Goldman Sachs Strategic Volatility Premium Fund

Fund Profile

Fund profile

Tickers

SVPFX, SVPBX

Fund manager

Goldman Sachs High Yield Instl

Total assets

$445.14 mm

Liabilities

$556.47 k

Net assets

$444.58 mm

Number of holdings

86.00

86 Holdings

As of Aug 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Goldman Sachs Financial Square Funds - Treasury Instruments Fund	132.12 mm	132.12 mm shares	29.72	Common equity	Long	USA
U.S. Treasury Bills	74.32 mm	75.00 mm principal	16.72	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	49.60 mm	50.00 mm principal	11.16	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	29.98 mm	30.35 mm principal	6.74	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.84 mm	25.00 mm principal	5.59	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.78 mm	25.00 mm principal	5.57	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.76 mm	25.00 mm principal	5.57	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	24.55 mm	25.00 mm principal	5.52	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	19.66 mm	20.00 mm principal	4.42	Short-term investment vehicle	Long	USA
U.S. Treasury Bills	16.14 mm	16.38 mm principal	3.63	Short-term investment vehicle	Long	USA
Goldman Sachs Financial Square Government Fund	5.08 mm	5.08 mm shares	1.14	Common equity	Long	USA
3 MONTH SOFR OPT JUN25C 96.25	40.78 k	29.00 contracts	0.01	Interest rate derivative	N/A	USA
S+P500 EMINI FUT SEP24	38.35 k	6.00 contracts	0.01	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 96.37	36.07 k	29.00 contracts	0.01	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP25C 96.75	33.71 k	29.00 contracts	0.01	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT JUN25C 96.06	25.22 k	15.00 contracts	0.01	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT MAR25C 96.56	15.94 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT MAR25C 96.75	12.75 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	8.97 k	69.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	7.48 k	68.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 96.06	7.31 k	15.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	6.97 k	68.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	6.46 k	68.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	5.61 k	68.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	5.27 k	68.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT DEC24P 95.5	5.25 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	4.59 k	68.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	4.25 k	68.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	4.02 k	67.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT DEC24P 95.43	3.94 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	3.91 k	68.00 contracts	0.00	Equity derivative	N/A	USA
US 10YR NOTE (CBT)DEC24	3.11 k	-8.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	2.45 k	70.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP25P 95	2.36 k	29.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT DEC24C 97.12	2.25 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT DEC24C 97.31	1.88 k	30.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT MAR25P 95	1.88 k	60.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	1.58 k	70.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 94.75	1.09 k	29.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	770.00	1.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	770.00	77.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	750.00	75.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	730.00	73.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT JUN25P 94.5	725.00	29.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	415.00	83.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP24P 94.37	387.50	62.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	217.50	87.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	210.00	84.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	202.50	81.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	200.00	80.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	197.50	79.00 contracts	0.00	Equity derivative	N/A	USA
3 MONTH SOFR OPT SEP24P 94.81	193.75	31.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP24C 96.37	193.75	31.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP24C 96.18	193.75	31.00 contracts	0.00	Interest rate derivative	N/A	USA
3 MONTH SOFR OPT SEP24C 96.25	193.75	31.00 contracts	0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	97.50	1.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	95.00	1.00 contracts	0.00	Equity derivative	N/A	USA
S+P 500 INDEX	2.50	1.00 contracts	0.00	Equity derivative	N/A	USA
US 10Y NOTE W5 OP AUG24C 115.5	0	-127.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP AUG24C 116	0	-63.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP AUG24P 112.2	0	-63.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP AUG24C 115.7	0	-63.00 contracts	0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP AUG24P 112.7	0	-63.00 contracts	0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKSEP24C 115.5	-63.00	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1SEP24C 117.2	-63.00	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKSEP24C 116.2	-63.00	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKSEP24C 115.7	-63.00	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKSEP24C 115.2	-63.00	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP AUG24P 113	-441.00	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 10Y NOTE W5 OP AUG24P 113.2	-441.00	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1SEP24P 111.5	-441.00	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-787.50	-315.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE WED WKSEP24P 112.7	-984.38	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE WED WKSEP24P 112.5	-984.38	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1SEP24P 111.7	-1.00 k	-64.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1SEP24C 116	-1.00 k	-64.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1SEP24P 112	-1.97 k	-63.00 contracts	-0.00	Interest rate derivative	N/A	USA
US 6-7 NOTE FRI W1SEP24C 116.5	-1.98 k	-127.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-3.90 k	-312.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE FRI W1SEP24P 112.2	-4.00 k	-64.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-6.26 k	-313.00 contracts	-0.00	Equity derivative	N/A	USA
S+P 500 INDEX	-7.83 k	-313.00 contracts	-0.00	Equity derivative	N/A	USA
US 6-7 NOTE WED WKSEP24P 113	-7.88 k	-126.00 contracts	-0.00	Interest rate derivative	N/A	USA
S+P 500 INDEX	-20.48 k	-315.00 contracts	-0.00	Equity derivative	N/A	USA
US 2YR NOTE (CBT) DEC24	-232.96 k	1.13 k contracts	-0.05	Interest rate derivative	N/A	USA
US 5YR NOTE (CBT) DEC24	-814.54 k	2.31 k contracts	-0.18	Interest rate derivative	N/A	USA