T.

ROWE

PRICE

Mid-Cap

Index

Fund

September

30,

2021

(Unaudited)

1

Portfolio

of

Investments

‡

Shares

$

Value

(Cost

and

value

in

$000s)

‡

COMMON

STOCKS

100.0%

COMMUNICATION

SERVICES

4.8%

Entertainment

2.0%

Liberty

Media-Liberty

Formula

One,

Class

A (1)

444‌

21‌

Liberty

Media-Liberty

Formula

One,

Class

C (1)

3,478‌

179‌

Madison

Square

Garden

Sports (1)

325‌

60‌

Playtika

Holding (1)

1,801‌

50‌

Roku (1)

2,028‌

635‌

Skillz,

Class

A (1)(2)

5,120‌

50‌

Spotify

Technology (1)

2,383‌

537‌

World

Wrestling

Entertainment,

Class

A (2)

775‌

44‌

Zynga,

Class

A (1)

17,378‌

131‌

1,707‌

Interactive

Media

&

Services

1.3%

IAC/InterActiveCorp (1)

1,327‌

173‌

Pinterest,

Class

A (1)

9,711‌

495‌

TripAdvisor (1)

1,712‌

58‌

Vimeo (1)

2,494‌

73‌

Zillow

Group,

Class

A (1)

1,034‌

91‌

Zillow

Group,

Class

C (1)

2,946‌

260‌

1,150‌

Media

1.5%

Altice

USA,

Class

A (1)

3,723‌

77‌

Cable

One 

94‌

170‌

Liberty

Broadband,

Class

A (1)

433‌

73‌

Liberty

Broadband,

Class

C (1)

2,523‌

436‌

Liberty

Media

Corp-Liberty

SiriusXM,

Class

A (1)

1,378‌

65‌

Liberty

Media

Corp-Liberty

SiriusXM,

Class

C (1)

2,842‌

135‌

New

York

Times,

Class

A 

2,904‌

143‌

Nexstar

Media

Group,

Class

A 

694‌

105‌

Sirius

XM

Holdings (2)

15,660‌

96‌

1,300‌

Total

Communication

Services

4,157‌

CONSUMER

DISCRETIONARY

11.3%

Auto

Components

0.5%

Gentex 

4,199‌

139‌

Lear 

1,043‌

163‌

QuantumScape (1)

3,543‌

87‌

389‌

Automobiles

0.2%

Harley-Davidson 

2,640‌

96‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

2

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Thor

Industries 

927‌

114‌

210‌

Diversified

Consumer

Services

0.9%

Bright

Horizons

Family

Solutions (1)

1,055‌

147‌

Chegg (1)

2,511‌

171‌

frontdoor (1)

1,493‌

63‌

Grand

Canyon

Education (1)

767‌

67‌

H&R

Block 

3,061‌

76‌

Mister

Car

Wash (1)

716‌

13‌

Service

Corp

International 

2,874‌

173‌

Terminix

Global

Holdings (1)

2,149‌

90‌

800‌

Hotels,

Restaurants

&

Leisure

2.3%

Aramark 

4,022‌

132‌

Boyd

Gaming (1)

1,429‌

90‌

Choice

Hotels

International 

602‌

76‌

Churchill

Downs 

638‌

153‌

DraftKings,

Class

A (1)(2)

5,318‌

256‌

Hyatt

Hotels,

Class

A (1)

822‌

63‌

Marriott

Vacations

Worldwide 

726‌

114‌

Planet

Fitness,

Class

A (1)

1,466‌

115‌

Six

Flags

Entertainment (1)

1,343‌

57‌

Travel

+

Leisure 

1,476‌

81‌

Vail

Resorts 

699‌

234‌

Wendy's 

3,077‌

67‌

Wyndham

Hotels

&

Resorts 

1,599‌

123‌

Yum

China

Holdings 

7,323‌

426‌

1,987‌

Household

Durables

0.4%

Tempur

Sealy

International 

3,149‌

146‌

Toll

Brothers 

1,959‌

108‌

TopBuild (1)

571‌

117‌

371‌

Internet

&

Direct

Marketing

Retail

1.1%

DoorDash,

Class

A (1)

2,520‌

519‌

Qurate

Retail,

Series

A 

6,510‌

66‌

Wayfair,

Class

A (1)(2)

1,317‌

337‌

922‌

Leisure

Products

1.1%

Brunswick 

1,350‌

129‌

Hayward

Holdings (1)

641‌

14‌

Mattel (1)

6,024‌

112‌

Peloton

Interactive,

Class

A (1)

4,594‌

400‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

3

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Polaris 

1,003‌

120‌

YETI

Holdings (1)

1,489‌

127‌

902‌

Multiline

Retail

0.3%

Kohl's 

2,753‌

130‌

Nordstrom (1)

1,925‌

51‌

Ollie's

Bargain

Outlet

Holdings (1)(2)

1,149‌

69‌

250‌

Specialty

Retail

2.9%

AutoNation (1)

786‌

96‌

Burlington

Stores (1)

1,161‌

329‌

Carvana (1)

1,348‌

406‌

Dick's

Sporting

Goods 

1,090‌

131‌

Five

Below (1)

959‌

170‌

Floor

&

Decor

Holdings,

Class

A (1)

1,766‌

213‌

Foot

Locker 

1,563‌

71‌

GameStop,

Class

A (1)

1,120‌

196‌

Leslie's (1)

2,345‌

48‌

Lithia

Motors 

513‌

163‌

Penske

Automotive

Group 

554‌

56‌

Petco

Health

&

Wellness (1)

913‌

19‌

RH (1)

300‌

200‌

Victoria's

Secret (1)

1,368‌

76‌

Vroom (1)(2)

2,016‌

44‌

Williams-Sonoma 

1,300‌

231‌

2,449‌

Textiles,

Apparel

&

Luxury

Goods

1.6%

Capri

Holdings (1)

2,598‌

126‌

Carter's 

749‌

73‌

Columbia

Sportswear 

697‌

67‌

Deckers

Outdoor (1)

478‌

172‌

Lululemon

Athletica (1)

1,992‌

806‌

Skechers

USA,

Class

A (1)

2,301‌

97‌

1,341‌

Total

Consumer

Discretionary

9,621‌

CONSUMER

STAPLES

2.4%

Beverages

0.6%

Boston

Beer,

Class

A (1)

162‌

83‌

Keurig

Dr

Pepper 

12,224‌

417‌

500‌

Food

&

Staples

Retailing

0.4%

Albertsons,

Class

A (2)

2,694‌

84‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

4

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Casey's

General

Stores 

642‌

121‌

Grocery

Outlet

Holding (1)

1,521‌

33‌

U.S.

Foods

Holding (1)

3,880‌

134‌

372‌

Food

Products

1.2%

Beyond

Meat (1)(2)

998‌

105‌

Bunge 

2,414‌

196‌

Darling

Ingredients (1)

2,840‌

204‌

Flowers

Foods 

3,264‌

77‌

Freshpet (1)

712‌

102‌

Hain

Celestial

Group (1)

1,459‌

63‌

Ingredion 

1,170‌

104‌

Pilgrim's

Pride (1)

839‌

24‌

Post

Holdings (1)

1,028‌

113‌

Seaboard 

4‌

17‌

1,005‌

Household

Products

0.1%

Reynolds

Consumer

Products 

953‌

26‌

Spectrum

Brands

Holdings 

729‌

70‌

96‌

Personal

Products

0.1%

Coty,

Class

A (1)

5,899‌

46‌

Herbalife

Nutrition (1)

1,827‌

78‌

124‌

Total

Consumer

Staples

2,097‌

ENERGY

1.4%

Energy

Equipment

&

Services

0.1%

NOV (1)

6,793‌

89‌

89‌

Oil,

Gas

&

Consumable

Fuels

1.3%

Antero

Midstream 

5,765‌

60‌

Cheniere

Energy (1)

4,102‌

401‌

Continental

Resources 

1,132‌

52‌

DT

Midstream 

1,681‌

78‌

EQT (1)

4,799‌

98‌

HollyFrontier 

2,572‌

85‌

New

Fortress

Energy 

443‌

12‌

Targa

Resources 

3,922‌

193‌

Texas

Pacific

Land 

102‌

124‌

1,103‌

Total

Energy

1,192‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

5

Shares

$

Value

(Cost

and

value

in

$000s)

‡

FINANCIALS

12.8%

Banks

2.8%

Bank

of

Hawaii 

693‌

57‌

Bank

OZK 

2,140‌

92‌

BOK

Financial 

532‌

48‌

Commerce

Bancshares 

1,872‌

130‌

Cullen/Frost

Bankers 

994‌

118‌

East

West

Bancorp 

2,479‌

192‌

First

Citizens

BancShares,

Class

A 

105‌

89‌

First

Hawaiian 

2,275‌

67‌

First

Horizon 

9,545‌

156‌

FNB 

5,620‌

65‌

PacWest

Bancorp 

2,053‌

93‌

Pinnacle

Financial

Partners 

1,294‌

122‌

Popular 

1,394‌

108‌

Prosperity

Bancshares 

1,555‌

111‌

Signature

Bank 

1,032‌

281‌

Sterling

Bancorp 

3,332‌

83‌

Synovus

Financial 

2,562‌

112‌

Umpqua

Holdings 

3,834‌

78‌

Webster

Financial 

1,567‌

85‌

Western

Alliance

Bancorp 

1,755‌

191‌

Wintrust

Financial 

987‌

79‌

2,357‌

Capital

Markets

4.8%

Affiliated

Managers

Group 

709‌

107‌

Apollo

Global

Management 

3,161‌

195‌

Ares

Management,

Class

A 

2,415‌

178‌

Blackstone

Group 

11,899‌

1,384‌

Carlyle

Group 

2,848‌

135‌

Evercore,

Class

A 

667‌

89‌

FactSet

Research

Systems 

663‌

262‌

Interactive

Brokers

Group,

Class

A 

1,398‌

87‌

Janus

Henderson

Group 

2,951‌

122‌

Jefferies

Financial

Group 

3,842‌

143‌

KKR 

9,723‌

592‌

Lazard,

Class

A 

1,773‌

81‌

LPL

Financial

Holdings 

1,395‌

219‌

Morningstar 

404‌

104‌

SEI

Investments 

1,907‌

113‌

Stifel

Financial 

1,796‌

122‌

Tradeweb

Markets,

Class

A 

1,834‌

148‌

Virtu

Financial,

Class

A 

1,624‌

40‌

4,121‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

6

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Consumer

Finance

1.1%

Ally

Financial 

6,309‌

322‌

Credit

Acceptance (1)(2)

154‌

90‌

OneMain

Holdings 

1,816‌

101‌

Santander

Consumer

USA

Holdings 

1,049‌

44‌

SLM 

5,250‌

92‌

Upstart

Holdings (1)

790‌

250‌

899‌

Diversified

Financial

Services

0.4%

Equitable

Holdings 

6,401‌

190‌

Voya

Financial 

1,947‌

119‌

309‌

Insurance

2.8%

Alleghany (1)

236‌

147‌

American

Financial

Group 

1,191‌

150‌

Arch

Capital

Group (1)

6,680‌

255‌

Assured

Guaranty 

1,225‌

57‌

Athene

Holding,

Class

A (1)

2,032‌

140‌

Axis

Capital

Holdings 

1,348‌

62‌

Brighthouse

Financial (1)

1,416‌

64‌

CNA

Financial 

506‌

21‌

Erie

Indemnity,

Class

A 

439‌

78‌

Fidelity

National

Financial 

4,732‌

215‌

First

American

Financial 

1,874‌

126‌

GoHealth,

Class

A (1)

794‌

4‌

Hanover

Insurance

Group 

617‌

80‌

Kemper 

1,062‌

71‌

Lemonade (1)(2)

668‌

45‌

Markel (1)

235‌

281‌

Mercury

General 

464‌

26‌

Old

Republic

International 

4,877‌

113‌

Primerica 

685‌

105‌

Reinsurance

Group

of

America 

1,182‌

131‌

RenaissanceRe

Holdings 

805‌

112‌

Unum

Group 

3,553‌

89‌

White

Mountains

Insurance

Group 

52‌

56‌

2,428‌

Mortgage

Real

Estate

Investment

Trusts

0.6%

AGNC

Investment,

REIT 

9,129‌

144‌

Annaly

Capital

Management,

REIT 

24,237‌

204‌

New

Residential

Investment,

REIT 

7,539‌

83‌

Starwood

Property

Trust,

REIT 

4,783‌

117‌

548‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

7

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Thrifts

&

Mortgage

Finance

0.3%

MGIC

Investment 

5,846‌

88‌

New

York

Community

Bancorp 

7,781‌

100‌

Rocket,

Class

A 

2,440‌

39‌

TFS

Financial 

823‌

16‌

UWM

Holdings 

1,612‌

11‌

254‌

Total

Financials

10,916‌

HEALTH

CARE

11.5%

Biotechnology

3.9%

Acceleron

Pharma (1)

919‌

158‌

Alnylam

Pharmaceuticals (1)

2,075‌

392‌

BioMarin

Pharmaceutical (1)

3,202‌

247‌

CureVac (1)

925‌

50‌

Exact

Sciences (1)

2,973‌

284‌

Exelixis (1)

5,372‌

114‌

Horizon

Therapeutics (1)

3,818‌

418‌

Ionis

Pharmaceuticals (1)

2,443‌

82‌

Iovance

Biotherapeutics (1)

2,526‌

62‌

Mirati

Therapeutics (1)

683‌

121‌

Natera (1)

1,448‌

161‌

Neurocrine

Biosciences (1)

1,623‌

156‌

Novavax (1)

1,283‌

266‌

Sage

Therapeutics (1)

895‌

40‌

Sarepta

Therapeutics (1)

1,343‌

124‌

Seagen (1)

2,322‌

394‌

Ultragenyx

Pharmaceutical (1)

1,117‌

101‌

United

Therapeutics (1)

767‌

142‌

3,312‌

Health

Care

Equipment

&

Supplies

2.0%

Envista

Holdings (1)

2,800‌

117‌

Figs,

Class

A (1)

660‌

25‌

Globus

Medical,

Class

A (1)

1,360‌

104‌

Hill-Rom

Holdings 

1,167‌

175‌

ICU

Medical (1)

347‌

81‌

Insulet (1)

1,158‌

329‌

Integra

LifeSciences

Holdings (1)

1,259‌

86‌

Masimo (1)

876‌

237‌

Novocure (1)

1,776‌

206‌

Penumbra (1)

585‌

156‌

Quidel (1)

643‌

91‌

Tandem

Diabetes

Care (1)

1,060‌

127‌

1,734‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

8

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Health

Care

Providers

&

Services

1.3%

Acadia

Healthcare (1)

1,540‌

98‌

agilon

health (1)

1,173‌

31‌

Amedisys (1)

556‌

83‌

Chemed 

266‌

124‌

Encompass

Health 

1,714‌

128‌

Guardant

Health (1)

1,557‌

195‌

Molina

Healthcare (1)

1,010‌

274‌

Oak

Street

Health (1)(2)

1,688‌

72‌

Premier,

Class

A 

2,119‌

82‌

Signify

Health,

Class

A (1)

1,099‌

19‌

1,106‌

Health

Care

Technology

1.4%

Certara (1)

1,446‌

48‌

Change

Healthcare (1)

4,411‌

92‌

Teladoc

Health (1)

2,645‌

335‌

Veeva

Systems,

Class

A (1)

2,394‌

690‌

1,165‌

Life

Sciences

Tools

&

Services

2.0%

10X

Genomics,

Class

A (1)

1,458‌

212‌

Adaptive

Biotechnologies (1)

1,896‌

64‌

Avantor (1)

10,092‌

413‌

Bruker 

1,801‌

141‌

Maravai

LifeSciences

Holdings,

Class

A (1)

1,771‌

87‌

PPD (1)

2,811‌

132‌

QIAGEN (1)

3,951‌

204‌

Repligen (1)

956‌

276‌

Sotera

Health (1)

1,715‌

45‌

Syneos

Health (1)

1,770‌

155‌

1,729‌

Pharmaceuticals

0.9%

Elanco

Animal

Health (1)

7,797‌

249‌

Jazz

Pharmaceuticals (1)

1,030‌

134‌

Nektar

Therapeutics (1)

3,065‌

55‌

Perrigo 

2,329‌

110‌

Royalty

Pharma,

Class

A 

5,701‌

206‌

754‌

Total

Health

Care

9,800‌

INDUSTRIALS

&

BUSINESS

SERVICES

12.8%

Aerospace

&

Defense

1.1%

Axon

Enterprise (1)

1,131‌

198‌

BWX

Technologies 

1,669‌

90‌

Curtiss-Wright 

715‌

90‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

9

Shares

$

Value

(Cost

and

value

in

$000s)

‡

HEICO 

785‌

104‌

HEICO,

Class

A 

1,369‌

162‌

Hexcel (1)

1,455‌

86‌

Mercury

Systems (1)

962‌

46‌

Spirit

AeroSystems

Holdings,

Class

A 

1,813‌

80‌

Virgin

Galactic

Holdings (1)

3,117‌

79‌

935‌

Air

Freight

&

Logistics

0.2%

GXO

Logistics (1)

1,703‌

134‌

134‌

Airlines

0.2%

Copa

Holdings,

Class

A (1)

549‌

45‌

JetBlue

Airways (1)

5,489‌

84‌

129‌

Building

Products

1.4%

Advanced

Drainage

Systems 

1,050‌

114‌

Armstrong

World

Industries 

824‌

79‌

AZEK,

Class

A (1)

1,994‌

73‌

Builders

FirstSource (1)

3,565‌

184‌

Carlisle 

895‌

178‌

Lennox

International 

587‌

173‌

Owens

Corning 

1,782‌

152‌

Trex (1)

2,013‌

205‌

1,158‌

Commercial

Services

&

Supplies

0.6%

ADT 

2,740‌

22‌

Clean

Harbors (1)

876‌

91‌

Driven

Brands

Holdings (1)

973‌

28‌

IAA (1)

2,353‌

129‌

MSA

Safety 

638‌

93‌

Stericycle (1)

1,592‌

108‌

471‌

Construction

&

Engineering

0.4%

AECOM (1)

2,361‌

149‌

MasTec (1)

988‌

85‌

Valmont

Industries 

363‌

86‌

320‌

Electrical

Equipment

1.4%

Acuity

Brands 

616‌

107‌

ChargePoint

Holdings (1)(2)

1,770‌

35‌

Hubbell 

943‌

170‌

nVent

Electric 

2,934‌

95‌

Plug

Power (1)

8,941‌

228‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

10

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Regal

Beloit 

706‌

106‌

Sensata

Technologies

Holding (1)

2,733‌

150‌

Shoals

Technologies

Group,

Class

A (1)

1,778‌

50‌

Sunrun (1)

3,470‌

153‌

Vertiv

Holdings 

4,946‌

119‌

1,213‌

Machinery

2.3%

AGCO 

1,083‌

133‌

Allison

Transmission

Holdings 

1,802‌

64‌

Colfax (1)

2,014‌

92‌

Crane 

864‌

82‌

Donaldson 

2,214‌

127‌

Flowserve 

2,273‌

79‌

Gates

Industrial (1)

1,682‌

27‌

Graco 

2,950‌

206‌

ITT 

1,510‌

129‌

Lincoln

Electric

Holdings 

999‌

129‌

Middleby (1)

960‌

164‌

Nordson 

1,012‌

241‌

Oshkosh 

1,190‌

122‌

Timken 

1,118‌

73‌

Toro 

1,865‌

182‌

Woodward 

999‌

113‌

1,963‌

Marine

0.1%

Kirby (1)

1,037‌

50‌

50‌

Professional

Services

2.0%

Booz

Allen

Hamilton

Holding 

2,309‌

183‌

CACI

International,

Class

A (1)

409‌

107‌

Clarivate (1)

7,576‌

166‌

CoStar

Group (1)

6,847‌

589‌

Dun

&

Bradstreet

Holdings (1)

2,752‌

46‌

FTI

Consulting (1)

580‌

78‌

Legalzoom.com (1)

328‌

9‌

ManpowerGroup 

946‌

103‌

Science

Applications

International 

1,007‌

86‌

TransUnion 

3,349‌

376‌

1,743‌

Road

&

Rail

2.5%

AMERCO 

156‌

101‌

Knight-Swift

Transportation

Holdings 

2,782‌

142‌

Landstar

System 

666‌

105‌

Lyft,

Class

A (1)

4,991‌

268‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

11

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Ryder

System 

909‌

75‌

Schneider

National,

Class

B 

902‌

21‌

TuSimple

Holdings,

Class

A (1)(2)

624‌

23‌

Uber

Technologies (1)

28,201‌

1,263‌

XPO

Logistics (1)

1,688‌

134‌

2,132‌

Trading

Companies

&

Distributors

0.6%

Air

Lease 

1,878‌

74‌

Core

&

Main,

Class

A (1)

610‌

16‌

MSC

Industrial

Direct,

Class

A 

780‌

62‌

SiteOne

Landscape

Supply (1)

766‌

153‌

Univar

Solutions (1)

2,895‌

69‌

Watsco 

566‌

150‌

524‌

Total

Industrials

&

Business

Services

10,772‌

INFORMATION

TECHNOLOGY

31.0%

Communications

Equipment

0.5%

Ciena (1)

2,708‌

139‌

CommScope

Holding (1)

3,495‌

48‌

Lumentum

Holdings (1)

1,331‌

111‌

Ubiquiti 

114‌

34‌

Viasat (1)

1,204‌

66‌

398‌

Electronic

Equipment,

Instruments

&

Components

1.3%

Arrow

Electronics (1)

1,236‌

139‌

Avnet 

1,727‌

64‌

Cognex 

2,995‌

240‌

Coherent (1)

430‌

108‌

Jabil 

2,459‌

143‌

Littelfuse 

417‌

114‌

National

Instruments 

2,293‌

90‌

SYNNEX 

725‌

75‌

Vontier 

2,967‌

100‌

1,073‌

IT

Services

8.8%

Alliance

Data

Systems 

861‌

87‌

Amdocs 

2,275‌

172‌

Cloudflare,

Class

A (1)

4,517‌

509‌

Concentrix (1)

734‌

130‌

EPAM

Systems (1)

941‌

537‌

Euronet

Worldwide (1)

882‌

112‌

Fastly,

Class

A (1)(2)

1,816‌

73‌

Genpact 

3,217‌

153‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

12

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Globant (1)

705‌

198‌

GoDaddy,

Class

A (1)

2,950‌

206‌

MongoDB (1)

1,085‌

512‌

Okta (1)

2,165‌

514‌

Paysafe (1)

7,259‌

56‌

Sabre (1)

5,502‌

65‌

Shift4

Payments,

Class

A (1)

747‌

58‌

Snowflake,

Class

A (1)

3,414‌

1,032‌

SolarWinds 

583‌

10‌

Square,

Class

A (1)

6,918‌

1,659‌

StoneCo,

Class

A (1)

3,888‌

135‌

Switch,

Class

A 

1,996‌

51‌

Twilio,

Class

A (1)

2,904‌

926‌

WEX (1)

776‌

137‌

Wix.com (1)

928‌

182‌

7,514‌

Semiconductors

&

Semiconductor

Equipment

2.8%

Allegro

MicroSystems (1)

668‌

21‌

Brooks

Automation 

1,273‌

130‌

Cirrus

Logic (1)

1,007‌

83‌

Entegris 

2,339‌

295‌

First

Solar (1)

1,842‌

176‌

Marvell

Technology 

14,337‌

865‌

MKS

Instruments 

964‌

145‌

ON

Semiconductor (1)

7,366‌

337‌

Universal

Display 

753‌

129‌

Wolfspeed (1)

2,028‌

164‌

2,345‌

Software

16.8%

Alteryx,

Class

A (1)

1,024‌

75‌

Anaplan (1)

2,467‌

150‌

Aspen

Technology (1)

1,183‌

145‌

Atlassian,

Class

A (1)

2,386‌

934‌

Avalara (1)

1,484‌

259‌

Bentley

Systems,

Class

B 

2,387‌

145‌

Bill.com

Holdings (1)

1,381‌

369‌

Black

Knight (1)

2,671‌

192‌

C3.ai,

Class

A (1)

597‌

28‌

CDK

Global 

2,123‌

90‌

Coupa

Software (1)

1,273‌

279‌

Crowdstrike

Holdings,

Class

A (1)

3,443‌

846‌

Datadog,

Class

A (1)

4,048‌

572‌

Datto

Holding (1)(2)

427‌

10‌

DocuSign (1)

3,333‌

858‌

Dolby

Laboratories,

Class

A 

1,113‌

98‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

13

Shares

$

Value

(Cost

and

value

in

$000s)

‡

DoubleVerify

Holdings (1)(2)

255‌

9‌

Dropbox,

Class

A (1)

5,277‌

154‌

Duck

Creek

Technologies (1)

1,248‌

55‌

Dynatrace (1)

3,422‌

243‌

Elastic (1)

1,221‌

182‌

Everbridge (1)

664‌

100‌

Fair

Isaac (1)

477‌

190‌

Five9 (1)

1,164‌

186‌

Guidewire

Software (1)

1,471‌

175‌

HubSpot (1)

779‌

527‌

Jamf

Holding (1)(2)

909‌

35‌

Mandiant (1)

4,097‌

73‌

Manhattan

Associates (1)

1,102‌

169‌

McAfee,

Class

A 

1,155‌

26‌

Medallia (1)

1,897‌

64‌

N-Able (1)(2)

683‌

8‌

nCino (1)

969‌

69‌

NCR (1)

2,229‌

86‌

New

Relic (1)

884‌

63‌

Nuance

Communications (1)

4,960‌

273‌

Nutanix,

Class

A (1)

3,331‌

126‌

Palantir

Technologies,

Class

A (1)

28,325‌

681‌

Palo

Alto

Networks (1)

1,665‌

798‌

Paycor

HCM (1)

357‌

13‌

Paylocity

Holding (1)

658‌

185‌

Pegasystems 

710‌

90‌

Procore

Technologies (1)

176‌

16‌

RingCentral,

Class

A (1)

1,401‌

305‌

Smartsheet,

Class

A (1)

2,113‌

145‌

Splunk (1)

2,850‌

412‌

SS&C

Technologies

Holdings 

3,925‌

272‌

Teradata (1)

1,895‌

109‌

Trade

Desk,

Class

A (1)

7,491‌

527‌

Unity

Software (1)

2,589‌

327‌

VMware,

Class

A (1)(2)

1,400‌

208‌

Workday,

Class

A (1)

3,282‌

820‌

Zendesk (1)

2,084‌

243‌

Zoom

Video

Communications,

Class

A (1)

3,726‌

974‌

Zscaler (1)

1,344‌

352‌

14,340‌

Technology

Hardware,

Storage

&

Peripherals

0.8%

Dell

Technologies,

Class

C (1)

4,739‌

493‌

Pure

Storage,

Class

A (1)

4,604‌

116‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

14

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Xerox

Holdings 

2,520‌

51‌

660‌

Total

Information

Technology

26,330‌

MATERIALS

3.5%

Chemicals

1.3%

Ashland

Global

Holdings 

958‌

85‌

Axalta

Coating

Systems (1)

3,632‌

106‌

Chemours 

2,888‌

84‌

Diversey

Holdings (1)

857‌

14‌

Element

Solutions 

3,980‌

86‌

Huntsman 

3,710‌

110‌

NewMarket 

117‌

40‌

Olin 

2,530‌

122‌

RPM

International 

2,245‌

174‌

Scotts

Miracle-Gro 

716‌

105‌

Valvoline 

3,154‌

98‌

Westlake

Chemical 

577‌

53‌

1,077‌

Construction

Materials

0.1%

Eagle

Materials 

717‌

94‌

94‌

Containers

&

Packaging

0.9%

AptarGroup 

1,144‌

136‌

Ardagh

Group 

327‌

8‌

Berry

Global

Group (1)

2,372‌

144‌

Crown

Holdings 

2,192‌

221‌

Graphic

Packaging

Holding 

4,916‌

94‌

Silgan

Holdings 

1,432‌

55‌

Sonoco

Products 

1,691‌

101‌

759‌

Metals

&

Mining

1.1%

Alcoa (1)

3,280‌

160‌

Cleveland-Cliffs (1)(2)

7,912‌

157‌

Reliance

Steel

&

Aluminum 

1,097‌

156‌

Royal

Gold 

1,135‌

108‌

Southern

Copper 

1,466‌

82‌

Steel

Dynamics 

3,363‌

197‌

United

States

Steel 

4,667‌

103‌

963‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

15

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Paper

&

Forest

Products

0.1%

Louisiana-Pacific 

1,671‌

103‌

103‌

Total

Materials

2,996‌

REAL

ESTATE

6.9%

Equity

Real

Estate

Investment

Trusts

6.4%

American

Campus

Communities,

REIT 

2,387‌

116‌

American

Homes

4

Rent,

Class

A,

REIT 

4,959‌

189‌

Americold

Realty

Trust,

REIT 

4,551‌

132‌

Apartment

Income

REIT,

REIT 

2,749‌

134‌

Brixmor

Property

Group,

REIT 

5,112‌

113‌

Camden

Property

Trust,

REIT 

1,692‌

250‌

CoreSite

Realty,

REIT 

763‌

106‌

Cousins

Properties,

REIT 

2,576‌

96‌

CubeSmart,

REIT 

3,494‌

169‌

CyrusOne,

REIT 

2,154‌

167‌

Douglas

Emmett,

REIT 

2,922‌

92‌

EPR

Properties,

REIT 

1,289‌

64‌

Equity

LifeStyle

Properties,

REIT 

3,052‌

238‌

First

Industrial

Realty

Trust,

REIT 

2,241‌

117‌

Gaming

&

Leisure

Properties,

REIT 

3,837‌

178‌

Healthcare

Trust

of

America,

Class

A,

REIT 

3,789‌

112‌

Highwoods

Properties,

REIT 

1,789‌

78‌

Hudson

Pacific

Properties,

REIT 

2,575‌

68‌

Invitation

Homes,

REIT 

10,084‌

387‌

JBG

SMITH

Properties,

REIT 

2,169‌

64‌

Kilroy

Realty,

REIT 

2,043‌

135‌

Lamar

Advertising,

Class

A,

REIT 

1,500‌

170‌

Life

Storage,

REIT 

1,365‌

157‌

Medical

Properties

Trust,

REIT 

10,284‌

206‌

National

Retail

Properties,

REIT 

3,073‌

133‌

Omega

Healthcare

Investors,

REIT 

4,193‌

126‌

Park

Hotels

&

Resorts,

REIT (1)

4,088‌

78‌

Rayonier,

REIT 

2,447‌

87‌

Rexford

Industrial

Realty,

REIT 

2,429‌

138‌

SL

Green

Realty,

REIT 

1,150‌

81‌

Spirit

Realty

Capital,

REIT 

2,099‌

97‌

STORE

Capital,

REIT 

4,225‌

135‌

Sun

Communities,

REIT 

2,004‌

371‌

VEREIT,

REIT 

3,983‌

180‌

VICI

Properties,

REIT 

10,239‌

291‌

WP

Carey,

REIT 

3,181‌

232‌

5,487‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

16

Shares

$

Value

(Cost

and

value

in

$000s)

‡

Real

Estate

Management

&

Development

0.5%

Howard

Hughes (1)

723‌

63‌

Jones

Lang

LaSalle (1)

885‌

220‌

Opendoor

Technologies,

Class

A (1)

7,837‌

161‌

444‌

Total

Real

Estate

5,931‌

UTILITIES

1.6%

Electric

Utilities

0.7%

Avangrid 

994‌

48‌

Hawaiian

Electric

Industries 

1,826‌

74‌

IDACORP 

881‌

91‌

OGE

Energy 

3,447‌

114‌

PG&E (1)

26,324‌

253‌

580‌

Gas

Utilities

0.3%

National

Fuel

Gas 

1,519‌

80‌

UGI 

3,600‌

153‌

233‌

Independent

Power

&

Renewable

Electricity

Producers

0.3%

Brookfield

Renewable,

Class

A 

2,225‌

86‌

Vistra 

8,303‌

142‌

228‌

Multi-Utilities

0.1%

MDU

Resources 

3,440‌

102‌

102‌

Water

Utilities

0.2%

Essential

Utilities 

3,900‌

180‌

180‌

Total

Utilities

1,323‌

Total

Common

Stocks

(Cost

$80,635)

85,135‌

SHORT-TERM

INVESTMENTS

0.0%

Money

Market

Funds

0.0%

T.

Rowe

Price

Government

Reserve

Fund,

0.05% (3)(4)

39,468‌

39‌

Total

Short-Term

Investments

(Cost

$39)

39‌

T.

ROWE

PRICE

Mid-Cap

Index

Fund

17

Shares

$

Value

(Cost

and

value

in

$000s)

‡

SECURITIES

LENDING

COLLATERAL

1.9%

INVESTMENTS

IN

A

POOLED

ACCOUNT

THROUGH

SECURITIES

LENDING

PROGRAM

WITH

STATE

STREET

BANK

AND

TRUST

COMPANY

1.9%

Short-Term

Funds

1.9%

T.

Rowe

Price

Short-Term

Fund,

0.07% (3)(4)

159,585‌

1,596‌

Total

Investments

in

a

Pooled

Account

through

Securities

Lending

Program

with

State

Street

Bank

and

Trust

Company

1,596‌

Total

Securities

Lending

Collateral

(Cost

$1,596)

1,596‌

Total

Investments

in

Securities

101.9%

(Cost

$82,270)

$

86,770‌

Other

Assets

Less

Liabilities

(1.9)%

(

1,600‌

)

Net

Assets

100.0%

$

85,170‌

‡

Shares

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,

2021.

(3)

Seven-day

yield

(4)

Affiliated

Companies

REIT

A

domestic

Real

Estate

Investment

Trust

whose

distributions

pass-through

with

original

tax

character

to

the

shareholder

T.

ROWE

PRICE

Mid-Cap

Index

Fund

18

The

accompanying

notes

are

an

integral

part

of

this

Portfolio

of

Investments.

AFFILIATED

COMPANIES

($000s)

The

fund

may

invest

in

certain

securities

that

are

considered

affiliated

companies.

As

defined

by

the

1940

Act,

an

affiliated

company

is

one

in

which

the

fund

owns

5%

or

more

of

the

outstanding

voting

securities,

or

a

company

that

is

under

common

ownership

or

control.

The

following

securities

were

considered

affiliated

companies

for

all

or

some

portion

of

the

nine

months

ended

September

30,

2021.

Net

realized

gain

(loss),

investment

income,

change

in

net

unrealized

gain/loss,

and

purchase

and

sales

cost

reflect

all

activity

for

the

period

then

ended.

Affiliate

Net

Realized

Gain

(Loss)

Change

in

Net

Unrealized

Gain/Loss

Investment

Income

T.

Rowe

Price

Government

Reserve

Fund,

0.05%

$

—‌

$

—‌

$

—‌

T.

Rowe

Price

Short-Term

Fund,

0.07%

—‌

—‌

—‌

++

Totals

$

—‌

#

$

—‌

$

—‌

+

Supplementary

Investment

Schedule

Affiliate

Value

12/31/20

Purchase

Cost

Sales

Cost

Value

09/30/21

T.

Rowe

Price

Government

Reserve

Fund,

0.05%

$

5‌

¤

¤

$

39‌

T.

Rowe

Price

Short-Term

Fund,

0.07%

363‌

¤

¤

1,596‌

Total

$

1,635‌

^

#

Capital

gain

distributions

from

mutual

funds

represented

$0

of

the

net

realized

gain

(loss).

++

Excludes

earnings

on

securities

lending

collateral,

which

are

subject

to

rebates

and

fees.

+

Investment

income

comprised

$0

of

dividend

income

and

$0

of

interest

income.

¤

Purchase

and

sale

information

not

shown

for

cash

management

funds.

^

The

cost

basis

of

investments

in

affiliated

companies

was

$1,635.

T.

ROWE

PRICE

Mid-Cap

Index

Fund

Unaudited

Notes

to

Portfolio

of

Investments

19

T.

Rowe

Price

Mid-Cap

Index

Fund

 (the

fund) is

registered

under

the

Investment

Company

Act

of

1940

(the

1940

Act)

as

an

open-end

management

investment

company

and

follows

accounting

and

reporting

guidance

of

the

Financial

Accounting

Standards

Board

Accounting

Standards

Codification

Topic

946.

The

accompanying

Portfolio

of

Investments

was

prepared

in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

(GAAP).

For

additional

information

on

the

fund’s

significant

accounting

policies

and

investment

related

disclosures,

please

refer

to

the

fund’s 

most

recent

semiannual

or

annual

shareholder

report

and

its

prospectus.

VALUATION 

Fair

Value

  The

fund’s

financial

instruments

are

valued

at

the

close

of

the

New

York

Stock

Exchange

(NYSE),

normally

4

p.m.

ET,

each

day

the

NYSE

is

open

for

business,

and

are

reported

at

fair

value,

which

GAAP

defines

as

the

price

that

would

be

received

to

sell

an

asset

or

paid

to

transfer

a

liability

in

an

orderly

transaction

between

market

participants

at

the

measurement

date. The

T.

Rowe

Price

Valuation

Committee

(the

Valuation

Committee)

is

an

internal

committee

that

has

been

delegated

certain

responsibilities

by

the

fund’s

Board

of

Directors

(the

Board)

to

ensure

that

financial

instruments

are

appropriately

priced

at

fair

value

in

accordance

with

GAAP

and

the

1940

Act.

Subject

to

oversight

by

the

Board,

the

Valuation

Committee

develops

and

oversees

pricing-related

policies

and

procedures

and

approves

all

fair

value

determinations.

Specifically,

the

Valuation

Committee

establishes

policies

and

procedures

used

in

valuing

financial

instruments,

including

those

which

cannot

be

valued

in

accordance

with

normal

procedures

or

using

pricing

vendors;

determines

pricing

techniques,

sources,

and

persons

eligible

to

effect

fair

value

pricing

actions;

evaluates

the

services

and

performance

of

the

pricing

vendors;

oversees

the

pricing

process

to

ensure

policies

and

procedures

are

being

followed;

and

provides

guidance

on

internal

controls

and

valuation-related

matters.

The

Valuation

Committee

provides

periodic

reporting

to

the

Board

on

valuation

matters.

Various

valuation

techniques

and

inputs

are

used

to

determine

the

fair

value

of

financial

instruments.

GAAP

establishes

the

following

fair

value

hierarchy

that

categorizes

the

inputs

used

to

measure

fair

value:

Level

1

–

quoted

prices

(unadjusted)

in

active

markets

for

identical

financial

instruments

that

the

fund

can

access

at

the

reporting

date

T.

ROWE

PRICE

Mid-Cap

Index

Fund

20

Level

2

–

inputs

other

than

Level

1

quoted

prices

that

are

observable,

either

directly

or

indirectly

(including,

but

not

limited

to,

quoted

prices

for

similar

financial

instruments

in

active

markets,

quoted

prices

for

identical

or

similar

financial

instruments

in

inactive

markets,

interest

rates

and

yield

curves,

implied

volatilities,

and

credit

spreads)

Level

3

–

unobservable

inputs

(including

the fund’s

own

assumptions

in

determining

fair

value)

Observable

inputs

are

developed

using

market

data,

such

as

publicly

available

information

about

actual

events

or

transactions,

and

reflect

the

assumptions

that

market

participants

would

use

to

price

the

financial

instrument.

Unobservable

inputs

are

those

for

which

market

data

are

not

available

and

are

developed

using

the

best

information

available

about

the

assumptions

that

market

participants

would

use

to

price

the

financial

instrument.

GAAP

requires

valuation

techniques

to

maximize

the

use

of

relevant

observable

inputs

and

minimize

the

use

of

unobservable

inputs.

When

multiple

inputs

are

used

to

derive

fair

value,

the

financial

instrument

is

assigned

to

the

level

within

the

fair

value

hierarchy

based

on

the

lowest-level

input

that

is

significant

to

the

fair

value

of

the

financial

instrument.

Input

levels

are

not

necessarily

an

indication

of

the

risk

or

liquidity

associated

with

financial

instruments

at

that

level

but

rather

the

degree

of

judgment

used

in

determining

those

values.

Valuation

Techniques 

Equity

securities,

including

exchange-traded

funds, listed

or

regularly

traded

on

a

securities

exchange

or

in

the

over-the-counter

(OTC)

market

are

valued

at

the

last

quoted

sale

price

or,

for

certain

markets,

the

official

closing

price

at

the

time

the

valuations

are

made.

OTC

Bulletin

Board

securities

are

valued

at

the

mean

of

the

closing

bid

and

asked

prices.

A

security

that

is

listed

or

traded

on

more

than

one

exchange

is

valued

at

the

quotation

on

the

exchange

determined

to

be

the

primary

market

for

such

security.

Listed

securities

not

traded

on

a

particular

day

are

valued

at

the

mean

of

the

closing

bid

and

asked

prices

for

domestic

securities.

Investments

in

mutual

funds

are

valued

at

the

mutual

fund’s

closing

NAV

per

share

on

the

day

of

valuation.

Investments

for

which

market

quotations

or

market-based

valuations

are

not

readily

available

or

deemed

unreliable

are

valued

at

fair

value

as

determined

in

good

faith

by

the

Valuation

Committee,

in

accordance

with

fair

valuation

policies

and

procedures.

The

objective

of

any

fair

value

pricing

determination

is

to

arrive

at

a

price

that

could

reasonably

be

expected

from

a

current

sale.

Financial

instruments

fair

valued

by

the

Valuation

Committee

are

primarily

private

placements,

restricted

securities,

warrants,

rights,

and

other

securities

that

are

not

publicly

traded.

Factors

used

in

determining

fair

value

vary

by

type

of

investment

and

may

include

market

or

investment

specific

T.

ROWE

PRICE

Mid-Cap

Index

Fund

21

considerations.

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;

discounted

cash

flows;

yield

to

maturity;

or

some

combination.

Fair

value

determinations

are

reviewed

on

a

regular

basis

and

updated

as

information

becomes

available,

including

actual

purchase

and

sale

transactions

of

the

investment.

Because

any

fair

value

determination

involves

a

significant

amount

of

judgment,

there

is

a

degree

of

subjectivity

inherent

in

such

pricing

decisions,

and

fair

value

prices

determined

by

the

Valuation

Committee

could

differ

from

those

of

other

market

participants.

Valuation

Inputs

  On

September

30,

2021,

all

of

the

fund’s

financial

instruments

were

classified

as

Level

1,

based

on

the

inputs

used

to

determine

their

fair

values.