Welcome to MobileRead! It is automatic for me that calibre news feeds show up in the Periodical folder. Here is a setting in calibre that I would recommend that you check. Under Preferences, select Conversion > Common Options. Within the Common Options window, select the tab for Page Setup. For output profile, I have selected Sony Reader 900. Don't forget to click Apply in the upper left corner of the window to save any changes you make it.
I also use the output file format EPUB rather than PDF, but I wouldn't think that should make a difference to your problem.
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