Goldman Sachs Alternative Premia Fund

Fund Profile

Fund profile

Tickers

GDAFX, GDCFX, GDIFX, GDRFX, GDHFX, GDHUX, GSSPX

Fund manager

Goldman Sachs High Yield Instl

Total assets

$39.44 mm

Liabilities

$662.44 k

Net assets

$38.77 mm

Number of holdings

200.00

200 Holdings

As of Dec 2021

Security	$Holding	Balance	% of Fund	Category	Position	Country
Goldman Sachs Financial Square Government Fund - Institutional Shares	25.37 mm	25.37 mm shares	65.44	Short-term investment vehicle	Long	USA
LME Zinc Base Metal	687.79 k	57.00 contracts	1.77	Commodity derivative	N/A	UK
LME Zinc Base Metal	446.61 k	37.00 contracts	1.15	Commodity derivative	N/A	UK
LME Zinc Base Metal	365.94 k	41.00 contracts	0.94	Commodity derivative	N/A	UK
LME Aluminum Base Metal	334.35 k	68.00 contracts	0.86	Commodity derivative	N/A	UK
Euro-Bund	304.89 k	-141.00 contracts	0.79	Interest rate derivative	N/A	Germany
LME Zinc Base Metal	203.79 k	28.00 contracts	0.53	Commodity derivative	N/A	UK
LME Aluminum Base Metal	177.20 k	34.00 contracts	0.46	Commodity derivative	N/A	UK
Canada 10 Year Bond	137.48 k	193.00 contracts	0.35	Interest rate derivative	N/A	Canada
CBOE Volatility Index	136.30 k	470.00 contracts	0.35	Equity derivative	N/A	USA
CBOE Volatility Index	123.23 k	530.00 contracts	0.32	Equity derivative	N/A	USA
LME Zinc Base Metal	113.76 k	35.00 contracts	0.29	Commodity derivative	N/A	UK
CBOE Volatility Index	112.86 k	-52.00 contracts	0.29	Equity derivative	N/A	USA
LME Aluminum Base Metal	94.68 k	44.00 contracts	0.24	Commodity derivative	N/A	UK
WTI Crude Oil	87.48 k	39.00 contracts	0.23	Commodity derivative	N/A	USA
KC HRW Wheat	86.64 k	-90.00 contracts	0.22	Commodity derivative	N/A	USA
Wheat	70.79 k	-70.00 contracts	0.18	Commodity derivative	N/A	USA
RBOB Gasoline	68.75 k	30.00 contracts	0.18	Commodity derivative	N/A	USA
Cotton No. 2	67.09 k	54.00 contracts	0.17	Commodity derivative	N/A	USA
Soybean	66.70 k	43.00 contracts	0.17	Commodity derivative	N/A	USA
CBOE Volatility Index	64.71 k	-53.00 contracts	0.17	Equity derivative	N/A	USA
ETRSI Bank of America	64.03 k	17.26 mm principal	0.17	Equity derivative	N/A	USA
Copper	64.03 k	27.00 contracts	0.17	Commodity derivative	N/A	USA
Cocoa	55.96 k	116.00 contracts	0.14	Commodity derivative	N/A	USA
NY Harbor ULSD	54.33 k	30.00 contracts	0.14	Commodity derivative	N/A	USA
Coffee 'C'	53.57 k	-39.00 contracts	0.14	Commodity derivative	N/A	USA
Low Sulphur Gasoil	52.93 k	45.00 contracts	0.14	Commodity derivative	N/A	UK
CBOE Volatility Index	52.00 k	520.00 contracts	0.13	Equity derivative	N/A	USA
Brent Crude Oil	51.88 k	38.00 contracts	0.13	Commodity derivative	N/A	UK
CBOE Volatility Index	48.71 k	-47.00 contracts	0.13	Equity derivative	N/A	USA
Soybean Oil	44.22 k	86.00 contracts	0.11	Commodity derivative	N/A	USA
LME Aluminum Base Metal	43.64 k	-80.00 contracts	0.11	Commodity derivative	N/A	UK
Foreign Exchange JPY/USD	36.65 k	-45.00 contracts	0.09	DFE	N/A	USA
Natural Gas	33.68 k	-77.00 contracts	0.09	Commodity derivative	N/A	USA
Long Gilt	31.87 k	-27.00 contracts	0.08	Interest rate derivative	N/A	UK
Live Cattle	28.63 k	53.00 contracts	0.07	Commodity derivative	N/A	USA
Sugar No. 11	25.20 k	-93.00 contracts	0.06	Commodity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	23.82 k	1.00 contracts	0.06	DFE	N/A	N/A
Foreign Exchange CAD/USD	23.70 k	28.00 contracts	0.06	DFE	N/A	USA
Lean Hogs	23.64 k	75.00 contracts	0.06	Commodity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	21.26 k	1.00 contracts	0.05	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	17.40 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	16.11 k	1.00 contracts	0.04	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	15.76 k	1.00 contracts	0.04	DFE	N/A	N/A
S&P 500 E-Mini Index	15.10 k	6.00 contracts	0.04	Equity derivative	N/A	USA
Japan 10 Year Bond	13.80 k	-19.00 contracts	0.04	Interest rate derivative	N/A	Japan
Corn	9.05 k	-117.00 contracts	0.02	Commodity derivative	N/A	USA
LME Nickel Base Metal	8.57 k	1.00 contracts	0.02	Commodity derivative	N/A	UK
Foreign Exchange GBP/USD	8.26 k	9.00 contracts	0.02	DFE	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	7.80 k	1.00 contracts	0.02	DFE	N/A	N/A
Foreign Exchange AUD/USD	7.23 k	10.00 contracts	0.02	DFE	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	5.83 k	1.00 contracts	0.02	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	5.26 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	5.23 k	1.00 contracts	0.01	DFE	N/A	N/A
EURO STOXX 50 Index	5.17 k	7.00 contracts	0.01	Equity derivative	N/A	Germany
3 Month Eurodollar	4.71 k	-14.00 contracts	0.01	Interest rate derivative	N/A	USA
3 Month Eurodollar	4.70 k	-17.00 contracts	0.01	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	4.47 k	1.00 contracts	0.01	DFE	N/A	N/A
LME Nickel Base Metal	4.45 k	2.00 contracts	0.01	Commodity derivative	N/A	UK
3 Month Eurodollar	4.40 k	-17.00 contracts	0.01	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	4.37 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	4.24 k	1.00 contracts	0.01	DFE	N/A	N/A
ETRSI JPM Chase	4.11 k	1.22 mm principal	0.01	Equity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	3.95 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	3.60 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	3.54 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	3.50 k	1.00 contracts	0.01	DFE	N/A	N/A
LME Lead Base Metal	3.47 k	4.00 contracts	0.01	Commodity derivative	N/A	UK
Forward Foreign Currency Contract Morgan Stanley & Co.	3.23 k	1.00 contracts	0.01	DFE	N/A	N/A
3 Month Eurodollar	3.12 k	-12.00 contracts	0.01	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	2.85 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	2.72 k	1.00 contracts	0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	2.72 k	1.00 contracts	0.01	DFE	N/A	N/A
FTSE/JSE Top 40 Index	2.70 k	3.00 contracts	0.01	Equity derivative	N/A	South Africa
OMXS30 Index	2.59 k	4.00 contracts	0.01	Equity derivative	N/A	USA
3 Month Eurodollar	2.46 k	-15.00 contracts	0.01	Interest rate derivative	N/A	USA
CAC 40 10 Euro Index	2.21 k	2.00 contracts	0.01	Equity derivative	N/A	UK
3 Month Euro Euribor	1.78 k	-6.00 contracts	0.00	Interest rate derivative	N/A	UK
3 Month Euro Euribor	1.63 k	-6.00 contracts	0.00	Interest rate derivative	N/A	UK
FTSE 100 Index	1.61 k	2.00 contracts	0.00	Equity derivative	N/A	UK
Forward Foreign Currency Contract Morgan Stanley & Co.	1.56 k	1.00 contracts	0.00	DFE	N/A	N/A
CDI	1.45 k	350.00 k principal	0.00	Credit derivative	N/A	USA
ETRSI JPM Chase	1.40 k	3.28 mm principal	0.00	Equity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	1.34 k	1.00 contracts	0.00	DFE	N/A	N/A
CDI	1.27 k	850.00 k principal	0.00	Credit derivative	N/A	USA
3 Month Euro Euribor	1.22 k	-6.00 contracts	0.00	Interest rate derivative	N/A	UK
Forward Foreign Currency Contract Morgan Stanley & Co.	1.19 k	1.00 contracts	0.00	DFE	N/A	N/A
U.S. Treasury 10 Year Note	1.10 k	54.00 contracts	0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	1.04 k	1.00 contracts	0.00	DFE	N/A	N/A
CDI	1.01 k	900.00 k principal	0.00	Credit derivative	N/A	USA
CDI	893.32	350.00 k principal	0.00	Credit derivative	N/A	USA
3 Month Euro Euribor	847.55	-4.00 contracts	0.00	Interest rate derivative	N/A	UK
3 Month Eurodollar	730.73	-11.00 contracts	0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	724.15	1.00 contracts	0.00	DFE	N/A	N/A
3 Month Canadian Bankers Acceptance	721.39	-2.00 contracts	0.00	Interest rate derivative	N/A	Canada
FTSE/MIB Index	719.08	1.00 contracts	0.00	Equity derivative	N/A	Italy
Forward Foreign Currency Contract Morgan Stanley & Co.	718.18	1.00 contracts	0.00	DFE	N/A	N/A
3 Month Eurodollar	597.16	-12.00 contracts	0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	595.84	1.00 contracts	0.00	DFE	N/A	N/A
U.S. Treasury Long Bond	560.60	1.00 contracts	0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	483.44	1.00 contracts	0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	479.14	1.00 contracts	0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	442.85	1.00 contracts	0.00	DFE	N/A	N/A
U.S. Treasury 5 Year Note	406.16	-9.00 contracts	0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	347.02	1.00 contracts	0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	345.30	1.00 contracts	0.00	DFE	N/A	N/A
U.S. Treasury 2 Year Note	243.04	-11.00 contracts	0.00	Interest rate derivative	N/A	USA
SET50 Index	174.39	8.00 contracts	0.00	Equity derivative	N/A	Thailand
Euro-BTP	21.19	-1.00 contracts	0.00	Interest rate derivative	N/A	Germany
3 Month Euro Euribor	11.26	-2.00 contracts	0.00	Interest rate derivative	N/A	UK
Euro-Bobl	-82.84	-2.00 contracts	-0.00	Interest rate derivative	N/A	Germany
3 Month Eurodollar	-106.06	-8.00 contracts	-0.00	Interest rate derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	-135.07	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-286.61	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-298.93	1.00 contracts	-0.00	DFE	N/A	N/A
Euro-Schatz	-306.80	4.00 contracts	-0.00	Interest rate derivative	N/A	Germany
Forward Foreign Currency Contract Morgan Stanley & Co.	-413.66	1.00 contracts	-0.00	DFE	N/A	N/A
Amsterdam Exchange Index	-517.00	1.00 contracts	-0.00	Equity derivative	N/A	UK
3 Month Canadian Bankers Acceptance	-599.93	-5.00 contracts	-0.00	Interest rate derivative	N/A	Canada
Forward Foreign Currency Contract Morgan Stanley & Co.	-604.16	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-658.10	1.00 contracts	-0.00	DFE	N/A	N/A
HSCEI	-700.19	-3.00 contracts	-0.00	Equity derivative	N/A	Hong Kong
LME Lead Base Metal	-706.83	-1.00 contracts	-0.00	Commodity derivative	N/A	UK
Forward Foreign Currency Contract Morgan Stanley & Co.	-714.59	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-728.28	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-951.64	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.06 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.20 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.30 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.39 k	1.00 contracts	-0.00	DFE	N/A	N/A
S&P/TSX 60 Index	-1.40 k	1.00 contracts	-0.00	Equity derivative	N/A	Canada
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.43 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.44 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.49 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.53 k	1.00 contracts	-0.00	DFE	N/A	N/A
LME Lead Base Metal	-1.70 k	4.00 contracts	-0.00	Commodity derivative	N/A	UK
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.73 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.84 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.86 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-1.93 k	1.00 contracts	-0.00	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-2.06 k	1.00 contracts	-0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-2.18 k	1.00 contracts	-0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-2.28 k	1.00 contracts	-0.01	DFE	N/A	N/A
LME Aluminum Base Metal	-2.43 k	-2.00 contracts	-0.01	Commodity derivative	N/A	UK
Forward Foreign Currency Contract Morgan Stanley & Co.	-2.51 k	1.00 contracts	-0.01	DFE	N/A	N/A
Hang Seng Index	-2.56 k	-2.00 contracts	-0.01	Equity derivative	N/A	Hong Kong
LME Zinc Base Metal	-2.92 k	-1.00 contracts	-0.01	Commodity derivative	N/A	UK
NASDAQ 100 E-Mini Index	-3.51 k	1.00 contracts	-0.01	Equity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	-3.55 k	1.00 contracts	-0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-3.59 k	1.00 contracts	-0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-3.74 k	1.00 contracts	-0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-3.77 k	1.00 contracts	-0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-3.83 k	1.00 contracts	-0.01	DFE	N/A	N/A
Corn	-4.03 k	97.00 contracts	-0.01	Commodity derivative	N/A	USA
Lean Hogs	-4.14 k	-82.00 contracts	-0.01	Commodity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	-4.40 k	1.00 contracts	-0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-4.80 k	1.00 contracts	-0.01	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-4.84 k	1.00 contracts	-0.01	DFE	N/A	N/A
Foreign Exchange NZD/USD	-4.95 k	-9.00 contracts	-0.01	DFE	N/A	USA
ETRSI JPM Chase	-5.41 k	3.11 mm principal	-0.01	Equity derivative	N/A	USA
ETRSI JPM Chase	-5.67 k	1.49 mm principal	-0.01	Equity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	-5.73 k	1.00 contracts	-0.01	DFE	N/A	N/A
LME Nickel Base Metal	-5.77 k	-1.00 contracts	-0.01	Commodity derivative	N/A	UK
Forward Foreign Currency Contract Morgan Stanley & Co.	-6.33 k	1.00 contracts	-0.02	DFE	N/A	N/A
LME Lead Base Metal	-6.77 k	-4.00 contracts	-0.02	Commodity derivative	N/A	UK
Feeder Cattle	-7.17 k	-3.00 contracts	-0.02	Commodity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	-8.69 k	1.00 contracts	-0.02	DFE	N/A	N/A
Forward Foreign Currency Contract Morgan Stanley & Co.	-9.38 k	1.00 contracts	-0.02	DFE	N/A	N/A
Euro-Buxl	-10.07 k	1.00 contracts	-0.03	Interest rate derivative	N/A	Germany
ETRSI Bank of America	-10.23 k	20.09 mm principal	-0.03	Equity derivative	N/A	USA
Forward Foreign Currency Contract Morgan Stanley & Co.	-11.72 k	1.00 contracts	-0.03	DFE	N/A	N/A
100 oz Gold	-11.91 k	-4.00 contracts	-0.03	Commodity derivative	N/A	USA
Coffee 'C'	-32.44 k	34.00 contracts	-0.08	Commodity derivative	N/A	USA
Foreign Exchange EUR/USD	-32.96 k	-37.00 contracts	-0.08	DFE	N/A	USA
Live Cattle	-38.76 k	-61.00 contracts	-0.10	Commodity derivative	N/A	USA
Cocoa	-39.90 k	-91.00 contracts	-0.10	Commodity derivative	N/A	USA
NY Harbor ULSD	-41.99 k	-25.00 contracts	-0.11	Commodity derivative	N/A	USA
Soybean	-42.85 k	-41.00 contracts	-0.11	Commodity derivative	N/A	USA
LME Aluminum Base Metal	-46.46 k	41.00 contracts	-0.12	Commodity derivative	N/A	UK
Low Sulphur Gasoil	-46.71 k	-42.00 contracts	-0.12	Commodity derivative	N/A	UK
Soybean Oil	-48.15 k	-87.00 contracts	-0.12	Commodity derivative	N/A	USA
Copper	-50.14 k	-20.00 contracts	-0.13	Commodity derivative	N/A	USA
Sugar No. 11	-51.96 k	140.00 contracts	-0.13	Commodity derivative	N/A	USA
Foreign Exchange CHF/USD	-53.24 k	-43.00 contracts	-0.14	DFE	N/A	USA
Brent Crude Oil	-55.59 k	-35.00 contracts	-0.14	Commodity derivative	N/A	UK
Natural Gas	-61.03 k	81.00 contracts	-0.16	Commodity derivative	N/A	USA
KC HRW Wheat	-69.69 k	72.00 contracts	-0.18	Commodity derivative	N/A	USA
WTI Crude Oil	-70.55 k	-30.00 contracts	-0.18	Commodity derivative	N/A	USA
RBOB Gasoline	-71.90 k	-33.00 contracts	-0.19	Commodity derivative	N/A	USA
Wheat	-76.75 k	75.00 contracts	-0.20	Commodity derivative	N/A	USA
Australia 10 Year Bond	-87.01 k	132.00 contracts	-0.22	Interest rate derivative	N/A	Australia
Cotton No. 2	-92.56 k	-60.00 contracts	-0.24	Commodity derivative	N/A	USA
LME Aluminum Base Metal	-118.32 k	-43.00 contracts	-0.31	Commodity derivative	N/A	UK
LME Aluminum Base Metal	-133.81 k	-68.00 contracts	-0.35	Commodity derivative	N/A	UK
LME Aluminum Base Metal	-148.64 k	-34.00 contracts	-0.38	Commodity derivative	N/A	UK
LME Aluminum Base Metal	-166.59 k	43.00 contracts	-0.43	Commodity derivative	N/A	UK
LME Zinc Base Metal	-215.64 k	-28.00 contracts	-0.56	Commodity derivative	N/A	UK
LME Zinc Base Metal	-220.18 k	-41.00 contracts	-0.57	Commodity derivative	N/A	UK
LME Zinc Base Metal	-521.67 k	-67.00 contracts	-1.35	Commodity derivative	N/A	UK
LME Zinc Base Metal	-599.82 k	-57.00 contracts	-1.55	Commodity derivative	N/A	UK