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 12/31/2017
Volatility and Other Measures
as of 12/31/2017
Beta 0.96
0.96
Standard Deviation 2.73
Weighted Avg. Effective Duration
as of 12/31/2017
5.67 years
Weighted Avg. Maturity
as of 01/16/2018
8.02 years
Sector Diversification
as of 12/31/2017
% of Total Net Assets
Mortgage 28.8%
Corporate 28.8%
U.S. Treasury 11.3%
ASSET-BACKED SECURITIES (ABS) 10.8%
High Yield 7.6%
COMMERCIAL MORTGAGE-BACKED SECURITIES (CMBS) 4.1%
Government Related 3.1%
TREASURY INFLATION-PROTECTED SECURITIES 2.6%
Cash Equivalent 1.9%
Non-US$ Denominated 1.0%
Equity & Other 0.0%
10 Largest Holdings
Represents 13.36 % of Total Net Assets
View Holdings as of:
Coupon % Maturity
FNMA 15 YR TBA JAN 3.500 10/14/2020
GNMA ll 30 YR 4.000 01/22/2022
TIPS .125 04/15/2022
TRP Inst Floating Rate - Inst
US TREASURY N/B 1.750 11/15/2020
US TREASURY N/B 3.125 02/15/2043
US TREASURY N/B 1.375 05/31/2021
US TREASURY N/B 3.000 11/15/2044
US TREASURY N/B 2.250 02/15/2027
US TREASURY N/B 3.000 11/15/2045
As of 12/31/2017 the New Income Fund had a total of 1708 holdings.
Bond Maturity Diversification2
  as of 12/31/2017
% of Total Net Assets
0 - 1 YRS 4.9%
1 - 5 YRS 33.4%
5 - 10 YRS 43.3%
10 + YRS 18.3%
2Total may not equal 100% due to rounding.
See Glossary for additional details on all data elements.