T. Rowe Price GNMA Fund (PRGMX)
Ticker Symbol:
PRGMX
Fund Status:
Open to new Retail investors  /  Open to subsequent Retail investments
Fund Composition
Asset Allocation
as of 09/30/2017
Domestic Bond 109.7%
Domestic Stock 0.0%
Foreign Stock 0.0%
Foreign Bonds 0.0%
Preferreds 0.0%
Convertibles 0.0%
Options 0.0%
Cash -9.7%
Volatility and Other Measures
as of 09/30/2017
Beta 0.83
0.93
Standard Deviation 1.39
Weighted Avg. Effective Duration
as of 09/30/2017
4.48 years
Weighted Avg. Maturity
as of 10/17/2017
9.00 years
Sector Diversification
as of 09/30/2017
% of Total Net Assets
GNMA MORTGAGE-BACKED SECURITIES 98.3%
AGENCY MORTGAGE-BACKED SECURITIES 3.5%
ASSET-BACKED SECURITIES (ABS) 3.2%
COLLATERILIZED MORTGAGE OBLIGATION (CMO) 2.4%
U.S. TREASURIES 1.3%
INTEREST ONLY/PRINCIPAL ONLY (IO/PO) 1.1%
COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS) 0.0%
OTHER US GOVERNMENT AGENCY SECURITIES 0.0%
CASH EQUIVALENTS -9.7%
10 Largest Holdings
Represents 42.62 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
FNMA 15 YR TBA OCT 3.000 05/29/2022
FNMA 30 YR TBA OCT 4.000 10/06/2022
GNMA II TBA OCT 3.000 12/20/2024
GNMA II TBA OCT 3.500 05/06/2023
GNMA II TBA OCT 4.000 11/30/2021
GNMA ll 30 YR 4.000 05/27/2021
GNMA ll 30 YR 4.000 11/15/2028
GNMA ll 30 YR 3.500 04/07/2023
GNMA ll 30 YR 3.000 03/18/2027
GNMA ll 30 YR 4.000 10/11/2021
As of 09/30/2017 the GNMA Fund had a total of 1286 holdings.
Bond Maturity Diversification2
  as of 09/30/2017
% of Total Net Assets
0 - 1 YRS -5.2%
1 - 5 YRS 28.8%
5 - 10 YRS 76.3%
10 + YRS 0.0%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.