Goldman Sachs Indices
Goldman Sachs Professional Long Equity Index - Price Return (Bloomberg ticker, "GSPLE")
The Goldman Sachs Professional Long Equity Select Index (the “Index”) is a price return index which reflects the performance of an equally weighted basket of 35 common stocks (the “Underlying Stocks”) that have the highest portion of their common stock owned by certain U.S.-based hedge funds (based on the reported long-equity positions of those funds as disclosed in their filed reports on Forms 13F) as of the last day of each calendar quarter. In addition, the Underlying Stocks must be included within the S&P 500® Index and listed on the New York Stock Exchange, the NASDAQ Stock Market or the American Stock Exchange, in each case as of the Rebalancing Date. U.S.-based hedge funds identified with equity assets under management of at least $10,000,000 with at least 5 distinct equity positions are included in the analysis. In order to reflect changes in the Form 13F reported long-equity positions held by eligible hedge funds from quarter to quarter, the composition of the Index will be updated and the new Underlying Stocks will be re-weighted (to an equally-weighted index) and published on a quarterly basis on the 50th calendar day following the end of each calendar quarter. The level of the Index will not include ordinary dividends paid on the Underlying Stocks.
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Goldman Sachs Professional Long Equity Index - Total Return (Bloomberg ticker, "GSPLET")
The Goldman Sachs Professional Long Equity Select Index (the “Index”) is a total return index which reflects the performance of an equally weighted basket of 35 common stocks (the “Underlying Stocks”) that have the highest portion of their common stock owned by certain U.S.-based hedge funds (based on the reported long-equity positions of those funds as disclosed in their filed reports on Forms 13F) as of the last day of each calendar quarter. In addition, the Underlying Stocks must be included within the S&P 500® Index and listed on the New York Stock Exchange, the NASDAQ Stock Market or the American Stock Exchange, in each case as of the Rebalancing Date. U.S.-based hedge funds identified with equity assets under management of at least $10,000,000 with at least 5 distinct equity positions are included in the analysis. In order to reflect changes in the Form 13F reported long-equity positions held by eligible hedge funds from quarter to quarter, the composition of the Index will be updated and the new Underlying Stocks will be re-weighted (to an equally-weighted index) and published on a quarterly basis on the 50th calendar day following the end of each calendar quarter. The level of the Index will include ordinary dividends paid on the Underlying Stocks.
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Goldman Sachs Indices Descriptions
