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, 2013.

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, 2013 and 2012

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

The Goldman Sachs 401(k) Plan

Index

December 31, 2013 and 2012

	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)		26–80
Schedule H, Line 4i — Schedule of Assets (Acquired and Disposed of Within the Plan Year)		81
Schedule H, Line 4j — Schedule of Reportable Transactions		82
Schedule G, Part  1 — Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible		83-84
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, 2013 and December 31, 2012, 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 schedules 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. These supplemental schedules are the responsibility of the Plan’s management. The supplemental schedules have been subjected to the auditing procedures applied in the audits 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

June 30, 2014

1

The Goldman Sachs 401(k) Plan

Statements of Net Assets Available for Benefits

December 31, 2013 and 2012

	As of December
in thousands	2013		2012
Assets
Investment assets at fair value (Note 3)	$	6,345,441	$	5,394,649
Receivables:
Employee contributions		5,017		4,840
Employer contributions, net		96,826		90,445
Notes receivable from participants		28,199		29,840
Interest and dividends		5,624		4,684
Due from brokers and other receivables		174,733		159,087
Total receivables		310,399		288,896
Total assets		6,655,840		5,683,545
Liabilities
Investment liabilities at fair value (Note 3)		215,140		189,206
Due to brokers and other payables		58,784		42,346
Accrued expenses		38,708		25,473
Total liabilities		312,632		257,025
Net assets reflecting all investments at fair value		6,343,208		5,426,520
Adjustment from fair value to contract value for fully benefit-responsive investment contracts		—		(6,740	)
Net assets available for benefits	$	6,343,208	$	5,419,780

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, 2013 and 2012

	Year Ended December
in thousands	2013			2012
Additions
Investment income:
Net appreciation in the fair value of investments (Note 3)	$	852,391		$	557,960
Interest and dividends		123,961			75,981
Less: Investment management fees and other expenses		(52,943	)		(40,440	)
Total investment income		923,409			593,501
Interest income on notes receivable from participants		1,181			1,148
Contributions:
Employee		183,700			172,728
Employer, net		96,826			90,445
Total contributions		280,526			263,173
Total additions		1,205,116			857,822
Deductions
Benefits paid		371,302			377,169
Total deductions		371,302			377,169
Net increase in net assets available for benefits before transfer from Archon Group, L.P. 401(k) Plan		833,814			480,653
Transfers from Archon Group, L.P. 401(k) Plan (Note 1)		89,614			—
Net increase in net assets available for benefits after transfer from Archon Group, L.P. 401(k) Plan		923,428			480,653
Net assets available for benefits
Beginning of year		5,419,780			4,939,127
End of year	$	6,343,208		$	5,419,780

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

3

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

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 April 16, 2013, for a more complete description of the Plan’s provisions. Items referenced in italics 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.

Effective January 1, 2013, the Archon Group, L.P. 401(k) Plan (the Archon Plan) was merged into the Plan. All assets were transferred into the Plan at fair value as of January 1, 2013.

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 has two named fiduciaries, the Administrative Committee and the Retirement Committee. The Administrative Committee is responsible for interpreting the terms and conditions of the Plan that relate to the administration of the Plan. The Retirement Committee monitors the investment objectives and performance of the Plan’s individual investment options. The Retirement Committee consists of employees of the firm or its affiliates, including, in some cases, senior employees 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 can be allocated to mutual funds, collective trusts, separately managed accounts and a bank deposit account. 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 Retirement 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.

4

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

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.

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 2013 and December 2012, forfeited unvested accounts totaled $150,000 and $135,000, respectively, and, in part, have been used to reduce “Employer contributions, net.”

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).

5

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

Note 2.

Summary of Significant Accounting Policies

Basis of Presentation

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

All references to December 2013 and December 2012 refer to the Plan years ended, or the dates, as the context requires, December 31, 2013 and December 31, 2012, respectively.

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’s 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.

Employer Contributions

The employer contributions receivable is presented net of forfeited unvested account balances in “Employer contributions, net.”

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 invests in various investment options, which include investments in equities, fixed income securities, individual guaranteed investment contracts, currency and commodities, futures, forwards, options, other derivative contracts, real estate investment trusts and bank deposits.

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 management fees charged by managers of mutual funds and collective trust funds are borne by the Plan, and are included in “Net appreciation in fair value of investments.” Except in connection with the separate account managers described in the next paragraph, investment management fees charged by managers of separately managed accounts are borne by the Plan and included in “Investment management fees and other expenses.”

6

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

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, and investment advisory fees paid to Rocaton Investment Advisors, which advises the Retirement Committee in connection with the Committee’s selection and oversight of Plan investment options, are paid by the Plan, unless paid by the firm. These Plan expenses are included in “Investment management fees and other expenses.”

Investments

The investments of the Plan are reported at fair value (as defined in Note 4).

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.

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

Investments within separately managed accounts are described below:

Mutual funds and collective trust funds, as described above, may be investments held within separately managed accounts.

Cash and short-term investments include cash and short-term interest-bearing investments with initial maturities of three months or less. Short-term investments are recorded at fair value.

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 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.

7

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

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

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

Due From Broker and Other Receivables and Due to Broker and Other Payables

“Due from brokers and other receivables” and “Due to brokers and other payables” 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. Certain of the Plan’s securities held by the clearing brokers or prime brokers are pledged to the brokers on terms that permit them to repledge the securities to others, subject to certain limitations. Securities held at custodians under custody agreements cannot be repledged to others by the custodian.

Recent Accounting Development

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 was effective for periods beginning on or after January 1, 2013. The Plan adopted the standard on January 1, 2013. Since these amended principles require only additional disclosures concerning offsetting and related arrangements, adoption did 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, 2013 and 2012

Note 3.

Investments at Fair Value

The table below presents a summary of the fair value of the Plan’s net investments.

	As of December
in thousands	2013		2012
Assets
Bank deposit	$	266,526	$	—
Mutual funds		1,646,091		1,507,237
Collective trusts		1,978,275		1,451,179
Managed accounts:
Cash and short-term investments		11,346		30,890
Stable value fund		—		561,537
Fixed income securities		376,413		394,514
Common and preferred stocks		1,704,840		1,243,780
Mutual funds		7,028		7,411
Collective trusts		141,775		—
Real estate investment trusts		180,183		170,179
Derivatives		32,964		27,922
Total investment assets at fair value	$	6,345,441	$	5,394,649
Liabilities
Managed accounts:
Derivatives	$	32,366	$	24,085
Investments sold, but not yet purchased, at fair value:
Cash and short-term investments		29		—
Fixed income securities		15,452		12,093
Common and preferred stocks		165,122		151,938
Real estate investment trusts		2,171		1,090
Total investment liabilities at fair value	$	215,140	$	189,206

9

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

The table below presents the net appreciation/(depreciation) in the fair value of investments (including gains and losses on investments bought, sold, and held during the year).

	Year Ended December
in thousands	2013			2012
Net appreciation/(depreciation) in the fair value of investments
Mutual funds	$	84,162		$	107,606
Collective trusts		364,024			191,807
Managed accounts:
Cash and short-term investments		2,782			(2,455	)
Fixed income securities		28,073			50,486
Common and preferred stocks		377,340			196,734
Collective trusts		558			—
Real estate investment trusts		126			2,940
Derivatives		(4,674	)		10,842
Total net appreciation in fair value of investments	$	852,391		$	557,960

The table below 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
	2013		2012
State Street Global Advisors S&P 500 Flagship Securities Non-Lending Fund	$	685,714	$	492,691
Goldman Sachs Financial Square Money Market Fund		380,217		379,367
Goldman Sachs Mid Cap Value Fund		350,732		263,638	*

* Represented less than 5% of net assets available for benefits as of December 2012.

10

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

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, credit spreads, and funding 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 or firm) and the relationship of recent market activity to the prices provided from alternative pricing sources.

11

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

The investment managers and custodian, on behalf of the Plan, use independent pricing sources to value plan assets traded on exchanges and independent quoted prices or developed models for all assets not traded on exchanges. Investment managers review their valuation approaches on an ongoing basis and revise as necessary based on changing market conditions to ensure their valuations represent a fair value. These valuation approaches are periodically reviewed by the Plan sponsor staff.

Total Plan investment assets at fair value classified within level 3 as of December 2013 and December 2012 were $94.6 million and $620.9 million, respectively, which in 2012 primarily consisted of the Plan’s Stable Value Fund. As of December 2013 and December 2012, such amounts were approximately 1.5% and 12%, respectively, of “Investment assets at fair value.” See Note 3 for further information about net investments at fair value.

12

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

Fair Value of 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 2013
in thousands	Level 1			Level 2		Level 3			Total
Bank deposit	$	266,526		$	—	$	—		$	266,526
Mutual funds:
Money market		451,840			—		—			451,840
Fixed income		463,122			—		—			463,122
Large cap		123,753			—		—			123,753
Mid cap		350,732			—		—			350,732
International		256,644			—		—			256,644
Total mutual funds		1,646,091			—		—			1,646,091
Collective trusts:
Fixed income		28,239			—		—			28,239
Large cap		927,188			—		—			927,188
Mid cap		159,823			—		—			159,823
Small cap		155,987			—		—			155,987
International		—			154,158		—			154,158
Asset allocation		552,880			—		—			552,880
Total collective trusts		1,824,117			154,158		—			1,978,275
Managed accounts:
Cash and short-term investments		8,146			3,200		—			11,346
Fixed income securities		122,450			173,631		80,332	2		376,413
Common and preferred stocks		1,672,983			18,359		13,498	3		1,704,840
Mutual funds		7,028	1		—		—			7,028
Collective trusts		141,775	1		—		—			141,775
Real estate investment trusts		180,183			—		—			180,183
Derivatives		—			32,210		754	4		32,964
Total managed accounts		2,132,565			227,400		94,584			2,454,549
Total investment assets at fair value	$	5,869,299		$	381,558	$	94,584		$	6,345,441

1 Principally consists of fixed income securities.

2 Principally consists of collateralized debt obligations.

3 Principally consists of private equity investments.

4 Principally consists of equity swaps.

13

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

	Investment Liabilities at Fair Value as of December  2013
in thousands	Level 1		Level 2		Level 3		Total
Managed accounts:
Derivatives	$	—	$	32,366	$	—	$	32,366
Investments sold, but not yet purchased, at fair value:
Cash and short-term investments		29		—		—		29
Fixed income securities		875		14,571		6		15,452
Common and preferred stocks		163,049		2,073		—		165,122
Real estate investment trusts		2,171		—		—		2,171
Total investment liabilities at fair value	$	166,124	$	49,010	$	6	$	215,140

14

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

	Investment Assets at Fair Value as of December 2012
in thousands	Level 1			Level 2		Level 3			Total
Mutual funds:
Money market	$	432,385		$	—	$	—		$	432,385
Fixed income		545,652			—		—			545,652
Large cap		83,893			—		—			83,893
Mid cap		263,638			—		—			263,638
International		181,669			—		—			181,669
Total mutual funds		1,507,237			—		—			1,507,237
Collective trusts:
Fixed income		43,679			—		—			43,679
Large cap		655,315			—		—			655,315
Mid cap		105,926			—		—			105,926
Small cap		98,711			—		—			98,711
International		—			156,573		—			156,573
Asset allocation		390,975			—		—			390,975
Total collective trusts		1,294,606			156,573		—			1,451,179
Managed accounts:
Cash and short-term investments		5,790			25,100		—			30,890
Stable value fund		4,987			—		556,550	2		561,537
Fixed income securities		99,443			232,911		62,160	3		394,514
Common and preferred stocks		1,229,515			12,042		2,223	4		1,243,780
Mutual funds		7,411	1		—		—			7,411
Real estate investment trusts		170,179			—		—			170,179
Derivatives		—			27,922		—			27,922
Total managed accounts		1,517,325			297,975		620,933			2,436,233
Total investment assets at fair value	$	4,319,168		$	454,548	$	620,933		$	5,394,649

1 Principally consists of fixed income securities.

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

3 Principally consists of collateralized debt obligations.

4 Principally consists of private equity investments.

15

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

	Investment Liabilities at Fair Value as of December  2012
in thousands	Level 1		Level 2		Level 3		Total
Managed accounts:
Derivatives	$	—	$	24,085	$	—	$	24,085
Investments sold, but not yet purchased, at fair value:
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

Transfers Between Levels of the Fair Value Hierarchy

Transfers between levels of the fair value hierarchy are reported at the beginning of the reporting period in which they occur.

During the year ended December 2013, transfers into level 2 from level 1 of investments were $8.3 million, reflecting transfers of preferred stock due to decreased market activity in these instruments. During the year ended December 2013, transfers into level 1 from level 2 of investments were $1.9 million, reflecting transfers of U.S government and federal agency obligations, due to increased market activity in these instruments.

During the year ended December 2012, transfers into level 2 from level 1 of investments were $2.2 million, primarily reflecting transfers of non-U.S. government obligations, due to decreased market activity in these instruments. During the year ended December 2012, transfers into level 1 from level 2 of investments were $1.3 million, reflecting transfers of short non-U.S. sovereign debt due to increased market activity in these instruments.

16

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

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 period:

	Level 3 Investment Assets at Fair Value for the
	Year Ended December 2013
in thousands	Stable Value Fund			Fixed Income         Securities			Common and         Preferred Stock			Derivative Assets			Total
Balance, beginning of year	$	556,550		$	62,160		$	2,223		$	—		$	620,933
Net realized gains1		—			4,264			59			44			4,367
Net unrealized gains/(losses) relating to instruments still held at year-end1		—			2,865			(542	)		354			2,677
Purchases		6,527			32,956			11,817			42			51,342
Sales		(563,077	)		(20,070	)		(59	)		—			(583,206	)
Settlements		—			(10,334	)		—			(44	)		(10,378	)
Transfers into level 3		—			9,931			—			358			10,289
Transfers out of level 3		—			(1,440	)		—			—			(1,440	)
Balance, end of year	$	—		$	80,332		$	13,498		$	754		$	94,584

¹  Gains and losses (realized and unrealized) are included in “Net appreciation in the fair value of investments” in the statement of changes in net assets available for benefits.

Transfers into level 3 of $10.3 million during 2013 primarily reflected transfers of bank loans, included in fixed income securities, from level 2 primarily due to reduced price transparency as a result of a lack of market evidence, including market transactions in these instruments.

Transfers out of level 3 of $1.4 million during 2013 primarily reflected transfers of certain collateralized loan obligations and bank loans, included in fixed income securities, into level 2 primarily due to increased price transparency as a result of market evidence, including market transactions in these instruments.

17

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

	Level 3 Investment Assets at Fair Value for the
	Year Ended December 2012
in thousands	Stable Value Fund			Fixed Income         Securities			Common and Preferred Stock			Total
Balance, beginning of year	$	596,195		$	36,710		$	2,215		$	635,120
Net realized gains1		—			2,591			—			2,591
Net unrealized gains relating to instruments still held at year-end1		5,922			7,577			30			13,529
Purchases		6,439			28,053			—			34,492
Sales		(52,006	)		(11,739	)		(22	)		(63,767	)
Settlements		—			(6,059	)		—			(6,059	)
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) are included in “Net appreciation in the fair value of investments” in the statement of changes in net assets available for benefits.

Transfers into level 3 of $5.0 million during 2012 primarily reflected transfers of certain collateralized loan obligations and bank loans, included in fixed income securities, from level 2 primarily due to a reduced price transparency as a result of a lack of market evidence, including market transactions in these instruments.

Except for the Plan’s Stable Value Fund (see Note 5) which was closed effective June 1, 2013, level 3 investments are valued primarily using unadjusted broker quotations.

18

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

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 to reconcile to contract value. The statements of changes in net assets available for Plan benefits are prepared on a contract value basis.

Effective June 1, 2013, the Plan’s Stable Value Fund (the Stable Value Fund) was closed, and its underlying synthetic guaranteed investment contracts (GICs) 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.

The Stable Value Fund invested in synthetic 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 Stable Value Fund. The assets underlying the Stable Value 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). The wrap contracts were obligated to provide an interest crediting rate not less than zero. These contracts provided that realized and unrealized gains and losses on the underlying assets were not reflected immediately in the net assets of the Stable Value Fund, but rather were 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 guaranteed that all qualified participant withdrawals would occur at contract value.

The Stable Value Fund owned units of the Goldman Sachs Financial Square Money Market Fund, which served as the Stable Value Fund’s short-term liquidity vehicle.

Crediting Rate Calculation Methodology

The Stable Value Fund used 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

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

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.

19

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

Average Yield Calculation

The table below presents the average yields earned by the Stable Value Fund.

	Year Ended December
	2013			2012
Based on actual earnings1		0.07%			0.54%
Based on interest rate credited to participants2		6.41%	3		0.96%

1 Computed by dividing the annualized one-day actual earnings of the Stable Value Fund on the last day of the Plan Year, or June 1 for 2013, by the fair value of the investments of the Stable Value Fund on the same date.

2 Computed by dividing the annualized one-day earnings credited to participants in the Stable Value Fund on the last day of the Plan Year, or June 1 for 2013, by the fair value of the investments of the Stable Value Fund on the same date.

3 Rate is for the period January 1, 2013 through June 1, 2013 (the date on which the Stable Value Fund was closed). In connection with the Stable Value Fund’s closure, the interest rate credited to participants for the period reflects the amortization of realized gains associated with the redemption of the Stable Value Fund’s underlying investments.

20

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

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 Large Cap Value Fund, and Goldman Sachs Mid Cap Value Fund, each of which is an investment company registered under the Investment Company Act of 1940. In 2012, the Goldman Sachs Capital Growth Fund, the Goldman Sachs Growth Opportunities Fund, and the Goldman Sachs Real Estate Securities Fund were removed as investment options within the Plan. No fees were paid for the years ended December 2013 and December 2012, or were payable by the Plan as of December 2013 and December 2012, for investment management services relating to any of these funds; however, investment advisory fees may be paid from the funds to the firm or its affiliates.

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 prior to June 1, 2013 (date which the Stable Value Fund was closed).

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 2013 and December 2012, the Plan’s interest in the Company Stock Fund represented 643,414 and 670,226 shares of the firm’s common stock with a fair market value of $114.1 million and $85.5 million respectively. Purchases of $4.5 million and $5.7 million and sales of $8.8 million and $7.2 million of the firm’s common stock were made through the Company Stock Fund during the years ended December 2013 and December 2012, respectively. The Company Stock Fund is managed by an affiliate of the Trustee.

GSAM Stable Value, LLC (GSAM Stable Value, formerly called Dwight), an affiliate of the firm, managed the Stable Value Fund. Effective May 15, 2012 (the date in which GSAM acquired Dwight), the Plan was no longer required to pay fees to GSAM Stable Value for acting as the stable value manager. Because this investment option included collective trust funds that were subadvised by GSAM Stable Value and sponsored by Goldman Sachs Trust Company, N.A. (GSTC), these investments were classified as Related Party Transactions following GSAM’s acquisition of GSAM Stable Value. Investment advisory fees were permitted to be paid from the collective trust funds to GSTC, and were permitted to be shared with GSAM Stable Value and other affiliates.

Effective June 1, 2013, GSAM Stable Value also manages a laddered fixed income investment option in the Plan. No fees are paid to GSAM Stable Value for acting as the laddered fixed income investment manager. Because this investment option includes collective investment funds that are subadvised by GSAM Stable Value and sponsored by GSTC, these investments are classified as Related Party Transactions. Investment advisory fees are permitted to be paid from the collective investment funds to GSTC, and may be shared with GSAM Stable Value and other affiliates.

Effective June 1, 2013, GS Bank, an affiliate of the firm, has a deposit obligation under the Plan’s bank deposit investment option to the Plan. No fees were paid for the year ended December 2013, or were payable by the Plan as of December 2013, for bank deposit obligations.

21

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

Note 7.

Plan Termination

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

Note 8.

Income Tax Status

The Internal Revenue Service has determined and informed the firm by a letter dated 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 tables below present the reconciliations from the Plan’s financial statements to the Form 5500.

	As of December
in thousands	2013			2012
Net assets available for benefits, per statements of net assets available for benefits	$	6,343,208		$	5,419,780
Add adjustment from contract value to fair value		—			6,740
Reduce by amounts allocated to withdrawing participants		(23,251	)		(29,402	)
Net assets, per the Form 5500	$	6,319,957		$	5,397,118
	Year Ended December
in thousands	2013			2012
Benefits paid, per statements of changes in net assets available for benefits	$	371,302		$	377,169
Add amounts allocated to withdrawing participants, end of year		23,251			29,402
Reduce for amounts allocated to withdrawing participants, beginning of year		(29,402	)		(29,732	)
Benefits paid to participants, per the Form 5500	$	365,151		$	376,839

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 2013 and December 2012, but had not yet been paid as of that date.

22

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

	Year Ended December
in thousands	2013			2012
Total net appreciation, per statements of changes in net assets available for benefits	$	852,391		$	557,960
Reduce prior year adjustments from fair value to contract value for fully benefit-responsive investment contracts		(6,740	)		(818	)
Add adjustments from contract value to fair value for fully benefit-responsive investment contracts		—			6,740
Total net appreciation, per the Form 5500	$	845,651		$	563,882

Note 10.

Financial Instruments with Off-Balance Sheet Risk

In accordance with the investment strategy of the separately managed accounts, the Plan’s investment managers execute transactions in various financial instruments that may give rise to varying degrees of off-balance sheet market and credit risk, including derivatives. Derivatives are instruments that derive their value from underlying asset prices, indices, reference rates and other inputs, or a combination of these factors. Derivatives may be 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 the obligation, to purchase from or sell to the option writer financial instruments, commodities or currencies within a defined time period for a specified price.

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.

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.

23

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

Derivatives are accounted for at fair value. Derivatives are recorded on a gross basis in the statements of net assets available for benefits. The tables below present the fair value and the notional amount of derivative contracts by major product type on a gross basis. Gross fair values exclude the effects of both counterparty netting and collateral, and therefore are not representative of the Plan’s exposure. The tables below also present the amounts of counterparty netting and collateral that have not been offset in the statements of net assets available for benefits. 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 2013
	Derivative			Derivative			Notional
Type of Derivative Exposure	Assets			Liabilities			Amount
Interest rates	$	515		$	670		$	210,802
Credit		1,072			1,651			42,515
Currencies		4,568			4,325			277,801
Commodities		535			585			71,888
Equities		26,274			25,135			1,807,849
Gross fair value/notional amount of derivatives	$	32,964		$	32,366		$	2,410,855
Amounts that have not been offset in the statement of net assets available for benefits:
Counterparty netting		(14,193	)		(14,193	)
Collateral received/posted		(736	)		(9,396	)
Total	$	18,035		$	8,777

24

The Goldman Sachs 401(k) Plan

Notes to Financial Statements

December 31, 2013 and 2012

in thousands	As of December 2012
	Derivative			Derivative			Notional
Type of Derivative Exposure	Assets			Liabilities			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
Gross fair value/notional amount of derivatives	$	27,922		$	24,085		$	1,170,570
Amounts that have not been offset in the statement of net assets available for benefits:
Counterparty netting		(13,364	)		(13,364	)
Collateral received/posted		(1,058	)		(4,037	)
Total	$	13,500		$	6,684

The table below presents the Plan’s net appreciation/(depreciation) in the fair value of derivatives (including gains and losses on derivatives bought, sold, and held during the year):

	Appreciation/(Depreciation)
in thousands	for the Year Ended December
Type of Derivative Exposure	2013			2012
Interest rates	$	2,792		$	11,754
Credit		(562	)		(2,533	)
Currencies		(1,078	)		(2,224	)
Commodities		145			314
Equities		(5,971	)		3,531
						��
Total	$	(4,674	)	$	10,842

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. Substantially 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 2013 and December 2012, 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.

25

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
Bank Deposits
GS BANK DEPOSIT		266,525,724		$	266,525,724
Total Bank Deposits		266,525,724		$	266,525,724
Collective Trusts
STATE STREET GLOBAL ADVISORS/S&P 500 FLAGSHIP SECURITIES NON-LENDING FUND		18,100,364		$	685,714,178
STATE STREET GLOBAL ADVISORS/EMERGING MARKETS INDEX SECURITIES NON-LENDING FUND		5,796,472			154,157,175
STATE STREET GLOBAL ADVISORS/S&P MID CAP INDEX SECURITIES NON-LENDING FUND		6,660,145			159,823,493
STATE STREET GLOBAL ADVISORS/RUSSELL 2000 INDEX SECURITIES NON-LENDING FUND		7,358,586			155,987,310
BLACKROCK/EQUITY VALUE FUND		6,180,965			136,376,816
BLACKROCK/EQUITY GROWTH FUND		6,072,671			105,097,282
BLACKROCK/20+ TREASURY BOND FUND		885,490			28,238,733
BLACKROCK/LIFEPATH INDEX ET NL FUND		1,270,452			13,728,124
BLACKROCK/LIFEPATH INDEX 2015 NL FUND		1,459,672			15,963,852
BLACKROCK/LIFEPATH INDEX 2020 NL FUND		3,204,210			35,950,600
BLACKROCK/LIFEPATH INDEX 2025 NL FUND		5,527,561			63,400,567
BLACKROCK/LIFEPATH INDEX 2030 NL FUND		5,563,707			65,026,379
BLACKROCK/LIFEPATH INDEX 2035 NL FUND		6,853,528			81,461,715
BLACKROCK/LIFEPATH INDEX 2040 NL FUND		7,804,570			94,137,167
BLACKROCK/LIFEPATH INDEX 2045 NL FUND		8,455,701			103,506,231
BLACKROCK/LIFEPATH INDEX 2050 NL FUND		6,427,295			79,704,886
Total Collective Trusts		97,621,389		$	1,978,274,509
Mutual Funds
GOLDMAN SACHS FINANCIAL SQUARE MONEY MARKET FUND		380,216,638		$	380,216,638
GOLDMAN SACHS MID CAP VALUE FUND		7,894,035			350,731,994
GOLDMAN SACHS HIGH YIELD FUND		20,863,643			148,966,409
VANGUARD INFLATION-PROTECTED SECURITIES FUND		7,799,408			80,879,860
WESTERN ASSET CORE PLUS BOND FUND		7,720,300			86,390,154
GOLDMAN SACHS LARGE CAP VALUE FUND		7,370,632			123,752,906
GOLDMAN SACHS SHORT DURATION GOVERNMENT FUND		6,912,069			70,157,504
GOLDMAN SACHS CORE FIXED INCOME FUND		4,886,918			50,286,386
GOLDMAN SACHS FINANCIAL SQUARE TREASURY OBLIGATIONS FUND		71,623,564			71,623,564
ASHMORE EMERGING MARKETS LOCAL CURRENCY BOND FUND		2,951,061			26,441,510
DODGE & COX INTERNATIONAL STOCK FUND		970,911			41,788,004
GMO INTERNATIONAL INTRIN IV		8,412,525			214,855,888
Total Mutual Funds		527,621,704		$	1,646,090,817
Managed Accounts
Collective Trusts
DWIGHT TERM FUND 2013		643			6,608,769
DWIGHT TERM FUND 2014		3,083		$	32,532,439
DWIGHT TERM FUND 2015		3,165			34,139,706
DWIGHT TERM FUND 2016		3,421			35,508,838
DWIGHT TERM FUND 2017		3,323			32,985,059
Total Collective Trusts		13,635		$	141,774,811
Mutual Funds
PIMCO FDS SHORT TERM FLTG NAV		702,123		$	7,028,251
Total Mutual Funds		702,123		$	7,028,251
Common Stock
21VIANET GROUP INC-ADR		5,934		$	139,568
3D SYSTEMS CORP		(13,056	)		(1,213,294)
3M CO		7,970			1,117,793
500.COM LTD-CLASS A-ADR		2,210			78,168
AAC TECHNOLOGIES HOLDINGS IN		148,415			720,661
ABBOTT LABORATORIES		18,025			690,898
ACCENTURE PLC CL A		500			41,110
ACCESS MIDSTREAM PARTNERS LP		1,528			86,454
ACE LTD		(2,251	)		(233,046)
ACTAVIS PLC		50,384			8,464,512
ACUITY BRANDS INC		16,610			1,815,805
ADIDAS AG		(8,690	)		(1,106,369)
ADOBE SYSTEMS INC		115,210			6,898,743
ADT CORP/THE		(23,270	)		(941,737)
ADVANCE PURCHASE		89,000			8,900,000
ADVANCED MICRO DEVICES		(203,470	)		(787,429)
AERIE PHARMACEUTICALS INC		19,000			341,240
AEROPOSTALE INC		21,300			193,617
AETNA INC		100			6,859
AFRICAN BANK INVESTMENTS LTD		182,629			210,114
AGCO CORP		(3,153	)		(186,626)
AGILE PROPERTY HOLDINGS LTD		152,000			162,893
AGIOS PHARMACEUTICALS INC		8,216			196,773
AHERN RENTALS INC CVR		547			547

26

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
AIA GROUP LTD		1,812,200			9,091,277
AIR LIQUIDE SA		27,400			3,881,298
AIR METHODS CORP		(2,108	)		(122,812)
AIR PRODUCTS + CHEMICALS INC		64,341			7,192,037
AIRASIA BHD		309,102			207,609
AIRGAS INC		100			11,185
AK STEEL HOLDING CORP		28,600			234,520
AKAMAI TECHNOLOGIES INC		9,500			448,210
AKFEN HOLDING A S		64,104			126,806
ALCOA INC		(127,105	)		(1,351,126)
ALEXANDER + BALDWIN INC		32,750			1,366,658
ALEXION PHARMACEUTICALS INC		24,199			3,219,919
ALIOR BANK SA		9,701			261,923
ALL AMERICA LATINA LOGISTICA		183,700			510,786
ALLEGION PLC		71,675			3,167,318
ALLERGAN INC		47,000			5,220,760
ALLETE INC		18,100			902,828
ALLIANCE DATA SYSTEMS CORP		1,900			499,567
ALLIANZ SE REG		22,700			4,077,277
ALLIANZ SE-REG		(4,400	)		(788,216)
ALLSCRIPTS HEALTHCARE SOLUTI		91,920			1,421,083
ALLY PRIV		141			1,050,450
ALPHA NATURAL RESOURCES INC		(69,514	)		(496,330)
ALROSA AO		693,059			753,432
ALTISOURCE PORTFOLIO SOL		42,199			6,694,027
ALTRA INDUSTRIAL MOTION CORP		17,800			609,116
AMADEUS IT HOLDING SA-A SHS		84,700			3,622,303
AMAZON.COM INC		15,100			6,021,729
AMBEV SA-SPN ADR		141,750			1,041,863
AMBUJA CEMENT REG S GDR		70,373			208,023
AMBUJA CEMENTS LTD		212,864			628,044
AMERICA MOVIL ADR SERIES L		79,426			1,856,186
AMERICA MOVIL-ADR SERIES L		(48,099	)		(1,124,074)
AMERICAN AIRLINES GROUP INC		(287,956	)		(7,270,889)
AMERICAN AIRLINES GROUP INC		99,985			2,524,621
AMERICAN EXPRESS CO		15,200			1,379,096
AMERICAN INTERNATIONAL GROUP		408,192			20,838,202
AMERICAN WOODMARK CORP		50,843			2,009,824
AMERIPRISE FINANCIAL INC		5,400			621,270
AMERIS BANCORP		61,713			1,302,761
AMERISOURCEBERGEN CORP		700			49,217
AMETEK INC		39,011			2,054,709
AMOREPACIFIC CORP		339			321,220
AMR CORP		237,719			3,181,629
AMR CORP EXP		74,074			991,406
ANACOR PHARMACEUTICALS INC		33,825			567,584
ANADOLU EFES BIRACILIK VE		80,896			875,416
ANDHRA BANK		154,846			157,087
ANGLO AMERICAN PLC		263,077			5,751,865
ANHEUSER BUSCH INBEV SPN ADR		27,400			2,917,004
ANHEUSER-BUSCH INBEV NV		17,652			1,874,261
ANHEUSER-BUSCH INBEV NV COR USD		36,072			3,832,019
ANHEUSER-BUSCH INBEV SPN ADR		41,121			4,377,742
ANHUI CONCH CEMENT CO LTD H		440,381			1,632,881
ANSYS INC		10,234			892,405
APACHE CORP		9,120			783,773
APOGEE ENTERPRISES INC		11,615			417,095
APPLE INC		14,605			8,194,544
APPLIED INDUSTRIAL TECH INC		16,370			803,603
APPLIED MATERIALS INC		163,646			2,894,898
APPLIED MICRO CIRCUITS CORP		33,200			444,216
ARATANA THERAPEUTICS INC		15,480			295,668
ARCELOR MITTAL STEEL COMPANY N.V.		(95,519	)		(1,704,059)
ARCELORMITTAL		140,235			2,500,916
ARENA PHARMACEUTICALS INC		87,470			511,700
ARGO GROUP INTERNATIONAL		9,000			418,410
ARISTOCRAT LEISURE LTD		7,434			31,138
ARM HOLDINGS PLC		160,000			2,912,348
ARM HOLDINGS PLC SPONS ADR		42,579			2,330,774
ARMOUR ENERGY LTD		179,581			31,275
ASBURY AUTOMOTIVE GROUP		12,649			679,757
ASM PACIFIC TECHNOLOGY		94,471			789,517
ASML HOLDING NV		3,770			352,523
ASML HOLDING NV-NY REG SHS		2,137			200,237
ASSURED GUARANTY LTD		74,752			1,763,400
ASTRAZENECA PLC-SPONS ADR		(7,905	)		(469,320)
AT&T INC		(83,397	)		(2,932,239)
ATHENAHEALTH INC		16,557			2,226,917
ATHLON ENERGY INC		18,595			562,499
ATLAS AIR WORLDWIDE HOLDINGS		5,625			231,469
ATLAS COPCO AB A SHS		72,400			2,009,921

27

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
ATLAS ENERGY LP		(3,162	)		(148,140)
ATLAS ENERGY LP		197,432			9,249,689
ATLAS PIPELINE PARTNERS LP		177,500			6,221,375
ATLAS RESOURCE PARTNERS LP		313,337			6,417,142
ATWOOD OCEANICS INC		(3,757	)		(200,586)
AURIZON HOLDINGS LTD		60,565			263,962
AUTODESK INC		43,143			2,171,176
AUTONATION INC		47,432			2,356,896
AUTOZONE INC		(2,449	)		(1,170,475)
AUXILIUM PHARMACEUTICALS INC		13,600			282,064
AVAGO TECHNOLOGIES LTD		23,650			1,250,588
AVANIR PHARMACEUTICALS INC A		47,500			159,600
AVIS BUDGET GROUP INC		(23,760	)		(960,379)
AVON PRODUCTS INC		(12,734	)		(219,279)
AXIS BANK LTD		68,766			1,445,248
B/E AEROSPACE INC		36,892			3,210,711
BAIDU INC - SPON ADR		47,353			8,423,152
BANCO BILBAO VIZCAYA ARGENTA		195,000			2,404,329
BANCO MACRO SA ADR		11,741			284,954
BANCO SANTANDER BRASIL UNIT		134,428			796,568
BANCO SANTANDER BRASIL ADS		259,161			1,580,882
BANCOLOMBIA S.A. SPONS ADR		10,388			509,220
BANCOLOMBIA SA		24,800			305,764
BANK OF AMERICA CORP		(12,753	)		(198,564)
BANK OF MONTREAL		(19,210	)		(1,280,486)
BANK OF NEW YORK MELLON CORP		(12,785	)		(446,708)
BANK PEKAO SA REG S GDR		26,300			1,627,970
BANK TABUNGAN PENSIUNAN NASL		139,000			49,113
BARRICK GOLD CORP		(1,754	)		(30,923)
BAXTER INTERNATIONAL INC		9,000			625,950
BAYERISCHE MOTOREN WERKE AG		26,680			3,133,002
BB&T CORP		(2,222	)		(82,925)
BEAZER HOMES USA INC		(3,125	)		(76,313)
BECTON DICKINSON & CO		(3,655	)		(403,841)
BECTON DICKINSON AND CO		1,000			110,490
BELL ALIANT INC		(18,684	)		(469,869)
BELLE INTERNATIONAL HOLDINGS		501,000			579,587
BG GROUP PLC		(46,300	)		(994,890)
BG GROUP PLC		99,400			2,136,089
BIDVEST GROUP LTD		60,325			1,545,599
BIG C SUPERCENTER PCL FORGN		71,800			402,045
BIG C SUPERCENTER PCL NVDR		48,900			273,816
BIOCRYST PHARMACEUTICALS INC		63,010			478,876
BIOGEN IDEC INC		8,500			2,377,875
BLACK HILLS CORP		11,500			603,865
BLACKBERRY LTD		(241,198	)		(1,794,513)
BLOOMIN BRANDS INC		25,940			622,819
BLUESTONE GLOBAL LTD		362,286			2,912
BOEING CO/THE		14,400			1,965,456
BOISE CASCADE CO		29,400			866,712
BOND STREET HOLDINGS LLC-A		60,000			900,000
BOND STREET HOLDINGS LLC-B		40,000			560,000
BORGWARNER INC		58,354			3,262,572
BOSTON SCIENTIFIC CORP		454,590			5,464,172
BOYD GAMING CORP		16,668			187,682
BP PLC-SPONS ADR		(12,649	)		(614,868)
BRIDGE CAPITAL HOLDINGS		31,000			636,740
BRIGGS + STRATTON		25,690			559,014
BROADCOM CORP-CL A		2,574			76,306
BROOKFIELD OFFICE PROPERTIES		22,757			438,072
BUFFALO WILD WINGS INC		4,600			677,120
BUNGE LTD		33,470			2,748,222
BURGER KING WORLDWIDE INC		13,815			315,811
C.H. ROBINSON WORLDWIDE INC		(39,816	)		(2,323,264)
CABELA S INC		13,309			887,178
CABELAS INC CL A		(9,572	)		(638,070)
CABOT CORP		15,605			802,097
CABOT OIL + GAS CORP		52,584			2,038,156
CACI INTERNATIONAL INC CL A		7,620			557,936
CADENCE PHARMACEUTICALS INC		45,655			413,178
CAE INC		(16,800	)		(213,537)
CAESARS ACQUISITION CO-CL A		163,564			1,972,582
CAESARS ENTERTAINMENT CORP		242,100			5,214,834
CALAMP CORP		29,200			816,724
CALIX NETWORKS INC		125,305			1,207,940
CALLON PETROLEUM CO		84,235			550,055
CALPINE CORP		93,450			1,823,209
CAMERON INTERNATIONAL CORP		77,902			4,637,506
CAMPBELL SOUP CO		(15,100	)		(653,528)
CAN IMPERIAL BK OF COMMERCE		(20,598	)		(1,758,823)
CANADIAN NATL RAILWAY CO		(19,856	)		(1,131,319)

28

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
CANADIAN NATL RAILWAY CO		44,800			2,554,496
CANADIAN NATURAL RESOURCES		(13,040	)		(440,924)
CANADIAN PACIFIC RAILWAY LTD		64,031			9,678,056
CAPITAL ONE FINANCIAL CORP		104,950			8,040,220
CAPITALAND LTD		170,000			408,032
CAPITEC BANK HOLDINGS LTD		10,226			203,344
CAPMARK FINANCIAL GROUP INC		113,234			469,921
CARBO CERAMICS INC		(1,837	)		(214,066)
CARBONITE INC		26,230			310,301
CARDINAL HEALTH INC		2,200			146,982
CARDTRONICS INC		23,931			1,039,802
CARNIVAL CORP		13,103			526,348
CARRIZO OIL + GAS INC		11,250			503,663
CATAMARAN CORP		38,250			1,815,421
CATHAY GENERAL BANCORP		52,910			1,414,284
CBS CORP-CLASS B NON VOTING		114,610			7,305,241
CCR SA		77,062			580,435
CELESIO AG		(8,287	)		(262,076)
CELGENE CORP		50,950			8,608,512
CEMBRA MONEY BANK AG		9,157			600,541
CEMBRA MONEY BANK AG 144A		4,510			295,734
CEMEX SAB-SPONS ADR PART CER		81,403			962,997
CENTERPOINT ENERGY INC		72,167			1,672,831
CENTRAL PATTANA PUB CO FOREI		1,204,612			1,503,016
CEPHEID INC		72,093			3,368,185
CERNER CORP		57,462			3,202,932
CFR PHARMACEUTICALS SA		897,507			201,553
CFS RETAIL PROPERTY TRUST		23,598			40,992
CGI GROUP INC - CLASS A		(6,908	)		(230,982)
CHAILEASE HOLDING CO LTD		12,000			31,549
CHART INDUSTRIES INC		12,713			1,215,871
CHARTER COMMUNICATION-A		9,826			1,343,804
CHEESECAKE FACTORY INC/THE		13,750			663,713
CHEMED CORP		(9,080	)		(695,710)
CHENIERE ENERGY PARTNERS LP		4,000			75,000
CHEVRON CORP		(2,108	)		(263,310)
CHIMERA INVESTMENT CORP		2,764,100			8,568,710
CHINA CINDA ASSET MANAGEME-H		6,309,000			3,937,887
CHINA DAYE NON-FERROUS METAL		27,000			679
CHINA FOODS LTD		341,460			144,885
CHINA LIFE INSURANCE CO H		182,000			569,208
CHINA MEDICAL TECH-SPON ADR		9,062			23,561
CHINA MENGNIU DAIRY CO		214,000			1,017,043
CHINA MERCHANTS BANK H		753,945			1,606,342
CHINA MERCHANTS LAND LTD		114,000			27,933
CHINA MINSHENG BANKING - H-SHRS		(15,500	)		(17,210)
CHINA MOBILE LTD		110,198			1,140,531
CHINA OVERSEAS LAND + INVEST		453,251			1,274,335
CHINA PETROLEUM & CHEM-ADR		(2,141	)		(175,926)
CHINA PETROLEUM & CHEMICAL-H		(13,000	)		(10,612)
CHINA PIONEER PHARMA HOLDING		98,000			42,338
CHINA RESOURCES ENTERPRISE		581,377			1,930,738
CHINA RESOURCES LAND LTD		26,000			64,444
CHINA RESOURCES POWER HOLDINGS		176,000			417,172
CHINA UNICOM HONG KONG LTD		(30,000	)		(44,878)
CHINA UNICOM HONG KONG-ADR		(10,875	)		(163,778)
CHIPOTLE MEXICAN GRILL INC		6,184			3,294,712
CHIYODA CORP		(5,000	)		(72,467)
CHROMA ATE INC		99,268			208,172
CHUBB CORP		(5,602	)		(541,321)
CHURCHILL DOWNS INC		13,123			1,176,477
CIGNA CORP		42,422			3,711,077
CIMAREX ENERGY CO		7,055			740,140
CIMB GROUP HOLDINGS BHD		302,684			704,153
CIMPOR-CIMENTOS DE PORTUGAL		70,702			257,620
CISCO SYSTEMS INC		(8,432	)		(189,130)
CISCO SYSTEMS INC		38,108			855,525
CITI TRENDS INC		25,330			430,610
CITIGROUP INC		225,700			11,761,227
CITRIX SYSTEMS INC		45,882			2,902,037
CLEAN ENERGY FUELS CORP		6,000			77,280
CLECO CORPORATION		3,700			172,494
CLOROX COMPANY		(7,846	)		(727,795)
CME GROUP INC		35,525			2,787,292
CNO FINANCIAL GROUP INC		41,675			737,231
COALBANK LTD		261,027			1,632
COBALT INTERNATIONAL ENERGY		35,900			590,555
COCA COLA HBC AG CDI		33,753			985,017
COCA COLA ICECEK AS		14,001			337,236
COCHLEAR LTD		19,200			1,012,085
COGNIZANT TECH SOLUTIONS A		26,376			2,663,448

29

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
COMCAST CORP CLASS A		19,385			1,007,342
COMCAST CORP-SPECIAL CL A		55,400			2,763,352
COMMSCOPE HOLDING CO INC		21,790			412,485
COMMUNITY HEALTH SYSTEMS INC		54,917			2,156,591
COMMVAULT SYSTEMS INC		25,257			1,891,244
CONAGRA FOODS INC		23,550			793,635
CONCHO RESOURCES INC		4,100			442,800
CONCUR TECHNOLOGIES INC		(11,993	)		(1,237,438)
CONCUR TECHNOLOGIES INC		19,816			2,044,615
CONOCOPHILLIPS		(20,979	)		(1,482,166)
CONSOLIDATED EDISON INC		(22,446	)		(1,240,815)
CONSTELLATION BRANDS INC A		1,800			126,684
CONSTELLATION BRANDS INC-A		(6,721	)		(473,024)
CONSTELLATION BRANDS INC-A		1,411			99,306
CONSUMER STAPLES SELECT SECTOR SPDR		(57,839	)		(2,485,920)
CONTINENTAL RESOURCES INC/OK		(1,054	)		(118,596)
CORE LABORATORIES N.V.		4,130			788,624
CORNERSTONE ONDEMAND INC		13,970			745,160
CORP MOCTEZUMA SER		108,622			331,328
COSTCO WHOLESALE CORP		3,200			380,832
COVANCE INC		17,537			1,544,308
COVIDIEN PLC		4,100			279,210
CREDICORP LTD		900			119,457
CREE INC		(25,410	)		(1,588,633)
CREE INC		13,595			850,639
CROWN CASTLE INTL CORP		152,423			11,200,368
CSL LTD		35,300			2,177,835
CTRIP.COM INTERNATIONAL ADR		31,703			1,573,103
CTRIP.COM INTERNATIONAL-ADR		(902	)		(44,757)
CU BANCORP		3,548			62,019
CURTISS WRIGHT CORP		14,145			880,243
CVS CAREMARK CORP		8,100			579,717
DABUR INDIA LTD		195,628			539,238
DAI-ICHI LIFE INSURANCE		31,600			527,217
DANAHER CORP		41,300			3,188,360
DASSAULT SYSTEMES SA		34,863			4,334,600
DAUM COMMUNICATIONS CORP		3,476			276,670
DAVITA HEALTHCARE PARTNERS INC		(1,581	)		(100,188)
DBS GROUP HOLDINGS LTD		(3,000	)		(40,637)
DBS GROUP HOLDINGS LTD		121,000			1,638,761
DCP MIDSTREAM PARTNERS LP		7,379			371,533
DEERE & CO		(1,416	)		(129,323)
DELHAIZE GROUP		(14,715	)		(873,626)
DELTA AIR LINES INC		54,612			1,500,192
DEMANDWARE INC		16,520			1,059,262
DENBURY RESOURCES INC		214,300			3,520,949
DENSO CORP		15,300			806,487
DEVON ENERGY CORPORATION		10,480			648,398
DEXCOM INC		14,380			509,196
DFC GLOBAL CORP		101,884			1,166,572
DIALOG AXIATA PLC		2,102,970			144,700
DIAMOND OFFSHORE DRILLING		(8,444	)		(480,632)
DIAMONDBACK ENERGY INC		27,485			1,452,857
DIGITALGLOBE INC		25,281			1,040,313
DILLARDS INC-CL A		(4,290	)		(417,031)
DISCOVER FINANCIAL SERVICES		57,758			3,231,560
DISCOVERY COMMUNICATIONS C		18,000			1,509,480
DISCOVERY LTD		15,381			124,091
DISH NETWORK CORP-A		173,700			10,060,704
DOLBY LABORATORIES INC-CL A		(19,894	)		(767,113)
DOLLAR GENERAL CORP		115,825			6,986,564
DOLLAR TREE INC		5,600			315,952
DONGPENG HOLDINGS CO LTD		278,000			89,628
DOOSAN INFRACORE CO LTD		7,070			84,610
DOVER CORP		9,325			900,236
DOW CHEMICAL		16,835			747,474
DR HORTON INC		(71,953	)		(1,605,991)
DREAMWORKS ANIMATION SKG A		25,230			895,665
DUN & BRADSTREET CORP		(7,525	)		(923,694)
E*TRADE FINANCIAL CORP		354,781			6,967,899
EASTMAN CHEMICAL CO		93,100			7,513,170
EBAY INC		178,515			9,797,384
ECHO GLOBAL LOGISTICS INC		2,725			58,533
ECOLAB INC		13,200			1,376,364
ECOPETROL SA-SPONSORED ADR		786			30,222
E-HOUSE CHINA HOLDINGS-ADS		39,506			595,750
EL PASO ELECTRIC CO		15,820			555,440
ELECTRONIC ARTS INC		(57,433	)		(1,317,513)
ELEKTA AB-B SHS		(38,310	)		(585,242)
ELI LILLY & CO		(7,872	)		(401,472)
ELSWEDY ELECTRIC CO		59,908			270,806

30

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
EMBOTELLADORA ANDINA ADR B		12,674			357,914
EMC CORP/MASS		(35,271	)		(887,066)
ENERGY TRANSFER EQUITY LP		98,932			8,086,702
ENERGY XXI BERMUDA		81,840			2,214,590
ENN ENERGY HOLDINGS LTD		190,000			1,407,770
ENPRO INDUSTRIES INC		12,120			698,718
ENSCO PLC-CL A		(13,321	)		(761,695)
ENVESTNET INC		29,700			1,196,910
ENVISION HEALTHCARE HOLDINGS		18,973			673,921
EOG RESOURCES INC		44,020			7,388,317
EPAM SYSTEMS INC		19,055			665,782
EPIZYME INC		8,700			180,960
EQT CORP		7,800			700,284
EQUINIX INC		13,703			2,431,597
ESTERLINE TECHNOLOGIES CORP		9,040			921,718
EURASIA DRILLIN GDR REGS		14,841			667,845
EVERTEC INC		18,565			457,813
EXAR CORP		35,325			416,482
EXELIXIS INC		116,020			711,203
EXLSERVICE HOLDINGS INC		43,689			1,206,690
EXPEDIA INC		33,730			2,349,632
EXPEDITORS INTL OF WASHINGTON		(16,031	)		(709,372)
EXPRESS SCRIPTS HOLDING CO		13,740			965,098
EXXON MOBIL CORP		(15,160	)		(1,534,192)
F5 NETWORKS INC		14,380			1,306,567
FACEBOOK INC A		38,390			2,098,350
FACEBOOK INC-A		(1,646	)		(89,952)
FACTSET RESEARCH SYSTEMS INC		(16,442	)		(1,785,272)
FANUC CORP		23,900			4,375,584
FASTENAL CO		(3,879	)		(184,291)
FASTENAL CO		8,800			418,088
FBN HOLDINGS PLC		1,274,542			129,885
FCMB GROUP PLC		6,435,956			148,476
FEDEX CORP		43,239			6,216,471
FERRO CORP		105,820			1,357,671
FIBRIA CELULOSE SA SPON ADR		(3,470	)		(40,530)
FIBRIA CELULOSE SA-SPON ADR		(6,280	)		(73,350)
FIDELITY + GUARANTY LIFE		17,345			328,514
FIDELITY NATIONAL FINL-A		115,946			3,762,448
FIDELITY NATIONAL INFORMATIO		18,663			1,001,830
FIFTH + PACIFIC COS INC		19,500			625,365
FINANCIAL INSTITUTIONS INC		49,350			1,219,439
FINANCIAL SELECT SECTOR SPDR		(38,998	)		(852,496)
FIRST COMMONWEALTH FINL CORP		24,900			219,618
FIRST MERCHANTS CORP		68,133			1,550,707
FIRST QUANTUM MINERALS LTD		(25,879	)		(466,012)
FIRST QUANTUM MINERALS LTD		182,135			3,281,001
FISERV INC		10,600			625,930
FIVE BELOW		26,540			1,146,528
FIVE PRIME THERAPEUTICS INC		11,060			185,697
FLEETCOR TECHNOLOGIES INC		44,270			5,187,116
FLIR SYSTEMS INC		28,614			861,281
FLOWSERVE CORP		5,500			433,565
FLUOR CORP		(1,354	)		(108,713)
FMC CORP		4,100			309,386
FMC TECHNOLOGIES INC		400			20,884
FOMENTO ECONOMICO MEXICA-UBD		54,155			525,071
FOMENTO ECONOMICO MEX-SP ADR		11,950			1,169,547
FORD MOTOR CO		(46,217	)		(713,128)
FORESTAR GROUP INC		49,820			1,059,671
FORRESTER RESEARCH INC		29,720			1,137,087
FORTINET INC		101,840			1,948,199
FORTUNE BRANDS HOME + SECURI		54,763			2,502,669
FOSSIL GROUP INC		(2,108	)		(252,834)
FOSSIL GROUP INC		16,134			1,935,112
FRANCESCAS HOLDINGS CORP		8,650			159,247
FRANKLIN RESOURCES INC		30,245			1,746,044
FREEPORT-MCMORAN COPPER		132,500			5,000,550
FREESCALE SEMICONDUCTOR LTD		80,486			1,291,800
FRESENIUS MEDICAL CARE AG +		34,620			2,467,760
FRESENIUS SE & CO KGAA		20,200			3,099,465
FRONTIER COMMUNICATIONS CORP		(80,227	)		(373,056)
FU SHOU YUAN INTERNATIONAL		37,000			24,478
FUCHS PETROLUB SE		4,500			383,208
FUJI HEAVY INDUSTRIES LTD		29,000			830,421
G III APPAREL GROUP LTD		7,760			572,610
GALLERY MEDIA GROUP LTD		139			194,600
GAMESTOP CORP-CLASS A		(8,190	)		(403,439)
GAMING AND LEISURE PROPERTIE		101,500			5,157,215
GANNETT CO		10,400			307,632
GARMIN LTD		(18,100	)		(836,039)

31

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
GARMIN LTD		24,753			1,144,084
GARTNER INC		12,426			882,867
GAZPROM OAO SPON ADR		140,200			1,212,730
GENERAL MILLS INC		18,300			913,353
GENERAL MOTORS CO		216,362			8,842,715
GENESCO INC		5,630			411,328
GENOMMA LAB INTERNACIONAL B		340,604			948,177
GENWORTH FINANCIAL INC-CL A		(20,940	)		(325,198)
GEOSPACE TECHNOLOGIES CORP		(1,054	)		(99,746)
GIGAMON INC		19,370			543,910
GILEAD SCIENCES INC		(84,432	)		(6,340,843)
GILEAD SCIENCES INC		48,900			3,674,835
GLAXOSMITHKLINE PLC-ADR		(9,979	)		(532,779)
GLOBAL BRASS + COPPER HOLDIN		24,900			412,095
GLOBAL MEDIACOM TBK PT		783,000			122,243
GLOBAL PORTS INV GDR REG S		24,144			337,533
GLOBUS MEDICAL INC A		73,156			1,476,288
GMX RESOURCES INC		8,746			885
GOGO INC		631			15,664
* GOLDMAN SACHS GROUP INC		643,414			114,051,566
GOLDPOLY NEW ENERGY HOLDINGS		1,246,000			244,241
GOODYEAR TIRE & RUBBER CO		(36,873	)		(879,421)
GOOGLE INC CL A		11,400			12,776,094
GRAPHIC PACKAGING HOLDING CO		270,800			2,599,680
GREAT WALL MOTOR COMPANY-H		21,500			118,670
GREE INC		6,700			66,115
GREEN MOUNTAIN COFFEE ROASTE		11,764			889,123
GRIFFON CORP		25,200			332,892
GROUPON INC		52,496			617,878
GRUPO BTG PACTUAL UNIT		44,470			515,337
GRUPO FINANCIERO BANORTE O		198,757			1,386,139
GRUPO FINANCIERO INBURSA O		287,854			811,881
GS RETAIL CO LTD		730			19,414
GT ADVANCED TECHNOLOGIES INC		5,500			47,960
GT CAPITAL HOLDINGS INC		33,350			580,131
GUANGZHOU R&F PROPERTIES - H		42,000			61,421
GUARANTY TRUST BANK		1,405,938			239,348
GUARANTY TRUST BANK GDR REGS		126,563			1,037,817
GUIDEWIRE SOFTWARE INC		26,886			1,319,296
GULF COAST ULTRA DEEP ROYALT		737,126			1,533,222
GULFMARK OFFSHORE INC-CL A		(456	)		(21,491)
GUNGHO ONLINE ENTERTAINMENT		9,500			68,302
H&R BLOCK INC		100,702			2,924,386
HALLIBURTON CO		158,100			8,023,575
HANA FINANCIAL GROUP		6,690			278,949
HANOVER INSURANCE GROUP INC/		25,700			1,534,547
HARBINGER GROUP INC		337,300			3,997,005
HARLEY DAVIDSON INC		10,900			754,716
HARRIS CORP		(10,570	)		(737,892)
HASBRO INC		(29,054	)		(1,598,261)
HAYNES INTERNATIONAL INC		5,720			315,973
HCA HOLDINGS INC		194,784			9,293,145
HD SUPPLY HOLDINGS INC		(1,288	)		(30,925)
HD SUPPLY HOLDINGS INC		43,450			1,043,235
HEADWATERS INC		115,205			1,127,857
HEALTH CARE SELECT SECTOR SPDR FUND		(92,210	)		(5,112,122)
HEARTLAND PAYMENT SYSTEMS IN		40,815			2,034,220
HEARTWARE INTERNATIONAL INC		9,700			911,412
HEICO CORP CLASS A		16,428			691,947
HELMERICH & PAYNE		(4,570	)		(384,246)
HENGAN INTL GROUP CO LTD		(1,500	)		(17,719)
HENRY SCHEIN INC		(2,913	)		(332,839)
HENRY SCHEIN INC		300			34,278
HERO MOTOCORP LTD		11,666			391,727
HERO SUPERMARKET TBK PT		216,500			43,140
HIKMA PHARMACEUTICALS PLC		8,871			176,458
HITACHI LTD		12,010			90,796
HITTITE MICROWAVE CORP		11,430			705,574
HOLLYFRONTIER CORP		(2,108	)		(104,747)
HOME DEPOT INC		47,480			3,909,503
HOME INNS & HOTELS MANAG-ADR		(3,092	)		(134,935)
HONEYWELL INTERNATIONAL INC		7,400			676,138
HONG KONG EXCHANGES + CLEAR		87,000			1,449,673
HORMEL FOODS CORP		(7,513	)		(339,362)
HOST HOTELS & RESORTS INC		(37,464	)		(728,300)
HOTEL SHILLA CO LTD		12,496			789,271
HOVNANIAN ENTERPRISES-A		(109,015	)		(721,679)
HSN INC		25,455			1,585,847
HUANENG POWER INTL INC-H		502,000			453,815
HUMANA INC		8,270			853,629
HUNT (JB) TRANSPRT SVCS INC		1,900			146,870

32

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
HURON CONSULTING GROUP INC		40,752			2,555,965
HYDOO INTERNATIONAL HOLDING		278,000			79,948
HYPERION THERAPEUTICS INC		7,600			153,672
HYUNDAI MOTOR CO		313			70,309
ICICI BANK LTD SPON ADR		72,000			2,676,240
IDACORP INC		8,900			461,376
IDEXX LABORATORIES INC		(8,790	)		(934,992)
IGNITE RESTAURANT GROUP INC		22,000			275,000
IHI CORP		181,000			780,454
IHS INC CLASS A		34,535			4,133,840
IIDA GROUP HOLDINGS CO LTD		75,964			1,516,538
ILLINOIS TOOL WORKS		9,435			793,295
ILLUMINA INC		20,472			2,264,613
IMAX CORP		25,900			763,532
IMMUNOGEN INC		16,320			239,414
IMPERIAL OIL LTD		37,200			1,645,356
IMPERVA INC		16,810			809,065
INCYTE CORP		33,345			1,688,257
INDEPENDENT BANK CORP MICH		30,500			366,000
INDOCEMENT TUNGGAL PRAKARSA		581,698			955,954
INDUSTRIAL SELECT SECT SPDR		(21,452	)		(1,121,082)
INFOBLOX INC		23,280			768,706
INFOSYS LTD		14,690			827,086
INFOSYS LTD SP ADR		20,944			1,185,430
ING GROEP NV-CVA		122,620			1,702,018
INGERSOLL-RAND PLC		128,861			7,937,838
INGREDION INC		(6,324	)		(432,941)
INSURANCE AUSTRALIA GROUP		196,994			1,023,944
INTEL CORP		(68,594	)		(1,780,357)
INTERCONTINENTALEXCHANGE GRO		47,833			10,758,598
INTERFACE INC		11,760			258,250
INTERNATIONAL BANCSHARES CRP		21,750			573,983
INTL BUSINESS MACHINES CORP		(4,095	)		(768,099)
INTL BUSINESS MACHINES CORP		5,230			980,991
INTL CONTAINER TERM SVCS INC		396,171			910,481
INTL RECTIFIER CORP		29,195			761,114
INTUIT INC		52,200			3,983,904
INTUITIVE SURGICAL INC		920			353,354
INVESCO LTD		31,700			1,153,880
IPG PHOTONICS CORP		(17,401	)		(1,350,492)
IPG PHOTONICS CORP		21,761			1,688,871
IPG PHOTONICS CORP LONG		5,400			419,094
IRONWOOD PHARMACEUTICALS INC		28,000			325,080
ISHARES 7-10 YEAR TREASURY B		(7,378	)		(732,193)
ISHARES CHINA LARGE-CAP ETF		(71,303	)		(2,735,896)
ISHARES DJ US REAL ESTATE		(1,707	)		(107,678)
ISHARES MSCI EMERGING MARKET		(65,984	)		(2,757,801)
ISHARES RUSSELL 2000		(3,795	)		(437,791)
ISHARES RUSSELL 2000 ETF		46,465			5,357,879
ISIS PHARMACEUTICALS INC		56,114			2,235,582
ITAU UNIBANCO HLDNG PREF ADR		258,016			3,501,277
JACCS CO LTD		16,965			81,047
JAPAN AIRLINES CO LTD		1,600			78,868
JAPAN TOBACCO INC		91,432			2,969,499
JGC CORP		83,000			3,257,457
JINKOSOLAR HOLDING CO-ADR		(5,635	)		(165,106)
JOHNSON CONTROLS INC		2,200			112,860
JPMORGAN CHASE & CO		131,305			7,678,716
JPMORGAN CHASE + CO		23,817			1,392,818
JUNIPER NETWORKS INC		22,147			499,858
JUST ENERGY GROUP INC		(12,555	)		(89,771)
KAISER ALUMINUM CORP		7,180			504,323
KANSAS CITY SOUTHERN		21,891			2,710,763
KAPSTONE PAPER AND PACKAGING		(2,293	)		(128,087)
KAR AUCTION SERVICES INC		157,718			4,660,567
KARYOPHARM THERAPEUTICS INC		7,485			171,556
KATANGA MINING LTD		326,280			141,207
KDDI CORP		20,600			1,265,856
KENEDIX INC		24,500			125,886
KENNEDY WILSON HOLDINGS INC		52,994			1,179,117
KEYCORP		(17,531	)		(235,266)
KEYENCE CORP		5,200			2,226,345
KIA MOTORS CORPORATION		1,169			62,289
KIMBERLY CLARK CORP		(15,341	)		(1,602,521)
KIMBERLY CLARK CORP		9,610			1,003,861
KINDER MORGAN INC		300,902			10,832,472
KIWOOM SECURITIES CO LTD		5,144			246,148
KKR & CO LP		116,600			2,838,044
KKR FINANCIAL HOLDINGS LLC		703,755			8,578,773
KNIGHT TRANSPORTATION INC		14,900			273,266
KODIAK OIL + GAS CORP		55,300			619,913

33

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
KONINKLIJKE PHILIPS NV		34,226			1,253,934
KOSMOS ENERGY LTD		19,757			220,883
KOTAK MAHINDRA BANK LTD		144,857			1,704,186
KRAFT FOODS GROUP INC		(11,706	)		(631,070)
KROGER CO		(10,656	)		(421,232)
L BRANDS INC		81,300			5,028,405
L OREAL		18,300			3,220,144
LABORATORY CRP OF AMER HLDGS		(2,704	)		(247,064)
LACLEDE GROUP INC/THE		6,793			309,353��
LAFARGE MALAYSIA BHD		84,697			221,601
LAKELAND BANCORP INC		108,218			1,338,657
LAMBOO RESOURCES LTD		196,841			29,886
LANDSTAR SYSTEM INC		(8,242	)		(473,503)
LANXESS AG		40,000			2,665,931
LAREDO PETROLEUM INC		3,156			87,390
LAS VEGAS SANDS CORP		(413	)		(32,573)
LAS VEGAS SANDS CORP		24,700			1,948,089
LATTICE SEMICONDUCTOR CORP		226,980			1,250,660
LENNAR CORP - B SHS		8,187			276,066
LENNAR CORP A		22,600			894,056
LENNAR CORP-CL A		(72,305	)		(2,860,386)
LI & FUNG LTD		36,000			46,426
LI NING CO LTD		589,942			467,160
LIBERTY GLOBAL PLC A		900			80,091
LIBERTY GLOBAL PLC-A		15,602			1,388,578
LIBERTY INTERACTIVE CORP A		215,450			6,323,458
LIFEPOINT HOSPITALS INC		2,635			139,233
LINDSAY CORP		(9,010	)		(745,578)
LINEAR TECHNOLOGY CORP		10,645			484,880
LINKEDIN CORP A		16,543			3,587,019
LINN ENERGY LLC-UNITS		151,574			4,666,963
LKQ CORP		62,260			2,048,354
LOEWS CORP		(5,012	)		(241,779)
LOGITECH INTERNATIONAL- US LINE		(29,662	)		(406,073)
LOGITECH INTERNATIONAL-REG		(59,049	)		(810,113)
LOJAS RENNER S.A.		18,534			479,209
LONGFOR PROPERTIES		478,967			669,608
LORAL SPACE & COMMUNICATIONS		33,500			2,712,830
LORILLARD INC		(7,179	)		(363,832)
LOTTE HIMART CO LTD		355			29,503
LOTTE SHOPPING CO		74			28,395
LOUIS XIII HOLDINGS LTD		66,000			66,474
LOUISIANA PACIFIC CORP		18,960			350,950
LOWE S COS INC		22,100			1,095,055
LPL FINANCIAL HOLDINGS INC		17,893			841,508
LSR GROUP		2,888			53,761
LSR GROUP OJSC GDR REGS		65,157			272,747
LULULEMON ATHLETICA INC		(10,890	)		(642,837)
LULULEMON ATHLETICA INC		8,274			488,414
LUPIN LTD		97,065			1,422,903
LUXFER HOLDINGS PLC ADR		31,500			657,090
LVMH MOET HENNESSY LOUIS VUI		8,000			1,461,729
LYONDELLBASELL INDU-CL A		88,400			7,096,752
M/I HOMES INC		38,270			973,972
M3 INC		518			1,298,635
MAGNESITA REFRATARIOS SA		36,897			92,272
MALLINCKRODT PLC		2,108			110,164
MARITIME FINANCE CO.		145,862			2,997,465
MARKETO INC		14,900			552,343
MARRIOTT INTERNATIONAL CL A		6,000			296,160
MARSH + MCLENNAN COS		24,475			1,183,611
MARUTI SUZUKI INDIA LTD		37,031			1,054,864
MASONITE INTERNATIONAL CORP		3,545			212,700
MASTERCARD INC CLASS A		13,825			11,550,235
MATAHARI DEPARTMENT STORE TBK		258,500			233,648
MATERIALS SELECT SECTOR SPDR		(24,132	)		(1,115,381)
MAVENIR SYSTEMS INC		40,050			446,958
MAZDA MOTOR CORP		37,000			191,167
MB FINANCIAL INC		62,300			1,999,207
MCDONALD S CORP		7,830			759,745
MCGRAW HILL FINANCIAL INC		50,594			3,956,451
MCKESSON CORP		83,892			13,540,169
MDC PARTNERS INC A		33,098			844,317
MDU RESOURCES GROUP INC		(3,724	)		(113,768)
MEASUREMENT SPECIALTIES INC		1,570			95,283
MEDIATEK INC		108,644			1,616,710
MEDICINES COMPANY		16,600			641,092
MEDTRONIC INC		25,845			1,483,245
MEGACABLE HOLDINGS CPO		144,974			488,702
MELCO CROWN ENTERTAINME ADR		23,698			929,436
MELCO CROWN ENTERTAINME-ADR		10,201			400,083

34

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
MELCO INTERNATIONAL DEVELOP.		181,000			665,244
MERCANTILE BANK CORP		29,508			636,783
MERCHANTS BANCSHARES INC		3,900			130,650
MERITAGE HOMES CORP		(4,503	)		(216,099)
MERITOR INC		(3,283	)		(34,242)
MERITOR INC		19,325			201,560
METLIFE INC		(2,559	)		(137,981)
METLIFE INC		17,860			963,011
METTLER TOLEDO INTERNATIONAL		5,632			1,366,267
MGIC INVESTMENT CORP		(26,862	)		(226,715)
MGIC INVESTMENT CORP		184,407			1,556,395
MGM CHINA HOLDINGS LTD		30,400			129,765
MGM RESORTS INTERNATIONAL		128,879			3,031,234
MICHAEL KORS HOLDINGS LTD		1,600			129,904
MICHELIN (CGDE)		59,600			6,330,177
MICROS SYSTEMS INC		(12,440	)		(713,683)
MICROSEMI CORP		30,725			766,589
MICROSOFT CORP		160,960			6,024,733
MIDWESTONE FINANCIAL GROUP I		19,593			532,930
MINDRAY MEDICAL INTL LTD ADR		10,896			396,179
MINDRAY MEDICAL INTL LTD-ADR		(33,500	)		(1,218,060)
MIRABELA NICKEL LTD		348,846			4,985
MISUMI GROUP INC		48,900			1,537,648
MITSUBISHI CORP		33,100			634,084
MITSUBISHI ESTATE CO LTD		64,000			1,915,037
MITSUBISHI HEAVY INDUSTRIES		126,000			779,048
MITSUBISHI UFJ FINANCIAL GRP		410,500			2,705,737
MITSUI & CO LTD		1,400			19,480
MIZUHO FINANCIAL GROUP INC		413,600			895,629
MOL HUNGARIAN OIL AND GAS PL		15,427			1,035,780
MOLSON COORS BREWING CO -B		(20,620	)		(1,157,813)
MOLYCORP INC		(112	)		(629)
MONDELEZ INTERNATIONAL INC		207,649			7,330,010
MONGOLIAN MINING CORP		877,813			116,608
MONITISE PLC		7,134,961			7,916,860
MONOTARO CO LTD		25,500			518,710
MONSANTO CO		9,570			1,115,384
MONSTER BEVERAGE CORP		2,500			169,425
MOOG INC CLASS A		13,460			914,472
MORGAN STANLEY		71,390			2,238,790
MOTOROLA SOLUTIONS INC		(18,890	)		(1,275,075)
MOTOROLA SOLUTIONS INC		144,900			9,780,750
MTN GROUP LTD		(48,730	)		(1,007,890)
MTN GROUP LTD		58,500			1,212,142
MURPHY OIL CORP		(3,162	)		(205,151)
MYLAN LABS INC		(165,497	)		(7,182,570)
MYRIAD GENETICS INC		(30,300	)		(635,694)
NAGOYA RAILROAD CO LTD		16,000			46,044
NATIONAL BANK OF CANADA		(18,708	)		(1,556,258)
NATIONAL OILWELL VARCO INC		23,616			1,878,180
NATURAL GROCERS BY VITAMIN C		14,100			598,545
NAVER CORP		316			217,300
NAVIDEA BIOPHARMACEUTICALS I		87,139			180,378
NCI BUILDING SYSTEMS INC		57,875			1,015,128
NELNET INC CL A		12,100			509,894
NEONODE INC		36,940			233,461
NESTE OIL OYJ		(15,420	)		(304,525)
NESTLE SA SPONS ADR		60,600			4,459,554
NETFLIX INC		2,100			773,157
NEW CHINA LIFE INSURANCE C-H		107,500			360,445
NEW RESIDENTIAL INVESTMENT		306,915			2,050,192
NEW WORLD DEPT STORE CHINA		349,840			196,718
NEWCASTLE INVESTMENT CORP		510,815			2,932,078
NEWS CORP - CLASS A		(33,247	)		(599,111)
NEWS CORP - CLASS B		33,247			592,794
NIEUWE STEEN INVESTMENTS NV		7,691			48,646
NIGERIAN BREWERIES PLC		780,766			819,572
NIKE INC CL B		45,300			3,562,392
NINE ENTERTAINMENT CO HOLDIN		85,099			149,724
NINE ENTERTAINMENT CO HOLDING EXP		67,153			118,149
NISOURCE INC		(4,438	)		(145,921)
NISSAN MOTOR CO LTD		5,600			47,017
NN INC		20,445			412,785
NOBLE CORP PLC		(6,319	)		(236,773)
NOBLE ENERGY INC		27,262			1,856,815
NOBLE GROUP LTD		(59	)		(50)
NOKIAN RENKAAT OYJ		42,300			2,032,477
NOMURA HOLDINGS INC		199,300			1,531,330
NOODLES + CO		3,930			141,166
NORDIC AMERICAN OFFSHORE LTD		155,000			2,511,887
NORTHERN TRUST CORP		3,600			222,804

35

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
NOVAGOLD RESOURCES INC		21,743			55,227
NOVARTIS AG-ADR		2,660			213,811
NOVARTIS AG-REG		12,195			972,431
NOVATEK OAO SPONS GDR REG S		19,709			2,698,162
NOVAVAX INC		93,067			476,503
NOVO NORDISK A/S B		8,800			1,615,633
NOVO NORDISK A/S SPONS ADR		16,850			3,113,206
NOVOLIPET STEEL GDR REG S		43,016			726,540
NPS PHARMACEUTICALS INC		24,565			745,793
NRG YIELD INC CLASS A		15,900			636,159
NTT DOCOMO INC		23,100			378,455
NU SKIN ENTERPRISES INC - A		15,762			2,178,624
NUANCE COMMUNICATIONS INC		(585	)		(8,892)
NVR INC		931			955,215
O KEY GROUP SA GDR REGS		6,004			71,448
O REILLY AUTOMOTIVE INC		7,700			991,067
OASIS PETROLEUM INC		2,832			133,019
OCCIDENTAL PETROLEUM CORP		16,560			1,574,856
OCEANEERING INTL INC		23,280			1,836,326
OCI CO LTD		45			8,164
OCI NV		34,489			1,555,701
OGE ENERGY CORP		57,973			1,965,285
OLYMPUS CORP		29,200			923,507
OMNICARE INC		775			46,779
OMNOVA SOLUTIONS INC		95,585			870,779
OMV AG		(5,600	)		(267,864)
ONEBEACON INSURANCE GROUP A		42,990			680,102
OPKO HEALTH INC		(37,780	)		(318,863)
OPTO CIRCUITS INDIA LTD		74,179			33,459
ORACLE CORP		(6,868	)		(262,770)
ORTHOFIX INTERNATIONAL NV		26,975			615,570
OSIM INTERNATIONAL LTD		(139,000	)		(253,248)
OWENS & MINOR INC		(26,110	)		(954,582)
PACIFIC BIOSCIENCES OF CALIF		62,320			325,934
PACT GROUP HOLDINGS LTD		97,159			284,614
PACWEST BANCORP		10,600			447,532
PALL CORP		(4,270	)		(364,445)
PALL CORP		14,397			1,228,784
PALO ALTO NETWORKS INC		41,973			2,412,188
PANDORA MEDIA INC		47,609			1,266,399
PANERA BREAD COMPANY-CLASS A		2,810			496,499
PAREXEL INTERNATIONAL CORP		38,540			1,741,237
PARKER HANNIFIN CORP		7,975			1,025,904
PARKSON RETAIL GROUP LTD		686,848			211,713
PATRIOT COAL CORP OTC		1,008			1,512
PATTERN ENERGY GROUP INC		11,400			345,534
PAYCHEX INC		(32,504	)		(1,479,907)
PDC ENERGY INC		41,440			2,205,437
PEGATRON CORP		12,000			15,453
PENN VIRGINIA CORP		(5,270	)		(49,696)
PENNYMAC MORTGAGE INVESTMENT		107,100			2,459,016
PEPSICO INC		17,529			1,453,855
PERRIGO CO PLC		(1	)		(153)
PERRIGO CO PLC		39,853			6,115,841
PETROLEO BRASILEIRO S.A. ADR		57,000			785,460
PETSMART INC		(4,216	)		(306,714)
PFIZER INC		44,455			1,361,657
PHARMACYCLICS INC		600			63,468
PHH CORP		(10,644	)		(259,181)
PHILIP MORRIS INTERNATIONAL		(3,459	)		(301,383)
PHILIP MORRIS INTERNATIONAL		8,095			705,317
PHOENIX GROUP HOLDINGS		70,599			850,843
PICK N PAY HOLDINGS LTD		18,627			40,015
PICK N PAY STORES LTD		100,139			497,169
PING AN INSURANCE GROUP CO-H		4,000			35,825
PIONEER NATURAL RESOURCES CO		7,900			1,454,153
PLAINS ALL AMER PIPELINE LP		21,081			1,091,363
PLAINS GP HOLDINGS LP-CL A		10,541			282,183
PLY GEM HOLDINGS INC		13,100			236,193
PNC FINANCIAL SERVICES GROUP		(5,851	)		(453,921)
PNC FINANCIAL SERVICES GROUP		12,710			986,042
POLARIS INDUSTRIES INC		(70	)		(10,195)
POPEYES LOUISIANA KITCHEN IN		13,200			508,200
PORTLAND GENERAL ELECTRIC CO		17,700			534,540
PORTOLA PHARMACEUTICALS INC		14,100			363,075
PPG INDUSTRIES INC		33,394			6,333,506
PRAXAIR INC		9,500			1,235,285
PRECISION CASTPARTS CORP		9,300			2,504,490
PRICELINE.COM INC		9,929			11,541,470
PRIMERICA INC		30,280			1,299,315
PROCTER + GAMBLE CO/THE		18,910			1,539,463

36

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
PROGRESSIVE CORP		(4,216	)		(114,970)
PROGRESSIVE CORP		162,260			4,424,830
PROS HOLDINGS INC		5,400			215,460
PRUDENTIAL FINANCIAL INC		11,345			1,046,236
PTC THERAPEUTICS INC		15,576			264,325
PUBLIC SERVICES ENTERPRISE GP		(24,256	)		(777,162)
PUMA BIOTECHNOLOGY INC		6,266			648,719
PVH CORP		39,387			5,357,420
QIHOO 360 TECHNOLOGY CO-ADR		(4,384	)		(359,707)
QLIK TECHNOLOGIES INC		81,991			2,183,420
QUALCOMM INC		(1,568	)		(116,424)
QUALCOMM INC		244,785			18,175,286
QUALYS INC		33,100			764,941
QUEBECOR INC -CL B		(15,356	)		(381,986)
QUEST DIAGNOSTICS		(5,221	)		(279,532)
QUEST DIAGNOSTICS INC		10,265			549,588
QUESTAR CORP		(1,351	)		(31,059)

37

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value				Current Value
QUIDEL CORP		31,565				975,043
RADIAN GROUP INC		(47,091	)			(664,925)
RADIAN GROUP INC		131,250				1,853,250
RALPH LAUREN CORP		23,557				4,159,459
RAMAYANA LESTARI SENTOSA PT		1,837,697				160,062
RANGE RESOURCES CORP		10,464				882,220
RASPADSKAYA		143,552				131,819
RE/MAX HOLDINGS INC-CL A		17,919				574,662
REALOGY HOLDINGS CORP		136,903				6,772,591
RECALL HOLDINGS LTD		10,443				37,866
RED HAT INC		41,741				2,339,166
REED ELSEVIER NV		56,105				1,187,937
REGENERON PHARMACEUTICALS		20,690				5,694,716
RELYPSA INC		14,350				358,750
REPUBLIC SERVICES INC		(21,962	)			(729,138)
RESMED INC		(6,950	)			(327,206)
RESOLUTE FOREST PRODUCTS		(8,334	)			(133,511)
RESONA HOLDINGS INC		154,000				783,968
RESTORATION HARDWARE HOLDING		(5,080	)			(341,884)
REX ENERGY CORP		72,440				1,427,792
REYNOLDS AMERICAN INC		(11,658	)			(582,783)
RF MICRO DEVICES INC		68,100				351,396
RICHTEK TECHNOLOGY CORP		37,690				175,782
RIGEL PHARMACEUTICALS INC		73,250				208,763
RIO TINTO PLC-SPON ADR		(2,717	)			(153,320)
ROBINSON DEPT STORE PCL FOR		173,100		��		252,855
ROBINSONS RETAIL HOLDINGS INC		33,250				41,356
ROCHE HOLDING AG		13,900				3,894,845
ROCK TENN COMPANY -CL A		(646	)			(67,836)
ROCKWELL AUTOMATION INC		18,915				2,234,996
ROCKWELL COLLINS INC		(5,954	)			(440,120)
ROGERS CORP		28,945				1,780,118
ROPER INDUSTRIES INC		4,300				596,324
ROSETTA RESOURCES INC		28,640				1,375,866
ROSS STORES INC		7,100				532,003
ROYAL BAFOKENG PLATINUM LTD		17,504				98,602
RPX CORP		39,855				673,550
RREEF CHINA COMMERCIAL TRUST		798,800				2,010
RTI INTERNATIONAL METALS INC		10,790				369,126
RYLAND GROUP INC		(25,546	)			(1,108,952)
SABMILLER PLC		88,670				4,518,789
SALESFORCE.COM INC		53,967				2,978,439
SALLY BEAUTY HOLDINGS INC		55,900				1,689,857
SAMSUNG ELECTR GDR REG S		500				326,500
SAMSUNG ELECTRO GDR PFD		6,100				2,949,960
SAMSUNG ELECTRONICS CO LTD		3,108				4,040,533
SAMSUNG FIRE + MARINE INS		11,433				2,805,844
SAMSUNG LIFE INSURANCE CO		2,378				234,898
SANDRIDGE ENERGY INC		(21,081	)			(127,962)
SANDRIDGE ENERGY INC		1,776,361				10,782,511
SANTANA MINERALS LTD		89,677				8,410
SAP AG		10,800				925,304
SAP AG SPONSORED ADR		58,400				5,088,976
SAPIENT CORPORATION		39,793				690,806
SASOL LTD		26,500				1,301,754
SBERBANK		878,997				2,710,253
SCHLUMBERGER LTD		40,100				3,613,411
SCHNEIDER ELECTRIC SA		36,500				3,188,713
SEADRILL LTD		(4,988	)			(204,907)
SEADRILL PARTNERS LLC		(2,031	)			(62,961)
SEAGATE TECHNOLOGY		(32,480	)			(1,824,077)
SEARS HOLDINGS CORP		(24,644	)			(1,208,542)
SEMEN INDONESIA PERSERO TBK		659,776				767,118
SEMGROUP CORP CLASS A		21,770				1,420,057
SENSATA TECHNOLOGIES HOLDING		(6,443	)			(249,795)
SERVICENOW INC		10,489				587,489
SFX ENTERTAINMENT INC		4,688				56,256
SHERWIN WILLIAMS CO/THE		7,200				1,321,200
SHERWIN-WILLIAMS CO/THE		1,181				216,714
SHIMAO PROPERTY HOLDINGS LTD		13,000				29,875
SHINHAN FINANCIAL GROUP LTD		45,765				2,051,229
SHINSEI BANK LTD		220,000				536,993
SHIZUOKA BANK LTD/THE		27,000				287,720
SHOE CARNIVAL INC		19,340				561,053
SHORETEL INC		94,700				878,816
SHRIRAM TRANSPORT FINANCE		63,533				688,278
SIAM COMMERCIAL BANK FOREIGN		247,317				1,080,036
SIGMA-ALDRICH		(4,177	)			(392,680)
SIGNET JEWELERS LTD		(4,216	)			(331,799)
SIHUAN PHARMACEUTICAL HLDGS		229,000				209,087
SILICON LABORATORIES INC		23,440				1,015,186

38

The Goldman Sachs 401(k) Plan

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

December 31, 2013

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		(4,662	)		(392,774)
SINA CORP		9,921			835,844
SINGAPORE PRESS HOLDINGS LTD		(190,620	)		(621,817)
SINGLE TOUCH SYSTEMS INC		16,105			8,656
SINOPHARM GROUP CO-H		187,200			537,147
SIRIUS XM HOLDINGS INC		3,557,700			12,416,373
SK HYNIX INC		54			1,887
SKS MICROFINANCE LTD		11,491			35,074
SLM CORP		475,500			12,496,140
SM INVESTMENTS CORP		17,860			286,130
SMITH & WESSON HOLDING CORP		(50,880	)		(686,371)
SOFTBANK CORP		24,400			2,132,016
SOFTBANK CORP UNSPON ADR		7,200			315,432
SOLAR CAPITAL LTD		34,283			773,082
SOLARWINDS INC		64,626			2,444,802
SONOVA HOLDING AG REG		11,200			1,511,216
SONY CORP		28,100			487,326
SOUTH JERSEY INDUSTRIES		11,900			665,924
SOUTHERN CO		(25,908	)		(1,065,078)
SOUTHWEST AIRLINES CO		45,870			864,191
SOUTHWEST GAS CORP		21,800			1,218,838
SPDR S&P RETAIL ETF		(10,570	)		(931,217)
SPECTRUM BRANDS HOLDINGS INC		14,965			1,055,781
SPIRIT AIRLINES INC		13,410			608,948
SPRINT CORP		1,814,488			19,505,746
STANDARD BANK GROUP LTD		106,369			1,314,360
STANDARD METALS PROCESSING INC		14,389			14,965
STANDARD PACIFIC CORP		(71,247	)		(644,785)
STANDARD PACIFIC CORP		155,835			1,410,307
STAPLES INC		(33,281	)		(528,835)
STAPLES INC		36,280			576,489
STAR ASIA FINANCIAL LTD-144A		108,299			140,789
STARBUCKS CORP		26,500			2,077,335
STARWOOD HOTELS + RESORTS		14,000			1,112,300
STARZ - A		1,815			53,071
* STATE STREET CORP		12,500			917,375
STERLING BANCORP/DE		129,820			1,735,693
STERLING CONSTRUCTION CO		46,950			550,724
STEVEN MADDEN LTD		20,707			757,669
STEWART INFORMATION SERVICES		28,500			919,695
STRYKER CORP		(4,216	)		(316,790)
STRYKER CORP		4,100			308,074
SUMITOMO CORP		1,100			13,801
SUMITOMO MITSUI FINANCIAL GRP INC		21,900			1,127,344
SUMITOMO MITSUI TRUST HOLDINGS		19,000			99,972
SUMMIT ASCENT HOLDINGS LTD		152,000			242,673
SUN PHARMACEUTICAL INDUS		244,384			2,242,146
SUNEDISON INC		405,400			5,290,470
SUNPOWER CORP		10,720			319,563
SUPERVALU INC		149,100			1,086,939
SUSQUEHANNA BANCSHARES INC		52,993			680,430
SWATCH GROUP AG/THE BR		2,825			1,872,533
SWATCH GROUP AG/THE-BR		5,355			3,535,811
SWIFT TRANSPORTATION CO		24,770			550,142
SYNAGEVA BIOPHARMA CORP		3,900			252,408
SYNGENTA AG ADR		30,350			2,426,179
SYSCO CORP		15,565			561,897
SYSMEX CORP		29,200			1,725,246
TAIWAN SEMICONDUCTOR MANUFAC		1,728,596			6,118,975
TAIWAN SEMICONDUCTOR SP ADR		91,300			1,592,272
TALLINK GROUP AS		384,174			471,141
TARGA RESOURCES CORP		10,500			925,785
TARGACEPT INC		29,995			124,479
TARGET CORP		(10,330	)		(653,579)
TATA CONSULTANCY SVCS LTD		24,770			870,684
TD AMERITRADE HOLDING CORP		21,000			643,440
TEAM HEALTH HOLDINGS INC		35,732			1,627,593
TECO ENERGY INC		(16,783	)		(289,339)
TELE2 AB-B SHS		199,100			2,252,032
TELEDYNE TECHNOLOGIES INC		11,830			1,086,704
TELEFONICA BRASIL-ADR		(13,845	)		(266,101)
TELENET GROUP HOLDING NV		165,200			9,851,915
TENCENT HOLDINGS LTD		24,284			1,548,093
TENET HEALTHCARE CORP		18,973			799,143
TENNECO INC		17,300			978,661
TERADATA CORP		49,325			2,243,794
TERNIUM SA SPONSORED ADR		20,453			640,179
TESARO INC		17,656			498,605
TESCO PLC		243,500			1,348,422
TESLA MOTORS INC		1,829			275,056
TETRAPHASE PHARMACEUTICALS I		22,000			297,440

39

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
TEVA PHARMACEUTICAL-SP ADR		399			15,992
TEXAS ROADHOUSE INC		16,200			450,360
TEXTURA CORP		8,820			264,071
THAI BEVERAGE PCL		2,917,809			1,247,915
THERMO FISHER SCIENTIFIC INC		144,819			16,125,596
THOMSON REUTERS CORP		(30,493	)		(1,152,417)
TIFFANY + CO		2,200			204,116
TIM PARTICIPACOES SA-ADR		9,717			254,974
TIME WARNER CABLE		16,597			2,248,894
TIME WARNER INC		131,673			9,180,242
TINGYI (CAYMAN ISLN) HLDG CO		292,000			841,683
TITAN CEMENT CO SA		4,696			127,849
TJX COMPANIES INC		15,630			996,100
TMB BANK PUBLIC CORP FOREIGN		3,650,701			228,863
T-MOBILE US INC		135,700			4,564,948
TOREX GOLD RESOURCES INC		132,597			117,309
TORNIER NV		10,755			202,086
TOSHIBA CORP		199,000			835,388
TOTAL SA		(30,900	)		(1,891,831)
TOTVS SA		19,067			298,704
TOWERS WATSON & CO-CL A		(4,150	)		(529,581)
TOYOTA MOTOR CORP		76,000			4,634,058
TPK HOLDING CO LTD		12,000			70,825
TRACTEBEL ENERGIA SA		18,554			282,645
TRACTOR SUPPLY COMPANY		38,932			3,020,345
TRANSDIGM GROUP INC		28,845			4,644,622
TRANSOCEAN LTD		(9,793	)		(483,970)
TRANSOCEAN LTD		128,600			6,355,412
TRAVELLERS INTERNATIONAL HOTEL GRP		900,940			208,690
TRIBUNE CO/NEW		124,400			9,628,560
TRICO BANCSHARES		23,400			663,858
TRIMBLE NAVIGATION LTD		81,200			2,817,640
TRINITY INDUSTRIES INC		(5,113	)		(278,761)
TRIPADVISOR INC		12,368			1,024,441
TUESDAY MORNING CORP		76,430			1,219,823
TULLOW OIL PLC		245,609			3,478,051
TUMI HOLDINGS INC		24,230			546,387
TUPPERWARE BRANDS CORP		(3,001	)		(283,685)
TURKIYE GARANTI BANKASI		295,871			958,465
TURKIYE GARANTI BANKASI ADR		493,500			1,584,135
TWENTY FIRST CENTURY FOX A		14,500			510,110
TWENTY-FIRST CENTURY FOX - B		(1,044	)		(36,122)
TWENTY-FIRST CENTURY FOX - B		76,810			2,657,626
TWENTY-FIRST CENTURY FOX INC		76,925			2,705,452
TWITTER INC		(3,750	)		(238,688)
TWITTER INC		8,770			558,211
TWITTER INC LONG		3,750			238,688
TYCO INTERNATIONAL LTD		52,703			2,162,931
ULTA SALON COSMETICS & FRAGR		4,460			430,479
ULTRAPAR PARTICIPACOES SA		15,008			355,917
ULTRATECH INC		19,480			564,920
UNDER ARMOUR INC CLASS A		15,623			1,363,888
UNICHARM CORP		49,000			2,797,203
UNILEVER PLC		33,200			1,364,789
UNION FIRST MARKET BANKSHARE		12,900			320,049
UNION PACIFIC CORP		6,300			1,058,400
UNITED BANK FOR AFRICA PLC		8,297,373			461,686
UNITED CONTINENTAL HOLDINGS		93,813			3,548,946
UNITED MICROELECTRONICS - ADR		256,747			523,764
UNITED MICROELECTRONICS CORP		374,000			154,893
UNITED OVERSEAS BANK LTD		(1,000	)		(16,825)
UNITED TECHNOLOGIES CORP		24,709			2,811,884
UNITEDHEALTH GROUP INC		66,400			4,999,920
UNIVERSAL STAINLESS + ALLOY		8,410			303,265
URBAN OUTFITTERS INC		9,915			367,847
US BANCORP		7,100			286,840
UTILITIES SELECT SECTOR SPDR		(23,416	)		(889,106)
VAIL RESORTS INC		10,610			798,190
VALE SA-SP ADR		(53,624	)		(817,766)
VALEANT PHARMACEUTICALS INTE		20,220			2,373,828
VALMONT INDUSTRIES		(5,185	)		(773,187)
VANGUARD MSCI EMERGING MARKET ETF		(6,938	)		(285,429)
VERA BRADLEY INC		21,000			504,840
VERIFONE SYSTEMS INC		39,050			1,047,321
VERINT SYSTEMS INC		23,570			1,012,096
VERISIGN INC		50,250			3,003,945
VERISK ANALYTICS INC CLASS A		24,795			1,629,527
VERIZON COMMUNICATIONS INC		(23,692	)		(1,164,225)
VERTEX PHARMACEUTICALS INC		100			7,430
VF CORP		(5,000	)		(311,700)
VF CORP		19,020			1,185,707

40

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
VIENNA INSURANCE GROUP AG		10,714			534,802
VIRTUS INVESTMENT PARTNERS		2,260			452,113
VISA INC CLASS A SHARES		45,475			10,126,373
VIVENDI		179,800			4,735,250
VOLCANO CORP		16,240		��	354,844
WABTEC CORP		31,659			2,351,314
WAGEWORKS INC		12,470			741,217
WALGREEN CO		139,327			8,002,943
WAL-MART STORES INC		(11,941	)		(939,637)
WALT DISNEY CO/THE		18,130			1,385,132
WASTE CONNECTIONS INC		30,707			1,339,746
WASTE MANAGEMENT INC		4,536			203,530
WATERS CORP		(5,920	)		(592,000)
WATSCO INC		7,400			710,844
WATTS WATER TECHNOLOGIES A		19,400			1,200,278
WCI COMMUNITIES INC		21,920			418,453
WELLCARE HEALTH PLANS INC		22,035			1,551,705
WELLPOINT INC		(3,162	)		(292,137)
WELLS FARGO + CO		19,080			866,232
WESFARMERS LTD		6,878			270,526
WEST CHINA CEMENT LTD		1,084,938			160,913
WESTERN GAS EQUITY PARTNERS		(42	)		(1,659)
WESTERN GAS PARTNERS LP		(1,091	)		(67,304)
WESTERN UNION CO		(75,151	)		(1,296,355)
WESTPORT INNOVATIONS INC		14,200			278,462
WESTPORTS HOLDINGS BHD		97,600			75,386
WEX INC		22,779			2,255,804
WEYERHAEUSER CO		116,470			3,676,958
WHIRLPOOL CORP		3,245			509,011
WHITING PETROLEUM CORP		(1,937	)		(119,842)
WHOLE FOODS MARKET INC		13,500			780,705
WILLIAMS COS INC		131,670			5,078,512
WILLIAMS PARTNERS LP		9,320			474,015
WILLIAMS SONOMA INC		27,110			1,579,971
WINDSTREAM HOLDINGS INC		(52,702	)		(420,562)
WIPRO LTD-ADR		(21,398	)		(269,401)
WISDOMTREE INVESTMENTS INC		47,075			833,698
WMI HOLDINGS CORP		4,831			13,623
WOLVERINE WORLD WIDE INC		27,100			920,316
WORKDAY INC CLASS A		10,842			901,621
WORLD FUEL SERVICES CORP		(3,162	)		(136,472)
WORTHINGTON INDUSTRIES		10,330			434,686
WPP PLC		190,800			4,360,970
WPX ENERGY INC		99,633			2,030,521
WR GRACE & CO		21,081			2,084,278
WUMART STORES INC H		216,668			354,325
WUXI PHARMATECH CAYMAN ADR		84,180			3,230,828
WW GRAINGER INC		(513	)		(131,030)
WW GRAINGER INC		800			204,336
WYNN MACAU LTD		224,400			1,017,198
WYNN RESORTS LTD		6,200			1,204,102
X 5 RETAIL GROUP NV REGS GDR		54,765			918,409
XENOPORT INC		81,190			466,843
XINYI GLASS HOLDINGS LTD		739,000			652,865
XINYI SOLAR HOLDINGS LTD		739,000			151,541
XL GROUP PLC		146,900			4,677,296
XPO LOGISTICS INC		5,085			133,685
YAHOO JAPAN CORP		147,200			817,855
YAHOO! INC		41,272			1,669,040
YAMATO HOLDINGS CO LTD		26,388			532,721
YANDEX NV-A		32,565			1,405,180
YANGZIJIANG SHIPBUILDING		(31,000	)		(29,099)
YAPI VE KREDI BANKASI		313,150			542,201
YASKAWA ELECTRIC CORP		(9,000	)		(142,150)
YY INC-ADR		10,221			513,912
ZALE CORP		55,800			879,966
ZILLOW INC CLASS A		13,005			1,062,899
ZIMMER HOLDINGS		23,716			2,210,094
ZOETIS INC		85,062			2,780,677
ZYNGA INC		36,892			140,190
Total Common Stock		121,641,178		$	1,523,432,090
Cash and Short Term Investments
AUSTRAILIAN DOLLAR		14,611		$	13,072
BRAZILIAN REAL		42,455			17,995
CANADIAN DOLLAR		80,994			76,230
CITIGROUP REPO		3,200,000			3,200,000
DANISH KRONE		676			125
EGYPTIAN POUND		108			15
EURO CURRENCY		45,507			62,707
HONG KONG DOLLAR		44,952			5,797

41

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value		Current Value
INDONESIAN RUPIAH		2		—
INDIAN RUPEE		132		2
JAPANESE YEN		3,779,294		35,957
JP MORGAN SWEEP PROGRAM/MONEY MARKET FUNDS		6,612,243		6,612,243
MALAYSIAN RINGGIT		471		144
MEXICAN PESO		1,012,868		77,335
NEW TAIWAN DOLLAR		214		7

42

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
NEW ZEALAND DOLLAR		30,865			25,403
NORWEGIAN KRONE		844			139
POUND STERLING		35,709			59,142
SOUTH AFRICAN RAND		483,002			46,115
SOUTH KOREAN WON		11,524			11
SWEDISH KRONA		3,284			511
SWISS FRANC		1			1
THAILAND BAHT		644,827			19,623
US DOLLAR		1,065,030			1,065,030
Total Cash and Short Term Investments		17,109,612		$	11,317,608
Fixed Income Securities
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			168
ADELPHIA COMM 7.5% 01/04 NA ESCROW		8,100			57
ADIDAS AG 0.25 06/14/2019		(600,000	)		(1,072,500)
ADIDAS AG 0.25 06/14/2019		(200,000	)		(357,500)
ADLAC 3.25 05/01/21 NA ESCROW		2,031,000			—
AEGIS ASSET BACKED SECURITIES 0.564% 25 Oct 2035		212,704			205,419
AERO INVENTORY RCF USD		2,296,809			45,760
AFRICAN DEVELOPMENT BANK 5.25% 23 Mar 2022		200,000			183,852
AGILE PROPERTY HLDGS LTD 4 04/28/2016		1,600,000			1,602,000
AHERN RENTALS INC 9.5 06/15/2018 144A		(152,000	)		(164,160)
AHM 2007-1 GIOP FLT 05/25/2047		7,634,902			1,237,618
AIFUL AML1 - CITI		761,600			6,510
AIFUL AML2 - BARC		19,223,703			164,321
AIFUL AML2 - CITI		15,778,036			134,868
ALBA 2005-1 C FLT 11/25/2042		79,910			111,985
ALCOA INC 5.25 03/15/2014		56,000			92,772
ALGOSAIBI TL SYNDICATE		25,324			253
ALLIANZ SE 5.5 PERP		28,000			38,500
ALPHA NATURAL RESOURCES 4.875 12/15/2020		815,000			877,794
ALPHA NATURAL RESOURCES 6.25 06/01/2021		(79,000	)		(67,851)
AMERICAN MUNI PWR OHIO INC OH 7.734% 15 Feb 2033		100,000			122,735
AMERIQUEST MORTGAGE SECURITIES 1% Sep 2033		250,863			240,498
ANGLOGOLD HOLDINGS PLC 5.125 08/01/2022		(40,000	)		(34,800)
ANGLOGOLD HOLDINGS PLC 5.375 04/15/2020		(174,000	)		(164,430)
ANGLOGOLD HOLDINGS PLC 8.5 07/30/2020		(157,000	)		(163,280)
APCOA PARKING HOLDINGS TL A1 C		10,891			11,681
ARM 4.625% 3/1/26		258,000			271,828
ARSI 2006-W1 M3 0.71625 03/25/2036 ESC		1			—
ATRIUM CDO II PREF		160			—
ATRIUM CDO PREF		120			240
ATRIUM V 5A SUB		260,000			338,650
AUST + NZ BANKING GROUP 1% 06 Oct 2015		1,100,000			1,107,135
AVOCA IV-X D 2/18/2022		700,000			797,036
AWAL BANK LC CLAIM		332,019			29,882
AWAL BANK SYN CLAIM		97			9
BAFC 2007-E 8A5 0.5 09/20/2047 ESC		2			—
BALTA 2006-1 11A1 FLT 02/25/2036		40,450			29,642
BAMLL 2013-FRR1 B1 0 12/26/2020		61,804			19,159
BAMLL 2013-FRR1 B2 0 05/26/2020		437,520			148,757
BANC OF AMERICA COMMERCIAL MOR 5.309% 10 Oct 2045		33,436			33,509
BANC OF AMERICA MORTGAGE SECUR 4.787321% 25 Sep 2035		301,647			282,650
BANC OF AMERICA MORTGAGE SECUR 5.222049% 25 Jul 2035		52,517			49,504
BANCO BILBAO VIZCAYA ARG 3% 09 Oct 2014		600,000			839,754
BANCO BILBAO VIZCAYA ARG 4.125% 13 Jan 2014		200,000			275,818
BANCO SANTANDER SA 3.125% 28 Sep 2015		500,000			711,523
BANK OF AMERICA CORP 0.886% 23 May 2017		250,000			332,809
BANK OF AMERICA CORP 1% 25 Aug 2014		100,000			137,768
BANKIA SA 3.5% 14 Dec 2015		300,000			425,106
BEACH ENERGY LTD 3.95 04/03/2017		400,000			374,209
BEAR STEARNS ADJUSTABLE RATE M 2.235% 25 Mar 2035		64,974			64,773
BEAR STEARNS ADJUSTABLE RATE M 2.70171% 25 Oct 2035		33,065			33,082
BEAR STEARNS ADJUSTABLE RATE M 5.139496% 25 Aug 2035		91,405			92,237

43

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
BEAR STEARNS ADJUSTABLE RATE M 5.3623% 25 Aug 2035		66,710			60,338
BEAR STEARNS ALT A TRUST 5.631654% 25 Nov 2036		409,469			299,545
BEAR STEARNS STRUCTURED PRODUC 3.948347% 26 Jan 2036		132,263			100,515
BERAU CAPITAL RESOURCES 12.5 07/08/2015		161,000			170,258
BILHETES DO TESOURO 0 01/17/2014		163,058			224,164
BLUEMOUNTAIN CLO LTD 0.5475% 15 Nov 2017		130,838			130,470
BNCMT 2007-2 M2 FLT 05/25/2037 ESC		1			—
BONOS Y OBLIG DEL ESTADO 3.75% 31 Oct 2018		2,400,000			3,458,483
BONOS Y OBLIG DEL ESTADO 4.4% 31 Oct 2023		400,000			561,156
BONOS Y OBLIG DEL ESTADO 4.5% 31 Jan 2018		1,000,000			1,482,929
BONOS Y OBLIG DEL ESTADO 4.85% 31 Oct 2020		200,000			296,728
BONOS Y OBLIG DEL ESTADO 5.5% 30 Jul 2017		400,000			611,699
BONOS Y OBLIG DEL ESTADO 4.8 01/31/2024		(18,000	)		(26,110)
BONOS Y OBLIG DEL ESTADO 5.9 07/30/2026		(20,000	)		(31,534)
BONOS Y OBLIG DEL ESTADO 6 01/31/2029		(61,000	)		(96,687)
BRITISH COLUMBIA PROV OF 2.7% 18 Dec 2022		100,000			89,950
BRITISH LAND CO(JERSEY) 1.5 09/10/2017		(400,000	)		(731,389)
BRITISH LAND CO(JERSEY) 1.5 09/10/2017		(100,000	)		(182,847)
BROD 2006-2A A1AD FLT 02/01/2049 144A		11,911,660			1,146,497
BROD 2006-2A A1AT FLT 02/01/2049 144A		8,965,042			874,092
BSABS 2006-AC2 22A4 FLT 03/25/2036		125,674			28,729
BSABS 2006-HE8 1A3 FLT 10/25/2036		150,000			58,373
BSABS 2006-HE8 21A3 FLT 10/25/2036		195,000			126,906
BSCMS 2007-PW16 C FLT 06/11/2040		1,000			761
BUMI INVESTMENT PTE LTD 10.75 10/06/2017		144,000			97,200
BUNDESREPUB. DEUTSCHLAND 1.5% 15 May 2023		100,000			132,994
BUNDESREPUB. DEUTSCHLAND 2% 15 Aug 2023		100,000			138,492
BUONI POLIENNALI DEL TES 3.5% 01 Jun 2018		300,000			430,122
BUONI POLIENNALI DEL TES 3.5% 01 Nov 2017		300,000			431,396
BUONI POLIENNALI DEL TES 4.5% 01 Mar 2024		400,000			571,739
BUONI POLIENNALI DEL TES 4.75% 01 Jun 2017		400,000			597,350
BUONI POLIENNALI DEL TES 5.25% 01 Aug 2017		1,500,000			2,280,495
BUONI POLIENNALI DEL TES 4.5 05/01/2023		(257,000	)		(370,549)
BURLINGTN NORTH SANTA FE 5.75% 15 Mar 2018		254,000			289,581
BUSINESS MORTGAGE FIN. 6 M2 8/		600,000			375,279
BUSINESS MORTGAGE FIN. 7A M1 2		820,000			680,468
CA CMNTY DEV AUTH-A 5 04/01/2042		200,000			196,714
CADOG 5A M 8/15/25 (144A)		1,100,000			1,414,085
CAESARS(CERP)11% 10/01/21 2ND		2,520,000			2,595,600
CAISSE CENTRALE DESJARDN 2.55% 24 Mar 2016		100,000			104,050
CAISSE D AMORT DETTE SOC 1.375% 27 Jan 2014		400,000			400,256
CAISSE FRANCAISE DE FIN 5.25% 16 Feb 2017		400,000			443,490
CALLAHAN NRH WESTF 14.125 07/15/11 (NON-ACC) ESC		9,000			—
CALLIDUS DEBT CLASS 7A SUB 1/2		1,212,000			850,420
CAMAIEU INTERNATIONAL SAS TL A 1L EUR		19,763			23,370
CAMBER 3A A1 5/8/40 (0.503983		27,490,000			4,990,528
CAMBER 3A A2 5/8/40 (.74199119		600,000			13,356
CAMBER 3A B 5/8/40		2,400,000			79,560
CAMBR 7A B FLT 06/12/2042 144A		96,752			—
CANNINGTON FND 2006-1A INC11/2		1,400,000			742,000
CAPITALAND LTD 1.95 10/17/2023 144A		1,500,000			1,179,301
CAPMARK TL STUB		1,727,905			11,231
CASTLE GARDEN 2005-1A SUB		460,000			499,867
CBR FASHION TL B 1L EUR		59,699			71,004
CBR FASHION TL C 1L EUR		59,198			70,409
CELSA AMORT		21,031			6,362
CELSA BULLET A		147,874			44,732
CELSA BULLET B		6,081			1,840
CELSA EXCH A PIK		62,652			18,952
CELSA EXCH B PIK		40,587			12,278
CEMEX SAB DE CV		642,000			847,165
CENGAGE LEARNING ACQ INC 12 06/30/2019 NA		297,000			40,095
CHINA DAYE NON-FERROUS M 0.5 05/30/2018		1,000,000			156,931
CHINA UNICOM(HK) LTD 0.75% 18OCT15 CVB		300,000			309,000
CHINA UNICOM(HK) LTD 0.75% 18OCT15 CVB		300,000			309,000

44

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
CHLPA 2010-1 A 0 144A		191,990			117,114
CIE FINANCEMENT FONCIER 1% 17 Apr 2014		600,000			600,802
CIFC FUNDING LTD 0.51388% 01 Mar 2021		132,111			130,433
CITIGROUP INC 5.875 01/30/2042		(262,000	)		(294,454)
CLEVELAND ELECTRIC ILLUM 5.7% 01 Apr 2017		189,000			204,739
CLIFFS NATURAL RESOURCES 3.95 01/15/2018		(437,000	)		(443,817)
CLIFFS NATURAL RESOURCES 4.8 10/01/2020		(39,000	)		(39,125)
CLIFFS NATURAL RESOURCES 5.9 03/15/2020		(87,000	)		(92,220)
CMLTI 2007-AMC1 A2C FLT 12/25/2036		681,001			313,941
CMSI 2006-5 1A11 FLT 10/25/2036		23,702			18,549
CNLF 1999-1 F 8.5 08/18/2016		15,000			14,925
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
COMMERCIAL MORTGAGE LOAN TRUST 6.00772% 10 Dec 2049		400,000			444,022
COMMERZBANK AG 4 09/16/2020		(152,000	)		(227,329)
COMMONWEALTH BANK AUST 0.74585% 25 Jun 2014		900,000			901,966
COMSTOCK FUNDING 2006-1A INC 5		2,300,000			1,550,200
COMUNIDAD DE MADRID 4.2% 24 Sep 2014		600,000			841,685
CON WAY INC 7.25% 15 Jan 2018		1,500,000			1,724,090
CORNERSTONE CLO LTD 0.4881% 15 Jul 2021		800,000			787,625
CORTEFIEL SA TL B1		7,787			6,638
CORTEFIEL SA TL B2 EUR		8,494			7,242
CORTEFIEL SA TL B3 EUR		13,613			11,605
COUNCIL OF EUROPE 5.625% 14 Dec 2015		1,000,000			935,092
COUNTRYWIDE ALTERNATIVE LOAN T 3.3825% 20 Dec 2046		259,290			183,538
COUNTRYWIDE HOME LOANS 0.51525% 25 Mar 2035		127,036			118,697
CRE CDO CLAW DEAL I NS		128,428			—
CRE CDO CLAWBACK DEAL I		41,066			—
CRE CDO DEAL I		275,952			126,604
CREDIT AG HOME LOAN SFH 0.99205% 21 Jul 2014		400,000			401,207
CREDIT LOGEMENT SA 2.026 PERPETUAL		161,000			201,451
CREDIT LOGEMENT SA 2.026 PERPETUAL		271,000			339,089
CREDIT LOGEMENT SA FLT PERPETUAL		600,000			670,313
CS FIRST BOSTON COMMERCIAL MOR 0.934% 25 Oct 2034		18,559			17,935
CSAM FUNDING 4A SUB 6/9/2016		260,000			650
CSAM FUNDING PREFERRED		110			68,200
CSFB 2005-7 2A3 FLT 08/25/2035		49,076			12,514
CSMC 2007-3 AX 6 04/25/2037		109,318			18,089
CTRIP.COM INTER LTD. 1.25 10/15/2018 144A		145,000			144,545
CULLIGAN INTL TERM LOAN		454,203			415,596
CWALT 2006-39CB 1A2 FLT 01/25/2037		21,551			12,645
CWALT 2006-OA16 M1 FLT 10/25/2046 ESCROW		1			—
CWHL 2005-7 3X 0 03/25/2035		1,450,122			53,655
CWHL 2007-HY7 3AX FLT 11/25/2037		452,666			1,200
CWL 2005-AB1 M2 FLT 9 08/25/2035		154,804			9,931
CWL 2006-S9 A5 5.871% 08/25/2036		34,403			28,109
CWL 2007-1 M2 FLT 07/25/2037 ESC		1			—
CWL 2007-S1 A5 6.018% 11/25/2036		73,532			60,603
DECO 2007-E6X A3 FLT 04/27/2018		22,793			29,225
DECO 9-E3A C PAN EUROPE 3 144A		500,000			283,394
DELPHI CORP 6.5 08/15/2013 DFT NA		3,267,000			89,843
DELPHI CORP 7.125 05/01/2029 (DEFAULTED)		811,000			22,303
DERIV LBIE GR		59,297			66,483
DEUTSCHE POST AG 0.6 12/06/2019		(1,000,000	)		(1,863,125)
DEXIA CREDIT LOCAL 2.75% 10 Jan 2014		700,000			700,315
DEXIA CREDIT LOCAL SA NY 0.7556% 29 Apr 2014		600,000			600,350
DEXIA CREDIT LOCAL SA NY 2.75% 29 Apr 2014		600,000			604,518
DHI 2 05/15/2014		1,111,000			1,910,748
DNB BANK ASA 3.875 06/29/2020		(169,000	)		(255,682)
DNB BANK ASA 4.25 01/18/2022		(100,000	)		(153,849)
DNB BANK ASA 4.375 02/24/2021		(100,000	)		(154,880)
DPH HOLDINGS CORP 6.5 05/01/2009 (DEFAULTED)		1,214,000			33,385
DPH HOLDINGS CORP 6.55 06/15/2006 (DEFAULTED)		395,000			10,863

45

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
DRYDEN CLO SUB 9/20/2019 2005-		1,940,000			1,248,066
ECLIP 2006-1 A FLT 01/25/2018		518,414			712,808
ECLIP 2006-3 A FLT 07/25/2019		986,531			390,186
ECLIP 2006-3 B 0.78438 07/25/2019		381,286			6,316
EDISON MISSION ENERGY 7 05/15/2017 DEFAULTED		698,000			528,735
EDISON MISSION ENERGY 7.2 05/15/2019 (NON ACC)		435,000			329,513
EDISON MISSION ENERGY 7.5 06/15/2013 (NON ACC)		8,000			6,020
EDISON MISSION ENERGY 7.625 05/15/2027 (NON ACC)		630,000			477,225
EDISON MISSION ENERGY 7.75 06/15/2016 DFT NA		48,000			36,120
EHME 2007-1 A FLT 07/02/2050		188,764			199,854
EHMI 2007-1 A FLT 11/02/2054		2,370,385			2,611,497
EHMU 2007-2 M2 FLT 09/15/2044		50,000			60,880
E-HOUSE CHINA HLDGS LTD 2.75 12/15/2018 144A		394,000			415,178
EITZEN SG TL 265 USD		27,721			23,008
EITZEN TL 510 USD		14,463			12,004
ELDORADO GOLD CORP 6.125 12/15/2020 144A		241,000			231,360
E-MAC DE07-1 B FLT 11/25/2054		100,000			85,938
EMC CORP 1.75 12/01/2013 INS		1,546,000			2,371,255
ENERGY FUTURE TXU 11.25% 12/01		612,250			423,983
ENERGY FUTURE TXU 11.75% 03/01		5,710,000			6,716,388
EPICP DRUM A FLT 01/25/2022		129,904			157,929
EPICP DRUM A FLT 01/25/2022		447,605			544,167
ESAIL 2006-2X C1C FLT 12/15/2044		54,000			67,763
ESAIL 2006-2X D1C FLT 12/15/2044		99,000			116,344
ESAIL 2006-4X B1A FLT 12/10/2044		72,015			75,731
ESAIL 2006-4X C1C FLT 12/10/2044		126,884			146,969
ESAIL 2007-3X A3A 1.064 06/13/2045		80,000			77,550
ESAIL 2007-3X A3A 1.064 06/13/2045		720,000			697,950
ESAIL 2007-3X D1A FLT 06/13/2045		50,000			10,313
ESAIL 2007-3X D1A FLT 06/13/2045		273,000			56,306
ESAIL 2007-3X E1C FLT 06/13/2045		78,000			24,409
ESAIL 2007-4X A2A FLT 06/13/2045		31,395			40,201
ESAIL 2007-4X A2A FLT 06/13/2045		1,168,534			1,496,272
ESAIL 2007-4X A3A FLT 06/13/2045		50,000			48,125
ESAIL 2007-4X A3A FLT 06/13/2045		237,000			228,113
ESAIL 2007-4X A3C FLT 06/13/2045		50,000			55,220
ESAIL 2007-4X A3C FLT 06/13/2045		193,000			213,149
ESAIL 2007-4X E1C FLT 06/13/2045		145,000			47,525
ESAIL 2007-5X A1A FLT 09/13/2045		909,039			1,204,731
ESAIL 2007-5X A1C FLT 09/13/2045		674,180			893,478
ESAIL 2007-6NCX A2A FLT 09/13/2045		800,728			1,010,169
ESAIL 2007-PR1X A FLT 09/13/2045		1,611,934			1,739,881
ESAIL 2007-PR1X A FLT 09/13/2045 GBP COR		624,834			674,430
ESCROW COMDISCO MTN 0.00 I		44,000			—
ESCROW COMDISCO MTN 0.00 II		29,000			—
EUMF 2008-1X A3 FLT 03/13/2046		1,408,050			1,539,175
EUMF 2008-1X A3 FLT 03/13/2046 GBP COR		1,159,902			1,267,918
EURO 27X B FLT 07/25/2017		254,000			378,699
EURO GALAXY CLO BV 2006-1A SUB		300,000			276,011
EUROFIMA 5.625% 29 Jul 2015		500,000			462,029
EUROPEAN INVESTMENT BANK 6% 06 Aug 2020		800,000			765,995
EUROPEAN MEDIA 10% 2015		335,417			320,323
EUROPEAN UNION 2.375% 22 Sep 2017		200,000			292,317
EUROPEAN UNION 2.75% 03 Jun 2016		400,000			582,081
EUROPEAN UNION 3.625% 06 Apr 2016		200,000			295,792
EVERGREEN SOLAR INC 13 04/15/2015 (NON-ACC)		16,947			169
EVERGREEN SOLAR INC 4 07/15/2013 (DEFAULT)		20,000			50
F 4.25 11/15/2016		(157,000	)		(289,246)
FANNIE DISCOUNT NOTE 0% 27 Jan 2010		700,000			699,990
FANNIE MAE 1.875% 18 Sep 2018		4,100,000			4,126,990
FANNIE MAE 6% 18 Apr 2036		2,400,000			2,628,634
FED HOME LN DISCOUNT NT 0.01% 17 Jan 2014		200,000			199,998
FED HOME LN DISCOUNT NT 0.01% 29 Jan 2014		400,000			399,994
FED HOME LN DISCOUNT NT 0.062% 02 Jan 2014		6,500,000			6,500,000
FED HOME LN DISCOUNT NT 0.068% 03 Jan 2014		1,100,000			1,099,999

46

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
FFMER 2007-4 2M3 0.52063 07/25/2037 (ESC)		1			—
FHR 3346 SC FLT 10/15/2033		1,953,685			315,496
FIRST DATA CORP 10 5/8% 6/15/2		530,000			575,381
FIRST DATA CORP 11 1/4% 3/31/2		410,000			411,025
FIRST DATA CORP 11 3/4% 8/15/2		1,280,000			1,352,000
FKP LTD 8 01/05/2016 INS		300,000			269,939
FMS WERTMANAGEMENT 0.75438% 16 Jun 2014		400,000			663,162
FMS WERTMANAGEMENT 3.375% 17 Jun 2021		200,000			306,762
FNMA POOL AB9737 2.5% 01 Jun 2043		995,829			902,363
FNMA POOL AV0688 3.5% 01 Dec 2043		494,000			491,549
FNR 2004-29 PS FLT 05/25/2034		137,970			26,430
FNR 2004-92 S FLT 08/25/2034		60,160			6,683
FNR 2005-79 NS FLT 09/25/2035		127,456			17,289
FNR 2006-42 CI FLT 06/25/2036		412,470			63,159
FNR 2006-43 SJ FLT 06/25/2036		66,668			10,834
FNR 2006-62 SB FLT 04/25/2036		80,840			13,458
FNR 2007-53 SG FLT 06/25/2037		82,926			12,634
FNR 2009-106 SA FLT 01/25/2040		143,782			18,843
FNR 2009-90 QI 6.34375 08/25/2036		661,997			100,605
FNR 2010-10 SE FLT 02/25/2040		285,520			36,092
FNR 2010-21 SA FLT 03/25/2040		367,944			50,545
FNR 2010-56 AS FLT 06/25/2040		422,126			50,444
FNR 2010-58 SA FLT 06/25/2040		172,911			25,392
FORE CLO LTD 0.56375% 20 Jul 2019		295,520			291,863
FOSSE MASTER ISSUER PLC 1% 18 Oct 2054		300,000			505,496
FRANCE (GOVT OF) 1% 25 May 2018		1,500,000			2,061,935
FRANCE (GOVT OF) 1% 25 Nov 2018		500,000			681,623
FRANCE (GOVT OF) 3.25% 25 May 2045		200,000			264,870
FRANCE (GOVT OF) 4% 25 Oct 2038		400,000			613,298
FRANCE (GOVT OF) 4.5% 25 Apr 2041		1,200,000			1,986,761
FRANCE (GOVT OF) 1.75 05/25/2023		(207,127	)		(270,360)
FRANS BONHOM SAS TL B 1L EUR		8,825			11,163
FRANS BONHOM SAS TLC 1L EUR		8,825			11,163
FREDDIE MAC 0.61875% 15 Jul 2036		16,173			16,189
FREDDIE MAC 0.72175% 15 Nov 2036		2,185,230			2,186,574
FREDDIE MAC 1% 15 May 2036		399,357			398,448
FRENCH TREASURY NOTE 2.5% 25 Jul 2016		300,000			435,075
FSTAR 2007-1A AF4 FLT 01/25/2035 144A		258,006			232,447
GARDNER DENVER INC 6.875 08/15/2021		(68,000	)		(68,000)
GARDNER DENVER TL B 1L USD		67,830			67,822
GENCO SHIPPING & TRADING LTD REV 1L USD		163,000			153,220
GENERALITAT DE CATALUNYA 6 04/29/2049		173,000			204,573
GILEAD SCIENCES INC 1.625 05/01/2016		1,931,000			6,371,587
GILEAD SCIENCES INC 3.05 12/01/2016		(65,000	)		(68,679)
GLITNIR BON-BAML3		228,304			88,682
GM 8.375% 7/15/2033 - ESCROW		283,000			28
GMAC MORTGAGE CORPORATION LOAN 4.32843% 25 Jun 2034		54,545			51,670
GMX RESOURCES 11% 12/1/2017 (P		1,249,669			1,174,689
GMX RESOURCES 15% 12/1/2017 (P		213,000			213,000
GMX RESOURCES DIP FINANCING		293,911			276,576
GNR 2007-26 SG FLT 04/20/2037		105,406			16,102
GPMF 2006-AR2 4X 1 03/25/2036		176,354			2,229
GPMF 2006-AR3 3A1 FLT 04/25/2036		116,859			72,749
GPMF 2006-OH1 M1 0.60875 01/25/2037 ESC		1			—
GRANITE MASTER ISSUER PLC 0.40813% 20 Dec 2054		128,829			127,434
GRANITE MASTER ISSUER PLC 1% 20 Dec 2050		174,046			172,160
GRANITE MORTGAGES PLC. 0.80313% 20 Jul 2043		112,966			112,209
GREENS CREEK FUNDING LTD		2,940,000			2,249,100
GRIFFEY (GETTY IMAGES) 7% 10/1		240,000			189,600
GRIFFEY INTR INC / FIN S		42,000			33,390
GROUPAMA SA 6.298 PERP		800,000			957,000
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			—

47

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
GSR 2004-15F 2A3 6 12/25/2034		34,485			5,073
GSR 2005-HEL1 A1 FLT 11/25/2030		22,866			12,576
HALCYON 2007-2X CLO SUB 10/29/		1,210,000			877,250
HANJIN SHIPPING CO LTD 4 07/20/2016		400,000			360,000
HARBINGER 7 7/8% 7/15/2019		290,000			305,225
HARBM 3 A FLT 07/15/2014		1,377,421			1,813,461
HASC 2006-WMC1 M2 0.60875 07/25/2036 ESC		1			—
HASC 2007-NC1 A3 FLT 04/25/2037		1,091,000			580,966
HBOS PLC 6.75% 21 May 2018		254,000			287,306
HCA INC 7.875% 15 Feb 2020		200,000			214,750
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			—
HEMT 2006-4 A1 FLT 11/25/2036		108,834			30,570
HEMT 2006-6 M1 3.60875 03/25/2037 ESC		1			—
HEMT 2006-6 M2 2.85188 03/25/2037 ESC		1			—
HENGAN INTL GROUP CO 0% 27JUN18		1,000,000			137,021
HIGHLANDER EURO CDO		800,000			854,627
HOLMES MASTER ISSUER PLC 1.618% 15 Oct 2054		156,593			216,368
HOME INNS HTL MNGMT INC 2 12/15/2015		272,000			285,260
HOST HOTELS & RESORTS LP		553,000			837,071
HSBC FINANCE CORP 6.676% 15 Jan 2021		600,000			689,422
HVMLT 2004-9 3A FLT 12/19/2034		60,511			42,799
HVMLT 2006-12 B2 FLT 01/19/2038 ESCROW		1			—
HVMLT 2007-2 B1 0.87875 05/25/2038 ESC		1			—
ICE CANYON CLO 2012 1A INC		2,900,000			2,827,500
ICE CANYON CLO 2013 1A D		900,000			815,625
ICE CANYON CLO 2013 1A INC		2,700,000			2,578,500
ICM 2006-S2A A1LB FLT 10/12/2045 144A		258,006			13
IMPAS 3 A FLT 03/22/2043		768,643			788,700
IMPAS 4 A FLT 03/22/2044		484,066			502,022
IMSER 2 B2 FLT 09/18/2025		200,000			242,000
IMSER 2 B3 FLT 09/18/2025		100,000			120,656
INABS 2007-B M2 FLT 07/25/2037 ESCROW		1			—
INDX 2006-AR3 3X FLT 04/25/2036 ESCROW		1			—
INDYMAC INDX MORTGAGE LOAN TRU 5.0992% 25 Sep 2035		216,440			189,907
INDYMAC RESIDENTIAL ASSET BACK 0.69472% 25 Aug 2035		300,000			292,851
INFIG CONSTRUCTION AF2 AUD		154,898			116,205
INFIG CONSTRUCTION AF2 EUR		50,079			57,841
INFIG CONSTRUCTION AF3 AUD		2,805			2,105
INFIG CONSTRUCTION AF3 EUR		2,791			3,223
INFIG CONSTRUCTION LC AUD		5,166			(738)
INFIGEN CONSTRUCTION MF AUD		138,572			103,957
INFIGEN CONSTRUCTION MF USD		21,072			17,700
INFIGEN LC EUR		10,145			(2,232)
INFIGEN TL MF AUD		130,685			98,041
INFIGEN TL MF USD		140,877			118,336
INFIGEN TLAF1 USD		164,942			138,551
INFIGEN WC MF EUR		10,069			(2,215)
ING BANK NV 2.5% 14 Jan 2016		400,000			412,680
INSTITUT CREDITO OFICIAL 2.044% 25 Mar 2014		900,000			1,238,542
INSTITUT CREDITO OFICIAL 6.125% 27 Feb 2014		200,000			178,586
INTC 2.95% 12/15/35		(552,000	)		(619,477)
INTER AMERICAN DEVEL BK 6% 26 Feb 2021		800,000			775,197
INTL BANKING CORP SYN CLAIM		195			2
IPAYMENT HOLDINGS INC 15 11/15/2018 7.5 PIK		646,747			307,205
IPAYMENT INC 10.25 05/15/2018		253,000			198,605
ITALY GOV T INT BOND 6% 04 Aug 2028		100,000			171,488
IVG IMMOBILIEN AG REV B EUR		395,462			497,259
IVG IMMOBILIEN TLA 1L EUR		341,916			432,523
IXIS 2006-HE2 A3 FLT 08/25/2036		395,539			169,416
IXIS 2006-HE2 A4 FLT 08/25/2036		745,142			325,319
IXIS 2007-HE1 A4 FLT 05/25/2037		260,119			90,806
IXIS 2007-HE1 M1 0.51594 05/25/2037 ESC		1			—
JAPAN 140 (20 YR ISSUE) 1.7% 20 Sep 2032		660,000,000			6,492,754

48

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
JAPAN 143 (20 YR ISSUE) 1.6% 20 Mar 2033		230,000,000			2,212,077
JAPAN 144(20 YEAR ISSUE) 1.5% 20 Mar 2033		20,000,000			189,364
JEFFERSON CO SWR-D 6.5 10/01/2053		245,000			229,528
JEFFERSON CO-CABS-F 0 10/01/2046		815,000			368,788
JINKOSOLAR HOLDING CO LT		315,000			337,586
JP MORGAN CHASE BANK NA 6% 01 Oct 2017		1,000,000			1,144,119
JP MORGAN CHASE COMMERCIAL MOR 5.42% 15 Jan 2049		400,000			438,785
JP MORGAN CHASE COMMERCIAL MOR 5.747% 12 Feb 2049		400,000			444,164
JP MORGAN MORTGAGE TRUST 2.931524% 25 Apr 2035		140,813			140,460
JPALT 2005-S1 1A8 FLT 12/25/2035		222,830			69,022
JPMMT 2004-S2 4A2 FLT 11/25/2034		89,905			19,327
JUNTA DE ANDALUCIA 5 01/26/2024		36,000			40,590
JUNTA DE ANDALUCIA 5.755 06/30/2026		60,000			70,125
JUNTA DE CASTILLA Y LEON 6.505% 01 Mar 2019		400,000			629,745
K HOVNANIAN ENTERPRISES 6 12/01/2017		523,000			786,920
KAISER FOUNDATION HOSPIT 4.875 04/01/2042		(115,000	)		(108,760)
KAUF HOLD HEDGE		96,064			122,841
KAUFMAN & BROAD OPCO RCF		7,618			(524)
KAUFMAN & BROAD S.A OPCO TL B3		10,278			13,991
KAUFMAN & BROAD S.A OPCO TL C3		10,340			14,075
KAUFMAN & BROAD S.A. HOLD REV		106,026			135,580
KAUFMAN & BROAD S.A. HOLD TL 1		105,470			134,870
KAUFMAN & BROAD S.A. HOLD TL 2		105,174			134,491
KAUFMAN & BROAD S.A. HOLD TL C1		106,086			135,658
KAUFMAN & BROAD S.A. HOLD TL C2		105,526			134,942
KAUP BOND EUR DB		1,399,306			447,341
KAUP BOND EUR DB2		1,295,928			414,292
KAUP LOAN EUR ML		53,671			17,158
KAUPTHING BOND EUR YORVIK		217,698			69,595
KAUPTHING BOND TRADE CLAIM EUR MS		276,496			88,392
KAUPTHING BOND TRADE CLAIM EUR MS 2		266,449			85,180
KAUPTHING BOND TRADE CLAIMS AUD BARC		175,701			29,030
KAUPTHING BOND TRADE CLAIMS CHF CITI		58,567			11,727
KAUPTHING BOND TRADE CLAIMS CHF DB		130,019			26,034
KAUPTHING BOND TRADE CLAIMS CHF MS		207,065			41,462
KAUPTHING BOND TRADE CLAIMS CHF MS2		58,270			11,668
KAUPTHING BOND TRADE CLAIMS EUR MS		153,424			49,048
KAUPTHING BOND TRADE CLAIMS EUR RBS		92,953			29,716
KAUPTHING BOND TRADE CLAIMS USD SEAP		1,033,040			250,512
KAUPTHING BOND TRADE CLAIMS USD YORVIK		99,427			24,111
KAUPTHING BOND TRADE CLAIMS USD YORVIK2		74,497			18,066
KAUPTHING BOND TRUST TRADE CLAIMS EUR CITI		61,418			19,635
KAUPTHING BOND TRUST TRADE CLAIMS EUR CITI		24,633			7,875
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI		666,457			161,616
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI2		58,961			14,298
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI3		32,938			7,987
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI4		1,862,653			451,693
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI5		348,357			84,477
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI6		585,672			142,025
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI7		585,672			142,025
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI8		260,249			63,110
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI9		347,528			84,276
KAUPTHING BOND TRUST TRADE CLAIMS USD DB		195,691			47,455
KAUPTHING BOND TRUST TRADE CLAIMS USD MS		465,629			112,915
KAUPTHING BOND TRUSTEE USD CIT 10		962,945			233,514
KAUPTHING BOND USD CITI		310,732			75,353
KAUPTHING DEPOSIT TRADE CLAIM EUR CIT		3,591,251			1,148,078
KAUPTHING DEPOSIT TRADE CLAIM EUR CIT2		1,295,928			414,292
KFW 2% 07 Sep 2016		500,000			716,432
KINTYRE CLO 2007-1A D 12/20/23		1,220,000			1,291,581
KKR FINANCIAL 2007-1A F 5/15/2		50,000			53,000
KKR FINANCIAL 2007-1A G 5/15/2		50,000			52,500
KKR FINANCIAL 2007-1A H 5/15/2		50,000			52,500
KKR FINANCIAL 2007-1A SUB 5/15		380,000			342,000
KKR FINANCIAL 2007-AA C 10/15/		20,000			19,903

49

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
KKR FINANCIAL 2007-AA D 10/15/		40,000			40,000
KKR FINANCIAL 2007-AA E 10/15/		330,000			331,111
KKR FINANCIAL 2007-AA F 10/15/		20,000			20,342
KKR FINANCIAL 2007-AA G 10/15/		30,000			30,176
KKR FINANCIAL 2007-AA H 10/15/		30,000			30,131
KKR FINANCIAL 2007-AA SUB 10/1		30,000			47,100
L 3.75% 02/15/30		1,413,000			844,268
L 4.0% 11/15/29 (FON)		765,000			474,300
L 8.5% 07/15/29		(95,000	)		(103,612)
LBHI CLASS 9A		46,904			5,739
LBHI GUARANTEE CLAIM USD		256,175			25,618
LBHI TERM LOAN JPY		156,115,025			289,129
LBI DB CLAIM		175,000			75,250
LBI LAZARD CLAIM		3,562,000			1,531,660
LBIE CLAIM GBP2		212,000			150,138
LBIE TCL GBP TORONTO-DOMINION BANK		29,808			22,530
LBMLT 2004-4 M4 FLT 10/25/2034		36,227			26,399
LBMLT 2006-10 M2 0.51875 11/25/2036 ESC		1			—
LBMLT 2006-5 M1 FLT 06/25/2036 ESC		1			—
LCERT 2006-1A A1 FLT 02/15/2046 144A		77,402			4
LCPI CLAIM WDAC		9,740			2,289
LEHMAN BROTHERS HOLDINGS		220,000			46,475
LEHMAN BROTHERS HOLDINGS		27,000			5,468
LEHMAN BROTHERS HOLDINGS		219,000			46,264
LEHMAN BROTHERS HOLDINGS		698,000			148,325
LEHMAN BROTHERS HOLDINGS		306,000			64,260
LEHMAN BROTHERS HOLDINGS		258,000			54,180
LEHMAN BROTHERS HOLDINGS		239,000			50,190
LEHMAN BROTHERS HOLDINGS		416,000			87,880
LEHMAN BROTHERS HOLDINGS		363,000			76,230
LEHMAN BROTHERS HOLDINGS		4,992,000			1,054,560
LEHMAN BROTHERS HOLDINGS		603,000			127,384
LEHMAN BROTHERS HOLDINGS		3,050,000			640,500
LEHMAN BROTHERS HOLDINGS		962,000			202,020
LEHMAN BROTHERS HOLDINGS		3,297,000			712,976
LEHMAN BROTHERS HOLDINGS		2,698,000			569,953
LEHMAN BROTHERS HOLDINGS 0 01/14/2009 (NON ACC)		2,450,000			508,375
LEHMAN BROTHERS HOLDINGS 0 03/17/2011 EUR		88,000			25,713
LEHMAN BROTHERS HOLDINGS 0 03/17/2011 EUR		561,000			163,917
LEHMAN BROTHERS HOLDINGS 0 04/05/2011 EUR		386,000			112,784
LEHMAN BROTHERS HOLDINGS 0 05/04/2011 EUR		84,000			24,688
LEHMAN BROTHERS HOLDINGS 0 05/04/2011 EUR		388,000			114,036
LEHMAN BROTHERS HOLDINGS 0 05/19/2016 EUR		150,000			43,828
LEHMAN BROTHERS HOLDINGS 0 05/25/2010 (NON ACC)		1,723,000			361,830
LEHMAN BROTHERS HOLDINGS 0 06/12/2013		326,000			95,253
LEHMAN BROTHERS HOLDINGS 0 07/20/2012		560,000			163,625
LEHMAN BROTHERS HOLDINGS 0 08/21/2009 (NON-ACC)		252,000			52,605
LEHMAN BROTHERS HOLDINGS 0 09 NA		67,000			14,070
LEHMAN BROTHERS HOLDINGS 0 10/25/2011 EUR		43,000			12,564
LEHMAN BROTHERS HOLDINGS 0 11/09/2009 EUR		374,000			109,278
LEHMAN BROTHERS HOLDINGS 0% 03/05/2010 NA		50,000			14,609
LEHMAN BROTHERS HOLDINGS 05/10/2012 EUR		200,000			58,438
LEHMAN BROTHERS HOLDINGS 05/10/2012 EUR		1,150,000			336,016
LEHMAN BROTHERS HOLDINGS 05/19/2023 NA		11,000			2,228
LEHMAN BROTHERS HOLDINGS 11 06/22/2022 (NA)		78,000			15,990
LEHMAN BROTHERS HOLDINGS 4 03/09/2015 EUR		2,546,000			748,285
LEHMAN BROTHERS HOLDINGS 4 05/04/2011 EUR		151,000			44,380
LEHMAN BROTHERS HOLDINGS 4 05/04/2011 EUR		771,000			226,602
LEHMAN BROTHERS HOLDINGS 4.75 01/16/2014 EUR		509,000			149,598
LEHMAN BROTHERS HOLDINGS 5.125 06/27/2014 EUR		400,000			117,563
LEHMAN BROTHERS HOLDINGS 5.125 06/27/2014 EUR		150,000			44,086
LEHMAN BROTHERS HOLDINGS 5.375 10/17/2012 EUR		200,000			58,781
LEHMAN BROTHERS HOLDINGS 5.5 02/27/2020 (NON ACC)		18,000			3,645
LEHMAN BROTHERS HOLDINGS 5.625 03/15/2030(NON ACC)		17,000			3,528
LEHMAN BROTHERS HOLDINGS 5.7 12/14/2029 (NON ACC)		25,000			5,063

50

The Goldman Sachs 401(k) Plan

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

December 31, 2013

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 5.75 07/18/2011 (NON ACC)		328,000			68,880
LEHMAN BROTHERS HOLDINGS 6 04/01/2011 (NA)		462,000			72,502
LEHMAN BROTHERS HOLDINGS 6.375 05/10/2011 EUR		116,000			34,093
LEHMAN BROTHERS HOLDINGS 6.5 02/13/2037 (NON ACC)		21,000			4,253
LEHMAN BROTHERS HOLDINGS 7 11/16/2037 (NA)		12,000			2,430
LEHMAN BROTHERS HOLDINGS 7.875 11/01/2009(NON ACC)		7,500,000			1,556,250
LEHMAN BROTHERS HOLDINGS 9.5 12/28/2022 (NA)		229,000			46,373
LEHMAN BROTHERS HOLDINGS FLT 01/03/2023 (NON ACC)		15,000			3,038
LENNAR CORP		236,000			434,563
LENNAR CORP		1,505,000			2,717,712
LIBERTY INTERACTIVE LLC 0.75 03/30/2043 144A		199,000			248,212
LIBERTYVIEW CREDIT OPPORTUNITIES FUND LP		619,037			238,492
LIBERTYVIEW CREDIT SELECT FUND LP		296,707			114,310
LIBERTYVIEW FUNDS LP		284,921			109,769
LIBERTYVIEW GLOBAL RISK ARBITRAGE FUND LP		39,458			15,202
LIBERTYVIEW SPECIAL OPPORTUNITIES FUND LP		146,048			56,267
LLOYDS BANK PLC 12% 31 Dec 2049		500,000			673,104
LOS ANGELES CNTY CA PUBLIC WKS 7.618% 01 Aug 2040		300,000			350,973
LOTTE SHOPPING CO LTD 0% 05JUL16 USD CCY		2,800,000			2,803,500
LUDGATE FUNDING PLC 0.943% 01 Jan 2061		400,000			497,216
LUKOIL INTL FINANCE BV 2.625 06/16/2015		(800,000	)		(864,000)
LUKOIL INTL FINANCE BV 2.625 06/16/2015		(200,000	)		(216,000)
LUSI 4 A FLT 09/15/2048		57,057			61,390
LUSI 5 A FLT 07/15/2059		5,191			5,388
LUSI 5 A FLT 07/15/2059		404,345			419,760
LXS 2007-1 WF1 FLT 01/25/2037		160,586			99,756
LXS 2007-18N AX 1 10/25/2037 (NON ACC)		2,090,184			—
MADISON PARK F IV 2007-6A INC		260,000			323,700
MADISON PARK F V 2007-5A SUB 2		260,000			326,300
MADISON PARK FND 2005-1A SUB		260,000			221,000
MADISON PARK FND 2006-2A INC		500,000			555,500
MADISON PARK FND III 2006-3A S		130,000			155,567
MADISON PARK FNDG 2011-7A SUB		1,040,000			1,102,400
MAGEL 4 A FLT 07/20/2059		598,324			634,504
MANA 2007-F1 IO2 6.25 03/25/2037		127,711			34,891
MANA 2007-OAR3 A3 FLT 07/25/2047 ESC		3			—
MANSD 2006-1X M2 FLT 10/15/2048		100,000			134,185
MANSD 2007-2X M1 FLT 12/15/2049		240,000			363,690
MARATHON CLO LTD		400,000			480,000
MARM 2007-1 IX3 0.5 01/25/2047		2,627,397			53,599
MARM 2007-HF1 M1 0.74606 05/25/2037 ESC		1			—
MARSH + MCLENNAN COS INC 5.75% 15 Sep 2015		32,000			34,564
MAXIS LOANS SECURITISATION 5.4433% 12 Sep 2041		87,486			78,891
MERCATOR CLO PLC 0.461% 18 Feb 2024		90,198			122,020
MERITAGE HOMES CORP		438,000			493,644
MERRILL LYNCH MORTGAGE INVESTO 2.6025% 25 Feb 2036		42,724			38,863
MERRILL LYNCH MORTGAGE INVESTO 2.8006% 25 Feb 2035		97,416			97,141
MEX BONOS DESARR FIX RT 10% 05 Dec 2024		1,500,000			146,244
MEX BONOS DESARR FIX RT 7% 19 Jun 2014		10,000,000			775,509
MEXICAN CETES 0% 03 Apr 2014		280,000,000			2,119,035
MEXICAN CETES 0% 06 Mar 2014		250,000,000			1,897,989
MEXICAN CETES 0% 23 Jan 2014		160,000,000			1,219,499
MEXICAN CETES 0.01% 26 Jun 2014		140,000,000			1,050,645
MFD 2008-1 B1 FLT 03/13/2046		405,205			550,435
MFD 2008-1 B2 FLT 03/13/2046		499,987			745,450
MFD 2008-1 R 0 03/13/2046		214			88,628
MGIC INVESTMENT CORP 5 05/01/2017		1,064,000			1,206,786
MGM RESORTS INTL 7.75 03/15/2022		(92,000	)		(103,040)
MGM RESORTS INTL 8.625 02/01/2019		(118,000	)		(138,945)
MID STATE TRUST 8.33% 01 Apr 2030		56,698			58,640
MKP 6A A2 FLT 06/15/2051 144A		232,205			1
ML CFC COMMERCIAL MORTGAGE TRU 5.172% 12 Dec 2049		399,000			432,579
ML CFC COMMERCIAL MORTGAGE TRU 5.378% 12 Aug 2048		400,000			435,599

51

The Goldman Sachs 401(k) Plan

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

December 31, 2013

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 A1A FLT 08/04/2047 144A ESCROW		1			—
MLST IV-A A1B FLT 08/04/2047 144A ESCROW		1			—
MLST IV-A A1C FLT 08/04/2047 144A ESCROW		1			—
MONGOLIAN MINING CORP 8.875 03/29/2017		232,000			184,440
MORGAN STANLEY 1% 15 Oct 2015		600,000			598,733
MORGAN STANLEY BAML TRUST 1.5295% 15 Dec 2048		1,878,816			133,644
MORGAN STANLEY MORTGAGE LOAN T 5.70097% 25 Feb 2047		217,628			165,505
MORGAN STANLEY REREMIC TRUST 5.998848% 12 Aug 2045		300,000			327,774
MSAC 2006-HE3 A2D FLT 04/25/2036		935,000			544,444
MSAC 2006-HE6 M2 FLT 09/25/2036 ESC		1			—
MSAC 2007-HE1 M1 FLT 11/25/2036 ESCROW		1			—
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			—
MUNDA CLO 1A B 12/5/24 (NPTNO)		3,670,000			4,558,113
MUNDA CLO 1A C 12/5/24 (NPTNO)		1,770,000			2,064,480
MUNDA CLO 1A D 12/5/24		800,000			890,935
MYLAN INC 3.75 09/15/2015		2,213,000			7,259,014
NAGOYA RAILROAD 0 12/31/2023		(20,000,000	)		(203,248)
NATL ENERGY 10.375% UNIT FROM REORG		3,671,034			—
NAUTILUS SHIPHOLDINGS TERM LOAN B (JUNIOR LOAN)		436,106			104,666
NCIG HOLDINGS PTY LTD 12.5 08/26/2031		300,000			330,000
NEPTUNO CLO 2007-2A C 1/6/23		300,000			370,192
NEW GOLD INC 6.25 11/15/2022 144A		201,000			193,965
NEW S WALES TREASURY CRP 6% 01 Feb 2018		800,000			783,500
NEW ZEALAND GOVERNMENT 5% 15 Mar 2019		2,700,000			2,301,280
NEW ZEALAND GOVERNMENT 5.5% 15 Apr 2023		1,600,000			1,392,798
NEW ZEALAND GOVERNMENT 6% 15 May 2021		1,000,000			897,042
NEWCREST FINANCE PTY LTD 4.2 10/01/2022 144A		67,000			54,472
NEWGATE FUNDING PLC 0.67563% 01 Dec 2050		400,000			607,370
NOBLE GROUP LTD 0 06/13/2014		1,476,000			2,197,395
NOMURA ASSET ACCEPTANCE CORPOR 0.99875% 25 Aug 2034		62,145			61,400
NORDEA BANK AB 3.25 07/05/2022		(100,000	)		(145,173)
NORDEA BANK AB 4 06/29/2020		(85,000	)		(130,082)
NORDEA BANK AB 4.5 03/26/2020		(185,000	)		(278,108)
NSCR TRUST 2007-4A A2 FLT 10/25/52 144A		55,558			22
NUANCE COMMUNICATIONS 2.75 11/01/2031		119,000			116,200
NYC WTR FIN AUTH-BB 5 06/15/2044		115,000			117,187
NYKREDIT 2% 01 Jan 2015		1,200,000			225,267
OCONNOR GLBL FUNDAMENTAL MRKT NEUTRAL L/S MSTR LTD		13,856			11,132
OCONNOR GLOBAL CONVERTIBLE ARBITRAGE II MSTR LTD		13,579			6,077
OCONNOR GLOBAL CONVERTIBLE ARBITRAGE MSTR LTD		231,423			103,568
OCR 3.25% 12/15/35		566,000			606,981
ONTARIO (PROVINCE OF) 2.95% 05 Feb 2015		900,000			925,074
ONTARIO (PROVINCE OF) 3.15% 02 Jun 2022		500,000			462,885
ONTARIO (PROVINCE OF) 4% 02 Jun 2021		100,000			99,700
ONTARIO (PROVINCE OF) 4% 07 Oct 2019		200,000			216,508
OOMLT 2007-1 M2 FLT 01/25/2037 ESC		1			—
OOMLT 2007-4 M2 0.64328 04/25/2037 ESC		1			—
OOMLT 2007-5 M2 FLT 05/25/2037 ESCROW		1			—
OPERA CMH A FLT 01/15/2015		438,120			588,710
OSIM INTERNATIONAL LTD 2.75 07/05/2016		30,000			29,616
OSIM INTERNATIONAL LTD 2.75 07/05/2016		340,000			335,650
OZLM FUNDING LTD 2012-2A SUB		1,200,000			1,068,000
OZLM FUNDING LTD 2013-3A SUB		1,000,000			917,500
OZLMF FUNDING LTD 2013-4A SUB		500,000			477,500
OZLMF FUNDING LTD 2013-5A SUB		2,500,000			2,325,000
PALADIN ENERGY LTD 6 04/30/2017		200,000			140,000
PALOMAR CA CMNTY CLG DIST 7.194% 01 Aug 2045		300,000			329,148
PARAGON MORTGAGES PLC 0.3825% 15 Nov 2038		173,038			155,231
PARAGON MORTGAGES PLC 1.3675% 15 May 2041		407,111			613,873
PATRIOT COAL CORP 15 12/15/2023 TGL		472,862			756,579
PBHET 2000-1 A2 FLT 03/25/2030		128,585			67,378
PEARSON DOL FIN TWO PLC 6.25% 06 May 2018		725,000			826,995
PESCANOVA TL		19,371			1,998

52

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value		Current Value
PHH CORP		413,000		442,381
PHH CORP		329,000		352,405
PHS GROUP PLC ACQ CAPEX		9,751		13,084
PHS GROUP PLC ACQ CAPEX EUR		4,279		4,766
PHS GROUP PLC TL B		12,168		16,328
PREFERRED TERM SECS XXI FLT 03/22/2038 144A		1,349,700		828,941
PREFERRED TERM SECS XXVII LTD FLT 12/22/2037 144A		82,333		61,201
PREFERRED TERM XXII FLT 09/22/2036 144A		128,689		94,050
PREFERRED TERM XXII FLT 09/22/2036 144A		858,487		525,823
PREFERRED TERM XXIII FLT 12/22/2036		188,786		116,104
PREFERRED TERM XXIII FLT 12/22/2036 144A		673,433		505,496
PRIME 2006-1 2A6 6 06/25/2036		38,887		35,747
PRISA NEW MONEY TERM LOAN 2 - PRS SM		11,057		12,771
PRISA NEW MONEY TERM LOAN 3 DEC 2013 - PRS SM		38,945		34,807
PROMI 2 A FLT 04/26/2019		96,816		145,750
PROVINCE OF QUEBEC 3% 01 Sep 2023		100,000		89,147
PROVINCE OF QUEBEC 3.5% 01 Dec 2022		300,000		282,025
PR-REF-A 5 07/01/2041		25,000		15,279
PUMA FINANCE LIMITED 3.18% 22 Aug 2037		119,340		105,541
QIHOO 360 TECH CO LTD 2.5 09/15/2018 144A		460,000		492,462
RABOBANK NEDERLAND 3.875% 08 Feb 2022		700,000		703,816
RADIAN GROUP INC 3 11/15/2017		985,000		1,401,229
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		7,168
RAST 2006-A3CB AX 6 01/25/2046		255,899		67,125
RAST 2006-A5CB AX 6.25 06/25/2036		300,378		80,772
REALKREDIT DANMARK 1% 01 Jan 2038		0		0
REALKREDIT DANMARK 2% 01 Jan 2015		800,000		150,304
RELIANCE INFRATEL LMA - DB		352,172		316,955
RENESOLA LTD 4.125 03/15/2018 144A		282,000		223,271
REPUBLIC OF SLOVENIA 4.7% 01 Nov 2016		500,000		713,991
RIVERCITY AUD SWAP INTEREST LOAN CLAIM		99,596		5,782
RIVERCITY SWP PIK		451		—
RIVERSIDE CA ELEC REVENUE 7.455% 01 Oct 2030		200,000		242,752
RLOC 2007-1X B1B FLT 12/15/2043		72,220		102,890
ROC FINANCE LLC/ROC FIN 12.125 09/01/2018 144A		182,000		185,640
ROYAL BK OF SCOTLAND PLC 1.757 12/21/2033		300,000		328,421
ROYAL BK OF SCOTLAND PLC FLT 12/20/2033		2,000,000		2,257,118
RPG BYTY SRO 6.75 05/01/2020		24,000		33,330
RPG BYTY SRO 6.75 05/01/2020		1,620,000		2,249,775
RVMLT 2007-1 X FLT 05/25/2047 144A		504,921		8,041
RVMLT 2007-2A X FLT 07/25/2047 144A		603,932		15,098
RYLAND GROUP		1,433,000		2,188,562
SAAD SA INVEST FLT 08/24/2017		25,324		2,406
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		56,201		55,583
SALT VERDE FNL CORP 5 12/01/2037		262,000		252,434
SALUS 2012-1I SUB 03/05/21		900,000		882,000
SALUS 2012-1IN FN CLASS 03/05/		1,100,000		1,084,160
SALUS 2012-1IN SUBN 03/05/21		2,600,000		2,548,000
SAMI 2004-AR5 2A3 FLT 10/19/2034		23,559		20,131
SAMI 2006-AR3 12X 1 04/25/2036		2,430,126		91,778
SAMI 2006-AR4 2A1 FLT 06/25/2036		54,076		44,429
SARM 2005-9 2A1 FLT 05/25/2035		24,516		16,135
SASC 2006-BC4 M2 FLT 12/25/2036 ESCROW		1		—
SASC 2006-BC6 M2 FLT 01/25/2037		1		—
SASC 2006-OW1 A6M FLT 12/25/2035 144A		45,818		125
SASC 2006-S4 M1 0.8375 01/25/2037 ESC		1		—
SASC 2007-BC1 M2 FLT 02/25/2037 ESC		1		—
SASC 2007-EQ1 M2 0.69722 03/25/2037 ESCROW		1		—

53

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
SAUR NEW TL EUR		7,987			7,962
SAUR NEW HLCO TL A		6,215			6,836
SAUR NEW HLCO TL B		47,944			34,610
SAUR NEW PIK A		29,818			1,127
SAYBROOK POINT CBO (FAC 0.4528		1,970,000			549,288
SHIZUOKA BANK LTD 0 04/25/2018		(700,000	)		(743,750)
SIEMENS FINANCIERINGSMAT 1.05 08/16/2017		(250,000	)		(290,000)
SIEMENS FINANCIERINGSMAT 1.65 08/16/2019		(1,250,000	)		(1,470,313)
SINA CORP 1 12/01/2018 144A		1,064,000			1,082,961
SK HYNIX INC 2.65 05/14/2015		100,000			123,750
SK HYNIX INC 2.65 05/14/2015		100,000			123,750
SLC STUDENT LOAN TRUST 0.72325% 15 Jun 2017		49,068			49,090
SLM STUDENT LOAN TRUST 1.9511% 25 Apr 2023		785,960			809,799
SLOSO 2005-1A A1L FLT 10/15/2035		1,099,770			789,085
SLOSO 2005-1A A1LA FLT 10/15/2035 144A		437,709			312,087
SLOSO 2007-1A A1LA FLT 10/07/2037 144A		622,276			445,316
SM INVESTMENTS CORP 1.625 02/15/2017		200,000			226,000
SMALL BUSINESS ADMINISTRATION 5.6% 01 Sep 2028		301,454			335,744
SNY SENIOR SUBORDINATED NOTES 9.75%		959,001			994,964
SOLIDIUM OY 0.5 09/29/2015		(200,000	)		(292,061)
SPAIN LETRAS DEL TESORO 0 01/24/2014		164,000			225,448
SPIRIT ISSUER PLC FLT 12/28/2031		117,000			168,877
SPS 2005-3X D1C FLT 12/10/2043		61,000			77,811
SSP A1 GBP TL		1,108			1,814
SSP AMERICA (USA), LLC A11 USD TL		2,400			2,364
SSP FINANCING LIMITED LONDON (B1) E NOK TL		50,296			7,034
SSP FINANCING LIMITED LONDON B1 A GBP TL		11,107			16,008
SSP FINANCING LIMITED LONDON B1 B EUR TL		2,712			3,245
SSP FINANCING LIMITED LONDON B1 C USD TL		2,470			2,149
SSP FINANCING LIMITED, LONDON (B1) D SEK TL		25,672			3,389
SSP FINANCING LIMITED, LONDON A13 USD TL		1,761			1,735
SSP FINANCING SPAIN SL, MADRID A6 EUR TL		2,482			3,370
SSP FINANCING UK LTD, LONDON A2 GBP TL		17,605			28,836
SSP FINLAND FINANCING OY, HELSINKI A7 EUR TL		1,757			2,386
SSP FRANCE FINANCING SAS, PARIS A4 EUR TL		478			649
SSP NORWAY FINANCING AS, OSLO A9 NOK TL 2		87,700			14,069
SSP SWEDEN FINANCING AB, STOCKHOLM A10 SEK TL		44,587			6,751
STANDARD PACIFIC CORP		963,000			1,278,848
SUNCORP METWAY LTD 4% 16 Jan 2014		200,000			330,932
SURF 2007-BC1 M2 FLT 01/25/2038 ESC		1			—
SVENSKA HANDELSBANKEN AB 2.625 08/23/2022		(100,000	)		(139,054)
SVENSKA HANDELSBANKEN AB 4.375 10/20/2021		(100,000	)		(157,204)
SVENSKA HANDELSBANKEN AB 5.125 03/30/2020		(100,000	)		(112,280)
SWAN 1% 25 Apr 2041		168,102			150,917
SWEDBANK HYPOTEK AB 3.75% 20 Dec 2017		1,200,000			198,393
SWEDISH COVERED BOND 4% 21 Mar 2018		1,000,000			166,940
SWEDISH GOVERNMENT 4.25% 12 Mar 2019		1,100,000			191,802
SYNCORA GUARANTEE INC 6.0% 07/27/2024 NA		237,993			130,896
TAKKO LUX 2 SCA 9.875 04/15/2019		8,000			10,753
TAKKO LUX 2 SCA 9.875 04/15/2019		551,000			740,578
TDA 24 A1 0.787 06/22/2040		315,520			381,779
TECHNIP 0.25% CVB 01/01/2017		(4,246	)		(596,304)
TENN VALLEY AUTHORITY 5.88% 01 Apr 2036		363,000			420,508
TENN VALLEY AUTHORITY 6.25% 15 Dec 2017		400,000			473,343
TESLA MOTORS INC 1.5 06/01/2018		237,000			328,891
TEVA PHARM FIN CO LLC 0.25 02/01/2026		(378,000	)		(403,012)
TEXAS COMP ELEC HOLD L/C EXT		390,688			269,575
TEXAS COMPETITIVE/TCEH 15 04/01/2021		1,347,000			363,690
THEAT 2007-1 C FLT 10/15/2031		159,888			218,518
THEAT 2007-1 C FLT 10/15/2031		170,054			232,413
THEAT 2007-1 D FLT 10/15/2031		119,223			150,104
THEAT 2007-2 B FLT 10/15/2031		195,913			275,867
THEAT 2007-2 C FLT 10/15/2031		231,052			315,778
THEAT 2007-2 D FLT 10/15/2031		53,604			67,488
THQ INC 5 08/15/2014 DFT NA ESCROW		368,000			92,000

54

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
TITN 2007-1X A FLT 01/20/2017		1,167,383			1,737,274
TITN 2007-1X C FLT 01/20/2017		177,000			1,466
TITN 2007-CT1X A2 FLT 01/23/2017		470,972			554,766
TMAN 6 A FLT 10/22/2016		210,299			270,004
TOKYO ELECTRIC POWER CO 2.125 03/24/2017		120,000			128,375
TORRENS TRUST 4.4008% 14 Jan 2041		157,779			142,362
TOYS R US 7.375% 10/15/18		33,000			24,420
TREASURY BILL 0% 06 Feb 2014		900,000			899,987
TREASURY BILL 0.01% 09 Jan 2014		200,000			200,000
TREASURY BILL 0.01% 11 Dec 2014		200,000			199,781
TREASURY BILL 0.01% 13 Nov 2014		800,000			799,300
TREASURY BILL 0.01% 30 Jan 2014		11,660,000			11,659,837
TREASURY BILL 0.095% 16 Jan 2014		200,000			199,999
TREASURY BILL 0 06/26/2014		5,000,000			4,997,995
TREASURY CORP VICTORIA 6% 17 Oct 2022		100,000			99,265
TROPC 2004-1A A1L FLT 07/15/2034 144A		199,569			148,679
TROPC 2004-4A A2L FLT 04/15/2035 144A		1,109,000			548,955
TROPC 2006-5A A1L2 FLT 07/15/2036		1,862,161			1,232,130
TSY INFL IX N/B		284,154			389,424
TSY INFL IX N/B 0.125% 15 Jan 2023		1,720,213			1,624,660
TSY INFL IX N/B 0.125% 15 Jul 2022		101,567			97,290
TSY INFL IX N/B 2.375% 15 Jan 2025		123,910			142,429
TSY INFL IX N/B 2.375% 15 Jan 2027		115,819			133,409
TSY INFL IX N/B 2.5% 15 Jan 2029		108,787			127,842
TXU EXTENDED TL		10,029,643			6,890,365
TXU TL B3		1,504,224			1,056,987
UBI BANCA SPCA 4.939 06/25/2014		(257,000	)		(359,665)
UK TSY 3 1/4 2044 3.25% 22 Jan 2044		400,000			610,493
UK TSY 4 1/2 2042 4.5% 07 Dec 2042		300,000			574,675
UK TSY 4 1/4 2032 4.25% 07 Jun 2032		200,000			364,027
UK TSY 4 1/4 2036 4.25% 07 Mar 2036		100,000			181,757
UK TSY 4 1/4 2040 4.25% 07 Dec 2040		400,000			731,400
UMC/UNIMICRON TECH 0% 02DEC14 CVB		100,000			96,000
US TREASURY BILL 0 05/15/2014		5,000,000			4,999,123
US TREASURY BILL 0% 09/18/2014		12,000,000			11,993,741
US TREASURY N/B 0.125% 31 Jul 2014		100,000			100,012
US TREASURY N/B 0.25% 30 Jun 2014		500,000			500,391
US TREASURY N/B 0.25% 31 Aug 2014		1,600,000			1,601,374
US TREASURY N/B 0.25% 31 Jan 2014		3,087,000			3,087,482
US TREASURY N/B 0.25% 31 May 2014		12,480,000			12,487,313
US TREASURY N/B 0.75% 15 Jun 2014		200,000			200,578
US TREASURY N/B 1% 15 Jan 2014		300,000			300,094
US TREASURY N/B 1% 15 May 2014		4,000,000			4,013,280
US TREASURY N/B 2% 30 Nov 2020		100,000			97,344
US TREASURY N/B 2.25% 31 May 2014		1,400,000			1,412,250
US TREASURY N/B 2.5% 15 Aug 2023		1,000,000			960,312
US TREASURY N/B 2.75% 15 Aug 2042		100,000			79,234
US TREASURY N/B 3.125% 15 Nov 2041		200,000			172,750
US TREASURY N/B 3.625% 15 Aug 2043		600,000			566,625
US TREASURY N/B 3.75% 15 Nov 2043		300,000			289,969
US TREASURY N/B 5.25% 15 Feb 2029		500,000			601,875
US TREASURY NOTE 0.625% 04/30/2018		305,000			294,134
US TREASURY NOTE 1.25 10/31/2018		35,600			34,891
US TREASURY NOTE 1.375% 09/30/2018		(35,600	)		(35,158)
US TREASURY NOTE 1.75% 05/15/2023		82,000			73,762
US TREASURY NOTE 2.5% 08/15/2023		(47,000	)		(45,047)
US US TREASURY NOTE 1% 05/31/2018		78,000			76,294
VCWHE 2009-1 VAE9 FLT 11/26/2035		80,434			35,685
VEDANTA RESOURCES 5.5% 07/13/2016		150,000			152,063
VEDANTA RESOURCES 5.5% 07/13/2016		2,100,000			2,128,875
VEDANTA RESOURCES PLC 6.75 06/7/2016 (REG S)		(200,000	)		(207,500)
VELA 2006-1A A FLT 12/10/2046 (NON ACCRUAL)		440,006			154,002
VERIZON COMMUNICATIONS 1% 15 Sep 2016		500,000			515,115
VIDEOCON INDUSTRIES LTD 6.75 12/16/2015		300,000			228,000
VINCOM JSC 5 04/03/2017		400,000			490,500

55

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
VIVARTE NEW B2 EXT		10,055			11,475
WA HLTH CARE FACS-A 4 08/15/2046		85,000			67,375
WACHOVIA MORTGAGE LOAN TRUST, 5.15194% 20 Oct 2035		272,396			238,056
WAMU 2004-AR10 X 0 07/25/2044		624,580			28,106
WAMU 2004-AR12 X 0 10/25/2044		832,494			37,535
WAMU 2005-AR1 A1A FLT 01/25/2045		16,644			15,547
WAMU 2005-AR1 X 0 01/25/2045		459,759			19,839
WAMU 2006-AR1 B2 FLT 01/25/2046 ESC		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 0.53722% 25 Nov 2045		256,571			226,021
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 2.68% 25 Apr 2036		64,298			62,975
WELLS FARGO MORTGAGE BACKED SE 2.760434% 25 Mar 2036		173,628			169,994
WELLS FARGO MORTGAGE BACKED SE 5.0799% 25 Mar 2036		40,401			39,925
WESTPAC BANKING CORP 1.85% 26 Nov 2019		200,000			196,420
WHARF FINANCE (2014) LTD 2.3 06/07/2014		12,000,000			1,553,332
WINDERMERE SER I CL D FLT 01/31/2023		41,249			39,152
WINDM XIV-X A FLT 04/22/2018		158,138			212,275
WINSWAY COKING COAL HOLD 8.5 04/08/2016		673,000			373,515
WM COVERED BOND PROGRAM 4.375% 16 Sep 2014		700,000			977,903
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		144,862			32,572
WMALT 2006-1 CX 6.5 02/25/2036		62,648			12,843
WMALT 2006-AR4 X4 1.25 06/25/2046		96,495			4,130
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			—
YASKAWA ELECTRIC CORP 0 03/16/2017		20,000,000			294,900
YELL GROUP TL A3 USD		72,692			15,629
Total Fixed Income Securities		2,430,048,204		$	360,961,411
Derivatives
10YR US TREASURY NOTE FTR OPTN		(5,000	)		(1,172)
10YR US TREASURY NOTE FTR OPTN		(7,000	)		(875)
3MO EURO EURIBOR DEC14		3,250,000			(286)
3MO EURO EURIBOR JUN14		1,500,000			(122)
3MO EURO EURIBOR SEP14		3,500,000			19
90DAY EUR FUTR DEC14		7,250,000			(930)
90DAY EUR FUTR JUN14		7,250,000			343
90DAY EUR FUTR JUN15		500,000			719
90DAY EUR FUTR MAR15		1,250,000			(634)
90DAY EUR FUTR SEP14		18,500,000			(18)
90DAY EURO$ FUTR MAR18		(4	)		2,237
90DAY EURO$ FUTR DEC14		(15	)		(9,136)
90DAY EURO$ FUTR DEC15		(15	)		(2,400)
90DAY EURO$ FUTR DEC16		(4	)		(1,128)
90DAY EURO$ FUTR DEC17		(4	)		1,350
90DAY EURO$ FUTR DEC18		(4	)		1,732
90DAY EURO$ FUTR JUN14		(15	)		(9,276)
90DAY EURO$ FUTR JUN15		(15	)		(9,436)
90DAY EURO$ FUTR JUN16		(4	)		(2,578)
90DAY EURO$ FUTR JUN17		(4	)		525
90DAY EURO$ FUTR JUN18		(4	)		2,004
90DAY EURO$ FUTR MAR14		(20	)		(11,851)
90DAY EURO$ FUTR MAR15		(15	)		(8,711)
90DAY EURO$ FUTR MAR16		(4	)		(3,290)
90DAY EURO$ FUTR MAR17		(4	)		(278)
90DAY EURO$ FUTR SEP14		(15	)		(8,614)
90DAY EURO$ FUTR SEP15		(15	)		(10,914)
90DAY EURO$ FUTR SEP16		(4	)		(1,878)
90DAY EURO$ FUTR SEP17		(4	)		1,125
90DAY EURO$ FUTR SEP18		(4	)		(1,824)
90DAY STERLING FU DEC14		14,250,000			2,226
90DAY STERLING FU JUN14		2,000,000			(373)
90DAY STERLING FU SEP14		8,375,000			(4,064)
AA 2014 JAN 10 CALL 01/18/2014		582			42,486
AA 2014 JAN 10 CALL 01/18/2014		607			44,311
AAL 2014 APR 30 CALL 04/19/2014		(15	)		(1,050)
AAL 2014 APR 30 PUT 04/19/2014		15			8,700
AAL 2014 FEB 30 CALL 02/22/2014		73			1,460
AAL 2014 FEB 30 PUT 02/22/2014		(73	)		(37,960)

56

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
AAL 2014 JAN 24 PUT 01/18/2014		221			8,840
AAL 2014 JAN 30 CALL 01/18/2014		(239	)		(598)
AAL 2014 JAN 30 PUT 01/18/2014		239			117,110
AAL 2014 MAR 25 CALL 03/22/2014		5			950
AAL 2014 MAR 25 PUT 03/22/2014		(5	)		(950)
AAL 2014 MAR 30 CALL 03/22/2014		140			5,950
AAL 2014 MAR 30 PUT 03/22/2014		(140	)		(78,400)
AAPL 2014 JAN 495 CALL 01/18/2014		(8	)		(53,100)
AAPL 2014 JAN 495 PUT 01/18/2014		8			176
AAPL 2014 JAN 550 CALL 01/18/2014		(10	)		(17,575)
AAPL 2014 JAN 550 PUT 01/18/2014		10			6,550
AAPL 2014 JAN 575 CALL 01/18/2014		(8	)		(4,660)
AAPL 2014 JAN 575 PUT 01/18/2014		8			15,800
AAPL 2014 JAN 600 CALL 01/18/2014		(26	)		(3,926)
AAPL 2014 JAN 600 PUT 01/18/2014		26			105,755
ABERDEEN ASSET MGMT PLC SWP		(11,904	)		(6,902)
ABX 2014 JAN 17 CALL 01/24/2014		83			8,674
ACAS 2014 JAN 14 PUT 01/18/2014		84			336
ACCESS MIDSTREAM PARTNERS LP SWP MS		(3,636	)		(2,579)
ACCOR SWAP		814			8,798
ACCOR SWAP		62,876			430,201
ADIDAS AG CS SWP		525			9,239
ADIDAS AG SWP JPM		1,284			15,784
ADM 2014 FEB 43 CALL 02/22/2014		60			12,330
ADM 2014 MAR 42 CALL 03/22/2014		632			189,600
ADS GR 2014 DEC 84 CALL 12/19/2014		64			108,328
AFRICAN BANK INVESTMENTS SWP BOA		358			138
AFRICAN BANK INVESTMENTS SWP JPM		849			327
AGGREKO PLC SWP		(14,300	)		(26,717)
AGILE DFT 20JUN14 500 BANA (ML)		100,000			(1,056)
AGILE DFT 20JUN14 500 BANA (ML)		100,000			(1,056)
AGILE DFT 20JUN14 500 BOA		800,000			(8,450)
AGILE DFT 20JUN14 500 CS 20JUN2014		200,000			(2,113)
AGILE DFT 20JUN14 500 JPM		500,000			(5,281)
AGILE DFT 20JUN14 500 NOM		120,000			(1,268)
AGILE PROPERTY 500 DFT 20JUN14 CS		100,000			(1,056)
AGILE PROPERTY DFT 500 20JUN14 CITI		100,000			(1,056)
AGILE PROPERTY HLDGS HSBC HKD SWP		(99,000	)		37,400
AGILE PROPERTY HLDGS LTD CBS BOA		1,000,000			(2,980)
AGILE PROPERTY HLDGS LTD SWP BOA		(97,000	)		8,770
AGILE PROPERTY HOLDINGS LTD ASW 390 28APR14		200,000			350
AGRICULTURAL BANK OF CHINA-H HKD SWP BAR		(286,000	)		1,444
AGRICULTURAL BANK OF CHINA-H HKD SWP CS		(288,000	)		538
AIFUL CORP JPY SWP MS		(16,100	)		(5,210)
AIR FRANCE SWP SG		884			410
AIR FRANCE-KLM CITI SWP		(884	)		(370)
ALCOA DFT 100 20MAR2014 DB		500,000			(800)
ALCOA SWP JPM		(5,152	)		(7,838)
AMBEV SA		120,250			10,746
AMERICA MOVIL-ADR SERIES L		(6,751	)		(983)
AMERICAN AIRLINES GRP SWP JPM		(127,859	)		(365,434)
AMERIGAS PARTNERS-LP SWP JPM		(13,159	)		(17,758)
AMLIN SWP		(43	)		1
AMR CORP SWP DB		97,974			374,334
ANA HOLDINGS INC		(448,008	)		(60,926)
ANA HOLDINGS INC		(61,810	)		(1,174)

57

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
ANA HOLDINGS INC MS JPY SWP		(33,000	)		(870)
ANA HOLDINGS INC SWP BARC		(38,000	)		38
ANA HOLDINGS INC SWP NOM		(46,000	)		(13,637)
ANA HOLDINGS INC SWP UBS		(35,000	)		2,330
ANGLO AMERICAN PLC SWP		22,589			(46,013)
ANR 2016 JAN 10 CALL 01/15/2016		(26	)		(4,394)
APA AU 5.90473 CALL 24JAN14 NOM		65,363			9,632
APA GROUP SWP NOM		(44,294	)		10,122
APD 2014 FEB 115 CALL 02/22/2014		42			10,185
APR14 110 CALL		(700,000	)		(770)
ARCELORMITTAL SWP		(88,710	)		(96,971)
ARM 500 03/20/2016 BOA		250,000			(23,469)
ARROW GLOBAL GROUP PLC		25,694			18,548
ASSICURAZIONI GENERALI SWP		(11,668	)		(11,957)
ASTRA INTERNATIONAL TBK PT USD SWP DB		(223,000	)		11,856
ASTRA INTERNATIONAL TBK PT USD SWP JPM		(28,500	)		1,867
ASTRA INTERNATIONAL TBK PT USD SWP MACQ		(128,000	)		(2,678)
ASTRA INTL TBK UBS USD SWP		(70,000	)		879
Asustek Computer Inc		(80,550	)		5,607
AT&T INC SWP BOA		(11,833	)		1,980
ATHLON ENERGY SWP JPM		(5,270	)		(2,846)
ATLAS PIPELINE PARTNERS SWP JPM		(8,236	)		(8,182)
ATLAS RESOURCE PARTNERS LP SWP CS		(480	)		(201)
ATLAS RESOURCE PARTNERS SWP JPM		(2,108	)		196
ATLS Apr14 44 PUT		(144	)		(32,040)
ATML 2014 JAN 8 CALL 01/18/2014		211			6,858
AUD PUT/USD CALL 13MAR14 0.85 OTP		(3,300,000	)		(14,787)
AUD PUT/USD CALL 13MAR14 0.9 OTP		3,300,000			69,708
AUDUSD CRNCY FUT MAR14		(5	)		6,200
AUST 3YR BOND FUT MAR14		2,800,000			4,692
AUSTRALIAN DOLLAR Forward		(3,975,000	)		3,222
AUTOGRILL SPA SWP		28,831			(14,148)
AUTOGRILL SPA SWP		2,647			(994)
AUTOGRILL SPA SWP		934			531
AUTOGRILL SPA SWP		9,496			1,107
AUTOGRILL SPA SWP		32,075			25,843
AVB DFT 100 03/20/2015 BARC		500,000			(5,472)
AVP 2014 FEB 17 PUT 02/22/2014		143			14,658
BAC 2014 JAN 12 CALL 01/18/2014		10			3,575
BAC 2014 JAN 12 CALL 01/18/2014		10			3,575
BANCO BILBAO VIZCAYA ARGENTARIA SWP		(31,186	)		(25,843)
BANCO POPOLARE 500 DFT 20JUN2014 CS		100,000			(2,501)
BANCO POPOLARE 500 DFT 20JUN2014 DB		105,000			(2,626)
BANCO POPOLARE SC 4.75 03/24/2014 JPM		989,921			7,584
BANCO SANTANDER SA SWP		(34,522	)		(15,759)
BANK OF AMERICA CORP-WRTS 01/16/19		(21,072	)		(136,336)
BANK OF CHINA DFT 100 20SEP16 BNP		445,000			(4,831)
BANK OF CHINA FLT 06/02/2016 USD BNP		380,000			(1,008)
BANK OF CHINA FLT 06/02/2016 USD BOA SWP		2,135,000			(3,680)
BANK OF CHINA FLT 06/02/2016 USD CITI SWP		1,661,000			(3,378)
BANK OF CHINA FLT 06/02/2016 USD CS SWP		1,534,000			(6,475)
BANK OF CHINA FLT 06/02/2016 USD DB SWP		802,000			(3,013)
BANK OF CHINA FLT 06/02/2016 USD JPM SWP		304,000			(1,611)
BANK OF CHINA FLT 06/02/2016 USD MS SWP		947,000			(5,671)
BANK OF CHINA FLT 06/02/2016 USD UBS SWP		1,518,000			(7,937)
BANK OF CHINA HKD SWP BOA		(493,000	)		(9,339)
BANK OF CHINA HKD SWP CITI		(169,000	)		788
BANK OF CHINA HKD SWP UBS		(261,000	)		(9,170)
BANK OF CHINA LTD HKD SWP CS		(247,000	)		(7,350)
BANK OF EAST ASIA SWP CS		(24,000	)		(545)

58

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
BANK OF IRELAND USD SWP CS		(1,143,718	)		(107,561)
BANK OF IRELAND-SPONS ADR SWP CS		26,941			102,915
BARCLAYS PLC SWP		1,150,370			90,207
BASF SE SWP		(13,878	)		(41,685)
BC DFT 500 06/20/2014 BARC		500,000			(11,284)
BEACH ENERGY AUD SWP BOA		(57,526	)		(2,872)
BEACH ENERGY JPM AUD SWP		(32,000	)		(6,573)
BEIJING VENUSTECH INC-A USD SWP DB		15,100			6,399
BERRY PLASTICS GRP SWP MS		(3,152	)		(5,237)
BHARTI INFRATEL LTD BOA USD SWP		143,224			(148,709)
BHARTI INFRATEL LTD UBS USD SWP		230			(63)
BIDU 2014 JAN 200 CALL 01/18/2014		9			473
BLACKBERRY SWP CS		18,500			(25,530)
BP 2014 JAN 49 CALL 01/18/2014		182			6,643
BP PLC SWP CSFB		(16,633	)		(2,632)
BP PLC SWP JPM		12,402			3,591
BP PLC SWP SG		217			55
BP SWP BARCAP		4,014			1,162
BPIM DFT 100 20JUNE2014 DB		108,000			105
BPIM DFT 100 20JUNE2014 JPM		108,000			105
BPIM DFT 100 20JUNE2014 MS		102,000			99
BPIM DFT 100 20JUNE2014 UBS		90,000			88
BPIM DFT 500 20JUNE2014 NOM		103,000			(2,576)
BPIM DFT 500 20MAR2015 JPM		200,000			(12,184)
BRAZIL REAL Forward		(1,588,977	)		8,337
BRCM 2014 JAN 29 CALL 01/18/2014		105			10,500
BRIGHT DAIRY & FOOD CO LTD-A USD SWP DB		14,000			(3,791)
BRITISH AIRWAYS DFT 500 20SEP2014 BARC		100,000			(5,892)
BRITISH AIRWAYS DFT 500 20SEP2014 JPM		650,000			(38,295)
BRITISH AIRWAYS DFT 500 20SEP2014 ML		190,000			(11,194)
BRITISH AIRWAYS DFT 500 20SEPT2014 CS		350,000			(17,141)
BRITISH AMERICAN TOBACCO PLC SWP		(7,251	)		(4,084)
BRITISH LAND CO 620 CALL 06/20/2014 B CLEAR		11			5,345
BRITISH LAND CO SWP CSFB		28,402			3,378
BRITISH POUND Forward		(18,650,000	)		(403,449)
British Pounds FDWFX		(1,755	)		(2,906)
BSY LN 2014 MAR 860 CALL 03/21/2014		58			23,780
BUD 2014 JAN 105 CALL 01/18/2014		26			6,565
BUREAU VERITAS SA SWP		(7,717	)		3,662
BURGER KING SWP JPM		(28,693	)		(79,727)
BWU004Z50 IRS USD R V 03MLIBOR 1% 18 Dec 2023		200,000			1,547
BWU005OK6 IRS GBP R V 06MLIBOR 1% 19 Mar 2044		700,000			(8,229)
BWU029FL4 TRS USD R V 03MTBILL 1% 18 Feb 2014		14,538,669			67,132
BWU029GW9 TRS USD R V 03MTBILL 1% 18 Feb 2014		1,965,196			(25,997)
BXP DFT 172 03/20/2014 CS		500,000			(1,655)
BYD CO LTD - H BAR HKD SWP		(8,500	)		(13,385)
BYD CO LTD - H HKD SWP MACQ		(9,000	)		(14,294)
BYD CO LTD - H NOM HKD SWP		(13,500	)		(9,131)
BYG4C G4 NYM ECAL WTI BRENT SP		(2,000	)		(280)
BYG4P G4 NYM EPUT WTI BRENT SP		(2,000	)		(1,300)
BZH 2015 JAN 22 CALL 01/17/2015		(4	)		(2,100)
BZH 2015 JAN 22 PUT 01/17/2015		4			1,220
BZH DFT 500 06/20/2018 JPM		250,000			(22,784)
C.N 2014 APR 52.5 CALL 04/19/2014		105			25,673
CAB.N 2014 MAR 75 CALL 03/21/2014		95			10,213
CAC40 10 EURO FUT JAN14		(8	)		(9,565)
CAC40 10 EURO FUT JAN14		(1	)		(2,943)
CAM.O 2014 FEB 60 CALL 02/21/2014		74			19,980
CAM.O 2014 FEB 60 CALL 02/22/2014		404			109,080
CAMELOT INFORMATION SYS-ADS TRS		41,241			(138,618)
CAN 10YR BOND FUT MAR14		(1,900,000	)		7,982
CANADIAN DOLLAR Forward		(8,250,000	)		(6,186)
CANADIAN PACIFIC RAILWAY LTD SWP CS		739			20,034

59

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
CAPITAL ONE FINANCIAL C-CW18		1,410			49,970
CARDTRONICS INC SWP BOA		(1,061	)		(1,666)
CATHAY FINANCIAL BOA USD SWP		(26,694	)		(10,739)
CATHAY FINANCIAL HLDG CS USD SWP		(55,523	)		(15,691)
CATHAY FINANCIAL HLDG JPM USD SWP		(47,000	)		(2,377)
CATHAY FINANCIAL HLDG MACQ USD SWP		(189,943	)		(36,334)
CATHAY FINANCIAL HLDG USD SWP DB		(23,490	)		(6,240)
CATLIN GROUP LTD SWP		(27	)		1
CCL 2015 JAN 36.5 CALL 01/17/2015		316			186,440
CCR SA Swap		63,770			(46,522)
CCR SA Swap		56,300			(27,777)
CCS160078 CYS USD R V 03MLIBOR 1% 10 Feb 2016		2,804,878			605,594
CCS160086 CYS JPY R V 03MLIBOR 1% 10 Feb 2016		230,000,000			—
CDX NA HY SER 21 500 12/20/2018 ICE		2,175,000			(185,010)
CEMBRA MONEY BANK SWP		53			206
CENTURY TOKYO LEASING CORP UBS JPY SWP		(600	)		(2)
CFS RETAIL PROPERTY TRUST AUD SWP BOA		(8,000	)		(4)
CFS RETAIL PROPERTY TRUST AUD SWP CS		(1,678	)		(4)
CFS RETAIL PROPERTY TRUST AUD SWP NOM		(36,100	)		1,870
CFX AU 1.9594 CALL 24JAN14 NOM		158,825			3,546
CHAILEASE HOLDINGS CO NOM USD SWP		(12,000	)		2,043
CHANGSHA ZOOMLION HEAVY IN-H HKD SWP BOA		(38,000	)		(1,840)
CHF FX 1/27/14 FWD (LCBB)		(1,740,000	)		(53,374)
CHF FX 3/27/14 FWD (BCBN)		(1,280,000	)		(60,045)
CHINA CONSTRUCTION BANK HKD SWP CS		(228,000	)		2,990
CHINA CONSTRUCTION BANK HKD SWP DB		(229,000	)		3,772
CHINA DAYE NON-FERROUS METAL CS HKD SWP		(66,000	)		123
CHINA INTERNATIONAL TRAVEL-A USD SWP BNP		12,000			(8,955)
CHINA INTERNATIONAL TRAVEL-A USD SWP BOA		6,100			(2,727)
CHINA INTERNATIONAL TRAVEL-A USD SWP CITI		18,500			1,097
CHINA INTERNATIONAL TRAVEL-A USD SWP CS		29,600			3,650
CHINA INTERNATIONAL TRAVEL-A USD SWP JPM		2,700			454
CHINA INTERNATIONAL TRAVEL-A USD SWP MS		6,200			(4,117)
CHINA INTERNATIONAL TRAVEL-A USD SWP UBS		23,900			(210)
CHINA LIFE HKD SWP CS		(23,000	)		1,377
CHINA LIFE INSURANCE CO USD SWP DB		41,700			(2,134)
CHINA LIFE INSURANCE JPM USD SWP		28,900			(2,453)
CHINA LIFE INSURANCE SG USD SWP		14,500			(1,040)
CHINA LONGYUAN POWER HKD BAR SWP		(4,000	)		(370)
CHINA LONGYUAN POWER HKD UBS SWP		(182,000	)		(19,171)
CHINA MEDICAL TECH-SPON ADR SWP CS		(9,062	)		247,175
CHINA MERCHANTS BANK - H SWAP BARC		(78,500	)		(11,260)
CHINA MERCHANTS BANK - H SWAP BNP		(26,000	)		(9,400)
CHINA MERCHANTS BANK - H SWP HKD HSBC		(35,500	)		(5,030)
CHINA MERCHANTS BANK HKD SWP CS		(70,000	)		(8,875)
CHINA MERCHANTS BANK SWP DB		(76,500	)		(21,261)
CHINA MERCHANTS SECURITIES-A USD SWP DB		41,600			6,021
CHINA MINSHENG BANKING - H-SHRS HKD SWP CS		(42,500	)		4,722
CHINA MOBILE LTD HKD SWP CITI		(13,500	)		958
CHINA MOBILE LTD HKD SWP DB		(13,000	)		9,113
CHINA MOBILE LTD HKD SWP MS		(13,000	)		9,414
CHINA OVERSEAS LAND & INV MS HKD SWP		(46,000	)		(241)
CHINA OVERSEAS LAND & INVEST HKD SWP BOA		(22,000	)		5,958
CHINA OVERSEAS LAND & INVEST HKD SWP DB		(24,000	)		3,547
CHINA OVERSEAS LAND & INVEST HKD SWP JPM		(8,000	)		1,212
CHINA OVERSEAS LAND & INVESTMENTS HSBC HKD SWP		(24,000	)		6,691
CHINA PACIFIC INSURANCE SWP DB		(40,400	)		(19,076)
CHINA PACIFIC INSURANCE SWP HSBC		(42,800	)		(17,554)
CHINA PACIFIC INSURANCE SWP MS		(124,600	)		(87,754)
CHINA PACIFIC INSURANCE USD SWP BOA		14,200			(5,606)
CHINA PACIFIC INSURANCE USD SWP CS		11,500			2,865
CHINA PACIFIC INSURANCE USD SWP DB		60,800			6,473
CHINA PACIFIC INSURANCE USD SWP HSBC		52,900			11,111
CHINA PACIFIC INSURANCE USD SWP JPM		25,600			2,782

60

The Goldman Sachs 401(k) Plan

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

December 31, 2013

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 PACIFIC INSURANCE USD SWP MS		94,400			33,349
CHINA PETROLEUM % CHEM ASW 24APR14 SCB		2,600,000			3
CHINA PETROLEUM & CHEMICAL BOA HKD SWP		(1,074,800	)		(40,744)
CHINA PETROLEUM & CHEMICAL CORP SWP CITI		(62,000	)		1,112
CHINA PETROLEUM & CHEMICAL CORP USD SWP JPM		647,000			1,098
CHINA PETROLEUM & CHEMICAL JPM HKD SWP		(880,710	)		(38,874)
CHINA RAILWAY CONSTRUCTION SWP DB		(101,500	)		2,587
CHINA RAILWAY GROUP USD SWP MS		476,500			(6,974)
CHINA RAILWAY GRP HKD SWP MS		(408,000	)		9,096
CHINA RAILWAYS CONSTRUCT USD SWP DB		132,600			(4,766)
CHINA RENMINBI Forward		(59,315,000	)		(14,396)
CHINA RESOURCES LAND LTD HKD SWP CITI		(26,000	)		1,073
CHINA RESOURCES LAND LTD HKD SWP DB		(28,000	)		883
CHINA SHENHUA ENERGY CO - HKD SWP CITI		(97,500	)		(6,287)
CHINA SHENHUA ENERGY CO - HKD SWP CS		(33,500	)		(91)
CHINA SHENHUA ENERGY CO - HKD SWP JPM		(31,500	)		(7,568)
CHINA SHENHUA ENERGY CO - HKD SWP MACQ		(16,500	)		(4,257)
CHINA SHENHUA ENERGY CO -A USD SWP CITI		82,200			(6,250)
CHINA SHENHUA ENERGY CO -A USD SWP DB		55,200			(5,349)
CHINA SHENHUA ENERGY CO -A USD SWP HSBC		121,800			(27,448)
CHINA SHENHUA ENERGY CO -A USD SWP JPM		79,600			(4,089)
CHINA SHENHUA ENERGY CO A-SHS SWP CS		39,200			(5,724)
CHINA SHENHUA ENERGY CO SWP HSBC		(101,000	)		19,276
CHINA SHENHUA ENERGY DB HKD SWP		(46,500	)		375
CHINA STEEL CORP		(329,425	)		(25,536)
CHINA STEEL CORP		(330,745	)		(14,043)
CHINA UNICOM (HK) LTD 0.75 15 CBS BOA		1,500,000			(48,750)
CHINA UNICOM HONG KONG LTD HKD SWP BOA		(288,000	)		23,912
CHINA VANKE CO LTD -B HKD SWP DB		204,700			(90,237)
CHINA VANKE CO LTD -B HKD SWP UBS		188,300			(91,388)
CHINA VANKE CO LTD-A USD SWP BOA		101,500			(18,371)
CHINA VANKE CO LTD-A USD SWP CITI		157,000			(10,818)
CHINA VANKE CO LTD-A USD SWP CS		95,300			(31,289)
CHINA VANKE CO LTD-A USD SWP DB		289,700			(74,992)
CHINA VANKE CO LTD-A USD SWP JPM		19,000			(5,438)
CHINA VANKE CO LTD-A USD SWP MS		104,100			(27,012)
CHINAAMC CSI 300 IDX ETF-HKD SWP DB		240,598			(32,253)
CHIYODA CORP DB JPY SWP		(28,000	)		(105,816)
CHIYODA CORP JPY SWP NOMURA		(6,000	)		(25,078)
CHIYODA CORP JPY SWP UBS		(4,000	)		(18,136)
CHIYODA CORP MS JPY SWP		(15,000	)		(56,062)
CHIYODA CORP SWP BOA		(5,000	)		(15,764)
CHIYODA CORP SWP CSFB		(5,000	)		(25,360)
CHOW TAI FOOK HKD SWP BOA		(48,600	)		(415)
CHOW TAI FOOK UBS HKD SWP		(48,800	)		1,273
CHRW 2014 JAN 57.5 PUT 01/18/2014		42			2,310
CIMB GROUP HLDGS BOA USD SWP		(29,700	)		1,488
CIMB GROUP HLDGS UBS USD SWP		(31,000	)		2,024
CIMB GROUP HOLDINGS BARC USD SWP		(22,500	)		932
CITIC SECURITIES CO A SHR USD BOA		48,700			(2,057)
CITIC SECURITIES CO -A SHRS SWAP DB		58,100			(9,992)
CITIC SECURITIES CO -A SHRS SWP USD JPM		71,100			2,712
CITIC SECURITIES CO -A SHRS SWP USD MS		96,600			10,816
CITIC SECURITIES CO DB HKD SWP		(48,500	)		(5,785)
CITIC SECURITIES CO HKD SWP BOA		(7,500	)		(989)
CITY DEVELOPMENTS JPM SGD SWP		(4,000	)		3,548
CLARIANT DFT 100 20SEP2014 BOA		25,000			(217)
CLP HOLDINGS LTD HKD SWP BARC		(11,000	)		205
CLP HOLDINGS LTD HKD SWP BOA		(3,500	)		458
CLP HOLDINGS LTD HKD SWP CS		(22,000	)		7,241
CLP HOLDINGS LTD HKD SWP DB		(23,000	)		9,183
CLP HOLDINGS LTD HKD SWP HSBC		(26,500	)		10,928
CNP 2014 JAN 25 CALL 01/18/2014		843			14,753
COAL OF AFRICA LTD SWP		166,789			(87,749)
COAL OF AFRICA LTD SWP		651,207			(65,360)
COAL OF AFRICA LTD SWP CSFB		73,471			(83,450)
COCHLEAR LTD Swap		(14,308	)		21,844
COMM SWAP TBL-DJUBSCO1		3,022			25,368
COMM SWAP TBL-DJUBSTR		22,189			(8,161)
COMM SWAP TBL-DJUBSTR5		15,249			(32,434)
COMM SWAP TBL-SPGCESTR		7,437			39,248
COMM SWAP TBL-SPGCESTR		13,927			73,501
COMM SWAP TBL-SPGCESTR		18,556			97,929
COMPAGNIE DE SAINT-GOBAIN SWP		41,968			142,212
COP 2014 JAN 70 PUT 01/18/2014		26			1,651
COP 2014 JAN 75 CALL 01/18/2014		182			910
COPPER FUTURE MAR14		75,000			6,171
COUNTRY GARDEN HOLDINGS CO HKD SWP DB		(70,000	)		567
COUNTRY GARDEN HOLDINGS HSBC HKD SWP		(116,000	)		4,513
COUNTRYWIDE PLC		12,175			12,512

61

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
COUNTRYWIDE PLC		30,690			102,619
CS PRIME RMBS 2010-1 DFT 07/20/2047 CS		(365,526	)		4,715

62

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
CSI 300 CHINA TRACKER NV UBS HKD SWP		(46,182	)		(2,957)
CSI 300 INDEX DB USD MKT INDEX SWP		(6,800	)		12,657
CSOP FTSE CHINA A50 ETF-H UBS HKD SWP		1,152,300			(130,255)
CSOP FTSE CHINA A50 ETF-HKD SWP DB		(56,800	)		4,991
CTRP 2015 JAN 10 PUT 01/17/2015		67			1,843
CTX DFT 365 03/20/2014 CS		1,000,000			(7,324)
CX US 2015 JAN 4.81 PUT 01/17/2015		326			5,425
CX US 2016 JAN 5 PUT 01/15/2016		35			1,593
DAIMLER AG SWP		(4,654	)		(14,278)
DAIWA HOUSE INDUSTRY CO LTD JPY SWP MS		(5,000	)		2,227
DAL US 2014 JAN 24 PUT 01/18/2014		55			358
DANISH KRONER Forward		(370,000	)		(254)
DAQIN RAILWAY CO LTD - A USD SWP CITI		79,800			(2,709)
DAQIN RAILWAY CO LTD - A USD SWP CS		72,987			4,118
DAQIN RAILWAY CO LTD - A USD SWP DB		209,700			16,667
DAQIN RAILWAY CO LTD - A USD SWP JPM		209,800			32,155
DAQIN RAILWAY CO LTD - A USD SWP MS		105,000			5,513
DAQIN RAILWAY CO LTD - A HSBC USD SWP		27,400			2,624
DAX INDEX FUTURE MAR14		(1	)		(15,434)
DCP MIDSTREAM PARTNERS LP JPM SWAP		(4,184	)		(18,970)
DCP MIDSTREAM PARTNERS SWP MS		(5,953	)		9,915
DD 2014 FEB 67.5 CALL 02/21/2014 OTC NOM		200			14,800
DEC13 3.3 CALL		(126,000	)		(0)
DEC13 118.75 CALL		3,000			30
DEC14 FSO		(1,500,000	)		(853)
DEC14 FSO		(1,500,000	)		3,421
DENSO CORP SWP DB		(15,300	)		(59,578)
DEUTSCHE BANK AG-REGISTERED SWP		(4,600	)		(10,149)
DEUTSCHE POST AG-REG SG SWP		(10,213	)		(21,836)
DG 2014 FEB 62.5 CALL 02/22/2014		274			39,730
DG 2014 JAN 65 CALL 01/18/2014		68			1,700
DHI 2015 JAN 13 CALL 01/17/2015		(133	)		(127,015)
DHI DFT 100 06/20/2014 BARC		750,000			(2,489)
DJ EURO STOXX AUTOMOBILES/ PARTS (PRX) IDX CS SWP		(908	)		(156,706)
DJ EURO STOXX INDEX SWP CS		(3,303	)		(49,683)
DJ EUROPE ST INSUR INDEX MS SWP		(903	)		(40,455)
DJ EUROPE ST INSUR INDEX SWP DB		(2,690	)		(85,250)
DJ EUROSTOXX 600 IDX CS SWP		(5,217	)		(77,272)
DJ EUROSTOXX 600 INDEX DB SWAP		(5,387	)		(98,334)
DJ STOXX 600 AUTO P IX DB SWP EUR		(1,687	)		(59,197)
DJ STOXX 600 CONS P IX MS SWP EUR		(1,226	)		(15,208)
DJ STOXX 600 IGS DB SWP EUR		(58	)		(3,040)
DJ STOXX 600 IGS UBS SWP EUR		(2,295	)		(55,351)
DLTR 2014 JAN 55 PUT 01/18/2014		35			1,400
DNB 2014 JAN 120 CALL 01/18/2014		63			24,570
DO 2014 JAN 59 CALL 01/18/2014		53			1,458
DOOSAN INFRACORE CO LTD USD SWP NOMURA		(3,140	)		603

63

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
DOOSAN INFRACORE CO LTD USD SWP SG		(1,110	)		(365)
DOOSAN INFRACORE CO LTD USD SWP UBS		(2,080	)		298
DOOSAN INFRACORE MACQ USD SWP		(740	)		(817)
DOW 2014 JAN 44 CALL 01/18/2014		809			92,226
DPW GR 2015 JUN 20 CALL 06/19/2015		180			167,063
DPW GY 2014 DEC 20 CALL 12/19/2014		360			330,660
DUFRY AG SWP		(633	)		(14,094)
DXJ 2014 JAN 50.5 CALL 01/31/2014		91			12,285
E.SUN FINANCIAL HLDG CO USD MACQ SWP		(248,000	)		(229)
E.SUN FINANCIAL HLDG USD CS SWP		(4,000	)		33
E.SUN FINANCIAL HLDG USD MS SWP		(34,000	)		557
EBAY 2014 JAN 56 CALL 01/24/2014		948			141,252
ECOPETROL SA-SPONSORED ADR CS SWAP		(6,699	)		34,535
ECOPETROL SA-SPONSORED ADR JPM SWAP		(2,108	)		(806)
E-HOUSE CHINA HOLDINGS-ADS SWP CS		(15,250	)		(32,940)
EJ 2014 MAY 6 PUT 05/17/2014		126			2,835
E-MART CO LTD USD SWP UBS		(303	)		(3,336)
EMN Mar14 72.50 PUT		(34	)		(4,080)
ENHANCED RAFI INTL LRGT TR INDEX LONG SWP CS		15,800			1,061,918
ENHANCED RAFI INTL LRGT TR INDEX SWP CS		(15,800	)		(1,061,918)
ENN ENERGY HOLDINGS BNP HKD SWP		(22,000	)		(27,384)
ENN ENERGY HOLDINGS DB HKD SWP		(6,000	)		(12,453)
ENN ENERGY HOLDINGS MACQ HKD SWP		(4,000	)		(6,928)
ENN ENERGY HOLDINGS NOM HKD SWP		(14,000	)		(27,907)
ENTERPRISE INNS PLC		21,850			5,454
ENTERPRISE INNS PLC		53,700			12,642
EOP DFT 100 03/20/2017 CITI		2,500,000			(54,763)
EQR DFT 100 03/20/2015 JPM		500,000			(4,790)
ESV 2014 JAN 60 CALL 01/18/2014		105			2,625
ETE 2014 JAN 80 CALL 01/18/2014		68			18,870
ETFC Jan14 18 CALL		(160	)		(26,720)
EUR FX 06/19/14 FWD (JALC)		(6,615,000	)		(193,611)
EUR FX 07/18/14 FWD (AD)		1,505,000			2,065
EUR FX 1/21/14 FWD (BNLC) - MA		(270,000	)		(15,870)
EUR FX 1/22/14 FWD (BN) - MACR		(620,000	)		(36,436)
EUR FX 3/24/14 FWD (BRC)		(8,740,000	)		(333,359)
EUR FX 3/25/14 FWD (BCLC)		(3,530,000	)		(146,376)
EUR FX 4/22/14 FWD (ESSM) -SCR		(6,695,335	)		(150,117)
EUR FX 4/23/14 FWD (ERIC) -SCR		(2,782,212	)		(60,648)
EUR FX 5/16/14 FWD (BST)		(2,672,000	)		(40,912)
EUR FX 6/18/14 FWD (JA)		(543,000	)		(18,343)
EURO FX CURR FUT MAR14		(18	)		(5,733)
EURO STOXX 50 MAR14		(96	)		(173,209)
EURO STOXX BANKS PRICE INDEX SWP CITI		(286	)		(3,162)
EURO STOXX TELECOMMUNICATIONS SWP JPM		(2,379	)		(46,497)
EURO-BOBL FUTURE MAR14		(200,000	)		3,592
EURO-BOBL FUTURE MAR14		1			(1,719)
EURO-BTP FUTURE MAR14		1,300,000			4,547
EURO-BUND FUTURE MAR14		(500,000	)		77
EURO-OAT FUTURE MAR14		(4	)		9,474
EUROPEAN AERONAUTIC DEFENSE SWP		55,316			390,017
European Monetary Unit FDWFX		(189,948	)		(261,044)
EUROPEAN MONETARY UNIT Forward		(23,700,000	)		(145,922)
EURO-SCHATZ FUT MAR14		(1	)		296
EXXON MOBILE SWP CS		(1,778	)		(21,745)

64

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
F.N 2014 JAN 15 PUT 01/18/2014		105			1,260
F.N 2015 JAN 15 CALL 01/17/2015		53			8,931
FANUC LTD JPY SWP JPM		(300	)		(230)
FANUC LTD MACQ JPY SWP		(300	)		(5,798)
FANUC LTD SWP DB		(5,300	)		(65,942)
FAST 2014 FEB 50 CALL 02/22/2014		89			7,343
FAST RETAILING JPY SWP BARC		(200	)		(10,262)
FAST RETAILING JPY SWP CS		(200	)		(9,281)
FAST RETAILING JPY SWP DB		(200	)		(1,703)
FAST RETAILING JPY SWP JPM		(200	)		(8,938)
FAST RETAILING JPY SWP MS		(400	)		(24,321)
FAST RETAILING JPY SWP UBS		(300	)		(373)
FAST RETAILING SG JPY SWP		(300	)		(12,518)
FB.N 2014 FEB 55 CALL 02/22/2014		1,085			450,275
FDO 2014 JAN 67.5 CALL 01/18/2014		63			7,088
FDX.N 2014 APR 130 CALL 04/19/2014		105			170,625
February 14 Puts on SPX 1710 Strike		15			10,125
FERRELLGAS PARTNERS-LP SWP JPM		(804	)		(667)
FIBRIA CELULOSE SA		(1,580	)		20
FIBRIA CELULOSE SA		(3,730	)		345
FINANCIAL SELECT SECTOR SPDR SWP JPM		(9,396	)		(4,937)
FLUOR CORP SWP MS		(1,808	)		(40,768)
FRESENIUS AG		12,650			204,614
FRESENIUS MEDICAL CARE SWP		(4,464	)		(6,531)
FTSE 100 IDX FUT MAR14		(11	)		(34,456)
FTSE 250 INDEX CS SWAP		(11	)		(14,744)
FTSE 250 INDEX DB SWP		(15	)		(60,552)
FTSE 250 INDEX SWP CITI		(4	)		(3,573)
FTSE CHINA A50 JAN14		(91	)		(6,643)
FTSE CHINA A50 TR INDEX UBS USD SWP		(963	)		92,784
FTSE KLCI FUTURE JAN14 UBS USD SWP (X50)		(400	)		(3,548)
FTSE/MIB IDX FUT MAR14		(1	)		(6,463)
FUBON FINANCIAL HLD MACQ USD SWP		(52,000	)		(2,959)
FUJI HEAVY INDUSTRIES DB JPY SWP		(29,000	)		(52,607)
FUJIAN SUNNER DEVELOPMENT-A USD SWP DB		49,100			(4,458)
FUJIAN SUNNER DEVELOPMENT-A USD SWP UBS		71,900			(20,025)
FUJITSU LTD DFT 100 20SEP17 CITI		3,000,000			(521)
G4S PLC SWP		275,676			66,477
GASOLINE RBOB FUT JUN14		126,000			21,508
GASOLINE RBOB FUT MAR14		(42,000	)		(3,180)
GBP FX 06/18/14 FWD (JA)		(880,000	)		(51,824)
GBP FX 06/19/14 FWD (JALC)		(4,010,000	)		(186,494)
GBP FX 07/18/14 FWD (AD)		575,000			6,331
GBP FX 4/23/14 FWD (ERIC) SCRE		(410,127	)		(24,765)
GCCFC 2005-GG5 G DFT 110 04/10/2037 MS		1,000,000			965,670
GDX 2014 JAN 21.5 CALL 01/24/2014		87			5,655
GECC 06/20/2014 MS DFT 100		200,000			(721)
GEELY AUTOMOBILE HOLDINGS LT		(89,680	)		(1,276)
GEELY AUTOMOBILE HOLDINGS LT		(979,980	)		12,992
GEMALTO		(13,830	)		(269,741)
GENEL ENERGY PLC SWP		35,122			154,397
GENERAL MOTORS CS SWP		(21,613	)		(162,045)
GENERAL MOTORS-CW 07/10/16		3,997			124,467
GENERAL MOTORS-CW 07/10/19		21,260			492,382
GILD 2015 JAN 22.5 PUT 01/17/2015		(202	)		(5,252)
GLENCORE DFT 100 20DEC2014 ML		350,000			(2,587)
GLOBAL MEDIACOM TBK PT USD SWP DB		133,500			(9,122)

65

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
GLOBAL MEDIACOM TBK PT USD SWP ML		209,600			(19,396)
GM.N 2014 JAN 40 CALL 01/18/2014		84			13,482
GOLD 100 OZ FTR OPTN		(200	)		(2,760)
GOLD 100 OZ FTR OPTN		(200	)		(1,200)
GOLD 100 OZ FUTR FEB14		700			(13,950)
GOODYEAR TIRE & RUBBER CO SWP DB		(30,082	)		(64,590)
GPM STUB SWP DB ESCROW		39,428			—
GREAT WALL MOTOR COMPANY-H		(107,991	)		(84,550)
GREAT WALL MOTOR COMPANY-H		(56,839	)		(45,664)
GREE ELECTRIC APPLIANCES I-A CS USD SWP		12,800			15,553
GREE ELECTRIC APPLIANCES I-A DB USD SWP		30,200			32,293
GREE ELECTRIC APPLIANCES I-A MS USD SWP		23,400			23,276
GREE ELECTRIC APPLIANCES I-A UBS USD SWP		6,900			5,843
GREE ELECTRIC APPLIANCES I-A USD SWP BOA		41,600			29,129
GREE ELECTRIC APPLIANCES I-A USD SWP JPM		29,000			31,807
GREE ELECTRIC APPLIANCES SWP CITI		32,100			1,998
GREE INC JPY SWP BOA		(2,230	)		4,308
GREE INC JPY SWP CS		(1,500	)		4,070
GREE INC NOM JPY SWP		(2,970	)		7,881
GS RETAIL CO LTD CITI USD SWP		4,080			2,229
GS RETAIL CO LTD HSBC USD SWP		4,880			(8,698)
GS RETAIL CO LTD MACQ USD SWP		740			(770)
GS RETAIL CO LTD USD SWP BOA		230			(622)
GT 5.875 PFD SWP DB		12,818			53,161
GUANGZHOU R&F PROPERTIES BNP HKD SWP		(19,200	)		2,261
GUANGZHOU R&F PROPERTIES HKD SWP BOA		(22,800	)		3,388
GULF KEYSTONE PETROLEUM LTD SWP BARC		16,236			(9,441)
GULF KEYSTONE PETROLEUM LTD SWP BOA		(4,382	)		(1,651)
GULF KEYSTONE PETROLEUM LTD SWP JPM SHORT		(8,002	)		4,275
GULF KEYSTONE PETROLEUM LTD SWP UBS		(3,852	)		2,377
GUNGO ONLINE ENTERTAINMENT JPY SWP NOM		(19,000	)		53,500
HANA FINANCIAL GROUP BOA USD BOA		1,060			5,154
HANA FINANCIAL GROUP JPM SWP USD		990			4,134
HANJIN SHIPPING 500 DFT JPM 20SEP14		500,000			39,821
HANJIN SHIPPING CO LTD SWP BOA		(7,000	)		21,194
HANNOVER RUECKVERSICHERU-REG SWP		(1,907	)		(1,814)
HAS 2014 APR 55 CALL 04/19/2014		233			54,173
HDS.N 2014 JAN 25 PUT 01/18/2014		69			8,280
HEALTH CARE SELECT SECTOR MS SWAP		(9,130	)		(84,611)
HEINEKEN HOLDING NV SWP CS		(7,893	)		(288)
HEINEKEN NV SWP CS		7,292			(7,447)
HELLENIC FINANCIAL STAB-CW17		122,547			128,567
HENDERSON LAND DEVEL SWP BNP		(13,000	)		(595)
HENKEL AG & CO KGAA SWP CS		(7,861	)		(121,446)
HENKEL AG & CO. KGAA SWP CS		6,718			81,472
HERTZ DFT 500 20JUN2014 CS		250,000			(5,642)
HITACHI CAPITAL CORP UBS JPY SWP		(800	)		(1,140)
HOME RETAIL GROUP SWAP		(71,465	)		(74,802)
HOME RETAIL GROUP SWAP		(3,140	)		(4,283)
HONDA MOTOR BOA JPY SWP		(4,500	)		(11,671)
HONDA MOTOR CITI JPY SWP		(4,300	)		(4,697)
HONDA MOTOR JPM JPY SWP		(6,700	)		(19,724)
HONDA MOTOR JPY SWP DB		(3,000	)		(12,484)
HONDA MOTOR JPY SWP MS		(8,200	)		(36,704)
HONDA MOTOR NOM JPY SWP		(13,500	)		(41,283)
HONDA MOTOR UBS JPY SWP		(5,400	)		(1,613)
Hong Kong Dollar FDWFX		521			67
HONG KONG DOLLAR Forward		(127,300,000	)		2,730
HOST HOTELS & RESORTS INC CS SWP USD		740			3,783
HOTEL SHILLA CO LTD USD SWP BOA		1,840			31,406
HOTEL SHILLA CO LTD USD SWP CS		860			14,262
HOTEL SHILLA CO LTD USD SWP DB		2,021			29,923
HOTEL SHILLA CO LTD USD SWP HSBC		1,000			9,398
HOV 2015 JAN 5 CALL 01/17/2015		(131	)		(25,873)
HOV DFT 500 12/20/2017 BARC		350,000			(25,813)
HRB 2014 JAN 29 CALL 01/18/2014		51			3,188

66

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
H-SHARES IDX FUT JAN14		(17	)		(15,261)
HST 2015 JAN 13 PUT 01/17/2015		(84	)		(2,520)
HST DFT 500 12/20/2015 UBS		500,000			(46,956)
HTC CORPORATION		(21,166	)		101,329
HTC CORPORATION		(138,240	)		408,957
HTZ DFT 500 06/20/2014 CS		250,000			(5,642)
HUANENG POWER INTL INC USD SWP JPM		381,100			(26,851)
HUANENG POWER INTL JPM HKD SWP		(376,000	)		58,000
HUNGARIAN FORINT Forward		(5,500,000	)		(118)
HYNIX DFT 100 20JUN15 BOA		100,000			732
HYNIX DFT 100 20JUN15 BOA		200,000			1,464
HYNIX DFT 100 20JUN15 BOA		200,000			1,464
HYNIX DFT 100 20JUN15 BOA		300,000			2,196
HYNIX DFT 100 20JUN15 CS		200,000			1,464
HYNIX DFT 20JUN15 500 NOM		100,000			(5,123)
HYNIX SEMI DFT 100 20JUN15 BOA/ML		200,000			1,464
IBJ LEASING CO UBS JPY SWP		(700	)		(355)
IFCA 20140514		(700	)		10,687
IFEU 20140116		4,000			(4,430)
IFEU 20140213		1,000			1,350
IFEU 20140314		16,000			24,860
IFEU 20140515		3,000			(710)
IFEU 20140519		(6,000	)		(3,360)
IFEU 20140613		(16,000	)		(21,300)
IFEU 20140716		(48,000	)		(61,230)
IFEU 20140814		7,000			(4,120)
IFEU 20140819		41,000			36,780
IFEU 20141113		(8,000	)		(3,480)
IFEU 20141119		8,000			6,260
IFEU 20150212		(14,000	)		(62,650)
IFEU 20150219		14,000			(4,080)
IHI CORP SWP JPM		74,000			20,382
IMAG 20140228		(2,912,000	)		51,163
IMAG 20140314		(730	)		(6,503)
IMAG 20140430		(224,000	)		(73)
IMAG 20140507		(1,000,000	)		(23,388)
IMAG 20140514		730			12,978
IMAG 20140709		1,000,000			24,041
IND & COMM BK OF CHINA 1.1 08/31/2016 CBS USD BNP		3,531,000			(56,385)
IND & COMM BK OF CHINA 1.1 08/31/2016 CBS USD BOA		280,000			(1,697)
IND & COMM BK OF CHINA 1.1 08/31/2016 CBS USD CITI		1,050,000			(6,153)
IND & COMM BK OF CHINA 1.1 08/31/2016 CBS USD CS		4,163,000			(67,011)
IND & COMM BK OF CHINA 1.1 08/31/2016 CBS USD DB		3,044,000			(35,057)
IND & COMM BK OF CHINA 1.1 08/31/2016 CBS USD JPM		1,111,000			(21,490)
IND & COMM BK OF CHINA 1.1 08/31/2016 CBS USD MS		862,000			(10,620)
IND & COMM BK OF CHINA 1.1 08/31/2016 CBS USD UBS		7,531,000			(102,024)
IND & COMM BK OF CHINA CITI HKD SWP		(71,000	)		1,059
IND & COMM BK OF CHINA HKD SWP BNP		(580,000	)		11,265
IND & COMM BK OF CHINA HKD SWP BOA		(309,000	)		6,538
IND & COMM BK OF CHINA HKD SWP CS		(874,000	)		9,275
IND & COMM BK OF CHINA HKD SWP DB		(398,000	)		8,015
IND & COMM BK OF CHINA HKD SWP JPM		(210,000	)		5,331
IND & COMM BK OF CHINA HKD SWP MS		(120,000	)		2,029
IND & COMM BK OF CHINA UBS HKD SWP		(1,249,000	)		(55,831)
INDIAN RUPEE Forward		(131,900,000	)		4,702
INDONESIAN RUPIAH Forward		(1,500,000,000	)		612
INDUSTRIAL SELECT SECTOR SPDR FUND SWP CS		(2,937	)		(48,330)
ING GROEP NV SWP		132,356			252,423
INSURANCE AUSTRALIA GROUP AUD SWP BOA		(8,177	)		(2,019)
INSURANCE AUSTRALIA GROUP AUD SWP CITI		(15,100	)		(3,272)
INSURANCE AUSTRALIA GROUP AUD SWP UBS		(7,434	)		(1,772)
INTC 2014 FEB 25 CALL 02/22/2014		26			3,406
INTC 2014 JAN 24 PUT 01/18/2014		639			4,793
INTC 2014 JAN 25 PUT 01/18/2014		105			2,153
INTERTEK GROUP PLC		870			2,720
INVESTMENT AB KINNEVIK-B SHS SWP		10,312			199,322
IOS FN-6567 IO SWP DB		(120,867	)		(378)
IPG PHOTONICS CORP SWP CS		(2,725	)		(51,026)
IPG PHOTONICS CORP SWP JPM		(3,600	)		(63,036)
ISHARE A50 CHINA TRACKER BOA HKD SWP		(28,400	)		6,914
ISHARE A50 CHINA TRACKER SWP BNP		(125,700	)		9,083
ISHARES A50 CHINA TRACKER SWP DB		(58,900	)		2,432
ISHARES A50 CHINA TRACKER SWP JPM5		(242,100	)		17,786
ISHARES A50 CHINA TRACKER SWP MS		(11,600	)		3,421
ISHARES CHINA LARGE-CAP ETF SWP MS		(14,764	)		21,336
ISHARES FTSE A50 CHINA TRACKER SWP CITI		(16,900	)		1,264
JAN14 1.0 PUT		(2,000	)		(800)
JAN14 1.1 CALL		(2,000	)		(500)
JAN14 102 CALL		(4,000	)		(840)

67

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
JAN14 103.0 PUT		(500,000	)		(1,366)
JAN14 105.5 CALL		(600,000	)		(2,467)
JAN14 13 PUT		(1,000	)		(1,000)
JAN14 2.5 CALL		(1,700,000	)		(2)
JAN14 4.25 CALL		(3,000,000	)		(1,950)
JAN14 7 CALL		(1,000	)		(70)
January 14 Puts on SPX 1670 strike		22			2,750
January 14 Puts on SPX 1675 Strike		18			2,295
JAPAN AIRLINES CO LTD SWP CS		5,500			6,791
JAPAN AIRLINES CO LTD SWP JPM		5,400			6,667
JAPAN AIRLINES CO LTD SWP MS NN		11,400			85,664
JAPAN AIRLINES CO LTD SWP NOM		3,500			46,040
JAPAN EXCHANGE GROUP INC JPY SWP CITI		(7,100	)		2,090
JAPAN EXCHANGE GROUP INC JPY SWP CS		(11,100	)		(95,290)
JAPAN EXCHANGE GROUP INC JPY SWP NOM		(5,400	)		(27,611)
JAPAN EXCHANGE GROUP INC JPY SWP UBS		(6,300	)		(50,837)
JAPAN TOBACCO INC SWP BARC		8,800			(1,672)
JAPAN TOBACCO INC SWP BOA		8,800			(1,672)
Japanese Yen (Jpy) FDWFX		57,260,900			543,756
JAPANESE YEN Forward		(3,037,000,000	)		561,589
JKS 2014 MAR 10 PUT 03/22/2014		37			740
JKS 2014 MAR 11 PUT 03/22/2014		68			1,870
JNPR 2014 JAN 22 CALL 01/18/2014		105			10,395
JNPR 2014 JAN 23 CALL 01/10/2014		150			5,175
J-OIL MILLS INC JPY SWP BOA		(13,000	)		(1,489)
JPM 2014 JUN 45 PUT 06/21/2014		211			8,862
JPN YEN CURR FUT MAR14		(1	)		3,138
JPY RTP FIX K=0.9775% 27NOV24 CS (SL8L1UMY)		310,000,000			62,544
JPY RTP FIX K=1.9775% 27NOV24 CS (SL8L1UN2)		(310,000,000	)		(3,759)
JPY RTP FIX K=2.395% 19MAY34 CS (SL4N2I0U)		548,000,000			5,546
JULIUS BAER GROUP LTD SWP		25,357			(1,644)
JUST ENERGY GROUP INC SWP MS		(8,094	)		1,751
KEPPEL LAND L+185 ASW 29NOV15 NOM		400,000			2,326
KEPPEL LAND L+190 ASW 29NOV15 MS		300,000			1,968
KIMBERLY CLARK CORP SWP CS		1,065			2,854
KINDER MORGAN ENERGY PRTNRS SWP CS		(1,902	)		(2,497)
KINDER MORGAN INC CW17		438,552			1,780,521
KINDER MORGAN MGMT LCC SWP CSFB		(1,451	)		(2,519)
KOBE STEEL LTD 100 DFT 20DEC14 BOA		7,000,000			(327)
KOBE STEEL LTD 100 DFT 20DEC14 DB		7,000,000			(327)
KOBE STEEL LTD 100 DFT 20DEC14 UBS		7,000,000			(327)
KOBE STEEL LTD 100 DFT 20MAR18 JPM		(6,000,000	)		(338)
KOMATSU LTD JPY SWP JPM		(3,600	)		(642)
KONAMI CORP JPY SWP CS		(6,800	)		(16,656)
KONAMI CORP JPY SWP DB		(4,600	)		(5,915)
KONAMI CORP JPY SWP JPM		(3,500	)		(6,220)
KONAMI CORP JPY SWP MS		(8,400	)		(9,308)
KONAMI CORP JPY SWP UBS		(3,600	)		(6,318)
KONE OYJ B SWP		(1,080	)		(5,562)
KONE OYJ B SWP		(745	)		(4,591)
KONE OYJ-B SWP EXP		(1,080	)		(5,562)
KONE OYJ-B SWP EXP		(745	)		(4,591)
KONINKLIJKE DSM NV SWP		35,634			39,389
KONINKLIJKE PHILIPS ELECTRONICS SWP		88,871			229,901
KOREAN WON Forward		(3,465,377,201	)		(4,793)
KOSPI2 INX FUT MAR14 KRW FUT SWP JPM (X500K)		(3,000,000	)		(9,058)
KOSPI2 INX FUT MAR14 USD FUT SWP CS (X500K)		(500,000	)		(1,058)
KOSPI2 INX FUT MAR14 USD FUT SWP JPM (X500K)		(2,000,000	)		(10,198)
KOSPI2 INX FUT MAR14 USD FUT SWP MS (X500K)		(1,500,000	)		(6,723)
KWEICHOW MOUTAI CO LTD-A USD SWP CS		700			(2,752)
KWEICHOW MOUTAI CO LTD-A USD SWP DB		6,300			(15,830)
KWEICHOW MOUTAI CO LTD-A USD SWP JPM		2,200			(7,969)
KWEICHOW MOUTAI CO LTD-A USD SWP MS		700			(2,564)
KYUSHU ELECTRIC DFT 100 20MAR19 BARC		17,000,000			—
LACLEDE GROUP SWP MS		(6,387	)		(28,252)
LADBROKES CSFB SWAP		7,337			(829)
LADBROKES PLC SWP		239,766			(27,405)
LAFARGE SA SWP		(3,604	)		(22,668)
LAREDO PETROLEUM INC CS SWAP		(3,156	)		(29,715)
LAS VEGAS SANDS CORP SWP MS		28,131			911,747
LEAN HOGS FUTURE FEB14		(120,000	)		4,944
LEGRAND SA SWP		(7,110	)		(11,893)
LEIGHTON HOLDINGS LTD AUD SWP CITI		(2,078	)		(1,281)
LEIGHTON HOLDINGS LTD AUD SWP CS		(3,746	)		(1,996)
LEIGHTON HOLDINGS LTD AUD SWP UBS		(4,453	)		(1,697)
LEN 2015 JAN 23 PUT 01/17/2015		(113	)		(5,876)
LEN DFT 500 12/20/2016 BOA		500,000			(58,230)
LEN Jan14 35 CALL		(218	)		(100,280)
LENOVO GROUP LTD		(258,030	)		(7,623)
LI & FUNG LTD HKD SWP BNP		(100,000	)		17,656

68

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
LI & FUNG LTD HKD SWP CS		(14,000	)		1,378
LI & FUNG LTD HKD SWP DB		(82,000	)		13,750
LI & FUNG LTD HKD SWP MACQ		(30,000	)		5,137
LIBERTY DFT 500 09/20/2016 MS		500,000			(58,945)
LIBERTY DFT 500 12/20/2017 CS		100,000			(14,976)
LIGHT SWEET CRUDE OIL FTR OPTN		(2,000	)		(340)
LIVE CATTLE FUTR FEB14		80,000			382
LKOD 2.625% SWP CBS		(100,000	)		2,750
LKOD LI 2014 SEP 67 CALL 09/19/2014 B CLEAR		100			14,000
LLOYDS BANKING GROUP PLC SWP		1,001,096			42,427
LO US 2014 JAN 50 PUT 01/18/2014		43			1,892
LONG GILT FUTURE MAR14		(3,600,000	)		118,324
LOTTE HIMART CO LTD USD SWP BOA		(60	)		(167)
LOTTE HIMART CO LTD USD SWP NOM		(5,332	)		(83,074)
LOTTE HIMART CO LTD USD SWP UBS		(2,641	)		(14,152)
LOTTE SHOPPING CO BOA USD SWP		(48	)		(579)
LOTTE SHOPPING CO JPM JPY SWP		(74	)		(8,184)
LOTTE SHOPPING CO LTD 0% 01/24/2018 CBS NOM		800,000,000			43,140
LOTTE SHOPPING CO LTD 0% 01/24/2018 CBS UBS		400,000,000			14,114
LOTTE SHOPPING CO USD SWA JPM		(398	)		(7,995)
LOTTE SHOPPING DFT 20SEP14 100 NOM		1,200,000			(5,281)
LOTTE SHOPPING DFT 20SEP14 100 NOM		300,000			(1,320)
LOTTE SHOPPING DFT 20SEP14 100 NOM		200,000			(880)
LOTTE SHOPPING DFT 20SEP14 NOM		200,000			(880)
LUK FOOK HLDGS INTL HKD SWP BOA		(17,000	)		(1,139)
LUKOIL OAO-SPON ADR SWP CS		(465	)		907
LUKOIL OAO-SPON ADR SWP JPM		2,684			(6,702)
LYB Jan14 77.25 CALL		(97	)		(33,950)
MAGNUM HUNTER RESOURCES CORP SWP CS		(6,940	)		(3,333)
MAHINDRA &MAHINDRA JAN14 MS USD STK FUT SWP (X250)		(2,750	)		646
MAHINDRA &MAHINDRA JAN14 USD FUT SWP CITI (X250)		(2,750	)		(668)
MALAYSIAN RINGITT Forward		1,300,000			(4,129)
MAPFRE SA SWP		(39,745	)		(10,465)
MAR14 .01 PUT		(20,000	)		(92)
MAR14 0.4 CALL		(1,400,000	)		(2,076)
MAR14 0.4 CALL		(1,300,000	)		(1,927)
MAR14 0.4 PUT		(1,400,000	)		(465)
MAR14 0.4 PUT		(1,300,000	)		(432)
MAR14 2.5 CALL		(900,000	)		(62)
MARKIT ITRX EUR SUB FIN SER20 500 12/20/2018 BAR		299,725			(73,483)
MARKIT ITRX EUR SUB FIN SER20 500 12/20/2018 CIT		53,887			(13,211)
MARKIT ITRX EUR SUB FIN SER20 500 12/20/2018 DB		360,332			(88,342)
MARKIT ITRX EUR SUB FIN SER20 500 12/20/2018 JPM		162,027			(39,724)
MARKIT ITRX EUR SUB FIN SER20 500 12/20/2018 MS		567,421			(139,114)
MARUTI SUZUKI JAN14 DB USD STK FUT SWP (X250)		(3,000	)		1,129
MAS DFT 540 03/20/2014 DB		500,000			(5,579)
MATURITY 12/31/2013		1,000			2,808
MATURITY DATE 12/31/2013		1,000			7,761
MATURITY DATE 12/31/2014		2,820			(122,585)
MATURITY DATE 12/31/2014		6,000			(18,039)
MATURITY DATE 12/31/2014		6,000			(2,400)
MATURITY DATE 12/31/2014		3,000			138,535
MAY14 6 CALL		(15,000	)		(14,100)
MCP 2014 JAN 10 CALL 01/18/2014		45			23
MCP 2014 JAN 10 PUT 01/18/2014		(45	)		(19,800)
MDAX INDEX CS SWAP		(22	)		(17,527)
MDAX INDEX JPM SWP		(6	)		(3,174)
MDLZ 2014 JAN 34 CALL 01/18/2014		453			65,232
MEDITERRANEAN OIL & GAS PLC SWP		547,440			20,566
MERCK KGAA SWAP		2,227			17,471
MERLIN ENTERTAINMENTS PLC-WI SWP		188,540			37,465
MET 2014 JAN 35 CALL 01/18/2014		250			473,125
MET 5 PFD SWP DB		25,543			62,816
METLIFE INC SWP DB		(32,581	)		(553,657)
METSO OYJ SWP		8,644			23,914
MEXICAN PESO Forward		(2,550,000	)		(2,508)
MGM CHINA HOLDINGS BNP HKD SWP		(55,600	)		(79,951)
MGM CHINA HOLDINGS DB HKD SWP		(8,000	)		(10,770)
MGM US 2014 JAN 23 CALL 01/18/2014		105			9,293
MHFI 2014 MAY 77.5 CALL 05/17/2014		118			65,490
MITSUBISHI HEAVY INDUS DB JPY SWP		(126,000	)		(20,344)
MITSUBISHI MOTORS CORP SWP BAR		(900	)		(563)
MITSUBISHI MOTORS CORP SWP BOA		(2,700	)		(1,369)
MITSUBISHI MOTORS CORP SWP HSBC		(500	)		(305)
MITSUBISHI MOTORS CORP SWP SG		(1,200	)		(759)
MITSUBISHI MOTORS DB USD SWP		(5,200	)		(1,031)
MITSUBISHI UFJ FINANCIAL GROUP SWP DB		(215,100	)		(91,932)
MITSUBISHI UFJ LEASE & FIN UBS JPY SWP		(8,100	)		(2,928)
MITSUBISHI UJF FINANCIAL GRP CITI JPY SWP		67,000			32,118
MITSUISHI CORP SWP DB		(31,800	)		(20,236)

69

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
MIZUHO FINANCIAL DB JPY SWP		(413,600	)		(54,995)
MKS LN 2014 JAN 440 PUT 01/17/2014 B CLEAR		42			9,741
MOLYCORP INC MS SWAP		(4,388	)		(3,861)
MONADELPHOUS GROUP LTD AUD SWP BARC		(955	)		55
MONADELPHOUS GROUP LTD AUD SWP BOA		(2,313	)		(1,455)
MONADELPHOUS GROUP LTD AUD SWP CITI		(4,926	)		(14,606)
MONADELPHOUS GROUP LTD AUD SWP DB		(280	)		(161)
MONADELPHOUS GROUP LTD AUD SWP JPM		(3,810	)		779
MRO.N 2014 JAN 39 CALL 01/18/2014		182			182
MSCI DAILY TR GR EMRG MRKS PHILIP USD INDX SWP DB		(484	)		35,707
MSCI DAILY TR GROSS EMERGING MKT INDON USD BARC		(37	)		14,202
MSCI SING IX ETS JAN14		(11	)		(20,738)
MSCI TAIWAN INDEX JAN14		(1	)		(915)
MSCI TR GROSS EMERGING MKTS INDEX INF CS USD SWP		(47	)		19,200
MSCI TR GROSS EMERGING MKTS INDEX INF DB USD		50			(10,124)
MSCI TR GROSS EMERGING MKTS INDEX INF DB USD SWP		(431	)		133,582
MT.N 2014 MAR 16 CALL 03/22/2014		131			29,213
MTG 2015 JAN 10 CALL 01/17/2015		(158	)		(19,197)
MTG DFT 500 06/20/2017 CITI		750,000			(73,420)
MYL 2014 JAN 10 PUT 01/18/2014		18			18
NAB AU 34.9976 CALL 24JAN14 NOM		12,449			4,447
NATIONAL AUSTRALIA BANK AUD SWP NOM		(8,078	)		(7,312)
NATURAL GAS FUTR APR14		(1,670,000	)		64,684
NATURAL GAS FUTR APR15		(240,000	)		4,560
NATURAL GAS FUTR AUG15		290,000			4,060
NATURAL GAS FUTR DEC14		790,000			(59,754)
NATURAL GAS FUTR MAR14		(120,000	)		373
NATURAL GAS FUTR MAR15		(50,000	)		4,595
NATURAL GAS FUTR MAY14		290,000			(4,871)
NATURAL GAS FUTR MAY15		290,000			(4,814)
NATURAL GAS FUTR OCT14		710,000			(32,137)
NATURAL GAS FUTR OCT15		(290,000	)		(2,030)
NATURAL GAS SWAP APR14		(20,000	)		3,188
NATURAL GAS SWAP APR16		20,000			(6,815)
NATURAL GAS SWAP AUG14		(20,000	)		2,148
NATURAL GAS SWAP AUG16		20,000			(5,735)
NATURAL GAS SWAP DEC14		(10,000	)		(233)
NATURAL GAS SWAP DEC16		10,000			(525)
NATURAL GAS SWAP FEB14		(20,000	)		1,198
NATURAL GAS SWAP FEB16		10,000			(145)
NATURAL GAS SWAP JAN16		10,000			145
NATURAL GAS SWAP JUL14		(20,000	)		2,388
NATURAL GAS SWAP JUL16		20,000			(5,935)
NATURAL GAS SWAP JUN14		(20,000	)		3,008
NATURAL GAS SWAP JUN16		20,000			(6,355)
NATURAL GAS SWAP MAR14		(10,000	)		958
NATURAL GAS SWAP MAR16		10,000			(445)
NATURAL GAS SWAP MAY14		(20,000	)		3,438
NATURAL GAS SWAP MAY16		20,000			(6,735)
NATURAL GAS SWAP NOV14		(10,000	)		848
NATURAL GAS SWAP NOV16		10,000			(1,805)
NATURAL GAS SWAP OCT14		(20,000	)		2,048
NATURAL GAS SWAP OCT16		20,000			(5,610)
NATURAL GAS SWAP SEP14		(20,000	)		2,388
NATURAL GAS SWAP SEP16		20,000			(5,775)
NAVER CORP CS USD SWP		111			215
NAVER CORP USD SWP BOA		257			31,587
NAVER CORP USD SWP CITI		152			209
NAVER CORP USD SWP HSBC		128			13,681
NAVER CORP USD SWP JPM		117			5,171
NAVER CORP USD SWP MACQ		111			834
NAVER CORP USD SWP MS		406			32,700
NCSOFT CORPORATION USD SWP BOA		(739	)		(72,314)
NCSOFT CORPORATION USD SWP CS		(1,624	)		(163,701)
NCSOFT CORPORATION USD SWP DB		(873	)		(90,978)
NCSOFT CORPORATION USD SWP HSBC		(450	)		(29,793)
NEWS CORP CL B-CDI SWP USD BOA		29,732			69,737
NEWS CORPCL A-CDI USD SWP BOA		(29,732	)		(80,416)
NEXT PLC SWP		1,623			901
NEXT PLC SWP		6,018			19,076
NG.N 2014 JAN 2.5 CALL 01/18/2014		85			1,063
NI.N 2014 JAN 32 CALL 01/18/2014		190			21,375
NIKKEI 225 (OSE) MAR14		5			32,909
NIKKEI 225 (SGX) MAR14		36			92,552
NKY 14000 PUT 10JAN14 BOA		5,000			193
NKY 16000 CALL 10JAN14 UBS		63,000			212,133
NKY 16500 CALL 11APR14 BOA		84,000			540,227
NKY 2014 FEB 16250 CALL 02/14/2014		44			221,484
NKY 2014 FEB 16750 CALL 02/14/2014		3			8,548
NKY 2014 JAN 16000 CALL 01/10/2014		3			11,540

70

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
NKY 2014 JAN 16500 CALL 01/10/2014		136			135,625
NKY 2014 MAR 15000 CALL 03/14/2014		22			321,778
NKY 2014 MAR 15750 CALL 03/14/2014		(22	)		(206,857)
NOBL DFT 20SEP14 100 BOA		600,000			(1,318)
NOBLE GROUP ASW 170 SCB 13JUN14		200,000			—
NOBLE GROUP DFT 100 20SEP14 JPM		400,000			(878)
NOBLE GROUP DFT 20SEP14 500 CS		400,000			(12,592)
NOK FX 07/18/14 FWD (ADLC)		(14,725,000	)		(44,695)
NOMURA HOLDINGS DB JPY SWP		(59,900	)		(21,049)
NOMURA HOLDINGS SWP BOA		63,100			23,125
NORTHERN TIER ENERGY LP SWP CS		89			111
NORTHWESTERN CORP SWP JPM		(5,534	)		8,313
NORWEGIAN KRONA Forward		(1,280,000	)		(1,288)
NOV13 118.75 CALL		200,000			20
NOV13 3.3 CALL		(84,000	)		(0)
NOV14 2 CALL		(10,000	)		(5,400)
NOVARTIS AG-REG SWP		2			3
NOVN VX 2014 DEC 70 CALL 12/19/2014		304			134,854
NTT DOCOMO INC SWP DB		(23,100	)		(12,286)
NUAN 2016 JAN 30 CALL 01/15/2016		(28	)		(1,820)
NUAN 2016 JAN 5 PUT 01/15/2016		208			3,640
NYRSTAR SWP MS		(3,536	)		6,029
NYRSTAR SWP SG		3,536			(6,029)
OASIS PETROLEUM INC SWP JPM		(2,831	)		(22,570)
OCI CO LTD 132750 PUT 13MAR14 NOM		610			29
OCR 2014 JAN 60 CALL 01/18/2014		46			5,520
OCR 2015 JAN 60 CALL 01/17/2015		(96	)		(62,880)
OCR DFT 100 12/20/2015 DB		500,000			(7,958)
OCR DFT 500 12/20/2015 BARC		500,000			(47,747)
OCT14 .01 PUT		(40,000	)		(21,200)
OJI PAPER CO LTD 100 DFT 20SEP17 CITI		10,000,000			(1,737)
OJI PAPER CO LTD 100DFT 20SEP17 DB		4,000,000			(695)
OLD MUTUAL PLC SWP		(39,217	)		(2,697)
ONEOK PARTNERS LP JPM SWAP		(30,284	)		(6,120)
OPHIR ENERGY PLC SWP		9,712			(17,481)
OPUS GROUP AB SWP CITI		(4,365	)		(1,303)
OPUS GROUP AB SWP JPM		(1,846	)		(526)
OPUS GROUP AB SWP JPM EXP		1,846			477
OPUS GROUP AS SWP SITI EXP		4,352			1,202
OSIM INTERNATIONAL LTD SGD SWP HSBC		(8,700	)		(119)
OVERSEA-CHINESE BANKING CS SGD SWP		(4,000	)		28
OZ PAY 0.61% REC 6M JPY LIBOR 06MAR22 JPM		85,000,000			8,926
OZ PAY 0.6575% FIX REC 6M JPY LIBOR 28FEB22 MS		86,000,000			5,787
OZ PAY 0.675% REC 6M JPY LIBOR 27FEB22 MS		86,000,000			4,648
OZ PAY 0.6975% REC 6M JPY LIBOR 25FEB22 JPM		319,000,000			11,583
OZ PAY 0.7025% REC 6M JPY LIBOR 25FEB22 CS		266,000,000			8,652
OZ PAY 1.70% FIX REC 6M JPY LIBOR 16MAY33 CS		42,000,000			(2,618)
OZ PAYS 1.56% SGD REC FLT 6M 24SEP18 CS		1,000,000			2,787
OZ REC FIX 0.134% VS PAY EONIA FRA LCH		30,858,441			172
PACTERA TECHNOLOGY-ADR		44,672			(235,876)
PANASONIC CORP DFT 100 20MAR14 CITI		7,000,000			(76)
PATRIOT COAL CORP WRT		18,793			28,190
PAY 0.449% REC 6M LIBOR 29MAY15 CS		220,000,000			(6,776)
PBF ENERGY INC JPM SWAP		(3,366	)		(10,904)
PEGATRON ASW 180 06FEB15 CS		400,000			42,500
PEGATRON CORP USD SWP BOA		(10,000	)		(1,278)
PEGATRON CORP USD SWP CITI		(24,000	)		(1,400)
PEGATRON CORP USD SWP NOMURA		(112,000	)		13,877
PEOPLE.CN CO LTD - A USD SWP DB		4,300			2,007
PEOPLES INSURANCE CO HKD HSBC		(111,000	)		2,001
PEOPLES INSURANCE CO HKD MACQ		(17,000	)		1,213
PEOPLES INSURANCE CO HKD SWP BAR		(103,000	)		5,267
PEOPLES INSURANCE CO HKD SWP BNP		(132,000	)		11,661
PEOPLES INSURANCE CO HKD SWP CS		(357,000	)		10,920
PEOPLES INSURANCE CO HKD SWP MS		(35,000	)		789
PEOPLES INSURANCE CO HKD SWP NOM		(206,000	)		10,039
PEOPLES INSURANCE CO JPM HKD SWP		(177,000	)		14,963
PEP 2014 JAN 85 CALL 01/18/2014		137			3,562
PEP 2014 JAN 90 CALL 01/18/2014		632			2,212
PERRIGO CO PLC SWP MS NEW		6,035			312,442
PETROCHINA CO LTD BOA SWP HKD		(132,000	)		1,089
PFE 2014 JUN 31 CALL 06/21/2014		211			22,155
PFE 2015 JAN 30 CALL 01/17/2015		1,265			287,788
PHH 2014 JAN 25 CALL 01/18/2014		(66	)		(2,475)
PHH DFT 500 09/20/2014 CS		500,000			(16,228)
PHIA NA 2014 JAN 25 PUT 01/17/2014		176			2,057
PHILIPPINE PESO Forward		(36,500,000	)		3,128
PHOENIX GROUP HOLDINGS SWP		1,285			4,843
PICC PROPERTY & CASUALTY CO CS HKD SWP		(50,000	)		(949)
PICC PROPERTY & CASUALTY DB HKD SWP		(74,000	)		5,815

71

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
PICC PROPERTY & CASUALTY HKD SWP BOA		(48,000	)		2,933
PICC PROPERTY & CASUALTY HKD SWP JPM		(20,000	)		387
PICC PROPERTY & CASUALTY HKD SWP MS		(48,000	)		1,979
PING AN FLT 11/22/2019 CVB USD SWP UBS		8,600,000			(3,937)
PING AN FLT 11/22/2019 USD CB SWP DB		555,000			438
PING AN INSURANCE A SWP USD CITI		12,600			1,277
PING AN INSURANCE FLT 11/22/2019 CS USD SWP		431,000			1,054
PING AN INSURANCE FLT 11/22/2019 JPM USD SWP		2,097,000			451
PING AN INSURANCE GROUP HSBC USD SWP		11,200			1,737
PING AN INSURANCE GRP-A USD SWP DB		8,400			537
PING AN INSURANCE GRP-A USD SWP USD		13,600			6,783
PING AN INSURANCE HKD SWP MS		(3,000	)		(3,665)
PING AN INSURANCE HKD SWP UBS		23,000			44,788
PING AN INSURANCE STP 11/22/19 USD SWP CITI		614,000			572
PING AN INSURANCE SWP USD BNP		2,200			224
PING AN INSURANCE USD SWP BOA		3,300			1,708
PLAINS GP HOLDINGS SWP MS		(10,541	)		(26,618)
PORSCHE AUTOMOBIL HLDG-PFD SWP		15,817			118,864
POWER GRID CORP USD SWP MS		474,395			11,824
PRGO NEW 2014 FEB 145 CALL 02/22/2014		32			36,320
QBE INSURANCE GRP BOA AUD SWP		(5,605	)		8,944
QIHU 2015 JAN 20 PUT 01/17/2015		142			14,200
QIHU 2015 JAN 30 PUT 01/17/2015		10			1,700
QIHU 2016 JAN 110 CALL 01/15/2016		(10	)		(17,850)
QUANTA COMPUTER INC		(200,550	)		(34,290)
QUANTA COMPUTER INC		(45,790	)		(7,319)
RDC 2014 JAN 36 CALL 01/18/2014		72			3,420
RDN 2015 JAN 12 CALL 01/17/2015		(346	)		(128,020)
RDN 2016 JAN 12 CALL 01/15/2016		(1	)		(460)
RDN DFT 500 12/20/2017 CSFB		250,000			(24,100)
RDSA NA 2014 MAR 25.5 CALL 03/21/2014		141			16,964
RDSA NA 2014 MAR 25.5 CALL 03/21/2014		279			33,567
RED WHEAT FUT MGE MAR14		105,000			(79,681)
REED ELSEVIER NV IS SWP CS		(595	)		(370)
REED ELSEVIER PLC SWP EUR CSFB		1,786			2,180
RESOLUTION LTD SWP		(21,730	)		(2,473)
RESONA HOLDINGS INC SWP DB		(71,300	)		(15,699)
RESONA HOLDINGS JPY SWP JPM		(139,400	)		(62,226)
REXEL SA SWP		(1,788	)		(1,928)
RIG 2014 JAN 47 PUT 01/18/2014		84			2,100
RIG 2014 JAN 52.5 CALL 01/18/2014		105			2,573
RIO LN 2014 JAN 3400 CALL 01/17/2014 BCLEAR		13			15,829
RIO TINTO AMERICAN CALL 67 30JAN14 UBS		4,527			8,248
ROC 2014 MAY 70 CALL 05/17/2014		316			184,860
ROLLS-ROYCE GROUP PLC		1,833,606			3,036
ROLLS-ROYCE GROUP PLC		7,110,394			11,773
ROLLS-ROYCE GROUP PLC		55,342			146,987
ROYAL BANK OF SCOTLAND GROUP SWP		(37,010	)		(2,471)
ROYAL DUTCH SHELL A SHARES SWP CS		(857	)		(1,626)
ROYAL DUTCH SHELL A SHARES SWP CS		14,911			18,737
ROYAL DUTCH SHELL PLC-A SHS JPM SWP		857			1,727
ROYAL DUTCH SHELL PLC-B SHS SWP CS		(14,028	)		(8,060)
ROYAL MAIL PLC		29,041			(3,732)
ROYAL MAIL PLC		76,496			599
RUSSELL 2000 MINI MAR14		(2	)		(9,100)
RYANAIR HOLDINGS PLC SWP		135,950			50,742
RYL 2015 JAN 30 CALL 01/17/2015		(125	)		(190,000)
RYL DFT 500 06/20/2018 MS		500,000			(70,738)
S NEW 2014 JAN 5 CALL 01/18/2014		(20	)		(6,900)
S NEW 2014 JAN 5 PUT 01/18/2014		20			10
S&P MID 400 EMINI MAR14		(15	)		(63,525)
S&P500 EMINI FUT MAR14		(1,061	)		(3,525,552)
SABRE RESOURCES LTD AUD SWP UBS		135,254			(26,213)
SAMSUNG ELECTRONICS CO LTD		704			(13,611)
SAMSUNG ELECTRONICS CO LTD		1,029			(6,765)
SAMSUNG ELECTRONICS-PREF		120			(1,272)
SAMSUNG ELECTRONICS-PREF		532			14,989
SAMSUNG LIFE INSURANCE CO USD SWP CS		772			2,946
SAMSUNG LIFE INSURANCE CO USD SWP MS		1,318			2,784
SAMSUNG LIFE INSURANCE USD SWP BOA		900			3,785
SAMSUNG LIFE INSURANCE USD SWP DB		795			4,064
SANDVIK AB SWP		(33,970	)		(15,428)
SANOFI SWP		774			4,329
SANY HEAVY INDUSTRY CO DB USD SWP		61,600			(11,536)
SANY HEAVY INDUSTRY CO LTD-A USD SWP BOA		59,600			(10,494)
SAP AG SWP		(10,800	)		(32,076)
SCHNEIDER ELECTRIC SA SWP		51,225			133,595
SDRL 2014 JAN 39.85 PUT 01/18/2014		84			2,940
SEADRILL LTD SWP CS		(2,108	)		(994)

72

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
SEADRILL PARTNERS LLC SWP JPM		(3,292	)		2,847
SEGA SAMMY HOLDINGS INC JPY SWP BOA		(2,800	)		1,065
SEGA SAMMY HOLDINGS INC JPY SWP UBS		(5,600	)		(3,882)
SEK FX 06/18/14 FWD (JA)		(14,575,000	)		(49,207)
SEKISUI HOUSE LTD JPM JPY SWP		(3,000	)		(7,470)
SEKISUI HOUSE LTD JPY SWP BARC		(15,000	)		(29,214)
SEKISUI HOUSE LTD JPY SWP MS		(34,000	)		(26,272)
SEM GROUP LITIGATION TRUST		1			—
SENSATA TECHNOLOGIES HOLDING CS SWAP		(14,444	)		(7,025)
SEP14 14 PUT		(560,000	)		(392)
SEP15 2.5 PUT		(4,000,000	)		(160,156)
SEP15 2.5 PUT		(800,000	)		(32,031)
SEP15 3.45 PUT		200,000			33,165
SEP15 3.45 PUT		1,000,000			165,827
SET50 FUTURES MAR14 THB INDX SWP UBS (X1000)		(13,000	)		13,946
SGX S&P CNX NIFTY JAN14		(122	)		(12,516)
SHANDONG MINHE ANIMAL HUS-A USD SWP DB		21,500			(10,759)
SHANDONG MINHE ANIMAL HUS-A USD SWP UBS		68,600			(32,986)
SHANGHAI AJ CORPORATION USD SWP DB		7,500			(1,447)
SHANGHAI AJ CORPORATION USD SWP SG		18,400			(4,246)
SHANGHAI FRIENDSHIP GROUP-A HKD SWP DB		6,700			(269)
SHANGHAI MALING AQUARIUS-A USD SWP DB		7,000			(2,038)
SHANGHAI ORIENTAL PEARL - A USD SWP DB		15,100			1,064
SHANGHAI ORIENTAL PEARL USD SWP HSBC		20,200			955
SHANGHAI PHARMACEUTICALS-A USD SWP DB		22,000			(1,869)
SHIMAO PROPERTY HLDGS DB HKD SWP		(67,000	)		5,073
SHIMAO PROPERTY HLDGS HKD SWP BNP		(14,000	)		1,310
SHIMAO PROPERTY HLDGS HKD SWP CS		(35,000	)		7,272
SHIN KONG FIN HLDG BOA USD SWP		(17,446	)		(303)
SHIN KONG FIN USD SWP JPM		(66,705	)		(2,888)
SHIN KONG FINANCIAL HLDGS CS SWP USD		(164,198	)		(3,171)
SHIN KONG FINANCIAL HLDGS NOM USD SWP		(144,700	)		(6,745)
SHIN KONG FINANCIAL USD SWP MACQ		(441,960	)		(15,578)
SHINHAN FINANCIAL GROUP USD SWP JPM		880			2,215
SHIRE PLC SWP		72,071			135,875
SIE GR 2014 DEC 100 CALL 12/19/2014		64			53,416
SIEMENS AG-REG JPM SWP EUR		2,327			15,472
SINA US 2015 JAN 22.5 PUT 01/17/2015		99			2,871
SINA US 2015 JAN 25 PUT 01/17/2015		128			3,776
SINA US 2015 JAN 30 PUT 01/17/2015		77			3,966
SINGAPORE DOLLAR Forward		(3,150,000	)		18,747
SINOPEC 1% 23 FEB17 CVB USD SWP RBS		3,568,000			(4,626)
SINOPEC 1% 23FEB17 CVB CITI USD SWP		804,000			(911)
SINOPEC 1% 23FEB17 CVB USD SWP BNP		390,000			(1,238)
SINOPEC 1% 23FEB17 CVB USD SWP BOA		7,530,000			(97,675)
SINOPEC 1% 23FEB17 CVB USD SWP DB		194,000			(920)
SINOPEC 1% 23FEB17 CVB USD SWP JPM		5,764,000			(44,613)
SINOPEC 1% 23FEB17 CVB USD SWP MS		2,222,000			(2,617)
SINOPEC 1% 23FEB17 CVB USD SWP UBS		1,384,000			(8,884)
SINOPEC 150 ASW 24APR14 SCB		1,000,000			1
SINOPEC 155 ASW 24APR14 SCB		400,000			1
SK HYNIX INC 2.65 05/14/2015 CBS BOA		2,100,000			165,018
SK HYNIX INC 2.65 05/14/2015 CBS CS		200,000			8,250
SK HYNIX INC SWP USD JPM		(15,500	)		(78,270)
SK HYNIX INC USD SWP CS		(16,380	)		(86,385)
SK HYNIX USD SWP BOA		(17,000	)		(158,403)
SK INNOVATION CO LTD USD SWP CS		490			790
SM INVESTMENTS CORP 1.625% 17 CBS BOA		200,000			(43,000)
SM INVESTMENTS CORP 1.625% 17 CBS- DB		400,000			(84,000)
SM INVESTMENTS CORP BARC USD SWP		(21,791	)		97,221
SM INVESTMENTS CORP BOA USD SWP		(1,875	)		6,300
SM INVESTMENTS CORP SWP DB		(19,339	)		79,632
SM INVESTMENTS CORP SWP HSBC		(6,850	)		16,576
SM INVESTMENTS SG USD SWP		(812	)		3,055
SOCIETE GENERALE SWP		3,299			52,226
SOCIETE GENERALE SWP		49,317			357,528
SOFTBANK CORP SWP DB		(23,800	)		(61,031)
SOLD AUD/BOUGHT USD		—			(60,360)
SOLD AUD/BOUGHT USD		—			(6,220)
SOLD AUD/BOUGHT USD		—			(1,271)
SOLD AUD/BOUGHT USD		—			(51)
SOLD AUD/BOUGHT USD		—			2,152
SOLD AUD/BOUGHT USD		—			5,566
SOLD AUD/BOUGHT USD		—			5,985
SOLD AUD/BOUGHT USD		—			8,317
SOLD AUD/BOUGHT USD		—			111,138
SOLD BRL/BOUGHT USD		—			41
SOLD BRL/BOUGHT USD		—			618
SOLD BRL/BOUGHT USD		—			1,134
SOLD BRL/BOUGHT USD		—			1,756

73

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value		Current Value
SOLD BRL/BOUGHT USD		—		2,135
SOLD BRL/BOUGHT USD		—		4,890
SOLD BRL/BOUGHT USD		—		6,194
SOLD BRL/BOUGHT USD		—		6,842
SOLD CAD/BOUGHT USD		—		(450)
SOLD CAD/BOUGHT USD		—		1,668
SOLD CAD/BOUGHT USD		—		2,794
SOLD CAD/BOUGHT USD		—		3,336
SOLD CNY/BOUGHT USD		—		(28,213)
SOLD CNY/BOUGHT USD		—		(8,369)
SOLD DKK/BOUGHT USD		—		(229)
SOLD DKK/BOUGHT USD		—		1,054
SOLD EUR/BOUGHT USD		—		(563,107)
SOLD EUR/BOUGHT USD		—		(90,154)
SOLD EUR/BOUGHT USD		—		(42,438)
SOLD EUR/BOUGHT USD		—		(16,175)
SOLD EUR/BOUGHT USD		—		(8,441)
SOLD EUR/BOUGHT USD		—		(1,822)
SOLD EUR/BOUGHT USD		—		(1,803)
SOLD EUR/BOUGHT USD		—		(1,174)
SOLD EUR/BOUGHT USD		—		(410)
SOLD EUR/BOUGHT USD		—		(169)
SOLD GBP/BOUGHT USD		—		(147,650)
SOLD GBP/BOUGHT USD		—		(72,294)
SOLD GBP/BOUGHT USD		—		(9,467)
SOLD JPY/BOUGHT USD		—		1,067
SOLD JPY/BOUGHT USD		—		1,635
SOLD JPY/BOUGHT USD		—		2,126
SOLD JPY/BOUGHT USD		—		3,841
SOLD JPY/BOUGHT USD		—		5,541
SOLD JPY/BOUGHT USD		—		5,623
SOLD JPY/BOUGHT USD		—		6,411
SOLD JPY/BOUGHT USD		—		6,747
SOLD JPY/BOUGHT USD		—		7,277
SOLD JPY/BOUGHT USD		—		16,029
SOLD JPY/BOUGHT USD		—		19,886
SOLD JPY/BOUGHT USD		—		21,615
SOLD JPY/BOUGHT USD		—		22,146
SOLD JPY/BOUGHT USD		—		23,684
SOLD JPY/BOUGHT USD		—		31,534
SOLD JPY/BOUGHT USD		—		53,422
SOLD JPY/BOUGHT USD		—		58,553
SOLD JPY/BOUGHT USD		—		77,724
SOLD JPY/BOUGHT USD		—		84,210
SOLD JPY/BOUGHT USD		—		181,552
SOLD MXN/BOUGHT USD		—		(6,452)
SOLD MXN/BOUGHT USD		—		(6,442)
SOLD MXN/BOUGHT USD		—		(1,441)
SOLD MXN/BOUGHT USD		—		2,678
SOLD MXN/BOUGHT USD		—		7,243
SOLD MXN/BOUGHT USD		—		30,656
SOLD MXN/BOUGHT USD		—		34,654
SOLD MXN/BOUGHT USD		—		39,241
SOLD NZD/BOUGHT USD		—		(38,867)
SOLD NZD/BOUGHT USD		—		(23,581)
SOLD RUB/BOUGHT USD		—		34
SOLD SEK/BOUGHT USD		—		(16,292)
SOLD USD/BOUGHT AUD		—		(13,241)
SOLD USD/BOUGHT AUD		—		3,082
SOLD USD/BOUGHT AUD		—		60,321
SOLD USD/BOUGHT BRL		—		(67,029)
SOLD USD/BOUGHT BRL		—		(8,752)
SOLD USD/BOUGHT BRL		—		(7,500)
SOLD USD/BOUGHT CAD		—		(2,828)
SOLD USD/BOUGHT CAD		—		(929)
SOLD USD/BOUGHT CAD		—		152
SOLD USD/BOUGHT CAD		—		301
SOLD USD/BOUGHT CAD		—		421
SOLD USD/BOUGHT CNY		—		(2,429)
SOLD USD/BOUGHT CNY		—		(2,314)
SOLD USD/BOUGHT CNY		—		(1,902)
SOLD USD/BOUGHT CNY		—		(1,509)
SOLD USD/BOUGHT CNY		—		(1,030)
SOLD USD/BOUGHT CNY		—		(102)
SOLD USD/BOUGHT CNY		—		(61)
SOLD USD/BOUGHT CNY		—		55
SOLD USD/BOUGHT CNY		—		59
SOLD USD/BOUGHT CNY		—		67
SOLD USD/BOUGHT CNY		—		82
SOLD USD/BOUGHT CNY		—		120

74

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
SOLD USD/BOUGHT CNY		—			127
SOLD USD/BOUGHT CNY		—			127
SOLD USD/BOUGHT CNY		—			212
SOLD USD/BOUGHT CNY		—			337
SOLD USD/BOUGHT CNY		—			378
SOLD USD/BOUGHT CNY		—			534
SOLD USD/BOUGHT CNY		—			13,201
SOLD USD/BOUGHT EUR		—			(270)
SOLD USD/BOUGHT EUR		—			1,520
SOLD USD/BOUGHT EUR		—			2,336
SOLD USD/BOUGHT EUR		—			4,421
SOLD USD/BOUGHT EUR		—			8,367
SOLD USD/BOUGHT EUR		—			13,039
SOLD USD/BOUGHT EUR		—			42,295
SOLD USD/BOUGHT GBP		—			13,172
SOLD USD/BOUGHT GBP		—			45,707
SOLD USD/BOUGHT GBP		—			72,218
SOLD USD/BOUGHT JPY		—			(58,519)
SOLD USD/BOUGHT JPY		—			(44,800)
SOLD USD/BOUGHT JPY		—			(21,910)
SOLD USD/BOUGHT JPY		—			(11,659)
SOLD USD/BOUGHT JPY		—			(6,017)
SOLD USD/BOUGHT MXN		—			(509)
SOLD USD/BOUGHT NOK		—			451
SOLD USD/BOUGHT NOK		—			2,610
SOLD USD/BOUGHT NOK		—			3,026
SOLD USD/BOUGHT NZD		—			38,822
SOLD USD/BOUGHT RUB		—			(25)
SOLD ZAR/BOUGHT USD		—			825
SOLD ZAR/BOUGHT USD		—			925
SONY CORP DB JPY SWP		(28,100	)		(12,277)
SONY DFT 100 20MAR18 DB		(8,000,000	)		—
SOUTH AFRICAN RAND Forward		(1,500,000	)		2,597
SOYBEAN FUTURE MAR14		(230,000	)		71,687
SOYBEAN FUTURE MAY14		210,000			(28,201)
SOYBEAN MEAL FUTR MAR14		(700	)		10,496
SPECTRA ENERGY PARTNERS LP SWP JPM		(1,312	)		(6,725)
SPF 2015 JAN 7 CALL 01/17/2015		(184	)		(49,680)
SPF DFT 500 09/20/2017 MS		750,000			(98,284)
SPGCESP INDEX		8,900			14,367
SPI 200 FUTURES MAR14		(8	)		(42,365)
SPX 2014 FEB 1710 PUT 02/22/2014		29			19,575
SPX 2014 JAN 1710 PUT 01/18/2014		16			2,720
SPX 2014 JAN 1800 CALL 01/18/2014		53			275,865
SPX 2014 JAN 1825 CALL 01/18/2014		120			377,400
SPX Dec14 1425 PUT		(52	)		(116,480)
SPX Dec14 2050 CALL		(278	)		(585,190)
SPX Dec14 2075 CALL		(533	)		(882,115)
SPX Jun14 1400 PUT		(1,304	)		(756,320)
SPX Jun14 1450 PUT		(290	)		(209,960)
SPX Jun14 1450 PUT		(277	)		(200,548)
SPX Jun14 1950 CALL		(523	)		(1,014,620)
SPX Jun14 1975 CALL		(290	)		(392,950)
SPX Mar14 1450 PUT		(508	)		(101,600)
SPX Mar14 1475 PUT		(1,069	)		(245,870)
SPX Mar14 1500 PUT		(365	)		(93,075)
SPX Sep14 1450 PUT		(182	)		(283,920)
SPX Sep14 1475 PUT		(208	)		(366,080)
SPX Sep14 2000 CALL		(485	)		(1,011,225)
SPY 2014 JAN 184 PUT 01/10/2014		51			5,177
ST JAMESS PLACE PLC SWP		101,766			135,385
STANDARD LIFE PLC SWP		155,262			15,469
STOXX 600 HEALTH CARE PR IDX SWP CS		(227	)		(12,826)
STOXX 600 INDUSTRIAL GOODS AND SERVICES BOA		(182	)		(6,397)
STOXX 600 OPTIMISED RETAIL IDX MS		(39	)		(58)
STOXX EUROPE 600 (PRICE) INDEX SWP CITI		(9,059	)		(176,405)
STOXX EUROPE 600 (PRICE) INDEX SWP UBS		(7,560	)		(87,605)
STOXX EUROPE 600 SWP BOA		(3,559	)		(73,267)
STOXX INSURANCE 600 (PRICE) INDEX SWP UBS		(418	)		(13,553)
STOXX INSURANCE 600 SWP BOA		(131	)		(5,791)
STXE 600 CN&MT EUR PR SWAP		(472	)		(11,080)
SULZER AG SWP		4,817			32,968
SUMITOMO MITSUI FINANCIAL SWP CITI		5,800			21,484
SUMITOMO MITSUI TRUST HOLDINGS SWP DB		1,000			285
SUMMIT MIDSTREAM PARTNERS LP MS SWAP		(16,024	)		(72,601)
SVENSKA CELLULOSA AB-B SHS SWP		22,750			75,324
Sweden Krona (Sek) FDWFX		(609,926	)		(94,732)
SWEDISH KRONER Forward		(3,854,000	)		(9,472)
Swiss Franc FDWFX		202,275			226,547
SWISS FRANC Forward		(700,000	)		(4,517)

75

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
SWISS MKT IX FUTR MAR14		(4	)		(4,244)
SWPC033Y4 CDS USD R F 1% 20 Jun 2018		200,000			5,863
SWPC391Y0 CDS USD R F 1% 20 Jun 2018		600,000			17,590
SWPC393Y8 CDS USD R F 1% 20 Jun 2018		600,000			17,590
SWPC536C4 CDS USD R V 03MEVENT 1% 20 Jun 2017		363,000			(2,913)
SWPC586B5 CDS USD R V 03MEVENT 1% 20 Mar 2018		1,000,000			(100,429)
SWPC644C3 CDS USD R V 03MEVENT 1% 20 Sep 2015		102,000			(1,555)
SWPC690C6 CDS USD R V 03MEVENT 1% 20 Jun 2018		725,000			(6,662)
SWPC745B3 CDS USD R V 03MLIBOR 1% 20 Mar 2018		500,000			(51,232)
SWPC786C1 CDS USD R V 03MEVENT 1% 20 Mar 2018		254,000			(4,170)
SWU0020O1 IRS JPY R F 1.5% 19 Jun 2033		80,000,000			(22,621)
SWU002RC8 IRS USD R F 3% 20 Jun 2023		3,900,000			(248,411)
SWU004IA8 IRS MXN R F 5.75% 22 Feb 2023		200,000			(1,007)
SWU004IO8 IRS MXN R F 5.75% 22 Feb 2023		100,000			(503)
SWU005N27 IRS MXN R F 5.51% 11 Sep 2018		10,200,000			2,624
SWU005N84 IRS MXN R F 5.52% 11 Sep 2018		1,400,000			406
SWU005OE0 IRS GBP R F 3% 19 Mar 2024		600,000			(5,972)
SWU0099R0 IRS MXN R F 20.6% 08 Dec 2015		1,300,000			4,393
SWU023A40 TRS USD R F 0% 04 Mar 2014		100,000			(2,947)
SWU023CV8 TRS USD R E		47,500			(250,396)
SWU023JQ2 COMM SWAP SPGCES CME		25,700			(578,150)
SWU023T65 TRS USD R E		1,200			1,485
SWU023T99 TRS USD R E		1,200			7,077
SWU023XD5 TRS USD R F 0% 19 Feb 2015		10,000			(6,551)
SWU023XF0 TRS USD R F 0% 21 Nov 2014		10,000			7,032
SWU023Y69 TRS USD R F 0% 21 Apr 2016		700,000			16,599
SWU024TA4 TRS USD R E		2,400			15,709
SWU029FG5 TRS USD R E		3,880			(4,648)
SWU029FP5 TRS USD R E		1,058			(2,679)
SWU029GQ2 TRS USD R E		3,320			(4,521)
SWU029JL0 TRS USD R F 0% 28 Jan 2014		37,000			206
SWU036VG2 TRS USD R F 0% 30 Sep 2014		210,000			5,967
SWU077C10 TRS USD R F 0% 21 Apr 2016		910,000			(12,261)
SWU083TY8 TRS USD R F 0% 04 Jun 2014		180,000			(13,917)
SWU086YT6 TRS USD R F 0% 04 Jun 2014		200,000			9,579
SWU09H878 TRS USD R E		2,400			13,795
SWU09H886 TRS USD R E		2,400			3,305
SWU09K087 TRS USD R F 0% 04 Mar 2014		100,000			1,866
SWU09K160 TRS USD R F 0% 04 Mar 2014		69,000			1,184
SWU09K178 TRS USD R F 0% 04 Mar 2014		61,000			1,711
SWU09K269 TRS USD R F 0% 04 Mar 2014		120,000			2,106
SWU09K277 TRS USD R F 0% 04 Mar 2014		110,000			(3,080)
SWU0AT458 TRS USD R E		2,400			3,257
SWU0D7750 TRS USD R F 0% 20 Jun 2014		5,000			3,983
SWU0D7768 TRS USD R F 0% 19 Feb 2015		5,000			(3,276)
SWU0ESP46 TRS USD R E		18,000			(257,884)
SWU0H7715 TRS USD R F 0% 04 Jun 2014		680,000			1,126
SWU0H77B3 TRS USD R F 0% 04 Jun 2014		230,000			280
SWU0H77P2 TRS USD R F 0% 28 Jan 2014		71,000			3,685
SWU0RW065 TRS USD R F 0% 28 Jan 2014		34,000			1,225
SWU0RW073 TRS USD R F 0% 28 Jan 2014		34,000			1,371
SWU0RW115 TRS USD R F 0% 25 Feb 2014		112,792			2,372
SX7E 2014 JAN 132.5 PUT 01/17/2014		48			1,650
SXAP 2014 JAN 450 PUT 01/17/2014		30			1,031
SXNP 2014 JAN 390 PUT 01/17/2014		34			234
SXXP INDEX SECTOR SWP JPM		(1,663	)		(28,705)
SYD AU 4.11045 CALL 24JAN14 NOM		78,443			350
SYDNEY AIRPORT AUD SWP NOM		(5,080	)		364
T NEW 2014 JAN 36 CALL 01/18/2014		400			2,200
TAIWANESE DOLLAR Forward		15,300,000			7,635
TARGA RESOURCES PARTNERS LP SWP JPM		(10,492	)		(98,766)
TATA MOTORS BOA USD SWP		12,471			11,170
TATA MOTORS CITI USD SWP		25,427			6,439
TATA MOTORS DB USD SWP		19,542			23,656
TATA MOTORS LTD USD MS SWP		21,046			11,506
TATA MOTORS MACQ USD SWP		45,502			52,516
TATA MOTORS NOM USD SWP		23,243			24,074
TATA MOTORS USD SWP BNP		4,264			5,116
TATA MOTORS USD SWP CS		15,889			19,323
TATA MOTORS USD SWP HSBC		20,577			2,021
TATA MOTORS USD SWP UBS		14,020			14,174
TECFP 0.25% SWP CS		(976	)		13,730
TECHNIP SWAP CSFB		1,742			(40,981)
TECO ENERGY INC SWP CS		(13,486	)		(402)
TELECOM ITALIA SPA SWP CS		(147,862	)		(43,978)
TELECOM ITALIA-RSP SWP CS		200,396			48,308
TELEFONICA BRASIL-ADR SWP CS		(1,572	)		5,030
TELIASONERA AB SWP EUR JPM		9,700			530
TEMASEK HLDGS (PRIVATE) DFT 100 20MAR14 BARC		1,200,000			(2,500)
TESCO PLC SWP		(24,676	)		613

76

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
TEVA 2014 JAN 45 CALL 01/18/2014		68			374
TEVA 2014 MAR 37.5 CALL 03/22/2014		33			11,138
THAILAND DOLLAR Forward		5,500,000			(1,954)
THALES SA SWP		3,533			19,540
THALES SA SWP		6,798			31,734
THROMBOGENICS NV SWP CITI		(118	)		(469)
THROMBOGENICS NV SWP DB		(317	)		4,978
THROMBOGENICS NV SWP HSBC		1,069			(559)
THROMBOGENICS NV SWP JPM		(317	)		4,783
THROMBOGENICS NV SWP UBS		(317	)		4,925
TMO 2014 JAN 110 CALL 01/18/2014		74			19,980
TMO Jun14 95 PUT		(52	)		(10,920)
TOKYO ELECTRIC POWER CO DFT 100 20SEP17 BARC		(7,000,000	)		(3,064)
TOKYO ELECTRIC POWER DFT 100 20SEP17		(7,000,000	)		(3,279)
TOKYO ELECTRIC POWER DFT 100 20SEP17 BARC		(7,000,000	)		(3,279)
TOKYO ELECTRIC POWER DFT 100 20SEP17 CITI		(7,000,000	)		(4,688)
TOKYO ELECTRIC POWER DFT 100 20SEP17 CITI		(3,000,000	)		(1,405)
TOKYO ELECTRIC POWER DFT 100 20SEP17 JPM		(5,000,000	)		(2,342)
TOKYO TATEMONO CO LTD CS JPY SWP		(15,000	)		(22,766)
TOKYO TATEMONO CO LTD HSBC JPY SWP		(15,000	)		(27,361)
TOPIX INDX FUTR MAR14		65			359,724
TOSHIBA CORP JPY SWP DB		(199,000	)		(26,460)
TOYOTA MOTOR CORP DB JPY SWP		(21,700	)		(45,341)
TOYOTA MOTOR CORP JPM JPY SWP		3,500			7,313
TOYOTA MOTOR CORP SWP SG		3,500			10,637
TOYOTA MOTOR CS JPY SWP		7,600			20,372
TOYOTA MOTOR MS JPY SWP		3,500			7,313
TPK HOLDING CO LTD ASW 01OCT15 SCB		1,000,000			10
TPK HOLDINGS USD SWP BOA		(4,800	)		63,662
TPK HOLDINGS USD SWP HSBC		(1,000	)		12,427
TPK HOLDINGS USD SWP MACQ		(8,600	)		131,541
TRANSDIGM GROUP INC SWP MS		19,465			47,522
TRI CN 2014 JAN 36 PUT 01/18/2014		92			260
TRUVO TALON WRT TALON EQUITY CO		33			—
TSCO LN 2014 JAN 340 PUT 01/17/2014 BCLEAR		213			36,609
TSLA 2014 JUN 200 CALL 06/21/2014		(16	)		(12,280)
TSLA 2014 JUN 200 PUT 06/21/2014		16			96,040
TSLA 2015 JAN 125 CALL 01/17/2015		(13	)		(56,550)
TSLA 2015 JAN 30 PUT 01/17/2015		79			3,753
TSM 2014 JAN 17.5 PUT 01/18/2014		105			4,725
TUI AG DFT 500 20DEC14 BOA		50,000			(3,112)
TUI AG DFT 500 20DEC14 ML		100,000			(6,223)
TUI DFT 500 20MAR2015 BARC		200,000			(15,434)
TURQUOISE HILL RESOURC-RIGHT		4,500			4,234
TURQUOISE HILL RESOURC-RIGHT		4,500			4,234
TURQUOISE HILL RESOURC-RIGHT SWP SCOTI		(9,000	)		(974)
TURQUOISE HILL RESOUR-RT		(22,700	)		(21,452)
TURQUOISE HILL RESOUR-RT		(11,400	)		(10,773)
TURQUOISE HILL RESOUR-RT		(5,700	)		(5,387)
TURQUOISE HILL RESOUR-RT		11,400			10,773
TURQUOISE HILL RESOUR-RT SWP CS		27,264			2,863
TWC 2015 JAN 105 CALL 01/17/2015		20			62,200
TWENTY-FIRST CENTURY FOX CL A SWP CITI		(11,474	)		(28,456)
TWENTY-FIRST CENTURY FOX CL B SWP CITI		11,474			32,816
TWN BANK & INSUR SEC JAN14 UBS USD SWP (X1000)		(4,000	)		(4,075)
TWN ELECTRONICS SEC JAN14 UBS USD SWP (X4000)		(4,000	)		(1,414)
TWX 2015 JAN 65 CALL 01/17/2015		43			36,765
UAL Mar14 37 PUT		(107	)		(26,750)
UAL Mar14 38 PUT		(216	)		(65,124)
UGI CORP SWP CS		(13,654	)		(88,331)
UKX 2014 JAN 6650 PUT 01/17/2014 BCLEAR		9			4,026
UMC USD SWAP BOA		(1,666,000	)		6,035
UMC/UNIMICRON ASW L+150 02DEC14 SCB		300,000			330
UNITED MICROELECTRONICS 0% 16 CBS BOA		800,000			1,000
UNITED MICROELECTRONICS 100 DFT 20JUN14 DB		300,000			354
UNITED MICROELECTRONICS 200 DFT 24JUN14 SCB		440,000			(1,595)
UNITED MICROELECTRONICS CORP JPM USD SWP		(47,000	)		369
US 10YR NOTE (CBT MAR14		(1	)		63
US 10YR NOTE (CBT)MAR14		2,700,000			(17,459)
US 2YR NOTE (CBT) MAR14		1			(406)
US 5YR NOTE (CBT) MAR14		(52	)		82,136
US Dollar FDWFX		(414,847	)		(414,847)
US DOLLAR Forward		140,252,275			—
US LONG BOND(CBT) MAR14		(36	)		57,490
USD/CNY CALL.RPB2		2,000,000			0
USD/CNY CALL.RPB3		(2,000,000	)		(0)
USD/CNY CALL.RPB4		4,300,000			16,508
USD/JPY CALL.BZW		1,000,000			24,613
USD/JPY CALL.CS2		2,000,000			58,255
USD/JPY CALL.JPM		4,000,000			117,909

77

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
USD/JPY CALL.JPM2		1,000,000			26,458
USD/JPY CALL.JPM3		1,000,000			26,506
USD/JPY CALL.ML		2,000,000			65,225
USD/JPY CALL.ML2		4,000,000			119,918
USD/JPY CALL.ML3		1,400,000			37,751
USD/JPY CALL.ML4		1,000,000			19,645
USD/JPY CALL.MS		100,000			91,968
USD/JPY CALL.NOM		4,000,000			125,676
USD/JPY CALL.NOM1		1,500,000			46,958
USD/JPY CALL.NOM2		1,500,000			47,019
USD/JPY CALL.UBS1		4,000,000			127,679
USD/JPY CALL.UBS2		2,000,000			63,765
USD/JPY CALL.UBS3		1,000,000			25,313
USD/JPY CALL.UBS4		1,000,000			25,322
USD/JPY CALL.UBS5		1,000,000			25,323
USD/JPY CALL.UBS6		4,000,000			103,959
UTX A1814C100000		39			54,210
VALE SWP CS		(802	)		(369)
VALEBZ DFT 100 03/20/2015 DB		500,000			1,943
VALEO SA SWP		(3,307	)		(19,416)
VALIDUS HOLDINGS LTD		64,500			1,469,955
VEDANTA RESOURCES DFT 500 20SEP2014 BOA		2,100,000			(42,653)
VERIZON SWP BOA		(16,398	)		11,814
VIETNAM DFT 100 20DEC17 JPM		160,000			4,831
VIETNAM DFT 20DEC17 100 BOA		160,000			4,831
VINCOM JSC 5 04/03/2017 CS USD SWP		1,100,000			306,125
VINCOM JSC MS USD SWP		(36,889	)		(17,837)
VINCOM JSC USD CITI SWP		(6,300	)		417
VINCOM JSC USD CS SWP		(173,142	)		(127,593)
VINCOM JSC USD DB SWP		(8,000	)		(1,054)
VODAFONE GROUP PLC SWP		403,616			124,398
VODAFONE GROUP PLC SWP		690,504			398,339
VODAFONE GROUP PLC USD SWP		14,594			5,634
VODAFONE GROUP PLC USD SWP		100,057			15,317
VODAFONE GROUP PLC USD SWP		51,108			53,693
VOLKSWAGEN AG-PFD SWP		4,327			184,865
WAG 2014 APR 55 CALL 04/19/2014		211			85,983
WAG 2014 APR 57.5 CALL 04/19/2014		196			52,528
WAG 2015 JAN 50 CALL 01/17/2015		443			416,420
WASTE MANAGEMENT SWP JPM		(4,526	)		(24,435)
WBC AU 33.2297 CALL 01/24/2014		12,456			1,587
WEICHAI POWER CO LTD - H SWP DB		(36,000	)		(28,237)
WEICHAI POWER CO LTD-A USD SWP DB		42,000			10,395
WEMBLEY PLC DB SWAP		20,188			616
WES AU 40.9438 CALL 12/24/2014 NOM		7,593			28,872
WES AU DFT 100 20MAR17 DB		150,000			(2,308)
WES AU DFT 100 20MAR17 JPM		150,000			(2,308)
WESFARMERS LIMITED AUD SWP JPM		(6,406	)		(902)
WESFARMERS LIMITED AUD SWP NOM		(2,702	)		(28,615)
WESFARMERS LTD CITI AUD SWP		(2,106	)		(5,436)
WESTPAC BANKING CORP AUD SWP NOM		(4,134	)		(2,249)
WHARF FINANCE LTD 2.3% 2014CBS BOA		18,000,000			(3,203)
WHARF HOLDINGS BOA HKD SWP		(6,000	)		8,165
WHARF HOLDINGS LTD HKD SWP BNP		(9,000	)		2,522
WHEAT FUTURE(CBT) JUL14		(10,000	)		8,450
WHEAT FUTURE(CBT) MAR14		(180,000	)		114,329
WHEAT FUTURE(CBT) SEP14		10,000			(8,018)
WHITBREAD PLC SWP CSFB EXP		209			1,069
WHITBREAD SWP CS		(228	)		(740)
WHITE SUGAR (LIF) MAR14		1,300			(24,230)
WHITE SUGAR (LIF) MAY14		100			230
WHITEHAVEN COAL LTD AUD SWP CS		(104,139	)		31,799
WHITEHAVEN COAL LTD AUD SWP UBS		(71,856	)		10,959
WHITEHAVEN COAL LTD CITI AUD SWP		(29,430	)		(2,366)
WILLIAM HILL PLC SWP		(20,196	)		(9,167)
WILLIAMS PARTNERS LP SWP JPM		(8,911	)		5,394
WIPRO LTD ADR SWP CSFB		(23,053	)		(82,906)
WIPRO LTD USD SWP BOA		17,584			29,971
WIPRO LTD USD SWP CS		17,679			44,068
WIPRO LTD-ADR SWP BARC		14,600			21,117
WMB 2014 JAN 37 CALL 01/18/2014		84			15,330
WMB Jan14 37 CALL		(289	)		(54,043)
WMI DFT 105 03/20/2014 MS		500,000			(1,020)
WOLSELEY PLC SWP		51,850			139,316
WPX 2014 JAN 22.5 CALL 01/18/2014		421			10,525
WTI CRUDE FUTURE DEC14		63,000			16,099
WTI CRUDE FUTURE DEC15		(6,000	)		7,440
WTI CRUDE FUTURE FEB14		1,000			(1,906)
WTI CRUDE FUTURE JUN14		(56,000	)		(39,069)
WTI CRUDE FUTURE JUN15		(13,000	)		3,488

78

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
WTI CRUDE FUTURE SEP15		12,000			(11,700)
WYNN 2014 JAN 169.5 CALL 01/18/2014		16			39,480
WYNN 2014 JAN 180 CALL 01/03/2014		5			7,088
XOM 2014 JAN 105 CALL 01/18/2014		211			4,009
XPAR 20140430		700			207
YAHOO JAPAN CORP SWP BAR		27,400			3,291
YAHOO JAPAN CORP SWP BNP		53,100			10,086
YAHOO SWP MS		37,111			819,499
YAMADA DENKI CO LTD		(13,730	)		(6,116)
YAMADA DENKI CO LTD		(79,560	)		(2,266)
YAMADA DENKI CO LTD JPY SWAP CS		(17,900	)		(2,586)
YANGZIJIANG SHIPBLDG 7.617 CNY CL WRT CITI 29APR16		1,500,000			118,821
YANGZIJIANG SHIPBUILDING SWP CITI		(507,000	)		(22,089)
YASKAWA ELECTRIC CORP SWP DB		(6,000	)		(8,092)
YY INC-ADR SWP BOA		1,117			1,458
ZHEN DING ASW L+250 07JUN15 SCB		100,000			4,780
ZHEN DING TECHNOLOGY USD SWP BOA		(3,000	)		(97)
ZHEN DING TECHNOLOGY USD SWP DB		(6,300	)		(1,547)
ZMH 2014 JUN 90 CALL 06/21/2014		179			129,775
ZOETIS INC DB SWAP		115,585			271,215
ZTE CORP-H		(224,200	)		(101,185)
ZTE CORP-H		(126,350	)		(57,884)
ZURN VX 2014 JAN 270 CALL 01/17/2014		165			1,100
Total Derivatives		(4,816,196,314	)	$	598,106
Preferred Stock
ADLAC 5.5% SERIES D ESC		3,100		$	—
ADLAC 7.5% 11/04 ESCROW		9,200			—
ADLAC 7.5% 05 F ESCROW		182,700			0
AMERICAN AIRLINES GROUP SER A 6.25 PFD		177,873			4,610,468
ATLAS PIPELINE PARTNERS LP		164,792			5,313,883
BB&T CORPORATION 5.2 PFD F		5,464			102,450
BB&T CORPORATION 5.2 SER G PFD		2,750			51,700
BB&T CORPORATION 5.625 SER E PFD		3,782			76,964
BB&T CORPORATION 5.85 PFD		1,940			41,671
BEAZER HOMES USA 7.5% PFD		3,508			130,987
CITIGROUP INC 5.8 SER C PFD		553			11,746
CIA BRASILEIRA DE DIS PREF		7,617			338,709
EMBOTELLADORA ANDINA A PREF		31,006			109,166
EMBOTELLADORA ANDINA PREF B		16,946			77,724
FREDDIE MAC 8.375 SER Z PERP PFD		7,689			68,970
FANNIE MAE 8.25 SER S PFD		12,525			109,594
FUCHS PETROLUB SE PREF		7,600			743,960
MOTORS LIQUIDATION CO ESCROW		17,985			—
MOTORS LIQUIDATION CO		8,375			—
GOODYEAR TIRE & RUBBER 5.875 04/01/14 PFD		13,064			865,359
HOVNANIAN ENTERPRISES 7.5 PFD		9,753			311,366
ISTAR FINANCIAL INC 7.500% PERP SR:I		490			11,211
ISTAR FINANCIAL INC 7.650% PERP SR:G		27			617
ISTAR FINANCIAL INC 7.800% PERP SR:F		2,531			57,530
ISTAR FINANCIAL INC 7.875% PERP SR:E		383			8,958
ITAU UNIBANCO HOLDING S PREF		2,670			35,479
ITAUSA INVESTIMENTOS ITAU PR		159,583			602,009
JPMORGAN CHASE & CO SER P 5.45 PFD		6,006			121,802
JPMORGAN CHASE & CO SER O 5.5 PFD		7,959			163,717
METLIFE INC 5% PFD		(5,148	)		(162,134)
ARCELORMITTAL 6% 01/15/2016 PFD		72,764			1,879,087
PNC FINANCIAL SERVICES 5.375 SER Q PFD		1,459			29,340
QUEBECOR INC 4.125 10/15/2018 PFD		4,072			458,411
RBS CAPITAL FND TRST VII 6.080% PERP SR:G		3,570			74,899
RBS CAPITAL FUND TRST VI 6.250% PERP SR:F		180			3,760
RBS CAPITAL FUND TRUST V 5.900% PERP SR:E		2,510			51,304
REGIONS FINANCIAL CORP 6.375 SER A PFD		696			15,416
ROYAL BK SCOTLND GRP PLC 5.750% PERP SR:L		90			1,758
ROYAL BK SCOTLND GRP PLC 6.250% PERP SR:P		290			5,870
ROYAL BK SCOTLND GRP PLC 6.350% PERP SR:N		140			2,864
ROYAL BK SCOTLND GRP PLC 6.400% PERP SR:M		480			10,032
ROYAL BK SCOTLND GRP PLC 6.600% PERP SR:S		460			9,895
ROYAL BK SCOTLND GRP PLC 6.750% PERP SR:Q		310			6,718
SAMSUNG ELECTRONICS PFD		1,735			1,665,376
SLM CORP		900			20,880
* STATE STREET CORP 5.25 SER C PFD		651			13,476
US BANCORP 5.15 PFD		455			9,086
UNITED TECHNOLOGIES CORP 7.5% 8/1/15 PFD		(23,596	)		(1,549,148)
WELLS FARGO & COMPANY 5.125 SER O PFD		1,070			21,721
WELLS FARGO & COMPANY 5.2 PFD		3,185			63,955
WELLS FARGO & COMPANY 5.25 SER P PFD		2,417			48,654
WEYERHAEUSER CO 6.375 PFD		(6,496	)		(361,964)
Total Preferred Stock		930,065		$	16,285,296

79

The Goldman Sachs 401(k) Plan

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

December 31, 2013

Identity of issue, borrower, lessor, or similar party including maturity date, rate of interest, collateral, par, or maturity value	Shares/ Par Value			Current Value
Real Estate Investments
ACADIA REALTY TRUST		31,160		$	773,703
ALEXANDRIA REAL ESTATE EQUIT		41,820			2,660,588
AMERICAN ASSETS TRUST INC		42,170			1,325,403
AMERICAN CAMPUS COMMUNITIES		52,600			1,694,246
ASHFORD HOSPITALITY PRIME IN		5,124			93,257
AVALONBAY COMMUNITIES INC		34,930			4,129,774
BOSTON PROPERTIES INC		58,370			5,858,597
BRANDYWINE REALTY TRUST		110,870			1,562,158
CAMDEN PROPERTY TRUST		46,930			2,669,378
COUSINS PROPERTIES INC		125,655			1,294,247
CROWN CASTLE INTL CORP		80,225			5,890,922
CUBESMART		83,310			1,327,961
DUKE REALTY CORP		214,220			3,221,869
EASTGROUP PROPERTIES INC		15,700			909,501
EMPIRE STATE REALTY TRUST A		88,520			1,354,356
ESSEX PROPERTY TRUST INC		28,400			4,075,684
FEDERAL REALTY INVS TRUST		26,160			2,652,886
GENERAL GROWTH PROPERTIES		294,640			5,913,425
HIGHWOODS PROPERTIES INC		129,380			4,679,675
HUDSON PACIFIC PROPERTIES IN		54,020			1,181,417
LASALLE HOTEL PROPERTIES		29,060			896,792
LIBERTY PROPERTY TRUST		143,290			4,853,232
MACERICH CO/THE		100,390			5,911,967
NATIONAL RETAIL PROPERTIES		40,300			1,222,299
OMEGA HEALTHCARE INVESTORS		26,970			803,706
REGENCY CENTERS CORP		98,200			4,546,660
SIMON PROPERTY GROUP INC		82,000			12,477,120
SUNSTONE HOTEL INVESTORS INC		302,800			4,057,520
TANGER FACTORY OUTLET CENTER		151,300			4,844,626
TAUBMAN CENTERS INC		22,270			1,423,498
UDR INC		211,610			4,941,094
VORNADO REALTY TRUST		62,160			5,519,186
BRE PROPERTIES INC		29,300			1,603,003
AMERICAN CAPITAL MORTGAGE IN		55,950			976,887
AVIV REIT INC		45,800			1,085,460
BRIXMOR PROPERTY GROUP INC		50,380			1,024,225
DDR CORP		64,500			991,365
DOUGLAS EMMETT INC		13,260			308,825
EDUCATION REALTY TRUST INC		39,959			352,438
EXCEL TRUST INC		36,500			415,735
EXTRA SPACE STORAGE INC		29,020			1,222,613
FIRST INDUSTRIAL REALTY TR		73,620			1,284,669
HCP INC		124,130			4,508,402
HEALTH CARE REIT INC		65,110			3,487,943
HOST HOTELS + RESORTS INC		330,680			6,428,419
KILROY REALTY CORP		56,750			2,847,715
KIMCO REALTY CORP		264,110			5,216,173
KITE REALTY GROUP TRUST		33,300			218,781
MID AMERICA APARTMENT COMM		41,380			2,513,421
NATL HEALTH INVESTORS INC		6,570			368,577
PS BUSINESS PARKS INC/CA		18,880			1,442,810
PEBBLEBROOK HOTEL TRUST		42,650			1,311,914
PROLOGIS INC		207,720			7,675,254
PUBLIC STORAGE		31,310			4,712,781
QTS REALTY TRUST INC CL A		390			9,664
RLJ LODGING TRUST		54,305			1,320,698
RETAIL PROPERTIES OF AME A		84,980			1,080,946
REXFORD INDUSTRIAL REALTY IN		74,200			979,440
SL GREEN REALTY CORP		48,420			4,473,040
SOVRAN SELF STORAGE INC		40,800			2,658,936
STAG INDUSTRIAL INC		27,560			561,948
STRATEGIC HOTELS + RESORTS I		163,100			1,541,295
VENTAS INC		128,210			7,343,869
DIGITAL REALTY TRUST INC		36,940			1,814,493
EQUITY RESIDENTIAL		70,070			3,634,531
DUPONT FABROS TECHNOLOGY		(20,806	)		(514,116)
DIGITAL REALTY TRUST INC		(20,845	)		(1,023,906)
EQUITY RESIDENTIAL		(12,198	)		(632,710)
Total Real Estate Investments		5,170,559		$	178,012,283
Total Investments, at Fair Value		(1,615,337,846	)	$	6,130,300,904
* Notes Receivable from Participants				$	28,198,894
Total Assets Held at End of Year				$	6,158,499,798

* Denotes party-in-interest

80

The Goldman Sachs 401(k) Plan

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

Disposed of Within the Plan Year)

December 31, 2013

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
Fixed Income & Asset-Backed Securities
THUNDERBIRD RESOURCES		5,348			(5,033	)		5,134
AVAYA 10.5 % 3/01/21 2ND LIEN		260,000			(212,550	)		243,100
AVAYAR 7% 4/01/2019		150,000			(141,375	)		144,375
BOYD GAMING 9% 7/1/20-17		(190,000	)		(211,375	)		193,800
CAESARS 8 1/2% 2/15/2020		(170,000	)		(156,825	)		159,800
CAESARS ENTERTAINMENT 9% 2/15/		(100,000	)		(94,500	)		96,750
FIRST DATA CORP 11 1/4% 1/15/2		530,000			(530,000	)		580,350
FIRST DATA CORP 11 1/4% 3/31/2		320,000			(320,800	)		320,000
FIRST DATA CORP 12 5/8% 1/21/2		248,000			(277,760	)		286,130
HEXION 9% 11/15/20		270,000			(256,838	)		256,500
MOMENTIVE PERFORMANCE 8 7/8% 1		(310,000	)		(332,863	)		329,375
MOMENTIVE PERFORMANCE 9% 1/15/		50,000			(39,000	)		41,438
TRINSEO 8 3/4% 2/1/2019		(280,000	)		(287,700	)		282,800
ENERGY FUTURE TXU 11.75% 03/01		60,000			(66,600	)		69,375
CHINA PETROLEUM & CHEMICAL CITI USD PNOTE 20JAN15		57,300			(64,301	)		61,999
CHINA CNR CORP P-NOTE USD CITI		63,800			(52,941	)		40,743
ALCATEL LUCENT TL 1L EUR		83,587			(112,436	)		113,284
ALCATEL LUCENT TL 1L USD		179,114			(178,218	)		181,204
CAMAIEU INTERNATIONAL SAS TL B 1L EUR		14,132			(13,726	)		16,355
CAMAIEU TL C 1L EUR MODACIN		6,725			(6,532	)		7,783
CAMAIEU TL C 1L EUR MODAMAX		13,827			(13,430	)		16,002
AMR SINGLE CLAIM		96,000			(60,480	)		72,480
DELL INC TL B 1L USD		2,364,000			(2,340,360	)		2,343,033
DELL INC TL C 1L USD		498,000			(495,510	)		496,133
FLEETPRIDE TL 2L USD		181,004			(180,483	)		172,406
GLITNIR AUD-DB 2		410,424			(79,505	)		89,366
GLITNIR TCL CHF-DB 6		185,500			(42,968	)		45,017
GLITNIR EUR TRADE CLAIM ML 1		165,476			(58,875	)		63,085
GLITNIR EUR TRADE CLAIM ML 2		57,806			(20,567	)		22,331
GLITNIR USD-CS 1		115,612			(31,678	)		36,418
HJ HEINZ CO TL B 1L USD		505,781			(504,517	)		510,207
LONGVIEW POWER TL NONEXT		18,000			(13,635	)		10,957
NH HOTELES SA REV A2 GUAR EUR		59,600			(76,470	)		79,608
NH HOTELES SA TL A1 GUAR EUR		112,908			(144,866	)		150,811
NH HOTELES SA TL B GUAR EUR		43,669			(56,029	)		58,329
RURAL METRO TL B 1L USD		128,001			(113,245	)		121,601
SISAL TLA1 EUR SEB		21,996			(24,362	)		27,301
SISAL TLB1 EUR SEB		108,035			(119,654	)		133,664
SISAL TLC1 EUR SEB		108,035			(119,654	)		133,664
SISAL TLD1 EUR SEB		31,932			(35,366	)		41,116
STEMCOR REV EUR		12,974			(14,706	)		12,708
STEMCOR REV USD		1,304			195			(343	)
TECH FINANCE AND CO SCA TL B 1L EUR		100,552			(127,918	)		129,595
TECH FINANCE AND CO SCA TL B 1L USD		191,048			(185,317	)		187,227
CENGAGE LEARNING USD 1L TERM LOAN		70,277			(57,627	)		57,802
TRAVELPORT LLC TL 1 2L USD		1,334,266			(1,321,288	)		1,380,966

81

The Goldman Sachs 401(k) Plan

Schedule H, Line 4j — Schedule of Reportable Transactions

December 31, 2013

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	BWU035HA3 TRS USD P E		21		136,990,002		0		0		276,120,054		2,140,050
PIMCO	BWU035HA3 TRS USD P E		20				139,130,052		139,130,052		276,120,054
PIMCO	BWU035HA3 TRS USD R V		20		139,153,746		0		0		278,307,492		0
PIMCO	BWU035HA3 TRS USD R V		21				139,153,746		139,153,746		278,307,492		—

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

82

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, 2013

	(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
	Edison Mission Energy, 18101 Von Karman Avenue, Suite 1700, Irvine, CA 92612-1046		698,000	—	—		698,000	Issue Date: 11/20/2007, Maturity Date: 5/15/2017,Collateral Type:SR UNSECURED,Interest Rate:7		—		55,782	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		435,000	—	—		435,000	Issue Date: 11/20/2007, Maturity Date: 5/15/2019,Collateral Type:SR UNSECURED,Interest Rate:7.2		—		35,757	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		8,000	—	—		8,000	Issue Date: 11/9/2006, Maturity Date: 6/15/2013,Collateral Type:SR UNSECURED,Interest Rate:7.5		8,000		300	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		630,000	—	—		630,000	Issue Date: 11/20/2007, Maturity Date: 5/15/2027,Collateral Type:SR UNSECURED,Interest Rate:7.625		—		54,843	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		48,000	—	—		48,000	Issue Date: 11/9/2006, Maturity Date: 6/15/2016,Collateral Type:SR UNSECURED,Interest Rate:7.75		—		3,916	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, #N/A N/A		16,947	—	—		16,947	Issue Date: 4/26/2010, Maturity Date: 4/15/2015,Collateral Type:SR SECURED,Interest Rate:13		—		5,318	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, #N/A N/A		20,000	—	—		20,000	Issue Date: 7/2/2008, Maturity Date: 7/15/2013,Collateral Type:SR UNSECURED,Interest Rate:4		20,000		1,624	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		472,000	—	—		472,000	Issue Date: 5/4/2006, Maturity Date: 5/4/2011,Collateral Type:SR UNSECURED,Interest Rate:0		472,000		—	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		252,000	—	—		252,000	Issue Date: 8/21/2006, Maturity Date: 8/21/2009,Collateral Type:NOTES,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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		78,000	—	—		78,000	Issue Date: 6/22/2007, Maturity Date: 6/22/2022,Collateral Type:SR UNSECURED,Interest Rate:11		—		46,070	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		962,000	—	—		962,000	Issue Date: 10/25/2004, Maturity Date: 11/10/2009,Collateral Type:SR UNSECURED,Interest Rate:3.95		962,000		44,438	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		2,546,000	—	—		2,546,000	Issue Date: 3/9/2005, Maturity Date: 3/9/2015,Collateral Type:SR UNSECURED,Interest Rate:4		—		539,333	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		922,000	—	—		922,000	Issue Date: 5/4/2006, Maturity Date: 5/4/2011,Collateral Type:SR UNSECURED,Interest Rate:4		922,000		97,100	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		219,000	—	—		219,000	Issue Date: 7/13/2005, Maturity Date: 7/26/2010,Collateral Type:SR UNSECURED,Interest Rate:4.5		219,000		18,588	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		603,000	—	—		603,000	Issue Date: 2/25/2004, Maturity Date: 3/13/2014,Collateral Type:SR UNSECURED,Interest Rate:4.8		—		155,413	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		416,000	—	—		416,000	Issue Date: 1/12/2007, Maturity Date: 2/6/2012,Collateral Type:SR UNSECURED,Interest Rate:5.25		416,000		75,166	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		698,000	—	—		698,000	Issue Date: 3/29/2006, Maturity Date: 4/4/2016,Collateral Type:SR UNSECURED,Interest Rate:5.5		—		206,133	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		18,000	—	—		18,000	Issue Date: 3/4/2003, Maturity Date: 2/27/2020,Collateral Type:SR UNSECURED,Interest Rate:5.5		—		5,316	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		17,000	—	—		17,000	Issue Date: 3/15/2005, Maturity Date: 3/15/2030,Collateral Type:SR UNSECURED,Interest Rate:5.625		—		5,135	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		25,000	—	—		25,000	Issue Date: 12/14/2004, Maturity Date: 12/14/2029,Collateral Type:SR UNSECURED,Interest Rate:5.7		—		7,651	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		258,000	—	—		258,000	Issue Date: 5/16/2006, Maturity Date: 5/17/2013,Collateral Type:SR UNSECURED,Interest Rate:5.75		258,000		70,260	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		328,000	—	—		328,000	Issue Date: 7/18/2006, Maturity Date: 7/18/2011,Collateral Type:SR UNSECURED,Interest Rate:5.75		328,000		54,275	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		306,000	—	—		306,000	Issue Date: 5/26/2006, Maturity Date: 4/25/2011,Collateral Type:SR UNSECURED,Interest Rate:5.75		306,000		46,529	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		462,000	—	—		462,000	Issue Date: 4/4/1991, Maturity Date: 4/1/2011,Collateral Type:SR UNSECURED,Interest Rate:6		462,000		71,456	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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		630,882	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		3,297,000	—	—		3,297,000	Issue Date: 9/26/2007, Maturity Date: 9/26/2014,Collateral Type:SR UNSECURED,Interest Rate:6.2		—		1,097,590	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		21,000	—	—		21,000	Issue Date: 2/13/2007, Maturity Date: 2/13/2037,Collateral Type:SR UNSECURED,Interest Rate:6.5		—		7,329	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		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		1,120,773	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		27,000	—	—		27,000	Issue Date: 9/28/2007, Maturity Date: 9/28/2037,Collateral Type:SR UNSECURED,Interest Rate:7		—		10,148	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020		12,000	—	—		12,000	Issue Date: 11/14/2007, Maturity Date: 11/16/2037,Collateral Type:SR UNSECURED,Interest Rate:7		—		4,510	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

83

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, 2013

Lehman Brothers Holdings Inc, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	220,000	—	—	220,000	Issue Date: 8/15/2000, Maturity Date: 8/15/2010,Collateral Type:NOTES,Interest Rate:7.875	220,000	33,639	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	7,500,000	—	—	7,500,000	Issue Date: 11/1/1999, Maturity Date: 11/1/2009,Collateral Type:NOTES,Interest Rate:7.875	7,500,000	675,938	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	15,000	—	—	15,000	Issue Date: 1/3/2008, Maturity Date: 1/3/2023,Collateral Type:SR UNSECURED,Interest Rate:9.25	—	7,450	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	229,000	—	—	229,000	Issue Date: 12/28/2007, Maturity Date: 12/28/2022,Collateral Type:SR UNSECURED,Interest Rate:9.5	—	116,812	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	326,000	—	—	326,000	Issue Date: 6/12/2006, Maturity Date: 6/12/2013,Collateral Type:SR UNSECURED,Interest Rate:0	326,000	—	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	509,000	—	—	509,000	Issue Date: 1/16/2004, Maturity Date: 1/16/2014,Collateral Type:SR UNSECURED,Interest Rate:4.75	—	128,041	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	550,000	—	—	550,000	Issue Date: 6/27/2007, Maturity Date: 6/27/2014,Collateral Type:SR UNSECURED,Interest Rate:9.25	—	269,428	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	200,000	—	—	200,000	Issue Date: 10/17/2007, Maturity Date: 10/17/2012,Collateral Type:SR UNSECURED,Interest Rate:5.375	200,000	43,972	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, 1271 Avenue of the Americas, 40th Floor, New York, NY 10020	116,000	—	—	116,000	Issue Date: 5/10/2001, Maturity Date: 5/10/2011,Collateral Type:SR UNSECURED,Interest Rate:6.375	116,000	19,592	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 Capital Management, Investor Relations, 600 Lexington Ave. New York, NY 10022	440,006	—	—	440,006	Issue Date: 11/16/2006, Maturity Date: 12/10/2046,Collateral Type:CF-CDO,Interest Rate:0.7306	—	16,060	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
Delphi Automotive PLC, 5725 Delphi Drive, Troy, MI 48098-2815, United States	1,214,000	—	—	1,214,000	Issue Date: 5/4/1999, Maturity Date: 5/1/2009,Collateral Type:SR UNSECURED,Interest Rate:6.5	1,214,000	—	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
Delphi Automotive PLC, 5725 Delphi Drive, Troy, MI 48098-2815, United States	3,267,000	—	—	3,267,000	Issue Date: 7/25/2003, Maturity Date: 8/15/2013,Collateral Type:SR UNSECURED,Interest Rate:6.5	3,267,000	1,690,582	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
Delphi Automotive PLC, 5725 Delphi Drive, Troy, MI 48098-2815, United States	811,000	—	—	811,000	Issue Date: 5/4/1999, Maturity Date: 5/1/2029,Collateral Type:SR UNSECURED,Interest Rate:7.125	—	482,173	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
Delphi Automotive PLC, 5725 Delphi Drive, Troy, MI 48098-2815, United States	395,000	—	—	395,000	Issue Date: 6/5/2001, Maturity Date: 6/15/2006,Collateral Type:SR UNSECURED,Interest Rate:6.55	395,000	—	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
Cengage Learning Acquisitions Inc., 200 First Stamford Place, Suite 400, Stamford, CT 06902	297,000	—	—	297,000	Issue Date: 7/5/2012, Maturity Date: 6/30/2019,Collateral Type:SECURED,Interest Rate:12	—	18,018	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: 7/5/2012, Maturity Date: 6/30/2019,Collateral Type:SECURED,Interest Rate:12	2,296,809	—	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
Cortefiel, S.A., Avenida del Llano, Castellano nº 51, Madrid, 28034, Spain	7,787	—	—	7,787	Issue Date: 4/18/2007, Maturity Date: 3/26/2015,Collateral Type:SECURED,Interest Rate:2.25	7,787	—	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
Cortefiel, S.A., Avenida del Llano, Castellano nº 51, Madrid, 28034, Spain	8,494	—	—	8,494	Issue Date: 4/18/2007, Maturity Date: 3/26/2015,Collateral Type:SECURED,Interest Rate:2.25	8,494	—	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
Cortefiel, S.A., Avenida del Llano, Castellano nº 51, Madrid, 28034, Spain	13,613	—	—	13,613	Issue Date: 4/18/2007, Maturity Date: 3/26/2015,Collateral Type:SECURED,Interest Rate:2.25	13,613	—	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
IVG Immobilien AG, Zanderstrasse 5-7, 53177 Bonn, Germany	341,916	—	—	341,916	Issue Date: 9/26/2007, Maturity Date: 9/26/2014,Collateral Type:SECURED,Interest Rate:.60	341,916	—	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
IVG Immobilien AG, Zanderstrasse 5-7, 53177 Bonn, Germany	395,462	—	—	395,462	Issue Date: 9/26/2007, Maturity Date: 9/26/2014,Collateral Type:SECURED,Interest Rate:1.90	395,462	—	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
Hibu plc (formerly Yell Group PLC), Queens Walk, Oxford Road, Reading, Berkshire RG1 7PT United Kingdom	72,692	—	—	72,692	Issue Date: 11/1/2009, Maturity Date: 4/30/2014,Collateral Type:SECURED,Interest Rate:3.50	72,692	—	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

84

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

June 30, 2014

INDEX TO EXHIBITS

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