TMSRX — T. Rowe Price Multi-Strategy Total Return Fund
Data updated: 2026-01-13
TMSRX — T. Rowe Price Multi-Strategy Total Return Fund data: holdings, portfolio allocation, expenses, performance, cashflows, risk and SEC filings. Long-Short · $225.02M AUM · 1.19% expense ratio · 3.5% 1-yr return. From SEC regulatory filings.
TMSRX Fund Overview
TMSRX — T. Rowe Price Multi-Strategy Total Return Fund is a US mutual fund managed by T. Rowe Price Multi-Strategy Total Return Fund, Inc., categorised as Long-Short. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US mutual fund
- Manager: T. Rowe Price Multi-Strategy Total Return Fund, Inc.
- Category: Long-Short
- Assets under management: $225.02M
- 1-year return: 3.5%
- Ticker: TMSRX
- SEC CIK: 0001707770
- SEC series ID: S000058608
- Share class ID: C000192517
TMSRX Holdings
Top 10 holdings of T. Rowe Price Multi-Strategy Total Return Fund by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| T. Rowe Price Government Reserve Fund | 60.50% |
| T. Rowe Price Government Reserve Fund | 2.83% |
| Treasury Bill | 1.89% |
| U S Treasury Bill | 0.93% |
| Invesco Senior Loan Fd | 0.78% |
| NVIDIA Corp. | 0.59% |
| Nota Do Tesouro Nacional | 0.59% |
| Mexico | 0.57% |
| U S Treasury Bill | 0.44% |
| U S Treasury Bill | 0.44% |
TMSRX Portfolio Allocation
Asset-class allocation of T. Rowe Price Multi-Strategy Total Return Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Cash & Equivalents | 63.3% |
| Fixed Income | 26.1% |
| Equity | 10.5% |
| Securitized | 2.0% |
| Derivatives | 0.2% |
TMSRX Performance
Total returns for TMSRX (as of 2026-08-01), from SEC filings.
| Period | Total return |
|---|---|
| 1 year | 3.5% |
| 3 years (annualised) | 4.7% |
| 5 years (annualised) | 1.9% |
TMSRX Risk Information
Risk metrics for TMSRX, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 1.8%
TMSRX Costs and Fees
TMSRX costs about $119 per $10,000 invested per year in fund expenses.
- Net expense ratio: 1.19%
- Gross expense ratio: 1.40%
- Portfolio turnover: 126%
- Brokerage commissions: 10.20 bps of average net assets (SEC N-CEN)
TMSRX Cashflows
Over the 12 months to 2025-10, T. Rowe Price Multi-Strategy Total Return Fund had net outflows of $56.53M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2025-10 | −$63.37M |
| 2025-09 | −$6.68M |
| 2025-08 | −$323.88K |
| 2025-07 | −$1.12M |
| 2025-06 | −$664.78K |
| 2025-05 | −$1.75M |
TMSRX Debt Constituents
Largest debt holdings of T. Rowe Price Multi-Strategy Total Return Fund by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| Treasury Bill | 1.89% |
| U S Treasury Bill | 0.93% |
| Nota Do Tesouro Nacional | 0.59% |
| Mexico | 0.57% |
| U S Treasury Bill | 0.44% |
| U S Treasury Bill | 0.44% |
| South Africa | 0.44% |
| Treasury Bill | 0.44% |
| U S Treasury Bill | 0.44% |
| Treasury Bill | 0.44% |
TMSRX Prospectus and SEC Filings
Official T. Rowe Price Multi-Strategy Total Return Fund filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
Related Funds
Other Long-Short funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.