Annual Report (management Company) (nsar-b)

000 B000000 05/31/2013 000 C000000 0000779785 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 T. ROWE PRICE GNMA FUND 001 B000000 811-4441 001 C000000 4103452000 002 A000000 100 E PRATT ST 002 B000000 BALTIMORE 002 C000000 MD 002 D010000 21202 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 N 007 B000000 0 007 C010100 1 008 A000001 T. ROWE PRICE ASSOCIATES, INC. 008 B000001 A 008 C000001 801-856 008 D010001 BALTIMORE 008 D020001 MD 008 D030001 21202 011 A000001 T. ROWE PRICE INVESTMENT SERVICES, INC. 011 B000001 8-25130 011 C010001 BALTIMORE 011 C020001 MD 011 C030001 21202 012 A000001 T. ROWE PRICE SERVICES INC. 012 B000001 84-1079 012 C010001 BALTIMORE 012 C020001 MD 012 C030001 21202 012 A000002 T. ROWE PRICE RETIREMENT PLAN SERVICES 012 B000002 84-1917 012 C010002 BALTIMORE 012 C020002 MD 012 C030002 21202 013 A000001 PRICEWATERHOUSECOOPERS LLP 013 B010001 BALTIMORE 013 B020001 MD 013 B030001 21201 014 A000001 T. ROWE PRICE INVESTMENT SERVICES INC. 014 B000001 8-25130 015 A000001 STATE STREET BANK AND TRUST COMPANY

---

015 B000001 C 015 C010001 BOSTON 015 C020001 MA 015 C030001 02110 015 E010001 X 018 000000 Y 019 A000000 Y 019 B000000 143 019 C000000 TROWEPRICE 020 A000001 JPMORGAN CHASE 020 B000001 13-4994650 020 C000001 20 020 A000002 GREENWICH CAPITAL MARKETS 020 B000002 13-0317227 020 C000002 18 020 A000003 GOLDMAN SACHS 020 B000003 13-5108880 020 C000003 12 020 A000004 SANTANDER INVESTMENT SECURITIES 020 C000004 0 020 A000005 RBC CAPITAL MARKETS 020 B000005 41-1416330 020 C000005 0 020 A000006 CITIGROUP GLOBAL MARKETS, INC. 020 B000006 11-2418191 020 C000006 0 020 A000007 MACQUARIE EQUITIES USA 020 B000007 98-0141094 020 C000007 0 020 A000008 ANZ Securities 020 C000008 0 021 000000 52 022 A000001 BANK OF AMERICA MERRILL LYNCH 022 B000001 13-5674085 022 C000001 1841304 022 D000001 1899561 022 A000002 GOLDMAN SACHS 022 B000002 13-5108880 022 C000002 820121 022 D000002 782044 022 A000003 NOMURA SECURITIES INTL 022 B000003 13-2642206 022 C000003 350854 022 D000003 193867 022 A000004 JPMORGAN CHASE 022 B000004 13-4994650 022 C000004 335667 022 D000004 204434 022 A000005 CITIGROUP GLOBAL MARKETS, INC. 022 B000005 11-2418191 022 C000005 224424

---

022 D000005 141997 022 A000006 BNP PARIBAS SECURITIES 022 B000006 13-3235334 022 C000006 168904 022 D000006 110151 022 A000007 MORGAN STANLEY & CO INC. 022 B000007 13-2655998 022 C000007 67439 022 D000007 195973 022 A000008 GREENWICH CAPITAL MARKETS 022 B000008 13-0317227 022 C000008 95888 022 D000008 62206 022 A000009 BARCLAYS CAPITAL 022 B000009 13-3551367 022 C000009 90613 022 D000009 34071 022 A000010 CS FIRST BOSTON CORP. 022 B000010 13-5659485 022 C000010 35447 022 D000010 69996 023 C000000 4221284 023 D000000 3801310 024 000000 Y 025 A000001 MORGAN STANLEY & CO INC. 025 B000001 13-2655998 025 C000001 E 025 D000001 28 026 A000000 N 026 B000000 N 026 C000000 N 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 Y 028 A010000 28327 028 A020000 5705 028 A030000 0 028 A040000 37717 028 B010000 39304 028 B020000 5141 028 B030000 0 028 B040000 53869 028 C010000 14538 028 C020000 5363 028 C030000 0 028 C040000 31565 028 D010000 16931

---

028 D020000 4574 028 D030000 0 028 D040000 29604 028 E010000 20079 028 E020000 4503 028 E030000 0 028 E040000 24761 028 F010000 28203 028 F020000 4819 028 F030000 0 028 F040000 43368 028 G010000 147382 028 G020000 30105 028 G030000 0 028 G040000 220884 028 H000000 0 029 000000 N 030 A000000 0 030 B000000 0.00 030 C000000 0.00 031 A000000 0 031 B000000 0 032 000000 0 033 000000 0 034 000000 N 035 000000 0 036 B000000 0 037 000000 N 038 000000 0 039 000000 Y 040 000000 N 042 A000000 0 042 B000000 0 042 C000000 0 042 D000000 0 042 E000000 0 042 F000000 0 042 G000000 0 042 H000000 0 043 000000 0 044 000000 0 045 000000 Y 046 000000 N 047 000000 N 048 000000 0.000 048 A010000 0 048 A020000 0.000 048 B010000 0 048 B020000 0.000 048 C010000 0 048 C020000 0.000

---

048 D010000 0 048 D020000 0.000 048 E010000 0 048 E020000 0.000 048 F010000 0 048 F020000 0.000 048 G010000 0 048 G020000 0.000 048 H010000 0 048 H020000 0.000 048 I010000 0 048 I020000 0.000 048 J010000 0 048 J020000 0.000 048 K010000 0 048 K020000 0.000 049 000000 N 050 000000 N 051 000000 N 052 000000 Y 053 A000000 N 054 A000000 N 054 B000000 N 054 C000000 N 054 D000000 N 054 E000000 N 054 F000000 N 054 G000000 N 054 H000000 N 054 I000000 N 054 J000000 N 054 K000000 N 054 L000000 N 054 M000000 N 054 N000000 N 054 O000000 N 055 A000000 N 055 B000000 N 056 000000 Y 057 000000 N 058 A000000 N 059 000000 Y 060 A000000 Y 060 B000000 Y 061 000000 1000 062 A000000 Y 062 B000000 0.0 062 C000000 0.2 062 D000000 0.0 062 E000000 0.0 062 F000000 0.0

---

062 G000000 0.0 062 H000000 0.0 062 I000000 0.0 062 J000000 0.0 062 K000000 0.0 062 L000000 1.5 062 M000000 0.3 062 N000000 107.6 062 O000000 0.0 062 P000000 1.0 062 Q000000 0.0 062 R000000 0.0 063 A000000 0 063 B000000 8.3 064 A000000 Y 064 B000000 N 066 A000000 N 067 000000 N 068 A000000 N 068 B000000 N 069 000000 N 070 A010000 Y 070 A020000 N 070 B010000 N 070 B020000 N 070 C010000 Y 070 C020000 N 070 D010000 N 070 D020000 N 070 E010000 Y 070 E020000 Y 070 F010000 N 070 F020000 N 070 G010000 Y 070 G020000 Y 070 H010000 N 070 H020000 N 070 I010000 Y 070 I020000 N 070 J010000 Y 070 J020000 Y 070 K010000 Y 070 K020000 Y 070 L010000 N 070 L020000 N 070 M010000 N 070 M020000 N 070 N010000 Y 070 N020000 N 070 O010000 Y 070 O020000 N

---

070 P010000 Y 070 P020000 N 070 Q010000 N 070 Q020000 N 070 R010000 N 070 R020000 N 071 A000000 4221284 071 B000000 4209201 071 C000000 1938381 071 D000000 217 072 A000000 12 072 B000000 32716 072 C000000 26 072 D000000 0 072 E000000 0 072 F000000 8015 072 G000000 0 072 H000000 0 072 I000000 2109 072 J000000 113 072 K000000 13 072 L000000 53 072 M000000 15 072 N000000 73 072 O000000 0 072 P000000 0 072 Q000000 173 072 R000000 20 072 S000000 4 072 T000000 0 072 U000000 0 072 V000000 0 072 W000000 16 072 X000000 10604 072 Y000000 1 072 Z000000 22139 072AA000000 12591 072BB000000 0 072CC010000 0 072CC020000 30877 072DD010000 68435 072DD020000 0 072EE000000 544 073 A010000 0.3900 073 A020000 0.0000 073 B000000 0.0000 073 C000000 0.0000 074 A000000 5757 074 B000000 0 074 C000000 29942 074 D000000 1877262

---

074 E000000 0 074 F000000 0 074 G000000 0 074 H000000 0 074 I000000 0 074 J000000 33300 074 K000000 0 074 L000000 8015 074 M000000 133 074 N000000 1954409 074 O000000 225904 074 P000000 859 074 Q000000 0 074 R010000 0 074 R020000 0 074 R030000 0 074 R040000 0 074 S000000 2624 074 T000000 1725022 074 U010000 176832 074 U020000 0 074 V010000 9.76 074 V020000 0.00 074 W000000 0.0000 074 X000000 26447 074 Y000000 291157 075 A000000 0 075 B000000 1790642 076 000000 0.00 077 A000000 Y 077 B000000 Y 077 Q010000 N 077 Q020000 N 077 Q030000 N 078 000000 N 080 A000000 ICI Mutual Insurance Co 080 C000000 125000 081 A000000 Y 081 B000000 362 082 A000000 N 082 B000000 0 083 A000000 N 083 B000000 0 084 A000000 N 084 B000000 0 085 A000000 Y 085 B000000 N 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0

---

086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 SIGNATURE GREGORY K. HINKLE TITLE TREASURER