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GVIPTR GS Hedge Fund VIP Index

The Index is constructed in accordance with a rules-based methodology derived from concepts previously developed by Goldman Sachs’ Global Investment Research division. The Index consists of the top 50 U.S. stocks that appear most frequently among the top 10 long equity holdings of a pool of select hedge funds. The pool of hedge funds is determined quarterly by excluding entities with fewer than 10 or more than 200 distinct US-listed equity positions as reported in their most recent 13F filings, and less than $10 million of equity assets reported in their most recent 13F filing. Limiting the universe to those hedge funds with 10-200 equity positions is an attempt to isolate the hedge fund managers that are more fundamentally-driven from those that are more activist or quantitative, who typically hold fewer or greater numbers of positions, respectively.

As of 10/01/2023

Index Information
Provider:     Goldman Sachs
Category1:  US Equity
Category2:  Broad market
Category3:  Large cap
Country:      USA
Currency:    USD
Inception date:  09/01/2016
Backtesting data exists:   No
Weighting methodology:   Equal weighted
Number of holdings:  50
Rebalanced:  Quarterly
Reconstituted:  Quarterly

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