T.

ROWE

PRICE

Small-Cap

Index

Fund

September

30,

2022

(Unaudited)

1

Portfolio

of

Investments

‡

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

COMMON

STOCKS

99.5%

COMMUNICATION

SERVICES

2.7%

Diversified

Telecommunication

Services

0.6%

Anterix (1)

741‌

27‌

ATN

International 

426‌

16‌

Bandwidth,

Class

A (1)

902‌

11‌

Charge

Enterprises (1)

5,375‌

9‌

Cogent

Communications

Holdings 

1,715‌

89‌

Consolidated

Communications

Holdings (1)

2,847‌

12‌

EchoStar,

Class

A (1)

1,362‌

22‌

Globalstar (1)

27,196‌

43‌

IDT,

Class

B (1)

590‌

15‌

Iridium

Communications (1)

5,114‌

227‌

Liberty

Latin

America,

Class

A (1)

1,588‌

10‌

Liberty

Latin

America,

Class

C (1)

5,955‌

37‌

Ooma (1)

871‌

11‌

Radius

Global

Infrastructure,

Class

A (1)

3,067‌

29‌

Starry

Group

Holdings,

Class

A (1)

909‌

1‌

559‌

Entertainment

0.3%

Cinemark

Holdings (1)

4,391‌

53‌

IMAX (1)

1,932‌

27‌

Liberty

Braves,

Class

A (1)(2)

379‌

11‌

Liberty

Braves,

Class

C (1)

1,498‌

41‌

Lions

Gate

Entertainment,

Class

A (1)

2,253‌

17‌

Lions

Gate

Entertainment,

Class

B (1)

4,617‌

32‌

Madison

Square

Garden

Entertainment (1)

1,021‌

45‌

Marcus 

908‌

13‌

Playstudios (1)

3,033‌

10‌

Reservoir

Media (1)

782‌

4‌

Skillz (1)(2)

12,813‌

13‌

266‌

Interactive

Media

&

Services

0.7%

Arena

Group

Holdings (1)

434‌

6‌

Bumble,

Class

A (1)

3,409‌

73‌

Cargurus (1)

4,054‌

57‌

Cars.com (1)

2,685‌

31‌

DHI

Group (1)

1,637‌

9‌

Eventbrite,

Class

A (1)(2)

2,983‌

18‌

EverQuote,

Class

A (1)

716‌

5‌

fuboTV (1)(2)

7,063‌

25‌

Leafly

Holdings (1)

1,624‌

1‌

MediaAlpha,

Class

A (1)

891‌

8‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

1

T.

ROWE

PRICE

Small-Cap

Index

Fund

2

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Outbrain (1)

1,528‌

6‌

QuinStreet (1)

2,070‌

22‌

Shutterstock 

963‌

48‌

TrueCar (1)

3,654‌

5‌

Vimeo (1)

5,711‌

23‌

Vinco

Ventures (1)(2)

9,480‌

9‌

Wejo

Group (1)

878‌

1‌

Yelp (1)

2,729‌

93‌

Ziff

Davis (1)

1,811‌

124‌

ZipRecruiter,

Class

A (1)

3,175‌

52‌

616‌

Media

0.9%

AdTheorent

Holding (1)

1,666‌

4‌

Advantage

Solutions (1)

3,253‌

7‌

AMC

Networks,

Class

A (1)

1,172‌

24‌

Audacy (1)

4,558‌

2‌

Boston

Omaha,

Class

A (1)

885‌

20‌

Cardlytics (1)

1,321‌

12‌

Clear

Channel

Outdoor

Holdings (1)(2)

14,498‌

20‌

Cumulus

Media,

Class

A (1)

708‌

5‌

Daily

Journal (1)

47‌

12‌

Entravision

Communications,

Class

A 

2,301‌

9‌

EW

Scripps,

Class

A (1)

2,319‌

26‌

Gambling.com

Group (1)

332‌

3‌

Gannett (1)

5,573‌

9‌

Gray

Television 

3,308‌

47‌

iHeartMedia,

Class

A (1)

4,745‌

35‌

Innovid (1)(2)

3,221‌

9‌

Integral

Ad

Science

Holding (1)

1,462‌

11‌

John

Wiley

&

Sons,

Class

A 

1,705‌

64‌

Loyalty

Ventures (1)(2)

767‌

1‌

Magnite (1)

5,207‌

34‌

PubMatic,

Class

A (1)

1,712‌

28‌

Scholastic 

1,186‌

36‌

Sinclair

Broadcast

Group,

Class

A 

1,594‌

29‌

Stagwell (1)

3,116‌

22‌

TechTarget (1)

1,117‌

66‌

TEGNA 

8,957‌

185‌

Thryv

Holdings (1)

985‌

22‌

Urban

One (1)

316‌

2‌

Urban

One,

Class

D (1)

458‌

2‌

WideOpenWest (1)

2,123‌

26‌

772‌

Wireless

Telecommunication

Services

0.2%

Gogo (1)

1,941‌

23‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

3

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

KORE

Group

Holdings (1)

1,342‌

3‌

Shenandoah

Telecommunications 

1,927‌

33‌

Telephone

&

Data

Systems 

4,073‌

57‌

United

States

Cellular (1)

595‌

15‌

131‌

Total

Communication

Services

2,344‌

CONSUMER

DISCRETIONARY

10.1%

Auto

Components

1.3%

Adient (1)

3,835‌

106‌

American

Axle

&

Manufacturing

Holdings (1)

4,497‌

31‌

Dana 

5,105‌

58‌

Dorman

Products (1)

1,058‌

87‌

Fox

Factory

Holding (1)

1,711‌

135‌

Gentherm (1)

1,321‌

66‌

Goodyear

Tire

&

Rubber (1)

11,141‌

112‌

Holley (1)(2)

1,964‌

8‌

LCI

Industries 

989‌

100‌

Luminar

Technologies (1)

9,789‌

71‌

Modine

Manufacturing (1)

1,982‌

26‌

Motorcar

Parts

of

America (1)

702‌

11‌

Patrick

Industries 

907‌

40‌

Solid

Power (1)

5,250‌

28‌

Standard

Motor

Products 

798‌

26‌

Stoneridge (1)

1,032‌

18‌

Tenneco,

Class

A (1)

3,275‌

57‌

Visteon (1)

1,121‌

119‌

XPEL (1)

860‌

55‌

1,154‌

Automobiles

0.2%

Canoo (1)(2)

5,779‌

11‌

Cenntro

Electric

Group (1)(2)

7,046‌

7‌

Faraday

Future

Intelligent

Electric (1)(2)

3,867‌

2‌

Fisker (1)(2)

6,453‌

49‌

Lordstown

Motors,

Class

A (1)(2)

6,854‌

12‌

Mullen

Automotive (1)

14,071‌

5‌

Winnebago

Industries 

1,227‌

65‌

Workhorse

Group (1)(2)

6,182‌

18‌

169‌

Distributors

0.0%

Funko,

Class

A (1)

1,234‌

25‌

Weyco

Group 

225‌

5‌

30‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

4

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Diversified

Consumer

Services

1.0%

2U (1)

2,893‌

18‌

Adtalem

Global

Education (1)

1,780‌

65‌

American

Public

Education (1)

764‌

7‌

Beachbody (1)(2)

4,006‌

4‌

Carriage

Services 

537‌

17‌

Chegg (1)

5,036‌

106‌

Clear

Secure,

Class

A (1)(2)

2,487‌

57‌

Coursera (1)

4,476‌

48‌

Duolingo (1)

935‌

89‌

European

Wax

Center,

Class

A (2)

990‌

18‌

Frontdoor (1)

3,287‌

67‌

Graham

Holdings,

Class

B 

152‌

82‌

Laureate

Education,

Class

A 

4,286‌

45‌

Nerdy (1)(2)

2,073‌

5‌

OneSpaWorld

Holdings (1)

2,562‌

22‌

Perdoceo

Education (1)

2,653‌

27‌

PowerSchool

Holdings,

Class

A (1)

1,777‌

30‌

Rover

Group (1)

3,549‌

12‌

StoneMor (1)(2)

1,273‌

4‌

Strategic

Education 

899‌

55‌

Stride (1)

1,612‌

68‌

Udemy (1)

2,811‌

34‌

Universal

Technical

Institute (1)

1,239‌

7‌

Vivint

Smart

Home (1)

3,784‌

25‌

WW

International (1)

2,051‌

8‌

920‌

Hotels,

Restaurants

&

Leisure

2.3%

Accel

Entertainment (1)

2,285‌

18‌

Bally's (1)

1,444‌

29‌

Biglari

Holdings,

Class

B (1)

31‌

4‌

BJ's

Restaurants (1)

902‌

21‌

Bloomin'

Brands 

3,594‌

66‌

Bluegreen

Vacations

Holding 

507‌

8‌

Bowlero (1)(2)

1,613‌

20‌

Brinker

International (1)

1,727‌

43‌

Century

Casinos (1)

1,060‌

7‌

Cheesecake

Factory (2)

1,946‌

57‌

Chuy's

Holdings (1)

759‌

18‌

Cracker

Barrel

Old

Country

Store 

922‌

85‌

Dave

&

Buster's

Entertainment (1)

1,734‌

54‌

Denny's (1)

2,361‌

22‌

Dine

Brands

Global 

586‌

37‌

El

Pollo

Loco

Holdings (1)

726‌

6‌

Everi

Holdings (1)

3,412‌

55‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

5

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

F45

Training

Holdings (1)

1,480‌

5‌

First

Watch

Restaurant

Group (1)

428‌

6‌

Full

House

Resorts (1)

1,270‌

7‌

Golden

Entertainment (1)

795‌

28‌

Hilton

Grand

Vacations (1)

3,485‌

115‌

Inspirato (1)

995‌

2‌

Inspired

Entertainment (1)

848‌

7‌

International

Game

Technology (2)

3,942‌

62‌

Jack

in

the

Box 

846‌

63‌

Krispy

Kreme (2)

2,865‌

33‌

Kura

Sushi

USA,

Class

A (1)

176‌

13‌

Life

Time

Group

Holdings (1)(2)

1,639‌

16‌

Light

&

Wonder (1)

3,800‌

163‌

Lindblad

Expeditions

Holdings (1)(2)

1,291‌

9‌

Monarch

Casino

&

Resort (1)

517‌

29‌

NEOGAMES (1)

531‌

7‌

Noodles (1)

1,660‌

8‌

ONE

Group

Hospitality (1)

851‌

6‌

Papa

John's

International 

1,320‌

92‌

Portillo's,

Class

A (1)

943‌

19‌

RCI

Hospitality

Holdings 

344‌

22‌

Red

Rock

Resorts,

Class

A 

2,004‌

69‌

Rush

Street

Interactive (1)

2,403‌

9‌

Ruth's

Hospitality

Group 

1,275‌

21‌

SeaWorld

Entertainment (1)

1,689‌

77‌

Shake

Shack,

Class

A (1)

1,488‌

67‌

Sonder

Holdings (1)(2)

7,741‌

13‌

Sweetgreen,

Class

A (1)(2)

3,486‌

64‌

Target

Hospitality (1)(2)

1,235‌

16‌

Texas

Roadhouse 

2,691‌

235‌

Vacasa,

Class

A (1)

4,552‌

14‌

Wingstop 

1,200‌

150‌

Xponential

Fitness,

Class

A (1)

696‌

13‌

2,010‌

Household

Durables

1.5%

Aterian (1)

2,331‌

3‌

Beazer

Homes

USA (1)

1,191‌

12‌

Cavco

Industries (1)

363‌

75‌

Century

Communities 

1,162‌

50‌

Dream

Finders

Homes,

Class

A (1)(2)

803‌

8‌

Ethan

Allen

Interiors (2)

898‌

19‌

GoPro,

Class

A (1)

5,069‌

25‌

Green

Brick

Partners (1)

1,105‌

24‌

Helen

of

Troy (1)

947‌

91‌

Hovnanian

Enterprises,

Class

A (1)

198‌

7‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

6

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Installed

Building

Products 

940‌

76‌

iRobot (1)

1,067‌

60‌

KB

Home 

3,192‌

83‌

Landsea

Homes (1)

453‌

2‌

La-Z-Boy 

1,709‌

39‌

Legacy

Housing (1)

365‌

6‌

LGI

Homes (1)

818‌

67‌

Lifetime

Brands 

498‌

3‌

Lovesac (1)

546‌

11‌

M/I

Homes (1)

1,071‌

39‌

MDC

Holdings 

2,260‌

62‌

Meritage

Homes (1)

1,443‌

101‌

Purple

Innovation (1)(2)

2,216‌

9‌

Skyline

Champion (1)

2,119‌

112‌

Snap

One

Holdings (1)

731‌

7‌

Sonos (1)

5,084‌

71‌

Taylor

Morrison

Home (1)

4,439‌

104‌

Traeger (1)(2)

1,215‌

3‌

Tri

Pointe

Homes (1)

3,990‌

60‌

Tupperware

Brands (1)

1,804‌

12‌

Universal

Electronics (1)

480‌

9‌

Vizio

Holding,

Class

A (1)

2,634‌

23‌

Vuzix (1)(2)

2,274‌

13‌

Weber,

Class

A (2)

1,034‌

7‌

1,293‌

Internet

&

Direct

Marketing

Retail

0.4%

1-800-Flowers.com,

Class

A (1)

1,016‌

7‌

1stdibs.com (1)

960‌

6‌

aka

Brands

Holding (1)

385‌

1‌

BARK (1)

4,980‌

9‌

Boxed (1)

2,728‌

2‌

CarParts.com (1)

2,033‌

10‌

ContextLogic,

Class

A (1)(2)

23,106‌

17‌

Duluth

Holdings,

Class

B (1)

498‌

3‌

Groupon (1)(2)

853‌

7‌

Lands'

End (1)

565‌

4‌

Liquidity

Services (1)

944‌

15‌

Lulu's

Fashion

Lounge

Holdings (1)(2)

741‌

3‌

Overstock.com (1)

1,684‌

41‌

PetMed

Express (2)

800‌

16‌

Porch

Group (1)(2)

3,014‌

7‌

Poshmark,

Class

A (1)

1,826‌

29‌

Quotient

Technology (1)

3,409‌

8‌

Qurate

Retail,

Series

A 

14,268‌

29‌

RealReal (1)

3,182‌

5‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

7

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Rent

the

Runway,

Class

A (1)(2)

1,788‌

4‌

Revolve

Group (1)(2)

1,609‌

35‌

RumbleON,

Class

B (1)(2)

396‌

7‌

Stitch

Fix,

Class

A (1)

3,133‌

12‌

ThredUp,

Class

A (1)

2,246‌

4‌

Vivid

Seats,

Class

A 

946‌

7‌

Xometry,

Class

A (1)

1,371‌

78‌

366‌

Leisure

Products

0.4%

Acushnet

Holdings 

1,334‌

58‌

AMMO (1)(2)

3,459‌

10‌

Clarus (2)

1,125‌

15‌

Johnson

Outdoors,

Class

A 

203‌

10‌

Latham

Group (1)

1,668‌

6‌

Malibu

Boats,

Class

A (1)

809‌

39‌

Marine

Products 

364‌

3‌

MasterCraft

Boat

Holdings (1)

730‌

14‌

Smith

&

Wesson

Brands (2)

1,750‌

18‌

Solo

Brands,

Class

A (1)

929‌

4‌

Sturm

Ruger 

686‌

35‌

Topgolf

Callaway

Brands (1)

5,555‌

107‌

Vista

Outdoor (1)

2,259‌

55‌

374‌

Multiline

Retail

0.1%

Big

Lots (2)

1,133‌

18‌

Dillard's,

Class

A 

162‌

44‌

Franchise

Group (2)

1,072‌

26‌

88‌

Specialty

Retail

2.3%

Aaron's 

1,185‌

11‌

Abercrombie

&

Fitch,

Class

A (1)

1,984‌

31‌

Academy

Sports

&

Outdoors 

3,284‌

138‌

American

Eagle

Outfitters 

6,124‌

60‌

America's

Car-Mart (1)

231‌

14‌

Arko 

3,402‌

32‌

Asbury

Automotive

Group (1)

879‌

133‌

Bed

Bath

&

Beyond (1)(2)

3,085‌

19‌

Big

5

Sporting

Goods (2)

837‌

9‌

Boot

Barn

Holdings (1)

1,183‌

69‌

Buckle 

1,202‌

38‌

Build-A-Bear

Workshop 

543‌

7‌

Caleres 

1,424‌

34‌

Camping

World

Holdings,

Class

A 

1,525‌

39‌

Cato,

Class

A 

744‌

7‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

8

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Chico's

FAS (1)

4,910‌

24‌

Children's

Place (1)

513‌

16‌

Citi

Trends (1)

312‌

5‌

Conn's (1)

500‌

3‌

Container

Store

Group (1)

1,212‌

6‌

Designer

Brands,

Class

A 

2,250‌

34‌

Destination

XL

Group (1)

2,289‌

12‌

EVgo (1)(2)

2,626‌

21‌

Express (1)(2)

2,459‌

3‌

Foot

Locker (2)

3,242‌

101‌

Genesco (1)

507‌

20‌

Group

1

Automotive 

620‌

89‌

GrowGeneration (1)(2)

2,159‌

7‌

Guess? 

1,313‌

19‌

Haverty

Furniture 

595‌

15‌

Hibbett 

500‌

25‌

JOANN 

419‌

3‌

LL

Flooring

Holdings (1)

1,099‌

8‌

MarineMax (1)

825‌

24‌

Monro 

1,272‌

55‌

Murphy

USA 

867‌

238‌

National

Vision

Holdings (1)

3,173‌

104‌

ODP (1)

1,680‌

59‌

OneWater

Marine,

Class

A (1)

437‌

13‌

Party

City

Holdco (1)(2)

4,195‌

7‌

Rent-A-Center 

2,109‌

37‌

Sally

Beauty

Holdings (1)

4,254‌

54‌

Shoe

Carnival 

693‌

15‌

Signet

Jewelers 

1,853‌

106‌

Sleep

Number (1)

839‌

28‌

Sonic

Automotive,

Class

A 

798‌

34‌

Sportsman's

Warehouse

Holdings (1)

1,736‌

14‌

Tile

Shop

Holdings 

1,392‌

5‌

Tilly's,

Class

A 

870‌

6‌

Torrid

Holdings (1)(2)

655‌

3‌

TravelCenters

of

America (1)

496‌

27‌

Urban

Outfitters (1)

2,576‌

51‌

Volta (1)

4,676‌

6‌

Warby

Parker,

Class

A (1)

3,424‌

46‌

Winmark 

110‌

24‌

Zumiez (1)

600‌

13‌

2,021‌

Textiles,

Apparel

&

Luxury

Goods

0.6%

Allbirds,

Class

A (1)

3,870‌

12‌

Crocs (1)

2,441‌

168‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

9

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Ermenegildo

Zegna 

1,885‌

20‌

Fossil

Group (1)

1,791‌

6‌

G-III

Apparel

Group (1)

1,732‌

26‌

Kontoor

Brands 

2,213‌

74‌

Movado

Group 

601‌

17‌

Oxford

Industries 

606‌

55‌

PLBY

Group (1)(2)

1,150‌

5‌

Rocky

Brands 

269‌

5‌

Steven

Madden 

3,164‌

84‌

Superior

Group 

443‌

4‌

Unifi (1)

540‌

5‌

Wolverine

World

Wide 

3,064‌

47‌

528‌

Total

Consumer

Discretionary

8,953‌

CONSUMER

STAPLES

3.5%

Beverages

0.6%

Celsius

Holdings (1)

2,232‌

202‌

Coca-Cola

Consolidated 

188‌

77‌

Duckhorn

Portfolio (1)

1,435‌

21‌

MGP

Ingredients (2)

557‌

59‌

National

Beverage 

954‌

37‌

Primo

Water 

6,281‌

79‌

Vintage

Wine

Estates (1)(2)

1,239‌

4‌

Vita

Coco (1)

1,067‌

12‌

491‌

Food

&

Staples

Retailing

0.6%

Andersons 

1,275‌

40‌

Chefs'

Warehouse (1)

1,356‌

39‌

HF

Foods

Group (1)

1,388‌

5‌

Ingles

Markets,

Class

A 

566‌

45‌

Natural

Grocers

by

Vitamin

Cottage 

381‌

4‌

PriceSmart 

977‌

56‌

Rite

Aid (1)(2)

2,141‌

11‌

SpartanNash 

1,420‌

41‌

Sprouts

Farmers

Market (1)

4,345‌

121‌

United

Natural

Foods (1)

2,353‌

81‌

Village

Super

Market,

Class

A 

325‌

6‌

Weis

Markets (2)

653‌

47‌

496‌

Food

Products

1.2%

Alico 

240‌

7‌

AppHarvest (1)(2)

2,837‌

6‌

B&G

Foods 

2,821‌

47‌

Benson

Hill (1)(2)

6,583‌

18‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

10

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Beyond

Meat (1)(2)

2,458‌

35‌

BRC,

Class

A (1)

983‌

8‌

Calavo

Growers 

669‌

21‌

Cal-Maine

Foods 

1,505‌

84‌

Fresh

Del

Monte

Produce 

1,216‌

28‌

Hain

Celestial

Group (1)

2,989‌

50‌

Hostess

Brands (1)

5,491‌

128‌

J

&

J

Snack

Foods 

616‌

80‌

John

B.

Sanfilippo

&

Son 

347‌

26‌

Lancaster

Colony 

784‌

118‌

Landec (1)

996‌

9‌

Local

Bounti (1)(2)

1,883‌

5‌

Mission

Produce (1)

1,561‌

23‌

Seneca

Foods,

Class

A (1)

228‌

12‌

Simply

Good

Foods (1)

3,639‌

116‌

Sovos

Brands (1)

1,545‌

22‌

SunOpta (1)

3,896‌

35‌

Tattooed

Chef (1)(2)

1,897‌

9‌

Tootsie

Roll

Industries 

605‌

20‌

TreeHouse

Foods (1)

2,061‌

87‌

Utz

Brands (2)

2,589‌

39‌

Vital

Farms (1)

1,186‌

14‌

Whole

Earth

Brands (1)

1,616‌

6‌

1,053‌

Household

Products

0.3%

Central

Garden

&

Pet (1)

394‌

14‌

Central

Garden

&

Pet,

Class

A (1)

1,595‌

55‌

Energizer

Holdings 

2,660‌

67‌

WD-40 

552‌

97‌

233‌

Personal

Products

0.7%

Beauty

Health (1)

3,966‌

47‌

BellRing

Brands (1)

5,326‌

110‌

Edgewell

Personal

Care 

2,035‌

76‌

elf

Beauty (1)

1,968‌

74‌

Herbalife

Nutrition (1)

3,973‌

79‌

Honest (1)

2,490‌

9‌

Inter

Parfums 

714‌

54‌

Medifast 

431‌

46‌

Nature's

Sunshine

Products (1)

554‌

4‌

Nu

Skin

Enterprises,

Class

A 

1,975‌

66‌

Thorne

HealthTech (1)

604‌

3‌

USANA

Health

Sciences (1)

445‌

25‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

11

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Veru (1)

2,530‌

29‌

622‌

Tobacco

0.1%

22nd

Century

Group (1)(2)

6,286‌

6‌

Turning

Point

Brands 

584‌

13‌

Universal 

960‌

44‌

Vector

Group 

5,713‌

50‌

113‌

Total

Consumer

Staples

3,008‌

ENERGY

6.1%

Energy

Equipment

&

Services

1.6%

Archrock 

5,387‌

34‌

Borr

Drilling (1)

7,822‌

26‌

Bristow

Group (1)

942‌

22‌

Cactus,

Class

A 

2,389‌

92‌

ChampionX 

8,206‌

160‌

Diamond

Offshore

Drilling (1)(2)

4,060‌

27‌

DMC

Global (1)

742‌

12‌

Dril-Quip (1)

1,323‌

26‌

Expro

Group (1)

3,096‌

39‌

Helix

Energy

Solutions

Group (1)

5,635‌

22‌

Helmerich

&

Payne 

4,138‌

153‌

Liberty

Energy,

Class

A (1)

5,668‌

72‌

Nabors

Industries (1)

354‌

36‌

National

Energy

Services

Reunited (1)

1,478‌

9‌

Newpark

Resources (1)

3,512‌

9‌

NexTier

Oilfield

Solutions (1)

6,972‌

52‌

Noble (1)

2,933‌

87‌

Oceaneering

International (1)

3,962‌

31‌

Oil

States

International (1)

2,590‌

10‌

Patterson-UTI

Energy 

8,524‌

99‌

ProFrac

Holding,

Class

A (1)

569‌

9‌

ProPetro

Holding (1)

3,465‌

28‌

RPC 

2,867‌

20‌

Select

Energy

Services,

Class

A (1)

2,747‌

19‌

Solaris

Oilfield

Infrastructure,

Class

A 

1,217‌

11‌

TETRA

Technologies (1)

4,953‌

18‌

Tidewater (1)

1,703‌

37‌

U.S.

Silica

Holdings (1)

2,924‌

32‌

Valaris (1)

2,459‌

120‌

Weatherford

International (1)

2,837‌

92‌

1,404‌

Oil,

Gas

&

Consumable

Fuels

4.5%

Aemetis (1)

1,100‌

7‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

12

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Alto

Ingredients (1)

2,899‌

11‌

Amplify

Energy (1)

1,366‌

9‌

Arch

Resources 

611‌

73‌

Archaea

Energy,

Class

A (1)

2,369‌

43‌

Ardmore

Shipping (1)

1,335‌

12‌

Battalion

Oil (1)

96‌

1‌

Berry 

3,111‌

23‌

Brigham

Minerals,

Class

A 

2,086‌

51‌

California

Resources 

3,014‌

116‌

Callon

Petroleum (1)

1,954‌

68‌

Centrus

Energy,

Class

A (1)

422‌

17‌

Chord

Energy 

1,669‌

228‌

Civitas

Resources 

2,967‌

170‌

Clean

Energy

Fuels (1)

6,902‌

37‌

CNX

Resources (1)

7,428‌

115‌

Comstock

Resources (1)

3,623‌

63‌

CONSOL

Energy 

1,363‌

88‌

Crescent

Energy,

Class

A (2)

1,256‌

17‌

CVR

Energy 

1,151‌

33‌

Delek

U.S.

Holdings 

2,868‌

78‌

Denbury (1)

2,019‌

174‌

DHT

Holdings 

5,492‌

42‌

Dorian

LPG 

1,185‌

16‌

Earthstone

Energy,

Class

A (1)(2)

1,806‌

22‌

Empire

Petroleum (1)(2)

439‌

6‌

Energy

Fuels (1)(2)

6,207‌

38‌

Equitrans

Midstream 

16,606‌

124‌

Excelerate

Energy,

Class

A 

739‌

17‌

FLEX

LNG (2)

1,139‌

36‌

Frontline (2)

4,953‌

54‌

Gevo (1)

7,677‌

18‌

Golar

LNG (1)

4,084‌

102‌

Green

Plains (1)

2,152‌

63‌

Gulfport

Energy (1)

445‌

39‌

HighPeak

Energy (2)

275‌

6‌

International

Seaways 

1,981‌

70‌

Kinetik

Holdings (2)

710‌

23‌

Kosmos

Energy (1)

18,262‌

94‌

Laredo

Petroleum (1)

667‌

42‌

Magnolia

Oil

&

Gas,

Class

A (2)

6,623‌

131‌

Matador

Resources 

4,518‌

221‌

Murphy

Oil 

5,919‌

208‌

NACCO

Industries,

Class

A 

155‌

7‌

NextDecade (1)(2)

1,303‌

8‌

Nordic

American

Tankers 

7,964‌

21‌

Northern

Oil

&

Gas 

2,658‌

73‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

13

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Par

Pacific

Holdings (1)

1,903‌

31‌

PBF

Energy,

Class

A (1)

3,911‌

138‌

Peabody

Energy (1)(2)

4,765‌

118‌

Permian

Resources (1)(2)

8,171‌

56‌

Ranger

Oil,

Class

A 

829‌

26‌

REX

American

Resources (1)

607‌

17‌

Riley

Exploration

Permian 

428‌

8‌

Ring

Energy (1)

3,308‌

8‌

SandRidge

Energy (1)

1,226‌

20‌

Scorpio

Tankers 

1,949‌

82‌

SFL 

4,552‌

42‌

SilverBow

Resources (1)

449‌

12‌

Sitio

Royalties (2)

461‌

10‌

SM

Energy 

4,868‌

183‌

Talos

Energy (1)

2,607‌

43‌

Teekay (1)

2,677‌

10‌

Teekay

Tankers,

Class

A (1)

921‌

25‌

Tellurian (1)(2)

20,255‌

48‌

Uranium

Energy (1)(2)

12,760‌

45‌

Ur-Energy (1)(2)

8,366‌

9‌

VAALCO

Energy 

2,237‌

10‌

Vertex

Energy (1)(2)

2,070‌

13‌

W&T

Offshore (1)

3,756‌

22‌

World

Fuel

Services 

2,438‌

57‌

3,948‌

Total

Energy

5,352‌

FINANCIALS

17.1%

Banks

10.0%

1st

Source 

641‌

30‌

ACNB 

324‌

10‌

Allegiance

Bancshares 

756‌

31‌

Amalgamated

Financial 

544‌

12‌

Amerant

Bancorp 

1,090‌

27‌

American

National

Bankshares 

409‌

13‌

Ameris

Bancorp 

2,629‌

118‌

Arrow

Financial 

545‌

16‌

Associated

Banc-Corp 

5,928‌

119‌

Atlantic

Union

Bankshares 

3,032‌

92‌

Banc

of

California 

2,138‌

34‌

BancFirst 

800‌

72‌

Bancorp (1)

2,177‌

48‌

Bank

First (2)

253‌

19‌

Bank

of

Marin

Bancorp 

621‌

19‌

Bank

of

NT

Butterfield

&

Son 

1,975‌

64‌

BankUnited 

3,128‌

107‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

14

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Bankwell

Financial

Group 

216‌

6‌

Banner 

1,357‌

80‌

Bar

Harbor

Bankshares 

581‌

15‌

BayCom 

492‌

9‌

BCB

Bancorp 

551‌

9‌

Berkshire

Hills

Bancorp 

1,744‌

48‌

Blue

Ridge

Bankshares 

679‌

9‌

Brookline

Bancorp 

2,952‌

34‌

Business

First

Bancshares 

829‌

18‌

Byline

Bancorp 

975‌

20‌

Cadence

Bank 

7,292‌

185‌

Cambridge

Bancorp 

266‌

21‌

Camden

National 

558‌

24‌

Capital

Bancorp 

362‌

8‌

Capital

City

Bank

Group 

534‌

17‌

Capstar

Financial

Holdings 

800‌

15‌

Carter

Bankshares (1)

980‌

16‌

Cathay

General

Bancorp 

2,861‌

110‌

CBTX 

708‌

21‌

Central

Pacific

Financial 

1,051‌

22‌

Citizens

&

Northern 

577‌

14‌

City

Holding 

604‌

54‌

Civista

Bancshares 

606‌

13‌

CNB

Financial 

616‌

15‌

Coastal

Financial (1)

405‌

16‌

Colony

Bankcorp 

627‌

8‌

Columbia

Banking

System 

3,191‌

92‌

Community

Bank

System 

2,121‌

127‌

Community

Trust

Bancorp 

608‌

25‌

ConnectOne

Bancorp 

1,478‌

34‌

CrossFirst

Bankshares (1)

1,772‌

23‌

Customers

Bancorp (1)

1,208‌

36‌

CVB

Financial 

5,341‌

135‌

Dime

Community

Bancshares 

1,301‌

38‌

Eagle

Bancorp 

1,259‌

56‌

Eastern

Bankshares 

6,187‌

122‌

Enterprise

Bancorp 

356‌

11‌

Enterprise

Financial

Services 

1,402‌

62‌

Equity

Bancshares,

Class

A 

602‌

18‌

Esquire

Financial

Holdings 

265‌

10‌

Farmers

&

Merchants

Bancorp 

464‌

12‌

Farmers

National

Banc 

1,206‌

16‌

FB

Financial 

1,417‌

54‌

Financial

Institutions 

594‌

14‌

First

Bancorp 

372‌

10‌

First

Bancorp

North

Carolina 

1,403‌

51‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

15

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

First

BanCorp

Puerto

Rico 

7,503‌

103‌

First

Bancshares 

775‌

23‌

First

Bank

New

Jersey 

624‌

9‌

First

Busey 

2,052‌

45‌

First

Business

Financial

Services 

307‌

10‌

First

Commonwealth

Financial 

3,712‌

48‌

First

Community

Bankshares 

637‌

20‌

First

Financial 

441‌

20‌

First

Financial

Bancorp 

3,700‌

78‌

First

Financial

Bankshares 

5,220‌

218‌

First

Foundation 

2,035‌

37‌

First

Guaranty

Bancshares 

233‌

5‌

First

Internet

Bancorp 

359‌

12‌

First

Interstate

BancSystem,

Class

A 

3,681‌

149‌

First

Merchants 

2,319‌

90‌

First

Mid

Bancshares 

721‌

23‌

First

of

Long

Island 

903‌

16‌

First

Western

Financial (1)

303‌

7‌

Five

Star

Bancorp 

504‌

14‌

Flushing

Financial 

1,122‌

22‌

Fulton

Financial 

6,561‌

104‌

FVCBankcorp (1)(2)

458‌

9‌

German

American

Bancorp 

1,102‌

39‌

Glacier

Bancorp 

4,464‌

219‌

Great

Southern

Bancorp 

374‌

21‌

Guaranty

Bancshares 

311‌

11‌

Hancock

Whitney 

3,469‌

159‌

Hanmi

Financial 

1,174‌

28‌

HarborOne

Bancorp 

1,762‌

24‌

HBT

Financial 

412‌

7‌

Heartland

Financial

USA 

1,656‌

72‌

Heritage

Commerce 

2,278‌

26‌

Heritage

Financial 

1,377‌

36‌

Hilltop

Holdings 

1,975‌

49‌

Home

BancShares 

7,650‌

172‌

HomeStreet 

694‌

20‌

HomeTrust

Bancshares 

568‌

13‌

Hope

Bancorp 

4,683‌

59‌

Horizon

Bancorp 

1,568‌

28‌

Independent

Bank,

(MA) 

1,818‌

135‌

Independent

Bank,

(MI) 

782‌

15‌

Independent

Bank

Group 

1,449‌

89‌

International

Bancshares 

2,171‌

92‌

John

Marshall

Bancorp (2)

436‌

11‌

Lakeland

Bancorp 

2,451‌

39‌

Lakeland

Financial 

971‌

71‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

16

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Live

Oak

Bancshares 

1,346‌

41‌

Macatawa

Bank 

1,007‌

9‌

Mercantile

Bank 

604‌

18‌

Metrocity

Bankshares 

736‌

14‌

Metropolitan

Bank

Holding (1)

418‌

27‌

Mid

Penn

Bancorp 

565‌

16‌

Midland

States

Bancorp 

828‌

20‌

MidWestOne

Financial

Group 

545‌

15‌

MVB

Financial 

391‌

11‌

National

Bank

Holdings,

Class

A 

1,202‌

44‌

NBT

Bancorp 

1,660‌

63‌

Nicolet

Bankshares (1)

485‌

34‌

Northeast

Bank 

257‌

9‌

Northwest

Bancshares 

4,825‌

65‌

OceanFirst

Financial 

2,307‌

43‌

OFG

Bancorp 

1,859‌

47‌

Old

National

Bancorp 

11,786‌

194‌

Old

Second

Bancorp 

1,634‌

21‌

Origin

Bancorp 

931‌

36‌

Orrstown

Financial

Services 

407‌

10‌

Pacific

Premier

Bancorp 

3,723‌

115‌

Park

National 

578‌

72‌

Parke

Bancorp 

386‌

8‌

Pathward

Financial 

1,129‌

37‌

PCB

Bancorp 

445‌

8‌

PCSB

Financial 

471‌

8‌

Peapack-Gladstone

Financial 

681‌

23‌

Peoples

Bancorp 

1,127‌

33‌

Peoples

Financial

Services 

276‌

13‌

Preferred

Bank 

543‌

35‌

Premier

Financial 

1,403‌

36‌

Primis

Financial 

880‌

11‌

Professional

Holding,

Class

A (1)

494‌

13‌

QCR

Holdings 

643‌

33‌

RBB

Bancorp 

566‌

12‌

Red

River

Bancshares 

165‌

8‌

Renasant 

2,171‌

68‌

Republic

Bancorp,

Class

A 

348‌

13‌

Republic

First

Bancorp (1)

1,946‌

6‌

S&T

Bancorp 

1,552‌

45‌

Sandy

Spring

Bancorp 

1,755‌

62‌

Seacoast

Banking 

2,391‌

72‌

ServisFirst

Bancshares 

2,019‌

162‌

Shore

Bancshares 

681‌

12‌

Sierra

Bancorp 

548‌

11‌

Silvergate

Capital,

Class

A (1)

1,269‌

96‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

17

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Simmons

First

National,

Class

A 

4,964‌

108‌

SmartFinancial 

594‌

15‌

South

Plains

Financial 

403‌

11‌

Southern

First

Bancshares (1)

303‌

13‌

Southside

Bancshares 

1,215‌

43‌

SouthState 

3,009‌

238‌

Stock

Yards

Bancorp 

1,136‌

77‌

Summit

Financial

Group 

427‌

11‌

Texas

Capital

Bancshares (1)

2,018‌

119‌

Third

Coast

Bancshares (1)

489‌

8‌

Tompkins

Financial 

556‌

40‌

Towne

Bank 

2,666‌

72‌

TriCo

Bancshares 

1,237‌

55‌

Triumph

Bancorp (1)

924‌

50‌

Trustmark 

2,431‌

74‌

UMB

Financial 

1,772‌

149‌

United

Bankshares 

5,248‌

188‌

United

Community

Banks 

4,285‌

142‌

Unity

Bancorp 

269‌

7‌

Univest

Financial 

1,148‌

27‌

USCB

Financial

Holdings (1)

412‌

5‌

Valley

National

Bancorp 

17,314‌

187‌

Veritex

Holdings 

2,144‌

57‌

Washington

Federal 

2,560‌

77‌

Washington

Trust

Bancorp 

670‌

31‌

WesBanco 

2,317‌

77‌

West

BanCorp 

618‌

13‌

Westamerica

BanCorp 

1,065‌

56‌

8,780‌

Capital

Markets

1.5%

Artisan

Partners

Asset

Management,

Class

A 

2,414‌

65‌

AssetMark

Financial

Holdings (1)

825‌

15‌

Associated

Capital

Group,

Class

A 

61‌

2‌

B.

Riley

Financial 

822‌

37‌

Bakkt

Holdings (1)(2)

2,594‌

6‌

BGC

Partners,

Class

A 

12,701‌

40‌

Blucora (1)

1,905‌

37‌

Brightsphere

Investment

Group 

1,247‌

19‌

Cohen

&

Steers 

1,023‌

64‌

Cowen,

Class

A 

1,030‌

40‌

Diamond

Hill

Investment

Group 

118‌

20‌

Donnelley

Financial

Solutions (1)

1,027‌

38‌

Federated

Hermes,

Class

B 

3,449‌

114‌

Focus

Financial

Partners,

Class

A (1)

2,290‌

72‌

GAMCO

Investors,

Class

A 

203‌

3‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

18

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

GCM

Grosvenor,

Class

A (2)

1,713‌

14‌

Hamilton

Lane,

Class

A 

1,430‌

85‌

Houlihan

Lokey 

2,014‌

152‌

Manning

&

Napier 

607‌

7‌

MarketWise (1)

651‌

2‌

Moelis,

Class

A 

2,581‌

87‌

Open

Lending,

Class

A (1)

4,197‌

34‌

Oppenheimer

Holdings,

Class

A 

353‌

11‌

Perella

Weinberg

Partners 

1,783‌

11‌

Piper

Sandler 

672‌

70‌

PJT

Partners,

Class

A 

942‌

63‌

Pzena

Investment

Management,

Class

A 

657‌

6‌

Sculptor

Capital

Management (2)

1,046‌

9‌

Silvercrest

Asset

Management

Group,

Class

A 

379‌

6‌

StepStone

Group,

Class

A 

2,120‌

52‌

StoneX

Group (1)

683‌

57‌

Value

Line 

33‌

1‌

Victory

Capital

Holdings,

Class

A 

657‌

15‌

Virtus

Investment

Partners 

280‌

45‌

WisdomTree

Investments 

5,286‌

25‌

1,324‌

Consumer

Finance

0.7%

Atlanticus

Holdings (1)

189‌

5‌

Bread

Financial

Holdings 

2,016‌

63‌

Consumer

Portfolio

Services (1)

548‌

4‌

Curo

Group

Holdings 

842‌

3‌

Encore

Capital

Group (1)

939‌

43‌

Enova

International (1)

1,241‌

36‌

EZCORP,

Class

A (1)

1,929‌

15‌

FirstCash

Holdings 

1,534‌

112‌

Green

Dot,

Class

A (1)

1,890‌

36‌

LendingClub (1)

4,091‌

45‌

LendingTree (1)

401‌

10‌

Moneylion (1)

5,531‌

5‌

Navient 

4,407‌

65‌

Nelnet,

Class

A 

583‌

46‌

NerdWallet,

Class

A (1)

980‌

9‌

Oportun

Financial (1)

1,065‌

5‌

OppFi (1)

515‌

1‌

PRA

Group (1)

1,551‌

51‌

PROG

Holdings (1)

1,986‌

30‌

Regional

Management 

311‌

9‌

Sunlight

Financial

Holdings (1)(2)

929‌

1‌

World

Acceptance (1)

160‌

15‌

609‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

19

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Diversified

Financial

Services

0.3%

Alerus

Financial 

579‌

13‌

A-Mark

Precious

Metals 

698‌

20‌

Banco

Latinoamericano

de

Comercio

Exterior,

Class

E 

1,053‌

14‌

Cannae

Holdings (1)

2,819‌

58‌

Compass

Diversified

Holdings (2)

2,470‌

45‌

Jackson

Financial,

Class

A 

3,034‌

84‌

SWK

Holdings (1)(2)

136‌

2‌

236‌

Insurance

2.0%

Ambac

Financial

Group (1)

1,778‌

23‌

American

Equity

Investment

Life

Holding 

2,928‌

109‌

AMERISAFE 

745‌

35‌

Argo

Group

International

Holdings 

1,261‌

24‌

Bright

Health

Group (1)(2)

7,392‌

8‌

BRP

Group,

Class

A (1)

2,371‌

62‌

CNO

Financial

Group 

4,516‌

81‌

Crawford,

Class

A 

615‌

4‌

Donegal

Group,

Class

A 

575‌

8‌

eHealth (1)

916‌

4‌

Employers

Holdings 

1,077‌

37‌

Enstar

Group (1)

456‌

77‌

Genworth

Financial,

Class

A (1)

19,837‌

69‌

Goosehead

Insurance,

Class

A (1)

742‌

26‌

Greenlight

Capital

Re,

Class

A (1)

1,058‌

8‌

HCI

Group 

277‌

11‌

Hippo

Holdings (1)

648‌

12‌

Horace

Mann

Educators 

1,626‌

57‌

Investors

Title 

55‌

8‌

James

River

Group

Holdings 

1,457‌

33‌

Kinsale

Capital

Group 

869‌

222‌

Lemonade (1)

1,847‌

39‌

MBIA (1)

1,853‌

17‌

Mercury

General 

1,065‌

30‌

National

Western

Life

Group,

Class

A 

87‌

15‌

NI

Holdings (1)

350‌

5‌

Oscar

Health,

Class

A (1)

4,575‌

23‌

Palomar

Holdings (1)

963‌

81‌

ProAssurance 

2,145‌

42‌

RLI 

1,571‌

161‌

Root,

Class

A (1)(2)

296‌

2‌

Safety

Insurance

Group 

565‌

46‌

Selective

Insurance

Group 

2,398‌

195‌

Selectquote (1)

5,276‌

4‌

SiriusPoint (1)

3,596‌

18‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

20

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Stewart

Information

Services 

1,066‌

46‌

Tiptree 

996‌

11‌

Trean

Insurance

Group (1)

923‌

3‌

Trupanion (1)(2)

1,578‌

94‌

United

Fire

Group 

825‌

24‌

Universal

Insurance

Holdings 

1,060‌

10‌

1,784‌

Mortgage

Real

Estate

Investment

Trusts

1.2%

AFC

Gamma,

REIT 

636‌

10‌

Angel

Oak

Mortgage,

REIT (2)

499‌

6‌

Apollo

Commercial

Real

Estate

Finance,

REIT 

5,577‌

46‌

Arbor

Realty

Trust,

REIT 

6,555‌

75‌

Ares

Commercial

Real

Estate,

REIT 

2,064‌

22‌

ARMOUR

Residential

REIT,

REIT (2)

4,580‌

22‌

Blackstone

Mortgage

Trust,

Class

A,

REIT 

6,846‌

160‌

BrightSpire

Capital,

REIT 

3,703‌

23‌

Broadmark

Realty

Capital,

REIT 

5,210‌

27‌

Chicago

Atlantic

Real

Estate

Finance 

263‌

4‌

Chimera

Investment,

REIT 

9,188‌

48‌

Claros

Mortgage

Trust,

REIT (2)

3,656‌

43‌

Dynex

Capital,

REIT 

1,761‌

21‌

Ellington

Financial,

REIT (2)

2,255‌

26‌

Franklin

BSP

Realty

Trust,

REIT 

3,349‌

36‌

Granite

Point

Mortgage

Trust,

REIT 

2,055‌

13‌

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

REIT 

3,385‌

101‌

Invesco

Mortgage

Capital,

REIT (2)

1,282‌

14‌

KKR

Real

Estate

Finance

Trust,

REIT 

2,279‌

37‌

Ladder

Capital,

REIT 

4,515‌

40‌

MFA

Financial,

REIT 

4,040‌

31‌

New

York

Mortgage

Trust,

REIT 

15,121‌

35‌

Nexpoint

Real

Estate

Finance,

REIT 

300‌

5‌

Orchid

Island

Capital,

REIT (2)

1,362‌

11‌

PennyMac

Mortgage

Investment

Trust,

REIT (2)

3,591‌

42‌

Ready

Capital,

REIT 

2,955‌

30‌

Redwood

Trust,

REIT 

4,668‌

27‌

TPG

RE

Finance

Trust,

REIT 

2,749‌

19‌

Two

Harbors

Investment,

REIT 

13,696‌

46‌

1,020‌

Thrifts

&

Mortgage

Finance

1.4%

Axos

Financial (1)

2,301‌

79‌

Blue

Foundry

Bancorp (1)(2)

1,068‌

12‌

Bridgewater

Bancshares (1)

816‌

13‌

Capitol

Federal

Financial 

5,147‌

43‌

Columbia

Financial (1)

1,343‌

28‌

Enact

Holdings 

1,167‌

26‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

21

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Essent

Group 

4,243‌

148‌

Federal

Agricultural

Mortgage,

Class

C 

361‌

36‌

Finance

of

America,

Class

A (1)

1,703‌

3‌

Flagstar

Bancorp 

2,085‌

70‌

Greene

County

Bancorp 

130‌

7‌

Hingham

Institution

For

Savings 

58‌

15‌

Home

Bancorp 

279‌

11‌

Home

Point

Capital 

258‌

—‌

Kearny

Financial 

2,373‌

25‌

Luther

Burbank 

601‌

7‌

Merchants

Bancorp 

607‌

14‌

Mr

Cooper

Group (1)

2,842‌

115‌

NMI

Holdings,

Class

A (1)

3,289‌

67‌

Northfield

Bancorp 

1,737‌

25‌

PennyMac

Financial

Services 

1,110‌

48‌

Pioneer

Bancorp (1)(2)

489‌

5‌

Provident

Bancorp 

579‌

8‌

Provident

Financial

Services 

2,891‌

56‌

Radian

Group 

6,428‌

124‌

Southern

Missouri

Bancorp 

317‌

16‌

Sterling

Bancorp (1)

655‌

4‌

TrustCo

Bank 

738‌

23‌

Velocity

Financial (1)

369‌

4‌

Walker

&

Dunlop 

1,218‌

102‌

Waterstone

Financial 

771‌

12‌

WSFS

Financial 

2,550‌

119‌

1,265‌

Total

Financials

15,018‌

HEALTH

CARE

18.7%

Biotechnology

8.3%

2seventy

bio (1)

1,444‌

21‌

4D

Molecular

Therapeutics (1)

1,203‌

10‌

Aadi

Bioscience (1)

555‌

8‌

ACADIA

Pharmaceuticals (1)

4,774‌

78‌

Adicet

Bio (1)(2)

1,110‌

16‌

ADMA

Biologics (1)(2)

7,151‌

17‌

Aduro

Biotech,

CVR (1)(3)

35‌

—‌

Aerovate

Therapeutics (1)(2)

351‌

6‌

Affimed (1)

5,444‌

11‌

Agenus (1)

11,381‌

23‌

Agios

Pharmaceuticals (1)

2,167‌

61‌

Akero

Therapeutics (1)

1,110‌

38‌

Albireo

Pharma (1)

651‌

13‌

Alector (1)

2,417‌

23‌

Alkermes (1)

6,570‌

147‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

22

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Allogene

Therapeutics (1)(2)

3,255‌

35‌

Allovir (1)(2)

1,187‌

9‌

Alpine

Immune

Sciences (1)(2)

641‌

5‌

ALX

Oncology

Holdings (1)(2)

867‌

8‌

Amicus

Therapeutics (1)

11,142‌

116‌

AnaptysBio (1)(2)

795‌

20‌

Anavex

Life

Sciences (1)(2)

2,711‌

28‌

Anika

Therapeutics (1)

580‌

14‌

Apellis

Pharmaceuticals (1)

3,765‌

257‌

Arbutus

Biopharma (1)(2)

4,269‌

8‌

Arcellx (1)

1,193‌

22‌

Arcturus

Therapeutics

Holdings (1)

909‌

13‌

Arcus

Biosciences (1)

2,042‌

53‌

Arcutis

Biotherapeutics (1)

1,640‌

31‌

Arrowhead

Pharmaceuticals (1)

4,152‌

137‌

Atara

Biotherapeutics (1)

3,517‌

13‌

Aura

Biosciences (1)

702‌

13‌

Aurinia

Pharmaceuticals (1)

5,336‌

40‌

Avid

Bioservices (1)

2,432‌

47‌

Avidity

Biosciences (1)

2,045‌

33‌

Beam

Therapeutics (1)(2)

2,564‌

122‌

BioCryst

Pharmaceuticals (1)

7,360‌

93‌

Biohaven

Pharmaceutical

Holding (1)

2,530‌

382‌

Bioxcel

Therapeutics (1)(2)

759‌

9‌

Bluebird

Bio (1)(2)

3,130‌

20‌

Blueprint

Medicines (1)

2,406‌

159‌

Bridgebio

Pharma (1)

4,139‌

41‌

C4

Therapeutics (1)

1,676‌

15‌

CareDx (1)

1,983‌

34‌

Caribou

Biosciences (1)

2,257‌

24‌

Catalyst

Pharmaceuticals (1)

3,809‌

49‌

Celldex

Therapeutics (1)

1,821‌

51‌

Celularity (1)

2,857‌

7‌

Century

Therapeutics (1)

814‌

8‌

Cerevel

Therapeutics

Holdings (1)

2,143‌

61‌

ChemoCentryx (1)

2,516‌

130‌

Chimerix (1)

3,226‌

6‌

Chinook

Therapeutics (1)

1,993‌

39‌

Cogent

Biosciences (1)

2,559‌

38‌

Coherus

Biosciences (1)(2)

2,941‌

28‌

Crinetics

Pharmaceuticals (1)

2,086‌

41‌

CTI

BioPharma (1)

4,037‌

24‌

Cullinan

Oncology (1)

1,217‌

16‌

Cytokinetics (1)(2)

3,304‌

160‌

Day

One

Biopharmaceuticals (1)

1,118‌

22‌

Deciphera

Pharmaceuticals (1)

1,786‌

33‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

23

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Denali

Therapeutics (1)

3,911‌

120‌

Design

Therapeutics (1)

1,316‌

22‌

Dynavax

Technologies (1)

4,755‌

50‌

Dyne

Therapeutics (1)

1,265‌

16‌

Eagle

Pharmaceuticals (1)

397‌

11‌

Editas

Medicine (1)(2)

2,817‌

35‌

Eiger

BioPharmaceuticals (1)

1,628‌

12‌

Emergent

BioSolutions (1)

1,999‌

42‌

Enanta

Pharmaceuticals (1)

779‌

40‌

Enochian

Biosciences (1)

756‌

1‌

EQRx (1)(2)

8,036‌

40‌

Erasca (1)(2)

2,509‌

20‌

Fate

Therapeutics (1)

3,313‌

74‌

FibroGen (1)

3,479‌

45‌

Foghorn

Therapeutics (1)

798‌

7‌

Forma

Therapeutics

Holdings (1)

1,437‌

29‌

Gelesis

Holdings (1)(2)

377‌

—‌

Generation

Bio (1)

1,990‌

11‌

Geron (1)

14,296‌

33‌

Global

Blood

Therapeutics (1)

2,599‌

177‌

Gossamer

Bio (1)(2)

2,457‌

29‌

GreenLight

Biosciences

Holdings

PBC (1)

3,111‌

7‌

GTx,

CVR (1)(3)

1‌

—‌

Halozyme

Therapeutics (1)

5,452‌

216‌

Heron

Therapeutics (1)(2)

3,958‌

17‌

HilleVax (1)

496‌

9‌

Humacyte (1)(2)

675‌

2‌

Icosavax (1)(2)

952‌

3‌

Ideaya

Biosciences (1)

1,388‌

21‌

IGM

Biosciences (1)(2)

402‌

9‌

Imago

Biosciences (1)(2)

1,008‌

15‌

ImmunityBio (1)(2)

3,134‌

16‌

ImmunoGen (1)

8,497‌

41‌

Immunovant (1)

1,621‌

9‌

Inhibrx (1)

1,163‌

21‌

Inovio

Pharmaceuticals (1)(2)

10,015‌

17‌

Insmed (1)

4,777‌

103‌

Instil

Bio (1)(2)

2,664‌

13‌

Intellia

Therapeutics (1)

3,033‌

170‌

Intercept

Pharmaceuticals (1)

973‌

14‌

Invivyd (1)

2,094‌

7‌

Iovance

Biotherapeutics (1)

6,076‌

58‌

Ironwood

Pharmaceuticals (1)

5,423‌

56‌

iTeos

Therapeutics (1)

919‌

18‌

IVERIC

bio (1)

4,707‌

84‌

Janux

Therapeutics (1)(2)

691‌

9‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

24

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Jounce

Therapeutics (1)

1,615‌

4‌

KalVista

Pharmaceuticals (1)

974‌

14‌

Karuna

Therapeutics (1)

1,197‌

269‌

Karyopharm

Therapeutics (1)

2,996‌

16‌

Keros

Therapeutics (1)

723‌

27‌

Kezar

Life

Sciences (1)

2,133‌

18‌

Kiniksa

Pharmaceuticals,

Class

A (1)

1,247‌

16‌

Kinnate

Biopharma (1)

1,148‌

14‌

Kodiak

Sciences (1)

1,361‌

11‌

Kronos

Bio (1)

1,656‌

6‌

Krystal

Biotech (1)

849‌

59‌

Kura

Oncology (1)

2,472‌

34‌

Kymera

Therapeutics (1)

1,500‌

33‌

Lexicon

Pharmaceuticals (1)

3,479‌

8‌

Ligand

Pharmaceuticals (1)

597‌

51‌

Lyell

Immunopharma (1)(2)

6,849‌

50‌

MacroGenics (1)

2,289‌

8‌

Madrigal

Pharmaceuticals (1)

504‌

33‌

MannKind (1)(2)

9,907‌

31‌

MeiraGTx

Holdings (1)

1,147‌

10‌

Mersana

Therapeutics (1)

3,625‌

25‌

MiMedx

Group (1)

4,507‌

13‌

Mirum

Pharmaceuticals (1)

735‌

15‌

Monte

Rosa

Therapeutics (1)(2)

1,118‌

9‌

Morphic

Holding (1)

998‌

28‌

Myriad

Genetics (1)

3,158‌

60‌

Nkarta (1)(2)

1,240‌

16‌

Nurix

Therapeutics (1)

1,868‌

24‌

Nuvalent,

Class

A (1)(2)

693‌

13‌

Ocugen (1)(2)

8,234‌

15‌

Organogenesis

Holdings (1)

2,648‌

9‌

Outlook

Therapeutics (1)(2)

4,576‌

6‌

Pardes

Biosciences (1)

1,084‌

2‌

PepGen (1)

318‌

3‌

PMV

Pharmaceuticals (1)(2)

1,467‌

17‌

Point

Biopharma

Global (1)(2)

2,953‌

23‌

Praxis

Precision

Medicines (1)

1,359‌

3‌

Precigen (1)

3,995‌

8‌

Prometheus

Biosciences (1)

1,217‌

72‌

Protagonist

Therapeutics (1)

1,786‌

15‌

Prothena (1)

1,410‌

86‌

PTC

Therapeutics (1)

2,791‌

140‌

Rallybio (1)

697‌

10‌

RAPT

Therapeutics (1)

1,005‌

24‌

Recursion

Pharmaceuticals,

Class

A (1)

5,416‌

58‌

REGENXBIO (1)

1,597‌

42‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

25

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Relay

Therapeutics (1)

3,035‌

68‌

Replimune

Group (1)

1,619‌

28‌

REVOLUTION

Medicines (1)

2,964‌

58‌

Rigel

Pharmaceuticals (1)

6,619‌

8‌

Rocket

Pharmaceuticals (1)

1,693‌

27‌

Sage

Therapeutics (1)

2,088‌

82‌

Sana

Biotechnology (1)

3,461‌

21‌

Sangamo

Therapeutics (1)

5,136‌

25‌

Seres

Therapeutics (1)

2,705‌

17‌

Sorrento

Therapeutics (1)

15,182‌

24‌

SpringWorks

Therapeutics (1)(2)

1,413‌

40‌

Stoke

Therapeutics (1)

886‌

11‌

Sutro

Biopharma (1)

2,015‌

11‌

Syndax

Pharmaceuticals (1)

2,121‌

51‌

Talaris

Therapeutics (1)

836‌

2‌

Tango

Therapeutics (1)

1,784‌

6‌

Tenaya

Therapeutics (1)

1,108‌

3‌

TG

Therapeutics (1)

5,275‌

31‌

Tobira

Therapeutics,

CVR (1)(3)

25‌

—‌

Travere

Therapeutics (1)(2)

2,487‌

61‌

Twist

Bioscience (1)

2,279‌

80‌

Tyra

Biosciences (1)(2)

519‌

5‌

Vanda

Pharmaceuticals (1)

2,146‌

21‌

Vaxart (1)(2)

4,728‌

10‌

Vaxcyte (1)

2,145‌

52‌

VBI

Vaccines (1)

7,579‌

5‌

Vera

Therapeutics (1)

563‌

12‌

Veracyte (1)

2,814‌

47‌

Vericel (1)

1,876‌

44‌

Verve

Therapeutics (1)

1,855‌

64‌

Vir

Biotechnology (1)

2,920‌

56‌

Viridian

Therapeutics (1)

1,069‌

22‌

VistaGen

Therapeutics (1)

7,317‌

1‌

Xencor (1)

2,275‌

59‌

Y-mAbs

Therapeutics (1)(2)

1,430‌

21‌

Zentalis

Pharmaceuticals (1)

1,875‌

41‌

7,297‌

Health

Care

Equipment

&

Supplies

4.1%

Alphatec

Holdings (1)

2,801‌

24‌

AngioDynamics (1)

1,512‌

31‌

Artivion (1)

1,559‌

22‌

AtriCure (1)

1,810‌

71‌

Atrion 

54‌

30‌

Avanos

Medical (1)

1,838‌

40‌

Axogen (1)

1,555‌

19‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

26

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Axonics (1)

1,976‌

139‌

BioLife

Solutions (1)

1,311‌

30‌

Bioventus,

Class

A (1)(2)

1,263‌

9‌

Butterfly

Network (1)

5,160‌

24‌

Cardiovascular

Systems (1)

1,581‌

22‌

Cerus (1)

6,681‌

24‌

CONMED 

1,155‌

93‌

Cue

Health (1)(2)

4,125‌

12‌

Cutera (1)(2)

658‌

30‌

Embecta 

2,314‌

67‌

Fig

s,

Class

A (1)

5,070‌

42‌

Glaukos (1)

1,852‌

99‌

Haemonetics (1)

2,046‌

151‌

Heska (1)

379‌

28‌

Inari

Medical (1)

1,914‌

139‌

Inogen (1)

888‌

22‌

Inspire

Medical

Systems (1)

1,135‌

201‌

Integer

Holdings (1)

1,337‌

83‌

iRadimed 

284‌

9‌

iRhythm

Technologies (1)

1,201‌

150‌

Lantheus

Holdings (1)

2,746‌

193‌

LeMaitre

Vascular 

771‌

39‌

LivaNova (1)

2,170‌

110‌

Meridian

Bioscience (1)

1,708‌

54‌

Merit

Medical

Systems (1)

2,218‌

125‌

Mesa

Laboratories (2)

199‌

28‌

Nano-X

Imaging (1)(2)

1,845‌

21‌

Neogen (1)

4,323‌

60‌

Nevro (1)

1,378‌

64‌

NuVasive (1)

2,121‌

93‌

Omnicell (1)

1,768‌

154‌

OraSure

Technologies (1)

2,767‌

10‌

Orthofix

Medical (1)

770‌

15‌

OrthoPediatrics (1)

599‌

28‌

Outset

Medical (1)(2)

1,982‌

32‌

Owlet (1)

630‌

1‌

Paragon

28 (1)

1,835‌

33‌

PROCEPT

BioRobotics (1)

1,018‌

42‌

Pulmonx (1)(2)

1,323‌

22‌

RxSight (1)

788‌

9‌

SeaSpine

Holdings (1)

1,421‌

8‌

Senseonics

Holdings (1)(2)

17,913‌

24‌

Shockwave

Medical (1)

1,425‌

396‌

SI-BONE (1)

1,367‌

24‌

Sight

Sciences (1)

856‌

5‌

Silk

Road

Medical (1)

1,372‌

62‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

27

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

STAAR

Surgical (1)

1,931‌

136‌

Surmodics (1)

524‌

16‌

Tactile

Systems

Technology (1)

779‌

6‌

Tenon

Medical (1)

123‌

—‌

TransMedics

Group (1)

1,214‌

51‌

Treace

Medical

Concepts (1)

1,302‌

29‌

UFP

Technologies (1)

268‌

23‌

Utah

Medical

Products 

132‌

11‌

Varex

Imaging (1)

1,537‌

32‌

Vicarious

Surgical (1)

2,084‌

7‌

ViewRay (1)

5,836‌

21‌

Zimvie (1)

796‌

8‌

Zynex 

878‌

8‌

3,611‌

Health

Care

Providers

&

Services

3.2%

1Life

Healthcare (1)

7,170‌

123‌

23andMe

Holding,

Class

A (1)(2)

10,353‌

30‌

Accolade (1)

2,611‌

30‌

AdaptHealth (1)

2,864‌

54‌

Addus

HomeCare (1)

615‌

59‌

Agiliti (1)(2)

1,093‌

16‌

AirSculpt

Technologies 

534‌

3‌

Alignment

Healthcare (1)

3,295‌

39‌

AMN

Healthcare

Services (1)

1,741‌

184‌

Apollo

Medical

Holdings (1)

1,588‌

62‌

ATI

Physical

Therapy (1)(2)

2,863‌

3‌

Aveanna

Healthcare

Holdings (1)

1,861‌

3‌

Brookdale

Senior

Living (1)

7,401‌

32‌

Cano

Health (1)

6,439‌

56‌

CareMax (1)(2)

2,283‌

16‌

Castle

Biosciences (1)

988‌

26‌

Clover

Health

Investments (1)

15,030‌

26‌

Community

Health

Systems (1)

4,834‌

10‌

CorVel (1)

351‌

49‌

Covetrus (1)

4,240‌

89‌

Cross

Country

Healthcare (1)

1,456‌

41‌

DocGo (1)

3,129‌

31‌

Ensign

Group 

2,167‌

172‌

Fulgent

Genetics (1)

840‌

32‌

Hanger (1)

1,470‌

28‌

HealthEquity (1)

3,333‌

224‌

Hims

&

Hers

Health (1)

4,712‌

26‌

Innovage

Holding (1)

745‌

4‌

Invitae (1)(2)

9,477‌

23‌

Joint (1)

532‌

8‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

28

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

LHC

Group (1)

1,198‌

196‌

LifeStance

Health

Group (1)(2)

2,790‌

18‌

ModivCare (1)

502‌

50‌

National

HealthCare 

489‌

31‌

National

Research,

Class

A 

555‌

22‌

Oncology

Institute (1)

1,478‌

7‌

OPKO

Health (1)

15,705‌

30‌

Option

Care

Health (1)

6,283‌

198‌

Owens

&

Minor 

2,916‌

70‌

P3

Health

Partners (1)(2)

973‌

5‌

Patterson 

3,533‌

85‌

Pediatrix

Medical

Group (1)

3,287‌

54‌

Pennant

Group (1)

996‌

10‌

PetIQ (1)

1,068‌

7‌

Privia

Health

Group (1)

1,774‌

60‌

Progyny (1)

3,021‌

112‌

R1

RCM (1)

5,961‌

110‌

RadNet (1)

1,995‌

41‌

Select

Medical

Holdings 

4,212‌

93‌

Sema4

Holdings (1)(2)

6,051‌

5‌

Surgery

Partners (1)

1,577‌

37‌

U.S.

Physical

Therapy 

511‌

39‌

2,779‌

Health

Care

Technology

0.6%

Allscripts

Healthcare

Solutions (1)

4,316‌

66‌

American

Well,

Class

A (1)

9,396‌

34‌

Babylon

Holdings,

Class

A (1)

4,167‌

2‌

Computer

Programs

&

Systems (1)

546‌

15‌

Convey

Health

Solutions

Holdings (1)

597‌

6‌

Evolent

Health,

Class

A (1)

3,310‌

119‌

Health

Catalyst (1)

2,190‌

21‌

HealthStream (1)

946‌

20‌

Multiplan (1)(2)

14,839‌

42‌

NextGen

Healthcare (1)

2,264‌

40‌

Nutex

Health (1)

1,483‌

2‌

OptimizeRx (1)

690‌

10‌

Pear

Therapeutics (1)(2)

3,005‌

6‌

Phreesia (1)

1,942‌

50‌

Schrodinger (1)

2,120‌

53‌

Sharecare (1)(2)

11,867‌

23‌

Simulations

Plus 

621‌

30‌

539‌

Life

Sciences

Tools

&

Services

0.8%

AbCellera

Biologics (1)(2)

8,180‌

81‌

Absci (1)

2,059‌

6‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

29

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Adaptive

Biotechnologies (1)

4,624‌

33‌

Akoya

Biosciences (1)

632‌

7‌

Alpha

Teknova (1)

290‌

1‌

Berkeley

Lights (1)

2,208‌

6‌

Bionano

Genomics (1)(2)

11,304‌

21‌

Codexis (1)

2,440‌

15‌

CryoPort (1)

1,731‌

42‌

Cytek

Biosciences (1)

4,537‌

67‌

Inotiv (1)(2)

706‌

12‌

MaxCyte (1)

3,351‌

22‌

Medpace

Holdings (1)

1,021‌

160‌

NanoString

Technologies (1)

1,799‌

23‌

Nautilus

Biotechnology (1)(2)

1,823‌

4‌

NeoGenomics (1)

5,095‌

44‌

Pacific

Biosciences

of

California (1)(2)

9,152‌

53‌

Quanterix (1)

1,322‌

15‌

Quantum-Si (1)

3,495‌

10‌

Science

37

Holdings (1)

2,382‌

4‌

Seer (1)

2,053‌

16‌

Singular

Genomics

Systems (1)(2)

2,227‌

5‌

SomaLogic (1)(2)

5,771‌

17‌

664‌

Pharmaceuticals

1.7%

Aclaris

Therapeutics (1)

2,586‌

41‌

Aerie

Pharmaceuticals (1)

1,895‌

29‌

Amneal

Pharmaceuticals (1)

3,926‌

8‌

Amphastar

Pharmaceuticals (1)

1,523‌

43‌

Amylyx

Pharmaceuticals (1)

1,408‌

40‌

AN2

Therapeutics (1)

177‌

3‌

ANI

Pharmaceuticals (1)

483‌

15‌

Arvinas (1)

1,940‌

86‌

Atea

Pharmaceuticals (1)

2,944‌

17‌

Athira

Pharma (1)

1,222‌

4‌

Axsome

Therapeutics (1)

1,183‌

53‌

Cara

Therapeutics (1)

1,720‌

16‌

Cassava

Sciences (1)(2)

1,517‌

63‌

CinCor

Pharma (1)

810‌

27‌

Collegium

Pharmaceutical (1)

1,340‌

21‌

Corcept

Therapeutics (1)

3,372‌

86‌

DICE

Therapeutics (1)

1,097‌

22‌

Edgewise

Therapeutics (1)

1,138‌

11‌

Esperion

Therapeutics (1)(2)

2,694‌

18‌

Evolus (1)

1,357‌

11‌

EyePoint

Pharmaceuticals (1)(2)

972‌

8‌

Fulcrum

Therapeutics (1)(2)

1,382‌

11‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

30

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Harmony

Biosciences

Holdings (1)

1,043‌

46‌

Innoviva (1)

2,462‌

29‌

Intra-Cellular

Therapies (1)

3,687‌

172‌

Liquidia (1)

1,826‌

10‌

Nektar

Therapeutics (1)

7,038‌

22‌

NGM

Biopharmaceuticals (1)

1,586‌

21‌

Nuvation

Bio (1)

4,458‌

10‌

Ocular

Therapeutix (1)

3,069‌

13‌

Pacira

BioSciences (1)

1,793‌

95‌

Phathom

Pharmaceuticals (1)(2)

922‌

10‌

Phibro

Animal

Health,

Class

A 

824‌

11‌

Prestige

Consumer

Healthcare (1)

1,987‌

99‌

Provention

Bio (1)(2)

2,373‌

11‌

Reata

Pharmaceuticals,

Class

A (1)(2)

1,072‌

27‌

Relmada

Therapeutics (1)

1,068‌

39‌

Revance

Therapeutics (1)

2,850‌

77‌

SIGA

Technologies 

1,837‌

19‌

Supernus

Pharmaceuticals (1)

1,944‌

66‌

Tarsus

Pharmaceuticals (1)

693‌

12‌

Theravance

Biopharma (1)(2)

2,567‌

26‌

Theseus

Pharmaceuticals (1)

651‌

4‌

Tricida (1)(2)

1,274‌

13‌

Ventyx

Biosciences (1)(2)

870‌

30‌

Xeris

Biopharma

Holdings (1)

5,067‌

8‌

Zogenix,

CVR (1)(3)

1,960‌

1‌

1,504‌

Total

Health

Care

16,394‌

INDUSTRIALS

&

BUSINESS

SERVICES

14.7%

Aerospace

&

Defense

0.8%

AAR (1)

1,343‌

48‌

Aerojet

Rocketdyne

Holdings (1)

3,152‌

126‌

AeroVironment (1)

980‌

82‌

AerSale (1)

622‌

11‌

Archer

Aviation,

Class

A (1)

5,776‌

15‌

Astra

Space (1)(2)

5,509‌

3‌

Astronics (1)

942‌

7‌

Cadre

Holdings 

771‌

19‌

Ducommun (1)

425‌

17‌

Kaman 

1,110‌

31‌

Maxar

Technologies 

2,926‌

55‌

Momentus (1)(2)

2,085‌

3‌

Moog,

Class

A 

1,156‌

81‌

National

Presto

Industries 

203‌

13‌

Park

Aerospace 

755‌

8‌

Parsons (1)

1,336‌

52‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

31

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Redwire (1)

739‌

2‌

Rocket

Lab

USA (1)

8,742‌

36‌

Terran

Orbital (1)

916‌

2‌

Triumph

Group (1)

2,540‌

22‌

V2X (1)

486‌

17‌

Virgin

Galactic

Holdings (1)(2)

9,055‌

43‌

693‌

Air

Freight

&

Logistics

0.4%

Air

Transport

Services

Group (1)

2,347‌

57‌

Atlas

Air

Worldwide

Holdings (1)(2)

1,133‌

108‌

Forward

Air 

1,067‌

96‌

Hub

Group,

Class

A (1)

1,362‌

94‌

Radiant

Logistics (1)

1,480‌

9‌

364‌

Airlines

0.3%

Allegiant

Travel (1)

613‌

45‌

Blade

Air

Mobility (1)

2,149‌

9‌

Frontier

Group

Holdings (1)

1,465‌

14‌

Hawaiian

Holdings (1)

1,968‌

26‌

Joby

Aviation (1)(2)

9,981‌

43‌

SkyWest (1)

1,945‌

32‌

Spirit

Airlines (1)

4,414‌

83‌

Sun

Country

Airlines

Holdings (1)(2)

1,288‌

17‌

Wheels

Up

Experience (1)

6,092‌

7‌

276‌

Building

Products

1.3%

AAON 

1,776‌

96‌

American

Woodmark (1)

642‌

28‌

Apogee

Enterprises 

888‌

34‌

Caesarstone 

913‌

8‌

CSW

Industrials 

588‌

70‌

Gibraltar

Industries (1)

1,286‌

53‌

Griffon 

1,830‌

54‌

Insteel

Industries 

744‌

20‌

Janus

International

Group (1)

3,178‌

28‌

JELD-WEN

Holding (1)

3,415‌

30‌

Masonite

International (1)

880‌

63‌

PGT

Innovations (1)

2,301‌

48‌

Quanex

Building

Products 

1,289‌

23‌

Resideo

Technologies (1)

5,742‌

109‌

Simpson

Manufacturing 

1,747‌

137‌

UFP

Industries 

2,405‌

174‌

View (1)(2)

4,490‌

6‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

32

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Zurn

Elkay

Water

Solutions 

5,011‌

123‌

1,104‌

Commercial

Services

&

Supplies

1.4%

ABM

Industries 

2,664‌

102‌

ACCO

Brands 

3,673‌

18‌

ACV

Auctions,

Class

A (1)

4,770‌

34‌

Aris

Water

Solution,

Class

A 

866‌

11‌

Brady,

Class

A 

1,802‌

75‌

BrightView

Holdings (1)

1,734‌

14‌

Brink's 

1,880‌

91‌

Casella

Waste

Systems,

Class

A (1)

2,010‌

153‌

Cimpress (1)

702‌

17‌

CompX

International 

61‌

1‌

CoreCivic (1)

4,705‌

42‌

Deluxe 

1,717‌

29‌

Ennis 

978‌

20‌

GEO

Group (1)(2)

4,712‌

36‌

Harsco (1)

3,088‌

12‌

Healthcare

Services

Group 

2,949‌

36‌

Heritage-Crystal

Clean (1)

604‌

18‌

HNI 

1,677‌

44‌

Interface 

2,278‌

20‌

KAR

Auction

Services (1)

4,547‌

51‌

Kimball

International,

Class

B 

1,409‌

9‌

Li-Cycle

Holdings (1)(2)

5,441‌

29‌

Matthews

International,

Class

A 

1,191‌

27‌

MillerKnoll 

3,004‌

47‌

Montrose

Environmental

Group (1)

1,080‌

36‌

NL

Industries 

295‌

2‌

Pitney

Bowes 

6,745‌

16‌

Quad/Graphics (1)

1,332‌

3‌

SP

Plus (1)

904‌

28‌

Steelcase,

Class

A 

3,466‌

23‌

UniFirst 

605‌

102‌

Viad (1)

794‌

25‌

VSE 

416‌

15‌

1,186‌

Construction

&

Engineering

1.5%

Ameresco,

Class

A (1)

1,263‌

84‌

API

Group (1)

8,354‌

111‌

Arcosa 

1,959‌

112‌

Argan 

559‌

18‌

Comfort

Systems

USA 

1,409‌

137‌

Concrete

Pumping

Holdings (1)

1,077‌

7‌

Construction

Partners,

Class

A (1)

1,581‌

42‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

33

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Dycom

Industries (1)

1,166‌

111‌

EMCOR

Group 

1,964‌

227‌

Fluor (1)

5,652‌

141‌

Granite

Construction 

1,779‌

45‌

Great

Lakes

Dredge

&

Dock (1)

2,532‌

19‌

IES

Holdings (1)

354‌

10‌

Infrastructure

&

Energy

Alternatives (1)

1,209‌

16‌

MYR

Group (1)

654‌

55‌

Northwest

Pipe (1)

386‌

11‌

NV5

Global (1)

536‌

66‌

Primoris

Services 

2,110‌

34‌

Sterling

Infrastructure (1)

1,139‌

25‌

Tutor

Perini (1)

1,588‌

9‌

1,280‌

Electrical

Equipment

1.4%

Allied

Motion

Technologies 

513‌

15‌

Array

Technologies (1)(2)

6,096‌

101‌

Atkore (1)

1,664‌

129‌

AZZ 

1,017‌

37‌

Babcock

&

Wilcox

Enterprises (1)

2,344‌

15‌

Blink

Charging (1)(2)

1,465‌

26‌

Bloom

Energy,

Class

A (1)

7,078‌

141‌

Encore

Wire 

750‌

87‌

Energy

Vault

Holdings (1)

2,610‌

14‌

EnerSys 

1,651‌

96‌

Enovix (1)(2)

4,407‌

81‌

ESS

Tech (1)

3,088‌

13‌

Fluence

Energy (1)(2)

1,390‌

20‌

FTC

Solar (1)(2)

1,689‌

5‌

FuelCell

Energy (1)(2)

15,501‌

53‌

GrafTech

International 

7,659‌

33‌

Heliogen (1)

3,827‌

7‌

NuScale

Power (1)

1,272‌

15‌

Powell

Industries 

368‌

8‌

Preformed

Line

Products 

103‌

7‌

Shoals

Technologies

Group,

Class

A (1)

4,434‌

96‌

Stem (1)(2)

5,701‌

76‌

SunPower (1)(2)

3,231‌

74‌

Thermon

Group

Holdings (1)

1,304‌

20‌

TPI

Composites (1)

1,454‌

16‌

Vicor (1)

873‌

52‌

1,237‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

34

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Industrial

Conglomerates

0.0%

Brookfield

Business,

Class

A 

1,032‌

23‌

23‌

Machinery

3.6%

3D

Systems (1)

5,041‌

40‌

Alamo

Group 

400‌

49‌

Albany

International,

Class

A 

1,262‌

99‌

Altra

Industrial

Motion 

2,598‌

87‌

Astec

Industries 

889‌

28‌

Barnes

Group 

1,946‌

56‌

Berkshire

Grey (1)(2)

1,868‌

3‌

Blue

Bird (1)

709‌

6‌

Chart

Industries (1)

1,473‌

272‌

CIRCOR

International (1)

708‌

12‌

Columbus

McKinnon 

1,120‌

29‌

Desktop

Metal,

Class

A (1)(2)

10,279‌

27‌

Douglas

Dynamics 

893‌

25‌

Energy

Recovery (1)

2,199‌

48‌

Enerpac

Tool

Group 

2,373‌

42‌

EnPro

Industries 

847‌

72‌

ESCO

Technologies 

1,020‌

75‌

Evoqua

Water

Technologies (1)

4,735‌

157‌

Fathom

Digital

Manufacturing (1)

386‌

1‌

Federal

Signal 

2,421‌

90‌

Franklin

Electric 

1,831‌

150‌

Gorman-Rupp 

902‌

21‌

Greenbrier 

1,268‌

31‌

Helios

Technologies 

1,297‌

66‌

Hillenbrand 

2,801‌

103‌

Hillman

Solutions (1)

5,354‌

40‌

Hydrofarm

Holdings

Group (1)

1,782‌

3‌

Hyliion

Holdings (1)

5,080‌

15‌

Hyster-Yale

Materials

Handling 

426‌

9‌

Hyzon

Motors (1)(2)

3,361‌

6‌

John

Bean

Technologies 

1,255‌

108‌

Kadant 

459‌

77‌

Kennametal 

3,216‌

66‌

Lightning

eMotors (1)(2)

1,498‌

2‌

Lindsay 

443‌

63‌

Luxfer

Holdings 

1,071‌

16‌

Manitowoc (1)

1,389‌

11‌

Markforged

Holding (1)

4,214‌

8‌

Microvast

Holdings (1)

6,527‌

12‌

Miller

Industries 

454‌

10‌

Mueller

Industries 

2,221‌

132‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

35

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Mueller

Water

Products,

Class

A 

6,193‌

64‌

Nikola (1)

11,972‌

42‌

Omega

Flex (2)

124‌

11‌

Proterra (1)

8,848‌

44‌

Proto

Labs (1)

1,095‌

40‌

RBC

Bearings (1)

1,143‌

238‌

REV

Group 

1,332‌

15‌

Sarcos

Technology

&

Robotics (1)(2)

4,492‌

10‌

Shyft

Group 

1,342‌

27‌

SPX

Technologies (1)

1,747‌

96‌

Standex

International 

493‌

40‌

Tennant 

736‌

42‌

Terex 

2,706‌

80‌

Titan

International (1)

2,039‌

25‌

Trinity

Industries 

3,246‌

69‌

Velo3D (1)(2)

2,156‌

8‌

Wabash

National 

1,929‌

30‌

Watts

Water

Technologies,

Class

A 

1,096‌

138‌

Xos (1)

2,093‌

3‌

3,189‌

Marine

0.2%

Costamare 

2,077‌

19‌

Eagle

Bulk

Shipping 

518‌

22‌

Eneti 

876‌

6‌

Genco

Shipping

&

Trading 

1,460‌

18‌

Golden

Ocean

Group (2)

4,884‌

36‌

Matson 

1,559‌

96‌

Safe

Bulkers 

2,805‌

7‌

204‌

Professional

Services

1.7%

Alight,

Class

A (1)

13,549‌

99‌

ASGN (1)

1,974‌

178‌

Atlas

Technical

Consultants (1)

756‌

5‌

Barrett

Business

Services 

281‌

22‌

CBIZ (1)

1,966‌

84‌

CRA

International 

276‌

25‌

Exponent 

2,046‌

179‌

First

Advantage (1)

2,328‌

30‌

Forrester

Research (1)

435‌

16‌

Franklin

Covey (1)

495‌

22‌

Heidrick

&

Struggles

International 

756‌

20‌

HireRight

Holdings (1)

841‌

13‌

Huron

Consulting

Group (1)

822‌

54‌

ICF

International 

729‌

80‌

Insperity 

1,462‌

149‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

36

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Kelly

Services,

Class

A 

1,354‌

18‌

Kforce 

811‌

48‌

Korn

Ferry 

2,153‌

101‌

Legalzoom.com (1)(2)

3,816‌

33‌

Planet

Labs

PBC (1)(2)

6,184‌

34‌

Red

Violet (1)(2)

362‌

6‌

Resources

Connection 

1,280‌

23‌

Skillsoft (1)(2)

3,107‌

6‌

Spire

Global (1)

4,786‌

5‌

Sterling

Check (1)(2)

942‌

17‌

TriNet

Group (1)

1,513‌

108‌

TrueBlue (1)

1,266‌

24‌

Upwork (1)

4,775‌

65‌

Willdan

Group (1)

436‌

6‌

1,470‌

Road

&

Rail

0.6%

ArcBest 

996‌

73‌

Bird

Global,

Class

A (1)(2)

6,559‌

2‌

Covenant

Logistics

Group,

Class

A 

440‌

13‌

Daseke (1)

1,535‌

8‌

Heartland

Express 

1,836‌

26‌

Marten

Transport 

2,298‌

44‌

PAM

Transportation

Services (1)

268‌

8‌

Saia (1)

1,073‌

204‌

TuSimple

Holdings,

Class

A (1)

5,537‌

42‌

Universal

Logistics

Holdings 

295‌

9‌

Werner

Enterprises 

2,565‌

97‌

526‌

Trading

Companies

&

Distributors

1.5%

Alta

Equipment

Group 

804‌

9‌

Applied

Industrial

Technologies 

1,542‌

158‌

Beacon

Roofing

Supply (1)

2,042‌

112‌

BlueLinx

Holdings (1)

373‌

23‌

Boise

Cascade 

1,601‌

95‌

Custom

Truck

One

Source (1)

2,383‌

14‌

Distribution

Solutions

Group (1)

200‌

6‌

DXP

Enterprises (1)

583‌

14‌

GATX 

1,432‌

122‌

Global

Industrial 

510‌

14‌

GMS (1)

1,711‌

68‌

H&E

Equipment

Services 

1,264‌

36‌

Herc

Holdings 

1,019‌

106‌

Hudson

Technologies (1)

1,652‌

12‌

Karat

Packaging (1)

224‌

4‌

McGrath

RentCorp 

961‌

81‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

37

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

MRC

Global (1)

3,227‌

23‌

NOW (1)

4,384‌

44‌

Rush

Enterprises,

Class

A 

1,685‌

74‌

Rush

Enterprises,

Class

B 

268‌

13‌

Textainer

Group

Holdings 

1,786‌

48‌

Titan

Machinery (1)

781‌

22‌

Transcat (1)

283‌

21‌

Triton

International 

2,476‌

135‌

Veritiv (1)

536‌

52‌

1,306‌

Total

Industrials

&

Business

Services

12,858‌

INFORMATION

TECHNOLOGY

12.6%

Communications

Equipment

0.9%

ADTRAN

Holdings 

2,784‌

55‌

Aviat

Networks (1)

439‌

12‌

Calix (1)

2,290‌

140‌

Cambium

Networks (1)

455‌

8‌

Casa

Systems (1)

1,297‌

4‌

Clearfield (1)

458‌

48‌

CommScope

Holding (1)

8,115‌

75‌

Comtech

Telecommunications 

1,011‌

10‌

Digi

International (1)

1,359‌

47‌

DZS (1)

655‌

7‌

Extreme

Networks (1)

5,068‌

66‌

Harmonic (1)

3,661‌

48‌

Infinera (1)(2)

7,534‌

36‌

Inseego (1)

3,248‌

7‌

NETGEAR (1)

1,107‌

22‌

NetScout

Systems (1)

2,771‌

87‌

Ondas

Holdings (1)

1,308‌

5‌

Ribbon

Communications (1)

2,753‌

6‌

Viavi

Solutions (1)

9,187‌

120‌

803‌

Electronic

Equipment,

Instruments

&

Components

2.3%

908

Devices (1)

859‌

14‌

Advanced

Energy

Industries 

1,517‌

117‌

Aeva

Technologies (1)

3,830‌

7‌

AEye (1)(2)

1,011‌

1‌

Akoustis

Technologies (1)(2)

1,921‌

6‌

Arlo

Technologies (1)

3,389‌

16‌

Badger

Meter 

1,164‌

108‌

Belden 

1,724‌

104‌

Benchmark

Electronics 

1,362‌

34‌

Cepton (1)(2)

2,129‌

4‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

38

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

CTS 

1,261‌

53‌

ePlus (1)

1,055‌

44‌

Evolv

Technologies

Holdings (1)

3,218‌

7‌

Fabrinet (1)

1,489‌

142‌

FARO

Technologies (1)

707‌

19‌

Focus

Universal (1)

678‌

6‌

Identiv (1)

885‌

11‌

Insight

Enterprises (1)

1,248‌

103‌

Itron (1)

1,783‌

75‌

Kimball

Electronics (1)

941‌

16‌

Knowles (1)

3,562‌

43‌

Lightwave

Logic (1)(2)

4,448‌

33‌

Methode

Electronics 

1,433‌

53‌

MicroVision (1)(2)

6,414‌

23‌

Mirion

Technologies (1)

5,449‌

41‌

Napco

Security

Technologies (1)

1,158‌

34‌

nLight (1)

1,776‌

17‌

Novanta (1)

1,417‌

164‌

OSI

Systems (1)

643‌

46‌

Ouster (1)(2)

5,808‌

6‌

PAR

Technology (1)(2)

1,085‌

32‌

PC

Connection 

434‌

20‌

Plexus (1)

1,111‌

97‌

Rogers (1)

754‌

182‌

Sanmina (1)

2,306‌

106‌

ScanSource (1)

998‌

26‌

SmartRent (1)(2)

4,869‌

11‌

TTM

Technologies (1)

4,026‌

53‌

Velodyne

Lidar (1)

7,390‌

7‌

Vishay

Intertechnology 

5,274‌

94‌

Vishay

Precision

Group (1)

483‌

14‌

1,989‌

IT

Services

2.1%

AvidXchange

Holdings (1)

5,806‌

49‌

BigCommerce

Holdings,

Series

1 (1)

2,620‌

39‌

Brightcove (1)

1,566‌

10‌

Cantaloupe (1)

2,340‌

8‌

Cass

Information

Systems 

528‌

18‌

Cerberus

Cyber

Sentinel (1)(2)

1,749‌

5‌

Conduent (1)

6,585‌

22‌

Core

Scientific (1)(2)

10,888‌

14‌

CSG

Systems

International 

1,257‌

66‌

Cyxtera

Technologies (1)

1,630‌

7‌

DigitalOcean

Holdings (1)

2,819‌

102‌

Edgio (1)

5,424‌

15‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

39

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

EVERTEC 

2,486‌

78‌

Evo

Payments,

Class

A (1)

1,877‌

63‌

ExlService

Holdings (1)

1,301‌

192‌

Fastly,

Class

A (1)(2)

4,417‌

40‌

Flywire (1)

2,228‌

51‌

Grid

Dynamics

Holdings (1)

1,935‌

36‌

Hackett

Group 

1,051‌

19‌

I3

Verticals,

Class

A (1)

850‌

17‌

IBEX (1)

245‌

5‌

Information

Services

Group 

1,361‌

6‌

International

Money

Express (1)

1,262‌

29‌

Kratos

Defense

&

Security

Solutions (1)

4,934‌

50‌

Marqeta,

Class

A (1)

17,525‌

125‌

Maximus 

2,425‌

140‌

MoneyGram

International (1)

3,731‌

39‌

Paya

Holdings (1)

3,373‌

21‌

Payoneer

Global (1)

8,603‌

52‌

Paysafe (1)(2)

13,052‌

18‌

Perficient (1)

1,386‌

90‌

PFSweb (1)

632‌

6‌

Priority

Technology

Holdings (1)

793‌

4‌

Rackspace

Technology (1)(2)

2,207‌

9‌

Remitly

Global (1)

3,941‌

44‌

Repay

Holdings (1)

3,406‌

24‌

Sabre (1)

12,944‌

67‌

SolarWinds (1)

1,848‌

14‌

Squarespace,

Class

A (1)(2)

1,215‌

26‌

StoneCo,

Class

A (1)

11,204‌

107‌

TTEC

Holdings 

750‌

33‌

Tucows,

Class

A (1)

385‌

14‌

Unisys (1)

2,553‌

19‌

Verra

Mobility (1)

5,806‌

89‌

1,882‌

Semiconductors

&

Semiconductor

Equipment

2.3%

ACM

Research,

Class

A (1)

1,862‌

23‌

Alpha

&

Omega

Semiconductor (1)

869‌

27‌

Ambarella (1)

1,451‌

82‌

Amkor

Technology 

4,015‌

69‌

Atomera (1)(2)

823‌

8‌

Axcelis

Technologies (1)

1,292‌

78‌

AXT (1)

1,549‌

10‌

CEVA (1)

894‌

24‌

Cohu (1)

1,910‌

49‌

Credo

Technology

Group

Holding (1)

3,848‌

42‌

CyberOptics (1)

275‌

15‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

40

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Diodes (1)

1,799‌

117‌

FormFactor (1)

3,083‌

77‌

Ichor

Holdings (1)

1,089‌

26‌

Impinj (1)

835‌

67‌

indie

Semiconductor,

Class

A (1)(2)

4,086‌

30‌

Kulicke

&

Soffa

Industries 

2,313‌

89‌

MACOM

Technology

Solutions

Holdings (1)

2,015‌

104‌

MaxLinear (1)

2,886‌

94‌

Onto

Innovation (1)

1,966‌

126‌

PDF

Solutions (1)

1,185‌

29‌

Photronics (1)

2,385‌

35‌

Power

Integrations 

2,284‌

147‌

Rambus (1)

4,431‌

113‌

Rigetti

Computing (1)

1,226‌

2‌

Rockley

Photonics

Holdings (1)

3,901‌

3‌

Semtech (1)

2,512‌

74‌

Silicon

Laboratories (1)

1,366‌

169‌

SiTime (1)

645‌

51‌

SkyWater

Technology (1)

445‌

3‌

SMART

Global

Holdings (1)(2)

1,955‌

31‌

Synaptics (1)

1,596‌

158‌

Transphorm (1)

820‌

4‌

Ultra

Clean

Holdings (1)

1,795‌

46‌

Veeco

Instruments (1)

2,027‌

37‌

2,059‌

Software

4.7%

8x8 (1)(2)

4,833‌

17‌

A10

Networks 

2,633‌

35‌

ACI

Worldwide (1)

4,639‌

97‌

Agilysys (1)

793‌

44‌

Alarm.com

Holdings (1)

1,942‌

126‌

Alkami

Technology (1)(2)

1,383‌

21‌

Altair

Engineering,

Class

A (1)

2,106‌

93‌

American

Software,

Class

A 

1,449‌

22‌

Amplitude,

Class

A (1)(2)

2,232‌

34‌

Appfolio,

Class

A (1)

760‌

80‌

Appian,

Class

A (1)(2)

1,629‌

66‌

Applied

Blockchain (1)(2)

308‌

—‌

Arteris (1)

648‌

4‌

Asana,

Class

A (1)(2)

3,001‌

67‌

Avaya

Holdings (1)(2)

3,177‌

5‌

AvePoint (1)

4,968‌

20‌

Benefitfocus (1)(2)

961‌

6‌

Blackbaud (1)

1,865‌

82‌

Blackline (1)

2,227‌

133‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

41

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Blend

Labs,

Class

A (1)

7,129‌

16‌

Box,

Class

A (1)

5,602‌

137‌

BTRS

Holdings,

Class

A (1)

3,917‌

36‌

C3.ai,

Class

A (1)(2)

2,739‌

34‌

Cerence (1)

1,523‌

24‌

ChannelAdvisor (1)

1,175‌

27‌

Cipher

Mining (1)(2)

1,495‌

2‌

Cleanspark (1)(2)

1,935‌

6‌

CommVault

Systems (1)

1,787‌

95‌

Consensus

Cloud

Solutions (1)

635‌

30‌

Couchbase (1)

1,038‌

15‌

CS

Disco (1)(2)

852‌

8‌

Cvent

Holding (1)

1,853‌

10‌

Digimarc (1)(2)

552‌

7‌

Digital

Turbine (1)

3,736‌

54‌

Domo,

Class

B (1)

1,213‌

22‌

Duck

Creek

Technologies (1)

3,074‌

36‌

E2open

Parent

Holdings (1)(2)

7,918‌

48‌

Ebix 

1,046‌

20‌

eGain (1)

765‌

6‌

Enfusion,

Class

A (1)

1,011‌

12‌

EngageSmart (1)

1,354‌

28‌

Envestnet (1)

2,184‌

97‌

Everbridge (1)

1,566‌

48‌

EverCommerce (1)

925‌

10‌

ForgeRock,

Class

A (1)

1,224‌

18‌

Greenidge

Generation

Holdings (1)(2)

489‌

1‌

Instructure

Holdings (1)

663‌

15‌

Intapp (1)

558‌

10‌

InterDigital 

1,176‌

48‌

IronNet (1)

2,480‌

2‌

Kaleyra (1)

1,127‌

1‌

KnowBe4,

Class

A (1)

2,892‌

60‌

Latch (1)(2)

4,687‌

4‌

LivePerson (1)

2,884‌

27‌

LiveRamp

Holdings (1)

2,722‌

49‌

LiveVox

Holdings (1)(2)

851‌

2‌

Marathon

Digital

Holdings (1)(2)

4,425‌

47‌

Matterport (1)

8,851‌

34‌

MeridianLink (1)

899‌

15‌

MicroStrategy,

Class

A (1)(2)

374‌

79‌

Mitek

Systems (1)

1,642‌

15‌

Model

N (1)

1,462‌

50‌

Momentive

Global (1)

5,148‌

30‌

N-Able (1)

2,638‌

24‌

NextNav (1)

2,814‌

8‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

42

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Olo,

Class

A (1)(2)

3,682‌

29‌

ON24 (1)

1,592‌

14‌

OneSpan (1)

1,533‌

13‌

PagerDuty (1)

3,360‌

77‌

Ping

Identity

Holding (1)

3,058‌

86‌

Progress

Software 

1,730‌

74‌

PROS

Holdings (1)

1,629‌

40‌

Q2

Holdings (1)

2,206‌

71‌

Qualys (1)

1,548‌

216‌

Rapid7 (1)

2,347‌

101‌

Rimini

Street (1)

1,865‌

9‌

Riot

Blockchain (1)(2)

5,408‌

38‌

Sapiens

International 

1,187‌

23‌

SecureWorks,

Class

A (1)

344‌

3‌

ShotSpotter (1)

360‌

10‌

Sprout

Social,

Class

A (1)

1,855‌

113‌

SPS

Commerce (1)

1,459‌

181‌

Sumo

Logic (1)

4,537‌

34‌

Telos (1)

2,149‌

19‌

Tenable

Holdings (1)

4,425‌

154‌

Terawulf (1)(2)

818‌

1‌

Upland

Software (1)

1,103‌

9‌

UserTesting (1)

1,810‌

7‌

Varonis

Systems (1)

4,325‌

115‌

Verint

Systems (1)

2,533‌

85‌

Veritone (1)(2)

1,166‌

7‌

Viant

Technology,

Class

A (1)

608‌

3‌

Weave

Communications (1)

1,318‌

7‌

WM

Technology (1)

2,747‌

4‌

Workiva (1)

1,924‌

150‌

Xperi

Holding 

4,140‌

59‌

Yext (1)

4,681‌

21‌

Zeta

Global

Holdings,

Class

A (1)(2)

4,387‌

29‌

Zuora,

Class

A (1)

4,864‌

36‌

4,157‌

Technology

Hardware,

Storage

&

Peripherals

0.3%

Avid

Technology (1)

1,399‌

33‌

CompoSecure (1)(2)

297‌

1‌

Corsair

Gaming (1)(2)

1,477‌

17‌

Diebold

Nixdorf (1)

2,861‌

7‌

Eastman

Kodak (1)(2)

2,188‌

10‌

IonQ (1)

4,717‌

24‌

Super

Micro

Computer (1)

1,838‌

101‌

Turtle

Beach (1)(2)

574‌

4‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

43

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Xerox

Holdings 

4,530‌

59‌

256‌

Total

Information

Technology

11,146‌

MATERIALS

3.9%

Chemicals

2.0%

AdvanSix 

1,084‌

35‌

American

Vanguard 

1,137‌

21‌

Amyris (1)(2)

7,843‌

23‌

Aspen

Aerogels (1)

1,254‌

12‌

Avient 

3,674‌

111‌

Balchem 

1,284‌

156‌

Cabot 

2,241‌

143‌

Chase 

292‌

24‌

Danimer

Scientific (1)(2)

3,621‌

11‌

Diversey

Holdings (1)

3,113‌

15‌

Ecovyst (1)

3,055‌

26‌

FutureFuel 

1,052‌

6‌

Hawkins 

770‌

30‌

HB

Fuller 

2,107‌

127‌

Ingevity (1)

1,548‌

94‌

Innospec 

990‌

85‌

Intrepid

Potash (1)

443‌

18‌

Koppers

Holdings 

808‌

17‌

Kronos

Worldwide 

885‌

8‌

Livent (1)

6,510‌

200‌

LSB

Industries (1)

1,220‌

17‌

Mativ

Holdings 

2,162‌

48‌

Minerals

Technologies 

1,287‌

64‌

Origin

Materials (1)

4,113‌

21‌

Orion

Engineered

Carbons 

2,357‌

31‌

Perimeter

Solutions (1)

4,844‌

39‌

PureCycle

Technologies (1)(2)

4,227‌

34‌

Quaker

Chemical 

541‌

78‌

Rayonier

Advanced

Materials (1)

2,328‌

7‌

Sensient

Technologies 

1,664‌

115‌

Stepan 

847‌

79‌

Tredegar 

1,083‌

10‌

Trinseo 

1,406‌

26‌

Tronox

Holdings,

Class

A 

4,647‌

57‌

Valhi 

85‌

2‌

1,790‌

Construction

Materials

0.1%

Summit

Materials,

Class

A (1)

4,711‌

113‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

44

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

United

States

Lime

&

Minerals 

83‌

8‌

121‌

Containers

&

Packaging

0.3%

Cryptyde (1)

702‌

1‌

Greif,

Class

A 

1,026‌

61‌

Greif,

Class

B 

213‌

13‌

Myers

Industries 

1,404‌

23‌

O-I

Glass (1)

6,205‌

80‌

Pactiv

Evergreen 

1,664‌

15‌

Ranpak

Holdings (1)

1,663‌

6‌

TriMas 

1,653‌

41‌

240‌

Metals

&

Mining

1.4%

5E

Advanced

Materials (1)

1,287‌

13‌

Alpha

Metallurgical

Resources 

672‌

92‌

Arconic (1)

4,053‌

69‌

ATI (1)

5,002‌

133‌

Carpenter

Technology 

1,889‌

59‌

Century

Aluminum (1)

2,073‌

11‌

Coeur

Mining (1)

11,088‌

38‌

Commercial

Metals 

4,868‌

173‌

Compass

Minerals

International 

1,363‌

52‌

Constellium (1)

5,032‌

51‌

Dakota

Gold (1)

1,944‌

6‌

Haynes

International 

487‌

17‌

Hecla

Mining 

21,959‌

87‌

Hycroft

Mining

Holding (1)(2)

5,778‌

3‌

Ivanhoe

Electric (1)

628‌

5‌

Kaiser

Aluminum 

653‌

40‌

Materion 

823‌

66‌

Novagold

Resources (1)

9,511‌

45‌

Olympic

Steel 

374‌

9‌

Piedmont

Lithium (1)

690‌

37‌

PolyMet

Mining (1)

1,084‌

3‌

Ramaco

Resources 

858‌

8‌

Ryerson

Holding 

783‌

20‌

Schnitzer

Steel

Industries,

Class

A 

1,032‌

29‌

SunCoke

Energy 

3,208‌

19‌

TimkenSteel (1)

1,848‌

28‌

Warrior

Met

Coal 

2,045‌

58‌

Worthington

Industries 

1,244‌

47‌

1,218‌

Paper

&

Forest

Products

0.1%

Clearwater

Paper (1)

672‌

25‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

45

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Glatfelter 

1,665‌

5‌

Resolute

Forest

Products (1)

1,904‌

38‌

Sylvamo 

1,411‌

48‌

116‌

Total

Materials

3,485‌

MISCELLANEOUS

0.0%

Miscellaneous

0.0%

Fresh

Market,

EC (3)

110‌

—‌

Total

Miscellaneous

—‌

REAL

ESTATE

6.3%

Equity

Real

Estate

Investment

Trusts

5.7%

Acadia

Realty

Trust,

REIT 

3,703‌

47‌

Agree

Realty,

REIT 

3,169‌

214‌

Alexander

&

Baldwin,

REIT 

2,880‌

48‌

Alexander's,

REIT 

83‌

17‌

American

Assets

Trust,

REIT 

1,961‌

50‌

Apartment

Investment

&

Management,

Class

A,

REIT 

6,151‌

45‌

Apple

Hospitality

REIT,

REIT 

8,545‌

120‌

Armada

Hoffler

Properties,

REIT 

2,683‌

28‌

Ashford

Hospitality

Trust,

REIT (1)(2)

1,317‌

9‌

Bluerock

Residential

Growth

REIT,

REIT 

1,114‌

30‌

Braemar

Hotels

&

Resorts,

REIT 

2,605‌

11‌

Brandywine

Realty

Trust,

REIT 

6,746‌

46‌

Broadstone

Net

Lease,

REIT 

6,736‌

105‌

BRT

Apartments,

REIT 

466‌

9‌

CareTrust

REIT,

REIT 

3,853‌

70‌

CBL

&

Associates

Properties,

REIT 

1,035‌

27‌

Centerspace,

REIT 

611‌

41‌

Chatham

Lodging

Trust,

REIT (1)

1,861‌

18‌

City

Office

REIT,

REIT 

1,685‌

17‌

Clipper

Realty,

REIT 

433‌

3‌

Community

Healthcare

Trust,

REIT 

940‌

31‌

Corporate

Office

Properties

Trust,

REIT 

4,554‌

106‌

CTO

Realty

Growth,

REIT (2)

690‌

13‌

DiamondRock

Hospitality,

REIT 

8,329‌

63‌

Diversified

Healthcare

Trust,

REIT 

9,523‌

9‌

Easterly

Government

Properties,

REIT 

3,622‌

57‌

Empire

State

Realty

Trust,

Class

A,

REIT 

5,376‌

35‌

Equity

Commonwealth,

REIT 

4,307‌

105‌

Essential

Properties

Realty

Trust,

REIT 

5,577‌

108‌

Farmland

Partners,

REIT 

1,949‌

25‌

Four

Corners

Property

Trust,

REIT 

3,296‌

80‌

Franklin

Street

Properties,

REIT 

3,917‌

10‌

Getty

Realty,

REIT 

1,677‌

45‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

46

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Gladstone

Commercial,

REIT 

1,572‌

24‌

Gladstone

Land,

REIT (2)

1,251‌

23‌

Global

Medical

REIT,

REIT 

2,366‌

20‌

Global

Net

Lease,

REIT 

4,142‌

44‌

Hersha

Hospitality

Trust,

Class

A,

REIT 

1,234‌

10‌

Independence

Realty

Trust,

REIT 

8,926‌

149‌

Indus

Realty

Trust,

REIT 

212‌

11‌

Industrial

Logistics

Properties

Trust,

REIT 

2,524‌

14‌

Innovative

Industrial

Properties,

REIT 

1,124‌

99‌

InvenTrust

Properties,

REIT 

2,729‌

58‌

iStar,

REIT 

2,734‌

25‌

Kite

Realty

Group

Trust,

REIT 

8,771‌

151‌

LTC

Properties,

REIT 

1,589‌

60‌

LXP

Industrial

Trust,

REIT 

11,169‌

102‌

Macerich,

REIT 

8,515‌

68‌

National

Health

Investors,

REIT 

1,738‌

98‌

Necessity

Retail

REIT,

REIT 

5,331‌

31‌

NETSTREIT,

REIT (2)

2,431‌

43‌

NexPoint

Residential

Trust,

REIT 

900‌

42‌

Office

Properties

Income

Trust,

REIT 

1,864‌

26‌

One

Liberty

Properties,

REIT 

651‌

14‌

Orion

Office

REIT,

REIT 

2,202‌

19‌

Outfront

Media,

REIT 

5,928‌

90‌

Paramount

Group,

REIT 

7,649‌

48‌

Pebblebrook

Hotel

Trust,

REIT 

5,272‌

77‌

Phillips

Edison,

REIT (2)

4,646‌

130‌

Physicians

Realty

Trust,

REIT 

9,069‌

136‌

Piedmont

Office

Realty

Trust,

Class

A,

REIT 

4,883‌

52‌

Plymouth

Industrial

REIT,

REIT 

1,463‌

25‌

Postal

Realty

Trust,

Class

A,

REIT (2)

702‌

10‌

PotlatchDeltic,

REIT 

3,159‌

130‌

Retail

Opportunity

Investments,

REIT 

4,808‌

66‌

RLJ

Lodging

Trust,

REIT 

6,336‌

64‌

RPT

Realty,

REIT 

3,311‌

25‌

Ryman

Hospitality

Properties,

REIT 

2,164‌

159‌

Sabra

Health

Care

REIT,

REIT 

9,314‌

122‌

Safehold,

REIT (2)

860‌

23‌

Saul

Centers,

REIT 

462‌

17‌

Service

Properties

Trust,

REIT 

6,461‌

34‌

SITE

Centers,

REIT 

7,891‌

85‌

STAG

Industrial,

REIT 

7,247‌

206‌

Summit

Hotel

Properties,

REIT 

4,171‌

28‌

Sunstone

Hotel

Investors,

REIT 

8,603‌

81‌

Tanger

Factory

Outlet

Centers,

REIT 

4,028‌

55‌

Terreno

Realty,

REIT 

2,991‌

159‌

UMH

Properties,

REIT 

1,927‌

31‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

47

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

Uniti

Group,

REIT 

9,371‌

65‌

Universal

Health

Realty

Income

Trust,

REIT 

505‌

22‌

Urban

Edge

Properties,

REIT 

4,611‌

62‌

Urstadt

Biddle

Properties,

Class

A,

REIT 

1,184‌

18‌

Veris

Residential,

REIT (1)

3,424‌

39‌

Washington

Real

Estate

Investment

Trust,

REIT 

3,524‌

62‌

Whitestone

REIT,

REIT 

1,794‌

15‌

Xenia

Hotels

&

Resorts,

REIT 

4,658‌

64‌

4,973‌

Real

Estate

Management

&

Development

0.6%

American

Realty

Investors (1)

57‌

1‌

Anywhere

Real

Estate (1)

4,515‌

37‌

Compass,

Class

A (1)

10,671‌

25‌

Cushman

&

Wakefield (1)

6,346‌

73‌

DigitalBridge

Group 

6,431‌

80‌

Doma

Holdings (1)(2)

5,241‌

2‌

Douglas

Elliman 

2,967‌

12‌

eXp

World

Holdings (2)

2,812‌

32‌

Forestar

Group (1)

708‌

8‌

FRP

Holdings (1)

263‌

14‌

Kennedy-Wilson

Holdings 

4,663‌

72‌

Marcus

&

Millichap 

1,021‌

33‌

Newmark

Group,

Class

A 

5,605‌

45‌

Offerpad

Solutions (1)(2)

2,612‌

3‌

RE/MAX

Holdings,

Class

A 

749‌

14‌

Redfin (1)(2)

4,176‌

24‌

RMR

Group,

Class

A 

585‌

14‌

Seritage

Growth

Properties,

Class

A,

REIT (1)

1,605‌

15‌

St.

Joe 

1,370‌

44‌

Stratus

Properties 

225‌

5‌

Tejon

Ranch (1)

828‌

12‌

Transcontinental

Realty

Investors (1)

47‌

2‌

567‌

Total

Real

Estate

5,540‌

TRUSTS

&

FUNDS

0.5%

Trusts

&

Mutual

Funds

0.5%

iShares

Russell

2000

ETF (2)

2,675‌

441‌

Total

Trusts

&

Funds

441‌

UTILITIES

3.3%

Electric

Utilities

0.7%

ALLETE 

2,313‌

116‌

MGE

Energy 

1,450‌

95‌

Otter

Tail 

1,633‌

101‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

48

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

PNM

Resources 

3,440‌

157‌

Portland

General

Electric 

3,599‌

156‌

Via

Renewables 

433‌

3‌

628‌

Gas

Utilities

1.2%

Brookfield

Infrastructure,

Class

A 

3,938‌

160‌

Chesapeake

Utilities 

707‌

82‌

New

Jersey

Resources 

3,874‌

150‌

Northwest

Natural

Holding 

1,379‌

60‌

ONE

Gas 

2,164‌

152‌

South

Jersey

Industries 

4,943‌

165‌

Southwest

Gas

Holdings 

2,691‌

188‌

Spire 

2,055‌

128‌

1,085‌

Independent

Power

&

Renewable

Electricity

Producers

0.5%

Altus

Power (1)

1,670‌

18‌

Clearway

Energy,

Class

A 

1,385‌

40‌

Clearway

Energy,

Class

C 

3,258‌

104‌

Montauk

Renewables (1)

2,570‌

45‌

Ormat

Technologies (2)

1,825‌

157‌

Sunnova

Energy

International (1)(2)

4,016‌

89‌

453‌

Multi-Utilities

0.5%

Avista 

2,879‌

107‌

Black

Hills 

2,614‌

177‌

NorthWestern 

2,236‌

110‌

Unitil 

632‌

29‌

423‌

Water

Utilities

0.4%

American

States

Water 

1,465‌

114‌

Artesian

Resources,

Class

A 

315‌

15‌

California

Water

Service

Group 

2,153‌

114‌

Global

Water

Resources 

496‌

6‌

Middlesex

Water 

689‌

53‌

Pure

Cycle (1)

714‌

6‌

SJW

Group 

1,100‌

63‌

York

Water 

565‌

22‌

393‌

Total

Utilities

2,982‌

Total

Common

Stocks

(Cost

$110,207)

87,521‌

T.

ROWE

PRICE

Small-Cap

Index

Fund

49

Shares/Par

$

Value

(Cost

and

value

in

$000s)

‡

SHORT-TERM

INVESTMENTS

0.4%

Money

Market

Funds

0.3%

T.

Rowe

Price

Government

Reserve

Fund,

3.07% (4)(5)

281,174‌

281‌

281‌

U.S.

Treasury

Obligations

0.1%

U.S.

Treasury

Bills,

3.279%,

2/16/23 (6)

40,000‌

39‌

39‌

Total

Short-Term

Investments

(Cost

$320)

320‌

SECURITIES

LENDING

COLLATERAL

6.5%

INVESTMENTS

IN

A

POOLED

ACCOUNT

THROUGH

SECURITIES

LENDING

PROGRAM

WITH

STATE

STREET

BANK

AND

TRUST

COMPANY

6.5%

Money

Market

Funds

6.5%

T.

Rowe

Price

Government

Reserve

Fund,

3.07% (4)(5)

5,730,645‌

5,731‌

Total

Investments

in

a

Pooled

Account

through

Securities

Lending

Program

with

State

Street

Bank

and

Trust

Company

5,731‌

Total

Securities

Lending

Collateral

(Cost

$5,731)

5,731‌

Total

Investments

in

Securities

106.4%

(Cost

$116,258)

$

93,572‌

Other

Assets

Less

Liabilities

(6.4)%

(5,609‌)

Net

Assets

100.0%

$

87,963‌

‡

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,

2022.

(3)

Level

3

in

fair

value

hierarchy.

(4)

Seven-day

yield

(5)

Affiliated

Companies

(6)

At

September

30,

2022,

all

or

a

portion

of

this

security

is

pledged

as

collateral

and/or

margin

deposit

to

cover

future

funding

obligations.

CVR

Contingent

Value

Rights

EC

Escrow

CUSIP;

represents

a

beneficial

interest

in

a

residual

pool

of

assets;

the

amount

and

timing

of

future

distributions,

if

any,

is

uncertain;

when

presented,

interest

rate

and

maturity

date

are

those

of

the

original

security.

ETF

Exchange-Traded

Fund

REIT

A

domestic

Real

Estate

Investment

Trust

whose

distributions

pass-through

with

original

tax

character

to

the

shareholder

T.

ROWE

PRICE

Small-Cap

Index

Fund

50

FUTURES

CONTRACTS

($000s)

Expiration

Date

Notional

Amount

Value

and

Unrealized

Gain

(Loss)

Long,

4

Russell

2000

E-Mini

Index

contracts

12/22

334

$

(32‌)

Net

payments

(receipts)

of

variation

margin

to

date

30‌

Variation

margin

receivable

(payable)

on

open

futures

contracts

$

(2‌)

T.

ROWE

PRICE

Small-Cap

Index

Fund

51

The

accompanying

notes

are

an

integral

part

of

this

Portfolio

of

Investments.

AFFILIATED

COMPANIES

($000s)

The

fund

may

invest

in

certain

securities

that

are

considered

affiliated

companies.

As

defined

by

the

1940

Act,

an

affiliated

company

is

one

in

which

the

fund

owns

5%

or

more

of

the

outstanding

voting

securities,

or

a

company

that

is

under

common

ownership

or

control.

The

following

securities

were

considered

affiliated

companies

for

all

or

some

portion

of

the

nine

months

ended

September

30,

2022.

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,

3.07%

$

—‌

$

—‌

$

2‌++

Totals

$

—‌#

$

—‌

$

2‌+

Supplementary

Investment

Schedule

Affiliate

Value

12/31/21

Purchase

Cost

Sales

Cost

Value

09/30/22

T.

Rowe

Price

Government

Reserve

Fund,

3.07%

$

3,572‌

 ¤

 ¤

$

6,012‌

Total

$

6,012‌^

#

Capital

gain

distributions

from

underlying

Price

funds

represented

$0

of

the

net

realized

gain

(loss).

++

Excludes

earnings

on

securities

lending

collateral,

which

are

subject

to

rebates

and

fees.

+

Investment

income

comprised

$2

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

$6,012.

T.

ROWE

PRICE

Small-Cap

Index

Fund

Unaudited

Notes

to

Portfolio

of

Investments

52

T.

Rowe

Price

Small-Cap

Index

Fund

 (the

fund) is

registered

under

the

Investment

Company

Act

of

1940

(the

1940

Act)

as

an

open-end

management

investment

company

and

follows

accounting

and

reporting

guidance

of

the

Financial

Accounting

Standards

Board

Accounting

Standards

Codification

Topic

946.

The

accompanying

Portfolio

of

Investments

was

prepared

in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

(GAAP).

For

additional

information

on

the

fund’s

significant

accounting

policies

and

investment

related

disclosures,

please

refer

to

the

fund’s 

most

recent

semiannual

or

annual

shareholder

report

and

its

prospectus.

VALUATION 

Fair

Value

  The

fund’s

financial

instruments

are

valued

at

the

close

of

the

New

York

Stock

Exchange

(NYSE),

normally

4

p.m.

ET,

each

day

the

NYSE

is

open

for

business,

and

are

reported

at

fair

value,

which

GAAP

defines

as

the

price

that

would

be

received

to

sell

an

asset

or

paid

to

transfer

a

liability

in

an

orderly

transaction

between

market

participants

at

the

measurement

date. The fund’s

Board

of

Directors

(the

Board)

has

designated

T.

Rowe

Price

Associates,

Inc.

as

the

fund’s

valuation

designee

(Valuation

Designee).

Subject

to

oversight

by

the

Board,

the

Valuation

Designee

performs

the

following

functions

in

performing

fair

value

determinations:

assesses

and

manages

risks;

establishes

and

applies

fair

value

methodologies;

tests

fair

value

methodologies;

and

evaluates

pricing

vendors

and

pricing

agents.

The

duties

and

responsibilities

of

the

Valuation

Designee

are

performed

by

its

Valuation

Committee. The

Valuation

Designee provides

periodic

reporting

to

the

Board

on

valuation

matters.

Various

valuation

techniques

and

inputs

are

used

to

determine

the

fair

value

of

financial

instruments.

GAAP

establishes

the

following

fair

value

hierarchy

that

categorizes

the

inputs

used

to

measure

fair

value:

Level

1

–

quoted

prices

(unadjusted)

in

active

markets

for

identical

financial

instruments

that

the

fund

can

access

at

the

reporting

date

Level

2

–

inputs

other

than

Level

1

quoted

prices

that

are

observable,

either

directly

or

indirectly

(including,

but

not

limited

to,

quoted

prices

for

similar

financial

instruments

in

active

markets,

quoted

prices

for

identical

or

similar

financial

instruments

in

inactive

markets,

interest

rates

and

yield

curves,

implied

volatilities,

and

credit

spreads)

Level

3

–

unobservable

inputs

(including

the fund’s

own

assumptions

in

determining

fair

value)

T.

ROWE

PRICE

Small-Cap

Index

Fund

53

Observable

inputs

are

developed

using

market

data,

such

as

publicly

available

information

about

actual

events

or

transactions,

and

reflect

the

assumptions

that

market

participants

would

use

to

price

the

financial

instrument.

Unobservable

inputs

are

those

for

which

market

data

are

not

available

and

are

developed

using

the

best

information

available

about

the

assumptions

that

market

participants

would

use

to

price

the

financial

instrument.

GAAP

requires

valuation

techniques

to

maximize

the

use

of

relevant

observable

inputs

and

minimize

the

use

of

unobservable

inputs.

When

multiple

inputs

are

used

to

derive

fair

value,

the

financial

instrument

is

assigned

to

the

level

within

the

fair

value

hierarchy

based

on

the

lowest-level

input

that

is

significant

to

the

fair

value

of

the

financial

instrument.

Input

levels

are

not

necessarily

an

indication

of

the

risk

or

liquidity

associated

with

financial

instruments

at

that

level

but

rather

the

degree

of

judgment

used

in

determining

those

values.

Valuation

Techniques 

Equity

securities,

including

exchange-traded

funds, listed

or

regularly

traded

on

a

securities

exchange

or

in

the

over-the-counter

(OTC)

market

are

valued

at

the

last

quoted

sale

price

or,

for

certain

markets,

the

official

closing

price

at

the

time

the

valuations

are

made.

OTC

Bulletin

Board

securities

are

valued

at

the

mean

of

the

closing

bid

and

asked

prices.

A

security

that

is

listed

or

traded

on

more

than

one

exchange

is

valued

at

the

quotation

on

the

exchange

determined

to

be

the

primary

market

for

such

security.

Listed

securities

not

traded

on

a

particular

day

are

valued

at

the

mean

of

the

closing

bid

and

asked

prices

for

domestic

securities.

Debt

securities

generally

are

traded

in

the over-the-counter

(OTC)

market

and

are

valued

at

prices

furnished

by

independent

pricing

services

or

by

broker

dealers

who

make

markets

in

such

securities.

When

valuing

securities,

the

independent

pricing

services

consider

the

yield

or

price

of

bonds

of

comparable

quality,

coupon,

maturity,

and

type,

as

well

as

prices

quoted

by

dealers

who

make

markets

in

such

securities.

Investments

in

mutual

funds

are

valued

at

the

mutual

fund’s

closing

NAV

per

share

on

the

day

of

valuation.

Futures

contracts

are

valued

at

closing

settlement

prices.

Investments

for

which

market

quotations are

not

readily

available

or

deemed

unreliable

are

valued

at

fair

value

as

determined

in

good

faith

by

the

Valuation

Designee.

The

Valuation

Designee

has

adopted

methodologies

for

determining

the

fair

value

of

investments

for

which

market

quotations

are

not

readily

available

or

deemed

unreliable,

including

the

use

of

other

pricing

sources.

Factors

used

in

determining

fair

value

vary

by

type

of

investment

and

may

include

market

or

investment

specific

considerations.

The

Valuation

Designee typically

will

afford

greatest

weight

to

actual

prices

in

arm’s

length

transactions,

to

the

extent

they

represent

orderly

transactions

between

market

participants,

transaction

information

can

be

reliably

obtained,

and

prices

are

deemed

representative

of

fair

value.

However,

the

Valuation

Designee may

also

consider

other

T.

ROWE

PRICE

Small-Cap

Index

Fund

54

valuation

methods

such

as

market-based

valuation

multiples;

a

discount

or

premium

from

market

value

of

a

similar,

freely

traded

security

of

the

same

issuer;

discounted

cash

flows;

yield

to

maturity;

or

some

combination.

Fair

value

determinations

are

reviewed

on

a

regular

basis.

Because

any

fair

value

determination

involves

a

significant

amount

of

judgment,

there

is

a

degree

of

subjectivity

inherent

in

such

pricing

decisions. Fair

value

prices

determined

by

the

Valuation

Designee could

differ

from

those

of

other

market

participants,

and

it

is

possible

that

the

fair

value

determined

for

a

security

may

be

materially

different

from

the

value

that

could

be

realized

upon

the

sale

of

that

security.

Valuation

Inputs

  The

following

table

summarizes

the

fund’s

financial

instruments,

based

on

the

inputs

used

to

determine

their

fair

values

on

September

30,

2022

(for

further

detail

by

category,

please

refer

to

the

accompanying

Portfolio

of

Investments):

OTHER

MATTERS 

Unpredictable

events

such

as

environmental

or

natural

disasters,

war,

terrorism,

pandemics,

outbreaks

of

infectious

diseases,

and

similar

public

health

threats

may

significantly

affect

the

economy

and

the

markets

and

issuers

in

which

a

fund

invests.

Certain

events

may

cause

instability

across

global

markets,

including

reduced

liquidity

and

disruptions

in

trading

markets,

while

some

events

may

affect

certain

geographic

regions,

countries,

sectors,

and

industries

more

significantly

than

others,

and

exacerbate

other

pre-existing

political,

social,

and

economic

risks.

Since

2020,

a

novel

strain

of

coronavirus

(COVID-19)

has

resulted

in

disruptions

to

global

business

activity

and

caused

significant

volatility

and

declines

in

global

financial

markets.

($000s)

Level

1

Level

2

Level

3

Total

Value

Assets

Common

Stocks

$

87,520‌

$

—‌

$

1‌

$

87,521‌

Short-Term

Investments

281‌

39‌

—‌

320‌

Securities

Lending

Collateral

5,731‌

—‌

—‌

5,731‌

Total

$

93,532‌

$

39‌

$

1‌

$

93,572‌

Liabilities

Futures

Contracts*

$

32‌

$

—‌

$

—‌

$

32‌

*

The

fair

value

presented

includes

cumulative

gain

(loss)

on

open

futures

contracts;

however,

the

net

value

reflected

on

the

accompanying

Portfolio

of

Investments

is

only

the

unsettled

variation

margin

receivable

(payable)

at

that

date.

T.

ROWE

PRICE

Small-Cap

Index

Fund

55

In

February

2022,

Russian

forces

entered

Ukraine

and

commenced

an

armed

conflict

leading

to

economic

sanctions

being

imposed

on

Russia

and

certain

of

its

citizens,

creating

impacts

on

Russian-related

stocks

and

debt

and

greater

volatility

in

global

markets.

These

are

recent

examples

of

global

events

which

may

have

an

impact

on

the

fund’s

performance,

which

could

be

negatively

impacted

if

the

value

of

a

portfolio

holding

were

harmed

by

these

and

such

other

events.

Management

is

actively

monitoring

the

risks

and

financial

impacts

arising

from

these

events.