Morningstar

Goldman Sachs Absolute Return Tracker Fund Institutional Class GJRTX

Rating as of Sep 30, 2026 See Goldman Sachs Investment Hub

NAV / 1-Day Return $11.65 / −0.17 %
Fund Size $6.5B
Adjusted Expense Ratio 0.740%
Net Expense Ratio 0.650%
Fee Level: Distribution Low
Share Class Type Institutional
Morningstar Category Multistrategy
Alternative Style Box (Funds) High/Medium
Minimum Initial Investment $1M
Investment Status Open
TTM Yield 0.45%
Turnover Ratio 134%

NAV and 1-Day Return as of Oct 13, 2026, 10:07:52 PM

There is no Morningstar’s Analysis data available.

Portfolio Holdings GJRTX

More GJRTX Holdings

Current Portfolio Date Jun 30, 2026
Equity Holdings —
Bond Holdings —
Other Holdings —
% Assets in Top 10 Holdings 34.6

Top 10 Holdings	% Portfolio Weight	Market Value USD	Sector
Future on E-mini S&P 500 Futures	24.42	905M	—
Es131826 Trs Usd R V 01msofr Sofrrate +58 Bps	23.34	865M	—
Es134873 Trs Usd R V 00msofr Sofrrate +75 Bps	19.17	710M	—
Bx003377 Cds Usd R V 03mevent 1 Ccpcdx	17.88	662M	Derivative
Es132630 Trs Usd R V 00msofr0 Sofrrate +51 Bps	15.93	590M	—
Bx003372 Cds Eur R V 03mevent 1 Ccpcdx	13.39	496M	Derivative
Usd	12.55	465M	Cash and Equivalents
Es134919 Trs Usd R E .Msfvwgtt Index	12.03	446M	—
Gs Cayman Commodity Art Ltd	10.02	371M	—
iShares Core MSCI Emerging Markets ETF	9.35	346M	—

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