Goldman Sachs High Yield Floating Rate Fund, Class R6

NPORT-P false 0001046292 XXXXXXXX S000044541 C000138559 C000141036 C000138560 Goldman Sachs Variable Insurance Trust 811-08361 0001046292 H39OGLUI7D5CIH8CZ870 71 South Wacker Drive Chicago 60606 312-655-4400 Goldman Sachs Variable Insurance Trust Multi-Strategy Alternatives Portfolio S000044541 549300O68KVNSTMTZ725 2019-12-31 2019-09-30 N 19017932.91 324531.09 18693401.82 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 289510.52000000 N Goldman Sachs High Yield Floating Rate Fund 20OHG0KU8S4HBIU77D72 Goldman Sachs High Yield Floating Rate Fund, Class R6 38145L166 137321.82900000 NS USD 1289451.97000000 6.897898961442 Long RF US N 1 N N N N/A N/A 3 Month Eurodollar N/A 10.00000000 NC USD 18000.00000000 0.096290660059 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.00000000 USD 2021-06-14 XXXX 9853.87000000 N N N N/A N/A 3 Month Eurodollar N/A 5.00000000 NC USD 12843.75000000 0.068707398063 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 97.50000000 USD 2020-09-14 XXXX 8962.46000000 N N N N/A N/A 3 Month Eurodollar N/A 2.00000000 NC USD 8175.00000000 0.043732008110 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 97.00000000 USD 2021-09-13 XXXX 3270.36000000 N N N N/A N/A 3 Month Eurodollar N/A 5.00000000 NC USD 12937.50000000 0.069208911917 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 97.50000000 USD 2020-12-14 XXXX 8168.94000000 N N N N/A N/A 3 Month Eurodollar N/A 37.00000000 NC USD 52725.00000000 0.282051391756 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.25000000 USD 2021-09-13 XXXX 7751.62000000 N N N N/A N/A MSCI Emerging Markets E-Mini Index N/A 11.00000000 NC USD -18722.55000000 -0.10015592763 N/A DE US N 1 ICE Clear US 549300HWWR1D8OTS2G29 Long MSCI Emerging Markets E-Mini Index MXEF Index 2019-12-20 551045.00000000 USD -18722.55000000 N N N Goldman Sachs Long Short Credit Strategies Fund 549300FHLZYWPOVLFS40 Goldman Sachs Long Short Credit Strategies Fund, Class R6 38145L141 240239.19000000 NS USD 2111702.48000000 11.29651253599 Long RF US N 1 N N N Goldman Sachs Alternative Premia Fund YGM3X126LEZ2PQHVW654 Goldman Sachs Alternative Premia Fund, Class R6 38147X291 165318.85900000 NS USD 1349001.89000000 7.216460133846 Long RF US N 1 N N N N/A N/A 3 Month Eurodollar N/A 3.00000000 NC USD 4312.50000000 0.023069637305 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.00000000 USD 2020-09-14 XXXX -119.48000000 N N N Goldman Sachs Financial Square Funds - Government Fund 549300BRJMXN4GUWZ402 Goldman Sachs Financial Square Government Fund - Institutional Shares 38141W273 1264704.51000000 NS USD 1264704.51000000 6.765512891542 Long STIV RF US N 1 N N N Goldman Sachs Absolute Return Tracker Fund DKFEL85SJZHUKV0SC582 Goldman Sachs Absolute Return Tracker Fund, Class R6 38147X325 122423.20100000 NS USD 1199747.37000000 6.418025897867 Long RF US N 1 N N N N/A N/A 3 Month Eurodollar N/A 22.00000000 NC USD 24200.00000000 0.129457442968 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.50000000 USD 2021-12-13 XXXX 2773.95000000 N N N N/A N/A 3 Month Eurodollar N/A 39.00000000 NC USD 53137.50000000 0.284258052716 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.25000000 USD 2021-06-14 XXXX 5159.47000000 N N N ProShares Short VIX Short-Term Futures ETF 549300Q4G1Z8K7HCIM83 ProShares Short VIX Short-Term Futures ETF 74347W130 5295.00000000 NS USD 282805.95000000 1.512865088565 Long RF US N 1 N N Goldman Sachs High Yield Fund VJJ3YDJ4UOKOJN1I8J86 Goldman Sachs High Yield Fund, Class R6 38148U874 146839.39100000 NS USD 941240.50000000 5.035148278859 Long RF US N 1 N N N N/A N/A 3 Month Eurodollar N/A 1.00000000 NC USD 1643.75000000 0.008793209581 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.12500000 USD 2021-12-13 XXXX -21.07000000 N N N Goldman Sachs Tactical Tilt Overlay Fund N/A Goldman Sachs Tactical Tilt Overlay Fund, Class R6 38148U155 283473.82000000 NS USD 2763869.75000000 14.78526903028 Long RF US N 1 N N N N/A N/A 3 Month Eurodollar N/A 2.00000000 NC USD 3000.00000000 0.016048443343 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.00000000 USD 2020-12-14 XXXX -29.64000000 N N N N/A N/A 3 Month Eurodollar N/A 8.00000000 NC USD 2300.00000000 0.012303806563 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.50000000 USD 2020-03-16 XXXX -418.56000000 N N N N/A N/A 3 Month Eurodollar N/A 2.00000000 NC USD 8025.00000000 0.042929585943 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 97.00000000 USD 2021-03-15 XXXX 4445.36000000 N N N Goldman Sachs Managed Futures Strategy Fund 3J24L49YUVS4LPAV0F85 Goldman Sachs Managed Futures Strategy Fund 38150C879 213424.54400000 NS USD 2317790.55000000 12.39897677436 Long RF US N 1 N N N N/A N/A S&P 500 E-Mini Index N/A 2.00000000 NC USD -3019.67000000 -0.01615366763 N/A DE US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Long S&P 500 E-Mini Index US78378X1072 2019-12-20 297850.00000000 USD -3019.67000000 N N N Goldman Sachs Emerging Markets Debt Fund XC6LIVZDLLKYZ7FKO621 Goldman Sachs Emerging Markets Debt Fund, Class R6 38148U882 132756.58000000 NS USD 1644854.03000000 8.799115569431 Long RF US N 1 N N N Goldman Sachs Real Estate Securities Fund 1GAMKCZUEVIL7Z1KAW65 Goldman Sachs Real Estate Securities Fund, Class R6 38147X275 37693.13700000 NS USD 616282.79000000 3.296793146235 Long RF US N 1 N N N N/A N/A 3 Month Eurodollar N/A 1.00000000 NC USD 4068.75000000 0.021765701284 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 97.00000000 USD 2021-06-14 XXXX 2216.43000000 N N N Goldman Sachs Strategic Income Fund MM4EWHH604XFXV8H1O93 Goldman Sachs Strategic Income Fund, Class R6 38147X531 188906.15800000 NS USD 1732269.47000000 9.266742814818 Long RF US N 1 N N N N/A N/A 3 Month Eurodollar N/A 43.00000000 NC USD 54287.50000000 0.290409955998 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.25000000 USD 2021-03-15 XXXX 4087.71000000 N N N N/A N/A 3 Month Eurodollar N/A 5.00000000 NC USD 2468.75000000 0.013206531501 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Call Purchased N/A 3 Month Eurodollar 250000.00000000 98.50000000 USD 2020-06-15 XXXX -42.85000000 N N N Goldman Sachs Financial Square Funds - Government Fund 549300BRJMXN4GUWZ402 Goldman Sachs Financial Square Government Fund - Institutional Shares 996195939 248400.32000000 NS USD 248400.32000000 1.328812820651 Long STIV RF US N 1 N N Goldman Sachs Emerging Markets Equity Insights Fund 549300UHNMO4HOGWYU58 Goldman Sachs Emerging Markets Equity Insights Fund, Class R6 38147X259 72359.93000000 NS USD 656304.57000000 3.510888902510 Long RF US N 1 N N N N/A N/A 3 Month Eurodollar N/A -23.00000000 NC USD -11334.17000000 -0.06063192836 N/A DIR US N 1 CME Clearing House LCZ7XYGSLJUHFXXNXD88 Short N/A 3 Month Eurodollar 2020-03-16 -5653687.50000000 USD -11334.17000000 N N N 2019-10-30 Goldman Sachs Variable Insurance Trust Peter Fortner Peter Fortner Assistant Treasurer XXXX