
Floor & Decor Holdings, Class A (1)  11,000  823 
Foot Locker  8,603  284 
GameStop, Class A (1)(2)  18,600  190 
Genesco (1)  5,300  114 
Group 1 Automotive  4,200  371 
Guess?  8,820  103 
Lithia Motors, Class A  3,500  798 
Monro  6,500  264 
Murphy USA (1)  4,500  577 
National Vision Holdings (1)  9,922  379 
ODP  9,957  194 
Penske Automotive Group  4,016  191 
Rent-A-Center  13,550  405 
RH (1)(2)  3,600  1,377 
Sally Beauty Holdings (1)(2)  17,100  149 
Sleep Number (1)  6,500  318 
Sonic Automotive, Class A  5,120  206 
Sportsman's Warehouse Holdings (1)  27,900  399 
Urban Outfitters (1)  16,800  350 
Williams-Sonoma  15,000  1,357 
    18,788 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Textiles, Apparel & Luxury Goods 1.3%     
Capri Holdings (1)  27,898  502 
Carter's  6,800  589 
Charles & Colvard (1)  2,868  2 
Columbia Sportswear  3,962  345 
Crocs (1)  18,200  778 
Deckers Outdoor (1)  3,400  748 
Kontoor Brands  6,000  145 
Lululemon Athletica (1)  20,200  6,653 
Movado Group  16,100  160 
Oxford Industries  4,800  194 
Skechers USA, Class A (1)  23,000  695 
Steven Madden  15,650  305 
Wolverine World Wide  15,200  393 
    11,509 
Total Consumer Discretionary    147,426 
CONSUMER STAPLES 2.5%     
 
Beverages 0.4%     
Boston Beer, Class A (1)  1,500  1,325 
Coca-Cola Consolidated  1,100  265 
Craft Brew Alliance (1)  5,700  94 
Keurig Dr Pepper  67,600  1,866 
National Beverage (1)(2)  2,448  166 
Willamette Valley Vineyards (1)  10,850  67 
    3,783 
Food & Staples Retailing 0.5%     
Andersons  9,350  179 
BJ's Wholesale Club Holdings (1)  18,200  756 
Casey's General Stores  6,500  1,155 
Chef's Warehouse (1)  8,400  122 
Grocery Outlet Holding (1)  4,832  190 
Ingles Markets, Class A (2)  1,600  61 
Performance Food Group (1)  18,520  641 
PriceSmart  3,150  210 
Rite Aid (1)(2)  4,400  42 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
SpartanNash  8,800  144 
Sprouts Farmers Market (1)  22,600  473 
U. S. Foods Holding (1)  40,200  893 
    4,866 
Food Products 1.1%     
Beyond Meat (1)(2)  6,100  1,013 
Bunge  19,102  873 
Cal-Maine Foods (1)  3,600  138 
Darling Ingredients (1)  31,600  1,138 
Farmer Bros. (1)  7,000  31 
Flowers Foods  34,183  832 
Fresh Del Monte Produce  7,700  176 
Freshpet (1)  4,200  469 
Hain Celestial Group (1)  10,900  374 
Hostess Brands (1)  18,200  224 
Ingredion  7,800  590 
J&J Snack Foods  1,940  253 
John B. Sanfilippo & Son  3,900  294 
Lancaster Colony  4,165  745 
Post Holdings (1)  14,985  1,289 
Sanderson Farms  4,540  536 
Seaboard  20  57 
Simply Good Foods (1)  19,727  435 
TreeHouse Foods (1)  15,843  642 
    10,109 
Household Products 0.2%     
Central Garden & Pet, Class A (1)  7,900  285 
Energizer Holdings  13,550  530 
Spectrum Brands Holdings  1,811  104 
WD-40  2,800  530 
    1,449 
Personal Products 0.2%     
Edgewell Personal Care (1)  5,650  157 
Herbalife Nutrition (1)  15,300  714 
Inter Parfums  6,700  250 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Lifevantage (1)  13,500  163 
Medifast  3,300  543 
Nu Skin Enterprises, Class A  7,800  391 
USANA Health Sciences (1)  500  37 
    2,255 
Tobacco 0.1%     
22nd Century Group (1)(2)  66,700  43 
Universal  7,140  299 
Vector Group  23,282  225 
    567 
Total Consumer Staples    23,029 
ENERGY 1.3%     
 
Energy Equipment & Services 0.3%     
Archrock  35,567  191 
ChampionX (1)  49,500  396 
Core Laboratories  15,880  242 
DMC Global  7,000  231 
Dril-Quip (1)  11,400  282 
Matrix Service (1)  24,800  207 
Oceaneering International (1)  58,600  206 
Patterson-UTI Energy  7,500  21 
SEACOR Holdings (1)  6,450  188 
SEACOR Marine Holdings (1)  5,487  11 
Solaris Oilfield Infrastructure, Class A  28,300  180 
Transocean (1)(2)  266,500  215 
    2,370 
Oil, Gas & Consumable Fuels 1.0%     
Adams Resources & Energy  2,500  50 
Antero Midstream  28,100  151 
Bonanza Creek Energy (1)  7,300  137 
Callon Petroleum (1)(2)  11,732  57 
Cheniere Energy (1)  41,200  1,906 
Cimarex Energy  23,472  571 
CNX Resources (1)  23,800  225 
CONSOL Energy (1)  27,900  124 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Continental Resources (2)  3,600  44 
CVR Energy  9,400  116 
Delek U.S. Holdings  10,343  115 
EQT  51,400  665 
Equitrans Midstream  60,000  508 
HighPoint Resources (1)(2)  236,332  54 
International Seaways  3,500  51 
Kosmos Energy (2)  169,904  166 
Murphy Oil  46,900  418 
Northern Oil & Gas (1)(2)  31,100  178 
Ovintiv (2)  45,500  371 
Parsley Energy, Class A  46,200  432 
PDC Energy (1)  35,900  445 
Peabody Energy  46,100  106 
Range Resources  13,600  90 
Renewable Energy Group (1)  8,200  438 
REX American Resources (1)  2,650  174 
Southwestern Energy (1)  49,600  117 
Targa Resources  53,100  745 
Uranium Energy (1)(2)  114,400  114 
W&T Offshore (1)(2)  63,300  114 
World Fuel Services  12,200  259 
WPX Energy (1)  65,800  322 
    9,263 
Total Energy    11,633 
FINANCIALS 12.0%     
 
Banks 3.5%     
1st Source  5,852  181 
Ameris Bancorp  9,100  207 
Arrow Financial  3,555  89 
Associated Banc-Corp  30,627  387 
Atlantic Capital Bancshares (1)  2,379  27 
Atlantic Union Bankshares  10,729  229 
Banc of California  31,400  318 
BancFirst  7,800  319 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Bancorp (1)  15,900  137 
BancorpSouth Bank  14,575  283 
Bank of Hawaii  5,466  276 
Bank OZK  14,200  303 
BankUnited  28,618  627 
Banner  9,373  302 
BOK Financial  1,760  91 
Boston Private Financial Holdings  27,599  152 
Brookline Bancorp  24,129  209 
Cadence BanCorp  46,618  400 
Cambridge Bancorp  700  37 
Camden National  5,400  163 
Cathay General Bancorp  5,556  120 
Century Bancorp, Class A  3,450  227 
CIT Group  7,700  136 
City Holding  5,950  343 
Columbia Banking System  13,850  330 
Commerce Bancshares  14,162  797 
Community Bank System  8,028  437 
Community Trust Bancorp  7,372  208 
ConnectOne Bancorp  13,883  195 
Cullen/Frost Bankers  9,350  598 
CVB Financial  12,306  205 
Eagle Bancorp  11,500  308 
East West Bancorp  34,800  1,139 
First Bancorp North Carolina  10,375  217 
First BanCorp Puerto Rico  27,200  142 
First Busey  6,091  97 
First Citizens BancShares, Class A  970  309 
First Commonwealth Financial  38,900  301 
First Community Bankshares  9,200  166 
First Financial  4,050  127 
First Financial Bancorp  20,572  247 
First Financial Bankshares (2)  19,076  532 
First Hawaiian  10,500  152 
First Horizon National  73,006  688 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
First Merchants  11,813  274 
First Midwest Bancorp  17,893  193 
First United  4,211  49 
Flushing Financial  9,825  103 
FNB  50,567  343 
Fulton Financial  19,102  178 
German American Bancorp  5,433  147 
Glacier Bancorp  14,712  472 
Great Southern Bancorp  1,500  54 
Great Western Bancorp  11,600  144 
Hancock Whitney  13,835  260 
Hilltop Holdings  18,898  389 
Home BancShares  35,076  532 
Hope Bancorp  30,600  232 
Independent Bank  7,750  406 
Independent Bank Group  3,000  133 
International Bancshares  9,002  235 
Investors Bancorp  50,135  364 
Macatawa Bank  17,200  112 
National Bank Holdings, Class A  15,000  394 
NBT Bancorp  10,180  273 
Nicolet Bankshares (1)  400  22 
Northrim BanCorp  8,425  215 
OceanFirst Financial  18,114  248 
OFG Bancorp  16,400  204 
Old National Bancorp  23,530  296 
Pacific Premier Bancorp  15,500  312 
PacWest Bancorp  19,712  337 
Park National  2,440  200 
Peapack Gladstone Financial  5,757  87 
Peoples Bancorp  3,550  68 
Pinnacle Financial Partners  12,649  450 
Popular  21,530  781 
Preferred Bank  2,159  69 
Premier Financial Bancorp  10,262  111 
Prosperity Bancshares  12,860  667 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Renasant  8,352  190 
S&T Bancorp  12,800  226 
Sandy Spring Bancorp  12,930  298 
Seacoast Banking (1)  21,539  388 
ServisFirst Bancshares  4,900  167 
Signature Bank  11,600  963 
Simmons First National, Class A  9,210  146 
South State  7,248  349 
Southside Bancshares  12,690  310 
Sterling Bancorp  49,395  520 
Stock Yards Bancorp  7,981  272 
Synovus Financial  31,332  663 
TCF Financial  28,745  672 
Texas Capital Bancshares (1)  9,000  280 
Tompkins Financial  2,417  137 
Towne Bank  15,678  257 
TriCo Bancshares  3,900  96 
Trustmark  11,800  253 
UMB Financial  5,312  260 
Umpqua Holdings  41,864  445 
United Bankshares  12,800  275 
United Community Banks  18,596  315 
Univest Financial  11,500  165 
Valley National Bancorp  26,700  183 
Washington Trust Bancorp  1,000  31 
Webster Financial  21,910  579 
WesBanco  16,542  353 
West Bancorporation  10,800  171 
Westamerica Bancorporation  3,946  215 
Western Alliance Bancorp  23,719  750 
Wintrust Financial  1,800  72 
    32,113 
Capital Markets 2.9%     
Affiliated Managers Group  2,500  171 
Apollo Global Management  31,100  1,392 
Ares Management, Class A  7,100  287 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
BGC Partners, Class A  77,700  187 
Blackstone Group, Class A  108,700  5,674 
Blucora (1)  13,100  123 
Calamos Asset Management, Class A, EC (1)(3)  15,300  — 
Carlyle Group (2)  9,500  234 
Cohen & Steers  7,000  390 
Cowen, Class A  13,924  227 
Donnelley Financial Solutions (1)  27,275  364 
Eaton Vance  16,466  628 
Evercore, Class A  7,500  491 
FactSet Research Systems  6,100  2,043 
Federated Hermes, Class B  6,400  138 
Hamilton Lane, Class A  900  58 
Houlihan Lokey  4,415  261 
Interactive Brokers Group, Class A  14,400  696 
Janus Henderson Group  17,828  387 
KKR  101,207  3,475 
Lazard, Class A  24,500  810 
LPL Financial Holdings  14,100  1,081 
Moelis, Class A  2,400  84 
Morningstar  4,400  707 
Piper Sandler  5,950  434 
PJT Partners, Class A  600  36 
SEI Investments  17,256  875 
Stifel Financial  7,086  358 
StoneX Group (1)  5,681  291 
TD Ameritrade Holding  47,268  1,851 
Tradeweb Markets, Class A  13,908  807 
U. S. Global Investors, Class A  56,500  134 
Virtu Financial, Class A  17,596  405 
Virtus Investment Partners  4,334  601 
Waddell & Reed Financial, Class A (2)  21,740  323 
    26,023 
Consumer Finance 0.7%     
Ally Financial  76,300  1,913 
Credit Acceptance (1)(2)  2,000  677 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Encore Capital Group (1)  8,200  317 
EZCORP, Class A (1)  16,100  81 
FirstCash  6,838  391 
Green Dot, Class A (1)  13,600  688 
LendingTree (1)(2)  825  253 
Navient  26,700  226 
Nelnet, Class A  3,222  194 
OneMain Holdings  13,800  431 
PRA Group (1)  17,350  693 
Santander Consumer USA Holdings  16,200  295 
SLM  74,700  605 
    6,764 
Diversified Financial Services 0.5%     
Cannae Holdings (1)  14,700  548 
Equitable Holdings  78,062  1,424 
Jefferies Financial Group  44,347  798 
Newstar Financial, CVR (1)(3)  6,000  1 
On Deck Capital (1)  36,300  58 
Voya Financial  29,300  1,404 
    4,233 
Insurance 2.8%     
Alleghany  1,918  998 
American Financial Group  13,010  871 
American National Group  800  54 
Arch Capital Group (1)  64,600  1,890 
Argo Group International Holdings  12,687  437 
Assured Guaranty  17,500  376 
Athene Holding, Class A (1)  11,700  399 
Axis Capital Holdings  22,373  985 
Brighthouse Financial (1)  1,200  32 
Brown & Brown  40,800  1,847 
Citizens (1)(2)  20,733  115 
CNA Financial  7,000  210 
CNO Financial Group  18,700  300 
eHealth (1)  5,218  412 
Enstar Group (1)  1,900  307 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Erie Indemnity, Class A  2,107  443 
FBL Financial Group, Class A  2,742  132 
Fidelity National Financial  52,793  1,653 
First American Financial  23,730  1,208 
Genworth Financial, Class A (1)  134,800  452 
Goosehead Insurance, Class A  600  52 
Hanover Insurance Group  7,820  729 
Horace Mann Educators  9,010  301 
James River Group Holdings  8,200  365 
Kemper  12,750  852 
Kinsale Capital Group  1,918  365 
Markel (1)  2,244  2,185 
MBIA (1)  13,500  82 
Mercury General  11,800  488 
National General Holdings  10,100  341 
National Western Life Group, Class A  210  38 
Old Republic International  43,993  648 
Primerica  5,000  566 
ProAssurance  16,640  260 
Reinsurance Group of America  8,120  773 
RenaissanceRe Holdings  7,895  1,340 
RLI  2,400  201 
Safety Insurance Group  3,215  222 
Selective Insurance Group  12,700  654 
State Auto Financial  10,770  148 
Stewart Information Services  5,080  222 
Third Point Reinsurance (1)  24,750  172 
Trupanion (1)  8,000  631 
United Fire Group  9,100  185 
Universal Insurance Holdings  15,000  208 
White Mountains Insurance Group  548  427 
    25,576 
Mortgage Real Estate Investment Trusts 0.8%     
AG Mortgage Investment Trust, REIT  24,500  68 
AGNC Investment, REIT  77,074  1,072 
Annaly Capital Management, REIT  215,520  1,534 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Anworth Mortgage Asset, REIT  103,400  170 
Apollo Commercial Real Estate Finance, REIT  23,443  211 
Ares Commercial Real Estate, REIT  24,200  221 
ARMOUR Residential, REIT  11,725  112 
Blackstone Mortgage Trust, Class A, REIT  21,800  479 
Cherry Hill Mortgage Investment, REIT  23,561  212 
Chimera Investment, REIT  48,420  397 
Colony Credit Real Estate, REIT  7,000  34 
Dynex Capital, REIT  23,099  351 
Granite Point Mortgage Trust, REIT  15,292  108 
Hannon Armstrong Sustainable Infrastructure Capital, REIT (2)  6,485  274 
Invesco Mortgage Capital, REIT (2)  36,445  99 
Ladder Capital, REIT  5,400  38 
MFA Financial, REIT (2)  147,300  395 
New Residential Investment, REIT  77,350  615 
Ready Capital, REIT  15,735  176 
Starwood Property Trust, REIT  56,200  848 
TPG RE Finance Trust, REIT  6,000  51 
Two Harbors Investment, REIT  30,572  156 
    7,621 
Thrifts & Mortgage Finance 0.8%     
Axos Financial (1)  3,500  82 
Capitol Federal Financial  24,144  224 
Essent Group  21,400  792 
Federal Agricultural Mortgage, Class C  1,700  108 
HomeStreet  13,200  340 
Kearny Financial  31,484  227 
Meridian Bancorp  30,065  311 
MGIC Investment  63,500  563 
Mr Cooper Group (1)  12,485  279 
New York Community Bancorp  87,437  723 
NMI Holdings, Class A (1)  24,600  438 
Northwest Bancshares  16,779  154 
Ocwen Financial (1)  6,062  128 
PennyMac Financial Services  5,165  300 
Provident Financial Services  10,118  123 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Radian Group  45,858  670 
TFS Financial  11,100  163 
TrustCo Bank  23,750  124 
Walker & Dunlop  6,900  366 
Washington Federal  16,268  339 
Western New England Bancorp  13,100  74 
WSFS Financial  17,439  470 
    6,998 
Total Financials    109,328 
HEALTH CARE 15.9%     
 
Biotechnology 7.1%     
ACADIA Pharmaceuticals (1)  25,800  1,064 
Acceleron Pharma (1)  9,000  1,013 
Acorda Therapeutics (1)(2)  169,200  87 
Adamas Pharmaceuticals (1)(2)  63,700  262 
Adverum Biotechnologies (1)  36,100  372 
Agenus (1)(2)  28,900  116 
Agios Pharmaceuticals (1)  17,300  605 
Akebia Therapeutics (1)  27,012  68 
Alector (1)  13,000  137 
Alkermes (1)  32,000  530 
Allakos (1)(2)  4,455  363 
Allogene Therapeutics (1)(2)  7,300  275 
Alnylam Pharmaceuticals (1)  20,500  2,985 
Altimmune (1)  11,500  152 
Amicus Therapeutics (1)  44,000  621 
Apellis Pharmaceuticals (1)(2)  15,600  471 
AquaBounty Technologies (1)  2,617  12 
Arcturus Therapeutics Holdings (1)(2)  4,500  193 
Arcus Biosciences (1)  7,000  120 
Arena Pharmaceuticals (1)  6,900  516 
Arrowhead Pharmaceuticals (1)  25,300  1,089 
Atara Biotherapeutics (1)  8,300  108 
Athersys (1)(2)  79,200  154 
BioCryst Pharmaceuticals (1)(2)  23,200  80 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Biohaven Pharmaceutical Holding (1)(2)  9,829  639 
BioMarin Pharmaceutical (1)  29,690  2,259 
Bioxcel Therapeutics (1)  1,100  48 
Bluebird Bio (1)  9,700  523 
Blueprint Medicines (1)  12,100  1,122 
BrainStorm Cell Therapeutics (1)(2)  8,600  146 
Bridgebio Pharma (1)(2)  9,700  364 
CareDx (1)  17,800  675 
CASI Pharmaceuticals (1)  24,500  37 
Castle Biosciences (1)  1,700  87 
CEL-SCI (1)(2)  8,300  106 
Celsion (1)  60,200  44 
ChemoCentryx (1)  5,500  301 
Clovis Oncology (1)(2)  13,750  80 
Coherus Biosciences (1)(2)  22,200  407 
Constellation Pharmaceuticals (1)(2)  13,100  265 
Corbus Pharmaceuticals Holdings (1)(2)  46,800  84 
Cue Biopharma (1)  6,300  95 
Cymabay Therapeutics (1)  18,600  135 
Cytokinetics (1)(2)  6,600  143 
Deciphera Pharmaceuticals (1)  2,800  144 
Denali Therapeutics (1)  9,500  340 
Dynavax Technologies (1)(2)  42,700  184 
Editas Medicine (1)(2)  5,300  149 
Eidos Therapeutics (1)(2)  900  45 
Emergent BioSolutions (1)  8,800  909 
Epizyme (1)  25,800  308 
Esperion Therapeutics (1)(2)  11,300  420 
Exact Sciences (1)  29,000  2,957 
Exelixis (1)  62,690  1,533 
Fate Therapeutics (1)  13,100  524 
FibroGen (1)  17,600  724 
Flexion Therapeutics (1)(2)  12,900  134 
Global Blood Therapeutics (1)  15,000  827 
Halozyme Therapeutics (1)  28,900  759 
Heron Therapeutics (1)  27,300  405 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
iBio (1)(2)  66,100  134 
Idera Pharmaceuticals (1)(2)  10,200  22 
IGM Biosciences (1)(2)  1,400  103 
Immunomedics (1)  32,400  2,755 
Immunovant (1)  1,400  49 
Inovio Pharmaceuticals (1)(2)  35,000  406 
Insmed (1)  29,421  946 
Invitae (1)(2)  18,700  811 
Ionis Pharmaceuticals (1)  25,680  1,219 
Iovance Biotherapeutics (1)  25,688  846 
Ironwood Pharmaceuticals (1)  35,000  315 
Karuna Therapeutics (1)  1,600  124 
Karyopharm Therapeutics (1)(2)  3,300  48 
Krystal Biotech (1)  4,000  172 
Kura Oncology (1)  4,900  150 
Lexicon Pharmaceuticals (1)(2)  113,742  164 
Ligand Pharmaceuticals (1)(2)  3,586  342 
MacroGenics (1)  4,000  101 
Mersana Therapeutics (1)  7,800  145 
Mirati Therapeutics (1)  9,027  1,499 
Moderna (1)(2)  49,400  3,495 
Momenta Pharmaceuticals (1)  23,000  1,207 
Myriad Genetics (1)  23,180  302 
Natera (1)  16,300  1,178 
Neoleukin Therapeutics (1)  8,700  104 
Neurocrine Biosciences (1)  16,100  1,548 
Novavax (1)(2)  9,250  1,002 
Oncosec Medical (1)  17,060  58 
OPKO Health (1)(2)  63,286  234 
PTC Therapeutics (1)  17,400  813 
REGENXBIO (1)  9,200  253 
Rhythm Pharmaceuticals (1)  2,100  45 
Rocket Pharmaceuticals (1)(2)  20,399  466 
Sage Therapeutics (1)  13,400  819 
Sangamo Therapeutics (1)(2)  47,200  446 
Sarepta Therapeutics (1)  14,316  2,010 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Seattle Genetics (1)  21,720  4,250 
Seres Therapeutics (1)  6,900  195 
Sorrento Therapeutics (1)(2)  52,887  590 
Spectrum Pharmaceuticals (1)  100,700  411 
SpringWorks Therapeutics (1)  2,500  119 
Syros Pharmaceuticals (1)(2)  10,300  91 
TG Therapeutics (1)(2)  31,200  835 
Translate Bio (1)(2)  25,400  346 
Turning Point Therapeutics (1)  1,400  122 
Twist Bioscience (1)(2)  5,000  380 
Ultragenyx Pharmaceutical (1)  11,700  962 
United Therapeutics (1)  8,600  869 
Vaxart (1)(2)  28,500  190 
VBI Vaccines (1)(2)  45,700  131 
Veracyte (1)  6,800  221 
Vir Biotechnology (1)(2)  10,400  357 
Xencor (1)  19,200  745 
XOMA (1)(2)  12,234  230 
    64,690 
Health Care Equipment & Supplies 2.8%     
Allied Healthcare Products (1)  20,000  110 
AngioDynamics (1)  20,000  241 
AtriCure (1)  2,100  84 
Avanos Medical (1)  10,042  334 
Cantel Medical  7,100  312 
Cardiovascular Systems (1)  13,200  519 
Co-Diagnostics (1)(2)  2,800  38 
CONMED  5,550  437 
CryoLife (1)  11,450  212 
CryoPort (1)(2)  4,900  232 
Envista Holdings (1)  28,200  696 
GenMark Diagnostics (1)  34,300  487 
Glaukos (1)(2)  8,000  396 
Globus Medical, Class A (1)  18,700  926 
Haemonetics (1)  6,400  558 
Heska (1)(2)  3,300  326 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Hill-Rom Holdings  8,650  722 
ICU Medical (1)  4,000  731 
Insulet (1)  10,700  2,532 
Integer Holdings (1)  5,450  322 
Integra LifeSciences Holdings (1)  9,100  430 
Invacare  18,600  140 
iRhythm Technologies (1)  4,365  1,039 
LeMaitre Vascular  11,600  377 
LivaNova (1)  7,100  321 
Masimo (1)  7,400  1,747 
Meridian Bioscience (1)  14,875  253 
Merit Medical Systems (1)  10,106  440 
Mesa Laboratories (2)  1,900  484 
Neogen (1)  9,066  709 
Nevro (1)  8,546  1,190 
Novocure (1)  9,100  1,013 
NuVasive (1)  10,600  515 
OraSure Technologies (1)  32,575  396 
OrthoPediatrics (1)(2)  700  32 
Penumbra (1)(2)  7,300  1,419 
Pulse Biosciences (1)(2)  21,100  249 
Quidel (1)  7,800  1,711 
Rockwell Medical (1)(2)  53,900  58 
SeaSpine Holdings (1)  7,497  107 
Silk Road Medical (1)  1,400  94 
STAAR Surgical (1)  2,100  119 
Surgalign Holdings (1)  80,500  146 
Surmodics (1)  4,650  181 
Tactile Systems Technology (1)(2)  3,850  141 
Tandem Diabetes Care (1)  9,900  1,124 
Vapotherm (1)  900  26 
Wright Medical Group (1)(2)  19,525  596 
    25,272 
Health Care Providers & Services 1.7%     
Acadia Healthcare (1)  17,400  513 
Addus HomeCare (1)  300  28 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Amedisys (1)  7,000  1,655 
AMN Healthcare Services (1)  10,905  637 
BioTelemetry (1)  2,600  119 
Brookdale Senior Living (1)  39,000  99 
Capital Senior Living (1)  16,500  10 
Chemed  3,200  1,537 
CorVel (1)  3,650  312 
Covetrus (1)  20,501  500 
Cross Country Healthcare (1)  18,000  117 
Digirad (1)  3,960  10 
Encompass Health  14,000  910 
Ensign Group  12,700  725 
Guardant Health (1)  10,800  1,207 
HealthEquity (1)  10,900  560 
LHC Group (1)  6,800  1,445 
Magellan Health (1)  1,000  76 
MEDNAX (1)  27,200  443 
Molina Healthcare (1)  11,800  2,160 
National Research, Class A  700  34 
Owens & Minor  7,500  188 
Patterson (2)  19,819  478 
Pennant Group (1)  8,550  330 
Premier, Class A  7,500  246 
Providence Service (1)  4,800  446 
RadNet (1)  14,700  226 
Select Medical Holdings (1)  18,500  385 
Tenet Healthcare (1)  21,000  515 
Tivity Health (1)  2,200  31 
    15,942 
Health Care Technology 1.6%     
Allscripts Healthcare Solutions (1)  9,400  77 
Change Healthcare (1)  17,465  253 
Evolent Health, Class A (1)  25,400  315 
HealthStream (1)  7,200  145 
HMS Holdings (1)  22,400  536 
Inovalon Holdings, Class A (1)  13,200  349 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Inspire Medical Systems (1)  700  90 
Livongo Health (1)  11,000  1,541 
MTBC (1)(2)  33,800  300 
NextGen Healthcare (1)  25,000  318 
Omnicell (1)  10,520  785 
Teladoc Health (1)(2)  13,800  3,026 
Veeva Systems, Class A (1)  22,700  6,383 
Vocera Communications (1)  11,900  346 
    14,464 
Life Sciences Tools & Services 1.3%     
10X Genomics, Class A (1)  8,100  1,010 
Adaptive Biotechnologies (1)  2,900  141 
Avantor (1)  61,973  1,394 
Bio-Techne  5,100  1,263 
Bruker  27,550  1,095 
Charles River Laboratories International (1)  6,600  1,495 
Fluidigm (1)  7,800  58 
Harvard Bioscience (1)  4,800  15 
Luminex  14,100  370 
Medpace Holdings (1)  7,000  782 
NeoGenomics (1)  27,400  1,011 
PPD (1)  14,677  543 
PRA Health Sciences (1)  11,900  1,207 
Repligen (1)  7,600  1,121 
Syneos Health (1)  10,200  542 
    12,047 
Pharmaceuticals 1.4%     
Aerie Pharmaceuticals (1)(2)  10,500  124 
Axsome Therapeutics (1)(2)  6,200  442 
Cara Therapeutics (1)(2)  21,800  277 
Collegium Pharmaceutical (1)  18,600  387 
Durect (1)(2)  128,200  219 
Elanco Animal Health (1)  67,884  1,896 
Endo International (1)  15,100  50 
Horizon Therapeutics (1)  32,600  2,532 
Innoviva (1)  11,900  124 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Intra-Cellular Therapies (1)  4,300  110 
Jazz Pharmaceuticals (1)  7,000  998 
MyoKardia (1)  11,900  1,622 
Nektar Therapeutics (1)(2)  38,860  645 
NuPathe, CVR, Rights, 1/2/24 (1)(2)(3)  81,200  — 
Odonate Therapeutics (1)  7,000  94 
Omeros (1)(2)  17,000  172 
Otonomy (1)  2,600  11 
Pacira BioSciences (1)  7,300  439 
Phibro Animal Health, Class A  1,800  31 
Prestige Consumer Healthcare (1)  7,300  266 
Reata Pharmaceuticals, Class A (1)(2)  6,525  636 
Relmada Therapeutics (1)(2)  2,900  109 
Revance Therapeutics (1)(2)  15,600  392 
Royalty Pharma, Class A  11,800  496 
Theravance Biopharma (1)(2)  23,500  348 
WaVe Life Sciences (1)(2)  28,200  239 
Zynerba Pharmaceuticals (1)(2)  59,400  197 
    12,856 
Total Health Care    145,271 
INDUSTRIALS & BUSINESS SERVICES 12.0%     
 
Aerospace & Defense 1.0%     
Aerojet Rocketdyne Holdings (1)  11,310  451 
AeroVironment (1)  5,200  312 
Axon Enterprise (1)  9,979  905 
BWX Technologies  19,437  1,094 
Cubic  5,100  297 
Curtiss-Wright  7,600  709 
Ducommun (1)  4,300  142 
HEICO  9,871  1,033 
HEICO, Class A  9,825  871 
Hexcel  12,500  419 
Kaman  5,361  209 
Maxar Technologies  5,500  137 
Mercury Systems (1)  7,300  565 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Moog, Class A  5,630  358 
National Presto Industries  2,100  172 
Park Aerospace  20,000  218 
Spirit AeroSystems Holdings, Class A  17,400  329 
Triumph Group (2)  20,400  133 
Vectrus (1)  7,944  302 
Virgin Galactic Holdings (1)(2)  10,900  210 
    8,866 
Air Freight & Logistics 0.2%     
Air Transport Services Group (1)  7,400  185 
Forward Air  2,000  115 
Hub Group, Class A (1)  6,400  321 
XPO Logistics (1)  18,000  1,524 
    2,145 
Airlines 0.1%     
Allegiant Travel  1,500  180 
Hawaiian Holdings  15,600  201 
JetBlue Airways (1)  57,600  653 
SkyWest  2,530  75 
Spirit Airlines (1)  11,800  190 
    1,299 
Building Products 1.1%     
AAON  7,090  427 
Advanced Drainage Systems  3,391  212 
Apogee Enterprises  7,700  165 
Armstrong Flooring (1)  37,349  129 
Armstrong Worldwide Industries  8,300  571 
Builders FirstSource (1)  27,200  887 
Cornerstone Building Brands (1)  24,400  195 
Gibraltar Industries (1)  2,000  130 
Griffon  11,900  233 
Lennox International  5,690  1,551 
Masonite International (1)  5,300  521 
Owens Corning  21,700  1,493 
PGT Innovations (1)  22,700  398 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Resideo Technologies (1)  38,844  427 
Simpson Manufacturing  7,100  690 
Trex (1)  19,800  1,418 
UFP Industries  9,170  518 
    9,965 
Commercial Services & Supplies 1.0%     
ABM Industries  9,350  343 
ACCO Brands  17,100  99 
ADT  9,400  77 
Advanced Disposal Services (1)  4,500  136 
Brady, Class A  8,600  344 
Brink's  9,549  392 
Casella Waste Systems, Class A (1)  7,275  406 
Cimpress (1)(2)  3,500  263 
Clean Harbors (1)  7,700  431 
Covanta Holding  23,604  183 
Deluxe  5,628  145 
Ennis  8,757  153 
Harsco (1)  13,160  183 
Healthcare Services Group  15,250  328 
Herman Miller  9,950  300 
HNI  4,280  134 
IAA (1)  19,600  1,021 
Interface  11,500  70 
KAR Auction Services  29,500  425 
Kimball International, Class B  8,690  92 
Knoll  13,300  160 
Matthews International, Class A  9,000  201 
McGrath RentCorp  900  54 
MSA Safety  5,800  778 
Pitney Bowes  17,700  94 
Steelcase, Class A  12,059  122 
Stericycle (1)  13,500  851 
Tetra Tech  8,050  769 
U. S. Ecology  12,300  402 
UniFirst  2,300  436 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Viad  8,677  181 
    9,573 
Construction & Engineering 0.7%     
AECOM (1)  26,622  1,114 
Aegion (1)  7,350  104 
Ameresco, Class A (1)  1,100  37 
API Group (1)  4,900  70 
Arcosa  9,352  412 
Comfort Systems USA  8,706  448 
Dycom Industries (1)  5,763  304 
EMCOR Group  7,460  505 
Fluor  25,009  220 
Granite Construction (2)  17,346  305 
MasTec (1)  11,850  500 
MYR Group (1)  6,400  238 
Primoris Services  13,800  249 
Sterling Construction (1)  14,800  210 
Tutor Perini (1)  17,000  189 
Valmont Industries  3,500  435 
Willscot Mobile Mini Holdings (1)  37,037  618 
    5,958 
Electrical Equipment 1.1%     
Acuity Brands  5,300  542 
Atkore International Group (1)  12,600  286 
AZZ  8,400  287 
Energous (1)(2)  84,900  250 
EnerSys  8,800  591 
FuelCell Energy (1)(2)  14,300  30 
Generac Holdings (1)  9,100  1,762 
GrafTech International  4,400  30 
Hubbell  7,233  990 
LSI Industries  10,325  70 
nVent Electric  33,100  585 
Orion Energy Systems (1)  40,900  310 
Plug Power (1)  46,700  626 
Regal Beloit  6,900  648 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Sensata Technologies Holding (1)  22,500  971 
Sunrun (1)(2)  15,000  1,156 
Thermon Group Holdings (1)  19,300  217 
Vertiv Holdings (1)  7,800  135 
Vicor (1)  1,900  148 
Vivint Solar (1)(2)  3,100  131 
    9,765 
Industrial Conglomerates 0.1%     
Carlisle  8,920  1,092 
    1,092 
Machinery 2.6%     
AGCO  12,250  910 
Albany International, Class A  7,003  347 
Allison Transmission Holdings  13,900  489 
Altra Industrial Motion  15,100  558 
Astec Industries  5,700  309 
Barnes Group  8,900  318 
Chart Industries (1)  8,300  583 
Colfax (1)(2)  14,800  464 
Crane  641  32 
Donaldson  16,542  768 
Douglas Dynamics  2,800  96 
EnPro Industries  5,350  302 
ESCO Technologies  8,540  688 
Federal Signal  7,600  222 
Franklin Electric  5,500  324 
Graco  28,154  1,727 
Greenbrier  13,600  400 
Helios Technologies  6,900  251 
Hillenbrand  16,800  477 
Hurco  5,900  168 
Hyster-Yale Materials Handling  4,600  171 
ITT  13,500  797 
John Bean Technologies  6,272  576 
Kennametal  16,100  466 
Lincoln Electric Holdings  5,580  514 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Meritor (1)  16,900  354 
Middleby (1)  11,293  1,013 
Mueller Industries  4,900  133 
Mueller Water Products, Class A  48,043  499 
Navistar International (1)  11,700  509 
NN  27,200  140 
Nordson  6,820  1,308 
Oshkosh  10,300  757 
Park-Ohio Holdings  3,000  48 
Proto Labs (1)  7,200  932 
RBC Bearings (1)  3,600  436 
Rexnord  16,900  504 
Shyft Group  16,600  313 
SPX (1)  11,805  548 
SPX FLOW (1)  3,405  146 
Tennant  1,800  109 
Terex  16,000  310 
Timken  10,500  569 
Titan International  42,950  124 
Toro  12,320  1,034 
TriMas (1)  2,200  50 
Trinity Industries  24,958  487 
Wabash National  12,400  148 
Watts Water Technologies, Class A  4,550  456 
Welbilt (1)  25,600  158 
Woodward  7,000  561 
    23,603 
Marine 0.1%     
Kirby (1)  6,600  239 
Matson  16,450  659 
    898 
Professional Services 1.7%     
ASGN (1)  8,950  569 
CBIZ (1)  13,150  301 
CoreLogic  17,230  1,166 
CoStar Group (1)  6,502  5,517 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
CRA International  5,050  189 
Dun & Bradstreet Holdings (1)  3,500  90 
Exponent  10,600  763 
Forrester Research (1)  5,200  170 
FTI Consulting (1)  6,795  720 
Heidrick & Struggles International  10,658  209 
Huron Consulting Group (1)  1,200  47 
ICF International  500  31 
Insperity  8,300  544 
Kforce  10,156  327 
Korn Ferry  11,600  336 
ManpowerGroup  8,942  656 
Mastech Digital (1)  11,282  203 
TransUnion  29,537  2,485 
TriNet Group (1)  9,500  564 
TrueBlue (1)  8,700  135 
Upwork (1)  5,800  101 
    15,123 
Road & Rail 1.4%     
AMERCO  900  320 
ArcBest  4,200  131 
Avis Budget Group (1)  13,700  361 
Heartland Express  7,323  136 
Knight-Swift Transportation Holdings  23,692  964 
Landstar System  7,000  878 
Lyft, Class A (1)  32,700  901 
Marten Transport  4,900  80 
Ryder System  7,575  320 
Saia (1)  5,200  656 
Uber Technologies (1)  207,800  7,581 
USA Truck (1)  16,300  154 
Werner Enterprises  6,053  254 
YRC Worldwide (1)  24,688  97 
    12,833 
Trading Companies & Distributors 0.9%     
Air Lease  13,600  400 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Applied Industrial Technologies  2,162  119 
Beacon Roofing Supply (1)  8,800  273 
BMC Stock Holdings (1)  4,100  176 
DXP Enterprises (1)  8,100  131 
GATX  5,950  379 
GMS (1)  8,385  202 
H&E Equipment Services  11,300  222 
HD Supply Holdings (1)  32,100  1,324 
Herc Holdings (1)  3,855  153 
Lawson Products (1)  3,900  160 
MSC Industrial Direct, Class A  6,900  437 
NOW (1)  39,700  180 
Rush Enterprises, Class A  7,200  364 
SiteOne Landscape Supply (1)  10,600  1,293 
Titan Machinery (1)  21,300  282 
Univar Solutions (1)  21,000  354 
Watsco  4,900  1,141 
WESCO International (1)  5,858  258 
Willis Lease Finance (1)  6,500  120 
    7,968 
Transportation Infrastructure 0.0%     
Macquarie Infrastructure  11,400  307 
    307 
Total Industrials & Business Services    109,395 
INFORMATION TECHNOLOGY 22.9%     
 
Communications Equipment 0.6%     
Acacia Communications (1)  840  57 
CalAmp (1)  49,500  356 
Ciena (1)  19,300  766 
CommScope Holding (1)  43,700  393 
Comtech Telecommunications  6,460  91 
Digi International (1)  17,160  268 
EchoStar, Class A (1)  11,544  287 
Infinera (1)(2)  48,500  299 
Inseego (1)(2)  3,900  40 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
InterDigital  6,060  346 
KVH Industries (1)  3,100  28 
Lumentum Holdings (1)  13,160  989 
NETGEAR (1)  11,500  355 
NetScout Systems (1)  4,600  100 
PCTEL  2,500  14 
Plantronics (2)  12,250  145 
Ribbon Communications (1)  37,800  146 
Ubiquiti  2,300  383 
ViaSat (1)  9,300  320 
Viavi Solutions (1)  45,200  530 
    5,913 
Electronic Equipment, Instruments & Components 1.7%     
Arlo Technologies (1)  77,152  406 
Arrow Electronics (1)  8,275  651 
Avnet  11,350  293 
Badger Meter  2,200  144 
Belden  13,163  410 
Benchmark Electronics  6,100  123 
Cognex  31,400  2,044 
Coherent (1)  3,900  433 
CTS  11,450  252 
Dolby Laboratories, Class A  8,440  559 
ePlus (1)  2,600  190 
Fabrinet (1)  6,000  378 
FARO Technologies (1)  4,800  293 
II-VI (1)(2)  17,562  712 
Insight Enterprises (1)  8,950  506 
Itron (1)  2,900  176 
Jabil  23,200  795 
Kimball Electronics (1)  6,517  75 
Knowles (1)  6,900  103 
Littelfuse  4,539  805 
Methode Electronics  8,450  241 
National Instruments  29,625  1,058 
Novanta (1)  5,120  539 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
OSI Systems (1)  1,938  151 
PC Connection  2,100  86 
Plexus (1)  2,060  146 
Powerfleet (1)(2)  10,800  61 
Rogers (1)  3,250  319 
Sanmina (1)  4,000  108 
ScanSource (1)  4,300  85 
SigmaTron International (1)  1,000  3 
SYNNEX  5,500  770 
Trimble (1)  41,124  2,003 
TTM Technologies (1)(2)  21,050  240 
Vishay Intertechnology  23,778  370 
Vishay Precision Group (1)  9,383  238 
    15,766 
IT Services 4.7%     
Alliance Data Systems  3,100  130 
Black Knight (1)  23,652  2,059 
Booz Allen Hamilton Holding  26,300  2,182 
CACI International, Class A (1)  4,300  917 
CSG Systems International  9,000  369 
EPAM Systems (1)  10,200  3,297 
Euronet Worldwide (1)  6,350  578 
EVERTEC  15,800  548 
ExlService Holdings (1)  5,800  383 
Fastly, Class A (1)(2)  8,600  806 
Genpact  30,500  1,188 
GoDaddy, Class A (1)  31,000  2,355 
Hackett Group  10,200  114 
KBR  15,900  355 
Kratos Defense & Security Solutions (1)  32,100  619 
LiveRamp Holdings (1)  15,300  792 
ManTech International, Class A  1,201  83 
MAXIMUS  9,800  670 
MongoDB (1)(2)  6,361  1,473 
NIC  6,700  132 
Okta (1)  19,063  4,077 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Perspecta  33,400  650 
PRGX Global (1)  27,100  129 
Sabre  55,500  361 
Science Applications International  6,071  476 
Snowflake, Class A (1)  3,000  753 
Square, Class A (1)  56,387  9,166 
Sykes Enterprises (1)  9,540  326 
TTEC Holdings  4,190  229 
Twilio, Class A (1)  23,100  5,708 
Unisys (1)  16,100  172 
Virtusa (1)  10,200  501 
WEX (1)  6,600  917 
    42,515 
Semiconductors & Semiconductor Equipment 3.7%     
ACM Research, Class A (1)  5,000  345 
Advanced Energy Industries (1)  5,750  362 
Ambarella (1)  3,100  162 
Amkor Technology (1)  23,720  266 
Brooks Automation  12,000  555 
Cabot Microelectronics (1)  3,642  520 
Cirrus Logic (1)  12,540  846 
Cohu  19,300  332 
Cree (1)  18,300  1,166 
CyberOptics (1)  8,300  264 
Diodes (1)  10,250  579 
DSP Group (1)  18,590  245 
Enphase Energy (1)  16,200  1,338 
Entegris  25,377  1,887 
Everspin Technologies (1)  18,000  102 
First Solar (1)  16,800  1,112 
Impinj (1)(2)  9,300  245 
Inphi (1)  10,600  1,190 
Kulicke & Soffa Industries  11,900  267 
Lattice Semiconductor (1)  27,700  802 
MACOM Technology Solutions Holdings (1)  1,600  54 
Marvell Technology Group  105,703  4,196 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
MaxLinear (1)  22,370  520 
MKS Instruments  5,600  612 
Monolithic Power Systems  6,955  1,945 
NVE  2,200  108 
NXP Semiconductors  46,000  5,741 
ON Semiconductor (1)  69,360  1,504 
Onto Innovation (1)  10,100  301 
PDF Solutions (1)  19,901  372 
Photronics (1)  23,960  239 
Pixelworks (1)  83,300  171 
Power Integrations  4,700  260 
Semtech (1)  12,400  657 
Silicon Laboratories (1)  6,000  587 
SolarEdge Technologies (1)  8,600  2,050 
SunPower (1)(2)  3,300  41 
Synaptics (1)  5,675  456 
Universal Display  8,200  1,482 
    33,881 
Software 11.8%     
2U (1)(2)  11,700  396 
8x8 (1)(2)  19,700  306 
ACI Worldwide (1)  22,800  596 
Agilysys (1)  11,352  274 
Alarm. com Holdings (1)  10,000  553 
Alteryx, Class A (1)(2)  10,791  1,225 
Anaplan (1)  20,600  1,289 
Appfolio, Class A (1)  1,794  255 
Appian (1)(2)  11,200  725 
Aspen Technology (1)  14,100  1,785 
Asure Software (1)  32,700  247 
Avalara (1)  12,023  1,531 
Avaya Holdings (1)  9,100  138 
Aware (1)  12,000  33 
Benefitfocus (1)(2)  9,400  105 
Bill. com Holdings (1)  9,500  953 
Blackbaud  8,400  469 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Blackline (1)  3,504  314 
Bottomline Technologies (1)  8,800  371 
Box, Class A (1)  40,500  703 
CDK Global  20,300  885 
Cerence (1)(2)  7,988  390 
Ceridian HCM Holding (1)  21,101  1,744 
Cloudera (1)(2)  31,800  346 
Cloudflare, Class A (1)  14,200  583 
CommVault Systems (1)  12,800  522 
Cornerstone OnDemand (1)  9,300  338 
Coupa Software (1)  10,900  2,989 
Crowdstrike Holdings, Class A (1)  21,310  2,926 
Datadog, Class A (1)  27,900  2,850 
Digital Turbine (1)  6,900  226 
DocuSign (1)  27,800  5,984 
Domo, Class B (1)  1,700  65 
Dropbox, Class A (1)  28,360  546 
Dynatrace (1)  24,373  1,000 
Elastic (1)  5,700  615 
Envestnet (1)  8,000  617 
Everbridge (1)(2)  6,387  803 
Fair Isaac (1)  3,985  1,695 
FireEye (1)  54,200  669 
Five9 (1)  11,400  1,478 
Guidewire Software (1)  16,900  1,762 
HubSpot (1)  7,800  2,280 
J2 Global (1)  10,600  734 
LivePerson (1)(2)  15,100  785 
Manhattan Associates (1)  11,940  1,140 
Medallia (1)(2)  1,700  47 
MicroStrategy, Class A (1)  3,306  498 
Mimecast (1)  2,000  94 
Mitek Systems (1)  40,900  521 
MobileIron (1)  86,800  609 
NetSol Technologies (1)  6,000  18 
New Relic (1)  13,200  744 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Nuance Communications (1)  41,111  1,365 
Nutanix, Class A (1)(2)  32,000  710 
OneSpan (1)  6,400  134 
Palo Alto Networks (1)  16,450  4,026 
Paylocity Holding (1)  7,800  1,259 
Pegasystems  4,000  484 
Pluralsight, Class A (1)  7,300  125 
Progress Software  1,800  66 
Proofpoint (1)  9,800  1,034 
PROS Holdings (1)  11,900  380 
PTC (1)  20,900  1,729 
Q2 Holdings (1)(2)  8,500  776 
Qualys (1)  3,200  314 
Qumu (1)  15,350  71 
Rapid7 (1)  2,500  153 
RealPage (1)  13,520  779 
RingCentral, Class A (1)  12,779  3,509 
SailPoint Technologies Holding (1)  9,500  376 
Slack Technologies, Class A (1)(2)  57,200  1,536 
Smartsheet, Class A (1)  18,950  937 
SolarWinds (1)(2)  3,200  65 
Splunk (1)  27,700  5,211 
SPS Commerce (1)  7,500  584 
SS&C Technologies Holdings  34,000  2,058 
SVMK (1)  7,100  157 
Tenable Holdings (1)  800  30 
Teradata (1)  18,651  423 
Trade Desk, Class A (1)(2)  7,600  3,943 
Varonis Systems (1)  3,100  358 
Verint Systems (1)  15,200  732 
VMware, Class A (1)  13,147  1,889 
Workday, Class A (1)  28,570  6,146 
Workiva (1)  4,100  229 
Xperi Holding  9,100  105 
Zendesk (1)  21,900  2,254 
Zoom Video Communications, Class A (1)  28,200  13,257 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Zscaler (1)  11,757  1,654 
    107,629 
Technology Hardware, Storage & Peripherals 0.4%     
3D Systems (1)(2)  47,150  232 
Dell Technologies, Class C (1)  30,497  2,064 
Diebold Nixdorf (1)  3,200  24 
Immersion (1)  49,100  346 
Intevac (1)  15,600  86 
NCR (1)  21,100  467 
Pure Storage, Class A (1)(2)  47,400  730 
    3,949 
Total Information Technology    209,653 
MATERIALS 3.3%     
 
Chemicals 1.5%     
AgroFresh Solutions (1)  2,200  5 
American Vanguard  5,066  67 
Ashland Global Holdings  7,300  518 
Avient  16,130  427 
Axalta Coating Systems (1)  30,200  669 
Balchem  5,900  576 
Cabot  12,350  445 
Chase  2,050  196 
Chemours (2)  29,600  619 
Element Solutions (1)  45,600  479 
Ferro (1)  25,760  319 
GCP Applied Technologies (1)  9,065  190 
HB Fuller  6,740  309 
Huntsman  37,200  826 
Ingevity (1)  9,700  480 
Innospec  1,400  89 
Koppers Holdings (1)  7,200  151 
Livent (1)(2)  12,100  109 
Minerals Technologies  4,310  220 
NewMarket  1,100  377 
Olin  19,130  237 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
PQ Group Holdings (1)  5,400  55 
Quaker Chemical (2)  1,900  341 
RPM International  25,800  2,137 
Scotts Miracle-Gro  6,100  933 
Sensient Technologies  7,680  443 
Stepan  4,600  501 
Tredegar  6,900  103 
Trinseo  9,100  233 
Valvoline  41,087  782 
Westlake Chemical  6,142  388 
WR Grace  8,200  330 
    13,554 
Construction Materials 0.1%     
Eagle Materials  5,270  455 
Summit Materials, Class A (1)  16,092  266 
    721 
Containers & Packaging 0.7%     
AptarGroup  10,460  1,184 
Berry Global Group (1)  23,600  1,140 
Crown Holdings (1)  21,850  1,680 
Graphic Packaging Holding  39,613  558 
Greif, Class A  7,100  257 
Myers Industries  15,715  208 
O-I Glass  51,400  544 
Silgan Holdings  7,440  274 
Sonoco Products  10,887  556 
    6,401 
Metals & Mining 0.8%     
Alcoa (1)  10,600  123 
Allegheny Technologies (1)  28,700  250 
Arconic (1)  2,900  55 
Carpenter Technology  8,200  149 
Century Aluminum (1)  20,800  148 
Cleveland-Cliffs (2)  99,080  636 
Coeur Mining (1)  61,300  452 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Commercial Metals  13,900  278 
Compass Minerals International  5,400  320 
Gold Resource  85,200  291 
Haynes International  2,200  38 
Hecla Mining  129,400  657 
Kaiser Aluminum  2,236  120 
Materion  5,700  297 
Olympic Steel  9,400  107 
Reliance Steel & Aluminum  7,600  776 
Royal Gold  9,350  1,124 
Steel Dynamics  36,628  1,049 
SunCoke Energy  28,800  98 
TimkenSteel (1)  30,200  107 
United States Steel  78,100  573 
Worthington Industries  8,463  345 
    7,993 
Paper & Forest Products 0.2%     
Boise Cascade  9,200  367 
Clearwater Paper (1)  9,388  356 
Domtar  11,016  289 
Louisiana-Pacific  22,800  673 
PH Glatfelter  13,800  190 
Verso, Class A  19,200  152 
    2,027 
Total Materials    30,696 
REAL ESTATE 6.5%     
 
Equity Real Estate Investment Trusts 6.1%     
Acadia Realty Trust, REIT  19,550  205 
Agree Realty, REIT  7,200  458 
Alexander's, REIT  500  123 
American Assets Trust, REIT  9,000  217 
American Campus Communities, REIT  25,826  902 
American Homes 4 Rent, Class A, REIT  50,200  1,430 
Americold Realty Trust, REIT  27,631  988 
Apple Hospitality, REIT  26,700  257 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Bluerock Residential Growth, REIT  46,600  353 
Brandywine Realty Trust, REIT  11,043  114 
Brixmor Property Group, REIT  38,600  451 
Camden Property Trust, REIT  14,900  1,326 
CareTrust, REIT  13,200  235 
Cedar Realty Trust, REIT  21,500  17 
CIM Commercial Trust, REIT  2,994  30 
City Office, REIT  34,100  256 
Colony Capital, REIT  147,434  403 
Community Healthcare Trust, REIT  900  42 
CoreCivic, REIT  13,291  106 
CorEnergy Infrastructure Trust, REIT (2)  17,840  104 
CoreSite Realty, REIT  6,800  808 
Corporate Office Properties Trust, REIT  6,700  159 
Cousins Properties, REIT  23,931  684 
CubeSmart, REIT  44,000  1,422 
CyrusOne, REIT  18,200  1,275 
DiamondRock Hospitality, REIT  51,151  259 
Diversified Healthcare Trust, REIT  29,014  102 
Douglas Emmett, REIT  24,100  605 
Easterly Government Properties, REIT  7,086  159 
EastGroup Properties, REIT  8,050  1,041 
Empire State Realty Trust, Class A, REIT  13,300  81 
EPR Properties, REIT  14,680  404 
Equity Commonwealth, REIT  12,976  346 
Equity LifeStyle Properties, REIT  33,380  2,046 
Essential Properties Realty Trust, REIT  33,400  612 
First Industrial Realty Trust, REIT  16,765  667 
Franklin Street Properties, REIT  21,400  78 
Gaming and Leisure Properties, REIT  38,592  1,425 
GEO Group, REIT  17,266  196 
Getty Realty, REIT  6,043  157 
Gladstone Commercial, REIT  2,200  37 
Gladstone Land, REIT  24,200  364 
Global Net Lease, REIT  27,633  439 
Global Self Storage, REIT  31,399  126 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Healthcare Realty Trust, REIT  25,180  758 
Healthcare Trust of America, Class A, REIT  33,573  873 
Hersha Hospitality Trust, REIT  23,200  129 
Highwoods Properties, REIT  12,813  430 
Hudson Pacific Properties, REIT  13,900  305 
Independence Realty Trust, REIT  10,800  125 
Innovative Industrial Properties, REIT (2)  5,100  633 
Invitation Homes, REIT  81,568  2,283 
JBG SMITH Properties, REIT  29,400  786 
Kilroy Realty, REIT  14,920  775 
Kite Realty Group Trust, REIT  35,100  406 
Lamar Advertising, Class A, REIT  13,892  919 
Lexington Realty Trust, REIT  26,029  272 
Life Storage, REIT  9,200  969 
LTC Properties, REIT  12,150  424 
Macerich, REIT (2)  14,555  99 
Mack-Cali Realty, REIT  5,034  64 
Medical Properties Trust, REIT  68,100  1,201 
Monmouth Real Estate Investment, REIT  22,800  316 
National Health Investors, REIT  8,520  514 
National Retail Properties, REIT  24,130  833 
National Storage Affiliates Trust, REIT  1,800  59 
Office Properties Income Trust, REIT  3,000  62 
Omega Healthcare Investors, REIT  36,250  1,085 
Outfront Media, REIT  10,794  157 
Paramount Group, REIT  60,758  430 
Park Hotels & Resorts, REIT  38,000  380 
Pebblebrook Hotel Trust, REIT (2)  26,580  333 
Pennsylvania Real Estate Investment Trust, REIT (2)  109,231  61 
Physicians Realty Trust, REIT  50,200  899 
Piedmont Office Realty Trust, Class A, REIT  26,800  364 
Postal Realty Trust, Class A, REIT  2,400  36 
PotlatchDeltic, REIT  9,559  402 
Power, REIT (1)(2)  7,138  141 
PS Business Parks, REIT  4,800  587 
QTS Realty Trust, Class A, REIT  9,700  611 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Rayonier, REIT  27,951  739 
Retail Opportunity Investments, REIT  33,500  349 
Retail Properties of America, Class A, REIT  72,500  421 
Retail Value, REIT  10,967  138 
Rexford Industrial Realty, REIT  15,000  686 
RLJ Lodging Trust, REIT  19,596  170 
RPT Realty, REIT  46,300  252 
Ryman Hospitality Properties, REIT  10,926  402 
Sabra Health Care, REIT  30,046  414 
Safehold, REIT  900  56 
Saul Centers, REIT  6,300  167 
Service Properties Trust, REIT  31,150  248 
SITE Centers, REIT  68,600  494 
Spirit Realty Capital, REIT  10,160  343 
STAG Industrial, REIT  20,400  622 
STORE Capital, REIT  26,900  738 
Summit Hotel Properties, REIT  56,800  294 
Sun Communities, REIT  14,850  2,088 
Sunstone Hotel Investors, REIT  36,974  294 
Tanger Factory Outlet Centers, REIT (2)  16,680  101 
Taubman Centers, REIT  7,300  243 
Terreno Realty, REIT  15,200  832 
UMH Properties, REIT  30,700  416 
Universal Health Realty Income Trust, REIT  4,550  259 
Urban Edge Properties, REIT  6,000  58 
Urstadt Biddle Properties, Class A, REIT  10,000  92 
VEREIT, REIT  138,140  898 
VICI Properties, REIT  71,800  1,678 
Washington Real Estate Investment Trust, REIT  13,200  266 
Weingarten Realty Investors, REIT  22,940  389 
WP Carey, REIT  23,870  1,555 
Xenia Hotels & Resorts, REIT  24,000  211 
    56,143 
Real Estate Management & Development 0.4%     
Altisource Portfolio Solutions (1)  10,500  133 
eXp World Holdings (1)  1,500  60 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
FRP Holdings (1)  1,400  58 
Howard Hughes (1)  6,000  346 
Jones Lang LaSalle  9,310  890 
Kennedy-Wilson Holdings  27,600  401 
Newmark Group, Class A  34,204  148 
Rafael Holdings, Class B (1)  5,221  81 
RE/MAX Holdings, Class A  9,200  301 
Realogy Holdings (1)  9,600  91 
Redfin (1)(2)  14,900  744 
    3,253 
Total Real Estate    59,396 
UTILITIES 2.1%     
 
Electric Utilities 0.8%     
ALLETE  9,682  501 
Avangrid  15,800  797 
Genie Energy, Class B  23,842  191 
Hawaiian Electric Industries  22,600  751 
IDACORP  6,010  480 
MGE Energy  5,194  326 
OGE Energy  27,500  825 
Otter Tail  5,450  197 
PG&E (1)  272,100  2,555 
PNM Resources  13,219  546 
Portland General Electric  9,100  323 
Spark Energy, Class A  24,300  202 
    7,694 
Gas Utilities 0.5%     
Chesapeake Utilities  5,500  464 
National Fuel Gas  12,630  513 
New Jersey Resources  19,550  528 
Northwest Natural Holding  7,890  358 
ONE Gas  9,300  642 
RGC Resources  11,879  278 
South Jersey Industries  12,240  236 
Southwest Gas Holdings  7,300  461 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
 
 
 
  Shares/Par  $ Value 
(Cost and value in $000s)     
 
Spire  8,310  442 
UGI  22,790  751 
    4,673 
Independent Power & Renewable Electricity Producers 0.2%     
Clearway Energy, Class C  9,900  267 
Ormat Technologies  6,900  408 
Vistra  59,030  1,113 
    1,788 
Multi-Utilities 0.2%     
Avista  11,490  392 
Black Hills  4,540  243 
MDU Resources  21,091  475 
NorthWestern  6,200  302 
Unitil  4,100  158 
    1,570 
Water Utilities 0.4%     
American States Water  9,100  682 
Cadiz (1)(2)  14,600  145 
California Water Service Group  7,650  332 
Essential Utilities  37,432  1,507 
Middlesex Water  8,000  497 
SJW Group  2,122  129 
    3,292 
Total Utilities    19,017 
Total Common Stocks (Cost $544,515)    909,803 
 
SHORT-TERM INVESTMENTS 0.4%     
 
Money Market Funds 0.1%     
T. Rowe Price Government Reserve Fund, 0.09%, (4)(5)  232,116  232 
    232 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND

  Shares/Par    $ Value 
(Cost and value in $000s)       
U. S. Treasury Obligations 0.3%       
U. S. Treasury Bills, 0.11%, 3/25/21 (6)  2,750,000    2,749 
      2,749 
 
Total Short-Term Investments (Cost $2,981)      2,981 
SECURITIES LENDING COLLATERAL 6.8%       
INVESTMENTS IN A POOLED ACCOUNT THROUGH       
SECURITIES LENDING PROGRAM WITH STATE STREET       
BANK AND TRUST COMPANY 6.8%       
Short-Term Funds 6.8%       
T. Rowe Price Short-Term Fund, 0.13% (4)(5)  6,237,314    62,373 
Total Investments in a Pooled Account through Securities Lending Program with     
State Street Bank and Trust Company      62,373 
Total Securities Lending Collateral (Cost $62,373)      62,373 
 
Total Investments in Securities 106.7%       
(Cost $609,869)    $  975,157 
Other Assets Less Liabilities (6.7)%      (60,892) 
Net Assets 100.0%    $  914,265 

 

‡   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 )  Level 3 in fair value hierarchy. 
(4 )  Seven-day yield 
(5 )  Affiliated Companies 
(6 )  At September 30, 2020, 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. 
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 EXTENDED EQUITY MARKET INDEX FUND

  FUTURES CONTRACTS            
($ 000 s)           
            Value and
      Expiration  Notional    Unrealized Gain 
      Date  Amount    (Loss)
  Long, 26 Russell 2000 E-Mini Index contracts   12/20  1,956  $    (18) 
  Long, 11 S&P MidCap 400 E-Mini Index contracts   12/20  2,041      (15) 
  Net payments (receipts) of variation margin to date           43 
 
  Variation margin receivable (payable) on open futures contracts      $  10 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND

Affiliated Companies
($000s)

The fund may invest in certain securities that are considered affiliated companies. As defined
by the 1940 Act, an affiliated company is one in which the fund owns 5% or more of the
outstanding voting securities, or a company that is under common ownership or control. The
following securities were considered affiliated companies for all or some portion of the nine
months ended September 30, 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 Government             
Reserve Fund    $  —  $  —  $  121 
T. Rowe Price Short-Term Fund    —    —    —++ 
Totals    $  —#  $  —  $  121+ 
 
 
Supplementary Investment Schedule           
    Value  Purchase  Sales    Value 
Affiliate    12/31/19  Cost  Cost    9/30/20 
T. Rowe Price Government             
Reserve Fund  $  31,173    ¤  ¤ $    232 
T. Rowe Price Short-Term             
Fund    94,682    ¤  ¤    62,373 
Total          $    62,605^ 

 

#  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 $121 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 $62,605. 

 

The accompanying notes are an integral part of this Portfolio of Investments.

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX FUND
Unaudited
NOTES TO PORTFOLIO OF
INVESTMENTS

T. Rowe Price Extended Equity Market Index Fund (the fund) is registered under the Investment Company Act of 1940
(the 1940 Act) as an open-end management investment company and follows accounting and reporting guidance of the
Financial Accounting Standards Board Accounting Standards Codification Topic 946. The accompanying Portfolio of
Investments was prepared in accordance with accounting principles generally accepted in the United States of America
(GAAP). For additional information on the fund’s significant accounting policies and investment related disclosures,
please refer to the fund’s most recent semiannual or annual shareholder report and its prospectus.

VALUATION

The fund’s financial instruments are valued at the close of the New York Stock Exchange (NYSE), normally 4 p.m. ET,
each day the NYSE is open for business.

Fair Value
The fund’s financial instruments are reported at fair value, which GAAP defines as the price that would be received to
sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement
date. The T. Rowe Price Valuation Committee (the Valuation Committee) is an internal committee that has been
delegated certain responsibilities by the fund’s Board of Directors (the Board) to ensure that financial instruments are
appropriately priced at fair value in accordance with GAAP and the 1940 Act. Subject to oversight by the Board, the
Valuation Committee develops and oversees pricing-related policies and procedures and approves all fair value
determinations. Specifically, the Valuation Committee establishes procedures to value securities; determines pricing
techniques, sources, and persons eligible to effect fair value pricing actions; oversees the selection, services, and
performance of pricing vendors; oversees valuation-related business continuity practices; and provides guidance on
internal controls and valuation-related matters. The Valuation Committee reports to the Board and has representation
from legal, portfolio management and trading, operations, risk management, and the fund’s treasurer.

Various valuation techniques and inputs are used to determine the fair value of financial instruments. GAAP
establishes the following fair value hierarchy that categorizes the inputs used to measure fair value:

Level 1 - quoted prices (unadjusted) in active markets for identical financial instruments that the fund can access at
the reporting date

Level 2 - inputs other than Level 1 quoted prices that are observable, either directly or indirectly (including, but not
limited to, quoted prices for similar financial instruments in active markets, quoted prices for identical or
similar financial instruments in inactive markets, interest rates and yield curves, implied volatilities, and
credit spreads)

Level 3 - unobservable inputs

Observable inputs are developed using market data, such as publicly available information about actual events or
transactions, and reflect the assumptions that market participants would use to price the financial instrument.
Unobservable inputs are those for which market data are not available and are developed using the best information
available about the assumptions that market participants would use to price the financial instrument. GAAP requires
valuation techniques to maximize the use of relevant observable inputs and minimize the use of unobservable inputs.
When multiple inputs are used to derive fair value, the financial instrument is assigned to the level within the fair value
hierarchy based on the lowest-level input that is significant to the fair value of the financial instrument. Input levels are
not necessarily an indication of the risk or liquidity associated with financial instruments at that level but rather the
degree of judgment used in determining those values.

Valuation Techniques
Equity securities listed or regularly traded on a securities exchange or in the over-the-counter (OTC) market are valued
at the last quoted sale price or, for certain markets, the official closing price at the time the valuations are made. OTC
Bulletin Board securities are valued at the mean of the closing bid and asked prices. A security that is listed or traded on

 

T. ROWE PRICE EXTENDED EQUITY MARKET INDEX 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 EXTENDED EQUITY MARKET INDEX 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  $  909,800$  — $  3$  909,803 
Short-Term Investments    232  2,749  —  2,981 
Securities Lending Collateral    62,373  —  —  62,373 
Total Securities  $  972,405$  2,749$  3$  975,157 
Futures Contracts    10  —  —  10 
Total  $  972,415$  2,749$  3$  975,167