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 12/31/2017
Volatility and Other Measures
as of 12/31/2017
Beta 1.03
0.99
Standard Deviation 2.88
Weighted Avg. Effective Duration
as of 12/31/2017
5.95 years
Weighted Avg. Maturity
as of 01/16/2018
8.10 years
Sector Diversification
as of 12/31/2017
% of Total Net Assets
U.S. Treasury 29.5%
Mortgage 27.9%
Corporate 27.3%
Government Related 6.9%
ASSET-BACKED SECURITIES (ABS) 3.1%
COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS) 2.9%
High Yield 2.2%
Cash Equivalent 0.1%
U.S. Municipal 0.1%
10 Largest Holdings
Represents 17.00 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
GNMA ll 30 YR 4.000 12/05/2026
GNMA ll 30 YR 4.000 04/04/2028
US TREASURY N/B 2.000 02/15/2022
US TREASURY N/B 2.000 11/30/2022
US TREASURY N/B 1.750 05/31/2022
US TREASURY N/B 2.250 08/15/2027
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 3.125 11/15/2041
As of 12/31/2017 the U.S. Bond Enhanced Index Fund had a total of 892 holdings.
Bond Maturity Diversification2
  as of 12/31/2017
% of Total Net Assets
0 - 1 YRS 3.5%
1 - 5 YRS 36.8%
5 - 10 YRS 42.9%
10 + YRS 16.8%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.