T. Rowe Price U.S. Bond Enhanced Index Fund (PBDIX)
Ticker Symbol:
Fund Status:
Open to new Retail investors  /  Open to subsequent Retail investments
Fund Composition
Asset Allocation
as of 04/30/2016
Volatility and Other Measures
as of 04/30/2016
Beta 1.01
Standard Deviation 2.98
Credit Quality Diversification1
as of 04/30/2016
% of Total Net Assets
AAA 5.8%
AA 4.4%
A 11.1%
BBB 23.7%
BB 2.1%
B 0.2%
Not Rated 0.0%
Reserves 0.1%
US Government Agency Securities 29.3%
US Treasury 23.3%
1Sources: Moody's Investors Service; if Moody's does not rate a security, then Standard & Poor's (S&P) is used as a secondary source. When available, T. Rowe Price will use Fitch for securities that are not rated by Moody's or S&P.

U.S. government agency securities are issued or guaranteed by a U.S. government agency, and may include conventional pass-through securities and collateralized mortgage obligations; unlike Treasuries, government agency securities are not issued directly by the U.S. government and are generally unrated but may have credit support from the U.S. Treasury (e.g., FHLMC and FNMA issues) or a direct government guarantee (e.g., GNMA issues). Therefore, this category may include rated and unrated securities.

U.S. Treasury securities are issued by the U.S. Treasury and are backed by the full faith and credit of the U.S. government. The ratings of U.S Treasury securities are derived from the ratings on the U.S. government.
Weighted Avg. Effective Duration
as of 04/30/2016
5.62 years
Weighted Avg. Maturity
as of 05/17/2016
7.82 years
Sector Diversification
as of 04/30/2016
% of Total Net Assets
Corporate 30.6%
Mortgage 29.4%
U.S. Treasury 22.9%
Government Related 5.1%
High Yield 2.2%
Cash Equivalent 0.1%
10 Largest Holdings
Represents 15.26 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
FNMA 30 YR 3.500 05/14/2027
FNMA 30 YR TBA MAY 4.000 10/16/2020
GNMA II TBA MAY 3.500 05/25/2020
US TREASURY N/B 2.750 02/15/2024
US TREASURY N/B 2.000 08/15/2025
US TREASURY N/B 1.625 11/30/2020
US TREASURY N/B 3.125 11/15/2041
US TREASURY N/B 4.375 05/15/2041
US TREASURY N/B 3.125 05/15/2019
US TREASURY N/B 2.000 02/15/2022
As of 04/30/2016 the U.S. Bond Enhanced Index Fund had a total of 892 holdings.
Bond Maturity Diversification2
  as of 04/30/2016
% of Total Net Assets
0 - 1 YRS 5.4%
1 - 5 YRS 40.5%
5 - 10 YRS 38.9%
10 + YRS 15.1%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.