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 05/31/2018
Volatility and Other Measures
as of 05/31/2018
Beta 0.96
0.96
Standard Deviation 2.65
Weighted Avg. Effective Duration
as of 05/31/2018
5.91 years
Weighted Avg. Maturity
as of 06/19/2018
N/A
Sector Diversification
as of 05/31/2018
% of Total Net Assets
Corporate 29.1%
Mortgage 24.3%
ASSET-BACKED SECURITIES (ABS) 11.8%
U.S. Treasury 11.1%
High Yield 7.5%
COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS) 6.9%
Government Related 4.7%
TREASURY INFLATION-PROTECTED SECURITIES 2.0%
Non-US$ Denominated 1.9%
Cash Equivalent 0.9%
Equity & Other -0.1%
10 Largest Holdings
Represents 12.64 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
GNMA II TBA JUN 4.500 04/17/2023
GNMA ll 30 YR 4.000 12/01/2022
TIPS .125 04/15/2022
TRP Inst Floating Rate - Inst
US TREASURY N/B 1.375 05/31/2021
US TREASURY N/B 3.000 11/15/2045
US TREASURY N/B 1.750 11/15/2020
US TREASURY N/B 3.000 11/15/2044
US TREASURY N/B 3.125 02/15/2043
US TREASURY N/B 3.000 05/15/2045
As of 05/31/2018 the New Income Fund had a total of 1674 holdings.
Bond Maturity Diversification2
  as of 05/31/2018
% of Total Net Assets
0 - 1 YRS 3.6%
1 - 5 YRS 37.1%
5 - 10 YRS 44.8%
10 + YRS 14.5%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.