T. Rowe Price U.S. Bond Enhanced Index Fund (PBDIX)
Ticker Symbol:
PBDIX
Fund Status:
Open to new Retail investors  /  Open to subsequent Retail investments
Fund Composition
Asset Allocation
as of 09/30/2017
Volatility and Other Measures
as of 09/30/2017
Beta 1.03
0.99
Standard Deviation 2.93
Weighted Avg. Effective Duration
as of 09/30/2017
5.94 years
Weighted Avg. Maturity
as of 10/17/2017
8.25 years
Sector Diversification
as of 09/30/2017
% of Total Net Assets
Corporate 28.7%
Mortgage 28.0%
U.S. Treasury 26.5%
Government Related 7.3%
ASSET-BACKED SECURITIES (ABS) 3.1%
COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS) 2.8%
High Yield 2.4%
Cash Equivalent 1.2%
10 Largest Holdings
Represents 16.09 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
FNMA 15YR 2.500 03/31/2023
GNMA ll 30 YR 4.000 10/07/2026
US TREASURY N/B 2.000 02/15/2022
US TREASURY N/B 1.750 05/31/2022
US TREASURY N/B 2.250 11/15/2024
US TREASURY N/B 1.625 11/30/2020
US TREASURY N/B 4.375 05/15/2041
US TREASURY N/B 2.250 08/15/2027
US TREASURY N/B 3.125 11/15/2041
US TREASURY N/B 1.875 01/31/2022
As of 09/30/2017 the U.S. Bond Enhanced Index Fund had a total of 880 holdings.
Bond Maturity Diversification2
  as of 09/30/2017
% of Total Net Assets
0 - 1 YRS 4.9%
1 - 5 YRS 36.2%
5 - 10 YRS 41.7%
10 + YRS 17.2%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.