T. Rowe Price New Income Fund (PRCIX)
Ticker Symbol:
PRCIX
Fund Status:
Open to new Retail investors  /  Open to subsequent Retail investments
Fund Composition
Asset Allocation
as of 09/30/2017
Volatility and Other Measures
as of 09/30/2017
Beta 0.96
0.96
Standard Deviation 2.76
Weighted Avg. Effective Duration
as of 09/30/2017
5.76 years
Weighted Avg. Maturity
as of 10/17/2017
8.22 years
Sector Diversification
as of 09/30/2017
% of Total Net Assets
Mortgage 31.9%
Corporate 28.4%
U.S. Treasury 12.4%
ASSET-BACKED SECURITIES (ABS) 10.1%
High Yield 7.2%
COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS) 4.0%
Government Related 2.9%
TREASURY INFLATION-PROTECTED SECURITIES 1.5%
Non-US$ Denominated 1.1%
Cash Equivalent 0.5%
Equity & Other 0.0%
10 Largest Holdings
Represents 11.95 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
GNMA ll 30 YR 4.000 11/15/2028
TRP Inst Floating Rate - Inst
TRP Institutional High Yield - Inst
US TREASURY N/B 2.250 02/15/2027
US TREASURY N/B 3.125 02/15/2043
US TREASURY N/B 2.875 11/15/2046
US TREASURY N/B 1.375 05/31/2021
US TREASURY N/B 1.250 10/31/2018
US TREASURY N/B 3.000 11/15/2044
US TREASURY N/B 1.500 08/15/2020
As of 09/30/2017 the New Income Fund had a total of 1758 holdings.
Bond Maturity Diversification2
  as of 09/30/2017
% of Total Net Assets
0 - 1 YRS 5.1%
1 - 5 YRS 31.6%
5 - 10 YRS 43.4%
10 + YRS 19.9%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.