T. Rowe Price Global Multi-Sector Bond Fund, Inc.

T. ROWE PRICE GLOBAL MULTI-SECTOR BOND FUND, INC. · 3 share classes

Actively managed global bond fund
One fund, 3 share classes:PRSNXPRSAXPGMSX
$2.70B NAV
602 positions · as of 2026-05-31 · filed 2026-07-28

Fund classification

Classified from what the fund holds · as of 2026 Q2

T. Rowe Price Global Multi-Sector Bond Fund, Inc. is an actively managed global bond fund.

Asset class
Bonds
Region
Global
Management
Actively managed
Fund type
Open-end fund
Credit quality
Investment grade
Rate sensitivity
Short duration

Fund profile

As filed in the prospectus · 2025 Q3

The fund seeks to provide high income and some capital appreciation.

Strategy · summarised

The fund invests at least 80% of assets in bonds across government, corporate, mortgage-backed, asset-backed, and bank loan securities, with up to 65% in below-investment-grade debt, and shifts allocations among sectors and geographies based on the adviser's market outlook. The fund normally holds at least 40% of assets in securities issued outside the U.S. or by foreign issuers, and may use derivatives including interest rate futures, credit default swaps, and currency forwards to manage duration, credit risk, and currency exposure. Because the fund's sector and geographic allocations shift with the adviser's outlook rather than following a fixed benchmark, performance will depend on the adviser's forecasting decisions.

Portfolio turnover 134.10% · as of 2025 Q3

Allocation

Asset groups · long / short shown separately, never netted · 2026 Q2

94.34%
of net assets
Bonds77.79%
Cash & short-term7.46%
Securitized5.34%
Loans3.63%
Stocks0.35%
Derivatives-0.22%

Look-through blends 1 underlying fund; 0.0% of NAV was not looked through and stays direct-classified. The blend is as of 2026Q1, one or more quarters before the direct holdings (2026Q2).

The outer band is exposure held short — written against the portfolio rather than part of it, which is why it sits outside the ring and why the two are never netted into one figure.

Latest quarter

What changed since the fund's previous filing

2026Q2 vs 2026Q1: 251 new199 exited

Largest new: TIPS, US TREASURY N/B, UNITED KINGDOM ×2, GERMANY, ROMANIA GOVERNMENT BOND, CHINA, SERBIA 144A

Largest exited: TREASURY BILL, JAPAN, TIPS, FNMA 30 YR TBA MAR ×3, TRP INST FLOATING RATE FUND, GERMANY INFL INDX

Return profile

Chart:

Total return as filed — price change plus distributions reinvested · trailing figures to Apr 2026

Share class1-year3-year5-yearVolWorst fall
+4.58%+21.48%+6.49%2.46%-2.06%
+4.27%+20.43%+5.01%2.46%-2.03%
+4.74%+22.03%+7.34%2.46%-1.92%

These classes hold the same portfolio, so the 2.33pp spread over 5 years is the cost difference between them — roughly 0.47pp a year — not a difference in what they own.

Cumulative return· Jun 2023 – Apr 2026

May 2026 has been filed since the trailing figures were struck, so it is not in the table above or the curve — every figure here shares one cut-off, which is what makes them comparable with other funds.

Debt profile

What this fund holds — value-weighted across its bond and securitized long positions · as of 2026-05-31

Avg coupon
4.48%
Avg maturity
8.46 yr
Coupon type

Share of the fund's debt by how its coupon behaves — the fact that decides whether a rate move reaches this portfolio at all.

23%
floating
Fixed rate74.0%
Floating rate23.2%
Zero-coupon or unclassified2.8%
Maturity ladder

Share of the fund's debt value in each maturity band, shortest first.

<1yUnknown
<1y8.0%
1-3y16.8%
3-5y22.1%
5-10y29.2%
10y+23.0%
Unknown0.8%
Flagged holdings
Defaulted: 0.10% · $2.35M · 1 positions
In arrears: 0.10% · $2.35M · 1 positions
Paid in kind: none reported

These three overlap — one holding can be in arrears and paying in kind at once — so they are shown separately and never summed.

Risk profile

Interest-rate and credit-spread sensitivity, both in years · as of 2026Q2

Most of this fund’s sensitivity is to interest rates, with credit spreads carrying about half as much.

Interest-rate duration
2.09 yr
approx. move per 100bp
Credit-spread duration
1.37 yr
approx. move per 100bp
If rates and spreads both rise 100bp

Where the loss would come from. The two shocks are the same size, so this is the balance of the fund's two sensitivities rather than a bet on one moving more.

≈ -3.5%
of value
Interest rates60%
Credit spreads40%

Filers report the impact of a 0.01% move only, so the total is our own scaling of that one number and overstates the loss on most bonds — read it as approximate, never as precise. The two sensitivities overlap rather than add up: they measure the same positions against different shocks, which is why the durations above are shown side by side and never summed.

Credit risk by quality

Share of the fund's spread duration carried by each credit tier.

+1.37
yrs total
Investment grade+1.17 yr
High yield+0.20 yr
Where the risk sits on the curve

Share of duration at each point, shortest first. This filer signs its rate and credit disclosures differently; the direction shown follows its interest-rate filing, and a negative reading is the least-supported figure here.

Interest rate2.09 yr total
1 yr30 yr
1 yr0.05 yr2%
5 yr0.11 yr5%
10 yr1.40 yr65%
30 yr0.60 yr28%

3 mo is NEGATIVE (-0.07 yr) — a deliberate hedge at that point on the curve, so it is not part of the band above.

Credit spread1.37 yr total
3 mo30 yr
3 mo0.01 yr1%
1 yr0.28 yr20%
5 yr0.61 yr44%
10 yr0.37 yr27%
30 yr0.11 yr8%

The two bands measure the same positions against different shocks and do not add — a Treasury carries rate duration and no spread duration, a floating-rate credit the reverse. Rate tenors are also summed across every currency the fund discloses.

Show the numbers
TenorRate yrsIG yrsHY yrsIG $/bpHY $/bp
3 mo-0.07+0.01+0.00$1.9k$1.1k
1 yr+0.05+0.21+0.07$55.7k$18.6k
5 yr+0.11+0.61-0.01$165.8k-$1.4k
10 yr+1.40+0.26+0.10$71.4k$28.2k
30 yr+0.60+0.08+0.03$21.0k$8.4k

Dollar change per 1bp of spread movement, as filed and sign-anchored. A blank cell was not filed; a zero was.

Rate exposure by currency

Duration contribution in years, summing to the fund's 2.09 yr.

USD+2.09 yr
JPY-0.36 yr
CAD-0.29 yr
GBP+0.23 yr
SGD+0.17 yr
PLN-0.11 yr
4 others+0.36 yr

This is where the fund's rate exposure sits, not its currency risk — most international bond funds hedge the currency back to dollars, and the size of those hedges is not in the filing. Tenors are also summed across curves, so a 5-year JPY point and a 5-year USD point are added together.

Holdings

By % of NAV · equity positions carry filed share counts · every resolvable issuer links to its company page

Issuer%NAVValue
T. Rowe Price Government Reserve FundTRPGRIA12.56%$339.09M
TIPS2.13% · due 2029-04-154.20%$113.46M
US TREASURY N/B4.50% · due 2026-07-153.89%$105.09M
MALAYSIA4.50% · due 2030-04-152.83%$76.31M
UNITED KINGDOM4.38% · due 2030-03-071.91%$51.67M
NEW ZEALAND4.25% · due 2036-05-151.88%$50.70M
UNITED KINGDOM4.38% · due 2028-03-071.86%$50.09M
JAPAN 29 INFL INDX0.01% · due 2034-03-101.77%$47.92M
JAPAN 30 INFL INDX0.01% · due 2035-03-101.77%$47.85M
JAPAN1.60% · due 2030-12-201.35%$36.59M
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Top 10 positions are 34.04% of net assets, top 25 46.34%, across 409 issuers.

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