The Goldman Sachs Group, Inc. (GS) 11-K Annual report of employee stock purchases

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

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

     For the fiscal year ended December 31, 2012.

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

December 31, 2012 and 2011

(With Independent Registered Public Accounting Firm’s Report Thereon)

The Goldman Sachs 401(k) Plan

Index

December 31, 2012 and 2011

	Page(s)
Report of Independent Registered Public Accounting Firm		1
Financial Statements
Statements of Net Assets Available for Benefits		2
Statements of Changes in Net Assets Available for Benefits		3
Notes to Financial Statements		4–25
Supplemental Schedules*
Schedule H, Line 4i — Schedule of Assets (Held at End of Year)		26–83
Schedule H, Line 4i — Schedule of Assets (Acquired and Disposed of Within the Plan Year)		84
Schedule H, Line 4j — Schedule of Reportable Transactions		85
Schedule G, Part 1 — Schedule of Loans or Fixed  Income Obligations in Default or Classified as Uncollectible		86-88
Signatures
Index to Exhibits
Consent of PricewaterhouseCoopers, LLP
EX-23: Consent of PricewaterhouseCoopers, LLP

* 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 Participants and Administrator of

The Goldman Sachs 401(k) Plan

In our opinion, the accompanying statements of net assets available for benefits and the related statements of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of The Goldman Sachs 401(k) Plan (the “Plan”) at December 31, 2012 and 2011, 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. These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that our audits provide a reasonable basis for our opinion.

Our audits were conducted for the purpose of forming an opinion on the basic financial statements taken as a whole. The supplemental schedule of assets (held at end of year), schedule of assets (acquired and disposed of within the plan year), schedule of reportable transactions and schedule of loans or fixed income obligations in default or classified as uncollectible are presented for the purpose of additional analysis and are not a required part of the basic financial statements, but are supplementary information required by the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974, as amended. These supplemental schedules are the responsibility of the Plan’s management. The supplemental schedules have been subjected to the auditing procedures applied in the audit of the basic financial statements and, in our opinion, are fairly stated in all material respects in relation to the basic financial statements taken as a whole.

/s/ PricewaterhouseCoopers LLP

New York, NY

July 1, 2013

1

The Goldman Sachs 401(k) Plan

Statements of Net Assets Available for Benefits

December 31, 2012 and 2011

	As of December
in thousands	2012			2011
Assets
Total investment assets at fair value (Note 3)	$	5,394,649		$	4,854,580
Employee contributions		4,840			4,842
Employer contributions, net		90,445			94,762
Notes receivable from participants		29,840			26,308
Interest and dividends		4,684			4,757
Due from brokers and other receivables		159,087			113,603
Total receivables		288,896			244,272
Total assets		5,683,545			5,098,852
Liabilities
Total investment liabilities at fair value (Note 3)		189,206			118,683
Due to brokers and other payables		42,346			37,726
Accrued expenses		25,473			2,498
Total liabilities		257,025			158,907
Net assets reflecting all investments at fair value		5,426,520			4,939,945
Adjustment from fair value to contract value for fully benefit-responsive investment contracts		(6,740	)		(818	)
Net assets available for benefits	$	5,419,780		$	4,939,127

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

December 31, 2012 and 2011

	Year Ended December
in thousands	2012			2011
Additions
Investment income/(loss):
Net appreciation/(depreciation) in fair value of investments (Note 3)	$	557,960		$	(175,758	)
Interest and dividends		75,981			75,835
Less: Investment management fees and other expenses		(40,440	)		(17,211	)
Total investment income/(loss)		593,501			(117,134	)
Interest income on notes receivable from participants		1,148			1,141
Contributions:
Employee		172,728			185,932
Employer, net		90,445			94,762
Total contributions		263,173			280,694
Total additions		857,822			164,701
Deductions
Benefits paid		377,169			233,000
Total deductions		377,169			233,000
Net increase/(decrease)		480,653			(68,299	)
Net assets available for benefits
Beginning of year		4,939,127			5,007,426
End of year	$	5,419,780		$	4,939,127

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

3

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Note 1.

Plan Description

The following description of The Goldman Sachs 401(k) Plan (the Plan) is provided for general information purposes only. Participants should refer to the Plan document, as most recently amended on December 19, 2012, for a more complete description of the Plan’s provisions. Items referenced “as defined” are defined in the Plan document or separate provisions to the Plan.

The Plan became effective on January 1, 1945 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, in addition to rolling over contributions from other qualified plans, may elect to make pre-tax 401(k) and after-tax Roth 401(k) contributions each year based on their compensation, as determined under the Plan. 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 “Firm Matching Contribution” of up to 4% of an eligible participant’s total compensation, capped by applicable statutory limitations. If 4% of an eligible participant’s total compensation is less than $6,000, The Goldman Sachs Group, Inc. (the firm) will allocate a “Supplemental Contribution” equal to the difference. In addition to these contributions, the firm will also allocate to each eligible participant an “Additional Retirement Contribution” up to $4,000. Collectively, the Firm Matching Contribution, Supplemental Contribution and Additional Retirement Contribution are herein referred to as the “Firm Contributions.” The Plan’s Retirement Committee, as defined (the Committee), monitors the investment objectives and performance of the Plan’s individual investment options. The Committee consists of employees of the firm or its affiliates, including, in some cases, senior management of the firm or its affiliates. Participants direct their contributions and the Firm Contributions into various investment options offered by 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 are managed in mutual funds, collective trust funds and separately managed accounts. Hewitt Associates, LLC is the recordkeeper of the Plan.

The Plan also offers participants the option to invest in the Stock Fund, as defined (the Company Stock Fund), a separately managed account, which primarily invests in shares of the firm’s common stock. In accordance with a policy adopted by the Committee, no more than 20% of any contribution made on behalf of each participant can be invested in the Company 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 Company Stock Fund. In addition, participants are restricted from transferring into or out of the Company Stock Fund during the “black-out” periods that are part of the firm’s compliance procedures designed to avoid violations of applicable securities laws.

Eligibility

Employees become eligible to make pre-tax 401(k) and after-tax Roth 401(k) contributions to the Plan as of the first day of the month after they join the firm as employees. In addition, employees are eligible, as determined under the Plan document, to participate in the Firm Matching Contributions and Supplemental Contributions generally as of the first day of the month after they complete one Year of Service, as defined, and attain age 21. In addition, to be eligible for the Supplemental Contribution, the employee 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) eligible for benefits under the Goldman Sachs Employees’ Pension Plan as of November 26, 2004, (ii) age 46 or older as of November 26, 2004, and (iii) employed by the firm as of the last day of the current fiscal year.

4

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Vesting

Participants are immediately fully vested in their own 401(k) contributions, the Firm Matching Contributions and Supplemental Contributions, and the earnings thereon. Participants became fully vested after three Years of Service in the Firm Profit Sharing Contributions (which were discretionary profit sharing contributions made by the firm prior to January 1, 2008) and Additional Retirement Contributions, and the earnings thereon. Additionally, upon the earliest to occur of the following: (i) attainment of age 65 while employed by the firm, (ii) disability retirement, (iii) death 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. Forfeitures of terminated participants’ unvested Firm Profit Sharing and Additional Retirement Contributions can be used to reduce Firm Contributions. For the years ended December 31, 2012 and 2011, forfeited unvested accounts totaled $135,000 and $119,000, respectively, and, in part, have been used to reduce Employer contributions.

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 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.

Trust Agreement

The Plan’s investments are owned by the Master Trust, which is subject to a trust agreement (the Trust Agreement) with State Street Bank & Trust Company (the Trustee).

Note 2.

Summary of Significant Accounting Policies

Basis of Accounting

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

Use of Estimates

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

Reclassifications

Certain reclassifications have been made to previously reported amounts to conform to the current presentation.

5

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Employer Contributions

The employer contributions receivable is presented on the Statements of Net Assets Available for Benefits, net of forfeited unvested account balances as of December 31, 2012 and 2011.

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.

Risks and Uncertainties

The Plan provides for various investment options, which include investments in any combination of equities, fixed income securities, individual guaranteed investment contracts, currency and commodities, futures, forwards, options, other derivative contracts and real estate investment trusts.

Investments are exposed to various risks, such as interest rate, market 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.

Expenses

Investment advisory expenses are borne by the Plan and are included in Net appreciation/(depreciation) in fair value of investments.

The investment managers of the Multi-Market Hedge Fund Option, Multi-Strategy Hedge Fund Option and Global Equity Long-Short Hedge Fund Option (each of which is a separately managed account on behalf of the Plan), charge fixed asset-based management fees plus annual incentive fees of 15% to 20% of the net investment income earned, if any, by each fund. These expenses are reported separately and included in Investment management fees and other expenses. Other administrative and custodial fees are paid by the Plan, unless paid by the firm.

Investments

The investments of the Plan are reported at fair value. 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.

Mutual funds and collective trust funds represent investments with various investment managers. The respective fair values of these investments are determined by reference to the investment options’ respective underlying assets, which are principally marketable equity and fixed income securities. 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 short-term investments include cash and short-term interest-bearing investments with initial maturities of three months or less. Such amounts are recorded at cost, plus accrued interest, which approximates fair value.

6

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Common stock, preferred stock, fixed income securities, real estate investment trusts, options and futures traded in active markets on national and international securities exchanges 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 quoted market prices, 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 (as defined in Note 4).

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 converted 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 is 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 may include cash or securities maintained with brokers and counterparties for margin account balances, collateral posted and received in conjunction with the Plan’s investment portfolio, and the amounts due to and due from brokers for the settlement of purchase and sale transactions. These balances are not considered cash and short-term investments of the Plan. As of December 31, 2012 and 2011, Due from brokers and other receivables primarily included margin account balances, collateral posted, and receivables for unsettled trades. As of December 31, 2012 and 2011, Due to brokers and other payables primarily included margin account balances, collateral received, and payables for unsettled trades. 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.

Note 3 presents the Net appreciation/(depreciation) in the fair value of investments, which consists of realized gains or losses and unrealized appreciation/(depreciation) on investments.

7

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Recent Accounting Developments

Amendments to Achieve Common Fair Value Measurements and Disclosure Requirements in U.S. GAAP and IFRSs (ASC 820)

In May 2011, the Financial Accounting Standards Board (FASB) issued Accounting Standard Update (ASU) No. 2011-04, “Fair Value Measurements (Topic 820) — Amendments to Achieve Common Fair Value Measurement and Disclosure Requirements in U.S. GAAP and IFRSs.” ASU No. 2011-04 clarifies the application of existing fair value measurement and disclosure requirements, changes certain principles related to measuring fair value, and requires additional disclosures about fair value measurements. ASU No. 2011-04 was effective for periods beginning after December 15, 2011. The Plan adopted the standard on January 1, 2012. Adoption of ASU No. 2011-04 did not materially affect the Plan’s statements of net assets available for benefits or statements of changes in net assets available for benefits.

Disclosures about Offsetting Assets and Liabilities (ASC 210)

In December 2011, the FASB issued ASU No. 2011-11, “Balance Sheet (Topic 210) — Disclosures about Offsetting Assets and Liabilities.” ASU No. 2011-11, as amended by ASU 2013-01, “Balance Sheet (Topic 210): Clarifying the Scope of Disclosures about Offsetting Assets and Liabilities,” requires disclosure of the effect or potential effect of offsetting arrangements on the Plan’s financial position as well as enhanced disclosure of the rights of setoff associated with the Plan’s recognized assets and recognized liabilities. ASU No. 2011-11 is effective for periods beginning on or after January 1, 2013. Since these amended principles require only additional disclosures concerning offsetting and related arrangements, adoption will not affect the Plan’s statements of net assets available for benefits or statements of changes in net assets available for benefits.

8

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Note 3.

Net Investments at Fair Value

The following is a summary of the fair value of the Plan’s net investments:

	As of December
in thousands	2012		2011
Assets
Collective trusts	$	1,458,590	$	1,233,198
Mutual funds		1,507,237		1,759,918
Managed accounts:
Cash and short-term investments		30,890		36,987
Stable value fund		561,537		598,397
Fixed income securities		394,514		326,343
Common and preferred stocks		1,243,780		866,480
Derivative contracts		27,922		24,783
Real estate investment trusts		170,179		8,474
Total investment assets at fair value	$	5,394,649	$	4,854,580
Liabilities
Managed accounts:
Derivative contracts	$	24,085	$	16,898
Investments sold, but not yet purchased, at fair value:
Managed accounts:
Fixed income securities		12,093		7,659
Common and preferred stocks		151,938		93,069
Real estate investment trusts		1,090		1,057
Total investment liabilities at fair value	$	189,206	$	118,683

9

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

The Plan’s investments appreciated/(depreciated) (including gains and losses on investments bought, sold, and held during the year) as follows:

	Year Ended December
in thousands	2012			2011
Net appreciation/(depreciation) in fair value of investments
Collective trusts	$	191,807		$	(21,525	)
Mutual funds		107,606			(57,644	)
Managed accounts:
Cash and short-term investments		(2,455	)		(227	)
Collective trusts		—			(188	)
Fixed income securities		50,486			5,816
Common and preferred stocks		199,674			(112,149	)
Derivative contracts		10,842			10,159
Total net appreciation/(depreciation) in fair value of investments	$	557,960		$	(175,758	)

The following presents the fair value of investments that represent 5% or more of the Plan’s net assets available for benefits:

in thousands	As of December
	2012		2011
State Street Global Advisors S&P 500 Flagship Securities Non-Lending Fund	$	492,691	$	439,018
Goldman Sachs Financial Square Money Market Fund		379,367		388,741

10

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

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 parameters as inputs including, but not limited to, interest rates, volatilities, equity or debt prices, foreign exchange rates, commodity prices, and credit spreads.

U.S. GAAP has a three-level fair value hierarchy for disclosure of fair value measurements. The fair value 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 the fair value 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.

Level 1 instruments are valued using quoted market prices for identical unrestricted instruments in active markets. The Plan defines 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 defines active markets for debt instruments based on both average daily trading volume and the number of days with trading activity.

Valuations of level 2 instruments 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.

Level 3 instruments 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 level 3 instruments.

For valuation inputs involving broker quotations, consideration is given to the nature of the quotations (e.g. indicative and/or firm) and the relationship of recent market activity to the prices provided from alternative pricing sources.

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 values represent a fair value. These valuation approaches are periodically reviewed by the plan sponsor staff.

11

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Total Plan investment assets at fair value classified within level 3 as of December 31, 2012 and 2011 were $620.9 million and $635.1 million, respectively, which primarily consisted of the Plan’s Stable Value Fund. As of December 31, 2012 and 2011, such amounts were approximately 12% and 13%, respectively, of Total investment assets at fair value. See Note 3 for further information about net investments at fair value.

Investment Assets and Investment Liabilities by Level

The tables below present, by level within the fair value hierarchy, investment assets and investment liabilities of the Plan accounted for at fair value. See Note 3 for further information about net investments at fair value.

	Investment Assets at Fair Value as of December  2012
in thousands	Level 1		Level 2		Level 3			Total
Collective trusts:
Large cap	$	655,315	$	—	$	—		$	655,315
Asset allocation		390,975		—		—			390,975
International		—		156,573		—			156,573
Small cap		98,711		—		—			98,711
Mid cap		105,926		—		—			105,926
Fixed income		51,090		—		—			51,090
Total collective trusts		1,302,017		156,573		—			1,458,590
Mutual funds:
Fixed income		545,652		—		—			545,652
Mid cap		263,638		—		—			263,638
International		181,669		—		—			181,669
Large cap		83,893		—		—			83,893
Money market		432,385		—		—			432,385
Total mutual funds		1,507,237		—		—			1,507,237
Managed accounts:
Cash and short-term investments		5,790		25,100		—			30,890
Stable value fund		4,987		—		556,550	1		561,537
Fixed income securities		99,443		232,911		62,160	2		394,514
Common and preferred stocks		1,229,515		12,042		2,223	3		1,243,780
Derivative contracts		—		27,922		—			27,922
Real estate investment trusts		170,179		—		—			170,179
Total managed accounts		1,509,914		297,975		620,933			2,428,822
Total investment assets at fair value	$	4,319,168	$	454,548	$	620,933		$	5,394,649

1. Principally consists of investments in non-public investment vehicles.

2. Principally consists of mortgage-backed securities and collateralized debt obligations.

3. Principally consists of private equity investments.

12

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

	Investment Liabilities at Fair Value as of December  2012
in thousands	Level 1		Level 2		Level 3		Total
Investments at fair value:
Managed accounts:
Derivative contracts	$	—	$	24,085	$	—	$	24,085
Investments sold, but not yet purchased, at fair value:
Managed accounts:
Fixed income securities		4,525		7,568		—		12,093
Common and preferred stocks		150,082		1,856		—		151,938
Real estate investment trusts		1,090		—		—		1,090
Total investment liabilities at fair value	$	155,697	$	33,509	$	—	$	189,206

13

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

	Investment Assets at Fair Value as of December 2011
in thousands	Level 1		Level 2		Level 3			Total
Collective trusts:
Large cap	$	577,679	$	—	$	—		$	577,679
Asset allocation		286,835		—		—			286,835
International		—		133,780		—			133,780
Small cap		93,321		—		—			93,321
Mid cap		92,597		—		—			92,597
Fixed income		48,986		—		—			48,986
Total collective trusts		1,099,418		133,780		—			1,233,198
Mutual funds:
Fixed income		495,640		—		—			495,640
Mid cap		310,045		—		—			310,045
International		164,988		—		—			164,988
Large cap		138,893		—		—			138,893
Money market		439,770		—		—			439,770
Real estate investment trusts		—		136,223		—			136,223
Commodities		74,359		—		—			74,359
Total mutual funds		1,623,695		136,223		—			1,759,918
Managed accounts:
Cash and short-term investments		34,886		2,101		—			36,987
Stable value fund		2,202		—		596,195	1		598,397
Fixed income securities		58,586		231,047		36,710	2		326,343
Common and preferred stocks		848,650		15,615		2,215	3		866,480
Derivative contracts		—		24,783		—			24,783
Real estate investment trusts		8,474		—		—			8,474
Total managed accounts		952,798		273,546		635,120			1,861,464
Total investment assets at fair value	$	3,675,911	$	543,549	$	635,120		$	4,854,580

1. Principally consists of investments in non-public investment vehicles.

2. Principally consists of mortgage-backed securities and collateralized debt obligations.

3. Principally consists of private equity investments.

14

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

	Investment Liabilities at Fair Value as of December  2011
in thousands	Level 1		Level 2		Level 3		Total
Investments at fair value:
Managed accounts:
Derivative contracts	$	—	$	16,898	$	—	$	16,898
Investments sold, but not yet purchased, at fair value:
Managed accounts:
Fixed income securities		—		7,659		—		7,659
Common and preferred stocks		92,217		852		—		93,069
Real estate investment trusts		1,057		—		—		1,057
Total investment liabilities at fair value	$	93,274	$	25,409	$	—	$	118,683

Transfers Between Levels of the Fair Value Hierarchy

Transfers between levels are reported at the beginning of the reporting period in which they occur. During the year ended December 2012, transfers into level 1 from level 2 of investments were $1.3 million, which represents transfers of short non-U.S. sovereign debt, reflecting the level of market activity in these instruments. Transfers into level 2 from level 1 of investments were $2.2 million and primarily represented transfers of non-U.S. government obligations, reflecting the level of market activity in these instruments.

15

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Level 3 Rollforward

The tables below present changes in fair value for all investment assets categorized as level 3 as of the end of the year:

	Level 3 Investment Assets at Fair Value for the Year Ended December 2012
in thousands	Stable Value Fund			Fixed Income Securities			Common Stock			Total
Balance, beginning of year	$	596,195		$	36,710		$	2,215		$	635,120
Net realized gains/(losses)		—			2,591			—			2,591	1
Net unrealized gains/(losses) relating to instruments still held at year end		5,922			7,577			30			13,529	1
Purchases		6,439			28,053			—			34,492
Sales		(52,006	)		(17,798	)		(22	)		(69,826	)
Transfers into level 3		—			5,027			—			5,027
Balance, end of year	$	556,550		$	62,160		$	2,223		$	620,933

^1.  Gains and losses (realized and unrealized) included in changes in net assets for the period above are reported in net appreciation/(depreciation) in fair value of investments.

Fixed income transfers into level 3 of $5.0 million primarily reflected transfers from level 2 of certain collateralized loan obligations and bank loans due to a decline in the transparency of market prices used to value these securities.

16

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

	Level 3 Investment Assets at Fair Value for the Year Ended December 2011
in thousands	Stable Value Fund			Fixed Income Securities			Common Stock			Total
Balance, beginning of year	$	608,594		$	49,588		$	2,203		$	660,385
Net realized gains/(losses)		—			1,294			—			1,294	1
Net unrealized gains/(losses) relating to instruments still held at the reporting date		14,279			(1,300	)		46			13,025	1
Purchases		211,902			16,962			—			228,864
Sales		(238,580	)		(14,402	)		(34	)		(253,016	)
Net transfers in and/or (out) of level 3		—			(15,432	)		—			(15,432	)
Balance, end of year	$	596,195		$	36,710		$	2,215		$	635,120

^1.  Gains and losses (realized and unrealized) included in changes in net assets for the period above are reported in net appreciation/(depreciation) in fair value of investments.

Net fixed income transfers out of level 3 of $15.4 million primarily reflected transfers to level 2 of certain residential mortgage-backed securities due to improved transparency of market prices used to value these securities, as well as unobservable inputs no longer being significant to the valuation of these securities.

Except for the Plan’s Stable Value Fund (see Note 5), level 3 investments are valued primarily using unadjusted broker quotations.

17

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Note 5.

Description of the Plan’s Investment Contracts

Fully benefit-responsive investment contracts held by a defined contribution plan are required to be reported at fair value rather than contract value with an offsetting asset or liability in the Statements of Net Assets Available for Benefits. The Statements of Changes in Net Assets Available for Plan Benefits are prepared on a contract value basis.

The Plan’s Stable Value Fund (the Fund) invests in synthetic guaranteed investment contracts (GICs), each with similar characteristics. A synthetic GIC, also known as a wrap contract, is an investment contract issued by an insurance company or other financial institution, designed to provide a contract value “wrapper” around a portfolio of bonds or other fixed income securities that are owned by the Fund. As of December 31, 2012, the assets underlying the Fund’s wrap contracts were interests in fixed income collective trust funds (Dwight¹ Term Funds 2012-2016), and separately managed account bond portfolios (managed by PIMCO and BlackRock, respectively). Prior to April 2011, the underlying assets included units in the Dwight Target 2 Fund and the Dwight Target 5 Fund, each a fixed income collective trust funds. The wrap contracts are obligated to provide an interest crediting rate not less than zero. These contracts provide that realized and unrealized gains and losses on the underlying assets are not reflected immediately in the net assets of the Fund, but rather are amortized over the duration of the underlying assets or other amortization period agreed upon by the investment manager and wrap provider, through adjustments to the future interest crediting rate. The issuer guarantees that all qualified participant withdrawals will occur at contract value.

The Fund owns units of the Goldman Sachs Financial Square Money Market Fund, which serves as the Fund’s short-term liquidity vehicle.

Variables that Impact Future Crediting Rates

Primary variables impacting future crediting rates of wrap contracts include:

- current yield of the underlying assets within the wrap contract

- duration of the underlying assets covered by the wrap contract or other amortization period agreed upon by the investment manager and the wrap provider

- existing difference between the market value of the underlying assets within the wrap contract and contract value of the wrap contract

Crediting Rate Calculation Methodology

The Fund uses the following formula to calculate future crediting rates for the wrap contracts:

CR = [(1+Y)*(MV/CV) ^ (1/D)]-1-Fees

CR = crediting rate

MV = market value of underlying assets

CV = contract value

D = weighted average duration of the portfolio or other amortization period agreed upon by the investment manager and the wrap provider

Y = weighted average annual effective yield to maturity of the underlying portfolio

Fees = annualized % charge for wrap provider and investment management fees

1 Effective May 15, 2012, Goldman Sachs Asset Management, L.P. (GSAM) acquired Dwight Asset Management Company LLC (Dwight), the investment manager of the Plan’s Stable Value Fund.

18

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

The net crediting rate reflects fees paid to wrap contract issuers and other fees agreed upon by the investment manager and the wrap provider.

Basis and Frequency of Determining Interest Crediting Rates

Prior to July 1, 2011, the wrap contract crediting rates were reset on a staggered, quarterly basis. On and after July 1, 2011, the wrap contract crediting rates are reset on a monthly basis.

Minimum Crediting Rates

Wrap contracts provide an interest rate floor of zero percent.

Relationship between Future Crediting Rates and Adjustment between Fair Value (Market Value) and Contract Value

The crediting rate of the wrap contracts will track current market yields on a trailing basis. The rate reset allows the contract value of the underlying assets to converge to the market value over time, assuming the market value continues to earn the current portfolio yield for a period of time equal to the current portfolio duration.

Limitations on the Ability of the Fund to Transact At Contract Value

The benefit-responsive investment contracts (i.e., wrap contracts), which are agreements with insurance companies and other financial institutions, are designed to help preserve principal and provide a stable crediting rate. These contracts are fully benefit-responsive and provide that Plan participant-initiated withdrawals permitted under the Plan will be paid at contract value. In addition to certain wrap agreement termination provisions discussed below, wrap contracts provide for withdrawals associated with certain events which are not in the ordinary course of Plan operations, and that the issuer determines will have a material adverse effect on the issuer’s financial interest, to be paid with a market value adjustment to the contract value amount of such withdrawal as defined in such contracts.

While each contract issuer specifies the events which may trigger such a market value adjustment, such events include all or some of the following: (i) amendments to the Plan documents or Plan’s administration; (ii) changes to the Plan’s prohibition on competing investment options or deletion of equity wash provisions; (iii) complete or partial termination of the Plan or its merger with another plan; (iv) failure of the Plan or its Master Trust to qualify for exemption from federal income taxes or any required prohibited transaction exemption under ERISA; (v) any change in law, regulation, ruling, administrative or judicial position or accounting requirement, in any case applicable to the Plan or Fund; (vi) the delivery of any communication to Plan participants designed to influence a participant not to invest in the Fund; (vii) the establishment of a defined contribution plan that competes with the Plan for participant contributions; and (viii) unless made in accordance with the withdrawal provisions of the Plan, the withdrawal from the wrap contract at the direction of the Plan sponsor (“market-value event”¹).

1 For purposes of the Plan’s contracts, “market-value events” are defined as follows: (i) a change of employment status due to (a) the transfer or other change of employment from an employer to a parent, subsidiary or any company under common ownership or control with the employer or (b) a spin-off, sale or merger of any unit of the employer where a withdrawal is the result of a transfer to another plan unless, in any of these cases, there is a cessation of employment constituting a “separation from service” for purposes of Section 401(k) or Section 402 of the Internal Revenue Code of 1986, as amended (the Internal Revenue Code); (ii) a partial or full Plan termination which is not the result of financial hardship, such as a court ordered liquidation under applicable bankruptcy or insolvency statutes; (iii) any change in law, regulation, ruling, administrative or judicial position or accounting requirement, in any case applicable to the Plan or Fund; and (iv) the delivery of any communication to Plan participants designed to influence a participant not to invest in the Fund.

19

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

In addition, wrap contracts typically provide for an adjustment to contract value if a security that is part of the underlying assets defaults or otherwise becomes impaired as defined in the wrap contract. In the event of an impairment, contract value is generally decreased by the amortized cost of the impaired security and, if such security is subsequently sold, contract value is increased by the amount of such sales proceeds.

Terminations at Other than Contract Value

Wrap contracts held in the Fund are evergreen contracts that contain termination provisions. Wrap agreements permit the Fund’s investment manager to terminate upon notice at any time at market value and provide for automatic termination of the wrap contract if the contract value or the market value of the contract equals zero due to qualified participant withdrawals. The issuer is not excused from paying the excess contract value when the market value equals zero. Wrap contracts permit the issuer to terminate at market value and provide that the Fund may elect to convert such termination to an Amortization Election as described below. In addition, if the Fund defaults in its obligations under the agreement (including the issuer’s determination that the agreement constitutes a nonexempt prohibited transaction as defined under ERISA) and such default is not cured within the time permitted by any cure period, then the wrap contract may be terminated by the issuer and the Fund will receive the market value as of the date of termination.

Wrap contracts also define certain termination events that permit the issuer to terminate the contract at market value. Termination events typically include all or some of the following: (i) termination or replacement of the investment manager without the issuer’s consent or the investment manager ceases to be a “qualified professional asset manager” within the meaning of PTE 84-14 under ERISA, (ii) the Plan or its Master Trust is fully or partially terminated or fails to be exempt from federal income taxation, (iii) the Plan merges with another plan, (iv) a security is sold or subject to a lien other than as permitted under the contract, (v) the contract holder engages in fraud or other action that materially and adversely affects the risk profile of the contract, (vi) there is any change in law, regulation, ruling, or accounting requirement applicable to the Plan or Fund that could cause substantial withdrawals from the Fund, or (vii) performance of the issuer’s obligations under the contract becomes illegal.

The wrap contracts permit the issuer or investment manager to elect at any time to convert the underlying assets to a declining duration strategy whereby the contract would terminate at a date which corresponds to the duration of the underlying assets on the date of the amortization election (Amortization Election) or such other date agreed upon by the investment manager and wrap provider. After the effective date of an Amortization Election, the underlying assets must conform to the guidelines agreed upon by the wrap issuer and the investment manager for the Amortization Election period. Such guidelines are intended to result in contract value equaling market value of the underlying assets by such termination date.

Average Yield Calculation

Average yields for Stable Value Fund:

	Year Ended December
	2012		2011
Based on actual earnings1		0.54%		1.00%
Based on interest rate credited to participants2		0.96%		0.78%

1. Computed by dividing the annualized one-day actual earnings of the Fund on the last day of the Plan Year by the fair value of the investments of the Fund on the same date.

2. Computed by dividing the annualized one-day earnings credited to participants in the Fund on the last day of the Plan Year by the fair value of the investments of the Fund on the same date.

20

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Note 6.

Related Party Transactions

An affiliate of the firm manages several mutual fund investment options within the Plan. These investments include the Goldman Sachs Financial Square Treasury Obligations Fund, Goldman Sachs Financial Square Money Market Fund, Goldman Sachs Short Duration Government Fund, Goldman Sachs Core Fixed Income Fund, Goldman Sachs High Yield Fund, Goldman Sachs Structured US Equity Fund, Goldman Sachs Large Cap Value Fund, Goldman Sachs Capital Growth Fund, Goldman Sachs Growth Opportunities Fund, Goldman Sachs Mid Cap Value Fund, and Goldman Sachs Real Estate Securities Fund, each of which is an investment company registered under the Investment Company Act of 1940. In 2012, the Goldman Sachs Structured US Equity Fund, Goldman Sachs Capital Growth Fund, Goldman Sachs Growth Opportunities Fund, and Goldman Sachs Real Estate Securities Fund were removed as investment options within the Plan. No fees were paid, or were payable by the Plan, for investment management services relating to any of these funds for the years ended December 31, 2012 and 2011; however, investment advisory fees may be paid from the funds to the firm or its affiliates. Effective May 15, 2012, an affiliate of the firm manages the Plan’s Stable Value Fund. See Note 5 for further information about the Plan’s Investment Contracts.

In addition, an affiliate of the Trustee manages several investment options within the Plan. These investments include the S&P 500 Flagship Securities Non-Lending Fund, S&P Mid Cap Index Securities Non-Lending Fund, Russell 2000 Index Securities Non-Lending Fund, and Emerging Markets Index Securities Non-Lending Fund, each of which is a bank collective trust fund. Fees associated with the management of these funds qualify as party-in-interest transactions. An affiliate of the Trustee also served as a counterparty to one of the Plan’s synthetic GICs at December 31, 2012 and 2011.

The Plan offers as an investment option the Company Stock Fund, which primarily invests in shares of the firm’s common stock. As of December 31, 2012 and 2011, the Plan’s interest in the Company Stock Fund represented 670,226 and 679,502 shares of the firm’s common stock with a fair market value of $85.5 million and $61.4 million respectively. Purchases of $5.7 million and $10.6 million and sales of $7.2 million and $2.9 million of the firm’s common stock were made through the Company Stock Fund during the years ended December 31, 2012 and 2011, respectively. The Company Stock Fund is managed by an affiliate of the Trustee.

Dwight, an affiliate of the firm, manages the Stable Value Fund. Effective May 15, 2012, no fees are paid to Dwight for acting as the stable value manager. Because this investment option includes collective trust funds that are subadvised by Dwight and sponsored by Goldman Sachs Trust Company, N.A. (GSTC), these investments are classified as Related Party Transactions following GSAM’s acquisition of Dwight. Investment advisory fees are permitted to be paid from the collective trust funds to GSTC, and may be shared with Dwight and other affiliates.

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.

21

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

Note 8.

Income Tax Status

The Internal Revenue Service has determined and informed the firm by a letter dated November 20, 2012, that the Plan and Master Trust are designed in accordance with applicable sections of the Internal Revenue Code. Although the Plan has been amended since the receipt of the letter, Plan management believes that the Plan continues to be designed and operated in all material respects in compliance with the applicable requirements of the Internal Revenue Code.

Note 9.

Reconciliation of Financial Statements to Form 5500

The following is a reconciliation of Net assets available for benefits from the Plan’s financial statements to the Form 5500:

	As of December
in thousands	2012			2011
Net assets available for benefits, per Statements of Net Assets Available for Benefits	$	5,419,780		$	4,939,127
Add/(reduce) adjustment from contract value to fair value		6,740			818
Add/(reduce) by amounts allocated to withdrawing participants		(29,402	)		(29,732	)
Net assets available for benefits, per the Form 5500	$	5,397,118		$	4,910,213
The following is a reconciliation of Benefits paid to participants from the Plan’s financial statements to the Form 5500:
	Year Ended December
in thousands	2012			2011
Benefits paid to participants, per Statements of Changes in Net Assets Available for Benefits	$	377,169		$	233,000
Add/(reduce) amounts allocated to withdrawing participants, end of year		29,402			29,732
Add/(reduce) for amounts allocated to withdrawing participants, beginning of year		(29,732	)		(18,065	)
Benefits paid to participants, per the Form 5500	$	376,839		$	244,667

Amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to December 31, 2012 and 2011, but had not yet been paid as of that date.

22

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

The following is a reconciliation of Net appreciation/(depreciation) in fair value of investments from the Plan’s financial statements to the Form 5500:

	Year Ended December
in thousands	2012			2011
Total net appreciation/(depreciation), per Statements of Changes in Net Assets Available for Benefits	$	557,960		$	(175,758	)
Add/(reduce) prior year adjustments from fair value to contract value for fully benefit-responsive investment contracts		(818	)		13,461
Add/(reduce) adjustments from contract value to fair value for fully benefit-responsive investment contracts		6,740			818
Total net appreciation/(depreciation), per the Form 5500	$	563,882		$	(161,479	)

Note 10.

Financial Instruments with Off-Balance Sheet Risk

Derivatives are instruments that derive their value from underlying asset prices, indices, reference rates and other inputs, or a combination of these factors. 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 derivatives. Derivatives may be privately negotiated contracts, which are usually referred to as over-the-counter (OTC) derivatives, or they may be listed and traded on an exchange (exchange-traded). 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 obligation, to purchase from or sell to the option writer financial instruments, commodities or currencies within a defined time period for a specified price.

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 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.

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.

23

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2012 and 2011

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

Derivatives are accounted for at fair value. The table below presents the fair value and the notional amount of derivative contracts by major product type on a gross basis. 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; however, they do not represent anticipated losses.

in thousands	As of December 2012
Type of Derivative Exposure	Derivative Assets		Derivative Liabilities		Notional Amount
Interest rates	$	991	$	1,036	$ 315,851
Credit		3,511		1,684	84,346
Currencies		3,583		3,815	226,956
Commodities		108		104	15,245
Equities		19,729		17,446	528,172
Total	$	27,922	$	24,085	$ 1,170,570
in thousands	As of December 2011
Type of Derivative Exposure	Derivative Assets		Derivative Liabilities		Notional Amount
Interest rates	$	2,811	$	2,166	$ 377,444
Credit		6,153		1,468	105,798
Currencies		3,349		1,861	370,308
Commodities		8		—	1,045
Equities		12,462		11,403	255,778
Total	$	24,783	$	16,898	$1,110,373

The following presents the Plan’s appreciation/(depreciation) in fair value of derivatives:

in thousands	Appreciation/(Depreciation) for the Years Ended December
Type of Derivative Exposure	2012			2011
Interest rates	$	11,754		$	1,520
Credit		(2,533	)		408
Currencies		(2,224	)		(2,668	)
Commodities		314			2,844
Equities		3,531			8,055
Total	$	10,842		$	10,159

24

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2011 and 2010

The Plan’s investment managers enter into various derivative transactions that are considered credit derivatives under U.S. GAAP. The Plan’s written and purchased credit derivatives include credit default swaps and total return swaps. All of the Plan’s written and purchased credit derivative transactions are with financial institutions and are subject to stringent collateral thresholds.

Investments sold, but not yet purchased as of December 31, 2012 and 2011, involve obligations to deliver specified securities at contracted prices and thereby create a liability (see Note 3) 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 financial instruments sold, but not yet purchased, may exceed the amount recognized in the financial statements.

The Plan’s investment managers typically monitor risk exposure related to financial instruments by utilizing the use of financial, credit and legal reporting systems.

Note 11.

Subsequent Events

Effective January 1, 2013, the Archon Group, L.P. 401(k) Plan was merged into the Plan and transferred $89.0 million in net assets into the Plan. All assets transferred into the Plan were transferred at fair value on the effective date of the transfer.

Effective June 1, 2013, the Plan’s Stable Value Fund was closed, and its underlying synthetic GIC contracts were terminated. All assets remaining in the Stable Value Fund as of such date were liquidated and transferred at fair value, which equaled contract value, to other investment options under the Plan.

25

The Goldman Sachs 401(k) Plan

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

December 31, 2012

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 Collectives
STATE STREET GLOBAL ADVISORS/S&P 500 FLAGSHIP SECURITIES NON-LENDING FUND		17,213,717		$	492,691,009
STATE STREET GLOBAL ADVISORS/EMERGING MARKETS INDEX SECURITIES NON-LENDING FUND		5,692,094			156,572,428
STATE STREET GLOBAL ADVISORS/S&P MID CAP INDEX SECURITIES NON-LENDING FUND		5,890,024			105,926,190
STATE STREET GLOBAL ADVISORS/RUSSELL 2000 INDEX SECURITIES NON-LENDING FUND		6,460,160			98,711,246
BLACKROCK/EQUITY VALUE FUND		5,403,132			90,340,370
BLACKROCK/LIFEPATH INDEX 2045 FUND		7,147,290			72,902,359
BLACKROCK/EQUITY GROWTH FUND		5,543,220			72,283,588
BLACKROCK/LIFEPATH INDEX 2040 FUND		6,166,929			62,779,338
BLACKROCK/LIFEPATH INDEX 2035 FUND		5,813,207			59,120,312
BLACKROCK/LIFEPATH INDEX 2030 FUND		4,616,575			46,858,232
BLACKROCK/LIFEPATH INDEX 2050 FUND		4,379,851			44,674,482
BLACKROCK/20+ TREASURY BOND FUND		1,179,550			43,678,741
BLACKROCK/LIFEPATH INDEX 2025 FUND		4,174,978			42,250,773
BLACKROCK/LIFEPATH INDEX 2020 FUND		2,904,621			29,336,676
BLACKROCK/LIFEPATH INDEX 2015 FUND		2,352,574			23,713,943
BLACKROCK/LIFEPATH INDEX RETIREMENT FUND		928,338			9,339,085
PIMCO FDS SHORT TERM FLTG NAV		740,327			7,411,418
PIMCO FDS SHORT TERM FLTG NAV
Total Common Collectives		86,606,587		$	1,458,590,190
Mutual Funds
GOLDMAN SACHS FINANCIAL SQUARE MONEY MARKET FUND		374,380,243		$	374,380,243
GOLDMAN SACHS MID CAP VALUE FUND		6,710,041			263,637,527
GMO INTERNATIONAL INTRINSIC VALUE FUND		8,176,194			171,291,269
GOLDMAN SACHS HIGH YIELD FUND		20,750,819			151,688,485
VANGUARD INFLATION-PROTECTED SECURITIES FUND		11,113,171			129,135,100
WESTERN ASSET CORE PLUS BOND FUND		8,543,115			99,698,157
GOLDMAN SACHS LARGE CAP VALUE FUND		6,584,971			83,892,527
GOLDMAN SACHS SHORT DURATION GOVERNMENT FUND		7,354,304			75,234,526
GOLDMAN SACHS CORE FIXED INCOME FUND		5,843,980			62,530,588
GOLDMAN SACHS FINANCIAL SQUARE TREASURY OBLIGATIONS FUND		58,005,010			58,005,010
ASHMORE EMERGING MARKETS LOCAL CURRENCY BOND FUND		2,591,438			27,365,581
DODGE & COX INTERNATIONAL STOCK FUND		299,581			10,377,491
Total Mutual Funds		510,352,866		$	1,507,236,501
Managed Accounts
Dwight Stable Value Fund
GOLDMAN SACHS FINANCIAL SQUARE MONEY MKT		4,987,957		$	4,987,957
Synthetic Investment Contracts — Dwight
IXIS FINANCIAL PRODUCTS		183,259,102		$	185,504,534
MONUMENTAL LIFE		183,275,138			185,521,281
STATE STREET		183,276,762			185,523,434
Total Dwight Stable Value Fund		554,798,959		$	561,537,206
Common Stock
3M CO		6,460		$	599,811
AAC TECHNOLOGIES HOLDINGS IN		21,910			76,323
ABBOTT LABORATORIES		9,775			640,263
ABBOTT LABORATORIES-W/I		(3,543	)		(111,250)
ABIOMED INC		47,508			639,458
ACCENTURE PLC CL A		3,600			239,400

26

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
ACCO BRANDS CORP		64,220			471,375
ACHILLION PHARMACEUTICALS		16,800			134,736
ACME PACKET INC		28,300			625,996
ACORDA THERAPEUTICS INC		7,900			196,394
ACTAVIS INC		47,600			4,093,600
ACUITY BRANDS INC		14,910			1,009,854
ADELPHIA CONTINGENT CVV 4		2,537,894			0
ADELPHIA CONTINGENT CVV 6D		620,000			0
ADELPHIA CONTINGENT CVV 6E/F		4,855,113			0
ADOBE SYSTEMS INC		101,375			3,819,902
ADT CORP/THE		3,543			164,714
ADTRAN INC		(21,749	)		(424,975)
AEROPOSTALE INC		19,000			247,190
AETNA INC		105,116			4,867,922
AFC ENTERPRISES		11,800			308,334
AFLAC INC		(13,369	)		(710,161)
AGILE PROPERTY HOLDINGS LTD		48,000			67,505
AGILENT TECHNOLOGIES INC		32,600			1,334,644
AGRICULTURAL BANK OF CHINA-H		33,000			16,307
AIA GROUP LTD		2,110,100			8,235,603
AIFUL CORP		6,100			41,150
AIR LIQUIDE SA		26,000			3,258,163
AIR PRODUCTS + CHEMICALS INC		2,835			238,197
AIRASIA BHD		675,702			605,436
AIXTRON SE		(58,590	)		(686,327)
AIXTRON SE-SPONSORED ADR		(9,622	)		(114,983)
AKAMAI TECHNOLOGIES INC		900			36,819
AKFEN HOLDING AS		32,052			167,022
ALCOA INC		(120,876	)		(1,049,204)
ALEXION PHARMACEUTICALS INC		17,800			1,669,818
ALIOR BANK SA		15,517			314,110
ALKERMES PLC		31,800			588,936
ALL AMERICA LATINA LOGISTICA		152,500			618,938
ALLERGAN INC		53,700			4,925,901
ALLETE INC		16,200			663,876
ALLIANCE DATA SYSTEMS CORP		2,000			289,520
ALLIANZ SE REG		18,700			2,583,748
ALLISON TRANSMISSION HOLDING		297			6,065
ALLSCRIPTS HEALTHCARE SOLUTI		61,900			583,098
ALPHA NATURAL RESOURCES INC		35,554			346,296
ALTERA CORP		30,900			1,064,196
ALTISOURCE ASSET MANAGEMENT		5,800			475,600
ALTISOURCE PORTFOLIO SOL		51,900			4,497,395
ALTISOURCE RESIDENTI-CL B-		19,333			306,235
ALTRA HOLDINGS INC		5,800			127,890
AMADEUS IT HOLDING SA-A SHS		111,300			2,798,538
AMAZON.COM INC		13,611			3,418,129
AMBUJA CEMENT REG S GDR		83,318			304,694
AMBUJA CEMENTS LTD		150,535			552,246
AMERCAN EXPRESS CO		10,489			602,908
AMERICA MOVIL ADR SERIES L		214,069		��	4,953,557
AMERICAN INTERNATIONAL GROUP		646,460			22,820,038
AMERICAN REALTY CAPITAL TRUST		18,162			209,589
AMERIGAS PARTNERS-LP		(1,746	)		(67,640)
AMERIPRISE FINANCIAL INC		2,700			169,101
AMERIS BANCORP		39,113			488,521
AMERISTAR CASINOS INC		21,291			558,676
AMETEK INC		16,500			619,905

27

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
AMGEN CORP		(13,043	)		(1,124,307)
AMGEN INC		800			69,056
AMIL PARTICIPACOES SA		80,851			1,218,195
AMPHENOL CORP CL A		800			51,760
ANACOR PHARMACEUTICALS INC		36,600			190,320
ANADOLU EFES BIRACILIK VE		95,476			1,374,872
ANDHRA BANK		182,603			392,601
ANGLO AMERICAN PLC		234,913			7,187,157
ANGLO IRISH BANK CORP PLC		43,800			—
ANHEUSER BUSCH INBEV SPN ADR		27,200			2,377,552
ANHEUSER-BUSCH INBEV NV		17,584			1,525,074
ANHEUSER-BUSCH INBEV SPN ADR		6,570			574,284
ANHUI CONCH CEMENT CO LTD H		512,381			1,864,201
ANNALY CAPITAL MANAGEMENT IN		3,375			47,385
ANSYS INC		12,700			855,218
AOL INC		(19,900	)		(589,239)
APACHE CORP		4,370			343,045
APPLE INC		25,948			13,830,121
APPLE INC (AAPL)		3,327			1,770,540
APPLIED INDUSTRIAL TECH INC		14,470			607,885
APPLIED MATERIALS INC		92,200			1,054,768
ARCH COAL INC		13,900			101,748
ARENA PHARMACEUTICALS INC		54,300			489,786
ARES CAPITAL CORP		55,100			964,250
ARIAD PHARMACEUTICALS INC		43,600			836,248
ARM HOLDINGS PLC		271,000			3,383,122
ARM HOLDINGS PLC SPONS ADR		56,850			2,150,636
ARMOUR ENERGY LTD		179,130			46,587
ARRIS GROUP INC		25,700			383,958
ARTHUR J GALLAGHER & CO		(23,010	)		(797,297)
ARUBA NETWORKS INC		23,500			487,625
ASHLAND INC		(2,953	)		(237,451)
ASM PACIFIC TECHNOLOGY		74,171			902,395
ASPEN TECHNOLOGY INC		42,200			1,166,408
AT&T INC		(68,994	)		(2,325,788)
ATHENAHEALTH INC		20,500			1,505,725
ATLAS COPCO AB A SHS		66,200			1,814,396
ATLAS ENERGY LP		197,432			6,858,788
ATLAS PIPELINE PARTNERS LP		232,000			7,324,240
ATLAS RESOURCE PARTNERS LP		154,457			3,470,649
ATMEL CORP		353,100			2,312,805
AU OPTRONICS CORP		521,000			233,262
AURORA OIL AND GAS LTD		(24,647	)		(94,366)
AUTODESK INC		8,100			286,335
AUXILIUM PHARMACEUTICALS INC		13,600			252,008
AV CONCEPT HOLDINGS LTD		908,000			57,405
AVAGO TECHNOLOGIES LTD		50,869			1,610,045
AVALONBAY COMMUNITIES INC		(2,000	)		(271,180)
AVANIR PHARMACEUTICALS INC A		39,700			104,411
AVEO PHARMACEUTICALS INC		14,500			116,725
AVON PRODUCTS INC		(63,279	)		(908,686)
AXIS BANK LTD		76,767			1,895,357
B/E AEROSPACE INC		57,873			2,858,927
BAIDU INC SPON ADR		10,523			1,055,352
BANCO MACRO SA ADR		11,741			212,982
BANCO SANTANDER (BRASIL) SA		131,128			958,723
BANCO SANTANDER BRASIL ADS		239,756			1,743,026
BANCO SANTANDER BRASIL-ADS		14,173			103,179

28

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
BANCOLOMBIA S.A. SPONS ADR		14,909			992,641
BANCOLOMBIA SA		24,800			421,053
BANCORPSOUTH INC		35,165			511,299
BANK OF AMERICA CORP		(18,893	)		(219,348)
BANK OF AYUDHYA PCL FOREIGN		2,222,234			2,360,988
BANK OF AYUDHYA PCL-FOREIGN		537,100			570,822
BANK OF AYUDHYA PUBLIC-NVDR		97,900			104,047
BANK OF CHINA LTD - H		42,000			18,750
BANK OF KENTUCKY FINL CORP		11,200			276,976
BANK OF MONTREAL		(5,410	)		(331,874)
BANK OF NEW YORK MELLON CORP		(26,059	)		(669,716)
BANK PEKAO SA REG S GDR		24,100			1,292,965
BANK RAKYAT INDONESIA PERSER		202,868			146,297
BAOXIN AUTO GROUP LTD		229,500			185,661
BAXTER INTERNATIONAL INC		9,975			664,934
BAZAARVOICE INC		35,154			328,690
BBMG CORPORATION - H		31,000			28,158
BEAM INC		8,117			495,868
BEAZER HOMES USA INC		(9,201	)		(155,405)
BECTON DICKINSON & CO		(5,749	)		(449,514)
BECTON DICKINSON AND CO		(11,273	)		(881,436)
BELL ALIANT INC		(25,984	)		(689,067)
BERKSHIRE HATHAWAY INC-CL B		4,250			381,225
BG GROUP PLC		95,500			1,571,758
BIDVEST GROUP LTD		69,869			1,774,559
BIG C SUPERCENTER PCL FORGN		21,800			147,519
BIG C SUPERCENTER PCL NVDR		43,400			293,684
BIOGEN IDEC INC		7,300			1,070,692
BLACK DIAMOND INC		47,307			387,917
BLACK HILLS CORP		10,300			374,302
BLOOMIN BRANDS INC		33,900			530,196
BLOUNT INTERNATIONAL INC		15,682			248,089
BLUESTONE GLOBAL LTD		390,651			5,690
BMC SOFTWARE INC		94,925			3,764,726
BOEING CO/THE		7,300			550,128
BOISE INC		44,100			350,595
BONANZA CREEK ENERGY INC		10,100			280,679
BOND STREET HOLDINGS LLC-A		60,000			1,230,000
BOND STREET HOLDINGS LLC-B		40,000			800,000
BORGWARNER INC		18,000			1,289,160
BOSTON PRIVATE FINL HOLDING		91,100			820,811
BOSTON PROPERTIES INC		1,273			134,696
BOSTON SCIENTIFIC CORP		779,625			4,467,252
BP PLC-SPONS ADR		59,054			2,459,009
BRE PROPERTIES INC		6,400			325,312
BRIDGE BANCORP INC		14,100			286,794
BRISTOL-MYERS SQUIBB CO		(5,905	)		(192,444)
BROADCOM CORP CL A		27,400			909,954
BROADRIDGE FINANCIAL SOLUTIO		24,890			569,483
BROADSOFT INC		16,500			599,445
BROOKDALE SENIOR LIVING INC		53,148			1,345,707
BRU AU		234,734			586,065
BRUNSWICK CORP		17,800			517,802
BUFFALO WILD WINGS INC		6,100			444,202
BUNGE LTD		20,000			1,453,800
BURGER KING WORLDWIDE INC		(34,700	)		(570,468)
BURU ENERGY LTD		19,183			47,895
C.H. ROBINSON WORLDWIDE INC		(6,789	)		(429,201)

29

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
CABOT CORP		21,300			847,527
CABOT OIL + GAS CORP		13,200			656,568
CACI INTERNATIONAL INC CL A		3,849			211,810
CADENCE PHARMACEUTICALS INC		12,200			58,438
CALIX NETWORKS INC		40,200			309,138
CALLAWAY GOLF COMPANY		160,600			1,043,900
CAMERON INTERNATIONAL CORP		31,790			1,794,863
CAMPBELL SOUP CO		(66,844	)		(2,332,187)
CANADIAN NATL RAILWAY CO		2,721			247,592
CANADIAN PACIFIC RAILWAY LTD		78,095			7,939,330
CAPITAL ONE FINANCIAL CORP		58,300			3,377,319
CAPITALAND LTD		(170,000	)		(514,898)
CAPMARK FINANCIAL GROUP INC		112,289			1,347,468
CARDINAL FINANCIAL CORP		22,900			372,583
CARDINAL HEALTH INC		(1,172	)		(48,263)
CARDTRONICS INC		13,700			325,238
CAREFUSION CORP		15,949			455,822
CARNIVAL CORP		22,700			834,679
CATERPILLAR INC		16,600			1,487,028
CAVIUM INC		16,280			508,099
CELADON GROUP INC		37,700			681,239
CELGENE CORP		34,400			2,707,968
CELTIC EXPLORATION LTD		9,208			243,908
CENTERPOINT ENERGY INC		224,406			4,319,816
CENTRAL PATTANA PUB CO FOREI		654,357			1,748,728
CENTURYLINK INC		(29,880	)		(1,168,906)
CEPHEID INC		43,200			1,460,592
CERNER CORP		27,500			2,135,100
CERRO RESOURCES NL		569,936			77,077
CFR PHARMACEUTICALS SA		897,507			226,814
CHART INDUSTRIES INC		12,400			826,708
CHARTER COMMUNICATION-A		3,471			264,629
CHEESECAKE FACTORY INC/THE		12,950			423,724
CHEMED CORP		(360	)		(24,692)
CHIMEI INNOLUX CORP		1,002,000			538,339
CHIMERA INVESTMENT CORP		1,082,600			2,825,586
CHINA FOODS LTD		271,460			250,416
CHINA LIFE INSURANCE CO H		215,000			703,181
CHINA LIFE INSURANCE CO ORDS		(18,000	)		(58,758)
CHINA LONGYUAN POWER GROUP-H		1,530,000			1,058,099
CHINA MEDICAL TECH-SPON ADR		9,062			23,199
CHINA MENGNIU DAIRY CO		18,963			53,825
CHINA MERCHANTS BANK H		832,945			1,835,502
CHINA MOBILE LTD		209,698			2,441,699
CHINA OVERSEAS LAND + INVEST		587,251			1,750,195
CHINA PACIFIC INSURANCE GR-A USD PNOTE CS 11DEC15		11,500			41,496
CHINA PACIFIC INSURANCE GR-H		296,000			1,094,175
CHINA PETROLEUM & CHEM-ADR		184			21,145
CHINA PETROLEUM & CHEMICAL-H		22,000			24,922
CHINA PRIVATE EQUITY INVESTM		786			83
CHINA RESOURCES CEMENT		682,709			447,456
CHINA RESOURCES ENTERPRISE		679,377			2,449,872
CHINA RESOURCES GAS GROUP LT		255,484			527,393
CHINA SHENHUA ENERGY CO H		233,735			1,025,306
CHINA SOUTH LOCOMOTIVE - H		44,000			38,377
CHINA UNICOM HONG KONG LTD		117,000			187,490
CHINA UNICOM HONG KONG-ADR		(3,807	)		(62,016)
CHINA VANKE CO LTD USD P NOTE CS		26,300			42,684
CHINA VANKE CO USD PNOTE CITI 20JAN15		19,400			31,486
CHINALCO YUNNAN COPPER RESOURCES LTD		38,321			3,229

30

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
CHIPOTLE MEXICAN GRILL INC		4,530			1,347,494
CHOW TAI FOOK JEWELLERY GROUP		94,200			151,196
CHROMA ATE INC		106,268			236,769
CHUBB CORP		6,045			455,309
CHURCHILL DOWNS INC		1,851			122,999
CIENA CORP		26,400			414,480
CIGNA CORP		97,497			5,212,191
CIMB GROUP HOLDINGS BHD		242,701			605,562
CIMPOR-CIMENTOS DE PORTUGAL		79,786			364,537
CISCO SYSTEMS INC		15,457			303,734
CITIC SECURITIES CO LTD-H		644,000			1,628,592
CITIGROUP INC		7,797			308,449
CITRIX SYSTEMS INC		43,692			2,868,291
CLEAN ENERGY FUELS CORP		6,000			74,700
CLEARWIRE CORP-CLASS A		117,498			339,569
CLECO CORPORATION		4,600			184,046
CLOUD PEAK ENERGY INC		7,600			146,908
CME GROUP INC		36,900			1,871,199
COACH INC		16,265			902,870
COALBANK LTD		1,044,115			16,293
COCA COLA CO/THE		400			14,500
COCA COLA HELLENIC BOTTLING		38,764			904,584
COCA COLA ICECEK AS		50,820			1,053,589
COCA-COLA ENTERPRISES		67,042			2,127,243
COCHLEAR LTD		21,590			1,773,005
COEUR D ALENE MINES CORP		8,900			218,940
COGNIZANT TECH SOLUTIONS A		28,742			2,126,540
COLFAX CORP		5,905			238,267
COMCAST CORP CLASS A		39,104			1,461,093
COMCAST CORP-SPECIAL CL A		9,321			334,810
COMMUNITY HEALTH SYSTEMS INC		(1,417	)		(43,559)
COMMVAULT SYSTEMS INC		11,000			766,810
CONAGRA FOODS INC		14,915			439,993
CONCHO RESOURCES INC		2,000			161,120
CONCUR TECHNOLOGIES INC		24,000			1,620,480
CONOCOPHILLIPS		(42,100	)		(2,441,379)
CONSOLIDATED EDISON INC		(2,991	)		(166,120)
CORE LABORATORIES N.V.		5,100			557,481
CORP MOCTEZUMA SER		125,222			303,750
COSTCO WHOLESALE CORP		1,000			98,770
COTT CORPORATION		18,700			150,161
COUNTRY GARDEN HOLDINGS CO		1,355,756			710,195
COVANCE INC		(3,544	)		(204,737)
COVIDIEN PLC		38,781			2,239,215
CREE INC		(38,216	)		(1,298,580)
CROCS INC		103,600			1,490,804
CROMWELL PROPERTY-NEW SHARES		42,789			36,501
CROWN CASTLE INTL CORP		95,102			6,862,560
CSI PROPERTIES LTD		790,000			32,108
CSL LTD		32,500			1,818,666
CSX CORP		(2,608	)		(51,456)
CTRIP.COM INTERNATIONAL ADR		30,389			692,565
CUBIC CORP		3,500			167,895
CUMMINS INC		1,800			195,030
CVS CAREMARK CORP		5,400			261,090
DABUR INDIA LTD		250,175			587,425
DAIWA SECURITIES GROUP INC		8,000			43,819
DANA HOLDING CORP		21,280			332,181

31

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
DANAHER CORP		45,234			2,528,581
DASSAULT SYSTEMES SA		32,950			3,659,060
DAUM COMMUNICATIONS CORP		3,423			291,278
DAVITA HEALTHCARE PARTNERS I		10,000			1,105,300
DBS GROUP HOLDINGS LTD		79,000			959,771
DELHAIZE GROUP		(17,162	)		(684,915)
DENBURY RESOURCES INC		201,700			3,267,540
DEUTSCHE BANK AG-REGISTERED		(12,405	)		(549,417)
DEVON ENERGY CORPORATION		9,685			504,007
DFC GLOBAL CORP		102,084			1,889,575
DIALOG AXIATA PLC		2,102,970			136,685
DIAMONDBACK ENERGY INC		17,500			334,600
DIEBOLD INC		(7,696	)		(235,575)
DISCOVER FINANCIAL SERVICES		124,573			4,802,289
DISCOVERY COMMUNICATIONS C		12,100			707,850
DISCOVERY LTD		4,969			36,422
DISH NETWORK CORP-A		186,200			6,777,680
DOLBY LABORATORIES INC-CL A		(17,074	)		(500,780)
DOLLAR GENERAL CORP		140,513			6,195,218
DOLLAR TREE INC		2,000			81,120
DONGFENG MOTOR GRP CO LTD-H		132,000			203,693
DOVER CORP		7,045			462,927
DR HORTON INC		(102,474	)		(2,026,936)
DREAMWORKS ANIMATION SKG A		5,258			87,125
DRESSER RAND GROUP INC		21,600			1,212,624
DULUTH METALS LTD		50,900			126,204
DUN & BRADSTREET CORP		(5,905	)		(464,428)
DUNKIN BRANDS GROUP INC		(9,622	)		(319,258)
E FUND CSI100 ASHARE ETF-HKD		48,400			189,841
E*TRADE FINANCIAL CORP		473,981			4,242,130
EASTMAN CHEMICAL CO		69,858			4,753,837
EATON VANCE CORP		(30,550	)		(973,018)
EBAY INC		28,400			1,448,968
ECOLAB INC		8,100			582,390
EDWARDS LIFESCIENCES CORP		2,500			225,425
EIRCOM EQUITY		75			—
EL PASO ELECTRIC CO		17,120			546,299
ELECTRONIC ARTS INC		(150,594	)		(2,186,625)
ELEKTA AB-B SHS		(23,984	)		(373,966)
ELI LILLY & CO		(1,772	)		(87,395)
ELSWEDY ELECTRIC CO		59,908			216,500
EMBOTELLADORA ANDINA ADR B		15,517			589,180
EMC CORP/MA		89,953			2,275,811
EMC CORP/MASS		(76,289	)		(1,930,112)
ENERGIZER HOLDINGS INC		(4,441	)		(355,191)
ENERGY SELECT SECTOR SPDR		(33,100	)		(2,364,002)
ENERGY TRANSFER EQUITY LP		45,498			2,069,249
ENERGY TRANSFER PARTNERS LP		18,758			805,281
ENERGY XXI BERMUDA		155,640			5,006,939
ENN ENERGY HOLDINGS LTD		134,457			585,474
ENVESTNET INC		26,000			362,700
EOG RESOURCES INC		55,205			6,668,212
EPAM SYSTEMS INC		11,800			213,580
EQT CORP		4,600			271,308
EQUINIX INC		34,811			7,178,028
ERICSSON (LM) TEL-SP ADR		9,350			94,435
ERICSSON LM-B SHS		38,210			382,500
ESTERLINE TECHNOLOGIES CORP		7,250			461,173

32

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
EURASIA DRILLIN GDR REGS		12,605			449,999
EXAR CORP		7,900			70,310
EXCO RESOURCES INC		30,800			208,516
EXELIXIS INC		146,700			670,419
EXLSERVICE HOLDINGS INC		41,829			1,108,469
EXPEDIA INC		1,300			79,885
EXPRESS SCRIPTS HOLDING CO		195,378			10,550,412
EXPRESS SCRIPTS HOLDING CO (ESRX)		38,727			2,091,258
EXXON MOBIL CORP		468			40,505
F5 NETWORKS INC		7,880			765,542
FACEBOOK INC A		192,060			5,112,769
FACTSET RESEARCH SYSTEMS INC		(11,480	)		(1,010,929)
FAIRCHILD SEMICONDUCTOR INTE		133,500			1,922,400
FAMILY DOLLAR STORES		72,497			4,597,035
FANUC CORP		23,779			4,374,228
FASTENAL CO		18,100			845,089
FBN HOLDINGS PLC		1,428,026			143,847
FEDEX CORP		10,000			917,200
FERRO CORP		75,945			317,450
FIDELITY NATIONAL FINL-A		74,776			1,760,975
FIDELITY NATIONAL INFORMATIO		26,330			916,547
FINANCIAL INSTITUTIONS INC		40,450			753,584
FINANCIAL SELECT SECTOR SPDR		(11,315	)		(185,453)
FINISAR CORPORATION		10,800			176,040
FIRST CITY MONUMENT BANK PLC		6,188,420			144,654
FIRST MERCHANTS CORP		50,633			751,394
FIRST QUANTUM MINERALS LTD		162,435			3,574,320
FIRST REPUBLIC BANK/CA		1,500			49,170
FIRST SOLAR INC		5,100			157,488
FISERV INC		3,100			244,993
FIVE BELOW		6,300			201,852
FLEETCOR TECHNOLOGIES INC		21,693			1,163,829
FLIR SYSTEMS INC		23,500			524,285
FLSMIDTH & CO A/S		(1,660	)		(96,043)
FMC TECHNOLOGIES INC		2,600			111,358
FOMENTO ECONOMICO MEXICA-UBD		24,360			245,073
FOMENTO ECONOMICO MEX-SP ADR		8,801			886,261
FORD MOTOR CO		10,202			132,116
FORESTAR GROUP INC		8,930			154,757
FORRESTER RESEARCH INC		9,870			264,516
FORTRESS INVESTMENT GRP-CL A		60,550			265,815
FOSSIL INC		24,900			2,318,190
FRANCESCAS HOLDINGS CORP		8,650			224,554
FRANKLIN RESOURCES INC		10,200			1,282,140
FREEPORT-MCMORAN COPPER		148,300			5,071,860
FREESCALE SEMICONDUCTOR LTD		(4,934	)		(54,323)
FRESENIUS MEDICAL CARE AG +		42,000			2,896,552
FRESENIUS SE & CO KGAA		17,400			2,000,361
FRONTIER COMMUNICATIONS CORP		(69,273	)		(296,488)
FUJITSU LTD		13,000			53,967
FULTON FINANCIAL CORP		17,600			169,136
FUSION-IO INC		(38,853	)		(890,899)
G III APPAREL GROUP LTD		8,200			280,686
GALLERY MEDIA GROUP LTD		139			173,750
GAMESTOP CORP		(20,631	)		(517,632)
GAMESTOP CORP-CLASS A		(21,449	)		(538,155)
GANNETT CO		150,860			2,716,989
GARDNER DENVER INC		16,384			1,122,304

33

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
GAZPROM OAO SPON ADR		77,600			755,048
GENERAL MILLS INC		4,755			192,086
GENERAL MOTORS CO		14,178			408,752
GENESCO INC		10,300			566,500
GENESEE + WYOMING INC CL A		6,400			486,912
GENOMMA LAB INTERNACIONAL B		355,404			726,901
GENPACT LTD		5,470			84,785
GENTING SINGAPORE PLC		(945,520	)		(1,071,873)
GENUINE PARTS CO		(1,672	)		(106,306)
GEOEYE INC		9,500			291,935
GEORGIA GULF CORP		(591	)		(24,396)
GILEAD SCIENCES INC		2,733			200,739
GIVEN IMAGING LTD		114,693			2,003,687
GLOBAL LOGISTIC PROPERTIES L		287,810			654,863
GLOBAL MEDIACOM TBK PT		333,500			83,046
GLOBAL PORTS INV GDR REG S		27,488			387,581
GLOBUS MEDICAL INC A		55,451			581,681
GLP J-REIT		56			42,749
GMX RESOURCES INC		113,707			56,854
GNC HOLDINGS INC CL A		14,400			479,232
* GOLDMAN SACHS GROUP INC		670,226			85,494,029
GOODYEAR TIRE & RUBBER CO		31,920			440,815
GOOGLE INC CL A		18,239			12,922,301
GRAINCORP LTD-A		36,008			462,620
GRANITE CONSTRUCTION INC		5,170			173,815
GRAPHIC PACKAGING HOLDING CO		245,800			1,587,868
GREE ELECTRIC APPLIANCES CITI USD P NOTE		34,600			141,496
GREE ELECTRIC APPLIANCES P-NOTE CS		4,300			17,585
GREEN MOUNTAIN COFFEE ROASTE		1,700			70,312
GREEN MOUNTAIN COFFEE ROASTERS		(2,953	)		(122,077)
GRIFFON CORP		32,800			375,888
GROUPON INC		(11,021	)		(53,562)
GRUPO FINANCIERO BANORTE O		130,857			841,108
GRUPO FINANCIERO INBURSA O		416,754			1,257,387
GT ADVANCED TECHNOLOGIES INC		5,500			16,610
GT CAPITAL HOLDINGS INC		38,660			583,789
GUANGXI LIUGONG MACHINERY-A CITI USD P-NOTE		22,100			35,478
GUARANTY TRUST BANK		1,991,821			293,384
GUARANTY TRUST BANK GDR REGS		136,834			985,205
GUIDEWIRE SOFTWARE INC		12,800			380,416
H3 CVR		68,400			—
HALCON RESOURCES CORP		80,200			554,984
HALLIBURTON CO		182,200			6,320,518
HANG LUNG GROUP		11,000			62,519
HANOVER INSURANCE GROUP INC/		22,800			883,272
HARBINGER GROUP INC		247,300			1,901,737
HARLEY DAVIDSON INC		(1,278	)		(62,323)
HARRIS CORP		(4,994	)		(244,506)
HARTFORD FINANCIAL SVCS GRP		30,285			679,595
HASBRO INC		(22,822	)		(819,310)
HDFC BANK LTD - ADR		(12,554	)		(511,199)
HDFC BANK LTD ADR		9,700			394,984
HEADWATERS INC		64,800			554,688
HEARTLAND PAYMENT SYSTEMS IN		13,100			386,450
HEARTWARE INTERNATIONAL INC		12,445			1,044,758
HEICO CORP		5,762			257,907
HEIDELBERGCEMENT AG		14,960			904,534
HENGAN INTL GROUP CO LTD		4,000			36,101

34

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
HENRY SCHEIN INC		(1,072	)		(86,182)
HERO SUPERMARKET TBK PT		166,000			74,492
HERTZ GLOBAL HOLDINGS INC		(110,726	)		(1,801,512)
HEWLETT-PACKARD CO		(78,950	)		(1,125,038)
HIKMA PHARMACEUTICALS PLC		12,489			154,490
HILLSHIRE BRANDS CO/THE		90,587			2,549,118
HJ HEINZ CO		(43,390	)		(2,502,735)
HMS HOLDINGS CORP		13,000			336,960
HOLLYFRONTIER CORP		2,910			135,461
HOME DEPOT INC		7,600			470,060
HOME INNS & HOTELS MANAG-ADR		8,000			231,200
HOMEAWAY INC		(11,221	)		(246,862)
HON HAI PRECISION INDUSTRY		109,000			333,727
HONAM PETROCHEMICAL CORP		391			90,105
HONEYWELL INTERNATIONAL INC		9,000			571,230
HORMEL FOODS CORP		(13,239	)		(413,189)
HOST HOTELS & RESORTS INC		(51,899	)		(813,257)
HOTEL SHILLA CO LTD		20,682			853,240
HSBC HOLDINGS PLC		88,400			927,285
HSN INC		17,200			947,376
HUMANA INC		63,500			4,358,005
HUNT (JB) TRANSPRT SVCS INC		2,000			119,420
HURON CONSULTING GROUP INC		55,122			1,857,060
ICF INTERNATIONAL INC		9,500			222,680
ICICI BANK LTD SPON ADR		40,880			1,782,777
ICICI BANK LTD USD PNOTE CITI 24OCT12		5,002			103,915
IDACORP INC		13,000			563,550
IDEXX LABORATORIES INC		(1,772	)		(164,442)
IGNITE RESTAURANT GROUP INC		22,000			286,000
IHS INC CLASS A		32,400			3,110,400
ILLINOIS TOOL WORKS		6,325			384,623
ILLUMINA INC		8,700			483,633
IMAX CORP		5,200			116,896
IMMUNOGEN INC		31,100			396,525
IMPERIAL OIL LTD		35,400			1,522,200
INCYTE CORP		23,500			390,335
INDOCEMENT TUNGGAL PRAKARSA		786,678			1,828,989
INFOSYS LTD		20,560			868,293
INFOSYS LTD SP ADR		16,324			690,505
INGENICO		(3,600	)		(204,321)
INMET MINING CORPORATION		5,129			382,466
INTEL CORP		(101,801	)		(2,099,137)
INTERCONTINENTALEXCHANGE INC		23,575			2,918,821
INTERFACE INC		14,620			235,090
INTERNATIONAL BANCSHARES CRP		25,500			460,275
INTERNATIONAL PAPER CO.		2,953			117,648
INTL BUSINESS MACHINES CORP		2,115			405,128
INTL CONTAINER TERM SVCS INC		517,511			932,623
INTL RECTIFIER CORP		65,140			1,154,932
INTUIT INC		67,400			4,010,300
INTUITIVE SURGICAL INC		910			446,237
INVESCO LTD		30,100			785,309
IPG PHOTONICS CORP		10,683			712,022
IRONWOOD PHARMACEUTICALS INC		39,500			437,908
ISHARES CORE S&P SMALL-CAP E		(537	)		(41,940)
ISHARES DJ US HOME CONSTRUCT		1,709			36,162
ISHARES FTSE CHINA 25 INDEX		(48,637	)		(1,967,367)
ISHARES MSCI HONG KONG INDEX		(42,472	)		(824,806)

35

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
ISHARES MSCI JAPAN INDEX FD		(2,362	)		(23,030)
ISIS PHARMACEUTICALS INC		27,300			285,558
ITAU UNIBANCO HLDNG PREF ADR		237,609			3,911,044
ITC HOLDINGS CORP		(1,164	)		(89,523)
IXIA		41,100			697,878
JAPAN AIRLINES CO LTD		15,200			648,524
JGC CORP		55,000			1,702,192
JOHNSON & JOHNSON		5,228			366,483
JPMORGAN CHASE & CO		16,759			736,894
JUNIPER NETWORKS INC		24,420			480,341
K12 INC		11,201			228,948
KAKAKU.COM INC		8,714			286,683
KANSAS CITY SOUTHERN		5,600			467,488
KASIKORNBANK PCL-FOREIGN		29,400			186,033
KATANGA MINING LTD		420,991			254,503
KB HOME		16,640			262,912
KDDI CORP		9,800			688,215
KEPPEL CORP LTD		6,000			54,028
KEYENCE CORP		4,800			1,325,114
KIA MOTORS CORPORATION		8,412			446,136
KIMBERLY CLARK CORP		818			69,064
KINDER MORGAN ENERGY PRTNRS		4,726			377,088
KINDER MORGAN INC		367,977			13,000,627
KINDER MORGAN MANAGEMENT		(4,726	)		(356,624)
KIWOOM SECURITIES CO LTD		5,407			297,478
KKR & CO LP		240,900			3,668,907
KKR FINANCIAL HOLDINGS LLC		703,755			7,431,653
KODIAK OIL + GAS CORP		55,000			486,750
KONINKLIJKE PHILIPS ELECTRON		3,700			97,204
KOREA ELECTRIC POWER CORP		108,443			3,084,407
KOSMOS ENERGY LTD		22,957			283,519
KOTAK MAHINDRA BANK LTD		125,716			1,491,429
KROGER CO		(27,756	)		(722,211)
KUBOTA CORP		87,520			994,752
KUMHO PETRO CHEMICAL CO LTD		722			88,444
KWEICHOW MOUTAO CO CITI USD P NOTE		1,400			46,929
KWG PROPERTY HOLDING LTD		85,000			63,828
L’OREAL		17,200			2,378,763
LABORATORY CRP OF AMER HLDGS		(4,355	)		(377,230)
LAFARGE MALAYAN CEMENT BHD		102,997			324,013
LAKELAND BANCORP INC		74,778			761,240
LAMBOO RESOURCES LTD		211,391			31,887
LAREDO PETROLEUM INC		3,115			56,568
LAS VEGAS SANDS CORP		47,191			2,178,337
LATTICE SEMICONDUCTOR CORP		251,300			1,002,687
LEAP WIRELESS INTL INC		136,500			907,725
LEAPFROG ENTERPRISES INC		113,700			981,231
LENNAR CORP - B SHS		2,791			85,237
LENNAR CORP A		600			23,202
LENNAR CORP-CL A		(65,672	)		(2,539,536)
LG CHEM LTD		257			79,610
LG DISPLAY CO LTD		5,140			149,811
LI + FUNG LTD		1,640,000			2,903,011
LI NING CO LTD		393,295			256,248
LIBERTY GLOBAL INC-A		18,913			1,190,762
LIBERTY GLOBAL INC-SERIES C		59			3,466
LIBERTY INTERACTIVE CORP		7,086			139,452
LIBERTY INTERACTIVE CORP A		195,350			3,844,488

36

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
LIBERTY MEDIA CORP - LIBER-A		5,400			626,454
LIBERTY MEDIA CORP - LIBERTY CAP -A		72,937			8,461,421
LIFE TECHNOLOGIES CORP		29,527			1,447,709
LIMITED BRANDS INC		33,200			1,562,392
LINEAR TECHNOLOGY CORP		7,200			246,960
LINKEDIN CORP A		13,600			1,561,552
LINN ENERGY LLC-UNITS		237,300			8,362,452
LIQUIDITY SERVICES INC		22,451			917,348
LKQ CORP		81,800			1,725,980
LMI AEROSPACE INC		7,930			153,366
LOGITECH INTERNATIONAL- US LINE		(30,729	)		(231,697)
LOGITECH INTERNATIONAL-REG		(59,210	)		(448,247)
LOJAS RENNER S.A.		11,134			433,669
LONGFOR PROPERTIES		421,967			822,065
LONGTOP FINANCIAL-SPON ADR		38,622			—
LONZA GROUP AG REG		17,400			938,290
LORAL SPACE & COMMUNICATIONS		29,600			1,617,936
LORILLARD INC		(5,013	)		(584,867)
LSR GROUP		2,888			53,370
LSR GROUP OJSC GDR REGS		77,616			323,348
LUK FOOK HOLDINGS INTL LTD		40,000			125,927
LULULEMON ATHLETICA INC		11,618			885,640
LUMBER LIQUIDATORS HOLDINGS		14,400			760,752
LUPIN LTD		103,471			1,155,857
LUXFER HOLDINGS PLC ADR		28,800			353,376
LVMH MOET HENNESSY LOUIS VUI		7,300			1,335,856
M & T BANK CORP		(4,049	)		(398,705)
M3 INC		678			1,080,534
MACY’S INC		53,770			2,098,105
MAGNESITA REFRATARIOS SA		40,597			163,578
MAGNIT		11,639			1,792,406
MANTECH INTERNATIONAL CORP-A		(7,329	)		(190,114)
MARFRIG ALIMENTOS SA		61,072			252,938
MARKET VECTORS OIL SERVICE E		(43,500	)		(1,680,405)
MARRIOTT INTERNATIONAL CL A		9,400			350,338
MARSH + MCLENNAN COS		4,600			158,562
MARUTI SUZUKI INDIA LTD		25,716			699,575
MASTERCARD INC CLASS A		16,396			8,055,027
MATERIALS SELECT SECTOR SPDR		(1,381	)		(51,843)
MATTEL INC		(10,316	)		(377,772)
MATTRESS FIRM HOLDING CORP		26,200			642,686
MAZDA MOTOR CORP		92,000			184,594
MB FINANCIAL INC		44,600			880,850
MCDONALD S CORP		4,960			437,522
MCGRAW HILL COMPANIES INC		597			32,638
MCKESSON CORP		36,022			3,492,693
MCMORAN EXPLORATION CO		426,600			6,846,930
MEAD JOHNSON NUTRITION CO		13,400			882,926
MEDIATEK INC		81,644			909,530
MEDICINES COMPANY		16,200			388,314
MEDTRONIC INC		15,340			629,247
MEGACABLE HOLDINGS CPO		174,474			432,625
MEGASTUDY CO LTD		2,517			184,794
MELCO CROWN ENTERTAINME-ADR		157,571			2,653,496
MELLANOX TECHNOLOGIES LTD		(6,238	)		(370,412)
MERCADOLIBRE INC		9,300			730,701
MERCANTILE BANK CORP		26,608			439,032
MERCHANTS BANCSHARES INC		2,900			77,633

37

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
MERCK & CO. INC.		32,484			1,329,895
MERCK CVR		68,400			—
MEREDITH CORP		(10,869	)		(374,437)
MERITAGE HOMES CORP		5,400			201,690
MERITOR INC		144,500			683,485
METALS USA HOLDINGS CORP		6,900			120,681
METLIFE INC		122,066			4,020,854
METROPCS COMMUNICATIONS INC		(78,988	)		(785,141)
METTLER TOLEDO INTERNATIONAL		7,655			1,479,712
MGM RESORTS INTERNATIONAL		(44,444	)		(517,328)
MICHAEL KORS HOLDINGS LTD		32,677			1,667,507
MICHELIN (CGDE)		41,500			3,921,403
MICRON TECHNOLOGY INC		16,047			101,738
MICROS SYSTEMS INC		(2,230	)		(94,641)
MICROSEMI CORP		25,796			353,172
MICROSTRATEGY INC CL A		5,200			485,576
MIDSTATES PETROLEUM CO INC		89,700			618,033
MIDWESTONE FINANCIAL GROUP I		9,700			198,947
MISUMI GROUP INC		47,100			1,276,845
MITSUBISHI ELECTRIC CORP		119,000			1,003,102
MITSUBISHI HEAVY INDUSTRIES		40,300			192,856
MITSUBISHI UFJ FINANCIAL GRP		312,200			1,659,643
MITSUI & CO LTD		38,100			563,680
MIZUHO FINANCIAL GROUP INC		52,500			95,047
MOL HUNGARIAN OIL AND GAS PL		19,407			1,559,956
MOLSON COORS BREWING CO -B		(7,980	)		(341,464)
MONDELEZ INTERNATIONAL INC		236,382			6,016,678
MONGOLIAN MINING CORP		992,813			486,745
MONITISE PLC		1,516,000			837,281
MONSANTO CO		6,700			634,155
MONSTER BEVERAGE CORP		3,600			190,368
MOOG INC CLASS A		17,825			731,360
MORGAN STANLEY		40,913			782,257
MOTOROLA SOLUTIONS INC		100,100			5,573,568
MPG OFFICE TRUST INC		9,152			28,188
MTN GROUP LTD		53,100			1,111,518
MYLAN LABS INC		(111,092	)		(3,049,475)
MYRIAD GENETICS INC		(7,086	)		(193,094)
NAGOYA RAILROAD CO LTD		(51,000	)		(135,263)
NATIONAL ENERGY		27,154			—
NATIONAL FUEL GAS CO		22,923			1,161,967
NATIONAL OILWELL VARCO INC		200			13,670
NATURAL GROCERS BY VITAMIN C		13,000			248,170
NAVISTAR INTERNATIONAL CORP		7,200			156,744
NCR CORPORATION		78,603			2,002,804
NESTLE SA SPONS ADR FOR REG		56,400			3,675,588
NETAPP INC		66,741			2,239,161
NETSPEND HOLDINGS INC		24,080			284,626
NEW WORLD DEPT STORE CHINA		372,840			240,516
NEW YORK COMMUNITY BANCORP		(41,250	)		(540,375)
NEWS CORP-CL A		223,312			5,696,689
NEWS CORP-CLASS B		(2,940	)		(77,146)
NEXEN INC		46,811			1,261,088
NIDEC CORP		900			51,839
NIELSEN HOLDINGS NV		53,469			1,635,617
NIGERIAN BREWERIES PLC		921,691			867,682
NIKE INC CL B		60,190			3,105,804
NISSAN MOTOR CO LTD		204,900			1,916,212

38

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
NN INC		30,980			283,777
NOBLE ENERGY INC		12,219			1,243,161
NOBLE GROUP LTD		6,941			6,563
NOKIA CORP - SPON ADR		(62,925	)		(248,554)
NOKIA OYJ		(358,280	)		(1,383,058)
NOKIAN RENKAAT OYJ		39,970			1,586,164
NOMOS BANK GDR REG S		26,478			358,777
NORDSTROM INC		11,640			622,740
NORTHERN TIER ENERGY LP		(2,846	)		(72,402)
NORTHERN TRUST CORP		6,300			316,008
NORTHROP GRUMMAN CORP		(5,307	)		(358,647)
NORTHWEST BANCSHARES INC		24,300			295,002
NOVAGOLD RESOURCES INC		23,622			106,535
NOVATEK OAO SPONS GDR REG S		14,670			1,757,466
NOVO NORDISK A/S SPONS ADR		19,925			3,251,959
NOVOLIPET STEEL GDR REG S		16,623			336,616
NOVOROSSIYSK GDR REG S		61,143			418,830
NPS PHARMACEUTICALS INC		43,800			398,580
NTT DOCOMO INC		116			165,867
NU SKIN ENTERPRISES INC - A		(16,890	)		(625,775)
NVR INC		1,676			1,541,920
NYSE EURONEXT		188,200			5,935,828
O KEY GROUP SA GDR REGS		6,004			70,247
O REILLY AUTOMOTIVE INC		6,000			536,520
OCCIDENTAL PETROLEUM CORP		10,250			785,253
OCEANEERING INTL INC		15,000			806,850
OCWEN FINANCIAL CORP		52,400			1,812,516
OGX PETROLEO E GAS PARTICIPA		627,372			1,342,071
OMNICOM GROUP		(13,057	)		(652,328)
OMNOVA SOLUTIONS INC		43,530			305,145
ONYX PHARMACEUTICALS INC		4,800			362,544
OPEN TEXT CORP		(7,771	)		(434,303)
OPTIMER PHARMACEUTICALS INC		25,400			229,870
OPTO CIRCUITS INDIA LTD		74,179			145,203
ORACLE CORP		200			6,664
ORASCOM CONSTRUCTION GDR		7,864			316,133
ORASCOM CONSTRUCTION INDS		34,828			1,387,243
OREILLY AUTOMOTIVE INC		(4,274	)		(382,181)
ORIX CORP		(19,180	)		(2,143,153)
ORTHOFIX INTERNATIONAL NV		22,190			872,733
OSIM INTERNATIONAL LTD		(55,000	)		(77,890)
OUTOTEC OYJ		(15,739	)		(879,790)
OWENS & MINOR INC		(27,809	)		(792,835)
OWENS CORNING		34,300			1,268,757
PACIFIC BIOSCIENCES OF CALIF.		6,420			10,914
PACIFIC RUBIALES ENERGY CORP		(11,180	)		(260,322)
PACTERA TECHNOLOGY ADR		74,053			587,978
PALL CORP		8,866			534,265
PALO ALTO NETWORKS INC		3,200			171,264
PANDORA MEDIA INC		34,500			316,710
PAREXEL INTERNATIONAL CORP		42,600			1,260,534
PARKER HANNIFIN CORP		5,420			461,025
PARKSON RETAIL GROUP LTD		794,848			639,911
PDC ENERGY INC		34,290			1,138,771
PEGATRON CORP		54,000			69,834
PEPSICO INC		7,675			525,200
PERRIGO CO		18,000			1,872,540
PETROBAKKEN ENERGY LTD		(18,303	)		(189,761)

39

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
PETROCHINA CO LTD-H		120,000			170,002
PETROLEO BRASILEIRO S.A. ADR		140,787			2,741,123
PETROLEO BRASILEIRO-SPON ADR		(89,502	)��		(1,728,284)
PETSMART INC		600			41,004
PFIZER INC		26,670			668,884
PHH CORP		(10,793	)		(245,541)
PHILWEB CORP		163,800			50,108
PICC PROPERTY & CASUALTY -H		146,000			204,575
PICK N PAY STORES LTD		118,824			623,082
PING AN INSURANCE GROUP CO-H		12,500			104,671
PIONEER NATURAL RESOURCES CO		(27,695	)		(2,952,010)
PLATINUM UNDERWRITERS HLDGS		5,781			265,926
PNC FINANCIAL SERVICES GROUP		8,635			503,507
POLARIS INDUSTRIES INC		(15,124	)		(1,272,685)
POLYCOM INC		451,773			4,725,546
PORTLAND GENERAL ELECTRIC CO		17,700			484,272
POSTMEDIA NETWORK CANADA CORP EXP		2,601			4,979
POSTMEDIA NETWORK CANADA CORP HLDBK EXP		64			123
POTASH CORP OF SASKATCHEWAN		48,800			1,985,672
POWER ONE INC		5,300			21,783
PPG INDUSTRIES INC		(72,047	)		(9,751,561)
PPL CORPORATION		(8,850	)		(253,376)
PRADA S.P.A.		89,620			855,115
PRAXAIR INC		12,200			1,335,290
PRECISION CASTPARTS CORP		13,500			2,557,170
PRICELINE.COM INC		7,516			4,670,080
PRICESMART INC		6,500			500,825
PRIMERICA INC		56,400			1,692,564
PRIMERO MINING CORP		(12,822	)		(82,681)
PROCTER & GAMBLE		7,533			511,415
PROGRESSIVE CORP		161,485			3,407,334
PRUDENTIAL FINANCIAL INC		8,030			428,240
PVH CORP		24,300			2,697,543
PYI CORP LTD		1,583,482			34,937
QEP RESOURCES INC		5,905			178,744
QIHOO 360 TECHNOLOGY CO-ADR		(1,500	)		(44,535)
QLIK TECHNOLOGIES INC		63,238			1,373,529
QUALCOMM INC		263,220			16,299,646
QUEST DIAGNOSTICS		(1,776	)		(103,488)
QUIDEL CORP		7,900			147,493
RALPH LAUREN CORP		30,731			4,607,192
RAMAYANA LESTARI SENTOSA PT		2,245,697			284,280
RANGE RESOURCES CORP		4,800			301,584
RASPADSKAYA		152,534			295,916
REALOGY HOLDINGS CORP		44,189			1,854,170
REALTY INCOME CORP		(5,146	)		(206,921)
RED HAT INC		27,300			1,445,808
REED ELSEVIER NV		206,905			3,054,555
REGAL ENTERTAINMENT GROUP-A		(22,093	)		(308,197)
REGENERON PHARMACEUTICALS		21,200			3,626,684
RELIGARE HEALTH TRUST		218,000			157,932
REPUBLIC SERVICES INC		(8,858	)		(259,805)
RESEARCH IN MOTION		(153,686	)		(1,824,253)
RESOLUTE ENERGY CORP		38,390			312,111
RESOLUTE FOREST PRODUCTS		(15,750	)		(208,530)
REX ENERGY CORP		77,800			1,012,956
REYNOLDS AMERICAN INC		(38,383	)		(1,590,208)
RHB CAPITAL BHD		92,194			231,842

40

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
RICHTEK TECHNOLOGY CORP		43,690			255,018
RIGEL PHARMACEUTICALS INC		52,400			340,600
ROBBINS & MYERS INC		(11,703	)		(695,743)
ROBINSON DEPT STORE PCL FOR		182,900			397,609
ROCHE HOLDING AG GENUSSCHEIN		12,960			2,605,167
ROCKWELL AUTOMATION INC		14,800			1,243,052
ROCKWELL COLLINS INC		(2,606	)		(151,591)
ROCKWOOD HOLDINGS INC		27,529			1,361,584
ROGERS COMMUNICATIONS -CL B		(16,595	)		(755,093)
ROGERS CORP		30,600			1,519,596
ROPER INDUSTRIES INC		8,900			992,172
ROSETTA RESOURCES INC		29,070			1,318,615
ROSS STORES INC		3,100			167,865
ROYAL BAFOKENG PLATINUM LTD		17,504			118,627
RREEF CHINA COMMERCIAL TRUST		798,800			2,480
RTI INTERNATIONAL METALS INC		3,800			104,728
RUE21 INC		23,900			678,521
RYANAIR HOLDINGS PLC-ADR		6,437			220,660
RYLAND GROUP INC		(8,991	)		(328,172)
SABMILLER PLC		105,516			4,843,667
SAFEWAY INC		(112,964	)		(2,043,519)
SAFRAN SA		20,814			895,056
SAKS INC		(4,154	)		(43,659)
SALESFORCE.COM INC		15,300			2,571,930
SALLY BEAUTY HOLDINGS INC		41,800			985,226
SAMSUNG ELECTRO 144A GDR PFD		6,650			2,673,300
SAMSUNG ELECTRONICS CO LTD		4,215			5,995,990
SAMSUNG FIRE + MARINE INS		10,510			2,140,140
SANCHEZ ENERGY CORP		3,910			70,380
SANDRIDGE ENERGY INC		1,181,761			7,504,182
SANDS CHINA LTD		10,800			47,308
SAP AG SPONSORED ADR		47,240			3,797,151
SAPIENT CORPORATION		72,358			764,100
SAREPTA THERAPEUTICS INC		11,700			301,860
SASOL LTD		24,000			1,026,260
SAUER DANFOSS INC		11,320			604,148
SBERBANK		1,029,020			3,153,946
SCHLUMBERGER LTD		66,520			4,609,235
SCHNEIDER ELECTRIC SA		34,200			2,472,246
SCHWAB (CHARLES) CORP		24,030			345,071
SEAGATE TECHNOLOGY		(21,160	)		(643,687)
SEATTLE GENETICS INC		20,700			480,240
SEMEN INDONESIA PERSERO TBK		231,276			380,361
SEMGROUP CORP CLASS A		26,100			1,019,988
SENSATA TECHNOLOGIES HOLDING		77,951			2,531,848
SERVICENOW INC		5,200			156,156
SEVEN & I HOLDINGS CO LTD		41,880			1,176,461
SHANDONG WEIGAO GP MEDICAL-H		28,000			27,854
SHANGRI-LA ASIA LTD		13,000			25,898
SHEFFIELD RESOURCES LTD		57,123			32,684
SHERWIN WILLIAMS CO/THE		6,400			984,448
SHINHAN FINANCIAL GROUP LTD		49,525			1,797,208
SHORETEL INC		169,490			718,638
SHRIRAM TRANSPORT FINANCE		72,573			996,074
SHUTTERFLY INC		(20,737	)		(619,414)
SIAM COMMERCIAL BANK FOREIGN		62,317			369,746
SIGMA-ALDRICH		(2,362	)		(173,796)
SIGNET JEWELERS LTD		(259	)		(13,831)

41

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
SINA CORP		3,078			154,577
SINGAPORE PRESS HOLDINGS LTD		(103,260	)		(340,594)
SINGLE TOUCH SYSTEMS INC		12,158			7,903
SIRIUS XM RADIO INC		3,062,938			8,851,891
SJM HOLDINGS LIMITED		38,000			88,252
SK HYNIX INC		4,050			97,893
SK TELECOM ADR		(4,687	)		(74,195)
SKS MICROFINANCE LTD		11,491			33,766
SKY DEUTSCHLAND AG		34,418			187,670
SKYWORKS SOLUTIONS INC		65,239			1,324,331
SLM CORP		874,400			14,978,473
SMITH (A.O.) CORP		9,800			618,086
SODASTREAM INTERNATIONAL LTD		2,474			111,058
SOHU.COM INC		3,555			168,294
SOLAR CAPITAL LTD		25,540			610,661
SONOVA HOLDING AG REG		15,600			1,728,126
SOURCEFIRE INC		6,800			321,096
SOUTH JERSEY INDUSTRIES		11,300			568,729
SOUTHWEST GAS CORP		19,500			826,995
SPDR GOLD TRUST		5,709			924,974
SPDR S&P REGIONAL BANKING ETF		(4,300	)		(120,271)
SPDR S&P RETAIL ETF		(19,700	)		(1,228,803)
SPECTRUM BRANDS HOLDINGS INC		2,700			121,311
SPIRIT AIRLINES INC		7,900			139,988
SPRINT NEXTEL CORP		2,710,893			15,370,763
SPX CORP		1,497			105,015
STANDARD BANK GROUP LTD		45,412			636,295
STANDARD CHARTERED PLC		118,000			3,018,116
STANDARD PACIFIC CORP		9,152			67,267
STANLEY BLACK & DECKER INC		(3,908	)		(289,075)
STAPLES INC		89,560			1,020,984
STAR ASIA FINANCIAL LTD-144A		108,299			162,449
STAR ASIA SPV		37,730			30,184
STARBUCKS CORP		26,400			1,415,568
STARWOOD HOTELS + RESORTS		28,600			1,640,496
STATE STREET CORP		3,900			183,339
STERLING CONSTRUCTION CO		47,850			475,629
STERLING FINL CORP/SPOKANE		40,861			853,178
STEVEN MADDEN LTD		17,105			723,028
STEWART INFORMATION SERVICES		25,900			673,400
STOCKLAND		36,409			133,703
STORA ENSO OYJ-R SHS		(105,820	)		(732,246)
STRYKER CORP		2,919			160,020
STX OSV HOLDINGS LTD		2,581,000			2,746,644
SUFFOLK BANCORP		4,300			56,330
SUMMIT MIDSTREAM PARTNERS LP		10,107			200,422
SUN PHARMACEUTICAL INDUS		147,549			1,983,119
SWATCH GROUP AG/THE BR		4,270			2,151,444
SWIRE PROPERTIES LTD		167,400			558,324
SYNAGEVA BIOPHARMA CORP		3,200			148,128
SYNAPTICS INC		5,000			149,850
SYNERGY RESOURCES CORP		38,700			208,593
SYNGENTA AG ADR		35,650			2,880,520
SYSCO CORP		(22,630	)		(716,466)
SYSMEX CORP		27,100			1,242,717
TAIWAN SEMICONDUCTOR		162,000			541,190
TAIWAN SEMICONDUCTOR MANUFAC		2,162,596			7,223,796
TAIWAN SEMICONDUCTOR SP ADR		82,700			1,419,132

42

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
TALLINK GROUP AS		440,301			501,546
TARGA RESOURCES CORP		10,500			554,820
TARGACEPT INC		13,300			58,254
TATA CONSULTANCY SVCS LTD		29,115			666,233
TATA MOTORS LTD PNOTE CITI 24OCT12		16,355			93,327
TATA MOTORS LTD-SPON ADR		(26,096	)		(749,477)
TD AMERITRADE HOLDING CORP		6,600			110,946
TEAM HEALTH HOLDINGS INC		20,163			580,090
TELEDYNE TECHNOLOGIES INC		8,200			533,574
TELEKOMUNIKASI INDONESIA PER		1,002,634			941,514
TELENET GROUP HOLDING NV		187,000			8,799,179
TENARIS SA-ADR		(2,362	)		(99,015)
TENNECO INC		20,600			723,266
TERADATA CORP		73,320			4,537,775
TERNIUM SA SPONSORED ADR		25,753			606,483
TESARO INC		42,500			720,375
TESCO PLC		227,910			1,244,772
TESLA MOTORS INC		19,800			670,626
TEVA PHARMACEUTICAL-SP ADR		1,120			41,821
TEXAS ROADHOUSE INC		14,500			243,600
THAI BEVERAGE PCL		3,379,809			1,092,939
THERMO FISHER SCIENTIFIC INC		8,300			529,374
THL CREDIT INC		17,800			263,262
THOMSON REUTERS CORP		(50,670	)		(1,469,302)
TIFFANY & CO		(938	)		(53,785)
TIM HORTONS INC		600			29,508
TIVO INC		119,600			1,472,276
TJX COMPANIES INC		9,495			403,063
TORNIER NV		34,900			585,971
TOSHIBA CORP		28,000			108,810
TOTVS SA		21,367			421,496
TOWN SPORTS INTERNATIONAL		45,600			485,640
TOYOTA MOTOR CORP		59,200			2,734,041
TPK HOLDING CO LTD		1,000			17,668
TRACTEBEL ENERGIA SA		22,154			360,848
TRACTOR SUPPLY COMPANY		14,000			1,237,040
TRADE ME LTD		294,241			958,090
TRANSDIGM GROUP INC		25,649			3,497,498
TRANSOCEAN LTD		160,800			7,181,328
TRAVELERS COS INC/THE		(6,037	)		(433,577)
TREX COMPANY INC		3,200			119,136
TRIMBLE NAVIGATION LTD		34,000			2,032,520
TRIPADVISOR INC		12,229			512,640
TRIUS THERAPEUTICS INC		26,100			124,758
TUI AG		(118,818	)		(1,231,502)
TULLOW OIL PLC		167,498			3,433,301
TUMI HOLDINGS INC		8,200			170,970
TURKIYE GARANTI BANKASI		283,091			1,468,831
TURKIYE GARANTI BANKASI ADR		466,200			2,424,240
TYCO INTERNATIONAL LTD		122,280			3,576,690
ULTA SALON COSMETICS + FRAGR		12,500			1,228,250
ULTRAPAR PARTICIPACOES SA		26,208			592,512
UMPQUA HOLDINGS CORP		6,700			78,993
UNDER ARMOUR INC CLASS A		11,800			572,654
UNICHARM CORP		45,400			2,360,180
UNILEVER PLC		31,800			1,223,007
UNIMICRON TECHNOLOGY CORP		34,100			36,172
UNION PACIFIC CORP		11,600			1,458,352

43

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
UNITED BANK FOR AFRICA PLC		9,889,950			288,813
UNITED CONTINENTAL HOLDINGS		(109,594	)		(2,562,308)
UNITED MICROELECTRONICS - ADR		131,549			261,783
UNITED MICROELECTRONICS CORP		28,000			11,283
UNITED PARCEL SERVICE-CL B		7,210			531,593
UNITED STATES OIL FUND LP		(3,835	)		(127,974)
UNITED STATES STEEL CORP		(9,624	)		(229,532)
UNITED TECHNOLOGIES CORP		28,373			2,326,870
UNITEDHEALTH GROUP INC		116,242			6,304,966
UNIVERSAL DISPLAY CORP		6,570			168,323
UNIVERSAL FOREST PRODUCTS		700			26,628
UNIVERSAL STAINLESS + ALLOY		12,600			463,302
URBAN OUTFITTERS INC		7,200			283,392
US AIRWAYS GROUP INC		133,990			1,808,865
US BANCORP		10,800			344,952
USG CORP		(14,250	)		(399,998)
UTILITIES SELECT SECTOR SPDR		(1,831	)		(63,939)
VALASSIS COMMUNICATIONS INC		(15,123	)		(389,871)
VALE SA-SP ADR		(20,127	)		(421,862)
VALEANT PHARMACEUTICALS INTE		300			17,931
VALIDUS HOLDINGS LTD		39,400			1,362,452
VALUECLICK INC		(15,650	)		(303,767)
VANGUARD HEALTH SYSTEMS INC		61,570			754,233
VANTAGE DRILLING CO		408,465			747,491
VANTIV INC		9,893			202,015
VEECO INSTRUMENTS INC		(20,406	)		(601,773)
VERIFONE SYSTEMS INC		102,600			3,045,168
VERISIGN INC		62,800			2,437,896
VERISK ANALYTICS INC CLASS A		39,300			2,004,300
VF CORP		2,815			424,981
VIENNA INSURANCE GROUP AG		12,855			684,277
VIRGIN AUSTRALIA HOLDINGS LTD		96,798			42,294
VIRGIN MEDIA INC		(21,534	)		(791,375)
VIRTUS INVESTMENT PARTNERS		2,060			249,136
VISA INC CLASS A SHARES		46,180			6,999,964
VITRAN CORP INC		77,452			376,417
VMWARE INC CLASS A		16,100			1,515,654
VOLCANO CORP		25,630			605,124
WAGEWORKS INC		19,600			348,880
WALGREEN CO		86,557			3,203,475
WALT DISNEY CO/THE		18,570			924,600
WANT WANT CHINA HOLDINGS LTD		536,455			739,189
WASTE MANAGEMENT INC		(87,281	)		(2,944,861)
WATERS CORP		(7,811	)		(680,494)
WATSCO INC		7,000			524,300
WATTS WATER TECHNOLOGIES A		15,700			674,943
WEIGHT WATCHERS INTL INC		(16,691	)		(873,941)
WELLCARE HEALTH PLANS INC		31,800			1,548,342
WELLPOINT INC		60,377			3,678,167
WELLS FARGO & CO		84,447			2,886,398
WESCO AIRCRAFT HOLDINGS INC		(4,852	)		(64,095)
WEST CHINA CEMENT LTD		1,320,938			260,750
WESTERN ALLIANCE BANCORP		63,900			672,867
WESTERN UNION CO		213,300			2,903,013
WESTPORT INNOVATIONS INC		13,100			349,901
WEX INC		24,449			1,842,721
WGL HOLDINGS INC		3,900			152,841
WHOLE FOODS MARKET INC		10,430			951,734

44

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
WILLIAMS COS INC		151,900			4,973,206
WILLIAMS SONOMA INC		10,800			472,716
WINDSTREAM CORP		(77,968	)		(645,575)
WINTEK CORP		27,000			14,320
WINTRUST FINANCIAL CORP		(376	)		(13,799)
WIPRO LTD-ADR		(17,153	)		(150,260)
WISDOMTREE INVESTMENTS INC		63,100			386,172
WMI HOLDINGS CORP		4,831			4,058
WOLVERINE WORLD WIDE INC		13,700			561,426
WOODWARD INC		17,100			652,023
WORKDAY INC CLASS A		3,500			190,750
WORTHINGTON INDUSTRIES		8,500			220,915
WPP PLC		180,400			2,603,974
WPX ENERGY INC		99,633			1,482,539
WR GRACE & CO		25,386			1,706,701
WUMART STORES INC H		96,668			206,784
WUXI PHARMATECH CAYMAN ADR		78,580			1,237,635
WW GRAINGER INC		1,500			303,555
WYNN MACAU LTD		24,800			67,036
WYNN RESORTS LTD		(19,085	)		(2,146,872)
X 5 RETAIL GROUP NV REGS GDR		62,899			1,122,747
XENOPORT INC		65,030			505,283
XILINX INC		7,500			269,250
XINYI GLASS HOLDINGS LTD		1,369,000			844,271
XL GROUP PLC		192,445			4,822,672
XPO LOGISTICS INC		14,665			254,878
XSTRATA PLC		77,950			1,341,009
XYLEM INC		(4,805	)		(130,216)
YAHOO! INC		34,674			690,013
YANZHOU COAL MINING CO-H		6,000			9,925
YAPI VE KREDI BANKASI		367,449			1,070,620
YASKAWA ELECTRIC CORP		(18,000	)		(170,826)
YOUKU TUDOU INC		34,961			637,689
YUM BRANDS INC		7,200			478,080
ZIMMER HOLDINGS		(1,772	)		(118,122)
ZIPCAR INC		14,300			117,832
Total Common Stock		125,462,603		$	1,082,210,227
Cash and Short Term Investments
AET&D OPT		2,188,425		$	0
AUSTRAILIAN DOLLAR		17,491			18,159
CANADIAN DOLLAR		7,748			7,781
CHILEAN PESO		853,529			1,783
CITIGROUP REPO		4,500,000			4,500,000
DANISH KRONER		29,725			0
DEXIA CREDIT LOCAL SA NY		1,400,000			1,400,000
EGYPTIAN POUND		107			17
EURO CURRENCY		100,348			133,867
HONG KONG DOLLAR		71,976			9,285
INDIAN RUPEE		132			2
J P MORGAN TERM REPO		8,900,000			8,900,000
JAPANESE YEN		1,725,427			19,956
JP MORGAN SWEEP PROGRAM/MONEY MARKET FUNDS		2,895,538			2,895,538
MALAYSIAN RINGGIT		7			2
MEXICAN PESO		185,461			14,282
NEW TAIWAN DOLLAR		215			7
NEW ZEALAND DOLLAR		30,159			24,881

45

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value		Current Value
NORWEGIAN KRONE		215		39
PARIBAS REPO		8,900,000		8,900,000
POUND STERLING		8,148		13,244
REPO CREDIT SUISSE		2,800,000		2,800,000
SOUTH KOREAN WON		17,811		17
THAILAND BAHT		488,775		15,978
TUX/U ESC		70,967		0
USD CASH		—		535,969
VIRGINIA ELECT & PWR		700,000		699,498
Total Cash and Short Term Investments		35,892,205	$	30,890,306.7
Fixed Income Securities
ABN AMRO BANK NV 3.25% 18 Jan 2013		300,000	$	395,967
ACE 2006-HE4 M2 0.55594 10/25/2036 ESC		1		—
ACE 2007-HE3 M1 0.785 01/25/2037 (ESC)		1		—
ADELPH COM 10.25 11/1/06 NA ESC		23,947		156
ADELPHIA COMM 7.5% 01/04 NA ESCROW		8,100		69
ADLAC 3.25 05/01/21 NA ESCROW		2,031,000		—
AEGIS ASSET BACKED SECURITIES 0.55725% 25 Oct 2035		265,437		245,654
AERO INVENTORY RCF USD		2,296,809		91,872
AFRICAN DEVELOPMENT BANK 5.25% 23 Mar 2022		200,000		226,633
AGILE PROPERTY HLDGS LTD 4 04/28/2016		2,400,000		2,469,000
AHERN RENTALS INC 9.25 08/15/2013 (NON ACC)		484,000		314,600
AHM 2007-1 GIOP FLT 05/25/2047		15,894,142		2,162,795
AIFUL TEMP 1 CITI		18,615,656		144,898
ALBA 2005-1 C FLT 11/25/2042		83,964		96,680
ALCOA INC 5.25 03/15/2014		922,000		1,319,512
ALGOSAIBI TL SYNDICATE		25,324		253
AMERICAN MUNI PWR OHIO INC OH 7.734% 15 Feb 2033		100,000		134,274
AMERICAN MUNI PWR OHIO INC OH 8.084% 15 Feb 2050		200,000		292,164
AMGEN INC 0.375 02/01/2013		1,024,000		1,144,804
ARMT 2005-2 6M2 FLT 06/25/2035		26,000		14,950
ARMT 2005-9 1A4 FLT 11/25/2035		71,000		44,730
ARRAN RESIDENTIAL MORTGAGES FU 2.241% 19 Nov 2047		84,929		112,334
ARRAN RESIDENTIAL MORTGAGES FU 2.62% 16 May 2047		15,917		21,011
ARSI 2006-W1 M3 0.71625 03/25/2036 ESC		1		—
ASHWELL RATED SA FLT 06/20/2014		100,000		107,324
ATLAN 4 A FLT 06/21/2032		317,119		406,989
ATRIUM CDO II PREF		160,000		78,400
ATRIUM CDO IV 4A SUB 6/8/2019		260,000		195,650
ATRIUM CDO PREF		120		39,600
ATRIUM V 5A SUB		260,000		332,800
ATRM 3A SUB		260,000		141,700
AUST + NZ BANKING GROUP 1% 06 Oct 2015		1,100,000		1,107,040
AVAYAR 7% 4/01/2019		390,000		362,700
AVIATION CAPITAL GROUP 7.125% 15 Oct 2020		400,000		421,260
AVOCA IV-X D 2/18/2022		700,000		635,017
AWAL BANK SYN CLAIM		97		4
BAFC 2007-E 8A5 0.5 09/20/2047 ESC		2		—
BALTA 2006-1 11A1 FLT 02/25/2036		45,129		31,222
BANC OF AMERICA MORTGAGE SECUR 4.018944% 25 Sep 2035		383,237		351,206
BANC OF AMERICA MORTGAGE SECUR 5.222049% 25 Jul 2035		59,174		58,075
BANCO BILBAO VIZCAYA ARG 3% 09 Oct 2014		600,000		794,670
BANCO BILBAO VIZCAYA ARG 4.125% 13 Jan 2014		200,000		267,808
BANK OF AMERICA CORP 0.886% 23 May 2017		400,000		486,514
BATTERY PK CITY B-1 FLT 11/01/2039		175,000		154,000
BATTERY PK CITY B-2 FLT 11/01/2039		250,000		220,000

46

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
BATTERY PK CITY B-3 FLT 11/01/2039		225,000			198,000
BEAR STEARNS ADJUSTABLE RATE M 3.576898% 25 Oct 2035		136,041			138,558
BEAR STEARNS ADJUSTABLE RATE M 4.125% 25 Mar 2035		357,705			360,137
BEAR STEARNS ADJUSTABLE RATE M 5.1365% 25 Aug 2035		256,232			261,257
BEAR STEARNS ADJUSTABLE RATE M 5.2815% 25 Aug 2035		77,666			66,148
BEAR STEARNS ALT A TRUST 2.923855% 25 Nov 2036		442,927			295,151
BEAR STEARNS STRUCTURED PRODUC 2.6557% 26 Jan 2036		144,894			91,449
BELGIUM KINGDOM 3.5 06/28/2017		(535,000	)		(792,374)
BELGIUM KINGDOM 3.5% 28 Jun 2017		500,000			738,963
BELGIUM KINGDOM 4.25 09/28/2022		(535,000	)		(842,639)
BLUEMOUNTAIN CLO LTD 0.5475% 15 Nov 2017		480,313			474,739
BNCMT 2007-1 A5 FLT 03/25/2037		610,000			92,690
BNCMT 2007-2 M2 FLT 05/25/2037		35,126			77
BNP PARIBAS CAP TRST VI 5.868 PERP		254,000			335,407
BNP PARIBAS HOME LOAN 4.75% 28 May 2013		300,000			402,034
BOATS INVEST NETHERLANDS 11 03/31/2017 PIK FBN		553,791			409,517
BONOS Y OBLIG DEL ESTADO 3.25% 30 Apr 2016		200,000			260,753
BONOS Y OBLIG DEL ESTADO 3.4 04/30/2014		(25,500	)		(34,116)
BONOS Y OBLIG DEL ESTADO 3.75% 31 Oct 2015		300,000			398,004
BONOS Y OBLIG DEL ESTADO 3.8% 31 Jan 2017		200,000			262,404
BONOS Y OBLIG DEL ESTADO 4 04/30/2020		(80,000	)		(100,944)
BONOS Y OBLIG DEL ESTADO 4 07/30/2015		(258,000	)		(349,121)
BONOS Y OBLIG DEL ESTADO 4% 30 Jul 2015		300,000			402,711
BONOS Y OBLIG DEL ESTADO 4.2% 31 Jan 2037		200,000			210,410
BONOS Y OBLIG DEL ESTADO 4.25 10/31/2016		(262,000	)		(353,029)
BONOS Y OBLIG DEL ESTADO 4.25% 31 Oct 2016		700,000			936,170
BONOS Y OBLIG DEL ESTADO 5.5% 30 Jul 2017		500,000			698,027
BONOS Y OBLIG DEL ESTADO 5.85% 31 Jan 2022		100,000			137,272
BROD 2006-2A A1AD FLT 02/01/2049 144A		12,029,294			992,417
BROD 2006-2A A1AT FLT 02/01/2049 144A		9,053,577			751,447
BSABS 2006-AC2 22A4 FLT 03/25/2036		135,424			40,627
BSABS 2006-HE8 1A3 FLT 10/25/2036		150,000			22,013
BSABS 2006-HE8 21A3 FLT 10/25/2036		195,000			58,071
BUMF 6 A1 FLT 08/15/2040		47,180			60,932
BUMF 6 A2 FLT 08/15/2040		14,642			15,371
BUMI INVESTMENT PTE LTD 10.75 10/06/2017		102,000			91,290
BUNDESREPUB. DEUTSCHLAND 3.25% 04 Jul 2021		300,000			464,881
BUNDESREPUB. DEUTSCHLAND 4% 04 Jan 2037		100,000			179,166
BUNDESREPUB. DEUTSCHLAND 4.25% 04 Jul 2018		300,000			477,606
BUNDESREPUB. DEUTSCHLAND 6.5% 04 Jul 2027		500,000			1,060,935
BUONI POLIENNALI DEL TES 2% 01 Jun 2013		900,000			1,190,120
BUONI POLIENNALI DEL TES 3% 01 Nov 2015		300,000			401,835
BUONI POLIENNALI DEL TES 3.75% 01 Aug 2015		700,000			953,520
BUONI POLIENNALI DEL TES 3.75% 01 Aug 2016		900,000			1,229,158
BUONI POLIENNALI DEL TES 4.5% 01 Mar 2019		100,000			137,868
BUONI POLIENNALI DEL TES 5% 01 Aug 2039		100,000			131,774
BUONI POLIENNALI DEL TES 5% 01 Sep 2040		200,000			263,542
BUONI POLIENNALI DEL TES 5.75% 01 Feb 2033		100,000			143,415
BURLINGTN NORTH SANTA FE 5.75% 15 Mar 2018		254,000			307,291
CAESARS 8 1/2% 2/15/2020		(622,000	)		(617,335)
CAISSE CENTRALE DESJARDN 2.55% 24 Mar 2016		100,000			105,830
CAISSE D AMORT DETTE SOC 1.375% 27 Jan 2014		400,000			403,910
CAISSE FRANCAISE DE FIN 5.25% 16 Feb 2017		400,000			445,090
CALLAHAN NRH WESTF 14.125 07/15/11 (NON-ACC) ESC		9,000			—
CALLIDUS DEBT CLASS 4A INC 04/		757,000			503,405
CALLIDUS DEBT CLASS 5A INC 11/		614,000			593,534
CALLIDUS DEBT CLASS 7A SUB 1/2		1,212,000			1,018,080
CAMBER 3A A1 5/8/40 (0.512969		27,490,000			4,315,071

47

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
CAMBER 3A B 5/8/40		2,400,000			72,000
CAMBR 7A B FLT 06/12/2042 144A		96,752			—
CAPITALAND LTD 2.875 09/03/2016		250,000			219,231
CAPMARK TL STUB		3,471,105			64,215
CASTLE GARDEN 2005-1A SUB		260,000			253,500
CENT CDO LTD 2007-15A SUB		1,284,000			1,399,560
CHINA UNICOM(HK) LTD 0.75% 18OCT15 CVB		1,800,000			1,905,750
CHLPA 10-1 A_A		373,377			250,162
CIE FINANCEMENT FONCIER 1% 17 Apr 2014		600,000			594,269
CIE FINANCEMENT FONCIER 2.125% 22 Apr 2013		500,000			502,250
CIFC FUNDING LTD 0.51388% 01 Mar 2021		200,000			194,110
CLEARWIRE COMM/FINANCE 8.25 12/01/2040 144A		878,000			959,215
CLEVELAND ELECTRIC ILLUM 5.7% 01 Apr 2017		363,000			410,018
CMLTI 2007-AMC1 A2C FLT 12/25/2036		701,000			237,429
CMSI 2004-5 B2 08/25/2034		20,276			17,538
CMSI 2006-5 1A11 FLT 10/25/2036		36,596			27,218
COMDISCO 6.125% 01/15/03		117,000			0
COMDISCO 6.13% 8/01/01		56,000			0
COMDISCO 7.25% 9/01/02		98,000			0
COMDISCO 9.5% 08/15/03		65,000			0
COMM MORTGAGE TRUST		9,424,870			44,419
COMMERZBANK AG 4 09/16/2020		(152,000	)		(227,110)
COMMO 2006-5A A1B 12/5/47		15,000,000			712,623
COMMONWEALTH BANK AUST 0.81% 25 Jun 2014		900,000			906,581
COMSTOCK FUNDING 2006-1A INC 5		2,300,000			1,771,000
COMUNIDAD AUTO DE MURCIA 4.695 03/30/2020		30,000			29,315
COMUNIDAD DE MADRID 4.2% 24 Sep 2014		600,000			764,005
CON WAY INC 7.25% 15 Jan 2018		1,500,000			1,737,558
CORTEFIEL SA TL B1		29,637			17,220
COUNCIL OF EUROPE 5.625% 14 Dec 2015		1,000,000			1,094,511
COUNTRYWIDE ALTERNATIVE LOAN T 4.12938% 20 Dec 2046		273,371			174,320
COUNTRYWIDE HOME LOANS 5.59% 25 Mar 2035		148,436			129,053
CRE CDO CLAWBACK DEAL I		123,199			2,853
CRE CDO DEAL I		770,975			504,238
CREDIT AG HOME LOAN SFH 1% 21 Jul 2014		400,000			400,670
CREDIT LOGEMENT SA 2.026 PERPETUAL		429,000			356,892
CREDIT LOGEMENT SA FLT PERPETUAL		1,100,000			791,640
CS FIRST BOSTON COMMERCIAL MOR 0.934% 25 Oct 2034		18,559			18,306
CSAM FUNDING 2A D1 SUB 12.78%		690,000			703,455
CSAM FUNDING 4A SUB 6/9/2016		260,000			157,300
CSAM FUNDING III PREF		250			163,750
CSAM FUNDING PREFERRED		110,000			67,650
CSFB 2005-7 2A3 FLT 08/25/2035		57,009			13,005
CSMC 2007-3 AX 6 04/25/2037		137,696			25,506
CULLIGAN INTL TERM LOAN		582,533			530,105
CWALT 2006-39CB 1A2 FLT 01/25/2037		26,101			14,191
CWALT 2006-OA16 M1 FLT 10/25/2046 ESCROW		1			—
CWALT 2007-OH1 A1D FLT 04/25/2047		169,639			108,396
CWHL 2005-1 2A1 FLT 03/25/2035		9,498			6,270
CWHL 2005-7 3X 0 03/25/2035		1,544,192			53,352
CWHL 2007-HY7 3AX FLT 11/25/2037		571,011			2,998
CWL 2004-6 M5 FLT 08/25/2034		123,673			74,317
CWL 2005-AB1 M2 FLT 9 08/25/2035		154,804			10,836
CWL 2006-S9 A5 FLT 08/25/2036		36,667			23,385
CWL 2007-1 M2 FLT 07/25/2037		154,804			539
CWL 2007-S1 A5 FLT 11/25/2036		80,523			48,540
DECO 2007-E6X A3 FLT 04/27/2018		33,748			36,988
DECO 6-UK2X A2 FLT 07/27/2017		228,732			249,234

48

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
DERIV LBIE GR		59,297			53,277
DERIV LBSF GR		22,642			10,749
DEXIA CREDIT LOCAL 1% 29 Apr 2014		600,000			591,971
DEXIA CREDIT LOCAL 1.166067% 18 Sep 2013		400,000			526,987
DEXIA CREDIT LOCAL 2.75% 10 Jan 2014		700,000			706,595
DEXIA CREDIT LOCAL 2.75% 29 Apr 2014		600,000			608,464
DEXIA CREDIT LOCAL SA NY 2% 05 Mar 2013		500,000			500,413
DHI 2 05/15/2014		1,712,000			2,707,829
DNB BANK ASA 3.875 06/29/2020		(169,000	)		(255,372)
DNB BANK ASA 4.25 01/18/2022		(100,000	)		(154,094)
DNB BANK ASA 4.375 02/24/2021		(100,000	)		(155,259)
DOW CHEMICAL 4 1/8% 11/15/2021		(650,000	)		(712,855)
DRYDEN CLO SUB 9/20/2019 2005-		1,940,000			1,183,400
DSLA 2004-AR2 A2A FLT 11/19/2044		5,523			4,427
EASTMAN KODAK CO 9.75 03/01/2018 144A DFT		24,000			19,320
ECLIP 2006-1 A FLT 01/25/2018		637,891			826,413
ECLIP 2006-3 A FLT 07/25/2019		92,545			33,075
EDISON MISSION 7.2% 5/15/2019		270,000			143,438
EDISON MISSION ENERGY 7 05/15/2017 DEFAULTED		167,000			88,093
EDISON MISSION ENERGY 7.2 05/15/2019 (NON ACC)		95,000			50,113
EDISON MISSION ENERGY 7.5 06/15/2013 (NON ACC)		48,000			25,320
EDISON MISSION ENERGY 7.625 05/15/2027 (NON ACC)		736,000			388,240
EDISON MISSION ENERGY 7.75 06/15/2016 DFT NA		48,000			25,320
EIRCOM TLB EUR		25,191			26,445
EMC 1.75% 12/1/2013		1,278,000			2,041,153
ENERGY FUTURE TXU 10% 12/01/20		(197,000	)		(222,118)
EPICP DRUM A FLT 01/25/2022		147,411			149,642
ESAIL 2006-2X C1C FLT 12/15/2044		54,000			50,331
ESAIL 2006-2X D1C FLT 12/15/2044		99,000			71,165
ESAIL 2006-4X B1A FLT 12/10/2044		72,015			63,034
ESAIL 2006-4X C1C FLT 12/10/2044		126,884			109,801
ESAIL 2007-3X A3A 1.064 06/13/2045		800,000			602,148
ESAIL 2007-3X D1A FLT 06/13/2045		323,000			85,304
ESAIL 2007-3X E1C FLT 06/13/2045		78,000			23,429
ESAIL 2007-4X A2A FLT 06/13/2045		1,473,774			1,699,610
ESAIL 2007-4X A3A FLT 06/13/2045		287,000			216,652
ESAIL 2007-4X A3C FLT 06/13/2045		243,000			226,325
ESAIL 2007-4X E1C FLT 06/13/2045		145,000			43,495
ESAIL 2007-5X A1A FLT 09/13/2045		551,578			509,851
ESAIL 2007-5X A1A FLT 09/13/2045 EUR COR		805,249			744,332
ESAIL 2007-5X A1C FLT 09/13/2045		843,251			931,505
ESAIL 2007-6NCX A2A FLT 09/13/2045		869,000			964,868
ESAIL 2007-PR1X A FLT 09/13/2045		1,701,480			1,567,146
ESAIL 2007-PR1X A FLT 09/13/2045 GBP COR		659,544			607,472
ESCROW COMDISCO MTN 0.00 I		44,000			—
ESCROW COMDISCO MTN 0.00 II		29,000			—
ETRADE 6 3/8% 11/15/2019		1,080,000			1,104,750
EUMF 2008-1X A3 FLT 03/13/2046		1,498,000			1,203,350
EUMF 2008-1X A3 FLT 03/13/2046 GBP COR		1,234,000			991,277
EURO 27X B FLT 07/25/2017		254,000			325,972
EURO 28X A FLT 05/15/2017		310,636			378,405
EUROFIMA 5.625% 29 Jul 2015		500,000			543,421
EUROPCAR GROUPE SA 11.5 05/15/2017 REGS		633,000			881,850
EUROPEAN INVESTMENT BANK 6% 06 Aug 2020		800,000			918,110
EUROPEAN MEDIA 10% 2015		335,417			318,646
EUROPEAN UNION 2.375% 22 Sep 2017		200,000			286,378
EUROPEAN UNION 2.5% 04 Dec 2015		1,400,000			1,968,909
EUROPEAN UNION 2.75% 03 Jun 2016		400,000			571,209

49

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
EUROPEAN UNION 3.25% 07 Nov 2014		400,000			557,848
EUROPEAN UNION 3.625% 06 Apr 2016		200,000			292,176
EVERGREEN SOLAR INC 13 04/15/2015 (NON-ACC)		16,947			169
EVERGREEN SOLAR INC 4 07/15/2013 (DEFAULT)		20,000			60
EXPORT IMPORT BK KOREA 5.75% 22 May 2013		145,000			193,995
FANNIE MAE 0% 09 Oct 2019		1,400,000			1,226,480
FANNIE MAE 0.75% 28 Nov 2014		7,000,000			7,009,310
FED HOME LN DISCOUNT NT 0.04% 20 Feb 2013		10,500,000			10,499,433
FEDERAL NATL MTG ASSN DISC NTS 0.01% 27 Feb 2013		1,100,000			1,099,932
FFMER 2007-4 2M3 0.52063 07/25/2037 (ESC)		1			—
FHLT 2006-1 2A4 FLT 04/25/2036		304,000			87,695
FHR 3346 SC FLT 10/15/2033		2,889,989			441,518
FIRST CLO LTD 0.65289% 14 Dec 2016		10,124			10,098
FIRST DATA CORP 11 1/4% 3/31/2		1,680,000			1,675,800
FKP LTD 8 05JAN16 CVB		300,000			302,727
FMS WERTMANAGEMENT 1% 20 Jan 2014		600,000			791,247
FMS WERTMANAGEMENT 1.26619% 16 Jun 2014		400,000			651,739
FMS WERTMANAGEMENT 2.375% 15 Dec 2014		1,200,000			1,648,387
FMS WERTMANAGEMENT 3.375% 17 Jun 2021		200,000			303,086
FNMA CONV 15YR TBA 2.5% 01 Dec 2099		1,000,000			1,045,625
FNMA POOL AQ0616 2.5% 01 Oct 2027		49,679			51,987
FNMA TBA 30YR SINGLE FAMILY JA 3.5% 01 Dec 2099		7,000,000			7,462,930
FNR 2004-29 PS FLT 05/25/2034		194,574			33,073
FNR 2004-92 S FLT 08/25/2034		95,700			12,709
FNR 2005-79 NS FLT 09/25/2035		183,118			26,900
FNR 2006-42 CI FLT 06/25/2036		681,078			97,231
FNR 2006-43 SJ FLT 06/25/2036		103,485			14,181
FNR 2006-62 SB FLT 04/25/2036		124,431			21,166
FNR 2007-53 SG FLT 06/25/2037		131,316			18,302
FNR 2009-106 SA FLT 01/25/2040		221,270			32,527
FNR 2009-90 QI 6.34375 08/25/2036		968,581			137,798
FNR 2010-10 SE FLT 02/25/2040		463,293			67,400
FNR 2010-21 SA FLT 03/25/2040		584,218			78,230
FNR 2010-56 AS FLT 06/25/2040		592,765			78,785
FNR 2010-58 SA FLT 06/25/2040		250,442			39,522
FONDO REESTRUCTURACION 4.4% 21 Oct 2013		200,000			267,313
FORE CLO LTD 0.56375% 20 Jul 2019		600,000			580,160
FOSSE MASTER ISSUER PLC 1% 18 Oct 2054		300,000			501,272
FRANCE (GOVT OF) 3 04/25/2022		(1,086,000	)		(1,570,342)
FRANCE (GOVT OF) 4.25 10/25/2017		(1,086,000	)		(1,676,133)
FREDDIE MAC 0.43344% 15 May 2036		983,975			982,851
FREDDIE MAC 0.61875% 15 Jul 2036		30,688			30,838
FREDDIE MAC 0.689% 15 Nov 2036		3,322,313			3,346,084
FREMF 2011-K11 C 0 12/25/2048		132,439			46,354
FREMF K-007I C 0 05/25/2020		1,009,658			393,767
FSTAR 2007-1A AF4 FLT 01/25/2035 144A		258,006			179,877
GENERALITAT DE VALENCIA 3.25 07/06/2015		323,000			379,604
GENERALITAT DE VALENCIA 4 11/02/2016		550,000			613,702
GENERALITAT DE VALENCIA 4.375 07/16/2015		194,000			230,559
GENERALITAT DE VALENCIA 4.75 03/20/2014		51,000			64,652
GENERALITAT DE VALENCIA 4.9 03/17/2020		80,000			82,399
GERMAN RESIDENTIAL ASSET NOTE 0.445% 20 Jan 2021		297,528			385,200
GILEAD SCIENCES INC 1 05/01/2014		591,000			969,743
GLENCORE FINANCE EUROPE 5 12/31/2014		300,000			369,750
GLITNIR BANK TRADE CLAIM CHF MS		64,300			14,764
GLITNIR BANK TRADE CLAIM MS 1		80,429			15,270
GLITNIR BANK TRADE CLAIM-BAML 2 B		215,546			77,561
GLITNIR BANK TRADE CLAIM-BAML1		349,864			125,894

50

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
GLITNIR BANK TRADE CLAIM-MS 1		184,147			67,001
GLITNIR BANK TRADE CLAIM-MS 2		271,919			98,665
GLITNIR BANK TRADE CLAIM-MS 3		74,092			26,661
GLITNIR BANK TRADE CLAIM-YVK		14,448			5,199
GLITNIR BON-BAML3		228,669			82,283
GLITNIR BON-DB 1		67,028			24,119
GLITNIR BON-DB 2		86,913			19,956
GLITNIR CAD TRADE CLAIM-CS		121,679			26,359
GLITNIR TCL CAD-DB 3		339,866			73,623
GLITNIR TCL CHF-DB 3		286,050			65,679
GLITNIR TCL GBP-CS 1		166,874			65,738
GLITNIR TCL GBP-DB 3		86,913			34,239
GLITNIR USD TRADE CLAIM-BAR		485,325			132,251
GLITNIR USD TRADE CLAIM-MS 1		(0	)		—
GLITNIR USD TRADE CLAIM-MS 1 B		298,213			81,263
GM 8.375% 7/15/2033 - ESCROW		283,000			28
GMAC MORTGAGE CORPORATION LOAN 4.32843% 25 Jun 2034		63,950			63,036
GMX RESOURCES 11% 12/1/2017 (P		1,249,669			1,218,427
GMX RESOURCES 15% 12/1/2017 (P		213,000			207,675
GNR 2007-26 SG FLT 04/20/2037		157,831			23,551
GOLDENTREE LON OPPR VI 2012-6A		990,000			945,450
GPMF 2006-AR2 4X 1 03/25/2036		308,548			4,912
GPMF 2006-AR3 3A1 FLT 04/25/2036		150,018			80,008
GPMF 2006-OH1 M1 0.60875 01/25/2037 ESC		1			—
GRANITE MASTER ISSUER PLC 0.2847% 20 Dec 2054		223,203			219,764
GRANITE MASTER ISSUER PLC 0.3447% 20 Dec 2054		165,216			162,670
GRANITE MORTGAGES PLC. 0.80313% 20 Jul 2043		150,772			149,348
GREENS CREEK FUNDING LTD		1,940,000			1,716,900
GROUPAMA SA 4.375		350,000			287,704
GROUPAMA SA 6.298 PERP (NON ACCRUAL)		1,450,000			1,019,591
GROUPAMA SA 7.875 10/27/2039		1,200,000			1,342,949
GSAA 2006-S1 1M1 0.705 01/25/2037 ESC		1			—
GSAA 2007-1 M1 0.52 02/25/2037 ESC		1			—
GSAMP 2007-NC1 M2 0.53 12/25/2046 ESC		1			—
GSCSF 2006-4A A1 FLT 11/06/2046 144A		258,006			—
GSR 2004-15F 2A3 6 12/25/2034		44,794			6,887
GSR 2005-HEL1 A1 FLT 11/25/2030		27,739			11,581
HALCYON 2007-2X CLO SUB 10/29/		1,210,000			1,137,400
HANJIN SHIPPING CO LTD 4 07/20/2016		600,000			546,000
HARBINGER 7 7/8% 7/15/2019		990,000			982,575
HARBM 3 A FLT 07/15/2014		2,704,075			3,307,389
HASC 2006-WMC1 M2 0.60875 07/25/2036 ESC		1			—
HASC 2007-NC1 A3 FLT 04/25/2037		1,091,000			475,785
HBOS CAPITAL FUNDING LP 1% 29 Mar 2049		109,000			177,180
HBOS PLC 6.75% 21 May 2018		254,000			273,368
HCA INC 7.875% 15 Feb 2020		200,000			222,500
HEAT 2006-6 2A3 FLT 11/25/2036		343,000			152,423
HEAT 2006-6 M1 FLT 11/25/2036 ESC		1			—
HEAT 2006-7 M1 FLT 01/25/2037 ESC		1			—
HEAT 2007-2 M1 0.75875 07/25/2037 ESC		1			—
HECKLER & KOCH GMBH 9.5 05/15/2018 REGS		69,000			78,814
HEMT 2006-4 A1 5.6713 11/25/2036		114,398			30,316
HEMT 2006-6 M1 3.60875 03/25/2037 ESC		1			—
HEMT 2006-6 M2 2.85188 03/25/2037 ESC		1			—
HIDILI INDUSTRY INTL DEV 1.5 01/19/2015 INS		3,800,000			636,990
HIGHLANDER EURO CDO		300,000			218,141
HILTON MEZZANINE C 1M LIBOR +275 BPS 11/12/2015		905,401			869,185
HILTON MEZZANINE D 1M LIBOR + 300BPS 11/12/2015		711,852			683,378

51

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value		Shares/ Par Value		Current Value
HILTON MEZZANINE E 1M LIBOR + 325BPS 11/12/2015			0		—
HILTON MEZZANINE F 1M LIBOR + 350BPS 11/12/2015			2,386,645		2,255,380
HOLMES MASTER ISSUER PLC 3.001% 15 Oct 2054	��		345,742		459,596
HOME INNS HTL MNGMT INC 2 12/15/2015			50,000		42,813
HOST HOTELS & RESORTS LP 2.5 10/15/2029 144A			598,000		781,272
HTZ 5.25 06/01/14			973,000		1,973,770
HVMLT 2004-8 2A4A FLT 11/19/2034			45,302		34,132
HVMLT 2004-9 3A FLT 12/19/2034			63,178		39,802
HVMLT 2005-15 2A11 FLT 10/20/2045			4,754		3,698
HVMLT 2006-12 B2 FLT 01/19/2038 ESCROW			1		—
HVMLT 2007-2 B1 0.87875 05/25/2038 ESC			1		—
ICE CANYON CLO			2,600,000		2,704,000
ICM 2006-S2A A1LB FLT 10/12/2045 144A			258,006		3,870
IMM 2005-6 2M2 FLT 10/25/2035			66,526		54,869
IMPAS 3 A FLT 03/22/2043			836,091		776,981
IMPAS 4 A FLT 03/22/2044			528,399		486,681
IMSER 2 B2 FLT 09/18/2025			200,000		192,793
IMSER 2 B3 FLT 09/18/2025			100,000		95,736
INABS 2007-B M2 FLT 07/25/2037 ESCROW			1		—
INDX 2006-AR3 3X FLT 04/25/2036			547,142		821
INDYMAC INDX MORTGAGE LOAN TRU 5.0992% 25 Sep 2035			253,826		226,003
INDYMAC RESIDENTIAL ASSET BACK 0.69472% 25 Aug 2035			300,000		266,193
INFIG CONSTRUCTION AF2 AUD			26,426		20,618
INFIG CONSTRUCTION AF2 EUR			9,302		9,212
INFIG CONSTRUCTION AF3 AUD			2,830		2,208
INFIG CONSTRUCTION AF3 EUR			2,815		2,788
INFIG CONSTRUCTION LC AUD			1,034		(269)
INFIGEN CONSTRUCTION MF AUD			20,214		15,771
INFIGEN CONSTRUCTION MF USD			5,700		4,275
INFIGEN LC EUR			1,921		(634)
INFIGEN TL MF AUD			19,011		14,833
INFIGEN TL MF USD			20,494		15,370
INFIGEN TLAF1 USD			24,128		18,096
INFIGEN WC MF EUR			1,453		(480)
INFIN SOPR A FLT 11/05/2019			221,874		255,922
ING BANK (AUSTRALIA) LTD 1% 24 Jun 2014			1,000,000		1,044,091
ING BANK NV 2.5% 14 Jan 2016			400,000		416,320
ING BANK NV 3.9% 19 Mar 2014			700,000		727,721
INSTITUT CREDITO OFICIAL 0.71585% 28 Jan 2013			100,000		99,837
INSTITUT CREDITO OFICIAL 3.276% 25 Mar 2014			900,000		1,148,988
INSTITUT CREDITO OFICIAL 4.5% 07 Mar 2013			200,000		325,456
INSTITUT CREDITO OFICIAL 6.125% 27 Feb 2014			200,000		200,664
INTER AMERICAN DEVEL BK 6% 26 Feb 2021			800,000		954,021
INTL BANKING CORP SYN CLAIM			195		2
INTL LEASE FINANCE CORP 6.375% 25 Mar 2013			800,000		808,400
ITALY GOV T INT BOND 4.75% 25 Jan 2016			100,000		104,760
ITALY GOV T INT BOND 6% 04 Aug 2028			100,000		160,572
ITALY GOV T INT BOND 6.875% 27 Sep 2023			100,000		116,136
IVG IMMOBILIEN AG REV B EUR			40,215		41,686
IVG IMMOBILIEN TLA 1L EUR			40,215		41,686
IXIS 2006-HE2 A3 FLT 08/25/2036			411,363		163,654
IXIS 2006-HE2 A4 FLT 08/25/2036			774,954		309,256
IXIS 2007-HE1 A4 FLT 05/25/2037			269,624		76,652
IXIS 2007-HE1 M1 0.51594 05/25/2037 ESC			1		—
JAIPRAKASH ASSOCIATES 5.75 09/08/2017			490,000		624,138
JAPAN TREASURY DISC BILL 0.01% 04 Mar 2013			90,000,000		1,040,721
JAPAN TREASURY DISC BILL 0.01% 10 Jan 2013			200,000,000		2,313,061
JP MORGAN CHASE COMMERCIAL MOR 5.42% 15 Jan 2049			400,000		462,642

52

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
JP MORGAN MORTGAGE TRUST 3.187% 25 Apr 2035		174,931			170,464
JPALT 2005-S1 1A8 FLT 12/25/2035		243,127			69,291
JPMMT 2004-S2 4A2 FLT 11/25/2034		104,818			24,161
JUNTA DE ANDALUCIA 4.85 03/17/2020		50,000			52,490
KAUF HOLD HEDGE		88,875			85,672
KAUFMAN & BROAD OPCO RCF		14,818			(2,935)
KAUFMAN & BROAD S.A OPCO TL B3		40,496			49,197
KAUFMAN & BROAD S.A OPCO TL C3		89,470			108,694
KAUFMAN & BROAD S.A. HOLD REV		98,091			94,556
KAUFMAN & BROAD S.A. HOLD TL 1		97,577			94,061
KAUFMAN & BROAD S.A. HOLD TL 2		97,303			93,797
KAUFMAN & BROAD S.A. HOLD TL C1		98,147			94,610
KAUFMAN & BROAD S.A. HOLD TL C2		97,629			94,111
KFW 0.625% 29 May 2015		700,000			934,209
KFW 2% 07 Sep 2016		500,000			699,129
KINGDOM OF SPAIN 3.625% 17 Jun 2013		500,000			499,985
KINGDOM OF SPAIN 5.25% 06 Apr 2029		100,000			144,320
KINTYRE CLO 2007-1A D 12/20/23		970,000			688,163
KKR FINANCIAL 2007-1A E 5/15/2		100,000			92,110
KKR FINANCIAL 2007-1A F 5/15/2		50,000			50,000
KKR FINANCIAL 2007-1A G 5/15/2		50,000			44,500
KKR FINANCIAL 2007-1A H 5/15/2		50,000			42,500
KKR FINANCIAL 2007-1A SUB 5/15		380,000			361,000
KKR FINANCIAL 2007-AA C 10/15/		20,000			19,903
KKR FINANCIAL 2007-AA D 10/15/		40,000			39,850
KKR FINANCIAL 2007-AA E 10/15/		330,000			327,987
KKR FINANCIAL 2007-AA F 10/15/		20,000			18,900
KKR FINANCIAL 2007-AA G 10/15/		30,000			26,400
KKR FINANCIAL 2007-AA H 10/15/		30,000			24,900
KKR FINANCIAL 2007-AA SUB 10/1		30,000			32,250
KOMMUNALBANKEN AS 2% 14 Jan 2013		200,000			200,091
L 3.75% 02/15/30		829,000			534,705
L 4.0% 11/15/29 (FON)		213,000			142,444
L 8.5% 07/15/29		(95,000	)		(103,521)
LA MONDIALE 5.11 FIX TO FLOAT		150,000			124,787
LA MONDIALE 5.875		230,000			242,972
LANDMARK CDO 0.59688% 01 Jun 2017		243,457			241,387
LAVENA B1		73,894			94,040
LAVENA C1		73,894			94,040
LAVENA RCF		133,611			133,502
LBG CAPITAL NO.1 PLC 11.04% 19 Mar 2020		300,000			566,893
LBG CAPITAL NO.1 PLC 7.875% 01 Nov 2020		300,000			322,739
LBG CAPITAL NO.2 PLC 15% 21 Dec 2019		100,000			230,821
LBHI GUARANTEE CLAIM USD		633,383			35,865
LBHI TERM LOAN JPY		156,115,025			332,733
LBIE CLAIM EUR		68,786			99,007
LBIE CLAIM GBP		113,762			163,743
LBIE CLAIM USD		82,014			118,047
LBMLT 2004-4 M4 FLT 10/25/2034		43,021			29,691
LBMLT 2006-10 M2 0.51875 11/25/2036 ESC		1			—
LBMLT 2006-5 M1 FLT 06/25/2036 ESC		1			—
LBSF USD TCL AMCH		72,061			18,015
LBSF USD TCL BOA		266,970			66,743
LBSF USD TCL BOI		604,641			151,160
LBSF USD TCL DRAK		134,133			33,533
LBSF USD TCL ELAS ELLIOT ASSOCIATES		58,512			14,628
LBSF USD TCL ELIN INTERNATIONAL		552,067			138,017
LBSF USD TCL GENW		652,818			163,205

53

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value		Current Value
LBSF USD TCL LLOY		480,605		120,151
LBSF USD TCL ML		533,892		133,473
LBSF USD TCL NEWTON		397,837		99,459
LBSF USD TCL VIAT		350,992		87,748
LCERT 2006-1A A1 FLT 02/15/2046 144A		77,402		8
LEH 0 01/12/2012 (NON-ACC)		363,000		83,944
LEH 0 03/23/2009 (NON-ACC)		3,050,000		705,313
LEH 0 12/23/2010 (NON-ACC)		441,000		100,879
LEH 4.8 03/13/2014 (NON-ACC)		603,000		141,705
LEH 5.25 02/06/2012 (NON-ACC)		416,000		97,760
LEH 5.5 04/04/2016 (NON-ACCRUAL)		698,000		164,030
LEH 6 07/19/2012 (NON-ACC)		2,698,000		634,030
LEH 6.2 09/26/2014 NA		3,297,000		791,280
LEH 6.625 01/18/2012 NON ACCRUAL		4,992,000		1,179,360
LEH CLAIM OZGR		1		—
LEHMAN BROS HLDGS 6.875 05/02/2018 (NON-ACC)		1,265,000		303,600
LEHMAN BROTHERS HLDGS 5.75 04/25/11 (NON-ACC)		306,000		70,763
LEHMAN BROTHERS HLDGS 5.75 05/17/13 (NON-ACC)		258,000		59,663
LEHMAN BROTHERS HOLDINGS 0 01/14/2009 (NON ACC)		2,450,000		554,313
LEHMAN BROTHERS HOLDINGS 0 03/17/2011 EUR		649,000		207,824
LEHMAN BROTHERS HOLDINGS 0 04/03/2009 (NON ACC)		67,000		15,494
LEHMAN BROTHERS HOLDINGS 0 04/05/2011 EUR		386,000		123,605
LEHMAN BROTHERS HOLDINGS 0 05/04/2011 EUR		388,000		124,246
LEHMAN BROTHERS HOLDINGS 0 05/19/2016 EUR		150,000		48,033
LEHMAN BROTHERS HOLDINGS 0 05/25/2010 (NON ACC)		1,723,000		398,444
LEHMAN BROTHERS HOLDINGS 0 06/12/2013		326,000		104,392
LEHMAN BROTHERS HOLDINGS 0 07/20/2012		560,000		179,324
LEHMAN BROTHERS HOLDINGS 0 08/21/2009 (NON-ACC)		252,000		57,645
LEHMAN BROTHERS HOLDINGS 0 10/25/2011 EUR		43,000		13,770
LEHMAN BROTHERS HOLDINGS 0 11/09/2009 EUR		374,000		119,763
LEHMAN BROTHERS HOLDINGS 0% 03/05/2010 NA		50,000		16,011
LEHMAN BROTHERS HOLDINGS 0% 12/23/08 (NON-ACC)		239,000		55,269
LEHMAN BROTHERS HOLDINGS 05/10/2012 EUR		1,350,000		432,299
LEHMAN BROTHERS HOLDINGS 05/19/2023 NA		11,000		2,489
LEHMAN BROTHERS HOLDINGS 11 06/22/2022 (NA)		81,000		18,326
LEHMAN BROTHERS HOLDINGS 12/05/2022 (NON ACC)		9,000		2,036
LEHMAN BROTHERS HOLDINGS 3.95 11/10/2009 NA DFT		962,000		222,463
LEHMAN BROTHERS HOLDINGS 4 03/09/2015 EUR		2,546,000		827,891
LEHMAN BROTHERS HOLDINGS 4 05/04/2011 EUR		922,000		299,810
LEHMAN BROTHERS HOLDINGS 4.5 07/26/2010 NA		219,000		51,465
LEHMAN BROTHERS HOLDINGS 4.75 01/16/2014 EUR		509,000		165,513
LEHMAN BROTHERS HOLDINGS 5.125 06/27/2014 EUR		400,000		130,069
LEHMAN BROTHERS HOLDINGS 5.375 10/17/2012 EUR		200,000		65,035
LEHMAN BROTHERS HOLDINGS 5.45 09/20/2030 (NON ACC)		10,000		2,263
LEHMAN BROTHERS HOLDINGS 5.5 02/27/2020 (NON ACC)		18,000		4,073
LEHMAN BROTHERS HOLDINGS 5.55 09/27/2030 NA		12,000		2,715
LEHMAN BROTHERS HOLDINGS 5.6 02/25/2030 (NON ACC)		15,000		3,394
LEHMAN BROTHERS HOLDINGS 5.625 03/15/2030(NON ACC)		17,000		3,846
LEHMAN BROTHERS HOLDINGS 5.65 08/16/2030 NA		9,000		2,036
LEHMAN BROTHERS HOLDINGS 5.65 11/23/2029 (NON ACC)		20,000		4,525
LEHMAN BROTHERS HOLDINGS 5.7 12/14/2029 (NON ACC)		25,000		5,656
LEHMAN BROTHERS HOLDINGS 5.75 07/18/2011 (NON ACC)		328,000		75,850
LEHMAN BROTHERS HOLDINGS 5.8 10/25/2030 NA		17,000		3,846
LEHMAN BROTHERS HOLDINGS 5.9 02/07/2031 NA		9,000		2,036
LEHMAN BROTHERS HOLDINGS 6 04/01/2011 (NA)		462,000		80,795
LEHMAN BROTHERS HOLDINGS 6 05/30/2023 (NON ACC)		45,000		10,181
LEHMAN BROTHERS HOLDINGS 6 07/30/2034 (NON ACC)		24,000		5,430
LEHMAN BROTHERS HOLDINGS 6.2 05/25/2029 (NON ACC)		34,000		7,693

54

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
LEHMAN BROTHERS HOLDINGS 6.375 05/10/2011 EUR		116,000			37,720
LEHMAN BROTHERS HOLDINGS 6.5 02/13/2037 (NON ACC)		21,000			4,751
LEHMAN BROTHERS HOLDINGS 6.8 09/07/2032 NA		12,000			2,715
LEHMAN BROTHERS HOLDINGS 7 09/28/2037 (NON ACC)		27,000			6,109
LEHMAN BROTHERS HOLDINGS 7 11/16/2037 (NA)		12,000			2,715
LEHMAN BROTHERS HOLDINGS 7.875 08/15/2010 (NA)		220,000			51,700
LEHMAN BROTHERS HOLDINGS 7.875 11/01/2009(NON ACC)		7,500,000			1,696,875
LEHMAN BROTHERS HOLDINGS 9.5 12/28/2022 (NA)		229,000			51,811
LEHMAN BROTHERS HOLDINGS FLT 01/03/2023 (NON ACC)		14,000			3,168
LENNAR CORP 3.25 11/15/2021 144A		1,707,000			3,069,152
LEOPARD CLO BV IV-A D 2/23/22		520,000			454,706
LLOYDS TSB BANK PLC 12% 31 Dec 2049		500,000			578,345
LOS ANGELES CNTY CA PUBLIC WKS 7.618% 01 Aug 2040		300,000			397,458
LOTTE SHOPPING CO LTD 0% 05JUL16 USD CCY		2,200,000			2,142,250
LUDGATE FUNDING PLC 0.943% 01 Jan 2061		400,000			459,480
LUSI 4 A FLT 09/15/2048		62,299			58,718
LUSI 5 A FLT 07/15/2059		491,309			450,897
LXS 2007-1 WF1 FLT 01/25/2037		183,223			105,088
LXS 2007-18N AX 1 10/25/2037		2,813,006			—
LYONDELLBASELL INDU 5.75% 4/15		220,000			257,400
LYONDELLBASELL INDU 6% 11/15/2		710,000			831,588
MABS 2006-WMC1 A3 FLT 02/25/2036		194,921			82,841
MADISON PARK F IV 2007-6A INC		260,000			370,500
MADISON PARK F V 2007-5A SUB 2		260,000			399,100
MADISON PARK FND 2005-1A SUB		260,000			244,400
MADISON PARK FND 2006-2A INC		250,000			322,500
MADISON PARK FND III 2006-3A S		130,000			190,667
MADISON PARK FNDG 2011-7A SUB		1,040,000			1,123,200
MAGEL 4 A FLT 07/20/2059		661,754			611,692
MANA 2007-F1 IO2 6.25 03/25/2037		148,043			35,442
MANA 2007-OAR3 A3 FLT 07/25/2047 ESC		3			—
MANSD 2006-1X M2 FLT 10/15/2048		100,000			104,983
MANSD 2007-2X M1 FLT 12/15/2049		240,000			281,201
MARM 2007-1 IX3 0.5 01/25/2047		3,144,712			71,385
MARM 2007-HF1 M1 0.74606 05/25/2037 ESC		1			—
MARSH + MCLENNAN COS INC 5.75% 15 Sep 2015		66,000			73,989
MAXIS LOANS SECURITISATION 4.82% 12 Sep 2041		133,450			140,377
MERRILL LYNCH + CO 0.98% 25 Aug 2014		100,000			130,090
MERRILL LYNCH + CO 1.85% 31 Jan 2014		100,000			130,911
MERRILL LYNCH + CO 6.75% 21 May 2013		100,000			134,681
MERRILL LYNCH MORTGAGE INVESTO 4.50186% 25 Feb 2035		123,766			124,759
MERRILL LYNCH MORTGAGE INVESTO 5.53% 25 Feb 2036		46,955			40,717
MEX BONOS DESARR FIX RT 10% 05 Dec 2024		4,500,000			484,895
MEX BONOS DESARR FIX RT 6.25% 16 Jun 2016		8,000,000			640,747
MEX BONOS DESARR FIX RT 6.5% 09 Jun 2022		800,000			66,653
MEX BONOS DESARR FIX RT 6.5% 10 Jun 2021		10,000,000			832,215
MEXICAN CETES 0.01% 16 May 2013		360,000,000			2,727,306
MEXICAN CETES 0.01% 28 Feb 2013		890,000,000			6,809,878
MFD 2008-1 A 1.75 03/13/2046 GBP COR		4,736,050			4,901,536
MFD 2008-1 A FLT 03/13/2046		5,376,838			5,564,715
MFD 2008-1 B 2.309 03/13/2046		1,479,000			481,849
MGM RESORTS INTL 7.75 03/15/2022		(175,000	)		(188,563)
MGM RESORTS INTL 8.625 02/01/2019 144A		(190,000	)		(212,800)
MID STATE TRUST 8.33% 01 Apr 2030		71,445			74,543
MKP 6A A2 FLT 06/15/2051 144A		232,205			2
ML CFC COMMERCIAL MORTGAGE TRU 5.172% 12 Dec 2049		399,000			453,989
MLMI 2006-HE2 A4 FLT 03/25/2037		623,000			238,656
MLST IV-A A1A FLT 08/04/2047 144A ESCROW		1			—

55

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
MLST IV-A A1B FLT 08/04/2047 144A ESCROW		1			—
MLST IV-A A1C FLT 08/04/2047 144A ESCROW		1			—
MOLYCORP INC 6 09/01/2017		170,000			166,487
MOMENTIVE PERFORMANCE 8 7/8% 1		80,000			80,700
MOMENTIVE PERFORMANCE 9% 1/15/		1,030,000			753,188
MORGAN STANLEY MORTGAGE LOAN T 5.70097% 25 Feb 2047		248,763			160,467
MORNINGSIDE PARK CLO 1A SUB 10		2,180,000			1,853,000
MPL 2 ACQUISITION CANCO 9.875 08/15/2018 144A		69,000			65,205
MSAC 2006-HE3 A2D FLT 04/25/2036		935,000			488,098
MSAC 2006-HE6 M2 FLT 09/25/2036 ESC		1			—
MSAC 2007-HE1 M1 FLT 11/25/2036		65,954			106
MSAC 2007-HE5 A2C FLT 03/25/2037		352,629			158,967
MSAC 2007-NC1 M1 FLT 11/25/2036 ESC		1			—
MSM 2007-1XS M1 0.52875 09/25/2046 ESC		1			—
MSM 2007-2AX M1 0.52625 12/25/2036 ESC		1			—
MSM 2007-7AX 2A3 FLT 04/25/2037		194,930			88,693
MUZ2 1A B1 FLT 10/15/2013 144A		156,026			90,495
MUZ2 1A B2 9 10/15/2013 144A		41,710			23,775
MYLAN INC 3.75 09/15/2015		1,563,000			3,323,798
NAGOYA RAILROAD 0.5 03/31/2015		30,000,000			358,914
NATL ENERGY 10.375% UNIT FROM REORG		3,671,034			6
NAUTILUS SHIPHOLDINGS TERM LOAN B (JUNIOR LOAN)		436,106			117,749
NEPTUNO CLO 2007-3A B 12/5/24		3,670,000			3,572,634
NEPTUNO CLO 2007-3A C 12/5/24		1,770,000			1,506,864
NETHERLANDS GOVERNMENT 2.25% 15 Jul 2022		1,000,000			1,406,547
NETHERLANDS GOVERNMENT 2.5% 15 Jan 2017		900,000			1,289,109
NETHERLANDS GOVERNMENT 3.25% 15 Jul 2021		400,000			609,165
NETHERLANDS GOVERNMENT 4% 15 Jul 2019		200,000			315,073
NETHERLANDS GOVERNMENT 4.5% 15 Jul 2017		1,200,000			1,869,677
NEW S WALES TREASURY CRP 6% 01 Feb 2018		800,000			928,228
NEW ZEALAND GOVERNMENT 5% 15 Mar 2019		2,700,000			2,459,316
NEW ZEALAND GOVERNMENT 5.5% 15 Apr 2023		1,600,000			1,541,249
NEW ZEALAND GOVERNMENT 6% 15 May 2021		1,000,000			980,681
NEWFORD CAPITAL LTD 0 05/12/2016		(200,000	)		(201,000)
NEWGATE FUNDING PLC 0.84844% 01 Dec 2050		400,000			575,148
NEWGATE FUNDING PLC 1.72469% 15 Dec 2050		300,000			390,116
NHELI 2007-1 2A2 FLT 02/25/2037		6,449			3,741
NIBC BANK NV 2.8% 02 Dec 2014		800,000			830,604
NOBLE GROUP LTD 0 06/13/2014		1,350,000			1,940,625
NOMURA ASSET ACCEPTANCE CORPOR 0.99875% 25 Aug 2034		97,507			94,093
NORDEA BANK AB 3.25 07/05/2022		(100,000	)		(143,511)
NORDEA BANK AB 4 06/29/2020		(85,000	)		(129,386)
NORDEA BANK AB 4.5 03/26/2020		(185,000	)		(270,627)
NORTEL NETWORKS LIMITED 0 07/15/2011 (NON-ACC)		265,000			282,225
NWSTR 2006-1A C FLT 03/30/2022 144A		342,000			302,927
NWSTR 2007-1A B FLT 09/30/2022		194,000			173,339
NWSTR 2007-1A C FLT 09/30/2022		372,000			303,831
NWSTR 2007-1A D FLT 09/30/2022		194,000			147,683
NYKREDIT 2% 01 Apr 2013		6,400,000			1,136,470
OCR 3.25% 12/15/35		1,076,000			1,072,638
OFFICE DEPOT INC 6.25% 15 Aug 2013		122,000			123,842
ONTARIO (PROVINCE OF) 2.95% 05 Feb 2015		900,000			945,942
ONTARIO (PROVINCE OF) 3.15% 02 Jun 2022		500,000			519,519
ONTARIO (PROVINCE OF) 4% 02 Jun 2021		100,000			111,144
ONTARIO (PROVINCE OF) 4% 07 Oct 2019		200,000			229,581
OOMLT 2007-1 M2 FLT 01/25/2037		35,999			64
OOMLT 2007-4 M2 FLT 04/25/2037		6,937			13
OOMLT 2007-5 M2 FLT 05/25/2037 ESCROW		1			—

56

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value		Current Value
OPERA CMH A FLT 01/15/2015		450,000		473,152
ORCHID STRUCTURED 2006 3A (0.8		9,500,000		512,077
ORIX CORP 1% CVB 31MAR14		2,000,000		32,836
OSIM INTERNATIONAL LTD 2.75 07/05/2016		340,000		296,415
OZLM FUNDING LTD 2012-2A SUB		800,000		744,000
PALOMAR CA CMNTY CLG DIST 7.194% 01 Aug 2045		300,000		354,384
PARAGON MORTGAGES PLC 0.50617% 15 Nov 2038		179,295		157,017
PARAGON MORTGAGES PLC 0.982% 15 Jun 2041		400,000		450,659
PARAGON MORTGAGES PLC 1.3675% 15 May 2041		421,380		625,165
PBHET 2000-1 A2 FLT 03/25/2030		144,418		62,172
PBL MEDIA TLB 1 AUD		803,941		710,889
PCLN 1.25 03/15/15		2,360,500		4,914,127
PEARSON DOL FIN TWO PLC 6.25% 06 May 2018		725,000		876,750
PHH CORP 4 09/01/2014		582,000		656,763
PLYMOUTH ROCK CLO LTD 1.76075% 16 Feb 2019		67,898		67,921
PMI GROUP INC 4.5 04/15/2020 (NON ACC)		262,000		79,910
PMI GROUP INC 6 09/15/2016 (NON-ACC)		416,000		127,920
POSCO ZEUS CAYMAN II 0 08/18/2016		20,000,000		249,654
PREFERRED TERM SECS XIV FLT 06/24/2034 144A		263,000		128,870
PREFERRED TERM SECS XX FLT 03/22/2038 144A		819,123		394,544
PREFERRED TERM SECS XXI FLT 03/22/2038 144A		1,349,700		629,860
PREFERRED TERM SECS XXVII LTD FLT 12/22/2037 144A		89,165		57,957
PREFERRED TERM XXII FLT 09/22/2036 144A		995,052		509,263
PREFERRED TERM XXIII FLT 12/22/2036		193,030		93,620
PREFERRED TERM XXIII FLT 12/22/2036 144A		781,791		526,406
PREFERRED TERM XXIV FLT 03/22/2037 144A		98,690		44,657
PRIME 2006-1 2A6 6 06/25/2036		41,285		36,562
PROLOGIS INC 2.625 05/15/2038		279,000		280,618
PROMI 2 A FLT 04/26/2019		138,126		178,947
PROVINCE OF QUEBEC 3.5% 01 Dec 2022		300,000		317,141
PUMA FINANCE LIMITED 7.765% 22 Aug 2037		157,290		159,583
PUNCH TAVERNS FINANCE B 4.767 06/30/2033 A7		48,515		68,074
PXD 2.875 01/15/2038		1,298,000		2,300,747
QBE FUNDING TRUST 0% 12MAY30 REGS		5,000,000		3,250,000
RALI 2006-QO10 M1 0.59063 01/25/2037 ESC		1		—
RALI 2007-QH2 M1 0.6225 03/25/2037 ESC		1		—
RALI 2007-QH2 M2 FLT 03/25/2037 ESC		1		—
RALI 2007-QH3 M1 FLT 04/25/2037 ESC		1		—
RAMP 2006-NC1 M2 FLT 01/25/2036		83,852		656
RAST 2006-A3CB AX 6 01/25/2046		300,300		73,680
RAST 2006-A5CB AX 6.25 06/25/2036		350,509		85,144
RENESOLA LTD 4.125 03/15/2018 144A		300,000		145,045
REPUBLIC OF SOUTH AFRICA 8.25% 15 Sep 2017		400,000		51,860
RIVERSIDE CA ELEC REVENUE 7.455% 01 Oct 2030		200,000		259,820
RLOC 2007-1X B1B FLT 12/15/2043		76,185		82,302
ROBE2 2A B1L FLT 08/30/2013		177,720		172,984
ROMULUS FINANCE S.R.L FLT 02/20/2015		1,784,000		2,084,858
ROMULUS FINANCE S.R.L. 5.441 02/20/2023 SERIES A4		71,000		99,492
RVMLT 2007-1 X FLT 05/25/2047 144A		537,584		10,752
RVMLT 2007-2A X FLT 07/25/2047 144A		651,979		17,114
RYLAND GROUP 1.625 05/15/2018		583,000		795,510
SAAD SA INVEST FLT 08/24/2017		25,324		2,279
SABR 2007-BR3 M1 FLT 04/25/2037 ESC		1		—
SABR 2007-BR4 M2 0.5726 05/25/2037 ESC		1		—
SABR 2007-NC1 M2 0.53 12/25/2036 ESC		1		—
SACO 2006-9 A1 FLT 08/25/2036		67,719		43,831
SAMI 2004-AR5 2A3 FLT 10/19/2034		28,335		21,760
SAMI 2006-AR3 12X 1 04/25/2036		2,882,476		117,461

57

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
SAMI 2006-AR4 2A1 FLT 06/25/2036		58,283			43,275
SARM 2005-9 2A1 FLT 05/25/2035		27,303			15,046
SASC 2006-BC4 M2 FLT 12/25/2036 ESCROW		1			—
SASC 2006-BC6 M2 FLT 01/25/2037		62,212			119
SASC 2006-OW1 A6M FLT 12/25/2035 144A		94,270			401
SASC 2006-S4 M1 0.8375 01/25/2037 ESC		1			—
SASC 2007-BC1 M2 FLT 02/25/2037		93,758			159
SASC 2007-EQ1 M2 0.69722 03/25/2037 ESCROW		1			—
SAYBROOK POINT CBO (FAC 0.5449		1,970,000			601,230
SK HYNIX INC 2.65 05/14/2015		4,700,000			5,040,750
SLC STUDENT LOAN TRUST 3.26875% 15 Jun 2017		108,731			108,748
SLM STUDENT LOAN TRUST 1.9511% 25 Apr 2023		880,859			917,931
SLOSO 2005-1A A1L FLT 10/15/2035		1,157,380			694,428
SLOSO 2005-1A A1LA FLT 10/15/2035 144A		470,658			304,751
SLOSO 2007-1A A1LA FLT 10/07/2037 144A		637,162			396,102
SM INVESTMENTS CORP 1.625 02/15/2017		800,000			934,000
SMALL BUSINESS ADMINISTRATION 5.6% 01 Sep 2028		337,897			393,539
SNAI SPA TL A		452,000			447,650
SNY SENIOR SUBORDINATED NOTES 9.75%		959,001			968,591
SSP A1 GBP TL		1,108			1,736
SSP AMERICA (USA), LLC A11 USD TL		2,400			2,304
SSP FINANCING LIMITED, LONDON (B1) D SEK TL		25,672			2,845
SSP FINANCING LIMITED, LONDON (B1) E NOK TL		50,296			6,518
SSP FINANCING LIMITED, LONDON A13 USD TL		1,761			1,691
SSP FINANCING LIMITED, LONDON B1 A GBP TL		11,107			12,991
SSP FINANCING LIMITED, LONDON B1 B EUR TL		2,712			2,579
SSP FINANCING LIMITED, LONDON B1 C USD TL		2,470			1,778
SSP FINANCING SPAIN SL, MADRID A6 EUR TL		2,482			3,195
SSP FINANCING UK LTD, LONDON A2 GBP TL		17,605			27,598
SSP FINLAND FINANCING OY, HELSINKI A7 EUR TL		1,757			2,262
SSP FRANCE FINANCING SAS, PARIS A4 EUR TL		478			615
SSP NORWAY FINANCING AS, OSLO A9 NOK TL 2		87,700			13,733
SSP SWEDEN FINANCING AB, STOCKHOLM A10 SEK TL		44,587			5,970
STANDARD PACIFIC CORP 1.25 08/01/2032		1,252,000			1,469,451
SUNCORP METWAY LTD 4% 16 Jan 2014		200,000			336,078
SURF 2007-BC1 M2 FLT 01/25/2038 ESC		1			—
SVENSKA HANDELSBANKEN AB 2.625 08/23/2022		(100,000	)		(136,603)
SVENSKA HANDELSBANKEN AB 4.375 10/20/2021		(100,000	)		(156,341)
SVENSKA HANDELSBANKEN AB 5.125 03/30/2020		(100,000	)		(118,056)
SVG DIAMOND PRIVATE 1A A2 9/28		330,000			90,535
SWAN 4.4017% 25 Apr 2041		228,114			233,911
SYNCORA GUARANTEE INC 6.0% 07/27/2024 NA		840,307			436,960
TAHIT 1 C FLT 05/24/2015		129,278			205,505
TATA MOTORS LTD 4 10/16/2014		600,000			1,327,500
TCH PP 9.00% AMT 03/31/2016 C1		25,968			35,148
TCH PP 9.00% BLT 03/31/2016 C2		114,249			154,638
TCH PP 9.35% AMRT 05/26/2017 A1		120,526			123,539
TCH PP 9.35% BLT 03/31/2016 A2		319,357			327,341
TDA 24 A1 0.787 06/22/2040		377,059			374,674
TEMASEK FINANCIAL III PR 0% 14DEC13		2,750,000			2,217,379
TENN VALLEY AUTHORITY 5.88% 01 Apr 2036		363,000			504,361
TENN VALLEY AUTHORITY 6.25% 15 Dec 2017		400,000			504,349
TEVA PHARM FIN CO LLC 0.25 02/01/2026		(385,000	)		(393,537)
TEXAS COMPETITIVE/TCEH 15 04/01/2021		1,190,000			398,650
THEAT 2007-1 C FLT 10/15/2031		186,191			227,229
THEAT 2007-2 C FLT 10/15/2031		53,873			65,746
THOMAS COOK GROUP REV GBP		357,329			399,978
THOMAS COOK GROUP TLA GBP		332,343			383,323

58

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
THOMSON SA TL A1 EUR		266,840			348,839
THOMSON SA TL B1 EUR		868,630			1,135,555
THQ INC 5 08/15/2014 DFT NA		196,000			22,050
TITN 2006-2X A FLT 01/23/2016		182,022			231,947
TITN 2007-1X A FLT 01/20/2017		1,167,383			1,458,658
TITN 2007-1X B FLT 01/20/2017		291,000			213,910
TITN 2007-1X C FLT 01/20/2017		177,000			89,136
TITN 2007-CT1X A1 FLT 01/23/2017		564,291			685,535
TITN 2007-CT1X A2 FLT 01/23/2017		470,972			464,885
TORRENS TRUST 4.42% 14 Jan 2041		212,264			220,619
TPK HOLDING CO LTD 0 10/01/2017 REG S		500,000			598,750
TRAVELPORT LLC 9.875 09/01/2014		107,000			93,090
TRAVELPORT LLC/TRAVELPOR 9 03/01/2016		404,000			307,040
TREASURY BILL 0 04/18/2013		10,000,000			9,998,013
TREASURY BILL 0 07/25/2013		10,000,000			9,993,058
TREASURY BILL 0% 22 Aug 2013		2,000,000			1,998,358
TREASURY BILL 0.01% 14 Feb 2013		96,000			95,997
TREASURY BILL 0.01% 17 Oct 2013		644,000			643,318
TREASURY BILL 0.01% 25 Jul 2013		75,000			74,947
TREASURY CORP VICTORIA 6% 17 Oct 2022		100,000			120,862
TROPC 2004-1A A1L FLT 07/15/2034 144A		269,294			182,985
TROPC 2004-4A A2L FLT 04/15/2035 144A		1,109,000			458,387
TROPC 2006-5A A1L2 FLT 07/15/2036		1,935,844			1,119,563
TSY 0 1/8 2024 I/L GILT 0.125% 22 Mar 2024		810,344			1,433,433
TSY 0 1/8 2029 I/L GILT 0.125% 22 Mar 2029		103,426			177,236
TSY 1 7/8 2022 I/L GILT 1.875% 22 Nov 2022		2,030,174			4,243,468
TSY INFL IX N/B 0.125% 15 Apr 2017		406,812			435,638
TSY INFL IX N/B 0.125% 15 Jul 2022		100,590			109,195
TSY INFL IX N/B 2.375% 15 Jan 2025		122,718			165,545
TSY INFL IX N/B 2.375% 15 Jan 2027		114,546			157,930
TUI AG 5.5% 17NOV2014		311			35,174
TXU EXTENDED TL		2,093,962			1,382,015
UAL CORP 6 10/15/2029		1,052,000			2,903,838
UBI BANCA SPCA 4.939 06/25/2014		(257,000	)		(351,246)
UBI BANCA SPCA 5.75 07/10/2013		18			24
UK TREASURY 5 09/07/2014		(730,000	)		(1,278,716)
UK TSY 1.75 2022 1.75% 07 Sep 2022		100,000			161,630
UK TSY 4 1/2 2034 4.5% 07 Sep 2034		100,000			206,283
UK TSY 4 1/4 2032 4.25% 07 Jun 2032		400,000			802,737
UK TSY 4 1/4 2039 4.25% 07 Sep 2039		300,000			595,260
UK TSY 4 1/4 2040 4.25% 07 Dec 2040		100,000			198,376
UK TSY 4 3/4 2030 4.75% 07 Dec 2030		800,000			1,705,085
UK TSY 4 3/4 2038 4.75% 07 Dec 2038		200,000			428,781
UK TSY 6 2028 6% 07 Dec 2028		100,000			241,106
UMC/UNIMICRON TECH 0% 02DEC14 CVB		100,000			98,830
UNIQUE PUB FINANCE CO 6.542 03/30/2021		300,000			462,983
UNITE (USAF) PLC 1.22688% 31 Mar 2017		600,000			959,696
UNITED MICROELECTRONICS 0 05/24/2016		2,400,000			2,325,000
UNITED RENTALS NORTH AM 8.375 09/15/2020		(119,000	)		(132,983)
US TREASURY N/B 0.25% 30 Nov 2013		6,050,000			6,053,545
US TREASURY N/B 0.25% 31 May 2014		2,500,000			2,501,173
US TREASURY N/B 0.5% 15 Nov 2013		9,000,000			9,024,957
US TREASURY N/B 3% 15 May 2042		800,000			815,000
US TREASURY N/B 3.125% 15 Nov 2041		1,000,000			1,046,719
US TREASURY N/B 3.75% 15 Aug 2041		400,000			470,125
US TREASURY N/B 5.5% 15 Aug 2028		2,000,000			2,826,562
VCWHE 2009-1 VAE9 FLT 11/26/2035		85,419			30,307
VEDANTA RESOURCES 5.5% 07/13/2016		2,550,000			2,629,688

59

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
VEDANTA RESOURCES PLC 6.75 06/7/2016 (REG S)		(200,000	)		(209,000)
VELA 2006-1A A FLT 12/10/2046 (NON ACCRUAL)		440,006			140,802
VIDEOCON INDUSTRIES LTD 6.75 12/16/2015		300,000			274,500
VINACASA 2008-1A D 10/14/15		1,260,000			896,700
VIRGIN MEDIA INC 6.5 11/15/2016		447,000			920,272
VODAFONE AMERICAS FINANCE 2 PIK B		1,890,606			1,942,598
WACHOVIA MORTGAGE LOAN TRUST 3.076163% 20 Oct 2035		299,988			264,339
WAMU 2004-AR10 X 0 07/25/2044		720,167			47,663
WAMU 2004-AR12 X 0 10/25/2044		996,889			55,487
WAMU 2005-AR1 A1A FLT 01/25/2045		18,763			17,243
WAMU 2005-AR1 X 0 01/25/2045		523,651			27,252
WAMU 2006-AR1 B2 FLT 01/25/2046		1			—
WAMU 2006-AR3 B2 FLT 02/25/2046 ESC		1			—
WAMU 2007-OA3 B1 FLT 04/25/2047 ESC		1			—
WAMU MORTGAGE PASS THROUGH CER 0.60875% 25 Nov 2045		286,542			250,793
WASH MUTUAL PFD 6.534 03/29/49 144A (NON-ACC)		124			—
WASH MUTUAL PFD FDG III 6.895 06/49 144A (NON-ACC)		120			—
WELLS FARGO MORTGAGE BACKED SE 2.9798% 25 Apr 2036		82,343			82,696
WELLS FARGO MORTGAGE BACKED SE 5.034402% 25 Mar 2036		207,462			199,552
WELLS FARGO MORTGAGE BACKED SE 5.058629% 25 Mar 2036		57,666			57,624
WHARF HOLDINGS LTD 2.3% 07JUN14 CVB		28,000,000			3,666,860
WINDERMERE SER I CL D FLT 01/31/2023		55,731			49,123
WINDM XIV-X A FLT 04/22/2018		536,091			615,880
WM COVERED BOND PROGRAM 4.375% 16 Sep 2014		700,000			968,641
WMABS 2006-HE1 M4 0.6358 04/25/2036 ESC		1			—
WMABS 2007-HE2 M1 FLT 02/25/2037 ESC		1			—
WMALT 2005-7 CX 5.5 09/25/2035		167,862			34,478
WMALT 2006-1 CX 6.5 02/25/2036		71,044			15,225
WMALT 2006-AR4 X4 1.25 06/25/2046		112,581			4,157
WMALT 2007-HY1 M1 0.49875 02/25/2037 ESC		1			—
WMALT 2007-OA3 MB1 0.7495 04/25/2047 ESC		1			—
WMALT 2007-OA3 MB2 FLT 04/25/2047 ESC		1			—
WMHE 2007-HE1 M2 FLT 01/25/2037 ESC		1			—
WOOD STREET CLO V-A D 9/14/23		980,000			860,179
YELL GROUP TL A3 USD		72,692			15,817
Total Fixed Income Securities		2,347,210,268		$	382,421,489
Derivatives
10YR GOVT OF CANADA BOND FTRS MAR13 XMON		(5	)	$	1,698
10YR JAPAN GOVT BOND FTRS TSE MAR13 XTKS		5			(42,812)
10YR SWAP FUTURE MAR13		1			(1,125)
10YR US TREASURY NOTE FUTURES MAR13 XCBT		53			(31,892)
317514KS5 OTC EPUT HOH3 250 MY FEB13 250 PUT		6			1,310
317514KX4 OTC EPUT COH3 87 MYC FEB13 87 PUT		(6	)		(660)
3175232C1 OTC EPUT PLTMLNPM JUN13 1433 PUT		(200	)		(5,790)
3175232D9 OTC EPUT GOLDLNPM JUN13 1555 PUT		200			4,001
317523330 OTC EPUT HOH3 250 FEB13 250 PUT		(6	)		(1,310)
3175233U0 OTC EPUT COH3 87 FEB13 87 PUT		6			660
317523HZ4 OTC EPUT PLTMLNPM NOV13 1420 PUT		(350	)		(18,652)
317523TV0 OTC EPUT GOLDLNPM NOV13 1570 PUT		350			16,587
3175264V0 OTC EPUT PLTMLNPM DEC13 1450 PUT		(1,600	)		(103,901)
3175264W8 OTC EPUT GOLDLNPM DEC13 1560 PUT		1,600			79,018
317U489D4 IRO USD 30Y P BOA SEP15 3.45 PUT		1,000,000			77,727
317U490D1 IRO USD 5Y P 2.5 BOA SEP15 2.5 PUT		(4,000,000	)		(62,004)
317U497D4 IRO USD30Y 3.45 CBK SEP15 3.45 PUT		200,000			15,545
317U498D3 IRO USD 5Y P 2.5 CBK SEP15 2.5 PUT		(800,000	)		(12,401)
317U865C0 IRO USD 5Y C 1.4000 MAR13 1.4 CALL		(500,000	)		(12,463)

60

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
317U866C9 IRO USD 5Y P 1.4000 MAR13 1.4 PUT		(500,000	)		(156)
317U871C2 IRO USD 5Y P 1.4000 MAR13 1.4 PUT		(3,100,000	)		(967)
317U872C1 IRO USD 5Y C 1.4000 MAR13 1.4 CALL		(3,100,000	)		(77,271)
317U877C6 IRO USD 5Y C 1.7000 MAR13 1.7 CALL		(5,300,000	)		(209,361)
317U878C5 IRO USD 5Y P 1.7000 MAR13 1.7 PUT		(5,300,000	)		(302)
317U920C3 IRO USD 5Y MYC MAR13 1.7 PUT		(600,000	)		(34)
317U921C2 IRO USD 5Y MYC MAR13 1.7 CALL		(600,000	)		(23,701)
3MO EURIBOR INTEREST RATE FTRS SEP15 XLIF		92			44,869
3YR AUSTRALIAN TBOND FUTURES MAR13 XSFE		4			555
5YR US TREASURY NOTE FUTURES MAR13 XCBT		5			206
90DAY EURO$ FUTR MAR18		(1	)		300
90DAY EURO$ FUTR 18MAR2013		(20	)		(5,750)
90DAY EURO$ FUTR DEC13		(11	)		(3,300)
90DAY EURO$ FUTR DEC14		(9	)		(3,375)
90DAY EURO$ FUTR DEC15		(9	)		(5,625)
90DAY EURO$ FUTR DEC16		(1	)		(650)
90DAY EURO$ FUTR JUN13		(11	)		(2,888)
90DAY EURO$ FUTR JUN14		(14	)		(4,550)
90DAY EURO$ FUTR JUN15		(9	)		(4,050)
90DAY EURO$ FUTR JUN16		(1	)		(663)
90DAY EURO$ FUTR JUN17		(1	)		(563)
90DAY EURO$ FUTR MAR14		(19	)		(5,938)
90DAY EURO$ FUTR MAR15		(14	)		(2,488)
90DAY EURO$ FUTR MAR16		(1	)		(650)
90DAY EURO$ FUTR MAR17		(1	)		(613)
90DAY EURO$ FUTR SEP13		(11	)		(3,025)
90DAY EURO$ FUTR SEP14		(14	)		(3,475)
90DAY EURO$ FUTR SEP15		(9	)		(4,838)
90DAY EURO$ FUTR SEP16		(1	)		(663)
90DAY EURO$ FUTR SEP17		(1	)		(588)
AAPL 2013 JAN 600 CALL 01/19/2013		(1	)		(162)
AAPL 2013 JAN 600 PUT 01/19/2013		1			6,920
AAPL 2013 JAN 700 CALL 01/19/2013		(61	)		(824)
AAPL 2013 JAN 700 PUT 01/19/2013		61			1,023,275
AAPL Apr13 500 PUT		(26	)		(70,460)
AAPL Feb13 525 PUT		(26	)		(70,135)
AAPL Mar13 515 PUT		(26	)		(72,540)
ABERTIS INFRAESTRUCTURAS SA - SWP		401			1,453
ACS ACTIVIDADES CONS Y SERV SWP		75			579
ADANI ENTERPRISES LTD USD SWP NOM		9,620			4,440
ADVANTEST CORP JPM JPY SWP		(2,400	)		(9,822)
AEGIS GROUP PLC SWP		331,882			3,677
AGILE DFT 20JUN14 500 BANA (ML)		200,000			(1,401)
AGILE DFT 20JUN14 500 BOA		800,000			(5,604)
AGILE DFT 20JUN14 500 CS 20JUN2014		200,000			(1,401)
AGILE DFT 20JUN14 500 JPM		500,000			(3,502)
AGILE DFT 20JUN14 500 NOM		120,000			(841)
AGILE PROPERTY 500 DFT 20JUN14 CS		100,000			(700)
AGILE PROPERTY DFT 500 20JUN14 CITI		100,000			(700)
AGILE PROPERTY HLDGS HSBC HKD SWP		(112,000	)		(12,079)
AGILE PROPERTY HLDGS LTD SWP BOA		(104,000	)		(7,193)
AGILE PROPERTY HLDGS LTD SWP ML		(176,000	)		(49,702)
AIFUL CORP JPY SWP NOM		(6,100	)		(15,224)
AIG 2013 JAN 35 CALL 01/19/2013		(100	)		(11,000)
AIG Feb13 35 CALL		(223	)		(38,245)
AKZO NOBEL SWP		814			1,179
ALCATEL-LUCENT SWP		24,417			4,560
ALCOA DFT 100 20MAR2014 DB		500,000			(2,133)

61

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
ALCOA SWP BOA		(12,915	)		(3,487)
ALCOA SWP CS		(1,749	)		(587)
ALCOA SWP JPM		(18,383	)		(3,885)
All Nippon Airways Co Ltd (9202JPSWAP)		(449,538	)		206,315
ALL NIPPON AIRWAYS CO SWP NOM		(36,000	)		(2,121)
ALLISON TRANSMISSION HOLDING CS SWAP		(1,653	)		(2,314)
ALLISON TRANSMISSION HOLDING MS SWAP		(9,072	)		(11,106)
ALS LTD AUD SWP CS		(6,910	)		(20,149)
ALS LTD AUD SWP MACQ		(2,734	)		(6,859)
ALSTOM SWP		(9,706	)		(21,428)
ALUMINA LTD AUD SWP ML		(98,988	)		(23,101)
ALUMINA LTD AUD SWP MS		(115,716	)		(21,249)
ALUMINA LTD AUD SWP UBS		(201,209	)		(33,408)
ALUMINA LTD SWAP DB		(35,304	)		(5,649)
AMADEUS IT HOLDING SA-A SWP		291			886
AMERIGAS PARTNERS-LP CS SWAP		(514	)		822
AMERIGAS PARTNERS-LP SWP CITI		(54	)		(53)
AMERIGAS PARTNERS-LP SWP JPM		(2,973	)		2,106
AMERIGAS PARTNERS-LP SWP UBS		(1,567	)		999
AMSTERDAM IDX FUT JAN13		(2	)		872
APOLLO HOSPITALS ENTERPRISE USD SWP UBS		5,113			(646)
APPLE INC CS SWAP USD CSFB		813			(1,101)
APPLE INC SWP CS		7,888			(336,541)
APPLE INC SWP MS		6,835			(359,682)
ASIA CEMENT ASW L+140 20FEB13		100,000			1
ATCOA SS 2013 FEB 150 PUT 02/15/2013		(163	)		(878)
ATCOA SS 2013 FEB 170 PUT 02/15/2013		163			5,833
ATLANTIA SPA SWP		(8,229	)		(6,303)
ATLAS COPCO AB-A SHS SWP		(23,322	)		(71,932)
ATOS 2.5% UBS SWAP		2,395			(1,600)
ATOS SWP		(2,139	)		(3,879)
ATOS UBS SWAP		(1,349	)		2,690
ATVI US 2013 FEB 12 CALL 02/16/2013		128			1,600
AUST 3YR BOND FUT MAR13		(15	)		(3,774)
AUSTRALIAN DOLLAR Forward		(4,200,000	)		39,423
AUTOGRILL SPA SWP		45,892			58,051
AVB DFT 100 03/20/2015 BARC		500,000			(7,095)
AVP 2013 JAN 15 CALL 01/19/2013		256			10,240
AVP 2013 JAN 16 CALL 01/19/2013		259			4,533
BAC 2013 JAN 11 CALL 01/19/2013		133			10,840
BAC 2013 JAN 12.5 CALL 01/19/2013		97			1,358
BAC 2014 JAN 12 CALL 01/18/2014		20			3,240
BAML HK CUST BASKET LUXURY GOODS HKD SWP BOA		703			12,440
BANCO BILBAO VIZCAYA ARGENTARIA SWP		6,447			11,221
BANCO BRADESCO S.A. SWP MS		2,534			4,233
BANCO BRADESCO SA-PREF SWP MS		(2,304	)		(1,208)
BANCO DE SABADELL SA SWP		3,569			2,056
BANCO ESPIRITO SANTO SWP		239,138			(154)
BANCO POPOLARE 4.75% 03/24/2014 CS SWAP		621,515			5,425
BANCO POPOLARE 500 DFT 20JUN2014 CS		100,000			(3,973)
BANCO POPOLARE 500 DFT 20JUN2014 DB		105,000			(4,171)
BANCO POPOLARE SC 4.75 03/24/2014 JPM		277,119			28,894
BANCO POPULAR ESPANOL SWP		7,516			(894)
BANCO SANTANDER SA SWP		11,868			16,292
BANK OF AMERICA CORP-WRTS 01/16/19		(21,072	)		(114,737)
BANK OF CHINA HKD SWP BNP		(1,308,000	)		(53,890)
BANK OF IRELAND USD SWP CS		(173,812	)		(5,464)
BANK OF IRELAND-SPONS ADR SWP CS		3,755			3,458

62

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
BANKIA SA SWP		1,666			(1,254)
BARCLAYS PLC SWP		602,806			586,471
BASF SE SWP		(906	)		(5,914)
BC DFT 500 06/20/2014 BARC		500,000			(33,180)
BHP BILLITON PLC SWP		(60,133	)		(8,391)
BILLERUD AKTIEBOLAG SWAP		(1,083	)		(994)
BILLERUD AKTIEBOLAG SWP EXP CSFB		1,083			988
BILLERUDKORSNAS AB SWP NOM		(194	)		(146)
BILLERUDKORSNAS AB SWP NOM EXP		194			150
BLACK DIAMOND INC SWP BOA		(6,826	)		8,785
BOSTON PROPERTIES INC SWP DB		145			2,779
BP 2013 JAN 40 CALL 01/19/2013		44			8,470
BP 2013 JAN 42 CALL 01/04/2013		62			1,612
BP 2013 JAN 42 CALL 01/19/2013		44			2,728
BP PLC SWP		45,860			(17,319)
BP PLC SWP CSFB		(4,089	)		217
BP SWP BARCAP		4,089			(44)
BPIM DFT 100 20JUNE2014 DB		108,000			3,882
BPIM DFT 100 20JUNE2014 JPM		108,000			3,882
BPIM DFT 100 20JUNE2014 MS		102,000			3,666
BPIM DFT 100 20JUNE2014 UBS		90,000			3,235
BPIM DFT 500 20JUNE2014 NOM		103,000			(4,092)
BPIM DFT 500 20MAR2015 JPM		200,000			(10,313)
BRITISH AIRWAYS 5.8% 08/13/2014 DB SWAP		1,676,000			121,188
BRITISH AIRWAYS DFT 500 20SEP2014 BARC		100,000			(8,732)
BRITISH AIRWAYS DFT 500 20SEP2014 JPM		650,000			(56,758)
BRITISH AIRWAYS DFT 500 20SEP2014 ML		190,000			(16,591)
BRITISH AIRWAYS DFT 500 20SEPT2014 CS		350,000			(24,968)
BRITISH AMERICAN TOBACCO PLC SWP		(3,650	)		6,464
BRITISH POUND FORWARD		(10,250,000	)		(117,117)
BUMI PLC SWP		57,151			40,846
BURGER KING SWP JPM		(1,558	)		1,085
BURU ENERGY LTD AUD SWP CITI		(35,260	)		(734)
BURU ENERGY LTD AUD SWP MS		(14,437	)		(4,619)
BURU ENERGY LTD DB AUD SWP		(17,572	)		6,194
Buy/Sell:BRL/USD		722,000			9,169
Buy/Sell:CAD/USD		185,252			(763)
Buy/Sell:CHF/USD		61,188			(197)
Buy/Sell:CNY/USD		3,946,744			(95,036)
Buy/Sell:DKK/USD		164,996			4,935
Buy/Sell:EUR/USD		31,167,188			(143,004)
Buy/Sell:GBP/USD		22,213,229			(18,087)
Buy/Sell:HKD/USD		92,562			4
Buy/Sell:IDR/USD		5,149			69
Buy/Sell:JPY/USD		6,433,891			(313,143)
Buy/Sell:MXN/USD		4,063,733			(37,499)
Buy/Sell:USD/AUD		6,964,521			18,437
Buy/Sell:USD/BRL		658,601			(15,419)
Buy/Sell:USD/CAD		940,250			8,780
Buy/Sell:USD/CNY		3,766,362			(83,928)
Buy/Sell:USD/DKK		1,084,462			(69,912)
Buy/Sell:USD/EUR		62,232,637			(576,965)
Buy/Sell:USD/GBP		32,772,562			(178,197)
Buy/Sell:USD/JPY		7,695,703			374,896
Buy/Sell:USD/MXN		12,347,116			(46,989)
Buy/Sell:USD/NZD		4,960,076			(83,657)
Buy/Sell:USD/ZAR		80,554			(3,073)
Buy/Sell:ZAR/USD		51,122			1,351

63

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
BWU000SV9 IRS JPY R V 06MLIBOR 1% 19 Dec 2014		100,000,000			(2,655)
BWU000ZJ8 IRS JPY R V 06MLIBOR 1% 19 Dec 2014		960,000,000			(12,517)
BWU035GH9 TRS USD P E		(81,431	)		175,696
BXP 3.625 144A SWP DB 1		146,200			20,241
BXP CS SWP USD		(1,759	)		4,474
BXP DFT 172 03/20/2014 CS		500,000			(8,810)
BYD CO LTD - H CS HKD SWP		(42,000	)		(37,202)
C.N 2013 JAN 30 CALL 01/19/2013		583			561,138
CAC40 10 EURO FUT JAN13		(24	)		3,774
CAIXABANK SWP		1,124			118
CAIXABANK SWP EXP		24			(10)
CAMELOT INFORMATION SYS-ADS TRS		41,241			(179,859)
CANADIAN DOLLAR Forward		(7,250,000	)		4,303
CANADIAN PACIFIC RAILWAY LTD SWP CS		1,988			11,758
CASINO GUICHARD PERRACHON SWP		(3,395	)		(20,885)
CATHAY PACIFIC AIRWAYS HKD SWP CITI		(98,000	)		759
CATHAY PACIFIC AIRWAYS HKD SWP DB		(48,000	)		(4,083)
CCI.N 2013 JAN 50 CALL 01/19/2013		399			885,780
CCS160078 CYS USD R V 03MLIBOR 0.31% 10 Feb 2016		2,804,878			110,945
CCS160102 CYS USD R V 03MLIBOR 1% 15 Mar 2013		2,310,000			90,781
CCS160540 CYS USD R V 03MLIBOR 1% 15 May 2014		1,100,000			77,793
CCS4135B7 CYS USD R V 03MLIBOR 1% 15 May 2014		2,500,000			200,143
CDX NA HY SER 19 500 12/20/2017 JPM		2,408,418			(14,953)
CELTIC EXPLORATION LTD SWP CS		14,127			376
CHARTER COMMUNICATIONS-CWAR 11/30/14		2,671			81,626
CHE 1.875 14A ASW 15MAY14		100,000			5,278
CHIMEI INNOLUX CORP BARC USD SWP		(677,409	)		(92,611)
CHIMEI INNOLUX CORP SCB USD SWP		(106,563	)		(14,854)
CHIMEI INNOLUX CORP SWP CS		(698,745	)		(140,350)
CHIMEI INNOLUX CORP UBS USD SWP		(80,000	)		(14,805)
CHIMEI INNOLUX CORP USD SWP HSBC		(23,000	)		(4,269)
CHIMEI INNOLUX CORP USD SWP NOMURA		(81,000	)		(13,329)
CHIMEI INNOLUX DISPLAY CORP USD SWP BNP		(17,000	)		(3,029)
CHIMEI INNOLUX DISPLAY CORP USD SWP BOA		(677,239	)		(136,670)
CHINA CONSTRUCTION BANK HKD SWP CS		(282,000	)		2,094
CHINA LIFE SWP HKD SWAP CITI		(54,000	)		(5,922)
CHINA MEDICAL TECH-SPON ADR SWP CS		(9,062	)		247,537
CHINA MINSHENG BANKING - H-SHRS HKD SWP CITI		(28,000	)		(795)
CHINA MOBILE LTD HKD SWP CITI		(27,000	)		(1,045)
CHINA MOBILE LTD HKD SWP UBS		(2,500	)		(439)
CHINA NATIONAL BLDG MATERIALS HKD SWP BOA		(26,000	)		(5,229)
CHINA NATIONAL BLDG MATERIALS HKD SWP DB		(70,000	)		(19,859)
CHINA OVERSEAS LAND & INV MS HKD SWP		(32,000	)		(19,222)
CHINA OVERSEAS LAND & INVEST HKD SWP BOA		(22,000	)		(14,088)
CHINA OVERSEAS LAND & INVEST HKD SWP DB		(22,000	)		(17,058)
CHINA OVERSEAS LAND & INVEST HKD SWP JPM		(20,000	)		(11,948)
CHINA PACIFIC INSURANCE USD SWP BOA		9,400			652
CHINA PACIFIC INSURANCE USD SWP DB		28,000			16,967
CHINA PACIFIC INSURANCE USD SWP JPM		91,300			65,084
CHINA PACIFIC INSURANCE USD SWP MS		42,900			31,278
CHINA PETROLEUM % CHEM ASW 24APR14 SCB		3,600,000			4,967
CHINA PETROLEUM & CHEM RBS HKD SWP		(70,000	)		(7,450)
CHINA PETROLEUM & CHEMICAL BOA HKD SWP		(805,000	)		(110,571)
CHINA PETROLEUM & CHEMICAL CORP SWP CITI		(38,000	)		(392)
CHINA PETROLEUM & CHEMICAL JPM HKD SWP		(246,700	)		(34,846)
CHINA RAILWAY CONSTRUCTION HKD SWP BARC		(20,500	)		(2,987)
CHINA RAILWAY CONSTRUCTION HKD SWP BOA		(143,500	)		(33,528)
CHINA RAILWAY CONSTRUCTION SWP MS		(308,500	)		(92,826)

64

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
CHINA RAILWAY HKD SWP MACQ		(49,000	)		388
CHINA RAILWAYS CONSTRUCT USD SWP JPM		80,000			12,923
CHINA RAILWAYS CONSTRUTION A- SHS SWP MS		481,600			111,141
CHINA RENMINBI Forward		(42,948,923	)		(48,971)
CHINA RESOURCES ENTERPRISE LTD HKD SWP BARC		(24,000	)		(17,032)
CHINA RESOURCES ENTERPRISE LTD HKD SWP CITI		(12,000	)		(232)
CHINA SHENHUA ENERGY CO -A USD SWP DB		23,700			13,176
CHINA SHENHUA ENERGY CO SWP BOA		18,500			41,002
CHINA SHENHUA ENERGY DB HKD SWP		(19,500	)		(4,777)
CHINA STEEL CORP		(587,554	)		(40,912)
CHINA UNICOM DFT 100 18NOV13 UBS		1,000,000			(4,440)
CHINA UNICOM HONG KONG LTD HKD SWP BOA		(432,000	)		(32,431)
CHINA UNICOM HONG KONG LTD HKD SWP CS		(16,000	)		(5,352)
CHINA VANKE CO LTD-A USD SWP BOA		168,200			49,675
CHINA VANKE CO LTD-A USD SWP DB		253,000			68,537
CHINA VANKE CO LTD-A USD SWP JPM		271,000			68,484
CHINA VANKE CO LTD-A USD SWP ML		65,900			13,121
CHINA VANKE CO LTD-A USD SWP MS		313,400			100,277
CHINA YURUN FOOD GROUP LTD		(302,014	)		2,884
CHK 2013 JAN 11 PUT 01/19/2013		256			256
CITIC SECURITIES CO -A SHRS SWAP DB		69,100			5,955
CLARIANT AG 100 DFT 20DEC2014		125,000			—
CLARIANT AG 3% SWP		300,000			30,915
CLARIANT DFT 100 20SEP2014 BOA		25,000			—
CLARIANT SWAP CSFB		(26,459	)		(28,879)
CLP HOLDINGS LTD HKD SWP HSBC		(1,000	)		268
COAL OF AFRICA LTD SWP		889,648			(293,004)
COAL OF AFRICA LTD SWP CSFB		73,471			(69,898)
COCHLEAR LTD SWAP		(10,477	)		(204,410)
CONTINENTAL AG		(1,430	)		(17,796)
CORN FUTURES DEC13 XCBT		(14	)		—
CORN FUTURES MAR13 XCBT		(9	)		(1,913)
CROMWELL PROPERTY GROUP AUD SWP BARC		(6,720	)		(55)
CROMWELL PROPERTY GROUP AUD SWP MACQ		(13,345	)		(171)
CROMWELL PROPERTY GROUP SWP CSFB		(19,379	)		(32)
CROMWELL PROPERTY GROUP SWP DB		(3,345	)		(38)
CRUDE OIL EURO FTR OPTN DEC13 117 CALL		7			14,000
CRUDE OIL EURO FTR OPTN DEC13 77 PUT		(7	)		(24,850)
CS HK/SG MIDCAP BASKET USD SWP CS		(1,213	)		(2,390)
CS PRIME RMBS 2010-1 DFT 07/20/2047 CS		(562,900	)		5,837
CSI 300 INDEX DB HKD MKT INDEX SWP		(476	)		(12,366)
CSI 300 INDEX DB USD MKT INDEX SWP		(1,827	)		(79,347)
CSX 2013 JAN 20 CALL 01/19/2013		93			2,604
CTX DFT 325 03/20/2014 CS		500,000			(18,612)
CTX DFT 365 03/20/2014 CS		500,000			(21,061)
DAEWOO SHIPBUILDING & MARINE USD SWP CS		(2,898	)		(14,438)
DAEWOO SHIPBUILDING & MARINE USD SWP DB		(2,959	)		(10,269)
DAEWOO SHIPBUILDING & MARINE USD SWP MACQ		(529	)		(2,147)
DAIHATSU MOTOR CITI JPY SWP		(12,000	)		—
DAIHATSU MOTOR CS JPY SWP		(5,000	)		(20,931)
DAIHATSU MOTOR SWP JPM		(4,000	)		(14,159)
DAIWA SECURITIES GROUP BOA JPY SWP		(7,000	)		(13,705)
DAIWA SECURITIES GROUP DB JPY SWP		(1,000	)		(1,907)
DAX 2013 MAR 6700 PUT 03/15/2013		21			6,475
DAX INDEX FUTURE MAR13		(8	)		15,846
DB SXXP EX SPAIN / GREECE IDX SWP DB		(554	)		(315)
DEC13 ICEU		(7	)		(2,030)
DELHAIZE GROUP SWP		(3,327	)		(14,071)

65

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
DEUTSCHE LUFTHANSA-REG SWP		56,105			202,511
DHI 2015 JAN 13 CALL 01/17/2015		(133	)		(108,395)
DHI DFT 100 06/20/2014 BARC		750,000			(4,518)
DIRECT LINE INSURANCE GROUP		239,450			118,490
DIXONS RETAIL PLC DFT 500 20MAR18 CITI		344,000			(9,780)
DIXONS RETAIL PLC DFT 500 20MAR2018 DB		289,000			(8,216)
DJ EURO STOXX OIL & GAS INDEX JPM SWP		(779	)		34,591
DJ EUROSTOXX 600 INDEX MS SWAP		384			(836)
DJ STOXX 600 AUTO P IX MS SWP EUR		308			1,318
DJ STOXX 600 AUTO PRICE INDEX JPM		(399	)		(22,015)
DJ STOXX 600 BASIC RESOURCES DB SWP		(209	)		(3,278)
DJ STOXX 600 IGS UBS SWP EUR		(247	)		(13,178)
DKK$ per USD @ 5.64		(24,456	)		13
DNB ASA SWP		(55,428	)		(7,596)
DOLLAR GENERAL CORP MS SWAP		(43,398	)		(75,276)
DOLLAR GENERAL CORP SWP CS		(11,254	)		25,686
DONGFENG MOTOR GRP CO LTD-HKD SWP BOA		(58,000	)		(21,901)
DONGFENG MOTOR GRP CO LTD-HKD SWP CS		(4,000	)		(671)
DONGFENG MOTOR GRP CO LTD-HKD SWP JPM		(2,000	)		(687)
DONGFENG MOTOR GRP CO LTD-HKD SWP MS		(68,000	)		(18,218)
DOW JONES STOXX 600 TELECOM (PRICE) INDX		(228	)		3,568
DULUTH EXPLORATION LIMITED WTS		3,393			1,533
DUNKIN DONUTS SWP CS		(27,284	)		(38,751)
EA 2013 JAN 15 CALL 01/19/2013		300			8,700
EADS NV USD SWP		27,530			8,376
EBRO FOODS SA SWP		450			774
EMN Mar13 57.50 PUT		(161	)		(13,283)
ENERGY SELECT SECTOR SPDR SWP CITI		(2,493	)		(548)
ENERGY SELECT SECTOR SPDR SWP CS		(2,281	)		4,531
ENERGY TRANSFER PARTNERS SWP MS		15,277			18,488
ENTERTAINMENT ONE LTD SWP		248,220			(26,035)
EOP DFT 100 03/20/2017 CITI		2,500,000			(45,570)
EPISTAR CORP TRS		(157,858	)		34,070
EQIX 2013 MAR 210 CALL 03/16/2013		51			56,355
EQR DFT 100 03/20/2015 JPM		500,000			(4,413)
ERICSSON LM-B SHS SWP		57,949			241
ETP US 2013 JAN 45 CALL 01/19/2013		143			1,073
EUR FX 03/20/13 FWD (ERIC)		(2,090,000	)		4,834
EUR FX 03/21/13 FWD (BN) - MAC		(1,140,000	)		(14,857)
EUR FX 3/12/13 FWD (ESSM)		(3,740,000	)		(97,654)
EUR FX 3/13/13 FWD (JALC)		(6,200,000	)		(160,148)
EUR FX 3/14/13 FWD (JA)		(450,000	)		(11,497)
EUR FX 3/15/13 FWD (BCLC)		(2,750,000	)		(51,667)
EUR FX 3/19/13 FWD (BRC)		(6,140,000	)		(80,022)
EURO FX CURR FUT MAR13		(76	)		(103,455)
EURO STOXX 600 OIL & GAS INDEX CS SWAP		(129	)		3,769
EURO STOXX ENERGY INDEX MS SWP		(554	)		(2,232)
EURO STOXX ENERGY INDEX SWAP DB		(179	)		3,094
EURO STOXX TELECOMMUNICATIONS SWP JPM		(176	)		14,822
EURO-BOBL FUTURE MAR13		1			1,096
EUROPEAN AERONAUTIC DEFENSE SWP		25,424			(1,167)
EUROPEAN MONETARY UNIT Forward		(28,050,000	)		(356,301)
EURO-SCHATZ FUT MAR13		(1	)		(172)
EWJ 2013 JAN 9 CALL 01/19/2013		94			7,285
F.N 2013 JAN 17.5 CALL 01/19/2013		(156	)		(78)
F.N 2013 JAN 17.5 PUT 01/19/2013		156			70,980
F.N 2013 JAN 20 CALL 01/19/2013		(124	)		(62)
F.N 2013 JAN 20 PUT 01/19/2013		124			87,420

66

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
FB Jun13 25 PUT		(363	)		(96,195)
FCX MAY13 30 PUT		(146	)		(21,024)
FCX May13 32 PUT		(263	)		(55,230)
FDO Apr13 60 PUT		(33	)		(8,085)
FDO Apr13 62.50 PUT		(193	)		(66,585)
FINANCIAL SELECT SECTOR SPDR MS SWAP		(35,462	)		(22,586)
FINANCIAL SELECT SECTOR SPDR SWP CS		(32,761	)		(86,692)
FIRST REPUBLIC BANK SWP CS		(1,500	)		1,495
FIRSTENERGY CORP SWP BARC		(2,362	)		(486)
FTSE 100 IDX FUT MAR13		(3	)		2,071
FTSE 250 INDEX SWP BOA		(41	)		(33,288)
FTSE/MIB IDX FUT MAR13		(1	)		(1,281)
FUJITSU LTD DFT 100 20SEP17 CITI		3,000,000			(240)
GAS OIL FUTURES APR13 ICEU		4			(2,500)
GAS OIL FUTURES AUG13 ICEU		4			(1,900)
GAS OIL FUTURES DEC13 ICEU		14			(5,600)
GAS OIL FUTURES JUN13 ICEU		(15	)		8,250
GAS OIL FUTURES JUN14 ICEU		(7	)		2,625
GBP CALL / USD PUT 1.62 21FEB2013 CS		2,000,000			17,004
GBP FX 3/13/13 FWD (JALC)		(80,000	)		94
GBP FX 3/14/13 FWD (JA)		(440,000	)		(5,975)
GCCFC 2005-GG5 G DFT 110 04/10/2037 MS		1,000,000			931,331
GD MIDEA HOLDING CO LTD -A USD SWP BOA		34,309			(2,944)
GECC 06/20/2014 MS DFT 100		200,000			(1,471)
GEMALTO		(12,070	)		(36,963)
GEMDALE CORP-A USD SWP DB		43,600			11,796
GEMDALE CORP-A USD SWP MS		88,300			28,248
GENEL ENERGY PLC SWP		172,749			265,862
GENERAL MOTORS CW 07/10/19 SWP DB		71			334
GENERAL MOTORS SWP DB		(3,641	)		(31,822)
GENERAL MOTORS-CW 07/10/16		13,034			254,945
GENERAL MOTORS-CW 07/10/19		3,528			44,188
GENERL MOTORS CW 07/10/16 SWP DB		3,654			29,360
GENPACT SWP CS		(5,470	)		3,135
GENTING SINGAPORE PLC SGD SWP DB		(395,000	)		11,598
GEORGIA GULF CORP SWP BOA		(7,116	)		17,308
GEORGIA GULF CORP SWP CS		(34,916	)		127,094
GEORGIA GULF CORP SWP MS		(9,281	)		23,683
GERMAN EURO BUND FUTURES MAR13 XEUR		21			24,710
GLAXOSMITHKLINE PLC SWP		3,625			(295)
GLENCORE 5 12/31/2014 CS SWP		250,000			4,906
GLENCORE DFT 100 20DEC2014 ML		350,000			(686)
GLENCORE INTERNATIONAL PLC SWP USD		(55,058	)		5,963
GLENCORE INTERNATIONAL SWP		(734,242	)		(89,760)
GM.N 2013 JAN 13 CALL 01/19/2013		(80	)		(126,200)
GM.N 2013 JAN 28 CALL 01/19/2013		83			11,247
GOLD 100 OZ FUTURES FEB13 XCEC		(1	)		(1,990)
GOLDEN EAGLE RETAIL GROUP HKD SWP BAR		(25,000	)		(7,900)
GOLDEN EAGLE RETAIL GROUP HKD SWP BNP		(14,000	)		(1,856)
GOLDEN EAGLE RETAIL GROUP HKD SWP BOA		(18,000	)		(6,923)
GOLDEN EAGLE RETAIL GROUP HKD SWP CITI		(2,000	)		(175)
GOLDEN EAGLE RETAIL GROUP HKD SWP DB		(25,000	)		(5,614)
GOLDEN EAGLE RETAIL GROUP HKD SWP HSBC		(8,000	)		(473)
GOLDEN EAGLE RETAIL GROUP HKD SWP UBS		(41,000	)		(19,792)
GOOG Jun13 650 PUT		(14	)		(36,400)
GOOG Mar13 620 PUT		(46	)		(31,970)
GOOG Mar13 640 PUT		(69	)		(69,690)
GPM STUB SWP DB ESCROW		39,428			—

67

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
GRAINCORP LTD AUD SWP CS		26,447			4,098
GRAINCORP LTD AUD SWP MACQ		14,697			2,293
GREE ELECTRIC APPLIANCES I-A DB USD SWP		99,600			23,648
GREE ELECTRIC APPLIANCES I-A MS USD SWP		9,800			2,038
GREE ELECTRIC APPLIANCES I-A USD SWP BOA		47,100			33,433
GREE ELECTRIC APPLIANCES I-A USD SWP JPM		5,000			2,072
GROUPON INC SWP CS		11,021			(32,071)
GS HOLDINGS CORP CS USD SWP		(1,555	)		(4,075)
GS HOLDINGS CORP USD SWP BOA		(1,837	)		(5,336)
GS HOLDINGS CORP USD SWP DB		(148	)		(343)
GUANGZHOU AUTOMOBILE GROUP HKD SWP BOA		(86,000	)		(17,175)
HANA FINANCIAL GROUP		7,758			15,745
HANG LUNG PROPERTIES LTD HKD SWP MS		(12,000	)		(4,485)
HANG SENG BANK LTD		(32,910	)		(8,077)
HANG SENG IDX FUT JAN13		(2	)		(1,123)
HANJIN SHIPPING 500 DFT JPM 20SEP14		500,000			15,735
HANJIN SHIPPING CO LTD SWP BOA		(7,000	)		(6,398)
HARLEY-DAVIDSON INC DB SWAP		25,052			49,519
HARLEY-DAVIDSON INC MS SWAP		10,593			30,989
HDFC BANK LTD SWP ML		17,340			37,572
HDFC BANK LTD USD SWP BOA		20,347			16,534
HEALTH CARE SELECT SECTOR MS SWAP		(22,903	)		(8,316)
HEALTH CARE SELECT SECTOR SPDR SWP CS		(3,323	)		(8,868)
HEALTH CARE SELECT SECTOR SWP BOA		(15,354	)		13,880
HEALTH CARE SELECT SECTOR SWP JPM		(46,375	)		22,042
HEIDELBERGCEMENT AG SWP		(12,332	)		(67,895)
HEINEKEN HOLDING NV SWP		2,651			31,960
HEINEKEN NV SWP		(2,231	)		(36,498)
HERTZ DFT 500 20JUN2014 CS		250,000			(15,352)
HILLSHIRE BRANDS CO SWP CS		19,869			(141,432)
HILLSHIRE BRANDS CO SWP MS		6,749			(17,930)
HITACHI CONSTRUCTION MACHINE SWAP		(52,599	)		(155,220)
HK/SG MID CAP BASKET CS USD SWP CS		(705	)		(9,782)
HKD$ per USD @ 7.75		(293,109	)		(9)
HOLCIM LTD - REG SWP		43,020			111,371
HOME RETAIL GROUP SWAP		(338,735	)		14,306
HONG KONG DOLLAR Forward		(92,000,000	)		529
HOST HOTELS & RESORTS INC CS SWP USD		2,673			2,900
HOUSING DEVELOP FINANCE USD SWP UBS		9,341			7,459
HOUSING DVLPMNT & INFRA CS USD SWP		23,162			5,507
HOUSING DVLPMNT & INFRA MS USD SWP		48,154			8,591
HOUSING DVLPMNT & INFRA USD SWP BAR		45,246			11,712
HPQ 2013 MAY 12 CALL 05/18/2013		222			62,160
HSBC HOLDINGS PLC MS USD SWP		60,181			75,864
HSBC HOLDINGS PLC SWP		(55,036	)		(86,601)
HSBC HOLDINGS PLC USD SWP CS SHORT		(60,181	)		(75,864)
H-SHARES IDX FUT JAN13		(3	)		(985)
HSI IDX 21393.93 PUT 27FEB13 BNP		600			14,948
HST 2013 JAN 12.5 PUT 01/19/2013		(39	)		(98)
HST DFT 500 12/20/2015 UBS		1,000,000			(110,888)
HTZ DFT 500 06/20/2014 CS		250,000			(15,352)
HUABAO INTERNATIONAL HOLDING		(613,190	)		(19,114)
HUGO BOSS AG ORD SWP		(4,340	)		(5,028)
HUNGARIAN FORINT Forward		(5,500,000	)		(198)
HYNIX DFT 100 20JUN15 BOA		800,000			9,657
HYNIX DFT 100 20JUN15 CS		200,000			2,414
HYNIX DFT 20JUN13 500 BOA		200,000			(4,453)
HYNIX DFT 20JUN13 500 BOA2		100,000			(2,226)

68

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
HYNIX DFT 20JUN13 500 NOM		200,000			(4,453)
HYNIX DFT 20JUN15 500 NOM		100,000			(8,450)
HYNIX DFT 500 20JUN13 CS2		400,000			(8,906)
HYNIX SEMI DFT 100 20JUN13 CS		100,000			(332)
HYNIX SEMI DFT 100 20JUN15 BOA/ML		200,000			2,414
HYNIX SEMI DFT 20JUN13 380 BOA		100,000			(1,658)
HYNIX SEMI DFT 500 20JUN13 NOM		900,000			(20,038)
HYUNDAI MERCHANT MARINE CO LTD SWP BOA		1,070			—
HYUNDAI MERCHANT MARINE CS USD SWP		(1,489	)		2
HYUNDAI MERCHANT MARINE SWP BOA		(66	)		(11)
HYUNDAI MERCHANT MARINE SWP NOM		620			(122)
IAG SWP DB		(470,673	)		(155,579)
ICICI BANK LTD USD SWAP DB		6,907			12,832
IMT LN 2000 PUT JUNE 2013 06/21/2013 BCLEAR		(11	)		(4,735)
IMT LN 2000 PUT SEPT 2013 09/20/2013 BCLEAR		(19	)		(15,741)
IMT LN 2600 CALL JUNE 2013 06/21/2013 BCLEAR		6			2,948
IMT LN 2600 CALL SEPT 2013 09/20/2013 BCLEAR		3			2,546
IMT LN 2700 CALL JUNE 2013 6/21/13 BCLEAR		16			4,551
IMT LN 2700 CALL SEPT 2013 09/20/2013 BCLEAR		13			7,269
IND & COMM BK OF CHINA HKD SWP BOA		(320,000	)		1,976
INDIABULLS REAL JAN13 MACQ INR STK FUT SWP (X4000)		(44,000	)		(2,656)
INDIAN RUPEE FORWARD		(114,583,000	)		(3,660)
INDUSIND BANK JAN13 USD STK FUT MS (X1K)		(11,000	)		(235)
INDUSIND BANK LTD USD SWP DB		9,524			6,207
INDUSTRIAL SELECT SECTOR SPDR FUND SWP CS		(17,418	)		(7,843)
INFINEON TECHNOLOGIES SWP		137,859			92,604
INNOLUX DISPLAY CORPORATION USD SWAP MS		(19,181	)		(2,802)
INTESA SANPAOLO SWP		4,402			303
IOS FN-6567 IO SWP DB		(204,000	)		255
ISHARE A50 CHINA TRACKER BOA HKD SWP		(24,400	)		(920)
ISHARE A50 CHINA TRACKER SWP BNP		(66,500	)		(12,885)
ISHARES A50 CHINA TRACKER HKD SWP CS		(75,700	)		(8,355)
ISHARES A50 CHINA TRACKER HKD SWP SC		(28,400	)		(5,450)
ISHARES A50 CHINA TRACKER SWP JPM5		(108,900	)		(17,981)
ISHARES A50 CHINA TRACKER SWP UBS		(47,300	)		(11,746)
ISHARES FTSE/ XINHUA CHI A50 SWP HSBC		(146,900	)		(20,820)
ISHRS FTSE A50 CHINA IDX 9.000015 PUT 27FEB13 HSBC		226,900			450
ISHRS FTSE A50 CHINA IND 8.052645 PUT 27FEB13 HSBC		(226,900	)		(99)
ISRAEL CHEMICALS LTD SWP		10,140			(2,188)
JAIPRAKASH ASSOC JAN13 USD STK FUT SWP RBS (X4K)		(232,000	)		1,671
JAIPRAKASH ASSOCIA JAN13 BOA USD STK FUT (X4000)		(68,000	)		4,823
JAPAN AIRLINES CO LTD SWP MS NN		21,300			(23,057)
JAPAN AIRLINES CO LTD SWP NOM		8,700			(10,534)
JAPANESE YEN FORWARD		(900,000,000	)		414,860
JCP 2013 JAN 20 CALL 01/19/2013		118			12,685
JCP 2013 JAN 35 CALL 01/19/2013		256			128
JFE HOLDINGS CS JPY SWP		(5,400	)		(23,699)
JPY FX 03/21/13 FWD (BN) - MAC		(74,200,000	)		59,767
JPY$ per USD @ 85.60		14,295,135			(2,220)
JPY$ per USD @ 86.01		17,226,171			(1,696)
JPY$ per USD @ 86.02		140,843			(14)
JPY$ per USD @ 86.08		9,927,127			(880)
JPY$ per USD @ 86.09		1,210,572			(108)
KABEL DEUTSCHLAND HOLDING SWP		(1,701	)		(24,843)
KAPPAHL AB SWP BOA		(337	)		(16)
KAPPAHL AB SWP BOA EXP		337			19
KAPPAHL AB SWP UBS		(1,683	)		(156)
KAPPAHL AB SWP UBS EXP		1,683			174

69

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
KBC GROEP NV SWP		31,384			203,069
KDDI CORPORATION ASW 50 ML 14DEC15		40,000,000			69,880
KEPPEL CORP SGD SWP ML		(6,000	)		(1,734)
KEPPEL LAND L+190 ASW 29NOV15 MS		300,000			82
KINDER MORGAN INC WTS CALL EXP 02/15/2017		51,500			194,670
KINDER MORGAN INC-CW 02/15/17		255,676			966,455
KINDER MORGAN INC-CW17		166,200			628,236
KINTETSU CORP		(101,295	)		(102,185)
KMB 2013 JAN 85 PUT 01/19/2013		20			2,600
KOBE STEEL LTD 100 DFT 20DEC14 BOA		7,000,000			2,254
KOBE STEEL LTD 100 DFT 20DEC14 DB		7,000,000			2,254
KOBE STEEL LTD 100 DFT 20DEC14 UBS		7,000,000			2,254
KOBE STEEL LTD JPY SWP CS		(139,000	)		(77,959)
KOMATSU DFT 105 20DEC13 UBS		10,000,000			(1,029)
KOMATSU DFT 140 20DEC13 CS		10,940,000			(1,559)
KOMATSU LTD JPY SWP CS		(15,700	)		(72,156)
KOMATSU LTD JPY SWP DB		(1,900	)		(8,140)
KOMATSU LTD MACQ JPY SWP		(2,000	)		(8,997)
KOMATSU LTD MS JPY SWP		(2,600	)		(14,804)
KONE OYJ B SWP		(2,112	)		(350)
KONINKLIJKE DSM NV SWP		(10,062	)		(90,389)
KONINKLIJKE PHILIPS ELECTRONICS SWP		112,787			9,233
KOREAN AIR LINES CO LTD		(14,138	)		12,820
KOREAN AIR LINES USD SWP BOA		(4,575	)		(6,137)
KOREAN AIR LINES USD SWP BZW		(825	)		140
KOREAN AIR LINES USD SWP DB		(1,467	)		(914)
KOREAN WON FORWARD		(766,080,000	)		(13,254)
KOSPI2 251.9609 PUT 21JAN13 MS		7,000,000			115
KOSPI2 INX FUT MAR13 USD FUT SWP BOA (X500K)		(1,500,000	)		(15,295)
KOSPI2 INX FUT MAR13 USD FUT SWP CS (X500K)		(1,000,000	)		(9,996)
KSS 2013 JAN 45 CALL 01/19/2013		41			1,948
KT CORPORATION SWP UBS		(750	)		(2,656)
KT CORP-SP ADR SWP CS		3,550			(4,189)
KUNLUN ENERGY CO LTD HKD SWP BOA		(118,000	)		(1,395)
KWEICHOW MOUTAI CO LTD-A USD SWP JPM		2,600			3,264
KYUSHU ELECTRIC DFT 100 20DEC17 CITI		3,000,000			2,737
LACLEDE GROUP SWP CSFB		(105	)		88
LACLEDE GROUP SWP MS		(2,167	)		565
LAREDO PETROLEUM HOLDINGS IN CS SWAP		(8,598	)		(494)
LAREDO PETROLEUM HOLDINGS SWP JPM		4,155			2,451
LAS VEGAS SANDS CORP SWP BOA		42,791			(16,371)
LAS VEGAS SANDS CORP SWP CS		25,050			(5,621)
LAS VEGAS SANDS CORP SWP MS		42,538			(17,970)
LAWSON INC DB JPY SWP		(372	)		(2,284)
LEGAL & GENERAL GROUP PLC SWP		(188,569	)		(50,855)
LEGRAND SA SWP		(6,216	)		(22,332)
LEN 2015 JAN 23 PUT 01/17/2015		(45	)		(10,553)
LEN DFT 500 12/20/2016 BOA		500,000			(62,115)
LG ELECTRONICS		(16,868	)		(127,093)
LG ELECTRONICS INC USD SWP CS		(1,755	)		3,154
LG ELECTRONICS INC USD SWP HSBC		(526	)		470
LI & FUNG LTD		(173,520	)		(25,857)
LI & FUNG LTD SWP ML		(37,000	)		5,702
LIBERTY DFT 500 09/20/2016 RBS		500,000			(61,218)
LIC HOUSING FINANCE LTD USD SWP UBS		1,190			958
LIC HOUSING FINANCE ML USD SWP		534			250
LIC HOUSING FINANCE USD SWP BOA		3,671			2,887
LLOYDS BANKING GROUP PLC SWP		(657,448	)		(30,214)

70

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
LOGITECH INTERNATIONAL SA SWP		2,112			(1,574)
LOTTE JPY ASW 120 05JUL14 DB		100,000,000			4,497
LOTTE SHOPPING CO JPM JPY SWP		(164	)		(3,653)
LOTTE SHOPPING CO USD SWA JPM		(118	)		(11,427)
LOTTE SHOPPING DFT 20SEP14 100 NOM		1,700,000			(8,776)
LOTTE SHOPPING DFT 20SEP14 NOM		200,000			(1,033)
LVS 2013 JAN 44.25 CALL 01/19/2013		21			5,355
LVS 2013 MAR 47.25 CALL 03/16/2013		235			56,400
MAGNIT OJSC-SPON GDR REGS SWP		(48,662	)		(688,397)
MAGNIT SWP MS		12,014			639,960
MAPFRE SA SWP		1,417			(51)
MAR13 XLIF		(23	)		(17,073)
MARKIT ITRX EUR SUB FIN SER 18 500 12/20/0217 BARC		524,000			(84,064)
MARKIT ITRX EUR SUB FIN SER 18 500 12/20/2017		1,624,000			(260,534)
MARKIT ITRX EUR SUB FIN SER 18 500 12/20/2017 MS		786,000			(126,096)
MARUBENI CORP JPY SWP MACQUARIE		(5,000	)		(232)
MARUTI SUZUKI JAN13 INR FUT SWP MACQ (X250)		(1,750	)		1,060
MARUTI SUZUKI JAN13 USD STK FUT SWP CS (X250)		(250	)		(27)
MARUTI SUZUKI JAN13 USD STK FUT SWP MS (X250)		(750	)		2
MAS DFT 540 03/20/2014 DB		500,000			(29,719)
MATERIALS SELECT SECTOR MS SWP USD		(20,668	)		(9,503)
MATERIALS SELECT SECTOR SPDR SWP CS		(41,829	)		(100,440)
MAZDA MOTOR CORP CS JPY SWP		(31,000	)		(16,142)
MAZDA NOM JPY SWP		(61,000	)		(48,390)
MCGRAW-HILL COMPANIES INC SWP CS		32,201			(43,392)
MCGRAW-HILL COMPANIES INC SWP BOA		4,428			(6,156)
MCGRAW-HILL COMPANIES INC SWP MS		88,684			(157,522)
MCO 2013 FEB 46 PUT 02/16/2013		192			17,472
MCO 2013 JAN 46 PUT 01/19/2013		111			2,609
MCO 2013 JAN 49 PUT 01/19/2013		4			270
MCP 2014 JAN 5 PUT 01/18/2014		99			11,732
MDAX INDEX CS SWAP		(23	)		(16,384)
MDAX PERF INDEX BOA SWAP		(13	)		(3,912)
Mediatek Inc 2454.Tt		233,380			17,454
MEDITERRANEAN OIL & GAS PLC SWP		547,440			63,521
MELLANOX TECHNOLOGIES LTD CS SWAP		4,678			(46,265)
MELLANOX TECHNOLOGIES LTD MS SWAP		1,560			(15,428)
MEO GY 2013 JAN 20 PUT 01/18/2013		(181	)		(5,736)
MEO GY 2013 JAN 23 CALL 01/18/2013		181			1,912
MEO GY 2013 JAN 26 CALL 01/18/2013		(181	)		(239)
MET 2014 JAN 35 CALL 01/18/2014		183			54,534
MET 5 PFD SWP DB		8,896			37,332
MET Mar13 33 PUT		(176	)		(33,088)
METLIFE INC 5% PFD BOA SWAP		5,290			29,997
METLIFE INC SWP BOA		(3,673	)		(12,451)
METLIFE INC SWP CS		(21,479	)		(55,057)
METLIFE INC SWP DB		(6,948	)		(12,165)
MEXICAN PESO Forward		(100,000	)		45
MGM MIRAGE SWP CSFB		3,258			(273)
MHP 2013 JAN 52.5 CALL 01/19/2013		18			4,500
MICHAEL KORS HOLDINGS LTD SWP CS		(23,977	)		(205,196)
MILL WHEAT FUTURES NOV13 XLIF		87			(5,675)
MITSUBISHI HEAVY INDUS BARC JPY SWP		(60,000	)		(56,779)
MITSUBISHI HEAVY INDUS CS JPY SWP		(25,000	)		(13,943)
MITSUBISHI HEAVY INDUS DB JPY SWP		(60,000	)		(50,623)
MITSUBISHI HEAVY INDUSTRIES SWP JPM		(4,000	)		(3,305)
ML CUSTOM STEEL INDEX SWAP ML		(2,395	)		(31,123)
ML CUSTOM SXIP SWP BOA		(671	)		(7,757)

71

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
ML SXXP X SPAIN SWP BOA		(10,142	)		(42,222)
MOLYCORP INC MS SWAP		(12,612	)		3,027
MS SX7P W/O SPAIN SWP MS		(5,611	)		(13,025)
MS SXOEP W/O SPAIN INDEX SWP		(5,556	)		8,664
MS SXXP W/O ITALY/SPAIN BSK SWP MS		(5,489	)		(12,231)
MSCI DAILY TR GR EMRG MRKS PHILIP USD INDX SWP DB		(431	)		(67,970)
MSCI TR GROSS EMERGING MKTS INDEX INF DB USD SWP		(24	)		(1,186)
MSFT 2013 JAN 28 CALL 01/19/2013		104			1,300
MTU AERO ENGINES HOLDING AG SWP		(2,538	)		(19,688)
MUENCHENER RUECKVER AG-REG SWP		(3,848	)		(70,735)
MYL 2013 JAN 10 PUT 01/19/2013		51			51
MYL 2014 JAN 10 PUT 01/18/2014		18			360
NAGOYA RAILROAD #10 15 ASW 70 NOM 31MAR15		8,000,000			4,345
NASDAQ 100 E-MINI MAR13		(9	)		(1,440)
NATIONAL GRID PLC EXP SWP HSBC		4,502			32
NATIONAL GRID PLC SWP CSFB		(4,502	)		355
NATURAL GAS FTR OPTN FEB13 3150 PUT		(2	)		(980)
NATURAL GAS FUTURES APR13 XNYM		(39	)		42,900
NATURAL GAS FUTURES MAR13 XNYM		(10	)		11,700
NATURAL GAS FUTURES OCT13 XNYM		49			(49,980)
NEWS CORP-B SWP CITI		13,057			9,401
NEWS CORP-CL A SWP CITI		(13,057	)		(7,834)
NEXT DFT 100 20MAR2018 CITI		485,000			1,594
NEXT DFT 100 20MAR2018 JPM		77,000			253
NHN CORP		(1,351	)		18,019
NHN CORP CS USD SWP		(1,030	)		19,011
NHN CORP USD SWP DB		(616	)		8,733
NHN CORP USD SWP JPM		(647	)		13,169
NIDEC CORP ASW 40 20SEP13 NOM		130,000,000			1,424
NIELSEN HOLDINGS BV 6.25% PFD		2,013			12,375
NIELSEN HOLDINGS NV SWP CITI		(3,220	)		(741)
NIELSEN HOLDINGS SWP CSFB		(43,611	)		(32,574)
NIFTY 5335.5610 PUT 31JAN13 CS		5,400			451
NIKKEI 225 (SGX) MAR13		(24	)		(76,511)
NIKKEI 8750 PUT 11JAN13 UBS		16,000			419
NINE DRAGONS PAPER HOLDINGS LTD HKD SWP BOA		(27,000	)		(4,590)
NINE DRAGONS PAPER HOLDINGS LTD HKD SWP DB		(118,000	)		(18,517)
NIPPON PAPER GROUP INC SWAP		(18,922	)		(42,625)
NIPPON YUSEN KK DFT 100 20MAR18 BAR		7,000,000			3,724
NISSAN MTR 810 CALL 04APR13 MS		53,500			29,746
NKY 2013 JAN 9500 PUT 01/11/2013		8			738
NKY 2013 MAR 10500 CALL 03/08/2013		118			476,245
NKY 2013 MAR 11250 CALL 03/08/2013		(118	)		(156,481)
NLSN 2013 JAN 22.5 PUT 01/19/2013		26			130
NLSN 2013 JAN 25 PUT 01/19/2013		28			350
NLY 2013 JAN 7.5 PUT 01/19/2013		101			101
NLY 2014 JAN 8 PUT 01/18/2014		304			6,232
NOBL DFT 20SEP14 100 BOA		600,000			7,630
NOBLE GROUP ASW 170 SCB 13JUN14		200,000			—
NOBLE GROUP DFT 100 20SEP14 JPM		400,000			5,087
NOBLE GROUP DFT 20SEP14 500 CS		400,000			(22,043)
NOK1V FH 2013 MAR 3.4 CALL 03/15/2013		220			4,067
NOK1V FH 2013 MAR 3.4 PUT 03/15/2013		(220	)		(18,012)
NOKIA OYJ SWP		(21,560	)		(21,239)
NORTHERN TIER ENERGY LP SWP JPM		(608	)		(221)
NORTHERN TIER ENERGY LP SWP MS		(514	)		(1,526)
NORTHERN TIER ENERGY LP UBS SWAP		(514	)		(1,520)
NORWEGIAN KRONA FORWARD		(650,000	)		(1,026)

72

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
NOVN VX 2013 JUN 60 CALL 06/21/2013		142			8,073
NOVO NORDISK A/S-B SWP		399			363
NWSA 2013 JAN 25 CALL 01/19/2013		62			5,270
NYR BB 2013 MAR 4.8 PUT 03/15/2013		102			6,735
NYRSTAR BOA SWAP		5,791			1,384
OCR DFT 100 12/20/2015 DB		500,000			2,340
OCR DFT 500 12/20/2015 BARC		500,000			(56,165)
ODAKYU ELECTRIC RAILWAY CO SWAP		(46,981	)		(43,893)
OJI PAPER CO LTD 100 DFT 20SEP17 CITI		10,000,000			2,091
OJI PAPER CO LTD 100DFT 20SEP17 DB		4,000,000			836
ORIX ASW L+150 31MAR14 DB2		20,000,000			99,873
ORIX ASW L+155 31MAR14 DB		100,000,000			500,058
ORIX ASW L+160 31MAR14 DB		22,000,000			110,165
ORIX DFT 100 30APR14 CITI		10,000,000			(771)
OSIM INTERNATIONAL LTD SGD SWP HSBC		(28,000	)		(1,288)
OZ PAY 0.45% REC EUR003M FRA 19JUN13 JPM		35,000,000			(32,506)
OZ PAYS 0.4475%CS 6M JPY LIBOR 17APR17 CS		137,000,000			(10,815)
OZ REC 0.195% PAY DAILY EONIA 19JUN13 JPM		35,000,000			19,085
OZ REC 2.0975% PAY SGD FLT 6M SOR 06FEB19 UBS		1,000,000			22,409
OZ REC 3.29% PAY 3M KRW KWCDC 17MAY17 CS		438,000,000			7,425
OZ REC 6.99% PAY INR FLT OIS 6M 11OCT17 CS		46,000,000			(4,537)
OZ REC 7.53% PAY NSERO ANNUAL 21MAY17 CS		23,000,000			6,307
OZ REC 7.56% PAY INR FLT OIS 6M 17MAY17 CS		23,000,000			6,758
PACIFIC ALTO CAP SER 12-1 TR 1 09/08/2016 WAR		2			138,586
PACTERA TECHNOLOGY-ADR		44,672			(200,585)
PANASONIC CORP DFT 100 20MAR14 CITI		7,000,000			394
PANASONIC CORP DFT 100 20SEP17 BOA		4,000,000			2,046
PAY 0.43% REC 6M LIBOR 27NOV14 UBS		661,000,000			(17,903)
PAY 0.449% REC 6M LIBOR 29MAY15 CS		220,000,000			(13,023)
PAY 0.476% REC 6M LIBOR 25NOV16 CS		131,500,000			(12,327)
PAY 0.535% REC 6M LIBOR 05DEC16 UBS		128,000,000			(15,495)
PAY 0.545% REC 6M LIBOR 01DEC16 JPM		131,000,000			(16,383)
PAY 3.48% REC 3M KWCDC 10FEB17 SC		395,000,000			(8,652)
PAY 3.72% REC 3M NFIX3FRA 16SEP15 DB		3,800,000			(77,419)
PAY 3M JPY LIBOR -65 BPS REC 3M USD LIBOR 30JAN14		594,000,000			28,111
PAY 3M L-57.75BPS REC USD 3M LBR FLAT 11SEP13 UBS		351,000,000			9,522
PAY 3M LIBOR -67BPS REC USD 3M LIBOR 26JAN14 JPM		282,000,000			14,003
PAY 3M LIBOR -67BPS REC USD 3M LIBOR 28JAN14 UBS		297,000,000			14,743
PAY 3M LIBOR-70.75BP REC USD 3M LIBOR 17JAN14 JPM		282,000,000			15,334
PAY 4.58% REC 3M NFIX3FRA 16SEP21 DB		1,800,000			(104,177)
PAY Apr13 28 PUT		(41	)		(7,585)
PAY Apr13 30 PUT		(234	)		(65,520)
PAY DAILY AVG FED FUNDS + 23 BPS 01/14/2013 MS		7,000,000			(361)
PAY DAILY AVG FED FUNDS +24.125 BPS 01/12/2013 MS		7,000,000			(335)
PAY DAILY AVG FED FUNDS +24.36 BPS 01/13/2013 MS		12,000,000			(632)
PAY DAILY AVG FED FUNDS +24.625 BPS 01/12/2013 JPM		3,000,000			(148)
PAY JPY 3M LIBOR-71BP REC USD 3M LIBOR 17JAN14 UBS		282,000,000			15,413
PCS US 2013 JAN 14 CALL 01/19/2013		128			320
PEGATRON ASW 285 06FEB15 NOM		400,000			58,120
PEGATRON CORP USD SWP BOA		(44,000	)		(90)
PEGATRON CORP USD SWP CITI		(24,000	)		(386)
PEGATRON CORP USD SWP NOMURA		(124,000	)		11,345
PERNOD-RICARD SA SWP		18,004			37,768
PETROBAKKEN ENERGY LTD CS SWAP		(3,354	)		7,821
PETROBANK ENERGY & RESOURCES LTD CS SWAP		19,855			(20,031)
PETROLEO BRASILEIRO SA SWP BOA		5,760			(3,887)
PETROLEO BRASILEIRO-SPON ADR SWP BOA		(5,760	)		3,623
PETROPAVLOVSK PLC SWP		8,128			4,927

73

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
PEUGEOT SA SWP		(5,279	)		(5,145)
PEUGEOT SA SWP CS		(17,597	)		(24,654)
PEUGEOT SA SWP HSBC		22,876			29,799
PHH DFT 500 09/20/2014 CS		500,000			(32,564)
PHOENIX GROUP HOLDINGS		20,102			9,888
PHOENIX GROUP HOLDINGS SWP		35,613			(10,217)
PICC PROPERTY & CASUALTY DB HKD SWP		(88,000	)		(12,574)
PICC PROPERTY & CASUALTY HKD SWP JPM		(170,000	)		(30,374)
PICC PROPERTY & CASUALTY HKD SWP MS		(64,000	)		(13,518)
PII 2013 MAR 90 CALL 03/16/2013		104			25,220
PING AN INSURANCE A SWP USD JPM		15,700			20,683
PING AN INSURANCE GROUP CO- HK SWP BOA		(65,500	)		(58,986)
PING AN INSURANCE GRP-A USD SWP DB		18,900			24,676
PING AN INSURANCE HKD SWP MS		(6,500	)		(4,129)
PING AN INSURANCE HKD SWP UBS		(3,000	)		(1,880)
PING AN INSURANCE JPM HKD SWP		(21,000	)		(13,084)
PING AN INSURANCE SWP DB		(15,000	)		(11,671)
PING AN INSURANCE USD SWP BOA		86,100			131,615
PLD DFT 275 06/20/2013 ML		500,000			(5,018)
PORTUGAL DFT 100 20SEP2016 MS		50,000			5,724
PPG 2013 JAN 125 CALL 01/19/2013		72			79,560
PPG INDUSTRIES INC SWP BOA		4,789			20,594
PPG INDUSTRIES INC SWP CS		62,533			533,452
PPG INDUSTRIES INC SWP MS		35,133			215,080
PPR DFT 100 20MAR2018 CITI		212,000			1,943
PPR DFT 100 20MAR2018 JPM		69,000			633
PRIMARIS RETAIL REAL ESTATE SWP BOA		3,136			2,059
PRIMARIS RETAIL REAL ESTATE SWP CS		10,454			7,180
PROLOGIS INC 2.625 05/15/2038 SWP DB		28,000			19,109
PROSIEBEN SAT.1 MEDIA AG-PFD SWP		(3,370	)		622
PUMA SE SWP		195			(1,795)
PVH Mar13 110 CALL		(37	)		(24,975)
PXD DFT 100 03/20/2013 BARC		500,000			(635)
PXD DFT 100 03/20/2013 RBS		500,000			(635)
QBD DFT 20JUN13 500 CS		100,000			(1,986)
QBE DFT 100 20JUN13 DB		500,000			(473)
QBE DFT 100 20JUN13 JPM		400,000			(378)
QBE DFT 100 20JUN13 JPM2		1,000,000			(945)
QBE INSURANCE AUD SWP JPM		(10,189	)		25,921
QBE INSURANCE AUD SWP UBS		(1,304	)		4,448
QBE INSURANCE DB SWP AUD		(24,261	)		44,832
QBE INSURANCE GROUP LTD SWP CSFB		(2,834	)		6,032
QBE INSURANCE GRP BOA AUD SWP		(8,893	)		(5,328)
QCOM 2013 JAN 60 CALL 01/19/2013		52			14,456
QCOM 2013 JAN 62.5 CALL 01/19/2013		47			5,781
QCOM Apr13 60 PUT		(132	)		(37,620)
QINGDAO HAIER CO LTD-A USD SWP BOA		60,300			21,526
QINGDAO HAIER CO LTD-A USD SWP DB		79,000			10,187
QINGDAO HAIER CO LTD-A USD SWP JPM		60,600			17,123
RBN 2013 JAN 60 CALL 01/19/2013		79			198
REC 0.41% PAY 6M LIBOR 27NOV13 UBS		661,000,000			9,029
REC 0.422% PAY 6M LIBOR 29MAY13 CS		661,000,000			3,464
REC 3M AUD BBSW+28BPS PAY 3M USD LIBOR 06FEB14 JPM		2,000,000			322
REC 3M AUD BBSW+28BPS PAY 3M USD LIBOR 06FEB16 JPM		2,000,000			322
REC 3MAUD BBSW+28.5BP PAY 3MUSD LIBOR 06FEB17 JPM		1,000,000			595
REC 4.29% PAY 3M NFIX3FRA 17SEP18 DB		4,700,000			221,110
RED SPRING WHEAT FUTURES MAR13 XMGE		10			(1,125)
REFER-REDE FERROVIARIA 4.675 10/16/2024		50,000			3,499

74

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
RENAULT SA SWP		(7,944	)		975
REPSOL SA RTS SWP		391			50
REPSOL YPF SA SWP		391			1,671
RESOLUTION LTD SWP		225,201			74,704
RI FP 2013 MAR 78 PUT 03/15/2013 B CLEAR		(60	)		(5,342)
RI FP 2013 MAR 82 PUT 03/15/2013 B CLEAR		60			10,361
RI FP 2013 MAR 92 CALL 03/15/2013		(60	)		(11,488)
RICOH CO LTD		(144,460	)		(474,093)
RIGHTMOVE PLC		7,170			(2,888)
RIMM 2013 JAN 10 PUT 01/19/2013		46			759
RIMM 2013 JAN 12 CALL 01/19/2013		118			8,555
RIMM 2013 JAN 14 CALL 01/19/2013		311			6,998
RIO TINTO LIMITED SWP MACQ		(2,335	)		(42,045)
RIO TINTO PLC SWP		(734	)		(2,254)
ROCKWOOD HOLDINGS INC SWP CITI		1,367			943
ROCKWOOD HOLDINGS INC UBS SWAP		4,673			10,414
ROLLS-ROYCE GROUP PLC		114,100			24,679
ROLLS-ROYCE GROUP PLC TRS C		8,897,320			14,463
ROLLS-ROYCE HOLDINGS PLC SWP		171,985			7,879
ROSNEFT OJSC-REG S GDR SWP		54,828			(987)
RTS INDEX FUTURE FRS MS		(159	)		(594)
RUSSELL 2000 MINI MAR13		(6	)		(16,080)
RYANAIR HOLDINGS USD SWP CSFB		(32,184	)		(16,631)
RYL 2015 JAN 30 CALL 01/17/2015		(69	)		(85,560)
RYL DFT 500 06/20/2018 JPM		250,000			(31,896)
RYL DFT 500 06/20/2018 MS		250,000			(31,896)
RYMAN HOSPITALITY PROPERTIES SWP CS		21,866			136,770
RYMAN HOSPITALITY PROPERTIES SWP MS		9,235			108,285
S US 2013 AUG 10 CALL 08/17/2013		34			85
S US 2013 AUG 10 PUT 08/17/2013		(34	)		(20,485)
S US 2013 JAN 6 CALL 01/19/2013		5			8
S US 2014 JAN 10 CALL 01/18/2014		278			1,251
S US 2014 JAN 10 PUT 01/18/2014		(278	)		(173,055)
S US 2014 JAN 5 CALL 01/18/2014		(20	)		(1,700)
S US 2014 JAN 5 PUT 01/18/2014		20			2,810
S US 2014 JAN 5.5 CALL 01/18/2014		131			6,878
S US 2014 JAN 7 CALL 01/18/2014		(263	)		(2,893)
S&P MID 400 EMINI MAR13		(11	)		(19,415)
S&P500 EMINI FUT MAR13		(584	)		(232,054)
SABMILLER PLC		5,700			17,128
SABRE RESOURCES LTD AUD SWP UBS		156,747			(12,230)
SAFRAN SA SWP		(5,970	)		(1,539)
SAMSUNG ELECTRO-MECHANICS USD SWP JPM		(1,494	)		(14,245)
SAMSUNG ELECTRO-MECHANICS USD SWP MACQ		(535	)		(5,418)
SAMSUNG ELECTRONICS MS USD SWP		113			32,047
SANDVIK AB SWP		58,536			108,994
SANOFI-AVENTIS-CVR-W/I		255,676			434,649
SBERBANK SWP BARC		(225,218	)		2,625
SBERBANK SWP CS		(1,441,877	)		(717,198)
SBERBANK SWP JPM		27,106			(5,692)
SBERBANK SWP JPM SHORT		(108,426	)		8,043
SBERBANK UBS SWAP		(35,760	)		(5,393)
SBERBANK-SPONSORED ADR SWP BARC		56,305			2,256
SBERBANK-SPONSORED ADR SWP CS		360,469			748,451
SBERBANK-SPONSORED ADR SWP UBS		8,940			6,616
SCANIA AB-B SHS SWP		67,017			101,699
SCXP EX SPAIN SWP BOA		(1,020	)		(9,368)
SD Jan13 5 PUT		(426	)		(1,704)

75

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
SEIKO EPSON CORP		(52,680	)		(3,391)
SEK$ per USD @ 6.51		446,389			70
SEK$ per USD @ 6.56		184,898			284
SEM GROUP LITIGATION TRUST		1			—
SEMBCORP MARINE LTD SWP CS		(32,000	)		(7,596)
SEMBCORP MARINE LTD SWP DB		(85,000	)		17,083
SEMBCORP MARINE LTD SWP JPM		(38,000	)		10,200
SEMCORP MARINE LTD SWP BAR		(45,000	)		(2,933)
SET50 FUTURES MAR13 THB FUT SWP UBS (X1K)		(15,000	)		(4,387)
SGX FTSE CHN A50 IDX MAR13 FUTS 8722.35 EC 27MAR13		49			17,787
SGX FTSE CHN A50 IDX MAR13 FUTS 9553.05 EC 27MAR13		(49	)		(6,909)
SGX S&P CNX NIFTY JAN13		(159	)		(9,304)
SHANGHAI ELECTRIC GRP CO CS HKD SWP		(462,000	)		(4,717)
SHARP CORP JPY SWP CS		(6,000	)		182
SHARP CORP JPY SWP DB		(19,000	)		(5,583)
SHARP CORP JPY SWP UBS		(42,000	)		(47,947)
SHIMAO PROPERTY HLDGS DB HKD SWP		(207,500	)		(43,313)
SHIMAO PROPERTY HLDGS HKD SWP BOA		(19,500	)		311
SIEMENS AG-REG - SWP		4,386			3,436
SINGAPORE DOLLAR Forward		(7,600,000	)		13,345
SINO LAND CO HKD SWP DB		(213	)		(383)
SINO LAND CO HKD SWP HSBC		(60	)		(108)
SINOPEC 0.7 23FEB17 CVB BOA USD SWP		1,965,000			19,560
SINOPEC 0.7 23FEB17 CVB JPM USD SWP		5,764,000			35,051
SINOPEC 0.7 23FEB17 CVB ML USD SWP		1,062,000			(275)
SINOPEC 0.7 23FEB17 CVB MS USD SWP		772,000			7,338
SINOPEC 0.7 23FEB17 CVB RBS USD SWP		3,568,000			20,830
SINOPEC 0.7 23FEB17 CVB UBS USD SWP		770,000			(801)
SINOPEC 150 ASW 24APR14 SCB		1,000,000			1,355
SINOPEC 155 ASW 24APR14 SCB		400,000			578
SISAL TLA1 EUR SWP JPM		21,996			2,759
SISAL TLB1 EUR SWP JPM		108,035			13,553
SISAL TLC1 EUR SWP JPM		108,035			13,553
SISAL TLD1 EUR SWP JPM		31,932			4,006
SK HYNIX INC SWP USD JPM		(26,130	)		(16,911)
SK HYNIX INC USD SWP CS		(18,690	)		125,261
SK HYNIX SWP USD CITI		(1,980	)		(902)
SK HYNIX SWP USD DB		(1,080	)		(1,390)
SK HYNIX USD HSBC SWP		(1,560	)		(908)
SK HYNIX USD SWP BOA		(17,120	)		(25,885)
SKYWORTH DIGITAL HLDGS HKD SWP CITI		(8,000	)		124
SKYWORTH DIGITAL HLDGS HKD SWP CS		(162,000	)		4,224
SM INVESTMENT CORP SWP HSBC		5,500			677
SM INVESTMENTS CORP BARC USD SWP		(12,100	)		(54,206)
SM INVESTMENTS CORP BOA USD SWP		(1,500	)		(5,774)
SM INVESTMENTS CORP SWP DB		(11,035	)		(30,280)
SM INVESTMENTS CORP SWP HSBC		(8,410	)		(61)
SMC CORP MACQ JPY SWP		(900	)		(6,221)
SOLVAY SA SWP		(2,651	)		(61,008)
SOUTH AFRICAN RAND Forward		(3,270,000	)		(6,203)
SOYBEAN FTR OPTN MAR13 1900 CALL		(4	)		(100)
SOYBEAN FUTURES MAR13 XCBT		9			(4,163)
SOYBEAN FUTURES MAY13 XCBT		3			(850)
SPDR S&P OIL & GAS EXPLORATION & PRODUCTION CS		(2,362	)		(1,205)
SPDR S&P REGIONAL BANKING ETF SWP CITI		(2,092	)		21
SPDR S&P RETAIL ETF SWP CITI		(1,036	)		(1,332)
SPDR S&P RETAIL ETF SWP CS		(21,785	)		(12,878)
SPF 2014 JAN 7 CALL 01/18/2014		(131	)		(21,943)

76

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
SPF DFT 500 09/20/2017 DFT CITI		250,000			(22,017)
SPF DFT 500 09/20/2017 MS		500,000			(44,033)
SPI 200 FUTURES MAR13		(7	)		(6,626)
SPX 2013 JAN 1360 PUT 01/19/2013		(16	)		(9,200)
SPX 2013 JAN 1415 PUT 01/19/2013		16			27,120
SPX Dec13 1000 PUT		(461	)		(728,380)
SPX Dec13 1025 PUT		(29	)		(52,345)
SPX Dec13 1050 PUT		(29	)		(61,190)
SPX Dec13 1550 CALL		(32	)		(112,640)
SPX Dec13 1575 CALL		(32	)		(89,600)
SPX Dec13 1600 CALL		(63	)		(136,710)
SPX Dec13 1625 CALL		(116	)		(200,100)
SPX Dec13 1650 CALL		(122	)		(159,820)
SPX Dec13 1675 CALL		(58	)		(56,260)
SPX Dec13 975 PUT		(58	)		(80,040)
SPX Jun13 1150 PUT		(99	)		(120,780)
SPX Jun13 1175 PUT		(58	)		(83,520)
SPX Jun13 1525 CALL		(63	)		(117,810)
SPX Jun13 1550 CALL		(131	)		(163,095)
SPX Jun13 1575 CALL		(145	)		(116,000)
SPX Sep13 1025 PUT		(12	)		(14,040)
SPX Sep13 1050 PUT		(386	)		(521,100)
SPX Sep13 1075 PUT		(44	)		(68,420)
SPX Sep13 1100 PUT		(29	)		(51,765)
SPX Sep13 1525 CALL		(35	)		(107,625)
SPX Sep13 1550 CALL		(94	)		(203,980)
SPX Sep13 1575 CALL		(106	)		(196,630)
SPX Sep13 1600 CALL		(145	)		(194,300)
SPX Sep13 1625 CALL		(58	)		(54,520)
SPY 2013 JAN 135 PUT 01/19/2013		(52	)		(2,210)
SPY 2013 JAN 141 PUT 01/19/2013		295			42,333
SPY 2013 JAN 141.5 PUT 01/04/2013		62			4,712
STAN LN 1650 CALL 12/20/2013 BCLEAR		18			24,814
STANDARD CHARTERED - CS SWP		(7,684	)		(12,401)
STANDARD CHARTERED HK SWP CSFB		(28,689	)		35,155
STANDARD CHARTERED PLC USD SWAP CS		288,538			(172,129)
STANDARD PACIFIC DFT 500 20SEP2017 CITI		250,000			(22,017)
STATE BANK INDIA JAN13 USD STK FUT SWP BOA (X125)		(2,250	)		(2,191)
STOXX 600 AUTOMOBILES & PARTS PR SWP BOA		(300	)		(13,702)
STOXX 600 OIL & GAS (PRICE) INDEX SWP		(497	)		462
STOXX 600 OPTIMISED FOOD & BEVERAGE SWP BOA		(730	)		(39,312)
STOXX 600 TELECOMMUNICATIONS SWP BOA		(265	)		3,411
STOXX INSURANCE 600 SWP BOA		(2,808	)		(1,397)
STXE SML 200 SWP BOA		(253	)		(1,091)
SUBSEA 7 SWP		(19,482	)		(15,627)
SUZUKI #4 ASW L+25NOM 29MARCH13		80,000,000			9
SVG CAPITAL PLC SWP		264,147			96,632
SWEDBANK AB SWP		37,316			22,819
SWEDISH MATCH AB SWP		1,330			(1,333)
SWISS FRANC Forward		150,000			5,392
SWISS LIFE HOLDING AG-REG SWP		(3,332	)		(55,939)
SWK DFT 170 12/20/2013 BARC		500,000			(6,592)
SWPC005H5 CDS USD R F 1% 20 Jun 2015		300,000			3,964
SWPC108F5 CDS USD R V 03MEVENT 1% 20 Sep 2013		400,000			(8,882)
SWPC207H1 CDS USD R F 1% 20 Jun 2015		200,000			1,989
SWPC225C0 CDS USD R V 03MEVENT 1% 20 Jun 2013		54,000			(409)
SWPC297H2 CDS USD R F 1% 20 Jun 2015		200,000			2,317
SWPC356K3 CDS USD R F 2.1% 20 Dec 2020		500,000			24,658

77

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
SWPC386P6 CDS USD R F 1% 20 Dec 2016		100,000			2,799
SWPC475S2 CDS USD R F 1% 20 Jun 2017		300,000			25,708
SWPC513N7 CDS USD R F 1% 20 Sep 2016		500,000			5,745
SWPC517N3 CDS USD R F 1% 20 Sep 2016		100,000			1,223
SWPC536C4 CDS USD R V 03MEVENT 1% 20 Jun 2017		363,000			3,086
SWPC586B5 CDS USD R V 03MEVENT 1% 20 Mar 2018		1,000,000			(56,577)
SWPC644C3 CDS USD R V 03MEVENT 1% 20 Sep 2015		102,000			499
SWPC675K7 CDS USD R F 1% 20 Dec 2015		200,000			3,233
SWPC690C6 CDS USD R V 03MEVENT 1% 20 Jun 2018		725,000			3,352
SWPC745B3 CDS USD R V 03MLIBOR 0% 20 Mar 2018		500,000			(29,493)
SWPC758U5 CDS USD R V 03MEVENT 1% 20 Dec 2017		100,000			(424)
SWPC786C1 CDS USD R V 03MEVENT 1% 20 Mar 2018		254,000			(3,864)
SWPC805U8 CDS USD R V 03MEVENT 1% 20 Dec 2017		400,000			(2,117)
SWPC962J2 CDS USD R F 1% 20 Dec 2015		200,000			8,024
SWPC993J5 CDS USD R F 1% 20 Dec 2015		400,000			13,962
SWU000DB9 IRS MXN R F 5.5% 13 Sep 2017		8,100,000			7,549
SWU000GS9 IRS MXN R F 5.5% 13 Sep 2017		3,100,000			2,650
SWU000HO7 IRS MXN R F 5.5% 13 Sep 2017		2,500,000			2,365
SWU001EF7 IRS JPY R F 1% 21 Mar 2023		130,000,000			2,916
SWU0099R0 IRS MXN R F 6.59% 08 Dec 2015		2,900,000			12,320
SWU023AB4 TRS USD R F0% 27 Nov 2013		312,000			2,165
SWU023AC2 TRS USD R F 0% 27 Nov 2013		130,000			583
SWU023AD0 TRS USD P F 0% 27 Nov 2013		(80,000	)		832
SWU023AE8 TRS USD P F .00000		(80,000	)		879
SWU023AF5 TRS USD R F .00000		130,000			656
SWU023AG3 TRS USD R F .00000		570,000			2,562
SWU023AH1 TRS USD R F .00000		400,000			(10,730)
SWU023AK4 TRS USD R F .00000		(360,000	)		4,243
SWU023BT4 TRS USD R F .00000		(200,000	)		1,605
SWU023CL0 TRS USD R F .00000		110,000			3,983
SWU023LN6 TRS USD R F .00000		(110,000	)		(4,318)
SWU035FN7 TRS USD P V 01MTBILL		(10,612,784	)		—
SWU035FN7 TRS USD R E		15,059			152,834
SWU035GA4 TRS USD P V 03MTBILL		(30,120,808	)		—
SWU035GA4 TRS USD R E		42,739			433,767
SWU035GH9 TRS USD P V 01MTBILL 1% 15 Feb 2013		(1,926,037	)		—
SWU035GH9 TRS USD R E		6,859			(6,526)
SWU035GT3 TRS USD P V 03MTBILL 1% 15 Feb 2013		(2,232,653	)		—
SWU035GT3 TRS USD R E		3,703			1,542
SWU036UV0 TRS USD R F 0% 12 Mar 2013		220,000			7,976
SWU036V23 TRS USD P V 03MTBILL 1% 15 Feb 2013		(6,868,854	)		—
SWU036V23 TRS USD R E		9,746			96,891
SWU036VG2 TRS USD R F 0% 30 Sep 2014		210,000			3,834
SWU037FD5 TRS USD P V 01MTBILL 1% 15 Feb 2013		(7,790,167	)		—
SWU037FD5 TRS USD R E		14,978			(81,098)
SWU0448R8 IRS MXN R F 6.75% 08 Jun 2016		36,000,000			107,219
SWU0626R2 IRS JPY R F 1.5% 21 Dec 2021		90,000,000			47,648
SWU0627R1 IRS JPY R F 1.5% 21 Dec 2021		50,000,000			26,469
SWU0694T5 IRS AUD R F 5% 15 Jun 2022		100,000			10,768
SWU083TY8 TRS USD P F 0% 04 Jun 2014		(180,000	)		(8,709)
SWU086YT6 TRS USD R F 0% 04 Jun 2014		200,000			10,708
SWU09G938 TRS USD P V 03MTBILL 0.21% 15 Feb 2013		(14,896,330	)		—
SWU09G938 TRS USD R E		21,137			214,521
SWU09H076 TRS USD R F 0% 20 Feb 2013		790,000			26,702
SWU09H639 TRS USD P V 03MTBILL 0.35% 15 Feb 2013		(9,766,625	)		—
SWU09H639 TRS USD R E		26,897			(40,782)
SWU0A69G9 TRS USD R F 0% 20 Feb 2013		590,000			20,209
SWU0A9B21 TRS USD R F 0% 20 Feb 2013		520,000			17,930

78

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
SWU0ABT92 TRS USD P V 03MTBILL 1% 15 Feb 2013		(11,037,997	)		—
SWU0ABT92 TRS USD R E		15,662			158,957
SWU0GABE6 TRS USD P F 0% 26 Apr 2013		(120,000	)		(5,233)
SX7P W/O SPAIN SWP BOA		(839	)		(5,978)
SXNP INDUSTRIALS EX SPAIN BSK SWP CS		(777	)		(53,522)
SXNP W/O SPAIN SWP MS		(2,864	)		(29,843)
SXPP 1 P400 2013 JAN 400 PUT 01/18/2013		(34	)		(224)
SXPP 2013 JAN 440 CALL 01/18/2013		34			52,305
TAIWANESE DOLLAR FORWARD		(49,602,000	)		(9,716)
TATA MOTORS BOA USD SWP		52,718			45,311
TATA MOTORS DB USD SWP		60,277			53,324
TATA MOTORS LTD JAN13 USD STK FUT SWP BOA (X1K)		(19,000	)		(3,119)
TATA MOTORS LTD JAN13 USD STK FUT SWP CITI (X1K)		(82,000	)		(24,441)
TATA MOTORS LTD USD JPM SWP		310			17
TATA MOTORS LTD USD MS SWP		29,184			27,136
TATA MOTORS MACQ USD SWP		52,462			43,853
TATA MOTORS NOM USD SWP		37,327			25,433
TATA MOTORS USD SWP CS		30,872			42,567
TATA MOTORS USD SWP UBS		20,217			29,034
TAYLOR WIMPEY PLC WTS 30APR2014		5,689			4,469
TAYLOR WIMPEY SWP		(5,689	)		(2,370)
TDC DC SWP		(5,729	)		(1,692)
TECH MAHINDRA LTD USD SWP CS		1,564			1,387
TECHNIP SA SWP		26,414			97,089
TECNICAS REUNIDAS SWP		23			17
TEF SM 2013 SEP 11 CALL 09/20/2013		488			26,421
TEF SM 2013 SEP 8.5 PUT 09/20/2013		(488	)		(21,910)
TELECITY GROUP PLC SWAP		4,943			(4,572)
TELEFONICA SA SWAP		1,986			1,136
TEMASEK HLDGS (PRIVATE) DFT 100 20MAR14 BARC		1,200,000			(11,756)
TESCO PLC SWP		184,563			42,096
TEVA 2013 JAN 47.5 CALL 01/19/2013		84			168
TEVA 2014 JAN 45 CALL 01/18/2014		68			5,338
TGS NOPEC GEOPHYSICAL CO ASA SWP		(7,566	)		(1,379)
THAILAND DOLLAR FORWARD		(24,581,200	)		(1,377)
THALES SA SWAP		(6,610	)		390
THYSSENKRUPP AG SWP		59,806			3,645
TLM 2013 JAN 15 CALL 01/19/2013		67			168
TNT EXPRESS NV - W/I SWP		29,374			17,218
TOKYO ELECTRIC POWER DFT 100 20SEP17 CITI		(7,000,000	)		(10,739)
TOKYO ELECTRIC POWER DFT 100 20SEP17 CS		(7,000,000	)		(10,739)
TOPIX INDX FUTR MAR13		(3	)		(20,422)
TPK HOLDINGS USD SWP BOA		(22,000	)		(10,900)
TPK HOLDINGS USD SWP HSBC		(1,000	)		661
TRADE ME LTD NOM AUD SWP		143,847			11,283
TRUVO TALON WRT TALON EQUITY CO		33			—
TRW AUTOMOTIVE HOLDINGS CORP SWP CS		(2,777	)		(13,594)
TSCO LN 2013 JAN 3.40 CALL 01/18/2013		182			16,261
TSN DFT 100 12/20/2013 BARC		500,000			(2,929)
TUI AG 5.5% SWP CS		21,817			885,298
TUI AG DFT 500 20DEC14 BOA		250,000			(22,146)
TUI AG DFT 500 20DEC14 ML		100,000			(8,859)
TUI AG SWP CS		(60,780	)		(67,376)
TUI DFT 500 20MAR2015 BARC		200,000			(18,590)
TUI1 GR 2013 JUN 3.2 PUT 06/21/2013		200			264
TWD RTP FIX K=1.72% 16FEB2015 UBS		45,000,000			3,874
TWD RTR FIX K=2.47% 16FEB2015 UBS		(45,000,000	)		(548)
TWN ELECTRONICS SEC JAN13 FUT SWP CS (X4K)		(12,000	)		(361)

79

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
TWN ELECTRONICS SEC JAN13 FUT SWP JPM (X4K)		(4,000	)		(17)
TWSE 8000.6345 CALL 02JAN13 MS		(2,000	)		—
TWSE 7698.7238 CALL 02JAN13		2,000			1,927
TXT DFT 100 06/20/2013 JPM		500,000			(1,397)
UAUA 6 29 CBS CITI		451,000			(15,527)
UBI BANCA 5.75 13 SWP JPM		155,898			7,489
UBS AG-REG		112,501			13,879
UBSN VX 2013 MAR 12 PUT 03/15/2013 B CLEAR		(832	)		(14,100)
UBSN VX 2013 MAR 13.5 PUT 03/15/2013 B CLEAR		(832	)		(39,571)
UBSN VX 2013 MAR 14.5 PUT 03/15/2013 B CLEAR		832			75,504
UCG IM 2013 JUN 4.6 CALL 06/21/2013		65			5,751
UCG IM 2013 JUN 5 CALL 06/21/2013		(65	)		(1,953)
UMC USD SWAP BOA		(196,000	)		(565)
UMC/UNIMICRON ASW L+330 02DEC14 NOM		300,000			25,080
UNICREDIT SPA SWAP		10,045			2,859
UNIMICRON TECHNOLOGY USD SWP BOA		(37,200	)		5,609
UNIMICRON TECHNOLOGY USD SWP CS		(16,000	)		2,296
UNIMICRON TECHNOLOGY USD SWP UBS		(83,200	)		57,932
UNITECH LTD JAN13 USD STK FUT SWP (X10K)		140,000			2,081
UNITECH LTD USD SWP UBS		111,156			11,798
UNITED CONTINENTAL HOLDINGS SWP CITI		(49,924	)		14,977
UNITED GROUP LTD AUD SWP MACQ		(15,439	)		(6,231)
UNITED MICROELECTRONICS 100 DFT 20JUN14 DB		300,000			4,333
UNITED MICROELECTRONICS 200 DFT 24JUN14 SCB		440,000			—
UNITED MICROELECTRONICS CORP NOM USD SWP		(50,000	)		198
UNITED MICROELECTRONICS CORP SWP USD RBS		(35,000	)		117
UNITED MICROELECTRONICS SWP USD ML		(757,000	)		42,070
US 5YR NOTE (CBT) MAR13		(36	)		4,705
US DOLLAR FORWARD		106,316,888			—
US LONG BOND (CBT) MAR13		(5	)		11,509
USD CALL / CNY PUT 7.00 08JAN14 NOM		2,000,000			1,578
USD CALL / CNY PUT 8.00 08JAN14 NOM		(2,000,000	)		(175)
USD CALL / JPY PUT 125 05APR21 ML		1,400,000			36,898
USD CALL / JPY PUT K 100 19FEB14 MS		100,000			9,506
USD CALL / JPY PUT K= 125 12MAR21 JPM		1,000,000			26,471
USD CALL / JPY PUT K= 125 12MAR21 UBS		1,000,000			27,135
USD CALL / JPY PUT K=120 19OCT20 NOM		1,500,000			45,756
USD CALL / JPY PUT K=120.00 02JUL20 NOM		4,000,000			118,573
USD CALL / JPY PUT K=120.00 02JUN20 UBS		4,000,000			119,759
USD CALL / JPY PUT K=120.00 04JUN20 ML		2,000,000			57,379
USD CALL / JPY PUT K=120.00 04JUN20 UBS		2,000,000			59,890
USD CALL / JPY PUT K=120.00 16OCT20 NOM		1,500,000			45,693
USD CALL / JPY PUT K=122.00 11JUN20 JPM		4,000,000			111,141
USD CALL / JPY PUT K=122.00 29JUN20 ML		4,000,000			108,176
USD CALL / JPY PUT K=125 01APR21 CS		2,000,000			51,820
USD CALL / JPY PUT K=125 01APR21 JPM		1,000,000			26,572
USD CALL / JPY PUT K=125 01APR21 UBS		1,000,000			27,247
USD CALL / JPY PUT K=125 11MAR21 BZW		1,000,000			26,195
USD CALL / JPY PUT K=125 15MAR21 UBS		1,000,000			27,147
USD CALL / JPY PUT K=125 24MAR22 UBS		4,000,000			117,615
USD CALL / JPY PUT K=135 18FEB22 ML		1,000,000			20,423
USD CALL /JPY PUT 2013 MAR K=120 NOM		2,327,000			1
USD per GBP$ @ 1.62		(610	)		1
UTILITIES SELECT SECTOR SPDR SWP CS		(104,462	)		106,738
VALEBZ DFT 100 03/20/2015 DB		500,000			1,093
VALEO SA SWP		2,837			2,285
VALIDUS HOLDINGS LTD		64,500			1,101,661
VEDANTA RESOURCES DFT 500 20SEP2014 BOA		2,100,000			(22,991)

80

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
VEDANTA RESOURCES PLC SWP JPM USD		(15,566	)		(10,465)
VIETNAM DFT 100 20DEC17 BOA		160,000			6,607
VIETNAM DFT 100 20DEC17 JPM		160,000			6,607
VIETNAM DFT 20DEC17 100 BOA		160,000			6,607
VINCOM JSC 5 04/03/2017 CS USD SWP		1,100,000			104,000
VINCOM JSC MS USD SWP		(21,490	)		(2,705)
VINCOM JSC USD CS SWP		(123,606	)		(56,850)
VIRGIN MEDIA INC SWP MS		(1,948	)		(24,278)
VISCOFAN SA SWP		228			1,940
VIV FP 2013 MAR 13.55 PUT 03/15/2013		(768	)		(9,401)
VIV FP 2013 MAR 16 CALL 03/15/2013		768			159,297
VIV FP 2013 MAR 17.42 CALL 03/15/2013		(768	)		(75,731)
VOD LN 1/18/2013 C160 BCLEAR		91			924
WAG 2013 JAN 36 PUT 01/19/2013		21			704
WASTE MANAGEMENT SWP BOA		(13,508	)		(4,576)
WASTE MANAGEMENT SWP CS		(9,606	)		(10,323)
WASTE MANAGEMENT SWP JPM		(25,311	)		(25,389)
WEMBLEY PLC DB SWAP		20,188			604
WES AU DFT 100 20MAR17 DB		150,000			(2,861)
WES AU DFT 100 20MAR17 JPM		150,000			(2,861)
WESFARMERS 37.73 CALL 27SEP13 NOM		5,560			6,419
WESFARMERS 40.90625 CALL 24DEC14 NOM		7,600			9,155
WESFARMERS K=38 CALL 18JAN13 CITI		16,404			2,143
WESFARMERS LIMITED AUD SWP JPM		(107,222	)		(767,599)
WESFARMERS LIMITED AUD SWP NOM		(2,736	)		(14,424)
WESFARMERS LTD CITI AUD SWP		(2,133	)		(89)
WESFARMERS LTD-PPS AUD SWP JPM		146,911			1,146,084
WHARF HOLDINGS BOA HKD SWP		(2,000	)		124
WHARF HOLDINGS LTD HKD SWP MS		(13,000	)		(14,477)
WHEAT FUTURES DEC13 XCBT		(34	)		425
WHEAT FUTURES DEC13 XKBT		1			225
WHEAT FUTURES JUL13 XCBT		3			(188)
WHEAT FUTURES JUL13 XKBT		(1	)		(200)
WHEAT FUTURES MAR13 XCBT		(6	)		225
WHEAT FUTURES MAY13 XCBT		(7	)		263
WIN.N 2013 JAN 11 PUT 01/19/2013		16			4,360
WINTEK CORP NOM USD SWP		(4,000	)		(20)
WINTEK CORP USD SWP BARCLAYS		(14,000	)		3,190
WINTEK CORP USD SWP RBS		(1,000	)		312
WINTEK CORP USD SWP STAN CHART		(8,000	)		(181)
WIPRO LTD USD SWP BOA		11,181			4,890
WIPRO LTD USD SWP CS		6,273			2,122
WM MORRISON SUPERMARKETS SWP		(70,180	)		(1,837)
WM US 2013 JAN 34 CALL 01/19/2013		228			7,980
WM US 2013 JUL 35 CALL 07/20/2013		469			45,728
WMB 2013 JAN 32 CALL 01/19/2013		70			8,155
WMB DFT 100 12/20/2017 BOA		238,000			5,658
WMB DFT 100 12/20/2019 BOA		119,000			5,114
WMB DFT 100 20DEC2017 BOA		119,000			2,829
WMB DFT 100 20DEC2017 DB		119,000			2,829
WMB DFT 100 20DEC2017 MS		238,000			5,658
WMB DFT 100 20DEC2017 MS 2		238,000			5,658
WMB Jan13 33 CALL		(368	)		(22,632)
WMB Jan13 35 CALL		(85	)		(1,190)
WMI DFT 105 03/20/2014 MS		500,000			(5,019)
WPP LN DFT 100 20MAR2018 DB		279,000			(1,290)
WTI CRUDE FUTURE FEB13		5			22,000
WTI LIGHT SWEET CRUDE OIL FTRS DEC13 XICEU		7			5,320

81

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
XLI 2013 JAN 38 PUT 01/19/2013		52			3,250
XSTRATA PLC SWP		369,904			223,935
YAHOO SWP BARC		34,304			130,856
YAHOO SWP MS		36,284			141,152
YAMADA DENKI CO LTD		(17,466	)		21,605
YANCOAL AUSTRALIA LTD AUD SWP CS		(1,361	)		822
YASKAWA ELEC 60 ASW 16MAR17 NOM		30,000,000			47,723
YASKAWA ELEC ASW 16MAR17 BOA		20,000,000			32,507
YHOO 2013 JAN 20 CALL 01/19/2013		(207	)		(8,177)
YHOO 2013 JAN 20 PUT 01/19/2013		207			10,868
YHOO 2013 JAN 25 PUT 01/19/2013		16			8,240
ZARDOYA OTIS SA - SWP		306			704
ZIGGO NV SWP		28,055			9,705
ZTE CORP-H		(377,650	)		(55,161)
ZURICH FINANCIAL SERVICES AG SWP		9,345			74,344
Total Derivatives		6,082,557,564		$	3,837,134
Preferred Stock
ADLAC 5.5% SERIES D ESC		3,100		$	—
ADLAC 7.5% 05 F ESCROW		182,700			0
ADLAC 7.5% 11/04 ESCROW		9,200			—
BEAZER HOMES USA 7.5% PFD		6,714			191,525
GENERAL MOTORS 4.75 PFD SER B		(18,235	)		(805,796)
GOODYEAR TIRE & RUBBER		(12,971	)		(609,961)
ISTAR FINANCIAL INC 7.500% PERP SR:I		520			11,310
ISTAR FINANCIAL INC 7.650% PERP SR:G		700			15,022
ISTAR FINANCIAL INC 7.800% PERP SR:F		2,280			49,704
ISTAR FINANCIAL INC 7.875% PERP SR:E		80			1,770
ISTAR FINANCIAL INC 8.000% PERP SR:D		60			1,340
METLIFE INC 5% PFD		32,640			1,449,118
MMR 5.75% CONV. PREF		459			499,163
MMR 5.75% CONV. PREF (144A)		2,527			2,748,113
MOTORS LIQUIDATION CO		8,375			—
MOTORS LIQUIDATION CO ESCROW		17,985			—
NIELSEN HOLDINGS BV 6.25% PFD		27,825			1,562,299
PREFERENCE		209,276			3,313,676
PREFERRED STOCK 01/18 VAR		900			21,213
UNITED TECHNOLOGIES CORP 7.5% 8/1/15 PFD		(7,882	)		(440,525)
WINTRUST FINANCIAL CORP 7.5% PFD		29,864			1,623,303
Total Preferred Stock		496,117		$	9,631,274
Real Estate Investments
ACADIA REALTY TRUST		60,630		$	1,520,600
ALEXANDRIA REAL ESTATE EQUIT		18,340			1,271,329
AMERICAN ASSETS TRUST INC		36,900			1,030,617
AMERICAN CAMPUS COMMUNITIES		52,370			2,415,828
APARTMENT INVT + MGMT CO A		42,600			1,152,756
AVALONBAY COMMUNITIES INC		31,580			4,281,932
BOSTON PROPERTIES INC		64,240			6,797,234
BRE PROPERTIES INC		42,280			2,149,092
CAMDEN PROPERTY TRUST		25,240			1,721,620
COMMONWEALTH REIT		39,740			629,482
CORESITE REALTY CORP		38,070			1,053,016
DDR CORP		196,390			3,075,467
DIAMONDROCK HOSPITALITY CO		101,480			913,320
DIGITAL REALTY TRUST INC		66,570			4,519,437

82

The Goldman Sachs 401(k) Plan

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

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value			Current Value
DUKE REALTY CORP		196,440			2,724,623
EDUCATION REALTY TRUST INC		77,900			828,856
EQUITY LIFESTYLE PROPERTIES		23,630			1,590,063
EQUITY ONE INC		29,970			629,670
EQUITY RESIDENTIAL		148,390			8,409,261
ESSEX PROPERTY TRUST INC		26,720			3,918,488
EXCEL TRUST INC		66,870			847,243
EXTRA SPACE STORAGE INC		17,740			645,559
FIRST INDUSTRIAL REALTY TR		92,770			1,306,202
GENERAL GROWTH PROPERTIES		210,000			4,168,500
GLIMCHER REALTY TRUST		85,320			946,199
HCP INC		153,590			6,939,196
HEALTH CARE REIT INC		123,200			7,550,928
HIGHWOODS PROPERTIES INC		40,880			1,367,436
HOST HOTELS + RESORTS INC		246,700			3,865,789
ISTAR FINANCIAL INC		33,816			275,600
KIMCO REALTY CORP		268,640			5,190,125
LASALLE HOTEL PROPERTIES		121,400			3,082,346
LIBERTY PROPERTY TRUST		63,040			2,254,941
MACERICH CO/THE		112,210			6,541,843
MACK CALI REALTY CORP		65,110			1,700,022
MISSION WEST PROPERTIES		5,800			52,838
NATIONAL RETAIL PROPERTIES		120,430			3,757,416
OMEGA HEALTHCARE INVESTORS		69,660			1,661,391
PARKWAY PROPERTIES INC		29,430			411,726
PEBBLEBROOK HOTEL TRUST		41,660			962,346
PIEDMONT OFFICE REALTY TRU A		151,710			2,738,366
PLUM CREEK TIMBER CO		(24,570	)		(1,090,171	)
POST PROPERTIES INC		16,400			819,180
POTLATCH CORP		19,500			764,205
PROLOGIS INC		239,800			8,750,302
PS BUSINESS PARKS INC/CA		11,540			749,869
PUBLIC STORAGE		56,570			8,200,387
RLJ LODGING TRUST		58,720			1,137,406
SIMON PROPERTY GROUP INC		76,240			12,052,782
SL GREEN REALTY CORP		53,180			4,076,247
SOVRAN SELF STORAGE INC		10,700			664,470
SPIRIT REALTY CAPITAL INC		47,060			836,727
STAG INDUSTRIAL INC		43,200			776,304
SUNSTONE HOTEL INVESTORS INC		35,020			375,064
TANGER FACTORY OUTLET CENTER		117,350			4,013,370
TAUBMAN CENTERS INC		13,480			1,061,146
TWO HARBORS INVESTMENT CORP		71,400			791,112
UDR INC		223,740			5,320,527
VENTAS INC		126,650			8,196,788
VORNADO REALTY TRUST		55,090			4,411,607
WINTHROP REALTY TRUST		25,600			282,880
Total Real Estate Investments		4,716,126		$	169,088,905
Total Investments, at Fair Value		9,748,093,297		$	5,205,443,232
* Notes Receivable from Participants				$	29,839,756
Total Assets Held at End of Year				$	5,235,282,988

* Denotes party-in-interest

83

The Goldman Sachs 401(k) Plan

Schedule H, Line 4i — Schedule of Assets (Acquired and

Disposed of Within the Plan Year)

December 31, 2012

Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or Maturity Value	Shares/ Par Value		Costs of Acquisitions		Proceeds of Dispositions
Partner/Joint Venture Interests
BLACKSTONE GROUP LP		76,132	$	1,042,146	$	1,181,031
CARLYLE GROUP		12,079		263,674		266,420
CEDAR FAIR LP		18,258		447,267		453,327
CHESAPEAKE MIDSTREAM PARTNER		862		24,351		24,782
EQT MIDSTREAM PARTNERS LP		2,204		50,780		52,841
EV ENERGY PARTNER LP		1,658		104,199		98,404
JPMORGAN ALERIAN MLP INDEX ETN		15,923		632,311		632,639
LAZARD LRD-CL A		25,088		717,395		735,602
OAKTREE CAPITAL GROUP LLC		7,061		275,651		277,889
PETROLOGISTICS LP		1,102		18,136		18,124

84

The Goldman Sachs 401(k) Plan

Schedule H, Line 4j — Schedule of Reportable Transactions

December 31, 2012

Identity of party involved	Description of asset	Number of transactions		Purchase cost		Selling price		Cost of asset		Current value of asset on transaction date		Net gain or (loss)
SERIES:
Corporate Debt Instrument - All Other
PIMCO	SWU035GA4 TRS USD R E		5	$	155,646,796	$	—	$	—	$	279,338,509	$	—
PIMCO	SWU035GA4 TRS USD R E		4		—		123,691,713		125,525,987		279,338,509		(1,834,274	)
PIMCO	SWU035GA4 TRS USD P V 03MTBILL, Interest Rate: 1%, Maturity Date: 2/15/2013		4		125,525,987		—		—		281,172,783		—
PIMCO	SWU035GA4 TRS USD P V 03MTBILL, Interest Rate: 1%, Maturity Date: 2/15/2013		5		—		155,646,796		155,646,796		281,172,783		—

The above information was derived from data certified accurate and complete by State Street Bank& Trust Company, Trustee

85

The Goldman Sachs 401(k) Plan

Schedule G, Part 1 - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible

December 31, 2012

	(b)	(c)		Amount received during reporting year		(f)		(g) Detailed description of loan including dates of making and maturity, interest rate, the type and value of collateral,	Amount overdue
	Identity and address of obligor	Original amount		(d)	(e)	Unpaid balance at year end		any renegotiation of the loan and the terms of the	(h)		(i)
(a)		of loan (par value)		Principal	Interest			renegotiation and other material matters	Principal		Interest		Steps taken or will be taken to collect overdue amounts
	Ahern Rentals Inc, 4241 South Arville Street, Las Vegas, NV 89103, United States		484,000	—	—		484,000	Issue Date: 1/24/2006, Maturity Date: 8/15/2013,Collateral Type:SECURED,Interest Rate:9.25		—		85,187	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Edison Mission Energy, 18101 Von Karman Avenue, Suite 1700, Irvine, CA 92612-1046, United States		167,000	—	—		167,000	Issue Date: 11/20/2007, Maturity Date: 5/15/2017,Collateral Type:SR UNSECURED,Interest Rate:7		—		1,494	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Edison Mission Energy, 18101 Von Karman Avenue, Suite 1700, Irvine, CA 92612-1046, United States		95,000	—	—		95,000	Issue Date: 11/20/2007, Maturity Date: 5/15/2019,Collateral Type:SR UNSECURED,Interest Rate:7.2		—		874	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Edison Mission Energy, 18101 Von Karman Avenue, Suite 1700, Irvine, CA 92612-1046, United States		48,000	—	—		48,000	Issue Date: 11/9/2006, Maturity Date: 6/15/2013,Collateral Type:SR UNSECURED,Interest Rate:7.5		—		140	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Edison Mission Energy, 18101 Von Karman Avenue, Suite 1700, Irvine, CA 92612-1046, United States		736,000	—	—		736,000	Issue Date: 11/20/2007, Maturity Date: 5/15/2027,Collateral Type:SR UNSECURED,Interest Rate:7.625		—		7,171	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Edison Mission Energy, 18101 Von Karman Avenue, Suite 1700, Irvine, CA 92612-1046, United States		48,000	—	—		48,000	Issue Date: 11/9/2006, Maturity Date: 6/15/2016,Collateral Type:SR UNSECURED,Interest Rate:7.75		—		145	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Eastman Kodak Co, 343 State Street, Rochester, NY 14650-0218, United States		24,000	—	—		24,000	Issue Date: 3/5/2010, Maturity Date: 3/1/2018,Collateral Type:SECURED,Interest Rate:9.75		—		2,256	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Evergreen Solar Inc, 138 Bartlett Street, Marlboro, MA 01752, United States		16,947	—	—		16,947	Issue Date: 4/26/2010, Maturity Date: 4/15/2015,Collateral Type:SR SECURED,Interest Rate:13		—		3,084	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Evergreen Solar Inc, 138 Bartlett Street, Marlboro, MA 01752, United States		20,000	—	—		20,000	Issue Date: 7/2/2008, Maturity Date: 7/15/2013,Collateral Type:SR UNSECURED,Interest Rate:4		—		1,189	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Nortel Networks Corp, 5945 Airport Road, Suite 360, Mississauga, ON L4V 1R9, Canada		265,000	—	—		265,000	Issue Date: 1/25/2008, Maturity Date: 7/15/2011,Collateral Type:COMPANY GUARNT,Interest Rate:0		265,000		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	PMI Group Inc/The, 3003 Oak Road, Walnut Creek, CA 94597, United States		262,000	—	—		262,000	Issue Date: 4/30/2010, Maturity Date: 4/15/2020,Collateral Type:SR UNSECURED,Interest Rate:4.5		—		13,231	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	PMI Group Inc/The, 3003 Oak Road, Walnut Creek, CA 94597, United States		416,000	—	—		416,000	Issue Date: 9/18/2006, Maturity Date: 9/15/2016,Collateral Type:SR UNSECURED,Interest Rate:6		—		28,011	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	THQ Inc, 29903 Agoura Road, Agoura Hills, CA 91301, United States		196,000	—	—		196,000	Issue Date: 8/4/2009, Maturity Date: 8/15/2014,Collateral Type:SR UNSECURED,Interest Rate:5		—		327	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		239,000	—	—		239,000	Issue Date: 12/21/2006, Maturity Date: 12/23/2008,Collateral Type:SR UNSECURED,Interest Rate:0		239,000		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		252,000	—	—		252,000	Issue Date: 8/21/2006, Maturity Date: 8/21/2009,Collateral Type:SR UNSECURED,Interest Rate:0		252,000		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		67,000	—	—		67,000	Issue Date: 4/3/2006, Maturity Date: 4/3/2009,Collateral Type:SR UNSECURED,Interest Rate:0		67,000		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		3,050,000	—	—		3,050,000	Issue Date: 3/23/2007, Maturity Date: 3/23/2009,Collateral Type:SR UNSECURED,Interest Rate:0		3,050,000		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		441,000	—	—		441,000	Issue Date: 12/21/2005, Maturity Date: 12/23/2010,Collateral Type:SR UNSECURED,Interest Rate:0		441,000		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		9,000	—	—		9,000	Issue Date: 12/5/2007, Maturity Date: 12/5/2022,Collateral Type:SR UNSECURED,Interest Rate:0		—		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		363,000	—	—		363,000	Issue Date: 1/12/2007, Maturity Date: 1/12/2012,Collateral Type:SR UNSECURED,Interest Rate:0		363,000		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		11,000	—	—		11,000	Issue Date: 5/19/2008, Maturity Date: 5/19/2023,Collateral Type:SR UNSECURED,Interest Rate:0		—		—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		81,000	—	—		81,000	Issue Date: 6/22/2007, Maturity Date: 6/22/2022,Collateral Type:SR UNSECURED,Interest Rate:11		—		38,808	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		962,000	—	—		962,000	Issue Date: 10/25/2004, Maturity Date: 11/10/2009,Collateral Type:SR UNSECURED,Interest Rate:3.95		962,000		165,507	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		219,000	—	—		219,000	Issue Date: 7/13/2005, Maturity Date: 7/26/2010,Collateral Type:SR UNSECURED,Interest Rate:4.5		219,000		42,924	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		603,000	—	—		603,000	Issue Date: 2/25/2004, Maturity Date: 3/13/2014,Collateral Type:SR UNSECURED,Interest Rate:4.8		—		126,067	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		416,000	—	—		416,000	Issue Date: 1/12/2007, Maturity Date: 2/6/2012,Collateral Type:SR UNSECURED,Interest Rate:5.25		416,000		95,125	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		10,000	—	—		10,000	Issue Date: 9/20/2005, Maturity Date: 9/20/2030,Collateral Type:SR UNSECURED,Interest Rate:5.45		—		2,374	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		698,000	—	—		698,000	Issue Date: 3/29/2006, Maturity Date: 4/4/2016,Collateral Type:SR UNSECURED,Interest Rate:5.5		—		167,210	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		18,000	—	—		18,000	Issue Date: 3/4/2003, Maturity Date: 2/27/2020,Collateral Type:SR UNSECURED,Interest Rate:5.5		—		4,312	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		12,000	—	—		12,000	Issue Date: 9/27/2005, Maturity Date: 9/27/2030,Collateral Type:SR UNSECURED,Interest Rate:5.55		—		2,901	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		15,000	—	—		15,000	Issue Date: 2/25/2005, Maturity Date: 2/25/2030,Collateral Type:SR UNSECURED,Interest Rate:5.6		—		3,659	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		17,000	—	—		17,000	Issue Date: 3/15/2005, Maturity Date: 3/15/2030,Collateral Type:SR UNSECURED,Interest Rate:5.625		—		4,165	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		9,000	—	—		9,000	Issue Date: 8/16/2005, Maturity Date: 8/16/2030,Collateral Type:SR UNSECURED,Interest Rate:5.65		—		2,215	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		20,000	—	—		20,000	Issue Date: 11/23/2004, Maturity Date: 11/23/2029,Collateral Type:SR UNSECURED,Interest Rate:5.65		—		4,922	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		25,000	—	—		25,000	Issue Date: 12/14/2004, Maturity Date: 12/14/2029,Collateral Type:SR UNSECURED,Interest Rate:5.7		—		6,207	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		258,000	—	—		258,000	Issue Date: 5/16/2006, Maturity Date: 5/17/2013,Collateral Type:SR UNSECURED,Interest Rate:5.75		—		64,615	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		17,000	—	—		17,000	Issue Date: 10/25/2005, Maturity Date: 10/25/2030,Collateral Type:SR UNSECURED,Interest Rate:5.8		—		4,295	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
	Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019		9,000	—	—		9,000	Issue Date: 2/7/2006, Maturity Date: 2/7/2031,Collateral Type:SR UNSECURED,Interest Rate:5.9		—		2,313	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security

86

The Goldman Sachs 401(k) Plan

Schedule G, Part 1 - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible

December 31, 2012

Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	462,000	—	—	462,000	Issue Date: 4/4/1991, Maturity Date: 4/1/2011,Collateral Type:SR UNSECURED,Interest Rate:6	462,000	120,736	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	2,698,000	—	—	2,698,000	Issue Date: 7/19/2007, Maturity Date: 7/19/2012,Collateral Type:SR UNSECURED,Interest Rate:6	2,698,000	705,077	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	45,000	—	—	45,000	Issue Date: 5/30/2003, Maturity Date: 5/30/2023,Collateral Type:SR UNSECURED,Interest Rate:6	—	11,760	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	24,000	—	—	24,000	Issue Date: 7/30/2004, Maturity Date: 7/30/2034,Collateral Type:SR UNSECURED,Interest Rate:6	—	6,272	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	3,297,000	—	—	3,297,000	Issue Date: 9/26/2007, Maturity Date: 9/26/2014,Collateral Type:SR UNSECURED,Interest Rate:6.2	—	890,337	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	34,000	—	—	34,000	Issue Date: 5/25/2004, Maturity Date: 5/25/2029,Collateral Type:SR UNSECURED,Interest Rate:6.2	—	9,182	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	21,000	—	—	21,000	Issue Date: 2/13/2007, Maturity Date: 2/13/2037,Collateral Type:SR UNSECURED,Interest Rate:6.5	—	5,945	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	4,992,000	—	—	4,992,000	Issue Date: 1/10/2002, Maturity Date: 1/18/2012,Collateral Type:SR UNSECURED,Interest Rate:6.625	4,992,000	1,440,469	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	12,000	—	—	12,000	Issue Date: 9/5/2007, Maturity Date: 9/7/2032,Collateral Type:SR UNSECURED,Interest Rate:6.8	—	3,554	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	1,265,000	—	—	1,265,000	Issue Date: 4/24/2008, Maturity Date: 5/2/2018,Collateral Type:SR UNSECURED,Interest Rate:6.875	—	378,797	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	27,000	—	—	27,000	Issue Date: 9/28/2007, Maturity Date: 9/28/2037,Collateral Type:SR UNSECURED,Interest Rate:7	—	8,232	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	12,000	—	—	12,000	Issue Date: 11/14/2007, Maturity Date: 11/16/2037,Collateral Type:SR UNSECURED,Interest Rate:7	—	3,659	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	7,500,000	—	—	7,500,000	Issue Date: 11/1/1999, Maturity Date: 11/1/2009,Collateral Type:SR UNSECURED,Interest Rate:7.875	7,500,000	2,572,500	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	14,000	—	—	14,000	Issue Date: 1/3/2008, Maturity Date: 1/3/2023,Collateral Type:SR UNSECURED,Interest Rate:9.25	—	5,640	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	229,000	—	—	229,000	Issue Date: 12/28/2007, Maturity Date: 12/28/2022,Collateral Type:SR UNSECURED,Interest Rate:9.5	—	94,755	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	1,723,000	—	—	1,723,000	Issue Date: 5/25/2007, Maturity Date: 5/25/2010,Collateral Type:SR UNSECURED,Interest Rate:0	1,723,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	50,000	—	—	50,000	Issue Date: 3/5/2007, Maturity Date: 3/5/2010,Collateral Type:SR UNSECURED,Interest Rate:0	50,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	386,000	—	—	386,000	Issue Date: 4/5/2004, Maturity Date: 4/5/2011,Collateral Type:SR UNSECURED,Interest Rate:0	386,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	388,000	—	—	388,000	Issue Date: 5/4/2006, Maturity Date: 5/4/2011,Collateral Type:SR UNSECURED,Interest Rate:0	388,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	150,000	—	—	150,000	Issue Date: 5/19/2006, Maturity Date: 5/19/2016,Collateral Type:SR UNSECURED,Interest Rate:0	—	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	560,000	—	—	560,000	Issue Date: 7/20/2005, Maturity Date: 7/20/2012,Collateral Type:SR UNSECURED,Interest Rate:0	560,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	2,450,000	—	—	2,450,000	Issue Date: 9/28/2007, Maturity Date: 1/14/2009,Collateral Type:SR UNSECURED,Interest Rate:0	2,450,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	43,000	—	—	43,000	Issue Date: 10/25/2006, Maturity Date: 10/25/2011,Collateral Type:SR UNSECURED,Interest Rate:0	43,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	374,000	—	—	374,000	Issue Date: 11/9/2004, Maturity Date: 11/9/2009,Collateral Type:SR UNSECURED,Interest Rate:0	374,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	2,546,000	—	—	2,546,000	Issue Date: 3/9/2005, Maturity Date: 3/9/2015,Collateral Type:SR UNSECURED,Interest Rate:4	—	443,570	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	922,000	—	—	922,000	Issue Date: 5/4/2006, Maturity Date: 5/4/2011,Collateral Type:SR UNSECURED,Interest Rate:4	922,000	160,633	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	922,000	—	—	922,000	Issue Date: 5/4/2006, Maturity Date: 5/4/2011,Collateral Type:SR UNSECURED,Interest Rate:4	922,000	160,633	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	328,000	—	—	328,000	Issue Date: 7/18/2006, Maturity Date: 7/18/2011,Collateral Type:SR UNSECURED,Interest Rate:5.75	328,000	82,146	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	306,000	—	—	306,000	Issue Date: 5/26/2006, Maturity Date: 4/25/2011,Collateral Type:SR UNSECURED,Interest Rate:5.75	306,000	76,636	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	220,000	—	—	220,000	Issue Date: 8/15/2000, Maturity Date: 8/15/2010,Collateral Type:SR UNSECURED,Interest Rate:7.875	220,000	75,460	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	649,000	—	—	649,000	Issue Date: 3/17/2006, Maturity Date: 3/17/2011,Collateral Type:SR UNSECURED,Interest Rate:0	649,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	649,000	—	—	649,000	Issue Date: 3/17/2006, Maturity Date: 3/17/2011,Collateral Type:SR UNSECURED,Interest Rate:0	649,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	1,350,000	—	—	1,350,000	Issue Date: 5/10/2007, Maturity Date: 5/10/2012,Collateral Type:SR UNSECURED,Interest Rate:0	1,350,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	1,350,000	—	—	1,350,000	Issue Date: 5/10/2007, Maturity Date: 5/10/2012,Collateral Type:SR UNSECURED,Interest Rate:0	1,350,000	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	326,000	—	—	326,000	Issue Date: 6/12/2006, Maturity Date: 6/12/2013,Collateral Type:SR UNSECURED,Interest Rate:0	—	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	509,000	—	—	509,000	Issue Date: 1/16/2004, Maturity Date: 1/16/2014,Collateral Type:SR UNSECURED,Interest Rate:4.75	—	105,306	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	400,000	—	—	400,000	Issue Date: 6/27/2007, Maturity Date: 6/27/2014,Collateral Type:SR UNSECURED,Interest Rate:5.125	—	89,289	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	400,000	—	—	400,000	Issue Date: 6/27/2007, Maturity Date: 6/27/2014,Collateral Type:SR UNSECURED,Interest Rate:5.125	—	89,289	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security

87

The Goldman Sachs 401(k) Plan

Schedule G, Part 1 - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible

December 31, 2012

Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	200,000	—	—	200,000	Issue Date: 10/17/2007, Maturity Date: 10/17/2012,Collateral Type:SR UNSECURED,Interest Rate:5.375	200,000	46,822	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
Lehman Brothers Holdings Inc, 745 Seventh Avenue, New York, NY 10019	116,000	—	—	116,000	Issue Date: 5/10/2001, Maturity Date: 5/10/2011,Collateral Type:SR UNSECURED,Interest Rate:6.375	116,000	32,209	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
MKP Vela CBO Ltd	440,006	—	—	440,006	Issue Date: 11/16/2006, Maturity Date: 12/10/2046,Collateral Type:CF-CDO,Interest Rate:0.7306	���	13,868	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
AERO INVENTORY PLC, 30 Lancaster Rd, New Barnet, Hertfordshire EN4 8AP	2,296,809	—	—	2,296,809	Issue Date: 2/15/08, Maturity Date: 2/15/13, Collateral Type: SR SECURED, Int Rate: L+3.0%	—	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security
SAAD INVESTMENTS COMPANY LIMITED, PO Box 309GT, Ugland House, South Church St, Georgetown, Grand Cayman, Cayman Islands	25,324	—	—	25,324	Issue Date: 8/24/07, Maturity Date: 8/24/12, Collateral Type: SR SECURED, Int Rate: L+1.10%	—	—	We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective security

88

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/ Christopher Ceder
Name:    Christopher Ceder
By:	/s/ Edina Jung
Name:    Edina Jung
By:	/s/ Michael Perloff
Name:    Michael Perloff

Date: July 1, 2013

INDEX TO EXHIBITS

Exhibit No.	Description
23	Consent of PricewaterhouseCoopers LLP, Independent Registered Public Accounting Firm