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 05/31/2018
Volatility and Other Measures
as of 05/31/2018
Beta 1.03
0.99
Standard Deviation 2.81
Weighted Avg. Effective Duration
as of 05/31/2018
6.06 years
Weighted Avg. Maturity
as of 06/19/2018
N/A
Sector Diversification
as of 05/31/2018
% of Total Net Assets
Mortgage 28.9%
U.S. Treasury 28.7%
Corporate 26.4%
Government Related 6.6%
ASSET-BACKED SECURITIES (ABS) 4.0%
COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS) 2.9%
High Yield 2.1%
Cash Equivalent 0.3%
U.S. Municipal 0.1%
10 Largest Holdings
Represents 19.58 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
FNMA 30 YR TBA JUN 4.000 09/13/2026
FNMA 30 YR TBA JUN 4.500 10/18/2024
GNMA II TBA JUN 4.500 04/17/2023
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 2.750 02/15/2024
US TREASURY N/B 2.750 04/30/2023
US TREASURY N/B 3.125 11/15/2041
US TREASURY N/B 2.000 02/15/2022
As of 05/31/2018 the U.S. Bond Enhanced Index Fund had a total of 968 holdings.
Bond Maturity Diversification2
  as of 05/31/2018
% of Total Net Assets
0 - 1 YRS 3.3%
1 - 5 YRS 38.5%
5 - 10 YRS 42.5%
10 + YRS 15.7%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.