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 11/30/2016
Volatility and Other Measures
as of 11/30/2016
Beta 1.04
Standard Deviation 3.16
Credit Quality Diversification1
as of 11/30/2016
% of Total Net Assets
AAA 5.6%
AA 5.0%
A 10.3%
BBB 23.2%
BB 2.2%
B 0.1%
Not Rated 0.0%
Reserves 0.1%
US Government Agency Securities 29.5%
US Treasury 24.0%
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 11/30/2016
5.84 years
Weighted Avg. Maturity
as of 12/06/2016
8.16 years
Sector Diversification
as of 11/30/2016
% of Total Net Assets
Corporate 31.8%
Mortgage 28.5%
U.S. Treasury 24.0%
Government Related 6.2%
High Yield 2.4%
Cash Equivalent 0.1%
10 Largest Holdings
Represents 16.14 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
FNMA 30 YR TBA NOV 3.000 08/20/2023
FNMA 30 YR TBA NOV 4.000 02/16/2021
US TREASURY N/B 4.375 05/15/2041
US TREASURY N/B 2.000 02/15/2022
US TREASURY N/B 1.125 08/31/2021
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 1.375 04/30/2021
US TREASURY N/B 3.125 05/15/2019
As of 11/30/2016 the U.S. Bond Enhanced Index Fund had a total of 913 holdings.
Bond Maturity Diversification2
  as of 11/30/2016
% of Total Net Assets
0 - 1 YRS 7.0%
1 - 5 YRS 33.9%
5 - 10 YRS 43.8%
10 + YRS 15.4%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.