0000080249-23-000019.txt : 20230428 0000080249-23-000019.hdr.sgml : 20230428 20230428104228 ACCESSION NUMBER: 0000080249-23-000019 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230228 FILED AS OF DATE: 20230428 DATE AS OF CHANGE: 20230428 PERIOD START: 20230531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price New Income Fund, Inc. CENTRAL INDEX KEY: 0000080249 IRS NUMBER: 520980581 STATE OF INCORPORATION: MD FISCAL YEAR END: 0531 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-02396 FILM NUMBER: 23861466 BUSINESS ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 BUSINESS PHONE: 410-345-2000 MAIL ADDRESS: STREET 1: 100 EAST PRATT STREET CITY: BALTIMORE STATE: MD ZIP: 21202 FORMER COMPANY: FORMER CONFORMED NAME: PRICE T ROWE NEW INCOME FUND INC DATE OF NAME CHANGE: 19940727 0000080249 S000002136 T. Rowe Price New Income Fund, Inc. C000005529 T. Rowe Price New Income Fund, Inc. PRCIX C000005530 T. Rowe Price New Income Fund-Advisor Class PANIX C000005531 T. Rowe Price New Income Fund-R Class RRNIX C000159679 T. Rowe Price New Income Fund-I Class PRXEX C000219349 T. Rowe Price New Income Fund-Z Class TRVZX NPORT-P 1 primary_doc.xml NPORT-P false 0000080249 XXXXXXXX S000002136 C000219349 C000159679 C000005529 C000005531 C000005530 T. ROWE PRICE NEW INCOME FUND, INC. 811-02396 0000080249 549300KL6GYU8HTJ4G78 100 East Pratt Street Baltimore 21202 410-345-2000 T. Rowe Price New Income Fund, Inc. 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N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138LY2J5 995661.400000 PA USD 958195.620000 0.0062612060 Long ABS-MBS USGSE US N 2 2027-06-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138MBKY1 2396000.640000 PA USD 2230947.100000 0.0145778368 Long ABS-MBS USGSE US N 2 2042-09-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138MFSZ1 1034543.240000 PA USD 936280.040000 0.0061180015 Long ABS-MBS USGSE US N 2 2042-11-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138MQX99 6130552.630000 PA USD 5707305.160000 0.0372936513 Long ABS-MBS USGSE US N 2 2043-01-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138W9NY2 3826282.530000 PA USD 3462679.590000 0.0226264343 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WAXP7 220219.730000 PA USD 216652.660000 0.0014156889 Long ABS-MBS USGSE US N 2 2044-01-01 Fixed 4.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WBQ57 3537182.810000 PA USD 3479843.700000 0.0227385910 Long ABS-MBS USGSE US N 2 2044-04-01 Fixed 4.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WD5K3 898766.920000 PA USD 858872.120000 0.0056121894 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WEMN6 2615282.680000 PA USD 2432371.060000 0.0158940158 Long ABS-MBS USGSE US N 2 2030-05-01 Fixed 2.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WFK39 5199760.120000 PA USD 4843253.750000 0.0316476185 Long ABS-MBS USGSE US N 2 2045-09-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WGA61 3674567.510000 PA USD 3437013.590000 0.0224587231 Long ABS-MBS USGSE US N 2 2045-12-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WH6D9 15757940.750000 PA USD 14171623.680000 0.0926026517 Long ABS-MBS USGSE US N 2 2046-10-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WJMU9 17249548.800000 PA USD 15506881.910000 0.1013277248 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WJMV7 16671000.820000 PA USD 14974710.320000 0.0978503180 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WJNB0 5302452.330000 PA USD 4772474.820000 0.0311851227 Long ABS-MBS USGSE US N 2 2046-12-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WJNN4 4198339.850000 PA USD 3897027.730000 0.0254646263 Long ABS-MBS USGSE US N 2 2047-01-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WJQC5 12661842.820000 PA USD 11554974.530000 0.0755044945 Long ABS-MBS USGSE US N 2 2036-12-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WKA96 43825.830000 PA USD 39273.550000 0.0002566280 Long ABS-MBS USGSE US N 2 2033-06-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WKBA2 3552367.070000 PA USD 3198439.840000 0.0208997936 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WKHN8 469710.790000 PA USD 427640.750000 0.0027943635 Long ABS-MBS USGSE US N 2 2044-02-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WMW49 1625174.950000 PA USD 1523616.990000 0.0099558792 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WPEG5 999612.070000 PA USD 937083.430000 0.0061232511 Long ABS-MBS USGSE US N 2 2043-04-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138WZWA6 1603113.360000 PA USD 1501664.710000 0.0098124349 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.5 N N N N N N Fannie Mae Pool B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138X0Y36 806327.500000 PA USD 729712.080000 0.0047682097 Long ABS-MBS USGSE US N 2 2043-07-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138X3XX5 8171467.660000 PA USD 7836334.120000 0.0512055171 Long ABS-MBS USGSE US N 2 2043-09-01 Fixed 4.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138X53G0 1521464.120000 PA USD 1422914.870000 0.0092978542 Long ABS-MBS USGSE US N 2 2043-08-01 Fixed 3.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138Y3YF2 2254112.130000 PA USD 2128468.820000 0.0139082057 Long ABS-MBS USGSE US N 2 2029-10-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 3138YTK86 1521163.060000 PA USD 1436105.020000 0.0093840435 Long ABS-MBS USGSE US N 2 2030-10-01 Fixed 3.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31390MFQ2 57175.320000 PA USD 58633.970000 0.0003831361 Long ABS-MBS USGSE US N 2 2032-07-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31391LAN5 179614.160000 PA USD 185310.730000 0.0012108891 Long ABS-MBS USGSE US N 2 2032-11-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402C3Q3 384081.800000 PA USD 396024.940000 0.0025877740 Long ABS-MBS USGSE US N 2 2034-01-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402C4G4 227906.490000 PA USD 233696.290000 0.0015270583 Long ABS-MBS USGSE US N 2 2034-05-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402CTT9 1857901.890000 PA USD 1904398.520000 0.0124440471 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402DCV0 137835.460000 PA USD 138884.070000 0.0009075201 Long ABS-MBS USGSE US N 2 2034-07-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402DGM6 219050.140000 PA USD 225985.050000 0.0014766702 Long ABS-MBS USGSE US N 2 2034-08-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402DJS0 18275.540000 PA USD 18678.370000 0.0001220514 Long ABS-MBS USGSE US N 2 2034-09-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402DP79 1156893.970000 PA USD 1182394.200000 0.0077262028 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402Q6T3 743119.660000 PA USD 748776.620000 0.0048927845 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402Q6Z9 411657.390000 PA USD 421151.580000 0.0027519608 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402QYY1 184789.110000 PA USD 188674.490000 0.0012328692 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RAC3 60958.650000 PA USD 61422.770000 0.0004013592 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RDF3 153430.760000 PA USD 158314.210000 0.0010344838 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFT1 374130.000000 PA USD 376978.810000 0.0024633195 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFU8 402694.630000 PA USD 405759.100000 0.0026513806 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFV6 1012165.660000 PA USD 1019866.810000 0.0066641885 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFW4 298014.390000 PA USD 300282.230000 0.0019621556 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RJL4 227336.930000 PA USD 229066.180000 0.0014968035 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RJN0 188907.120000 PA USD 190343.900000 0.0012437777 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RSN0 678694.210000 PA USD 683865.400000 0.0044686305 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RUW7 792100.010000 PA USD 808760.550000 0.0052847418 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403C5F4 46996.860000 PA USD 47894.440000 0.0003129601 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403C6L0 201338.860000 PA USD 202874.170000 0.0013256552 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403C6U0 973007.230000 PA USD 994976.240000 0.0065015442 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DBD0 621344.730000 PA USD 626077.990000 0.0040910261 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DBY4 332566.710000 PA USD 335101.840000 0.0021896799 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DD97 1181084.940000 PA USD 1205931.770000 0.0078800060 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DDJ5 57267.010000 PA USD 57989.390000 0.0003789242 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DDX4 145986.160000 PA USD 149462.360000 0.0009766426 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DE70 2937.530000 PA USD 3041.980000 0.0000198774 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DGY9 454735.040000 PA USD 458199.600000 0.0029940463 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DGZ6 21607.510000 PA USD 22128.710000 0.0001445972 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DH77 235033.620000 PA USD 249364.030000 0.0016294372 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DMM8 42349.230000 PA USD 44310.530000 0.0002895415 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DP52 11992.730000 PA USD 12418.030000 0.0000811440 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DPM5 30458.890000 PA USD 31537.970000 0.0002060808 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DPZ6 249631.850000 PA USD 251534.340000 0.0016436188 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DQ69 235540.860000 PA USD 238430.740000 0.0015579950 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 3.713 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DQN2 136546.500000 PA USD 135786.820000 0.0008872815 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 4.131 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DSH3 5414.980000 PA USD 5586.000000 0.0000365010 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DUL1 365211.430000 PA USD 374020.930000 0.0024439916 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DWG0 3084.680000 PA USD 3203.010000 0.0000209297 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DWK1 5091.290000 PA USD 5274.420000 0.0000344650 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DWU9 505623.860000 PA USD 519380.210000 0.0033938232 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31404KHA3 23936.050000 PA USD 24024.690000 0.0001569862 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31405N2B0 336432.590000 PA USD 338513.350000 0.0022119719 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31405ULZ0 19221.890000 PA USD 19720.550000 0.0001288614 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31406CLH9 293806.280000 PA USD 295675.730000 0.0019320550 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31406KJW1 1421.220000 PA USD 1440.390000 0.0000094120 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408DVP6 67195.700000 PA USD 65717.520000 0.0004294227 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 3.59 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408F7A1 98659.640000 PA USD 100623.830000 0.0006575135 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408F7B9 52085.040000 PA USD 53086.590000 0.0003468875 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408GXB8 11979.410000 PA USD 12297.200000 0.0000803545 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408JR78 162446.220000 PA USD 168111.400000 0.0010985023 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31409ADV8 40273.390000 PA USD 41619.660000 0.0002719583 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31409AF53 8645.080000 PA USD 8940.890000 0.0000584231 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31409BDN4 2111.210000 PA USD 2188.540000 0.0000143007 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.0 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31409HDV3 15312.180000 PA USD 16150.930000 0.0001055362 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31409TS58 7424.040000 PA USD 7611.180000 0.0000497343 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5 N N N N N N 2023-02-28 T. ROWE PRICE NEW INCOME FUND, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President XXXX NPORT-EX 2 7003TRP022823.htm T. ROWE PRICE NEW INCOME FUND, INC.
T.
ROWE
PRICE
New
Income
Fund
February
28,
2023
(Unaudited)
1
Portfolio
of
Investments
‡
Par/Shares
$
Value
(Amounts
in
000s)
‡
ASSET-BACKED
SECURITIES
7.0%
Car
Loan
2.0%
AmeriCredit
Automobile
Receivables
Trust
Series
2021-1,
Class
C
0.89%,
10/19/26 
10,299‌
9,512‌
AmeriCredit
Automobile
Receivables
Trust
Series
2021-1,
Class
D
1.21%,
12/18/26 
10,301‌
9,288‌
AmeriCredit
Automobile
Receivables
Trust
Series
2022-1,
Class
D
3.23%,
2/18/28 
36,840‌
33,409‌
CarMax
Auto
Owner
Trust
Series
2022-1,
Class
C
2.20%,
11/15/27 
11,750‌
10,680‌
CarMax
Auto
Owner
Trust
Series
2023-1,
Class
A4
4.65%,
1/16/29 
5,320‌
5,214‌
CarMax
Auto
Owner
Trust
Series
2023-1,
Class
B
4.98%,
1/16/29 
3,885‌
3,808‌
Carvana
Auto
Receivables
Trust
Series
2022-N1,
Class
C
3.32%,
12/11/28 (1)
5,665‌
5,450‌
Carvana
Auto
Receivables
Trust
Series
2022-P1,
Class
C
3.30%,
4/10/28 
13,955‌
12,273‌
Exeter
Automobile
Receivables
Trust
Series
2021-2A,
Class
D
1.40%,
4/15/27 
8,374‌
7,732‌
Exeter
Automobile
Receivables
Trust
Series
2021-3A,
Class
D
1.55%,
6/15/27 
7,215‌
6,577‌
Exeter
Automobile
Receivables
Trust
Series
2022-1A,
Class
D
3.02%,
6/15/28 
35,405‌
32,317‌
Exeter
Automobile
Receivables
Trust
Series
2022-2A,
Class
C
3.85%,
7/17/28 
17,900‌
17,232‌
Exeter
Automobile
Receivables
Trust
Series
2022-3A,
Class
C
5.30%,
9/15/27 
19,445‌
19,172‌
Exeter
Automobile
Receivables
Trust
Series
2023-1A,
Class
D
6.69%,
6/15/29 
3,250‌
3,250‌
Ford
Credit
Auto
Lease
Trust
Series
2023-A,
Class
B
5.29%,
6/15/26 
8,860‌
8,755‌
T.
ROWE
PRICE
New
Income
Fund
2
Par/Shares
$
Value
(Amounts
in
000s)
Ford
Credit
Auto
Owner
Trust
Series
2023-1,
Class
A
4.85%,
8/15/35 (1)
33,720‌
33,353‌
GM
Financial
Automobile
Leasing
Trust
Series
2021-1,
Class
D
1.01%,
7/21/25 
6,650‌
6,492‌
GM
Financial
Automobile
Leasing
Trust
Series
2023-1,
Class
B
5.51%,
1/20/27 
2,780‌
2,764‌
GM
Financial
Automobile
Leasing
Trust
Series
2023-1,
Class
C
5.76%,
1/20/27 
6,550‌
6,511‌
Santander
Bank
Series
2021-1A,
Class
B
1.833%,
12/15/31 (1)
3,830‌
3,698‌
Santander
Drive
Auto
Receivables
Trust
Series
2021-3,
Class
D
1.33%,
9/15/27 
29,300‌
27,438‌
Santander
Drive
Auto
Receivables
Trust
Series
2022-2,
Class
C
3.76%,
7/16/29 
17,240‌
16,463‌
Santander
Drive
Auto
Receivables
Trust
Series
2023-1,
Class
B
4.98%,
2/15/28 
13,340‌
13,144‌
Santander
Retail
Auto
Lease
Trust
Series
2021-A,
Class
D
1.38%,
3/22/27 (1)
23,480‌
22,080‌
316,612‌
Other
Asset-Backed
Securities
4.2%
522
Funding
Series
2019-5A,
Class
AR,
CLO,
FRN
3M
TSFR
+
1.33%,
5.988%,
4/15/35 (1)
28,800‌
28,239‌
522
Funding
Series
2019-5A,
Class
BR,
CLO,
FRN
3M
TSFR
+
1.85%,
6.508%,
4/15/35 (1)
16,085‌
15,522‌
AGL
Series
2021-14A,
Class
A,
CLO,
FRN
3M
USD
LIBOR
+
1.15%,
5.965%,
12/2/34 (1)
35,905‌
35,349‌
AGL
Series
2022-17A,
Class
A,
CLO,
FRN
3M
TSFR
+
1.33%,
5.983%,
1/21/35 (1)
22,400‌
22,175‌
Applebee's
Funding
Series
2019-1A,
Class
A2I
4.194%,
6/5/49 (1)
28,477‌
27,640‌
Benefit
Street
Partners
XX
Series
2020-20A,
Class
AR,
CLO,
FRN
3M
USD
LIBOR
+
1.17%,
5.962%,
7/15/34 (1)
15,245‌
14,955‌
T.
ROWE
PRICE
New
Income
Fund
3
Par/Shares
$
Value
(Amounts
in
000s)
Carlyle
U.S.
Series
2019-4A,
Class
A11R,
CLO,
FRN
3M
TSFR
+
1.32%,
5.978%,
4/15/35 (1)
29,195‌
28,717‌
CBAM
Series
2019-9A,
Class
A,
CLO,
FRN
3M
USD
LIBOR
+
1.28%,
6.072%,
2/12/30 (1)
4,324‌
4,293‌
Cedar
Funding
XIV
Series
2021-14A,
Class
A,
CLO,
FRN
3M
USD
LIBOR
+
1.10%,
5.892%,
7/15/33 (1)
9,385‌
9,277‌
CIFC
Funding
Series
2019-5A,
Class
A2RS,
CLO,
FRN
3M
USD
LIBOR
+
1.75%,
6.542%,
1/15/35 (1)
11,000‌
10,723‌
CIFC
Funding
Series
2020-3A,
Class
A1R,
CLO,
FRN
3M
USD
LIBOR
+
1.13%,
5.938%,
10/20/34 (1)
20,305‌
19,935‌
CIFC
Funding
Series
2021-3A,
Class
A,
CLO,
FRN
3M
USD
LIBOR
+
1.14%,
5.932%,
7/15/36 (1)
30,055‌
29,605‌
Driven
Brands
Funding
Series
2019-1A,
Class
A2
4.641%,
4/20/49 (1)
15,413‌
14,365‌
Driven
Brands
Funding
Series
2021-1A,
Class
A2
2.791%,
10/20/51 (1)
14,200‌
11,578‌
Dryden
Series
2020-86A,
Class
A1R,
CLO,
FRN
3M
USD
LIBOR
+
1.10%,
5.892%,
7/17/34 (1)
21,235‌
20,846‌
Hardee's
Funding
Series
2018-1A,
Class
A2II
4.959%,
6/20/48 (1)
27,657‌
26,073‌
Hpefs
Equipment
Trust
Series
2022-2A,
Class
C
4.43%,
9/20/29 (1)
4,445‌
4,290‌
HPEFS
Equipment
Trust
Series
2022-1A,
Class
C
1.96%,
5/21/29 (1)
5,736‌
5,354‌
HPEFS
Equipment
Trust
Series
2022-1A,
Class
D
2.40%,
11/20/29 (1)
12,510‌
11,421‌
HPS
Loan
Management
Series
11A-17,
Class
BR,
CLO,
FRN
3M
USD
LIBOR
+
1.55%,
6.356%,
5/6/30 (1)
12,070‌
11,793‌
HPS
Loan
Management
Series
2021-16A,
Class
A1,
CLO,
FRN
3M
USD
LIBOR
+
1.14%,
5.955%,
1/23/35 (1)
11,822‌
11,599‌
Invesco
Series
2021-2A,
Class
A,
CLO,
FRN
3M
USD
LIBOR
+
1.12%,
5.912%,
7/15/34 
33,910‌
33,247‌
T.
ROWE
PRICE
New
Income
Fund
4
Par/Shares
$
Value
(Amounts
in
000s)
Jack
in
the
Box
Funding
Series
2022-1A,
Class
A2I
3.445%,
2/26/52 (1)
34,831‌
30,773‌
KKR
Series
36A,
Class
A,
CLO,
FRN
3M
USD
LIBOR
+
1.18%,
5.972%,
10/15/34 (1)
3,315‌
3,247‌
Neuberger
Berman
Loan
Advisers
Series
2019-32A,
Class
AR,
CLO,
FRN
3M
USD
LIBOR
+
0.99%,
5.788%,
1/20/32 (1)
49,995‌
49,418‌
Neuberger
Berman
Loan
Advisers
Series
2021-43A,
Class
A,
CLO,
FRN
3M
USD
LIBOR
+
1.13%,
5.922%,
7/17/35 (1)
15,105‌
14,882‌
Octane
Receivables
Trust
Series
2023-1A,
Class
A
5.87%,
5/21/29 (1)
6,350‌
6,350‌
OZLM
VII
Series
2014-7RA,
Class
A1R,
CLO,
FRN
3M
USD
LIBOR
+
1.01%,
5.802%,
7/17/29 (1)
25,800‌
25,573‌
Palmer
Square
Series
2022-1A,
Class
A,
CLO,
FRN
3M
TSFR
+
1.32%,
5.959%,
4/20/35 (1)
40,630‌
40,086‌
Planet
Fitness
Master
Issuer
Series
2018-1A,
Class
A2II
4.666%,
9/5/48 (1)
24,699‌
23,276‌
Planet
Fitness
Master
Issuer
Series
2022-1A,
Class
A2I
3.251%,
12/5/51 (1)
21,810‌
19,294‌
Symphony
XXVI
Series
2021-26A,
Class
AR,
CLO,
FRN
3M
USD
LIBOR
+
1.08%,
5.888%,
4/20/33 (1)
14,640‌
14,376‌
Symphony
XXXI
Series
2022-31A,
Class
B,
CLO,
FRN
3M
TSFR
+
1.85%,
6.503%,
4/22/35 (1)
14,150‌
13,726‌
Verizon
Master
Trust
Series
2023-1,
Class
C,
STEP
4.98%,
1/22/29 
9,270‌
9,091‌
647,088‌
Student
Loan
0.8%
Navient
Private
Education
Loan
Trust
Series
2017-A,
Class
B
3.91%,
12/16/58 (1)
8,525‌
8,026‌
Navient
Private
Education
Refi
Loan
Trust
Series
2019-FA,
Class
A2
2.60%,
8/15/68 (1)
9,352‌
8,601‌
Navient
Private
Education
Refi
Loan
Trust
Series
2019-GA,
Class
A
2.40%,
10/15/68 (1)
8,628‌
7,864‌
T.
ROWE
PRICE
New
Income
Fund
5
Par/Shares
$
Value
(Amounts
in
000s)
Navient
Private
Education
Refi
Loan
Trust
Series
2020-BA,
Class
A2
2.12%,
1/15/69 (1)
12,364‌
11,170‌
Navient
Private
Education
Refi
Loan
Trust
Series
2020-CA,
Class
B
2.83%,
11/15/68 (1)
20,755‌
16,576‌
Navient
Private
Education
Refi
Loan
Trust
Series
2020-HA,
Class
A
1.31%,
1/15/69 (1)
5,948‌
5,401‌
Navient
Private
Education
Refi
Loan
Trust
Series
2022-A,
Class
A
2.23%,
7/15/70 (1)
32,805‌
28,783‌
SMB
Private
Education
Loan
Trust
Series
2016-A,
Class
A2A
2.70%,
5/15/31 (1)
1,931‌
1,865‌
SMB
Private
Education
Loan
Trust
Series
2016-B,
Class
A2A
2.43%,
2/17/32 (1)
1,816‌
1,740‌
SMB
Private
Education
Loan
Trust
Series
2018-B,
Class
A2A
3.60%,
1/15/37 (1)
6,472‌
6,158‌
SMB
Private
Education
Loan
Trust
Series
2018-C,
Class
A2A
3.63%,
11/15/35 (1)
7,287‌
6,956‌
SMB
Private
Education
Loan
Trust
Series
2021-A,
Class
APT1
1.07%,
1/15/53 (1)
17,043‌
14,658‌
117,798‌
Total
Asset-Backed
Securities
(Cost
$1,137,425)
1,081,498‌
BANK
LOANS
0.9%
(2)
FINANCIAL
INSTITUTIONS
0.2%
Insurance
0.2%
Asurion,
FRN
1M
TSFR
+
4.25%,
8.912%,
8/19/28 
8,522‌
8,015‌
Asurion,
FRN
1M
USD
LIBOR
+
3.25%,
7.885%,
12/23/26 
3,510‌
3,336‌
Asurion,
FRN
1M
USD
LIBOR
+
5.25%,
9.885%,
1/31/28 
7,435‌
6,327‌
Asurion,
FRN
1M
USD
LIBOR
+
5.25%,
9.885%,
1/20/29 (3)
3,580‌
3,047‌
HUB
International,
FRN
1M
TSFR
+
4.00%,
8.728%,
11/10/29 
705‌
704‌
T.
ROWE
PRICE
New
Income
Fund
6
Par/Shares
$
Value
(Amounts
in
000s)
HUB
International,
FRN
1M
USD
LIBOR
+
3.25%,
7.949%,
4/25/25 
17,797‌
17,760‌
Total
Financial
Institutions
39,189‌
INDUSTRIAL
0.7%
Aerospace/Defense
0.0%
TransDigm,
FRN
1M
TSFR
+
3.25%,
7.83%,
2/22/27 
90‌
90‌
90‌
Airlines
0.0%
Mileage
Plus
Holdings,
FRN
3M
USD
LIBOR
+
5.25%,
9.996%,
6/21/27 
2,532‌
2,634‌
2,634‌
Capital
Goods
0.1%
Charter
Next
Generation,
FRN
3M
USD
LIBOR
+
3.75%,
8.482%,
12/1/27 (3)
7,111‌
6,988‌
6,988‌
Communications
0.1%
Lamar
Media,
FRN
3M
USD
LIBOR
+
1.50%,
6.092%,
2/6/27 
14,435‌
14,212‌
14,212‌
Consumer
Cyclical
0.1%
Delta
2,
FRN
1M
TSFR
+
3.25%,
7.868%,
1/15/30 
8,755‌
8,770‌
UFC
Holdings,
FRN
3M
USD
LIBOR
+
2.75%,
7.57%,
4/29/26 
11,242‌
11,195‌
19,965‌
Healthcare
0.0%
PetVet
Care
Centers,
FRN
1M
TSFR
+
5.00%,
9.618%,
2/14/25 
4,117‌
3,963‌
3,963‌
Technology
0.4%
Applied
Systems,
FRN
1M
TSFR
+
4.50%,
9.08%,
9/18/26 
19,700‌
19,744‌
Ascend
Learning,
FRN
1M
USD
LIBOR
+
3.50%,
8.118%,
12/11/28 
6,100‌
5,718‌
AthenaHealth
Group,
FRN
1M
TSFR
+
3.50%,
8.061%,
2/15/29 (4)
5,674‌
5,235‌
Gen
Digital,
FRN
1M
TSFR
+
1.75%,
9/10/27 (3)
4,780‌
4,684‌
UKG,
FRN
3M
USD
LIBOR
+
3.25%,
8.032%,
5/4/26 
15,946‌
15,612‌
T.
ROWE
PRICE
New
Income
Fund
7
Par/Shares
$
Value
(Amounts
in
000s)
UKG,
FRN
3M
USD
LIBOR
+
5.25%,
10.032%,
5/3/27 
3,930‌
3,815‌
54,808‌
Total
Industrial
102,660‌
Total
Bank
Loans
(Cost
$144,148)
141,849‌
BOND
MUTUAL
FUNDS
0.3%
Trusts
&
Mutual
Funds
0.3%
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Z
Class,
8.82% (5)(6)
4,404‌
41,043‌
Total
Bond
Mutual
Funds
(Cost
$36,972)
41,043‌
CORPORATE
BONDS
27.9%
FINANCIAL
INSTITUTIONS
13.9%
Banking
10.3%
AIB
Group,
VR,
4.263%,
4/10/25 (1)(7)
11,685‌
11,396‌
Ally
Financial,
4.75%,
6/9/27 
23,765‌
22,637‌
Banco
Bilbao
Vizcaya
Argentaria,
VR,
5.862%,
9/14/26 (7)
16,200‌
16,068‌
Banco
Santander,
VR,
1.722%,
9/14/27 (7)
15,800‌
13,615‌
Bank
Leumi
Le-Israel,
VR,
3.275%,
1/29/31 (1)(7)
23,000‌
20,400‌
Bank
of
America,
4.45%,
3/3/26 
11,908‌
11,581‌
Bank
of
America,
VR,
1.734%,
7/22/27 (7)
20,116‌
17,724‌
Bank
of
America,
VR,
1.898%,
7/23/31 (7)
79,791‌
62,250‌
Bank
of
America,
VR,
2.299%,
7/21/32 (7)
12,708‌
9,947‌
Bank
of
America,
VR,
2.496%,
2/13/31 (7)
22,900‌
18,870‌
Bank
of
America,
VR,
2.592%,
4/29/31 (7)
38,880‌
31,987‌
Bank
of
America,
VR,
3.419%,
12/20/28 (7)
22,458‌
20,447‌
Bank
of
America,
VR,
3.559%,
4/23/27 (7)
11,450‌
10,741‌
Bank
of
America,
VR,
4.271%,
7/23/29 (7)
42,340‌
39,801‌
Bank
of
Ireland
Group,
VR,
6.253%,
9/16/26 (1)(7)
13,825‌
13,851‌
Bank
of
Nova
Scotia,
4.85%,
2/1/30 
21,020‌
20,370‌
Barclays,
VR,
2.279%,
11/24/27 (7)
30,800‌
27,065‌
Barclays,
VR,
2.852%,
5/7/26 (7)
24,674‌
23,115‌
Barclays,
VR,
3.932%,
5/7/25 (7)
19,911‌
19,343‌
BNP
Paribas,
VR,
1.323%,
1/13/27 (1)(7)
10,950‌
9,686‌
BNP
Paribas,
VR,
2.591%,
1/20/28 (1)(7)
37,030‌
32,878‌
CaixaBank,
VR,
6.208%,
1/18/29 (1)(7)
18,645‌
18,580‌
Capital
One
Financial,
3.65%,
5/11/27 
11,559‌
10,760‌
Capital
One
Financial,
3.75%,
3/9/27 
19,858‌
18,629‌
Capital
One
Financial,
VR,
3.273%,
3/1/30 (7)
9,245‌
7,975‌
Capital
One
Financial,
VR,
5.247%,
7/26/30 (7)
3,235‌
3,107‌
Capital
One
Financial,
VR,
5.817%,
2/1/34 (7)
16,350‌
15,892‌
T.
ROWE
PRICE
New
Income
Fund
8
Par/Shares
$
Value
(Amounts
in
000s)
Citigroup,
VR,
2.561%,
5/1/32 (7)
10,298‌
8,275‌
Citigroup,
VR,
3.106%,
4/8/26 (7)
23,226‌
22,059‌
Citigroup,
VR,
5.61%,
9/29/26 (7)
24,250‌
24,252‌
Citigroup,
Series
VAR,
VR,
3.07%,
2/24/28 (7)
20,140‌
18,286‌
Danske
Bank,
5.375%,
1/12/24 (1)
20,461‌
20,400‌
Danske
Bank,
VR,
3.244%,
12/20/25 (1)(7)
21,957‌
20,878‌
Danske
Bank,
VR,
3.773%,
3/28/25 (1)(7)
12,760‌
12,488‌
Discover
Financial
Services,
4.10%,
2/9/27 
42,879‌
40,532‌
Fifth
Third
Bancorp,
VR,
4.772%,
7/28/30 (7)
3,235‌
3,103‌
Goldman
Sachs
Group,
3.50%,
11/16/26 
6,050‌
5,678‌
Goldman
Sachs
Group,
VR,
1.542%,
9/10/27 (7)
31,264‌
27,121‌
Goldman
Sachs
Group,
VR,
2.383%,
7/21/32 (7)
17,287‌
13,563‌
Goldman
Sachs
Group,
VR,
3.615%,
3/15/28 (7)
19,610‌
18,228‌
Goldman
Sachs
Group,
VR,
4.482%,
8/23/28 (7)
28,555‌
27,365‌
HSBC
Holdings,
VR,
1.645%,
4/18/26 (7)
10,575‌
9,695‌
HSBC
Holdings,
VR,
2.099%,
6/4/26 (7)
20,767‌
19,101‌
HSBC
Holdings,
VR,
2.999%,
3/10/26 (7)
20,080‌
18,973‌
HSBC
Holdings,
VR,
4.292%,
9/12/26 (7)
2,175‌
2,091‌
HSBC
Holdings,
VR,
4.755%,
6/9/28 (7)
36,120‌
34,570‌
HSBC
Holdings,
VR,
5.21%,
8/11/28 (7)
16,945‌
16,568‌
ING
Groep,
VR,
1.726%,
4/1/27 (7)
9,137‌
8,121‌
JPMorgan
Chase,
VR,
1.578%,
4/22/27 (7)
35,303‌
31,175‌
JPMorgan
Chase,
VR,
1.764%,
11/19/31 (7)
41,300‌
31,767‌
JPMorgan
Chase,
VR,
2.182%,
6/1/28 (7)
32,197‌
28,126‌
JPMorgan
Chase,
VR,
2.522%,
4/22/31 (7)
4,275‌
3,539‌
JPMorgan
Chase,
VR,
2.545%,
11/8/32 (7)
31,065‌
24,847‌
JPMorgan
Chase,
VR,
2.739%,
10/15/30 (7)
19,897‌
16,737‌
JPMorgan
Chase,
VR,
2.947%,
2/24/28 (7)
20,020‌
18,179‌
JPMorgan
Chase,
VR,
2.956%,
5/13/31 (7)
33,858‌
28,431‌
JPMorgan
Chase,
VR,
4.851%,
7/25/28 (7)
15,517‌
15,120‌
KBC
Group,
VR,
5.796%,
1/19/29 (1)(7)
23,420‌
23,098‌
Kookmin
Bank,
2.50%,
11/4/30 (1)
2,465‌
2,001‌
Kookmin
Bank,
2.50%,
11/4/30 
1,410‌
1,145‌
Mitsubishi
UFJ
Financial
Group,
VR,
5.354%,
9/13/28 (7)(8)
16,495‌
16,306‌
Morgan
Stanley,
VR,
1.512%,
7/20/27 (7)
25,000‌
21,836‌
Morgan
Stanley,
VR,
1.593%,
5/4/27 (7)
13,695‌
12,082‌
Morgan
Stanley,
VR,
3.217%,
4/22/42 (7)
5,725‌
4,273‌
Morgan
Stanley,
VR,
3.591%,
7/22/28 (7)
9,990‌
9,237‌
Morgan
Stanley,
VR,
3.772%,
1/24/29 (7)
15,118‌
13,944‌
Morgan
Stanley,
VR,
5.123%,
2/1/29 (7)
24,810‌
24,404‌
Nationwide
Building
Society,
VR,
2.972%,
2/16/28 (1)(7)
8,705‌
7,799‌
NatWest
Group,
VR,
7.472%,
11/10/26 (7)
8,785‌
9,127‌
Nordea
Bank,
5.375%,
9/22/27 (1)
12,665‌
12,635‌
PNC
Financial
Services
Group,
2.55%,
1/22/30 
3,650‌
3,101‌
Santander
Holdings
USA,
VR,
2.49%,
1/6/28 (7)
12,500‌
10,859‌
Santander
UK
Group
Holdings,
VR,
1.532%,
8/21/26 (7)
48,133‌
42,948‌
T.
ROWE
PRICE
New
Income
Fund
9
Par/Shares
$
Value
(Amounts
in
000s)
Shinhan
Bank,
3.875%,
3/24/26 
5,830‌
5,470‌
Standard
Chartered,
VR,
1.456%,
1/14/27 (1)(7)
10,354‌
9,164‌
Standard
Chartered,
VR,
2.608%,
1/12/28 (1)(7)
17,245‌
15,345‌
Standard
Chartered,
VR,
2.819%,
1/30/26 (1)(7)
16,707‌
15,743‌
Standard
Chartered,
VR,
3.971%,
3/30/26 (1)(7)
10,485‌
10,098‌
Standard
Chartered,
VR,
4.644%,
4/1/31 (1)(7)
10,801‌
10,160‌
Truist
Financial,
VR,
4.123%,
6/6/28 (7)
19,620‌
18,719‌
UBS
Group,
VR,
1.364%,
1/30/27 (1)(7)
14,633‌
12,895‌
UBS
Group,
VR,
2.746%,
2/11/33 (1)(7)
7,079‌
5,552‌
UBS
Group,
VR,
4.751%,
5/12/28 (1)(7)
4,085‌
3,923‌
UBS
Group,
VR,
5.711%,
1/12/27 (1)(7)
16,145‌
16,114‌
Wells
Fargo,
4.30%,
7/22/27 
11,645‌
11,240‌
Wells
Fargo,
VR,
2.393%,
6/2/28 (7)
31,245‌
27,563‌
Wells
Fargo,
VR,
2.572%,
2/11/31 (7)
52,585‌
43,778‌
Wells
Fargo,
VR,
2.879%,
10/30/30 (7)
53,562‌
45,634‌
Wells
Fargo,
VR,
4.478%,
4/4/31 (7)
15,936‌
14,984‌
1,579,160‌
Brokerage
Asset
Managers
Exchanges
0.5%
Intercontinental
Exchange,
4.35%,
6/15/29 
17,650‌
17,090‌
LSEGA
Financing,
2.00%,
4/6/28 (1)
41,724‌
35,907‌
LSEGA
Financing,
2.50%,
4/6/31 (1)
14,998‌
12,432‌
LSEGA
Financing,
3.20%,
4/6/41 (1)
6,705‌
5,068‌
70,497‌
Finance
Companies
0.5%
AerCap
Ireland
Capital,
2.45%,
10/29/26 
18,080‌
15,875‌
AerCap
Ireland
Capital,
3.50%,
1/15/25 
3,935‌
3,749‌
AerCap
Ireland
Capital,
4.875%,
1/16/24 
29,186‌
28,948‌
AerCap
Ireland
Capital,
6.50%,
7/15/25 
4,365‌
4,376‌
OneMain
Finance,
7.125%,
3/15/26 
3,450‌
3,364‌
SMBC
Aviation
Capital
Finance,
3.55%,
4/15/24 (1)
14,765‌
14,305‌
70,617‌
Financial
Other
0.0%
Howard
Hughes,
5.375%,
8/1/28 (1)
8,295‌
7,517‌
7,517‌
Insurance
1.6%
AIA
Group,
3.90%,
4/6/28 (1)
40,868‌
38,718‌
Alliant
Holdings
Intermediate,
6.75%,
4/15/28 (1)
11,570‌
11,295‌
Aon,
2.80%,
5/15/30 
3,635‌
3,095‌
Berkshire
Hathaway
Finance,
2.50%,
1/15/51 
21,995‌
13,729‌
Berkshire
Hathaway
Finance,
2.85%,
10/15/50 
7,005‌
4,776‌
Berkshire
Hathaway
Finance,
3.85%,
3/15/52 
6,960‌
5,608‌
Centene,
2.50%,
3/1/31 
8,930‌
7,001‌
Centene,
3.00%,
10/15/30 
8,035‌
6,528‌
Centene,
3.375%,
2/15/30 
9,155‌
7,725‌
Centene,
4.625%,
12/15/29 
24,625‌
22,532‌
CNO
Financial
Group,
5.25%,
5/30/25 
9,438‌
9,308‌
T.
ROWE
PRICE
New
Income
Fund
10
Par/Shares
$
Value
(Amounts
in
000s)
Corebridge
Financial,
3.90%,
4/5/32 (1)
3,540‌
3,102‌
Elevance
Health,
5.125%,
2/15/53 
8,085‌
7,667‌
Equitable
Holdings,
4.35%,
4/20/28 
36,732‌
34,866‌
Humana,
3.70%,
3/23/29 
6,040‌
5,471‌
Humana,
3.95%,
3/15/27 
6,075‌
5,816‌
Humana,
4.875%,
4/1/30 
17,913‌
17,486‌
Humana,
5.50%,
3/15/53 
6,950‌
6,722‌
Marsh
&
McLennan,
2.25%,
11/15/30 
8,918‌
7,271‌
Molina
Healthcare,
4.375%,
6/15/28 (1)
2,820‌
2,538‌
UnitedHealth
Group,
5.875%,
2/15/53 (8)
27,690‌
29,858‌
251,112‌
Real
Estate
Investment
Trusts
1.0%
Alexandria
Real
Estate
Equities,
3.95%,
1/15/27 
25,607‌
24,427‌
Alexandria
Real
Estate
Equities,
3.95%,
1/15/28 
15,766‌
14,853‌
Brixmor
Operating
Partnership,
3.90%,
3/15/27 
30,217‌
28,039‌
Brixmor
Operating
Partnership,
4.05%,
7/1/30 
3,745‌
3,301‌
Brixmor
Operating
Partnership,
4.125%,
6/15/26 
55,609‌
52,414‌
Essex
Portfolio,
1.65%,
1/15/31 
10,099‌
7,605‌
Essex
Portfolio,
3.625%,
5/1/27 
5,006‌
4,676‌
Realty
Income,
3.95%,
8/15/27 
10,020‌
9,522‌
Regency
Centers,
4.125%,
3/15/28 
9,817‌
9,081‌
153,918‌
Total
Financial
Institutions
2,132,821‌
INDUSTRIAL
12.3%
Basic
Industry
0.4%
Avient,
7.125%,
8/1/30 (1)(8)
2,840‌
2,847‌
Celanese
U.S.
Holdings,
6.05%,
3/15/25 
16,560‌
16,501‌
Celanese
U.S.
Holdings,
6.165%,
7/15/27 
11,105‌
11,044‌
Celulosa
Arauco
y
Constitucion,
3.875%,
11/2/27 
13,972‌
12,840‌
Ecolab,
4.80%,
3/24/30 (8)
1,388‌
1,373‌
Methanex,
5.125%,
10/15/27 
4,980‌
4,669‌
Sherwin-Williams,
2.95%,
8/15/29 
3,540‌
3,072‌
Westlake,
1.625%,
7/17/29
(EUR) 
11,421‌
9,788‌
62,134‌
Capital
Goods
0.2%
Ardagh
Metal
Packaging
Finance
USA,
6.00%,
6/15/27 (1)
3,875‌
3,739‌
Ball,
6.875%,
3/15/28 (8)
5,835‌
5,901‌
Parker-Hannifin,
4.25%,
9/15/27 
6,060‌
5,791‌
Parker-Hannifin,
4.50%,
9/15/29 
6,555‌
6,265‌
Sealed
Air,
5.00%,
4/15/29 (1)
3,050‌
2,798‌
Sealed
Air,
6.125%,
2/1/28 (1)
745‌
732‌
TransDigm,
6.75%,
8/15/28 (1)
3,100‌
3,081‌
28,307‌
Communications
2.9%
Altice
France,
5.50%,
1/15/28 (1)
6,485‌
5,253‌
T.
ROWE
PRICE
New
Income
Fund
11
Par/Shares
$
Value
(Amounts
in
000s)
AT&T,
3.50%,
9/15/53 
42,025‌
28,680‌
CCO
Holdings,
6.375%,
9/1/29 (1)(8)
8,250‌
7,683‌
CCO
Holdings,
7.375%,
3/1/31 (1)
940‌
912‌
Charter
Communications
Operating,
2.25%,
1/15/29 
12,175‌
9,781‌
Charter
Communications
Operating,
3.75%,
2/15/28 
8,195‌
7,385‌
Charter
Communications
Operating,
5.125%,
7/1/49 
7,698‌
5,958‌
Charter
Communications
Operating,
6.484%,
10/23/45 
5,555‌
5,073‌
Comcast,
3.25%,
11/1/39 
22,623‌
17,595‌
Crown
Castle,
2.90%,
3/15/27 (8)
4,860‌
4,416‌
Crown
Castle,
5.00%,
1/11/28 (8)
11,370‌
11,168‌
Crown
Castle
Towers,
3.663%,
5/15/25 (1)
50,986‌
47,886‌
DISH
Network,
11.75%,
11/15/27 (1)
1,915‌
1,941‌
Lamar
Media,
4.875%,
1/15/29 (8)
3,080‌
2,841‌
Netflix,
4.625%,
5/15/29
(EUR) (8)
7,605‌
7,982‌
NTT
Finance,
1.591%,
4/3/28 (1)
26,137‌
22,084‌
NTT
Finance,
2.065%,
4/3/31 (1)
3,650‌
2,958‌
Rogers
Communications,
3.20%,
3/15/27 (1)
6,654‌
6,110‌
Rogers
Communications,
3.80%,
3/15/32 (1)
10,375‌
9,048‌
Rogers
Communications,
4.35%,
5/1/49 
1,365‌
1,063‌
Rogers
Communications,
4.55%,
3/15/52 (1)
26,058‌
20,748‌
SBA
Tower
Trust,
1.84%,
4/15/27 (1)
21,685‌
18,447‌
SBA
Tower
Trust,
2.593%,
10/15/31 (1)
17,515‌
13,580‌
Sirius
XM
Radio,
4.00%,
7/15/28 (1)
4,295‌
3,672‌
Sprint
Capital,
6.875%,
11/15/28 
2,675‌
2,795‌
T-Mobile
USA,
2.05%,
2/15/28 
12,155‌
10,394‌
T-Mobile
USA,
3.75%,
4/15/27 (8)
79,092‌
74,299‌
Verizon
Communications,
2.10%,
3/22/28 (8)
12,383‌
10,663‌
Verizon
Communications,
2.55%,
3/21/31 
10,940‌
8,930‌
Verizon
Communications,
2.65%,
11/20/40 
37,223‌
25,136‌
Verizon
Communications,
3.55%,
3/22/51 
20,130‌
14,448‌
Vodafone
Group,
4.875%,
6/19/49 
3,886‌
3,371‌
Warnermedia
Holdings,
3.755%,
3/15/27 (1)
20,840‌
19,035‌
Warnermedia
Holdings,
4.054%,
3/15/29 (1)(8)
9,190‌
8,212‌
439,547‌
Consumer
Cyclical
1.7%
Bath
&
Body
Works,
6.625%,
10/1/30 (1)
10,110‌
9,579‌
Caesars
Entertainment,
7.00%,
2/15/30 (1)
2,540‌
2,550‌
Caesars
Entertainment,
8.125%,
7/1/27 (1)(8)
615‌
621‌
Cedar
Fair,
5.375%,
4/15/27 (8)
3,010‌
2,871‌
Clarios
Global,
6.25%,
5/15/26 (1)(8)
2,905‌
2,840‌
Daimler
Truck
Finance
North
America,
5.125%,
1/19/28 (1)
3,425‌
3,372‌
Ford
Motor,
6.10%,
8/19/32 (8)
9,230‌
8,644‌
Ford
Motor,
9.625%,
4/22/30 
5,500‌
6,330‌
Ford
Motor
Credit,
4.95%,
5/28/27 
5,185‌
4,840‌
Ford
Motor
Credit,
6.95%,
3/6/26 
960‌
962‌
Ford
Motor
Credit,
7.35%,
11/4/27 
1,255‌
1,272‌
T.
ROWE
PRICE
New
Income
Fund
12
Par/Shares
$
Value
(Amounts
in
000s)
Ford
Motor
Credit,
7.35%,
3/6/30 
2,780‌
2,814‌
General
Motors,
4.20%,
10/1/27 (8)
2,660‌
2,516‌
General
Motors,
5.60%,
10/15/32 (8)
3,275‌
3,124‌
General
Motors
Financial,
4.00%,
10/6/26 
20,869‌
19,751‌
General
Motors
Financial,
4.30%,
7/13/25 
8,846‌
8,575‌
General
Motors
Financial,
4.35%,
4/9/25 
10,443‌
10,145‌
GLP
Capital,
3.35%,
9/1/24 
6,162‌
5,913‌
Goodyear
Tire
&
Rubber,
5.00%,
7/15/29 (8)
4,220‌
3,671‌
Hyundai
Capital
America,
1.80%,
10/15/25 (1)
11,183‌
10,178‌
Hyundai
Capital
America,
2.10%,
9/15/28 (1)
16,150‌
13,405‌
Las
Vegas
Sands,
3.50%,
8/18/26 
10,677‌
9,719‌
Lowe's,
4.25%,
4/1/52 
10,088‌
7,944‌
Lowe's,
5.625%,
4/15/53 (8)
5,880‌
5,598‌
Marriott
International,
5.00%,
10/15/27 
12,905‌
12,736‌
Match
Group
Holdings
II,
5.00%,
12/15/27 (1)(8)
4,992‌
4,649‌
Ross
Stores,
1.875%,
4/15/31 (8)
20,720‌
16,225‌
Royal
Caribbean
Cruises,
8.25%,
1/15/29 (1)
4,440‌
4,595‌
Volkswagen
Bank,
2.50%,
7/31/26
(EUR) 
20,000‌
19,924‌
Volkswagen
Group
of
America
Finance,
1.625%,
11/24/27 (1)(8)
6,720‌
5,690‌
Volkswagen
Group
of
America
Finance,
3.20%,
9/26/26 (1)
15,868‌
14,642‌
Volkswagen
Group
of
America
Finance,
4.60%,
6/8/29 (1)
8,145‌
7,776‌
Volkswagen
Group
of
America
Finance,
4.75%,
11/13/28 (1)
21,055‌
20,460‌
Yum!
Brands,
5.375%,
4/1/32 
4,970‌
4,610‌
258,541‌
Consumer
Non-Cyclical
3.2%
AbbVie,
3.20%,
11/21/29 
18,145‌
16,050‌
AbbVie,
4.05%,
11/21/39 
12,709‌
10,758‌
AbbVie,
4.25%,
11/21/49 
13,924‌
11,601‌
AbbVie,
4.70%,
5/14/45 
27,592‌
24,430‌
AbbVie,
4.875%,
11/14/48 
27,641‌
25,341‌
Amgen,
4.875%,
3/1/53 
16,295‌
14,492‌
Amgen,
5.25%,
3/2/30 
9,910‌
9,868‌
Amgen,
5.65%,
3/2/53 
7,925‌
7,860‌
Anheuser-Busch
InBev
Worldwide,
4.50%,
6/1/50 (8)
18,140‌
15,986‌
Anheuser-Busch
InBev
Worldwide,
5.55%,
1/23/49 
21,865‌
21,983‌
Astrazeneca
Finance,
1.75%,
5/28/28 
15,129‌
12,943‌
Avantor
Funding,
4.625%,
7/15/28 (1)
3,120‌
2,870‌
BAT
Capital,
3.557%,
8/15/27 
39,483‌
35,972‌
BAT
International
Finance,
1.668%,
3/25/26 
21,719‌
19,260‌
Becton
Dickinson
&
Company,
2.823%,
5/20/30 
10,263‌
8,791‌
Becton
Dickinson
&
Company,
3.70%,
6/6/27 
26,409‌
24,947‌
Catalent
Pharma
Solutions,
5.00%,
7/15/27 (1)(8)
3,410‌
3,286‌
Charles
River
Laboratories
International,
4.25%,
5/1/28 (1)
3,465‌
3,119‌
CSL
Finance,
4.05%,
4/27/29 (1)(8)
9,480‌
8,849‌
CVS
Health,
3.25%,
8/15/29 
3,360‌
2,970‌
CVS
Health,
5.05%,
3/25/48 
36,669‌
32,864‌
T.
ROWE
PRICE
New
Income
Fund
13
Par/Shares
$
Value
(Amounts
in
000s)
CVS
Health,
5.625%,
2/21/53 
16,020‌
15,540‌
Darling
Ingredients,
6.00%,
6/15/30 (1)
5,145‌
4,958‌
Hasbro,
3.55%,
11/19/26 
11,507‌
10,737‌
HCA,
3.125%,
3/15/27 (1)
8,360‌
7,609‌
HCA,
3.375%,
3/15/29 (1)
9,695‌
8,493‌
HCA,
3.50%,
9/1/30 
13,940‌
11,954‌
HCA,
5.375%,
9/1/26 
6,529‌
6,425‌
HCA,
5.875%,
2/15/26 
25,164‌
25,139‌
Mondelez
International,
2.75%,
4/13/30 
4,464‌
3,834‌
PerkinElmer,
1.90%,
9/15/28 
13,950‌
11,599‌
PerkinElmer,
2.25%,
9/15/31 
7,580‌
5,870‌
PerkinElmer,
3.30%,
9/15/29 
9,984‌
8,628‌
Philip
Morris
International,
5.125%,
2/15/30 
10,390‌
10,173‌
Philip
Morris
International,
5.625%,
11/17/29 
4,640‌
4,693‌
Reynolds
American,
4.45%,
6/12/25 
12,280‌
11,946‌
Tenet
Healthcare,
6.125%,
6/15/30 (1)
3,370‌
3,202‌
Teva
Pharmaceutical
Finance
Netherlands
III,
7.125%,
1/31/25 
1,064‌
1,077‌
Utah
Acquisition
Sub,
3.95%,
6/15/26 
30,953‌
28,914‌
495,031‌
Energy
3.0%
Aker
BP,
2.875%,
1/15/26 (1)
7,042‌
6,531‌
Boardwalk
Pipelines,
3.40%,
2/15/31 
17,281‌
14,646‌
Boardwalk
Pipelines,
4.45%,
7/15/27 
30,749‌
29,228‌
Boardwalk
Pipelines,
5.95%,
6/1/26 
11,000‌
11,018‌
Cheniere
Corpus
Christi
Holdings,
3.70%,
11/15/29 
2,943‌
2,645‌
Cheniere
Corpus
Christi
Holdings,
5.125%,
6/30/27 
6,741‌
6,640‌
Cheniere
Energy,
4.625%,
10/15/28 
10,765‌
9,958‌
Chesapeake
Energy,
6.75%,
4/15/29 (1)
2,050‌
1,986‌
Energy
Transfer,
2.90%,
5/15/25 
8,447‌
7,973‌
Energy
Transfer,
4.20%,
4/15/27 
2,658‌
2,515‌
Energy
Transfer,
4.50%,
4/15/24 
3,969‌
3,916‌
Energy
Transfer,
5.875%,
1/15/24 
8,602‌
8,605‌
Energy
Transfer,
6.00%,
6/15/48 
29,736‌
27,216‌
Energy
Transfer,
6.25%,
4/15/49 
3,985‌
3,789‌
Eni,
Series
X-R,
4.75%,
9/12/28 (1)
30,079‌
29,227‌
Enterprise
Products
Operating,
2.80%,
1/31/30 
3,635‌
3,105‌
Enterprise
Products
Operating,
3.20%,
2/15/52 
10,729‌
7,175‌
Gray
Oak
Pipeline,
2.00%,
9/15/23 (1)
2,100‌
2,054‌
Gray
Oak
Pipeline,
2.60%,
10/15/25 (1)
6,556‌
5,934‌
Gray
Oak
Pipeline,
3.45%,
10/15/27 (1)
2,741‌
2,410‌
Kinetik
Holdings,
5.875%,
6/15/30 (1)
2,861‌
2,648‌
NuStar
Logistics,
6.00%,
6/1/26 
3,044‌
2,907‌
Occidental
Petroleum,
6.20%,
3/15/40 
3,595‌
3,523‌
Occidental
Petroleum,
8.50%,
7/15/27 
5,135‌
5,494‌
Occidental
Petroleum,
8.875%,
7/15/30 
6,240‌
7,082‌
Sabine
Pass
Liquefaction,
4.50%,
5/15/30 
20,505‌
19,198‌
T.
ROWE
PRICE
New
Income
Fund
14
Par/Shares
$
Value
(Amounts
in
000s)
Sabine
Pass
Liquefaction,
5.00%,
3/15/27 
71,542‌
69,753‌
Sabine
Pass
Liquefaction,
5.875%,
6/30/26 
14,711‌
14,776‌
Tallgrass
Energy
Partners,
7.50%,
10/1/25 (1)
1,290‌
1,280‌
Targa
Resources
Partners,
5.50%,
3/1/30 
5,557‌
5,258‌
Targa
Resources
Partners,
6.875%,
1/15/29 
6,175‌
6,252‌
Transcontinental
Gas
Pipe
Line,
3.25%,
5/15/30 
7,309‌
6,356‌
Transcontinental
Gas
Pipe
Line,
4.00%,
3/15/28 
10,600‌
9,965‌
Transcontinental
Gas
Pipe
Line,
4.60%,
3/15/48 
2,806‌
2,373‌
Venture
Global
Calcasieu
Pass,
3.875%,
11/1/33 (1)
8,505‌
6,932‌
Venture
Global
Calcasieu
Pass,
6.25%,
1/15/30 (1)
2,865‌
2,826‌
Williams,
2.60%,
3/15/31 
29,160‌
23,639‌
Williams,
3.75%,
6/15/27 
7,096‌
6,673‌
Woodside
Finance,
3.65%,
3/5/25 (1)
12,830‌
12,320‌
Woodside
Finance,
3.70%,
9/15/26 (1)(8)
41,929‌
39,308‌
Woodside
Finance,
3.70%,
3/15/28 (1)(8)
34,813‌
31,810‌
466,944‌
Technology
0.5%
Broadcom,
4.11%,
9/15/28 
3,360‌
3,163‌
Central
Parent,
7.25%,
6/15/29 (1)(8)
2,855‌
2,784‌
Entegris
Escrow,
5.95%,
6/15/30 (1)
6,830‌
6,360‌
Equifax,
5.10%,
12/15/27 
11,795‌
11,669‌
Fiserv,
3.50%,
7/1/29 
3,530‌
3,152‌
Gen
Digital,
6.75%,
9/30/27 (1)
1,420‌
1,392‌
Gen
Digital,
7.125%,
9/30/30 (1)(8)
1,130‌
1,102‌
Micron
Technology,
4.185%,
2/15/27 
6,615‌
6,243‌
Micron
Technology,
6.75%,
11/1/29 
7,780‌
7,984‌
NXP,
2.70%,
5/1/25 (8)
2,279‌
2,137‌
NXP,
3.15%,
5/1/27 
4,632‌
4,212‌
NXP,
5.35%,
3/1/26 
10,055‌
9,947‌
Oracle,
2.30%,
3/25/28 
12,072‌
10,471‌
Oracle,
5.55%,
2/6/53 
6,655‌
6,096‌
Sensata
Technologies,
5.875%,
9/1/30 (1)
2,820‌
2,686‌
Workday,
3.70%,
4/1/29 
3,910‌
3,562‌
82,960‌
Transportation
0.4%
American
Airlines,
5.50%,
4/20/26 (1)
3,535‌
3,447‌
American
Airlines,
5.75%,
4/20/29 (1)
3,535‌
3,358‌
American
Airlines,
11.75%,
7/15/25 (1)
2,980‌
3,263‌
Mileage
Plus
Holdings,
6.50%,
6/20/27 (1)
16,643‌
16,601‌
Transurban
Finance,
2.45%,
3/16/31 (1)
12,184‌
9,609‌
Transurban
Finance,
3.375%,
3/22/27 (1)
10,230‌
9,373‌
United
Airlines
PTT,
Series
2019-2,
Class
A,
2.90%,
5/1/28 
7,082‌
6,082‌
United
Airlines
PTT,
Series
2019-2,
Class
AA,
2.70%,
5/1/32 
4,410‌
3,704‌
55,437‌
Total
Industrial
1,888,901‌
T.
ROWE
PRICE
New
Income
Fund
15
Par/Shares
$
Value
(Amounts
in
000s)
UTILITY
1.7%
Electric
1.6%
Ausgrid
Finance,
4.35%,
8/1/28 (1)
23,381‌
21,758‌
Duke
Energy,
5.00%,
8/15/52 
16,275‌
14,461‌
Edison
International,
4.95%,
4/15/25 
1,409‌
1,384‌
EDP
Finance,
6.30%,
10/11/27 (1)
5,865‌
6,047‌
Enel
Finance
International,
1.875%,
7/12/28 (1)
18,162‌
14,936‌
Enel
Finance
International,
3.50%,
4/6/28 (1)
11,261‌
10,105‌
NextEra
Energy
Capital
Holdings,
2.44%,
1/15/32 
15,015‌
11,849‌
NextEra
Energy
Capital
Holdings,
3.00%,
1/15/52 
14,640‌
9,565‌
NextEra
Energy
Capital
Holdings,
5.00%,
7/15/32 
3,010‌
2,890‌
NextEra
Energy
Capital
Holdings,
5.25%,
2/28/53 
6,560‌
6,213‌
NRG
Energy,
4.45%,
6/15/29 (1)
9,592‌
8,537‌
Pacific
Gas
&
Electric,
2.10%,
8/1/27 
10,318‌
8,784‌
Pacific
Gas
&
Electric,
2.50%,
2/1/31 
20,828‌
16,180‌
Pacific
Gas
&
Electric,
3.95%,
12/1/47 (8)
10,551‌
7,144‌
Pacific
Gas
&
Electric,
4.55%,
7/1/30 
13,652‌
12,318‌
Southern
California
Edison,
5.70%,
3/1/53 
8,250‌
8,253‌
Southern
California
Edison,
Series
D,
4.70%,
6/1/27 
12,650‌
12,399‌
Vistra,
VR,
8.00% (1)(7)(9)
11,320‌
10,924‌
Vistra
Operations,
3.55%,
7/15/24 (1)
44,076‌
42,313‌
Vistra
Operations,
4.375%,
5/1/29 (1)(8)
5,145‌
4,438‌
Vistra
Operations,
5.125%,
5/13/25 (1)
17,905‌
17,389‌
247,887‌
Natural
Gas
0.1%
APA
Infrastructure,
4.25%,
7/15/27 (1)(8)
4,605‌
4,442‌
Sempra
Energy,
3.70%,
4/1/29 
5,155‌
4,686‌
Sempra
Energy,
3.80%,
2/1/38 
8,243‌
6,729‌
15,857‌
Total
Utility
263,744‌
Total
Corporate
Bonds
(Cost
$4,744,446)
4,285,466‌
FOREIGN
GOVERNMENT
OBLIGATIONS
&
MUNICIPALITIES
0.1%
Owned
No
Guarantee
0.1%
NBN,
2.625%,
5/5/31 (1)
16,981‌
13,798‌
Total
Foreign
Government
Obligations
&
Municipalities
(Cost
$16,973)
13,798‌
T.
ROWE
PRICE
New
Income
Fund
16
Par/Shares
$
Value
(Amounts
in
000s)
NON-U.S.
GOVERNMENT
MORTGAGE-BACKED
SECURITIES
6.6%
Collateralized
Mortgage
Obligations
3.9%
Angel
Oak
Mortgage
Trust
Series
2021-3,
Class
A1,
CMO,
ARM
1.068%,
5/25/66 (1)
9,093‌
7,440‌
Angel
Oak
Mortgage
Trust
Series
2021-4,
Class
A3,
CMO,
ARM
1.446%,
1/20/65 (1)
5,333‌
4,051‌
Angel
Oak
Mortgage
Trust
I
Series
2019-1,
Class
A1,
CMO,
ARM
3.92%,
11/25/48 (1)
105‌
104‌
Angel
Oak
Mortgage
Trust
I
Series
2019-1,
Class
A2,
CMO,
ARM
4.022%,
11/25/48 (1)
48‌
48‌
Barclays
Mortgage
Loan
Trust
Series
2021-NQM1,
Class
A1,
CMO,
ARM
1.747%,
9/25/51 (1)
5,724‌
4,895‌
BINOM
Securitization
Trust
Series
2021-INV1,
Class
A1,
CMO,
ARM
2.034%,
6/25/56 (1)
10,414‌
9,094‌
Citigroup
Mortgage
Loan
Trust
Series
2022-INV1,
Class
A4B,
CMO,
ARM
3.00%,
11/27/51 (1)
7,876‌
6,413‌
COLT
Mortgage
Loan
Trust
Series
2020-3,
Class
A1,
CMO,
ARM
1.506%,
4/27/65 (1)
2,143‌
1,981‌
COLT
Mortgage
Loan
Trust
Series
2021-1,
Class
A1,
CMO,
ARM
0.91%,
6/25/66 (1)
14,777‌
11,921‌
COLT
Mortgage
Loan
Trust
Series
2021-6,
Class
A1,
CMO,
ARM
1.907%,
12/25/66 (1)
12,845‌
10,868‌
Connecticut
Avenue
Securities
Series
2016-C05,
Class
2M2,
CMO,
ARM
1M
USD
LIBOR
+
4.45%,
9.067%,
1/25/29 
5,909‌
6,091‌
Connecticut
Avenue
Securities
Series
2017-C06,
Class
2ED1,
CMO,
ARM
1M
USD
LIBOR
+
1.00%,
5.617%,
2/25/30 
423‌
422‌
Connecticut
Avenue
Securities
Series
2021-R03,
Class
1M2,
CMO,
ARM
SOFR30A
+
1.65%,
6.134%,
12/25/41 (1)
11,825‌
11,321‌
Connecticut
Avenue
Securities
Series
2022-R01,
Class
1M2,
CMO,
ARM
SOFR30A
+
1.90%,
6.384%,
12/25/41 (1)
19,620‌
19,133‌
T.
ROWE
PRICE
New
Income
Fund
17
Par/Shares
$
Value
(Amounts
in
000s)
Connecticut
Avenue
Securities
Trust
Series
2022-R01,
Class
1M1,
CMO,
ARM
SOFR30A
+
1.00%,
5.484%,
12/25/41 (1)
6,031‌
5,988‌
Connecticut
Avenue
Securities
Trust
Series
2022-R02,
Class
2M1,
CMO,
ARM
SOFR30A
+
1.20%,
5.684%,
1/25/42 (1)
31,853‌
31,513‌
Connecticut
Avenue
Securities
Trust
Series
2022-R03,
Class
1M1,
CMO,
ARM
SOFR30A
+
2.10%,
6.584%,
3/25/42 (1)
21,038‌
21,092‌
Connecticut
Avenue
Securities
Trust
Series
2022-R04,
Class
1M1,
CMO,
ARM
SOFR30A
+
2.00%,
6.484%,
3/25/42 (1)
13,966‌
14,016‌
Connecticut
Avenue
Securities
Trust
Series
2022-R06,
Class
1M1,
CMO,
ARM
SOFR30A
+
2.75%,
7.234%,
5/25/42 (1)
4,588‌
4,673‌
Connecticut
Avenue
Securities
Trust
Series
2022-R07,
Class
1M1,
CMO,
ARM
SOFR30A
+
2.95%,
7.442%,
6/25/42 (1)
4,903‌
5,004‌
Connecticut
Avenue
Securities
Trust
Series
2023-R01,
Class
1M1,
CMO,
ARM
SOFR30A
+
2.40%,
6.892%,
12/25/42 (1)
19,228‌
19,369‌
Connecticut
Avenue
Securities
Trust
Series
2023-R02,
Class
1M1,
CMO,
ARM
SOFR30A
+
2.30%,
6.792%,
1/25/43 (1)
21,540‌
21,683‌
Deephaven
Residential
Mortgage
Trust
Series
2021-2,
Class
A1,
CMO,
ARM
0.899%,
4/25/66 (1)
7,035‌
5,955‌
Ellington
Financial
Mortgage
Trust
Series
2021-3,
Class
A1,
CMO,
ARM
1.241%,
9/25/66 (1)
11,163‌
8,842‌
Flagstar
Mortgage
Trust
Series
2018-6RR,
Class
2A4,
CMO,
ARM
4.00%,
9/25/48 (1)
965‌
925‌
Flagstar
Mortgage
Trust
Series
2020-1INV,
Class
A11,
CMO,
ARM
1M
USD
LIBOR
+
0.85%,
5.356%,
3/25/50 (1)
3,948‌
3,654‌
Flagstar
Mortgage
Trust
Series
2021-5INV,
Class
A16,
CMO,
ARM
2.50%,
7/25/51 (1)
10,129‌
7,919‌
Flagstar
Mortgage
Trust
Series
2021-8INV,
Class
A18,
CMO,
ARM
2.50%,
9/25/51 (1)
9,285‌
7,259‌
FWD
Securitization
Trust
Series
2020-INV1,
Class
A3,
CMO,
ARM
2.44%,
1/25/50 (1)
1,273‌
1,131‌
Galton
Funding
Mortgage
Trust
Series
2018-1,
Class
A23,
CMO,
ARM
3.50%,
11/25/57 (1)
918‌
829‌
T.
ROWE
PRICE
New
Income
Fund
18
Par/Shares
$
Value
(Amounts
in
000s)
Galton
Funding
Mortgage
Trust
Series
2018-2,
Class
A22,
CMO,
ARM
4.00%,
10/25/58 (1)
1,851‌
1,723‌
Galton
Funding
Mortgage
Trust
Series
2018-2,
Class
A31,
CMO,
ARM
4.50%,
10/25/58 (1)
911‌
862‌
Galton
Funding
Mortgage
Trust
Series
2019-1,
Class
A22,
CMO,
ARM
4.00%,
2/25/59 (1)
605‌
579‌
GCAT
Trust
Series
2022-INV1,
Class
A26,
CMO,
ARM
3.00%,
12/25/51 (1)
9,176‌
7,472‌
GS
Mortgage-Backed
Securities
Trust
Series
2014-EB1A,
Class
2A1,
CMO,
ARM
3.059%,
7/25/44 (1)
450‌
445‌
GS
Mortgage-Backed
Securities
Trust
Series
2020-INV1,
Class
A14,
CMO,
ARM
2.929%,
10/25/50 (1)
17,390‌
14,770‌
GS
Mortgage-Backed
Securities
Trust
Series
2021-PJ6,
Class
A4,
CMO,
ARM
2.50%,
11/25/51 (1)
10,790‌
8,395‌
GS
Mortgage-Backed
Securities
Trust
Series
2021-PJ6,
Class
A8,
CMO,
ARM
2.50%,
11/25/51 (1)
17,718‌
15,278‌
Imperial
Fund
Mortgage
Trust
Series
2021-NQM2,
Class
A1,
CMO,
ARM
1.073%,
9/25/56 (1)
12,903‌
10,226‌
JPMorgan
Mortgage
Trust
Series
2019-INV3,
Class
A3,
CMO,
ARM
3.50%,
5/25/50 (1)
5,230‌
4,578‌
JPMorgan
Mortgage
Trust
Series
2020-INV1,
Class
A11,
CMO,
ARM
1M
USD
LIBOR
+
0.83%,
5.336%,
8/25/50 (1)
2,575‌
2,382‌
JPMorgan
Mortgage
Trust
Series
2020-INV1,
Class
A3,
CMO,
ARM
3.50%,
8/25/50 (1)
4,354‌
3,813‌
JPMorgan
Mortgage
Trust
Series
2020-LTV1,
Class
A15,
CMO,
ARM
3.50%,
6/25/50 (1)
504‌
480‌
JPMorgan
Mortgage
Trust
Series
2020-LTV1,
Class
A3,
CMO,
ARM
3.50%,
6/25/50 (1)
1,247‌
1,193‌
Mello
Mortgage
Capital
Acceptance
Series
2021-INV3,
Class
A15,
CMO,
ARM
2.50%,
10/25/51 (1)
9,128‌
7,136‌
New
Residential
Mortgage
Loan
Trust
Series
2021-INV1,
Class
A4,
CMO,
ARM
2.50%,
6/25/51 (1)
6,251‌
4,887‌
T.
ROWE
PRICE
New
Income
Fund
19
Par/Shares
$
Value
(Amounts
in
000s)
New
Residential
Mortgage
Loan
Trust
Series
2021-INV1,
Class
A6,
CMO,
ARM
2.50%,
6/25/51 (1)
15,116‌
13,034‌
New
Residential
Mortgage
Loan
Trust
Series
2021-INV2,
Class
A2,
CMO,
ARM
2.50%,
9/25/51 (1)
15,032‌
12,128‌
New
Residential
Mortgage
Loan
Trust
Series
2021-INV2,
Class
A4,
CMO,
ARM
2.50%,
9/25/51 (1)
11,660‌
9,115‌
OBX
Trust
Series
2019-EXP2,
Class
1A3,
CMO,
ARM
4.00%,
6/25/59 (1)
4,281‌
3,923‌
OBX
Trust
Series
2019-EXP3,
Class
1A8,
CMO,
ARM
3.50%,
10/25/59 (1)
2,648‌
2,442‌
OBX
Trust
Series
2019-INV2,
Class
A25,
CMO,
ARM
4.00%,
5/27/49 (1)
1,030‌
952‌
OBX
Trust
Series
2019-INV2,
Class
A5,
CMO,
ARM
4.00%,
5/27/49 (1)
2,789‌
2,579‌
OBX
Trust
Series
2020-EXP1,
Class
1A8,
CMO,
ARM
3.50%,
2/25/60 (1)
7,168‌
6,309‌
OBX
Trust
Series
2021-NQM1,
Class
A1,
CMO,
ARM
1.072%,
2/25/66 (1)
8,832‌
7,287‌
OBX
Trust
Series
2021-NQM3,
Class
A1,
CMO,
ARM
1.054%,
7/25/61 (1)
10,695‌
8,248‌
Sequoia
Mortgage
Trust
Series
2018-CH1,
Class
A2,
CMO,
ARM
3.50%,
3/25/48 (1)
870‌
779‌
Sequoia
Mortgage
Trust
Series
2018-CH2,
Class
A3,
CMO,
ARM
4.00%,
6/25/48 (1)
3,269‌
3,037‌
Sequoia
Mortgage
Trust
Series
2018-CH3,
Class
A2,
CMO,
ARM
4.00%,
8/25/48 (1)
714‌
692‌
Sequoia
Mortgage
Trust
Series
2018-CH4,
Class
A2,
CMO,
ARM
4.00%,
10/25/48 (1)
396‌
391‌
SG
Residential
Mortgage
Trust
Series
2019-3,
Class
A1,
CMO,
ARM
2.703%,
9/25/59 (1)
689‌
663‌
SG
Residential
Mortgage
Trust
Series
2022-1,
Class
A1,
CMO,
ARM
3.166%,
3/27/62 (1)
16,801‌
15,000‌
T.
ROWE
PRICE
New
Income
Fund
20
Par/Shares
$
Value
(Amounts
in
000s)
Starwood
Mortgage
Residential
Trust
Series
2021-3,
Class
A1,
CMO,
ARM
1.127%,
6/25/56 (1)
6,050‌
4,892‌
Starwood
Mortgage
Residential
Trust
Series
2021-4,
Class
A2,
CMO,
ARM
1.369%,
8/25/56 (1)
13,081‌
10,837‌
Structured
Agency
Credit
Risk
Debt
Notes
Series
2021-DNA2,
Class
M2,
CMO,
ARM
SOFR30A
+
2.30%,
6.784%,
8/25/33 (1)
9,106‌
9,126‌
Structured
Agency
Credit
Risk
Debt
Notes
Series
2022-DNA1,
Class
M1B,
CMO,
ARM
SOFR30A
+
1.85%,
6.334%,
1/25/42 (1)
18,780‌
18,027‌
Structured
Agency
Credit
Risk
Debt
Notes
Series
2022-DNA3,
Class
M1A,
CMO,
ARM
SOFR30A
+
2.00%,
6.484%,
4/25/42 (1)
16,256‌
16,328‌
Structured
Agency
Credit
Risk
Debt
Notes
Series
2022-DNA5,
Class
M1A,
CMO,
ARM
SOFR30A
+
2.95%,
7.434%,
6/25/42 (1)
26,764‌
27,410‌
Towd
Point
Mortgage
Trust
Series
2017-1,
Class
A1,
CMO,
ARM
2.75%,
10/25/56 (1)
1,201‌
1,183‌
Towd
Point
Mortgage
Trust
Series
2017-2,
Class
A1,
CMO,
ARM
2.75%,
4/25/57 (1)
463‌
458‌
Towd
Point
Mortgage
Trust
Series
2017-5,
Class
A1,
CMO,
ARM
1M
USD
LIBOR
+
0.60%,
4.202%,
2/25/57 (1)
2,388‌
2,380‌
Towd
Point
Mortgage
Trust
Series
2019-HY3,
Class
A1A,
CMO,
ARM
1M
USD
LIBOR
+
1.00%,
5.617%,
10/25/59 (1)
4,273‌
4,257‌
Verus
Securitization
Trust
Series
2019-4,
Class
A1,
CMO,
STEP
2.642%,
11/25/59 (1)
2,335‌
2,221‌
Verus
Securitization
Trust
Series
2019-4,
Class
M1,
CMO,
ARM
3.207%,
11/25/59 (1)
5,200‌
4,433‌
Verus
Securitization
Trust
Series
2019-INV2,
Class
A3,
CMO,
ARM
3.219%,
7/25/59 (1)
3,863‌
3,732‌
Verus
Securitization
Trust
Series
2019-INV3,
Class
A3,
CMO,
ARM
3.10%,
11/25/59 (1)
4,875‌
4,606‌
Verus
Securitization
Trust
Series
2020-1,
Class
A1,
CMO,
STEP
2.417%,
1/25/60 (1)
2,505‌
2,363‌
Verus
Securitization
Trust
Series
2020-2,
Class
A3,
CMO,
ARM
3.995%,
5/25/60 (1)
7,815‌
7,381‌
T.
ROWE
PRICE
New
Income
Fund
21
Par/Shares
$
Value
(Amounts
in
000s)
Verus
Securitization
Trust
Series
2020-INV1,
Class
A1,
CMO,
ARM
1.977%,
3/25/60 (1)
917‌
894‌
Verus
Securitization
Trust
Series
2022-1,
Class
A1,
CMO,
STEP
2.724%,
1/25/67 (1)
5,903‌
5,235‌
Verus
Securitization
Trust
Series
2023-INV1,
Class
A1,
CMO,
ARM
5.999%,
2/25/68 (1)
24,375‌
24,375‌
Vista
Point
Securitization
Trust
Series
2020-1,
Class
A3,
CMO,
ARM
3.201%,
3/25/65 (1)
17,346‌
16,267‌
Vista
Point
Securitization
Trust
Series
2020-2,
Class
A1,
CMO,
ARM
1.475%,
4/25/65 (1)
2,320‌
2,058‌
Wells
Fargo
Mortgage
Backed
Securities
Trust
Series
2021-RR1,
Class
A1,
CMO,
ARM
2.50%,
12/25/50 (1)
14,516‌
11,748‌
604,643‌
Commercial
Mortgage-Backed
Securities
2.7%
Austin
Fairmont
Hotel
Trust
Series
2019-FAIR,
Class
B,
ARM
1M
USD
LIBOR
+
1.25%,
5.838%,
9/15/32 (1)
6,970‌
6,834‌
Aventura
Mall
Trust
Series
2018-AVM,
Class
A,
ARM
4.112%,
7/5/40 (1)
39,170‌
36,026‌
BAMLL
Commercial
Mortgage-Backed
Securities
Trust
Series
2018-DSNY,
Class
A,
ARM
1M
USD
LIBOR
+
0.85%,
5.438%,
9/15/34 (1)
35,456‌
35,240‌
BANK
Series
2017-BNK8,
Class
AS
3.731%,
11/15/50 
2,705‌
2,460‌
BBCMS
Mortgage
Trust
Series
2019-BWAY,
Class
D,
ARM
1M
TSFR
+
2.274%,
6.836%,
11/15/34 (1)
10,230‌
8,632‌
BX
Commercial
Mortgage
Trust
Series
2022-CSMO,
Class
B,
ARM
1M
TSFR
+
3.141%,
7.703%,
6/15/27 (1)
8,275‌
8,259‌
BX
Trust
Series
2021-ARIA,
Class
B,
ARM
1M
USD
LIBOR
+
1.297%,
5.885%,
10/15/36 (1)
6,815‌
6,617‌
BXSC
Commercial
Mortgage
Trust
Series
2022-WSS,
Class
B,
ARM
1M
TSFR
+
2.092%,
6.655%,
3/15/35 (1)
16,730‌
16,479‌
Cantor
Commercial
Real
Estate
Lending
Series
2019-CF2,
Class
B
3.267%,
11/15/52 
9,752‌
8,047‌
T.
ROWE
PRICE
New
Income
Fund
22
Par/Shares
$
Value
(Amounts
in
000s)
Citigroup
Commercial
Mortgage
Trust
Series
2013-375P,
Class
D,
ARM
3.518%,
5/10/35 (1)
14,725‌
13,437‌
Citigroup
Commercial
Mortgage
Trust
Series
2019-C7,
Class
805A,
ARM
3.79%,
12/15/72 (1)
12,000‌
8,187‌
Citigroup
Commercial
Mortgage
Trust
Series
2020-555,
Class
C
3.031%,
12/10/41 (1)
8,370‌
6,614‌
Citigroup
Commercial
Mortgage
Trust
Series
2020-555,
Class
D
3.233%,
12/10/41 (1)
5,500‌
4,215‌
Cold
Storage
Trust
Series
2020-ICE5,
Class
B,
ARM
1M
USD
LIBOR
+
1.30%,
5.888%,
11/15/37 (1)
11,083‌
10,958‌
Cold
Storage
Trust
Series
2020-ICE5,
Class
C,
ARM
1M
USD
LIBOR
+
1.65%,
6.238%,
11/15/37 (1)
23,705‌
23,437‌
Commercial
Mortgage
Trust
Series
2015-CR24,
Class
A5
3.696%,
8/10/48 
7,340‌
7,008‌
Eleven
Madison
Mortgage
Trust
Series
2015-11MD,
Class
A,
ARM
3.555%,
9/10/35 (1)
23,679‌
21,979‌
GS
Mortgage
Securities
Trust
Series
2019-GC40,
Class
B
3.543%,
7/10/52 
12,730‌
10,819‌
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust
Series
2018-WPT,
Class
AFX
4.248%,
7/5/33 (1)
9,825‌
8,842‌
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust
Series
2018-WPT,
Class
BFX
4.549%,
7/5/33 (1)
7,620‌
6,477‌
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust
Series
2018-WPT,
Class
CFX
4.95%,
7/5/33 (1)
11,395‌
9,344‌
LUXE
Trust
Series
2021-TRIP,
Class
B,
ARM
1M
USD
LIBOR
+
1.40%,
5.988%,
10/15/38 (1)
10,460‌
10,172‌
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
Series
2014-C17,
Class
B,
ARM
4.464%,
8/15/47 
20,470‌
19,569‌
SLIDE
Series
2018-FUN,
Class
B,
ARM
1M
USD
LIBOR
+
1.50%,
6.088%,
6/15/31 (1)
8,787‌
8,730‌
SMRT
Series
2022-MINI,
Class
C,
ARM
1M
TSFR
+
1.55%,
6.113%,
1/15/39 (1)
17,485‌
16,983‌
T.
ROWE
PRICE
New
Income
Fund
23
Par/Shares
$
Value
(Amounts
in
000s)
UBS
Commercial
Mortgage
Trust
Series
2018-C9,
Class
AS,
ARM
4.318%,
3/15/51 
7,230‌
6,530‌
VNDO
Trust
Series
2016-350P,
Class
D,
ARM
3.903%,
1/10/35 (1)
12,524‌
10,451‌
Wells
Fargo
Commercial
Mortgage
Trust
Series
2014-LC18,
Class
AS
3.808%,
12/15/47 
5,860‌
5,577‌
Wells
Fargo
Commercial
Mortgage
Trust
Series
2015-NXS2,
Class
AS,
ARM
4.121%,
7/15/58 
6,215‌
5,874‌
Wells
Fargo
Commercial
Mortgage
Trust
Series
2017-C39,
Class
B
4.025%,
9/15/50 
5,750‌
5,063‌
Wells
Fargo
Commercial
Mortgage
Trust
Series
2017-C41,
Class
AS,
ARM
3.785%,
11/15/50 
15,000‌
13,678‌
Wells
Fargo
Commercial
Mortgage
Trust
Series
2019-JWDR,
Class
A,
ARM
2.501%,
9/15/31 (1)
26,355‌
23,173‌
Worldwide
Plaza
Trust
Series
2017-WWP,
Class
A
3.526%,
11/10/36 (1)
24,455‌
21,079‌
406,790‌
Total
Non-U.S.
Government
Mortgage-Backed
Securities
(Cost
$1,118,371)
1,011,433‌
U.S.
GOVERNMENT
&
AGENCY
MORTGAGE-BACKED
SECURITIES
27.4%
U.S.
Government
Agency
Obligations
19.6%
Federal
Home
Loan
Mortgage 
2.50%,
5/1/30 
5,661‌
5,271‌
3.00%,
12/1/42
-
4/1/47 
16,891‌
15,292‌
3.50%,
9/1/42
-
3/1/46 
79,507‌
74,477‌
4.00%,
10/1/40
-
8/1/45 
8,511‌
8,198‌
4.50%,
6/1/39
-
5/1/42 
13,058‌
12,969‌
5.00%,
7/1/25
-
8/1/40 
3,696‌
3,723‌
5.50%,
4/1/26
-
12/1/39 
3,523‌
3,619‌
6.00%,
10/1/32
-
8/1/38 
2,310‌
2,389‌
6.50%,
4/1/24
-
9/1/39 
870‌
902‌
7.00%,
2/1/24
-
6/1/32 
21‌
21‌
7.50%,
5/1/24
-
6/1/24 
1‌
—‌
Federal
Home
Loan
Mortgage,
ARM 
12M
USD
LIBOR
+
1.725%,
3.975%,
7/1/35 
20‌
20‌
12M
USD
LIBOR
+
1.828%,
4.077%,
3/1/36 
96‌
96‌
T.
ROWE
PRICE
New
Income
Fund
24
Par/Shares
$
Value
(Amounts
in
000s)
12M
USD
LIBOR
+
1.828%,
4.203%,
2/1/37 
108‌
106‌
12M
USD
LIBOR
+
1.842%,
4.091%,
1/1/37 
127‌
125‌
12M
USD
LIBOR
+
1.93%,
4.187%,
12/1/36 
81‌
81‌
12M
USD
LIBOR
+
2.03%,
4.276%,
11/1/36 
117‌
114‌
1Y
CMT
+
2.25%,
3.928%,
10/1/36 
51‌
52‌
Federal
Home
Loan
Mortgage,
CMO,
IO,
4.50%,
5/25/50 
12,361‌
2,285‌
Federal
Home
Loan
Mortgage,
CMO,
PO,
Zero
Coupon,
8/15/28 
6‌
6‌
Federal
Home
Loan
Mortgage,
UMBS 
1.50%,
4/1/37 
5,323‌
4,601‌
2.00%,
12/1/36
-
5/1/52 
290,621‌
238,577‌
2.50%,
4/1/37
-
9/1/52 
353,753‌
302,935‌
3.00%,
1/1/33
-
8/1/52 
135,288‌
121,443‌
3.50%,
6/1/47
-
11/1/52 
41,619‌
38,652‌
4.00%,
6/1/37
-
2/1/50 
31,416‌
30,112‌
4.50%,
9/1/37
-
11/1/52 
19,681‌
19,041‌
5.00%,
8/1/52
-
11/1/52 
16,430‌
16,162‌
Federal
National
Mortgage
Assn. 
3.00%,
6/1/33
-
8/1/46 
6,327‌
5,690‌
3.50%,
6/1/42
-
5/1/46 
47,924‌
44,586‌
4.00%,
11/1/40 
8,428‌
8,021‌
Federal
National
Mortgage
Assn.,
ARM 
12M
USD
LIBOR
+
1.34%,
3.59%,
12/1/35 
67‌
66‌
12M
USD
LIBOR
+
1.601%,
3.644%,
7/1/36 
236‌
238‌
12M
USD
LIBOR
+
1.655%,
3.905%,
8/1/37 
51‌
50‌
12M
USD
LIBOR
+
1.881%,
4.131%,
8/1/36 
137‌
136‌
Federal
National
Mortgage
Assn.,
CMO,
IO,
6.50%,
2/25/32 
25‌
4‌
Federal
National
Mortgage
Assn.,
UMBS 
1.50%,
2/1/37
-
1/1/42 
103,717‌
88,411‌
2.00%,
11/1/35
-
7/1/52 
700,432‌
575,667‌
2.50%,
5/1/30
-
9/1/52 
459,329‌
395,256‌
3.00%,
6/1/27
-
7/1/52 
375,861‌
339,621‌
3.50%,
11/1/32
-
3/1/52 
143,749‌
134,191‌
4.00%,
7/1/35
-
9/1/52 
178,067‌
170,419‌
4.50%,
7/1/39
-
7/1/52 
114,253‌
112,282‌
5.00%,
3/1/23
-
10/1/52 
55,168‌
55,326‌
5.50%,
9/1/23
-
9/1/41 
18,824‌
19,226‌
6.00%,
11/1/32
-
2/1/53 
117,547‌
120,081‌
6.50%,
8/1/27
-
3/1/41 
8,813‌
9,232‌
7.00%,
10/1/29
-
4/1/37 
101‌
101‌
UMBS,
TBA,
2.00%,
3/1/38 (10)
21,300‌
18,893‌
2,998,766‌
U.S.
Government
Obligations
7.8%
Government
National
Mortgage
Assn. 
1.50%,
8/20/36
-
6/20/37 
18,593‌
15,982‌
2.00%,
3/20/51
-
3/20/52 
224,677‌
188,845‌
2.50%,
8/20/50
-
3/20/52 
234,277‌
202,916‌
T.
ROWE
PRICE
New
Income
Fund
25
Par/Shares
$
Value
(Amounts
in
000s)
3.00%,
9/15/42
-
6/20/52 
197,370‌
177,690‌
3.50%,
9/15/41
-
10/20/49 
142,492‌
133,247‌
4.00%,
2/20/41
-
10/20/52 
106,574‌
101,619‌
4.50%,
7/15/26
-
10/20/52 
87,715‌
85,810‌
5.00%,
9/15/33
-
6/20/48 
40,536‌
40,916‌
5.50%,
10/20/32
-
12/20/52 
140,957‌
142,021‌
6.00%,
1/20/34
-
12/20/38 
2,193‌
2,312‌
6.50%,
1/15/26
-
12/20/52 
7,597‌
7,784‌
7.00%,
12/20/23
-
1/20/53 
13,407‌
13,810‌
7.50%,
7/15/28
-
8/15/28 
43‌
44‌
8.00%,
9/15/27
-
5/15/32 
110‌
112‌
8.50%,
9/20/26 
—‌
—‌
Government
National
Mortgage
Assn.,
CMO 
3.00%,
11/20/47
-
12/20/47 
3,122‌
2,883‌
3.50%,
10/20/50 
9,510‌
8,070‌
Government
National
Mortgage
Assn.,
CMO,
IO 
3.50%,
5/20/43 
3,103‌
485‌
4.00%,
5/20/37
-
2/20/43 
2,735‌
311‌
Government
National
Mortgage
Assn.,
TBA (10)
6.00%,
3/20/53 
40,880‌
41,468‌
6.50%,
3/20/53 
33,465‌
34,262‌
1,200,587‌
Total
U.S.
Government
&
Agency
Mortgage-Backed
Securities
(Cost
$4,541,419)
4,199,353‌
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS
(EXCLUDING
MORTGAGE-BACKED)
27.5%
U.S.
Treasury
Obligations
27.5%
U.S.
Treasury
Bonds,
3.00%,
8/15/52 
344,530‌
289,836‌
U.S.
Treasury
Bonds,
3.375%,
8/15/42 
437,190‌
393,471‌
U.S.
Treasury
Bonds,
3.625%,
2/15/53 
304,045‌
289,460‌
U.S.
Treasury
Bonds,
3.875%,
2/15/43 
159,815‌
155,095‌
U.S.
Treasury
Bonds,
4.00%,
11/15/42 
304,955‌
300,571‌
U.S.
Treasury
Bonds,
4.00%,
11/15/52 
306,140‌
311,497‌
U.S.
Treasury
Notes,
1.75%,
3/15/25 
177,965‌
167,454‌
U.S.
Treasury
Notes,
2.25%,
1/31/24 
113,385‌
110,462‌
U.S.
Treasury
Notes,
2.75%,
2/15/24 (8)
317,975‌
310,821‌
U.S.
Treasury
Notes,
3.00%,
7/15/25 
711,855‌
685,383‌
U.S.
Treasury
Notes,
3.125%,
8/31/27 
215,625‌
205,787‌
U.S.
Treasury
Notes,
3.875%,
11/30/27 
290,595‌
286,463‌
U.S.
Treasury
Notes,
3.875%,
11/30/29 
115,930‌
114,445‌
U.S.
Treasury
Notes,
4.125%,
9/30/27 
285,515‌
284,043‌
U.S.
Treasury
Notes,
4.125%,
10/31/27 
7,870‌
7,831‌
T.
ROWE
PRICE
New
Income
Fund
26
Par/Shares
$
Value
(Amounts
in
000s)
U.S.
Treasury
Notes,
4.125%,
11/15/32 (11)
298,680‌
303,487‌
Total
U.S.
Government
Agency
Obligations
(Excluding
Mortgage-
Backed)
(Cost
$4,341,146)
4,216,106‌
SHORT-TERM
INVESTMENTS
2.6%
Money
Market
Funds
2.6%
T.
Rowe
Price
Government
Reserve
Fund,
4.60% (5)(12)
391,433‌
391,433‌
Total
Short-Term
Investments
(Cost
$391,433)
391,433‌
SECURITIES
LENDING
COLLATERAL
2.0%
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
JPMORGAN
CHASE
BANK
0.1%
Money
Market
Funds
0.1%
T.
Rowe
Price
Government
Reserve
Fund,
4.60% (5)(12)
13,575‌
13,575‌
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
JPMorgan
Chase
Bank
13,575‌
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
STATE
STREET
BANK
AND
TRUST
COMPANY
1.9%
Money
Market
Funds
1.9%
T.
Rowe
Price
Government
Reserve
Fund,
4.60% (5)(12)
300,985‌
300,985‌
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
State
Street
Bank
and
Trust
Company
300,985‌
Total
Securities
Lending
Collateral
(Cost
$314,560)
314,560‌
Total
Investments
in
Securities
102.3%
(Cost
$16,786,893)
$
15,696,539‌
Other
Assets
Less
Liabilities
(2.3)%
(347,715‌)
Net
Assets
100.0%
$
15,348,824‌
T.
ROWE
PRICE
New
Income
Fund
27
‡
Par/Shares
and
Notional
Amount
are
denominated
in
U.S.
dollars
unless
otherwise
noted.
(1)
Security
was
purchased
pursuant
to
Rule
144A
under
the
Securities
Act
of
1933
and
may
be
resold
in
transactions
exempt
from
registration
only
to
qualified
institutional
buyers.
Total
value
of
such
securities
at
period-end
amounts
to
$2,846,827
and
represents
18.5%
of
net
assets.
(2)
Bank
loan
positions
may
involve
multiple
underlying
tranches.
In
those
instances,
the
position
presented
reflects
the
aggregate
of
those
respective
underlying
tranches
and
the
rate
presented
reflects
the
weighted
average
rate
of
the
settled
positions.
(3)
All
or
a
portion
of
this
loan
is
unsettled
as
of
February
28,
2023.
The
interest
rate
for
unsettled
loans
will
be
determined
upon
settlement
after
period
end.
(4)
All
or
a
portion
of
the
position
represents
an
unfunded
commitment;
a
liability
to
fund
the
commitment
has
been
recognized.
The
fund's
total
unfunded
commitment
at
February
28,
2023,
was
$619
and
was
valued
at
$571
(0.0%
of
net
assets).
(5)
Affiliated
Companies
(6)
SEC
30-day
yield
(7)
Security
is
a
fix-to-float
security,
which
carries
a
fixed
coupon
until
a
certain
date,
upon
which
it
switches
to
a
floating
rate.
Reference
rate
and
spread
are
provided
if
the
rate
is
currently
floating.
(8)
All
or
a
portion
of
this
security
is
on
loan
at
February
28,
2023.
(9)
Perpetual
security
with
no
stated
maturity
date.
(10)
To-Be-Announced
purchase
commitment.
Total
value
of
such
securities
at
period-end
amounts
to
$94,623
and
represents
0.6%
of
net
assets.
(11)
At
February
28,
2023,
all
or
a
portion
of
this
security
is
pledged
as
collateral
and/
or
margin
deposit
to
cover
future
funding
obligations.
(12)
Seven-day
yield
1M
TSFR
One
month
term
SOFR
(Secured
overnight
financing
rate)
1M
USD
LIBOR
One
month
USD
LIBOR
(London
interbank
offered
rate)
3M
TSFR
Three
month
term
SOFR
(Secured
overnight
financing
rate)
3M
USD
LIBOR
Three
month
USD
LIBOR
(London
interbank
offered
rate)
12M
USD
LIBOR
Twelve
month
USD
LIBOR
(London
interbank
offered
rate)
1Y
CMT
One
year
U.S.
Treasury
note
constant
maturity
ARM
Adjustable
Rate
Mortgage
(ARM);
rate
shown
is
effective
rate
at
period-end.
The
rates
for
certain
ARMs
are
not
based
on
a
published
reference
rate
and
spread
but
may
be
determined
using
a
formula
based
on
the
rates
of
the
underlying
loans. 
CLO
Collateralized
Loan
Obligation
CMO
Collateralized
Mortgage
Obligation
EUR
Euro
FRN
Floating
Rate
Note
GBP
British
Pound
IO
Interest-only
security
for
which
the
fund
receives
interest
on
notional
principal
PO
Principal-only
security
for
which
the
fund
receives
regular
cash
flows
based
on
principal
repayments
PTT
Pass-Through
Trust
SOFR30A
30-day
Average
SOFR
(Secured
overnight
financing
rate)
T.
ROWE
PRICE
New
Income
Fund
28
.
.
.
.
.
.
.
.
.
.
STEP
Stepped
coupon
bond
for
which
the
coupon
rate
of
interest
adjusts
on
specified
date(s);
rate
shown
is
effective
rate
at
period-end.
TBA
To-Be-Announced
UMBS
Uniform
Mortgage-Backed
Securities
USD
U.S.
Dollar
VR
Variable
Rate;
rate
shown
is
effective
rate
at
period-end.
The
rates
for
certain
variable
rate
securities
are
not
based
on
a
published
reference
rate
and
spread
but
are
determined
by
the
issuer
or
agent
and
based
on
current
market
conditions.
T.
ROWE
PRICE
New
Income
Fund
29
(Amounts
in
000s)
SWAPS
(0.0)%
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
BILATERAL
SWAPS
0.0%
Credit
Default
Swaps,
Protection
Sold
0.0%
JPMorgan
Chase,
Protection
Sold
(Relevant
Credit:
Barclays
Bank,
A*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
6/20/24
(EUR)
5,778
41
57
(16‌)
Total
Bilateral
Credit
Default
Swaps,
Protection
Sold
57
(16‌)
Total
Bilateral
Swaps
57
(16‌)
Description
Notional
Amount
$
Value
Initial
$
Value
**
Unrealized
$
Gain/(Loss)
CENTRALLY
CLEARED
SWAPS
(0.0)%
Credit
Default
Swaps,
Protection
Bought
(0.0)%
Protection
Bought
(Relevant
Credit:
Markit
CDX.NA.HY-S39,
5
Year
Index),
Pay
5.00%
Quarterly,
Receive
upon
credit
default,
12/20/27
153,473
(3,757)
(1,288)
(2,469‌)
Total
Centrally
Cleared
Credit
Default
Swaps,
Protection
Bought
(2,469‌)
Credit
Default
Swaps,
Protection
Sold
(0.0)%
Protection
Sold
(Relevant
Credit:
Republic
of
Indonesia,
Baa2*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/27
80,000
423
(1,093)
1,516‌
Protection
Sold
(Relevant
Credit:
United
Mexican
States,
Baa2*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/27
*
99,512
(470)
(3,552)
3,082‌
Total
Centrally
Cleared
Credit
Default
Swaps,
Protection
Sold
4,598‌
Total
Centrally
Cleared
Swaps
2,129‌
Net
payments
(receipts)
of
variation
margin
to
date
(1,890‌)
Variation
margin
receivable
(payable)
on
centrally
cleared
swaps
$
239‌
*
Credit
ratings
as
of
February
28,
2023.
Ratings
shown
are
from
Moody’s
Investors
Service
and
if
Moody’s
does
not
rate
a
security,
then
Standard
&
Poor’s
(S&P)
is
used.
Fitch
is
used
for
securities
that
are
not
rated
by
either
Moody’s
or
S&P.
**
Includes
interest
purchased
or
sold
but
not
yet
collected
of
$(53).
T.
ROWE
PRICE
New
Income
Fund
30
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
BNP
Paribas
5/19/23
USD
44,706‌
EUR
41,632‌
$
468‌
Net
unrealized
gain
(loss)
on
open
forward
currency
exchange
contracts
$
468‌
T.
ROWE
PRICE
New
Income
Fund
31
FUTURES
CONTRACTS
($000s)
Expiration
Date
Notional
Amount
Value
and
Unrealized
Gain
(Loss)
Short,
2,816
Euro
BOBL
contracts
3/23
(343,062)
$
841‌
Short,
2,476
Euro-Bund
ten
year
contracts
3/23
(348,073)
2,598‌
Short,
1,539
U.K.
Gilt
ten
year
contracts
6/23
(185,045)
1,017‌
Short,
4,704
U.S.
Treasury
Notes
ten
year
contracts
6/23
(525,231)
287‌
Long,
1,799
U.S.
Treasury
Notes
two
year
contracts
6/23
366,504
(860‌)
Long,
482
Ultra
U.S.
Treasury
Bonds
contracts
6/23
65,100
(690‌)
Long,
7,091
Ultra
U.S.
Treasury
Notes
ten
year
contracts
6/23
830,977
(1,810‌)
Net
payments
(receipts)
of
variation
margin
to
date
2,041‌
Variation
margin
receivable
(payable)
on
open
futures
contracts
$
3,424‌
T.
ROWE
PRICE
New
Income
Fund
32
The
accompanying
notes
are
an
integral
part
of
this
Portfolio
of
Investments.
AFFILIATED
COMPANIES
($000s)
The
fund
may
invest
in
certain
securities
that
are
considered
affiliated
companies.
As
defined
by
the
1940
Act,
an
affiliated
company
is
one
in
which
the
fund
owns
5%
or
more
of
the
outstanding
voting
securities,
or
a
company
that
is
under
common
ownership
or
control.
The
following
securities
were
considered
affiliated
companies
for
all
or
some
portion
of
the
nine
months
ended
February
28,
2023.
Net
realized
gain
(loss),
investment
income,
change
in
net
unrealized
gain/loss,
and
purchase
and
sales
cost
reflect
all
activity
for
the
period
then
ended.
Affiliate
Net
Realized
Gain
(Loss)
Change
in
Net
Unrealized
Gain/Loss
Investment
Income
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Z
Class,
8.82% 
$
(12,765‌)
$
9,504‌
$
6,025‌
T.
Rowe
Price
Government
Reserve
Fund,
4.60%
—‌
—‌
15,329‌++
Affiliates
not
held
at
period
end
(3,052‌)
42‌
1,488‌
Totals
$
(15,817‌)#
$
9,546‌
$
22,842‌+
Supplementary
Investment
Schedule
Affiliate
Value
05/31/22
Purchase
Cost
Sales
Cost
Value
02/28/23
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Z
Class,
8.82% 
$
294,292‌
$
6,077‌
$
268,830‌
$
41,043‌
T.
Rowe
Price
Institutional
High
Yield
Fund
-
Z
Class 
47,190‌
1,278‌
48,510‌
—‌
T.
Rowe
Price
Government
Reserve
Fund,
4.60%
1,529,312‌
 ¤
 ¤
705,993‌
Total
$
747,036‌^
#
Capital
gain
distributions
from
underlying
Price
funds
represented
$0
of
the
net
realized
gain
(loss).
++
Excludes
earnings
on
securities
lending
collateral,
which
are
subject
to
rebates
and
fees.
+
Investment
income
comprised
$22,842
of
dividend
income
and
$0
of
interest
income.
¤
Purchase
and
sale
information
not
shown
for
cash
management
funds.
^
The
cost
basis
of
investments
in
affiliated
companies
was
$742,965.
T.
ROWE
PRICE
New
Income
Fund
Unaudited
Notes
to
Portfolio
of
Investments
33
T.
Rowe
Price
New
Income
Fund,
Inc. (the
fund) is
registered
under
the
Investment
Company
Act
of
1940
(the
1940
Act)
as
an
open-end
management
investment
company
and
follows
accounting
and
reporting
guidance
of
the
Financial
Accounting
Standards
Board
Accounting
Standards
Codification
Topic
946.
The
accompanying
Portfolio
of
Investments
was
prepared
in
accordance
with
accounting
principles
generally
accepted
in
the
United
States
of
America
(GAAP).
For
additional
information
on
the
fund’s
significant
accounting
policies
and
investment
related
disclosures,
please
refer
to
the
fund’s most
recent
semiannual
or
annual
shareholder
report
and
its
prospectus. 
VALUATION 
Fair
Value
  The
fund’s
financial
instruments
are
valued
at
the
close
of
the
New
York
Stock
Exchange
(NYSE),
normally
4
p.m.
ET,
each
day
the
NYSE
is
open
for
business,
and
are
reported
at
fair
value,
which
GAAP
defines
as
the
price
that
would
be
received
to
sell
an
asset
or
paid
to
transfer
a
liability
in
an
orderly
transaction
between
market
participants
at
the
measurement
date. The fund’s
Board
of
Directors
(the
Board)
has
designated
T.
Rowe
Price
Associates,
Inc.
as
the
fund’s
valuation
designee
(Valuation
Designee).
Subject
to
oversight
by
the
Board,
the
Valuation
Designee
performs
the
following
functions
in
performing
fair
value
determinations:
assesses
and
manages
valuation
risks;
establishes
and
applies
fair
value
methodologies;
tests
fair
value
methodologies;
and
evaluates
pricing
vendors
and
pricing
agents.
The
duties
and
responsibilities
of
the
Valuation
Designee
are
performed
by
its
Valuation
Committee. The
Valuation
Designee provides
periodic
reporting
to
the
Board
on
valuation
matters.
Various
valuation
techniques
and
inputs
are
used
to
determine
the
fair
value
of
financial
instruments.
GAAP
establishes
the
following
fair
value
hierarchy
that
categorizes
the
inputs
used
to
measure
fair
value:
Level
1
–
quoted
prices
(unadjusted)
in
active
markets
for
identical
financial
instruments
that
the
fund
can
access
at
the
reporting
date
Level
2
–
inputs
other
than
Level
1
quoted
prices
that
are
observable,
either
directly
or
indirectly
(including,
but
not
limited
to,
quoted
prices
for
similar
financial
instruments
in
active
markets,
quoted
prices
for
identical
or
similar
financial
instruments
in
inactive
markets,
interest
rates
and
yield
curves,
implied
volatilities,
and
credit
spreads)
Level
3
–
unobservable
inputs
(including
the Valuation
Designee’s assumptions
in
determining
fair
value)
T.
ROWE
PRICE
New
Income
Fund
34
Observable
inputs
are
developed
using
market
data,
such
as
publicly
available
information
about
actual
events
or
transactions,
and
reflect
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
Unobservable
inputs
are
those
for
which
market
data
are
not
available
and
are
developed
using
the
best
information
available
about
the
assumptions
that
market
participants
would
use
to
price
the
financial
instrument.
GAAP
requires
valuation
techniques
to
maximize
the
use
of
relevant
observable
inputs
and
minimize
the
use
of
unobservable
inputs.
When
multiple
inputs
are
used
to
derive
fair
value,
the
financial
instrument
is
assigned
to
the
level
within
the
fair
value
hierarchy
based
on
the
lowest-level
input
that
is
significant
to
the
fair
value
of
the
financial
instrument.
Input
levels
are
not
necessarily
an
indication
of
the
risk
or
liquidity
associated
with
financial
instruments
at
that
level
but
rather
the
degree
of
judgment
used
in
determining
those
values.
Valuation
Techniques 
Debt
securities
generally
are
traded
in
the over-the-counter
(OTC)
market
and
are
valued
at
prices
furnished
by
independent
pricing
services
or
by
broker
dealers
who
make
markets
in
such
securities.
When
valuing
securities,
the
independent
pricing
services
consider
factors
such
as,
but
not
limited
to,
the
yield
or
price
of
bonds
of
comparable
quality,
coupon,
maturity,
and
type,
as
well
as
prices
quoted
by
dealers
who
make
markets
in
such
securities.   
Investments
denominated
in
foreign
currencies
are
translated
into
U.S.
dollar
values
each
day
at
the
prevailing
exchange
rate,
using
the
mean
of
the
bid
and
asked
prices
of
such
currencies
against
U.S.
dollars
as
provided
by
an
outside
pricing
service.
Investments
in
mutual
funds
are
valued
at
the
mutual
fund’s
closing
NAV
per
share
on
the
day
of
valuation.
Futures
contracts
are
valued
at
closing
settlement
prices.
Forward
currency
exchange
contracts
are
valued
using
the
prevailing
forward
exchange
rate.
Swaps
are
valued
at
prices
furnished
by
an
independent
pricing
service
or
independent
swap
dealers.
Investments
for
which
market
quotations are
not
readily
available
or
deemed
unreliable
are
valued
at
fair
value
as
determined
in
good
faith
by
the
Valuation
Designee.
The
Valuation
Designee
has
adopted
methodologies
for
determining
the
fair
value
of
investments
for
which
market
quotations
are
not
readily
available
or
deemed
unreliable,
including
the
use
of
other
pricing
sources.
Factors
used
in
determining
fair
value
vary
by
type
of
investment
and
may
include
market
or
investment
specific
considerations.
The
Valuation
Designee typically
will
afford
greatest
weight
to
actual
prices
in
arm’s
length
transactions,
to
the
extent
they
represent
orderly
transactions
between
market
participants,
transaction
information
can
be
reliably
obtained,
and
prices
are
deemed
representative
of
fair
value.
However,
the
Valuation
Designee may
also
consider
other
valuation
methods
such
as
market-based
valuation
multiples;
a
discount
or
premium
T.
ROWE
PRICE
New
Income
Fund
35
from
market
value
of
a
similar,
freely
traded
security
of
the
same
issuer;
discounted
cash
flows;
yield
to
maturity;
or
some
combination.
Fair
value
determinations
are
reviewed
on
a
regular
basis.
Because
any
fair
value
determination
involves
a
significant
amount
of
judgment,
there
is
a
degree
of
subjectivity
inherent
in
such
pricing
decisions. Fair
value
prices
determined
by
the
Valuation
Designee could
differ
from
those
of
other
market
participants,
and
it
is
possible
that
the
fair
value
determined
for
a
security
may
be
materially
different
from
the
value
that
could
be
realized
upon
the
sale
of
that
security.
Valuation
Inputs
  The
following
table
summarizes
the
fund’s
financial
instruments,
based
on
the
inputs
used
to
determine
their
fair
values
on
February
28,
2023
(for
further
detail
by
category,
please
refer
to
the
accompanying
Portfolio
of
Investments):
($000s)
Level
1
Level
2
Level
3
Total
Value
Assets
Fixed
Income
Securities
1
$
—‌
$
14,949,503‌
$
—‌
$
14,949,503‌
Bond
Mutual
Funds
41,043‌
—‌
—‌
41,043‌
Short-Term
Investments
391,433‌
—‌
—‌
391,433‌
Securities
Lending
Collateral
314,560‌
—‌
—‌
314,560‌
Total
Securities
747,036‌
14,949,503‌
—‌
15,696,539‌
Swaps*
—‌
4,639‌
—‌
4,639‌
Forward
Currency
Exchange
Contracts
—‌
468‌
—‌
468‌
Futures
Contracts*
4,743‌
—‌
—‌
4,743‌
Total
$
751,779‌
$
14,954,610‌
$
—‌
$
15,706,389‌
Liabilities
Swaps*
$
—‌
$
2,469‌
$
—‌
$
2,469‌
Futures
Contracts*
3,360‌
—‌
—‌
3,360‌
Total
$
3,360‌
$
2,469‌
$
—‌
$
5,829‌
1
Includes
Asset-Backed
Securities,
Bank
Loans,
Corporate
Bonds,
Foreign
Government
Obligations
&
Municipalities,
Non-U.S.
Government
Mortgage-Backed
Securities,
U.S.
Government
&
Agency
Mortgage-Backed
Securities
and
U.S.
Government
Agency
Obligations
(Excluding
Mortgage-Backed).
*
The
fair
value
presented
includes
cumulative
gain
(loss)
on
open
futures
contracts
and
centrally
cleared
swaps;
however,
the
net
value
reflected
on
the
accompanying
Portfolio
of
Investments
is
only
the
unsettled
variation
margin
receivable
(payable)
at
that
date.
T.
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PRICE
New
Income
Fund
36
OTHER
MATTERS 
Unpredictable
events
such
as
environmental
or
natural
disasters,
war,
terrorism,
pandemics,
outbreaks
of
infectious
diseases,
and
similar
public
health
threats
may
significantly
affect
the
economy
and
the
markets
and
issuers
in
which
the fund
invests.
Certain
events
may
cause
instability
across
global
markets,
including
reduced
liquidity
and
disruptions
in
trading
markets,
while
some
events
may
affect
certain
geographic
regions,
countries,
sectors,
and
industries
more
significantly
than
others,
and
exacerbate
other
pre-existing
political,
social,
and
economic
risks.
Since
2020,
a
novel
strain
of
coronavirus
(COVID-19)
has
resulted
in
disruptions
to
global
business
activity
and
caused
significant
volatility
and
declines
in
global
financial
markets.
In
February
2022,
Russian
forces
entered
Ukraine
and
commenced
an
armed
conflict
leading
to
economic
sanctions
being
imposed
on
Russia
and
certain
of
its
citizens,
creating
impacts
on
Russian-related
stocks
and
debt
and
greater
volatility
in
global
markets.
These
are
recent
examples
of
global
events
which
may
have
a
negative
impact
on
the
values
of
certain
portfolio
holdings
or
the
fund’s
overall
performance.
Management
is
actively
monitoring
the
risks
and
financial
impacts
arising
from
these
events.
SUBSEQUENT
EVENTS 
In
March
2023,
the
collapse
of
some
US
regional
and
global
banks
as
well
as
overall
concerns
around
the
soundness
and
stability
of
the
global
banking
sector
has
sparked
concerns
of
a
broader
financial
crisis
impacting
the
overall
global
banking
sector.
In
certain
cases,
government
agencies
have
assumed
control
or
otherwise
intervened
in
the
operations
of
certain
banks
due
to
liquidity
and
solvency
concerns.
The
extent
of
impact
of
these
events
on
the
US
and
global
markets
is
highly
uncertain.
F43-054Q3
02/23