0000080249-24-000018.txt : 20240425 0000080249-24-000018.hdr.sgml : 20240425 20240425171355 ACCESSION NUMBER: 0000080249-24-000018 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240229 FILED AS OF DATE: 20240425 DATE AS OF CHANGE: 20240425 PERIOD START: 20240531 FILER: COMPANY DATA: COMPANY CONFORMED NAME: T. Rowe Price New Income Fund, Inc. CENTRAL INDEX KEY: 0000080249 ORGANIZATION NAME: 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: 24877452 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 C000005531 C000005530 C000005529 C000159679 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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357735.790000 0.0021777662 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402QYY1 158608.110000 PA USD 161037.230000 0.0009803365 Long ABS-MBS USGSE US N 2 2035-02-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RAC3 51383.950000 PA USD 50986.910000 0.0003103899 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RDF3 129722.400000 PA USD 133797.970000 0.0008145137 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFT1 321590.420000 PA USD 319105.390000 0.0019425983 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFU8 343496.260000 PA USD 340842.730000 0.0020749274 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFV6 862970.610000 PA USD 856304.700000 0.0052128736 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RFW4 253172.700000 PA USD 251216.940000 0.0015293179 Long ABS-MBS USGSE US N 2 2035-06-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RJL4 192694.800000 PA USD 191206.550000 0.0011639964 Long ABS-MBS USGSE US N 2 2035-07-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RJN0 158325.720000 PA USD 157102.980000 0.0009563862 Long ABS-MBS USGSE US N 2 2035-04-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RSN0 586117.340000 PA USD 581586.740000 0.0035404899 Long ABS-MBS USGSE US N 2 2035-10-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31402RUW7 675219.030000 PA USD 685564.760000 0.0041734705 Long ABS-MBS USGSE US N 2 2035-11-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403C5F4 37964.900000 PA USD 38745.650000 0.0002358695 Long ABS-MBS USGSE US N 2 2034-02-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403C6L0 172798.170000 PA USD 171461.970000 0.0010437985 Long ABS-MBS USGSE US N 2 2036-02-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403C6U0 835698.400000 PA USD 848507.620000 0.0051654078 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DBD0 533289.620000 PA USD 529167.970000 0.0032213834 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DBY4 289373.520000 PA USD 287136.480000 0.0017479831 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DD97 1013164.090000 PA USD 1028691.560000 0.0062623025 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DDJ5 48592.500000 PA USD 49336.240000 0.0003003412 Long ABS-MBS USGSE US N 2 2035-12-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DDX4 125705.670000 PA USD 127632.920000 0.0007769831 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DE70 2585.110000 PA USD 2666.430000 0.0000162323 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DGY9 397731.660000 PA USD 394657.410000 0.0024025317 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DGZ6 18669.640000 PA USD 18955.890000 0.0001153966 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DH77 213873.670000 PA USD 223611.460000 0.0013612658 Long ABS-MBS USGSE US N 2 2036-03-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DMM8 34278.830000 PA USD 35338.490000 0.0002151280 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DP52 10413.820000 PA USD 10626.570000 0.0000646907 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DPM5 26390.810000 PA USD 26897.830000 0.0001637443 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DPZ6 210600.440000 PA USD 208972.530000 0.0012721492 Long ABS-MBS USGSE US N 2 2036-07-01 Fixed 5.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DQ69 192528.590000 PA USD 196365.470000 0.0011954020 Long ABS-MBS USGSE US N 2 2036-07-01 Variable 5.6850000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DQN2 114901.420000 PA USD 114383.820000 0.0006963274 Long ABS-MBS USGSE US N 2 2036-08-01 Variable 6.1200000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DSH3 4835.790000 PA USD 4988.480000 0.0000303681 Long ABS-MBS USGSE US N 2 2036-08-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DUL1 320962.870000 PA USD 325884.090000 0.0019838646 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DWG0 2726.010000 PA USD 2785.240000 0.0000169555 Long ABS-MBS USGSE US N 2 2036-10-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DWK1 4439.390000 PA USD 4579.060000 0.0000278757 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31403DWU9 450841.000000 PA USD 457755.910000 0.0027866526 Long ABS-MBS USGSE US N 2 2036-11-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31404KHA3 21323.320000 PA USD 21649.200000 0.0001317925 Long ABS-MBS USGSE US N 2 2034-04-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31405N2B0 300725.170000 PA USD 305322.170000 0.0018586910 Long ABS-MBS USGSE US N 2 2034-10-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31405ULZ0 18045.170000 PA USD 18612.490000 0.0001133061 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31406CLH9 275112.420000 PA USD 279328.310000 0.0017004498 Long ABS-MBS USGSE US N 2 2034-11-01 Fixed 5.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31406KJW1 1338.190000 PA USD 1361.750000 0.0000082898 Long ABS-MBS USGSE US N 2 2035-01-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408DVP6 63316.540000 PA USD 62664.920000 0.0003814814 Long ABS-MBS USGSE US N 2 2035-12-01 Variable 5.5900000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408F7A1 93488.240000 PA USD 95410.370000 0.0005808239 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408F7B9 32695.130000 PA USD 33097.950000 0.0002014884 Long ABS-MBS USGSE US N 2 2036-01-01 Fixed 6.0000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408GXB8 11410.100000 PA USD 11705.730000 0.0000712603 Long ABS-MBS USGSE US N 2 2036-05-01 Fixed 6.5000000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 FANNIE MAE POOL 31408JR78 152217.180000 PA USD 157865.860000 0.0009610303 Long ABS-MBS USGSE US N 2 2036-04-01 Fixed 6.5000000 N N N N N N 2024-04-04 T. ROWE PRICE NEW INCOME FUND, INC. /s/ Alan Dupski Alan Dupski Treasurer & Vice President XXXX NPORT-EX 2 7003TRP022924.htm T. ROWE PRICE NEW INCOME FUND, INC.
T.
ROWE
PRICE
New
Income
Fund
February
29,
2024
(Unaudited)
1
Portfolio
of
Investments
‡
Par/Shares
$
Value
(Amounts
in
000s)
‡
ASSET-BACKED
SECURITIES
5.9%
Car
Loan
2.5%
AmeriCredit
Automobile
Receivables
Trust
Series
2021-1,
Class
C
0.89%,
10/19/26 
11,618‌
11,162‌
AmeriCredit
Automobile
Receivables
Trust
Series
2021-1,
Class
D
1.21%,
12/18/26 
10,301‌
9,703‌
AmeriCredit
Automobile
Receivables
Trust
Series
2022-1,
Class
D
3.23%,
2/18/28 
36,840‌
34,501‌
AmeriCredit
Automobile
Receivables
Trust
Series
2023-1,
Class
C
5.80%,
12/18/28 
10,995‌
11,071‌
CarMax
Auto
Owner
Trust
Series
2022-1,
Class
C
2.20%,
11/15/27 
11,975‌
11,181‌
CarMax
Auto
Owner
Trust
Series
2023-3,
Class
B
5.47%,
2/15/29 
8,750‌
8,730‌
CarMax
Auto
Owner
Trust
Series
2024-1,
Class
B
5.17%,
8/15/29 
2,585‌
2,575‌
Carvana
Auto
Receivables
Trust
Series
2022-N1,
Class
C
3.32%,
12/11/28 (1)
1,826‌
1,774‌
Carvana
Auto
Receivables
Trust
Series
2022-P1,
Class
C
3.30%,
4/10/28 
13,955‌
12,902‌
Carvana
Auto
Receivables
Trust
Series
2023-N3,
Class
A
6.41%,
9/10/27 (1)
2,534‌
2,544‌
Carvana
Auto
Receivables
Trust
Series
2024-N1,
Class
A3
5.60%,
3/10/28 (1)
6,580‌
6,579‌
Carvana
Auto
Receivables
Trust
Series
2024-N1,
Class
B
5.63%,
5/10/30 (1)
7,995‌
7,994‌
Enterprise
Fleet
Financing
Series
2024-1,
Class
A2
5.23%,
3/20/30 (1)
13,620‌
13,591‌
Enterprise
Fleet
Financing
Series
2024-1,
Class
A3
5.16%,
9/20/30 (1)
10,280‌
10,243‌
Exeter
Automobile
Receivables
Trust
Series
2021-2A,
Class
D
1.40%,
4/15/27 
8,374‌
7,962‌
T.
ROWE
PRICE
New
Income
Fund
2
Par/Shares
$
Value
(Amounts
in
000s)
Exeter
Automobile
Receivables
Trust
Series
2022-1A,
Class
D
3.02%,
6/15/28 
35,405‌
33,827‌
Exeter
Automobile
Receivables
Trust
Series
2022-2A,
Class
C
3.85%,
7/17/28 
17,900‌
17,646‌
Exeter
Automobile
Receivables
Trust
Series
2022-3A,
Class
C
5.30%,
9/15/27 
19,445‌
19,350‌
Exeter
Automobile
Receivables
Trust
Series
2023-1A,
Class
D
6.69%,
6/15/29 
3,250‌
3,289‌
Ford
Credit
Auto
Lease
Trust
Series
2023-B,
Class
B
6.20%,
2/15/27 
2,545‌
2,580‌
Ford
Credit
Auto
Lease
Trust
Series
2023-B,
Class
C
6.43%,
4/15/27 
9,545‌
9,720‌
Ford
Credit
Auto
Lease
Trust
Series
2023-B,
Class
D
6.97%,
6/15/28 
7,830‌
8,024‌
Ford
Credit
Auto
Lease
Trust
Series
2024-A,
Class
A4
5.05%,
6/15/27 
4,465‌
4,447‌
Ford
Credit
Auto
Owner
Trust
Series
2023-1,
Class
A
4.85%,
8/15/35 (1)
33,720‌
33,545‌
GM
Financial
Automobile
Leasing
Trust
Series
2023-1,
Class
C
5.76%,
1/20/27 
6,550‌
6,560‌
Hyundai
Auto
Lease
Securitization
Trust
Series
2024-A,
Class
A4
5.07%,
2/15/28 (1)
5,515‌
5,490‌
Nissan
Auto
Lease
Trust
Series
2024-A,
Class
A4
4.97%,
9/15/28 
5,945‌
5,916‌
Santander
Bank
Series
2021-1A,
Class
B
1.833%,
12/15/31 (1)
1,427‌
1,397‌
Santander
Bank
Auto
Credit-Linked
Notes
Series
2023-B,
Class
B
5.64%,
12/15/33 (1)
575‌
575‌
Santander
Drive
Auto
Receivables
Trust
Series
2020-4,
Class
E
2.85%,
4/17/28 (1)
41,920‌
40,737‌
Santander
Drive
Auto
Receivables
Trust
Series
2022-2,
Class
C
3.76%,
7/16/29 
17,240‌
16,728‌
T.
ROWE
PRICE
New
Income
Fund
3
Par/Shares
$
Value
(Amounts
in
000s)
Santander
Drive
Auto
Receivables
Trust
Series
2024-1,
Class
A3
5.25%,
4/17/28 
6,940‌
6,937‌
Santander
Retail
Auto
Lease
Trust
Series
2021-A,
Class
D
1.38%,
3/22/27 (1)
23,480‌
23,210‌
SBNA
Auto
Lease
Trust
Series
2024-A,
Class
A3
5.39%,
11/20/26 (1)
6,285‌
6,286‌
SBNA
Auto
Lease
Trust
Series
2024-A,
Class
A4
5.24%,
1/22/29 (1)
6,020‌
6,006‌
SFS
Auto
Receivables
Securitization
Trust
Series
2024-1A,
Class
A4
4.94%,
1/21/31 (1)
4,615‌
4,586‌
SFS
Auto
Receivables
Securitization
Trust
Series
2024-1A,
Class
C
5.51%,
1/20/32 (1)
2,340‌
2,340‌
U.S.
Bank
Series
2023-1,
Class
B
6.789%,
8/25/32 (1)
1,550‌
1,560‌
413,268‌
Other
Asset-Backed
Securities
3.2%
522
Funding
Series
2019-5A,
Class
BR,
CLO,
FRN
3M
TSFR
+
1.85%,
7.164%,
4/15/35 (1)
16,085‌
16,084‌
Amur
Equipment
Finance
Receivables
XIII
Series
2024-1A,
Class
A2
5.38%,
1/21/31 (1)
14,510‌
14,466‌
Applebee's
Funding
Series
2023-1A,
Class
A2
7.824%,
3/5/53 (1)
15,945‌
16,463‌
Carlyle
U.S.
Series
2019-4A,
Class
A11R,
CLO,
FRN
3M
TSFR
+
1.32%,
6.634%,
4/15/35 (1)
21,308‌
21,325‌
Cedar
Funding
XIV
Series
2021-14A,
Class
A,
CLO,
FRN
3M
TSFR
+
1.362%,
6.676%,
7/15/33 (1)
9,385‌
9,390‌
Dell
Equipment
Finance
Trust
Series
2023-3,
Class
C
6.17%,
4/23/29 (1)
4,328‌
4,382‌
DLLST
Series
2024-1A,
Class
A3
5.05%,
8/20/27 (1)
6,895‌
6,864‌
DLLST
Series
2024-1A,
Class
A4
4.93%,
4/22/30 (1)
1,630‌
1,615‌
T.
ROWE
PRICE
New
Income
Fund
4
Par/Shares
$
Value
(Amounts
in
000s)
Driven
Brands
Funding
Series
2021-1A,
Class
A2
2.791%,
10/20/51 (1)
14,056‌
12,193‌
Dryden
Series
2020-86A,
Class
A1R,
CLO,
FRN
3M
TSFR
+
1.362%,
6.678%,
7/17/34 (1)
21,235‌
21,221‌
Elara
HGV
Timeshare
Issuer
Series
2023-A,
Class
A
6.16%,
2/25/38 (1)
10,992‌
11,157‌
Elara
HGV
Timeshare
Issuer
Series
2023-A,
Class
B
6.53%,
2/25/38 (1)
5,580‌
5,651‌
Elmwood
Series
2022-7A,
Class
AR,
CLO,
FRN
3M
TSFR
+
1.50%,
6.823%,
1/17/37 (1)
10,910‌
10,885‌
Hardee's
Funding
Series
2018-1A,
Class
A2II
4.959%,
6/20/48 (1)
29,178‌
28,240‌
Hardee's
Funding
Series
2021-1A,
Class
A2
2.865%,
6/20/51 (1)
4,105‌
3,460‌
Hilton
Grand
Vacations
Trust
Series
2023-1A,
Class
A
5.72%,
1/25/38 (1)
19,973‌
20,080‌
HPEFS
Equipment
Trust
Series
2022-1A,
Class
C
1.96%,
5/21/29 (1)
5,736‌
5,585‌
HPEFS
Equipment
Trust
Series
2022-1A,
Class
D
2.40%,
11/20/29 (1)
12,510‌
11,976‌
HPEFS
Equipment
Trust
Series
2022-2A,
Class
C
4.43%,
9/20/29 (1)
4,445‌
4,380‌
HPEFS
Equipment
Trust
Series
2023-2A,
Class
B
6.25%,
1/21/31 (1)
1,285‌
1,296‌
HPEFS
Equipment
Trust
Series
2023-2A,
Class
C
6.48%,
1/21/31 (1)
5,005‌
5,064‌
HPEFS
Equipment
Trust
Series
2023-2A,
Class
D
6.97%,
7/21/31 (1)
3,320‌
3,376‌
Invesco
U.S.
Series
2023-1A,
Class
AR,
CLO,
FRN
3M
TSFR
+
1.57%,
6.856%,
4/22/37 (1)
18,315‌
18,315‌
KKR
Series
2022-43A,
Class
A1R,
CLO,
FRN
3M
TSFR
+
1.75%,
7.095%,
1/15/36 (1)
11,620‌
11,660‌
T.
ROWE
PRICE
New
Income
Fund
5
Par/Shares
$
Value
(Amounts
in
000s)
Kubota
Credit
Owner
Trust
Series
2023-1A,
Class
A4
5.07%,
2/15/29 (1)
5,255‌
5,237‌
Madison
Park
Funding
LXI
Series
2023-61A,
Class
A,
CLO,
FRN
3M
TSFR
+
1.73%,
7.037%,
1/20/37 (1)
11,305‌
11,323‌
Madison
Park
Funding
XLVII
Series
2020-47A,
Class
A1R,
CLO,
FRN
3M
TSFR
+
1.54%,
6.864%,
4/19/37 (1)
5,495‌
5,500‌
Madison
Park
Funding
XLVII
Series
2020-47A,
Class
BR,
CLO,
FRN
3M
TSFR
+
1.95%,
7.274%,
4/19/37 (1)
4,000‌
3,879‌
MidOcean
Credit
XI
Series
2022-11A,
Class
A1R,
CLO,
FRN
3M
TSFR
+
1.73%,
7.096%,
10/18/33 (1)
16,090‌
16,189‌
MMAF
Equipment
Finance
Series
2021-A,
Class
A5
1.19%,
11/13/43 (1)
5,020‌
4,601‌
MMAF
Equipment
Finance
Series
2024-A,
Class
A3
4.95%,
7/14/31 (1)
23,220‌
23,108‌
MVW
Series
2023-1A,
Class
A
4.93%,
10/20/40 (1)
23,504‌
23,100‌
MVW
Series
2023-2A,
Class
A
6.18%,
11/20/40 (1)
20,164‌
20,626‌
MVW
Series
2023-2A,
Class
B
6.33%,
11/20/40 (1)
4,341‌
4,438‌
Neuberger
Berman
Loan
Advisers
Series
2019-32A,
Class
AR,
CLO,
FRN
3M
TSFR
+
1.252%,
6.561%,
1/20/32 (1)
5,510‌
5,516‌
Neuberger
Berman
Loan
Advisers
Series
2021-43A,
Class
A,
CLO,
FRN
3M
TSFR
+
1.392%,
6.708%,
7/17/35 (1)
15,105‌
15,086‌
Octagon
Investment
Partners
49
Series
2020-5A,
Class
AR,
CLO,
FRN
3M
TSFR
+
1.52%,
6.811%,
4/15/37 (1)
24,110‌
24,110‌
Octane
Receivables
Trust
Series
2023-1A,
Class
A
5.87%,
5/21/29 (1)
3,647‌
3,647‌
Octane
Receivables
Trust
Series
2023-3A,
Class
B
6.48%,
7/20/29 (1)
3,023‌
3,049‌
Octane
Receivables
Trust
Series
2023-3A,
Class
C
6.74%,
8/20/29 (1)
1,160‌
1,171‌
T.
ROWE
PRICE
New
Income
Fund
6
Par/Shares
$
Value
(Amounts
in
000s)
Octane
Receivables
Trust
Series
2023-3A,
Class
D
7.58%,
9/20/29 (1)
1,415‌
1,431‌
Octane
Receivables
Trust
Series
2024-1A,
Class
A2
5.68%,
5/20/30 (1)
9,625‌
9,624‌
Palmer
Square
Series
2020-3A,
Class
A1R2,
CLO,
FRN
3M
TSFR
+
1.65%,
6.957%,
11/15/36 (1)
17,485‌
17,583‌
Post
Road
Equipment
Finance
Series
2024-1A,
Class
A2
5.59%,
11/15/29 (1)
4,705‌
4,697‌
Progress
Residential
Trust
Series
2020-SFR3,
Class
A
1.294%,
10/17/27 (1)
2,841‌
2,656‌
Progress
Residential
Trust
Series
2020-SFR3,
Class
B
1.495%,
10/17/27 (1)
2,980‌
2,777‌
RR
28
Series
2024-28RA,
Class
A1R,
CLO,
FRN
3M
TSFR
+
1.55%,
4/15/37 (1)
21,300‌
21,300‌
Sierra
Timeshare
Receivables
Funding
Series
2022-3A,
Class
B
6.32%,
7/20/39 (1)
1,756‌
1,754‌
Symphony
XXXI
Series
2022-31A,
Class
B,
CLO,
FRN
3M
TSFR
+
1.85%,
7.168%,
4/22/35 (1)
14,150‌
14,048‌
Verizon
Master
Trust
Series
2023-1,
Class
C
4.98%,
1/22/29 
9,270‌
9,155‌
520,733‌
Student
Loan
0.2%
Navient
Private
Education
Loan
Trust
Series
2017-A,
Class
B
3.91%,
12/16/58 (1)
8,314‌
8,036‌
Navient
Private
Education
Refi
Loan
Trust
Series
2020-CA,
Class
B
2.83%,
11/15/68 (1)
20,755‌
17,219‌
SMB
Private
Education
Loan
Trust
Series
2018-C,
Class
A2A
3.63%,
11/15/35 (1)
4,970‌
4,819‌
T.
ROWE
PRICE
New
Income
Fund
7
Par/Shares
$
Value
(Amounts
in
000s)
SMB
Private
Education
Loan
Trust
Series
2021-A,
Class
APT1
1.07%,
1/15/53 (1)
13,743‌
12,130‌
42,204‌
Total
Asset-Backed
Securities
(Cost
$990,683)
976,205‌
BANK
LOANS
1.8%
(2)
FINANCIAL
INSTITUTIONS
0.6%
Brokerage
Asset
Managers
Exchanges
0.3%
Citadel
Securities,
FRN
1M
TSFR
+
2.25%,
7.576%,
7/29/30 
54,487‌
54,419‌
54,419‌
Financial
Other
0.1%
GTCR
W
Merger,
FRN
1M
TSFR
+
3.00%,
8.326%,
1/31/31 
7,935‌
7,958‌
7,958‌
Insurance
0.2%
AssuredPartners,
FRN
1M
TSFR
+
3.50%,
2/14/31 (3)
1,465‌
1,464‌
Asurion,
FRN
1M
TSFR
+
3.25%,
8.691%,
12/23/26 
3,475‌
3,452‌
Asurion,
FRN
1M
TSFR
+
4.25%,
9.676%,
8/19/28 
8,458‌
8,403‌
Asurion,
FRN
1M
TSFR
+
5.25%,
10.691%,
1/31/28 
7,435‌
7,084‌
Asurion,
FRN
1M
TSFR
+
5.25%,
10.691%,
1/20/29 
3,580‌
3,371‌
HUB
International,
FRN
1M
TSFR
+
3.25%,
8.574%,
6/20/30 
15,048‌
15,029‌
38,803‌
Total
Financial
Institutions
101,180‌
INDUSTRIAL
1.2%
Capital
Goods
0.1%
Charter
Next
Generation,
FRN
1M
TSFR
+
3.50%,
8.826%,
12/1/27 
8,521‌
8,515‌
Summit
Materials,
FRN
1M
TSFR
+
2.50%,
7.826%,
1/12/29 
5,485‌
5,497‌
TransDigm,
FRN
1M
TSFR
+
3.25%,
8.598%,
2/22/27 
89‌
89‌
14,101‌
Communications
0.1%
Lamar
Media,
FRN
1M
TSFR
+
1.50%,
6.926%,
2/5/27 
14,435‌
14,399‌
14,399‌
T.
ROWE
PRICE
New
Income
Fund
8
Par/Shares
$
Value
(Amounts
in
000s)
Consumer
Cyclical
0.5%
Caesars
Entertainment,
FRN
1M
TSFR
+
2.75%,
8.04%,
2/6/31 
2,375‌
2,370‌
Delta
2,
FRN
1M
TSFR
+
2.25%,
7.598%,
1/15/30 
8,755‌
8,742‌
Hilton
Domestic
Operating,
FRN
1M
TSFR
+
1.75%,
7.171%,
6/21/28 
26,840‌
26,835‌
Hilton
Domestic
Operating,
FRN
1M
TSFR
+
2.00%,
7.421%,
11/8/30 
26,840‌
26,858‌
UFC
Holdings,
FRN
1M
TSFR
+
2.75%,
8.336%,
4/29/26 
11,115‌
11,121‌
75,926‌
Consumer
Non-Cyclical
0.0%
Medline
Borrower,
FRN
1M
TSFR
+
3.00%,
8.441%,
10/23/28 
7,858‌
7,859‌
7,859‌
Technology
0.5%
Applied
Systems,
FRN
1M
TSFR
+
3.50%,
8.821%,
2/24/31 (3)
22,906‌
22,987‌
Applied
Systems,
FRN
1M
TSFR
+
5.25%,
2/23/32 (3)
323‌
330‌
Ascend
Learning,
FRN
1M
TSFR
+
3.50%,
8.926%,
12/11/28 
6,039‌
5,930‌
AthenaHealth
Group,
FRN
1M
TSFR
+
3.25%,
8.576%,
2/15/29 
5,004‌
4,956‌
Boxer
Parent,
FRN
1M
TSFR
+
4.25%,
9.576%,
12/29/28 (3)
5,087‌
5,101‌
Epicor
Software,
FRN
1M
TSFR
+
3.25%,
7/30/27 (3)
5,422‌
5,434‌
Epicor
Software,
FRN
1M
TSFR
+
3.75%,
9.076%,
7/30/27 
530‌
532‌
Gen
Digital,
FRN
1M
TSFR
+
1.75%,
7.176%,
9/10/27 
4,541‌
4,513‌
RealPage,
FRN
1M
TSFR
+
3.00%,
8.441%,
4/24/28 
5,105‌
4,964‌
UKG,
FRN
1M
TSFR
+
3.50%,
8.814%,
2/10/31 
16,125‌
16,133‌
UKG,
FRN
3M
TSFR
+
5.25%,
10.68%,
5/3/27 
3,959‌
3,994‌
74,874‌
T.
ROWE
PRICE
New
Income
Fund
9
Par/Shares
$
Value
(Amounts
in
000s)
Transportation
0.0%
Mileage
Plus
Holdings,
FRN
3M
TSFR
+
5.25%,
10.77%,
6/21/27 
1,969‌
2,026‌
2,026‌
Total
Industrial
189,185‌
Total
Bank
Loans
(Cost
$288,624)
290,365‌
BOND
MUTUAL
FUNDS
0.0%
Trusts
&
Mutual
Funds
0.0%
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Z
Class,
9.14% (4)(5)
33‌
314‌
Total
Bond
Mutual
Funds
(Cost
$292)
314‌
CORPORATE
BONDS
29.6%
FINANCIAL
INSTITUTIONS
12.7%
Banking
8.5%
Ally
Financial,
4.75%,
6/9/27 
3,415‌
3,318‌
American
Express,
VR,
5.098%,
2/16/28 (6)
13,510‌
13,458‌
Bank
of
America,
VR,
1.898%,
7/23/31 (6)
76,106‌
61,729‌
Bank
of
America,
VR,
2.299%,
7/21/32 (6)(7)
13,098‌
10,626‌
Bank
of
America,
VR,
2.496%,
2/13/31 (6)(7)
23,595‌
20,107‌
Bank
of
America,
VR,
3.559%,
4/23/27 (6)
11,110‌
10,641‌
Bank
of
America,
VR,
4.271%,
7/23/29 (6)
38,939‌
37,503‌
Bank
of
America,
VR,
5.819%,
9/15/29 (6)(7)
25,037‌
25,463‌
Bank
of
New
York
Mellon,
VR,
6.317%,
10/25/29 (6)
15,925‌
16,671‌
Bank
of
New
York
Mellon,
VR,
6.474%,
10/25/34 (6)
18,245‌
19,768‌
Barclays,
VR,
2.852%,
5/7/26 (6)
8,973‌
8,674‌
Barclays,
VR,
5.304%,
8/9/26 (6)
5,668‌
5,632‌
Barclays,
VR,
6.496%,
9/13/27 (6)
6,325‌
6,408‌
Barclays,
VR,
6.692%,
9/13/34 (6)
25,860‌
27,035‌
BNP
Paribas,
VR,
5.497%,
5/20/30 (1)(6)(7)
20,945‌
20,904‌
BNP
Paribas,
VR,
5.738%,
2/20/35 (1)(6)(7)
20,535‌
20,402‌
CaixaBank,
VR,
6.208%,
1/18/29 (1)(6)
21,910‌
22,278‌
CaixaBank,
VR,
6.684%,
9/13/27 (1)(6)
16,185‌
16,455‌
CaixaBank,
VR,
6.84%,
9/13/34 (1)(6)(7)
9,695‌
10,153‌
Capital
One
Financial,
3.65%,
5/11/27 (7)
15,364‌
14,635‌
Capital
One
Financial,
3.75%,
3/9/27 (7)
23,993‌
22,943‌
Capital
One
Financial,
VR,
3.273%,
3/1/30 (6)
9,245‌
8,275‌
Capital
One
Financial,
VR,
5.247%,
7/26/30 (6)
3,340‌
3,255‌
Capital
One
Financial,
VR,
5.70%,
2/1/30 (6)(7)
7,175‌
7,200‌
Capital
One
Financial,
VR,
6.051%,
2/1/35 (6)(7)
9,260‌
9,361‌
Capital
One
Financial,
VR,
6.312%,
6/8/29 (6)
3,230‌
3,312‌
T.
ROWE
PRICE
New
Income
Fund
10
Par/Shares
$
Value
(Amounts
in
000s)
Capital
One
Financial,
VR,
7.624%,
10/30/31 (6)
3,005‌
3,289‌
Citigroup,
4.45%,
9/29/27 
5,040‌
4,885‌
Citigroup,
VR,
2.561%,
5/1/32 (6)(7)
10,603‌
8,725‌
Citigroup,
VR,
3.106%,
4/8/26 (6)(7)
12,300‌
11,946‌
Citigroup,
VR,
4.658%,
5/24/28 (6)(7)
4,855‌
4,773‌
Citigroup,
VR,
5.61%,
9/29/26 (6)
22,322‌
22,346‌
Citigroup,
VR,
5.827%,
2/13/35 (6)
57,900‌
56,684‌
Citigroup,
Series
VAR,
VR,
3.07%,
2/24/28 (6)(7)
20,740‌
19,458‌
Credit
Suisse,
7.50%,
2/15/28 
4,460‌
4,784‌
Danske
Bank,
VR,
3.244%,
12/20/25 (1)(6)
21,957‌
21,476‌
Danske
Bank,
VR,
3.773%,
3/28/25 (1)(6)
12,760‌
12,727‌
Danske
Bank,
VR,
5.705%,
3/1/30 (1)(6)
12,075‌
12,074‌
Deutsche
Bank,
VR,
3.961%,
11/26/25 (6)
11,345‌
11,149‌
Fifth
Third
Bancorp,
2.375%,
1/28/25 
3,260‌
3,167‌
Fifth
Third
Bancorp,
2.55%,
5/5/27 (7)
2,040‌
1,879‌
Fifth
Third
Bancorp,
VR,
5.631%,
1/29/32 (6)(7)
5,270‌
5,212‌
Fifth
Third
Bancorp,
VR,
6.339%,
7/27/29 (6)(7)
12,345‌
12,679‌
Fifth
Third
Bancorp,
VR,
6.361%,
10/27/28 (6)
2,875‌
2,918‌
Fifth
Third
Bank,
2.25%,
2/1/27 (7)
830‌
763‌
Fifth
Third
Bank,
3.85%,
3/15/26 
2,345‌
2,260‌
Fifth
Third
Bank,
3.95%,
7/28/25 
1,630‌
1,593‌
Fifth
Third
Bank,
VR,
5.852%,
10/27/25 (6)
5,950‌
5,929‌
Goldman
Sachs
Group,
VR,
1.542%,
9/10/27 (6)(7)
32,259‌
29,376‌
Goldman
Sachs
Group,
VR,
2.383%,
7/21/32 (6)(7)
17,802‌
14,495‌
Goldman
Sachs
Group,
VR,
3.615%,
3/15/28 (6)
20,205‌
19,181‌
Goldman
Sachs
Group,
VR,
3.691%,
6/5/28 (6)
6,770‌
6,469‌
Goldman
Sachs
Group,
VR,
4.482%,
8/23/28 (6)
22,790‌
22,263‌
HSBC
Holdings,
VR,
2.099%,
6/4/26 (6)(7)
11,435‌
10,931‌
HSBC
Holdings,
VR,
2.206%,
8/17/29 (6)
13,255‌
11,485‌
HSBC
Holdings,
VR,
4.755%,
6/9/28 (6)
35,820‌
34,998‌
Huntington
National
Bank,
VR,
5.699%,
11/18/25 (6)
3,380‌
3,353‌
ING
Groep,
VR,
6.114%,
9/11/34 (6)
9,190‌
9,493‌
JPMorgan
Chase,
VR,
1.764%,
11/19/31 (6)(7)
42,600‌
34,139‌
JPMorgan
Chase,
VR,
2.182%,
6/1/28 (6)
33,202‌
30,276‌
JPMorgan
Chase,
VR,
2.522%,
4/22/31 (6)(7)
4,475‌
3,803‌
JPMorgan
Chase,
VR,
2.739%,
10/15/30 (6)(7)
12,398‌
10,877‌
JPMorgan
Chase,
VR,
2.956%,
5/13/31 (6)(7)
38,833‌
33,732‌
JPMorgan
Chase,
VR,
5.04%,
1/23/28 (6)
9,645‌
9,616‌
JPMorgan
Chase,
VR,
5.336%,
1/23/35 (6)(7)
8,860‌
8,818‌
Morgan
Stanley,
VR,
1.512%,
7/20/27 (6)
22,190‌
20,285‌
Morgan
Stanley,
VR,
2.699%,
1/22/31 (6)
3,815‌
3,281‌
Morgan
Stanley,
VR,
5.123%,
2/1/29 (6)(7)
25,560‌
25,448‌
Morgan
Stanley,
VR,
5.173%,
1/16/30 (6)(7)
15,220‌
15,136‌
PNC
Financial
Services
Group,
VR,
5.30%,
1/21/28 (6)(7)
4,985‌
4,981‌
PNC
Financial
Services
Group,
VR,
6.615%,
10/20/27 (6)
3,100‌
3,187‌
Santander
UK
Group
Holdings,
VR,
1.532%,
8/21/26 (6)
48,133‌
45,168‌
T.
ROWE
PRICE
New
Income
Fund
11
Par/Shares
$
Value
(Amounts
in
000s)
Societe
Generale,
VR,
5.519%,
1/19/28 (1)(6)
33,760‌
33,381‌
Societe
Generale,
VR,
5.634%,
1/19/30 (1)(6)(7)
19,725‌
19,446‌
Standard
Chartered,
VR,
1.456%,
1/14/27 (1)(6)
10,354‌
9,518‌
Standard
Chartered,
VR,
2.819%,
1/30/26 (1)(6)
25,268‌
24,507‌
Standard
Chartered,
VR,
3.971%,
3/30/26 (1)(6)
13,070‌
12,738‌
Toronto-Dominion
Bank,
5.523%,
7/17/28 (7)
3,090‌
3,135‌
U.S.
Bancorp,
VR,
5.384%,
1/23/30 (6)(7)
6,380‌
6,340‌
U.S.
Bancorp,
VR,
5.678%,
1/23/35 (6)(7)
11,010‌
10,979‌
UBS,
5.65%,
9/11/28 
4,755‌
4,848‌
UBS
Group,
4.55%,
4/17/26 
3,670‌
3,605‌
UBS
Group,
VR,
1.305%,
2/2/27 (1)(6)
16,210‌
14,921‌
UBS
Group,
VR,
1.364%,
1/30/27 (1)(6)
14,633‌
13,486‌
UBS
Group,
VR,
2.193%,
6/5/26 (1)(6)
15,135‌
14,483‌
UBS
Group,
VR,
2.746%,
2/11/33 (1)(6)
7,329‌
5,870‌
UBS
Group,
VR,
4.751%,
5/12/28 (1)(6)
4,085‌
3,982‌
UBS
Group,
VR,
5.711%,
1/12/27 (1)(6)(7)
4,035‌
4,029‌
UBS
Group,
VR,
5.959%,
1/12/34 (1)(6)(7)
13,025‌
13,158‌
UBS
Group,
VR,
6.246%,
9/22/29 (1)(6)
3,135‌
3,220‌
UBS
Group,
VR,
6.301%,
9/22/34 (1)(6)
12,855‌
13,314‌
UBS
Group,
VR,
6.537%,
8/12/33 (1)(6)
1,600‌
1,663‌
UBS
Group,
VR,
9.25% (1)(6)(8)
2,250‌
2,399‌
Wells
Fargo,
4.30%,
7/22/27 (7)
7,312‌
7,098‌
Wells
Fargo,
VR,
2.393%,
6/2/28 (6)(7)
32,245‌
29,405‌
Wells
Fargo,
VR,
2.572%,
2/11/31 (6)(7)
49,550‌
42,344‌
Wells
Fargo,
VR,
4.478%,
4/4/31 (6)(7)
16,431‌
15,606‌
Wells
Fargo,
VR,
5.198%,
1/23/30 (6)(7)
19,905‌
19,743‌
1,400,931‌
Brokerage
Asset
Managers
Exchanges
0.5%
HAT
Holdings
I,
8.00%,
6/15/27 (1)
15,050‌
15,596‌
Intercontinental
Exchange,
4.35%,
6/15/29 (7)
18,145‌
17,597‌
LSEGA
Financing,
2.00%,
4/6/28 (1)
41,724‌
37,103‌
LSEGA
Financing,
2.50%,
4/6/31 (1)
14,998‌
12,576‌
LSEGA
Financing,
3.20%,
4/6/41 (1)
6,705‌
5,006‌
87,878‌
Finance
Companies
0.4%
AerCap
Ireland
Capital,
2.45%,
10/29/26 (7)
18,780‌
17,326‌
AerCap
Ireland
Capital,
3.30%,
1/30/32 
10,508‌
8,866‌
AerCap
Ireland
Capital,
5.10%,
1/19/29 
7,745‌
7,621‌
Navient,
9.375%,
7/25/30 
6,025‌
6,296‌
Navient,
11.50%,
3/15/31 
3,430‌
3,751‌
OneMain
Finance,
9.00%,
1/15/29 
11,155‌
11,713‌
55,573‌
Financial
Other
0.0%
Howard
Hughes,
5.375%,
8/1/28 (1)
4,795‌
4,507‌
4,507‌
T.
ROWE
PRICE
New
Income
Fund
12
Par/Shares
$
Value
(Amounts
in
000s)
Insurance
2.5%
Alliant
Holdings
Intermediate,
6.75%,
4/15/28 (1)
11,570‌
11,498‌
Alliant
Holdings
Intermediate,
7.00%,
1/15/31 (1)
2,450‌
2,432‌
AmWINS
Group,
4.875%,
6/30/29 (1)
5,245‌
4,839‌
AmWINS
Group,
6.375%,
2/15/29 (1)
4,395‌
4,395‌
Aon,
2.80%,
5/15/30 
3,835‌
3,325‌
Athene
Global
Funding,
5.684%,
2/23/26 (1)(7)
22,515‌
22,439‌
Centene,
2.50%,
3/1/31 
23,230‌
19,065‌
Centene,
3.00%,
10/15/30 
8,330‌
7,101‌
Centene,
3.375%,
2/15/30 
9,455‌
8,344‌
Centene,
4.25%,
12/15/27 
3,340‌
3,181‌
Centene,
4.625%,
12/15/29 
41,038‌
38,863‌
CNO
Financial
Group,
5.25%,
5/30/25 
9,713‌
9,640‌
Corebridge
Financial,
3.65%,
4/5/27 
3,425‌
3,252‌
Corebridge
Financial,
3.85%,
4/5/29 
3,495‌
3,242‌
Corebridge
Financial,
3.90%,
4/5/32 
16,445‌
14,460‌
Corebridge
Global
Funding,
5.20%,
1/12/29 (1)(7)
3,270‌
3,236‌
Elevance
Health,
5.125%,
2/15/53 
8,335‌
7,925‌
Equitable
Financial
Life
Global
Funding,
1.00%,
1/9/26 (1)
16,275‌
14,956‌
Equitable
Holdings,
4.35%,
4/20/28 
41,322‌
39,791‌
HUB
International,
7.25%,
6/15/30 (1)
13,485‌
13,721‌
Humana,
3.95%,
3/15/27 
6,275‌
6,062‌
Humana,
4.875%,
4/1/30 (7)
15,720‌
15,474‌
Humana,
5.95%,
3/15/34 (7)
9,325‌
9,635‌
Jones
Deslauriers
Insurance
Management,
8.50%,
3/15/30 (1)
7,898‌
8,204‌
Marsh
&
McLennan,
2.25%,
11/15/30 (7)
9,218‌
7,788‌
Marsh
&
McLennan,
5.70%,
9/15/53 
20,305‌
21,056‌
Metropolitan
Life
Global
Funding
I,
5.15%,
3/28/33 (1)(7)
9,335‌
9,239‌
Molina
Healthcare,
4.375%,
6/15/28 (1)
2,820‌
2,630‌
UnitedHealth
Group,
4.50%,
4/15/33 (7)
16,060‌
15,453‌
UnitedHealth
Group,
5.05%,
4/15/53 (7)
41,794‌
39,996‌
UnitedHealth
Group,
5.875%,
2/15/53 (7)
28,585‌
30,715‌
401,957‌
Real
Estate
Investment
Trusts
0.8%
Alexandria
Real
Estate
Equities,
3.95%,
1/15/27 
25,607‌
24,645‌
Alexandria
Real
Estate
Equities,
5.25%,
5/15/36 
2,525‌
2,425‌
Brixmor
Operating
Partnership,
3.90%,
3/15/27 
30,217‌
28,770‌
Brixmor
Operating
Partnership,
4.05%,
7/1/30 
1,984‌
1,825‌
Brixmor
Operating
Partnership,
4.125%,
6/15/26 
55,609‌
53,635‌
Essex
Portfolio,
1.65%,
1/15/31 
10,099‌
7,907‌
Essex
Portfolio,
3.625%,
5/1/27 (7)
5,006‌
4,748‌
Invitation
Homes
Operating
Partnership,
5.45%,
8/15/30 
4,206‌
4,187‌
Regency
Centers,
4.125%,
3/15/28 (7)
9,817‌
9,350‌
137,492‌
Total
Financial
Institutions
2,088,338‌
T.
ROWE
PRICE
New
Income
Fund
13
Par/Shares
$
Value
(Amounts
in
000s)
INDUSTRIAL
13.9%
Basic
Industry
0.3%
AngloGold
Ashanti
Holdings,
3.375%,
11/1/28 
3,725‌
3,334‌
Axalta
Coating
Systems
Dutch
Holding
B,
7.25%,
2/15/31 (1)
845‌
877‌
Celanese
U.S.
Holdings,
6.05%,
3/15/25 
2,508‌
2,517‌
Celanese
U.S.
Holdings,
6.165%,
7/15/27 (7)
3,120‌
3,160‌
Celulosa
Arauco
y
Constitucion,
3.875%,
11/2/27 
9,249‌
8,691‌
Freeport-McMoRan,
4.375%,
8/1/28 (7)
6,681‌
6,347‌
Freeport-McMoRan,
5.00%,
9/1/27 (7)
1,558‌
1,525‌
Methanex,
5.125%,
10/15/27 
4,980‌
4,762‌
Westlake,
1.625%,
7/17/29
(EUR) 
20,686‌
19,650‌
50,863‌
Capital
Goods
0.3%
Boeing,
3.25%,
2/1/28 
3,405‌
3,148‌
Boeing,
5.04%,
5/1/27 (7)
8,010‌
7,917‌
Carrier
Global,
2.493%,
2/15/27 
3,500‌
3,248‌
Carrier
Global,
5.80%,
11/30/25 
4,495‌
4,530‌
Ritchie
Bros
Holdings,
6.75%,
3/15/28 (1)
755‌
770‌
Ritchie
Bros
Holdings,
7.75%,
3/15/31 (1)
5,237‌
5,492‌
Sealed
Air,
6.125%,
2/1/28 (1)
2,245‌
2,237‌
Sealed
Air,
7.25%,
2/15/31 (1)(7)
825‌
852‌
Stanley
Black
&
Decker,
2.75%,
11/15/50 
4,964‌
2,876‌
Summit
Materials,
7.25%,
1/15/31 (1)
1,375‌
1,423‌
TransDigm,
6.75%,
8/15/28 (1)
3,100‌
3,131‌
TransDigm,
6.875%,
12/15/30 (1)
9,145‌
9,259‌
TransDigm,
7.125%,
12/1/31 (1)
7,965‌
8,164‌
53,047‌
Communications
3.1%
Altice
Financing,
5.00%,
1/15/28 (1)(7)
9,510‌
8,393‌
Altice
Financing,
9.625%,
7/15/27 (1)
11,945‌
11,975‌
American
Tower,
5.25%,
7/15/28 (7)
3,130‌
3,116‌
AT&T,
3.50%,
9/15/53 
11,088‌
7,662‌
CCO
Holdings,
6.375%,
9/1/29 (1)
8,250‌
7,724‌
CCO
Holdings,
7.375%,
3/1/31 (1)
2,600‌
2,509‌
Charter
Communications
Operating,
3.75%,
2/15/28 
8,600‌
7,930‌
Charter
Communications
Operating,
5.25%,
4/1/53 (7)
2,870‌
2,219‌
Charter
Communications
Operating,
6.484%,
10/23/45 
5,900‌
5,392‌
Charter
Communications
Operating,
6.65%,
2/1/34 
19,440‌
19,452‌
Comcast,
3.25%,
11/1/39 
23,223‌
17,811‌
Crown
Castle,
3.80%,
2/15/28 
3,445‌
3,236‌
Crown
Castle,
4.80%,
9/1/28 
19,320‌
18,856‌
Crown
Castle,
5.60%,
6/1/29 
12,885‌
12,942‌
Crown
Castle,
5.80%,
3/1/34 (7)
8,360‌
8,452‌
Crown
Castle
Towers,
3.663%,
5/15/25 (1)
50,986‌
49,719‌
CSC
Holdings,
11.75%,
1/31/29 (1)
6,935‌
7,247‌
T.
ROWE
PRICE
New
Income
Fund
14
Par/Shares
$
Value
(Amounts
in
000s)
Interpublic
Group,
4.65%,
10/1/28 
7,525‌
7,354‌
Lamar
Media,
4.875%,
1/15/29 
3,080‌
2,934‌
Meta
Platforms,
5.60%,
5/15/53 
26,215‌
27,170‌
Netflix,
4.625%,
5/15/29
(EUR) 
7,605‌
8,592‌
Rogers
Communications,
3.20%,
3/15/27 
10,104‌
9,504‌
Rogers
Communications,
3.80%,
3/15/32 (7)
10,875‌
9,675‌
Rogers
Communications,
4.35%,
5/1/49 (7)
1,365‌
1,100‌
Rogers
Communications,
4.55%,
3/15/52 (7)
56,583‌
46,635‌
Rogers
Communications,
5.00%,
2/15/29 (7)
23,960‌
23,731‌
Rogers
Communications,
5.30%,
2/15/34 (7)
20,675‌
20,276‌
SBA
Tower
Trust,
1.84%,
4/15/27 (1)
21,685‌
19,332‌
SBA
Tower
Trust,
2.593%,
10/15/31 (1)
17,515‌
13,753‌
Sirius
XM
Radio,
4.00%,
7/15/28 (1)
6,195‌
5,583‌
Sirius
XM
Radio,
5.00%,
8/1/27 (1)
4,168‌
3,970‌
Sprint
Capital,
6.875%,
11/15/28 (7)
24,540‌
26,196‌
Sprint
Capital,
8.75%,
3/15/32 
15,530‌
18,772‌
T-Mobile
USA,
5.75%,
1/15/54 
34,110‌
34,561‌
T-Mobile
USA,
6.00%,
6/15/54 (7)
9,255‌
9,748‌
Walt
Disney,
3.60%,
1/13/51 (7)
9,955‌
7,540‌
Warnermedia
Holdings,
3.755%,
3/15/27 (7)
19,535‌
18,499‌
509,560‌
Consumer
Cyclical
1.9%
American
Honda
Finance,
5.65%,
11/15/28 
13,860‌
14,269‌
Bath
&
Body
Works,
6.625%,
10/1/30 (1)(7)
10,110‌
10,161‌
Caesars
Entertainment,
7.00%,
2/15/30 (1)
5,700‌
5,821‌
Carnival,
7.00%,
8/15/29 (1)
5,185‌
5,367‌
Carnival,
10.50%,
6/1/30 (1)(7)
10,950‌
11,908‌
Clarios
Global,
6.75%,
5/15/28 (1)
4,857‌
4,900‌
Daimler
Truck
Finance
North
America,
5.00%,
1/15/27 (1)(7)
2,290‌
2,284‌
Daimler
Truck
Finance
North
America,
5.125%,
1/19/28 (1)(7)
3,425‌
3,420‌
Daimler
Truck
Finance
North
America,
5.375%,
1/18/34 (1)(7)
2,275‌
2,262‌
Dollar
General,
3.875%,
4/15/27 (7)
3,325‌
3,196‌
Dollar
General,
5.45%,
7/5/33 (7)
16,840‌
16,754‌
Ford
Motor,
9.625%,
4/22/30 
8,295‌
9,699‌
Ford
Motor
Credit,
4.95%,
5/28/27 (7)
6,895‌
6,701‌
Ford
Motor
Credit,
5.80%,
3/5/27 
5,135‌
5,103‌
Ford
Motor
Credit,
6.798%,
11/7/28 (7)
5,070‌
5,259‌
Ford
Motor
Credit,
6.80%,
5/12/28 
4,760‌
4,911‌
Ford
Motor
Credit,
7.122%,
11/7/33 
5,050‌
5,389‌
Ford
Motor
Credit,
7.35%,
11/4/27 
1,255‌
1,306‌
General
Motors
Financial,
4.00%,
10/6/26 
3,370‌
3,253‌
General
Motors
Financial,
5.40%,
5/8/27 
13,590‌
13,572‌
General
Motors
Financial,
5.80%,
6/23/28 (7)
6,420‌
6,518‌
GLP
Capital,
3.35%,
9/1/24 
6,162‌
6,069‌
Hyundai
Capital
America,
5.25%,
1/8/27 (1)
5,680‌
5,658‌
Hyundai
Capital
America,
5.40%,
1/8/31 (1)
3,290‌
3,292‌
T.
ROWE
PRICE
New
Income
Fund
15
Par/Shares
$
Value
(Amounts
in
000s)
Hyundai
Capital
America,
5.50%,
3/30/26 (1)(7)
5,370‌
5,375‌
Hyundai
Capital
America,
6.50%,
1/16/29 (1)
6,620‌
6,933‌
Las
Vegas
Sands,
3.50%,
8/18/26 (7)
10,677‌
10,054‌
Life
Time,
5.75%,
1/15/26 (1)
4,810‌
4,750‌
Lowe's,
4.25%,
4/1/52 
4,402‌
3,534‌
Lowe's,
5.625%,
4/15/53 
6,080‌
6,010‌
Lowe's,
5.75%,
7/1/53 (7)
5,950‌
6,009‌
Marriott
International,
5.00%,
10/15/27 
12,776‌
12,702‌
Match
Group
Holdings
II,
5.00%,
12/15/27 (1)
4,992‌
4,749‌
Nissan
Motor
Acceptance,
1.85%,
9/16/26 (1)
5,960‌
5,364‌
O'Reilly
Automotive,
5.75%,
11/20/26 (7)
4,875‌
4,942‌
Rivian
Holdings,
FRN,
6M
USD
LIBOR
+
5.625%,
11.493%,
10/15/26 (1)
5,270‌
5,020‌
Ross
Stores,
1.875%,
4/15/31 (7)
20,720‌
16,777‌
Royal
Caribbean
Cruises,
6.25%,
3/15/32 (1)
3,105‌
3,113‌
Royal
Caribbean
Cruises,
8.25%,
1/15/29 (1)
7,470‌
7,928‌
VF,
2.95%,
4/23/30 (7)
11,510‌
9,454‌
Volkswagen
Group
of
America
Finance,
3.20%,
9/26/26 (1)
10,398‌
9,877‌
Volkswagen
Group
of
America
Finance,
4.75%,
11/13/28 (1)(7)
13,610‌
13,430‌
Wand
NewCo
3,
7.625%,
1/30/32 (1)
1,905‌
1,953‌
Yum!
Brands,
5.375%,
4/1/32 
4,970‌
4,759‌
ZF
North
America
Capital,
6.875%,
4/14/28 (1)
3,380‌
3,443‌
ZF
North
America
Capital,
7.125%,
4/14/30 (1)
2,765‌
2,872‌
306,120‌
Consumer
Non-Cyclical
4.9%
AbbVie,
3.20%,
11/21/29 (7)
18,145‌
16,628‌
AbbVie,
4.05%,
11/21/39 
13,104‌
11,574‌
AbbVie,
4.25%,
11/21/49 (7)
14,924‌
12,868‌
AbbVie,
4.50%,
5/14/35 
20,682‌
19,758‌
AbbVie,
4.70%,
5/14/45 
28,417‌
26,284‌
AbbVie,
4.875%,
11/14/48 
28,471‌
26,918‌
AbbVie,
5.05%,
3/15/34 (7)
22,365‌
22,532‌
AbbVie,
5.35%,
3/15/44 (7)
4,485‌
4,529‌
AbbVie,
5.40%,
3/15/54 
19,285‌
19,658‌
AbbVie,
5.50%,
3/15/64 
10,965‌
11,142‌
Anheuser-Busch
InBev
Worldwide,
5.55%,
1/23/49 
22,565‌
23,135‌
Avantor
Funding,
4.625%,
7/15/28 (1)
3,120‌
2,944‌
BAT
Capital,
2.259%,
3/25/28 
5,565‌
4,925‌
BAT
Capital,
6.00%,
2/20/34 
8,890‌
8,821‌
BAT
Capital,
6.343%,
8/2/30 
3,090‌
3,189‌
BAT
Capital,
7.079%,
8/2/43 
8,280‌
8,621‌
BAT
Capital,
7.081%,
8/2/53 (7)
12,780‌
13,252‌
BAT
International
Finance,
1.668%,
3/25/26 
9,905‌
9,177‌
Bayer
U.S.
Finance,
6.125%,
11/21/26 (1)
5,645‌
5,681‌
Bayer
U.S.
Finance,
6.25%,
1/21/29 (1)
7,686‌
7,693‌
Bayer
U.S.
Finance,
6.375%,
11/21/30 (1)
11,085‌
11,183‌
Bayer
U.S.
Finance
II,
4.25%,
12/15/25 (1)(7)
8,165‌
7,937‌
T.
ROWE
PRICE
New
Income
Fund
16
Par/Shares
$
Value
(Amounts
in
000s)
Becton
Dickinson
&
Company,
2.823%,
5/20/30 (7)
10,563‌
9,270‌
Becton
Dickinson
&
Company,
3.70%,
6/6/27 
16,974‌
16,271‌
Bimbo
Bakeries
USA,
5.375%,
1/9/36 (1)
3,410‌
3,387‌
Bimbo
Bakeries
USA,
6.40%,
1/15/34 (1)
3,390‌
3,627‌
Bristol-Myers
Squibb,
5.10%,
2/22/31 
8,505‌
8,540‌
Bristol-Myers
Squibb,
5.20%,
2/22/34 (7)
17,770‌
17,887‌
Bristol-Myers
Squibb,
5.55%,
2/22/54 
7,205‌
7,289‌
Bristol-Myers
Squibb,
5.65%,
2/22/64 (7)
9,630‌
9,783‌
Bristol-Myers
Squibb,
6.25%,
11/15/53 (7)
11,112‌
12,369‌
Charles
River
Laboratories
International,
4.25%,
5/1/28 (1)
3,465‌
3,240‌
CVS
Health,
3.25%,
8/15/29 (7)
3,560‌
3,240‌
CVS
Health,
4.30%,
3/25/28 (7)
3,265‌
3,171‌
CVS
Health,
5.05%,
3/25/48 
37,769‌
33,639‌
CVS
Health,
5.625%,
2/21/53 
16,520‌
16,016‌
CVS
Health,
5.875%,
6/1/53 (7)
9,060‌
9,056‌
Darling
Ingredients,
6.00%,
6/15/30 (1)(7)
5,145‌
5,048‌
HCA,
3.125%,
3/15/27 
8,660‌
8,131‌
HCA,
3.375%,
3/15/29 
9,695‌
8,837‌
HCA,
3.50%,
9/1/30 (7)
18,270‌
16,306‌
HCA,
4.50%,
2/15/27 
3,300‌
3,226‌
HCA,
5.375%,
9/1/26 
6,729‌
6,695‌
HCA,
5.875%,
2/15/26 
6,575‌
6,600‌
IQVIA,
6.25%,
2/1/29 
13,440‌
13,826‌
IQVIA,
6.50%,
5/15/30 (1)
435‌
440‌
Mars,
4.75%,
4/20/33 (1)
16,610‌
16,176‌
Mattel,
5.875%,
12/15/27 (1)(7)
16,405‌
16,343‌
Mondelez
International,
2.75%,
4/13/30 (7)
4,714‌
4,163‌
Mylan,
4.55%,
4/15/28 
6,805‌
6,550‌
Pfizer
Investment
Enterprises,
4.75%,
5/19/33 (7)
10,395‌
10,089‌
Pfizer
Investment
Enterprises,
5.30%,
5/19/53 (7)
10,425‌
10,211‌
Pfizer
Investment
Enterprises,
5.34%,
5/19/63 
17,625‌
17,005‌
Philip
Morris
International,
5.125%,
2/15/30 (7)
10,740‌
10,701‌
Revvity,
1.90%,
9/15/28 (7)
13,950‌
12,069‌
Revvity,
2.25%,
9/15/31 (7)
7,580‌
6,133‌
Revvity,
3.30%,
9/15/29 
10,440‌
9,412‌
Reynolds
American,
4.45%,
6/12/25 
5,094‌
5,016‌
Sartorius
Finance,
4.875%,
9/14/35
(EUR) 
14,300‌
16,269‌
Solventum,
5.40%,
3/1/29 (1)
15,605‌
15,593‌
Solventum,
5.60%,
3/23/34 (1)
41,435‌
41,169‌
Solventum,
5.90%,
4/30/54 (1)
16,480‌
16,292‌
Solventum,
6.00%,
5/15/64 (1)
16,455‌
16,058‌
Sutter
Health,
5.164%,
8/15/33 
5,265‌
5,284‌
Teva
Pharmaceutical
Finance
Netherlands
III,
7.875%,
9/15/29 
3,580‌
3,813‌
Teva
Pharmaceutical
Finance
Netherlands
III,
8.125%,
9/15/31 
4,195‌
4,541‌
Thermo
Fisher
Scientific,
5.20%,
1/31/34 (7)
7,575‌
7,682‌
Utah
Acquisition
Sub,
3.95%,
6/15/26 
42,360‌
40,901‌
T.
ROWE
PRICE
New
Income
Fund
17
Par/Shares
$
Value
(Amounts
in
000s)
Utah
Acquisition
Sub,
5.25%,
6/15/46 
2,128‌
1,733‌
Viatris,
3.85%,
6/22/40 
12,713‌
9,423‌
Viatris,
4.00%,
6/22/50 (7)
8,520‌
5,810‌
812,779‌
Energy
2.6%
Boardwalk
Pipelines,
3.40%,
2/15/31 (7)
15,531‌
13,747‌
Boardwalk
Pipelines,
4.45%,
7/15/27 
17,539‌
17,021‌
Boardwalk
Pipelines,
5.95%,
6/1/26 
11,500‌
11,572‌
Cheniere
Corpus
Christi
Holdings,
5.125%,
6/30/27 
10,066‌
10,003‌
Cheniere
Energy,
4.625%,
10/15/28 
6,820‌
6,542‌
Chesapeake
Energy,
6.75%,
4/15/29 (1)
5,355‌
5,368‌
Columbia
Pipelines
Holding,
5.681%,
1/15/34 (1)
16,685‌
16,317‌
Continental
Resources,
4.375%,
1/15/28 
3,430‌
3,293‌
Diamondback
Energy,
6.25%,
3/15/53 
3,420‌
3,628‌
Enbridge,
6.20%,
11/15/30 (7)
5,155‌
5,397‌
Enbridge,
6.70%,
11/15/53 (7)
8,130‌
9,123‌
Energy
Transfer,
2.90%,
5/15/25 
8,697‌
8,423‌
Energy
Transfer,
5.55%,
5/15/34 
8,960‌
8,837‌
Energy
Transfer,
5.95%,
5/15/54 
5,935‌
5,788‌
Energy
Transfer,
6.40%,
12/1/30 
11,100‌
11,645‌
Energy
Transfer,
6.55%,
12/1/33 
5,350‌
5,671‌
Hilcorp
Energy
I,
8.375%,
11/1/33 (1)
8,416‌
9,016‌
Kinetik
Holdings,
5.875%,
6/15/30 (1)
2,861‌
2,786‌
Kinetik
Holdings,
6.625%,
12/15/28 (1)
10,468‌
10,599‌
MPLX,
4.125%,
3/1/27 
3,330‌
3,229‌
NuStar
Logistics,
6.00%,
6/1/26 
3,044‌
3,002‌
Occidental
Petroleum,
6.125%,
1/1/31 
13,454‌
13,804‌
Occidental
Petroleum,
6.20%,
3/15/40 
3,705‌
3,751‌
Occidental
Petroleum,
6.375%,
9/1/28 
4,630‌
4,801‌
Occidental
Petroleum,
6.45%,
9/15/36 
3,105‌
3,268‌
Occidental
Petroleum,
6.625%,
9/1/30 (7)
4,570‌
4,808‌
Occidental
Petroleum,
7.50%,
5/1/31 
12,010‌
13,256‌
Occidental
Petroleum,
8.50%,
7/15/27 (7)
5,295‌
5,732‌
Occidental
Petroleum,
8.875%,
7/15/30 
26,910‌
31,000‌
ONEOK,
5.65%,
11/1/28 
3,150‌
3,205‌
ONEOK,
5.80%,
11/1/30 
9,460‌
9,665‌
ONEOK,
6.05%,
9/1/33 
9,310‌
9,596‌
Ovintiv,
5.65%,
5/15/28 (7)
6,425‌
6,476‌
Pioneer
Natural
Resources,
5.10%,
3/29/26 
6,015‌
6,002‌
Raizen
Fuels
Finance,
6.45%,
3/5/34 (1)
5,330‌
5,415‌
Raizen
Fuels
Finance,
6.95%,
3/5/54 (1)
4,930‌
5,030‌
Sabine
Pass
Liquefaction,
4.20%,
3/15/28 
3,320‌
3,198‌
Tallgrass
Energy
Partners,
7.375%,
2/15/29 (1)
940‌
935‌
Targa
Resources,
6.15%,
3/1/29 
15,155‌
15,549‌
Targa
Resources
Partners,
5.00%,
1/15/28 
3,285‌
3,211‌
Targa
Resources
Partners,
5.50%,
3/1/30 
5,907‌
5,848‌
T.
ROWE
PRICE
New
Income
Fund
18
Par/Shares
$
Value
(Amounts
in
000s)
Targa
Resources
Partners,
6.875%,
1/15/29 
3,817‌
3,931‌
TER
F
inance
Jersey,
Series
21,
Zero
Coupon,
1/2/25 (1)
23,600‌
22,251‌
Venture
Global
Calcasieu
Pass,
3.875%,
11/1/33 (1)
2,855‌
2,391‌
Venture
Global
Calcasieu
Pass,
6.25%,
1/15/30 (1)
6,170‌
6,154‌
Venture
Global
LNG,
8.375%,
6/1/31 (1)
16,155‌
16,337‌
Venture
Global
LNG,
9.50%,
2/1/29 (1)
15,710‌
16,751‌
Western
Midstream
Operating,
4.50%,
3/1/28 
3,365‌
3,218‌
Western
Midstream
Operating,
6.35%,
1/15/29 
3,190‌
3,292‌
Williams,
2.60%,
3/15/31 (7)
29,960‌
25,203‌
Williams,
3.75%,
6/15/27 
10,751‌
10,332‌
435,417‌
Industrial
Other
0.1%
Booz
Allen
Hamilton,
5.95%,
8/4/33 
7,290‌
7,509‌
7,509‌
Technology
0.6%
Broadcom,
2.60%,
2/15/33 (1)
11,876‌
9,490‌
Broadcom,
3.419%,
4/15/33 (1)
16,816‌
14,312‌
Broadcom,
3.875%,
1/15/27 
3,320‌
3,212‌
Central
Parent,
7.25%,
6/15/29 (1)(7)
2,855‌
2,869‌
Central
Parent,
8.00%,
6/15/29 (1)
4,350‌
4,459‌
Fiserv,
4.20%,
10/1/28 (7)
3,380‌
3,242‌
Gen
Digital,
7.125%,
9/30/30 (1)(7)
1,130‌
1,151‌
GTCR
W-2
Merger,
7.50%,
1/15/31 (1)
7,070‌
7,370‌
Micron
Technology,
4.185%,
2/15/27 
4,965‌
4,804‌
Micron
Technology,
5.30%,
1/15/31 (7)
10,725‌
10,584‌
Micron
Technology,
6.75%,
11/1/29 
11,330‌
11,996‌
Oracle,
4.90%,
2/6/33 
16,745‌
16,156‌
Sensata
Technologies,
5.875%,
9/1/30 (1)
2,820‌
2,735‌
UKG,
6.875%,
2/1/31 (1)
6,580‌
6,654‌
99,034‌
Transportation
0.1%
American
Airlines,
5.50%,
4/20/26 (1)
2,651‌
2,625‌
Autostrade
per
l'Italia,
2.00%,
1/15/30
(EUR) 
17,020‌
16,269‌
18,894‌
Total
Industrial
2,293,223‌
UTILITY
3.0%
Electric
2.9%
AES,
5.45%,
6/1/28 
6,410‌
6,397‌
American
Electric
Power,
5.20%,
1/15/29 (7)
11,820‌
11,829‌
Baltimore
Gas
&
Electric,
5.40%,
6/1/53 (7)
7,960‌
7,843‌
DTE
Energy,
4.875%,
6/1/28 
3,220‌
3,173‌
DTE
Energy,
5.10%,
3/1/29 (7)
22,930‌
22,669‌
Duke
Energy,
5.00%,
8/15/52 
21,270‌
18,961‌
Duke
Energy,
6.10%,
9/15/53 
23,015‌
23,862‌
Edison
International,
4.95%,
4/15/25 
1,306‌
1,294‌
T.
ROWE
PRICE
New
Income
Fund
19
Par/Shares
$
Value
(Amounts
in
000s)
Edison
International,
6.95%,
11/15/29 
3,045‌
3,245‌
Enel
Finance
America,
7.10%,
10/14/27 (1)
3,075‌
3,229‌
Enel
Finance
International,
1.875%,
7/12/28 (1)(7)
18,162‌
15,727‌
Exelon,
5.15%,
3/15/28 (7)
3,215‌
3,202‌
Exelon,
5.45%,
3/15/34 (7)
8,675‌
8,632‌
Exelon,
5.60%,
3/15/53 (7)
26,830‌
26,155‌
Georgia
Power,
4.95%,
5/17/33 
17,255‌
16,904‌
Georgia
Power,
5.25%,
3/15/34 
18,800‌
18,650‌
Indiana
Michigan
Power,
5.625%,
4/1/53 
1,450‌
1,457‌
MidAmerican
Energy,
5.85%,
9/15/54 (7)
6,460‌
6,802‌
NextEra
Energy
Capital
Holdings,
2.44%,
1/15/32 (7)
15,465‌
12,579‌
NextEra
Energy
Capital
Holdings,
5.25%,
2/28/53 (7)
6,955‌
6,509‌
NextEra
Energy
Capital
Holdings,
5.749%,
9/1/25 
11,275‌
11,320‌
Niagara
Mohawk
Power,
5.664%,
1/17/54 (1)
9,190‌
8,863‌
NRG
Energy,
4.45%,
6/15/29 (1)
9,592‌
8,873‌
Pacific
Gas
&
Electric,
2.10%,
8/1/27 (7)
7,517‌
6,734‌
Pacific
Gas
&
Electric,
2.50%,
2/1/31 
21,478‌
17,611‌
Pacific
Gas
&
Electric,
3.30%,
12/1/27 (7)
3,550‌
3,282‌
Pacific
Gas
&
Electric,
3.95%,
12/1/47 
10,551‌
7,654‌
Pacific
Gas
&
Electric,
4.55%,
7/1/30 (7)
17,647‌
16,600‌
Pacific
Gas
&
Electric,
5.80%,
5/15/34 (7)
12,560‌
12,533‌
Pacific
Gas
&
Electric,
6.70%,
4/1/53 (7)
5,775‌
6,208‌
Pacific
Gas
&
Electric,
6.75%,
1/15/53 
12,830‌
13,779‌
Pacific
Gas
&
Electric,
6.95%,
3/15/34 (7)
9,445‌
10,194‌
PacifiCorp,
5.30%,
2/15/31 
14,010‌
13,810‌
Palomino
Funding
Trust
I,
7.233%,
5/17/28 (1)
9,700‌
10,063‌
Public
Service
Enterprise
Group,
5.875%,
10/15/28 
3,090‌
3,168‌
Southern,
5.70%,
3/15/34 (7)
27,500‌
28,034‌
Southern
California
Edison,
5.70%,
3/1/53 
8,250‌
8,199‌
Southern
California
Edison,
Series
D,
4.70%,
6/1/27 
13,000‌
12,815‌
Talen
Energy
Supply,
8.625%,
6/1/30 (1)
7,652‌
8,054‌
Vistra,
VR,
8.00% (1)(6)(8)
16,305‌
16,305‌
Vistra,
Series
C,
VR,
8.875% (1)(6)(8)
3,295‌
3,344‌
Vistra
Operations,
5.125%,
5/13/25 (1)
6,867‌
6,808‌
Vistra
Operations,
6.95%,
10/15/33 (1)
7,385‌
7,701‌
Vistra
Operations,
7.75%,
10/15/31 (1)
11,850‌
12,235‌
473,306‌
Natural
Gas
0.1%
Boston
Gas,
6.119%,
7/20/53 (1)(7)
5,860‌
5,892‌
NiSource,
3.49%,
5/15/27 
3,365‌
3,198‌
NiSource,
5.25%,
3/30/28 
3,395‌
3,413‌
Sempra,
3.40%,
2/1/28 
3,450‌
3,234‌
T.
ROWE
PRICE
New
Income
Fund
20
Par/Shares
$
Value
(Amounts
in
000s)
Sempra,
3.70%,
4/1/29 
5,350‌
4,981‌
20,718‌
Total
Utility
494,024‌
Total
Corporate
Bonds
(Cost
$5,033,833)
4,875,585‌
FOREIGN
GOVERNMENT
OBLIGATIONS
&
MUNICIPALITIES
1.4%
Owned
No
Guarantee
0.7%
Gaci
First
Investment,
4.875%,
2/14/35 
17,430‌
16,516‌
Gaci
First
Investment,
5.125%,
2/14/53 
28,255‌
24,270‌
Petroleos
Mexicanos,
6.50%,
3/13/27 
42,050‌
39,145‌
Republic
of
Chile,
3.625%,
8/1/27 
8,800‌
8,284‌
Republic
of
Chile,
6.30%,
9/8/53 (1)(7)
20,560‌
19,935‌
Republic
of
Chile,
6.30%,
9/8/53 
3,735‌
3,621‌
Republic
of
Chile,
6.44%,
1/26/36 (1)
9,730‌
9,910‌
121,681‌
Sovereign
0.7%
Kingdom
of
Saudi
Arabia,
4.75%,
1/16/30 (1)
6,490‌
6,386‌
Kingdom
of
Saudi
Arabia,
5.75%,
1/16/54 (1)
12,140‌
11,771‌
Republic
of
Bulgaria,
4.375%,
5/13/31
(EUR) 
12,065‌
13,618‌
Republic
of
Bulgaria,
4.875%,
5/13/36
(EUR) 
13,651‌
15,772‌
Republic
of
Panama,
7.50%,
3/1/31 
11,860‌
12,188‌
Republic
of
Romania,
5.875%,
1/30/29 (1)
18,690‌
18,574‌
United
Mexican
States,
5.00%,
5/7/29 
16,700‌
16,448‌
United
Mexican
States,
6.00%,
5/7/36 
15,680‌
15,641‌
110,398‌
Total
Foreign
Government
Obligations
&
Municipalities
(Cost
$229,743)
232,079‌
NON-U.S.
GOVERNMENT
MORTGAGE-BACKED
SECURITIES
2.7%
Collateralized
Mortgage
Obligations
0.9%
Angel
Oak
Mortgage
Trust
Series
2021-3,
Class
A1,
CMO,
ARM
1.068%,
5/25/66 (1)
7,470‌
6,253‌
BINOM
Securitization
Trust
Series
2021-INV1,
Class
A1,
CMO,
ARM
2.034%,
6/25/56 (1)
9,079‌
7,785‌
Citigroup
Mortgage
Loan
Trust
Series
2022-INV1,
Class
A4B,
CMO,
ARM
3.00%,
11/27/51 (1)
7,399‌
6,039‌
Connecticut
Avenue
Securities
Series
2017-C06,
Class
2ED1,
CMO,
ARM
SOFR30A
+
1.114%,
6.436%,
2/25/30 
129‌
129‌
T.
ROWE
PRICE
New
Income
Fund
21
Par/Shares
$
Value
(Amounts
in
000s)
Connecticut
Avenue
Securities
Series
2022-R01,
Class
1M2,
CMO,
ARM
SOFR30A
+
1.90%,
7.222%,
12/25/41 (1)
19,620‌
19,755‌
Flagstar
Mortgage
Trust
Series
2018-6RR,
Class
2A4,
CMO,
ARM
4.00%,
9/25/48 (1)
830‌
794‌
Flagstar
Mortgage
Trust
Series
2020-1INV,
Class
A11,
CMO,
ARM
1M
TSFR
+
0.964%,
6.00%,
3/25/50 (1)
3,590‌
3,379‌
Flagstar
Mortgage
Trust
Series
2021-5INV,
Class
A16,
CMO,
ARM
2.50%,
7/25/51 (1)
9,500‌
7,435‌
Flagstar
Mortgage
Trust
Series
2021-8INV,
Class
A18,
CMO,
ARM
2.50%,
9/25/51 (1)
8,668‌
6,784‌
FWD
Securitization
Trust
Series
2020-INV1,
Class
A3,
CMO,
ARM
2.44%,
1/25/50 (1)
1,079‌
989‌
Galton
Funding
Mortgage
Trust
Series
2018-1,
Class
A23,
CMO,
ARM
3.50%,
11/25/57 (1)
736‌
655‌
Galton
Funding
Mortgage
Trust
Series
2018-2,
Class
A22,
CMO,
ARM
4.00%,
10/25/58 (1)
1,689‌
1,545‌
GS
Mortgage-Backed
Securities
Trust
Series
2014-EB1A,
Class
2A1,
CMO,
ARM
5.133%,
7/25/44 (1)
349‌
346‌
GS
Mortgage-Backed
Securities
Trust
Series
2020-INV1,
Class
A14,
CMO,
ARM
2.925%,
10/25/50 (1)
15,872‌
13,293‌
Imperial
Fund
Mortgage
Trust
Series
2021-NQM2,
Class
A1,
CMO,
ARM
1.073%,
9/25/56 (1)
11,557‌
9,355‌
JPMorgan
Mortgage
Trust
Series
2019-INV3,
Class
A3,
CMO,
ARM
3.50%,
5/25/50 (1)
4,393‌
3,908‌
JPMorgan
Mortgage
Trust
Series
2020-INV1,
Class
A11,
CMO,
ARM
1M
TSFR
+
0.944%,
6.00%,
8/25/50 (1)
2,275‌
2,157‌
JPMorgan
Mortgage
Trust
Series
2020-INV1,
Class
A3,
CMO,
ARM
3.50%,
8/25/50 (1)
3,848‌
3,370‌
JPMorgan
Mortgage
Trust
Series
2020-LTV1,
Class
A15,
CMO,
ARM
3.50%,
6/25/50 (1)
265‌
257‌
JPMorgan
Mortgage
Trust
Series
2020-LTV1,
Class
A3,
CMO,
ARM
3.50%,
6/25/50 (1)
656‌
637‌
T.
ROWE
PRICE
New
Income
Fund
22
Par/Shares
$
Value
(Amounts
in
000s)
Morgan
Stanley
Residential
Mortgage
Loan
Trust
Series
2023-NQM1,
Class
A2,
CMO,
STEP
7.53%,
9/25/68 (1)
5,738‌
5,839‌
New
Residential
Mortgage
Loan
Trust
Series
2021-INV1,
Class
A4,
CMO,
ARM
2.50%,
6/25/51 (1)
5,897‌
4,637‌
New
Residential
Mortgage
Loan
Trust
Series
2021-INV2,
Class
A4,
CMO,
ARM
2.50%,
9/25/51 (1)
10,901‌
8,629‌
OBX
Trust
Series
2019-INV2,
Class
A25,
CMO,
ARM
4.00%,
5/27/49 (1)
928‌
844‌
OBX
Trust
Series
2019-INV2,
Class
A5,
CMO,
ARM
4.00%,
5/27/49 (1)
2,512‌
2,285‌
OBX
Trust
Series
2020-EXP1,
Class
1A8,
CMO,
ARM
3.50%,
2/25/60 (1)
6,384‌
5,636‌
OBX
Trust
Series
2023-NQM9,
Class
A2,
CMO,
STEP
7.513%,
10/25/63 (1)
1,363‌
1,386‌
Sequoia
Mortgage
Trust
Series
2018-CH1,
Class
A2,
CMO,
ARM
3.50%,
3/25/48 (1)
602‌
539‌
Sequoia
Mortgage
Trust
Series
2018-CH2,
Class
A3,
CMO,
ARM
4.00%,
6/25/48 (1)
2,873‌
2,645‌
Sequoia
Mortgage
Trust
Series
2018-CH3,
Class
A2,
CMO,
ARM
4.00%,
8/25/48 (1)
612‌
593‌
SG
Residential
Mortgage
Trust
Series
2019-3,
Class
A1,
CMO,
ARM
2.703%,
9/25/59 (1)
379‌
369‌
Structured
Agency
Credit
Risk
Debt
Notes
Series
2021-DNA2,
Class
M2,
CMO,
ARM
SOFR30A
+
2.30%,
7.622%,
8/25/33 (1)
7,817‌
7,977‌
Structured
Agency
Credit
Risk
Debt
Notes
Series
2023-HQA3,
Class
A1,
CMO,
ARM
SOFR30A
+
1.85%,
7.172%,
11/25/43 
22‌
23‌
Towd
Point
Mortgage
Trust
Series
2019-HY3,
Class
A1A,
CMO,
ARM
1M
TSFR
+
1.114%,
6.435%,
10/25/59 (1)
3,257‌
3,283‌
Verus
Securitization
Trust
Series
2019-INV2,
Class
A3,
CMO,
ARM
4.219%,
7/25/59 (1)
2,362‌
2,251‌
Verus
Securitization
Trust
Series
2019-INV3,
Class
A3,
CMO,
ARM
4.10%,
11/25/59 (1)
3,465‌
3,348‌
T.
ROWE
PRICE
New
Income
Fund
23
Par/Shares
$
Value
(Amounts
in
000s)
Verus
Securitization
Trust
Series
2020-INV1,
Class
A1,
CMO,
ARM
1.977%,
3/25/60 (1)
193‌
191‌
Verus
Securitization
Trust
Series
2022-1,
Class
A1,
CMO,
STEP
2.724%,
1/25/67 (1)
5,428‌
4,828‌
Vista
Point
Securitization
Trust
Series
2020-2,
Class
A1,
CMO,
ARM
1.475%,
4/25/65 (1)
1,790‌
1,621‌
151,789‌
Commercial
Mortgage-Backed
Securities
1.8%
Austin
Fairmont
Hotel
Trust
Series
2019-FAIR,
Class
B,
ARM
1M
TSFR
+
1.297%,
6.615%,
9/15/32 (1)
6,970‌
6,918‌
Aventura
Mall
Trust
Series
2018-AVM,
Class
A,
ARM
4.112%,
7/5/40 (1)
39,170‌
36,807‌
BAMLL
Commercial
Mortgage
Securities
Trust
Series
2018-DSNY,
Class
A,
ARM
1M
TSFR
+
1.147%,
6.465%,
9/15/34 (1)
35,456‌
35,457‌
BBCMS
Mortgage
Trust
Series
2019-BWAY,
Class
D,
ARM
1M
TSFR
+
2.274%,
7.592%,
11/15/34 (1)
10,230‌
1,636‌
BX
Commercial
Mortgage
Trust
Series
2022-CSMO,
Class
B,
ARM
1M
TSFR
+
3.141%,
8.458%,
6/15/27 (1)
8,275‌
8,298‌
BX
Trust
Series
2021-ARIA,
Class
B,
ARM
1M
TSFR
+
1.411%,
6.729%,
10/15/36 (1)
6,815‌
6,697‌
Cantor
Commercial
Real
Estate
Lending
Series
2019-CF2,
Class
B
3.267%,
11/15/52 
9,752‌
8,027‌
Citigroup
Commercial
Mortgage
Trust
Series
2019-C7,
Class
805A,
ARM
3.79%,
12/15/72 (1)
12,000‌
4,819‌
Citigroup
Commercial
Mortgage
Trust
Series
2020-555,
Class
C
3.031%,
12/10/41 (1)
8,370‌
6,673‌
Citigroup
Commercial
Mortgage
Trust
Series
2020-555,
Class
D
3.233%,
12/10/41 (1)
5,500‌
4,262‌
Cold
Storage
Trust
Series
2020-ICE5,
Class
B,
ARM
1M
TSFR
+
1.414%,
6.736%,
11/15/37 (1)
11,083‌
11,035‌
Eleven
Madison
Mortgage
Trust
Series
2015-11MD,
Class
A,
ARM
3.555%,
9/10/35 (1)
23,679‌
22,037‌
T.
ROWE
PRICE
New
Income
Fund
24
Par/Shares
$
Value
(Amounts
in
000s)
Great
Wolf
Trust
Series
2019-WOLF,
Class
A,
ARM
1M
TSFR
+
1.348%,
6.666%,
12/15/36 (1)
9,868‌
9,862‌
Great
Wolf
Trust
Series
2019-WOLF,
Class
B,
ARM
1M
TSFR
+
1.648%,
6.966%,
12/15/36 (1)
3,274‌
3,269‌
GS
Mortgage
Securities
Trust
Series
2019-GC40,
Class
B
3.543%,
7/10/52 
12,730‌
10,869‌
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust
Series
2018-WPT,
Class
AFX
4.248%,
7/5/33 (1)
9,825‌
8,879‌
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust
Series
2018-WPT,
Class
BFX
4.549%,
7/5/33 (1)
7,620‌
6,438‌
JPMorgan
Chase
Commercial
Mortgage
Securities
Trust
Series
2018-WPT,
Class
CFX
4.95%,
7/5/33 (1)
11,395‌
9,032‌
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
Series
2014-C17,
Class
B,
ARM
4.464%,
8/15/47 
20,470‌
19,758‌
SCG
Mortgage
Trust
Series
2023-NASH,
Class
A,
ARM
1M
TSFR
+
2.391%,
7.708%,
12/15/40 (1)
23,405‌
23,551‌
UBS
Commercial
Mortgage
Trust
Series
2018-C9,
Class
AS,
ARM
4.318%,
3/15/51 
7,230‌
6,499‌
VNDO
Trust
Series
2016-350P,
Class
D,
ARM
3.903%,
1/10/35 (1)
8,849‌
7,958‌
Wells
Fargo
Commercial
Mortgage
Trust
Series
2015-NXS2,
Class
AS,
ARM
4.121%,
7/15/58 
6,215‌
5,959‌
Wells
Fargo
Commercial
Mortgage
Trust
Series
2017-C39,
Class
B
4.025%,
9/15/50 
5,750‌
5,259‌
Worldwide
Plaza
Trust
Series
2017-WWP,
Class
A
3.526%,
11/10/36 (1)
19,849‌
15,031‌
285,030‌
Total
Non-U.S.
Government
Mortgage-Backed
Securities
(Cost
$499,273)
436,819‌
T.
ROWE
PRICE
New
Income
Fund
25
Par/Shares
$
Value
(Amounts
in
000s)
U.S.
GOVERNMENT
&
AGENCY
MORTGAGE-BACKED
SECURITIES
26.4%
U.S.
Government
Agency
Obligations
20.1%
Federal
Home
Loan
Mortgage 
2.50%,
5/1/30 
4,313‌
4,066‌
3.00%,
12/1/42
-
4/1/47 
15,339‌
13,621‌
3.50%,
9/1/42
-
3/1/46 
71,974‌
65,817‌
4.00%,
10/1/40
-
8/1/45 
7,696‌
7,244‌
4.50%,
6/1/39
-
5/1/42 
11,658‌
11,385‌
5.00%,
7/1/25
-
8/1/40 
3,166‌
3,145‌
5.50%,
4/1/26
-
12/1/39 
3,086‌
3,138‌
6.00%,
10/1/32
-
8/1/38 
1,993‌
2,052‌
6.50%,
4/1/24
-
9/1/39 
776‌
797‌
7.00%,
12/1/24
-
6/1/32 
18‌
19‌
7.50%,
5/1/24
-
6/1/24 
—‌
—‌
Federal
Home
Loan
Mortgage,
ARM 
1Y
CMT
+
2.25%,
6.34%,
10/1/36 
27‌
28‌
RFUCCT1Y
+
1.725%,
5.975%,
7/1/35 
19‌
19‌
RFUCCT1Y
+
1.832%,
6.081%,
3/1/36 
76‌
76‌
RFUCCT1Y
+
1.842%,
6.091%,
1/1/37 
121‌
120‌
RFUCCT1Y
+
1.917%,
6.292%,
2/1/37 
66‌
67‌
RFUCCT1Y
+
1.93%,
6.187%,
12/1/36 
77‌
77‌
RFUCCT1Y
+
2.031%,
6.276%,
11/1/36 
111‌
110‌
Federal
Home
Loan
Mortgage,
CMO,
IO,
4.50%,
5/25/50 
10,892‌
2,093‌
Federal
Home
Loan
Mortgage,
CMO,
PO,
Zero
Coupon,
8/15/28 
4‌
4‌
Federal
Home
Loan
Mortgage,
UMBS 
1.50%,
2/1/36
-
4/1/37 
31,574‌
27,368‌
2.00%,
8/1/36
-
5/1/52 
216,901‌
174,869‌
2.50%,
4/1/37
-
9/1/52 
297,819‌
248,209‌
3.00%,
11/1/34
-
4/1/52 
59,587‌
52,554‌
3.50%,
6/1/47
-
6/1/52 
37,541‌
34,048‌
4.00%,
6/1/37
-
2/1/50 
28,212‌
26,591‌
4.50%,
9/1/37
-
11/1/52 
66,796‌
63,316‌
5.00%,
8/1/52
-
5/1/53 
19,237‌
18,671‌
5.50%,
8/1/53 
38,161‌
37,842‌
Federal
National
Mortgage
Assn. 
3.00%,
6/1/33
-
8/1/46 
5,880‌
5,156‌
3.50%,
6/1/42
-
5/1/46 
43,533‌
39,611‌
4.00%,
11/1/40 
7,571‌
7,231‌
Federal
National
Mortgage
Assn.,
ARM 
RFUCCT1Y
+
1.34%,
5.59%,
12/1/35 
63‌
63‌
RFUCCT1Y
+
1.598%,
5.683%,
7/1/36 
193‌
196‌
RFUCCT1Y
+
1.655%,
5.905%,
8/1/37 
44‌
44‌
RFUCCT1Y
+
1.87%,
6.12%,
8/1/36 
115‌
114‌
Federal
National
Mortgage
Assn.,
CMO,
IO,
6.50%,
2/25/32 
20‌
3‌
T.
ROWE
PRICE
New
Income
Fund
26
Par/Shares
$
Value
(Amounts
in
000s)
Federal
National
Mortgage
Assn.,
UMBS 
1.50%,
2/1/37
-
1/1/42 
61,870‌
52,100‌
2.00%,
11/1/35
-
7/1/52 
947,358‌
764,186‌
2.50%,
5/1/30
-
9/1/52 
490,889‌
412,258‌
3.00%,
6/1/27
-
7/1/52 
374,354‌
330,622‌
3.50%,
11/1/32
-
3/1/52 
125,342‌
114,872‌
4.00%,
7/1/35
-
11/1/52 
183,944‌
172,332‌
4.50%,
7/1/39
-
7/1/52 
99,004‌
95,758‌
5.00%,
3/1/25
-
9/1/53 
82,481‌
80,879‌
5.50%,
4/1/34
-
10/1/53 
73,285‌
72,955‌
6.00%,
11/1/32
-
1/1/54 
137,981‌
139,736‌
6.50%,
8/1/27
-
11/1/53 
32,964‌
33,758‌
7.00%,
10/1/29
-
4/1/37 
96‌
99‌
UMBS,
TBA (9)
2.50%,
3/1/54 
27,950‌
22,961‌
3.50%,
3/1/54 
28,465‌
25,322‌
5.00%,
3/1/54 
55,185‌
53,512‌
5.50%,
3/1/54 
14,690‌
14,531‌
6.00%,
3/1/54 
11,280‌
11,327‌
6.50%,
3/1/54 
56,435‌
57,422‌
3,304,394‌
U.S.
Government
Obligations
6.3%
Government
National
Mortgage
Assn. 
1.50%,
8/20/36
-
6/20/37 
10,464‌
8,972‌
2.00%,
1/20/51
-
3/20/52 
226,007‌
184,039‌
2.50%,
8/20/50
-
3/20/52 
216,999‌
183,754‌
3.00%,
9/15/42
-
6/20/52 
191,853‌
169,162‌
3.50%,
9/15/41
-
7/20/52 
127,716‌
116,961‌
4.00%,
2/20/41
-
10/20/52 
106,334‌
99,780‌
4.50%,
7/15/26
-
4/20/53 
88,796‌
85,418‌
5.00%,
9/15/33
-
6/20/48 
35,335‌
35,266‌
5.50%,
10/20/32
-
3/20/49 
15,179‌
15,425‌
6.00%,
1/20/34
-
12/20/38 
1,913‌
1,973‌
6.50%,
1/15/26
-
12/15/31 
37‌
38‌
7.00%,
5/20/28
-
11/20/28 
10‌
11‌
7.50%,
7/15/28
-
8/15/28 
35‌
36‌
8.00%,
9/15/27
-
10/15/27 
80‌
81‌
8.50%,
9/20/26 
—‌
—‌
Government
National
Mortgage
Assn.,
CMO 
3.00%,
11/20/47
-
12/20/47 
2,850‌
2,569‌
3.50%,
10/20/50 
9,510‌
7,875‌
Government
National
Mortgage
Assn.,
CMO,
IO 
3.50%,
5/20/43 
2,751‌
427‌
4.00%,
2/20/43 
1,985‌
217‌
Government
National
Mortgage
Assn.,
TBA (9)
5.00%,
3/20/54 
32,425‌
31,670‌
T.
ROWE
PRICE
New
Income
Fund
27
Par/Shares
$
Value
(Amounts
in
000s)
5.50%,
3/20/54 
81,265‌
80,722‌
6.00%,
3/20/54 
19,170‌
19,263‌
6.50%,
3/20/54 
1,340‌
1,358‌
1,045,017‌
Total
U.S.
Government
&
Agency
Mortgage-Backed
Securities
(Cost
$4,694,146)
4,349,411‌
U.S.
GOVERNMENT
AGENCY
OBLIGATIONS
(EXCLUDING
MORTGAGE-BACKED)
31.0%
U.S.
Treasury
Obligations
31.0%
U.S.
Treasury
Bonds,
3.375%,
8/15/42 
437,190‌
373,797‌
U.S.
Treasury
Bonds,
3.625%,
2/15/53 
269,845‌
235,988‌
U.S.
Treasury
Bonds,
3.625%,
5/15/53 
19,900‌
17,419‌
U.S.
Treasury
Bonds,
3.875%,
2/15/43 
159,815‌
146,381‌
U.S.
Treasury
Bonds,
4.00%,
11/15/42 
304,955‌
284,704‌
U.S.
Treasury
Bonds,
4.125%,
8/15/53 
278,000‌
266,315‌
U.S.
Treasury
Bonds,
4.75%,
11/15/53 
171,700‌
182,780‌
U.S.
Treasury
Inflation-Indexed
Notes,
1.375%,
7/15/33 
646,264‌
618,798‌
U.S.
Treasury
Notes,
0.625%,
12/31/27 
206,375‌
179,514‌
U.S.
Treasury
Notes,
0.625%,
8/15/30 
210,550‌
167,617‌
U.S.
Treasury
Notes,
1.50%,
1/31/27 
308,150‌
283,642‌
U.S.
Treasury
Notes,
3.25%,
6/30/27 
234,665‌
226,452‌
U.S.
Treasury
Notes,
3.875%,
11/30/27 
212,795‌
209,271‌
U.S.
Treasury
Notes,
4.125%,
6/15/26 
23,040‌
22,824‌
U.S.
Treasury
Notes,
4.125%,
9/30/27 
228,435‌
226,579‌
U.S.
Treasury
Notes,
4.125%,
10/31/27 
7,870‌
7,806‌
U.S.
Treasury
Notes,
4.50%,
7/15/26 
249,905‌
249,710‌
U.S.
Treasury
Notes,
4.50%,
11/15/33 
79,050‌
80,557‌
U.S.
Treasury
Notes,
4.625%,
9/15/26 
737,622‌
739,697‌
U.S.
Treasury
Notes,
4.625%,
10/15/26 (10)
346,295‌
347,431‌
U.S.
Treasury
Notes,
4.625%,
9/30/30 
68,600‌
69,951‌
U.S.
Treasury
Notes,
8/31/30 
168,635‌
167,133‌
Total
U.S.
Government
Agency
Obligations
(Excluding
Mortgage-
Backed)
(Cost
$5,198,402)
5,104,366‌
SHORT-TERM
INVESTMENTS
2.9%
Money
Market
Funds
2.9%
T.
Rowe
Price
Government
Reserve
Fund,
5.39% (4)(11)
484,244‌
484,244‌
Total
Short-Term
Investments
(Cost
$484,244)
484,244‌
T.
ROWE
PRICE
New
Income
Fund
28
Par/Shares
$
Value
(Amounts
in
000s)
SECURITIES
LENDING
COLLATERAL
2.1%
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
JPMORGAN
CHASE
BANK
0.0%
Money
Market
Funds
0.0%
T.
Rowe
Price
Government
Reserve
Fund,
5.39% (4)(11)
533‌
533‌
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
JPMorgan
Chase
Bank
533‌
INVESTMENTS
IN
A
POOLED
ACCOUNT
THROUGH
SECURITIES
LENDING
PROGRAM
WITH
STATE
STREET
BANK
AND
TRUST
COMPANY
2.1%
Money
Market
Funds
2.1%
T.
Rowe
Price
Government
Reserve
Fund,
5.39% (4)(11)
353,354‌
353,354‌
Total
Investments
in
a
Pooled
Account
through
Securities
Lending
Program
with
State
Street
Bank
and
Trust
Company
353,354‌
Total
Securities
Lending
Collateral
(Cost
$353,887)
353,887‌
(Amounts
in
000s,
except
for
contracts)
OPTIONS
PURCHASED
0.1%
Exchange-Traded
Options
Purchased
0.0%
Description
Contracts
Notional
Amount
$
Value
U.S.
Treasury
10-Year
Notes
Futures,
Put,
3/22/24
@
$109.50 (12)
11,487‌
1,268,596‌
4,487‌
Total
Exchange-Traded
Options
Purchased
(Cost
$5,043)
4,487‌
OTC
Options
Purchased
0.1%
Counterparty
Description
Contracts
Notional
Amount
$
Value
Barclays
Bank
30
Year
Interest
Rate
Swap,
8/12/54
Pay
Fixed
3.80%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/8/24
@
3.80%* (12)
1‌
114,982‌
3,168‌
Barclays
Bank
30
Year
Interest
Rate
Swap,
8/13/54
Pay
Fixed
3.80%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/9/24
@
3.80%* (12)
1‌
202,750‌
5,611‌
T.
ROWE
PRICE
New
Income
Fund
29
(Amounts
in
000s,
except
for
contracts)
Counterparty
Description
Contracts
Notional
Amount
$
Value
Citibank
Credit
Default
Swap
Protection
Bought
(Relevant
Credit:
Markit
CDX.NA.HY-S41,
5
Year
Index,
12/20/28),
Pay
5.00%
Quarterly,
Receive
upon
credit
default,
3/20/24
@
1.03%* (12)
1‌
277,771‌
125‌
Goldman
Sachs
30
Year
Interest
Rate
Swap,
8/13/54
Pay
Fixed
3.80%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/9/24
@
3.80%* (12)
1‌
101,375‌
2,805‌
JPMorgan
Chase
Credit
Default
Swap
Protection
Bought
(Relevant
Credit:
Markit
CDX.NA.HY-S41,
5
Year
Index,
12/20/28),
Pay
5.00%
Quarterly,
Receive
upon
credit
default,
3/20/24
@
1.04%* (12)
1‌
540,784‌
134‌
Morgan
Stanley
30
Year
Interest
Rate
Swap,
8/12/54
Pay
Fixed
3.80%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/8/24
@
3.80%* (12)
1‌
101,375‌
2,793‌
Morgan
Stanley
30
Year
Interest
Rate
Swap,
8/13/54
Pay
Fixed
3.80%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/9/24
@
3.80%* (12)
1‌
202,750‌
5,611‌
Total
OTC
Options
Purchased
(Cost
$24,609)
20,247‌
Total
Options
Purchased
(Cost
$29,652)
24,734‌
Total
Investments
in
Securities
103.9%
(Cost
$17,802,779)
$
17,128,009‌
Other
Assets
Less
Liabilities
(3.9)%
(650,805‌)
Net
Assets
100.0%
$
16,477,204‌
‡
Par/Shares
and
Notional
Amount
are
denominated
in
U.S.
dollars
unless
otherwise
noted.
*
Exercise
Spread
T.
ROWE
PRICE
New
Income
Fund
30
.
.
.
.
.
.
.
.
.
.
(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
$2,411,282
and
represents
14.6%
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
29,
2024.
The
interest
rate
for
unsettled
loans
will
be
determined
upon
settlement
after
period
end.
(4)
SEC
30-day
yield
(5)
Affiliated
Companies
(6)
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.
(7)
All
or
a
portion
of
this
security
is
on
loan
at
February
29,
2024.
(8)
Perpetual
security
with
no
stated
maturity
date.
(9)
To-Be-Announced
purchase
commitment.
Total
value
of
such
securities
at
period-end
amounts
to
$318,088
and
represents
1.9%
of
net
assets.
(10)
At
February
29,
2024,
all
or
a
portion
of
this
security
is
pledged
as
collateral
and/
or
margin
deposit
to
cover
future
funding
obligations.
(11)
Seven-day
yield
(12)
Non-income
producing
1M
TSFR
One
month
term
SOFR
(Secured
overnight
financing
rate)
3M
TSFR
Three
month
term
SOFR
(Secured
overnight
financing
rate)
6M
USD
LIBOR
Six
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. 
AUD
Australian
Dollar
CLO
Collateralized
Loan
Obligation
CMO
Collateralized
Mortgage
Obligation
EUR
Euro
FRN
Floating
Rate
Note
IO
Interest-only
security
for
which
the
fund
receives
interest
on
notional
principal
JPY
Japanese
Yen
OTC
Over-the-counter
PO
Principal-only
security
for
which
the
fund
receives
regular
cash
flows
based
on
principal
repayments
RFUCCT1Y
Twelve
month
Refinitiv
USD
IBOR
Consumer
Cash
Fallback
SOFR30A
30-day
Average
SOFR
(Secured
overnight
financing
rate)
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
T.
ROWE
PRICE
New
Income
Fund
31
.
.
.
.
.
.
.
.
.
.
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
32
(Amounts
in
000s,
except
for
contracts)
OPTIONS
WRITTEN
(0.2)%
OTC
Options
Written
(0.2)%
Counterparty
Description
Contracts
Notional
Amount
$
Value
Barclays
Bank
2
Year
Interest
Rate
Swap,
8/12/26
Pay
Fixed
4.20%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/8/24
@
4.20%*
1
922,538
(5,258‌)
Morgan
Stanley
2
Year
Interest
Rate
Swap,
8/12/26
Pay
Fixed
4.20%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/8/24
@
4.20%*
1
839,988
(4,787‌)
Barclays
Bank
2
Year
Interest
Rate
Swap,
8/13/26
Pay
Fixed
4.20%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/9/24
@
4.20%*
1
1,634,708
(9,318‌)
Goldman
Sachs
2
Year
Interest
Rate
Swap,
8/13/26
Pay
Fixed
4.20%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/9/24
@
4.20%*
1
804,779
(4,588‌)
Morgan
Stanley
2
Year
Interest
Rate
Swap,
8/13/26
Pay
Fixed
4.20%
Annually,
Receive
Variable
5.32%
(SOFR)
Annually,
8/9/24
@
4.20%*
1
1,634,707
(9,318‌)
Total
Options
Written
(Premiums
$(21,870))
$
(33,269‌)
T.
ROWE
PRICE
New
Income
Fund
33
(Amounts
in
000s)
SWAPS
0.3%
Description
Notional
Amount
$
Value
Upfront
Payments/
$
(Receipts)
Unrealized
$
Gain/(Loss)
BILATERAL
SWAPS
0.0%
Credit
Default
Swaps,
Protection
Bought
0.0%
Goldman
Sachs,
Protection
Bought
(Relevant
Credit:
Markit
CMBX.
NA.AAA-S15,
40
Year
Index),
Pay
0.50%
Monthly,
Receive
upon
credit
default,
11/18/64
*
2,883
44
73
(29‌)
Morgan
Stanley,
Protection
Bought
(Relevant
Credit:
Markit
CMBX.
NA.AAA-S15,
40
Year
Index),
Pay
0.50%
Monthly,
Receive
upon
credit
default,
11/18/64
*
454,750
6,938
11,902
(4,964‌)
Morgan
Stanley,
Protection
Bought
(Relevant
Credit:
Markit
CMBX.
NA.AAA-S16,
40
Year
Index),
Pay
0.50%
Monthly,
Receive
upon
credit
default,
4/17/65
*
16,953
308
513
(205‌)
Total
Bilateral
Credit
Default
Swaps,
Protection
Bought
12,488
(5,198‌)
Credit
Default
Swaps,
Protection
Sold
0.0%
JPMorgan
Chase,
Protection
Sold
(Relevant
Credit:
Barclays
Bank,
Baa1*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
6/20/24
(EUR)
*
5,778
24
17
7‌
Total
Bilateral
Credit
Default
Swaps,
Protection
Sold
17
7‌
Total
Bilateral
Swaps
12,505
(5,191‌)
Description
Notional
Amount
$
Value
Initial
$
Value
**
Unrealized
$
Gain/(Loss)
CENTRALLY
CLEARED
SWAPS
0.3%
Credit
Default
Swaps,
Protection
Sold
0.3%
Protection
Sold
(Relevant
Credit:
Freeport-McMoRan,
Baa2*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/28
27,140
(93)
(90)
(3‌)
Protection
Sold
(Relevant
Credit:
Markit
CDX.EM.IG-S40,
5
Year
Index),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/28
165,132
2,624
2,392
232‌
T.
ROWE
PRICE
New
Income
Fund
34
(Amounts
in
000s)
Description
Notional
Amount
$
Value
Initial
$
Value**
Unrealized
$
Gain/(Loss)
Protection
Sold
(Relevant
Credit:
Markit
CDX.NA.HY-S41,
5
Year
Index),
Receive
5.00%
Quarterly,
Pay
upon
credit
default,
12/20/28
117,174
8,606
94
8,512‌
Protection
Sold
(Relevant
Credit:
Markit
CDX.NA.IG-S41,
5
Year
Index),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/28
1,457,239
32,984
27,352
5,632‌
Protection
Sold
(Relevant
Credit:
Markit
iTraxx
Europe
Subordinated
Financials-S40,
5
Year
Index),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/28
(EUR)
190,975
(1,090)
(914)
(176‌)
Protection
Sold
(Relevant
Credit:
United
Mexican
States,
Baa2*),
Receive
1.00%
Quarterly,
Pay
upon
credit
default,
12/20/28
231,883
2,013
337
1,676‌
Total
Centrally
Cleared
Credit
Default
Swaps,
Protection
Sold
15,873‌
Total
Centrally
Cleared
Swaps
15,873‌
Net
payments
(receipts)
of
variation
margin
to
date
(14,591‌)
Variation
margin
receivable
(payable)
on
centrally
cleared
swaps
$
1,282‌
*
Credit
ratings
as
of
February
29,
2024.
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
$1,471.
T.
ROWE
PRICE
New
Income
Fund
35
(Amounts
in
000s)
FORWARD
CURRENCY
EXCHANGE
CONTRACTS
Counterparty
Settlement
Receive
Deliver
Unrealized
Gain/(Loss)
Barclays
Bank
3/4/24
AUD
83,039‌
JPY
8,035,679‌
$
349‌
Barclays
Bank
3/4/24
AUD
5,583‌
USD
3,622‌
7‌
Citibank
3/4/24
AUD
127,010‌
JPY
12,288,853‌
546‌
Citibank
3/4/24
JPY
36,383,948‌
AUD
381,648‌
(5,261‌)
Deutsche
Bank
5/24/24
USD
7,332‌
EUR
6,751‌
10‌
Deutsche
Bank
5/24/24
USD
16,826‌
EUR
15,560‌
(50‌)
Goldman
Sachs
3/4/24
AUD
83,006‌
JPY
8,030,479‌
362‌
JPMorgan
Chase
3/4/24
AUD
83,010‌
JPY
8,028,938‌
375‌
JPMorgan
Chase
5/24/24
USD
9,326‌
EUR
8,570‌
31‌
State
Street
5/24/24
USD
54,849‌
EUR
50,714‌
(154‌)
Net
unrealized
gain
(loss)
on
open
forward
currency
exchange
contracts
$
(3,785‌)
T.
ROWE
PRICE
New
Income
Fund
36
FUTURES
CONTRACTS
($000s)
Expiration
Date
Notional
Amount
Value
and
Unrealized
Gain
(Loss)
Short,
2,116
Euro
BUND
contracts
3/24
(303,367)
$
1,880‌
Long,
7,262
U.S.
Treasury
Notes
five
year
contracts
6/24
776,353
160‌
Short,
4,264
U.S.
Treasury
Notes
ten
year
contracts
6/24
(470,905)
(538‌)
Short,
13,803
U.S.
Treasury
Notes
two
year
contracts
6/24
(2,826,164)
(574‌)
Long,
4,575
Ultra
U.S.
Treasury
Bonds
contracts
6/24
585,028
3,929‌
Short,
5,284
Ultra
U.S.
Treasury
Notes
ten
year
contracts
6/24
(603,284)
(503‌)
Net
payments
(receipts)
of
variation
margin
to
date
(3,451‌)
Variation
margin
receivable
(payable)
on
open
futures
contracts
$
903‌
T.
ROWE
PRICE
New
Income
Fund
37
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
29,
2024.
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,
9.14% 
$
—‌
$
8‌
$
21‌
T.
Rowe
Price
Government
Reserve
Fund,
5.39%
—‌
—‌
51,493‌++
Totals
$
—‌#
$
8‌
$
51,514‌+
Supplementary
Investment
Schedule
Affiliate
Value
05/31/23
Purchase
Cost
Sales
Cost
Value
02/29/24
T.
Rowe
Price
Institutional
Floating
Rate
Fund
-
Z
Class,
9.14% 
$
284‌
$
22‌
$
—‌
$
314‌
T.
Rowe
Price
Government
Reserve
Fund,
5.39%
2,018,913‌
 ¤
 ¤
838,131‌
Total
$
838,445‌^
#
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
$51,514
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
$838,423.
T.
ROWE
PRICE
New
Income
Fund
Unaudited
Notes
to
Portfolio
of
Investments
38
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
39
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.
Listed
options,
and
OTC
options
with
a
listed
equivalent,
are
valued
at
the
mean
of
the
closing
bid
and
asked
prices
and
exchange-traded
options
on
futures
contracts
are
valued
at
closing
settlement
prices.
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
T.
ROWE
PRICE
New
Income
Fund
40
valuation
methods
such
as
market-based
valuation
multiples;
a
discount
or
premium
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
29,
2024
(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
$
—‌
$
16,264,830‌
$
—‌
$
16,264,830‌
Bond
Mutual
Funds
314‌
—‌
—‌
314‌
Short-Term
Investments
484,244‌
—‌
—‌
484,244‌
Securities
Lending
Collateral
353,887‌
—‌
—‌
353,887‌
Options
Purchased
4,487‌
20,247‌
—‌
24,734‌
Total
Securities
842,932‌
16,285,077‌
—‌
17,128,009‌
Swaps*
—‌
23,366‌
—‌
23,366‌
Forward
Currency
Exchange
Contracts
—‌
1,680‌
—‌
1,680‌
Futures
Contracts*
5,969‌
—‌
—‌
5,969‌
Total
$
848,901‌
$
16,310,123‌
$
—‌
$
17,159,024‌
Liabilities
Options
Written
$
—‌
$
33,269‌
$
—‌
$
33,269‌
Swaps*
—‌
179‌
—‌
179‌
Forward
Currency
Exchange
Contracts
—‌
5,465‌
—‌
5,465‌
Futures
Contracts*
1,615‌
—‌
—‌
1,615‌
Total
$
1,615‌
$
38,913‌
$
—‌
$
40,528‌
T.
ROWE
PRICE
New
Income
Fund
41
OTHER
MATTERS 
Unpredictable
events
such
as
environmental
or
natural
disasters,
war
and
conflict,
terrorism,
geopolitical
events,
and
public
health
epidemics 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.
The
global
outbreak
of
COVID-19
and
the
related
governmental
and
public
responses
have
led
and
may
continue
to
lead
to
increased
market
volatility
and
the
potential
for
illiquidity
in
certain
classes
of
securities
and
sectors
of
the
market
either
in
specific
countries
or
worldwide.
In
February
2022,
Russian
forces
entered
Ukraine
and
commenced
an
armed
conflict,
leading
to
economic
sanctions imposed
on
Russia
that
target certain
of
its
citizens
and
issuers
and
sectors
of
the
Russian
economy,
creating
impacts
on
Russian-related
stocks
and
debt
and
greater
volatility
in
global
markets.
In
March
2023,
the
banking
industry
experienced
heightened
volatility,
which
sparked
concerns
of
potential
broader
adverse
market
conditions.
The
extent
of
impact
of
these
events
on
the
US
and
global
markets
is
highly
uncertain.
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.
F43-054Q3
02/24
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.