T.
ROWE
PRICE
Mid-Cap
Index
Fund
March
31,
2024
(Unaudited)
1
Portfolio
of
Investments
‡
Shares
$
Value
(Cost
and
value
in
$000s)
‡
COMMON
STOCKS
99.7%
COMMUNICATION
SERVICES
4.6%
Diversified
Telecommunication
Services
0.2%
Frontier
Communications
Parent (1)
10,212
250
GCI
Liberty,
Class
A,
EC (1)(2)
203
—
Iridium
Communications
5,107
134
384
Entertainment
2.1%
AMC
Entertainment
Holdings,
Class
A (1)
10,280
38
Liberty
Media
Corp-Liberty
Formula
One,
Class
A (1)
1,007
59
Liberty
Media
Corp-Liberty
Formula
One,
Class
C (1)
8,138
534
Liberty
Media
Corp-Liberty
Live,
Class
A (1)
830
35
Liberty
Media
Corp-Liberty
Live,
Class
C (1)
1,965
86
Madison
Square
Garden
Sports (1)
775
143
Playtika
Holding
927
7
ROBLOX,
Class
A (1)
19,734
754
Roku (1)
5,254
342
Spotify
Technology (1)
5,882
1,552
TKO
Group
Holdings
2,577
223
3,773
Interactive
Media
&
Services
0.7%
IAC (1)
3,086
164
Pinterest,
Class
A (1)
24,569
852
TripAdvisor (1)
4,487
125
ZoomInfo
Technologies (1)
12,560
201
1,342
Media
1.6%
Cable
One
232
98
Liberty
Broadband,
Class
A (1)
683
39
Liberty
Broadband,
Class
C (1)
4,901
281
Liberty
Media
Corp-Liberty
SiriusXM (1)
6,410
190
Liberty
Media
Corp-Liberty
SiriusXM,
Class
A (1)
3,089
92
New
York
Times,
Class
A
6,793
294
Nexstar
Media
Group
1,371
236
Sirius
XM
Holdings (3)
26,809
104
Trade
Desk,
Class
A (1)
18,491
1,616
2,950
Total
Communication
Services
8,449
CONSUMER
DISCRETIONARY
11.6%
Automobile
Components
0.5%
Gentex
9,853
356
Lear
2,436
353
T.
ROWE
PRICE
Mid-Cap
Index
Fund
2
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Phinia
1,969
76
QuantumScape (1)(3)
14,062
88
873
Automobiles
0.5%
Harley-Davidson
5,287
231
Lucid
Group (1)(3)
30,977
88
Rivian
Automotive,
Class
A (1)(3)
28,448
312
Thor
Industries
2,138
251
882
Broadline
Retail
0.8%
Coupang (1)
46,000
818
Kohl's (3)
4,600
134
Macy's
11,284
226
Nordstrom
4,744
96
Ollie's
Bargain
Outlet
Holdings (1)
2,573
205
1,479
Diversified
Consumer
Services
0.7%
ADT
10,677
72
Bright
Horizons
Family
Solutions (1)
2,396
272
Grand
Canyon
Education (1)
1,240
169
H&R
Block
6,035
296
Mister
Car
Wash (1)(3)
3,126
24
Service
Corp
International
6,027
447
1,280
Hotels,
Restaurants
&
Leisure
3.5%
Aramark
10,940
356
Boyd
Gaming
2,966
200
Cava
Group (1)
2,004
140
Choice
Hotels
International
1,230
155
Churchill
Downs
2,990
370
DoorDash,
Class
A (1)
13,008
1,791
DraftKings,
Class
A (1)
17,549
797
Hyatt
Hotels,
Class
A
1,808
289
Marriott
Vacations
Worldwide
1,475
159
Penn
Entertainment (1)(3)
6,227
113
Planet
Fitness,
Class
A (1)
3,558
223
Texas
Roadhouse
2,807
434
Travel
+
Leisure
2,933
144
Vail
Resorts
1,577
351
Wendy's
7,007
132
Wingstop
1,236
453
Wyndham
Hotels
&
Resorts
3,387
260
6,367
T.
ROWE
PRICE
Mid-Cap
Index
Fund
3
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Household
Durables
1.1%
Leggett
&
Platt
5,512
106
Newell
Brands
15,873
127
Tempur
Sealy
International
7,012
398
Toll
Brothers
4,344
562
TopBuild (1)
1,325
584
Whirlpool
2,231
267
2,044
Leisure
Products
0.6%
Brunswick
2,882
278
Mattel (1)
14,810
294
Peloton
Interactive,
Class
A (1)
14,192
61
Polaris
2,250
225
YETI
Holdings (1)
3,607
139
997
Specialty
Retail
3.0%
Advance
Auto
Parts
2,480
211
AutoNation (1)
1,184
196
Burlington
Stores (1)
2,711
630
Dick's
Sporting
Goods
2,359
530
Five
Below (1)
2,303
418
Floor
&
Decor
Holdings,
Class
A (1)
4,367
566
GameStop,
Class
A (1)
11,156
140
Gap
8,211
226
Lithia
Motors
1,137
342
Murphy
USA
818
343
Penske
Automotive
Group
815
132
Petco
Health
&
Wellness (1)(3)
3,272
8
RH (1)
649
226
Valvoline (1)
5,410
241
Victoria's
Secret (1)
3,263
63
Wayfair,
Class
A (1)(3)
3,506
238
Williams-Sonoma
2,674
849
5,359
Textiles,
Apparel
&
Luxury
Goods
0.9%
Birkenstock
Holding (1)
1,053
50
Capri
Holdings (1)
4,718
214
Carter's
1,497
127
Columbia
Sportswear
1,450
118
Crocs (1)
2,498
359
PVH
2,487
349
Skechers
USA,
Class
A (1)
5,600
343
Under
Armour,
Class
A (1)
7,970
59
T.
ROWE
PRICE
Mid-Cap
Index
Fund
4
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Under
Armour,
Class
C (1)
8,541
61
1,680
Total
Consumer
Discretionary
20,961
CONSUMER
STAPLES
2.7%
Beverages
0.3%
Boston
Beer,
Class
A (1)
392
119
Celsius
Holdings (1)
6,028
500
619
Consumer
Staples
Distribution
&
Retail
1.4%
Albertsons,
Class
A
17,513
375
BJ's
Wholesale
Club
Holdings (1)
5,590
423
Casey's
General
Stores
1,564
498
Grocery
Outlet
Holding (1)
3,950
114
Maplebear (1)
877
33
Performance
Food
Group (1)
6,414
479
U.S.
Foods
Holding (1)
9,510
513
2,435
Food
Products
0.8%
Darling
Ingredients (1)
6,667
310
Flowers
Foods
7,828
186
Freshpet (1)
1,807
209
Ingredion
2,731
319
Pilgrim's
Pride (1)
1,744
60
Post
Holdings (1)
2,118
225
Seaboard
8
26
WK
Kellogg
2,739
52
1,387
Household
Products
0.1%
Reynolds
Consumer
Products
2,296
66
Spectrum
Brands
Holdings
1,259
112
178
Personal
Care
Products
0.1%
Coty,
Class
A (1)
15,715
188
Olaplex
Holdings (1)
5,203
10
198
Total
Consumer
Staples
4,817
ENERGY
3.2%
Energy
Equipment
&
Services
0.4%
NOV
16,499
322
TechnipFMC
18,175
456
778
T.
ROWE
PRICE
Mid-Cap
Index
Fund
5
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Oil,
Gas
&
Consumable
Fuels
2.8%
Antero
Midstream
14,151
199
Antero
Resources (1)
11,893
345
Cheniere
Energy
10,056
1,622
Chesapeake
Energy
5,201
462
DT
Midstream
4,047
247
HF
Sinclair
6,717
406
New
Fortress
Energy (3)
2,693
82
Ovintiv
10,743
558
Range
Resources
9,764
336
Southwestern
Energy (1)
46,127
350
Texas
Pacific
Land
777
449
5,056
Total
Energy
5,834
FINANCIALS
19.5%
Banks
3.6%
Bank
OZK
4,446
202
BOK
Financial
1,164
107
Columbia
Banking
System
8,659
167
Commerce
Bancshares
5,005
266
Cullen/Frost
Bankers
2,469
278
East
West
Bancorp
5,898
467
First
Citizens
BancShares,
Class
A
456
746
First
Hawaiian
5,312
117
First
Horizon
23,373
360
FNB
14,922
210
New
York
Community
Bancorp
29,832
96
NU
Holdings,
Class
A (1)
98,102
1,170
Pinnacle
Financial
Partners
3,175
273
Popular
2,934
258
Prosperity
Bancshares
3,635
239
Synovus
Financial
6,031
242
TFS
Financial
2,138
27
Webster
Financial
7,186
365
Western
Alliance
Bancorp
4,560
293
Wintrust
Financial
2,567
268
Zions
Bancorp
6,067
263
6,414
Capital
Markets
6.5%
Affiliated
Managers
Group
1,392
233
Ares
Management,
Class
A
7,015
933
Blue
Owl
Capital
19,153
361
Carlyle
Group
8,862
416
Coinbase
Global,
Class
A (1)
7,186
1,905
T.
ROWE
PRICE
Mid-Cap
Index
Fund
6
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Evercore,
Class
A
1,467
283
Houlihan
Lokey
2,111
271
Interactive
Brokers
Group,
Class
A
4,351
486
Janus
Henderson
Group
5,588
184
Jefferies
Financial
Group
7,615
336
KKR
27,832
2,799
Lazard
4,568
191
LPL
Financial
Holdings
3,163
836
Morningstar
1,080
333
Robinhood
Markets,
Class
A (1)
26,557
535
SEI
Investments
4,224
304
Stifel
Financial
4,108
321
TPG
2,983
133
Tradeweb
Markets,
Class
A
4,803
500
Virtu
Financial,
Class
A
3,568
73
XP,
Class
A
13,579
348
11,781
Consumer
Finance
0.7%
Ally
Financial
11,363
461
Credit
Acceptance (1)
261
144
OneMain
Holdings
4,681
239
SLM
9,245
202
SoFi
Technologies (1)(3)
40,100
293
1,339
Financial
Services
4.3%
Affirm
Holdings (1)
9,467
353
Apollo
Global
Management
21,887
2,461
Block (1)
23,141
1,957
Corebridge
Financial
9,530
274
Equitable
Holdings
14,105
536
Euronet
Worldwide (1)
1,823
200
MGIC
Investment
11,485
257
NCR
Atleos (1)
2,705
53
Rocket,
Class
A (1)(3)
4,932
72
Shift4
Payments,
Class
A (1)
2,234
148
Toast,
Class
A (1)
15,416
384
UWM
Holdings (3)
3,964
29
Voya
Financial
4,070
301
Western
Union
15,198
213
WEX (1)
1,795
426
7,664
Insurance
3.7%
American
Financial
Group
3,004
410
Assured
Guaranty
2,308
201
T.
ROWE
PRICE
Mid-Cap
Index
Fund
7
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Axis
Capital
Holdings
3,244
211
Brighthouse
Financial (1)
2,663
137
CNA
Financial
1,094
50
Fidelity
National
Financial
10,886
578
First
American
Financial
4,180
255
Hanover
Insurance
Group
1,479
202
Kemper
2,507
155
Kinsale
Capital
Group
917
481
Lincoln
National
7,054
225
Markel
Group (1)
550
837
Old
Republic
International
10,813
332
Primerica
1,467
371
Reinsurance
Group
of
America
2,783
537
RenaissanceRe
Holdings
2,163
508
RLI
1,677
249
Ryan
Specialty
Holdings (3)
4,018
223
Unum
Group
8,079
434
White
Mountains
Insurance
Group
103
185
6,581
Mortgage
Real
Estate
Investment
Trusts
0.7%
AGNC
Investment,
REIT (3)
29,206
289
Annaly
Capital
Management,
REIT
21,000
414
Rithm
Capital,
REIT
20,106
224
Starwood
Property
Trust,
REIT (3)
12,290
250
1,177
Total
Financials
34,956
HEALTH
CARE
9.1%
Biotechnology
2.8%
Alnylam
Pharmaceuticals (1)
5,264
787
Apellis
Pharmaceuticals (1)
4,216
248
BioMarin
Pharmaceutical (1)
7,867
687
Exact
Sciences (1)
7,498
518
Exelixis (1)
12,918
306
Ionis
Pharmaceuticals (1)
5,940
257
Natera (1)
4,570
418
Neurocrine
Biosciences (1)
4,045
558
Roivant
Sciences (1)
15,169
160
Sarepta
Therapeutics (1)
3,755
486
Ultragenyx
Pharmaceutical (1)
3,273
153
United
Therapeutics (1)
1,889
434
5,012
Health
Care
Equipment
&
Supplies
1.3%
Enovis (1)
2,184
137
Envista
Holdings (1)
6,818
146
T.
ROWE
PRICE
Mid-Cap
Index
Fund
8
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Globus
Medical,
Class
A (1)
4,943
265
ICU
Medical (1)
841
90
Inspire
Medical
Systems (1)
1,216
261
Integra
LifeSciences
Holdings (1)
2,853
101
Masimo (1)
1,800
264
Novocure (1)
4,428
69
Penumbra (1)
1,525
340
QuidelOrtho (1)
2,223
107
Shockwave
Medical (1)
1,518
494
Tandem
Diabetes
Care (1)
2,678
95
2,369
Health
Care
Providers
&
Services
1.0%
Acadia
Healthcare (1)
3,774
299
agilon
health (1)
12,254
75
Amedisys (1)
1,337
123
Chemed
617
396
Encompass
Health
4,153
343
Premier,
Class
A
4,934
109
R1
RCM (1)
6,357
82
Tenet
Healthcare (1)
4,239
445
1,872
Health
Care
Technology
1.0%
Certara (1)
4,967
89
Doximity,
Class
A (1)
4,702
126
Teladoc
Health (1)
6,861
104
Veeva
Systems,
Class
A (1)
6,077
1,408
1,727
Life
Sciences
Tools
&
Services
2.2%
10X
Genomics,
Class
A (1)(3)
3,826
144
Avantor (1)
28,329
724
Azenta (1)
2,290
138
Bruker
4,208
395
Fortrea
Holdings (1)
3,686
148
ICON (1)
3,419
1,149
Maravai
LifeSciences
Holdings,
Class
A (1)
4,648
40
Medpace
Holdings (1)
976
395
QIAGEN
9,308
400
Repligen (1)
2,324
427
Sotera
Health (1)(3)
5,220
63
4,023
Pharmaceuticals
0.8%
Elanco
Animal
Health (1)
20,608
336
Jazz
Pharmaceuticals (1)
2,567
309
Organon
10,663
200
T.
ROWE
PRICE
Mid-Cap
Index
Fund
9
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Perrigo
5,632
181
Royalty
Pharma,
Class
A
15,592
474
1,500
Total
Health
Care
16,503
INDUSTRIALS
&
BUSINESS
SERVICES
17.6%
Aerospace
&
Defense
1.4%
BWX
Technologies
3,838
394
Curtiss-Wright
1,603
410
HEICO
1,897
362
HEICO,
Class
A
3,404
524
Hexcel
3,516
256
Mercury
Systems (1)
2,265
67
Spirit
AeroSystems
Holdings,
Class
A (1)
4,804
173
Woodward
2,514
388
2,574
Air
Freight
&
Logistics
0.1%
GXO
Logistics (1)
4,881
262
262
Building
Products
2.3%
Advanced
Drainage
Systems
2,814
485
Armstrong
World
Industries
1,830
227
AZEK (1)
6,056
304
Carlisle
2,032
796
Fortune
Brands
Innovations
5,309
450
Hayward
Holdings (1)
5,588
86
Lennox
International
1,341
655
Owens
Corning
3,706
618
Trex (1)
4,559
455
4,076
Commercial
Services
&
Supplies
1.1%
Clean
Harbors (1)
2,127
428
Driven
Brands
Holdings (1)
2,625
41
MSA
Safety
1,550
300
RB
Global
7,601
579
Stericycle (1)
3,844
203
Tetra
Tech
2,226
411
Vestis
4,870
94
2,056
Construction
&
Engineering
1.3%
AECOM
5,683
557
EMCOR
Group
1,941
680
MasTec (1)
2,595
242
MDU
Resources
8,434
212
T.
ROWE
PRICE
Mid-Cap
Index
Fund
10
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Valmont
Industries
866
198
WillScot
Mobile
Mini
Holdings (1)
7,831
364
2,253
Electrical
Equipment
1.7%
Acuity
Brands
1,293
347
ChargePoint
Holdings (1)(3)
14,963
28
nVent
Electric
6,904
521
Plug
Power (1)(3)
22,112
76
Regal
Rexnord
2,769
499
Sensata
Technologies
Holding
6,295
231
Sunrun (1)
9,020
119
Vertiv
Holdings,
Class
A
14,399
1,176
2,997
Ground
Transportation
1.6%
Avis
Budget
Group
776
95
Hertz
Global
Holdings (1)(3)
5,531
43
Knight-Swift
Transportation
Holdings
6,567
361
Landstar
System
1,492
288
Lyft,
Class
A (1)
14,735
285
Ryder
System
1,826
220
Saia (1)
1,116
653
Schneider
National,
Class
B
2,262
51
U-Haul
Holding
4,184
279
U-Haul
Holding (1)(3)
317
21
XPO (1)
4,765
582
2,878
Machinery
3.2%
AGCO
2,633
324
Allison
Transmission
Holdings
3,764
305
CNH
Industrial
41,028
532
Crane
2,001
270
Donaldson
5,090
380
Esab
2,355
260
Flowserve
5,456
249
Gates
Industrial (1)
6,877
122
Graco
7,025
657
ITT
3,470
472
Lincoln
Electric
Holdings
2,336
597
Middleby (1)
2,236
359
Oshkosh
2,741
342
RBC
Bearings (1)
1,191
322
Timken
2,552
223
Toro
4,373
401
5,815
T.
ROWE
PRICE
Mid-Cap
Index
Fund
11
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Marine
Transportation
0.1%
Kirby (1)
2,460
234
234
Passenger
Airlines
0.1%
Alaska
Air
Group (1)
5,209
224
224
Professional
Services
2.5%
Booz
Allen
Hamilton
Holding
5,381
799
CACI
International,
Class
A (1)
921
349
Clarivate (1)(3)
19,318
144
Concentrix
1,827
121
Dun
&
Bradstreet
Holdings
11,370
114
FTI
Consulting (1)
1,400
295
Genpact
7,383
243
KBR
5,627
358
ManpowerGroup
2,024
157
Paycor
HCM (1)
2,739
53
Paylocity
Holding (1)
1,766
304
Science
Applications
International
2,181
284
SS&C
Technologies
Holdings
9,094
585
TransUnion
8,120
648
4,454
Trading
Companies
&
Distributors
2.2%
Air
Lease
4,318
222
Core
&
Main,
Class
A (1)
7,293
418
Ferguson
8,569
1,872
MSC
Industrial
Direct,
Class
A
1,926
187
SiteOne
Landscape
Supply (1)
1,868
326
Watsco
1,407
608
WESCO
International
1,865
319
3,952
Total
Industrials
&
Business
Services
31,775
INFORMATION
TECHNOLOGY
20.3%
Communications
Equipment
0.3%
Ciena (1)
6,059
299
Lumentum
Holdings (1)
2,782
132
Ubiquiti
171
20
Viasat (1)
4,860
88
539
Electronic
Equipment,
Instruments
&
Components
1.2%
Arrow
Electronics (1)
2,274
294
Avnet
3,793
188
Cognex
7,267
308
T.
ROWE
PRICE
Mid-Cap
Index
Fund
12
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Coherent (1)
5,461
331
Crane
NXT
2,003
124
IPG
Photonics (1)
1,248
113
Littelfuse
1,009
245
TD
SYNNEX
2,451
277
Vontier
6,563
298
2,178
IT
Services
4.1%
Amdocs
4,837
437
Cloudflare,
Class
A (1)
12,335
1,194
DXC
Technology (1)
8,056
171
Globant (1)
1,734
350
GoDaddy,
Class
A (1)
5,913
702
Kyndryl
Holdings (1)
9,478
206
MongoDB (1)
2,841
1,019
Okta (1)
6,418
671
Snowflake,
Class
A (1)
13,192
2,132
Twilio,
Class
A (1)
7,110
435
7,317
Semiconductors
&
Semiconductor
Equipment
2.9%
Allegro
MicroSystems (1)
3,117
84
Cirrus
Logic (1)
2,269
210
Entegris
6,268
881
GLOBALFOUNDRIES (1)(3)
3,275
171
Lattice
Semiconductor (1)
5,721
448
Marvell
Technology
35,855
2,541
MKS
Instruments
2,770
368
Universal
Display
1,964
331
Wolfspeed (1)(3)
5,163
152
5,186
Software
11.4%
AppLovin,
Class
A (1)
8,406
582
Aspen
Technology (1)
1,147
245
Atlassian,
Class
A (1)
6,506
1,269
Bentley
Systems,
Class
B
8,171
427
BILL
Holdings (1)
4,279
294
CCC
Intelligent
Solutions
Holdings (1)
14,127
169
Confluent,
Class
A (1)
7,991
244
Crowdstrike
Holdings,
Class
A (1)
8,954
2,871
Datadog,
Class
A (1)
11,688
1,445
DocuSign (1)
8,492
506
Dolby
Laboratories,
Class
A
2,470
207
DoubleVerify
Holdings (1)
5,868
206
Dropbox,
Class
A (1)
10,771
262
T.
ROWE
PRICE
Mid-Cap
Index
Fund
13
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Dynatrace (1)
10,840
503
Elastic (1)
3,377
338
Five9 (1)
3,014
187
Gitlab,
Class
A (1)
3,792
221
Guidewire
Software (1)
3,429
400
HashiCorp,
Class
A (1)
4,047
109
HubSpot (1)
1,946
1,219
Informatica,
Class
A (1)
1,806
63
Manhattan
Associates (1)
2,587
647
nCino (1)
2,934
110
NCR
Voyix (1)
5,453
69
Nutanix,
Class
A (1)
10,166
627
Palantir
Technologies,
Class
A (1)
80,778
1,859
Pegasystems
1,745
113
Procore
Technologies (1)
3,357
276
RingCentral,
Class
A (1)
3,502
122
SentinelOne,
Class
A (1)
10,010
233
Smartsheet,
Class
A (1)
5,339
205
Teradata (1)
4,073
157
UiPath,
Class
A (1)
15,996
363
Unity
Software (1)(3)
12,245
327
Workday,
Class
A (1)
8,422
2,297
Zoom
Video
Communications,
Class
A (1)
10,826
708
Zscaler (1)
3,720
717
20,597
Technology
Hardware,
Storage
&
Peripherals
0.4%
Pure
Storage,
Class
A (1)
12,071
628
628
Total
Information
Technology
36,445
MATERIALS
4.5%
Chemicals
1.5%
Ashland
2,082
203
Axalta
Coating
Systems (1)
9,307
320
Chemours
6,206
163
Element
Solutions
9,315
233
Ginkgo
Bioworks
Holdings (1)(3)
65,364
76
Huntsman
6,939
180
NewMarket
263
167
Olin
5,067
298
RPM
International
5,321
633
Scotts
Miracle-Gro
1,747
130
Westlake
1,351
206
2,609
T.
ROWE
PRICE
Mid-Cap
Index
Fund
14
Shares
$
Value
(Cost
and
value
in
$000s)
‡
Construction
Materials
0.2%
Eagle
Materials
1,427
388
388
Containers
&
Packaging
1.2%
AptarGroup
2,750
396
Ardagh
Metal
Packaging
5,900
20
Berry
Global
Group
4,879
295
Crown
Holdings
4,461
354
Graphic
Packaging
Holding
12,801
373
Sealed
Air
6,001
223
Silgan
Holdings
3,440
167
Sonoco
Products
4,077
236
2,064
Metals
&
Mining
1.5%
Alcoa
7,420
251
Cleveland-Cliffs (1)
20,919
476
MP
Materials (1)(3)
4,395
63
Reliance
2,397
801
Royal
Gold
2,758
336
Southern
Copper (3)
3,585
382
SSR
Mining
8,788
39
United
States
Steel
9,309
379
2,727
Paper
&
Forest
Products
0.1%
Louisiana-Pacific
2,682
225
225
Total
Materials
8,013
REAL
ESTATE
5.1%
Diversified
Real
Estate
Investment
Trusts
0.3%
WP
Carey,
REIT
9,072
512
512
Health
Care
Real
Estate
Investment
Trusts
0.4%
Healthcare
Realty
Trust,
REIT
15,854
224
Medical
Properties
Trust,
REIT (3)
24,701
116
Omega
Healthcare
Investors,
REIT
10,292
326
666
Hotel
&
Resort
Real
Estate
Investment
Trusts
0.1%
Park
Hotels
&
Resorts,
REIT
8,763
153
153
Industrial
Real
Estate
Investment
Trusts
0.9%
Americold
Realty
Trust,
REIT
11,956
298
EastGroup
Properties,
REIT
1,924
346
T.
ROWE
PRICE
Mid-Cap
Index
Fund
15
Shares
$
Value
(Cost
and
value
in
$000s)
‡
First
Industrial
Realty
Trust,
REIT
5,554
292
Rexford
Industrial
Realty,
REIT
8,839
444
STAG
Industrial,
REIT
7,646
294
1,674
Office
Real
Estate
Investment
Trusts
0.4%
Cousins
Properties,
REIT
6,302
152
Highwoods
Properties,
REIT
4,329
113
Kilroy
Realty,
REIT
4,859
177
NET
Lease
Office
Properties,
REIT
592
14
Vornado
Realty
Trust,
REIT
7,364
212
668
Real
Estate
Management
&
Development
0.5%
Howard
Hughes
Holdings (1)
1,401
102
Jones
Lang
LaSalle (1)
1,991
388
Zillow
Group,
Class
A (1)
2,269
109
Zillow
Group,
Class
C (1)
6,497
317
916
Residential
Real
Estate
Investment
Trusts
1.0%
American
Homes
4
Rent,
Class
A,
REIT
13,978
514
Apartment
Income
REIT,
REIT
6,118
199
Equity
LifeStyle
Properties,
REIT
7,460
481
Sun
Communities,
REIT
5,167
664
1,858
Retail
Real
Estate
Investment
Trusts
0.5%
Agree
Realty,
REIT
4,137
237
Brixmor
Property
Group,
REIT
12,628
296
NNN
REIT,
REIT
7,630
326
859
Specialized
Real
Estate
Investment
Trusts
1.0%
CubeSmart,
REIT
9,397
425
EPR
Properties,
REIT
3,090
131
Gaming
&
Leisure
Properties,
REIT
10,741
495
Lamar
Advertising,
Class
A,
REIT
3,651
436
National
Storage
Affiliates
Trust,
REIT
3,131
122
Rayonier,
REIT
6,127
204
1,813
Total
Real
Estate
9,119
UTILITIES
1.5%
Electric
Utilities
0.4%
Avangrid
2,956
108
Hawaiian
Electric
Industries
4,599
52
IDACORP
2,104
195
T.
ROWE
PRICE
Mid-Cap
Index
Fund
16
Shares
$
Value
(Cost
and
value
in
$000s)
‡
OGE
Energy
8,412
289
644
Gas
Utilities
0.2%
National
Fuel
Gas
3,708
199
UGI
8,720
214
413
Independent
Power
&
Renewable
Electricity
Producers
0.7%
Brookfield
Renewable,
Class
A (3)
5,547
136
Clearway
Energy,
Class
A
1,475
32
Clearway
Energy,
Class
C
3,450
79
Vistra
14,828
1,033
1,280
Water
Utilities
0.2%
Essential
Utilities
10,546
391
391
Total
Utilities
2,728
Total
Common
Stocks
(Cost
$159,514)
179,600
EQUITY
MUTUAL
FUNDS
0.1%
SPDR
S&P
MidCap
400
ETF
Trust (3)
257
143
Total
Equity
Mutual
Funds
(Cost
$140)
143
SHORT-TERM
INVESTMENTS
0.1%
Money
Market
Funds
0.1%
T.
Rowe
Price
Government
Reserve
Fund,
5.39% (4)(5)
101,964
102
Total
Short-Term
Investments
(Cost
$102)
102
T.
ROWE
PRICE
Mid-Cap
Index
Fund
17
Shares
$
Value
(Cost
and
value
in
$000s)
‡
SECURITIES
LENDING
COLLATERAL
2.1%
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
STATE
STREET
BANK
AND
TRUST
COMPANY
2.1%
Money
Market
Funds
2.1%
T.
Rowe
Price
Government
Reserve
Fund,
5.39% (4)(5)
3,839,822
3,840
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
State
Street
Bank
and
Trust
Company
3,840
Total
Securities
Lending
Collateral
(Cost
$3,840)
3,840
Total
Investments
in
Securities
102.0%
(Cost
$163,596)
$
183,685
Other
Assets
Less
Liabilities
(2.0)%
(3,650)
Net
Assets
100.0%
$
180,035
‡
Shares
are
denominated
in
U.S.
dollars
unless
otherwise
noted.
(1)
Non-income
producing
(2)
Level
3
in
fair
value
hierarchy.
(3)
All
or
a
portion
of
this
security
is
on
loan
at
March
31,
2024.
(4)
Seven-day
yield
(5)
Affiliated
Companies
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
Mid-Cap
Index
Fund
18
The
accompanying
notes
are
an
integral
part
of
this
Portfolio
of
Investments.
AFFILIATED
COMPANIES
($000s)
The
fund
may
invest
in
certain
securities
that
are
considered
affiliated
companies.
As
defined
by
the
1940
Act,
an
affiliated
company
is
one
in
which
the
fund
owns
5%
or
more
of
the
outstanding
voting
securities,
or
a
company
that
is
under
common
ownership
or
control.
The
following
securities
were
considered
affiliated
companies
for
all
or
some
portion
of
the
three
months
ended
March
31,
2024.
Net
realized
gain
(loss),
investment
income,
change
in
net
unrealized
gain/loss,
and
purchase
and
sales
cost
reflect
all
activity
for
the
period
then
ended.
Affiliate
Net
Realized
Gain
(Loss)
Change
in
Net
Unrealized
Gain/Loss
Investment
Income
T.
Rowe
Price
Government
Reserve
Fund,
5.39%
$
—
$
—
$
7++
Totals
$
—#
$
—
$
7+
Supplementary
Investment
Schedule
Affiliate
Value
12/31/23
Purchase
Cost
Sales
Cost
Value
03/31/24
T.
Rowe
Price
Government
Reserve
Fund,
5.39%
$
4,984
¤
¤
$
3,942
Total
$
3,942^
#
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
$7
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
$3,942.
T.
ROWE
PRICE
Mid-Cap
Index
Fund
Unaudited
Notes
to
Portfolio
of
Investments
19
T.
Rowe
Price
Mid-Cap
Index
Fund (the
fund) is
registered
under
the
Investment
Company
Act
of
1940
(the
1940
Act)
as
an
open-end
management
investment
company
and
follows
accounting
and
reporting
guidance
of
the
Financial
Accounting
Standards
Board
Accounting
Standards
Codification
Topic
946.
The
accompanying
Portfolio
of
Investments
was
prepared
in
accordance
with
accounting
principles
generally
accepted
in
the
United
States
of
America
(GAAP).
For
additional
information
on
the
fund’s
significant
accounting
policies
and
investment
related
disclosures,
please
refer
to
the
fund’s most
recent
semiannual
or
annual
shareholder
report
and
its
prospectus.
VALUATION
Fair
Value
The
fund’s
financial
instruments
are
valued
at
the
close
of
the
New
York
Stock
Exchange
(NYSE),
normally
4
p.m.
ET,
each
day
the
NYSE
is
open
for
business,
and
are
reported
at
fair
value,
which
GAAP
defines
as
the
price
that
would
be
received
to
sell
an
asset
or
paid
to
transfer
a
liability
in
an
orderly
transaction
between
market
participants
at
the
measurement
date. The fund’s
Board
of
Directors
(the
Board)
has
designated
T.
Rowe
Price
Associates,
Inc.
as
the
fund’s
valuation
designee
(Valuation
Designee).
Subject
to
oversight
by
the
Board,
the
Valuation
Designee
performs
the
following
functions
in
performing
fair
value
determinations:
assesses
and
manages
valuation
risks;
establishes
and
applies
fair
value
methodologies;
tests
fair
value
methodologies;
and
evaluates
pricing
vendors
and
pricing
agents.
The
duties
and
responsibilities
of
the
Valuation
Designee
are
performed
by
its
Valuation
Committee. The
Valuation
Designee provides
periodic
reporting
to
the
Board
on
valuation
matters.
Various
valuation
techniques
and
inputs
are
used
to
determine
the
fair
value
of
financial
instruments.
GAAP
establishes
the
following
fair
value
hierarchy
that
categorizes
the
inputs
used
to
measure
fair
value:
Level
1
–
quoted
prices
(unadjusted)
in
active
markets
for
identical
financial
instruments
that
the
fund
can
access
at
the
reporting
date
Level
2
–
inputs
other
than
Level
1
quoted
prices
that
are
observable,
either
directly
or
indirectly
(including,
but
not
limited
to,
quoted
prices
for
similar
financial
instruments
in
active
markets,
quoted
prices
for
identical
or
similar
financial
instruments
in
inactive
markets,
interest
rates
and
yield
curves,
implied
volatilities,
and
credit
spreads)
Level
3
–
unobservable
inputs
(including
the Valuation
Designee’s assumptions
in
determining
fair
value)
T.
ROWE
PRICE
Mid-Cap
Index
Fund
20
Observable
inputs
are
developed
using
market
data,
such
as
publicly
available
information
about
actual
events
or
transactions,
and
reflect
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
Unobservable
inputs
are
those
for
which
market
data
are
not
available
and
are
developed
using
the
best
information
available
about
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
GAAP
requires
valuation
techniques
to
maximize
the
use
of
relevant
observable
inputs
and
minimize
the
use
of
unobservable
inputs.
When
multiple
inputs
are
used
to
derive
fair
value,
the
financial
instrument
is
assigned
to
the
level
within
the
fair
value
hierarchy
based
on
the
lowest-level
input
that
is
significant
to
the
fair
value
of
the
financial
instrument.
Input
levels
are
not
necessarily
an
indication
of
the
risk
or
liquidity
associated
with
financial
instruments
at
that
level
but
rather
the
degree
of
judgment
used
in
determining
those
values.
Valuation
Techniques
Equity
securities,
including
exchange-traded
funds, listed
or
regularly
traded
on
a
securities
exchange
or
in
the
over-the-counter
(OTC)
market
are
valued
at
the
last
quoted
sale
price
or,
for
certain
markets,
the
official
closing
price
at
the
time
the
valuations
are
made.
OTC
Bulletin
Board
securities
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices.
A
security
that
is
listed
or
traded
on
more
than
one
exchange
is
valued
at
the
quotation
on
the
exchange
determined
to
be
the
primary
market
for
such
security.
Listed
securities
not
traded
on
a
particular
day
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
for
domestic
securities.
Investments
in
mutual
funds
are
valued
at
the
mutual
fund’s
closing
NAV
per
share
on
the
day
of
valuation.
Investments
for
which
market
quotations 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
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
T.
ROWE
PRICE
Mid-Cap
Index
Fund
21
prices
determined
by
the
Valuation
Designee could
differ
from
those
of
other
market
participants,
and
it
is
possible
that
the
fair
value
determined
for
a
security
may
be
materially
different
from
the
value
that
could
be
realized
upon
the
sale
of
that
security.
Valuation
Inputs
The
following
table
summarizes
the
fund’s
financial
instruments,
based
on
the
inputs
used
to
determine
their
fair
values
on
March
31,
2024
(for
further
detail
by
category,
please
refer
to
the
accompanying
Portfolio
of
Investments):
OTHER
MATTERS
Unpredictable
events
such
as
environmental
or
natural
disasters,
war
and
conflict,
terrorism,
geopolitical
events,
and
public
health
epidemics and
similar
public
health
threats
may
significantly
affect
the
economy
and
the
markets
and
issuers
in
which
the fund
invests.
Certain
events
may
cause
instability
across
global
markets,
including
reduced
liquidity
and
disruptions
in
trading
markets,
while
some
events
may
affect
certain
geographic
regions,
countries,
sectors,
and
industries
more
significantly
than
others,
and
exacerbate
other
pre-existing
political,
social,
and
economic
risks.
The
global
outbreak
of
COVID-19
and
the
related
governmental
and
public
responses
have
led
and
may
continue
to
lead
to
increased
market
volatility
and
the
potential
for
illiquidity
in
certain
classes
of
securities
and
sectors
of
the
market
either
in
specific
countries
or
worldwide.
In
February
2022,
Russian
forces
entered
Ukraine
and
commenced
an
armed
conflict,
leading
to
economic
sanctions imposed
on
Russia
that
target certain
of
its
citizens
and
issuers
and
sectors
of
the
Russian
economy,
creating
impacts
on
Russian-related
stocks
and
debt
and
greater
volatility
in
global
markets.
In
March
2023,
the
banking
industry
experienced
heightened
volatility,
which
sparked
concerns
of
potential
broader
adverse
market
conditions.
The
extent
of
impact
of
these
events
on
the
US
and
global
markets
is
highly
uncertain.
($000s)
Level
1
Level
2
Level
3
Total
Value
Assets
Common
Stocks
$
179,600
$
—
$
—
$
179,600
Equity
Mutual
Funds
143
—
—
143
Short-Term
Investments
102
—
—
102
Securities
Lending
Collateral
3,840
—
—
3,840
Total
$
183,685
$
—
$
—
$
183,685
T.
ROWE
PRICE
Mid-Cap
Index
Fund
22
These
are
recent
examples
of
global
events
which
may
have
a
negative
impact
on
the
values
of
certain
portfolio
holdings
or
the fund’s
overall
performance.
Management
is
actively
monitoring
the
risks
and
financial
impacts
arising
from
these
events.