Goldman Sachs Strategic Volatility Premium Fund

Fund Profile

Fund profile

Tickers

SVPFX, SVPBX

Fund manager

Goldman Sachs High Yield Instl

Total assets

$478.14 mm

Liabilities

$1.41 mm

Net assets

$476.73 mm

Number of holdings

82.00

82 Holdings

As of Nov 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Goldman Sachs Financial Square Funds - Treasury Instruments Fund	136.50 mm	136.50 mm shares	28.63	Common equity	Long	USA
U.S. Treasury Bills	30.93 mm	31.16 mm principal	6.49	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	30.35 mm	30.35 mm principal	6.37	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	29.66 mm	30.00 mm principal	6.22	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	29.49 mm	30.00 mm principal	6.19	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	29.46 mm	30.00 mm principal	6.18	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	28.59 mm	28.86 mm principal	6.00	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.86 mm	25.00 mm principal	5.21	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.80 mm	25.00 mm principal	5.20	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.80 mm	25.00 mm principal	5.20	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.74 mm	25.00 mm principal	5.19	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.91 mm	20.00 mm principal	4.18	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	16.34 mm	16.38 mm principal	3.43	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Government Fund	5.18 mm	5.18 mm shares	1.09	Common equity	Long	USA
US 5YR NOTE (CBT) MAR25	1.66 mm	1.98 k contracts	0.35	Interest rate derivative	N/A	USA
US 2YR NOTE (CBT) MAR25	740.51 k	1.22 k contracts	0.16	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP25P 97	34.91 k	14.00 contracts	0.01	Interest rate derivative	N/A	USA
US 10YR NOTE (CBT)MAR25	31.23 k	95.00 contracts	0.01	Interest rate derivative	N/A	USA
S+P500 EMINI FUT DEC24	27.97 k	8.00 contracts	0.01	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 96.56	22.34 k	13.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP25P 96.25	14.14 k	13.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 96.25	12.51 k	29.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP25C 96.75	11.96 k	29.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 96.06	11.81 k	15.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 96.37	10.33 k	29.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	10.01 k	77.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP25C 96.25	9.67 k	13.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 96.06	8.63 k	15.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	6.27 k	76.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	5.78 k	77.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	4.62 k	77.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP25C 97	4.38 k	14.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	4.04 k	77.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	3.61 k	76.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	3.61 k	76.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 96.56	3.58 k	13.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	3.52 k	74.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP25P 95	3.44 k	29.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	2.66 k	76.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	2.59 k	74.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT MAR25C 96.56	2.06 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT MAR25C 96.75	1.69 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT DEC24P 95.5	1.69 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	1.54 k	77.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	1.46 k	73.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 94.75	906.25	29.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	887.50	71.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT MAR25P 95	750.00	60.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 94.5	725.00	29.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT DEC24P 95.43	562.50	30.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT DEC24C 97.12	187.50	30.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT DEC24C 97.31	187.50	30.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	175.00	35.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	170.00	68.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	137.50	55.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	132.50	53.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	125.00	50.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	125.00	50.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	117.50	47.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	112.50	45.00 contracts	0.00	Equity derivative	N/A	USA
US 10Y NOTE W5 OP NOV24P 108.2	0	-72.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24P 108.7	0	-145.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24P 109	0	-73.00 contracts	0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKDEC24P 109.5	-72.00	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKDEC24P 109	-72.00	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKDEC24P 109.2	-72.00	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24C 111.7	-504.00	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24C 111.5	-511.00	-73.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-805.00	-322.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE FRI W1DEC24C 113.5	-1.13 k	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1DEC24P 108.7	-1.13 k	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKDEC24C 112.5	-1.13 k	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1DEC24P 109.2	-1.13 k	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKDEC24C 112	-2.25 k	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1DEC24C 112.7	-2.25 k	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-2.41 k	-321.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-5.58 k	-319.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE WED WKDEC24C 111.5	-9.00 k	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-9.57 k	-319.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-11.10 k	-317.00 contracts	-0.00	Equity derivative	N/A	USA
US 10Y NOTE W5 OP NOV24C 111	-15.75 k	-72.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP NOV24C 110.7	-33.08 k	-73.00 contracts	-0.01	Interest rate derivative	N/A	USA