8. DISCUSIÓN
8.2 CARACTERÍSTICAS GENÉTICAS
Money Market Funds 4.3%
T. Rowe Price Reserve Investment Fund, 0.07% (4)(5) 34,173,481 34,173 34,173
U.S. Treasury Obligations 0.2%
U.S. Treasury Bills, 0.06%, 7/9/15 (6) 200,000 200
U.S. Treasury Bills, 0.063%, 11/12/15 (6) 1,100,000 1,100
U.S. Treasury Bills, 0.069%, 8/27/15 (6) 350,000 350
1,650
Total Short-Term Investments (Cost $35,823) 35,823
SECURITIESLENDINGCOLLATERAL 9.6%
Investments in a Pooled Account through Securities Lending Program with State Street Bank and Trust Company 9.6%
Short-Term Funds 9.6%
T. Rowe Price Short-Term Reserve Fund, 0.06% (4)(5) 7,575,289 75,753 Total Investments through Securities Lending Program with
State Street Bank and Trust Company 75,753
Total Securities Lending Collateral (Cost $75,753) 75,753
Total Investments in Securities
109.4% of Net Assets (Cost $588,330) $ 862,466
‡ Shares/Par 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 June 30, 2015 -- total value of such securities at period-end amounts to $74,627. See Note 4.
(3) Level 3 in fair value hierarchy. See Note 2.
(4) Seven-day yield (5) Affiliated Companies
(6) At June 30,2015, all or a portion of this security is pledged as collateral and/or margin deposit to cover future funding obligations.
T. R owe P rice E xtended E quity M arket I ndex F und
60
EC Escrow CUSIP; represents a beneficial interest in a residual pool of bankruptcy assets; the amount and timing of future distributions, if any, is uncertain.
REIT A domestic Real Estate Investment Trust whose distributions pass-through with original tax character to the shareholder
T. R owe P rice E xtended E quity M arket I ndex F und
Futures Contracts
($000s)
Expiration Contract
Value Unrealized
Gain (Loss) Long, 235 Russell 2000 Mini Index contracts 9/15 $ 29,384 $ (235) Long, 54 S&P Mid 400 E-Mini
Index contracts 9/15 8,090 (172)
Net payments (receipts) of variation
margin to date 529
Variation margin receivable (payable)
on open futures contracts $ 122
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The accompanying notes are an integral part of these financial statements.
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 which is under common ownership or control. Based on the fund’s relative ownership, the following securities were considered affiliated companies for all or some portion of the six months ended June 30, 2015. Purchase and sales cost and investment income reflect all activity for the period then ended.
Affiliate Purchase
Cost Sales
Cost Investment
Income Value
6/30/15 Value
12/31/14 T. Rowe Price Reserve
Investment Fund, 0.07% ¤ ¤ $ 9 $ 34,173 $ 26,414
T. Rowe Price Short-Term
Reserve Fund, 0.06% ¤ ¤ —^ 75,753 73,993
Totals $ 9 $ 109,926 $ 100,407
¤ Purchase and sale information not shown for cash management funds.
^ Excludes earnings on securities lending collateral, which are subject to rebates and fees as described in Note 4.
Amounts reflected on the accompanying financial statements include the following amounts related to affiliated companies:
Investment in securities, at cost $ 109,926
Dividend income 9
Interest income —
Investment income $ 9
Realized gain (loss) on securities $ — Capital gain distributions from
mutual funds $ —
T. R owe P rice E xtended E quity M arket I ndex F und
Unaudited June 30, 2015
The accompanying notes are an integral part of these financial statements.
($000s, except shares and per share amounts) Statement of Assets and Liabilities
Assets
Investments in securities, at value (cost $588,330) $ 862,466
Receivable for investment securities sold 1,486
Dividends receivable 842
Receivable for shares sold 679
Variation margin receivable on futures contracts 122
Other assets 45
Total assets 865,640
Liabilities
Obligation to return securities lending collateral 75,753
Payable for investment securities purchased 841
Payable for shares redeemed 427
Investment management and administrative fees payable 308
Total liabilities 77,329
NET ASSETS $ 788,311
Net Assets Consist of:
Undistributed net investment income $ 2,748
Accumulated undistributed net realized gain 41,642
Net unrealized gain 273,728
Paid-in capital applicable to 30,068,634 shares of $0.0001 par value capital stock outstanding; 1,000,000,000 shares of the
Corporation authorized 470,193
NET ASSETS $ 788,311
NET ASSET VALUE PER SHARE $ 26.22
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Unaudited
($000s)
Statement of Operations
64
The accompanying notes are an integral part of these financial statements.
6 Months Ended 6/30/15 Investment Income (Loss)
Income
Dividend $ 3,631
Securities lending 415
Total income 4,046
Investment management and administrative expense 1,527
Net investment income 2,519
Realized and Unrealized Gain / Loss Net realized gain (loss)
Securities 29,659
Futures 2,207
Foreign currency transactions 1
Net realized gain 31,867
Change in net unrealized gain / loss
Securities 1,941
Futures (1,193)
Change in net unrealized gain / loss 748
Net realized and unrealized gain / loss 32,615
INCREASE IN NET ASSETS FROM OPERATIONS $ 35,134
T. R owe P rice E xtended E quity M arket I ndex F und
Unaudited
($000s)
The accompanying notes are an integral part of these financial statements.
Statement of Changes in Net Assets
6 Months Ended 6/30/15
Year Ended 12/31/14 Increase (Decrease) in Net Assets
Operations
Net investment income $ 2,519 $ 7,894
Net realized gain 31,867 35,727
Change in net unrealized gain / loss 748 10,617
Increase in net assets from operations 35,134 54,238
Distributions to shareholders
Net investment income – (7,973)
Net realized gain – (28,053)
Decrease in net assets from distributions – (36,026)
Capital share transactions*
Shares sold 80,206 158,682
Distributions reinvested – 34,033
Shares redeemed (61,015) (183,227)
Redemption fees received 4 44
Increase in net assets from capital share
transactions 19,195 9,532
Net Assets
Increase during period 54,329 27,744
Beginning of period 733,982 706,238
End of period $ 788,311 $ 733,982
Undistributed net investment income 2,748 229
*Share information
Shares sold 3,087 6,377
Distributions reinvested – 1,397
Shares redeemed (2,365) (7,353)
Increase in shares outstanding 722 421
66
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Unaudited June 30, 2015
Notes to Financial Statements
T. Rowe Price Index Trust, Inc. (the corporation), is registered under the Investment Company Act of 1940 (the 1940 Act). The Extended Equity Market Index Fund (the fund) is a diversified, open-end management investment company established by the corporation. The fund commenced operations on January 30, 1998. The fund seeks to track the performance of a benchmark index that measures the investment return of small- and mid-capitalization in U.S. stocks.
Note 1 - SigNiFiCaNt aCCouNtiNg PoliCieS
Basis of Preparation