11-K 1 d152642d11k.htm 11-K 11-K

 

 

UNITED STATES SECURITIES AND EXCHANGE COMMISSION

WASHINGTON, D.C. 20549

 

 

FORM 11-K

ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE

SECURITIES EXCHANGE ACT OF 1934

 

 

 

Annual report pursuant to Section 15(d) of the Securities Exchange Act of 1934

For the fiscal year ended December 31, 2020

Or

 

Transition report pursuant to Section 15(d) of the Securities Exchange Act of 1934

For the transition period from                      to                     

Commission file number 001-14965

 

 

 

A.

Full title of the plan and the address of the plan, if different from that of issuer named below:

THE GOLDMAN SACHS 401(k) PLAN

 

B.

Name of issuer of the securities held pursuant to the plan and the address of its principal executive office:

THE GOLDMAN SACHS GROUP, INC.

200 West Street

New York, NY 10282

 

 

 


THE GOLDMAN SACHS 401(k) PLAN

Financial Statements and Supplemental Schedules

INDEX

 

      Page No.  

Report of Independent Registered Public Accounting Firm

     1  

Financial Statements

     2  

Statements of Net Assets Available for Benefits

     2  

Statements of Changes in Net Assets Available for Benefits

     3  

Notes to Financial Statements

     4  

Note 1.   Plan Description

     4  

Note 2.   Basis of Presentation

     5  

Note 3.   Significant Accounting Policies

     6  

Note 4.   Fair Value Measurements

     7  

Note 5.   Investment Assets and Investment Liabilities

     9  

Note 6.   Related-Party and Party-In-Interest Transactions

     9  

Note 7.   Plan Termination

     10  

Note 8.   Income Tax Status

     10  

Note 9.    Reconciliation of Financial Statements to the Form 5500

     10  

Note 10. Financial Instruments with Off-Balance Sheet Risk

     10  

Note 11. Subsequent Events

     12  

Supplemental Schedules*

     13  

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

     13  

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

     53  

Schedule H, Line 4j – Schedule of Reportable Transactions

     64  

 

*

All other schedules required by 29 CFR §2520.103-10 of the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974, as amended, are not included because they are not applicable.


Report of Independent Registered Public Accounting Firm

To the Administrator and Plan Participants of The Goldman Sachs 
401(k) Plan:

Opinion on the Financial Statements

We have audited the accompanying statements of net assets available for benefits of The Goldman Sachs 401(k) Plan (the “Plan”) as of December 31, 2020 and 2019 and the related statements of changes in net assets available for benefits for the years then ended, including the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2020 and 2019, and the changes in net assets available for benefits for the years then ended in conformity with accounting principles generally accepted in the United States of America.

Basis for Opinion

These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.

We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.

Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.

 

 

 

Supplemental Information

The supplemental schedule of assets (held at end of year) as of December 31, 2020, schedule of assets (acquired and disposed of within year) for the year ended December 31, 2020 and schedule of reportable transactions for the year ended December 31, 2020 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental schedules are the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.

 

/s/ PricewaterhouseCoopers LLP
New York, New York
June 16, 2021

We have served as the Plan’s auditor since at least 1983. We have not been able to determine the specific year we began serving as auditor of the Plan.

 

 

1


THE GOLDMAN SACHS 401(k) PLAN

Statements of Net Assets Available for Benefits

 

     As of December  
$ in thousands    2020      2019  

Assets

     

Investment assets (at fair value)

   $ 9,274,386      $ 8,361,336  

Receivables:

     

Employee contributions

     8,123        7,332  

Employer contributions

     126,571        117,076  

Notes receivable from participants

     26,594        26,259  

Interest and dividends

     6,559        11,572  

Due from brokers and other receivables

     153,117        80,680  

Total assets

     9,595,350        8,604,255  

 

Liabilities

     

Investment liabilities (at fair value)

     41,454        54,636  

Due to brokers and other payables

     117,991        36,039  

Accrued expenses

     3,975        8,215  

Total liabilities

     163,420        98,890  

Net assets available for benefits

   $ 9,431,930      $ 8,505,365  

The accompanying notes are an integral part of these financial statements.

 

2


THE GOLDMAN SACHS 401(k) PLAN

Statements of Changes in Net Assets Available for Benefits

 

     Year Ended December  
$ in thousands    2020     2019  

Additions

    

Investment income:

    

Net appreciation in the fair value of investments

   $ 1,024,801     $ 1,450,246  

Interest and dividends

     59,595       94,692  

Less: Investment management fees and other expenses

     (14,929     (16,758

Total investment income

     1,069,467       1,528,180  

 

Interest income on notes receivable from participants

     1,260       1,337  

 

Contributions:

    

Employee

     269,962       282,568  

Employer

     126,571       117,076  

Total contributions

     396,533       399,644  

Total additions

     1,467,260       1,929,161  

 

Deductions

    

Benefits paid

     540,695       434,823  

Total deductions

     540,695       434,823  

 

Net increase in net assets available for benefits

     926,565       1,494,338  

Net assets available for benefits, beginning balance

     8,505,365       7,011,027  

Net assets available for benefits, ending balance

   $ 9,431,930     $ 8,505,365  

The accompanying notes are an integral part of these financial statements.

 

3


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

Note 1.

Plan Description

The following description of The Goldman Sachs 401(k) Plan (the Plan) is provided for general information purposes only. The Plan sponsor is The Goldman Sachs Group, Inc. (the firm). Participants should refer to the Plan document, as most recently amended and restated, for a more complete description of the Plan’s provisions. Items referenced in italics are defined in the Plan document.

The Plan became effective on January 1, 1945 as the “Goldman Sachs Employees’ Profit Sharing Retirement Income Plan” and is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA). Effective January 1, 2008, the Goldman Sachs Employees’ Profit Sharing Retirement Income Plan was amended to incorporate a 401(k) safe harbor design and was renamed “The Goldman Sachs 401(k) Plan.” The Plan has been subsequently amended for various reasons, including to reflect changes in law.

General

The Plan is a defined contribution plan to which participants may elect to make pre-tax, and “Roth” after-tax, contributions each year from their 401(k) Compensation (as determined under the Plan), and to which they can roll over amounts from certain other qualified retirement arrangements. The Plan’s Plan Year is the 12-month period commencing on January 1 and ending on the following December 31. The Plan offers a dollar-for-dollar Safe Harbor Matching Contribution on participants’ elective deferrals of up to 4% of their Safe Harbor Compensation, up to applicable statutory limitations. If 4% of an eligible participant’s Safe Harbor Compensation is less than $6,000, the firm will allocate to that eligible participant’s account a Supplemental Contribution equal to the difference. The Supplemental Contribution is capped at 4% of Safe Harbor Compensation. However, the cap will not apply to any individual who was a Participant or Former Participant on July 15, 2019. In addition to these contributions, the firm will allocate to each eligible participant an Additional Retirement Contribution of up to $4,000. Collectively, the Safe Harbor Matching Contribution, Supplemental Contribution and Additional Retirement Contribution are herein referred to as the Firm Contributions.

The Plan has two named fiduciaries, the Retirement Committee and the Administrative Committee. The Retirement Committee has the power to appoint one or more investment managers, as well as certain other duties relating to the investment of the funds held by the trustee. The Administrative Committee is responsible for administering the terms and provisions of the Plan. In general, each committee’s members are employees of the firm or its affiliates, although in certain cases non-employees may serve on either committee. Prior to July 2019, Rocaton Investment Advisors (Rocaton) was the Retirement Committee’s investment adviser. In April 2019, Rocaton was acquired by the firm. In conjunction with the acquisition, the Plan selected Callan LLC (Callan) as the independent investment adviser and these services were transitioned in July 2019. Participants direct their contributions and the Firm Contributions into various investment options available from time to time under the Plan through the Goldman Sachs Profit Sharing Master Trust (the Master Trust). The Plan is the sole investor in the Master Trust. Participants’ directed investments can be allocated to mutual funds, collective trusts, separately managed accounts and a bank deposit account. Alight Solutions is the Plan’s record keeper.

The Plan offers participants the option to invest in the Stock Fund, which is a separately managed account and substantially all of its investments are shares of the firm’s common stock. In accordance with a policy adopted by the Retirement Committee, no more than 20% of any contribution made on behalf of each participant can be invested in the Stock Fund. When a participant reallocates his or her total investment balance, he or she is limited to reallocating 20% of his or her total investment balance into the Stock Fund. In addition, participants are restricted from transferring into or out of the Stock Fund during certain periods in accordance with the firm’s compliance procedures designed to avoid violations of applicable securities laws.

The Plan’s investments are owned by the Master Trust, which is subject to a trust agreement (the Trust Agreement) with the trustee. State Street Bank and Trust Company (State Street Bank) was the Plan’s trustee through September 2019. In October 2019, The Bank of New York Mellon Corporation (the Trustee) became the trustee.

 

 

4


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

 

Eligibility

Employees become eligible to make pre-tax, and “Roth” after-tax, contributions to the Plan as of the first day of the month after they join the firm or its affiliates as eligible employees. In addition, employees are eligible, as determined under the Plan document, to participate in the Safe Harbor Matching Contributions and Supplemental Contributions generally as of the first day of the month after they complete both one Year of Service, as defined, and attain age 21. In addition, to be eligible for the Supplemental Contribution, the employee generally must be employed on the last day of the firm’s fiscal year that ends with or within the Plan Year.

Generally, to be eligible for the Additional Retirement Contribution, employees must have been (i) active or on authorized leave of absence for no longer than two years as of November 26, 2004, (ii) age 46 or older as of November 26, 2004, and (iii) employed by the firm or its affiliates as of the last day of the current fiscal year.

Vesting

Participants are immediately fully vested in their own 401(k) contributions, the Safe Harbor Matching Contributions and Supplemental Contributions, and the earnings thereon. Participants became fully vested after three Years of Service in the Additional Retirement Contributions, and the net earnings thereon. Additionally, upon the earliest to occur of: (i) attainment of age 65 while employed by the firm or its affiliates, (ii) disability retirement, (iii) death while employed by the firm or on military duty or (iv) Plan termination, each participant or beneficiary will be 100% vested and may receive a lump-sum amount equal to the value of the funds or a portion thereof allocated to the participant’s account or may receive periodic distributions from the Plan.

Benefits

Any benefits provided by the Plan are paid from net assets available for benefits. The benefit to which a Plan participant is entitled equals the amount that can be provided by the vested contributions and net earnings (or losses) thereon (including net realized and unrealized investment appreciation and depreciation) allocated to such participant’s account.

Notes Receivable from Participants

A participant in the Plan is permitted to borrow between $1,000 and $50,000, reduced by (i) the highest outstanding balance of loans to such participant from the Plan during the one-year period ending on the day before the date on which such new loan is made, less (ii) the outstanding balance of loans to such participant from the Plan on the date of such new loan, subject to an overall cap of the lesser of (a) one-half of the participant’s total vested account balance (including Firm Contributions) or (b) the balance in the participant’s 401(k) and rollover contribution accounts. A participant may not borrow any amounts attributable to the Firm Contributions. Interest on loans is fixed at the U.S. prime rate plus one percent for the life of the respective loan. Loans generally must be repaid within five years, or in some cases, ten years. Loans are repaid (principal and interest) and added back to participants’ account balances generally through regular after-tax payroll deductions.

Risks and Uncertainties

Investments are exposed to various risks, such as interest rate, market, currency and credit risk. Due to the level of risk associated with certain investments and the level of uncertainty related to changes in the value of investments, it is possible that changes in risks in the near term could materially affect participants’ account balances and the amounts reported in the statements of net assets available for benefits and the statements of changes in net assets available for benefits.

Note 2.

Basis of Presentation

These financial statements are prepared in accordance with accounting principles generally accepted in the United States (U.S. GAAP).

All references to 2020 and 2019 refer to the Plan’s years ended, or the dates, as the context requires, December 31, 2020 and December 31, 2019, respectively.

 

 

5


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

 

Note 3.

Significant Accounting Policies

 

Use of Estimates

Preparation of these financial statements requires management to make certain estimates and assumptions, the most important of which relate to the fair value measurement of the Plan’s investments. These estimates and assumptions are based on the best available information, but actual results could be materially different.

Payment of Benefits

Benefits are recorded when paid.

Notes Receivable from Participants

Participant loans are measured at their unpaid principal balance, plus any accrued but unpaid interest.

Expenses

Investment management fees charged by managers of mutual funds are borne by the Plan, and are included in net appreciation in the fair value of investments. Investment management fees charged by managers of collective trusts are borne by the Plan, and are included in net appreciation in the fair value of investments or investment management fees and other expenses based on the underlying trust agreements.

Investment management fees charged by managers of separately managed accounts are borne by the Plan, and are included in investment management fees and other expenses. The investment manager of the Global Equity Long-Short Hedge Fund Option charges an investment management fee that consists of a fixed asset-based management fee plus an annual incentive fee of 20% of the net investment income earned above the fund’s high-water mark. Incentive fees paid during 2020 were not material. Incentive fees paid during 2019 were $1.5 million.

Other expenses borne by the Plan, unless paid by the firm, consist of custodial, administrative and investment advisory fees. Investment advisory fees were paid to Rocaton (for services provided prior to its acquisition by the firm in 2019) and Callan, which advised the Retirement Committee on the selection and oversight of Plan investments. These Plan expenses, unless paid by the firm, are included in investment management fees and other expenses.

Investments

The investments of the Plan are reported at fair value.

The Bank Deposit Option is a deposit obligation of Goldman Sachs Bank USA (GS Bank USA), a Federal Deposit Insurance Corporation (FDIC) insured New York State-chartered bank and a member of the Federal Reserve System. The Bank Deposit Option offers an FDIC-insured deposit with a floating rate coupon indexed to the Federal Funds Rate.

Mutual funds and collective trust funds represent investments with various investment managers. Mutual funds are valued based on the quoted net asset value per share held. Collective trust funds are valued based on the net asset value per unit as reported by the investment managers.

Investments within separately managed accounts are described below:

Cash and cash equivalents include cash and certain short-term interest-bearing investments.

The Plan purchases securities under agreements to resell (resale agreements). Resale agreements are transactions in which the Plan purchases financial instruments from a seller, typically in exchange for cash, and simultaneously enters into an agreement to resell the same or substantially the same financial instruments to the seller at a stated price plus accrued interest at a future date.

Even though resale agreements involve the legal transfer of ownership of financial instruments, they are accounted for as financing arrangements because they require the financial instruments to be resold at the maturity of the agreement. The financial instruments purchased in resale agreements typically include U.S. government and federal agency obligations, investment-grade sovereign obligations, corporate debt instruments and equity securities.

To mitigate credit exposure, the investment managers monitor the market value of the resale agreements on a daily basis, and deliver or obtain additional collateral due to changes in the market value of the financial instruments, as appropriate. For resale agreements, the Plan typically requires collateral with a fair value approximately equal to the carrying value of the relevant assets in the statements of net assets available for benefits.

 

 

6


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

 

Fixed income securities, common stock, preferred stock, real estate investment trusts, commodities, and interests in exchange-traded options and futures contracts traded in active markets are valued at closing prices on the last business day of each period presented. Securities traded in markets that are not considered active are valued based on broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency. Securities that trade infrequently and therefore have little or no price transparency are valued using the investment managers’ (or independent third parties on behalf of the investment managers) best estimate of fair value.

Mutual funds, as described above, may also be investments held within separately managed accounts.

Forward foreign currency contracts are valued at fair value, as determined by the investment managers (or independent third parties on behalf of the investment managers), using quoted forward foreign currency exchange rates. At the end of each period presented, open contracts are valued at the current forward foreign currency exchange rates and the change in market value is recorded as an unrealized gain or loss. When the contract is closed or delivery taken, the Plan records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.

Swap contracts are valued at fair value, as determined by the investment managers (or independent third parties on behalf of the investment managers) utilizing their proprietary models and taking into consideration exchange quotations on underlying instruments, dealer quotations and other market information.

See Note 10 for further information about derivatives.

Investments denominated in currencies other than the U.S. dollar are translated using exchange rates prevailing at the end of the periods presented. Purchases and sales of these investments are translated at the rate of exchange on the respective dates of such transactions.

Interest income and expense are recorded on an accrual basis. Dividend income is recorded on the ex-dividend date.

Purchases and sales of the investments within the Plan are reflected on a trade-date basis.

Due from Brokers and Other Receivables and Due to Brokers and Other Payables

Due from brokers and other receivables includes cash balances held with brokers, receivables from unsettled sales transactions, and collateral posted in connection with certain derivative transactions. Amounts due from brokers may be restricted to the extent that they serve as deposits for investment liabilities. Due to brokers and other payables includes payables from unsettled purchase transactions and collateral received in connection with certain derivative transactions. Certain of the Plan’s securities held by the clearing brokers or prime brokers are pledged to the brokers on terms that permit them to repledge the securities to others, subject to certain limitations. Securities held at custodians under custody agreements cannot be repledged to others by the custodian.

Recent Accounting Developments

Employee Benefit Plan Master Trust Reporting (ASC 962). In February 2017, the FASB issued ASU No. 2017-06, “Defined Contribution Pension Plans (Topic 962) — Employee Benefit Plan Master Trust Reporting.” This ASU amends certain presentation and disclosure requirements for a plan’s interests in master trusts. The Plan adopted this ASU in January 2019 under a retrospective approach. Adoption of this ASU did not have an impact on the statements of net assets available for benefits and the statements of changes in net assets available for benefits.

Note 4.

Fair Value Measurements

The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Financial instruments are marked at closing prices. Fair value measurements do not include transaction costs.

The best evidence of fair value is a quoted price in an active market. If quoted prices in active markets are not available, fair value is determined by reference to prices for similar instruments, quoted prices or recent transactions in less active markets, or internally developed models that primarily use market-based or independently sourced inputs, including, but not limited to, interest rates, volatilities, equity or debt prices, foreign exchange rates, commodity prices, credit spreads and funding spreads (i.e., the spread or difference between the interest rate at which a borrower could finance a given financial instrument relative to a benchmark interest rate).

 

 

7


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

 

U.S. GAAP has a three-level hierarchy for disclosure of fair value measurements. This hierarchy prioritizes inputs to the valuation techniques used to measure fair value, giving the highest priority to level 1 inputs and the lowest priority to level 3 inputs. A financial instrument’s level in this hierarchy is based on the lowest level of input that is significant to its fair value measurement. The fair value hierarchy is as follows:

Level 1. Inputs are unadjusted quoted prices in active markets to which the Plan had access at the measurement date for identical, unrestricted assets or liabilities.

Level 2. Inputs to valuation techniques are observable, either directly or indirectly.

Level 3. One or more inputs to valuation techniques are significant and unobservable.

The investment managers and custodian, on behalf of the Plan, use independent pricing sources to value Plan assets traded on exchanges and independent quoted prices or developed models for all assets not traded on exchanges. Investment managers review their valuation approaches on an ongoing basis and revise as necessary based on changing market conditions to ensure their valuations represent fair value. Subsequently, the Plan uses other methodologies to determine fair value (e.g., relevant broker quotations), which vary based on the type of instrument.

Level 1 Investments

Level 1 investments include bank deposit, mutual funds, collective trusts, and within separately managed accounts, cash and cash equivalents, certain fixed income securities, most common and preferred stocks, mutual funds and most real estate investment trusts. These instruments are valued using quoted prices for identical unrestricted instruments in active markets.

The Plan determines active markets for equity instruments based on the average daily trading volume both in absolute terms and relative to the market capitalization for the instrument. The Plan determines active markets for debt instruments based on both the average daily trading volume and the number of days with trading activity.

Level 2 Investments

Level 2 investments include resale agreements, most fixed income securities, certain common and preferred stocks, certain real estate investment trusts, commodities and derivatives within separately managed accounts.

The valuation of level 2 investments can be verified to quoted prices, recent trading activity for identical or similar instruments, broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency. Consideration is given to the nature of the quotations (e.g., indicative or firm) and the relationship of recent market activity to the prices provided from alternative pricing sources.

Level 3 Investments

Level 3 investments have one or more significant valuation inputs that are not observable. Absent evidence to the contrary, level 3 instruments are initially valued at transaction price, which is considered to be the best initial estimate of fair value. Subsequently, the Plan uses other methodologies to determine fair value, which vary based on the type of instrument and include relevant broker quotations. Valuation inputs and assumptions are changed when corroborated by substantive observable evidence, including values realized on sales of financial assets.

As of both December 2020 and December 2019, the Plan had no level 3 investment assets.

See Notes 3 and 5 for further information about investment assets and investment liabilities.

 

 

8


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

 

Note 5.

Investment Assets and Investment Liabilities

Fair Value of Investment Assets and Investment Liabilities by Level

The table below presents investment assets and investment liabilities of the Plan by level within the fair value hierarchy.

 

$ in thousands     Level 1       Level 2       Level 3       Total  

As of December 2020

       

Assets

       

Bank deposit

  $ 291,966     $       $    –     $ 291,966  

Mutual funds

    1,320,039                   1,320,039  

Collective trusts

    4,830,485                   4,830,485  

Separately managed accounts:

       

Cash and cash equivalents

    3,380                   3,380  

Fixed income securities

    138,089       181,375             319,464  

Common and preferred stocks

    2,146,540       3,451             2,149,991  

Mutual funds

    68,481                   68,481  

Real estate investment trusts

    243,099       772             243,871  

Commodities

          19,555             19,555  

Derivatives

          27,154             27,154  

Total investment assets

  $ 9,042,079     $ 232,307       $    –     $ 9,274,386  

 

Liabilities

       

Separately managed accounts:

       

Common and preferred stocks

  $ (30,064   $       $    –     $ (30,064

Mutual funds

    (1,596                 (1,596

Real estate investment trusts

    (2,783                 (2,783

Derivatives

          (7,011           (7,011

Total investment liabilities

  $ (34,443   $ (7,011     $    –     $ (41,454

 

As of December 2019

       

Assets

       

Bank deposit

  $ 285,593     $       $    –     $ 285,593  

Mutual funds

    1,342,558                   1,342,558  

Collective trusts

    4,129,609                   4,129,609  

Separately managed accounts:

       

Cash and cash equivalents

    4,951                   4,951  

Resale agreements

          36,800             36,800  

Fixed income securities

    117,678       185,713             303,391  

Common and preferred stocks

    1,907,620       4,983             1,912,603  

Mutual funds

    53,433                   53,433  

Real estate investment trusts

    284,395       706             285,101  

Derivatives

          7,297             7,297  

Total investment assets

  $ 8,125,837     $ 235,499       $    –     $ 8,361,336  

 

Liabilities

       

Separately managed accounts:

       

Common and preferred stocks

  $ (45,411   $       $    –     $ (45,411

Fixed income securities

    (158                 (158

Mutual funds

    (1,743                 (1,743

Real estate investment trusts

    (410                 (410

Derivatives

          (6,914           (6,914

Total investment liabilities

  $ (47,722   $ (6,914     $    –     $ (54,636

In the table above:

 

 

Investment assets are shown as positive amounts and investment liabilities are shown as negative amounts.

 

 

Mutual funds within separately managed accounts consist of money market funds, exchange-traded funds and investments in funds that primarily consist of fixed income securities.

Note 6.

Related-Party and Party-In-Interest Transactions

The Plan offers as an investment option the Stock Fund, which has substantially all of its investments in the firm’s common stock. As of December 2020, the Plan’s interest in the Stock Fund represented 520,627 shares of the firm’s common stock with a fair market value of $137.3 million. As of December 2019, the Plan’s interest in the Stock Fund represented 545,779 shares of the firm’s common stock with a fair market value of $125.5 million. Purchases of $8.4 million and sales of $14.0 million of the firm’s common stock were made through the Stock Fund during 2020. Purchases of $4.4 million and sales of $8.3 million of the firm’s common stock were made through the Stock Fund during 2019. The Stock Fund is managed by State Street Global Advisors, an affiliate of State Street Bank.

GSAM Stable Value, LLC (GSAM Stable Value), an affiliate of the firm, manages a laddered fixed income separately managed account investment option in the Plan. No fees were paid during 2020 and 2019, or were payable by the Plan to GSAM Stable Value or other affiliates to manage this separately managed account as of both December 2020 and December 2019.

GS Bank USA, an affiliate of the firm, has a deposit obligation to the Plan under the Plan’s Bank Deposit Option. No fees were paid during 2020 and 2019, or were payable by the Plan to GS Bank USA as of both December 2020 and December 2019, for bank deposit obligations.

 

 

9


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

 

State Street Global Advisors manages several investment options within the Plan. These investments include the SSgA S&P 500® Index Non-Lending Series Fund, SSgA S&P MidCap® Index Non-Lending Series Fund, SSgA Russell 2000® Index Non-Lending Series Fund, SSgA Emerging Markets Index Non-Lending Series Fund, and the SSgA U.S. Bond Index Non-Lending Series Fund, each of which are collective trust funds, and the SSgA Hedged International Developed Equity Index Fund, which is a mutual fund. Through September 2019, fees associated with the management of these collective trust funds qualified as party-in-interest transactions. Fees associated with the management of these collective trust funds after September 2019 do not qualify as a party-in-interest transactions.

Note 7.

Plan Termination

The firm intends to continue the Plan indefinitely, but reserves the right to discontinue or amend the Plan at any time, subject to the provisions of ERISA. In the event of discontinuance, affected participants will become fully vested in the Firm Contributions and the related investment income as required by ERISA.

Note 8.

Income Tax Status

The Internal Revenue Service has determined, and informed the firm by a letter dated April 14, 2017, that the terms of the Plan conform to the requirements of section 401(a) of the Internal Revenue Code of 1986, as amended.

Note 9.

Reconciliation of Financial Statements to the Form 5500

The tables below present the reconciliations from the Plan’s financial statements to the Form 5500.

 

    As of December  
$ in thousands   2020     2019  

Net assets available for benefits, per Statements of Net Assets Available for Benefits

  $ 9,431,930     $ 8,505,365  

Amounts allocated to withdrawing participants

    (57,442     (48,016

Net assets, per the Form 5500

  $ 9,374,488     $ 8,457,349  
    As of December  
$ in thousands     2020       2019  

Benefits paid, per Statements of Changes in Net Assets Available for Benefits

  $ 540,695     $ 434,823  

Amounts allocated to withdrawing participants, ending balance

    57,442       48,016  

Amounts allocated to withdrawing participants, beginning balance

    (48,016     (22,069

Benefits paid to participants and certain deemed distributions of participant loans, per the Form 5500

  $ 550,121     $ 460,770  

Amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to both December 2020 and December 2019, but had not yet been paid as of that date.

Note 10.

Financial Instruments with Off-Balance Sheet Risk

In accordance with the investment strategy of the separately managed accounts, the Plan’s investment managers execute transactions in various financial instruments that may give rise to varying degrees of off-balance sheet market and credit risk, including investment liabilities. These investment liabilities involve obligations to deliver specified securities at contracted prices and thereby create a liability to purchase the securities at prevailing future market prices. Accordingly, these transactions result in off-balance sheet risk as the Plan’s ultimate obligation to satisfy the sale of investment liabilities may exceed the amount recognized in the financial statements.

Derivatives are instruments that derive their value from underlying asset prices, indices, reference rates and other inputs, or a combination of these factors. Derivatives may be traded on an exchange (exchange-traded) or they may be privately negotiated contracts, which are usually referred to as over-the-counter (OTC) derivatives.

 

 

10


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

 

The Plan enters into various types of derivatives, including:

 

 

Futures and Forwards. Contracts that commit counterparties to purchase or sell financial instruments, commodities or currencies in the future.

 

 

Swaps. Contracts that require counterparties to exchange cash flows, such as currency or interest payment streams. The amounts exchanged are based on the specific terms of the contract with reference to specified rates, financial instruments, commodities, currencies or indices.

 

 

Options. Contracts in which the option purchaser has the right, but not the obligation, to purchase from or sell to the option writer financial instruments, commodities or currencies within a defined time period for a specified price.

As a writer of option contracts, the Plan receives a premium to become obligated to buy or sell financial instruments for a period of time at the holder’s option. During this period, the Plan bears the risk of an unfavorable change in the market value of the financial instrument underlying the option, but has no credit risk, as the counterparty has no performance obligation to the Plan once it has paid its cash premium.

Derivatives are recorded on a gross basis in the statements of net assets available for benefits and are accounted for at fair value.

Risk Management

Market risk includes risk that arises from the potential for changes in value of financial instruments resulting from fluctuations in interest and foreign exchange rates, in prices of commodities, and in prices of debt and equity securities. In many cases, these financial instruments serve to reduce, rather than increase, the Plan’s exposure to losses from market or other risks. In addition, the measurement of market risk is meaningful only when all related and offsetting transactions are identified. The investment managers may limit the Plan’s market risk by holding or purchasing offsetting positions.

The Plan is subject to credit risk of counterparty nonperformance on derivative assets, except for written options, which obligate the Plan to perform and do not give rise to any counterparty credit risk.

The tables below present information about derivative contracts by major product type.

 

     As of December 2020           As of December 2019  
$ in thousands     
Derivative
Assets
 
 
   
Derivative
Liabilities
 
 
        
Derivative
Assets
 
 
   
Derivative
Liabilities
 
 

Interest rates

     $   4,236       $   1,521          $  2,938       $    1,027  

Credit

     6       228          35       299  

Currencies

     788       1,189          1,585       2,374  

Commodities

     19,863       315          337       362  

Equities

     2,261       3,758            2,402       2,852  

Total gross fair value

     $ 27,154       $   7,011            $  7,297       $    6,914  

 

Not offset in the statements of net assets available for benefits

 

Counterparty netting

     $  (4,265     $  (4,265        $ (4,645     $   (4,645

Cash collateral netting

     (10,666     (417          (2,652     (1,045

Total

     $ 12,223       $   2,329            $         –       $    1,224  

 

     Notional Amounts as of December   
$ in thousands      2020        2019   

Interest rates

     $ 2,175,324        $ 2,644,734   

Credit

     48,200        48,762   

Currencies

     5,277        9,887   

Commodities

     104,434        49,530   

Equities

     16,335        86,519   

Total

     $ 2,349,570        $ 2,839,432   

In the tables above:

 

 

Gross fair values exclude the effects of both counterparty netting and collateral, and therefore are not representative of the Plan’s exposure.

 

 

Notional amounts, which represent the sum of gross long and short derivative contracts, provide an indication of the volume of the Plan’s derivative activity and do not represent anticipated losses.

The table below presents the net appreciation/(depreciation) in the fair value of derivatives (including gains and losses on derivatives bought and sold, as well as held during the year) by major product type.

 

     Year Ended December  
$ in thousands      2020        2019  

Interest rates

     $      3,059        $  (2,705

Credit

     (179      (590

Currencies

     6        389  

Commodities

     (14,623      (1,179

Equities

     (5,827      5,439  

Total

     $   (17,564      $   1,354  
 

 

11


THE GOLDMAN SACHS 401(k) PLAN

Notes to Financial Statements

 

Credit Derivatives

The Plan’s investment managers enter into various credit derivative transactions.

The Plan enters into credit default swaps. Single-name credit default swaps protect the buyer against the loss of principal on one or more bonds, loans or mortgages (reference obligations) in the event the issuer of the reference obligations suffers a credit event. The buyer of protection pays an initial or periodic premium to the seller and receives protection for the period of the contract. If there is no credit event, as defined in the contract, the seller of protection makes no payments to the buyer. If a credit event occurs, the seller of protection is required to make a payment to the buyer, calculated according to the terms of the contract.

All of the Plan’s written and purchased credit derivative transactions are with financial institutions and are subject to stringent collateral thresholds. These amounts were not material for both December 2020 and December 2019.

Note 11.

Subsequent Events

On January 1, 2021, The Ayco Company Employee Savings Plan was merged into the Plan for Ayco Company, L.P. The value of assets transferred was approximately $520 million.

 

 

12


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

     Current Value  

Bank Deposit

    

*GOLDMAN SACHS BANK USA BANK DEPOSIT ACCOUNT

    291,966,086      $ 291,966,086  

Total Bank Deposit

           $ 291,966,086  

Mutual Funds

    

DODGE & COX INTERNATIONAL STOCK FUND

    1,179,255      $ 51,533,442  

GUGGENHEIM HIGH YIELD FUND

    11,666,353        126,463,263  

SSGA HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND

    826,119        86,618,618  

VANGUARD FEDERAL MONEY MARKET

    714,906,810        714,906,810  

VANGUARD HIGH YIELD CORPORATE

    7,671,511        45,875,634  

VANGUARD INFLATION-PROTECTED SECURITIES FUND

    10,686,878        123,326,569  

WESTERN ASSET CORE PLUS BOND FUND

    13,639,679        171,314,365  

Total Mutual Funds

           $ 1,320,038,701  

Collective Trusts

    

BLACKROCK 20+ TREASURY BOND INDEX FUND

    1,924,194      $ 114,046,807  

BLACKROCK EQUITY GROWTH INDEX FUND

    6,619,212        330,279,472  

BLACKROCK EQUITY VALUE INDEX FUND

    5,670,589        225,179,643  

BLACKROCK INTERNATIONAL EQUITY INDEX FUND

    2,044,763        59,504,848  

BLACKROCK LIFEPATH® INDEX 2025 NON-LENDABLE FUND

    4,029,480        123,851,299  

BLACKROCK LIFEPATH® INDEX 2030 NON-LENDABLE FUND

    5,184,913        172,571,018  

BLACKROCK LIFEPATH® INDEX 2035 NON-LENDABLE FUND

    5,203,778        186,689,693  

BLACKROCK LIFEPATH® INDEX 2040 NON-LENDABLE FUND

    6,308,750        241,441,555  

BLACKROCK LIFEPATH® INDEX 2045 NON-LENDABLE FUND

    7,762,142        314,115,257  

BLACKROCK LIFEPATH® INDEX 2050 NON-LENDABLE FUND

    6,150,403        259,277,626  

BLACKROCK LIFEPATH® INDEX 2055 NON-LENDABLE FUND

    8,596,620        262,202,915  

BLACKROCK LIFEPATH® INDEX 2060 NON-LENDABLE FUND

    1,051,408        18,252,751  

BLACKROCK LIFEPATH® RETIREMENT INDEX NON-LENDABLE FUND

    4,373,730        106,694,516  

SSGA EMERGING MARKETS INDEX NON-LENDING SERIES FUND

    4,673,068        187,235,829  

SSGA RUSSELL 2000® INDEX NON-LENDING SERIES FUND

    6,428,342        254,131,635  

SSGA S&P 500® INDEX NON-LENDING SERIES FUND

    45,310,132        1,540,771,044  

SSGA S&P MIDCAP® INDEX NON-LENDING SERIES FUND

    5,603,302        257,701,457  

SSGA U.S. BOND INDEX NON-LENDING SERIES FUND

    4,600,589        56,568,840  

T.ROWE PRICE EMERGING MARKETS EQUITY FUND

    174,510        119,968,896  

Total Collective Trusts

           $ 4,830,485,101  

Separately Managed Accounts

    

Cash and Cash Equivalents

    

ARS (ARGENTINE PESO)

    9,825,072      $ 116,867  

AUD (AUSTRALIAN DOLLAR)

    47,657        36,774  

BRL (BRAZILIAN REAL)

    961        185  

CAD (CANADIAN DOLLAR)

    112,453        88,268  

CNH (CHINESE R YUAN HK)

    9,314,225        1,433,697  

DKK (DANISH KRONE)

    1,202        198  

EUR (EURO)

    74,386        91,015  

GBP (GREAT BRITISH POUND)

    55,167        75,410  

ILS (ISRAELI SHEKEL)

    905        282  

JPY (JAPANESE YEN)

    1,048,026        10,151  

KRW (SOUTH KOREAN WON)

    20         

MXN (MEXICAN PESO)

    254        13  

 

 

13


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

     Current Value  

NGN (NIGERIAN NAIRA)

    278,468,410        705,430  

NOK (NORWEGIAN KRONE)

    1,687        197  

NZD (NEW ZEALAND DOLLAR)

    761        548  

PLN (POLISH ZLOTY)

    4,002        1,074  

RUB (RUSSIAN RUBLE)

    1,608,620        21,749  

SEK (SWEDISH KRONA)

    10,901        1,327  

SGD (SINGAPORE DOLLAR)

    396        300  

USD (US DOLLAR)

    795,798        795,798  

ZAR (SOUTH AFRICAN RAND)

    15,990        1,089  

Total Cash and Cash Equivalents

           $ 3,380,372  

Fixed Income Securities

    

ABBVIE INC 5.000% 12/15/21 DD 06/15/20

    100,000      $ 103,236  

ABBVIE INC 2.600% 11/21/24 DD 05/21/20

    1,100,000        1,178,975  

ABBVIE INC 2.300% 11/21/22 DD 05/21/20

    700,000        725,480  

ABBVIE INC 2.300% 05/14/21 DD 05/12/16

    400,000        402,213  

ABN AMRO BANK NV 144A 2.650% 01/19/21 DD 01/19/18

    600,000        600,565  

ABU DHABI GOVERNMENT INTE 144A 3.125% 04/16/30 DD 04/16/20

    200,000        225,840  

ABU DHABI GOVERNMENT INTE 144A 2.500% 10/11/22 DD 10/11/17

    300,000        310,590  

ADOBE INC 1.700% 02/01/23 DD 02/03/20

    50,000        51,462  

AEP TEXAS INC 2.400% 10/01/22 DD 09/22/17

    400,000        412,602  

AETNA INC 2.800% 06/15/23 DD 06/09/16

    325,000        341,950  

AFRICAN DEVELOPMENT BANK 2.310% 07/14/21

    3,300,000        3,332,471  

AFRICAN DEVELOPMENT BANK 5.250% 03/23/22

    200,000        163,697  

AIB GROUP PLC 144A 4.750% 10/12/23 DD 10/12/18

    200,000        219,990  

AIG GLOBAL FUNDING 144A 0.450% 12/08/23 DD 12/08/20

    350,000        349,958  

AIG GLOBAL FUNDING 144A VAR RT 06/25/21 DD 06/27/18

    125,000        125,245  

AIG GLOBAL FUNDING 144A 3.350% 06/25/21 DD 06/27/18

    175,000        177,561  

AIR LEASE CORP 3.500% 01/15/22 DD 09/17/18

    475,000        488,827  

AIR LEASE CORP 2.750% 01/15/23 DD 11/20/17

    500,000        516,837  

ALBACORE EURO CLO I 1A A 144A VAR RT 07/18/31

    250,000        307,766  

ALLY FINANCIAL INC 8.000% 11/01/31 DD 12/31/08

    100,000        146,787  

ALLY MASTER OWNER TRUST 1 A2 2.700% 01/17/23 DD 02/14/18

    2,000,000        2,001,788  

ALTERNATIVE LOAN TRU OA17 1A1A VAR RT 12/20/46 DD 09/29/06

    96,262        81,136  

ALTRIA GROUP INC 3.490% 02/14/22 DD 02/14/19

    575,000        594,756  

AMERICAN EXPRESS CO 3.700% 11/05/21 DD 11/06/18

    375,000        384,580  

AMERICAN EXPRESS CO 3.375% 05/17/21 DD 05/17/18

    425,000        428,687  

AMERICAN EXPRESS CREDIT AC 2 A 2.670% 11/15/24 DD 04/29/19

    650,000        670,336  

AMORTIZING RESIDENTIAL CO 1 A5 VAR RT 10/25/34 DD 09/25/04

    254,180        251,173  

ARCHER-DANIELS-MIDLAND CO 2.750% 03/27/25 DD 03/27/20

    250,000        271,904  

ASTRAZENECA PLC VAR RT 08/17/23 DD 08/17/18

    200,000        201,672  

AT&T INC VAR RT 12/15/23 DD 06/05/19

    325,000        359,580  

AT&T INC 3.950% 01/15/25 DD 01/15/16

    274,000        308,129  

AT&T INC 4.450% 04/01/24 DD 10/01/15

    300,000        335,034  

AT&T INC VAR RT 12/31/49

    100,000        122,906  

ATHENE GLOBAL FUNDING 144A 1.200% 10/13/23 DD 10/15/20

    300,000        302,312  

AUCHAN HOLDING SA REGS 3.250% 07/23/27

    200,000        281,949  

AUCHAN HOLDING SA REGS 2.875% 01/29/26

    100,000        135,437  

AUSTRALIA GOVERNMENT BOND REGS 3.000% 03/21/47 DD 09/21/16

    500,000        474,626  

AUSTRALIA GOVERNMENT BOND REGS 1.750% 06/21/51

    500,000        367,137  

AUTONOMOUS COMMUNITY OF CATALO 4.900% 09/15/21

    400,000        506,056  

AVANGRID INC 3.200% 04/15/25 DD 04/09/20

    275,000        301,053  

AVIATION CAPITAL GROUP LL 144A 2.875% 01/20/22 DD 01/20/17

    400,000        405,028  

 

14


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

     Current Value  

AVOLON HOLDINGS FUNDING L 144A 2.875% 02/15/25 DD 01/14/20

    350,000        356,883  

AVOLON HOLDINGS FUNDING L 144A 3.625% 05/01/22 DD 04/16/19

    525,000        536,365  

AVOLON HOLDINGS FUNDING L 144A 5.500% 01/15/23 DD 03/12/18

    200,000        212,670  

AVON FINANCE NO 2 PL 2A A 144A VAR RT 09/20/48

    194,550        266,166  

BANC OF AMERICA MORTGAGE F 3A1 VAR RT 07/25/35 DD 06/01/05

    10,947        9,462  

BANC OF AMERICA MORTGAGE H 2A5 VAR RT 09/25/35 DD 08/01/05

    53,958        51,374  

BANCA CARIGE SPA REGS VAR RT 10/25/21

    300,000        368,795  

BANCA CARIGE SPA REGS VAR RT 05/25/22

    300,000        368,756  

BANCA MONTE DEI PASCHI DI REGS 0.875% 10/08/27

    200,000        258,015  

BANCA MONTE DEI PASCHI DI REGS 2.625% 04/28/25

    100,000        125,438  

BANCO DE CREDITO DEL PERU 144A 4.650% 09/17/24 DD 09/17/19

    300,000        88,880  

BANCO SANTANDER SA 2.706% 06/27/24 DD 06/27/19

    400,000        427,111  

BANK OF AMERICA CORP VAR RT 12/31/49 DD 03/15/18

    100,000        113,000  

BANK OF AMERICA CORP VAR RT 09/25/25 DD 09/25/20

    425,000        429,624  

BANK OF AMERICA CORP VAR RT 05/17/22 DD 05/17/18

    250,000        252,962  

BANK OF AMERICA CORP VAR RT 12/20/23 DD 12/20/17

    2,125,000        2,236,584  

BANK OF AMERICA CORP VAR RT 01/23/22 DD 01/23/18

    250,000        250,303  

BANK OF AMERICA NA VAR RT 01/25/23 DD 01/25/19

    425,000        438,805  

*BANK OF NEW YORK MELLON CORP/T 0.350% 12/07/23 DD 12/07/20

    375,000        375,563  

BANK OF THE WEST AUT 1 A3 144A 2.430% 04/15/24 DD 06/26/19

    300,000        305,702  

BANQUE FEDERATIVE DU CRED 144A 2.125% 11/21/22 DD 11/21/19

    625,000        645,400  

BARCLAYS BANK PLC 1.700% 05/12/22 DD 05/12/20

    300,000        305,306  

BARCLAYS PLC VAR RT 02/15/23 DD 11/15/18

    200,000        208,787  

BAYER US FINANCE II LLC 144A VAR RT 06/25/21 DD 06/25/18

    600,000        601,218  

BAYER US FINANCE II LLC 144A 3.500% 06/25/21 DD 06/25/18

    1,025,000        1,037,461  

BEAR STEARNS ALT-A TRUS 6 31A1 VAR RT 11/25/36 DD 09/01/06

    156,445        119,232  

BEAR STEARNS ARM TRUST 2 4 3A1 VAR RT 08/25/35 DD 06/01/05

    12,585        12,306  

BEAR STEARNS STRUCTURED R6 1A1 VAR RT 01/26/36 DD 08/01/07

    38,264        31,387  

BERKSHIRE HATHAWAY ENERGY 144A 4.050% 04/15/25 DD 03/24/20

    250,000        283,067  

BERKSHIRE HATHAWAY ENERGY CO 2.375% 01/15/21 DD 01/05/18

    325,000        325,190  

BLCKRCK LIQ FND T-FND-INST

    9,039,036        9,039,036  

BMW FINANCE NV 144A 2.250% 08/12/22 DD 08/14/19

    300,000        309,369  

BNP PARIBAS SA 144A VAR RT 09/30/28 DD 09/30/20

    200,000        203,334  

BNP PARIBAS SA 144A VAR RT 06/09/26 DD 06/09/20

    200,000        209,326  

BONOS DEL TESORO NACIONAL EN P VAR RT 04/03/22

    2,350,000        26,276  

BP CAPITAL MARKETS AMERICA INC 2.520% 09/19/22 DD 09/19/18

    600,000        620,597  

BP CAPITAL MARKETS PLC 3.561% 11/01/21 DD 11/01/11

    1,075,000        1,103,632  

BPCE SA 2.650% 02/03/21 DD 02/03/16

    250,000        250,459  

BPCE SA 144A 4.000% 09/12/23 DD 09/12/18

    400,000        435,131  

BRISTOL-MYERS SQUIBB CO 2.600% 05/16/22 DD 05/16/20

    400,000        412,733  

BRISTOL-MYERS SQUIBB CO 2.550% 05/14/21 DD 05/14/20

    350,000        349,447  

BRITISH TRANSCO INTERNATI REGS 0.000% 11/04/21

    300,000        297,999  

BROADCOM CORP / BROADCOM CAYMA 3.625% 01/15/24 DD 01/15/18

    350,000        378,302  

BROADCOM CORP / BROADCOM CAYMA 3.000% 01/15/22 DD 01/15/18

    624,000        638,355  

BROADCOM INC 3.625% 10/15/24 DD 04/15/20

    675,000        741,603  

BROADCOM INC 3.125% 10/15/22 DD 04/15/20

    875,000        915,752  

BROADCOM INC 3.459% 09/15/26 DD 05/21/20

    302,000        335,086  

CAMPBELL SOUP CO 3.650% 03/15/23 DD 03/16/18

    29,000        30,965  

CAMPBELL SOUP CO 3.300% 03/15/21 DD 03/16/18

    100,000        100,584  

CANADIAN IMPERIAL BANK OF COMM 0.950% 06/23/23 DD 06/23/20

    425,000        430,620  

CANADIAN NATURAL RESOURCES LTD 2.050% 07/15/25 DD 06/24/20

    300,000        314,695  

CAPITAL ONE FINANCIAL CORP 2.600% 05/11/23 DD 05/11/20

    300,000        314,339  

CAPITAL ONE FINANCIAL CORP 3.450% 04/30/21 DD 04/30/18

    500,000        503,714  

 

15


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

     Current Value  

CAPITAL ONE MULTI-ASSET A2 A2 1.720% 08/15/24 DD 09/05/19

    804,000        823,514  

CAPITAL ONE NA 2.650% 08/08/22 DD 08/08/17

    625,000        647,199  

CARGILL INC 144A 1.375% 07/23/23 DD 04/23/20

    175,000        179,369  

CARRIER GLOBAL CORP 1.923% 02/15/23 DD 08/15/20

    450,000        463,577  

CELANESE US HOLDINGS LLC 3.500% 05/08/24 DD 05/08/19

    75,000        81,219  

CENTERPOINT ENERGY INC 2.500% 09/01/22 DD 08/10/17

    675,000        697,706  

CENTRAL JAPAN RAILWAY CO REGS 3.400% 09/06/23

    400,000        427,451  

CENTRAL JAPAN RAILWAY CO REGS 2.800% 02/23/22

    200,000        205,236  

CENTRAL NIPPON EXPRESSWAY REGS 2.091% 09/14/21

    300,000        303,274  

CENTRAL NIPPON EXPRESSWAY REGS 2.362% 05/28/21

    400,000        403,248  

CENTRAL NIPPON EXPRESSWAY REGS VAR RT 11/02/21

    400,000        400,728  

CHARTER COMMUNICATIONS OPERATI 4.464% 07/23/22 DD 07/23/16

    575,000        606,190  

CHARTER COMMUNICATIONS OPERATI 6.384% 10/23/35 DD 10/23/16

    300,000        411,014  

CHARTER COMMUNICATIONS OPERATI 4.908% 07/23/25 DD 07/23/16

    875,000        1,016,267  

CHASE MORTGAGE FINANCE A1 1A1 VAR RT 02/25/37 DD 02/01/07

    45,090        45,260  

CHL MORTGAGE PASS-THROUG 7 1A1 VAR RT 03/25/35 DD 01/27/05

    33,096        31,971  

CHUBB INA HOLDINGS INC 2.875% 11/03/22 DD 11/03/15

    250,000        260,604  

CIGNA CORP 3.400% 09/17/21 DD 03/17/19

    1,275,000        1,302,409  

CITIBANK CREDIT CARD ISS A7 A7 VAR RT 08/08/24 DD 08/08/17

    850,000        853,727  

CITIGROUP INC VAR RT 10/30/24 DD 10/30/20

    375,000        377,433  

CITIGROUP INC VAR RT 05/15/24 DD 05/14/20

    225,000        231,775  

CITIGROUP INC 2.700% 10/27/22 DD 10/27/17

    1,975,000        2,054,041  

CITIGROUP INC 3.875% 10/25/23 DD 10/25/13

    700,000        769,776  

CITIZENS BANK NA/PROVIDENCE RI 2.250% 04/28/25 DD 04/30/20

    425,000        450,955  

CITIZENS BANK NA/PROVIDENCE RI 3.250% 02/14/22 DD 02/14/19

    425,000        437,555  

CITRIX SYSTEMS INC 4.500% 12/01/27 DD 11/15/17

    200,000        235,185  

CNH INDUSTRIAL CAPITAL LLC 4.875% 04/01/21 DD 03/17/16

    100,000        100,979  

COCA-COLA CO/THE 2.950% 03/25/25 DD 03/25/20

    250,000        275,564  

COLT 2020-1R MORTGA 1R A1 144A VAR RT 09/25/65 DD 09/01/20

    253,136        253,509  

COMCAST CABLE COMMUNICATIONS H 9.455% 11/15/22 DD 11/18/02

    245,000        286,725  

CONSTELLATION BRANDS INC 3.200% 02/15/23 DD 02/07/18

    225,000        237,762  

CONSTELLATION BRANDS INC 2.700% 05/09/22 DD 05/09/17

    875,000        899,944  

COOPERATIEVE RABOBANK UA REGS VAR RT 12/31/49

    400,000        502,047  

COOPERATIEVE RABOBANK UA/NY VAR RT 04/26/21 DD 04/26/18

    275,000        275,332  

CREDIT SUISSE AG REGS 6.500% 08/08/23

    200,000        224,957  

CREDIT SUISSE AG/NEW YORK NY 2.800% 04/08/22 DD 04/09/20

    350,000        361,323  

CREDIT SUISSE GROUP AG 3.800% 06/09/23 DD 06/10/16

    1,300,000        1,400,088  

CROWN POINT CLO 5 LT 5A A 144A VAR RT 07/17/28 DD 07/17/18

    177,902        177,679  

CSFB MORTGAGE-BACKED T AR6 9A2 VAR RT 10/25/34 DD 06/29/04

    2,810        2,769  

CVC CORDATUS LOAN 4A ARR 144A VAR RT 04/22/30

    250,000        306,420  

CVS HEALTH CORP 3.700% 03/09/23 DD 03/09/18

    118,000        126,239  

CVS HEALTH CORP 2.125% 06/01/21 DD 05/25/16

    175,000        176,037  

DAIMLER FINANCE NORTH AME 144A 2.850% 01/06/22 DD 01/06/17

    300,000        307,162  

DANSKE BANK A/S 144A 1.226% 06/22/24 DD 06/22/20

    425,000        429,970  

DBS BANK LTD 144A 3.300% 11/27/21 DD 11/27/18

    100,000        102,660  

DELL INTERNATIONAL LLC / 144A 6.020% 06/15/26 DD 06/01/16

    200,000        243,989  

DELL INTERNATIONAL LLC / 144A 5.450% 06/15/23 DD 06/01/16

    775,000        857,166  

DEUTSCHE BANK AG REGS 2.625% 12/16/24

    200,000        288,002  

DEUTSCHE BANK AG REGS 2.625% 02/12/26

    200,000        268,109  

DEUTSCHE BANK AG/NEW YORK NY VAR RT 11/26/25 DD 11/26/19

    300,000        327,852  

DEUTSCHE BANK AG/NEW YORK NY 4.250% 10/14/21 DD 04/14/18

    500,000        512,713  

DH EUROPE FINANCE II SARL 2.050% 11/15/22 DD 11/07/19

    350,000        361,028  

DOMINION ENERGY INC STEP 08/15/24 DD 05/15/19

    125,000        134,941  

 

16


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

     Current Value  

DOMINION ENERGY INC 144A 2.450% 01/15/23 DD 08/09/19

    400,000        416,172  

DRYDEN 46 EURO CL 46A A1R 144A VAR RT 01/15/30

    250,000        305,989  

DTE ENERGY CO 0.550% 11/01/22 DD 10/07/20

    425,000        426,438  

DTE ENERGY CO 1.050% 06/01/25 DD 08/06/20

    225,000        227,526  

DTE ENERGY CO 2.600% 06/15/22 DD 06/13/19

    175,000        180,478  

DUKE ENERGY CAROLINAS LLC 3.350% 05/15/22 DD 11/08/18

    350,000        364,523  

ECMC GROUP STUDENT L 2A A 144A VAR RT 09/25/68 DD 10/10/18

    602,054        598,980  

ENBRIDGE INC VAR RT 02/18/22 DD 02/20/20

    200,000        200,102  

ENBRIDGE INC 2.900% 07/15/22 DD 07/07/17

    290,000        300,714  

ENEL FINANCE INTERNATIONA 144A 4.625% 09/14/25 DD 09/14/18

    200,000        232,919  

ENERGY TRANSFER OPERATING LP 4.250% 03/15/23 DD 03/15/19

    200,000        212,531  

ENTERGY LOUISIANA LLC 0.620% 11/17/23 DD 11/24/20

    275,000        275,914  

EQUITABLE FINANCIAL LIFE 144A 1.400% 07/07/25 DD 07/07/20

    250,000        256,772  

ERAC USA FINANCE LLC 144A 2.600% 12/01/21 DD 05/26/16

    200,000        203,458  

EUROPEAN BANK FOR RECONSTRUCTI 2.750% 04/26/21 DD 04/26/18

    2,590,000        2,610,170  

EUROPEAN INVESTMENT BANK REGS 0.500% 07/21/23

    200,000        154,625  

EUROPEAN INVESTMENT BANK REGS 0.500% 08/10/23

    200,000        154,660  

EUROPEAN UNION REGS 0.000% 07/04/35

    200,000        251,252  

EUROSAIL-UK 2007-3 3X A3A REGS VAR RT 06/13/45

    125,984        171,072  

EVANS GROVE CLO LTD 1A A1 144A VAR RT 05/28/28 DD 05/29/18

    84,537        84,171  

FAIR OAKS LOAN FUNDI 2A A 144A VAR RT 07/15/31

    250,000        307,968  

FAIRFAX FINANCIAL HOLDING 2.750% 29-MAR-2028 144A

    100,000        135,953  

FEDERAL NATL MTG ASSN 2.125% 04/24/26 DD 04/26/16

    100,000        108,950  

FHLMC MULTICLASS MTG 3179 FP VAR RT 07/15/36 DD 07/15/06

    6,454        6,490  

FHLMC MULTICLASS MTG 4579 FD VAR RT 01/15/38 DD 05/01/16

    59,282        59,240  

FHLMC MULTICLASS MTG 4579 SD VAR RT 01/15/38 DD 05/01/16

    59,282        3,574  

FHLMC MULTICLASS MTG 4594 PA 3.000% 11/15/44 DD 06/01/16

    325,012        337,582  

FHLMC MULTICLASS MTG 4604 HA 2.500% 05/15/45 DD 08/01/16

    234,907        247,250  

FHLMC MULTICLASS MTG 4709 EA 3.000% 01/15/46 DD 08/01/17

    427,021        445,133  

FHLMC MULTICLASS MTG 4718 DA 3.000% 02/15/47 DD 09/01/17

    288,174        303,957  

FHLMC MULTICLASS MTG 4839 A 4.000% 04/15/51 DD 10/01/18

    5,388,263        5,915,810  

FHLMC MULTICLASS MTG 4874 AT 3.000% 09/15/48 DD 03/01/19

    411,076        426,995  

FHLMC MULTICLASS STRIP 278 F1 VAR RT 09/15/42 DD 09/15/12

    103,539        104,565  

FHLMC POOL #G0-8788 3.500% 11/01/47 DD 10/01/17

    454,569        482,114  

FHLMC POOL #SD-8097 2.000% 07/01/50 DD 07/01/20

    480,313        498,989  

FIFTH THIRD BANCORP 1.625% 05/05/23 DD 05/05/20

    125,000        128,928  

FIFTH THIRD BANK NA 1.800% 01/30/23 DD 01/31/20

    450,000        462,795  

FIFTH THIRD BANK NA VAR RT 07/26/21 DD 07/26/18

    350,000        350,658  

FINSBURY SQUARE 2020 1A A 144A VAR RT 03/16/70

    374,980        511,334  

FINSBURY SQUARE 2020 2A A 144A VAR RT 06/16/70

    473,868        651,801  

FINSBURY SQUARE 2020 2X A REGS VAR RT 06/16/70

    189,547        260,720  

FIRSTENERGY CORP 2.050% 03/01/25 DD 02/20/20

    175,000        174,300  

FISERV INC 2.750% 07/01/24 DD 06/24/19

    375,000        402,672  

FISERV INC 3.800% 10/01/23 DD 09/25/18

    150,000        163,379  

FISERV INC 4.750% 06/15/21 DD 06/14/11

    475,000        484,754  

FLORIDA POWER & LIGHT CO 2.850% 04/01/25 DD 03/27/20

    175,000        190,444  

FNMA POOL #0555678 5.000% 08/01/33 DD 07/01/03

    575,738        663,800  

FNMA POOL #0735676 5.000% 07/01/35 DD 06/01/05

    186,758        216,944  

FNMA POOL #0AB0130 5.000% 05/01/38 DD 05/01/09

    53,126        61,765  

FNMA POOL #0AB2503 4.500% 03/01/31 DD 02/01/11

    5,092        5,625  

FNMA POOL #0AL1674 VAR RT 05/01/42 DD 05/01/12

    54,078        56,333  

FNMA POOL #0AL5548 VAR RT 05/01/38 DD 07/01/14

    58,667        61,624  

FNMA POOL #0BF0334 3.500% 01/01/59 DD 08/01/19

    326,641        360,871  

 

17


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

     Current Value  

FNMA POOL #0BJ8703 3.500% 05/01/49 DD 08/01/19

    71,555        78,527  

FNMA POOL #0BM2007 4.000% 09/01/48 DD 08/01/18

    391,832        417,490  

FNMA POOL #0BN5342 4.000% 03/01/49 DD 03/01/19

    516,110        551,248  

FNMA POOL #0CA4346 3.000% 10/01/49 DD 09/01/19

    184,082        199,839  

FNMA POOL #0FM1796 3.500% 10/01/34 DD 10/01/19

    64,820        69,444  

FNMA POOL #0FM3243 3.500% 06/01/50 DD 05/01/20

    150,388        160,818  

FNMA POOL #0MA0634 4.500% 01/01/31 DD 12/01/10

    4,556        4,984  

FNMA GTD REMIC P/T 06-30 KF VAR RT 05/25/36 DD 04/25/06

    20,687        20,821  

FNMA GTD REMIC P/T 15-92 PA 2.500% 12/25/41 DD 11/01/15

    94,821        99,021  

FNMA GTD REMIC P/T 18-27 WF VAR RT 05/25/58 DD 04/01/18

    1,041,029        1,037,157  

FORD CREDIT AUTO OWNE 2 A 144A 2.030% 12/15/27 DD 06/28/16

    400,000        403,227  

FORD CREDIT FLOORPLAN MAS 3 A1 3.520% 10/15/23 DD 11/09/18

    400,000        410,176  

FORD FOUNDATION/THE 2.415% 06/01/50 DD 06/25/20

    100,000        101,899  

FOX CORP 3.666% 01/25/22 DD 01/25/20

    750,000        776,202  

FRENCH REPUBLIC GOVERNMEN 144A 2.000% 05/25/48

    1,100,000        1,961,113  

FRENCH REPUBLIC GOVERNMEN 144A 0.750% 05/25/52

    250,000        340,759  

FRENCH REPUBLIC GOVERNMEN 144A 1.500% 05/25/50

    300,000        488,929  

FRENCH REPUBLIC GOVERNMEN REGS 3.250% 05/25/45

    400,000        845,516  

FWD SECURITIZATIO INV1 A1 144A VAR RT 01/25/50 DD 01/01/20

    159,093        162,902  

GATX CORP VAR RT 11/05/21 DD 11/06/17

    200,000        200,456  

GENERAL DYNAMICS CORP 3.000% 05/11/21 DD 05/11/18

    525,000        530,057  

GENERAL MOTORS FINANCIAL CO IN 4.200% 11/06/21 DD 11/06/18

    250,000        257,679  

GENERAL MOTORS FINANCIAL CO IN VAR RT 04/09/21 DD 04/10/18

    100,000        100,061  

GENERAL MOTORS FINANCIAL CO IN 3.200% 07/06/21 DD 07/05/16

    175,000        176,882  

GLENCORE FUNDING LLC 144A 3.000% 10/27/22 DD 10/27/17

    175,000        181,534  

GMF FLOORPLAN OWNER R 2 A 144A 0.690% 10/15/25 DD 10/27/20

    400,000        402,210  

GNMA GTD REMIC P/T 16-H20 FG VAR RT 08/20/66 DD 09/20/16

    46,895        47,150  

GNMA GTD REMIC P/T 16-H24 F VAR RT 11/20/66 DD 11/20/16

    324,125        329,295  

GNMA GTD REMIC P/T 17-121 PE 3.000% 07/20/46 DD 08/01/17

    31,914        32,626  

GNMA GTD REMIC P/T 18-H15 FG VAR RT 08/20/68 DD 09/20/18

    76,412        75,716  

GNMA II POOL #0MA1376 4.000% 10/20/43 DD 10/01/13

    465,963        514,944  

GNMA II POOL #0MA5332 5.000% 07/20/48 DD 07/01/18

    1,576,964        1,730,732  

GNMA II POOL #0MA5530 5.000% 10/20/48 DD 10/01/18

    899,579        983,741  

GNMA II POOL #0MA5596 4.500% 11/20/48 DD 11/01/18

    68,590        74,222  

GNMA II POOL #0MA5711 4.500% 01/20/49 DD 01/01/19

    39,936        43,217  

GNMA II POOL #0MA5764 4.500% 02/20/49 DD 02/01/19

    154,056        166,703  

GNMA II POOL #0MA5818 4.500% 03/20/49 DD 03/01/19

    209,323        226,498  

GNMA II POOL #0MA5819 5.000% 03/20/49 DD 03/01/19

    79,933        87,406  

GNMA II POOL #0MA5877 4.500% 04/20/49 DD 04/01/19

    302,976        327,613  

GNMA II POOL #0MA5987 4.500% 06/20/49 DD 06/01/19

    99,067        107,118  

GNMA II POOL #0MA5988 5.000% 06/20/49 DD 06/01/19

    2,737,925        2,993,140  

GOLDENTREE LOAN MANA 6A A 144A VAR RT 01/20/33 DD 12/19/19

    300,000        300,106  

GOVERNMENT OF CANADA 1.500% 01-DEC-2044 REAL RTN BD

    118,928        133,463  

GREAT-WEST LIFECO US FINA 144A 0.904% 08/12/25 DD 08/12/20

    150,000        150,660  

HARLEY-DAVIDSON FINANCIAL 144A VAR RT 03/02/21 DD 11/28/18

    100,000        100,019  

HARVEST CLO X DA 10A ARNE 144A VAR RT 11/15/28

    119,245        145,764  

HCA INC 4.750% 05/01/23 DD 10/23/12

    100,000        109,057  

HEWLETT PACKARD ENTERPRISE CO 4.450% 10/02/23 DD 04/09/20

    500,000        550,042  

HEWLETT PACKARD ENTERPRISE CO 2.250% 04/01/23 DD 09/13/19

    475,000        492,307  

HSBC BANK CANADA 144A 3.300% 11/28/21 DD 11/28/18

    200,000        205,247  

HSBC HOLDINGS PLC VAR RT 12/31/49 DD 03/23/18

    400,000        449,000  

HSBC HOLDINGS PLC VAR RT 04/18/26 DD 08/18/20

    825,000        843,778  

HSBC HOLDINGS PLC VAR RT 06/04/31 DD 06/04/20

    200,000        214,568  

 

18


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

HSBC HOLDINGS PLC VAR RT 07/22/28

     100,000        152,621  

HSBC HOLDINGS PLC REGS VAR RT 12/31/49

     200,000        272,790  

HUNTINGTON NATIONAL BANK/THE 1.800% 02/03/23 DD 02/04/20

     425,000        436,671  

HUNTINGTON NATIONAL BANK/THE 3.125% 04/01/22 DD 02/26/19

     525,000        541,977  

IHO VERWALTUNGS GMBH REGS 3.625% 05/15/25

     200,000        249,260  

IHS MARKIT LTD 144A 5.000% 11/01/22 DD 07/28/16

     750,000        801,945  

IMPERIAL BRANDS FINANCE P 144A 3.750% 07/21/22 DD 07/21/15

     200,000        208,517  

INDYMAC INDX MORTGAGE AR15 A2 VAR RT 09/25/35 DD 07/01/05

     65,077        62,310  

ING BANK NV 144A 2.625% 12/05/22 DD 12/05/12

     300,000        313,239  

ING GROEP NV 4.100% 10/02/23 DD 10/02/18

     650,000        714,104  

INTERCONTINENTAL EXCHANGE INC 0.700% 06/15/23 DD 08/20/20

     200,000        201,470  

INTERNATIONAL BANK FOR RECONST 0.500% 10/28/25 DD 10/28/20

     2,590,000        2,594,846  

INTESA SANPAOLO SPA REGS VAR RT 12/31/49

     200,000        245,016  

INTUIT INC 0.950% 07/15/25 DD 06/29/20

     175,000        177,197  

INTUIT INC 0.650% 07/15/23 DD 06/29/20

     150,000        151,255  

ISRAEL GOVERNMENT BOND - FIXED 1.000% 04/30/21

     3,500,000        1,101,190  

ITALY BUONI POLIENNALI DE 144A 1.700% 09/01/51

     250,000        325,299  

ITALY BUONI POLIENNALI DE 144A 1.850% 07/01/25

     900,000        1,198,303  

ITALY BUONI POLIENNALI DE 144A 3.100% 03/01/40

     400,000        653,571  

ITALY BUONI POLIENNALI DE REGS 0.500% 02/01/26

     300,000        376,462  

ITALY BUONI POLIENNALI DE REGS 0.350% 02/01/25

     300,000        375,100  

ITALY BUONI POLIENNALI DE REGS 0.350% 11/01/21

     700,000        862,957  

JAPAN FINANCE ORGANIZATIO 144A 3.375% 09/27/23 DD 09/27/18

     400,000        430,800  

JAPAN GOVERNMENT TEN YEAR BOND 0.100% 06/20/28

     30,000,000        294,377  

JAPAN GOVERNMENT TEN YEAR BOND 0.100% 03/20/29

     110,000,000        1,078,649  

JAPAN GOVERNMENT TEN YEAR BOND 0.100% 06/20/29

     110,000,000        1,077,967  

JAPAN GOVERNMENT TEN YEAR BOND 0.100% 03/20/30

     30,000,000        293,346  

JAPAN GOVERNMENT THIRTY YEAR B 0.500% 09/20/46

     82,000,000        786,150  

JAPAN GOVERNMENT THIRTY YEAR B 0.500% 03/20/49

     195,000,000        1,834,241  

JAPAN GOVERNMENT THIRTY YEAR B 0.700% 12/20/48

     102,000,000        1,011,563  

JAPAN GOVERNMENT TWENTY YEAR B 1.300% 06/20/35

     20,000,000        223,463  

JAPAN GOVERNMENT TWENTY YEAR B 1.700% 09/20/33

     380,000,000        4,396,951  

JAPAN TOBACCO INC REGS 2.000% 04/13/21

     200,000        200,584  

JAPAN TREASURY DISCOUNT BILL 0.000% 01/06/21

     779,500,000        7,553,853  

JAPAN TREASURY DISCOUNT BILL 0.000% 01/18/21

     120,000,000        1,162,558  

JAPAN TREASURY DISCOUNT BILL 0.000% 02/01/21

     216,000,000        2,092,557  

JAPAN TREASURY DISCOUNT BILL 0.000% 03/15/21

     270,000,000        2,615,736  

JAPANESE GOVERNMENT CPI LINKED 0.100% 03/10/28

     80,476,800        781,111  

JEFFERIES GROUP LLC 5.125% 01/20/23 DD 01/18/13

     425,000        464,285  

JOHN DEERE CAPITAL CORP 1.200% 04/06/23 DD 03/09/20

     125,000        127,496  

JP MORGAN CHASE CO FL12 A 144A VAR RT 12/15/31 DD 09/30/19

     300,000        293,207  

JP MORGAN MORTGAGE TRUS A3 7A1 VAR RT 04/25/35 DD 04/01/06

     13,247        13,338  

JPMORGAN CHASE & CO VAR RT 09/16/24 DD 09/16/20

     625,000        628,310  

JPMORGAN CHASE & CO VAR RT 06/01/24 DD 05/27/20

     425,000        436,345  

JPMORGAN CHASE & CO VAR RT 04/01/23 DD 03/22/19

     1,250,000        1,295,391  

JPMORGAN CHASE & CO 2.550% 03/01/21 DD 03/01/16

     550,000        550,876  

JYSKE REALKREDIT A/S 1.500% 10/01/37

     1         

JYSKE REALKREDIT A/S 2.500% 10/01/47

     1         

JYSKE REALKREDIT A/S 1.000% 10/01/50

     3,183,869        529,228  

JYSKE REALKREDIT A/S 1.500% 10/01/50

     1         

JYSKE REALKREDIT A/S REGS 2.000% 10/01/47

     1         

JYSKE REALKREDIT A/S REGS 1.000% 10/01/50

     3,007,285        501,443  

KEYBANK NA/CLEVELAND OH 2.400% 06/09/22 DD 06/09/17

     450,000        463,071  

 

19


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

KOMATSU FINANCE AMERICA I REGS 2.437% 09/11/22

     200,000        206,625  

KOMMUNALBANKEN AS 144A 2.000% 06/19/24 DD 06/19/19

     300,000        316,881  

KSA SUKUK LTD 144A 4.303% 01/19/29 DD 09/19/18

     800,000        942,087  

KSA SUKUK LTD 144A 2.894% 04/20/22 DD 04/20/17

     200,000        205,999  

KUWAIT INTERNATIONAL GOVE REGS 3.500% 03/20/27

     600,000        682,500  

LG&E AND KU ENERGY LLC 4.375% 10/01/21 DD 04/01/12

     100,000        101,847  

LITHUANIA GOVERNMENT BOND 1.100% 04/26/27

     100,000        131,399  

LITHUANIA GOVERNMENT INTE REGS 6.625% 02/01/22

     300,000        319,930  

LLOYDS BANKING GROUP PLC 4.582% 12/10/25 DD 06/10/16

     400,000        457,493  

LLOYDS BANKING GROUP PLC REGS 2.250% 10/16/24

     200,000        286,681  

LLOYDS BANKING GROUP PLC REGS VAR RT 04/01/26

     200,000        278,091  

LONG BEACH MORTGAGE LOAN 1 M4 VAR RT 02/25/35 DD 01/06/05

     200,000        199,552  

LUDGATE FUNDING PL W1X A1 REGS VAR RT 01/01/61

     207,509        276,312  

LUDGATE FUNDING PLC 1 A2B REGS VAR RT 01/01/61

     211,762        249,782  

MACKAY SHIELDS EURO 2A A 144A VAR RT 08/15/33

     250,000        308,149  

MADISON PARK FUND 16A A1R 144A VAR RT 04/20/26 DD 12/22/16

     265,913        266,085  

MADISON PARK FUNDI 12A AR 144A VAR RT 07/20/26 DD 01/20/17

     41,943        41,950  

MAN GLG EURO CLO I 2A A1R 144A VAR RT 01/15/30

     250,000        305,899  

MARSH & MCLENNAN COS INC 3.500% 06/03/24 DD 05/30/14

     450,000        490,786  

MASCO CORP 5.950% 03/15/22 DD 03/12/12

     200,000        212,952  

MASSACHUSETTS EDUCATIONAL 1 A1 VAR RT 04/25/38 DD 07/02/08

     233,139        234,356  

MERRILL LYNCH MORTGAGE I A10 A VAR RT 02/25/36 DD 12/22/05

     10,878        10,719  

MERRILL LYNCH MORTGAGE I A2 A2 VAR RT 02/25/35 DD 02/01/05

     17,058        17,723  

MERRILL LYNCH MORTGAGE IN E A1 VAR RT 11/25/29 DD 09/23/04

     83,202        81,297  

METROPOLITAN LIFE GLOBAL 144A 0.900% 06/08/23 DD 06/08/20

     275,000        278,486  

METROPOLITAN LIFE GLOBAL 144A 1.950% 01/13/23 DD 01/13/20

     450,000        464,282  

METROPOLITAN LIFE GLOBAL 144A 3.375% 01/11/22 DD 01/11/19

     350,000        360,412  

MFA 2020-NQM2 TRU NQM2 A1 144A VAR RT 04/25/65 DD 10/01/20

     471,633        471,755  

MICROCHIP TECHNOLOGY INC 3.922% 06/01/21 DD 05/29/18

     200,000        202,840  

MIDOCEAN CREDIT CLO 6A AR 144A VAR RT 01/20/29 DD 05/29/19

     300,000        299,874  

MIDWEST CONNECTOR CAPITAL 144A 3.625% 04/01/22 DD 03/11/19

     200,000        203,504  

MITSUBISHI UFJ FINANCIAL GROUP 2.048% 07/17/30 DD 07/17/20

     300,000        313,458  

MITSUBISHI UFJ FINANCIAL GROUP 2.193% 02/25/25 DD 02/25/20

     200,000        211,279  

MITSUBISHI UFJ FINANCIAL GROUP 2.623% 07/18/22 DD 07/18/19

     350,000        361,808  

MITSUBISHI UFJ FINANCIAL GROUP 3.218% 03/07/22 DD 03/07/19

     1,025,000        1,059,829  

MITSUBISHI UFJ FINANCIAL GROUP 3.455% 03/02/23 DD 03/02/18

     200,000        213,098  

MONDELEZ INTERNATIONAL HO 144A 2.125% 09/19/22 DD 09/19/19

     250,000        257,162  

MONDELEZ INTERNATIONAL INC 1.500% 05/04/25 DD 05/04/20

     225,000        232,706  

MORGAN STANLEY 3.125% 01/23/23 DD 01/23/18

     2,550,000        2,691,193  

MORGAN STANLEY VAR RT 11/10/23 DD 11/13/20

     425,000        425,984  

MORGAN STANLEY VAR RT 10/21/25 DD 10/21/20

     250,000        252,055  

MORGAN STANLEY VAR RT 03-FEB-2023 MTN

     600,000        471,688  

MORGAN STANLEY BANK OF A C8 XA VAR RT 12/15/48 DD 02/01/13

     1,294,145        19,251  

MORGAN STANLEY CAPITAL I L2 A4 4.071% 03/15/52 DD 03/01/19

     200,000        236,734  

MORGAN STANLEY MORTGA 11AR 1A1 VAR RT 01/25/35 DD 12/29/04

     94,271        92,310  

MORGAN STANLEY MORTGA 6XS 2A6S VAR RT 02/25/47 DD 03/01/07

     111,053        67,033  

MPLX LP 1.750% 03/01/26 DD 08/18/20

     575,000        595,071  

MPLX LP 3.500% 12/01/22 DD 12/01/19

     425,000        446,360  

MUFG UNION BANK NA 2.100% 12/09/22 DD 12/09/19

     325,000        335,306  

MUFG UNION BANK NA 3.150% 04/01/22 DD 03/07/19

     450,000        464,654  

NASSAU 2020-I LTD 1A A1 144A VAR RT 07/20/29 DD 08/11/20

     250,000        251,001  

NATIONWIDE BUILDING SOCIE 144A VAR RT 04/26/23 DD 04/26/19

     425,000        441,455  

NATIONWIDE BUILDING SOCIE 144A VAR RT 03/08/24 DD 03/08/18

     200,000        212,775  

 

20


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

NATIONWIDE BUILDING SOCIE 144A 4.000% 09/14/26 DD 09/14/16

     250,000        278,315  

NATIONWIDE BUILDING SOCIE 144A 2.000% 01/27/23 DD 01/27/20

     675,000        696,512  

NATWEST GROUP PLC VAR RT 03/22/25 DD 03/22/19

     200,000        221,258  

NATWEST GROUP PLC VAR RT 05/15/23 DD 05/15/17

     400,000        409,884  

NATWEST GROUP PLC VAR RT 12/31/49 DD 08/15/16

     200,000        207,582  

NATWEST GROUP PLC VAR RT 05/22/24 DD 05/22/20

     225,000        234,122  

NATWEST GROUP PLC VAR RT 06/25/24 DD 06/25/18

     300,000        305,491  

NATWEST GROUP PLC VAR RT 05/18/29 DD 05/18/18

     200,000        240,350  

NATWEST MARKETS PLC 144A 2.375% 05/21/23 DD 05/21/20

     350,000        364,095  

NATWEST MARKETS PLC 144A 3.625% 09/29/22 DD 03/29/19

     650,000        685,270  

NAVIENT STUDENT LOA 4A A2 144A VAR RT 09/27/66 DD 07/27/17

     290,212        289,689  

NEW SOUTH WALES TREASURY CORP 2.000% 03/20/31

     300,000        247,734  

NEW YORK LIFE GLOBAL FUND 144A 1.100% 05/05/23 DD 05/07/20

     150,000        152,615  

NEW ZEALAND GOVERNMENT BOND 1.750% 05/15/41

     100,000        70,903  

NEWGATE FUNDING PL 3X A3A REGS VAR RT 12/01/50

     231,699        303,264  

NEXTERA ENERGY CAPITAL HOLDING 4.500% 06/01/21 DD 06/10/11

     300,000        301,952  

NORDEA KREDIT REALKREDITA REGS 2.000% 10/01/50

     1         

NORDEA KREDIT REALKREDITAKTIES 2.000% 10/01/47

     2         

NORDEA KREDIT REALKREDITAKTIES 2.500% 10/01/37

     1         

NORDEA KREDIT REALKREDITAKTIES 1.000% 10/01/50

     4,893,282        813,201  

NORDEA KREDIT REALKREDITAKTIES 1.500% 10/01/50

     380,706        64,198  

NORDEA KREDIT REALKREDITAKTIES 2.500% 10/01/47 DD 07/01/14

     2         

NORTHERN TERRITORY TREASU REGS 2.000% 04/21/31

     200,000        161,151  

NRG ENERGY INC 144A 3.750% 06/15/24 DD 05/28/19

     400,000        437,631  

NTT FINANCE CORP REGS 1.900% 07/21/21

     800,000        805,648  

NUTRITION & BIOSCIENCES I 144A 3.468% 12/01/50 DD 09/16/20

     100,000        108,628  

NUTRITION & BIOSCIENCES I 144A 0.697% 09/15/22 DD 09/16/20

     275,000        275,825  

NXP BV / NXP FUNDING LLC 144A 3.875% 09/01/22 DD 08/11/16

     350,000        368,881  

NYKREDIT REALKREDIT AS 1.500% 10/01/37

     2         

NYKREDIT REALKREDIT AS 2.500% 10/01/36

     2         

NYKREDIT REALKREDIT AS REGS 2.500% 10/01/47

     2         

NYKREDIT REALKREDIT AS REGS 1.000% 10/01/50

     11,547,355        1,915,442  

NYKREDIT REALKREDIT AS REGS 1.500% 10/01/50

     4,080,811        688,509  

OESTERREICHISCHE KONTROLLBANK 2.875% 09/07/21 DD 09/07/18

     1,060,000        1,079,017  

OPTION ONE MORTGAGE LOAN 2 M1 VAR RT 05/25/35 DD 05/05/05

     85,863        85,712  

PACCAR FINANCIAL CORP 2.650% 04/06/23 DD 04/07/20

     175,000        184,368  

PACIFIC GAS AND ELECTRIC CO 4.250% 03/15/46 DD 11/05/15

     100,000        107,354  

PACIFIC LIFE GLOBAL FUNDI 144A 0.500% 09/23/23 DD 09/23/20

     325,000        325,864  

PALMER SQUARE LOAN 3A A1 144A VAR RT 007/20/28 DD 06/23/20

     228,234        228,860  

PARAGON MORTGAGES 12A A2C 144A VAR RT 11/15/38 DD 07/20/06

     105,268        101,390  

PARK AEROSPACE HOLDINGS L 144A 3.625% 03/15/21 DD 09/25/17

     100,000        100,270  

PARK AEROSPACE HOLDINGS L 144A 5.250% 08/15/22 DD 02/03/17

     200,000        209,902  

PAYPAL HOLDINGS INC 2.200% 09/26/22 DD 09/26/19

     625,000        645,777  

PENNSYLVANIA HIGHER EDUCA 1 A3 VAR RT 10/25/35 DD 08/10/06

     572,839        559,627  

PERUVIAN GOVERNMENT INTER 144A 5.940% 02/12/29

     300,000        103,534  

PERUVIAN GOVERNMENT INTER 144A 6.950% 08/12/31

     600,000        215,673  

PERUVIAN GOVERNMENT INTER 144A 6.350% 08/12/28 DD 10/07/16

     700,000        245,835  

PERUVIAN GOVERNMENT INTER REGS 5.940% 02/12/29

     300,000        103,534  

PERUVIAN GOVERNMENT INTER REGS 5.940% 02/12/29 DD 12/06/18

     1,400,000        483,086  

PETROBRAS GLOBAL FINANCE BV 5.093% 01/15/30 DD 07/15/20

     452,000        505,110  

PHILLIPS 66 0.900% 02/15/24 DD 11/18/20

     275,000        275,666  

PLAINS ALL AMERICAN PIPELINE L 3.650% 06/01/22 DD 03/22/12

     475,000        489,096  

PORT AUTH OF NEW YORK & NEW JE 1.086% 07/01/23 DD 07/08/20

     305,000        309,545  

 

21


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

PROTECTIVE LIFE GLOBAL FU 144A 0.631% 10/13/23 DD 10/13/20

     200,000        201,173  

PROTECTIVE LIFE GLOBAL FU 144A 1.082% 06/09/23 DD 06/09/20

     275,000        279,761  

PROV OF BRITISH COLUMBIA 2.700% 18-DEC-2022

     100,000        82,018  

PROV OF QUEBEC 3.000% 01-SEP-2023 MTN

     100,000        83,954  

QATAR GOVERNMENT INTERNAT 144A 4.400% 04/16/50 DD 04/16/20

     200,000        260,550  

QATAR GOVERNMENT INTERNAT REGS 3.875% 04/23/23

     800,000        859,840  

QATAR GOVERNMENT INTERNAT REGS 4.500% 04/23/28 DD 04/23/18

     300,000        363,375  

QUEENSLAND TREASURY CORP 144A 1.750% 08/21/31

     150,000        121,078  

QUEENSLAND TREASURY CORP 144A 4.250% 07/21/23

     100,000        85,182  

REALKREDIT DANMARK A/S REGS 2.500% 04/01/47

     1         

REALKREDIT DANMARK A/S REGS 3.000% 07/01/46

     1         

REALKREDIT DANMARK A/S REGS 2.500% 04/01/36

     1         

REALKREDIT DANMARK A/S REGS 2.000% 10/01/37 DD 07/01/14

     1         

RECKITT BENCKISER TREASUR 144A VAR RT 06/24/22 DD 06/26/17

     200,000        200,923  

RELIANCE STANDARD LIFE GL 144A 2.150% 01/21/23 DD 01/21/20

     125,000        128,145  

RELIANCE STANDARD LIFE GL 144A 2.625% 07/22/22 DD 07/22/19

     550,000        565,327  

REPUBLIC OF ITALY GOVERNM REGS 6.000% 08/04/28

     100,000        180,711  

RESIDENTIAL MORTGAGE 30 A REGS VAR RT 03/20/50

     230,517        314,983  

RESIDENTIAL MORTGAGE 31 A REGS VAR RT 09/20/65

     149,568        204,923  

RESIDENTIAL MORTGAGE 32A A 144A VAR RT 06/20/70

     189,108        260,718  

RIPON MORTGAGES PLC 1X A1 REGS VAR RT 08/20/56

     130,238        177,913  

RIPON MORTGAGES PLC 1X A2 REGS VAR RT 08/20/56

     390,714        533,348  

RIVERSIDE CA ELEC REVENUE 7.455% 10/01/30 DD 12/16/10

     200,000        279,632  

RMAC SECURITIES NS3X A2A REGS VAR RT 06/12/44

     146,489        191,115  

ROPER TECHNOLOGIES INC 2.800% 12/15/21 DD 12/19/16

     200,000        204,247  

ROYAL BANK OF CANADA 1.950% 01/17/23 DD 01/17/20

     425,000        438,898  

SANDS CHINA LTD 4.600% 08/08/23 DD 08/09/18

     200,000        212,398  

SANTANDER UK GROUP HOLDIN 144A 4.750% 09/15/25 DD 09/15/15

     400,000        451,033  

SANTANDER UK GROUP HOLDIN REGS VAR RT 05/08/26

     100,000        147,064  

SANTANDER UK GROUP HOLDINGS PL VAR RT 11/15/24 DD 11/15/18

     200,000        222,471  

SANTANDER UK GROUP HOLDINGS PL 3.125% 01/08/21 DD 01/08/16

     126,000        126,027  

SANTANDER UK PLC 2.100% 01/13/23 DD 01/13/20

     300,000        309,985  

SANTANDER UK PLC 2.500% 01/05/21 DD 01/05/18

     300,000        300,000  

SANTANDER UK PLC 144A VAR RT 02/12/27

     300,000        414,038  

SAUDI ARABIAN OIL CO 144A 2.750% 04/16/22 DD 04/16/19

     200,000        205,472  

SBA GTD PARTN CTFS 2008-20G 1 5.870% 07/01/28 DD 07/16/08

     33,832        37,164  

SBA GTD PARTN CTFS 2008-20I 1 5.600% 09/01/28 DD 09/17/08

     57,609        63,166  

SKY LTD 144A 3.125% 11/26/22 DD 11/26/12

     300,000        315,419  

SLM STUDENT LOAN TRUST 20 8 A4 VAR RT 01/25/28 DD 09/20/05

     66,680        66,694  

SLM STUDENT LOAN TRUST 200 9 A VAR RT 04/25/23 DD 08/28/08

     43,264        43,244  

SLOVENIA GOVERNMENT INTER REGS 5.250% 02/18/24

     694,000        795,797  

SLOVENIA GOVERNMENT INTER REGS 5.850% 05/10/23

     200,000        225,170  

SMITHFIELD FOODS INC 144A 2.650% 10/03/21 DD 10/03/17

     225,000        226,989  

SOUTHERN CO/THE 2.350% 07/01/21 DD 05/24/16

     400,000        403,148  

SPAIN GOVERNMENT BOND 144A 2.150% 10/31/25

     1,300,000        1,791,074  

SPAIN GOVERNMENT BOND 144A 1.250% 10/31/30

     600,000        820,241  

SPAIN GOVERNMENT BOND 144A 1.000% 10/31/50

     200,000        252,981  

SPAIN GOVERNMENT BOND 144A 1.850% 07/30/35

     400,000        592,466  

SPAIN GOVERNMENT BOND 144A 0.250% 07/30/24

     400,000        503,153  

SPAIN GOVERNMENT BOND 144A 1.450% 04/30/29

     600,000        829,262  

SPAIN GOVERNMENT BOND 144A 1.400% 07/30/28

     1,000,000        1,370,469  

SPIRIT AEROSYSTEMS INC VAR RT 06/15/21 DD 05/30/18

     200,000        197,472  

SPRINT CORP 7.250% 09/15/21 DD 09/15/14

     200,000        208,100  

 

22


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

SP-STATIC CLO 1 LTD 1A A 144A VAR RT 07/22/28 DD 08/06/20

     228,169        228,266  

STANDARD CHARTERED PLC 144A VAR RT 01/20/23 DD 10/04/18

     325,000        337,024  

STATE OF ISRAEL REGS 3.800% 05/13/60

     200,000        237,596  

STATE STREET CORP VAR RT 03/30/23 DD 09/30/20

     200,000        206,413  

SUMITOMO MITSUI FINANCIAL GROU 2.846% 01/11/22 DD 01/12/17

     600,000        615,043  

SUNAC CHINA HOLDINGS LTD REGS 7.875% 02/15/22

     200,000        204,890  

SUNCOR ENERGY INC 2.800% 05/15/23 DD 05/13/20

     150,000        157,827  

SUNOCO LOGISTICS PARTNERS OPER 4.400% 04/01/21 DD 11/17/15

     599,000        602,744  

SVERIGES SAKERSTALLDA OBL REGS 2.000% 06/17/26

     1,000,000        133,637  

SYNGENTA FINANCE NV 144A 3.933% 04/23/21 DD 04/24/18

     475,000        478,188  

TAKEDA PHARMACEUTICAL CO LTD 2.050% 03/31/30 DD 07/09/20

     200,000        204,718  

TAKEDA PHARMACEUTICAL CO LTD 1.375% 07/09/32

     200,000        262,293  

TCW CLO 2020-1 LTD 1A AR 144A VAR RT 10/20/31 DD 11/19/20

     250,000        250,190  

TERWIN MORTGAGE TRUST S 6HE A1 VAR RT 11/25/33 DD 11/25/03

     4,785        4,598  

TESCO PROPERTY FINANCE 6 REGS 5.411% 07/13/44

     188,354        346,881  

THL CREDIT WIND RI 1A AR2 144A VAR RT 01/15/26 DD 07/15/19

     20,590        20,638  

TIME WARNER ENTERTAINMENT CO L 8.375% 03/15/23 DD 09/15/93

     375,000        438,328  

T-MOBILE USA INC 144A 3.500% 04/15/25 DD 04/09/20

     575,000        635,364  

TOKYO METROPOLITAN GOVERN 144A 2.500% 06/08/22 DD 06/08/17

     500,000        514,040  

TOKYO METROPOLITAN GOVERN 144A 2.000% 05/17/21 DD 05/17/16

     200,000        201,225  

TOWD POINT MORTGA GR4A A1 144A VAR RT 10/20/51

     218,099        298,986  

TOWD POINT MORTGA HY3 A1A 144A VAR RT 10/25/59 DD 10/30/19

     142,522        143,143  

TOWD POINT MORTGAG A14X A REGS VAR RT 05/20/45

     192,950        263,065  

TOWD POINT MORTGAG HY2 A1 144A VAR RT 05/25/58 DD 04/30/19

     107,087        107,792  

TOWD POINT MORTGAGE 1 A1 144A VAR RT 01/25/60 DD 01/01/20

     237,845        246,330  

TOWD POINT MORTGAGE 4 A1 144A VAR RT 10/25/59 DD 10/01/19

     808,723        853,655  

TOYOTA AUTO LOAN EXT 1A A 144A 2.560% 11/25/31 DD 06/19/19

     300,000        320,372  

TOYOTA TSUSHO CORP REGS 3.625% 09/13/23

     600,000        643,653  

TRANE TECHNOLOGIES GLOBAL HOLD 2.900% 02/21/21 DD 02/21/18

     425,000        426,345  

TREASURY CORP OF VICTORIA 4.250% 12/20/32

     240,000        241,621  

TRILLIUM CREDIT CARD 2A A 144A 3.038% 01/26/24 DD 02/07/19

     1,100,000        1,101,961  

TRUIST BANK 1.250% 03/09/23 DD 03/09/20

     800,000        815,877  

UBS AG REGS VAR RT 02/12/26

     200,000        245,684  

UBS AG/LONDON 144A 1.750% 04/21/22 DD 04/21/20

     575,000        585,231  

UBS GROUP AG 144A 2.650% 02/01/22 DD 08/10/16

     875,000        897,245  

UNION PACIFIC CORP 3.200% 06/08/21 DD 06/08/18

     350,000        354,339  

UNITED KINGDOM GILT REGS 1.750% 01/22/49

     700,000        1,203,908  

UNITED KINGDOM GILT REGS 4.250% 12/07/40

     400,000        916,270  

UNITED KINGDOM GILT REGS 4.750% 12/07/38

     100,000        234,542  

US TREAS-CPI INFLAT 0.125% 07/15/30 DD 07/15/20

     101,557        113,913  

US TREAS-CPI INFLAT 0.125% 04/15/22 DD 04/15/17

     535,275        546,503  

US TREAS-CPI INFLAT 0.125% 07/15/22 DD 07/15/12

     2,638,236        2,719,822  

US TREAS-CPI INFLAT 0.125% 07/15/26 DD 07/15/16

     108,629        119,457  

US TREAS-CPI INFLAT 0.625% 07/15/21 DD 07/15/11

     184,846        187,251  

US TREAS-CPI INFLAT 0.625% 01/15/26 DD 01/15/16

     109,584        122,313  

US TREAS-CPI INFLAT 0.250% 07/15/29 DD 07/15/19

     325,744        368,710  

US TREAS-CPI INFLAT 0.500% 01/15/28 DD 01/15/18

     1,161,061        1,316,413  

US TREAS-CPI INFLAT 0.375% 07/15/27 DD 07/15/17

     127,734        143,699  

US TREAS-CPI INFLAT 0.250% 02/15/50 DD 02/15/20

     101,279        120,650  

US TREAS-CPI INFLAT 0.875% 02/15/47 DD 02/15/17

     21,574        28,992  

US TREAS-CPI INFLAT 0.750% 02/15/45 DD 02/15/15

     154,805        199,555  

US TREAS-CPI INFLAT 1.375% 02/15/44 DD 02/15/14

     201,105        289,489  

US TREAS-CPI INFLAT 2.500% 01/15/29 DD 01/15/09

     582,014        764,477  

 

23


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

US TREAS-CPI INFLAT 2.375% 01/15/27 DD 01/15/07

     129,118        160,513  

US TREAS-CPI INFLAT 3.375% 04/15/32 DD 10/15/01

     14,670        22,345  

US TREAS-CPI INFLAT 3.875% 04/15/29 DD 04/15/99

     474,936        684,260  

US TREASURY BILL 0.000% 04/27/21 DD 11/24/20

     3,800,000        3,798,526  

US TREASURY BILL 0.000% 02/25/21 DD 02/27/20

     16,900,000        16,896,998  

US TREASURY BOND 1.375% 11/15/40 DD 11/15/20

     6,000,000        5,932,500  

US TREASURY BOND 1.625% 11/15/50 DD 11/15/20

     1,650,000        1,643,813  

US TREASURY BOND 5.250% 02/15/29 DD 02/15/99

     200,000        271,117  

US TREASURY NOTE 0.125% 06/30/22 DD 06/30/20

     3,730,000        3,730,583  

US TREASURY NOTE 0.625% 05/15/30 DD 05/15/20

     600,000        586,594  

US TREASURY NOTE 1.625% 08/15/29 DD 08/15/19

     400,000        427,906  

US TREASURY NOTE 2.750% 07/31/23 DD 07/31/18

     5,010,000        5,345,435  

US TREASURY NOTE 2.750% 06/30/25 DD 06/30/18

     2,230,000        2,472,774  

US TREASURY NOTE 1.750% 05/31/22 DD 05/31/17

     910,000        930,937  

US TREASURY NOTE 1.875% 04/30/22 DD 04/30/17

     1,400,000        1,432,594  

US TREASURY NOTE 1.875% 02/28/22 DD 02/28/17

     3,670,000        3,744,547  

US TREASURY NOTE 1.875% 01/31/22 DD 01/31/17

     2,440,000        2,486,131  

US TREASURY NOTE 1.750% 09/30/22 DD 09/30/15

     3,190,000        3,280,093  

US TREASURY NOTE 2.125% 05/15/22 DD 05/15/19

     3,230,000        3,318,320  

US TREASURY NOTE 2.250% 04/15/22 DD 04/15/19

     8,200,000        8,423,578  

US TREASURY NOTE 2.625% 12/31/25 DD 12/31/18

     1,840,000        2,046,209  

US TREASURY NOTE 2.625% 06/30/23 DD 06/30/18

     4,190,000        4,447,947  

US TREASURY NOTE 2.625% 06/15/21 DD 06/15/18

     200,000        202,234  

US TREASURY NOTE 2.875% 05/31/25 DD 05/31/18

     270,000        300,417  

US TREASURY NOTE 2.875% 04/30/25 DD 04/30/18

     1,400,000        1,555,422  

US TREASURY NOTE 2.750% 04/30/23 DD 04/30/18

     2,990,000        3,170,802  

UTAH ST BRD OF RGTS REVENUE VAR RT 01/25/57 DD 02/09/17

     244,546        244,825  

VERIZON COMMUNICATIONS INC 2.946% 03/15/22 DD 02/03/17

     850,000        876,599  

VIRGIN MEDIA SECURED FINA 144A 5.000% 04/15/27

     100,000        143,017  

VISTRA OPERATIONS CO LLC 144A 3.550% 07/15/24 DD 06/11/19

     225,000        243,660  

VNDO 2012-6AVE MOR 6AVE A 144A 2.996% 11/15/30 DD 11/01/12

     200,000        206,817  

VOLKSWAGEN GROUP OF AMERI 144A 0.750% 11/23/22 DD 11/24/20

     625,000        626,872  

VOLKSWAGEN GROUP OF AMERI 144A VAR RT 11/12/21 DD 11/13/18

     300,000        302,163  

VOLKSWAGEN GROUP OF AMERI 144A 4.000% 11/12/21 DD 11/13/18

     300,000        309,158  

WACHOVIA MORTGAGE LOAN T B 2A4 VAR RT 10/20/35 DD 11/01/05

     39,651        36,794  

WAMU MORTGAGE PASS-T AR15 A1A2 VAR RT 11/25/45 DD 11/22/05

     89,238        87,047  

WAMU MORTGAGE PASS-TH AR13 A1A VAR RT 11/25/34 DD 11/23/04

     141,683        140,877  

WEC ENERGY GROUP INC 0.550% 09/15/23 DD 09/17/20

     275,000        276,375  

WELLS FARGO & CO VAR RT 06/02/24 DD 06/02/20

     850,000        873,701  

WELLS FARGO & CO VAR RT 04/30/26 DD 04/30/20

     400,000        421,155  

WELLS FARGO & CO 3.750% 01/24/24 DD 01/24/19

     249,000        271,831  

WELLS FARGO & CO 2.625% 07/22/22 DD 07/24/17

     850,000        879,851  

WELLS FARGO & CO 4.600% 04/01/21 DD 03/29/11

     600,000        606,337  

WELLS FARGO & CO VAR RT 01/24/23 DD 01/24/17

     100,000        100,861  

WELLS FARGO & CO 3.069% 01/24/23 DD 01/24/17

     675,000        694,265  

WELLS FARGO & CO REGS VAR RT 05/04/30

     200,000        271,158  

WELLS FARGO COMMERCIAL C35 A1 1.392% 07/15/48 DD 07/01/16

     26,753        26,745  

WESTPAC BANKING CORP 2.000% 01/13/23 DD 01/16/20

     400,000        414,042  

XCEL ENERGY INC 0.500% 10/15/23 DD 09/25/20

     150,000        150,426  

ZIMMER BIOMET HOLDINGS INC VAR RT 03/19/21 DD 03/19/18

     90,000        90,000  

ZIMMER BIOMET HOLDINGS INC 3.150% 04/01/22 DD 03/19/15

     200,000        205,685  

Total Fixed Income Securities

            $ 319,464,169  

 

24


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

Common Stock

     

2U INC

     33,474      $ 1,339,295  

4D MOLECULAR THERAPEUTICS INC

     2,254        93,428  

89BIO INC

     15,253        371,716  

8X8 INC

     40,439        1,393,932  

AAR CORP

     8,267        299,431  

ABBOTT LABORATORIES

     70,727        7,743,899  

ABBVIE INC

     1,183        126,758  

ABCAM PLC

     38,373        813,037  

ABCAM PLC ADR

     42,300        911,565  

ACCOLADE INC

     14,981        651,674  

ACCOR SA

     20,165        730,317  

ADAPTIVE BIOTECHNOLOGIES CORP

     20,397        1,206,075  

ADIDAS AG

     8,047        2,933,096  

ADOBE INC

     2,965        1,482,856  

ADVANCED DRAINAGE SYSTEMS INC

     6,397        534,661  

ADVANCED MICRO DEVICES INC

     65,083        5,968,762  

ADVANTEST CORP

     12,600        943,368  

ADVERUM BIOTECHNOLOGIES INC

     37,700        408,668  

ADYEN NV

     3,018        7,034,544  

AERCAP HOLDINGS NV

     14,621        666,425  

AEROJET ROCKETDYNE HOLDINGS IN

     12,378        654,177  

AFLAC INC

     75,200        3,344,144  

AGCO CORP

     53,400        5,505,006  

AGILENT TECHNOLOGIES INC

     25,190        2,984,763  

AGNICO EAGLE MINES LIMITED

     7,556        531,352  

AIA GROUP LTD HK/01299

     753,410        9,230,763  

AIB GROUP PLC

     241,651        484,902  

AIR LIQUIDE SA

     10,470        1,719,819  

AIRBUS SE

     12,738        1,399,273  

AJAX I

     49,950        619,880  

AKERO THERAPEUTICS INC

     16,193        417,779  

AKZO NOBEL NV

     6,050        650,382  

ALASKA AIR GROUP INC

     64,500        3,354,000  

ALBANY INTERNATIONAL CORP

     5,975        438,685  

ALCON INC

     43,740        2,890,586  

ALFA LAVAL AB

     109,491        3,017,067  

ALIBABA GROUP HOLDING LTD ADR

     96,063        22,356,742  

ALIGN TECHNOLOGY INC

     847        452,620  

ALIGOS THERAPEUTICS INC

     6,653        183,955  

ALIMENTATION COUCHE-TARD INC

     51,400        1,750,182  

ALLAKOS INC

     6,149        860,860  

ALLEGHANY CORP

     11,800        7,123,542  

ALLEGHENY TECHNOLOGIES INC

     29,547        495,503  

ALLETE INC

     20,032        1,240,782  

ALLIANT ENERGY CORP

     84,200        4,338,826  

ALLIANZ SE

     20,764        5,098,942  

ALLSCRIPTS HEALTHCARE SOLUTION

     82,612        1,192,917  

ALNYLAM PHARMACEUTICALS INC

     9,257        1,203,132  

ALPHABET INC-CL A

     3,981        6,977,260  

ALPHABET INC-CL C

     19,147        33,543,246  

ALTRA INDUSTRIAL MOTION CORP

     11,151        618,100  

ALX ONCOLOGY HOLDINGS INC

     13,820        1,191,284  

 

25


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

AMADA CO LTD

     62,700        688,063  

AMAZON.COM INC

     18,693        60,881,792  

AMBEV SA ADR

     681,602        2,085,702  

AMERICAN EAGLE OUTFITTERS INC

     75,034        1,505,932  

AMERICAN EXPRESS CO

     9,763        1,180,444  

AMERICAN FINANCIAL GROUP INC/O

     65,000        5,695,300  

AMERICAN INTERNATIONAL GROUP I

     207,386        7,851,634  

AMERICAN VANGUARD CORP

     41,254        640,262  

AMERICAN WOODMARK CORP

     7,951        746,201  

AMICUS THERAPEUTICS INC

     56,007        1,293,202  

AMPHENOL CORP

     21,600        2,824,632  

ANGLO AMERICAN PLC

     32,998        1,093,610  

ANTHEM INC

     10,234        3,286,035  

AP MOLLER - MAERSK A/S

     447        998,926  

APA GROUP

     57,249        426,300  

APELLIS PHARMACEUTICALS INC

     28,307        1,619,160  

APPLE INC

     223,002        29,590,135  

APPLIED MATERIALS INC

     45,129        3,894,633  

APREA THERAPEUTICS INC

     4,861        23,916  

APTARGROUP INC

     29,300        4,010,877  

APTIV PLC

     66,364        8,646,566  

ARCHER-DANIELS-MIDLAND CO

     215,965        10,886,796  

ARENA PHARMACEUTICALS INC

     13,772        1,058,103  

ARGENX SE ADR

     17,340        5,099,521  

ARISTA NETWORKS INC

     13,956        4,055,195  

ARKEMA SA

     5,528        632,414  

ARROWHEAD PHARMACEUTICALS INC

     4,433        340,144  

ARTHUR J GALLAGHER & CO

     36,300        4,490,673  

ARTISAN PARTNERS ASSET MANAGEM

     14,061        707,831  

ARVINAS INC

     2,810        238,653  

ASAHI GROUP HOLDINGS LTD

     22,600        928,998  

ASANA INC

     37,016        1,093,823  

ASCENDANT DIGITAL ACQUISITION

     39,429        434,113  

ASCENDIS PHARMA A/S ADR

     35,966        5,998,409  

ASML HOLDING NV

     9,310        4,528,592  

ASSA ABLOY AB

     47,192        1,163,631  

ASSURED GUARANTY LTD

     6,600        207,834  

ASTRAZENECA PLC

     42,465        4,251,401  

ATARA BIOTHERAPEUTICS INC

     102,969        2,021,281  

ATLANTIC UNION BANKSHARES CORP

     69,842        2,300,595  

ATLAS COPCO AB

     109,026        5,590,328  

ATLASSIAN CORP PLC

     51,833        12,122,184  

ATRECA INC

     8,273        133,609  

AUSTRALIA & NEW ZEALAND BANKIN

     99,018        1,734,444  

AUTONATION INC

     48,500        3,384,815  

AVANOS MEDICAL INC

     60,196        2,761,792  

AVANTOR INC

     8,490        238,994  

AVERY DENNISON CORP

     43,000        6,669,730  

AVIDITY BIOSCIENCES INC

     7,724        197,116  

AVIENT CORP

     19,932        802,861  

AVROBIO INC

     17,735        247,226  

AXA SA

     82,414        1,967,544  

AXCELIS TECHNOLOGIES INC

     26,750        778,960  

 

26


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

BAE SYSTEMS PLC

     89,594        598,636  

BALL CORP

     31,007        2,889,232  

BANC OF CALIFORNIA INC

     71,372        1,049,882  

BANCA GENERALI SPA

     9,141        304,665  

BANCO BILBAO VIZCAYA ARGENTARI

     708,011        3,495,467  

BANDWIDTH INC

     10,744        1,651,030  

BANK OF AMERICA CORP

     177,839        5,390,300  

BANNER CORP

     8,487        395,409  

BARNES GROUP INC

     6,454        327,153  

BAWAG GROUP AG

     13,346        620,521  

BEACON ROOFING SUPPLY INC

     10,969        440,844  

BEAM THERAPEUTICS INC

     6,980        569,847  

BEAZLEY PLC

     117,778        586,994  

BECTON DICKINSON AND CO

     465        116,352  

BELLRING BRANDS INC

     33,206        807,238  

BERKSHIRE HATHAWAY INC

     27,609        6,401,699  

BEYOND MEAT INC

     6,855        856,875  

BHP GROUP LTD ADR

     30,379        1,984,964  

BHP GROUP PLC

     61,278        1,612,456  

BIOATLA INC

     7,200        244,872  

BIONTECH SE ADR

     21,901        1,785,370  

BLACK DIAMOND THERAPEUTICS INC

     2,489        79,772  

BLACKSTONE GROUP INC/THE

     13,506        875,324  

BLOOM ENERGY CORP

     15,969        457,672  

BLOOMIN’ BRANDS INC

     74,000        1,437,080  

BLUEPRINT MEDICINES CORP

     5,084        570,171  

BMC STOCK HOLDINGS INC

     12,303        660,425  

BOISE CASCADE CO

     18,287        874,119  

BOOKING HOLDINGS INC

     4,251        9,468,125  

BOOT BARN HOLDINGS INC

     22,923        993,941  

BORGWARNER INC

     273,141        10,554,168  

BOSTON BEER CO INC/THE

     2,480        2,465,839  

BP PLC

     201,363        701,345  

BRAMBLES LTD

     26,251        214,720  

BRENNTAG SE

     20,588        1,595,563  

BRIGHAM MINERALS INC

     24,507        269,332  

BRIGHT HORIZONS FAMILY SOLUTIO

     6,820        1,179,792  

BROOKFIELD ASSET MANAGEMENT IN

     35,371        1,459,761  

BUILDERS FIRSTSOURCE INC

     32,144        1,312,440  

BUREAU VERITAS SA

     45,059        1,199,671  

BURLINGTON STORES INC

     16,576        4,335,453  

CACTUS INC

     11,810        307,887  

CALITHERA BIOSCIENCES INC

     59,121        290,284  

CANADIAN NATIONAL RAILWAY CO

     16,573        1,820,544  

CANADIAN PACIFIC RAILWAY LTD

     220        76,272  

CAPGEMINI SE

     5,828        904,192  

CARDIOVASCULAR SYSTEMS INC

     32,330        1,414,761  

CARDLYTICS INC

     21,907        3,127,662  

CARDTRONICS PLC

     4,621        163,121  

CARGOTEC OYJ

     10,258        424,481  

CARGURUS INC

     40,549        1,286,620  

CARL ZEISS MEDITEC AG

     2,612        348,035  

CARPENTER TECHNOLOGY CORP

     6,965        202,821  

 

27


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

CARRIER GLOBAL CORP

     73,843        2,785,358  

CARVANA CO

     7,428        1,779,303  

CASTLIGHT HEALTH INC

     18,710        24,323  

CATALENT INC

     73,411        7,639,883  

CATERPILLAR INC

     14,580        2,653,852  

CAVCO INDUSTRIES INC

     10,516        1,845,032  

CELLNEX TELECOM SA

     32,691        1,964,754  

CENTENE CORP

     100,223        6,016,387  

CENTURY COMMUNITIES INC

     51,314        2,246,527  

CERIDIAN HCM HOLDING INC

     40,940        4,362,566  

CERVED GROUP SPA

     54,560        497,339  

CHAMPIONX CORP

     11,702        179,041  

CHARLES SCHWAB CORP/THE

     164,694        8,735,370  

CHART INDUSTRIES INC

     2,731        321,684  

CHARTER COMMUNICATIONS INC

     5,638        3,729,819  

CHECK POINT SOFTWARE TECHNOLOG

     19,298        2,564,897  

CHEFS’ WAREHOUSE INC/THE

     63,509        1,631,546  

CHEGG INC

     58,073        5,245,734  

CHEMOCENTRYX INC

     10,504        650,408  

CHEVRON CORP

     44,991        3,799,490  

CHEWY INC

     20,331        1,827,554  

CHIPOTLE MEXICAN GRILL INC

     5,913        8,199,616  

CHUBB LTD

     7,580        1,166,714  

CHUGAI PHARMACEUTICAL CO LTD

     73,600        3,922,910  

CIGNA CORP

     34,668        7,217,184  

CIMAREX ENERGY CO

     92,838        3,482,353  

CINEMARK HOLDINGS INC

     74,592        1,298,647  

CINTAS CORP

     6,484        2,291,835  

CLARIVATE PLC

     9,800        291,158  

CLEAN HARBORS INC

     47,402        3,607,292  

CLEVELAND-CLIFFS INC

     29,653        431,748  

CLP HOLDINGS LTD HK/00002

     39,500        365,257  

CM LIFE SCIENCES INC

     4,611        50,905  

CM LIFE SCIENCES INC WTS EXP 09/24/2027

     1,537        4,196  

CMS ENERGY CORP

     45,791        2,793,709  

CNO FINANCIAL GROUP INC

     34,682        770,981  

CNX RESOURCES CORP

     23,686        255,809  

COCA-COLA EUROPEAN PARTNERS PL

     41,181        2,052,049  

COCA-COLA HBC AG

     20,343        660,993  

COGNEX CORP

     33,602        2,697,737  

COGNIZANT TECHNOLOGY SOLUTIONS

     51,630        4,231,079  

COHERENT INC

     36,370        5,456,227  

COHU INC

     17,753        677,810  

COMCAST CORP

     67,584        3,541,402  

COMMONWEALTH BANK OF AUSTRALIA

     26,008        1,647,872  

COMPASS GROUP PLC

     49,847        928,726  

CONSTELLATION PHARMACEUTICALS

     14,980        431,424  

CONVATEC GROUP PLC

     121,021        329,536  

COOPER COS INC/THE

     14,200        5,159,144  

CORTEVA INC

     70,000        2,710,400  

COSTAR GROUP INC

     4,030        3,724,848  

COUPA SOFTWARE INC

     13,548        4,591,553  

COVANTA HOLDING CORP

     38,317        503,102  

 

28


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

COVETRUS INC

     31,601        908,213  

CREDIT AGRICOLE SA

     128,484        1,622,372  

CRH PLC

     19,838        829,255  

CRINETICS PHARMACEUTICALS INC

     16,390        231,263  

CRITEO SA ADR

     18,160        372,462  

CROCS INC

     13,820        865,961  

CRODA INTERNATIONAL PLC

     9,243        833,386  

CROWDSTRIKE HOLDINGS INC

     1,992        421,945  

CROWN HOLDINGS INC

     14,647        1,467,629  

CYTOKINETICS INC

     14,072        292,416  

DAIICHI SANKYO CO LTD

     53,300        1,824,936  

DANAHER CORP

     29,367        6,523,585  

DANSKE BANK A/S

     36,493        603,768  

DARDEN RESTAURANTS INC

     40,200        4,788,624  

DASSAULT SYSTEMES SE

     13,666        2,778,200  

DATADOG INC

     31,899        3,140,138  

DBS GROUP HOLDINGS LTD

     198,829        3,767,017  

DECIPHERA PHARMACEUTICALS INC

     7,836        447,201  

DECKERS OUTDOOR CORP

     5,051        1,448,526  

DEERE & CO

     4,519        1,215,837  

DEVON ENERGY CORP

     180,300        2,850,543  

DEXCOM INC

     16,687        6,169,518  

DIAGEO PLC

     64,428        2,534,650  

DIASORIN SPA

     1,763        366,926  

DICERNA PHARMACEUTICALS INC

     22,258        490,344  

DIGITAL TURBINE INC

     12,460        704,738  

DNB ASA

     33,614        659,564  

DOCUSIGN INC

     9,728        2,162,534  

DOLLAR GENERAL CORP

     32,019        6,733,596  

DOLLAR TREE INC

     1,140        123,166  

DOMINION ENERGY INC

     25,084        1,886,317  

DOMINO’S PIZZA INC

     1,289        494,280  

DRAGONEER GROWTH OPPORTUNITIES

     36,203        458,523  

DRAGONEER GROWTH OPPORTUNITIES WTS EXP 14-AUG-2025

     4,874        20,861  

DUPONT DE NEMOURS INC

     45,682        3,248,447  

DXC TECHNOLOGY CO

     143,353        3,691,340  

DYCOM INDUSTRIES INC

     53,877        4,068,791  

E.ON SE

     108,769        1,206,276  

EAST JAPAN RAILWAY CO

     11,500        766,889  

EASTERN BANKSHARES INC

     30,700        500,717  

EASTMAN CHEMICAL CO

     47,500        4,763,300  

EDENRED

     24,752        1,405,541  

EISAI CO LTD

     18,900        1,349,516  

ELEMENT SOLUTIONS INC

     41,747        740,174  

ENERPLUS CORP

     53,465        167,345  

ENGIE SA

     139,431        2,135,922  

ENN ENERGY HOLDINGS LTD HK/02688

     18,000        264,178  

ENSTAR GROUP LTD

     1,365        279,675  

ENVESTNET INC

     2,631        216,505  

EPIROC AB

     126,348        2,302,327  

EQT CORP

     21,417        272,210  

EQUIFAX INC

     2,719        524,332  

ESC GLOBIX CORPORATION

     1,200         

 

29


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

ESSENT GROUP LTD

     22,951        991,483  

ETSY INC

     7,134        1,269,210  

EVERCORE INC

     7,446        816,379  

EVEREST RE GROUP LTD

     21,700        5,079,753  

EXACT SCIENCES CORP

     50,062        6,632,714  

EXLSERVICE HOLDINGS INC

     24,812        2,112,246  

EXPERIAN PLC

     31,770        1,205,996  

FABRINET

     13,111        1,017,282  

FACEBOOK INC

     159,119        43,464,946  

FANUC CORP

     11,717        2,878,039  

FASTIGHETS AB BALDER

     24,329        1,270,581  

FAURECIA SE

     18,268        936,764  

FERRARI NV

     7,750        1,788,876  

FERRO CORP

     69,895        1,022,564  

FIDELITY NATIONAL INFORMATION

     91,236        12,906,245  

FINTECH ACQUISITION CORP IV

     10,200        115,260  

FIRST BANCORP/PUERTO RICO

     164,657        1,518,138  

FIRST INTERSTATE BANCSYSTEM IN

     54,470        2,220,742  

FIRST REPUBLIC BANK/CA

     30,401        4,466,819  

FISERV INC

     57,302        6,524,406  

FIVE POINT HOLDINGS LLC

     68,697        375,086  

FIVE PRIME THERAPEUTICS INC

     11,297        192,162  

FLAGSTAR BANCORP INC

     30,304        1,235,191  

FLEETCOR TECHNOLOGIES INC

     9,198        2,509,490  

FLEX LTD

     389,000        6,994,220  

FLUTTER ENTERTAINMENT PLC

     485        100,175  

FOMENTO ECONOMICO MEXICANO SAB ADR

     25,256        1,913,647  

FORMA THERAPEUTICS HOLDINGS IN

     3,159        110,249  

FORMFACTOR INC

     111,931        4,815,272  

FORTIVE CORP

     91,288        6,465,016  

FOX FACTORY HOLDING CORP

     11,191        1,183,001  

FRESHPET INC

     15,842        2,249,406  

FRONTDOOR INC

     13,575        681,601  

GALECTO INC

     1,400        17,514  

GALP ENERGIA SGPS SA

     18,685        200,134  

GAMESTOP CORP

     64,569        1,216,480  

GAMIDA CELL LTD

     34,628        290,529  

GENERAC HOLDINGS INC

     15,647        3,558,284  

GENERAL ELECTRIC CO

     105,425        1,138,590  

GENERAL MOTORS CO

     115,659        4,816,041  

GENERATION BIO CO

     1,824        51,710  

GENMAB A/S

     3,434        1,390,309  

GENMAB A/S ADR

     154,399        6,277,863  

GENPACT LTD

     123,500        5,107,960  

GILEAD SCIENCES INC

     33,452        1,948,914  

GLAUKOS CORP

     26,007        1,957,287  

GLOBAL BLOOD THERAPEUTICS INC

     4,236        183,461  

GLOBAL PAYMENTS INC

     120,457        25,948,847  

GMO PAYMENT GATEWAY INC

     7,862        1,053,902  

*GOLDMAN SACHS GROUP INC/THE

     520,627        137,294,546  

GOPRO INC

     44,898        371,755  

GREEN PLAINS INC

     39,264        517,107  

GUIDEWIRE SOFTWARE INC

     30,167        3,883,398  

 

30


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

HAMILTON LANE INC

     18,727        1,461,642  

HANESBRANDS INC

     172,349        2,512,848  

HANNON ARMSTRONG SUSTAINABLE I

     19,020        1,206,439  

HANOVER INSURANCE GROUP INC/TH

     4,750        555,370  

HARTFORD FINANCIAL SERVICES GR

     78,806        3,859,918  

HCA HEALTHCARE INC

     17,297        2,844,665  

HDFC BANK LTD ADR

     32,458        2,345,415  

HEALTH CATALYST INC

     25,923        1,128,428  

HECLA MINING CO

     52,121        337,744  

HEIDELBERGCEMENT AG

     21,031        1,575,342  

HEINEKEN NV

     4,764        531,721  

HELIX ENERGY SOLUTIONS GROUP I

     22,929        96,302  

HERSHEY CO/THE

     27,300        4,158,609  

HEWLETT PACKARD ENTERPRISE CO

     249,000        2,950,650  

HILL-ROM HOLDINGS INC

     50,600        4,957,282  

HILLTOP HOLDINGS INC

     33,100        910,581  

HILTON WORLDWIDE HOLDINGS INC

     1,225        136,294  

HINO MOTORS LTD

     109,800        934,807  

HKBN LTD HK/01310

     213,500        330,417  

HMS HOLDINGS CORP

     31,377        1,153,105  

HOME BANCSHARES INC/AR

     142,250        2,771,030  

HOMOLOGY MEDICINES INC

     27,060        305,507  

HONEYWELL INTERNATIONAL INC

     18,986        4,038,322  

HORMEL FOODS CORP

     38,600        1,799,146  

HOSTESS BRANDS INC

     86,732        1,269,756  

HOUGHTON MIFFLIN HARCOURT CO

     220,546        734,418  

HOYA CORP

     12,480        1,724,922  

HSBC HOLDINGS PLC

     136,884        708,880  

HUBBELL INC

     31,200        4,891,848  

HUBSPOT INC

     18,768        7,440,386  

HUMANA INC

     14,744        6,049,021  

HURON CONSULTING GROUP INC

     25,697        1,514,838  

HYVE GROUP PLC

     113,646        175,699  

IBERDROLA SA

     211,118        3,027,433  

ICICI BANK LTD ADR

     164,980        2,451,603  

IDEX CORP

     11,255        2,241,996  

IHS MARKIT LTD

     30,342        2,725,622  

II-VI INC

     26,726        2,030,107  

IMCD NV

     7,532        960,745  

IMMUNOGEN INC

     103,058        664,724  

INARI MEDICAL INC

     32,950        2,876,206  

INCYTE CORP

     25,802        2,244,258  

INDUSTRIA DE DISENO TEXTIL SA

     33,630        1,071,494  

INFINEON TECHNOLOGIES AG

     189,246        7,268,416  

INGERSOLL RAND INC

     82,778        3,771,366  

INGEVITY CORP

     26,614        2,015,478  

INOZYME PHARMA INC

     12,204        251,891  

INSTALLED BUILDING PRODUCTS IN

     31,960        3,257,683  

INSU ACQUISITION CORP II

     31,300        486,715  

INTACT FINANCIAL CORP

     13,205        1,562,212  

INTER PARFUMS INC

     19,672        1,189,959  

INTERCONTINENTAL EXCHANGE INC

     20,264        2,336,237  

INTERMEDIATE CAPITAL GROUP PLC

     45,862        1,082,048  

 

31


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

INTERPUBLIC GROUP OF COS INC/T

     211,300        4,969,776  

INTUIT INC

     33,178        12,602,663  

INTUITIVE SURGICAL INC

     11,237        9,192,990  

IOVANCE BIOTHERAPEUTICS INC

     8,063        374,123  

IPG PHOTONICS CORP

     11,670        2,611,629  

IRHYTHM TECHNOLOGIES INC

     11,377        2,698,738  

IROBOT CORP

     7,240        581,300  

ISUZU MOTORS LTD

     114,900        1,090,629  

ITAU UNIBANCO HOLDING SA ADR

     474,098        2,887,257  

ITOCHU CORP

     28,944        830,936  

ITRON INC

     21,088        2,022,339  

J2 GLOBAL INC

     4,183        408,637  

JAMES RIVER GROUP HOLDINGS LTD

     29,604        1,455,037  

JAWS SPITFIRE ACQUISITION CORP

     28,223        311,864  

JB HUNT TRANSPORT SERVICES INC

     31,000        4,236,150  

JCDECAUX SA

     21,638        493,233  

JD.COM INC ADR

     5,686        499,799  

JELD-WEN HOLDING INC

     123,881        3,141,622  

JETBLUE AIRWAYS CORP

     28,434        413,430  

JFROG LTD

     21,317        1,339,347  

JPMORGAN CHASE & CO

     21,623        2,747,635  

KAISER ALUMINUM CORP

     1,804        178,416  

KALVISTA PHARMACEUTICALS INC

     24,372        462,824  

KANSAI ELECTRIC POWER CO INC/T

     33,600        316,880  

KANSAS CITY SOUTHERN

     831        169,632  

KARUNA THERAPEUTICS INC

     3,231        328,237  

KARYOPHARM THERAPEUTICS INC

     23,160        358,517  

KBC GROUP NV

     9,452        662,443  

KDDI CORP

     38,300        1,137,370  

KENNAMETAL INC

     33,001        1,195,956  

KERING SA

     2,782        2,023,288  

KEYENCE CORP

     11,346        6,373,849  

KIMBERLY-CLARK CORP

     24,822        3,346,750  

KKR & CO INC

     142,614        5,774,441  

KLA CORP

     846        219,038  

KODIAK SCIENCES INC

     7,493        1,100,797  

KOMATSU LTD

     90,000        2,456,051  

KONINKLIJKE KPN NV

     345,625        1,051,726  

KONINKLIJKE PHILIPS NV

     21,876        1,171,832  

KRATOS DEFENSE & SECURITY SOLU

     13,626        373,761  

KROGER CO/THE

     62,500        1,985,000  

KUBOTA CORP

     142,490        3,106,639  

KUEHNE + NAGEL INTERNATIONAL A

     1,284        291,676  

KURA ONCOLOGY INC

     15,460        504,924  

KYMERA THERAPEUTICS INC

     2,597        161,014  

L3HARRIS TECHNOLOGIES INC

     12,343        2,333,074  

LAM RESEARCH CORP

     6,201        2,928,546  

LANCASHIRE HOLDINGS LTD

     65,621        648,984  

LANDSTAR SYSTEM INC

     38,000        5,117,080  

LAREDO PETROLEUM INC

     2,175        42,848  

LAS VEGAS SANDS CORP

     77,000        4,589,200  

LATTICE SEMICONDUCTOR CORP

     189,443        8,680,278  

LEIDOS HOLDINGS INC

     38,000        3,994,560  

 

32


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

     interest, collateral, par or maturity value

   Shares /
Par Value
     Current Value  

LEVEL ONE BANCORP INC

     32,614        659,781  

LHC GROUP INC

     8,464        1,805,540  

LIBERTY MEDIA CORP-LIBERTY BRA

     81,727        2,033,368  

LINCOLN ELECTRIC HOLDINGS INC

     20,700        2,406,375  

LINDE PLC

     28,413        7,467,567  

LIVANOVA PLC

     15,666        1,037,246  

LIVENT CORP

     68,672        1,293,780  

LIVERAMP HOLDINGS INC

     2,081        152,308  

LOGITECH INTERNATIONAL SA

     4,289        416,863  

LONDON STOCK EXCHANGE GROUP PL

     8,514        1,048,370  

LONGTOP FINANCIAL TECHNOLOGIES ADR

     38,622         

LONZA GROUP AG

     7,322        4,711,526  

L’OREAL SA

     14,747        5,607,979  

LOUISIANA-PACIFIC CORP

     33,864        1,258,725  

LUKOIL PJSC ADR

     26,219        1,792,331  

LULULEMON ATHLETICA INC

     11,776        4,098,401  

LUNDIN ENERGY AB

     12,199        330,207  

LYFT INC

     26,072        1,280,917  

MADRIGAL PHARMACEUTICALS INC

     3,993        443,902  

MAGNA INTL INC

     15,918        1,125,880  

MAGNOLIA OIL & GAS CORP

     62,316        439,951  

MANPOWERGROUP INC

     52,600        4,743,468  

MANTECH INTERNATIONAL CORP/VA

     4,842        430,647  

MARRIOTT INTERNATIONAL INC/MD

     3,511        463,171  

MARSH & MCLENNAN COS INC

     29,414        3,441,438  

MARVELL TECHNOLOGY GROUP LTD

     98,067        4,662,105  

MASTERCARD INC

     38,631        13,788,949  

MATCH GROUP INC

     86,654        13,101,218  

MAXIM INTEGRATED PRODUCTS INC

     22,506        1,995,157  

MAXIMUS INC

     62,500        4,574,375  

MAYVILLE ENGINEERING CO INC

     31,628        424,448  

MCDONALD’S CORP

     287        61,584  

MEDALLIA INC

     53,367        1,772,852  

MEDTRONIC PLC

     42,298        4,954,788  

MERITOR INC

     134,722        3,760,091  

MERSANA THERAPEUTICS INC

     24,024        639,279  

METHANEX CORP

     14,789        678,971  

METLIFE INC

     66,787        3,135,650  

MGIC INVESTMENT CORP

     181,469        2,277,436  

MGM RESORTS INTERNATIONAL

     46,962        1,479,773  

MICROSOFT CORP

     150,167        33,400,144  

MIMECAST LTD

     34,540        1,963,254  

MINEBEA MITSUMI INC

     19,000        376,890  

MIRATI THERAPEUTICS INC

     6,665        1,463,901  

MITSUBISHI CORP

     25,147        618,902  

MITSUBISHI ELECTRIC CORP

     45,781        690,406  

MITSUI FUDOSAN CO LTD

     69,701        1,457,210  

MOLINA HEALTHCARE INC

     13,600        2,892,448  

MONARCH CASINO & RESORT INC

     6,911        423,091  

MONDELEZ INTERNATIONAL INC

     93,739        5,480,919  

MONGODB INC

     1,200        430,848  

MONOLITHIC POWER SYSTEMS INC

     3,151        1,153,991  

MOOG INC

     6,597        523,142  

 

33


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
     Current Value  

MORGAN STANLEY

    86,734        5,943,881  

MOTOROLA SOLUTIONS INC

    20,600        3,503,236  

MSCI INC

    8,497        3,794,165  

MTU AERO ENGINES AG

    10,516        2,745,786  

MUSASHI SEIMITSU INDUSTRY CO L

    24,300        385,053  

NANOSTRING TECHNOLOGIES INC

    24,639        1,647,856  

NAVIGATOR HOLDINGS LTD

    17,070        186,917  

NEKTAR THERAPEUTICS

    62,127        1,056,159  

NEOGENOMICS INC

    70,291        3,784,467  

NESTLE SA

    55,208        6,511,665  

NESTLE SA ADR

    29,859        3,517,390  

NETFLIX INC

    28,062        15,173,965  

NEW JERSEY RESOURCES CORP

    26,631        946,732  

NEW YORK TIMES CO/THE

    95,326        4,935,027  

NEWCREST MINING LTD

    9,299        184,986  

NEXI SPA

    14,524        290,376  

NEXON CO LTD

    43,553        1,341,455  

NIKE INC

    44,802        6,338,139  

NINETY ONE PLC

    67,300        210,854  

NIPPON EXPRESS CO LTD

    900        60,410  

NITORI HOLDINGS CO LTD

    9,200        1,926,524  

NKARTA INC

    4,896        300,957  

NMI HOLDINGS INC

    23,874        540,746  

NOMURA HOLDINGS INC

    128,700        679,369  

NORFOLK SOUTHERN CORP

    5,517        1,310,894  

NORSK HYDRO ASA

    17,806        82,896  

NOVAGOLD RESOURCES INC

    43,433        419,997  

NOVARTIS AG

    41,133        3,892,500  

NOVAVAX INC

    7,731        862,084  

NOVOZYMES A/S

    25,455        1,462,402  

NUANCE COMMUNICATIONS INC

    29,615        1,305,725  

NURIX THERAPEUTICS INC

    9,905        325,676  

NUVASIVE INC

    51,673        2,910,740  

NVIDIA CORP

    16,348        8,536,926  

NVR INC

    929        3,790,190  

ODONATE THERAPEUTICS INC

    28,716        551,347  

OLD REPUBLIC INTERNATIONAL COR

    180,000        3,547,800  

OLEMA PHARMACEUTICALS INC

    5,902        283,768  

OLLIE’S BARGAIN OUTLET HOLDING

    29,406        2,404,529  

OMNICELL INC

    14,326        1,719,407  

O’REILLY AUTOMOTIVE INC

    4,860        2,199,490  

ORIX CORP

    55,600        853,293  

ORMAT TECHNOLOGIES INC

    15,108        1,363,950  

ORORA LTD

    114,076        237,672  

OSHKOSH CORP

    40,000        3,442,800  

OTONOMY INC

    25,007        161,795  

OVINTIV INC

    8,144        116,948  

OWENS & MINOR INC

    37,214        1,006,639  

OWENS CORNING

    65,700        4,977,432  

OYSTER POINT PHARMA INC

    2,440        45,921  

PACKAGING CORP OF AMERICA

    35,700        4,923,387  

PAGSEGURO DIGITAL LTD

    74,900        4,260,312  

PARKER-HANNIFIN CORP

    39,773        10,834,563  

 

34


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

PARSLEY ENERGY INC

    190,296           2,702,203   

PATRICK INDUSTRIES INC

    24,940       1,704,649  

PAYCOM SOFTWARE INC

    3,748       1,695,033  

PAYPAL HOLDINGS INC

    69,798       16,346,692  

PDC ENERGY INC

    15,946       327,371  

PELOTON INTERACTIVE INC

    34,320       5,207,030  

PENN NATIONAL GAMING INC

    25,808       2,229,037  

PEPSICO INC

    39,210       5,814,843  

PERFORMANCE FOOD GROUP CO

    93,852       4,468,294  

PERNOD RICARD SA

    18,890       3,624,096  

PERSPECTA INC

    42,743       1,029,251  

PFIZER INC

    112,711       4,148,892  

PGT INNOVATIONS INC

    79,701       1,621,118  

PHILIP MORRIS INTERNATIONAL IN

    12,979       1,074,531  

PINDUODUO INC ADR

    7,978       1,417,451  

PING AN INSURANCE GROUP CO OF HK/02318

    231,500       2,836,333  

PLUG POWER INC

    24,525       831,643  

POPULAR INC

    33,838       1,905,756  

POPULATION HEALTH INVESTMENT C

    11,140       116,413  

PORTLAND GENERAL ELECTRIC CO

    32,061       1,371,249  

PPD INC

    13,971       478,088  

PPG INDUSTRIES INC

    3,447       497,126  

PRA GROUP INC

    35,118       1,392,780  

PROASSURANCE CORP

    37,296       663,496  

PROCTER & GAMBLE CO/THE

    37,288       5,188,252  

PROQR THERAPEUTICS NV

    61,599       258,716  

PROSIGHT GLOBAL INC

    22,600       289,958  

PROSPERITY BANCSHARES INC

    73,300       5,084,088  

PRUDENTIAL PLC

    70,283       1,294,108  

PTC THERAPEUTICS INC

    15,136       923,750  

PUMA BIOTECHNOLOGY INC

    20,622       211,582  

Q2 HOLDINGS INC

    13,613       1,722,453  

QUALCOMM INC

    18,051       2,749,889  

QUEST DIAGNOSTICS INC

    42,100       5,017,057  

RADIUS GLOBAL INFRASTRUCTURE I

    85,463       1,098,200  

RADIUS HEALTH INC

    6,566       117,269  

RAMBUS INC

    73,070       1,275,802  

RAPID7 INC

    27,980       2,522,677  

RAPT THERAPEUTICS INC

    14,675       289,831  

REATA PHARMACEUTICALS INC

    4,020       496,952  

RECKITT BENCKISER GROUP PLC

    37,314       3,336,837  

REDFIN CORP

    18,718       1,284,616  

RELAY THERAPEUTICS INC

    1,450       60,262  

RELIANCE STEEL & ALUMINUM CO

    43,000       5,149,250  

REPAY HOLDINGS CORP

    46,583       1,269,387  

REPUBLIC SERVICES INC

    23,700       2,282,310  

RESONA HOLDINGS INC

    145,200       506,853  

REVOLUTION MEDICINES INC

    7,870       311,573  

RHYTHM PHARMACEUTICALS INC

    5,322       158,223  

RINGCENTRAL INC

    972       368,359  

RIO TINTO PLC

    72,369       5,411,187  

ROCHE HOLDING AG

    23,702       8,285,444  

ROCKET PHARMACEUTICALS INC

    14,986       821,832  

 

35


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

ROGERS CORP

    11,283       1,752,137  

ROKU INC

    11,734       3,895,923   

ROLLS-ROYCE HOLDINGS PLC

    104,411           158,781  

ROPER TECHNOLOGIES INC

    13,693       5,902,915  

ROSS STORES INC

    73,700       9,051,097  

ROTHSCHILD & CO

    7,172       227,280  

ROYAL DUTCH SHELL PLC A SHS

    43,693       775,126  

ROYAL DUTCH SHELL PLC B SHS

    116,859       2,011,771  

RUSH ENTERPRISES INC

    16,476       682,436  

RYANAIR HOLDINGS PLC

    6,901       139,026  

RYANAIR HOLDINGS PLC ADR

    4,157       457,187  

RYERSON HOLDING CORP

    35,854       489,049  

S&P GLOBAL INC

    10,907       3,585,458  

SAFRAN SA

    6,330       898,041  

SAGE THERAPEUTICS INC

    24,049       2,080,479  

SALESFORCE.COM INC

    52,381       11,656,344  

SAMSUNG ELECTRONICS CO LTD GDR

    4,253       7,395,150  

SANDS CHINA LTD HK/01928

    88,800       389,953  

SANDVIK AB

    40,899       1,002,486  

SANNE GROUP PLC

    71,413       601,327  

SAP SE ADR

    33,290       4,340,683  

SAREPTA THERAPEUTICS INC

    8,008       1,365,284  

SATS LTD

    72,100       217,121  

SCHINDLER HOLDING AG

    2,015       543,898  

SCHNEIDER ELECTRIC SE

    44,254       6,405,588  

SCHNITZER STEEL INDUSTRIES INC

    8,467       270,182  

SCHOLAR ROCK HOLDING CORP

    12,338       598,763  

SCHWEITZER-MAUDUIT INTERNATION

    17,635       709,103  

SCIENCE APPLICATIONS INTERNATI

    3,063       289,882  

SCIPLAY CORP

    27,431       379,919  

SEA LTD ADR

    39,647       7,891,735  

SEAGEN INC

    839       146,942  

SEER INC

    950       53,333  

SEINO HOLDINGS CO LTD

    12,200       171,931  

SERVICENOW INC

    26,958       14,838,492  

SGS SA

    544       1,643,170  

SHAKE SHACK INC

    11,517       976,411  

SHERWIN-WILLIAMS CO/THE

    3,866       2,841,162  

SHIN-ETSU CHEMICAL CO LTD

    8,452       1,476,818  

SHINSEI BANK LTD

    38,200       470,262  

SHIONOGI & CO LTD

    25,400       1,386,304  

SHOPIFY INC

    3,295       3,729,775  

SHUTTERSTOCK INC

    10,307       739,012  

SIEMENS HEALTHINEERS AG

    14,304       734,720  

SIGILON THERAPEUTICS INC

    1,167       56,051  

SILICON LABORATORIES INC

    6,194       788,744  

SIMPLY GOOD FOODS CO/THE

    62,470       1,959,059  

SINGAPORE TELECOMMUNICATIONS L

    202,700       354,282  

SKYLINE CHAMPION CORP

    75,345       2,331,174  

SKYWORKS SOLUTIONS INC

    41,363       6,323,575  

SLR INVESTMENT CORP

    31,642       554,051  

SMC CORP

    1,587       967,617  

SMITH & NEPHEW PLC

    42,264       872,369  

 

36


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

SMURFIT KAPPA GROUP PLC

    28,142       1,309,837  

SNAP INC

    107,575           5,386,280   

SNOWFLAKE INC

    900       253,260  

SOFTBANK CORP

    71,600       896,690  

SONOVA HOLDING AG

    8,749       2,276,452  

SONY GROUP CORP

    20,461       2,038,272  

SOUTH STATE CORP

    39,477       2,854,187  

SPLUNK INC

    19,898       3,380,471  

SPOTIFY TECHNOLOGY SA

    11,824       3,720,540  

SQZ BIOTECHNOLOGIES CO

    9,098       263,660  

STANDARD CHARTERED PLC

    505,228       3,217,605  

STARBUCKS CORP

    4,300       460,014  

STATE STREET CORP

    2,574       187,336  

STEEL DYNAMICS INC

    152,000       5,604,240  

STEPSTONE GROUP INC

    16,275       647,745  

STRYKER CORP

    33,652       8,246,086  

STURM RUGER & CO INC

    20,219       1,315,650  

SUMCO CORP

    25,600       561,120  

SUNNOVA ENERGY INTERNATIONAL I

    25,482       1,150,003  

SUNPOWER CORP

    18,393       471,597  

SVB FINANCIAL GROUP

    4,450       1,725,844  

SVENSKA HANDELSBANKEN AB

    27,874       280,350  

SVMK INC

    57,525       1,469,764  

SWEDISH MATCH AB

    35,834       2,782,927  

SYMRISE AG

    20,526       2,722,421  

SYNAPTICS INC

    1,000       96,400  

SYNDAX PHARMACEUTICALS INC

    11,216       249,444  

SYNOPSYS INC

    32,703       8,477,926  

SYSCO CORP

    76,200       5,658,612  

SYSMEX CORP

    26,100       3,134,680  

TAIWAN SEMICONDUCTOR MANUFACTU ADR

    77,306       8,429,446  

TAIYO YUDEN CO LTD

    27,750       1,299,542  

TAKE-TWO INTERACTIVE SOFTWARE

    14,342       2,980,124  

TALANX AG

    11,235       436,592  

TCF FINANCIAL CORP

    104,000       3,850,080  

TCR2 THERAPEUTICS INC

    21,532       665,985  

TE CONNECTIVITY LTD

    9,932       1,202,467  

TECAN GROUP AG

    554       271,876  

TELEDYNE TECHNOLOGIES INC

    8,881       3,481,174  

TENCENT HOLDINGS LTD ADR

    211,288       15,189,494  

TENCENT HOLDINGS LTD HK/00700

    64,984       4,726,810  

TEXAS CAPITAL BANCSHARES INC

    11,300       672,350  

TEXAS INSTRUMENTS INC

    29,151       4,784,554  

TEXAS ROADHOUSE INC

    15,409       1,204,367  

TEXTRON INC

    136,000       6,572,880  

TG THERAPEUTICS INC

    53,144       2,763,639  

THERMO FISHER SCIENTIFIC INC

    12,576       5,857,649  

THIRD POINT REINSURANCE LTD

    102,696       977,666  

THK CO LTD

    13,000       419,294  

TJX COS INC/THE

    82,412       5,627,915  

T-MOBILE US INC

    2,308       311,234  

TOKIO MARINE HOLDINGS INC

    26,120       1,342,873  

TOKYO ELECTRON LTD

    6,289       2,339,073  

 

37


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

TOKYO OHKA KOGYO CO LTD

    9,480       665,698  

TOPBUILD CORP

    13,562       2,496,493  

TORO CO/THE

    29,500       2,797,780  

TOTAL SE

    75,849       3,276,018  

TRADEWEB MARKETS INC

    52,267       3,264,074  

TRELLEBORG AB

    23,625       524,997  

TRI POINTE HOMES INC

    30,231       521,485  

TRIMBLE INC

    69,872       4,665,353  

TRINET GROUP INC

    33,297       2,683,738  

TRITON INTERNATIONAL LTD

    69,923       3,391,965  

TRIUMPH BANCORP INC

    44,722       2,171,253  

TRUIST FINANCIAL CORP

    70,009       3,355,531  

TRUPANION INC

    51,091       6,116,104  

TURNING POINT THERAPEUTICS INC

    8,173       995,880  

TWILIO INC

    10,391       3,517,354  

TYLER TECHNOLOGIES INC

    6,547       2,857,896  

TYSON FOODS INC

    76,600       4,936,104  

UBER TECHNOLOGIES INC

    5,074       258,774  

UCB SA

    12,555       1,297,754  

ULTRAGENYX PHARMACEUTICAL INC

    6,191       857,020  

UNICHARM CORP

    86,300       4,089,105  

UNILEVER PLC

    39,267           2,357,451   

UNION PACIFIC CORP

    7,258       1,511,261  

UNITED AIRLINES HOLDINGS INC

    1,551       67,081  

UNITED COMMUNITY BANKS INC/GA

    26,483       753,177  

UNITED OVERSEAS BANK LTD

    28,400       485,421  

UNITED RENTALS INC

    16,700       3,872,897  

UNITEDHEALTH GROUP INC

    33,679       11,810,552  

URBAN OUTFITTERS INC

    43,473       1,112,909  

UROGEN PHARMA LTD

    4,301       77,504  

VALERO ENERGY CORP

    57,000       3,224,490  

VEEVA SYSTEMS INC

    36,751       10,005,460  

VERACYTE INC

    31,410       1,537,205  

VERISK ANALYTICS INC

    13,473       2,796,860  

VERTEX PHARMACEUTICALS INC

    26,524       6,268,682  

VF CORP

    56,602       4,834,377  

VIACOMCBS INC

    85,000       3,167,100  

VIAVI SOLUTIONS INC

    93,582       1,401,390  

VINCI SA

    13,352       1,329,165  

VIPER ENERGY PARTNERS LP

    34,346       399,101  

VISA INC

    95,123       20,806,254  

VOLVO AB

    42,402       1,000,604  

W R BERKLEY CORP

    82,800       5,499,576  

WALT DISNEY CO/THE

    44,467       8,056,531  

WARRIOR MET COAL INC

    45,528       970,657  

WAVE LIFE SCIENCES LTD

    3,467       27,285  

WAYFAIR INC

    6,746       1,523,314  

WELBILT INC

    45,516       600,811  

WEST PHARMACEUTICAL SERVICES I

    20,820       5,898,514  

WESTERN ALLIANCE BANCORP

    28,077       1,683,216  

WESTLAKE CHEMICAL CORP

    59,000       4,814,400  

WHITING PETROLEUM CORP

    8,883       222,075  

WILLIS TOWERS WATSON PLC

    5,601       1,180,019  

 

38


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

WINGSTOP INC

    2,579       341,846  

WINTRUST FINANCIAL CORP

    21,961       1,341,597  

WIX.COM LTD

    15,380       3,844,385  

WOLTERS KLUWER NV

    6,629       560,140  

WOLVERINE WORLD WIDE INC

    18,806       587,688  

WORKDAY INC

    10,600       2,539,866  

WORLDLINE SA/FRANCE

    7,619       737,388  

WPP PLC

    52,075       569,471  

WYNN RESORTS LTD

    2,882       325,176  

XCEL ENERGY INC

    59,400           3,960,198   

XP INC

    15,387       610,402  

XYLEM INC/NY

    29,000       2,951,910  

YAMAHA MOTOR CO LTD

    98,900       2,015,454  

YANDEX NV

    23,125       1,609,038  

YASKAWA ELECTRIC CORP

    7,600       377,626  

YETI HOLDINGS INC

    19,881       1,361,252  

Y-MABS THERAPEUTICS INC

    10,525       521,093  

YUM! BRANDS INC

    70,466       7,649,789  

Z HOLDINGS CORP

    95,900       579,979  

ZALANDO SE

    12,354       1,376,539  

ZEBRA TECHNOLOGIES CORP

    5,500       2,113,815  

ZIONS BANCORP NA

    123,200       5,351,808  

ZOETIS INC

    13,595       2,249,973  

ZOOM VIDEO COMMUNICATIONS INC

    3,173       1,070,316  

ZSCALER INC

    22,058       4,405,203  

ZYNGA INC

    800,932       7,905,199  

Total Common Stock

          $ 2,146,540,465  

Preferred Stock

   

CREDIT SUISSE GROUP AG 144A VAR RT 12/31/49 DD 09/12/18

    200,000     $ 225,047  

FUCHS PETROLUB SE

    17,346       985,629  

VOLKSWAGEN AG

    12,010       2,239,887  

Total Preferred Stock

          $ 3,450,563  

Mutual Funds

   

DREYFUS INS RSRV PR MONEY 6546

    51,000,660     $ 51,000,660  

ISHARES CORE MSCI EAFE ETF

    59,900       4,138,491  

ISHARES RUSSELL 2000 ETF

    44,971       8,817,014  

PIMCO FDS SHORT TERM FLTG NAV PORT II

    451,859       4,524,913  

Total Mutual Funds

    51,557,390     $ 68,481,078  

Real Estate Investment Trusts

   

AGREE REALTY CORP

    46,284     $ 3,081,589  

ALEXANDER & BALDWIN INC

    116,627       2,003,652  

AMERICAN ASSETS TRUST INC

    78,040       2,253,795  

AMERICAN CAMPUS COMMUNITIES IN

    63,877       2,732,019  

AMERICAN HOMES 4 RENT

    194,698       5,840,940  

AMERICAN TOWER CORP

    18,780       4,215,359  

AMERICOLD REALTY TRUST

    182,530       6,813,845  

APPLE HOSPITALITY REIT INC

    112,860       1,457,023  

 

39


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

AVALONBAY COMMUNITIES INC

    11,640       1,867,405  

BRIXMOR PROPERTY GROUP INC

    230,500       3,814,775  

BROADSTONE NET LEASE INC

    72,120       1,412,110  

COLUMBIA PROPERTY TRUST INC

    86,336       1,238,058  

COUSINS PROPERTIES INC

    118,146       3,957,891  

CROWN CASTLE INTERNATIONAL COR 1.350% 07/15/25 DD 06/15/20

    300,000       306,234  

CROWN CASTLE INTERNATIONAL COR 5.250% 01/15/23 DD 10/15/12

    425,000       465,058  

DIGITAL REALTY TRUST INC

    51,420       7,173,604  

DIVERSIFIED HEALTHCARE TRUST

    69,294       285,491  

DOUGLAS EMMETT INC

    51,260       1,495,767  

DUKE REALTY CORP

    120,800       4,828,376  

EMPIRE STATE REALTY TRUST INC

    60,255       561,577  

EQUINIX INC

    19,440       13,883,659  

EQUITY LIFESTYLE PROPERTIES IN

    18,420       1,167,091  

EQUITY RESIDENTIAL

    108,330       6,421,802  

ESSENTIAL PROPERTIES REALTY TR

    136,281       2,889,157  

ESSEX PROPERTY TRUST INC

    15,440       3,665,765  

EXTRA SPACE STORAGE INC

    35,061       4,062,167  

FIRST INDUSTRIAL REALTY TRUST

    83,360       3,511,957  

GAMING AND LEISURE PROPERTIES

    59,982       2,543,237  

HEALTHCARE TRUST OF AMERICA IN

    115,300       3,175,362  

HEALTHPEAK PROPERTIES INC

    197,600       5,973,448  

HIGHWOODS PROPERTIES INC

    89,700       3,554,811  

HOST HOTELS & RESORTS INC

    249,225           3,646,162   

INNOVATIVE INDUSTRIAL PROPERTI

    11,548       2,114,785  

INVITATION HOMES INC

    315,260       9,363,222  

JBG SMITH PROPERTIES

    110,980       3,470,345  

KILROY REALTY CORP

    47,320       2,716,168  

LAMAR ADVERTISING CO

    67,800       5,642,316  

LIFE STORAGE INC

    44,295       5,288,380  

LINK REIT HK/00823

    202,402       1,842,901  

MEDICAL PROPERTIES TRUST INC

    152,190       3,316,220  

MID-AMERICA APARTMENT COMMUNIT

    39,555       5,011,223  

NATIONAL RETAIL PROPERTIES INC

    84,600       3,461,832  

NATIONAL STORAGE AFFILIATES TR

    72,866       2,625,362  

NEXPOINT RESIDENTIAL TRUST INC

    27,325       1,156,121  

OUTFRONT MEDIA INC

    197,178       3,856,802  

PEBBLEBROOK HOTEL TRUST

    73,969       1,390,617  

PENNYMAC MORTGAGE INVESTMENT T

    39,443       693,802  

PIEDMONT OFFICE REALTY TRUST I

    58,259       945,544  

POTLATCHDELTIC CORP

    25,944       1,297,719  

PROLOGIS INC

    135,480       13,501,937  

PS BUSINESS PARKS INC

    21,075       2,800,235  

PUBLIC STORAGE

    19,801       4,572,645  

QTS REALTY TRUST INC

    14,912       922,755  

REALTY INCOME CORP

    89,130       5,541,212  

REGENCY CENTERS CORP

    47,014       2,143,368  

RETAIL OPPORTUNITY INVESTMENTS

    84,042       1,125,322  

RETAIL PROPERTIES OF AMERICA I

    267,773       2,292,137  

REXFORD INDUSTRIAL REALTY INC

    38,750       1,903,013  

RPT REALTY

    26,952       233,135  

RYMAN HOSPITALITY PROPERTIES I

    17,920       1,214,259  

SABRA HEALTH CARE REIT INC

    86,800       1,507,716  

 

40


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

SBA COMMUNICATIONS CORP

    8,650       2,440,425  

SIMON PROPERTY GROUP INC

    35,940       3,064,963  

SL GREEN REALTY CORP

    7,086       422,184  

STORE CAPITAL CORP

    74,170       2,520,297  

SUN COMMUNITIES INC

    23,580       3,582,981  

UDR INC

    192,940       7,414,684  

VENTAS INC

    51,075       2,504,718  

VEREIT INC

    129,851       4,907,077  

VORNADO REALTY TRUST

    22,100       825,214  

WEINGARTEN REALTY INVESTORS

    81,820       1,773,039  

WELLTOWER INC

    116,160       7,506,259  

WEYERHAEUSER CO

    78,913       2,645,953  

XENIA HOTELS & RESORTS INC

    132,409       2,012,617  

Total Real Estate Investment Trusts

          $ 243,870,690  

Commodities

   

GOLD BARS

    53     $ 9,960,715  

PLATINUM BARS

    10       537,315  

SILVER BARS

    68       9,056,596  

Total Commodities

          $ 19,554,626   

Derivative Assets

   

90DAY EURO$ FUT (CME) JUN 22 CALL JUN 22 099.750 ED 06/13/2

    7     $ 1,969  

90DAY EURO$ FUTURE MAR 22 CALL MAR 22 099.750 ED 031422

    3       788  

ATARA BIOTHERAPEUTICS INC TRS

    580       1,841  

AUSTRALIAN 10YR BOND FUT (SFE) EXP MAR 21

    1,590,555        

B&M EUROPEAN VALUE RETAIL SA TRS

    272,324       327,713  

BRENT CRUDE FUTURE (ICE) EXP APR 21

    155,463        

BRENT CRUDE FUTURE (ICE) EXP APR 22

    301,926        

BRENT CRUDE FUTURE (ICE) EXP DEC 21

    2,791,305            

BRENT CRUDE FUTURE (ICE) EXP DEC 22

    746,865        

BRENT CRUDE FUTURE (ICE) EXP DEC 23

    296,706        

BRENT CRUDE FUTURE (ICE) EXP JUN 21

    2,738,033        

BRENT CRUDE FUTURE (ICE) EXP JUN 22

    150,513        

BRENT CRUDE FUTURE (ICE) EXP JUN 23

    894,438        

BRENT CRUDE FUTURE (ICE) EXP MAR 21

    777,015        

BRENT CRUDE FUTURE (ICE) EXP MAR 22

    806,576        

CA CARBON ALLOW FUTURE (IFE) EXP DEC 21

    999,594        

CANADA 10YR BOND FUTURE (MSE) EXP MAR 21

    2,691,781        

CASIO COMPUTER TRS

    18,201        

CCP CDX. BP UL CDX.NA.HY.35 V1 PAY 500BPS 2025 DEC 20

    100,000        

CCP CDX. BP UL CDX.NA.IG.34 CM PAY 100BPS 2030 JUN 20

    10,400,000       5,065  

CCP CDX. BP UL CDX.NA.IG.35 CM PAY 100BPS 2030 DEC 20

    4,400,000        

CCP CDX. BP UL ITRAXX EUROPE S PAY 100BPS 2029 DEC 20

    100,000        

CCP CDX. BP UL ITRAXX EUROPE S PAY 100BPS 2029 JUN 20

    4,600,000        

CCP IFS. P UK RPI ALL ITEMS NS REC 3.0% 2050 NOV 15

    200,000       10,603  

CCP IFS. P UK RPI ALL ITEMS NS REC 3.4% 2030 NOV 15

    280,000       1,775  

CCP IFS. P UK RPI ALL ITEMS NS REC 3.05% 2050 NOV 15

    200,000       6,102  

CCP IFS. P UK RPI ALL ITEMS NS REC 3.26% 2025 FEB 15

    4,400,000       17,476  

CCP IFS. P UK RPI ALL ITEMS NS REC 3.33% 2025 AUG 15

    400,000       1,429  

CCP IFS. P UK RPI ALL ITEMS NS REC 3.36% 2025 NOV 15

    200,000       636  

CCP IFS. P UK RPI ALL ITEMS NS REC 3.45% 2030 NOV 15

    280,000       557  

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.22% 2040 NOV 15

    240,000        

 

41


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.27% 2040 NOV 15

    240,000        

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.39% 2030 JAN 15

    100,000        

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.44% 2030 FEB 15

    100,000        

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.45% 2030 FEB 15

    2,700,000       2,252  

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.47% 2030 NOV 15

    200,000       99  

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.48% 2030 AUG 15

    400,000       258  

CCP IRS P US0003M INDEX (OTC) PUT AUG 21 001.752 ED 08/23/21

    300,000       7,966  

CCP IRS P US0003M INDEX 083151 PUT AUG 21 001.7325 ED 082621

    400,000       11,227  

CCP IRS P US0003M INDEX PUT SEP 21 002.175 ED 091521

    300,000       3,164  

CCP IRS P US0003M R 1.249% 2024 AUG 31

    2,800,000       41,399  

CCP IRS R 1.306% P US0003M CALL OCT 21 001.306 ED 102921

    100,000       4,768  

CCP IRS R 1.5% P CDOR 3M 2022 JUNE 17 LCH

    400,000       2,341  

CCP IRS R 2.3% P US0003M LCH PUT DEC 21 000.023 ED 122121

    400,000       4,688  

CCP IRS R US0003M P US0001M 2022 APR 26

    5,500,000        

CCP IRS R US0003M P US0001M 2023 APR 27

    2,900,000        

CCP IRS R USD-LIBOR-BBA 3M P US0001M+8.5 2022 JUN 19

    6,000,000        

CCP IRS. P CAD-BA-CDOR 3M CME REC 1.5% 2025 JUN 17

    1,000,000       12,994  

CCP IRS. P CAD-BA-CDOR 3M CME REC 1.5% 2030 JUN 17

    3,000,000       35,969  

CCP IRS. P CAD-BA-CDOR 3M CME REC 1.9% 2029 DEC 18

    4,200,000       110,244   

CCP IRS. P CAD-BA-CDOR 3M CME REC 2.5% 2029 JUN 19

    1,200,000       54,441  

CCP IRS. P CAD-BA-CDOR 3M CME REC 1.22% 2025 MAR 03

    2,800,000       22,702  

CCP IRS. P CAD-BA-CDOR 3M CME REC 1.27% 2022 MAR 03

    1,400,000       5,156  

CCP IRS. P CAD-BA-CDOR 3M CME REC 1.71% 2029 OCT 02

    1,000,000       19,881  

CCP IRS. P CAD-BA-CDOR 3M CME REC 2.56% 2049 MAR 07

    200,000       16,930  

CCP IRS. P CAD-BA-CDOR 3M CME REC 2.75% 2048 DEC 18

    1,000,000       101,216  

CCP IRS. P CHF-LIBOR-BBA 6M CM REC -0.5% 2025 SEP 16

    3,600,000       7,228  

CCP IRS. P EUR-EURIBOR-REUTERS REC -0.5% 2026 JUN 16

    1,600,000        

CCP IRS. P EUR-EURIBOR-REUTERS REC 1.31% 2029 JUN 19

    1,400,000       67,358  

CCP IRS. P EUR-EURIBOR-REUTERS REC -0.25% 2031 JUN 16

    3,300,000        

CCP IRS. P JPY-LIBOR-BBA 6M CM REC 0.5% 2049 JUN 19

    140,000,000       21,996  

CCP IRS. P SEK-STIBOR-SIDE 3M REC 1.0% 2029 JUN 19

    1,600,000       5,677  

CCP IRS. P USD-LIBOR-BBA 1M CM R USD-LIBOR-BBA 3M 2022 MAR 18

    15,200,000        

CCP IRS. P USD-LIBOR-BBA 3M CM REC 0.4% 2028 JAN 15

    3,100,000        

CCP IRS. P USD-LIBOR-BBA 3M CM REC 1.0% 2025 DEC 16

    3,600,000       51,469  

CCP IRS. P USD-LIBOR-BBA 3M CM REC 2.5% 2024 DEC 18

    1,400,000       60,241  

CCP IRS. P USD-LIBOR-BBA 3M CM REC 0.75% 2022 DEC 16

    3,200,000       17,589  

CCP IRS. P USD-LIBOR-BBA 3M CM REC 1.75% 2023 DEC 21

    2,800,000       63,163  

CCP IRS. P ZAR-JIBAR-SAFEX 3M REC 7.25% 2023 JUN 20

    5,000,000       14,201  

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.0% 2051 JUN 16

    1,400,000        

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.0% 2051 MAR 17

    500,000        

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.05% 2050 MAY 27

    100,000       69  

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.45% 2035 DEC 15

    200,000        

CCP IRS. R EUR-EURIBOR-REUTERS PAY -0.5% 2023 JUN 16

    9,200,000        

CCP IRS. R EUR-EURIBOR-REUTERS PAY -0.25% 2031 MAR 17

    600,000       79  

CCP IRS. R JPY-LIBOR-BBA 6M CM PAY 0.3% 2022 DEC 16

    400,000,000        

CCP IRS. R JPY-LIBOR-BBA 6M CM PAY 0.4% 2039 JUN 19

    100,000,000            

CCP IRS. R JPY-LIBOR-BBA 6M CM PAY -0.17% 2022 JUN 17

    500,000,000       4,171  

CCP IRS. R NZD-BBR-FRA 3M CME PAY 0.5% 2025 DEC 16

    100,000       63  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 0.4% 2026 MAR 30

    10,400,000       16,865  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.0% 2030 DEC 16

    3,700,000        

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.3% 2024 AUG 25

    1,050,000        

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.5% 2029 DEC 18

    500,000        

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 2.0% 2030 JAN 15

    1,600,000        

 

42


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 3.0% 2024 JUN 19

    1,100,000        

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 0.75% 2031 JUN 16

    600,000       6,987  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 0.75% 2031 MAR 30

    13,800,000       139,047  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.15% 2051 MAR 30

    600,000       20,494  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.25% 2041 JUN 09

    600,000       5,441  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.25% 2050 DEC 16

    400,000       7,930  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.31% 2023 AUG 21

    1,300,000        

CCP OIS. P STERLING OVERNIGHT REC 0.0% 2023 JUN 16

    8,000,000       7,740  

CCP OIS. P STERLING OVERNIGHT REC 0.0% 2026 JUN 16

    500,000        

CCP OIS. P STERLING OVERNIGHT REC 0.25% 2031 MAR 17

    200,000       1,173  

CCP OIS. P STERLING OVERNIGHT REC 0.25% 2051 MAR 17

    100,000        

CCP OIS. R STERLING OVERNIGHT PAY 0.25% 2031 JUN 16

    300,000        

CCP ZCS. P BRL-CDI 1D CME REC 3.3% 2022 JAN 03

    82,400,000       33,954  

CCP ZCS. P BRL-CDI 1D CME REC 8.88% 2021 JAN 04

    100,000        

CCP ZCS. R BRL-CDI 1D CME PAY 2.85% 2022 JAN 03

    2,900,000        

CCP ZCS. R BRL-CDI 1D CME PAY 2.87% 2022 JAN 03

    11,700,000        

CCP ZCS. R BRL-CDI 1D CME PAY 2.89% 2022 JAN 03

    3,400,000        

CCP ZCS. R BRL-CDI 1D CME PAY 3.36% 2022 JAN 03

    2,700,000        

CCS AUD R US3ML +29.75 MYC 2030 OCT 14

    200,000       159,073  

CCS AUD R US3ML/AUD3MBBSW+42.2 P 2029 AUG 27

    700,000       544,722  

CCS AUD R US3ML-AUD3MBBSW+29 2031 JAN 04

    700,000       6,064  

CCS R US3ML-AUD3MBBSW+42 2029 JUL 31

    800,000       622,568   

CDS BP CMZB P 1% 2022 JUN 20

    200,000        

CDS BP UL JAPAN P 100BPS 2022 JUN 20

    1,300,000            

CDS BP UL PEOPLE’S REPUBLIC O P 100BPS 2023 JUN 20

    400,000        

CDS BP UL REPUBLIC OF KOREA P 100BPS 2023 JUN 20

    1,000,000        

CDS. SP UL REPUBLIC OF ITALY R 100BPS 2025 JUN 20

    600,000       1,309  

CELLTRION INC TRS

    3,231        

CHICAGO ETHANOL S FUTURE (NYM) EXP FEB 21

    191,838        

CHICAGO ETHANOL S FUTURE (NYM) EXP MAR 21

    129,152        

CHINA EVERGRANDE GROUP TRS

    488,360       3,265  

COCOA FUTURE (NYB) EXP MAR 21

    52,062        

COFFEE ‘C’ FUTURE (NYB) EXP JUL 21

    49,445        

COFFEE ‘C’ FUTURE (NYB) EXP MAR 21

    96,190        

COM FWD EURMARG3 1Q21 BPS 2021 MAR 31

    3,900        

COM FWD EURMARG3 CAL21 3.45 MYC 2021 DEC 31

    1,200       1,002  

COM FWD EURMARG3 CAL21 3.47 MYC 2021 DEC 31

    2,400       1,981  

COM FWD EURMARG3 CAL21 6.12BPS 2021 DEC 31

    600        

COM FWD EURMARG3 CAL21 6.35

    1,560        

COM FWD EURMARG3 CAL213.1 MAC 2021 DEC 31

    2,400       2,424  

COM FWD EUROBOBCO CAL21 12-31 BPS 2021 DEC 31

    1,200        

COM FWD EUROBOBCO CAL21 4.95 2021 DEC 21

    4,800       345  

COM FWD EUROBOBCO CAL21 4.97 2021 DEC 31

    2,400       148  

COM FWD EUROBOBCO CAL21 7.70 2021 DEC 31

    2,460        

COM FWD EUROBOBCO CAL21 MYC 2021 DEC 31

    2,400        

COM FWD EUROBOBCOCAL21 BPS 2021 DEC 31

    2,400       1,143  

COM FWD GOLDLNPM 1875.304 2021 JAN 28

    200       1,452  

COM FWD GOLDLNPM 1892.335 BPS 2021 FEB 01

    100        

COM FWD HOBR CAL21 14.10BPS 2021 DEC 31

    1,200        

COM FWD KWH1 484.25 MAC 2021 FEB 19

    40,000       23,390  

COM FWD LLSCO CAL2 -1.25 MYC 2021 DEC 31

    1,200        

COM FWD LLSCO CAL21 -1.25 MYC 2021 DEC 31

    1,200        

COM FWD LLSCO CAL21 -1.7 JPM 2021 DEC 31

    4,800       1,481  

 

43


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

COM FWD LLSCO CAL22 -2.1 MYC 2022 DEC 31

    4,800       666  

COM FWD LLSCO CAL22 -2.5 2022 DEC 31

    2,400       812  

COM FWD LLSCO CAL22 -2.8 2022 DEC 31

    2,400       1,170  

COM FWD MEHCO CAL21-3.25 MAC 2021 DEC 31

    2,400       1,978  

COM FWD MEHCO CAL22 - 2.82 JPM 2022 DEC 31

    7,200       2,244  

COM FWD MEHCO CALL22 -2.3 MAC 2022 DEC 31

    2,400       126  

COM FWD MEHMIDCAL20-21 CBK 2021 DEC 31

    4,400        

COM FWD MEHMIDCAL21 1.10 MAC 2021 DEC 31

    1,100        

COM FWD ULSDCO CAL21 9.17 2021 DEC 31

    1,200        

COM FWD ULSDCO CAL21 MYC 2021 DEC 31

    4,800       4,023  

COM FWD W H1 553.875 JPM 2021 FEB 19

    20,000        

COM FWD W H1 558.375 JPM 2021 FEB 19

    110,000        

COM FWD W H1 607.85 JPM 2021 FEB 19

    5,000        

COM SWAP R SPGCESP (RRE) CME 2021 MAR 31

    2,002       18,862,144  

COM UL EUROBOBCO INDEX P 0% 31 BPS 2021 DEC 31

    2,400        

COMMIT TO PUR FNMA SF MT (OTC) PUT JAN 21 101.671875 01/07/21

    100,000        

COMMIT TO PUR FNMA SF MTG 2.000% 02/01/51 DD 02/01/21

    1,400,000       51,850  

COMMIT TO PUR FNMA SF MTG 2.000% 03/01/51 DD 03/01/21

    13,500,000       477,786  

COMMIT TO PUR FNMA SF MTG 2.500% 02/01/51 DD 02/01/21

    1,500,000       78,581  

COMMIT TO PUR FNMA SF MTG 2.500% 03/01/51 DD 03/01/21

    1,600,000       81,439  

COMMIT TO PUR FNMA SF MTG 2.500% 12/01/50 DD 12/01/20

    8,800,000       484,583  

COMMIT TO PUR FNMA SF MTG 3.000% 02/01/51 DD 02/01/21

    100,000       4,863  

COMMIT TO PUR FNMA SF MTG 3.500% 02/01/51 DD 02/01/21

    3,900,000       228,059  

COMMIT TO PUR FNMA SF MTG 4.000% 02/01/51 DD 02/01/21

    16,600,000       1,153,409   

COMMIT TO PUR GNMA II JUMBOS 2.000% 03/20/51 DD 03/01/21

    1,000,000           42,422  

COMMIT TO PUR GNMA II JUMBOS PUTJAN 21 103.3671875 ED011421

    100,000        

COMMONWEALTH BANK OF AUSTRAL TRS

    14,841        

CON FWD W H1 562.125 JPM 2021 FEB 19

    110,000        

COPPER FUTURE (CMX) EXP MAR 21

    263,928        

CORN FUTURE (CBT) EXP JUL 21

    72,041        

CORN FUTURE (CBT) EXP MAR 21

    387,216        

CORN FUTURE (CBT) EXP MAY 21

    169,145        

COTTON NO.2 FUTURE (NYB) EXP JUL 21

    39,586        

COTTON NO.2 FUTURE (NYB) EXP MAR 21

    39,061        

CSL LTD TRS

    15,420       74,366  

EURO-BOBL FUTURE (EUX) EXP MAR 21

    3,308,010        

EURO-BTP FUTURE (EUX) EXP MAR 21

    7,439,713        

EURO-BUND FUTURE (EUX) EXP MAR 21

    3,042,934        

EURO-BUXL 30Y BND FUTURE (EUX) EXP MAR 21

    1,377,967        

EURO-OAT FUTURE (EUX) EXP MAR 21

    1,232,317        

EURO-SCHATZ FUT (EUX) MAR 21 CALL MAR 21 115.000 ED 021921

    20       122  

EURO-SCHATZ FUTURE (EUX) EXP MAR 21

    13,462,757        

FORTESCUE METALS GROUP LTD TRS

    44,939        

FRENCH REPUBLIC GOVERNMEN PUT MAY 25 97.000 ED 05/23/25

    200,000       14,716  

FUJITSU LTD TRS

    2,500        

GAS OIL FUTURE (ICE) EXP MAR 22

    350,008        

GASOLINE RBOB FUTURE (NYM) EXP JUN 21

    193,287        

GASOLINE RBOB FUTURE (NYM) EXP MAR 21

    356,687        

GENIUS ELECTRONIC OPTICAL TRS

    27,574        

GENIUS TRS

    37,048        

GOLD 100 OZ FUTURE (CMX) EXP FEB 21

    10,612,616        

GOLD 100 OZ FUTURE (CMX) EXP JAN 21

    189,311        

GRIFOLS S.A. TRS

    47,442       97,688  

 

44


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

HAMMERSON REIT ORD TRS

    1,703,398           83,605   

HARGREAVES LANSDOWN PLC TRS

    58,700       61,938  

HARMONIC DRIVE SYSTEMS INC TRS

    18,050        

HENRY HB LD1 (IFE) EXP APR 22

    6,006        

HENRY HB LD1 (IFE) EXP DEC 21

    7,351        

HENRY HB LD1 (IFE) EXP FEB 22

    14,062        

HENRY HB LD1 (IFE) EXP MAY 22

    5,911        

HENRY HB LD1 FUTURE (IFE) EXP DEC 22

    6,704        

HENRY HB LD1 FUTURE (IFE) EXP NOV 22

    6,314        

HENRY HUB LD1 FUT (IFE) EXP AUG 22

    6,101        

HENRY HUB LD1 FUT (IFE) EXP JUL 22

    6,079        

HENRY HUB LD1 FUT (IFE) EXP JUN 22

    5,986        

HENRY HUB LD1 FUT (IFE) EXP OCT 22

    6,109        

HENRY HUB LD1 FUT (IFE) EXP SEP 22

    6,054        

HSTN V. WTI TRD M FUTURE (NYM) EXP APR 21

    1,481        

HSTN V. WTI TRD M FUTURE (NYM) EXP AUG 21

    1,401        

HSTN V. WTI TRD M FUTURE (NYM) EXP DEC 21

    1,251        

HSTN V. WTI TRD M FUTURE (NYM) EXP FEB 21

    1,651        

HSTN V. WTI TRD M FUTURE (NYM) EXP JUL 21

    1,401        

HSTN V. WTI TRD M FUTURE (NYM) EXP JUN 21

    1,431        

HSTN V. WTI TRD M FUTURE (NYM) EXP MAR 21

    1,551        

HSTN V. WTI TRD M FUTURE (NYM) EXP MAY 21

    1,451        

HSTN V. WTI TRD M FUTURE (NYM) EXP NOV 21

    1,301        

HSTN V. WTI TRD M FUTURE (NYM) EXP OCT 21

    1,351        

HSTN V. WTI TRD M FUTURE (NYM) EXP SEP 21

    1,401        

ICE ECX EMISSION (ICE) EXP MAR 21

    79,753        

INDORAMA VENTURES PCL-NVDR TRS

    977,099        

IRON ORE 62% (SGX) EXP MAR 21

    153,360        

IRS R 1.306% P US0003M PUT OCT 21 001.306 ED 102921

    100,000       8,269  

IRS R 1.37% P US0003M CALL OCT 21 001.370 ED 102521

    100,000       5,438  

IRS R 1.37% P US0003M PUT OCT 21 001.370 ED 102521

    100,000       7,304  

JAPAN POST BANK CO LTD TRS

    308,786       91,121  

JPN 10Y BOND FUTURE (OSE) EXP MAR 21

    1,470,678        

KC HRW WHEAT FUTURE (CBT) EXP JUL 21

    30,364        

KC HRW WHEAT FUTURE (CBT) EXP MAR 21

    452,640        

KC HRW WHEAT FUTURE (CBT) EXP MAY 21

    242,508        

KERING TRS

    932       8,535  

KLEPIERRE TRS

    73,548        

LAND SECURITIES GROUP PLC TRS

    39,700        

LARGAN PRECISION CO LTD TRS

    17,704        

LEAN HOGS FUTURE (CME) EXP APR 21

    144,505        

LIVE CATTLE FUTURE (CME) EXP APR 21

    47,701        

LONG GILT FUTURE (ICF) EXP MAR 21

    1,852,774        

LOW SU GASOIL G FUTURE (ICE) EXP DEC 21

    1,215,228        

LOW SU GASOIL G FUTURE (ICE) EXP JUN 21

    171,404        

LOW SU GASOIL G FUTURE (ICE) EXP JUN 22

    175,304        

LOW SU GASOIL G FUTURE (ICE) EXP SEP 21

    346,408        

MEDIATEK INC TRS

    155,860       206,273  

NATURAL GAS FUTURE (NYM) EXP APR 21

    177,667        

NATURAL GAS FUTURE (NYM) EXP FEB 21

    76,173        

NATURAL GAS FUTURE (NYM) EXP MAR 21

    479,959        

NATURAL GAS FUTURE (NYM) EXP MAY 21

    459,918        

NATURAL GAS FUTURE (NYM) EXP OCT 21

    246,699        

 

45


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

NICKEL FUTURE (LME) EXP MAR 21

    99,649        

NIPPON PAPER INDUSTRIES CO L TRS

    35,024       49,241  

NY HARB ULSD FUTURE (NYM) EXP JUN 21

    62,602        

PEARSON PLC TRS

    49,317        

PEPTIDREAM INC TRS

    34,333        

PLATINUM FUTURE (NYM) EXP APR 21

    647,532        

PLATINUM FUTURE (NYM) EXP JAN 21

    268,855        

PRI ALUMINUM FUTURE (LME) EXP MAR 21

    98,877        

ROLLS-ROYCE HOLDINGS PLC TRS

    3,029,219       1,252,843   

SAFRAN SA TRS

    30,890       2,549  

SILVER FUTURE (CMX) EXP MAR 21

    8,716,026        

SILVER FUTURE (CMX) EXP MAY 21

    264,732        

SOYBEAN FUTURE (CBT) EXP MAR 21

    196,653        

SOYBEAN MEAL FUTURE (CBT) EXP JUL 21

    41,951        

SOYBEAN MEAL FUTURE (CBT) EXP MAR 21

    386,469        

SOYBEAN OIL FUTURE (CBT) EXP JUL 21

    49,130        

SOYBEAN OIL FUTURE (CBT) EXP MAR 21

    25,441        

SUGAR #11 (WORLD) FUTURE EXP JUL 21

    47,681        

SUGAR #11 (WORLD) FUTURE EXP MAR 21

    138,798        

SUGAR #11 (WORLD) FUTURE EXP MAY 21

    49,328        

TRS EL CB BCKTBC11 INDEX P 0 12 BPS 2021 FEB 16

    6,308,518       614  

TRS EL CIBZC17F INDEX P 0 2021 FEB 16

    664,748       26,735  

TRS EL IBOXIG INDX 3ML +352.45BPS 2021 MAR 22

    2,800,000        

TRS EL IBOXIG INDX R US0003M 2021 MAR 22

    3,600,000        

TRS EL MQCP235E INDEX P 0 2021 FEB 16

    662,651       24,915  

TRS EL SPGCESTR INDEX P TBILDI3M 16 BPS 2021 FEB 16

    25,882,253           532,101  

TRS EL SPGCESTR INDEX P TBILDI3M 17 BPS 2021 FEB 16

    18,553,528       363,045  

TRS FL CB BCKTBC11 INDEX P 0 12 BPS 2021 FEB 16

    51,587        

TRS FL CIBZC17F INDEX P 0 2021 FEB 16

    7,130        

TRS FL JMABFNJ2 INDEX P 0 2021 DEC 31

    471,648        

TRS FL JPMABFNJ2 P 0% 2020 DEC 31

    622,557       7,945  

TRS FL MQCP235E INDEX P 0 2021 FEB 16

    7,125        

TRS FL SPGCESTR INDEX P TBILDI3M 16 BPS 2021 FEB 16

    69,743        

TRS FL SPGCESTR INDEX P TBILDI3M 17 BPS 2021 FEB 16

    46,879        

US 10YR NOTE FUTURE (CBT) EXP MAR 21

    8,698,986        

US 10YR ULTRA FUTURE (CBT) EXP MAR 21

    1,407,243        

US 2YR TREAS NTS FUT (CBT) EXP MAR 21

    45,300,400        

US 5YR NOTE FUTURE (CBT) EXP MAR 21

    19,555,585        

US LONG BOND FUTURE (CBT) EXP MAR 21

    3,810,147        

US ULTRA BOND FUTURE (CBT) EXP MAR 21

    2,562,763        

VARS GOLDLNOM 0.051529 UAG 2022 DEC 05

    176,208        

VARS GOLDLNPM BPS 2021 MAY 13

    269,058       1,840  

WHEAT FUTURE (CBT) EXP MAR 21

    512,416        

WHEAT FUTURE (CBT) EXP MAY 21

    63,952        

WHITE SUGAR FUTURE (ICE) EXP MAR 21

    105,230        

WHITE SUGAR FUTURE (ICE) EXP MAY 21

    82,464        

WTI CRUDE FUTURE (ICE) EXP DEC 21

    238,405        

WTI CRUDE FUTURE (ICE) EXP DEC 22

    231,205        

WTI CRUDE FUTURE (ICE) EXP JUN 21

    97,262        

WTI CRUDE FUTURE (ICE) EXP MAR 21

    48,631        

WTI CRUDE FUTURE (NYM) EXP APR 21

    97,382        

WTI CRUDE FUTURE (NYM) EXP AUG 21

    193,484        

WTI CRUDE FUTURE (NYM) EXP DEC 21

    1,430,430        

 

46


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

WTI CRUDE FUTURE (NYM) EXP DEC 22

    1,156,025        

WTI CRUDE FUTURE (NYM) EXP DEC 23

    45,411        

WTI CRUDE FUTURE (NYM) EXP FEB 21

    388,168        

WTI CRUDE FUTURE (NYM) EXP JAN 22

    332,437        

WTI CRUDE FUTURE (NYM) EXP JUN 21

    1,069,882            

WTI CRUDE FUTURE (NYM) EXP JUN 22

    1,824,069        

WTI CRUDE FUTURE (NYM) EXP JUN 23

    503,261        

WTI CRUDE FUTURE (NYM) EXP MAR 21

    243,155        

WTI CRUDE FUTURE (NYM) EXP MAR 22

    94,302        

WTI CRUDE FUTURE (NYM) EXP MAY 21

    340,837        

WTI CRUDE FUTURE (NYM) EXP SEP 21

    963,820        

WTI CRUDE FUTURE (NYM) EXP SEP 22

    92,882        

WTI MIDLVSWTI TM FUTURE (NYM) EXP APR 21

    931        

WTI MIDLVSWTI TM FUTURE (NYM) EXP AUG 21

    781        

WTI MIDLVSWTI TM FUTURE (NYM) EXP DEC 21

    651        

WTI MIDLVSWTI TM FUTURE (NYM) EXP FEB 21

    1,051        

WTI MIDLVSWTI TM FUTURE (NYM) EXP JUL 21

    781        

WTI MIDLVSWTI TM FUTURE (NYM) EXP JUN 21

    831        

WTI MIDLVSWTI TM FUTURE (NYM) EXP MAR 21

    981        

WTI MIDLVSWTI TM FUTURE (NYM) EXP MAY 21

    881        

WTI MIDLVSWTI TM FUTURE (NYM) EXP NOV 21

    681        

WTI MIDLVSWTI TM FUTURE (NYM) EXP OCT 21

    701        

WTI MIDLVSWTI TM FUTURE (NYM) EXP SEP 21

    781        

ZINC FUTURE (LME) EXP MAR 21

    137,469        

Total Derivative Assets

          $ 27,154,309  

Total Investment Assets (at fair value)

          $ 9,274,386,160   

Separately Managed Accounts

   

Common Stock Liabilities

   

3D SYSTEMS CORP

    13,346     $ (139,866

ARISTA NETWORKS INC

    2,235       (649,424

AT&T INC

    10,926       (314,232

BANDWIDTH INC

    1,421       (218,365

BLACKBERRY LTD

    69,583       (461,335

BROOKFIELD PROPERTY PARTNERS L

    17,760       (256,987

CAMPBELL SOUP CO

    6,721       (324,960

CENTURYLINK INC

    78,249       (762,928

CINEMARK HOLDINGS INC

    11,883       (206,883

CORECIVIC INC

    61,912       (405,524

CREDIT ACCEPTANCE CORP

    2,599       (899,618

DEUTSCHE BANK AG

    60,217       (658,865

DISCOVERY INC

    17,456       (525,251

DISH NETWORK CORP

    24,401       (789,128

FASTLY INC

    1,852       (161,809

FOX CORP

    16,467       (479,519

GAMESTOP CORP

    103,912       (1,957,702

H & M HENNES & MAURITZ AB

    54,572       (1,142,932

IROBOT CORP

    11,470       (920,926

J M SMUCKER CO/THE

    5,700       (658,920

KELLOGG CO

    9,841       (612,405

KROGER CO/THE

    20,216       (642,060

 

47


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    Current Value  

MACOM TECHNOLOGY SOLUTIONS HOL

    8,003       (440,485

MACY’S INC

    23,705       (266,681

MANHATTAN ASSOCIATES INC

    8,244       (867,104

MIDDLEBY CORP/THE

    4,662       (601,025

MOWI ASA

    62,416       (1,392,376

MYRIAD GENETICS INC

    33,831           (669,008

NEW YORK TIMES CO/THE

    29,964       (1,551,236

PROTO LABS INC

    8,501       (1,304,053

RACKSPACE TECHNOLOGY INC

    41,084       (783,061

SKYWORKS SOLUTIONS INC

    7,071       (1,081,014

SONOVA HOLDING AG

    2,927       (761,593

TELADOC HEALTH INC

    1,776       (355,129

UMICORE SA

    34,622       (1,664,393

UNITED RENTALS INC

    4,994       (1,158,159

VIACOMCBS INC

    50,368       (1,876,712

WADDELL & REED FINANCIAL INC

    11,340       (288,830

WALT DISNEY CO/THE

    1,836       (332,646

WATERS CORP

    2,733       (676,199

XP INC

    15,387       (610,402

ZSCALER INC

    973       (194,318

Total Common Stock Liabilities

          $ (30,064,063 )  

Mutual Funds Liabilities

   

SPDR S&P BIOTECH ETF

    11,335     $ (1,595,741

Total Mutual Funds Liabilities

          $ (1,595,741

Real Estate Investment Trusts Liabilities

   

GEO GROUP INC/THE

    84,598     $ (749,538

MACERICH CO/THE

    34,771       (371,007

UNIBAIL-RODAMCO-WESTFIELD

    21,044       (1,662,831

Total Real Estate Investment Trusts Liabilities

          $ (2,783,376

Derivative Liabilities

   

ADOBE INC CALL FEB 21 555.000 ED 021921

    3     $ (1,253

ADOBE INC CALL JAN 21 525.000 ED 012221

    3       (1,223

ADOBE INC CALL JAN 21 530.000 ED 011521

    3       (534

ALPHABET INC CALL JAN 21 1930.000 ED 011521

    1       (130

ALPHABET INC PUT JAN 21 1695.000 ED 011521

    1       (1,730

AMERICAN EXPRESS CO (OTC) CALL JAN 21 132.500 ED 011521

    12       (1,944

AMERICAN EXPRESS CO (OTC) PUT JAN 21 107.500 ED 011521

    15       (2,430

AMERICAN EXPRESS CO CALL JAN 21 135.000 ED 011521

    12       (174

APPLIED MATERIALS INC CALL JAN 21 090.000 ED 011521

    17       (1,819

APPLIED MATERIALS INC CALL JAN 21 093.000 ED 011521

    16       (816

APPLIED MATERIALS INC CALL JAN 21 097.500 ED 011521

    16       (280

APPLIED MATERIALS INC PUT JAN 21 075.000 ED 01/15/21

    42       (1,176

BLACKSTONE GROUP INC/THE CALL JAN 21 067.500 ED 011521

    22       (814

BRENT CRUDE FUT (ICE) MAR 21 CALL MAR 21 051.000 ED 012621

    12       (27,600

BRENT CRUDE FUT (ICE) MAR 21 CALL MAR 21 054.000 ED 012621

    12       (11,880

CASIO COMPUTER TRS

    18,201       (27,837

CCP CDX. BP UL CDX.NA.HY.35 V1 PAY 500BPS 2025 DEC 20

    100,000       (9,313

CCP CDX. BP UL CDX.NA.IG.35 CM PAY 100BPS 2030 DEC 20

    4,400,000       (36,885

CCP CDX. BP UL ITRAXX EUROPE S PAY 100BPS 2029 DEC 20

    100,000       (1,269

CCP CDX. BP UL ITRAXX EUROPE S PAY 100BPS 2029 JUN 20

    4,600,000       (80,581

 

48


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
     Current Value  

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.22% 2040 NOV 15

    240,000        (12,643

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.27% 2040 NOV 15

    240,000        (6,427

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.39% 2030 JAN 15

    100,000        (348

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.44% 2030 FEB 15

    100,000        (65

CCP IFS. R UK RPI ALL ITEMS NS PAY 3.45% 2030 FEB 15

    700,000        (1,217

CCP IRS P US0003M INDEX (OTC) PUT AUG 21 001.448 ED 08/23/21

    2,500,000        (41

CCP IRS P US0003M INDEX 083124 PUT AUG 21 001.399 ED 082621

    3,300,000        (66

CCP IRS P US0003M INDEX PUT SEP 21 001.880 ED 091521

    2,500,000        (20

CCP IRS R 2.02% P US0003M LCH PUT DEC 21 000.020 ED 122121

    3,300,000        (58

CCP IRS R US0003M P US0001M 2022 APR 26

    5,500,000        (2,015

CCP IRS R US0003M P US0001M 2023 APR 27

    2,900,000        (752

CCP IRS R USD-LIBOR-BBA 3M P US0001M+8.5 2022 JUN 19

    6,000,000        (2,600

CCP IRS. P EUR-EURIBOR-REUTERS REC -0.5% 2026 JUN 16

    1,600,000        (6,858

CCP IRS. P EUR-EURIBOR-REUTERS REC -0.25% 2031 JUN 16

    3,300,000        (8,384

CCP IRS. P USD-LIBOR-BBA 1M CM R USD-LIBOR-BBA 3M 2022 MAR 18

    15,200,000        (5,987

CCP IRS. P USD-LIBOR-BBA 3M CM REC 0.4% 2028 JAN 15

    3,100,000        (56,973

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.0% 2051 JUN 16

    1,400,000        (10,256

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.0% 2051 MAR 17

    500,000        (4,129

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.45% 2035 DEC 15

    200,000        (19,910

CCP IRS. R EUR-EURIBOR-REUTERS PAY -0.5% 2023 JUN 16

    9,200,000        (4,089

CCP IRS. R JPY-LIBOR-BBA 6M CM PAY 0.3% 2022 DEC 16

    400,000,000        (26,629

CCP IRS. R JPY-LIBOR-BBA 6M CM PAY 0.4% 2039 JUN 19

    100,000,000        (27,559

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.0% 2030 DEC 16

    3,700,000        (28,932

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.3% 2024 AUG 25

    1,050,000        (31,049

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.5% 2029 DEC 18

    500,000        (28,379

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 2.0% 2030 JAN 15

    1,600,000        (163,299

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 3.0% 2024 JUN 19

    1,100,000        (103,853

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.31% 2023 AUG 21

    1,300,000        (37,643

CCP OIS. P STERLING OVERNIGHT REC 0.0% 2026 JUN 16

    500,000        (197

CCP OIS. P STERLING OVERNIGHT REC 0.25% 2051 MAR 17

    100,000        (2,167

CCP OIS. R STERLING OVERNIGHT PAY 0.25% 2031 JUN 16

    300,000        (3,060

CCP ZCS. P BRL-CDI 1D CME REC 8.88% 2021 JAN 04

    100,000        (1

CCP ZCS. R BRL-CDI 1D CME PAY 2.85% 2022 JAN 03

    2,900,000        (74

CCP ZCS. R BRL-CDI 1D CME PAY 2.87% 2022 JAN 03

    11,700,000        (419

CCP ZCS. R BRL-CDI 1D CME PAY 2.89% 2022 JAN 03

    3,400,000        (241

CCP ZCS. R BRL-CDI 1D CME PAY 3.36% 2022 JAN 03

    2,700,000        (2,522

CCS USD P US3ML MYC +29.75 MYC 2030 OCT 14

    143,680        (150,490

CCS USD P US3ML-AUD3MBBSW+29 2031 JAN 04

    527,380        (6,087

CCS USD P US3ML-AUD3MBBSW+42 2029 JUL 31

    552,000        (552,000

CDS BP CMZB P 1% 2022 JUN 20

    200,000        (1,984

CDS BP UL JAPAN P 100BPS 2022 JUN 20

    1,300,000        (18,575

CDS BP UL PEOPLE’S REPUBLIC O P 100BPS 2023 JUN 20

    400,000        (8,907

CDS BP UL REPUBLIC OF KOREA P 100BPS 2023 JUN 20

    1,000,000        (21,720

CDX SP CDX.NA.IG.34.1 5YR PUT JAN 21 001.000 ED 012021

    300,000        (53

CDX SP CDX.NA.IG.35.1 5YR CALL FEB 21 000.450 ED 021721

    200,000        (96

CDX SP CDX.NA.IG.35.1 5YR CALL MAR 21 000.425 ED 031721

    400,000        (151

CDX SP CDX.NA.IG.35.1 5YR PUT APR 21 001.000 ED 042121

    100,000        (85

CDX SP CDX.NA.IG.35.1 5YR PUT FEB 21 000.750 ED 021721

    200,000        (101

CDX SP CDX.NA.IG.35.1 5YR PUT MAR 21 000.775 ED 031721

    100,000        (85

CDX SP CDX.NA.IG.35.1 5YR PUT MAR 21 000.800 ED 031721

    1,200,000        (981

CDX SP CDX.NA.IG.35.1 5YR PUT MAR 21 000.850 ED 031721

    200,000        (139

CDX SP ITRX.EUR.34.1 5YR CALL APR 21 000.375 ED 042121

    900,000        (439

CDX SP ITRX.EUR.34.1 5YR CALL FEB 21 000.425 ED 021721

    300,000        (217

 

49


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
     Current Value  

CDX SP ITRX.EUR.34.1 5YR CALL JAN 21 000.450 ED 012021

    400,000        (274

CDX SP ITRX.EUR.34.1 5YR CALL JAN 21 000.475 ED 012021

    200,000        (296

CDX SP ITRX.EUR.34.1 5YR CALL MAR 21 000.400 ED 031721

    700,000        (402

CDX SP ITRX.EUR.34.1 5YR CALL MAR 21 000.425 ED 031721

    600,000        (599

CDX SP ITRX.EUR.34.1 5YR PUT APR 21 000.750 ED 042121

    900,000        (1,531

CDX SP ITRX.EUR.34.1 5YR PUT APR 21 000.800 ED 042121

    100,000        (149

CDX SP ITRX.EUR.34.1 5YR PUT FEB 21 000.700 ED 021721

    600,000        (472

CDX SP ITRX.EUR.34.1 5YR PUT FEB 21 000.800 ED 021721

    300,000        (151

CDX SP ITRX.EUR.34.1 5YR PUT JAN 21 000.008 ED 012021

    400,000        (64

CDX SP ITRX.EUR.34.1 5YR PUT JAN 21 000.850 ED 012021

    1,000,000        (149

CDX SP ITRX.EUR.34.1 5YR PUT JAN 21 000.900 ED 012021

    500,000        (69

CDX SP ITRX.EUR.34.1 5YR PUT JAN 21 001.000 ED 012021

    200,000        (22

CDX SP ITRX.EUR.34.1 5YR PUT JAN 21 001.050 ED 012021

    300,000        (23

CDX SP ITRX.EUR.34.1 5YR PUT MAR 21 000.700 ED 031721

    500,000        (664

CDX SP ITRX.EUR.34.1 5YR PUT MAR 21 000.750 ED 031721

    700,000        (785

CDX SP ITRX.EUR.34.1 5YR PUT MAR 21 080.000 ED 031721

    600,000        (577

CDX.NA.IG.35.1 5YR PUT FEB 21 000.900 ED 021721

    300,000        (105

CDX.NA.IG.35.1 5YR PUT FEB 21 001.100 ED 021721

    100,000        (25

CDX.NA.IG.35.1 5YR PUT JAN 21 000.900 ED 012021

    100,000        (13

CDX.NA.IG.35.1 5YR PUT JAN 21 001.100 ED 012021

    500,000        (48

CDX.NA.IG.35.1 5YR PUT JAN 21 098.250 ED 012021

    100,000        (67

CELLTRION INC TRS

    3,231        (695,363

CNH/EUR SPOT OPTION 2021 CALL FEB 21 008.050 ED 020421

    410,000        (2,085

CNH/EUR SPOT OPTION 2021 PUT FEB 21 007.750 ED 020421

    410,000        (497

CNH/USD SPOT OPTION 2021 CALL JAN 21 006.750 ED 010721

    530,000        (10

CNH/USD SPOT OPTION 2021 PUT JAN 21 006.550 ED 010721

    530,000        (4,400

COM FWD EURMARG3 1Q21 BPS 2021 MAR 31

    3,900        (7,488

COM FWD EURMARG3 CAL21 6.12BPS 2021 DEC 31

    600        (598

COM FWD EURMARG3 CAL21 6.35

    1,560        (1,912

COM FWD EUROBOBCO CAL21 12-31 BPS 2021 DEC 31

    1,200        (966

COM FWD EUROBOBCO CAL21 7.70 2021 DEC 31

    2,460        (6,404

COM FWD EUROBOBCO CAL21 MYC 2021 DEC 31

    2,400        (1,213

COM FWD GOLDLNPM 1892.335 BPS 2021 FEB 01

    100        (239

COM FWD HOBR CAL21 14.10BPS 2021 DEC 31

    1,200        (2,404

COM FWD LLSCO CAL2 -1.25 MYC 2021 DEC 31

    1,200        (201

COM FWD LLSCO CAL21 -1.25 MYC 2021 DEC 31

    1,200        (201

COM FWD MEHMIDCAL20-21 CBK 2021 DEC 31

    4,400        (5,450

COM FWD MEHMIDCAL21 1.10 MAC 2021 DEC 31

    1,100        (550

COM FWD ULSDCO CAL21 9.17 2021 DEC 31

    1,200        (1,141

COM FWD W H1 553.875 JPM 2021 FEB 19

    20,000        (17,367

COM FWD W H1 558.375 JPM 2021 FEB 19

    110,000        (90,572

COM FWD W H1 607.85 JPM 2021 FEB 19

    5,000        (1,644

COMMIT TO PUR FNMA SF MT (OTC) CALL MAR 21 104.140625 030421

    100,000        (190

COMMIT TO PUR FNMA SF MT (OTC) PUT FEB 21 099.6875 ED 020421

    100,000        (95

COMMIT TO PUR FNMA SF MT (OTC) PUT FEB 21 102.1875 ED 020421

    100,000        (20

COMMIT TO PUR FNMA SF MT (OTC) PUT JAN 21 103.59375 ED 011421

    200,000         

COMMIT TO PUR FNMA SF MT (OTC) PUT MAR 21 102.140625 03/04/21

    100,000        (92

COMMIT TO PUR FNMA SF MTG (OTC PUT FEB 21 102.265625ED020421

    100,000        (23

COMMIT TO PUR FNMA SF MTG 2.000% 02/01/51 DD 02/01/21

    1,400,000        (51,850

COMMIT TO PUR FNMA SF MTG 2.500% 12/01/50 DD 12/01/20

    8,800,000        (484,583

COMMIT TO PUR FNMA SF MTG 3.000% 01/01/51 DD 01/01/21

    7,400,000        (353,234

COMMIT TO PUR FNMA SF MTG 3.500% 01/01/36 DD 01/01/21

    100,000        (6,039

COMMIT TO PUR FNMA SF MTG OTC PUT MAR 21 102.140625 ED030421

    300,000        (277

 

50


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
     Current Value  

COMMIT TO PUR GNMA II JU (OTC) PUT FEB 21 103.7734375 021121

    100,000        (4

COMMIT TO PUR GNMA II JUMBOS PUT MAR 21 103.5781 ED 031121

    100,000        (27

COMMITMENT TO PURCHASE G (OTC) PUT APR 21 104.125 ED 04/14/21

    100,000        (258

COMMITMENT TO PURCHASE GNMA II PUT MAR 21 102.90625 ED 031121

    100,000        (767

COMMITMENT TO PURCHASE GNMA PUT MAR 21 104.000 ED 03/11/21

    100,000        (49

COMMONWEALTH BANK OF AUSTRAL TRS

    14,841        (19,504

CON FWD W H1 562.125 JPM 2021 FEB 19

    110,000        (86,449

CROWN HOLDINGS INC PUT JAN 21 087.500 ED 01/15/21

    19        (760

DUPONT DE NEMOURS INC CALL JAN 21 070.000 ED 011521

    22        (5,522

DUPONT DE NEMOURS INC PUT JAN 21 060.000 ED 011521

    24        (384

FACEBOOK INC CALL JAN 21 315.000 ED 011521

    10        (260

FACEBOOK INC PUT JAN 21 250.000 ED 01/15/21

    6        (798

FACEBOOK INC PUT JAN 21 260.000 ED 01/15/21

    10        (2,850

FLEETCOR TECHNOLOGIES INC CALL JAN 21 290.000 ED 011521

    5        (788

FLEETCOR TECHNOLOGIES INC PUT JAN 21 240.000 ED 01/15/21

    6        (390

FORTESCUE METALS GROUP LTD TRS

    44,939        (454,474

FUJITSU LTD TRS

    2,500        (9,581

GENIUS ELECTRONIC OPTICAL TRS

    27,574        (13,457

GENIUS TRS

    37,048        (12,457

HARMONIC DRIVE SYSTEMS INC TRS

    18,050        (865,915

HUMANA INC PUT JAN 21 360.000 ED 01/15/21

    4        (360

HUMANA INC PUT JAN 21 375.000 ED 01/15/21

    4        (688

INDORAMA VENTURES PCL-NVDR TRS

    977,099        (142,064

INF FLR US @10-08-21-1Y PUT OCT 22 000.000 ED 100822

    750,000        (91

INT FLR US @ 0 10 07 21 PUT OCT 22 000.000 ED 100722

    1,750,000        (713

IRS P US3ML/AUD3MBBSW+42.2 2029 AUG 27

    473,620        (473,620

IRS R 0.15 P EUR006M CALL FEB 21 000.150 ED 022221

    100,000        (866

IRS R 0.15% P EUR006M CALL FEB 21 000.150 ED 021721

    200,000        (1,565

IRS R 0.451% P EUR006M PUT MAY 25 000.451 ED 052325

    200,000        (15,212

IRS R 1.1% P US0003M CALL JAN 21 001.100 ED 012921

    300,000        (516

IRS R 1.2225% P US0003M CALL JAN 21 001.223 ED 011521

    200,000        (322

IRS R 1.46% P US0003M PUT JAN 21 001.460 ED 012921

    300,000        (4,100

IRS R 1.5225% P US003M PUT JAN 21 001.523 ED 011521

    200,000        (793

KLEPIERRE TRS

    73,548        (406,360

LAM RESEARCH CORP CALL JAN 21 510.000 ED 011521

    3        (864

LAM RESEARCH CORP CALL JAN 21 560.000 ED 011521

    3        (212

LAM RESEARCH CORP PUT JAN 21 400.000 ED 01/15/21

    8        (1,072

LAM RESEARCH CORP PUT JAN 21 435.000 ED 011521

    4        (1,390

LAND SECURITIES GROUP PLC TRS

    39,700        (72,035

LARGAN PRECISION CO LTD TRS

    17,704        (48,142

MGM RESORTS INTERNATIONAL CALL JAN 21 035.000 ED 012921

    42        (2,184

MICROSOFT CORP PUT JAN 21 195.000 ED 01/15/21

    16        (320

MICROSOFT CORP PUT JAN 21 200.000 ED 01/15/21

    7        (259

NAT GAS EUR OPT FUTURE APR 21 PUT APR 21 002.500 ED 032621

    2        (4,136

NAT GAS EUR OPT FUTURE FEB 21 PUT FEB 21 002.300 ED 012621

    1        (747

NAT GAS EUR OPT FUTURE FEB 21 PUT FEB 21 002.400 ED 012621

    2        (2,200

NETFLIX INC CALL JAN 21 580.000 ED 011521

    5        (2,000

NETFLIX INC PUT JAN 21 450.000 ED 01/15/21

    5        (260

PEARSON PLC TRS

    49,317        (121,940

PEPTIDREAM INC TRS

    34,333        (174,876

ROLLS-ROYCE HOLDINGS PLC TRS

    716,815        (602,144

SAFRAN SA TRS

    6,688        (42,897

SAFRAN SAOTC PUT JAN 21 110.000 ED 01/15/21

    23        (3,838

 

51


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Held at End of Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
     Current Value  

TRS FL IBOXIG INDX 3ML +352.45BPS 2021 MAR 22

    150,323        (21,205

TRS FL IBOXIG INDX R US0003M 2021 MAR 22

    197,821        (28,036

TTF NAT GAS F FUT APR 21 CALL APR 21 018.000 ED 032621

    1        (1,193

TTF NAT GAS F FUT APR 21 CALL APR 21 019.000 ED 032621

    1        (910

TTF NAT GAS F FUT APR 21 PUT APR 21 012.000 ED 03/26/21

    1        (235

TTF NAT GAS F FUT APR 21 PUT APR 21 013.000 ED 03/26/21

    1        (376

TTF NAT GAS F FUT JUN 21 CALL JUN 21 018.000 ED 052621

    1        (1,011

TTF NAT GAS F FUT JUN 21 CALL JUN 21 019.000 ED 052621

    1        (770

TTF NAT GAS F FUT JUN 21 PUT JUN 21 012.000 ED 05/26/21

    1        (452

TTF NAT GAS F FUT JUN 21 PUT JUN 21 013.000 ED 05/26/21

    1        (662

TTF NAT GAS F FUT MAY 21 CALL MAY 21 018.000 ED 042621

    1        (1,032

TTF NAT GAS F FUT MAY 21 CALL MAY 21 019.000 ED 042621

    1        (774

TTF NAT GAS F FUT MAY 21 PUT MAY 21 012.000 ED 04/26/21

    1        (350

TTF NAT GAS F FUT MAY 21 PUT MAY 21 013.000 ED 04/26/21

    1        (534

VARS GOLDLNOM 0.051529 UAG 2022 DEC 05

    176,208        (602

WTI CRUDE FUT (NYM) MAR 21 CALL MAR 21 053.500 ED 021721

    12        (8,640

WTI CRUDE FUT (NYM) MAR 21 CALL MAR 21 054.000 ED 021721

    24        (15,360

WTI CRUDE FUTURE FEB 21 CALL FEB 21 046.000 ED 011421

    12        (10,800

Total Derivative Liabilities

           $ (7,010,675

Total Investment Liabilities (at fair value)

           $ (41,453,855

Total Investment Assets less Investment Liabilities

           $ 9,232,932,305  

*Notes Receivable from Participants with interest rates ranging from 3.25% to 6.50% with maturities up to 10 years

           $ 26,593,822  

Total Investments, net

           $ 9,259,526,127  

 

*

Denotes party-in-interest

 

52


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    

Proceeds of

Dispositions

 

Securities Purchased Under Agreements to Resell

    

BARCLAYS BANK PLC REV REPO 0.120% 08/06/20 DD 08/05/20

    2,300,000        $    2,300,000  

BNP PARIBAS REV REPO 0.060% 11/20/20 DD 11/19/20

    21,500,000        21,500,000  

BNP PARIBAS REV REPO 0.060% 11/23/20 DD 11/20/20

    21,500,000        21,500,000  

BNP PARIBAS REV REPO 0.060% 11/24/20 DD 11/23/20

    19,900,000        19,900,000  

BNP PARIBAS REV REPO 0.070% 09/25/20 DD 09/24/20

    14,500,000        14,500,000  

BNP PARIBAS REV REPO 0.070% 10/23/20 DD 10/22/20

    16,100,000        16,100,000  

BNP PARIBAS REV REPO 0.080% 09/23/20 DD 09/22/20

    14,200,000        14,200,000  

BNP PARIBAS REV REPO 0.080% 09/24/20 DD 09/23/20

    14,200,000        14,200,000  

BNP PARIBAS REV REPO 0.080% 10/22/20 DD 10/21/20

    13,700,000        13,700,000  

BNP PARIBAS REV REPO 0.080% 11/25/20 DD 11/24/20

    20,200,000        20,200,000  

BNP PARIBAS REV REPO 0.090% 09/30/20 DD 09/29/20

    14,600,000        14,600,000  

BNP PARIBAS REV REPO 0.090% 10/02/20 DD 10/01/20

    15,700,000        15,700,000  

BNP PARIBAS REV REPO 0.090% 10/30/20 DD 10/29/20

    17,100,000        17,100,000  

BNP PARIBAS REV REPO 0.090% 11/19/20 DD 11/18/20

    21,200,000        21,200,000  

BNP PARIBAS REV REPO 0.090% 11/27/20 DD 11/25/20

    20,900,000        20,900,000  

BNP PARIBAS REV REPO 0.100% 10/09/20 DD 10/08/20

    14,900,000        14,900,000  

BNP PARIBAS REV REPO 0.100% 10/20/20 DD 10/19/20

    13,800,000        13,800,000  

BNP PARIBAS REV REPO 0.100% 10/26/20 DD 10/23/20

    16,300,000        16,300,000  

BNP PARIBAS REV REPO 0.100% 10/29/20 DD 10/28/20

    16,700,000        16,700,000  

BNP PARIBAS REV REPO 0.100% 11/13/20 DD 11/12/20

    19,300,000        19,300,000  

BNP PARIBAS REV REPO 0.100% 11/18/20 DD 11/17/20

    20,800,000        20,800,000  

BNP PARIBAS REV REPO 0.110% 09/21/20 DD 09/18/20

    14,000,000        14,000,000  

BNP PARIBAS REV REPO 0.110% 09/22/20 DD 09/21/20

    14,400,000        14,400,000  

BNP PARIBAS REV REPO 0.110% 09/28/20 DD 09/25/20

    14,500,000        14,500,000  

BNP PARIBAS REV REPO 0.110% 09/29/20 DD 09/28/20

    14,500,000        14,500,000  

BNP PARIBAS REV REPO 0.110% 10/01/20 DD 09/30/20

    14,500,000        14,500,000  

BNP PARIBAS REV REPO 0.110% 10/05/20 DD 10/02/20

    15,400,000        15,400,000  

BNP PARIBAS REV REPO 0.110% 10/08/20 DD 10/07/20

    14,900,000        14,900,000  

BNP PARIBAS REV REPO 0.110% 10/13/20 DD 10/09/20

    14,800,000        14,800,000  

BNP PARIBAS REV REPO 0.110% 10/14/20 DD 10/13/20

    12,700,000        12,700,000  

BNP PARIBAS REV REPO 0.110% 10/15/20 DD 10/14/20

    12,900,000        12,900,000  

BNP PARIBAS REV REPO 0.110% 10/19/20 DD 10/16/20

    13,100,000        13,100,000  

BNP PARIBAS REV REPO 0.110% 10/27/20 DD 10/26/20

    16,600,000        16,600,000  

BNP PARIBAS REV REPO 0.110% 10/28/20 DD 10/27/20

    15,800,000        15,800,000  

BNP PARIBAS REV REPO 0.110% 11/02/20 DD 10/30/20

    16,500,000        16,500,000  

BNP PARIBAS REV REPO 0.110% 11/04/20 DD 11/03/20

    18,300,000        18,300,000  

BNP PARIBAS REV REPO 0.110% 11/12/20 DD 11/10/20

    18,800,000        18,800,000  

BNP PARIBAS REV REPO 0.110% 11/16/20 DD 11/13/20

    19,300,000        19,300,000  

BNP PARIBAS REV REPO 0.120% 09/15/20 DD 09/14/20

    14,600,000        14,600,000  

BNP PARIBAS REV REPO 0.120% 09/16/20 DD 09/15/20

    14,600,000        14,600,000  

BNP PARIBAS REV REPO 0.120% 09/17/20 DD 09/16/20

    14,600,000        14,600,000  

BNP PARIBAS REV REPO 0.120% 09/18/20 DD 09/17/20

    13,800,000        13,800,000  

BNP PARIBAS REV REPO 0.120% 10/06/20 DD 10/05/20

    14,300,000        14,300,000  

BNP PARIBAS REV REPO 0.120% 10/07/20 DD 10/06/20

    15,200,000        15,200,000  

BNP PARIBAS REV REPO 0.120% 10/16/20 DD 10/15/20

    13,300,000        13,300,000  

BNP PARIBAS REV REPO 0.120% 11/03/20 DD 11/02/20

    17,200,000        17,200,000  

BNP PARIBAS REV REPO 0.120% 11/10/20 DD 11/09/20

    17,100,000        17,100,000  

BNP PARIBAS REV REPO 0.120% 11/17/20 DD 11/16/20

    19,000,000        19,000,000  

BNP PARIBAS REV REPO 0.130% 11/05/20 DD 11/04/20

    18,200,000        18,200,000  

BNP PARIBAS REV REPO 0.130% 11/06/20 DD 11/05/20

    18,500,000        18,500,000  

BNP PARIBAS REV REPO 0.130% 11/09/20 DD 11/06/20

    18,000,000        18,000,000  

BNP PARIBAS REV REPO 1.140% 03/09/20 DD 03/06/20

    28,600,000        28,600,000  

 

53


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    

Proceeds of

Dispositions

 

BNP PARIBAS REV REPO 1.560% 01/29/20 DD 01/28/20

    3,900,000        3,900,000  

BNP PARIBAS REV REPO 1.590% 01/13/20 DD 01/10/20

    3,200,000        3,200,000  

BNP PARIBAS REV REPO 1.620% 01/31/20 DD 01/30/20

    41,800,000        41,800,000  

BNP PARIBAS REV REPO 1.620% 02/11/20 DD 02/10/20

    15,600,000        15,600,000  

BNP PARIBAS REV REPO 1.640% 02/03/20 DD 01/31/20

    37,800,000        37,800,000  

CCP IRS. R CNY-7D FIXING REPO PAY 2.57% 24 DEC 16

    13,800,000        626  

CITIGROUP GLOBAL REV REPO 0.070% 05/19/20 DD 05/18/20

    1,000,000        1,000,000  

CITIGROUP GLOBAL REV REPO 1.570% 01/30/20 DD 01/29/20

    3,500,000        3,500,000  

CITIGROUP GLOBAL REV REPO 1.630% 02/04/20 DD 02/03/20

    3,700,000        3,700,000  

CITIGROUP GLOBAL REV REPO 1.630% 02/06/20 DD 02/05/20

    2,700,000        2,700,000  

CITIGROUP GLOBAL REV REPO 1.630% 02/07/20 DD 02/06/20

    2,100,000        2,100,000  

CITIGROUP GLOBAL REV REPO 1.640% 02/03/20 DD 01/31/20

    3,700,000        3,700,000  

CITIGROUP GLOBAL REV REPO 1.650% 02/05/20 DD 02/04/20

    3,400,000        3,400,000  

CREDIT SUISSE REV REPO 1.540% 01/24/20 DD 01/23/20

    40,000,000        40,000,000  

CREDIT SUISSE REV REPO 1.540% 01/27/20 DD 01/24/20

    39,200,000        39,200,000  

CREDIT SUISSE REV REPO 1.550% 01/10/20 DD 01/09/20

    35,400,000        35,400,000  

CREDIT SUISSE REV REPO 1.550% 01/15/20 DD 01/14/20

    40,800,000        40,800,000  

CREDIT SUISSE REV REPO 1.550% 01/16/20 DD 01/15/20

    40,900,000        40,900,000  

CREDIT SUISSE REV REPO 1.550% 01/17/20 DD 01/16/20

    40,800,000        40,800,000  

CREDIT SUISSE REV REPO 1.550% 01/21/20 DD 01/17/20

    40,700,000        40,700,000  

CREDIT SUISSE REV REPO 1.550% 01/22/20 DD 01/21/20

    40,800,000        40,800,000  

CREDIT SUISSE REV REPO 1.560% 01/09/20 DD 01/08/20

    37,000,000        37,000,000  

CREDIT SUISSE REV REPO 1.560% 01/13/20 DD 01/10/20

    35,200,000        35,200,000  

CREDIT SUISSE REV REPO 1.580% 01/07/20 DD 01/06/20

    36,400,000        36,400,000  

CREDIT SUISSE REV REPO 1.580% 01/08/20 DD 01/07/20

    36,800,000        36,800,000  

DEUTSCHE BK FINL REV REPO 1.550% 01/28/20 DD 01/27/20

    4,000,000        4,000,000  

J P MORGAN CHASE REV REPO 0.000% 04/01/20 DD 03/31/20

    3,000,000        3,000,000  

J P MORGAN CHASE REV REPO 0.100% 10/21/20 DD 10/20/20

    13,600,000        13,600,000  

J P MORGAN CHASE REV REPO 1.560% 01/30/20 DD 01/29/20

    38,100,000        38,100,000  

MERRILL LYNCH REV REPO 0.000% 03/26/20 DD 03/25/20

    4,000,000        4,000,000  

MERRILL LYNCH REV REPO 0.000% 03/31/20 DD 03/30/20

    3,600,000        3,600,000  

MERRILL LYNCH REV REPO 0.000% 04/02/20 DD 04/01/20

    3,700,000        3,700,000  

MERRILL LYNCH REV REPO 0.020% 04/22/20 DD 04/21/20

    4,900,000        4,900,000  

MERRILL LYNCH REV REPO 0.060% 04/17/20 DD 04/16/20

    4,600,000        4,600,000  

MERRILL LYNCH REV REPO 0.060% 04/21/20 DD 04/20/20

    4,700,000        4,700,000  

MERRILL LYNCH REV REPO 0.070% 04/20/20 DD 04/17/20

    4,500,000        4,500,000  

MERRILL LYNCH REV REPO 0.080% 04/16/20 DD 04/15/20

    6,300,000        6,300,000  

MERRILL LYNCH REV REPO 0.080% 08/21/20 DD 08/20/20

    3,700,000        3,700,000  

MERRILL LYNCH REV REPO 0.090% 08/24/20 DD 08/21/20

    8,600,000        8,600,000  

MERRILL LYNCH REV REPO 0.090% 08/27/20 DD 08/26/20

    11,700,000        11,700,000  

MERRILL LYNCH REV REPO 0.090% 08/28/20 DD 08/27/20

    11,500,000        11,500,000  

MERRILL LYNCH REV REPO 0.090% 08/31/20 DD 08/28/20

    13,200,000        13,200,000  

MERRILL LYNCH REV REPO 0.100% 08/25/20 DD 08/24/20

    8,500,000        8,500,000  

MERRILL LYNCH REV REPO 0.100% 08/26/20 DD 08/25/20

    10,300,000        10,300,000  

MERRILL LYNCH REV REPO 0.100% 09/02/20 DD 09/01/20

    13,000,000        13,000,000  

MERRILL LYNCH REV REPO 0.110% 08/13/20 DD 08/12/20

    3,300,000        3,300,000  

MERRILL LYNCH REV REPO 0.110% 08/17/20 DD 08/14/20

    6,900,000        6,900,000  

MERRILL LYNCH REV REPO 0.110% 08/19/20 DD 08/18/20

    6,600,000        6,600,000  

MERRILL LYNCH REV REPO 0.110% 08/20/20 DD 08/19/20

    7,900,000        7,900,000  

MERRILL LYNCH REV REPO 0.110% 09/03/20 DD 09/02/20

    13,800,000        13,800,000  

MERRILL LYNCH REV REPO 0.110% 09/04/20 DD 09/03/20

    13,600,000        13,600,000  

MERRILL LYNCH REV REPO 0.120% 08/14/20 DD 08/13/20

    6,200,000        6,200,000  

MERRILL LYNCH REV REPO 0.120% 08/18/20 DD 08/17/20

    7,100,000        7,100,000  

 

54


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    

Proceeds of

Dispositions

 

MERRILL LYNCH REV REPO 0.120% 09/01/20 DD 08/31/20

    13,100,000        13,100,000  

MERRILL LYNCH REV REPO 0.120% 09/08/20 DD 09/04/20

    14,500,000        14,500,000  

MERRILL LYNCH REV REPO 0.120% 09/09/20 DD 09/08/20

    14,000,000        14,000,000  

MERRILL LYNCH REV REPO 0.120% 09/10/20 DD 09/09/20

    13,300,000        13,300,000  

MERRILL LYNCH REV REPO 0.120% 09/11/20 DD 09/10/20

    14,100,000        14,100,000  

MERRILL LYNCH REV REPO 0.120% 09/14/20 DD 09/11/20

    14,300,000        14,300,000  

MERRILL LYNCH REV REPO 0.130% 07/17/20 DD 07/16/20

    3,200,000        3,200,000  

MERRILL LYNCH REV REPO 0.130% 07/22/20 DD 07/21/20

    3,400,000        3,400,000  

MERRILL LYNCH REV REPO 0.130% 07/23/20 DD 07/22/20

    3,500,000        3,500,000  

MERRILL LYNCH REV REPO 0.140% 07/20/20 DD 07/17/20

    4,400,000        4,400,000  

MERRILL LYNCH REV REPO 0.140% 07/21/20 DD 07/20/20

    3,200,000        3,200,000  

MERRILL LYNCH REV REPO 1.550% 01/03/20 DD 01/02/20

    36,400,000        36,400,000  

MERRILL LYNCH REV REPO 1.560% 01/23/20 DD 01/22/20

    40,700,000        40,700,000  

MERRILL LYNCH REV REPO 1.560% 01/28/20 DD 01/27/20

    38,900,000        38,900,000  

MERRILL LYNCH REV REPO 1.560% 01/29/20 DD 01/28/20

    38,000,000        38,000,000  

MERRILL LYNCH REV REPO 1.570% 01/14/20 DD 01/13/20

    35,200,000        35,200,000  

MERRILL LYNCH REV REPO 1.580% 01/06/20 DD 01/03/20

    36,200,000        36,200,000  

MERRILL LYNCH REV REPO 1.610% 02/13/20 DD 02/12/20

    31,100,000        31,100,000  

MERRILL LYNCH REV REPO 1.620% 02/10/20 DD 02/07/20

    36,700,000        36,700,000  

MERRILL LYNCH REV REPO 1.620% 02/12/20 DD 02/11/20

    31,100,000        31,100,000  

MERRILL LYNCH REV REPO 1.620% 02/28/20 DD 02/27/20

    29,200,000        29,200,000  

MERRILL LYNCH REV REPO 1.630% 02/04/20 DD 02/03/20

    37,900,000        37,900,000  

MERRILL LYNCH REV REPO 1.630% 02/06/20 DD 02/05/20

    36,100,000        36,100,000  

MERRILL LYNCH REV REPO 1.630% 02/07/20 DD 02/06/20

    21,500,000        21,500,000  

MERRILL LYNCH REV REPO 1.640% 02/05/20 DD 02/04/20

    36,000,000        36,000,000  

RBC CAPITAL MAR REV REPO 1.620% 02/11/20 DD 02/10/20

    16,000,000        16,000,000  

RBC CAPITAL MAR REV REPO 1.630% 02/07/20 DD 02/06/20

    15,200,000        15,200,000  

TORONTO DOMINION REV REPO 0.000% 03/27/20 DD 03/26/20

    4,600,000        4,600,000  

TORONTO DOMINION REV REPO 0.000% 03/30/20 DD 03/27/20

    4,000,000        4,000,000  

TORONTO DOMINION REV REPO 0.010% 03/25/20 DD 03/24/20

    3,900,000        3,900,000  

TORONTO DOMINION REV REPO 0.020% 03/24/20 DD 03/23/20

    4,400,000        4,400,000  

TORONTO DOMINION REV REPO 0.060% 03/23/20 DD 03/20/20

    3,800,000        3,800,000  

TORONTO DOMINION REV REPO 0.070% 08/21/20 DD 08/20/20

    5,000,000        5,000,000  

TORONTO DOMINION REV REPO 0.080% 10/23/20 DD 10/22/20

    100,000        100,000  

TORONTO DOMINION REV REPO 0.110% 09/04/20 DD 09/03/20

    100,000        100,000  

TORONTO DOMINION REV REPO 0.350% 03/17/20 DD 03/16/20

    11,600,000        11,600,000  

TORONTO DOMINION REV REPO 0.830% 03/18/20 DD 03/17/20

    7,400,000        7,400,000  

TORONTO DOMINION REV REPO 1.130% 03/16/20 DD 03/13/20

    11,300,000        11,300,000  

TORONTO DOMINION REV REPO 1.150% 03/10/20 DD 03/09/20

    25,500,000        25,500,000  

TORONTO DOMINION REV REPO 1.160% 03/11/20 DD 03/10/20

    18,900,000        18,900,000  

TORONTO DOMINION REV REPO 1.170% 03/06/20 DD 03/05/20

    29,100,000        29,100,000  

TORONTO DOMINION REV REPO 1.210% 03/12/20 DD 03/11/20

    21,100,000        21,100,000  

TORONTO DOMINION REV REPO 1.240% 03/13/20 DD 03/12/20

    18,400,000        18,400,000  

TORONTO DOMINION REV REPO 1.300% 03/05/20 DD 03/04/20

    29,100,000        29,100,000  

TORONTO DOMINION REV REPO 1.600% 02/24/20 DD 02/21/20

    32,800,000        32,800,000  

TORONTO DOMINION REV REPO 1.610% 02/14/20 DD 02/13/20

    31,500,000        31,500,000  

TORONTO DOMINION REV REPO 1.610% 02/25/20 DD 02/24/20

    32,600,000        32,600,000  

TORONTO DOMINION REV REPO 1.620% 02/18/20 DD 02/14/20

    32,100,000        32,100,000  

TORONTO DOMINION REV REPO 1.620% 03/03/20 DD 03/02/20

    27,100,000        27,100,000  

TORONTO DOMINION REV REPO 1.630% 02/26/20 DD 02/25/20

    30,900,000        30,900,000  

TORONTO DOMINION REV REPO 1.630% 02/27/20 DD 02/26/20

    30,100,000        30,100,000  

TORONTO DOMINION REV REPO 1.640% 02/19/20 DD 02/18/20

    32,400,000        32,400,000  

TORONTO DOMINION REV REPO 1.640% 02/20/20 DD 02/19/20

    29,100,000        29,100,000  

 

55


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

  Shares /
Par Value
    

Proceeds of

Dispositions

 

TORONTO DOMINION REV REPO 1.640% 02/21/20 DD 02/20/20

    29,600,000        29,600,000  

TORONTO DOMINION REV REPO 1.650% 03/02/20 DD 02/28/20

    28,200,000        28,200,000  

TORONTO DOMINION REV REPO 1.770% 03/04/20 DD 03/03/20

    28,400,000        28,400,000  

Total Securities Purchased Under Agreements to Resell

           $ 2,855,000,626  

Fixed Income Securities

    

ANHEUSER-BUSCH INBEV WORLDWIDE 3.500% 01/12/24 DD 04/04/18

    180,000      $ 197,588  

AT&T INC 3.550% 06/01/24 DD 06/01/19

    175,000        194,031  

AT&T INC VAR RT 06/12/24 DD 08/22/18

    200,000        198,000  

BROADCOM INC 3.125% 04/15/21 DD 04/15/20

    450,000        455,597  

EUROPEAN UNION REGS 0.000% 10/04/30

    200,000        245,234  

EUROPEAN UNION REGS 0.000% 11/04/25

    200,000        253,361  

EUROPEAN UNION REGS 0.300% 11/04/50

    100,000        134,490  

FINLAND GOVERNMENT BOND 144A 0.500% 04/15/26

    500,000        574,093  

FINLAND GOVERNMENT BOND 144A 0.875% 09/15/25

    200,000        253,914  

GOVERNMENT OF CANADA 2.750% 01-DEC-48 SER D358

    7,400,000        7,399,136  

ISRAEL GOVERNMENT BOND - FIXED 2.000% 03/31/27

    500,000        164,079  

ITALY BUONI POLIENNALI DE 144A 2.450% 09/01/50

    200,000        274,791  

JAPAN GOVERNMENT TWENTY YEAR B 1.200% 03/20/35

    20,000,000        216,872  

JAPAN GOVERNMENT TWENTY YEAR B 1.200% 12/20/34

    20,000,000        220,839  

JAPAN GOVERNMENT TWENTY YEAR B 1.600% 03/20/33

    440,000,000        4,906,507  

JAPAN GOVERNMENT TWENTY YEAR B 1.700% 06/20/33

    390,000,000        4,513,356  

NEW SOUTH WALES TREASURY REGS 3.000% 02/20/30

    100,000        83,294  

QUEENSLAND TREASURY CORP 144A 3.500% 08/21/30

    200,000        179,744  

SPAIN GOVERNMENT BOND 144A 0.600% 10/31/29

    2,800,000        3,095,834  

TREASURY CORP OF VICTORIA 1.500% 11/20/30

    200,000        149,453  

TREASURY CORP OF VICTORIA 2.500% 10/22/29

    50,000        39,837  

WESTERN AUSTRALIAN TREASU REGS 2.750% 07/24/29

    50,000        40,601  

Total Fixed Income Securities

           $ 23,790,651  

Common Stock

    

AJ BELL PLC

    33,573      $ 192,114  

ANTA SPORTS PRODUCTS LTD HK/020

    154,000        1,713,700  

BANK MANDIRI PERSERO TBK PT

    264,600        81,044  

BOA VISTA SERVICOS SA

    53,200        126,275  

COMMERZBANK AG

    72,810        (317,480

COUNTRY GARDEN SERVICES HOLDIN HK/06098

    256,000        1,534,236  

DEUTSCHE POST AG

    17,527        606,957  

HAIDILAO INTERNATIONAL HOLDING HK/06862

    40,000        272,004  

HONG KONG EXCHANGES & CLEARING HK/00388

    8,211        387,041  

ICICI PRUDENTIAL LIFE INSURANC

    21,524        117,541  

ISRACARD LTD

    2,292        6,127  

KINGFISHER PLC

    169,392        629,013  

KONE OYJ

    13,103        770,969  

KONINKLIJKE AHOLD DELHAIZE NV

    56,051        1,415,322  

MINTH GROUP LTD HK/00425

    206,000        993,305  

ROTORK PLC

    147,285        526,005  

SAFARICOM PLC

    1,920,400        544,240  

SAMSUNG ELECTRONICS CO LTD GDR

    156        145,541  

SANLAM LTD

    209,840        651,689  

SBI LIFE INSURANCE CO LTD

    41,724        431,111  

SG HOLDINGS CO LTD

    12,800        277,618  

 

56


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

    

Proceeds of

Dispositions

 

SILTRONIC AG

    3,228        380,005  

SQUARE ENIX HOLDINGS CO LTD

    4,500        196,487  

TCS GROUP HOLDING PLC GDR

    18,011        426,172  

VONOVIA SE

    13,708        892,761  

WAL-MART DE MEXICO SAB DE CV

    280,800        693,165  

Total Common Stock

             $  13,692,962  

Derivatives

    

90DAY STERLING FUTURE (ICF) EXP MAR 20

    22        $              976  

90DAY STERLING FUTURE (ICF) EXP MAR 21

    22        4,812  

90DAY STERLING FUTURE (ICF) EXP SEP 20

    22        3,748  

ABBVIE INC 2.150% 11/19/21 DD 05/19/20

    825,000        838,836  

ALUMINUM HG FUTURE (LME) EXP JAN 20

    3        200  

ALUMINUM HG FUTURE (LME) EXP JAN 21

    4        (25

ALUMINUM HG FUTURE (LME) EXP SEP 20

    1        5,044  

AUST 10Y BOND FUTURE (SFE) EXP DEC 20

    14        (12,248

AUSTRALIAN 10YR BOND FUT (SFE) EXP JUN 20

    2        (1,110

AUSTRALIAN 10YR BOND FUT (SFE) EXP SEP 20

    5        7,397  

BRENT CRUDE FUT (ICE) JAN 21 CALL JAN 21 047.000 ED 112520

    12        (11,276

BRENT CRUDE FUTURE (ICE) EXP AUG 20

    23        31,355  

BRENT CRUDE FUTURE (ICE) EXP FEB 21

    27        (10,445

BRENT CRUDE FUTURE (ICE) EXP JAN 21

    29        (14,810

BRENT CRUDE FUTURE (ICE) EXP NOV 20

    3        (68,468

BRENT CRUDE FUTURE (ICE) EXP SEP 20

    9        (38,132

BRENT CRUDE FUTURE (ICE) EXP SEP 21

    1        (70,093

BRT/DUBAI 1ST LN FUT (ICE) EXP JUN 20

    2        (1,507

BRT/DUBAI 1ST LN FUT (ICE) EXP MAY 20

    3        7,170  

CALIFCARBALLWVIN2 FUTURE (ICF) EXP DEC 20

    20        7,265  

CAN 10YR BOND FUTURE (MSE) EXP JUN 20

    30        (182,870

CANADA 10YR BOND FUTURE (MSE) EXP DEC 20

    24        24,068  

CANADA 10YR BOND FUTURE (MSE) EXP SEP 20

    24        (1,470

CCP CDX R 1% P CDX IG33 5Y ICE 20 DEC 24 ICE

    34,000,000        6,964  

CCP CDX. BP UL CDX.NA.IG.34 CM PAY 100BPS 25 JUN 20

    10,600,000        (69,529

CCP CDX. BP UL ITRAXX EUROPE 3 PAY 100BPS 24 DEC 20

    1,400,000        (21,660

CCP CDX. BP UL ITRAXX EUROPE S PAY 100BPS 25 JUN 20

    600,000        (8,156

CCP CDX. SP UL CDX.NA.IG.34 CM 1.000% 00BPS 25 JUN 20

    10,700,000        112,874  

CCP CDX. SP UL CDX.NA.IG.34 CM REC 100BPS 25 JUN 20

    10,700,000         

CCP CDX. SP UL ITRAXX EUROPE 3 REC 100BPS 24 DEC 20

    4,800,000        34,604  

CCP IRS R 0% P EUR006M CALL AUG 20 000.000 ED 082420

    100,000        (2,148

CCP IRS R 0% P EUR006M CALL AUG 20 000.010 ED 082520

    100,000        (1,264

CCP IRS. P CHF-LIBOR-BBA 6M CM REC -0.53% 25 JUN 30

    1,000,000        (472

CCP IRS. P EUR-EURIBOR-REUTERS REC 0.15% 30 JUN 17

    6,400,000        97,840  

CCP IRS. P EUR-EURIBOR-REUTERS REC 0.25% 30 DEC 15

    10,000,000        309,487  

CCP IRS. P EUR-EURIBOR-REUTERS REC -0.15% 25 DEC 15

    2,800,000        28,322  

CCP IRS. P GBP-LIBOR-BBA 6M CM REC 0.5% 25 DEC 16

    3,600,000        32,330  

CCP IRS. P GBP-LIBOR-BBA 6M CM REC 0.5% 50 DEC 16

    1,400,000        12,384  

CCP IRS. P GBP-LIBOR-BBA 6M CM REC 1.0% 50 JUN 17

    200,000        22,184  

CCP IRS. P GBP-LIBOR-BBA 6M CM REC 0.25% 22 DEC 16

    4,000,000        9,174  

CCP IRS. P GBP-LIBOR-BBA 6M CM REC 0.74% 24 FEB 14

    4,400,000        13,219  

CCP IRS. P GBP-LIBOR-BBA 6M CM REC 0.75% 22 JUN 17

    10,800,000        62,540  

CCP IRS. P GBP-LIBOR-BBA 6M CM REC 0.75% 24 FEB 17

    6,600,000        18,440  

CCP IRS. P USD-LIBOR-BBA 3M CM REC 1.0% 22 JUN 17

    7,400,000        14,583  

CCP IRS. P USD-LIBOR-BBA 3M CM REC 1.5% 50 JUN 17

    1,600,000        155,541  

 

57


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

    

Proceeds of

Dispositions

 

CCP IRS. P USD-LIBOR-BBA 3M CM REC 1.25% 25 JUN 17

    400,000        (1,320

CCP IRS. P USD-LIBOR-BBA 3M CM REC 1.25% 30 JUN 17

    10,600,000        253,976  

CCP IRS. P USD-LIBOR-BBA 3M CM REC 1.39% 50 DEC 23

    600,000        (1,352

CCP IRS. R CAD-BA-CDOR 3M CME PAY 1.39% 50 MAR 18

    400,000        4,324  

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.0% 50 SEP 16

    1,000,000        8,274  

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.5% 50 JUN 17

    800,000        (58,903

CCP IRS. R EUR-EURIBOR-REUTERS PAY 0.6% 50 DEC 15

    2,600,000        (305,810

CCP IRS. R EUR-EURIBOR-REUTERS PAY -0.3% 22 DEC 15

    18,400,000        (54,888

CCP IRS. R EUR-EURIBOR-REUTERS PAY -0.25% 30 SEP 16

    800,000        4,369  

CCP IRS. R GBP-LIBOR-BBA 6M CM PAY 0.5% 30 DEC 16

    2,400,000        (12,259

CCP IRS. R GBP-LIBOR-BBA 6M CM PAY 0.5% 50 JUN 17

    1,400,000        (12,249

CCP IRS. R GBP-LIBOR-BBA 6M CM PAY 0.8% 28 FEB 14

    900,000        (11,922

CCP IRS. R GBP-LIBOR-BBA 6M CM PAY 0.25% 22 DEC 16

    6,800,000        3,044  

CCP IRS. R GBP-LIBOR-BBA 6M CM PAY 0.81% 28 FEB 17

    1,400,000        (17,320

CCP IRS. R GBP-LIBOR-BBA 6M CM PAY 1.24% 21 SEP 18

    11,000,000        (71,637

CCP IRS. R NZD-BBR-FRA 3M CME PAY 0.11% 23 DEC 16

    1,000,000        1,184  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.0% 22 JUN 17

    3,000,000        3,962  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.0% 25 DEC 16

    3,800,000        (54,431

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.5% 50 JUN 17

    1,700,000        (94,965

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.25% 25 JUN 17

    5,200,000        (96,040

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.25% 51 JUN 16

    600,000        13,718  

CCP IRS. R USD-LIBOR-BBA 3M CM PAY 1.57% 22 FEB 27

    10,000,000        (107,746

CCP OIS. P 0.5% R SONIA 30 DEC 16 LCH

    600,000        (11,298

CCP OIS. P STERLING OVERNIGHT REC 0.5% 25 DEC 16

    2,200,000        37,648  

CCP OIS. P STERLING OVERNIGHT REC 0.25% 22 DEC 16

    4,000,000        15,129  

CCP ZCS. P EUR-EURIBOR-REUTERS REC -0.33% 21 DEC 14

    6,200,000        2,310  

CCP ZCS. P EUR-EURIBOR-REUTERS REC -0.34% 21 DEC 11

    11,400,000        4,314  

CHICAGO ETHANOL S FUTURE (NYM) EXP APR 20

    17        (162,926

CHICAGO ETHANOL S FUTURE (NYM) EXP AUG 20

    4        20,580  

CHICAGO ETHANOL S FUTURE (NYM) EXP DEC 20

    2        15,940  

CHICAGO ETHANOL S FUTURE (NYM) EXP JAN 21

    2        13,136  

CHICAGO ETHANOL S FUTURE (NYM) EXP JUL 20

    4        (3,010

CHICAGO ETHANOL S FUTURE (NYM) EXP JUN 20

    6        (31,645

CHICAGO ETHANOL S FUTURE (NYM) EXP MAY 20

    13        (118,462

CHICAGO ETHANOL S FUTURE (NYM) EXP NOV 20

    2        6,875  

CHICAGO ETHANOL S FUTURE (NYM) EXP OCT 20

    2        155  

CHICAGO ETHANOL S FUTURE (NYM) EXP SEP 20

    4        27,794  

COCOA FUTURE (NYB) EXP DEC 20

    1        2,340  

COCOA FUTURE (NYB) EXP JUL 20

    2        345  

COCOA FUTURE (NYB) EXP MAY 20

    1        5,105  

COCOA FUTURE (NYB) EXP SEP 20

    2        (3,920

COFFEE ‘C’ FUTURE (NYB) EXP DEC 20

    1        (6,553

COFFEE ‘C’ FUTURE (NYB) EXP JUL 20

    2        12,606  

COFFEE ‘C’ FUTURE (NYB) EXP MAY 20

    3        (7,974

COFFEE ‘C’ FUTURE (NYB) EXP SEP 20

    1        8,262  

COMMIT TO PUR FNMA SF MT (OTC) CALL SEP 20 103.3125 ED 090820

    200,000        (16

COPPER FUTURE (CMX) EXP DEC 20

    3        10,181  

COPPER FUTURE (CMX) EXP JUL 20

    3        13,217  

COPPER FUTURE (CMX) EXP MAY 20

    13        121,615  

COPPER FUTURE (CMX) EXP SEP 20

    2        9,966  

COPPER FUTURE (LME) EXP MAY 20

    5        (119,760

CORN FUT (CBT) DEC 20 CALL DEC 20 380.000 ED 1120

    6        3,581  

CORN FUT (CBT) DEC 20 PUT DEC 20 300.000 ED 11/20/20

    6        (191

 

58


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

    

Proceeds of

Dispositions

 

CORN FUTURE (CBT) EXP SEP 20

    29        4,091  

COTTON NO 2 FUTURE (NYB) EXP DEC 20

           (2,449

COTTON NO 2 FUTURE (NYB) EXP JUL 20

    1        963  

COTTON NO 2 FUTURE (NYB) EXP MAY 20

    2        (8,399

COTTON NO.2 FUTURE (NYB) EXP MAY 21

    1        (563

EURO BUXL 30Y BND FUTURE (EUX) EXP JUN 20

    5        (78,432

EURO-BOBL FUTURE (EUX) EXP DEC 20

    21        9,006  

EURO-BOBL FUTURE (EUX) EXP JUN 20

    21        (14,784

EURO-BOBL FUTURE (EUX) EXP SEP 20

    21        9,082  

EURO-BTP FUTURE (EUX) EXP DEC 20

    67        336,397  

EURO-BTP FUTURE (EUX) EXP JUN 20

    52        (341,905

EURO-BTP FUTURE (EUX) EXP SEP 20

    51        474,898  

EURO-BUND FUTURE (EUX) EXP DEC 20

    36        (46,049

EURO-BUND FUTURE (EUX) EXP JUN 20

    42        (14,541

EURO-BUND FUTURE (EUX) EXP SEP 20

    42        (42,913

EURO-BUXL 30Y BND FUTURE (EUX) EXP DEC 20

    5        74,497  

EURO-BUXL 30Y BND FUTURE (EUX) EXP SEP 20

    5        35,161  

EURO-OAT FUTURE (EUX) EXP DEC 20

    6        27,919  

EURO-OAT FUTURE (EUX) EXP JUN 20

    23        99,158  

EURO-OAT FUTURE (EUX) EXP SEP 20

    6        14,399  

EURO-SCHATZ FUTURE (EUX) EXP DEC 20

    98        (9,843

EURO-SCHATZ FUTURE (EUX) EXP JUN 20

    120        (7,800

EURO-SCHATZ FUTURE (EUX) EXP SEP 20

    74        4,580  

GAS OIL FUTURE (ICE) EXP NOV 20

    4        (2,331

GASOLINE RBOB FUTURE (NYM) EXP APR 20

    1        (3,423

GASOLINE RBOB FUTURE (NYM) EXP AUG 20

    7        (26,311

GASOLINE RBOB FUTURE (NYM) EXP DEC 20

    5        (5,199

GASOLINE RBOB FUTURE (NYM) EXP DEC 21

    1        7,163  

GASOLINE RBOB FUTURE (NYM) EXP FEB 21

    5        (7,643

GASOLINE RBOB FUTURE (NYM) EXP JAN 21

    5        4,423  

GASOLINE RBOB FUTURE (NYM) EXP JUL 20

    1        (85,247

GASOLINE RBOB FUTURE (NYM) EXP JUN 20

    3        (30,133

GASOLINE RBOB FUTURE (NYM) EXP MAY 20

    12        (212,030

GASOLINE RBOB FUTURE (NYM) EXP NOV 20

    2        4,680  

GASOLINE RBOB FUTURE (NYM) EXP OCT 20

    1        (60,249

GASOLINE RBOB FUTURE (NYM) EXP SEP 20

    22        104,575  

GBP/EUR SPOT OPTION 20 CALL APR 20 000.860 ED 042220

    882,000        (18,551

GLOBEX NATURL GAS FUTURE (NYM) EXP MAY 20

    15        1,303  

GLOBEX NATURL GAS FUTURE (NYM) EXP OCT 20

    1        2,760  

GOLD 100 OZ FUT (CMX) DEC 20 PUT DEC 20 1900.000 ED 112420

    1        (1

GOLD 100 OZ FUT (CMX) OCT 20 PUT OCT 20 1950.000 ED 092420

    1        (1

GOLD 100 OZ FUTURE (CMX) EXP APR 21

    1        (391

GOLD 100 OZ FUTURE (CMX) EXP AUG 20

    27        (107,083

GOLD 100 OZ FUTURE (CMX) EXP DEC 20

    32        (173,473

GOLD 100 OZ FUTURE (CMX) EXP JUN 20

    40        (256,860

GOLD 100 OZ FUTURE (CMX) EXP MAR 20

           (11,429

GOLD 100 OZ FUTURE (CMX) EXP MAY 20

    1        (4,610

GOLD 100 OZ FUTURE (CMX) EXP OCT 20

    1        (173,495

HSTN V. WTI TRD M FUTURE (NYM) EXP AUG 20

    1        (420

HSTN V. WTI TRD M FUTURE (NYM) EXP JAN 21

    1        (950

HSTN V. WTI TRD M FUTURE (NYM) EXP JUL 20

    1        1,070  

HSTN V. WTI TRD M FUTURE (NYM) EXP SEP 20

    1        (620

INTEL CORP (OTC) CALL MAR 20 068.000 ED 0320

    24        (3,072

 

59


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

    

Proceeds of

Dispositions

 

INTEL CORP CALL MAR 20 070.000 ED 0320

    22        (1,321

IRON ORE 62% (SGX) EXP JAN 21

    1        3,160  

IRS GBP 10Y P 1.16000 LCH PUT APR 20 001.160 ED 040220

    1,600,000        (1,033

IRS. R ILS-TELBOR01-REUTERS 3M P 0.6% 29 MAY 01

    1,000,000        (442

IRS. R ILS-TELBOR01-REUTERS 3M P 0.54% 29 APR 29

    800,000        (185

IRS. R ILS-TELBOR01-REUTERS 3M P 0.64% 29 APR 25

    2,200,000        (2,154

ISHARES RUSSELL 2000 ETF (OTC) CALL AUG 20 152.000 ED 080720

    645        114,165  

ISHARES RUSSELL 2000 ETF (OTC) CALL AUG 20 156.000 ED 080720

    430        12,470  

IW-IW SPREAD V0-F1 SEP 20 PUT OCT 20 000.600 ED 09/25/20

    2        (13,182

JPN 10Y BOND FUTURE (OSE) EXP DEC 20

    1        2,011  

JPN 10Y BOND FUTURE (OSE) EXP JUN 20

    1        (24,474

JPN 10Y BOND FUTURE (OSE) EXP MAR 20

    1        7,344  

JPN 10Y BOND FUTURE (OSE) EXP SEP 20

    1        (847

JPY/CAD SPOT OPTION 20 CALL OCT 20 082.000 ED 103020

    873,000        (651

JPY/CAD SPOT OPTION 21 CALL FEB 21 082.500 ED 022521

    658,000        (2,248

JPY/CAD SPOT OPTION 21 PUT FEB 21 077.000 ED 022521

    658,000        8,079  

JPY/SGD SPOT OPTION 20 CALL MAR 20 082.000 ED 032620

    666,000        (387

JPY/SGD SPOT OPTION 20 PUT MAR 20 078.500 ED 032620

    666,000        1,988  

KC HRW WHEAT FUTURE (CBT) EXP DEC 20

    32        2,373  

KC HRW WHEAT FUTURE (CBT) EXP SEP 20

    29        (48,283

KRW/USD SPOT OPTION 20 CALL DEC 20 1220.000 ED 121620

    503,000        (3,536

KRW/USD SPOT OPTION 20 CALL OCT 20 1225.000 ED 102820

    498,000        (861

KRW/USD SPOT OPTION 20 PUT DEC 20 1170.000 ED 121620

    503,000        6,107  

KRW/USD SPOT OPTION 20 PUT OCT 20 1175.000 ED 102820

    498,000        5,284  

LAM RESEARCH CORP PUT DEC 20 390.000 ED 12/18/20

    4        (76

LEAD FUTURE (LME) EXP MAR 21

    1        (6

LEAN HOGS FUTURE (CME) EXP DEC 20

    3        1,619  

LEAN HOGS FUTURE (CME) EXP FEB 21

    4        (49

LEAN HOGS FUTURE (CME) EXP JUN 21

    1        691  

LIVE CATTLE FUTURE (CME) EXP APR 20

    7        44,453  

LIVE CATTLE FUTURE (CME) EXP AUG 20

    5        7,941  

LIVE CATTLE FUTURE (CME) EXP DEC 20

    8        8,070  

LIVE CATTLE FUTURE (CME) EXP FEB 21

    4        (1,482

LIVE CATTLE FUTURE (CME) EXP JUN 20

    4        38,633  

LIVE CATTLE FUTURE (CME) EXP JUN 21

    1        (372

LIVE CATTLE FUTURE (CME) EXP OCT 20

    7        4,505  

LME PRI ALUM FUTURE (LME) EXP JUL 20

    1        (169

LONG GILT FUTURE (ICF) EXP DEC 20

    10        (5,276

LONG GILT FUTURE (ICF) EXP JUN 20

    5        (57,619

LONG GILT FUTURE (ICF) EXP SEP 20

    10        (13,126

LOW SU GASOIL G FUTURE (ICE) EXP APR 20

    8        (3,883

LOW SU GASOIL G FUTURE (ICE) EXP AUG 20

    2        (27,145

LOW SU GASOIL G FUTURE (ICE) EXP DEC 20

    70        (516,932

LOW SU GASOIL G FUTURE (ICE) EXP JUL 20

    3        (27,779

LOW SU GASOIL G FUTURE (ICE) EXP JUN 20

    9        101,562  

LOW SU GASOIL G FUTURE (ICE) EXP MAR 21

    9        75,660  

LOW SU GASOIL G FUTURE (ICE) EXP MAY 20

    5        65,022  

LOW SU GASOIL G FUTURE (ICE) EXP OCT 20

    4        (20,963

LOW SU GASOIL G FUTURE (ICE) EXP SEP 20

    18        124,041  

M BELV PROP 5 DE FUTURE (NYM) EXP DEC 20

    1        (5,523

M BELV PROP 5 DE FUTURE (NYM) EXP NOV 20

    1        (5,523

M BELV PROP 5 DE FUTURE (NYM) EXP OCT 20

    1        (5,523

MT BELV N BUT 5DE FUT (NYM) EXP DEC 20

    1        8,715  

 

60


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

    

Proceeds of

Dispositions

 

MT BELV N BUT 5DE FUT (NYM) EXP NOV 20

    1        8,715  

MT BELV N BUT 5DE FUT (NYM) EXP OCT 20

    1        8,715  

NAT GAS EUR FUTURE APR 20 CALL APR 20 002.350 ED 032620

    3        173  

NAT GAS EUR FUTURE APR 20 PUT APR 20 001.950 ED 03/26/20

    6        (7,128

NAT GAS EUR FUTURE JUN 20 CALL JUN 20 002.300 ED 052620

    2        (42

NAT GAS EUR FUTURE JUN 20 PUT JUN 20 001.800 ED 05/26/20

    1        1,788  

NAT GAS EUR FUTURE NOV 20 CALL NOV 20 002.750 ED 102720

    1        (1,046

NAT GAS EUR FUTURE NOV 20 CALL NOV 20 003.000 ED 102720

    4        (2,839

NAT GAS EUR FUTURE NOV 20 PUT NOV 20 002.000 ED 10/27/20

    2        1,095  

NAT GAS EUR FUTURE NOV 20 PUT NOV 20 002.200 ED 10/27/20

    2        1,892  

NAT GAS EUR FUTURE SEP 20 CALL SEP 20 002.200 ED 082620

    3        (6,295

NAT GAS EUR OPT FUTURE DEC 20 PUT DEC 20 002.750 ED 11/24/20

    1        498  

NAT GAS EUR OPT FUTURE JAN 21 PUT JAN 21 002.800 ED 12/28/20

    1        (4,951

NAT GAS FUTURE (ICE) EXP AUG 20

    3        (270

NAT GAS FUTURE (ICE) EXP DEC 20

    1        1,695  

NAT GAS FUTURE (ICE) EXP JUL 20

    4        7,038  

NAT GAS FUTURE (ICE) EXP SEP 20

    2        5,646  

NATURAL GAS FUTURE (NYM) EXP AUG 20

    66        (16,655

NATURAL GAS FUTURE (NYM) EXP DEC 20

    9        (203

NATURAL GAS FUTURE (NYM) EXP JUL 20

    110        (187,549

NATURAL GAS FUTURE (NYM) EXP JUN 20

    48        (44,195

NATURAL GAS FUTURE (NYM) EXP MAY 20

    32        (93,411

NATURAL GAS FUTURE (NYM) EXP NOV 20

    2        (29,846

NATURAL GAS FUTURE (NYM) EXP SEP 20

    2        355,340  

NATURAL GAS FUTURE OCT 20 CALL OCT 20 002.500 ED 092520

    2        (4,067

NICKEL FUTURE (LME) EXP DEC 20

    1        (3,308

NICKEL FUTURE (LME) EXP JAN 21

    1        (6

NICKEL FUTURE (LME) EXP JUL 20

    1        (3,105

NICKEL FUTURE (LME) EXP MAY 20

    3        (9,048

NICKEL FUTURE (LME) EXP NOV 20

    1        4,527  

NICKEL FUTURE (LME) EXP SEP 20

    1        6,387  

NICKEL FUTURE(LME) EXP JAN 20

    3        18,426  

NOK/EUR SPOT OPTION 20 PUT JAN 20 098.870 ED 01/23/20

    450,000        3,337  

NY HARB ULSD FUTURE (NYM) EXP DEC 20

    5        14,214  

NY HARB ULSD FUTURE (NYM) EXP JUL 20

    14        (189,048

NY HARB ULSD FUTURE (NYM) EXP JUN 20

    1        (19,048

NY HARB ULSD FUTURE (NYM) EXP MAR 21

    4        (3,306

NY HARB ULSD FUTURE (NYM) EXP MAY 20

    3        46,843  

NY HARB ULSD FUTURE (NYM) EXP OCT 20

    1        (27,400

NY HARB ULSD FUTURE (NYM) EXP SEP 20

    10        79,834  

PLATINUM FUT (NYM) JUL 20 CALL JUL 20 775.000 ED 061720

    1        (2

PLATINUM FUT (NYM) JUL 20 CALL JUL 20 800.000 ED 061720

    1        (2

PLATINUM FUTURE (NYM) EXP JUL 20

    19        40,090  

PLATINUM FUTURE (NYM) EXP OCT 20

    1        (36,050

PRI ALUMINUM FUTURE (LME) EXP DEC 20

    1        (2,275

PRI ALUMINUM FUTURE (LME) EXP MAR 20

           1,531  

PRI ALUMINUM FUTURE (LME) EXP MAY 20

    1        656  

PRI ALUMINUM FUTURE (LME) EXP NOV 20

    3        (243

SHORT EURO-BTP FUTURE (EUX) EXP JUN 20

    37        (12,854

SILVER FUTURE (CMX) EXP APR 20

    1        (5,502

SILVER FUTURE (CMX) EXP AUG 20

    3        94,000  

SILVER FUTURE (CMX) EXP DEC 20

    28        (461,733

SILVER FUTURE (CMX) EXP FEB 20

    1        (2,840

 

61


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

    

Proceeds of

Dispositions

 

SILVER FUTURE (CMX) EXP JUL 20

    2        118,873  

SILVER FUTURE (CMX) EXP MAY 20

    16        183,094  

SILVER FUTURE (CMX) EXP OCT 20

    1        15,398  

SILVER FUTURE (CMX) EXP SEP 20

    16        (526,231

SOYBEAN FUTURE (CBT) EXP JAN 21

    2        26,618  

SOYBEAN FUTURE (CBT) EXP JUL 20

    4        10,616  

SOYBEAN FUTURE (CBT) EXP JUL 21

    1        714  

SOYBEAN FUTURE (CBT) EXP NOV 20

    5        (78,943

SOYBEAN FUTURE (CBT) EXP NOV 21

    1        659  

SOYBEAN MEAL FUTURE (CBT) EXP DEC 20

    3        (14,363

SOYBEAN MEAL FUTURE (CBT) EXP JAN 21

    5        6,768  

SOYBEAN MEAL FUTURE (CBT) EXP JUL 20

    1        1,320  

SOYBEAN MEAL FUTURE (CBT) EXP MAR 20

    2        2,327  

SOYBEAN MEAL FUTURE (CBT) EXP MAY 20

    3        (889

SOYBEAN MEAL FUTURE (CBT) EXP MAY 21

    1        2,497  

SOYBEAN OIL FUTURE (CBT) EXP DEC 20

    5        (8,949

SOYBEAN OIL FUTURE (CBT) EXP JAN 21

    3        3,999  

SOYBEAN OIL FUTURE (CBT) EXP JUL 20

    4        (1,460

SOYBEAN OIL FUTURE (CBT) EXP MAR 20

    8        (14,911

SOYBEAN OIL FUTURE (CBT) EXP MAY 20

    8        (20,425

SOYBEAN OIL FUTURE (CBT) EXP MAY 21

    1        1,131  

SUGAR #11 WORLD FUTURE (NYB) EXP JUL 20

    24        36,366  

SUGAR #11 WORLD FUTURE (NYB) EXP OCT 20

    11        (22,008

TRS EL R SPGCESP EQUITY P 0% 20 DEC 31

    912        17,175,140  

TRS EL R SPGCESP INDEX P 0% 20 DEC 31

    89        1,676,083  

TTF NAT GAS F FUTURE (EDX) EXP AUG 20

    3        539  

TTF NAT GAS F FUTURE (EDX) EXP DEC 20

    6        8,375  

TTF NAT GAS F FUTURE (EDX) EXP JUL 20

    4        4,213  

TTF NAT GAS F FUTURE (EDX) EXP NOV 20

    8        (11,318

TTF NAT GAS F FUTURE (EDX) EXP SEP 20

    2        3,773  

US 10YR NOTE FUTURE (CBT) EXP DEC 20

    75        (35,979

US 10YR NOTE FUTURE (CBT) EXP SEP 20

    85        36,663  

US 10YR TREAS NTS FUTURE (CBT) EXP JUN 20

    136        602,286  

US 10YR ULTRA FUTURE (CBT) EXP DEC 20

    9        23,983  

US 10YR ULTRA FUTURE (CBT) EXP JUN 20

    9        (78,792

US 10YR ULTRA FUTURE (CBT) EXP SEP 20

    9        (12,033

US 2YR NOTE FUTURE (CBT) EXP DEC 20

    275        (8,887

US 2YR NOTE FUTURE (CBT) EXP SEP 20

    288        46  

US 2YR TREAS NTS FUT (CBT) EXP JUN 20

    256        718,929  

US 5YR NOTE FUTURE (CBT) EXP DEC 20

    60        (11,345

US 5YR NOTE FUTURE (CBT) EXP JUN 20

    76        486,602  

US 5YR NOTE FUTURE (CBT) EXP SEP 20

    45        16,713  

US LONG BOND FUTURE (CBT) EXP DEC 20

    22        88,823  

US LONG BOND FUTURE (CBT) EXP SEP 20

    26        (52,024

US TREAS BD FUTURE (CBT) EXP JUN 20

    28        (370,685

US ULTRA BOND (CBT) EXP DEC 20

    22        (135,390

US ULTRA BOND (CBT) EXP JUN 20

    23        511,163  

US ULTRA BOND (CBT) EXP SEP 20

    23        61,529  

USD/EUR SPOT OPTION 20 CALL SEP 20 001.1625 ED 091520

    441,000        9,437  

USD/EUR SPOT OPTION 20 CALL SEP 20 001.200 ED 091520

    441,000        3,805  

USD/EUR SPOT OPTION 20 PUT SEP 20 001.105 ED 091520

    441,000        (256

USD/EUR SPOT OPTION 21 CALL JAN 21 001.1625 ED 012921

    444,000        15,575  

USD/EUR SPOT OPTION 21 CALL JAN 21 001.200 ED 012921

    444,000        9,098  

 

62


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)

December 31, 2020

 

                                                             

Identity of issue, borrower, lessor, or similar party, including maturity date, rate of

    interest, collateral, par or maturity value

 

Shares /

Par Value

    

Proceeds of

Dispositions

 

USD/EUR SPOT OPTION 21 PUT JAN 21 001.0925 ED 012921

    444,000        (565

WHEAT FUTURE (CBT) EXP DEC 20

    30        77,717  

WHEAT FUTURE (CBT) EXP JUL 21

    2        (379

WHEAT FUTURE (CBT) EXP SEP 20

    10        1,730  

WHITE SUGAR FUTURE (ICE) EXP AUG 20

    16        (711

WHITE SUGAR FUTURE (ICE) EXP OCT 20

    9        22,648  

WTI CRUDE FUT (NYM) JAN 21 CALL JAN 21 046.000 ED 121620

    12        (10

WTI CRUDE FUTURE (ICE) EXP APR 20

    1        (7,140

WTI CRUDE FUTURE (ICE) EXP FEB 21

    1        3,432  

WTI CRUDE FUTURE (ICE) EXP JAN 21

    3        (26,391

WTI CRUDE FUTURE (ICE) EXP SEP 20

    3        57,018  

WTI CRUDE FUTURE (NYM) EXP APR 20

    4        (26,026

WTI CRUDE FUTURE (NYM) EXP AUG 20

    1        130,766  

WTI CRUDE FUTURE (NYM) EXP JAN 21

    15        21,277  

WTI CRUDE FUTURE (NYM) EXP JUL 20

    26        241,194  

WTI CRUDE FUTURE (NYM) EXP MAY 20

    7        (72,224

WTI CRUDE FUTURE (NYM) EXP NOV 20

    1        (292,103

WTI CRUDE FUTURE (NYM) EXP OCT 20

    8        41,413  

WTI MIDLVSWTI TM FUTURE (NYM) EXP JAN 21

    1        440  

WTI-BRENT SPRDZ0-Z0 (OTC) CALL OCT 20 003.000 ED 102920

    1        (1,521

ZINC FUTURE (LME) EXP DEC 20

    1        (1,144

ZINC FUTURE (LME) EXP JAN 20

    4        (10,463

ZINC FUTURE (LME) EXP JAN 21

    4        (25

ZINC FUTURE (LME) EXP JUL 20

    3        (550

ZINC FUTURE (LME) EXP MAY 20

    3        14,488  

ZINC FUTURE (LME) EXP NOV 20

    5        286  

ZINC FUTURE (LME) EXP SEP 20

    1        10,263  

Total Derivatives

             $     20,090,655  

Total Acquired and Disposed of Within the Year

             $2,912,574,894  

 

63


THE GOLDMAN SACHS 401(k) PLAN

Schedule H, Line 4j – Schedule of Reportable Transactions

December 31, 2020

 

Identity of issue, borrower, lessor or

    similar party

  Purchase
price
    Number of
transactions
(purchases)
    Selling price     Number of
transactions
(sales)
    Cost    

Current value

of asset on
transaction
date

    Net gain or
(loss)
 

Series of Transactions

             

VANGUARD FED MONEY MARKET

  $ 253,933,235       153     $           $     $ 253,933,235     $  

VANGUARD FED MONEY MARKET

                203,150,387       112       203,150,387       203,150,387        

DREYFUS INS RSRV PR MONEY 6546

    1,179,125,277       1,822                         1,179,125,277        

DREYFUS INS RSRV PR MONEY 6546

                1,168,331,795       1,771       1,168,331,795       1,168,331,795        

Single Transactions

             

No reportable transactions

                                                       

 

64


SIGNATURES

The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the Administrative Committee (or other persons who administer the employee benefit plan) has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.

 

THE GOLDMAN SACHS 401(k) PLAN
Members of the Administrative Committee
By:   /s/       Lauren Perna
Name:       Lauren Perna
By:   /s/       Michael Perloff
Name:     Michael Perloff

Date: June 16, 2021


INDEX TO EXHIBITS

 

Exhibit No.

 

Description

  23

  Consent of PricewaterhouseCoopers LLP, Independent Registered Public Accounting Firm