UNITED STATES SECURITIES AND EXCHANGE COMMISSION
WASHINGTON, D.C. 20549
FORM 11-K
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
| ☒ | Annual report pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
For the fiscal year ended December 31, 2022
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
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Note 9. Reconciliation of Financial Statements to the Form 5500 | 10 | |||
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Schedule H, Line 4i – Schedule of Assets (Held at End of Year) | 13 | |||
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year) | 48 | |||
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| * | 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. |
To the Administrator and Plan Participants of The Goldman Sachs 401(k) Plan
Opinion on the Financial Statements
We have audited the accompanying statements of net assets available for benefits of The Goldman Sachs 401(k) Plan (the “Plan”) as of December 31, 2022 and 2021 and the related statements of changes in net assets available for benefits for the years then ended, including the related notes (collectively referred to as the “financial statements”). In our opinion, the financial statements present fairly, in all material respects, the net assets available for benefits of the Plan as of December 31, 2022 and 2021, and the changes in net assets available for benefits for the years then ended in conformity with accounting principles generally accepted in the United States of America.
Basis for Opinion
These financial statements are the responsibility of the Plan’s management. Our responsibility is to express an opinion on the Plan’s financial statements based on our audits. We are a public accounting firm registered with the Public Company Accounting Oversight Board (United States) (PCAOB) and are required to be independent with respect to the Plan in accordance with the U.S. federal securities laws and the applicable rules and regulations of the Securities and Exchange Commission and the PCAOB.
We conducted our audits of these financial statements in accordance with the standards of the PCAOB. Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement, whether due to error or fraud.
Our audits included performing procedures to assess the risks of material misstatement of the financial statements, whether due to error or fraud, and performing procedures that respond to those risks. Such procedures included examining, on a test basis, evidence regarding the amounts and disclosures in the financial statements. Our audits also included evaluating the accounting principles used and significant estimates made by management, as well as evaluating the overall presentation of the financial statements. We believe that our audits provide a reasonable basis for our opinion.
Supplemental Information
The supplemental schedule of assets (held at end of year) as of December 31, 2022, schedule of assets (acquired and disposed of within year) for the year ended December 31, 2022 and schedule of reportable transactions for the year ended December 31, 2022 have been subjected to audit procedures performed in conjunction with the audit of the Plan’s financial statements. The supplemental schedules are the responsibility of the Plan’s management. Our audit procedures included determining whether the supplemental schedules reconcile to the financial statements or the underlying accounting and other records, as applicable, and performing procedures to test the completeness and accuracy of the information presented in the supplemental schedules. In forming our opinion on the supplemental schedules, we evaluated whether the supplemental schedules, including their form and content, are presented in conformity with the Department of Labor’s Rules and Regulations for Reporting and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the supplemental schedules are fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/ PricewaterhouseCoopers LLP
New York, New York
June 15, 2023
We have served as the Plan’s auditor since at least 1983. We have not been able to determine the specific year we began serving as auditor of the Plan.
1
Statements of Net Assets Available for Benefits
| As of December | ||||||||
| $ in thousands | 2022 | 2021 | ||||||
Assets | ||||||||
Investment assets (at fair value) | $ | 9,412,433 | $ | 11,203,367 | ||||
Receivables: | ||||||||
Employee contributions | 65 | 67 | ||||||
Employer contributions | 212,193 | 143,975 | ||||||
Notes receivable from participants | 27,888 | 27,589 | ||||||
Interest and dividends | 12,069 | 6,746 | ||||||
Due from brokers and other receivables | 17,401 | 79,030 | ||||||
Total assets | 9,682,049 | 11,460,774 | ||||||
Liabilities | ||||||||
Investment liabilities (at fair value) | 8,595 | 3,445 | ||||||
Due to brokers and other payables | 38,265 | 75,639 | ||||||
Accrued expenses | 3,962 | 4,706 | ||||||
Total liabilities | 50,822 | 83,790 | ||||||
Net assets available for benefits | $ | 9,631,227 | $ | 11,376,984 | ||||
The accompanying notes are an integral part of these financial statements.
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THE GOLDMAN SACHS 401(k) PLAN
Statements of Changes in Net Assets Available for Benefits
| Year Ended December | ||||||||
| $ in thousands | 2022 | 2021 | ||||||
Additions | ||||||||
Investment income/(loss): | ||||||||
Net appreciation/(depreciation) in the fair value of investments | $ | (1,877,829 | ) | $ | 1,575,577 | |||
Interest and dividends | 86,444 | 70,086 | ||||||
Less: Investment management fees and other expenses | (14,221 | ) | (16,981 | ) | ||||
Total investment income/(loss) | (1,805,606 | ) | 1,628,682 | |||||
Interest income on notes receivable from participants | 1,249 | 1,352 | ||||||
Contributions: | ||||||||
Employee | 353,840 | 299,603 | ||||||
Employer | 212,193 | 143,975 | ||||||
Assets transferred from GreenSky Trade Credit, LLC 401(k) Plan | 25,551 | – | ||||||
Assets transferred from The Ayco Company Employee Savings Plan | – | 529,467 | ||||||
Total contributions | 591,584 | 973,045 | ||||||
Total additions | (1,212,773 | ) | 2,603,079 | |||||
Deductions | ||||||||
Benefits paid | 532,984 | 658,025 | ||||||
Total deductions | 532,984 | 658,025 | ||||||
Net increase/(decrease) in net assets available for benefits | (1,745,757 | ) | 1,945,054 | |||||
Net assets available for benefits, beginning balance | 11,376,984 | 9,431,930 | ||||||
Net assets available for benefits, ending balance | $ | 9,631,227 | $ | 11,376,984 | ||||
The accompanying notes are an integral part of these financial statements.
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THE GOLDMAN SACHS 401(k) PLAN
Plan Description
The following description of The Goldman Sachs 401(k) Plan (the Plan) is provided for general information purposes only. The Plan sponsor is The Goldman Sachs Group, Inc. (the firm). Participants should refer to the Plan document, as most recently amended and restated, for a more complete description of the Plan’s provisions. Items referenced in italics are defined in the Plan document.
The Plan became effective on January 1, 1945 as the “Goldman Sachs Employees’ Profit Sharing Retirement Income Plan” and is subject to the provisions of the Employee Retirement Income Security Act of 1974, as amended (ERISA). Effective January 1, 2008, the Goldman Sachs Employees’ Profit Sharing Retirement Income Plan was amended to incorporate a 401(k) safe harbor design and was renamed “The Goldman Sachs 401(k) Plan.” The Plan has been subsequently amended for various reasons, including to reflect changes in law.
General
The Plan is a defined contribution plan to which participants may elect to make pre-tax, and “Roth” after-tax, contributions each year from their 401(k) Compensation (as determined under the Plan), and to which they can roll over amounts from certain other qualified retirement arrangements. The Plan’s Plan Year is the 12-month period commencing on January 1 and ending on the following December 31. Effective January 1, 2022, the Plan offers a dollar-for-dollar Matching Contribution on participants’ elective deferrals up to 6% of Safe Harbor Compensation, capped at a maximum match of $12,500. If an eligible participant’s Safe Harbor Compensation is less than $125,000, the firm will also allocate to that eligible participant’s account a Fixed Contribution equal to 2% of Safe Harbor Compensation. Prior to January 1, 2022, the Plan offered a dollar-for-dollar Safe Harbor Matching Contribution on participants’ elective deferrals of up to 4% of their Safe Harbor Compensation, up to applicable statutory limitations. If 4% of an eligible participant’s Safe Harbor Compensation was less than $6,000, the firm would have allocated to that eligible participant’s account a Supplemental Contribution equal to the difference. The Supplemental Contribution was capped at 4% of Safe Harbor Compensation. However, the cap would not have applied to any individual who was a Participant or Former Participant on July 15, 2019.
In addition to these contributions, the firm will allocate to each eligible participant an Additional Retirement Contribution of up to $4,000. Collectively, the Matching Contribution, Fixed Contribution, Safe Harbor Matching Contribution, Supplemental Contribution and Additional Retirement Contribution are herein referred to as the Firm Contributions.
The Plan has two named fiduciaries, the Retirement Committee and the Administrative Committee. The Retirement Committee has the power to appoint one or more investment managers, as well as certain other duties relating to the investment of the funds held by the trustee. The Administrative Committee is responsible for administering the terms and provisions of the Plan. In general, each committee’s members are employees of the firm or its affiliates, although in certain cases non-employees may serve on either committee. Callan LLC (Callan) is the Retirement Committee’s investment adviser. Participants direct their contributions and the Firm Contributions into various investment options available from time to time under the Plan through the Goldman Sachs Profit Sharing Master Trust (the Master Trust). The Plan is the sole investor in the Master Trust. Participants’ directed investments can be allocated to mutual funds, collective trusts, separately managed accounts and a bank deposit account. Alight Solutions is the Plan’s record keeper.
The Plan offers participants the option to invest in the Stock Fund, which is a separately managed account and substantially all of its investments are shares of the firm’s common stock. In accordance with a policy adopted by the Retirement Committee, no more than 20% of any contribution made on behalf of each participant can be invested in the Stock Fund. When a participant reallocates his or her total investment balance, he or she is limited to reallocating 20% of his or her total investment balance into the Stock Fund. In addition, participants are restricted from transferring into or out of the Stock Fund during certain periods in accordance with the firm’s compliance procedures designed to avoid violations of applicable securities laws.
The Plan’s investments are owned by the Master Trust, which is subject to a trust agreement (the Trust Agreement) with The Bank of New York Mellon Corporation (the Trustee).
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
In January 2021, The Ayco Company Employee Savings Plan was merged into the Plan. The value of assets transferred was $529 million, which included $13 million of contributions that were paid by Ayco during 2021 into the Plan.
Effective March 29, 2022, the firm acquired GreenSky, Inc. (GreenSky), which encompasses the GreenSky Trade Credit, LLC 401(k) Plan. In connection with this transaction, GreenSky salaried employees became eligible for the Plan in 2022. GreenSky hourly employees will remain in the GreenSky Trade Credit, LLC 401(k) Plan. On July 15, 2022, GreenSky Trade Credit, LLC 401(k) Plan active salaried participant account balances along with any associated outstanding loan balances were transferred to the Plan. The value of assets transferred was $26 million. In April 2023, the firm announced that it is initiating a process to explore the sale of GreenSky.
Eligibility
Employees become eligible to make pre-tax, and “Roth” after-tax, contributions to the Plan as of the first day of the month after they join the firm or its affiliates as eligible employees. In addition, beginning January 1, 2022, employees become eligible for Matching Contributions and Fixed Contributions generally as of the first day of the month following hire date and attainment of age 21. Prior to January 1, 2022, employees were eligible, as determined under the Plan document, to participate in the Safe Harbor Matching Contributions and Supplemental Contributions generally as of the first day of the month after they complete both one Year of Service, as defined, and attainment of age 21. In addition, to be eligible for the Fixed Contribution and previously the Supplemental Contribution, the employee generally must be employed on the last day of the firm’s fiscal year that ends with or within the Plan Year.
Generally, to be eligible for the Additional Retirement Contribution, employees must have been (i) active or on authorized leave of absence for no longer than two years as of November 26, 2004, (ii) age 46 or older as of November 26, 2004, and (iii) employed by the firm or its affiliates as of the last day of the current fiscal year.
Vesting
Participants are immediately fully vested in their own 401(k) contributions. Employees hired after January 1, 2022 are subject to a two-year vesting requirement for the Matching Contributions and Fixed Contributions. Employees hired prior to this date were immediately vested in these amounts, the Safe Harbor Matching Contributions and Supplemental Contributions, and the earnings thereon. Participants became fully vested after three Years of Service in the Additional Retirement Contributions, and the net earnings thereon. Additionally, upon the earliest to occur of: (i) attainment of age 65 while employed by the firm or its affiliates, (ii) disability retirement, (iii) death while employed by the firm or on military duty or (iv) Plan termination, each participant or beneficiary will be 100% vested and may receive a lump-sum amount equal to the value of the funds or a portion thereof allocated to the participant’s account or may receive periodic distributions from the Plan.
Benefits
Any benefits provided by the Plan are paid from net assets available for benefits. The benefit to which a Plan participant is entitled equals the amount that can be provided by the vested contributions and net earnings (or losses) thereon (including net realized and unrealized investment appreciation and depreciation) allocated to such participant’s account. All or a portion of benefits can generally be distributed when an employee (i) leaves the firm, or (ii) reaches age 59 1⁄2.
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.
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
Risks and Uncertainties
Investments are exposed to various risks, such as interest rate, market, currency and credit risk. Due to the level of risk associated with certain investments and the level of uncertainty related to changes in the value of investments, it is possible that changes in risks in the near term could materially affect participants’ account balances and the amounts reported in the statements of net assets available for benefits and the statements of changes in net assets available for benefits.
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 2022 and 2021 refer to the Plan’s years ended, or the dates, as the context requires, December 31, 2022 and December 31, 2021, respectively.
Significant Accounting Policies
Use of Estimates
Preparation of these financial statements requires management to make certain estimates and assumptions, the most important of which relate to the fair value measurement of the Plan’s investments. These estimates and assumptions are based on the best available information, but actual results could be materially different.
Payment of Benefits
Benefits are recorded when paid.
Notes Receivable from Participants
Participant loans are measured at their unpaid principal balance, plus any accrued but unpaid interest.
Expenses
Investment management fees charged by managers of mutual funds are borne by the Plan, and are included in net appreciation/(depreciation) in the fair value of investments. Investment management fees charged by managers of collective trusts are borne by the Plan, and are included in net appreciation/(depreciation) in the fair value of investments or investment management fees and other expenses based on the underlying trust agreements.
Investment management fees charged by managers of separately managed accounts are borne by the Plan, and are included in investment management fees and other expenses. The investment manager of the Global Equity Long-Short Hedge Fund Option charges an investment management fee that consists of a fixed asset-based management fee plus an annual incentive fee of 20% of the net investment income earned above the fund’s high-water mark. There were no incentive fees paid during either 2022 or 2021. During 2021, the Global Equity Long-Short Hedge Fund Option was removed from the Plan’s offerings.
Other expenses borne by the Plan, unless paid by the firm, consist of custodial, administrative and investment advisory fees. Investment advisory fees were paid to Callan, which advised the Retirement Committee on the selection and oversight of Plan investments. These Plan expenses, unless paid by the firm, are included in investment management fees and other expenses.
Investments
The investments of the Plan are reported at fair value.
The Bank Deposit Option is a deposit obligation of Goldman Sachs Bank USA (GS Bank USA), a Federal Deposit Insurance Corporation (FDIC) insured New York State-chartered bank and a member of the Federal Reserve System. The Bank Deposit Option offers an FDIC-insured deposit with a floating rate coupon generally tied to the Federal Funds Rate.
Mutual funds and collective trust funds represent investments with various investment managers. Mutual funds are valued based on the quoted net asset value per share held. Collective trust funds are valued based on the net asset value per unit as reported by the investment managers.
Investments within separately managed accounts are described below:
Cash and cash equivalents include cash and certain short-term interest-bearing investments.
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
Securities purchased under agreements to resell (resale agreements) are transactions in which the Plan purchases financial instruments from a seller, typically in exchange for cash, and simultaneously enters into an agreement to resell the same or substantially the same financial instruments to the seller at a stated price plus accrued interest at a future date. Even though resale agreements involve the legal transfer of ownership of financial instruments, they are accounted for as financing arrangements because they require the financial instruments to be resold at the maturity of the agreement. The financial instruments purchased in resale agreements typically include U.S. government and federal agency obligations, investment-grade sovereign obligations, corporate debt instruments and equity securities. The Plan receives financial instruments purchased under resale agreements. To mitigate credit exposure, the investment managers monitor the market value of the resale agreements on a daily basis, and deliver or obtain additional collateral due to changes in the market value of the financial instruments, as appropriate. For resale agreements, the Plan typically requires collateral with a fair value approximately equal to the carrying value of the relevant assets in the statements of net assets available for benefits.
Fixed income securities, common and preferred stocks, real estate investment trusts, commodities, and interests in exchange-traded options and futures contracts traded in active markets are valued at closing prices on the last business day of each period presented. Securities traded in markets that are not considered active are valued based on broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency. Securities that trade infrequently and therefore have little or no price transparency are valued using the investment managers’ (or independent third parties on behalf of the investment managers) best estimate of fair value.
Mutual funds, as described above, may also be investments held within separately managed accounts.
Forward foreign currency contracts are valued at fair value, as determined by the investment managers (or independent third parties on behalf of the investment managers), using quoted forward foreign currency exchange rates. At the end of each period presented, open contracts are valued at the current forward foreign currency exchange rates and the change in market value is recorded as an unrealized gain or loss. When the contract is closed or delivery taken, the Plan records a realized gain or loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.
Swap contracts are valued at fair value, as determined by the investment managers (or independent third parties on behalf of the investment managers) utilizing their proprietary models and taking into consideration exchange quotations on underlying instruments, dealer quotations and other market information.
See Note 10 for further information about derivatives.
Investments denominated in currencies other than the U.S. dollar are translated using exchange rates prevailing at the end of the periods presented. Purchases and sales of these investments are translated at the rate of exchange on the respective dates of such transactions.
Interest income and expense are recorded on an accrual basis. Dividend income is recorded on the ex-dividend date.
Purchases and sales of the investments within the Plan are reflected on a trade-date basis.
Due from Brokers and Other Receivables and Due to Brokers and Other Payables
Due from brokers and other receivables includes cash balances held with brokers, receivables from unsettled sales transactions, and collateral posted in connection with certain derivative transactions. Amounts due from brokers may be restricted to the extent that they serve as deposits for investment liabilities. Due to brokers and other payables includes payables from unsettled purchase transactions and collateral received in connection with certain derivative transactions. Certain of the Plan’s securities held by the clearing brokers or prime brokers are pledged to the brokers on terms that permit them to repledge the securities to others, subject to certain limitations. Securities held at custodians under custody agreements cannot be repledged to others by the custodian.
Fair Value Measurements
The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date. Financial instruments are marked at closing prices. Fair value measurements do not include transaction costs.
The best evidence of fair value is a quoted price in an active market. If quoted prices in active markets are not available, fair value is determined by reference to prices for similar instruments, quoted prices or recent transactions in less active markets, or internally developed models that primarily use market-based or independently sourced inputs, including, but not limited to, interest rates, volatilities, equity or debt prices, foreign exchange rates, commodity prices, credit spreads and funding spreads (i.e., the spread or difference between the interest rate at which a borrower could finance a given financial instrument relative to a benchmark interest rate).
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
U.S. GAAP has a three-level hierarchy for disclosure of fair value measurements. This hierarchy prioritizes inputs to the valuation techniques used to measure fair value, giving the highest priority to level 1 inputs and the lowest priority to level 3 inputs. A financial instrument’s level in this hierarchy is based on the lowest level of input that is significant to its fair value measurement. The fair value hierarchy is as follows:
Level 1. Inputs are unadjusted quoted prices in active markets to which the Plan had access at the measurement date for identical, unrestricted assets or liabilities.
Level 2. Inputs to valuation techniques are observable, either directly or indirectly.
Level 3. One or more inputs to valuation techniques are significant and unobservable.
The investment managers and custodian, on behalf of the Plan, use independent pricing sources to value Plan assets traded on exchanges and independent quoted prices or developed models for all assets not traded on exchanges. Investment managers review their valuation approaches on an ongoing basis and revise as necessary based on changing market conditions to ensure their valuations represent fair value. Subsequently, the Plan uses other methodologies to determine fair value (e.g., relevant broker quotations), which vary based on the type of instrument.
Level 1 Investments
Level 1 investments include bank deposit, mutual funds, collective trusts, and within separately managed accounts, cash and cash equivalents, certain fixed income securities, most common and preferred stocks, mutual funds, most real estate investment trusts and certain derivatives. These instruments are valued using quoted prices for identical unrestricted instruments in active markets.
The Plan determines active markets for equity instruments based on the average daily trading volume both in absolute terms and relative to the market capitalization for the instrument. The Plan determines active markets for debt instruments based on both the average daily trading volume and the number of days with trading activity.
Level 2 Investments
Level 2 investments include resale agreements, certain fixed income securities, certain common and preferred stocks, certain real estate investment trusts, commodities and derivatives within separately managed accounts.
The valuation of level 2 investments can be verified to quoted prices, recent trading activity for identical or similar instruments, broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency. Consideration is given to the nature of the quotations (e.g., indicative or executable) and the relationship of recent market activity to the prices provided from alternative pricing sources.
Level 3 Investments
Level 3 investments have one or more significant valuation inputs that are not observable. Absent evidence to the contrary, level 3 instruments are initially valued at transaction price, which is considered to be the best initial estimate of fair value. Subsequently, the Plan uses other methodologies to determine fair value, which vary based on the type of instrument and include relevant broker quotations. Valuation inputs and assumptions are changed when corroborated by substantive observable evidence, including values realized on sales of financial assets.
As of December 2022, the Plan’s level 3 investment assets consisted of certain common stocks. As of December 2021, the Plan had no level 3 investment assets.
See Notes 3 and 5 for further information about investment assets and investment liabilities.
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
Fair Value of Investment Assets and Investment Liabilities by Level
The table below presents investment assets and investment liabilities of the Plan by level within the fair value hierarchy.
| $ in thousands | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
As of December 2022 | ||||||||||||||||
Assets | ||||||||||||||||
Bank deposit | $ | 274,757 | $ | – | $ – | $ | 274,757 | |||||||||
Mutual funds | 1,261,605 | – | – | 1,261,605 | ||||||||||||
Collective trusts | 5,267,412 | – | – | 5,267,412 | ||||||||||||
Separately managed accounts: | ||||||||||||||||
Cash and cash equivalents | 8,876 | – | – | 8,876 | ||||||||||||
Resale agreements | – | 114,300 | – | 114,300 | ||||||||||||
Fixed income securities | 112,185 | 110,504 | – | 222,689 | ||||||||||||
Common and preferred stocks | 1,892,574 | 1,347 | 763 | 1,894,684 | ||||||||||||
Mutual funds | 66,038 | – | – | 66,038 | ||||||||||||
Real estate investment trusts | 269,460 | 419 | – | 269,879 | ||||||||||||
Commodities | – | 21,569 | – | 21,569 | ||||||||||||
Derivatives | 85 | 10,539 | – | 10,624 | ||||||||||||
Total investment assets | $ | 9,152,992 | $ | 258,678 | $763 | $ | 9,412,433 | |||||||||
Liabilities | ||||||||||||||||
Separately managed accounts: | ||||||||||||||||
Derivatives | $ | (199 | ) | $ | (8,396 | ) | $ – | $ | (8,595 | ) | ||||||
Total investment liabilities | $ | (199 | ) | $ | (8,396 | ) | $ – | $ | (8,595 | ) | ||||||
As of December 2021 | ||||||||||||||||
Assets | ||||||||||||||||
Bank deposit | $ | 258,649 | $ | – | $ – | $ | 258,649 | |||||||||
Mutual funds | 1,357,459 | – | – | 1,357,459 | ||||||||||||
Collective trusts | 6,217,576 | – | – | 6,217,576 | ||||||||||||
Separately managed accounts: | ||||||||||||||||
Cash and cash equivalents | 2,599 | – | – | 2,599 | ||||||||||||
Fixed income securities | 172,953 | 146,397 | – | 319,350 | ||||||||||||
Common and preferred stocks | 2,537,020 | 1,782 | – | 2,538,802 | ||||||||||||
Mutual funds | 75,777 | – | – | 75,777 | ||||||||||||
Real estate investment trusts | 365,523 | 297 | – | 365,820 | ||||||||||||
Commodities | – | 30,775 | – | 30,775 | ||||||||||||
Derivatives | – | 36,560 | – | 36,560 | ||||||||||||
Total investment assets | $ | 10,987,556 | $ | 215,811 | $ – | $ | 11,203,367 | |||||||||
Liabilities | ||||||||||||||||
Separately managed accounts: | ||||||||||||||||
Derivatives | $ | – | $ | (3,445 | ) | $ – | $ | (3,445 | ) | |||||||
Total investment liabilities | $ | – | $ | (3,445 | ) | $ – | $ | (3,445 | ) | |||||||
In the table above:
| • | Investment assets are shown as positive amounts and investment liabilities are shown as negative amounts. |
| • | Mutual funds within separately managed accounts consist of money market funds, exchange-traded funds and investments in funds that primarily consist of fixed income securities. |
Level 3 Rollforward
The table below presents the changes in fair value for level 3 investment assets.
| Year Ended December | ||||||||
| $ in thousands | 2022 | 2021 | ||||||
Common and preferred stocks | ||||||||
Beginning balance | $ | – | $ | – | ||||
Net unrealized gains/(losses) | (4,479 | ) | – | |||||
Sales | (38 | ) | – | |||||
Transfers into level 3 | 5,280 | – | ||||||
Ending balance | $ | 763 | $ | – | ||||
In the table above:
| • | Changes in fair value are presented for all investment assets that are classified in level 3 as of the end of the period. |
| • | Net unrealized gains/(losses) relates to investment assets that were still held at period-end. |
| • | Transfers between levels of the fair value hierarchy are reported at the beginning of the reporting period in which they occur. If an investment asset was transferred to level 3 during a reporting period, its entire gain or loss for the period is classified in level 3. |
| • | For level 3 investment assets, increases are shown as positive amounts, while decreases are shown as negative amounts. |
Level 3 Rollforward Commentary
Year Ended December 2022. The net unrealized losses on level 3 investment assets of $4.5 million for 2022 are reported in net appreciation/(depreciation) in the fair value of investments.
The net unrealized losses on level 3 investment assets for 2022 reflected losses on certain common stocks, principally driven by geopolitical concerns.
Transfers into level 3 investment assets during 2022 reflected transfers of certain common stocks from level 1 (principally due to reduced price transparency as a result of a lack of market evidence, including fewer market transactions in these instruments).
There were no transfers out of level 3 investment assets during 2022.
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
Related-Party and Party-In-Interest Transactions
The Plan offers as an investment option the Stock Fund, which has substantially all of its investments in the firm’s common stock. As of December 2022, the Plan’s interest in the Stock Fund represented 536,915 shares of the firm’s common stock with a fair market value of $184.4 million. As of December 2021, the Plan’s interest in the Stock Fund represented 511,539 shares of the firm’s common stock with a fair market value of $195.7 million. Purchases of $19.6 million and sales of $5.3 million of the firm’s common stock were made through the Stock Fund during 2022. Purchases of $8.4 million and sales of $3.7 million of the firm’s common stock were made through the Stock Fund during 2021. The Stock Fund is managed by State Street Global Advisors.
GSAM Stable Value, LLC (GSAM Stable Value), an affiliate of the firm, manages a laddered fixed income separately managed account investment option in the Plan. No fees were paid during both 2022 and 2021, or were payable by the Plan to GSAM Stable Value or other affiliates to manage this separately managed account as of both December 2022 and December 2021.
GS Bank USA, an affiliate of the firm, has a deposit obligation to the Plan under the Plan’s Bank Deposit Option. No fees were paid during both 2022 and 2021, or were payable by the Plan to GS Bank USA as of both December 2022 and December 2021, for bank deposit obligations.
During 2022, the firm provided the Plan with an interest free, unsecured loan of $113.4 million pursuant to Prohibited Transaction Exemption 80-26. In accordance with the terms of the loan, proceeds from the redemption of the Plan’s interest in an investment fund in which the Plan was invested were used to repay the loan. Such proceeds allowed the Plan to repay all but $0.5 million of the principal amount. As provided in the loan agreement, the remaining $0.5 million was forgiven.
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.
Income Tax Status
The Internal Revenue Service has determined, and informed the firm by a letter dated April 14, 2017, that the terms of the Plan conform to the requirements of section 401(a) of the Internal Revenue Code of 1986, as amended.
Reconciliation of Financial Statements to the Form 5500
The tables below present the reconciliations from the Plan’s financial statements to the Form 5500.
| As of December | ||||||||
| $ in thousands | 2022 | 2021 | ||||||
Net assets available for benefits, per Statements of Net Assets Available for Benefits | $ | 9,631,227 | $ | 11,376,984 | ||||
Amounts allocated to withdrawing participants | (20,383 | ) | (57,487 | ) | ||||
Net assets, per the Form 5500 | $ | 9,610,844 | $ | 11,319,497 | ||||
| As of December | ||||||||
| $ in thousands | 2022 | 2021 | ||||||
Benefits paid, per Statements of Changes in Net Assets Available for Benefits | $ | 532,984 | $ | 658,025 | ||||
Amounts allocated to withdrawing participants, ending balance | 20,383 | 57,487 | ||||||
Amounts allocated to withdrawing participants, beginning balance | (57,487 | ) | (57,442 | ) | ||||
Benefits paid to participants and certain deemed distributions of participant loans, per the Form 5500 | $ | 495,880 | $ | 658,070 | ||||
Amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit claims that have been processed and approved for payment prior to both December 2022 and December 2021, but had not yet been paid as of that date.
Financial Instruments with Off-Balance Sheet Risk
In accordance with the investment strategy of the separately managed accounts, the Plan’s investment managers execute transactions in various financial instruments that may give rise to varying degrees of off-balance sheet market and credit risk, including investment liabilities. These investment liabilities involve obligations to deliver specified securities at contracted prices and thereby create a liability to purchase the securities at prevailing future market prices. Accordingly, these transactions result in off-balance sheet risk as the Plan’s ultimate obligation to satisfy the sale of investment liabilities may exceed the amount recognized in the financial statements.
10
THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
Derivatives are instruments that derive their value from underlying asset prices, indices, reference rates and other inputs, or a combination of these factors. Derivatives may be traded on an exchange (exchange-traded) or they may be privately negotiated contracts, which are usually referred to as over-the-counter (OTC) derivatives.
The Plan enters into various types of derivatives, including:
| • | Futures and Forwards. Contracts that commit counterparties to purchase or sell financial instruments, commodities or currencies in the future. |
| • | Swaps. Contracts that require counterparties to exchange cash flows, such as currency or interest payment streams. The amounts exchanged are based on the specific terms of the contract with reference to specified rates, financial instruments, commodities, currencies or indices. |
| • | Options. Contracts in which the option purchaser has the right, but not the obligation, to purchase from or sell to the option writer financial instruments, commodities or currencies within a defined time period for a specified price. |
As a writer of option contracts, the Plan receives a premium to become obligated to buy or sell financial instruments for a period of time at the holder’s option. During this period, the Plan bears the risk of an unfavorable change in the market value of the financial instrument underlying the option, but has no credit risk, as the counterparty has no performance obligation to the Plan once it has paid its cash premium.
Derivatives are recorded on a gross basis in the statements of net assets available for benefits and are accounted for at fair value.
Risk Management
Market risk includes risk that arises from the potential for changes in value of financial instruments resulting from fluctuations in interest and foreign exchange rates, in prices of commodities, and in prices of debt and equity securities. In many cases, these financial instruments serve to reduce, rather than increase, the Plan’s exposure to losses from market or other risks. In addition, the measurement of market risk is meaningful only when all related and offsetting transactions are identified. The investment managers may limit the Plan’s market risk by holding or purchasing offsetting positions.
The Plan is subject to credit risk of counterparty nonperformance on derivative assets, except for written options, which obligate the Plan to perform and do not give rise to any counterparty credit risk.
The tables below present information about derivative contracts by major product type.
| As of December 2022 | As of December 2021 | |||||||||||||||||
| $ in thousands | | Derivative Assets |
| | Derivative Liabilities |
| | Derivative Assets |
| | Derivative Liabilities |
| ||||||
Interest rates | $ | 7,052 | $ | 7,055 | $ | 2,810 | $ | 1,918 | ||||||||||
Credit | 83 | 36 | 75 | 149 | ||||||||||||||
Currencies | 685 | 1,180 | 732 | 1,189 | ||||||||||||||
Commodities | 2,804 | 324 | 32,943 | 162 | ||||||||||||||
Equities | – | – | – | 27 | ||||||||||||||
Total gross fair value | $ | 10,624 | $ | 8,595 | $ | 36,560 | $ | 3,445 | ||||||||||
Not offset in the statements of net assets available for benefits |
| |||||||||||||||||
Counterparty netting | $ | (4,509 | ) | $ | (4,509 | ) | $ | (2,427 | ) | $ | (2,427 | ) | ||||||
Cash collateral netting | (6,115 | ) | (1,310 | ) | (4,234 | ) | (1,018 | ) | ||||||||||
Total | $ | – | $ | 2,776 | $ | 29,899 | $ | – | ||||||||||
| Notional Amounts as of December | ||||||||
| $ in thousands | 2022 | 2021 | ||||||
Interest rates | $ | 437,041 | $ | 482,433 | ||||
Credit | 23,176 | 33,022 | ||||||
Currencies | 2,854 | 3,404 | ||||||
Commodities | 264,419 | 161,624 | ||||||
Equities | 12,930 | 12,800 | ||||||
Total | $ | 740,420 | $ | 693,283 | ||||
In the tables above:
| • | Gross fair values exclude the effects of both counterparty netting and collateral, and therefore are not representative of the Plan’s exposure. |
| • | Notional amounts, which represent the sum of gross long and short derivative contracts, provide an indication of the volume of the Plan’s derivative activity and do not represent anticipated losses. Certain revisions have been made to previously reported amounts to conform to the current presentation. |
The table below presents the net appreciation/(depreciation) in the fair value of derivatives (including gains and losses on derivatives bought and sold, as well as held during the year) by major product type.
| Year Ended December | ||||||||
| $ in thousands | 2022 | 2021 | ||||||
Interest rates | $ | (3,469 | ) | $ | (1,051 | ) | ||
Credit | (1 | ) | 54 | |||||
Currencies | (15 | ) | (65 | ) | ||||
Commodities | 28,701 | 34,364 | ||||||
Equities | 1,185 | 317 | ||||||
Total | $ | 26,401 | $ | 33,619 | ||||
11
THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
Credit Derivatives
The Plan’s investment managers enter into various credit derivative transactions.
The Plan enters into credit default swaps. Single-name credit default swaps protect the buyer against the loss of principal on one or more bonds, loans or mortgages (reference obligations) in the event the issuer of the reference obligations suffers a credit event. The buyer of protection pays an initial or periodic premium to the seller and receives protection for the period of the contract. If there is no credit event, as defined in the contract, the seller of protection makes no payments to the buyer. If a credit event occurs, the seller of protection is required to make a payment to the buyer, calculated according to the terms of the contract.
The Plan had no written credit derivative transactions and all of the Plan’s purchased credit derivative transactions are with financial institutions and are subject to stringent collateral thresholds. These amounts were not material for both December 2022 and December 2021.
Subsequent Events
Effective January 1, 2023, changes were made to the Plan’s offerings. Participants may elect to contribute to the Plan in after-tax contributions from their 401(k) Compensation (as determined under the Plan) up to the Plan specified amount. Eligible participants have the option to convert existing eligible non-Roth Plan balances to a Roth 401(k) account in the Plan.
12
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
Bank Deposit | ||||||||
*GOLDMAN SACHS BANK USA BANK DEPOSIT ACCOUNT | 274,757,369 | $ | 274,757,369 | |||||
Total Bank Deposit | $ | 274,757,369 | ||||||
Mutual Funds | ||||||||
DODGE & COX INTERNATIONAL STOCK FUND | 1,746,007 | $ | 75,270,365 | |||||
SSGA HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND | 1,014,786 | 96,191,521 | ||||||
VANGUARD CASH RESERVES FEDERAL MONEY MARKET | 682,842,519 | 682,842,519 | ||||||
VANGUARD HIGH YIELD CORPORATE | 31,744,685 | 163,485,126 | ||||||
VANGUARD INFLATION-PROTECTED SECURITIES FUND | 12,079,553 | 113,910,185 | ||||||
WESTERN ASSET CORE PLUS BOND FUND | 13,863,951 | 129,905,230 | ||||||
Total Mutual Funds | $ | 1,261,604,946 | ||||||
Collective Trusts | ||||||||
BLACKROCK 20+ YR TREASURY BOND INDEX FUND | 1,552,518 | $ | 60,437,352 | |||||
BLACKROCK EQUITY GROWTH INDEX FUND | 6,852,909 | 318,721,248 | ||||||
BLACKROCK EQUITY VALUE INDEX FUND | 6,932,697 | 325,657,901 | ||||||
BLACKROCK LIFEPATH® 2025 INDEX NON-LENDABLE FUND | 3,785,024 | 107,577,573 | ||||||
BLACKROCK LIFEPATH® 2030 INDEX NON-LENDABLE FUND | 5,312,054 | 165,751,489 | ||||||
BLACKROCK LIFEPATH® 2035 INDEX NON-LENDABLE FUND | 5,977,172 | 203,563,945 | ||||||
BLACKROCK LIFEPATH® 2040 INDEX NON-LENDABLE FUND | 7,011,826 | 257,502,281 | ||||||
BLACKROCK LIFEPATH® 2045 INDEX NON-LENDABLE FUND | 8,509,076 | 333,183,092 | ||||||
BLACKROCK LIFEPATH® 2050 INDEX NON-LENDABLE FUND | 7,354,265 | 301,320,415 | ||||||
BLACKROCK LIFEPATH® 2055 INDEX NON-LENDABLE FUND | 10,569,537 | 313,507,273 | ||||||
BLACKROCK LIFEPATH® 2060 INDEX NON-LENDABLE FUND | 4,426,658 | 74,719,337 | ||||||
BLACKROCK LIFEPATH® RETIREMENT INDEX NON-LENDABLE FUND | 4,174,511 | 93,058,199 | ||||||
BLACKROCK MSCI EAFE EQUITY INDEX NON-LENDABLE FUND | 3,012,670 | 84,293,611 | ||||||
SSGA EMERGING MARKETS INDEX NON-LENDING SERIES FUND | 4,519,340 | 140,759,364 | ||||||
SSGA REAL ASSET NON-LENDING SERIES FUND | 2,560,136 | 41,589,415 | ||||||
SSGA RUSSELL 2000® INDEX NON-LENDING SERIES FUND | 7,708,373 | 278,488,114 | ||||||
SSGA S&P 500® INDEX NON-LENDING SERIES FUND | 49,453,704 | 1,771,580,047 | ||||||
SSGA S&P MIDCAP® INDEX NON-LENDING SERIES FUND | 5,570,131 | 277,648,774 | ||||||
SSGA U.S. BOND INDEX NON-LENDING SERIES FUND | 4,262,112 | 44,773,484 | ||||||
T. ROWE PRICE EMERGING MARKETS EQUITY FUND | 146,605 | 73,278,853 | ||||||
Total Collective Trusts | $ | 5,267,411,767 | ||||||
Separately Managed Accounts | ||||||||
Cash and Cash Equivalents | ||||||||
ARS (ARGENTINE PESO) | 13,450,840 | $ | 75,944 | |||||
AUD (AUSTRALIAN DOLLARS) | 117,975 | 80,005 | ||||||
BRL (BRAZILIAN REAL) | 961 | 182 | ||||||
CAD (CANADIAN DOLLARS) | 12,969 | 9,571 | ||||||
CHF (SWISS FRANC) | 17,443 | 18,854 | ||||||
CNH (CHINESE R YUAN HK) | 9,314,225 | 1,346,210 | ||||||
DKK (DANISH KRONE) | 2,207 | 317 | ||||||
EUR (EURO) | 111,996 | 119,528 | ||||||
HKD (HONG KONG DOLLARS) | 793 | 102 | ||||||
HUF (HUNGARIAN FORINT) | 339 | 1 | ||||||
ILS (ISRAELI SHEKEL) | 455 | 129 | ||||||
JPY (JAPANESE YEN) | 20,516,805 | 155,495 | ||||||
13
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
KRW (SOUTH KOREAN WON) | 20 | – | ||||||
MXN (MEXICAN PESO) | 10 | 1 | ||||||
MYR (MALAYSIAN RINGGIT) | 47,942 | 10,883 | ||||||
NGN (NIGERIAN NAIRA) | 278,468,410 | 604,381 | ||||||
NOK (NORWEGIAN KRONE) | 7,848 | 797 | ||||||
NZD (NEW ZEALAND DOLLAR) | 9,751 | 6,167 | ||||||
PHP (PHILIPPINES PESO) | 676 | 12 | ||||||
PLN (POLISH ZLOTY) | 4,002 | 912 | ||||||
RUB (RUSSIAN RUBLE) | 248,938 | 3,410 | ||||||
SGD (SINGAPORE DOLLARS) | 57,207 | 42,654 | ||||||
THB (THAI BAHT) | 1 | – | ||||||
USD (US DOLLAR) | 6,400,029 | 6,400,029 | ||||||
ZAR (SOUTH AFRICAN RAND) | 3,886 | 227 | ||||||
Total Cash and Cash Equivalents | $ | 8,875,811 | ||||||
Securities Purchased Under Agreements to Resell | ||||||||
BNP PARIBAS REV REPO 4.100% 01/03/23 DD 12/30/22 | 6,500,000 | $ | 6,500,000 | |||||
BNP PARIBAS REV REPO 4.320% 12/30/22 DD 12/29/22 | 6,400,000 | 6,400,000 | ||||||
SOCIETE GENERALE REV REPO 4.290% 01/03/23 DD 12/30/22 | 101,400,000 | 101,400,000 | ||||||
Total Securities Purchased Under Agreements to Resell | $ | 114,300,000 | ||||||
Fixed Income Securities | ||||||||
522 FUNDING CLO 201 3A AR 144A VAR RT 10/20/31 DD 06/30/21 | 250,000 | $ | 245,595 | |||||
7-ELEVEN INC 144A 0.625% 02/10/23 DD 02/10/21 | 250,000 | 248,719 | ||||||
7-ELEVEN INC 144A 0.800% 02/10/24 DD 02/10/21 | 250,000 | 237,873 | ||||||
7-ELEVEN INC 144A 0.950% 02/10/26 DD 02/10/21 | 125,000 | 109,573 | ||||||
ABBVIE INC 2.600% 11/21/24 DD 05/21/20 | 1,100,000 | 1,052,841 | ||||||
ACAS CLO 2015-1 LT 1A AR3 144A VAR RT 10/18/28 DD 06/22/21 | 230,969 | 228,082 | ||||||
ADOBE INC 1.700% 02/01/23 DD 02/03/20 | 50,000 | 49,880 | ||||||
AERCAP IRELAND CAPITAL DAC / A 4.125% 07/03/23 DD 06/12/18 | 300,000 | 297,895 | ||||||
AETNA INC 2.800% 06/15/23 DD 06/09/16 | 325,000 | 321,574 | ||||||
AIR LEASE CORP 2.750% 01/15/23 DD 11/20/17 | 500,000 | 499,411 | ||||||
ALLY FINANCIAL INC 8.000% 11/01/31 DD 12/31/08 | 100,000 | 103,637 | ||||||
ALTERNATIVE LOAN TRUST OA17 1A1A VAR RT 12/20/46 DD 09/29/06 | 67,929 | 54,350 | ||||||
AMORTIZING RESIDENTIAL CO 1 A5 VAR RT 10/25/34 DD 09/25/04 | 158,731 | 154,044 | ||||||
ANCHORAGE CAPITAL 11A AR 144A VAR RT 07/22/32 DD 07/22/21 | 250,000 | 244,611 | ||||||
APIDOS CLO XXVII 27A A1R 144A VAR RT 07/17/30 DD 06/15/21 | 250,000 | 247,317 | ||||||
ARBOR REALTY COMMERCIAL FL1 A 144A VAR RT 01/15/37 DD 02/11/22 | 200,000 | 194,894 | ||||||
ARMADA EURO CLO II 3A A1R 144A VAR RT 07/15/31 | 250,000 | 259,184 | ||||||
ASTRAZENECA PLC VAR RT 08/17/23 DD 08/17/18 | 200,000 | 200,013 | ||||||
AT&T INC 0.900% 03/25/24 DD 03/23/21 | 500,000 | 474,959 | ||||||
ATHENE GLOBAL FUNDING 144A 1.200% 10/13/23 DD 10/15/20 | 300,000 | 289,888 | ||||||
AUSTRALIA GOVERNMENT BOND REGS 1.000% 11/21/31 | 200,000 | 105,237 | ||||||
AUSTRALIA GOVERNMENT BOND REGS 1.750% 06/21/51 | 50,000 | 19,650 | ||||||
AUSTRALIA GOVERNMENT BOND REGS 2.500% 05/21/30 | 400,000 | 246,716 | ||||||
AUSTRALIA GOVERNMENT BOND REGS 4.500% 04/21/33 | 200,000 | 140,719 | ||||||
AVANGRID INC 3.200% 04/15/25 DD 04/09/20 | 275,000 | 262,941 | ||||||
AVOLON HOLDINGS FUNDING LTD 144A 2.528% 11/18/27 DD 08/18/21 | 360,000 | 288,202 | ||||||
AVOLON HOLDINGS FUNDING LTD 144A 2.875% 02/15/25 DD 01/14/20 | 350,000 | 323,166 | ||||||
AVON FINANCE NO 2 PL 2A A 144A VAR RT 09/20/48 | 131,171 | 154,892 | ||||||
BAIN CAPITAL CREDIT 1A A1R 144A VAR RT 07/20/30 DD 05/20/21 | 246,001 | 243,320 | ||||||
BANCA MONTE DEI PASCHI DI REGS 0.875% 10/08/27 | 100,000 | 94,560 | ||||||
BANCA MONTE DEI PASCHI DI REGS 2.625% 04/28/25 | 100,000 | 96,284 | ||||||
BANCO DE CREDITO DEL PERU 144A 4.650% 09/17/24 DD 09/17/19 | 300,000 | 73,476 | ||||||
14
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
BANCO SANTANDER SA 2.706% 06/27/24 DD 06/27/19 | 800,000 | 767,951 | ||||||
BANK OF AMERICA CORP VAR RT 02/04/25 DD 02/04/22 | 1,050,000 | 1,006,123 | ||||||
BANK OF AMERICA CORP VAR RT 02/04/33 DD 02/04/22 | 100,000 | 80,874 | ||||||
BANK OF AMERICA CORP VAR RT 04/02/26 DD 03/22/22 | 1,200,000 | 1,190,106 | ||||||
BANK OF AMERICA CORP VAR RT 05/28/24 DD 05/28/21 | 530,000 | 524,880 | ||||||
BANK OF AMERICA CORP VAR RT 09/25/25 DD 09/25/20 | 425,000 | 391,295 | ||||||
BANK OF AMERICA MORTGAGE F 3A1 VAR RT 07/25/35 DD 06/01/05 | 9,965 | 8,119 | ||||||
BANK OF AMERICA MORTGAGE H 2A5 VAR RT 09/25/35 DD 08/01/05 | 29,789 | 25,266 | ||||||
BANK OF NOVA SCOTIA B/A 01/27/23 | 500,000 | 365,272 | ||||||
BANK OF NOVA SCOTIA B/A 01/31/23 | 300,000 | 219,108 | ||||||
BARCLAYS PLC VAR RT 05/16/24 DD 05/16/18 | 715,000 | 710,094 | ||||||
BARCLAYS PLC VAR RT 12/31/49 DD 08/14/18 | 200,000 | 195,260 | ||||||
BAXTER INTERNATIONAL INC 0.868% 12/01/23 DD 06/01/22 | 650,000 | 625,246 | ||||||
BAYVIEW MSR OPPORTUN 5 A1 144A VAR RT 11/25/51 DD 10/01/21 | 177,636 | 148,756 | ||||||
BEAR STEARNS ALT-A TRUST 6 31A1 VAR RT 11/25/36 DD 09/01/06 | 110,406 | 62,268 | ||||||
BEAR STEARNS ARM TRUST 2 4 3A1 VAR RT 08/25/35 DD 06/01/05 | 7,596 | 6,950 | ||||||
BEAR STEARNS STRUCTURED R6 1A1 VAR RT 01/26/36 DD 08/01/07 | 27,784 | 22,372 | ||||||
BELL TELEPHONE CO OF CANADA OR 0.750% 03/17/24 DD 03/17/21 | 1,125,000 | 1,066,659 | ||||||
BERKSHIRE HATHAWAY ENERGY CO 4.050% 04/15/25 DD 10/15/20 | 250,000 | 246,342 | ||||||
BIG COMMERCIAL MORTGAGE BIG A 144A VAR RT 02/15/39 DD 03/03/22 | 200,000 | 191,941 | ||||||
BNP PARIBAS SA 144A VAR RT 01/10/25 DD 01/10/19 | 1,420,000 | 1,406,192 | ||||||
BNP PARIBAS SA 144A VAR RT 01/20/28 DD 01/20/22 | 200,000 | 176,182 | ||||||
BNP PARIBAS SA 144A VAR RT 06/09/26 DD 06/09/20 | 200,000 | 183,773 | ||||||
BPCE SA 144A 4.000% 09/12/23 DD 09/12/18 | 400,000 | 394,840 | ||||||
BROADCOM CORP / BROADCOM CAYMAN 3.625% 01/15/24 DD 01/15/18 | 350,000 | 344,097 | ||||||
BROADCOM INC 144A 3.137% 11/15/35 DD 09/30/21 | 302,000 | 223,072 | ||||||
BROADCOM INC 3.625% 10/15/24 DD 04/15/20 | 675,000 | 657,517 | ||||||
BX COMMERCIAL MORTGAGE 21M A 144A VAR RT 10/15/36 DD 11/08/21 | 447,007 | 429,489 | ||||||
BX TRUST 2021-BXMF BXMF A 144A VAR RT 10/15/26 DD 11/08/21 | 400,000 | 383,446 | ||||||
CAMPBELL SOUP CO 3.650% 03/15/23 DD 03/16/18 | 29,000 | 28,921 | ||||||
CANADIAN GOVERNMENT REAL RETURN 1.500% 12/01/44 DD 05/31/10 | 6 | 4 | ||||||
CANADIAN IMPERIAL BANK OF COMM 0.950% 06/23/23 DD 06/23/20 | 425,000 | 417,062 | ||||||
CANADIAN NATURAL RESOURCES LTD 2.050% 07/15/25 DD 06/24/20 | 300,000 | 279,333 | ||||||
CAPITAL ONE FINANCIAL CORP 2.600% 05/11/23 DD 05/11/20 | 300,000 | 297,564 | ||||||
CAPITAL ONE FINANCIAL CORP VAR RT 12/06/24 DD 12/06/21 | 400,000 | 392,366 | ||||||
CARGILL INC 144A 1.375% 07/23/23 DD 04/23/20 | 175,000 | 171,432 | ||||||
CELANESE US HOLDINGS LLC 3.500% 05/08/24 DD 05/08/19 | 75,000 | 72,418 | ||||||
CENTRAL JAPAN RAILWAY CO REGS 3.400% 09/06/23 | 400,000 | 395,192 | ||||||
CHARTER COMMUNICATIONS OPERATION 4.908% 07/23/25 DD 07/23/16 | 875,000 | 858,286 | ||||||
CHARTER COMMUNICATIONS OPERATION 6.384% 10/23/35 DD 10/23/16 | 300,000 | 293,641 | ||||||
CHASE MORTGAGE FINANCE A1 1A1 VAR RT 02/25/37 DD 02/01/07 | 22,947 | 22,038 | ||||||
CHL MORTGAGE PASS-THROUGH 7 1A1 VAR RT 03/25/35 DD 01/27/05 | 23,574 | 20,526 | ||||||
CIFC FUNDING 2017- 4A A1R 144A VAR RT 10/24/30 DD 06/17/21 | 250,000 | 247,503 | ||||||
CITIGROUP COMMERCIAL M GC19 A4 4.023% 03/11/47 DD 03/01/14 | 1,000,000 | 980,259 | ||||||
CITIGROUP COMMERCIAL M GC25 A4 3.635% 10/10/47 DD 10/01/14 | 400,000 | 384,838 | ||||||
CITIGROUP INC 3.875% 10/25/23 DD 10/25/13 | 700,000 | 693,915 | ||||||
CITIGROUP INC VAR RT 02/24/28 DD 02/18/22 | 100,000 | 90,280 | ||||||
CITIGROUP INC VAR RT 03/17/33 DD 03/17/22 | 200,000 | 171,674 | ||||||
CITIGROUP INC VAR RT 05/01/25 DD 05/04/21 | 500,000 | 468,001 | ||||||
CITIGROUP INC VAR RT 05/15/24 DD 05/14/20 | 225,000 | 221,835 | ||||||
CITIGROUP INC VAR RT 10/30/24 DD 10/30/20 | 375,000 | 359,390 | ||||||
CITIGROUP INC VAR RT 11/03/25 DD 11/03/21 | 375,000 | 345,710 | ||||||
CITIGROUP MORTGAGE INV2 A3A 144A VAR RT 05/25/51 DD 08/01/21 | 86,668 | 69,694 | ||||||
15
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
CITIGROUP MORTGAGE INV3 A11 144A VAR RT 05/25/51 DD 09/25/21 | 170,791 | 156,164 | ||||||
CITIZENS BANK NA/PROVIDENCE RI 2.250% 04/28/25 DD 04/30/20 | 425,000 | 396,197 | ||||||
COOPERATIEVE RABOBANK UA/NY 0.375% 01/12/24 DD 01/12/21 | 425,000 | 405,345 | ||||||
COREBRIDGE GLOBAL FUNDING 144A 0.450% 12/08/23 DD 12/08/20 | 350,000 | 335,281 | ||||||
CREDIT SUISSE AG REGS 6.500% 08/08/23 | 200,000 | 193,400 | ||||||
CREDIT SUISSE AG/NEW YORK NY 0.520% 08/09/23 DD 08/09/21 | 475,000 | 451,844 | ||||||
CREDIT SUISSE AG/NEW YORK NY 3.700% 02/21/25 DD 04/07/22 | 665,000 | 613,610 | ||||||
CREDIT SUISSE AG/NEW YORK NY 4.750% 08/09/24 DD 08/23/22 | 1,500,000 | 1,432,865 | ||||||
CREDIT SUISSE GROUP AG 144A VAR RT 08/12/33 DD 08/12/22 | 300,000 | 264,035 | ||||||
CREDIT SUISSE GROUP AG 144A VAR RT 12/31/49 DD 12/11/13 | 200,000 | 174,000 | ||||||
CREDIT SUISSE GROUP AG 3.800% 06/09/23 DD 06/10/16 | 1,050,000 | 1,022,438 | ||||||
CSMC 2021-RPL2TR RPL2 A1A 144A VAR RT 01/25/60 DD 01/01/21 | 136,837 | 109,229 | ||||||
DANSKE BANK A/S 144A VAR RT 06/22/24 DD 06/22/20 | 425,000 | 396,921 | ||||||
DELL INTERNATIONAL LLC / EMC CORP 5.450% 06/15/23 DD 06/15/21 | 205,000 | 205,128 | ||||||
DELL INTERNATIONAL LLC / EMC CORP 6.020% 06/15/26 DD 06/15/21 | 200,000 | 204,476 | ||||||
DEUTSCHE BANK AG REGS 2.625% 02/12/26 | 200,000 | 201,315 | ||||||
DEUTSCHE BANK AG REGS 2.625% 12/16/24 | 200,000 | 223,383 | ||||||
DEUTSCHE BANK AG/NEW YORK NY 0.898% 05/28/24 DD 05/28/21 | 325,000 | 304,004 | ||||||
DEUTSCHE BANK AG/NEW YORK NY 4.162% 05/13/25 DD 05/13/22 | 285,000 | 279,126 | ||||||
DEUTSCHE BANK AG/NEW YORK NY VAR RT 01/07/28 DD 01/07/22 | 150,000 | 127,885 | ||||||
DEUTSCHE BANK AG/NEW YORK NY VAR RT 01/14/32 DD 01/14/21 | 200,000 | 147,126 | ||||||
DEUTSCHE BANK AG/NEW YORK NY VAR RT 09/18/31 DD 09/18/20 | 150,000 | 120,869 | ||||||
DEUTSCHE BANK AG/NEW YORK NY VAR RT 11/26/25 DD 11/26/19 | 150,000 | 143,407 | ||||||
DISCOVER CARD EXECUTION N A4 A 5.030% 10/15/27 DD 11/28/22 | 200,000 | 202,157 | ||||||
DOMINION ENERGY INC 144A 2.450% 01/15/23 DD 08/09/19 | 400,000 | 399,583 | ||||||
DOMINION ENERGY INC STEP 08/15/24 DD 05/15/19 | 125,000 | 120,499 | ||||||
DRYDEN 27 R EURO C 27A AR 144A VAR RT 04/15/33 | 250,000 | 258,859 | ||||||
DRYDEN 61 CLO LTD 61A A1R 144A VAR RT 01/17/32 DD 03/24/21 | 200,000 | 196,494 | ||||||
DTE ENERGY CO 1.050% 06/01/25 DD 08/06/20 | 225,000 | 204,005 | ||||||
DTE ENERGY CO STEP 11/01/24 DD 08/01/22 | 435,000 | 427,766 | ||||||
EASTERN ENERGY GAS HOLDINGS LLC 3.550% 11/01/23 DD 05/01/14 | 250,000 | 246,719 | ||||||
ECMC GROUP STUDENT L 2A A 144A VAR RT 09/25/68 DD 10/10/18 | 505,937 | 481,563 | ||||||
ELP COMMERCIAL MORTGAGE ELP A 144A VAR RT 11/15/38 DD 11/17/21 | 400,000 | 383,942 | ||||||
EMERA US FINANCE LP 0.833% 06/15/24 DD 06/04/21 | 275,000 | 256,768 | ||||||
ENBRIDGE INC VAR RT 02/16/24 DD 02/17/22 | 275,000 | 273,563 | ||||||
ENBRIDGE INC VAR RT 02/17/23 DD 02/19/21 | 175,000 | 174,936 | ||||||
ENERGY TRANSFER LP 4.250% 03/15/23 DD 03/15/19 | 200,000 | 199,511 | ||||||
ENTERGY LOUISIANA LLC 0.620% 11/17/23 DD 11/24/20 | 166,000 | 159,812 | ||||||
EQUITABLE FINANCIAL LIFE 144A 1.400% 07/07/25 DD 07/07/20 | 250,000 | 226,879 | ||||||
EUROPEAN INVESTMENT BANK REGS 0.500% 07/21/23 | 200,000 | 133,171 | ||||||
EUROPEAN INVESTMENT BANK REGS 0.500% 08/10/23 | 200,000 | 132,881 | ||||||
EUROSAIL-UK 2007-3 3X A3A REGS VAR RT 06/13/45 | 74,912 | 89,085 | ||||||
EVERSOURCE ENERGY 4.200% 06/27/24 DD 06/27/22 | 335,000 | 331,249 | ||||||
EXTENDED STAY AMERICA ESH A 144A VAR RT 07/15/38 DD 07/08/21 | 390,477 | 379,211 | ||||||
FAIRFAX FINANCIAL HOLDING 2.750% 29-MAR-2028 144A | 100,000 | 93,011 | ||||||
FEDERAL HOME LN BK CONS BD VAR RT 01/06/23 DD 09/29/22 | 1,500,000 | 1,500,000 | ||||||
FEDERAL HOME LN BK CONS BD VAR RT 01/10/23 DD 09/30/22 | 1,600,000 | 1,600,000 | ||||||
FEDERAL NATL MTG ASSN 2.125% 04/24/26 DD 04/26/16 | 100,000 | 93,829 | ||||||
FHLMC MULTICLASS MTG 3179 FP VAR RT 07/15/36 DD 07/15/06 | 3,868 | 3,798 | ||||||
FHLMC MULTICLASS MTG 4579 FD VAR RT 01/15/38 DD 05/01/16 | 34,973 | 34,965 | ||||||
FHLMC MULTICLASS MTG 4579 SD VAR RT 01/15/38 DD 05/01/16 | 34,973 | 1,304 | ||||||
FHLMC MULTICLASS MTG 4594 PA 3.000% 11/15/44 DD 06/01/16 | 155,164 | 145,139 | ||||||
FHLMC MULTICLASS MTG 4604 HA 2.500% 05/15/45 DD 08/01/16 | 149,779 | 134,875 | ||||||
FHLMC MULTICLASS MTG 4709 EA 3.000% 01/15/46 DD 08/01/17 | 185,855 | 173,962 | ||||||
16
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
FHLMC MULTICLASS MTG 4718 DA 3.000% 02/15/47 DD 09/01/17 | 136,665 | 125,035 | ||||||
FHLMC MULTICLASS MTG 4839 A 4.000% 04/15/51 DD 10/01/18 | 3,060,054 | 2,942,845 | ||||||
FHLMC MULTICLASS MTG 4874 AT 3.000% 09/15/48 DD 03/01/19 | 149,543 | 129,899 | ||||||
FHLMC MULTICLASS STRIP 278 F1 VAR RT 09/15/42 DD 09/15/12 | 44,763 | 43,961 | ||||||
FHLMC POOL #G0-8788 3.500% 11/01/47 DD 10/01/17 | 180,146 | 167,396 | ||||||
FHLMC POOL #QD-5748 2.000% 02/01/52 DD 01/01/22 | 193,382 | 157,858 | ||||||
FHLMC POOL #QD-8010 2.000% 03/01/52 DD 02/01/22 | 52,042 | 42,478 | ||||||
FHLMC POOL #SD-8166 2.000% 08/01/51 DD 08/01/21 | 366,293 | 299,246 | ||||||
FIFTH THIRD BANCORP 1.625% 05/05/23 DD 05/05/20 | 125,000 | 123,618 | ||||||
FIFTH THIRD BANK NA 1.800% 01/30/23 DD 01/31/20 | 450,000 | 449,033 | ||||||
FINSBURY SQUARE 2020 1A A 144A VAR RT 03/16/70 | 155,700 | 186,937 | ||||||
FINSBURY SQUARE 2020 2A A 144A VAR RT 06/16/70 | 218,577 | 262,930 | ||||||
FINSBURY SQUARE 2020 2X A REGS VAR RT 06/16/70 | 87,431 | 105,172 | ||||||
FIRSTENERGY CORP 2.050% 03/01/25 DD 02/20/20 | 175,000 | 161,561 | ||||||
FISERV INC 2.750% 07/01/24 DD 06/24/19 | 375,000 | 361,186 | ||||||
FISERV INC 3.800% 10/01/23 DD 09/25/18 | 150,000 | 148,395 | ||||||
FLORIDA POWER & LIGHT CO 2.850% 04/01/25 DD 03/27/20 | 175,000 | 167,662 | ||||||
FNMA GTD REMIC P/T 06-30 KF VAR RT 05/25/36 DD 04/25/06 | 13,124 | 12,900 | ||||||
FNMA GTD REMIC P/T 15-92 PA 2.500% 12/25/41 DD 11/01/15 | 54,596 | 49,698 | ||||||
FNMA GTD REMIC P/T 18-27 WF VAR RT 05/25/58 DD 04/01/18 | 566,953 | 544,122 | ||||||
FNMA POOL #0555678 5.000% 08/01/33 DD 07/01/03 | 348,837 | 356,526 | ||||||
FNMA POOL #0735676 5.000% 07/01/35 DD 06/01/05 | 113,337 | 115,837 | ||||||
FNMA POOL #0AB0130 5.000% 05/01/38 DD 05/01/09 | 34,064 | 34,867 | ||||||
FNMA POOL #0AB2503 4.500% 03/01/31 DD 02/01/11 | 2,736 | 2,717 | ||||||
FNMA POOL #0AL1674 VAR RT 05/01/42 DD 05/01/12 | 24,703 | 24,925 | ||||||
FNMA POOL #0AL5548 VAR RT 05/01/38 DD 07/01/14 | 35,054 | 35,520 | ||||||
FNMA POOL #0BF0334 3.500% 01/01/59 DD 08/01/19 | 191,777 | 176,192 | ||||||
FNMA POOL #0BJ8703 3.500% 05/01/49 DD 08/01/19 | 34,967 | 32,453 | ||||||
FNMA POOL #0BM2007 4.000% 09/01/48 DD 08/01/18 | 137,536 | 131,305 | ||||||
FNMA POOL #0BN5342 4.000% 03/01/49 DD 03/01/19 | 193,738 | 184,961 | ||||||
FNMA POOL #0BV3023 2.000% 02/01/52 DD 02/01/22 | 44,181 | 36,062 | ||||||
FNMA POOL #0BV4128 2.000% 03/01/52 DD 03/01/22 | 96,257 | 78,582 | ||||||
FNMA POOL #0CA4346 3.000% 10/01/49 DD 09/01/19 | 143,694 | 127,398 | ||||||
FNMA POOL #0FM1796 3.500% 10/01/34 DD 10/01/19 | 25,339 | 24,390 | ||||||
FNMA POOL #0FM3243 3.500% 06/01/50 DD 05/01/20 | 63,290 | 58,268 | ||||||
FNMA POOL #0MA0634 4.500% 01/01/31 DD 12/01/10 | 2,498 | 2,481 | ||||||
FORD CREDIT AUTO OWNER T D A2A 5.370% 08/15/25 DD 11/22/22 | 725,000 | 726,598 | ||||||
FORD MOTOR CREDIT CO LLC 4.535% 03/06/25 | 200,000 | 228,461 | ||||||
FORD MOTOR CREDIT CO LLC 5.584% 03/18/24 DD 03/18/19 | 200,000 | 197,370 | ||||||
FRENCH REPUBLIC GOVERNMENT 144A 0.500% 05/25/72 | 100,000 | 39,970 | ||||||
FRENCH REPUBLIC GOVERNMENT 144A 2.000% 05/25/48 | 900,000 | 750,475 | ||||||
FRENCH REPUBLIC GOVERNMENT REGS 0.750% 05/25/52 | 650,000 | 372,202 | ||||||
FRENCH REPUBLIC GOVERNMENT REGS 3.250% 05/25/45 | 400,000 | 424,518 | ||||||
FWD SECURITIZATION INV1 A1 144A VAR RT 01/25/50 DD 01/01/20 | 53,179 | 47,310 | ||||||
GCAT 2022-INV2 TR INV2 A5 144A VAR RT 04/25/52 DD 04/01/22 | 190,042 | 158,670 | ||||||
GENERAL MOTORS FINANCIAL CO INC 1.050% 03/08/24 DD 04/09/21 | 350,000 | 332,468 | ||||||
GENERAL MOTORS FINANCIAL CO INC 1.200% 10/15/24 DD 10/15/21 | 375,000 | 347,330 | ||||||
GENERAL MOTORS FINANCIAL CO INC 3.800% 04/07/25 DD 04/07/22 | 725,000 | 700,371 | ||||||
GLENCORE FUNDING LLC 144A 1.625% 09/01/25 DD 09/01/20 | 325,000 | 294,410 | ||||||
GMF FLOORPLAN OWNER R 2 A 144A 0.690% 10/15/25 DD 10/27/20 | 400,000 | 385,450 | ||||||
GNMA GTD REMIC P/T 16-H20 FG VAR RT 08/20/66 DD 09/20/16 | 23,210 | 23,107 | ||||||
GNMA GTD REMIC P/T 16-H24 F VAR RT 11/20/66 DD 11/20/16 | 216,971 | 214,478 | ||||||
GNMA GTD REMIC P/T 17-121 PE 3.000% 07/20/46 DD 08/01/17 | 5,126 | 4,898 | ||||||
GNMA GTD REMIC P/T 18-H15 FG VAR RT 08/20/68 DD 09/20/18 | 48,968 | 47,572 | ||||||
17
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
GNMA II POOL #0MA1376 4.000% 10/20/43 DD 10/01/13 | 242,397 | 234,014 | ||||||
GNMA II POOL #0MA5332 5.000% 07/20/48 DD 07/01/18 | 508,936 | 508,735 | ||||||
GNMA II POOL #0MA5530 5.000% 10/20/48 DD 10/01/18 | 259,673 | 260,789 | ||||||
GNMA II POOL #0MA5596 4.500% 11/20/48 DD 11/01/18 | 21,355 | 20,993 | ||||||
GNMA II POOL #0MA5711 4.500% 01/20/49 DD 01/01/19 | 11,684 | 11,353 | ||||||
GNMA II POOL #0MA5764 4.500% 02/20/49 DD 02/01/19 | 47,356 | 45,999 | ||||||
GNMA II POOL #0MA5818 4.500% 03/20/49 DD 03/01/19 | 63,786 | 62,667 | ||||||
GNMA II POOL #0MA5819 5.000% 03/20/49 DD 03/01/19 | 23,185 | 23,128 | ||||||
GNMA II POOL #0MA5877 4.500% 04/20/49 DD 04/01/19 | 92,741 | 90,911 | ||||||
GNMA II POOL #0MA5987 4.500% 06/20/49 DD 06/01/19 | 32,546 | 31,836 | ||||||
GNMA II POOL #0MA5988 5.000% 06/20/49 DD 06/01/19 | 762,916 | 761,054 | ||||||
GOVERNMENT OF CANADA 1.500% 01-DEC-2044 REAL RTN BD | 133,008 | 102,069 | ||||||
GOVERNMENT OF CANADA 2.000% 01-DEC-2051 SER H722 | 100,000 | 56,067 | ||||||
GREAT-WEST LIFECO US 144A 0.904% 08/12/25 DD 08/12/20 | 150,000 | 133,516 | ||||||
HALSEYPOINT CLO 3 3A A1A 144A VAR RT 11/30/32 DD 11/24/20 | 200,000 | 197,500 | ||||||
HEWLETT PACKARD ENTERPRISE CO 2.250% 04/01/23 DD 09/13/19 | 475,000 | 471,457 | ||||||
HEWLETT PACKARD ENTERPRISE CO 4.450% 10/02/23 DD 04/09/20 | 500,000 | 497,012 | ||||||
HSBC HOLDINGS PLC VAR RT 04/18/26 DD 08/18/20 | 825,000 | 746,140 | ||||||
HSBC HOLDINGS PLC VAR RT 05/24/25 DD 05/24/21 | 300,000 | 277,869 | ||||||
HSBC HOLDINGS PLC VAR RT 06/04/31 DD 06/04/20 | 200,000 | 160,089 | ||||||
HYUNDAI AUTO LEASE S B A3 144A 0.330% 06/17/24 DD 06/16/21 | 250,000 | 246,186 | ||||||
HYUNDAI CAPITAL AMERICA 144A 1.000% 09/17/24 DD 09/17/21 | 475,000 | 439,088 | ||||||
IHO VERWALTUNGS GMBH REGS 3.625% 05/15/25 | 200,000 | 194,228 | ||||||
INDYMAC INDX MORTGAGE AR15 A2 VAR RT 09/25/35 DD 07/01/05 | 47,193 | 38,718 | ||||||
ING GROEP NV 4.100% 10/02/23 DD 10/02/18 | 650,000 | 644,701 | ||||||
INTERNATIONAL BANK FOR RECONSTRUCTION 0.500% 10/28/25 DD 10/28/20 | 2,590,000 | 2,328,992 | ||||||
INTUIT INC 0.650% 07/15/23 DD 06/29/20 | 150,000 | 146,687 | ||||||
INTUIT INC 0.950% 07/15/25 DD 06/29/20 | 175,000 | 159,382 | ||||||
JAPAN FINANCE ORGANIZATION 144A 3.375% 09/27/23 DD 09/27/18 | 200,000 | 197,452 | ||||||
JAPAN GOVERNMENT THIRTY YEAR BOND 0.500% 03/20/49 | 155,000,000 | 918,159 | ||||||
JAPAN GOVERNMENT THIRTY YEAR BOND 0.500% 09/20/46 | 82,000,000 | 505,784 | ||||||
JAPAN GOVERNMENT THIRTY YEAR BOND 0.700% 12/20/48 | 82,000,000 | 514,068 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 01/06/23 | 60,000,000 | 454,994 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 01/11/23 | 40,000,000 | 303,359 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 01/16/23 | 440,000,000 | 3,336,480 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 01/23/23 | 250,000,000 | 1,895,536 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 01/30/23 | 190,000,000 | 1,440,614 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 02/06/23 | 410,000,000 | 3,108,566 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 02/13/23 | 260,000,000 | 1,971,163 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 03/13/23 | 60,000,000 | 454,938 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 03/27/23 | 440,000,000 | 3,336,439 | ||||||
JAPANESE GOVERNMENT CPI LINKED 0.100% 03/10/28 | 83,830,400 | 659,169 | ||||||
JDE PEET’S NV 144A 0.800% 09/24/24 DD 09/24/21 | 525,000 | 479,730 | ||||||
JP MORGAN CHASE CO FL12 A 144A VAR RT 12/15/31 DD 09/30/19 | 159,068 | 151,212 | ||||||
JP MORGAN CHASE COMMERCIAL C13 A4 VAR RT 01/15/46 DD 07/01/13 | 232,974 | 230,994 | ||||||
JP MORGAN MORTGAGE 10 A3 144A VAR RT 12/25/51 DD 07/01/21 | 177,664 | 142,867 | ||||||
JP MORGAN MORTGAGE INV5 A2 144A VAR RT 12/25/51 DD 09/01/21 | 175,112 | 147,661 | ||||||
JP MORGAN MORTGAGE LTV2 A3 144A VAR RT 09/25/52 DD 04/01/22 | 385,311 | 340,699 | ||||||
JP MORGAN MORTGAGE TRUST A3 7A1 VAR RT 04/25/35 DD 04/01/06 | 6,989 | 6,611 | ||||||
JPMORGAN CHASE & CO VAR RT 02/16/25 DD 02/16/21 | 375,000 | 353,763 | ||||||
JPMORGAN CHASE & CO VAR RT 02/24/28 DD 02/24/22 | 200,000 | 181,331 | ||||||
JPMORGAN CHASE & CO VAR RT 04/26/26 DD 04/26/22 | 1,000,000 | 990,848 | ||||||
JPMORGAN CHASE & CO VAR RT 06/01/24 DD 05/27/20 | 425,000 | 418,120 | ||||||
JPMORGAN CHASE & CO VAR RT 06/01/25 DD 06/01/21 | 775,000 | 722,514 | ||||||
18
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
JPMORGAN CHASE & CO VAR RT 07/25/33 DD 07/25/22 | 100,000 | 95,668 | ||||||
JPMORGAN CHASE & CO VAR RT 09/16/24 DD 09/16/20 | 625,000 | 602,833 | ||||||
JYSKE REALKREDIT A/S 1.000% 10/01/50 | 2,944,128 | 293,659 | ||||||
JYSKE REALKREDIT A/S 1.500% 10/01/50 | 1 | – | ||||||
JYSKE REALKREDIT A/S REGS 1.000% 10/01/50 | 2,670,174 | 282,122 | ||||||
KREDITANSTALT FUER WIEDERAUFBA 3.375% 08/23/24 DD 08/23/22 | 860,000 | 842,319 | ||||||
LCM 30 LTD 30A AR 144A VAR RT 04/20/31 DD 06/09/21 | 250,000 | 244,325 | ||||||
LCM XXV LTD 25A AR 144A VAR RT 07/20/30 DD 02/28/22 | 247,322 | 244,511 | ||||||
LLOYDS BANKING GROUP PLC VAR RT 05/11/24 DD 03/11/21 | 450,000 | 441,366 | ||||||
LONG BEACH MORTGAGE LOAN 1 M4 VAR RT 02/25/35 DD 01/06/05 | 145,951 | 142,541 | ||||||
LUDGATE FUNDING PLC 1 A2B REGS VAR RT 01/01/61 | 165,970 | 163,596 | ||||||
LUDGATE FUNDING PLC W1X A1 REGS VAR RT 01/01/61 | 162,366 | 185,877 | ||||||
M360 2021-CRE3 LTD CRE3 A 144A VAR RT 11/22/38 DD 10/08/21 | 200,000 | 197,028 | ||||||
MADISON PARK FUND 19A A1R2 144A VAR RT 01/22/28 DD 03/10/20 | 275,350 | 272,623 | ||||||
MALAYSIA GOVERNMENT BOND 3.480% 03/15/23 | 1,400,000 | 317,667 | ||||||
MAN GLG EURO CLO I 2A A1R 144A VAR RT 01/15/30 | 142,909 | 151,028 | ||||||
MARATHON CLO IX L 9A A1AR 144A VAR RT 04/15/29 DD 02/17/21 | 163,908 | 162,879 | ||||||
MARBLE POINT CLO X 1A AR 144A VAR RT 10/15/30 DD 04/15/21 | 300,000 | 294,194 | ||||||
MARSH & MCLENNAN COS INC 3.500% 06/03/24 DD 05/30/14 | 450,000 | 440,452 | ||||||
MASSACHUSETTS EDUCATIONAL 1 A1 VAR RT 04/25/38 DD 07/02/08 | 150,369 | 149,734 | ||||||
MASTER CREDIT CARD TRUST 1A A 144A 0.530% 11/21/25 DD 06/15/21 | 675,000 | 634,017 | ||||||
MERCEDES-BENZ AUTO LEASE B A3 0.400% 11/15/24 DD 06/29/21 | 500,000 | 485,589 | ||||||
MERRILL LYNCH MORTGAGE I A10 A VAR RT 02/25/36 DD 12/22/05 | 6,827 | 6,349 | ||||||
MERRILL LYNCH MORTGAGE I A2 A2 VAR RT 02/25/35 DD 02/01/05 | 10,451 | 9,735 | ||||||
MERRILL LYNCH MORTGAGE IN E A1 VAR RT 11/25/29 DD 09/23/04 | 61,642 | 54,122 | ||||||
METROPOLITAN LIFE GLOBAL 144A 0.550% 06/07/24 DD 06/08/21 | 425,000 | 397,987 | ||||||
METROPOLITAN LIFE GLOBAL 144A 0.900% 06/08/23 DD 06/08/20 | 275,000 | 270,431 | ||||||
METROPOLITAN LIFE GLOBAL 144A 1.950% 01/13/23 DD 01/13/20 | 450,000 | 449,661 | ||||||
MF1 2021-FL7 LTD FL7 A 144A VAR RT 10/16/36 DD 09/24/21 | 200,000 | 191,941 | ||||||
MF1 2022-FL8 LTD FL8 A 144A VAR RT 02/19/37 DD 01/20/22 | 200,000 | 192,663 | ||||||
MFA 2020-NQM2 TRU NQM2 A1 144A VAR RT 04/25/65 DD 10/01/20 | 133,472 | 119,776 | ||||||
MIDOCEAN CREDIT CL 8A A1R 144A VAR RT 02/20/31 DD 04/06/21 | 200,000 | 196,614 | ||||||
MILEAGE PLUS HOLDINGS LLC 144A 6.500% 06/20/27 DD 07/02/20 | 90,006 | 89,484 | ||||||
MILL CITY MORTGAGE NMR1 A1 144A VAR RT 11/25/60 DD 01/01/21 | 99,842 | 92,220 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP 2.193% 02/25/25 DD 02/25/20 | 200,000 | 187,313 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP VAR RT 10/11/25 DD 10/13/21 | 500,000 | 459,947 | ||||||
MONDELEZ INTERNATIONAL HOLDINGS 144A 0.750% 09/24/24 DD 09/24/21 | 500,000 | 463,774 | ||||||
MONDELEZ INTERNATIONAL INC 1.500% 05/04/25 DD 05/04/20 | 225,000 | 208,408 | ||||||
MORGAN STANLEY 3.125% 01/23/23 DD 01/23/18 | 2,265,000 | 2,262,921 | ||||||
MORGAN STANLEY BANK OF C14 A5 4.064% 02/15/47 DD 02/01/14 | 366,385 | 359,727 | ||||||
MORGAN STANLEY CAPITAL I L2 A4 4.071% 03/15/52 DD 03/01/19 | 200,000 | 184,948 | ||||||
MORGAN STANLEY MORTGAGE 11AR 1A1 VAR RT 01/25/35 DD 12/29/04 | 64,859 | 57,213 | ||||||
MORGAN STANLEY MORTGAGE 6XS 2A6S VAR RT 02/25/47 DD 03/01/07 | 89,695 | 35,010 | ||||||
MORGAN STANLEY VAR RT 01/22/25 DD 07/20/21 | 675,000 | 638,287 | ||||||
MORGAN STANLEY VAR RT 02/18/26 DD 02/18/22 | 100,000 | 93,987 | ||||||
MORGAN STANLEY VAR RT 10/21/25 DD 10/19/21 | 500,000 | 459,569 | ||||||
MORGAN STANLEY VAR RT 10/21/25 DD 10/21/20 | 250,000 | 229,542 | ||||||
MORGAN STANLEY VAR RT 11/10/23 DD 11/13/20 | 425,000 | 423,753 | ||||||
MPLX LP 1.750% 03/01/26 DD 08/18/20 | 575,000 | 513,254 | ||||||
NATIONAL BANK OF HUNGARY BILL 0.000% 01/03/23 | 212,000,000 | 559,235 | ||||||
NATIONWIDE BUILDING SOCIETY 144A 2.000% 01/27/23 DD 01/27/20 | 475,000 | 474,047 | ||||||
NATIONWIDE BUILDING SOCIETY 144A VAR RT 03/08/24 DD 03/08/18 | 200,000 | 198,913 | ||||||
NATWEST GROUP PLC VAR RT 05/18/29 DD 05/18/18 | 200,000 | 189,559 | ||||||
NATWEST GROUP PLC VAR RT 05/22/24 DD 05/22/20 | 225,000 | 221,590 | ||||||
19
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
NATWEST MARKETS PLC 144A 0.800% 08/12/24 DD 05/12/21 | 325,000 | 301,236 | ||||||
NATWEST MARKETS PLC 144A 2.375% 05/21/23 DD 05/21/20 | 350,000 | 345,538 | ||||||
NAVIENT STUDENT LOAN 4A A2 144A VAR RT 09/27/66 DD 07/27/17 | 12,739 | 12,734 | ||||||
NEW RESIDENTIAL M INV1 A2 144A VAR RT 06/25/51 DD 08/01/21 | 171,673 | 137,406 | ||||||
NEW YORK LIFE GLOBAL FUND 144A 1.100% 05/05/23 DD 05/07/20 | 150,000 | 148,176 | ||||||
NEWGATE FUNDING PL 3X A3A REGS VAR RT 12/01/50 | 178,709 | 201,533 | ||||||
NOMURA HOLDINGS INC 5.099% 07/03/25 DD 07/06/22 | 200,000 | 197,916 | ||||||
NORDEA KREDIT REALKREDITA REGS 1.500% 10/01/50 | 1 | – | ||||||
NORDEA KREDIT REALKREDITA REGS 2.000% 10/01/50 | 1 | – | ||||||
NORDEA KREDIT REALKREDITAKTIES 1.000% 10/01/50 | 4,698,071 | 469,339 | ||||||
NORDEA KREDIT REALKREDITAKTIES 1.500% 10/01/50 | 1 | – | ||||||
NORDEA KREDIT REALKREDITAKTIES 2.000% 10/01/47 | 2 | – | ||||||
NORDEA KREDIT REALKREDITAKTIES 2.500% 10/01/37 | 1 | – | ||||||
NRG ENERGY INC 144A 3.750% 06/15/24 DD 05/28/19 | 400,000 | 385,403 | ||||||
NYKREDIT REALKREDIT AS 1.500% 10/01/37 | 1 | – | ||||||
NYKREDIT REALKREDIT AS REGS 1.000% 10/01/50 | 8,000,383 | 816,777 | ||||||
NYKREDIT REALKREDIT AS REGS 1.500% 10/01/50 | 2 | – | ||||||
NYKREDIT REALKREDIT AS REGS 1.500% 10/01/53 | 194,730 | 21,581 | ||||||
NYKREDIT REALKREDIT AS REGS 2.500% 10/01/47 | 1 | – | ||||||
OAKTREE CLO 2019-1 1A A1R 144A VAR RT 04/22/30 DD 09/20/21 | 250,000 | 244,476 | ||||||
OBX 2021-INV2 TRUST INV2 A11 144A VAR RT 10/25/51 DD 10/25/21 | 178,296 | 162,587 | ||||||
OBX 2021-INV2 TRUST INV2 A3 144A VAR RT 10/25/51 DD 10/01/21 | 178,296 | 143,375 | ||||||
OGE ENERGY CORP 0.703% 05/26/23 DD 05/27/21 | 248,000 | 243,605 | ||||||
OPTION ONE MORTGAGE LOAN 2 M1 VAR RT 05/25/35 DD 05/05/05 | 16,234 | 16,064 | ||||||
ORACLE CORP 2.300% 03/25/28 DD 03/24/21 | 200,000 | 173,539 | ||||||
ORACLE CORP 2.875% 03/25/31 DD 03/24/21 | 100,000 | 83,204 | ||||||
ORACLE CORP 3.950% 03/25/51 DD 03/24/21 | 100,000 | 71,698 | ||||||
PACCAR FINANCIAL CORP 2.650% 04/06/23 DD 04/07/20 | 175,000 | 174,172 | ||||||
PACIFIC GAS AND ELECTRIC CO 4.250% 03/15/46 DD 11/05/15 | 100,000 | 69,998 | ||||||
PACIFIC LIFE GLOBAL FUNDING 144A 0.500% 09/23/23 DD 09/23/20 | 325,000 | 313,687 | ||||||
PALMER SQUARE LOAN 3A A1 144A VAR RT 07/20/29 DD 07/29/21 | 151,803 | 150,051 | ||||||
PARAGON MORTGAGES 12A A2C 144A VAR RT 11/15/38 DD 07/20/06 | 75,442 | 71,450 | ||||||
PARKER-HANNIFIN CORP 3.650% 06/15/24 DD 06/15/22 | 1,025,000 | 1,003,302 | ||||||
PENNSYLVANIA HIGHER EDUCATION 1 A3 VAR RT 10/25/35 DD 08/10/06 | 353,958 | 336,290 | ||||||
PERUVIAN GOVERNMENT INTER 144A 5.940% 02/12/29 | 100,000 | 24,016 | ||||||
PERUVIAN GOVERNMENT INTER 144A 6.350% 08/12/28 DD 10/07/16 | 700,000 | 174,677 | ||||||
PERUVIAN GOVERNMENT INTER 144A 6.950% 08/12/31 | 600,000 | 148,109 | ||||||
PERUVIAN GOVERNMENT INTER REGS 5.940% 02/12/29 | 300,000 | 72,049 | ||||||
PERUVIAN GOVERNMENT INTER REGS 5.940% 02/12/29 DD 12/06/18 | 1,400,000 | 337,016 | ||||||
PETRONAS CAPITAL LTD 144A 2.480% 01/28/32 DD 04/28/21 | 200,000 | 165,168 | ||||||
PHILIP MORRIS INTERNATIONAL IN 5.000% 11/17/25 DD 11/17/22 | 650,000 | 652,545 | ||||||
PHILLIPS 66 0.900% 02/15/24 DD 11/18/20 | 275,000 | 262,982 | ||||||
PORT AUTHORITY OF NEW YORK & NEW JERSEY 1.086% 07/01/23 DD 07/08/20 | 305,000 | 299,583 | ||||||
PROTECTIVE LIFE GLOBAL FUND 144A 0.473% 01/12/24 DD 01/12/21 | 200,000 | 190,365 | ||||||
PROTECTIVE LIFE GLOBAL FUND 144A 0.631% 10/13/23 DD 10/13/20 | 200,000 | 192,834 | ||||||
PROTECTIVE LIFE GLOBAL FUND 144A 1.082% 06/09/23 DD 06/09/20 | 275,000 | 270,385 | ||||||
PROTECTIVE LIFE GLOBAL FUND 144A VAR RT 03/28/25 DD 03/31/22 | 825,000 | 818,119 | ||||||
PROV OF QUEBEC 3.000% 01-SEP-2023 MTN | 100,000 | 73,031 | ||||||
PUBLIC SERVICE ENTERPRISE GROUP 0.841% 11/08/23 DD 11/08/21 | 275,000 | 264,781 | ||||||
QATARENERGY 144A 2.250% 07/12/31 DD 07/12/21 | 300,000 | 248,239 | ||||||
RAD CLO 5 LTD 5A AR 144A VAR RT 07/24/32 DD 12/16/21 | 250,000 | 243,985 | ||||||
REALKREDIT DANMARK A/S REGS 1.000% 10/01/50 | 966,839 | 102,424 | ||||||
REALKREDIT DANMARK A/S REGS 1.500% 10/01/53 | 194,940 | 21,607 | ||||||
REALKREDIT DANMARK A/S REGS 2.500% 04/01/36 | 1 | – | ||||||
20
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
REALKREDIT DANMARK A/S REGS 2.500% 04/01/47 | 1 | – | ||||||
RELIANCE STANDARD LIFE GL 144A 2.150% 01/21/23 DD 01/21/20 | 125,000 | 124,795 | ||||||
REPUBLIC OF ITALY GOVERNMENT REGS 6.000% 08/04/28 | 100,000 | 121,070 | ||||||
RESIDENTIAL MORTGAGE 32A A 144A VAR RT 06/20/70 | 139,868 | 167,154 | ||||||
RIVERSIDE CA ELEC REVENUE 7.455% 10/01/30 DD 12/16/10 | 200,000 | 223,673 | ||||||
RMAC SECURITIES NS3X A2A REGS VAR RT 06/12/44 | 112,942 | 130,039 | ||||||
ROMANIAN GOVERNMENT INTERNATIONAL 144A 1.750% 07/13/30 | 100,000 | 74,027 | ||||||
ROMANIAN GOVERNMENT INTERNATIONAL 144A 2.000% 04/14/33 | 100,000 | 68,189 | ||||||
ROMANIAN GOVERNMENT INTERNATIONAL 144A 2.750% 04/14/41 | 50,000 | 29,857 | ||||||
ROMANIAN GOVERNMENT INTERNATIONAL 144A 2.875% 04/13/42 | 100,000 | 59,595 | ||||||
ROMARK CLO LTD 1A A1R 144A VAR RT 10/23/30 DD 07/23/21 | 250,000 | 246,057 | ||||||
ROYAL BANK OF CANADA 0.425% 01/19/24 DD 01/19/21 | 450,000 | 429,740 | ||||||
ROYAL BANK OF CANADA 1.950% 01/17/23 DD 01/17/20 | 425,000 | 424,596 | ||||||
ROYAL BANK OF CANADA B/A 01/31/23 | 500,000 | 365,154 | ||||||
SANTANDER HOLDINGS USA INC VAR RT 06/09/25 DD 06/09/22 | 325,000 | 315,599 | ||||||
SANTANDER UK GROUP HOLDINGS 144A 4.750% 09/15/25 DD 09/15/15 | 400,000 | 382,140 | ||||||
SANTANDER UK GROUP HOLDINGS PL VAR RT 03/15/25 DD 03/15/21 | 675,000 | 630,867 | ||||||
SANTANDER UK GROUP HOLDINGS PL VAR RT 11/15/24 DD 11/15/18 | 200,000 | 196,684 | ||||||
SANTANDER UK PLC 144A VAR RT 02/12/27 | 300,000 | 360,188 | ||||||
SBA GTD PARTN CTFS 2008-20G 1 5.870% 07/01/28 DD 07/16/08 | 16,216 | 16,032 | ||||||
SBA GTD PARTN CTFS 2008-20I 1 5.600% 09/01/28 DD 09/17/08 | 29,801 | 29,330 | ||||||
SERBIA INTERNATIONAL BOND 144A 1.000% 09/23/28 | 100,000 | 76,156 | ||||||
SIEMENS FINANCIERINGSMAAT 144A 0.650% 03/11/24 DD 03/11/21 | 300,000 | 285,008 | ||||||
SLM STUDENT LOAN TRUST 200 9 A VAR RT 04/25/23 DD 08/28/08 | 32,127 | 31,815 | ||||||
SMB PRIVATE EDUCATION B A1B 144A VAR RT 02/16/55 DD 05/27/22 | 181,399 | 175,795 | ||||||
SOCIETE GENERALE SA 144A 4.351% 06/13/25 DD 06/15/22 | 680,000 | 664,777 | ||||||
SOCIETE GENERALE SA 144A VAR RT 01/21/33 DD 01/19/22 | 200,000 | 158,055 | ||||||
SOUND POINT CLO XV 3A A1R 144A VAR RT 10/20/30 DD 04/01/21 | 250,000 | 246,606 | ||||||
SOUTHERN CALIFORNIA EDISON CO VAR RT 04/03/23 DD 04/01/21 | 100,000 | 99,850 | ||||||
SOUTHERN CO/THE 5.150% 10/06/25 DD 10/06/22 | 345,000 | 347,558 | ||||||
SOUTHERN POWER CO 0.900% 01/15/26 DD 01/08/21 | 100,000 | 88,122 | ||||||
SPAIN GOVERNMENT BOND 144A 1.400% 07/30/28 | 100,000 | 97,241 | ||||||
SPAIN GOVERNMENT BOND 144A 1.450% 10/31/71 | 150,000 | 74,231 | ||||||
SPAIN GOVERNMENT BOND 144A 1.850% 07/30/35 | 400,000 | 347,484 | ||||||
SPAIN GOVERNMENT BOND 144A 2.550% 10/31/32 | 100,000 | 97,680 | ||||||
SPAIN GOVERNMENT BOND 144A 3.450% 07/30/66 | 350,000 | 332,971 | ||||||
STANDARD CHARTERED PLC 144A VAR RT 05/21/25 DD 05/21/19 | 400,000 | 386,147 | ||||||
STANDARD CHARTERED PLC 144A VAR RT 06/29/32 DD 06/29/21 | 200,000 | 150,747 | ||||||
STRATUS CLO 2021-3 L 3A A 144A VAR RT 12/29/29 DD 12/29/21 | 226,300 | 222,567 | ||||||
STWD 2021-FL2 LTD FL2 A 144A VAR RT 04/18/38 DD 05/05/21 | 200,000 | 193,902 | ||||||
SVERIGES SAKERSTALLDA OBL REGS 2.000% 06/17/26 | 1,000,000 | 90,991 | ||||||
SYNCHRONY BANK 5.400% 08/22/25 DD 08/23/22 | 280,000 | 276,155 | ||||||
SYNCHRONY FINANCIAL 4.875% 06/13/25 DD 06/13/22 | 430,000 | 419,509 | ||||||
TAKE-TWO INTERACTIVE SOFTWARE 3.300% 03/28/24 DD 04/14/22 | 830,000 | 810,570 | ||||||
TELEDYNE TECHNOLOGIES INC 0.950% 04/01/24 DD 03/22/21 | 675,000 | 637,884 | ||||||
TERWIN MORTGAGE TRUST S 6HE A1 VAR RT 11/25/33 DD 11/25/03 | 3,835 | 3,328 | ||||||
THERMO FISHER SCIENTIFIC INC 1.215% 10/18/24 DD 10/22/21 | 600,000 | 563,381 | ||||||
TIME WARNER CABLE ENTERPRISES 8.375% 03/15/23 DD 09/15/93 | 375,000 | 377,342 | ||||||
T-MOBILE USA INC 3.500% 04/15/25 DD 04/15/21 | 575,000 | 553,340 | ||||||
TOWD POINT MORTGAGE 1 A1 144A VAR RT 01/25/60 DD 01/01/20 | 126,968 | 116,472 | ||||||
TOWD POINT MORTGAGE 4 A1 144A VAR RT 10/25/59 DD 10/01/19 | 456,955 | 424,665 | ||||||
TOWD POINT MORTGAGE A14X A REGS VAR RT 05/20/45 | 157,108 | 185,505 | ||||||
TOWD POINT MORTGAGE GR4A A1 144A VAR RT 10/20/51 | 125,860 | 150,925 | ||||||
TOWD POINT MORTGAGE HY2 A1 144A VAR RT 05/25/58 DD 04/30/19 | 51,613 | 51,128 | ||||||
21
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
TOWD POINT MORTGAGE HY3 A1A 144A VAR RT 10/25/59 DD 10/30/19 | 67,869 | 67,129 | ||||||
TOYOTA AUTO LOAN EXT 1A A 144A 2.560% 11/25/31 DD 06/19/19 | 300,000 | 289,173 | ||||||
TOYOTA LEASE OWNER T A A3 144A 0.390% 04/22/24 DD 04/21/21 | 376,515 | 371,350 | ||||||
TOYOTA LEASE OWNER T A A4 144A 0.500% 08/20/25 DD 04/21/21 | 100,000 | 96,825 | ||||||
TOYOTA MOTOR CREDIT CORP 3.950% 06/30/25 DD 06/30/22 | 720,000 | 705,439 | ||||||
TOYOTA MOTOR CREDIT CORP VAR RT 12/11/23 DD 12/09/22 | 100,000 | 100,152 | ||||||
TOYOTA TSUSHO CORP REGS 3.625% 09/13/23 | 600,000 | 592,884 | ||||||
TRANSCANADA PIPELINES LTD 1.000% 10/12/24 DD 10/12/21 | 325,000 | 300,868 | ||||||
TRINITY SQUARE 2021- 1A A 144A VAR RT 07/15/59 | 144,009 | 171,236 | ||||||
TRUIST BANK 1.250% 03/09/23 DD 03/09/20 | 800,000 | 794,932 | ||||||
U S TREASURY BOND 1.375% 11/15/40 DD 11/15/20 | 5,700,000 | 3,733,723 | ||||||
U S TREASURY BOND 1.625% 11/15/50 DD 11/15/20 | 1,150,000 | 691,213 | ||||||
U S TREASURY BOND 1.875% 02/15/51 DD 02/15/21 | 100,000 | 64,184 | ||||||
U S TREASURY BOND 2.875% 05/15/52 DD 05/15/22 | 200,000 | 161,750 | ||||||
U S TREASURY BOND 4.000% 11/15/52 DD 11/15/22 | 300,000 | 303,094 | ||||||
U S TREASURY NOTE 0.250% 03/15/24 DD 03/15/21 | 13,430,000 | 12,736,991 | ||||||
U S TREASURY NOTE 0.250% 07/31/25 DD 07/31/20 | 5,090,000 | 4,596,707 | ||||||
U S TREASURY NOTE 0.375% 04/15/24 DD 04/15/21 | 1,420,000 | 1,344,230 | ||||||
U S TREASURY NOTE 0.500% 02/28/26 DD 02/28/21 | 4,580,000 | 4,085,861 | ||||||
U S TREASURY NOTE 1.125% 01/15/25 DD 01/15/22 | 10,380,000 | 9,719,491 | ||||||
U S TREASURY NOTE 1.250% 06/30/28 DD 06/30/21 | 2,590,000 | 2,243,891 | ||||||
U S TREASURY NOTE 2.500% 05/31/24 DD 05/31/22 | 3,190,000 | 3,096,045 | ||||||
U S TREASURY NOTE 2.625% 12/31/25 DD 12/31/18 | 1,840,000 | 1,761,225 | ||||||
U S TREASURY NOTE 2.750% 06/30/25 DD 06/30/18 | 2,230,000 | 2,149,859 | ||||||
U S TREASURY NOTE 2.750% 08/31/25 DD 08/31/18 | 2,260,000 | 2,174,191 | ||||||
U S TREASURY NOTE 2.875% 04/30/25 DD 04/30/18 | 1,000,000 | 968,359 | ||||||
U S TREASURY NOTE 2.875% 05/31/25 DD 05/31/18 | 270,000 | 261,214 | ||||||
U S TREASURY NOTE 3.000% 07/15/25 DD 07/15/22 | 4,440,000 | 4,303,852 | ||||||
U S TREASURY NOTE 3.000% 10/31/25 DD 10/31/18 | 13,100,000 | 12,662,992 | ||||||
UBS AG/LONDON 144A 0.375% 06/01/23 DD 06/01/21 | 325,000 | 318,498 | ||||||
UBS AG/LONDON 144A 0.450% 02/09/24 DD 02/09/21 | 475,000 | 450,208 | ||||||
UBS AG/LONDON 144A 0.700% 08/09/24 DD 08/09/21 | 275,000 | 256,363 | ||||||
UBS GROUP AG 144A VAR RT 08/05/25 DD 08/05/22 | 725,000 | 712,909 | ||||||
UNITED KINGDOM GILT REGS 0.625% 10/22/50 | 200,000 | 107,150 | ||||||
UNITED KINGDOM GILT REGS 1.250% 07/31/51 | 300,000 | 194,906 | ||||||
UNITED KINGDOM GILT REGS 1.500% 07/31/53 | 100,000 | 68,809 | ||||||
UNITED KINGDOM GILT REGS 1.750% 01/22/49 | 600,000 | 461,744 | ||||||
UNITED KINGDOM GILT REGS 4.250% 12/07/40 | 200,000 | 245,995 | ||||||
US TREAS-CPI INFLATION 0.125% 01/15/32 DD 01/15/22 | 107,493 | 94,258 | ||||||
US TREAS-CPI INFLATION 0.125% 07/15/26 DD 07/15/16 | 124,310 | 117,245 | ||||||
US TREAS-CPI INFLATION 0.125% 07/15/31 DD 07/15/21 | 222,350 | 196,689 | ||||||
US TREAS-CPI INFLATION 0.250% 02/15/50 DD 02/15/20 | 9,600,703 | 6,473,099 | ||||||
US TREAS-CPI INFLATION 0.250% 07/15/29 DD 07/15/19 | 372,768 | 341,651 | ||||||
US TREAS-CPI INFLATION 0.375% 07/15/27 DD 07/15/17 | 146,173 | 137,904 | ||||||
US TREAS-CPI INFLATION 0.500% 01/15/28 DD 01/15/18 | 966,400 | 909,737 | ||||||
US TREAS-CPI INFLATION 0.625% 01/15/26 DD 01/15/16 | 125,404 | 120,476 | ||||||
US TREAS-CPI INFLATION 0.625% 07/15/32 DD 07/15/22 | 4,204,755 | 3,855,454 | ||||||
US TREAS-CPI INFLATION 0.750% 02/15/45 DD 02/15/15 | 177,153 | 143,257 | ||||||
US TREAS-CPI INFLATION 0.875% 02/15/47 DD 02/15/17 | 24,688 | 20,236 | ||||||
US TREAS-CPI INFLATION 1.375% 02/15/44 DD 02/15/14 | 166,209 | 154,347 | ||||||
US TREAS-CPI INFLATION 2.375% 01/15/27 DD 01/15/07 | 147,757 | 150,856 | ||||||
US TREAS-CPI INFLATION 2.500% 01/15/29 DD 01/15/09 | 666,173 | 695,305 | ||||||
US TREAS-CPI INFLATION 3.375% 04/15/32 DD 10/15/01 | 16,788 | 19,234 | ||||||
US TREAS-CPI INFLATION 3.875% 04/15/29 DD 04/15/99 | 543,768 | 611,612 | ||||||
22
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
UWM MORTGAGE TRUST INV3 A3 144A VAR RT 11/25/51 DD 10/01/21 | 274,051 | 220,376 | ||||||
UWM MORTGAGE TRUST INV3 A9 144A VAR RT 11/25/51 DD 10/25/21 | 274,051 | 250,513 | ||||||
VENTURE XXIX CLO L 29A AR 144A VAR RT 09/07/30 DD 03/23/21 | 250,000 | 245,436 | ||||||
VISTRA OPERATIONS CO LLC 144A 3.550% 07/15/24 DD 06/11/19 | 225,000 | 215,877 | ||||||
VOLKSWAGEN GROUP OF AMERICA 144A 3.950% 06/06/25 DD 06/08/22 | 400,000 | 387,419 | ||||||
VOYA CLO 2017-1 LT 1A A1R 144A VAR RT 04/17/30 DD 05/18/21 | 236,297 | 233,365 | ||||||
WACHOVIA MORTGAGE LOAN T B 2A4 VAR RT 10/20/35 DD 11/01/05 | 22,560 | 21,267 | ||||||
WALGREENS BOOTS ALLIANCE INC 0.950% 11/17/23 DD 11/17/21 | 500,000 | 481,268 | ||||||
WAMU MORTGAGE PASS-TH AR13 A1A VAR RT 11/25/34 DD 11/23/04 | 96,061 | 87,489 | ||||||
WAMU MORTGAGE PASS-TH AR15 A1A2 VAR RT 11/25/45 DD 11/22/05 | 62,992 | 54,314 | ||||||
WEC ENERGY GROUP INC 0.550% 09/15/23 DD 09/17/20 | 275,000 | 266,615 | ||||||
WELLS FARGO & CO 3.750% 01/24/24 DD 01/24/19 | 249,000 | 245,683 | ||||||
WELLS FARGO & CO VAR RT 04/30/26 DD 04/30/20 | 400,000 | 372,546 | ||||||
WELLS FARGO & CO VAR RT 05/19/25 DD 05/19/21 | 450,000 | 421,381 | ||||||
WELLS FARGO & CO VAR RT 06/02/24 DD 06/02/20 | 850,000 | 836,362 | ||||||
WELLS FARGO & CO VAR RT 08/15/26 DD 08/15/22 | 575,000 | 563,811 | ||||||
XCEL ENERGY INC 0.500% 10/15/23 DD 09/25/20 | 150,000 | 144,549 | ||||||
ZF FINANCE GMBH REGS 2.000% 05/06/27 | 100,000 | 87,002 | ||||||
Total Fixed Income Securities | $ | 222,688,612 | ||||||
Common Stock | ||||||||
2SEVENTY BIO INC | 25,576 | $ | 239,647 | |||||
AAR CORP | 10,040 | 450,796 | ||||||
ABBOTT LABORATORIES | 80,499 | 8,837,985 | ||||||
ABBVIE INC | 21,379 | 3,455,060 | ||||||
ABCAM PLC | 30,772 | 453,812 | ||||||
ABCAM PLC ADR | 88,021 | 1,369,607 | ||||||
ACADIA PHARMACEUTICALS INC | 35,780 | 569,618 | ||||||
ACLARIS THERAPEUTICS INC | 42,241 | 665,296 | ||||||
ADAPTHEALTH CORP | 26,824 | 515,557 | ||||||
ADDUS HOMECARE CORP | 11,175 | 1,111,801 | ||||||
ADICET BIO INC | 19,050 | 170,307 | ||||||
ADVANCED DRAINAGE SYSTEMS INC | 7,784 | 638,054 | ||||||
ADVANCED MICRO DEVICES INC | 55,358 | 3,585,538 | ||||||
ADYEN NV | 2,317 | 3,185,979 | ||||||
ADYEN NV ADR | 80,400 | 1,109,520 | ||||||
AEROJET ROCKETDYNE HOLDINGS INC | 15,022 | 840,180 | ||||||
AEROVIRONMENT INC | 3,873 | 331,761 | ||||||
AFFIRM HOLDINGS INC | 25,568 | 247,243 | ||||||
AGCO CORP | 56,200 | 7,794,378 | ||||||
AGILENT TECHNOLOGIES INC | 28,616 | 4,282,384 | ||||||
AIA GROUP LTD HK/01299 | 829,333 | 9,223,135 | ||||||
AIB GROUP PLC | 306,365 | 1,182,562 | ||||||
AIR LEASE CORP | 36,987 | 1,421,041 | ||||||
AIR LIQUIDE SA | 11,495 | 1,624,288 | ||||||
AIRBUS SE | 13,878 | 1,644,350 | ||||||
AKERO THERAPEUTICS INC | 12,493 | 684,616 | ||||||
AKZO NOBEL NV | 7,021 | 468,772 | ||||||
ALASKA AIR GROUP INC | 119,300 | 5,122,742 | ||||||
ALBANY INTERNATIONAL CORP | 6,473 | 638,173 | ||||||
ALCON INC | 49,444 | 3,385,820 | ||||||
ALD SA | 35,412 | 406,658 | ||||||
ALD SA RTS | 35,412 | 60,847 | ||||||
ALFA LAVAL AB | 89,250 | 2,579,123 | ||||||
23
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
ALIGN TECHNOLOGY INC | 2,216 | 467,354 | ||||||
ALIMENTATION COUCHE-TARD INC | 51,400 | 2,257,131 | ||||||
ALLFUNDS GROUP PLC | 55,744 | 388,190 | ||||||
ALLIANT ENERGY CORP | 120,200 | 6,636,242 | ||||||
ALLIANZ SE | 18,243 | 3,911,491 | ||||||
ALLSTATE CORP/THE | 36,200 | 4,908,720 | ||||||
ALPHA METALLURGICAL RESOURCES | 2,417 | 353,825 | ||||||
ALPHA TEKNOVA INC | 57,656 | 325,180 | ||||||
ALPHABET INC | 408,928 | 36,230,534 | ||||||
AMAZON.COM INC | 371,484 | 31,204,656 | ||||||
AMBEV SA ADR | 690,089 | 1,877,042 | ||||||
AMEDISYS INC | 7,528 | 628,889 | ||||||
AMERANT BANCORP INC | 95,456 | 2,562,039 | ||||||
AMERICAN FINANCIAL GROUP INC/O | 45,000 | 6,177,600 | ||||||
AMERICAN INTERNATIONAL GROUP INC | 198,684 | 12,564,776 | ||||||
AMERICAN VANGUARD CORP | 47,287 | 1,026,601 | ||||||
AMERIS BANCORP | 95,073 | 4,481,741 | ||||||
AMICUS THERAPEUTICS INC | 76,837 | 938,180 | ||||||
AMPHENOL CORP | 84,200 | 6,410,988 | ||||||
AMPLIFON SPA | 8,453 | 250,977 | ||||||
ANGLO AMERICAN PLC | 27,004 | 1,051,316 | ||||||
ANTERO MIDSTREAM CORP | 43,925 | 473,951 | ||||||
ANZ GROUP HOLDINGS LTD | 165,647 | 2,657,811 | ||||||
APELLIS PHARMACEUTICALS INC | 24,948 | 1,290,061 | ||||||
APPLE INC | 296,353 | 38,505,145 | ||||||
APTARGROUP INC | 53,100 | 5,839,938 | ||||||
APTIV PLC | 68,637 | 6,392,164 | ||||||
ARCELORMITTAL SA | 19,714 | 517,052 | ||||||
ARCHER-DANIELS-MIDLAND CO | 17,425 | 1,617,911 | ||||||
ARCONIC CORP | 14,555 | 307,984 | ||||||
ARGENX SE | 1,325 | 492,533 | ||||||
ARGENX SE ADR | 16,028 | 6,071,887 | ||||||
ARISTA NETWORKS INC | 28,130 | 3,413,576 | ||||||
ARKEMA SA | 6,130 | 548,763 | ||||||
ARTHUR J GALLAGHER & CO | 4,114 | 775,654 | ||||||
ARVINAS INC | 12,003 | 410,623 | ||||||
ASAHI INTECC CO LTD | 18,900 | 309,975 | ||||||
ASANA INC | 20,850 | 287,105 | ||||||
ASCENDIS PHARMA A/S ADR | 54,969 | 6,713,364 | ||||||
ASML HOLDING NV | 16,556 | 8,993,106 | ||||||
ASR NEDERLAND NV | 8,065 | 381,737 | ||||||
ASSA ABLOY AB | 33,498 | 719,181 | ||||||
ASSURED GUARANTY LTD | 31,045 | 1,932,862 | ||||||
ASTELLAS PHARMA INC | 81,300 | 1,236,337 | ||||||
ASTRAZENECA PLC | 29,071 | 3,922,879 | ||||||
ASTRAZENECA PLC ADR | 24,848 | 1,684,694 | ||||||
ATI INC | 16,059 | 479,522 | ||||||
ATLAS COPCO AB | 436,570 | 5,157,807 | ||||||
ATLASSIAN CORP | 43,782 | 5,633,868 | ||||||
ATRICURE INC | 20,434 | 906,861 | ||||||
AURORA INNOVATION INC | 324,970 | 393,214 | ||||||
AVERY DENNISON CORP | 34,400 | 6,226,400 | ||||||
AVIENT CORP | 20,374 | 687,826 | ||||||
AXA SA | 74,881 | 2,082,231 | ||||||
24
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
AXCELIS TECHNOLOGIES INC | 40,307 | 3,198,764 | ||||||
AZEK CO INC/THE | 71,498 | 1,452,839 | ||||||
AZZ INC | 17,255 | 693,651 | ||||||
BAE SYSTEMS PLC | 86,729 | 893,033 | ||||||
BANC OF CALIFORNIA INC | 89,971 | 1,433,238 | ||||||
BANCO BILBAO VIZCAYA ARGENTARIA | 437,402 | 2,630,049 | ||||||
BANDAI NAMCO HOLDINGS INC | 8,000 | 504,089 | ||||||
BANK OF AMERICA CORP | 218,942 | 7,251,359 | ||||||
*BANK OF NEW YORK MELLON CORP | 150,000 | 6,828,000 | ||||||
BARNES GROUP INC | 14,209 | 580,438 | ||||||
BARRICK GOLD CORP | 20,215 | 346,279 | ||||||
BAWAG GROUP AG | 21,261 | 1,130,002 | ||||||
BEAUTY HEALTH CO/THE | 63,749 | 580,116 | ||||||
BEAZLEY PLC | 121,133 | 990,105 | ||||||
BECTON DICKINSON AND CO | 18,383 | 4,674,797 | ||||||
BELLRING BRANDS INC | 54,867 | 1,406,790 | ||||||
BENTLEY SYSTEMS INC | 32,236 | 1,191,443 | ||||||
BERKSHIRE HATHAWAY INC | 17,568 | 5,426,755 | ||||||
BHP GROUP LTD ADR | 76,333 | 4,736,463 | ||||||
BILL.COM HOLDINGS INC | 36,598 | 3,987,718 | ||||||
BIONTECH SE ADR | 13,935 | 2,093,316 | ||||||
BLINK CHARGING CO | 33,545 | 367,989 | ||||||
BLOCK INC | 23,790 | 1,494,964 | ||||||
BLUEPRINT MEDICINES CORP | 14,388 | 630,338 | ||||||
BNP PARIBAS SA | 13,305 | 756,137 | ||||||
BOAT ROCKER MEDIA INC SUB VTG | 43,590 | 72,706 | ||||||
BOISE CASCADE CO | 14,291 | 981,363 | ||||||
BOOKING HOLDINGS INC | 3,766 | 7,589,544 | ||||||
BORGWARNER INC | 255,669 | 10,290,677 | ||||||
BP PLC | 529,548 | 3,025,081 | ||||||
BRAMBLES LTD | 36,569 | 299,327 | ||||||
BRENNTAG SE | 18,199 | 1,159,935 | ||||||
BRITISH AMERICAN TOBACCO PLC | 80,394 | 3,173,406 | ||||||
BT GROUP PLC | 401,451 | 541,096 | ||||||
BUMBLE INC | 48,227 | 1,015,178 | ||||||
BUREAU VERITAS SA | 38,734 | 1,017,349 | ||||||
CABOT CORP | 28,798 | 1,924,858 | ||||||
CACTUS INC | 21,605 | 1,085,867 | ||||||
CADENCE BANK | 46,334 | 1,142,596 | ||||||
CANADIAN NATIONAL RAILWAY CO | 16,768 | 1,993,380 | ||||||
CAPGEMINI SE | 4,246 | 706,694 | ||||||
CAPITALAND INVESTMENT LTD/SING | 288,700 | 796,443 | ||||||
CARGURUS INC | 90,152 | 1,263,030 | ||||||
CARMAX INC | 72,095 | 4,389,865 | ||||||
CARPENTER TECHNOLOGY CORP | 6,447 | 238,152 | ||||||
CARRIER GLOBAL CORP | 139,293 | 5,745,836 | ||||||
CASA SYSTEMS INC | 76,735 | 209,487 | ||||||
CASELLA WASTE SYSTEMS INC | 7,713 | 611,718 | ||||||
CATALENT INC | 88,588 | 3,987,346 | ||||||
CATERPILLAR INC | 26,776 | 6,414,459 | ||||||
CAVCO INDUSTRIES INC | 4,738 | 1,071,973 | ||||||
CELLDEX THERAPEUTICS INC | 28,584 | 1,273,989 | ||||||
CELLNEX TELECOM SA | 24,857 | 820,265 | ||||||
25
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
CELSIUS HOLDINGS INC | 12,081 | 1,256,907 | ||||||
CENTURY ALUMINUM CO | 11,650 | 95,297 | ||||||
CENTURY COMMUNITIES INC | 40,093 | 2,005,051 | ||||||
CERIDIAN HCM HOLDING INC | 19,372 | 1,242,714 | ||||||
CHARLES SCHWAB CORP/THE | 45,625 | 3,798,738 | ||||||
CHEFS’ WAREHOUSE INC/THE | 66,025 | 2,197,312 | ||||||
CHESAPEAKE ENERGY CORP | – | 9 | ||||||
CHEVRON CORP | 14,079 | 2,527,040 | ||||||
CHIBA BANK LTD/THE | 220,900 | 1,610,563 | ||||||
CHIPOTLE MEXICAN GRILL INC | 6,134 | 8,510,864 | ||||||
CHORD ENERGY CORP | 11,100 | 1,518,583 | ||||||
CHUBB LTD | 21,602 | 4,765,401 | ||||||
CHUGAI PHARMACEUTICAL CO LTD | 143,300 | 3,657,845 | ||||||
CIE FINANCIERE RICHEMONT SA | 16,211 | 2,100,842 | ||||||
CINEMARK HOLDINGS INC | 151,870 | 1,315,194 | ||||||
CINTAS CORP | 1,992 | 899,627 | ||||||
CK ASSET HOLDINGS LTD HK/01113 | 152,000 | 935,765 | ||||||
CLEAN HARBORS INC | 31,605 | 3,606,763 | ||||||
CLEARWATER ANALYTICS HOLDINGS | 64,822 | 1,215,413 | ||||||
CNH INDUSTRIAL NV | 188,218 | 3,019,451 | ||||||
COHERENT CORP | 14,261 | 500,561 | ||||||
COHU INC | 15,401 | 493,602 | ||||||
COMMERCIAL METALS CO | 15,089 | 728,799 | ||||||
COMMERZBANK AG | 79,484 | 749,552 | ||||||
COMPASS GROUP PLC | 65,879 | 1,519,539 | ||||||
CONFLUENT INC | 23,748 | 528,156 | ||||||
CONOCOPHILLIPS | 83,847 | 9,893,946 | ||||||
CONSTELLIUM SE | 15,432 | 182,561 | ||||||
CONVATEC GROUP PLC | 167,605 | 468,950 | ||||||
COOPER COS INC/THE | 25,348 | 8,381,823 | ||||||
CORTEVA INC | 27,550 | 1,619,389 | ||||||
COSTAR GROUP INC | 30,718 | 2,373,887 | ||||||
COTERRA ENERGY INC | 228,601 | 5,616,717 | ||||||
CRH PLC | 17,875 | 706,043 | ||||||
CRINETICS PHARMACEUTICALS INC | 28,585 | 523,106 | ||||||
CROCS INC | 38,096 | 4,130,749 | ||||||
CRODA INTERNATIONAL PLC | 7,606 | 604,217 | ||||||
CROWDSTRIKE HOLDINGS INC | 5,220 | 549,614 | ||||||
CROWN HOLDINGS INC | 70,100 | 5,762,921 | ||||||
CSPC PHARMACEUTICAL GROUP LTD HK/01093 | 1,478,000 | 1,552,809 | ||||||
CTI BIOPHARMA CORP | 72,238 | 434,150 | ||||||
CYTOKINETICS INC | 31,672 | 1,451,211 | ||||||
DAIFUKU CO LTD | 27,800 | 1,302,088 | ||||||
DAIICHI SANKYO CO LTD | 48,400 | 1,558,983 | ||||||
DAIKIN INDUSTRIES LTD | 6,100 | 933,874 | ||||||
DAIMLER TRUCK HOLDING AG | 35,355 | 1,092,171 | ||||||
DANAHER CORP | 25,209 | 6,690,973 | ||||||
DARDEN RESTAURANTS INC | 19,400 | 2,683,602 | ||||||
DASSAULT AVIATION SA | 1,020 | 172,216 | ||||||
DASSAULT SYST SHS | 52,986 | 1,894,119 | ||||||
DATADOG INC | 40,195 | 2,954,333 | ||||||
DBS GROUP HOLDINGS LTD | 200,529 | 5,071,536 | ||||||
DEERE & CO | 9,968 | 4,273,880 | ||||||
DENALI THERAPEUTICS INC | 24,228 | 673,781 | ||||||
26
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
DENBURY INC | 2,957 | 257,318 | ||||||
DESIGN THERAPEUTICS INC | 13,228 | 135,719 | ||||||
DEVON ENERGY CORP | 82,900 | 5,099,179 | ||||||
DEXCOM INC | 23,404 | 2,650,269 | ||||||
DIAGEO PLC | 41,624 | 1,827,537 | ||||||
DIAMOND OFFSHORE DRILLING INC | 63,401 | 659,370 | ||||||
DIAMONDBACK ENERGY INC | – | 38 | ||||||
DIASORIN SPA | 3,888 | 541,091 | ||||||
DOLLAR GENERAL CORP | 19,686 | 4,847,678 | ||||||
DOLLAR TREE INC | 6,958 | 984,140 | ||||||
DOMINION ENERGY INC | 40,842 | 2,504,431 | ||||||
DOORDASH INC | 16,269 | 794,253 | ||||||
DSV A/S | 656 | 103,232 | ||||||
DUCKHORN PORTFOLIO INC/THE | 58,620 | 971,333 | ||||||
DXC TECHNOLOGY CO | 153,000 | 4,054,500 | ||||||
DYCOM INDUSTRIES INC | 20,139 | 1,885,010 | ||||||
EASTERN BANKSHARES INC | 179,674 | 3,099,377 | ||||||
EASYJET PLC | 12,830 | 50,096 | ||||||
EDENRED | 8,441 | 458,360 | ||||||
EDP - ENERGIAS DE PORTUGAL SA | 133,567 | 663,710 | ||||||
ELEMENT SOLUTIONS INC | 36,921 | 671,593 | ||||||
ELEVANCE HEALTH INC | 5,234 | 2,684,885 | ||||||
ELI LILLY & CO | 27,079 | 9,906,581 | ||||||
EMBECTA CORP | 1 | 15 | ||||||
ENEL SPA | 153,753 | 825,387 | ||||||
ENERPLUS CORP | 119,592 | 2,110,799 | ||||||
ENGIE SA | 71,570 | 1,022,617 | ||||||
ENN ENERGY HOLDINGS LTD HK/02688 | 152,300 | 2,138,653 | ||||||
ENSTAR GROUP LTD | 6,610 | 1,527,174 | ||||||
ENTERPRISE FINANCIAL SERVICES | 34,244 | 1,676,586 | ||||||
ENVISTA HOLDINGS CORP | 50,360 | 1,695,621 | ||||||
EPIROC AB | 126,334 | 2,301,887 | ||||||
EQT AB | 27,350 | 579,050 | ||||||
ERSTE GROUP BANK AG | 12,949 | 413,213 | ||||||
ESC GLOBIX CORPORATION | 1,200 | – | ||||||
ETSY INC | 15,731 | 1,884,259 | ||||||
EVERCORE INC | 6,533 | 712,620 | ||||||
EVEREST RE GROUP LTD | 21,800 | 7,221,686 | ||||||
EVGO INC | 24,349 | 108,840 | ||||||
EVOLENT HEALTH INC | 55,205 | 1,550,156 | ||||||
EXACT SCIENCES CORP | 23,502 | 1,163,584 | ||||||
EXPERIAN PLC | 17,528 | 593,105 | ||||||
EXPRO GROUP HOLDINGS NV | 20,380 | 369,286 | ||||||
FABRINET | 17,662 | 2,264,622 | ||||||
FANUC CORP | 7,625 | 1,146,249 | ||||||
FERRARI NV | 3,856 | 823,886 | ||||||
FINECOBANK BANCA FINECO SPA | 70,919 | 1,174,682 | ||||||
FIRST REPUBLIC BANK/CA | 41,691 | 5,081,716 | ||||||
FIRSTCASH HOLDINGS INC | 17,826 | 1,549,258 | ||||||
FIVE BELOW INC | 11,561 | 2,044,794 | ||||||
FIVE POINT HOLDINGS LLC | 56,877 | 132,523 | ||||||
FLEX LTD | 368,800 | 7,914,448 | ||||||
FLOWSERVE CORP | 71,768 | 2,201,842 | ||||||
FLUOR CORP | 104,688 | 3,628,486 | ||||||
27
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
FOMENTO ECONOMICO MEXICANO SAB ADR | 38,645 | 3,018,947 | ||||||
FOOT LOCKER INC | 25,373 | 958,846 | ||||||
FORGEROCK INC | 53,791 | 1,224,821 | ||||||
FORMFACTOR INC | 80,347 | 1,786,114 | ||||||
FORTINET INC | 7,570 | 370,097 | ||||||
FORTIVE CORP | 39,759 | 2,554,516 | ||||||
FRANCO-NEVADA CORP | 41,400 | 5,650,272 | ||||||
FREEPORT-MCMORAN INC | 139,793 | 5,312,134 | ||||||
FRESHPET INC | 19,276 | 1,017,195 | ||||||
GENERAL ELECTRIC CO | 19,185 | 1,607,511 | ||||||
GENERAL MOTORS CO | 178,334 | 5,999,156 | ||||||
GENMAB A/S | 2,581 | 1,089,392 | ||||||
GENMAB A/S ADR | 18,528 | 785,217 | ||||||
GENPACT LTD | 153,800 | 7,124,016 | ||||||
GENTHERM INC | 6,671 | 435,550 | ||||||
GENUS PLC | 7,555 | 271,183 | ||||||
GENWORTH FINANCIAL INC | 135,150 | 714,944 | ||||||
GLAUKOS CORP | 18,840 | 822,931 | ||||||
GLENCORE PLC | 334,218 | 2,220,818 | ||||||
GLOBAL PAYMENTS INC | 108,606 | 10,786,748 | ||||||
GLOBAL-E ONLINE LTD | 47,186 | 973,919 | ||||||
GMO PAYMENT GATEWAY INC | 3,257 | 269,555 | ||||||
GMS INC | 12,401 | 617,570 | ||||||
GOLAR LNG LTD | 17,214 | 392,307 | ||||||
*GOLDMAN SACHS GROUP INC/THE | 536,915 | 184,365,873 | ||||||
GRAFTECH INTERNATIONAL LTD | 26,611 | 126,668 | ||||||
GREEN PLAINS INC | 65,329 | 1,992,535 | ||||||
GRIFOLS SA | 25,514 | 293,265 | ||||||
GSK PLC | 80,728 | 1,396,020 | ||||||
GULFPORT ENERGY CORP | 7,064 | 520,193 | ||||||
HAEMONETICS CORP | 19,889 | 1,564,270 | ||||||
HAIER SMART HOME CO LTD HK/06690 | 1,413,000 | 4,815,636 | ||||||
HAKUHODO DY HOLDINGS INC | 24,900 | 250,991 | ||||||
HALOZYME THERAPEUTICS INC | 24,075 | 1,369,868 | ||||||
HAMILTON LANE ALL-CLAS-CW26 WTS EXP 01/08/26 | 20,726 | 415 | ||||||
HAMILTON LANE INC | 20,222 | 1,291,781 | ||||||
HANNON ARMSTRONG SUSTAINABLE | 17,852 | 517,351 | ||||||
HANOVER INSURANCE GROUP INC/THE | 9,088 | 1,228,061 | ||||||
HARMONIC INC | 84,905 | 1,112,256 | ||||||
HARTFORD FINANCIAL SERVICES GROUP | 37,716 | 2,860,004 | ||||||
HB FULLER CO | 21,920 | 1,569,910 | ||||||
HCA HEALTHCARE INC | 23,603 | 5,663,776 | ||||||
HDFC BANK LTD ADR | 33,421 | 2,286,331 | ||||||
HEALTH CATALYST INC | 48,253 | 512,929 | ||||||
HECLA MINING CO | 84,580 | 470,265 | ||||||
HELIOS TECHNOLOGIES INC | 3,687 | 200,720 | ||||||
HEWLETT PACKARD ENTERPRISE CO | 274,500 | 4,381,020 | ||||||
HILTON WORLDWIDE HOLDINGS INC | 39,900 | 5,041,764 | ||||||
HOLOGIC INC | 85,500 | 6,396,255 | ||||||
HOME BANCSHARES INC/AR | 131,263 | 2,991,484 | ||||||
HOME DEPOT INC/THE | 16,367 | 5,169,681 | ||||||
HONEYWELL INTERNATIONAL INC | 18,723 | 4,012,339 | ||||||
HOSTESS BRANDS INC | 5,815 | 130,489 | ||||||
HOULIHAN LOKEY INC | 6,244 | 544,227 | ||||||
28
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
HOYA CORP | 7,980 | 768,395 | ||||||
HSBC HOLDINGS PLC | 187,341 | 1,162,143 | ||||||
HUBBELL INC | 22,700 | 5,327,236 | ||||||
HUBSPOT INC | 21,115 | 6,104,980 | ||||||
HUMANA INC | 19,070 | 9,767,463 | ||||||
HUNTINGTON BANCSHARES INC/OH | 199,000 | 2,805,900 | ||||||
HYVE GROUP PLC | 119,011 | 105,365 | ||||||
IBERDROLA SA | 107,504 | 1,254,039 | ||||||
IBIDEN CO LTD | 14,000 | 507,712 | ||||||
ICICI BANK LTD ADR | 165,929 | 3,632,186 | ||||||
IMCD NV | 3,095 | 439,813 | ||||||
IMMUNOCORE HOLDINGS PLC ADR | 11,311 | 645,519 | ||||||
IMMUNOGEN INC | 97,337 | 482,792 | ||||||
IMPERIAL BRANDS PLC | 13,558 | 337,758 | ||||||
IMPINJ INC | 2,867 | 313,019 | ||||||
INARI MEDICAL INC | 21,209 | 1,348,044 | ||||||
INFINEON TECHNOLOGIES AG | 158,241 | 4,801,335 | ||||||
INGERSOLL RAND INC | 91,063 | 4,758,042 | ||||||
INGEVITY CORP | 24,037 | 1,693,166 | ||||||
INHIBRX INC | 18,285 | 450,542 | ||||||
INTEGRA LIFESCIENCES HOLDINGS | 21,423 | 1,201,188 | ||||||
INTELLIA THERAPEUTICS INC | 14,176 | 494,601 | ||||||
INTER PARFUMS INC | 7,280 | 702,666 | ||||||
INTERNATIONAL GAME TECHNOLOGY | 18,359 | 416,382 | ||||||
INTRA-CELLULAR THERAPIES INC | 20,403 | 1,079,727 | ||||||
INTUIT INC | 17,885 | 6,961,200 | ||||||
INTUITIVE SURGICAL INC | 27,687 | 7,346,745 | ||||||
IRHYTHM TECHNOLOGIES INC | 11,157 | 1,045,076 | ||||||
ISUZU MOTORS LTD | 107,000 | 1,254,530 | ||||||
ITOCHU CORP | 19,444 | 610,973 | ||||||
IVANHOE MINES LTD CL A | 23,667 | 186,898 | ||||||
JB HUNT TRANSPORT SERVICES INC | 23,300 | 4,062,588 | ||||||
JCDECAUX SE | 32,941 | 622,969 | ||||||
JELD-WEN HOLDING INC | 25,269 | 243,846 | ||||||
JETBLUE AIRWAYS CORP | 292,983 | 1,898,530 | ||||||
KANSAI ELECTRIC POWER CO INC | 56,700 | 549,618 | ||||||
KARUNA THERAPEUTICS INC | 5,682 | 1,116,513 | ||||||
KBC GROUP NV | 9,533 | 611,260 | ||||||
KDDI CORP | 38,900 | 1,173,972 | ||||||
KEMPER CORP | 17,886 | 879,991 | ||||||
KENNAMETAL INC | 36,511 | 878,455 | ||||||
KERING SA | 3,443 | 1,747,245 | ||||||
KEYENCE CORP | 8,190 | 3,191,707 | ||||||
KKR & CO INC | 142,346 | 6,607,701 | ||||||
KOITO MANUFACTURING CO LTD | 5,280 | 79,513 | ||||||
KOMATSU LTD | 90,600 | 1,974,805 | ||||||
KONINKLIJKE AHOLD DELHAIZE NV | 37,891 | 1,085,387 | ||||||
KONINKLIJKE DSM NV | 1,890 | 230,555 | ||||||
KONINKLIJKE KPN NV | 293,999 | 906,797 | ||||||
KRATOS DEFENSE & SECURITY SOLUTIONS | 21,267 | 219,475 | ||||||
KUBOTA CORP | 141,690 | 1,951,197 | ||||||
KYMERA THERAPEUTICS INC | 14,865 | 371,030 | ||||||
L3HARRIS TECHNOLOGIES INC | 15,970 | 3,325,114 | ||||||
LAM RESEARCH CORP | 1,549 | 651,045 | ||||||
29
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
LANDSTAR SYSTEM INC | 28,500 | 4,642,650 | ||||||
LASERTEC CORP | 3,833 | 631,692 | ||||||
LATTICE SEMICONDUCTOR CORP | 92,941 | 6,030,012 | ||||||
LEGALZOOM.COM INC | 11,905 | 92,145 | ||||||
LEIDOS HOLDINGS INC | 69,400 | 7,300,186 | ||||||
LHC GROUP INC | 3,739 | 604,559 | ||||||
LIBERTY MEDIA CORP-LIBERTY BRAVES | 62,082 | 2,000,903 | ||||||
LIGHTSPEED COMMERCE INC | 31,972 | 457,200 | ||||||
LINCOLN ELECTRIC HOLDINGS INC | 29,000 | 4,190,210 | ||||||
LINDE PLC | 25,817 | 8,419,694 | ||||||
LIVE NATION ENTERTAINMENT INC | 62,700 | 4,372,698 | ||||||
LIVENT CORP | 59,199 | 1,176,284 | ||||||
LONDON STOCK EXCHANGE GROUP PLC | 1,882 | 161,549 | ||||||
LONZA GROUP AG | 7,572 | 3,708,250 | ||||||
L’OREAL SA | 14,807 | 5,271,804 | ||||||
LOUISIANA-PACIFIC CORP | 21,919 | 1,297,605 | ||||||
LPL FINANCIAL HOLDINGS INC | 8,068 | 1,744,060 | ||||||
LUKOIL PJSC ADR | 41,527 | 289,028 | ||||||
LULULEMON ATHLETICA INC | 17,371 | 5,565,321 | ||||||
LVMH MOET HENNESSY LOUIS VUITTON | 4,170 | 3,025,849 | ||||||
MAGNOLIA OIL & GAS CORP | 34,660 | 812,777 | ||||||
MAKITA CORP | 23,900 | 557,899 | ||||||
MANPOWERGROUP INC | 52,900 | 4,401,809 | ||||||
MANULIFE FINANCIAL CORP | 107,400 | 1,914,248 | ||||||
MARSH & MCLENNAN COS INC | 44,098 | 7,297,337 | ||||||
MARTIN MARIETTA MATERIALS INC | 7,988 | 2,699,704 | ||||||
MARVELL TECHNOLOGY INC | 57,497 | 2,129,689 | ||||||
MASTERCARD INC | 36,057 | 12,538,101 | ||||||
MATCH GROUP INC | 22,337 | 926,762 | ||||||
MAXIMUS INC | 97,400 | 7,142,342 | ||||||
MEDTRONIC PLC | 48,416 | 3,762,892 | ||||||
META PLATFORMS INC | 55,534 | 6,682,962 | ||||||
METHANEX CORP | 12,050 | 455,871 | ||||||
MGIC INVESTMENT CORP | 147,498 | 1,917,474 | ||||||
MICROSOFT CORP | 232,843 | 55,840,408 | ||||||
MIDDLEBY CORP/THE | 46,400 | 6,212,960 | ||||||
MIRATI THERAPEUTICS INC | 4,404 | 199,545 | ||||||
MITSUBISHI CORP | 19,800 | 642,718 | ||||||
MITSUBISHI ELECTRIC CORP | 21,481 | 213,841 | ||||||
MITSUI & CO LTD | 25,500 | 744,640 | ||||||
MKS INSTRUMENTS INC | 65,300 | 5,532,869 | ||||||
MOLINA HEALTHCARE INC | 13,100 | 4,325,882 | ||||||
MONGODB INC | 9,463 | 1,862,697 | ||||||
MONOLITHIC POWER SYSTEMS INC | 13,929 | 4,925,434 | ||||||
MOOG INC | 8,855 | 777,115 | ||||||
MORPHIC HOLDING INC | 13,233 | 353,983 | ||||||
MOTOROLA SOLUTIONS INC | 17,600 | 4,535,696 | ||||||
MSCI INC | 9,956 | 4,631,233 | ||||||
MURPHY USA INC | 4,734 | 1,323,342 | ||||||
MUSASHI SEIMITSU INDUSTRY CO LTD | 33,600 | 398,530 | ||||||
MVB FINANCIAL CORP | 19,224 | 423,312 | ||||||
NANOSTRING TECHNOLOGIES INC | 77,412 | 616,974 | ||||||
NASDAQ INC | 166,713 | 10,227,843 | ||||||
NATIONAL BANK HOLDINGS CORP | 31,111 | 1,308,840 | ||||||
30
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
NATIONAL EXPRESS GROUP PLC | 31,096 | 48,627 | ||||||
NATIONAL GRID PLC | 66,885 | 802,468 | ||||||
NATIONAL VISION HOLDINGS INC | 38,247 | 1,482,454 | ||||||
NESTLE SA ADR | 18,463 | 2,129,522 | ||||||
NET ONE SYSTEMS CO LTD | 15,500 | 402,933 | ||||||
NETFLIX INC | 14,357 | 4,233,592 | ||||||
NEVRO CORP | 10,373 | 410,771 | ||||||
NEW JERSEY RESOURCES CORP | 38,047 | 1,887,892 | ||||||
NEWELL BRANDS INC | 264,075 | 3,454,101 | ||||||
NEXON CO LTD | 17,600 | 395,098 | ||||||
NEXTDECADE CORP | 30,513 | 150,734 | ||||||
NIKE INC | 32,874 | 3,846,587 | ||||||
NIKON CORP | 40,943 | 364,917 | ||||||
NIPPON TELEGRAPH & TELEPHONE CORP | 42,800 | 1,220,308 | ||||||
NITORI HOLDINGS CO LTD | 14,600 | 1,886,619 | ||||||
NOKIA OYJ | 85,411 | 394,427 | ||||||
NOMURA REAL ESTATE HOLDINGS INC | 24,320 | 521,623 | ||||||
NORTHERN OIL AND GAS INC | 16,299 | 502,335 | ||||||
NOVAGOLD RESOURCES INC | 44,262 | 264,687 | ||||||
NOVANTA INC | 8,845 | 1,201,770 | ||||||
NOVARTIS AG | 39,527 | 3,571,187 | ||||||
NOVOZYMES A/S | 26,030 | 1,314,603 | ||||||
NUVALENT INC | 10,273 | 305,930 | ||||||
NUVEI CORP | 13,736 | 349,032 | ||||||
NVIDIA CORP | 75,280 | 11,001,419 | ||||||
NVR INC | 1,388 | 6,402,261 | ||||||
OLD DOMINION FREIGHT LINE INC | 5,531 | 1,569,587 | ||||||
OLD REPUBLIC INTERNATIONAL CORP | 244,025 | 5,893,204 | ||||||
OMNICELL INC | 14,302 | 721,107 | ||||||
ON SEMICONDUCTOR CORP | 63,851 | 3,982,387 | ||||||
ONO PHARMACEUTICAL CO LTD | 25,100 | 586,481 | ||||||
ORIENTAL LAND CO LTD/JAPAN | 5,200 | 755,102 | ||||||
ORMAT TECHNOLOGIES INC | 22,545 | 1,949,692 | ||||||
ORORA LTD | 90,039 | 176,463 | ||||||
OSHKOSH CORP | 55,000 | 4,850,450 | ||||||
OWENS & MINOR INC | 55,403 | 1,082,021 | ||||||
OWENS CORNING | 50,800 | 4,333,240 | ||||||
PACKAGING CORP OF AMERICA | 47,300 | 6,050,143 | ||||||
PAPA JOHN’S INTERNATIONAL INC | 11,651 | 958,994 | ||||||
PARKER-HANNIFIN CORP | 38,643 | 11,245,113 | ||||||
PATTERSON-UTI ENERGY INC | 31,607 | 532,262 | ||||||
PAYCOM SOFTWARE INC | 1,581 | 490,600 | ||||||
PAYONEER GLOBAL INC | 372,619 | 2,038,226 | ||||||
PAYPAL HOLDINGS INC | 11,511 | 819,813 | ||||||
PDC ENERGY INC | 9,612 | 610,170 | ||||||
PEPSICO INC | 48,844 | 8,824,157 | ||||||
PERELLA WEINBERG PARTNERS | 126,748 | 1,242,130 | ||||||
PERNOD RICARD SA | 18,760 | 3,678,971 | ||||||
PFIZER INC | 96,993 | 4,969,921 | ||||||
PGT INNOVATIONS INC | 82,628 | 1,483,999 | ||||||
PIEDMONT LITHIUM INC | 2,346 | 103,271 | ||||||
PING AN INSURANCE GROUP CO OF HK/02318 | 213,000 | 1,409,548 | ||||||
PMV PHARMACEUTICALS INC | 28,109 | 244,548 | ||||||
POPULAR INC | 13,135 | 871,113 | ||||||
31
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
PORTLAND GENERAL ELECTRIC CO | 20,253 | 992,397 | ||||||
POSEIDA THERAPEUTICS INC | 50,276 | 266,463 | ||||||
PRESTIGE CONSUMER HEALTHCARE INC | 13,398 | 838,715 | ||||||
PRIMIS FINANCIAL CORP | 96,917 | 1,148,466 | ||||||
PRIMORIS SERVICES CORP | 170,920 | 3,749,985 | ||||||
PROASSURANCE CORP | 57,085 | 997,275 | ||||||
PROGRESSIVE CORP/THE | 65,000 | 8,431,150 | ||||||
PROSPERITY BANCSHARES INC | 89,450 | 6,501,226 | ||||||
PROSUS NV | 21,494 | 1,478,449 | ||||||
PROTHENA CORP PLC | 13,501 | 813,435 | ||||||
PRUDENTIAL PLC | 75,177 | 1,019,603 | ||||||
PSP SWISS PROPERTY AG | 3,216 | 377,147 | ||||||
PTC THERAPEUTICS INC | 28,359 | 1,082,463 | ||||||
QIAGEN NV | 12,925 | 648,466 | ||||||
QUEST DIAGNOSTICS INC | 53,400 | 8,353,896 | ||||||
RAMBUS INC | 125,714 | 4,503,075 | ||||||
RAPID7 INC | 36,027 | 1,224,197 | ||||||
REATA PHARMACEUTICALS INC | 11,892 | 451,658 | ||||||
RECKITT BENCKISER GROUP PLC | 29,208 | 2,021,628 | ||||||
RELIANCE STEEL & ALUMINUM CO | 20,600 | 4,170,264 | ||||||
RENAULT SA | 17,375 | 579,947 | ||||||
REPAY HOLDINGS CORP | 220,740 | 1,776,957 | ||||||
REPLIGEN CORP | 13,105 | 2,218,808 | ||||||
REPUBLIC SERVICES INC | 17,400 | 2,244,426 | ||||||
RESONA HOLDINGS INC | 171,510 | 940,059 | ||||||
REVOLUTION MEDICINES INC | 25,351 | 603,861 | ||||||
RIO TINTO PLC | 68,655 | 4,788,284 | ||||||
ROCHE HOLDING AG | 17,493 | 5,492,560 | ||||||
ROCKET PHARMACEUTICALS INC | 34,166 | 668,629 | ||||||
ROGERS CORP | 1,563 | 186,528 | ||||||
ROHM CO LTD | 5,600 | 404,472 | ||||||
ROLLS-ROYCE HOLDINGS PLC | 129,444 | 145,120 | ||||||
ROPER TECHNOLOGIES INC | 8,047 | 3,477,028 | ||||||
ROSS STORES INC | 109,237 | 12,679,139 | ||||||
ROTHSCHILD & CO | 9,487 | 378,169 | ||||||
ROTORK PLC | 107,737 | 397,344 | ||||||
RPM INTERNATIONAL INC | 49,475 | 4,821,339 | ||||||
RWE AG | 21,883 | 971,319 | ||||||
RYAN SPECIALTY HOLDINGS INC | 43,653 | 1,812,036 | ||||||
RYANAIR HOLDINGS PLC | 6,901 | 92,953 | ||||||
RYANAIR HOLDINGS PLC ADR | 11,585 | 866,095 | ||||||
S&P GLOBAL INC | 8,486 | 2,842,301 | ||||||
SAFRAN SA | 6,559 | 818,451 | ||||||
SAGE THERAPEUTICS INC | 13,474 | 513,898 | ||||||
SAIA INC | 3,664 | 768,268 | ||||||
SAMSUNG ELECTRONICS CO LTD GDR | 4,657 | 5,145,985 | ||||||
SANDS CHINA LTD HK/01928 | 126,000 | 418,119 | ||||||
SAP SE ADR | 20,108 | 2,074,945 | ||||||
SATS LTD | 83,700 | 177,235 | ||||||
SCHNEIDER ELECTRIC SE | 41,021 | 5,722,877 | ||||||
SCHNITZER STEEL INDUSTRIES INC | 6,126 | 187,762 | ||||||
SEA LTD ADR | 34,169 | 1,777,813 | ||||||
SEINO HOLDINGS CO LTD | 22,300 | 198,079 | ||||||
SERVICENOW INC | 24,061 | 9,342,164 | ||||||
32
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
SHELL PLC | 150,798 | 4,219,246 | ||||||
SHERWIN-WILLIAMS CO/THE | 21,200 | 5,031,396 | ||||||
SHIFT4 PAYMENTS INC | 79,326 | 4,436,703 | ||||||
SHIMANO INC | 9,500 | 1,506,234 | ||||||
SHIONOGI & CO LTD | 43,400 | 2,166,299 | ||||||
SHISEIDO CO LTD | 38,000 | 1,863,640 | ||||||
SHOALS TECHNOLOGIES GROUP INC | 56,367 | 1,390,574 | ||||||
SHOPIFY INC | 92,662 | 3,216,298 | ||||||
SIEMENS AG | 11,954 | 1,653,935 | ||||||
SIEMENS HEALTHINEERS AG | 6,089 | 303,674 | ||||||
SILICON LABORATORIES INC | 6,394 | 867,474 | ||||||
SIMPLY GOOD FOODS CO/THE | 28,150 | 1,070,545 | ||||||
SINGAPORE TELECOMMUNICATIONS LIMITED | 379,000 | 726,238 | ||||||
SITIO ROYALTIES CORP | 53,572 | 1,545,542 | ||||||
SKANDINAVISKA ENSKILDA BANKEN | 349,991 | 4,029,120 | ||||||
SKYLINE CHAMPION CORP | 70,032 | 3,607,348 | ||||||
SKYWORKS SOLUTIONS INC | 57,225 | 5,214,914 | ||||||
SM ENERGY CO | 11,927 | 415,417 | ||||||
SMITH & NEPHEW PLC | 34,271 | 457,387 | ||||||
SMURFIT KAPPA GROUP PLC | 23,624 | 871,351 | ||||||
SNOWFLAKE INC | 6,198 | 889,661 | ||||||
SOFTBANK CORP | 22,500 | 253,742 | ||||||
SOITEC | 3,823 | 623,643 | ||||||
SONOVA HOLDING AG | 6,227 | 1,475,985 | ||||||
SONY GROUP CORP | 20,175 | 1,534,398 | ||||||
SOUTHSTATE CORP | 25,459 | 1,944,049 | ||||||
SOUTHWEST GAS HOLDINGS INC | 17,501 | 1,082,962 | ||||||
SOVOS BRANDS INC | 56,706 | 814,865 | ||||||
SPROUT SOCIAL INC | 28,424 | 1,604,819 | ||||||
SQUARE ENIX HOLDINGS CO LTD | 10,100 | 469,233 | ||||||
SQUARESPACE INC | 24,449 | 542,034 | ||||||
SS&C TECHNOLOGIES HOLDINGS INC | 78,676 | 4,095,873 | ||||||
STANDARD CHARTERED PLC | 495,636 | 3,710,752 | ||||||
STEEL DYNAMICS INC | 31,975 | 3,123,958 | ||||||
STEM INC | 46,933 | 419,581 | ||||||
STEPSTONE GROUP INC | 32,251 | 812,080 | ||||||
STEVANATO GROUP SPA | 27,379 | 492,001 | ||||||
STEVEN MADDEN LTD | 68,139 | 2,177,722 | ||||||
STOKE THERAPEUTICS INC | 15,705 | 144,957 | ||||||
STRYKER CORP | 31,703 | 7,751,066 | ||||||
SUBARU CORP | 21,600 | 331,911 | ||||||
SURGERY PARTNERS INC | 28,200 | 785,652 | ||||||
SVB FINANCIAL GROUP | 7,743 | 1,780,890 | ||||||
SYMRISE AG | 20,761 | 2,252,277 | ||||||
SYNAPTICS INC | 13,877 | 1,320,535 | ||||||
SYNDAX PHARMACEUTICALS INC | 35,426 | 901,592 | ||||||
SYNOPSYS INC | 27,938 | 8,920,324 | ||||||
SYSCO CORP | 118,825 | 9,084,171 | ||||||
SYSMEX CORP | 26,400 | 1,600,267 | ||||||
T ROWE PRICE GROUP INC | 35,875 | 3,912,528 | ||||||
T&D HOLDINGS INC | 95,900 | 1,382,408 | ||||||
TABOOLA.COM LTD | 275,745 | 849,295 | ||||||
TAIWAN SEMICONDUCTOR MANUFACTURING ADR | 62,209 | 4,633,948 | ||||||
TAKE-TWO INTERACTIVE SOFTWARE | 33,066 | 3,443,211 | ||||||
33
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
TALANX AG | 22,738 | 1,075,519 | ||||||
TDK CORP | 10,200 | 335,117 | ||||||
TE CONNECTIVITY LTD | 7,716 | 885,797 | ||||||
TECAN GROUP AG | 1,208 | 538,456 | ||||||
TECHNIPFMC PLC | 54,785 | 667,829 | ||||||
TECHTRONIC INDUSTRIES CO LTD HK/00669 | 56,500 | 630,517 | ||||||
TELEDYNE TECHNOLOGIES INC | 7,808 | 3,122,497 | ||||||
TELEFLEX INC | 3,190 | 796,320 | ||||||
TELKOM INDONESIA PERSERO TBK PT | 8,712,000 | 2,098,590 | ||||||
TENCENT HOLDINGS LTD ADR | 45,287 | 1,918,357 | ||||||
TENCENT HOLDINGS LTD HK/00700 | 97,000 | 4,150,955 | ||||||
TESLA INC | 37,945 | 4,674,065 | ||||||
TEXAS CAPITAL BANCSHARES INC | 9,612 | 579,700 | ||||||
TEXAS INSTRUMENTS INC | 58,935 | 9,737,241 | ||||||
TEXAS ROADHOUSE INC | 30,165 | 2,743,507 | ||||||
TEXTRON INC | 112,750 | 7,982,700 | ||||||
THERMO FISHER SCIENTIFIC INC | 8,198 | 4,514,557 | ||||||
TJX COS INC/THE | 11,584 | 922,086 | ||||||
T-MOBILE US INC | 30,438 | 4,261,320 | ||||||
TOKIO MARINE HOLDINGS INC | 59,160 | 1,267,762 | ||||||
TOKYO ELECTRON LTD | 4,030 | 1,187,513 | ||||||
TORO CO/THE | 67,900 | 7,686,280 | ||||||
TOTALENERGIES SE | 37,490 | 2,346,657 | ||||||
TRADEWEB MARKETS INC | 30,007 | 1,948,355 | ||||||
TRANSUNION | 8,371 | 475,054 | ||||||
TREX CO INC | 22,835 | 966,606 | ||||||
TRINET GROUP INC | 48,367 | 3,279,283 | ||||||
TRIUMPH FINANCIAL INC | 15,527 | 758,804 | ||||||
TRUIST FINANCIAL CORP | 179,768 | 7,735,417 | ||||||
TYLER TECHNOLOGIES INC | 7,857 | 2,533,175 | ||||||
TYSON FOODS INC | 96,000 | 5,976,000 | ||||||
UCB SA | 9,704 | 761,831 | ||||||
ULTRAGENYX PHARMACEUTICAL INC | 10,373 | 480,581 | ||||||
UNICHARM CORP | 62,500 | 2,400,621 | ||||||
UNICREDIT SPA | 73,058 | 1,034,833 | ||||||
UNILEVER PLC | 79,998 | 4,024,322 | ||||||
UNION PACIFIC CORP | 24,222 | 5,015,650 | ||||||
UNITED COMMUNITY BANKS INC/GA | 124,554 | 4,209,915 | ||||||
UNITED OVERSEAS BANK LTD | 39,700 | 908,731 | ||||||
UNITED RENTALS INC | 4,750 | 1,688,245 | ||||||
UNITEDHEALTH GROUP INC | 38,353 | 20,333,994 | ||||||
VALARIS LTD | 15,001 | 1,014,368 | ||||||
VARONIS SYSTEMS INC | 66,480 | 1,591,531 | ||||||
VAXCYTE INC | 21,621 | 1,036,727 | ||||||
VEEVA SYSTEMS INC | 50,788 | 8,196,167 | ||||||
VERACYTE INC | 41,266 | 979,242 | ||||||
VERADIGM INC | 87,091 | 1,536,285 | ||||||
VERISK ANALYTICS INC | 4,990 | 880,336 | ||||||
VERIZON COMMUNICATIONS INC | 89,244 | 3,516,214 | ||||||
VERRA MOBILITY CORP | 72,556 | 1,003,449 | ||||||
VIAVI SOLUTIONS INC | 83,823 | 880,980 | ||||||
VICOR CORP | 8,015 | 430,806 | ||||||
VINCI SA | 12,323 | 1,226,924 | ||||||
VIPER ENERGY PARTNERS LP | 47,830 | 1,520,516 | ||||||
34
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
VISA INC | 93,383 | 19,401,252 | ||||||
VISTEON CORP | 4,638 | 606,790 | ||||||
VOLVO AB | 43,889 | 793,915 | ||||||
W R BERKLEY CORP | 60,900 | 4,419,513 | ||||||
WALT DISNEY CO/THE | 52,711 | 4,579,532 | ||||||
WARRIOR MET COAL INC | 6,282 | 217,608 | ||||||
WASTE MANAGEMENT INC | 24,419 | 3,830,853 | ||||||
WELLS FARGO & CO | 106,159 | 4,383,305 | ||||||
WENDY’S CO/THE | 73,126 | 1,654,841 | ||||||
WERNER ENTERPRISES INC | 15,343 | 617,709 | ||||||
WEST PHARMACEUTICAL SERVICES INC | 16,042 | 3,775,485 | ||||||
WESTERN DIGITAL CORP | 61,825 | 1,950,579 | ||||||
WESTLAKE CORP | 52,800 | 5,414,112 | ||||||
WHARF REAL ESTATE INVESTMENT C HK/01997 | 70,000 | 408,074 | ||||||
WHITEHAVEN COAL LTD | 64,136 | 409,712 | ||||||
WIDEOPENWEST INC | 44,940 | 409,403 | ||||||
WINGSTOP INC | 19,818 | 2,727,353 | ||||||
WISE PLC | 34,586 | 234,145 | ||||||
WIX.COM LTD | 10,676 | 820,237 | ||||||
WOLTERS KLUWER NV | 6,163 | 643,013 | ||||||
WOODSIDE ENERGY GROUP LTD | 1 | 20 | ||||||
WOODSIDE ENERGY GROUP LTD ADR | 27,799 | 673,014 | ||||||
WORLDLINE SA/FRANCE | 3,944 | 153,763 | ||||||
WORTHINGTON INDUSTRIES INC | 4,405 | 218,973 | ||||||
WPP PLC | 53,809 | 530,890 | ||||||
XCEL ENERGY INC | 97,400 | 6,828,714 | ||||||
XP INC | 67,916 | 1,041,831 | ||||||
XYLEM INC/NY | 51,300 | 5,672,241 | ||||||
YAMAHA MOTOR CO LTD | 53,200 | 1,213,627 | ||||||
YAMATO HOLDINGS CO LTD | 32,600 | 515,641 | ||||||
YANDEX NV | 25,014 | 473,765 | ||||||
YETI HOLDINGS INC | 25,976 | 1,073,069 | ||||||
YUM! BRANDS INC | 60,900 | 7,800,072 | ||||||
Z HOLDINGS CORP | 129,400 | 325,596 | ||||||
ZENTALIS PHARMACEUTICALS INC | 20,116 | 405,136 | ||||||
ZIFF DAVIS INC | 7,028 | 555,915 | ||||||
ZIMMER BIOMET HOLDINGS INC | 21,600 | 2,754,000 | ||||||
ZIONS BANCORP NA | 135,750 | 6,673,470 | ||||||
ZOETIS INC | 17,852 | 2,616,211 | ||||||
ZOOMINFO TECHNOLOGIES INC | 74,790 | 2,251,927 | ||||||
ZSCALER INC | 35,317 | 3,951,956 | ||||||
Total Common Stock | $ | 1,893,851,558 | ||||||
Preferred Stock | ||||||||
CREDIT SUISSE GROUP AG 144A VAR RT 12/31/49 DD 09/12/18 | 200,000 | $ | 143,772 | |||||
VOLKSWAGEN AG | 5,543 | 688,713 | ||||||
Total Preferred Stock | $ | 832,485 | ||||||
Mutual Funds | ||||||||
DREYFUS INS RSRV PR MONEY 6546 | 39,169,362 | $ | 39,169,362 | |||||
ISHARES CORE MSCI EAFE ETF | 68,094 | 4,197,340 | ||||||
ISHARES RUSSELL 2000 ETF | 39,803 | 6,940,051 | ||||||
PIMCO FDS SHORT TERM FLTG NAV PORT II | 1,572,388 | 15,731,742 | ||||||
Total Mutual Funds | $ | 66,038,495 | ||||||
35
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
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 Investment Trusts | ||||||||
ACADIA REALTY TRUST | 118,240 | $ | 1,696,744 | |||||
AGREE REALTY CORP | 110,857 | 7,863,087 | ||||||
ALEXANDRIA REAL ESTATE EQUITIES | 96,080 | 13,995,974 | ||||||
AMERICAN HOMES 4 RENT | 242,430 | 7,306,840 | ||||||
AMERICOLD REALTY TRUST INC | 73,370 | 2,077,105 | ||||||
APPLE HOSPITALITY REIT INC | 61,870 | 976,309 | ||||||
AVALONBAY COMMUNITIES INC | 43,810 | 7,076,191 | ||||||
BLACKSTONE MORTGAGE TRUST INC | 24,658 | 522,010 | ||||||
BRIXMOR PROPERTY GROUP INC | 184,370 | 4,179,668 | ||||||
BROADSTONE NET LEASE INC | 156,070 | 2,529,895 | ||||||
CAMDEN PROPERTY TRUST | 42,725 | 4,780,073 | ||||||
CARETRUST REIT INC | 152,884 | 2,840,585 | ||||||
CIBC B/A 02/01/23 | 200,000 | 146,061 | ||||||
CORPORATE OFFICE PROPERTIES TRUST | 37,186 | 964,605 | ||||||
COUSINS PROPERTIES INC | 69,950 | 1,769,036 | ||||||
CROWN CASTLE INC 1.350% 07/15/25 DD 06/15/20 | 300,000 | 273,144 | ||||||
CUBESMART | 28,650 | 1,153,163 | ||||||
DIAMONDROCK HOSPITALITY CO | 98,030 | 802,866 | ||||||
DIGITAL REALTY TRUST INC | 84,490 | 8,471,812 | ||||||
DOUGLAS EMMETT INC | 115,400 | 1,809,472 | ||||||
EQUINIX INC | 17,170 | 11,246,865 | ||||||
EQUITY LIFESTYLE PROPERTIES INC | 89,900 | 5,807,540 | ||||||
EQUITY RESIDENTIAL | 120,270 | 7,095,930 | ||||||
ESSENTIAL PROPERTIES REALTY TRUST | 197,607 | 4,637,836 | ||||||
ESSEX PROPERTY TRUST INC | 7,160 | 1,517,347 | ||||||
EXTRA SPACE STORAGE INC | 15,336 | 2,257,152 | ||||||
FIRST INDUSTRIAL REALTY TRUST | 96,030 | 4,634,408 | ||||||
FOUR CORNERS PROPERTY TRUST | 57,947 | 1,502,566 | ||||||
HEALTHPEAK PROPERTIES INC | 93,870 | 2,353,321 | ||||||
HIGHWOODS PROPERTIES INC | 68,100 | 1,905,438 | ||||||
HOST HOTELS & RESORTS INC | 149,250 | 2,395,463 | ||||||
INDEPENDENCE REALTY TRUST INC | 53,702 | 905,416 | ||||||
INNOVATIVE INDUSTRIAL PROPERTIES | 10,214 | 1,035,189 | ||||||
INVITATION HOMES INC | 230,040 | 6,818,386 | ||||||
KILROY REALTY CORP | 79,249 | 3,064,559 | ||||||
KITE REALTY GROUP TRUST | 1 | 14 | ||||||
KLEPIERRE SA | 17,753 | 407,927 | ||||||
LAMAR ADVERTISING CO | 73,650 | 6,952,560 | ||||||
LIFE STORAGE INC | 39,418 | 3,882,673 | ||||||
MEDICAL PROPERTIES TRUST INC | 262,010 | 2,918,791 | ||||||
MID-AMERICA APARTMENT COMMUNITIES | 25,380 | 3,984,406 | ||||||
NATIONAL RETAIL PROPERTIES INC | 147,300 | 6,740,448 | ||||||
OMEGA HEALTHCARE INVESTORS INC | 30,640 | 856,388 | ||||||
ORIX JREIT INC | 438 | 619,099 | ||||||
OUTFRONT MEDIA INC | 158,290 | 2,624,448 | ||||||
PARK HOTELS & RESORTS INC | 70,040 | 825,772 | ||||||
PEBBLEBROOK HOTEL TRUST | 167,716 | 2,245,717 | ||||||
PHILLIPS EDISON & CO INC | 111,171 | 3,539,685 | ||||||
PROLOGIS INC | 184,408 | 20,788,314 | ||||||
PUBLIC STORAGE | 36,170 | 10,134,472 | ||||||
REALTY INCOME CORP | 155,860 | 9,886,200 | ||||||
REDWOOD TRUST INC | 99,002 | 669,254 | ||||||
REGENCY CENTERS CORP | 44,610 | 2,788,125 | ||||||
36
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
REXFORD INDUSTRIAL REALTY INC | 66,880 | 3,654,323 | ||||||
RPT REALTY | 179,397 | 1,801,146 | ||||||
SABRA HEALTH CARE REIT INC | 173,720 | 2,159,340 | ||||||
SBA COMMUNICATIONS CORP | 16,220 | 4,546,628 | ||||||
SIMON PROPERTY GROUP INC | 58,540 | 6,877,279 | ||||||
SL GREEN REALTY CORPORATION | – | 1 | ||||||
SPIRIT REALTY CAPITAL INC | 46,020 | 1,837,579 | ||||||
SUN COMMUNITIES INC | 53,860 | 7,701,980 | ||||||
SUNTEC REAL ESTATE INVESTMENT | 265,200 | 272,872 | ||||||
TANGER FACTORY OUTLET CENTERS | 65,652 | 1,177,797 | ||||||
UDR INC | 114,880 | 4,449,302 | ||||||
URBAN EDGE PROPERTIES | 71,910 | 1,013,212 | ||||||
VENTAS INC | 148,956 | 6,710,468 | ||||||
VERIS RESIDENTIAL INC | 110,378 | 1,758,322 | ||||||
VICI PROPERTIES INC | 135,837 | 4,401,125 | ||||||
WELLTOWER INC | 112,836 | 7,396,400 | ||||||
WEYERHAEUSER CO | 96,036 | 2,977,116 | ||||||
XENIA HOTELS & RESORTS INC | 217,563 | 2,867,476 | ||||||
Total Real Estate Investment Trusts | $ | 269,878,715 | ||||||
Commodities | ||||||||
GOLD BARS | 119 | $ | 21,569,315 | |||||
Total Commodities | $ | 21,569,315 | ||||||
Derivative Assets | ||||||||
3 MONTH SOFR FUTURE (CME) EXP DEC 23 | 16,229,968 | $ | – | |||||
3 MONTH SOFR FUTURE (CME) EXP JUN 23 | 9,741,641 | – | ||||||
3 MONTH SOFR FUTURE (CME) EXP JUN 24 | 8,179,584 | – | ||||||
AUSTRALIAN 10YR BOND FUTURE (SFE) EXP MAR 23 | 941,405 | – | ||||||
BRENT CRUDE FUTURE (ICE) EXP APR 23 | 85,651 | – | ||||||
BRENT CRUDE FUTURE (ICE) EXP DEC 23 | 816,510 | – | ||||||
BRENT CRUDE FUTURE (ICE) EXP JUN 23 | 2,542,830 | – | ||||||
BRENT CRUDE FUTURE (ICE) EXP MAR 23 | 4,811,016 | – | ||||||
BRENT CRUDE FUTURE (ICE) PUT APR 23 080.000 ED 042520 | 14 | 85,400 | ||||||
BRENT CRUDE OIL FUTURE (ICE) EXP NOV 24 | 2,233,319 | – | ||||||
BRENT CRUDE OIL FUTURE (ICE) EXP SEP 23 | 166,202 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP APR 23 | 32,346 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP AUG 23 | 5,301 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP DEC 23 | 5,201 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP FEB 23 | 70,512 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP JAN 23 | 59,172 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP JUL 23 | 5,311 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP JUN 23 | 26,755 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP MAY 23 | 32,226 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP NOV 23 | 5,181 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP OCT 23 | 5,191 | – | ||||||
BRT/DUBAI 1ST LN FUTURE (ICE) EXP SEP 23 | 5,241 | – | ||||||
CAL CARB ALLOW V2023 (IFE) EXP DEC 23 | 3,848,227 | – | ||||||
CANADA 10YR BOND FUTURE (MSE) EXP MAR 23 | 452,236 | – | ||||||
CCP IRS R SOFR P 2.18000% PUT JAN 24 002.180 ED 011124 | 300,000 | 31,692 | ||||||
CCP OIS R SOFR P 2.78500% CALL APR 24 002.785 ED 040824 | 200,000 | 833 | ||||||
CCP OIS R SOFR P 2.83500% CALL APR 24 002.835 ED 040824 | 200,000 | 794 | ||||||
CCP OIS R SOFR P 2.99250% CALL OCT 23 002.993 ED 101123 | 100,000 | 648 | ||||||
CCP_CDS._SP UL BRITISH TELECOM REC 100BPS 2028 JUN 20 | 100,000 | – | ||||||
37
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
CCP_CDS._SP UL JAGUAR LAND ROV REC 500BPS 2026 JUN 20 | 200,000 | – | ||||||
CCP_CDX. BP UL CDX.NA.IG.38 CM PAY 100BPS 2032 JUN 20 | 700,000 | 6,498 | ||||||
CCP_CDX. BP UL CDX.NA.IG.39 CM PAY 100BPS 2032 DEC 20 | 3,800,000 | 49,995 | ||||||
CCP_CDX. BP UL ITRAXX EUROPE S PAY 100BPS 2029 JUN 20 | 4,000,000 | 3,631 | ||||||
CCP_CDX. BP UL ITRAXX EUROPE S PAY 100BPS 2032 DEC 20 | 1,100,000 | 21,094 | ||||||
CCP_CDX._BP UL CDX.NA.IG.38 CM PAY 100BPS 2032 JUN 20 | 700,000 | – | ||||||
CCP_CDX._BP UL CDX.NA.IG.39 CM PAY 100BPS 2032 DEC 20 | 3,800,000 | – | ||||||
CCP_CDX._BP UL ITRAXX EUROPE S PAY 100BPS 2032 DEC 20 | 1,100,000 | – | ||||||
CCP_IRS R US0003M P US0001M 2023 APR 27 | 2,900,000 | 463 | ||||||
CCP_IRS. P SGD-SORA-COMPOUND C REC 3.25% 2027 DEC 21 | 210,000 | 725 | ||||||
CCP_IRS. P SGD-SORA-COMPOUND C REC 3.75% 2027 DEC 21 | 320,000 | 6,829 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.9% 2029 JUN 30 | 300,000 | 4,267 | ||||||
CCP_IRS. R AUD-BBR-BBSW 3M CME PAY 3.75% 2024 MAR 15 | 9,100,000 | 18,969 | ||||||
CCP_IRS. R AUD-BBR-BBSW 6M CME PAY 2.25% 2032 FEB 11 | 150,000 | 17,348 | ||||||
CCP_IRS. R CNY-CNREPOFIX=CFXS- PAY 2.25% 2027 DEC 21 | 900,000 | 3,043 | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 0.0% 2036 MAR 17 | 200,000 | 72,596 | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 0.05% 2050 MAY 27 | 50,000 | 21,890 | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 1.5% 2053 MAR 15 | 1,550,000 | 339,326 | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 3.0% 2033 MAR 15 | 510,000 | 3,313 | ||||||
CCP_IRS. R JPY-TONA-OIS-COMPOUND PAY 0.4% 2039 JUN 19 | 100,000,000 | 94,774 | ||||||
CCP_IRS. R SGD-SORA-COMPOUND C PAY 1.25% 2024 MAR 16 | 1,500,000 | 37,201 | ||||||
CCP_IRS. R SGD-SORA-COMPOUND C PAY 2.5% 2032 SEP 21 | 200,000 | 6,489 | ||||||
CCP_IRS. R USD-LIBOR-BBA 3M CM PAY 0.5% 2026 JUN 16 | 2,100,000 | 246,754 | ||||||
CCP_IRS. R USD-LIBOR-BBA 3M CM PAY 0.75% 2031 MAR 30 | 735,000 | 160,693 | ||||||
CCP_IRS. R USD-LIBOR-BBA 3M CM PAY 1.25% 2026 DEC 15 | 2,000,000 | 206,824 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.0% 2026 DEC 15 | 2,100,000 | 216,345 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.0% 2027 JUN 15 | 800,000 | 91,229 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.75% 2027 JUN 15 | 7,490,000 | 627,025 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.75% 2032 JUN 15 | 3,960,000 | 572,080 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 2.96% 2026 NOV 30 | 8,200,000 | 273,722 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.83% 2032 MAY 15 | 200,000 | 4,892 | ||||||
CCP_IRS._P AUD-BBR-BBSW 6M CME REC 4.25% 2032 SEP 15 | 200,000 | – | ||||||
CCP_IRS._P AUD-BBR-BBSW 6M CME REC 4.25% 2033 MAR 15 | 400,000 | – | ||||||
CCP_IRS._P AUD-BBR-BBSW 6M CME REC 4.5% 2032 SEP 15 | 5,700,000 | – | ||||||
CCP_IRS._P CAD-BA-CDOR 3M CME REC 1.22% 2025 MAR 03 | 1,400,000 | – | ||||||
CCP_IRS._P CAD-BA-CDOR 3M CME REC 1.25% 2031 JUN 16 | 100,000 | – | ||||||
CCP_IRS._P CAD-BA-CDOR 3M CME REC 1.5% 2025 JUN 17 | 500,000 | – | ||||||
CCP_IRS._P CAD-BA-CDOR 3M CME REC 1.5% 2030 JUN 17 | 900,000 | – | ||||||
CCP_IRS._P CAD-BA-CDOR 3M CME REC 1.71% 2029 OCT 02 | 200,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 0.55% 2024 AUG 10 | 100,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 0.65% 2027 APR 12 | 200,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 0.65% 2027 MAY 11 | 200,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 0.7% 2027 APR 11 | 100,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 1.0% 2027 MAY 18 | 400,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 1.5% 2025 MAR 15 | 3,500,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 1.5% 2028 MAR 15 | 4,900,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 1.75% 2033 MAR 15 | 5,110,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 2.25% 2037 SEP 21 | 880,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.0% 2027 MAR 19 | 1,160,000 | – | ||||||
CCP_IRS._P EUR-EUROSTR-COMPOUND REC 1.0% 2024 NOV 23 | 1,700,000 | – | ||||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 2.0% 2033 MAR 15 | 1,700,000 | – | ||||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 2.0% 2053 MAR 15 | 100,000 | – | ||||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 2.25% 2028 MAR 15 | 800,000 | – | ||||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 2.5% 2025 MAR 15 | 300,000 | – | ||||||
38
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
CCP_IRS._P JPY-TONA-OIS-COMPOUND REC 0.0% 2026 DEC 15 | 40,000,000 | – | ||||||
CCP_IRS._P JPY-TONA-OIS-COMPOUND REC 0.0% 2031 MAR 17 | 60,000,000 | – | ||||||
CCP_IRS._P JPY-TONA-OIS-COMPOUND REC 0.05% 2031 DEC 15 | 20,000,000 | – | ||||||
CCP_IRS._P JPY-TONA-OIS-COMPOUND REC 0.1% 2027 MAR 15 | 130,000,000 | – | ||||||
CCP_IRS._P JPY-TONA-OIS-COMPOUND REC 0.8% 2052 JUN 15 | 30,000,000 | – | ||||||
CCP_IRS._P KRW-CD-KSDA-BLOOMBE REC 3.0% 2027 SEP 21 | 1,278,350,000 | – | ||||||
CCP_IRS._P NZD-BBR-FRA 3M CME REC 3.0% 2023 DEC 15 | 2,000,000 | – | ||||||
CCP_IRS._P NZD-BBR-FRA 3M CME REC 3.0% 2023 NOV 01 | 2,100,000 | – | ||||||
CCP_IRS._P NZD-BBR-FRA 3M CME REC 3.75% 2027 JUN 15 | 400,000 | – | ||||||
CCP_IRS._P NZD-BBR-FRA 3M CME REC 4.0% 2024 JUN 14 | 5,600,000 | – | ||||||
CCP_IRS._P SEK-STIBOR-SIDE 3M REC 1.0% 2029 JUN 19 | 800,000 | – | ||||||
CCP_IRS._P SGD-SORA-COMPOUND C REC 2.5% 2027 SEP 21 | 200,000 | – | ||||||
CCP_IRS._P SGD-SORA-COMPOUND C REC 2.75% 2027 JUN 15 | 900,000 | – | ||||||
CCP_IRS._P SGD-SORA-COMPOUND C REC 2.75% 2027 SEP 21 | 569,000 | – | ||||||
CCP_IRS._P SGD-SORA-COMPOUND C REC 3.0% 2027 JUN 15 | 800,000 | – | ||||||
CCP_IRS._P SGD-SORA-COMPOUND C REC 3.25% 2027 DEC 21 | 210,000 | – | ||||||
CCP_IRS._P SGD-SORA-COMPOUND C REC 3.75% 2027 DEC 21 | 320,000 | – | ||||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 0.25% 2023 MAR 30 | 200,000 | – | ||||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 0.4% 2028 JAN 15 | 2,800,000 | – | ||||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 0.5% 2023 DEC 15 | 4,500,000 | – | ||||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 0.75% 2022 DEC 16 | 100,000 | – | ||||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 1.5% 2028 DEC 15 | 1,700,000 | – | ||||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 1.55% 2029 JAN 20 | 100,000 | – | ||||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 1.63% 2029 JAN 20 | 400,000 | – | ||||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 2.0% 2051 DEC 15 | 400,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 0.25% 2023 DEC 15 | 4,300,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.0% 2029 JUN 15 | 4,800,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.25% 2028 DEC 15 | 800,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.5% 2052 JUN 15 | 575,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.62% 2029 FEB 09 | 300,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.7% 2031 NOV 15 | 2,000,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.75% 2024 JUN 15 | 7,000,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.75% 2052 JUN 15 | 970,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.89% 2029 MAR 22 | 400,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.94% 2029 MAR 25 | 500,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.18% 2029 APR 21 | 400,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.89% 2032 MAY 15 | 1,800,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.45% 2029 JUN 30 | 500,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.9% 2029 JUN 30 | 300,000 | – | ||||||
CCP_IRS._P ZAR-JIBAR-SAFEX 3M REC 7.25% 2023 JUN 20 | 2,500,000 | – | ||||||
CCP_IRS._R AUD-BBR-BBSW 3M CME PAY 3.75% 2024 MAR 15 | 9,100,000 | – | ||||||
CCP_IRS._R AUD-BBR-BBSW 6M CME PAY 2.25% 2032 FEB 11 | 150,000 | – | ||||||
CCP_IRS._R CNY-CNREPOFIX=CFXS- PAY 2.25% 2027 DEC 21 | 900,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS 0.000% .0% 2036 MAR 17 | 200,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 0.05% 2050 MAY 27 | 50,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 1.5% 2053 MAR 15 | 1,550,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 3.0% 2033 MAR 15 | 510,000 | – | ||||||
CCP_IRS._R JPY-TONA-OIS-COMPOUND PAY 0.4% 2039 JUN 19 | 100,000,000 | – | ||||||
CCP_IRS._R SGD-SORA-COMPOUND C PAY 1.25% 2024 MAR 16 | 1,500,000 | – | ||||||
CCP_IRS._R SGD-SORA-COMPOUND C PAY 2.5% 2032 SEP 21 | 200,000 | – | ||||||
CCP_IRS._R USD-LIBOR-BBA 3M CM PAY 0.5% 2026 JUN 16 | 2,100,000 | – | ||||||
CCP_IRS._R USD-LIBOR-BBA 3M CM PAY 0.75% 2031 MAR 30 | 735,000 | – | ||||||
CCP_IRS._R USD-LIBOR-BBA 3M CM PAY 1.25% 2026 DEC 15 | 2,000,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.0% 2026 DEC 15 | 2,100,000 | – | ||||||
39
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.0% 2027 JUN 15 | 800,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.75% 2027 JUN 15 | 7,490,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.75% 2032 JUN 15 | 3,960,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 2.96% 2026 NOV 30 | 8,200,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.83% 2032 MAY 15 | 200,000 | – | ||||||
CCP_IRS_R US0003M P US0001M 2023 APR 27 | 2,900,000 | – | ||||||
CCP_OIS. R INR-FBIL-MIBOR-OIS- PAY 5.75% 2027 MAR 16 | 73,707,000 | 22,045 | ||||||
CCP_OIS. R USD-SOFR-COMPOUND 1 PAY 1.75% 2029 JUN 15 | 700,000 | 76,087 | ||||||
CCP_OIS._P INR-FBIL-MIBOR-OIS- REC 6.25% 2024 SEP 21 | 122,100,000 | – | ||||||
CCP_OIS._P INR-FBIL-MIBOR-OIS- REC 6.5% 2024 SEP 21 | 26,010,000 | – | ||||||
CCP_OIS._R INR-FBIL-MIBOR-OIS- PAY 5.75% 2027 MAR 16 | 73,707,000 | – | ||||||
CCP_OIS._R USD-SOFR-COMPOUND 1 PAY 1.75% 2029 JUN 15 | 700,000 | – | ||||||
CCP_ZCS._P GBP-SONIA-COMPOUND REC 0.01% 2023 FEB 07 | 3,450,000 | – | ||||||
CCS AUD R US3ML +29.75 MYC 2030 OCT 14 | 200,000 | 137,600 | ||||||
CCS AUD R US3ML/AUD3MBBSW+42.2 P 2029 AUG 27 | 700,000 | 475,793 | ||||||
CCS AUD R US3ML-AUD3MBBSW+29 2031 JAN 04 | 700,000 | 3,149 | ||||||
CCS R US3ML-AUD3MBBSW+42 2029 JUL 31 | 800,000 | 543,765 | ||||||
CDS. SP UL REPUBLIC OF ITALY R 100BPS 2025 JUN 20 | 300,000 | 1,331 | ||||||
CDS._BP UL PEOPLE’S REPUBLIC O P 100BPS 2022 DEC 20 | 2,100,000 | – | ||||||
CDS._BP UL PEOPLE’S REPUBLIC O P 100BPS 2023 JUN 20 | 700,000 | – | ||||||
CDS._SP UL REPUBLIC OF ITALY R 100BPS 2025 JUN 20 | 300,000 | – | ||||||
CDS_BP UL PEOPLE’S REPUBLIC O P 100BPS 2023 JUN 20 | 400,000 | – | ||||||
CDS_BP UL REPUBLIC OF KOREA P 100BPS 2023 JUN 20 | 1,000,000 | – | ||||||
CMD FWD EURMARG3 1Q23 BPS 2023 MAR 31 | 1,200 | 1,884 | ||||||
COCOA FUTURE (NYB) EXP MAR 23 | 156,006 | – | ||||||
COFFEE ‘C’ FUTURE (NYB) EXP JUL 23 | 249,904 | – | ||||||
COFFEE ‘C’ FUTURE (NYB) EXP MAR 23 | 250,954 | – | ||||||
COM FWD EURMARG3 1Q23 JPM 2023 MAR 31 | 1,200 | 2,432 | ||||||
COM FWD EURMARG3 CAL23 JPM 2023 DEC 31 | 7,200 | 25,333 | ||||||
COM FWD EURMARG3 CAL23 MYC 2023 DEC 31 | 2,400 | 8,479 | ||||||
COM FWD GOLDLNPM 1712 JPM 2023 OCT 19 | 400 | 34,420 | ||||||
COMMIT TO PUR FNMA SF MTG 2.000% 01/01/38 DD 01/01/23 | 1,300,000 | 142,492 | ||||||
COMMIT TO PUR FNMA SF MTG 2.000% 01/01/53 DD 01/01/23 | 7,800,000 | 1,443,358 | ||||||
COMMIT TO PUR FNMA SF MTG 2.000% 12/01/52 DD 12/01/22 | 7,700,000 | 1,424,841 | ||||||
COMMIT TO PUR FNMA SF MTG 3.000% 12/01/52 DD 12/01/22 | 2,000,000 | 242,689 | ||||||
COMMIT TO PUR FNMA SF MTG 4.500% 01/01/53 DD 01/01/23 | 900,000 | 33,047 | ||||||
COMMIT TO PUR FNMA SF MTG 6.000% 02/01/53 DD 02/01/23 | 700,000 | 10,008 | ||||||
CORN FUTURE (CBT) EXP DEC 23 | 61,077 | – | ||||||
CORN FUTURE (CBT) EXP MAR 23 | 1,899,856 | – | ||||||
COTTON NO 2 FUTURE (NYB) EXP JUL 23 | 83,382 | – | ||||||
CRUDE OIL FUTURE (NYM) EXP DEC 25 | 810,012 | – | ||||||
ECX EMISSION (EDX) EXP MAR 23 | 173,942 | – | ||||||
EURO-BOBL FUTURE (EUX) EXP MAR 23 | 617,676 | – | ||||||
EURO-BTP FUTURE (EUX) EXP MAR 23 | 1,278,705 | – | ||||||
EURO-BUND FUTURE (EUX) EXP MAR 23 | 851,223 | – | ||||||
EURO-BUXL 30Y BND FUTURE (EUX) EXP MAR 23 | 288,672 | – | ||||||
EURO-OAT FUTURE (EUX) EXP MAR 23 | 3,124,824 | – | ||||||
FRENCH REPUBLIC GOVERNMENT PUT MAY 25 97.000 ED 05/23/25 | 200,000 | 77,658 | ||||||
GAS OIL FUTURE (ICE) EXP DEC 23 | 701,334 | – | ||||||
GASOLINE RBOB FUTURE (NYM) EXP DEC 23 | 94,976 | – | ||||||
GASOLINE RBOB FUTURE (NYM) EXP JUN 23 | 981,977 | – | ||||||
GASOLINE RBOB FUTURE (NYM) EXP MAR 23 | 312,269 | – | ||||||
GOLD 100 OZ FUTURE (CMX) EXP APR 23 | 184,221 | – | ||||||
GOLD 100 OZ FUTURE (CMX) EXP AUG 23 | 374,722 | – | ||||||
40
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
GOLD 100 OZ FUTURE (CMX) EXP FEB 23 | 25,019,077 | – | ||||||
HENRY HB LD1 (IFE) EXP FEB 24 | 36,993 | – | ||||||
HENRY HB LD1 (IFE) EXP FEB 25 | 37,278 | – | ||||||
HENRY HB LD1 (IFE) EXP JAN 24 | 38,381 | – | ||||||
HENRY HB LD1 (IFE) EXP JAN 25 | 38,681 | – | ||||||
HENRY HB LD1 (IFE) EXP MAR 24 | 32,906 | – | ||||||
HENRY HB LD1 (IFE) EXP MAR 25 | 34,128 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP APR 24 | 28,766 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP APR 25 | 29,703 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP DEC 24 | 36,423 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP DEC 25 | 37,376 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP MAY 24 | 28,451 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP MAY 25 | 29,411 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP NOV 24 | 32,771 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP NOV 25 | 34,113 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP OCT 24 | 30,326 | – | ||||||
HENRY HB LD1 FUTURE (IFE) EXP OCT 25 | 31,691 | – | ||||||
HENRY HUB LD1 FUTURE (IFE) EXP AUG 24 | 29,958 | – | ||||||
HENRY HUB LD1 FUTURE (IFE) EXP AUG 25 | 31,023 | – | ||||||
HENRY HUB LD1 FUTURE (IFE) EXP JUL 24 | 29,771 | – | ||||||
HENRY HUB LD1 FUTURE (IFE) EXP JUL 25 | 30,723 | – | ||||||
HENRY HUB LD1 FUTURE (IFE) EXP JUN 24 | 29,081 | – | ||||||
HENRY HUB LD1 FUTURE (IFE) EXP JUN 25 | 30,086 | – | ||||||
HENRY HUB LD1 FUTURE (IFE) EXP SEP 24 | 29,666 | – | ||||||
HENRY HUB LD1 FUTURE (IFE) EXP SEP 25 | 30,948 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP APR 23 | 1,051 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP AUG 23 | 1,481 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP DEC 23 | 1,551 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP FEB 23 | 751 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP JUL 23 | 1,451 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP JUN 23 | 1,351 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP MAR 23 | 801 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP MAY 23 | 1,201 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP NOV 23 | 1,531 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP OCT 23 | 1,501 | – | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP SEP 23 | 1,501 | – | ||||||
ICE NEWC COAL FUTURE (ICE) EXP FEB 23 | 726,002 | – | ||||||
ICE NEWC COAL FUTURE (ICE) EXP JAN 23 | 779,202 | – | ||||||
ICE NEWC COAL FUTURE (ICE) EXP MAR 23 | 679,102 | – | ||||||
IRON ORE 62% (SGX) EXP MAR 23 | 345,870 | – | ||||||
IRS. R MYR-KLIBOR 3M P 3.25% 2032 MAR 16 | 2,300,000 | 33,121 | ||||||
IRS. R MYR-KLIBOR 3M P 3.5% 2027 SEP 21 | 2,000,000 | 4,611 | ||||||
IRS. R MYR-KLIBOR 3M P 3.5% 2032 MAR 16 | 700,000 | 6,768 | ||||||
IRS. R MYR-KLIBOR 3M P 3.75% 2027 SEP 21 | 200,000 | 44 | ||||||
IRS._R MYR-KLIBOR 3M P 3.25% 2032 MAR 16 | 2,300,000 | – | ||||||
IRS._R MYR-KLIBOR 3M P 3.5% 2027 SEP 21 | 2,000,000 | – | ||||||
IRS._R MYR-KLIBOR 3M P 3.5% 2032 MAR 16 | 700,000 | – | ||||||
IRS._R MYR-KLIBOR 3M P 3.75% 2027 SEP 21 | 200,000 | – | ||||||
IRS._R THB-THOR-OIS COMPOUND 1 P 2.0% 2024 SEP 21 | 55,330,000 | – | ||||||
IRS._R THB-THOR-OIS COMPOUND 1 P 2.25% 2027 SEP 21 | 12,500,000 | – | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP APR 23 | 32,328 | – | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP AUG 23 | 29,234 | – | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP DEC 23 | 27,378 | – | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP JUL 23 | 29,626 | – | ||||||
41
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP JUN 23 | 30,169 | – | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP MAY 23 | 30,797 | – | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP NOV 23 | 27,774 | – | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP OCT 23 | 28,404 | – | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP SEP 23 | 28,830 | – | ||||||
JPN 10Y BOND FUTURE (OSE) EXP MAR 23 | 5,512,150 | – | ||||||
KC HRW WHEAT FUTURE (CBT) EXP JUL 23 | 43,826 | – | ||||||
KC HRW WHEAT FUTURE (CBT) EXP MAR 23 | 266,406 | – | ||||||
LEAD FUTURE (LME) EXP MAR 23 | 346,431 | – | ||||||
LEAN HOGS FUTURE (CME) EXP APR 23 | 495,573 | – | ||||||
LIVE CATTLE FUTURE (CME) EXP APR 23 | 323,605 | – | ||||||
LONG GILT FUTURE (ICF) EXP MAR 23 | 600,854 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP APR 23 | 29,798 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP AUG 23 | 26,681 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP DEC 23 | 24,689 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP JUL 23 | 26,989 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP JUN 23 | 27,289 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP MAY 23 | 28,083 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP NOV 23 | 25,167 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP OCT 23 | 25,890 | – | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP SEP 23 | 26,397 | – | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP APR 23 | 171,002 | – | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP FEB 23 | 2,174,424 | – | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP JAN 23 | 1,197,313 | – | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP JUN 23 | 737,109 | – | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP MAR 23 | 794,259 | – | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP SEP 23 | 1,441,368 | – | ||||||
MILL WHEAT EURO FUTURE (EOP) EXP MAR 23 | 346,570 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP APR 23 | 979,275 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP AUG 23 | 83,262 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP DEC 23 | 146,313 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP FEB 23 | 89,502 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP JAN 24 | 1,738,454 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP JAN 25 | 672,503 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP JUL 23 | 124,713 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP MAR 23 | 164,164 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP MAR 24 | 835,639 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP MAY 23 | 982,775 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP OCT 23 | 626,115 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP OCT 24 | 527,163 | – | ||||||
NATURAL GAS FUTURE (NYM) EXP SEP 23 | 82,202 | – | ||||||
NICKEL FUTURE (LME) EXP MAR 23 | 360,542 | – | ||||||
NY HARB ULSD FUTURE (NYM) EXP DEC 23 | 119,016 | – | ||||||
NY HARB ULSD FUTURE (NYM) EXP JUN 23 | 985,798 | – | ||||||
NY HARB ULSD FUTURE (NYM) EXP MAR 23 | 400,582 | – | ||||||
PALLADIUM FUTURE (NYM) EXP MAR 23 | 179,801 | – | ||||||
PLATINUM FUTURE (NYM) EXP APR 23 | 108,292 | – | ||||||
PRI ALUMINUM FUTURE (LME) EXP MAR 23 | 770,916 | – | ||||||
RED WHEAT FUTURE (MGE) EXP MAR 23 | 46,939 | – | ||||||
RTD MONTH COA (ICE) EXP FEB 23 | 190,001 | – | ||||||
RTD MONTH COA (ICE) EXP JAN 23 | 190,501 | – | ||||||
RTD MONTH COA (ICE) EXP MAR 23 | 188,701 | – | ||||||
SHORT EURO-BTP FUTURE (EUX) EXP MAR 23 | 2,131,413 | – | ||||||
SILVER FUTURE (CMX) EXP MAR 23 | 360,603 | – | ||||||
42
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
SNG GSOIL V LOW SU (ISF) EXP FEB 23 | 6,660 | – | ||||||
SNG GSOIL V LOW SU (ISF) EXP MAR 23 | 5,518 | – | ||||||
SOYBEAN FUTURE (CBT) EXP JUL 23 | 76,664 | – | ||||||
SOYBEAN FUTURE (CBT) EXP MAR 23 | 990,613 | – | ||||||
SOYBEAN FUTURE (CBT) EXP NOV 23 | 141,677 | – | ||||||
SOYBEAN MEAL FUTURE (CBT) EXP JUL 23 | 136,293 | – | ||||||
SOYBEAN MEAL FUTURE (CBT) EXP MAR 23 | 1,460,131 | – | ||||||
SOYBEAN OIL FUTURE (CBT) EXP JUL 23 | 76,274 | – | ||||||
SOYBEAN OIL FUTURE (CBT) EXP MAR 23 | 115,329 | – | ||||||
SUGAR #11 WORLD FUTURE (NYB) EXP JUL 23 | 261,802 | – | ||||||
TRS EL COMM JMABNIC5 INDEX P 0% 2023 FEB 15 | 3,977,441 | 111,416 | ||||||
TRS EL COMM SPGCESTR INDEX P TBILL 3M+16 BPS 15 FEB 2023 | 56,582,335 | 972,085 | ||||||
TRS EL COMM SPGCESTR INDEX P TBILL 3M+17 BPS 15 FEB 2023 | 11,744,990 | 203,646 | ||||||
TRS EL COMM SWAP BCOM INDEX P 0% 2022 DEC 16 | 61,870 | – | ||||||
TRS EL COMM SWAP BCOM INDEX P 0% 2023 FEB 08 | 129,649 | 3,398 | ||||||
TRS EL COMM SWAP BCOM INDEX P 0% 2023 JAN 20 | 362,568 | 9,006 | ||||||
TRS EL COMM SWAP BCOM INDEX P 0% 2023 MAR 16 | 568,064 | 52,508 | ||||||
TRS EL COMM SWAP CIBZC17F P 0% 2023 FEB 15 | 170,933 | 3,645 | ||||||
TRS EL COMM SWAP MQCP235E P 0% 2023 FEB 15 | 162,994 | 3,018 | ||||||
TRS EL COMM SWAP SPGCESTR INDX P TBILL 16 BPS 2023 FEB 15 | 35,325,061 | 534,115 | ||||||
TRS EL COMM SWAP SPGCESTR P TBILDI3M 17 BPS 2023 FEB 15 | 11,170,993 | 223,666 | ||||||
TRS EL COMM SWAP SPGCESTR P TBILL +16 BPS 2023 FEB 15 | 24,481,515 | 442,087 | ||||||
TRS EL IBOXIG INDEX P SOFR 20 SEP 2023 | 6,465,000 | – | ||||||
TRS EL JMABFNJ2 INDEX P 0% 2023 DEC 29 | 1,732,812 | – | ||||||
TRS FL COMM SWAP SPGCESTR P TBILL +16 BPS 2023 FEB 15 | 46,772 | – | ||||||
TRS_FL COMM CB BCKTBC11 INDEX P 0%+12 BPS 15 FEB 2023 | 56,439 | – | ||||||
TRS_FL COMM JMABNIC5 INDEX P 0% 2023 FEB 15 | 23,533 | – | ||||||
TRS_FL COMM SPGCESTR INDEX P TBILL 3M+16 BPS 15 FEB 2023 | 100,603 | – | ||||||
TRS_FL COMM SPGCESTR INDEX P TBILL 3M+17 BPS 15 FEB 2023 | 21,081 | – | ||||||
TRS_FL COMM SWAP BCOM INDEX P 0% 2023 FEB 08 | 976 | – | ||||||
TRS_FL COMM SWAP BCOM INDEX P 0% 2023 JAN 20 | 2,949 | – | ||||||
TRS_FL COMM SWAP BCOM INDEX P 0% 2023 MAR 16 | 4,732 | – | ||||||
TRS_FL COMM SWAP BCOMTR INDEX P TBILL +12 BPS 2023 FEB 15 | 3,543 | – | ||||||
TRS_FL COMM SWAP BCOMTR INDEX P TBILL +13 BPS 2023 FEB 15 | 3,507 | – | ||||||
TRS_FL COMM SWAP CIBZC17F 0.000% 02/15/23 DD 02/15/22 | 1,155 | – | ||||||
TRS_FL COMM SWAP JMABFNJ2 JPM P 0% 2022 DEC 30 | 17,294 | – | ||||||
TRS_FL COMM SWAP MQCP235E P 0% 2023 FEB 15 | 1,120 | – | ||||||
TRS_FL COMM SWAP SPGCESTR INDX P TBILL 16 BPS 2023 FEB 15 | 55,275 | – | ||||||
TRS_FL COMM SWAP SPGCESTR P TBILDI3M 17 BPS 2023 FEB 15 | 21,003 | – | ||||||
TRS_FL IBOXIG INDEX P SOFR 20 SEP 2023 | 6,465,000 | – | ||||||
TRS_FL JMABFNJ2 INDEX P 0% 2023 DEC 29 | 17,294 | – | ||||||
TTF NAT GAS F FUTURE (EDX) EXP APR 23 | 250,519 | – | ||||||
TTF NAT GAS F FUTURE (EDX) EXP MAR 23 | 124,205 | – | ||||||
TTF NAT GAS F FUTURE (EDX) EXP MAY 23 | 125,137 | – | ||||||
US 10YR NOTE FUTURE (CBT) EXP MAR 23 | 14,711,022 | – | ||||||
US 10YR ULTRA FUTURE (CBT) EXP MAR 23 | 4,376,443 | – | ||||||
US 2YR NOTE FUTURE (CBT) EXP MAR 23 | 39,170,113 | – | ||||||
US 5YR NOTE FUTURE (CBT) EXP MAR 23 | 20,183,039 | – | ||||||
US LONG BOND FUTURE (CBT) EXP MAR 23 | 3,258,964 | – | ||||||
US ULTRA BOND (CBT) EXP MAR 23 | 1,611,762 | – | ||||||
VARS GOLDLNPM 0.06325225 JPM 2026 APR 10 | 14,156,000 | 87,047 | ||||||
WHEAT FUTURE (CBT) EXP JUL 23 | 200,755 | – | ||||||
WHEAT FUTURE (CBT) EXP MAR 23 | 79,202 | – | ||||||
WTI CRUDE FUTURE (ICE) EXP DEC 23 | 1,932,775 | – | ||||||
43
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
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 (ICE) EXP JUN 23 | 1,604,020 | – | ||||||
WTI CRUDE FUTURE (ICE) EXP MAR 23 | 1,609,020 | – | ||||||
WTI CRUDE FUTURE (NYM) EXP DEC 23 | 4,097,483 | – | ||||||
WTI CRUDE FUTURE (NYM) EXP DEC 24 | 1,952,397 | – | ||||||
WTI CRUDE FUTURE (NYM) EXP JUN 23 | 4,090,251 | – | ||||||
WTI CRUDE FUTURE (NYM) EXP JUN 24 | 820,501 | – | ||||||
WTI CRUDE FUTURE (NYM) EXP MAR 23 | 3,057,138 | – | ||||||
WTI CRUDE FUTURE (NYM) EXP SEP 23 | 157,702 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP APR 23 | 4,361 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP AUG 23 | 3,861 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP DEC 23 | 4,061 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP FEB 23 | 5,161 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP JAN 23 | 5,571 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP JUL 23 | 3,891 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP JUN 23 | 3,961 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP MAR 23 | 4,751 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP MAY 23 | 4,081 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP NOV 23 | 4,031 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP OCT 23 | 3,981 | – | ||||||
WTI-BRENT ICE SW FUTURE (NYM) EXP SEP 23 | 3,931 | – | ||||||
ZINC FUTURE (LME) EXP MAR 23 | 74,414 | – | ||||||
Total Derivative Assets | $ | 10,623,974 | ||||||
Total Investment Assets (at fair value) | $ | 9,412,433,047 | ||||||
Separately Managed Accounts | ||||||||
Derivative Liabilities | ||||||||
3 MONTH SOFR FUTURE (CME) DEC 23 CALL DEC 23 098.000 ED 121523 | 2 | $ | (250 | ) | ||||
3 MONTH SOFR FUTURE (CME) DEC 23 PUT DEC 23 096.500 ED 121523 | 2 | (5,988 | ) | |||||
BLOOMBERG COMMODITY INDEX (BCO CALL JAN 23 119.900 ED 012023 | 8,011 | (3,088 | ) | |||||
BLOOMBERG COMMODITY INDEX OTC CALL FEB 23 130.560 ED 020823 | 7,160 | (665 | ) | |||||
BLOOMBERG COMMODITY INDEX OTC PUT MAR 23 105.000 ED 031623 | 18,300 | (31,927 | ) | |||||
BRENT CRUDE FUTURE (ICE) APR 23 CALL APR 23 094.000 ED 022323 | 4 | (10,040 | ) | |||||
BRENT CRUDE FUTURE (ICE) MAR 23 CALL MAR 23 090.000 ED 012623 | 10 | (20,200 | ) | |||||
BRENT CRUDE FUTURE (ICE) MAR 23 CALL MAR 23 095.000 ED 012623 | 3 | (2,580 | ) | |||||
BRENT CRUDE FUTURE (ICE) MAR 23 PUT MAR 23 065.000 ED 012623 | 6 | (660 | ) | |||||
BRENT CRUDE FUTURE (ICE) PUT APR 23 080.000 ED 042520 | 14 | (85,400 | ) | |||||
CCP IRS R 0.55000% P EUR003M CALL MAY 23 000.550 ED 051223 | 300,000 | – | ||||||
CCP IRS R 0.7% P EUR003M CALL APR 23 000.700 ED 042823 | 700,000 | (1 | ) | |||||
CCP IRS R 2.10000% P EUR003M PUT MAY 23 002.100 ED 051223 | 300,000 | (4,852 | ) | |||||
CCP IRS R 2.25000% P EUR003M PUT APR 23 002.250 ED 042823 | 700,000 | (10,188 | ) | |||||
CCP IRS R SOFR P 2.31000% PUT JAN 24 002.310 ED 011124 | 2,800,000 | (45,939 | ) | |||||
CCP IRS R SOFR P 2.68750% CALL APR 24 002.688 ED 040224 | 300,000 | (802 | ) | |||||
CCP IRS R SOFR P 2.68750% PUT APR 24 002.688 ED 040224 | 300,000 | (3,587 | ) | |||||
CCP IRS R SONIA P 0.82% CALL DEC 24 000.820 ED 121624 | 800,000 | (800 | ) | |||||
CCP OIS R SOFR P 2.15000% CALL DEC 23 002.150 ED 120123 | 200,000 | (158 | ) | |||||
CCP OIS R SOFR P 2.78500% PUT APR 24 002.785 ED 040824 | 200,000 | (791 | ) | |||||
CCP OIS R SOFR P 2.835 (OTC) PUT APR 24 002.835 ED 040824 | 200,000 | (738 | ) | |||||
CCP OIS R SOFR P 2.84500% CALL NOV 23 002.845 ED 111323 | 300,000 | (490 | ) | |||||
CCP OIS R SOFR P 2.84500% PUT NOV 23 002.845 ED 111323 | 300,000 | (4,227 | ) | |||||
CCP OIS R SOFR P 2.92 (OTC) PUT OCT 23 002.920 ED 101323 | 100,000 | (1,389 | ) | |||||
CCP OIS R SOFR P 2.92000% CALL OCT 23 002.920 ED 101323 | 100,000 | (109 | ) | |||||
44
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
CCP OIS R SOFR P 2.99250% PUT OCT 23 002.993 ED 101123 | 100,000 | (4,050 | ) | |||||
CCP OIS R SOFR P 3.00000% CALL JAN 23 003.000 ED 011923 | 100,000 | (25 | ) | |||||
CCP OIS R SOFR P 3.02000% CALL NOV 23 003.020 ED 110623 | 700,000 | (1,264 | ) | |||||
CCP OIS R SOFR P 3.02000% PUT NOV 23 003.020 ED 110623 | 700,000 | (9,013 | ) | |||||
CCP OIS R SOFR P 3.15% CALL JAN 23 003.150 ED 010923 | 400,000 | (3 | ) | |||||
CCP OIS R SOFR P 3.20000% CALL JAN 23 003.200 ED 011223 | 200,000 | (9 | ) | |||||
CCP OIS R SOFR P 3.27000% CALL JAN 23 003.270 ED 012323 | 200,000 | (163 | ) | |||||
CCP OIS R SOFR P 3.50000% PUT JAN 23 003.500 ED 011923 | 100,000 | (1,165 | ) | |||||
CCP OIS R SOFR P 3.65% PUT JAN 23 003.650 ED 010923 | 400,000 | (2,503 | ) | |||||
CCP OIS R SOFR P 3.65000% PUT DEC 23 003.650 ED 120123 | 200,000 | (1,521 | ) | |||||
CCP OIS R SOFR P 3.77000% PUT JAN 23 003.770 ED 012323 | 200,000 | (894 | ) | |||||
CCP OIS R SOFR P 3.80000% PUT JAN 23 003.800 ED 011223 | 200,000 | (597 | ) | |||||
CCP_CDS. SP UL BRITISH TELECOM REC 100BPS 2028 JUN 20 | 100,000 | (3,425 | ) | |||||
CCP_CDS. SP UL JAGUAR LAND ROV REC 500BPS 2026 JUN 20 | 200,000 | (25,975 | ) | |||||
CCP_IRS. P AUD-BBR-BBSW 6M CME REC 4.25% 2032 SEP 15 | 200,000 | (3,132 | ) | |||||
CCP_IRS. P AUD-BBR-BBSW 6M CME REC 4.25% 2033 MAR 15 | 400,000 | (7,245 | ) | |||||
CCP_IRS. P AUD-BBR-BBSW 6M CME REC 4.5% 2032 SEP 15 | 5,700,000 | (54,598 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.22% 2025 MAR 03 | 1,400,000 | (67,792 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.25% 2031 JUN 16 | 100,000 | (13,212 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.5% 2025 JUN 17 | 500,000 | (23,942 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.5% 2030 JUN 17 | 900,000 | (94,794 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.71% 2029 OCT 02 | 200,000 | (17,373 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 0.55% 2024 AUG 10 | 100,000 | (4,498 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 0.65% 2027 APR 12 | 200,000 | (21,443 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 0.65% 2027 MAY 11 | 200,000 | (21,967 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 0.7% 2027 APR 11 | 100,000 | (10,494 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 1.0% 2027 MAY 18 | 400,000 | (38,011 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 1.5% 2025 MAR 15 | 3,500,000 | (137,542 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 1.5% 2028 MAR 15 | 4,900,000 | (420,552 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 1.75% 2033 MAR 15 | 5,110,000 | (673,269 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 2.25% 2037 SEP 21 | 880,000 | (96,738 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.0% 2027 MAR 19 | 1,160,000 | (2,152 | ) | |||||
CCP_IRS. P EUR-EUROSTR-COMPOUND REC 1.0% 2024 NOV 23 | 1,700,000 | (72,459 | ) | |||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 2.0% 2033 MAR 15 | 1,700,000 | (288,006 | ) | |||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 2.0% 2053 MAR 15 | 100,000 | (31,368 | ) | |||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 2.25% 2028 MAR 15 | 800,000 | (77,437 | ) | |||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 2.5% 2025 MAR 15 | 300,000 | (13,537 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.0% 2026 DEC 15 | 40,000,000 | (5,896 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.0% 2031 MAR 17 | 60,000,000 | (31,630 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.05% 2031 DEC 15 | 20,000,000 | (10,516 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.1% 2027 MAR 15 | 130,000,000 | (17,200 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.8% 2052 JUN 15 | 30,000,000 | (30,186 | ) | |||||
CCP_IRS. P KRW-CD-KSDA-BLOOMBE REC 3.0% 2027 SEP 21 | 1,278,350,000 | (26,841 | ) | |||||
CCP_IRS. P NZD-BBR-FRA 3M CME REC 3.0% 2023 DEC 15 | 2,000,000 | (28,682 | ) | |||||
CCP_IRS. P NZD-BBR-FRA 3M CME REC 3.0% 2023 NOV 01 | 2,100,000 | (25,855 | ) | |||||
CCP_IRS. P NZD-BBR-FRA 3M CME REC 3.75% 2027 JUN 15 | 400,000 | (11,522 | ) | |||||
CCP_IRS. P NZD-BBR-FRA 3M CME REC 4.0% 2024 JUN 14 | 5,600,000 | (53,686 | ) | |||||
CCP_IRS. P SEK-STIBOR-SIDE 3M REC 1.0% 2029 JUN 19 | 800,000 | (9,766 | ) | |||||
CCP_IRS. P SGD-SORA-COMPOUND C REC 2.5% 2027 SEP 21 | 200,000 | (4,106 | ) | |||||
CCP_IRS. P SGD-SORA-COMPOUND C REC 2.75% 2027 JUN 15 | 900,000 | (10,960 | ) | |||||
CCP_IRS. P SGD-SORA-COMPOUND C REC 2.75% 2027 SEP 21 | 569,000 | (7,074 | ) | |||||
CCP_IRS. P SGD-SORA-COMPOUND C REC 3.0% 2027 JUN 15 | 800,000 | (3,610 | ) | |||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 0.25% 2023 MAR 30 | 200,000 | (2,190 | ) | |||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 0.4% 2028 JAN 15 | 2,800,000 | (457,867 | ) | |||||
45
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 0.5% 2023 DEC 15 | 4,500,000 | (192,301 | ) | |||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 1.5% 2028 DEC 15 | 1,700,000 | (216,730 | ) | |||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 1.55% 2029 JAN 20 | 100,000 | (12,653 | ) | |||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 1.63% 2029 JAN 20 | 400,000 | (48,794 | ) | |||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 2.0% 2051 DEC 15 | 400,000 | (108,631 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 0.25% 2023 DEC 15 | 4,300,000 | (184,948 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.0% 2029 JUN 15 | 4,800,000 | (726,105 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.25% 2028 DEC 15 | 800,000 | (103,140 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.5% 2052 JUN 15 | 575,000 | (185,497 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.62% 2029 FEB 09 | 300,000 | (33,473 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.7% 2031 NOV 15 | 2,000,000 | (283,319 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.75% 2024 JUN 15 | 7,000,000 | (294,073 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.75% 2052 JUN 15 | 970,000 | (260,120 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.89% 2029 MAR 22 | 400,000 | (39,309 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.94% 2029 MAR 25 | 500,000 | (47,868 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.18% 2029 APR 21 | 400,000 | (33,312 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.89% 2032 MAY 15 | 1,800,000 | (96,858 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.45% 2029 JUN 30 | 500,000 | (5,751 | ) | |||||
CCP_IRS. P ZAR-JIBAR-SAFEX 3M REC 7.25% 2023 JUN 20 | 2,500,000 | (162 | ) | |||||
CCP_OIS. P INR-FBIL-MIBOR-OIS- REC 6.25% 2024 SEP 21 | 122,100,000 | (6,039 | ) | |||||
CCP_OIS. P INR-FBIL-MIBOR-OIS- REC 6.5% 2024 SEP 21 | 26,010,000 | (16 | ) | |||||
CCP_ZCS. P GBP-SONIA-COMPOUND REC 0.01% 2023 FEB 07 | 3,450,000 | (14,906 | ) | |||||
CCS USD P US3ML MYC +29.75 MYC 2030 OCT 14 | 143,680 | (148,489 | ) | |||||
CCS USD P US3ML-AUD3MBBSW+29 2031 JAN 04 | 527,380 | (6,014 | ) | |||||
CCS USD P US3ML-AUD3MBBSW+42 2029 JUL 31 | 552,000 | (552,000 | ) | |||||
CDS BP UL PEOPLE’S REPUBLIC O P 100BPS 2023 JUN 20 | 400,000 | (1,366 | ) | |||||
CDS BP UL REPUBLIC OF KOREA P 100BPS 2023 JUN 20 | 1,000,000 | (3,193 | ) | |||||
CDS. BP UL PEOPLE’S REPUBLIC O P 100BPS 2023 JUN 20 | 700,000 | (2,392 | ) | |||||
COMMIT TO PUR FNMA SF MTG 3.000% 02/01/53 DD 02/01/23 | 2,500,000 | (301,451 | ) | |||||
COMMIT TO PUR FNMA SF MTG 3.000% 12/01/52 DD 12/01/22 | 2,000,000 | (242,689 | ) | |||||
COMMIT TO PUR FNMA SF MTG 3.500% 02/01/53 DD 02/01/23 | 400,000 | (35,966 | ) | |||||
COMMIT TO PUR FNMA SF MTG 3.500% 12/01/52 DD 12/01/22 | 800,000 | (72,381 | ) | |||||
COMMIT TO PUR FNMA SF MTG 4.000% 03/01/53 DD 03/01/23 | 2,400,000 | (146,341 | ) | |||||
COMMIT TO PUR FNMA SF MTG 4.500% 01/01/53 DD 01/01/23 | 900,000 | (33,047 | ) | |||||
COMMIT TO PUR FNMA SF MTG 4.500% 02/01/53 DD 02/01/23 | 4,900,000 | (180,113 | ) | |||||
EURO-BUND FUTURE MAR 23 CALL FEB 23 146.000 ED 012723 | 1 | (11 | ) | |||||
EURO-BUND FUTURE MAR 23 PUT FEB 23 138.500 ED 012723 | 1 | (6,094 | ) | |||||
GOLD 100 OZ FUTURE AUG 23 CALL AUG 23 1830.000 ED 072623 | 5 | (57,150 | ) | |||||
IRS R 0.451% P EUR006M PUT MAY 25 000.451 ED 052325 | 200,000 | (76,756 | ) | |||||
IRS R 0.55000% P EUR003M CALL APR 23 000.550 ED 040323 | 700,000 | – | ||||||
IRS R 0.55000% P EUR003M CALL APR 23 000.550 ED 040423 | 400,000 | – | ||||||
IRS R 0.55000% P EUR003M CALL APR 23 000.550 ED 041123 | 1,000,000 | (1 | ) | |||||
IRS R 2.10000% P EUR003M PUT APR 23 002.100 ED 040323 | 700,000 | (10,398 | ) | |||||
IRS R 2.10000% P EUR003M PUT APR 23 002.100 ED 040423 | 400,000 | (5,977 | ) | |||||
IRS R 2.10000% P EUR003M PUT APR 23 002.100 ED 041123 | 1,000,000 | (15,016 | ) | |||||
IRS. R THB-THOR-OIS COMPOUND 1 P 2.0% 2024 SEP 21 | 55,330,000 | (2,900 | ) | |||||
IRS. R THB-THOR-OIS COMPOUND 1 P 2.25% 2027 SEP 21 | 12,500,000 | (697 | ) | |||||
IRS_P US3ML/AUD3MBBSW+42.2 2029 AUG 27 | 473,620 | (473,620 | ) | |||||
LONDON GOLD MARKET FIXING LTD CALL OCT 23 2000.000 ED 101923 | 800 | (58,968 | ) | |||||
TRS EL COMM CB BCKTBC11 INDEX P 0%+12 BPS 15 FEB 2023 | 7,152,321 | (293 | ) | |||||
TRS EL COMM SWAP BCOMTR INDEX P TBILL +12 BPS 2023 FEB 15 | 831,732 | (10,819 | ) | |||||
TRS EL COMM SWAP BCOMTR INDEX P TBILL +13 BPS 2023 FEB 15 | 823,325 | (10,713 | ) | |||||
TRS EL COMM SWAP JMABFNJ2 JPM P 0% 2022 DEC 30 | 1,761,537 | (21,080 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP FEB 23 CALL JAN 23 088.000 ED 011723 | 1 | (490 | ) | |||||
46
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
WTI CRUDE FUTURE (NYM) EXP FEB CALL JAN 23 090.000 ED 011723 | 4 | (1,200 | ) | |||||
WTI CRUDE FUTURE DEC 23 PUT DEC 23 065.000 ED 11/15/23 | 1 | (6,790 | ) | |||||
WTI CRUDE FUTURE FEB 23 PUT FEB 23 070.000 ED 01/17/23 | 6 | (1,923 | ) | |||||
Total Derivative Liabilities | $ | (8,594,967 | ) | |||||
Total Investment Liabilities (at fair value) | $ | (8,594,967 | ) | |||||
Total Investment Assets less Investment Liabilities | $ | 9,403,838,080 | ||||||
*Notes Receivable from Participants with interest rates ranging from 3.25% to 6.50% with maturities up to 10 years | $ | 27,888,108 | ||||||
Total Investments, net | $ | 9,431,726,188 | ||||||
| * | Denotes party-in-interest |
Note: Par value is reflected in the underlying currency of the security, where applicable.
47
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
Securities Purchased Under Agreements to Resell | ||||||||
BARCLAYS BANK PLC REV REPO 0.060% 03/07/22 DD 03/04/22 | 5,600,000 | $ | 5,600,000 | |||||
BARCLAYS BANK PLC REV REPO 0.250% 03/24/22 DD 03/23/22 | 6,000,000 | 6,000,000 | ||||||
BARCLAYS BANK PLC REV REPO 0.250% 03/25/22 DD 03/24/22 | 6,000,000 | 6,000,000 | ||||||
BARCLAYS BANK PLC REV REPO 0.260% 03/28/22 DD 03/25/22 | 6,900,000 | 6,900,000 | ||||||
BARCLAYS CAPITAL REV REPO 2.250% 08/05/22 DD 08/04/22 | 100,000,000 | 100,000,000 | ||||||
BNP PARIBAS REV REPO 0.250% 04/21/22 DD 04/20/22 | 21,600,000 | 21,600,000 | ||||||
BNP PARIBAS REV REPO 0.710% 06/02/22 DD 06/01/22 | 15,300,000 | 15,300,000 | ||||||
BNP PARIBAS REV REPO 0.740% 05/27/22 DD 05/26/22 | 12,800,000 | 12,800,000 | ||||||
BNP PARIBAS REV REPO 0.740% 06/13/22 DD 06/10/22 | 74,600,000 | 74,600,000 | ||||||
BNP PARIBAS REV REPO 0.750% 05/26/22 DD 05/25/22 | 10,700,000 | 10,700,000 | ||||||
BNP PARIBAS REV REPO 0.750% 06/10/22 DD 06/09/22 | 71,900,000 | 71,900,000 | ||||||
BNP PARIBAS REV REPO 0.770% 06/08/22 DD 06/07/22 | 50,800,000 | 50,800,000 | ||||||
BNP PARIBAS REV REPO 0.780% 05/12/22 DD 05/11/22 | 6,700,000 | 6,700,000 | ||||||
BNP PARIBAS REV REPO 0.780% 05/13/22 DD 05/12/22 | 9,900,000 | 9,900,000 | ||||||
BNP PARIBAS REV REPO 0.780% 05/23/22 DD 05/20/22 | 11,900,000 | 11,900,000 | ||||||
BNP PARIBAS REV REPO 0.780% 05/24/22 DD 05/23/22 | 11,600,000 | 11,600,000 | ||||||
BNP PARIBAS REV REPO 0.780% 05/25/22 DD 05/24/22 | 11,400,000 | 11,400,000 | ||||||
BNP PARIBAS REV REPO 0.790% 05/16/22 DD 05/13/22 | 9,800,000 | 9,800,000 | ||||||
BNP PARIBAS REV REPO 0.790% 05/17/22 DD 05/16/22 | 9,500,000 | 9,500,000 | ||||||
BNP PARIBAS REV REPO 0.790% 05/19/22 DD 05/18/22 | 13,200,000 | 13,200,000 | ||||||
BNP PARIBAS REV REPO 0.790% 06/01/22 DD 05/31/22 | 14,500,000 | 14,500,000 | ||||||
BNP PARIBAS REV REPO 0.790% 06/03/22 DD 06/02/22 | 33,200,000 | 33,200,000 | ||||||
BNP PARIBAS REV REPO 0.800% 05/18/22 DD 05/17/22 | 10,100,000 | 10,100,000 | ||||||
BNP PARIBAS REV REPO 1.360% 06/28/22 DD 06/27/22 | 74,800,000 | 74,800,000 | ||||||
BNP PARIBAS REV REPO 1.440% 06/21/22 DD 06/17/22 | 75,000,000 | 75,000,000 | ||||||
BNP PARIBAS REV REPO 1.440% 06/23/22 DD 06/22/22 | 67,900,000 | 67,900,000 | ||||||
BNP PARIBAS REV REPO 1.450% 06/17/22 DD 06/16/22 | 70,000,000 | 70,000,000 | ||||||
BNP PARIBAS REV REPO 1.450% 06/27/22 DD 06/24/22 | 73,200,000 | 73,200,000 | ||||||
BNP PARIBAS REV REPO 1.470% 07/27/22 DD 07/26/22 | 115,800,000 | 115,800,000 | ||||||
BNP PARIBAS REV REPO 1.470% 07/28/22 DD 07/27/22 | 117,500,000 | 117,500,000 | ||||||
BNP PARIBAS REV REPO 1.480% 07/26/22 DD 07/25/22 | 110,100,000 | 110,100,000 | ||||||
BNP PARIBAS REV REPO 1.490% 07/13/22 DD 07/12/22 | 93,100,000 | 93,100,000 | ||||||
BNP PARIBAS REV REPO 1.490% 07/14/22 DD 07/13/22 | 87,100,000 | 87,100,000 | ||||||
BNP PARIBAS REV REPO 1.520% 07/05/22 DD 07/01/22 | 7,200,000 | 7,200,000 | ||||||
BNP PARIBAS REV REPO 1.520% 07/25/22 DD 07/22/22 | 110,300,000 | 110,300,000 | ||||||
BNP PARIBAS REV REPO 1.540% 07/08/22 DD 07/07/22 | 77,000,000 | 77,000,000 | ||||||
BNP PARIBAS REV REPO 1.540% 07/15/22 DD 07/14/22 | 97,200,000 | 97,200,000 | ||||||
BNP PARIBAS REV REPO 1.540% 07/18/22 DD 07/15/22 | 98,300,000 | 98,300,000 | ||||||
BNP PARIBAS REV REPO 1.540% 07/20/22 DD 07/19/22 | 83,000,000 | 83,000,000 | ||||||
BNP PARIBAS REV REPO 2.180% 08/01/22 DD 07/29/22 | 123,900,000 | 123,900,000 | ||||||
BNP PARIBAS REV REPO 2.210% 09/21/22 DD 09/20/22 | 103,800,000 | 103,800,000 | ||||||
BNP PARIBAS REV REPO 2.220% 07/29/22 DD 07/28/22 | 121,900,000 | 121,900,000 | ||||||
BNP PARIBAS REV REPO 2.220% 09/20/22 DD 09/19/22 | 103,100,000 | 103,100,000 | ||||||
BNP PARIBAS REV REPO 2.240% 08/15/22 DD 08/12/22 | 121,500,000 | 121,500,000 | ||||||
BNP PARIBAS REV REPO 2.240% 08/22/22 DD 08/19/22 | 121,500,000 | 121,500,000 | ||||||
BNP PARIBAS REV REPO 2.240% 08/26/22 DD 08/25/22 | 126,000,000 | 126,000,000 | ||||||
BNP PARIBAS REV REPO 2.240% 09/01/22 DD 08/31/22 | 123,700,000 | 123,700,000 | ||||||
BNP PARIBAS REV REPO 2.240% 09/12/22 DD 09/09/22 | 97,300,000 | 97,300,000 | ||||||
BNP PARIBAS REV REPO 2.240% 09/13/22 DD 09/12/22 | 110,300,000 | 110,300,000 | ||||||
BNP PARIBAS REV REPO 2.240% 09/14/22 DD 09/13/22 | 100,900,000 | 100,900,000 | ||||||
BNP PARIBAS REV REPO 2.240% 09/15/22 DD 09/14/22 | 105,500,000 | 105,500,000 | ||||||
BNP PARIBAS REV REPO 2.240% 09/16/22 DD 09/15/22 | 101,900,000 | 101,900,000 | ||||||
BNP PARIBAS REV REPO 2.250% 08/03/22 DD 08/02/22 | 120,200,000 | 120,200,000 | ||||||
48
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
BNP PARIBAS REV REPO 2.250% 08/16/22 DD 08/15/22 | 123,400,000 | 123,400,000 | ||||||
BNP PARIBAS REV REPO 2.250% 08/18/22 DD 08/17/22 | 121,100,000 | 121,100,000 | ||||||
BNP PARIBAS REV REPO 2.250% 08/19/22 DD 08/18/22 | 121,400,000 | 121,400,000 | ||||||
BNP PARIBAS REV REPO 2.250% 08/30/22 DD 08/29/22 | 125,600,000 | 125,600,000 | ||||||
BNP PARIBAS REV REPO 2.250% 08/31/22 DD 08/30/22 | 126,700,000 | 126,700,000 | ||||||
BNP PARIBAS REV REPO 2.250% 09/06/22 DD 09/02/22 | 111,800,000 | 111,800,000 | ||||||
BNP PARIBAS REV REPO 2.250% 09/08/22 DD 09/07/22 | 77,900,000 | 77,900,000 | ||||||
BNP PARIBAS REV REPO 2.280% 08/23/22 DD 08/22/22 | 122,700,000 | 122,700,000 | ||||||
BNP PARIBAS REV REPO 2.280% 08/24/22 DD 08/23/22 | 122,400,000 | 122,400,000 | ||||||
BNP PARIBAS REV REPO 2.280% 08/25/22 DD 08/24/22 | 122,700,000 | 122,700,000 | ||||||
BNP PARIBAS REV REPO 2.290% 08/05/22 DD 08/04/22 | 20,200,000 | 20,200,000 | ||||||
BNP PARIBAS REV REPO 2.290% 08/11/22 DD 08/10/22 | 64,000,000 | 64,000,000 | ||||||
BNP PARIBAS REV REPO 2.290% 08/29/22 DD 08/26/22 | 125,400,000 | 125,400,000 | ||||||
BNP PARIBAS REV REPO 2.290% 09/12/22 DD 09/09/22 | 9,600,000 | 9,600,000 | ||||||
BNP PARIBAS REV REPO 2.290% 09/14/22 DD 09/13/22 | 10,600,000 | 10,600,000 | ||||||
BNP PARIBAS REV REPO 2.290% 09/15/22 DD 09/14/22 | 10,300,000 | 10,300,000 | ||||||
BNP PARIBAS REV REPO 2.290% 09/16/22 DD 09/15/22 | 11,400,000 | 11,400,000 | ||||||
BNP PARIBAS REV REPO 2.290% 09/19/22 DD 09/16/22 | 102,700,000 | 102,700,000 | ||||||
BNP PARIBAS REV REPO 2.300% 08/17/22 DD 08/16/22 | 120,700,000 | 120,700,000 | ||||||
BNP PARIBAS REV REPO 2.300% 09/02/22 DD 09/01/22 | 118,600,000 | 118,600,000 | ||||||
BNP PARIBAS REV REPO 2.310% 08/04/22 DD 08/03/22 | 119,500,000 | 119,500,000 | ||||||
BNP PARIBAS REV REPO 2.910% 09/29/22 DD 09/28/22 | 99,900,000 | 99,900,000 | ||||||
BNP PARIBAS REV REPO 2.940% 09/26/22 DD 09/23/22 | 107,500,000 | 107,500,000 | ||||||
BNP PARIBAS REV REPO 2.950% 10/03/22 DD 09/30/22 | 100,900,000 | 100,900,000 | ||||||
BNP PARIBAS REV REPO 2.970% 10/24/22 DD 10/21/22 | 105,300,000 | 105,300,000 | ||||||
BNP PARIBAS REV REPO 2.980% 09/23/22 DD 09/22/22 | 108,900,000 | 108,900,000 | ||||||
BNP PARIBAS REV REPO 2.980% 09/28/22 DD 09/27/22 | 99,700,000 | 99,700,000 | ||||||
BNP PARIBAS REV REPO 2.980% 10/25/22 DD 10/24/22 | 105,200,000 | 105,200,000 | ||||||
BNP PARIBAS REV REPO 2.990% 10/26/22 DD 10/25/22 | 105,000,000 | 105,000,000 | ||||||
BNP PARIBAS REV REPO 2.990% 10/27/22 DD 10/26/22 | 105,000,000 | 105,000,000 | ||||||
BNP PARIBAS REV REPO 3.000% 10/05/22 DD 10/04/22 | 97,700,000 | 97,700,000 | ||||||
BNP PARIBAS REV REPO 3.000% 10/06/22 DD 10/05/22 | 100,500,000 | 100,500,000 | ||||||
BNP PARIBAS REV REPO 3.000% 10/14/22 DD 10/13/22 | 105,900,000 | 105,900,000 | ||||||
BNP PARIBAS REV REPO 3.000% 10/20/22 DD 10/19/22 | 104,700,000 | 104,700,000 | ||||||
BNP PARIBAS REV REPO 3.000% 10/31/22 DD 10/28/22 | 108,500,000 | 108,500,000 | ||||||
BNP PARIBAS REV REPO 3.000% 11/01/22 DD 10/31/22 | 107,900,000 | 107,903,571 | ||||||
BNP PARIBAS REV REPO 3.010% 10/12/22 DD 10/11/22 | 107,400,000 | 107,400,000 | ||||||
BNP PARIBAS REV REPO 3.010% 10/13/22 DD 10/12/22 | 107,200,000 | 107,200,000 | ||||||
BNP PARIBAS REV REPO 3.010% 10/18/22 DD 10/17/22 | 105,200,000 | 105,200,000 | ||||||
BNP PARIBAS REV REPO 3.010% 11/02/22 DD 11/01/22 | 107,900,000 | 107,900,000 | ||||||
BNP PARIBAS REV REPO 3.010% 11/03/22 DD 11/02/22 | 9,800,000 | 9,800,000 | ||||||
BNP PARIBAS REV REPO 3.050% 10/20/22 DD 10/19/22 | 9,700,000 | 9,700,000 | ||||||
BNP PARIBAS REV REPO 3.050% 10/21/22 DD 10/20/22 | 105,200,000 | 105,200,000 | ||||||
BNP PARIBAS REV REPO 3.060% 10/07/22 DD 10/06/22 | 104,500,000 | 104,500,000 | ||||||
BNP PARIBAS REV REPO 3.060% 10/28/22 DD 10/27/22 | 105,900,000 | 105,900,000 | ||||||
BNP PARIBAS REV REPO 3.070% 11/02/22 DD 11/01/22 | 10,600,000 | 10,600,000 | ||||||
BNP PARIBAS REV REPO 3.720% 11/14/22 DD 11/10/22 | 106,400,000 | 106,400,000 | ||||||
BNP PARIBAS REV REPO 3.730% 11/08/22 DD 11/07/22 | 108,400,000 | 108,400,000 | ||||||
BNP PARIBAS REV REPO 3.730% 11/15/22 DD 11/14/22 | 106,600,000 | 106,600,000 | ||||||
BNP PARIBAS REV REPO 3.730% 12/08/22 DD 12/07/22 | 95,300,000 | 95,300,000 | ||||||
BNP PARIBAS REV REPO 3.740% 12/09/22 DD 12/08/22 | 93,800,000 | 93,800,000 | ||||||
BNP PARIBAS REV REPO 3.750% 11/22/22 DD 11/21/22 | 102,100,000 | 102,100,000 | ||||||
BNP PARIBAS REV REPO 3.750% 12/12/22 DD 12/09/22 | 93,300,000 | 93,300,000 | ||||||
BNP PARIBAS REV REPO 3.760% 11/16/22 DD 11/15/22 | 107,200,000 | 107,200,000 | ||||||
49
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
BNP PARIBAS REV REPO 3.760% 12/14/22 DD 12/13/22 | 93,700,000 | 93,700,000 | ||||||
BNP PARIBAS REV REPO 3.760% 12/15/22 DD 12/14/22 | 94,200,000 | 94,200,000 | ||||||
BNP PARIBAS REV REPO 3.770% 12/02/22 DD 12/01/22 | 99,700,000 | 99,700,000 | ||||||
BNP PARIBAS REV REPO 3.780% 11/21/22 DD 11/18/22 | 103,300,000 | 103,302,296 | ||||||
BNP PARIBAS REV REPO 3.790% 11/10/22 DD 11/09/22 | 110,100,000 | 110,100,000 | ||||||
BNP PARIBAS REV REPO 3.790% 11/30/22 DD 11/29/22 | 99,400,000 | 99,400,000 | ||||||
BNP PARIBAS REV REPO 3.800% 12/01/22 DD 11/30/22 | 98,800,000 | 98,800,000 | ||||||
BNP PARIBAS REV REPO 3.800% 12/05/22 DD 12/02/22 | 101,300,000 | 101,300,000 | ||||||
BNP PARIBAS REV REPO 3.820% 11/04/22 DD 11/03/22 | 108,400,000 | 108,400,000 | ||||||
BNP PARIBAS REV REPO 3.820% 11/07/22 DD 11/04/22 | 73,500,000 | 73,500,000 | ||||||
BNP PARIBAS REV REPO 3.820% 11/29/22 DD 11/28/22 | 98,800,000 | 98,800,000 | ||||||
BNP PARIBAS REV REPO 3.820% 12/13/22 DD 12/12/22 | 93,500,000 | 93,500,000 | ||||||
BNP PARIBAS REV REPO 3.830% 12/07/22 DD 12/06/22 | 102,300,000 | 102,300,000 | ||||||
BNP PARIBAS REV REPO 3.860% 11/17/22 DD 11/16/22 | 106,800,000 | 106,800,000 | ||||||
BNP PARIBAS REV REPO 3.870% 12/01/22 DD 11/30/22 | 7,200,000 | 7,200,000 | ||||||
BNP PARIBAS REV REPO 4.150% 12/29/22 DD 12/28/22 | 101,600,000 | 101,600,000 | ||||||
BNP PARIBAS REV REPO 4.170% 12/23/22 DD 12/22/22 | 97,700,000 | 97,700,000 | ||||||
BNP PARIBAS REV REPO 4.180% 12/27/22 DD 12/23/22 | 6,400,000 | 6,400,000 | ||||||
BNP PARIBAS REV REPO 4.180% 12/28/22 DD 12/27/22 | 99,700,000 | 99,700,000 | ||||||
BNP PARIBAS REV REPO 4.280% 12/16/22 DD 12/15/22 | 97,800,000 | 97,800,000 | ||||||
BNP PARIBAS REV REPO 4.290% 12/22/22 DD 12/21/22 | 96,900,000 | 96,900,000 | ||||||
BNP PARIBAS REV REPO 4.290% 12/23/22 DD 12/22/22 | 6,300,000 | 6,300,000 | ||||||
BNP PARIBAS REV REPO 4.300% 12/19/22 DD 12/16/22 | 10,200,000 | 10,200,000 | ||||||
BNP PARIBAS REV REPO 4.300% 12/21/22 DD 12/20/22 | 92,100,000 | 92,100,000 | ||||||
BNP PARIBAS REV REPO 4.320% 12/28/22 DD 12/27/22 | 6,400,000 | 6,400,000 | ||||||
BNP PARIBAS REV REPO 4.330% 12/20/22 DD 12/19/22 | 85,000,000 | 85,000,000 | ||||||
BNP PARIBAS REV REPO 4.370% 12/19/22 DD 12/16/22 | 88,400,000 | 88,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 3.050% 10/14/22 DD 10/13/22 | 8,800,000 | 8,800,000 | ||||||
CITIGROUP GLOBAL REV REPO 3.820% 11/18/22 DD 11/17/22 | 7,400,000 | 7,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.280% 12/22/22 DD 12/21/22 | 6,300,000 | 6,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.410% 06/17/22 DD 06/16/22 | 3,500,000 | 3,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.410% 06/21/22 DD 06/17/22 | 2,500,000 | 2,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.460% 06/28/22 DD 06/27/22 | 3,400,000 | 3,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.480% 07/05/22 DD 07/01/22 | 4,700,000 | 4,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.480% 07/25/22 DD 07/22/22 | 2,700,000 | 2,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.490% 06/29/22 DD 06/28/22 | 3,600,000 | 3,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.490% 07/18/22 DD 07/15/22 | 3,600,000 | 3,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.490% 07/21/22 DD 07/20/22 | 2,600,000 | 2,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.490% 07/22/22 DD 07/21/22 | 2,600,000 | 2,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.500% 07/11/22 DD 07/08/22 | 4,400,000 | 4,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.500% 07/13/22 DD 07/12/22 | 5,000,000 | 5,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.500% 07/14/22 DD 07/13/22 | 5,100,000 | 5,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.500% 07/15/22 DD 07/14/22 | 3,600,000 | 3,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.500% 07/20/22 DD 07/19/22 | 2,700,000 | 2,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.510% 07/06/22 DD 07/05/22 | 5,800,000 | 5,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 1.510% 07/07/22 DD 07/06/22 | 4,700,000 | 4,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.210% 09/21/22 DD 09/20/22 | 5,500,000 | 5,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.210% 09/22/22 DD 09/21/22 | 5,200,000 | 5,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.230% 09/20/22 DD 09/19/22 | 2,900,000 | 2,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.240% 09/14/22 DD 09/13/22 | 2,700,000 | 2,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.240% 09/16/22 DD 09/15/22 | 2,800,000 | 2,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.240% 09/19/22 DD 09/16/22 | 2,700,000 | 2,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.900% 09/30/22 DD 09/29/22 | 8,600,000 | 8,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.920% 10/03/22 DD 09/30/22 | 8,600,000 | 8,600,000 | ||||||
50
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
DEUTSCHE BANK FINL REV REPO 2.930% 09/28/22 DD 09/27/22 | 8,100,000 | 8,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.930% 09/29/22 DD 09/28/22 | 8,200,000 | 8,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.940% 09/26/22 DD 09/23/22 | 5,200,000 | 5,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.950% 09/23/22 DD 09/22/22 | 5,100,000 | 5,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.960% 10/04/22 DD 10/03/22 | 8,700,000 | 8,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.980% 10/24/22 DD 10/21/22 | 10,100,000 | 10,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 2.990% 10/26/22 DD 10/25/22 | 10,200,000 | 10,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.000% 10/17/22 DD 10/14/22 | 8,800,000 | 8,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.000% 10/27/22 DD 10/26/22 | 10,400,000 | 10,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.000% 10/28/22 DD 10/27/22 | 10,100,000 | 10,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.010% 10/06/22 DD 10/05/22 | 8,100,000 | 8,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.010% 10/18/22 DD 10/17/22 | 9,300,000 | 9,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.020% 10/13/22 DD 10/12/22 | 9,100,000 | 9,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.020% 10/31/22 DD 10/28/22 | 10,400,000 | 10,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.740% 11/10/22 DD 11/09/22 | 8,500,000 | 8,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.750% 11/09/22 DD 11/08/22 | 8,000,000 | 8,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.750% 11/15/22 DD 11/14/22 | 8,200,000 | 8,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.750% 12/08/22 DD 12/07/22 | 6,000,000 | 6,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.760% 11/08/22 DD 11/07/22 | 8,200,000 | 8,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.760% 11/25/22 DD 11/23/22 | 7,600,000 | 7,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.760% 12/09/22 DD 12/08/22 | 6,400,000 | 6,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.770% 11/22/22 DD 11/21/22 | 7,600,000 | 7,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.770% 11/23/22 DD 11/22/22 | 7,600,000 | 7,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.770% 11/28/22 DD 11/25/22 | 7,400,000 | 7,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.770% 12/12/22 DD 12/09/22 | 6,200,000 | 6,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.780% 11/21/22 DD 11/18/22 | 7,400,000 | 7,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.780% 11/29/22 DD 11/28/22 | 7,300,000 | 7,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.780% 12/07/22 DD 12/06/22 | 6,100,000 | 6,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.780% 12/13/22 DD 12/12/22 | 6,100,000 | 6,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.780% 12/14/22 DD 12/13/22 | 6,300,000 | 6,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.790% 11/16/22 DD 11/15/22 | 7,500,000 | 7,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.800% 11/30/22 DD 11/29/22 | 7,400,000 | 7,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.800% 12/02/22 DD 12/01/22 | 7,000,000 | 7,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.810% 12/05/22 DD 12/02/22 | 5,400,000 | 5,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 3.820% 11/17/22 DD 11/16/22 | 7,100,000 | 7,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.280% 12/20/22 DD 12/19/22 | 6,600,000 | 6,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.320% 12/16/22 DD 12/15/22 | 6,200,000 | 6,200,000 | ||||||
J P MORGAN CHASE REV REPO 0.780% 05/31/22 DD 05/27/22 | 13,000,000 | 13,000,000 | ||||||
J P MORGAN CHASE REV REPO 0.780% 06/07/22 DD 06/06/22 | 35,800,000 | 35,800,000 | ||||||
J P MORGAN CHASE REV REPO 0.790% 06/06/22 DD 06/03/22 | 34,300,000 | 34,300,000 | ||||||
J P MORGAN CHASE REV REPO 1.350% 07/01/22 DD 06/30/22 | 84,400,000 | 84,400,000 | ||||||
J P MORGAN CHASE REV REPO 1.400% 07/01/22 DD 06/30/22 | 4,500,000 | 4,500,000 | ||||||
J P MORGAN CHASE REV REPO 1.420% 06/24/22 DD 06/23/22 | 77,000,000 | 77,000,000 | ||||||
J P MORGAN CHASE REV REPO 1.450% 06/27/22 DD 06/24/22 | 2,900,000 | 2,900,000 | ||||||
J P MORGAN CHASE REV REPO 1.480% 06/30/22 DD 06/29/22 | 4,200,000 | 4,200,000 | ||||||
J P MORGAN CHASE REV REPO 1.480% 07/08/22 DD 07/07/22 | 4,500,000 | 4,500,000 | ||||||
J P MORGAN CHASE REV REPO 1.480% 07/19/22 DD 07/18/22 | 103,900,000 | 103,900,000 | ||||||
J P MORGAN CHASE REV REPO 1.480% 07/22/22 DD 07/21/22 | 109,200,000 | 109,200,000 | ||||||
J P MORGAN CHASE REV REPO 1.490% 06/29/22 DD 06/28/22 | 84,300,000 | 84,300,000 | ||||||
J P MORGAN CHASE REV REPO 1.490% 07/12/22 DD 07/11/22 | 88,500,000 | 88,500,000 | ||||||
J P MORGAN CHASE REV REPO 2.250% 08/02/22 DD 08/01/22 | 123,800,000 | 123,800,000 | ||||||
J P MORGAN CHASE REV REPO 2.250% 08/10/22 DD 08/09/22 | 117,300,000 | 117,300,000 | ||||||
J P MORGAN CHASE REV REPO 2.250% 08/12/22 DD 08/11/22 | 118,700,000 | 118,700,000 | ||||||
J P MORGAN CHASE REV REPO 3.070% 11/03/22 DD 11/02/22 | 97,500,000 | 97,500,000 | ||||||
51
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
MERRILL LYNCH REV REPO 0.750% 06/09/22 DD 06/08/22 | 52,000,000 | 52,000,000 | ||||||
MERRILL LYNCH REV REPO 0.770% 05/06/22 DD 05/05/22 | 2,300,000 | 2,300,000 | ||||||
MERRILL LYNCH REV REPO 1.530% 06/30/22 DD 06/29/22 | 84,300,000 | 84,300,000 | ||||||
PB COLLATERAL REV REPO 3.060% 10/11/22 DD 10/07/22 | 106,300,000 | 106,300,000 | ||||||
SCOTIABANK INC REV REPO 3.020% 10/21/22 DD 10/20/22 | 10,100,000 | 10,100,000 | ||||||
SCOTIABANK INC REV REPO 3.030% 10/05/22 DD 10/04/22 | 8,800,000 | 8,800,000 | ||||||
SCOTIABANK INC REV REPO 3.030% 10/07/22 DD 10/06/22 | 8,100,000 | 8,100,000 | ||||||
SCOTIABANK INC REV REPO 3.030% 10/12/22 DD 10/11/22 | 8,800,000 | 8,800,000 | ||||||
SCOTIABANK INC REV REPO 3.030% 10/19/22 DD 10/18/22 | 9,600,000 | 9,600,000 | ||||||
SCOTIABANK INC REV REPO 3.030% 11/03/22 DD 11/02/22 | 9,800,000 | 9,800,000 | ||||||
SCOTIABANK INC REV REPO 3.040% 11/01/22 DD 10/31/22 | 11,200,000 | 11,200,946 | ||||||
SCOTIABANK INC REV REPO 3.750% 12/15/22 DD 12/14/22 | 6,100,000 | 6,100,635 | ||||||
SCOTIABANK INC REV REPO 3.770% 11/14/22 DD 11/10/22 | 8,600,000 | 8,600,000 | ||||||
SCOTIABANK INC REV REPO 3.780% 11/04/22 DD 11/03/22 | 9,600,000 | 9,601,008 | ||||||
SCOTIABANK INC REV REPO 3.800% 12/06/22 DD 12/05/22 | 6,200,000 | 6,200,654 | ||||||
SOCIETE GENERALE REV REPO 0.660% 06/15/22 DD 06/14/22 | 76,600,000 | 76,600,000 | ||||||
SOCIETE GENERALE REV REPO 0.670% 06/16/22 DD 06/15/22 | 71,400,000 | 71,400,000 | ||||||
SOCIETE GENERALE REV REPO 0.720% 06/14/22 DD 06/13/22 | 72,700,000 | 72,700,000 | ||||||
SOCIETE GENERALE REV REPO 1.440% 06/22/22 DD 06/21/22 | 66,900,000 | 66,900,000 | ||||||
SOCIETE GENERALE REV REPO 1.520% 07/05/22 DD 07/01/22 | 70,700,000 | 70,700,000 | ||||||
SOCIETE GENERALE REV REPO 1.530% 07/21/22 DD 07/20/22 | 86,500,000 | 86,500,000 | ||||||
SOCIETE GENERALE REV REPO 1.540% 07/06/22 DD 07/05/22 | 85,400,000 | 85,400,000 | ||||||
SOCIETE GENERALE REV REPO 1.540% 07/07/22 DD 07/06/22 | 76,300,000 | 76,300,000 | ||||||
SOCIETE GENERALE REV REPO 1.540% 07/11/22 DD 07/08/22 | 78,000,000 | 78,000,000 | ||||||
SOCIETE GENERALE REV REPO 2.290% 08/08/22 DD 08/05/22 | 116,800,000 | 116,800,000 | ||||||
SOCIETE GENERALE REV REPO 2.290% 08/09/22 DD 08/08/22 | 117,300,000 | 117,300,000 | ||||||
SOCIETE GENERALE REV REPO 2.290% 08/11/22 DD 08/10/22 | 53,700,000 | 53,700,000 | ||||||
SOCIETE GENERALE REV REPO 2.290% 09/09/22 DD 09/08/22 | 107,700,000 | 107,700,000 | ||||||
SOCIETE GENERALE REV REPO 2.940% 09/30/22 DD 09/29/22 | 99,300,000 | 99,300,000 | ||||||
SOCIETE GENERALE REV REPO 2.990% 10/04/22 DD 10/03/22 | 98,900,000 | 98,900,000 | ||||||
SOCIETE GENERALE REV REPO 3.040% 10/17/22 DD 10/14/22 | 106,100,000 | 106,100,000 | ||||||
SOCIETE GENERALE REV REPO 3.050% 10/11/22 DD 10/07/22 | 8,400,000 | 8,400,000 | ||||||
SOCIETE GENERALE REV REPO 3.050% 10/19/22 DD 10/18/22 | 106,300,000 | 106,300,000 | ||||||
SOCIETE GENERALE REV REPO 3.770% 11/09/22 DD 11/08/22 | 113,700,000 | 113,700,000 | ||||||
SOCIETE GENERALE REV REPO 3.800% 11/25/22 DD 11/23/22 | 102,700,000 | 102,700,000 | ||||||
SOCIETE GENERALE REV REPO 3.800% 11/28/22 DD 11/25/22 | 101,700,000 | 101,700,000 | ||||||
SOCIETE GENERALE REV REPO 3.810% 11/07/22 DD 11/04/22 | 35,900,000 | 35,900,000 | ||||||
SOCIETE GENERALE REV REPO 3.810% 11/18/22 DD 11/17/22 | 112,100,000 | 112,100,000 | ||||||
SOCIETE GENERALE REV REPO 4.270% 12/27/22 DD 12/23/22 | 99,800,000 | 99,800,000 | ||||||
SOCIETE GENERALE REV REPO 4.280% 12/30/22 DD 12/29/22 | 101,500,000 | 101,500,000 | ||||||
TORONTO DOMINION REV REPO 0.790% 05/20/22 DD 05/19/22 | 6,800,000 | 6,800,000 | ||||||
TORONTO DOMINION REV REPO 2.250% 09/22/22 DD 09/21/22 | 106,100,000 | 106,100,000 | ||||||
TORONTO DOMINION REV REPO 2.290% 09/07/22 DD 09/06/22 | 112,800,000 | 112,800,000 | ||||||
TORONTO DOMINION REV REPO 2.300% 09/08/22 DD 09/07/22 | 34,800,000 | 34,800,000 | ||||||
TORONTO DOMINION REV REPO 2.990% 09/27/22 DD 09/26/22 | 101,700,000 | 101,700,000 | ||||||
TORONTO DOMINION REV REPO 3.810% 11/23/22 DD 11/22/22 | 102,600,000 | 102,600,000 | ||||||
TORONTO DOMINION REV REPO 3.840% 12/06/22 DD 12/05/22 | 101,800,000 | 101,800,000 | ||||||
Total Securities Purchased Under Agreements to Resell | $ | 15,264,809,110 | ||||||
Fixed Income Securities | ||||||||
BANCO SANTANDER SA | 191,065 | $ | 501,343 | |||||
ELO SACA REGS 3.250% 07/23/27 | – | 135 | ||||||
*GOLDMAN SACHS LOAN 5.000% 12/31/49 DD 12/01/08 | 112,926,438 | (112,926,438 | ) | |||||
HUNGARY GOVERNMENT INTERNATIONAL 7.625% 03/29/41 | 100,000 | 110,250 | ||||||
52
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
IRS. P MYR-KLIBOR 3M R 4.0% 2027 JUN 15 | 1,900,000 | 4,057 | ||||||
IRS. P MYR-KLIBOR 3M R 4.25% 2027 JUN 15 | 800,000 | 4,643 | ||||||
IRS. P THB-THBFIX 6M R 2.75% 2032 JUN 15 | 15,300,000 | 7,557 | ||||||
IRS._P MYR-KLIBOR 3M R 4.0% 2027 JUN 15 | 1,900,000 | – | ||||||
IRS._P MYR-KLIBOR 3M R 4.25% 2027 JUN 15 | 800,000 | – | ||||||
IRS._P THB-THBFIX 6M R 2.75% 2032 JUN 15 | 15,300,000 | – | ||||||
JAPAN GOVERNMENT FIVE YEAR BOND 0.005% 03/20/27 | 230,000,000 | 1,696,513 | ||||||
MALAYSIA GOVERNMENT BOND 3.900% 11/30/26 | 900,000 | 220,520 | ||||||
MALAYSIA GOVERNMENT BOND 4.065% 06/15/50 | 2,100,000 | 440,725 | ||||||
MALAYSIA GOVERNMENT INVESTMENT 3.447% 07/15/36 | 100,000 | 20,246 | ||||||
ROYAL BANK OF CANADA | 11,834 | 1,163,970 | ||||||
S&P GLOBAL INC 144A 5.000% 11/01/22 DD 11/01/21 | 750,000 | 737,700 | ||||||
SINGAPORE GOVERNMENT BOND 1.625% 07/01/31 | 1,200,000 | 768,078 | ||||||
SINGAPORE GOVERNMENT BOND 2.875% 07/01/29 | 400,000 | 291,809 | ||||||
SOCIETE GENERALE SA 144A 4.677% 06/15/27 DD 06/15/22 | 200,000 | 189,780 | ||||||
Total Fixed Income Securities | $ | (106,769,111 | ) | |||||
Common Stock | ||||||||
ABN AMRO BANK NV | 7,088 | $ | 78,319 | |||||
ATLAS COPCO AB | 114,073 | 92,180 | ||||||
BHP GROUP LTD | 76,782 | 2,300,217 | ||||||
BLOCK INC | 2,613 | 271,555 | ||||||
CAIXABANK SA | 269,485 | 843,456 | ||||||
FASTIGHETS AB BALDER | 48,426 | 330,628 | ||||||
HITACHI LTD | 24,025 | 1,236,106 | ||||||
KION GROUP AG | 8,903 | 221,853 | ||||||
KOSE CORP | 1,700 | 151,575 | ||||||
LANCASHIRE HOLDINGS LTD | 3,284 | 23,170 | ||||||
MERCEDES-BENZ GROUP AG | 958 | 51,136 | ||||||
NIPPON EXPRESS HOLDINGS INC | 900 | 57,494 | ||||||
NORDEA BANK ABP | 96,537 | 922,963 | ||||||
SEGRO PLC | 42,359 | 418,952 | ||||||
Total Common Stock | $ | 6,999,603 | ||||||
Derivatives | ||||||||
90DAY EURO$ FUTURE (CME) EXP DEC 22 | 16 | $ | (139,532 | ) | ||||
90DAY EURO$ FUTURE (CME) EXP DEC 23 | 16 | (23,080 | ) | |||||
ALUMINUM HG FUTURE (LME) EXP JAN 22 | 5 | (811 | ) | |||||
ALUMINUM HG FUTURE (LME) EXP JAN 23 | 15 | (92 | ) | |||||
AUSTRALIAN 10YR BOND FUTURE (SFE) EXP DEC 22 | 12 | 24,613 | ||||||
AUSTRALIAN 10YR BOND FUTURE (SFE) EXP JUN 22 | 12 | (93,783 | ) | |||||
AUSTRALIAN 10YR BOND FUTURE (SFE) EXP SEP 22 | 12 | (762 | ) | |||||
BLOOMBERG COMMODITY INDEX (BCO) PUT NOV 21 100.500 ED 11/29/21 | – | (738 | ) | |||||
BRENT CRUDE FUTURE (ICE) EXP AUG 22 | 2 | 13,730 | ||||||
BRENT CRUDE FUTURE (ICE) EXP FEB 23 | 21 | (2,016 | ) | |||||
BRENT CRUDE FUTURE (ICE) EXP JAN 23 | 20 | 75,980 | ||||||
BRENT CRUDE FUTURE (ICE) EXP OCT 22 | 10 | (91,233 | ) | |||||
BRENT CRUDE FUTURE (ICE) EXP SEP 22 | 3 | 355,552 | ||||||
BRENT CRUDE OIL (ICE) EXP DEC 25 | 1 | (49,904 | ) | |||||
BRENT CRUDE OIL FUTURE (ICE) EXP NOV 22 | 9 | 17,042 | ||||||
BRENT CRUDE OIL FUTURE (ICE) EXP MAR 24 | 8 | (9,238 | ) | |||||
BRENT CRUDE OIL FUTURE (ICE) EXP MAY 22 | 14 | (89,801 | ) | |||||
CANADA 10YR BOND FUTURE (MSE) EXP DEC 22 | 5 | 1,842 | ||||||
CANADA 10YR BOND FUTURE (MSE) EXP JUN 22 | 4 | 27,320 | ||||||
53
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
CANADA 10YR BOND FUTURE (MSE) EXP SEP 22 | 4 | 6,021 | ||||||
CCA VINT FUTURE (OTC) CALL DEC 22 030.000 ED12/15/22 | 1 | (105 | ) | |||||
CCP IRS R SOFR P 1.75000% PUT FEB 22 001.750 ED 02/24/22 | 200,000 | (111 | ) | |||||
CCP OIS R SOFR P 3.05000% PUT SEP 22 003.050 ED 09/01/22 | 300,000 | (797 | ) | |||||
CCP_CDX. SP UL CDX.NA.IG.38 CM REC 100BPS 2027 JUN 20 | 8,600,000 | 90,069 | ||||||
CCP_CDX. SP UL ITRAXX EUROPE C 5.000% 00BPS 2026 DEC 20 | 400,000 | 17,361 | ||||||
CCP_CDX. SP UL ITRAXX EUROPE C REC 500BPS 2027 DEC 20 | 200,000 | – | ||||||
CCP_CDX. SP UL ITRAXX EUROPE C REC 500BPS 2027 JUN 20 | 400,000 | – | ||||||
CCP_CDX. SP UL ITRAXX EUROPE S REC 100BPS 2026 DEC 20 | 4,200,000 | 40,924 | ||||||
CCP_CDX. SP UL ITRAXX-EUROPES3 REC 100BPS 2027 JUN 20 | 300,000 | – | ||||||
CCP_CDX._SP UL CDX.NA.IG.38 CM REC 100BPS 2027 JUN 20 | 8,600,000 | – | ||||||
CCP_CDX._SP UL ITRAXX EUROPE C REC 500BPS 2026 DEC 20 | 400,000 | – | ||||||
CCP_CDX._SP UL ITRAXX EUROPE C REC 500BPS 2027 DEC 20 | 200,000 | (9,914 | ) | |||||
CCP_CDX._SP UL ITRAXX EUROPE C REC 500BPS 2027 JUN 20 | 400,000 | (8,211 | ) | |||||
CCP_CDX._SP UL ITRAXX EUROPE S REC 100BPS 2026 DEC 20 | 4,200,000 | – | ||||||
CCP_CDX._SP UL ITRAXX-EUROPES3 REC 100BPS 2027 JUN 20 | 300,000 | (1,239 | ) | |||||
CCP_IFS. P UK RPI ALL ITEMS NS REC 4.27% 2032 SEP 15 | 500,000 | – | ||||||
CCP_IFS._P UK RPI ALL ITEMS NS REC 4.27% 2032 SEP 15 | 500,000 | (328 | ) | |||||
CCP_IRS. P AUD-BBR-BBSW 6M CME REC 2.1% 2032 JAN 21 | 150,000 | – | ||||||
CCP_IRS. P CHF-SARON-OIS-COMPOUND REC 0.28% 2027 FEB 14 | 300,000 | – | ||||||
CCP_IRS. P CHF-SARON-OIS-COMPOUND REC 0.29% 2027 FEB 10 | 800,000 | – | ||||||
CCP_IRS. P CHF-SARON-OIS-COMPOUND REC 0.3% 2027 FEB 15 | 200,000 | – | ||||||
CCP_IRS. P CHF-SARON-OIS-COMPOUND REC 0.3% 2027 FEB 17 | 100,000 | – | ||||||
CCP_IRS. P CHF-SARON-OIS-COMPOUND REC 0.34% 2027 MAY 16 | 300,000 | – | ||||||
CCP_IRS. P CHF-SARON-OIS-COMPOUND REC 0.37% 2027 JUN 15 | 1,300,000 | – | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC -0.25% 2027 SEP 21 | 7,000,000 | – | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC -0.5% 2024 SEP 21 | 11,300,000 | – | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 0.5% 2024 SEP 21 | 5,400,000 | – | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 0.5% 2027 SEP 21 | 800,000 | – | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 0.75% 2032 MAR 16 | 100,000 | – | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 0.75% 2032 SEP 21 | 800,000 | – | ||||||
CCP_IRS. P SGD-SORA-COMPOUND C REC 2.5% 2032 JUN 15 | 100,000 | – | ||||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 1.42% 2027 JAN 20 | 200,000 | – | ||||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 1.45% 2027 JAN 20 | 200,000 | – | ||||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 1.59% 2027 FEB 16 | 700,000 | – | ||||||
CCP_IRS. P USD-LIBOR-BBA 3M CM REC 1.66% 2032 JAN 24 | 600,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.43% 2024 MAR 31 | 7,200,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.45% 2031 AUG 15 | 600,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.49% 2031 AUG 15 | 400,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.62% 2027 APR 18 | 800,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.75% 2032 JUN 15 | 3,950,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.37% 2027 JUN 21 | 500,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.4% 2024 JUN 21 | 1,600,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.75% 2032 SEP 21 | 800,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.8% 2032 MAY 15 | 900,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.82% 2032 MAY 15 | 500,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.84% 2032 MAY 15 | 500,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.85% 2032 MAY 15 | 800,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.86% 2032 MAY 15 | 200,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.87% 2032 MAY 15 | 400,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.89% 2032 MAY 15 | 600,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.92% 2042 JUN 22 | 300,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.05% 2027 SEP 07 | 500,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.1% 2032 SEP 28 | 100,000 | – | ||||||
54
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.33% 2032 OCT 13 | 100,000 | – | ||||||
CCP_IRS. R AUD-BBR-BBSW 6M CME PAY 2.1% 2032 JAN 21 | 150,000 | – | ||||||
CCP_IRS. R CNY-FIXING REPO RATE PAY 2.5% 2026 SEP 15 | 1,300,000 | 1,515 | ||||||
CCP_IRS. R CNY-FIXING REPO RATE PAY 2.5% 2027 JUN 15 | 4,400,000 | 7,651 | ||||||
CCP_IRS. R CNY-FIXING REPO RATE PAY 2.5% 2027 MAR 16 | 4,200,000 | 6,516 | ||||||
CCP_IRS. R CNY-FIXING REPO RATE PAY 2.5% 2027 SEP 21 | 4,400,000 | 8,386 | ||||||
CCP_IRS. R CNY-FIXING REPO RATE PAY 2.75% 2027 SEP 21 | 3,300,000 | 1,135 | ||||||
CCP_IRS. R GBP-SONIA-COMPOUND PAY 0.75% 2032 SEP 21 | 100,000 | 9,646 | ||||||
CCP_IRS. R GBP-SONIA-COMPOUND PAY 0.75% 2052 SEP 21 | 150,000 | 57,704 | ||||||
CCP_IRS. R GBP-SONIA-COMPOUND PAY 2.5% 2025 MAR 15 | 1,100,000 | 44,604 | ||||||
CCP_IRS. R GBP-SONIA-COMPOUND PAY 3.16% 2032 SEP 27 | 800,000 | 20,722 | ||||||
CCP_IRS. R JPY-TONA-OIS-COMPOUND PAY 0.0% 2024 MAR 16 | 240,000,000 | 2,360 | ||||||
CCP_IRS. R USD-LIBOR-BBA 3M CM PAY 1.57% 2027 JAN 12 | 1,000,000 | – | ||||||
CCP_IRS. R USD-LIBOR-BBA 3M CM PAY 1.65% 2029 JAN 12 | 600,000 | – | ||||||
CCP_IRS. R USD-LIBOR-BBA 3M CM PAY 1.68% 2029 JAN 12 | 500,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.63% 2029 FEB 15 | 1,100,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.73% 2032 FEB 24 | 400,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.75% 2024 JUN 15 | 3,700,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.75% 2032 FEB 28 | 100,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 2.67% 2052 JUN 22 | 200,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 2.82% 2026 NOV 30 | 2,200,000 | 14,204 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 2.86% 2026 NOV 30 | 800,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 2.9% 2026 NOV 30 | 2,200,000 | 7,977 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 2.91% 2026 NOV 30 | 1,600,000 | 2,518 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 2.95% 2026 NOV 30 | 700,000 | 1,010 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.0% 2026 NOV 30 | 600,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.34% 2032 MAY 15 | 400,000 | 11,125 | ||||||
CCP_IRS._P AUD-BBR-BBSW 6M CME REC 2.1% 2032 JAN 21 | 150,000 | (1,654 | ) | |||||
CCP_IRS._P CHF-SARON-OIS-COMPOUND REC 0.28% 2027 FEB 14 | 300,000 | (12,443 | ) | |||||
CCP_IRS._P CHF-SARON-OIS-COMPOUND REC 0.29% 2027 FEB 10 | 800,000 | (16,930 | ) | |||||
CCP_IRS._P CHF-SARON-OIS-COMPOUND REC 0.3% 2027 FEB 15 | 200,000 | (8,834 | ) | |||||
CCP_IRS._P CHF-SARON-OIS-COMPOUND REC 0.3% 2027 FEB 17 | 100,000 | (4,463 | ) | |||||
CCP_IRS._P CHF-SARON-OIS-COMPOUND REC 0.34% 2027 MAY 16 | 300,000 | (12,958 | ) | |||||
CCP_IRS._P CHF-SARON-OIS-COMPOUND VAR RT 37% 2027 JUN 15 | 1,300,000 | (87,595 | ) | |||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC -0.25% 2027 SEP 21 | 7,000,000 | (690,901 | ) | |||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC -0.5% 2024 SEP 21 | 11,300,000 | (471,956 | ) | |||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 0.5% 2024 SEP 21 | 5,400,000 | (267,779 | ) | |||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 0.5% 2027 SEP 21 | 800,000 | (123,866 | ) | |||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 0.75% 2032 MAR 16 | 100,000 | (9,626 | ) | |||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 0.75% 2032 SEP 21 | 800,000 | (241,815 | ) | |||||
CCP_IRS._P SGD-SORA-COMPOUND C REC 2.5% 2032 JUN 15 | 100,000 | (1,329 | ) | |||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 1.42% 2027 JAN 20 | 200,000 | (2,742 | ) | |||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 1.45% 2027 JAN 20 | 200,000 | (2,477 | ) | |||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 1.59% 2027 FEB 16 | 700,000 | (5,396 | ) | |||||
CCP_IRS._P USD-LIBOR-BBA 3M CM REC 1.66% 2032 JAN 24 | 600,000 | (8,771 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.43% 2024 MAR 31 | 7,200,000 | (27,524 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.45% 2031 AUG 15 | 600,000 | (1,461 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.49% 2031 AUG 15 | 400,000 | (37,059 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.62% 2027 APR 18 | 800,000 | (38,814 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.75% 2032 JUN 15 | 3,950,000 | (348,612 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.37% 2027 JUN 21 | 500,000 | (13,073 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.4% 2024 JUN 21 | 1,600,000 | (29,928 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.75% 2032 SEP 21 | 800,000 | (4,416 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.8% 2032 MAY 15 | 900,000 | (10,791 | ) | |||||
55
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.82% 2032 MAY 15 | 500,000 | (5,173 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.84% 2032 MAY 15 | 500,000 | (4,578 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.85% 2032 MAY 15 | 800,000 | (6,276 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.86% 2032 MAY 15 | 200,000 | (1,398 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.87% 2032 MAY 15 | 400,000 | (2,619 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.89% 2032 MAY 15 | 600,000 | (1,400 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.92% 2042 JUN 22 | 300,000 | (276 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.05% 2027 SEP 07 | 500,000 | (12,509 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.1% 2032 SEP 28 | 100,000 | (5,850 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.33% 2032 OCT 13 | 100,000 | (5,087 | ) | |||||
CCP_IRS._R AUD-BBR-BBSW 6M CME PAY 2.1% 2032 JAN 21 | 150,000 | – | ||||||
CCP_IRS._R CNY-FIXING REPO RATE PAY 2.5% 2026 SEP 15 | 1,300,000 | – | ||||||
CCP_IRS._R CNY-FIXING REPO RATE PAY 2.5% 2027 JUN 15 | 4,400,000 | – | ||||||
CCP_IRS._R CNY-FIXING REPO RATE PAY 2.5% 2027 MAR 16 | 4,200,000 | – | ||||||
CCP_IRS._R CNY-FIXING REPO RATE PAY 2.5% 2027 SEP 21 | 4,400,000 | – | ||||||
CCP_IRS._R CNY-FIXING REPO RATE PAY 2.75% 2027 SEP 21 | 3,300,000 | – | ||||||
CCP_IRS._R GBP-SONIA-COMPOUND PAY 0.75% 2032 SEP 21 | 100,000 | – | ||||||
CCP_IRS._R GBP-SONIA-COMPOUND PAY 0.75% 2052 SEP 21 | 150,000 | – | ||||||
CCP_IRS._R GBP-SONIA-COMPOUND PAY 2.5% 2025 MAR 15 | 1,100,000 | – | ||||||
CCP_IRS._R GBP-SONIA-COMPOUND PAY 3.16% 2032 SEP 27 | 800,000 | – | ||||||
CCP_IRS._R JPY-TONA-OIS-COMPOUND PAY 0.0% 2024 MAR 16 | 240,000,000 | – | ||||||
CCP_IRS._R USD-LIBOR-BBA 3M CM PAY 1.57% 2027 JAN 12 | 1,000,000 | – | ||||||
CCP_IRS._R USD-LIBOR-BBA 3M CM PAY 1.65% 2029 JAN 12 | 600,000 | – | ||||||
CCP_IRS._R USD-LIBOR-BBA 3M CM PAY 1.68% 2029 JAN 12 | 500,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.63% 2029 FEB 15 | 1,100,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.73% 2032 FEB 24 | 400,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.75% 2024 JUN 15 | 3,700,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.75% 2032 FEB 28 | 100,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 2.67% 2052 JUN 22 | 200,000 | (6,564 | ) | |||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 2.82% 2026 NOV 30 | 2,200,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 2.86% 2026 NOV 30 | 800,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 2.9% 2026 NOV 30 | 2,200,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 2.91% 2026 NOV 30 | 1,600,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 2.95% 2026 NOV 30 | 700,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.0% 2026 NOV 30 | 600,000 | (268 | ) | |||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.34% 2032 MAY 15 | 400,000 | – | ||||||
CCP_OIS. P GBP-SONIA-COMPOUND REC 0.75% 2052 SEP 21 | 250,000 | – | ||||||
CCP_OIS. P INR-FBIL-MIBOR-OIS- REC 5.75% 2024 MAR 15 | 1,089,800,000 | – | ||||||
CCP_OIS. R GBP-SONIA-COMPOUND PAY 0.5% 2024 SEP 21 | 1,100,000 | 82,339 | ||||||
CCP_OIS. R INR-FBIL-MIBOR-OIS- PAY 6.25% 2032 MAR 16 | 22,600,000 | 12,300 | ||||||
CCP_OIS. R USD-SOFR-COMPOUND 1 PAY 1.25% 2032 JUN 15 | 200,000 | 24,606 | ||||||
CCP_OIS._P GBP-SONIA-COMPOUND REC 0.75% 2052 SEP 21 | 250,000 | (139,959 | ) | |||||
CCP_OIS._P INR-FBIL-MIBOR-OIS- REC 5.75% 2024 MAR 15 | 1,089,800,000 | (129,678 | ) | |||||
CCP_OIS._R GBP-SONIA-COMPOUND PAY 0.5% 2024 SEP 21 | 1,100,000 | – | ||||||
CCP_OIS._R INR-FBIL-MIBOR-OIS- PAY 6.25% 2032 MAR 16 | 22,600,000 | – | ||||||
CCP_OIS._R USD-SOFR-COMPOUND 1 PAY 1.25% 2032 JUN 15 | 200,000 | – | ||||||
CCP_ZCS. P EUR-EURIBOR-REUTERS REC 1.0% 2024 MAR 30 | 14,600,000 | – | ||||||
CCP_ZCS. R USD-SOFR-COMPOUND C PAY 1.32% 2023 DEC 21 | 47,000,000 | 1,210,618 | ||||||
CCP_ZCS. R USD-SOFR-COMPOUND C PAY 1.85% 2024 APR 21 | 6,100,000 | 168,025 | ||||||
CCP_ZCS._P EUR-EURIBOR-REUTERS REC 1.0% 2024 MAR 30 | 14,600,000 | (170,241 | ) | |||||
CCP_ZCS._R USD-SOFR-COMPOUND C PAY 1.32% 2023 DEC 21 | 47,000,000 | – | ||||||
CCP_ZCS._R USD-SOFR-COMPOUND C PAY 1.85% 2024 APR 21 | 6,100,000 | – | ||||||
CDX SP ITRX.EUR.36 5YR OTC PUT JUL 22 001.100 ED 07/20/22 | 200,000 | (362 | ) | |||||
CDX SP ITRX.EUR.36 5YR PUT JUN 22 001.000 ED 06/15/22 | 400,000 | (460 | ) | |||||
56
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
CDX SP ITRX.EUR.37.1 5YR PUT AUG 22 001.400 ED 08/17/22 | 200,000 | (20 | ) | |||||
CDX SP ITRX.EUR.37.1 5YR PUT JUL 22 001.200 ED 07/22 | 300,000 | (403 | ) | |||||
CDX SP ITRX.EUR.XOVER.36.1 5YR PUT JUN 22 005.000 ED 06/15/22 | 100,000 | (630 | ) | |||||
CNH/USD SPOT OPTION 22 CALL NOV 22 007.460 ED 11/24/22 | 142,600 | (455 | ) | |||||
CNH/USD SPOT OPTION 22 CALL NOV 22 007.480 ED 11/24/22 | 245,200 | (665 | ) | |||||
COCOA FUTURE (NYB) EXP DEC 22 | 9 | (3,551 | ) | |||||
COCOA FUTURE (NYB) EXP JUL 22 | 6 | (2,913 | ) | |||||
COCOA FUTURE (NYB) EXP MAY 22 | 4 | (1,641 | ) | |||||
COCOA FUTURE (NYB) EXP SEP 22 | 6 | (9,172 | ) | |||||
COFFEE ‘C’ FUTURE (NYB) EXP DEC 22 | 4 | (7,183 | ) | |||||
COFFEE ‘C’ FUTURE (NYB) EXP MAY 22 | 5 | 21,137 | ||||||
COFFEE ‘C’ FUTURE (NYB) EXP MAY 23 | 2 | (16,408 | ) | |||||
COFFEE ‘C’ FUTURE (NYB) EXP SEP 22 | 4 | 1,549 | ||||||
COMMITMENT TO PURCHASE FNMA (OTC) CALL APR 22 099.54687 ED 04/06/22 | 200,000 | (16 | ) | |||||
COMMITMENT TO PURCHASE FNMA (OTC) CALL MAY 22 098.828125 5/05/22 | 100,000 | (31 | ) | |||||
COMMITMENT TO PURCHASE FNMA (OTC) CALL MAY 22 099.27343 05/05/22 | 100,000 | (31 | ) | |||||
COMMITMENT TO PURCHASE FNMA (OTC) CALL MAY 22 099.76953 05/05/22 | 200,000 | (63 | ) | |||||
COMMITMENT TO PURCHASE FNMA (OTC) CALL OCT 22 097.1875 ED 10/06/22 | 200,000 | (125 | ) | |||||
COMMITMENT TO PURCHASE FNMA SF MTG CALL APR 22 100.92187 ED 04/06/22 | 100,000 | (16 | ) | |||||
COMMITMENT TO PURCHASE FNMA SF MTG OTC CALL MAY 22 098.61718 ED 05/05/22 | 100,000 | (31 | ) | |||||
COMMITMENT TO PURCHASE FNMA SI CALL APR 22 100.453 ED 04/06/22 | 100,000 | (23 | ) | |||||
COMMITMENT TO PURCHASE FNMA SI CALL JUL 22 100.219 ED 07/07/22 | 100,000 | (20 | ) | |||||
COMMITMENT TO PURCHASE FNMA SI CALL OCT 22 097.422 ED 10/06/22 | 100,000 | (47 | ) | |||||
COPPER FUTURE (CMX) EXP DEC 22 | 2 | (3,893 | ) | |||||
COPPER FUTURE (CMX) EXP JUL 22 | 2 | (21,695 | ) | |||||
COPPER FUTURE (CMX) EXP MAR 23 | 3 | 6,644 | ||||||
COPPER FUTURE (CMX) EXP MAY 22 | 5 | 25,752 | ||||||
COPPER FUTURE (CMX) EXP SEP 22 | 1 | 27,862 | ||||||
CORN FUTURE (CBT) EXP DEC 22 | 78 | (259,125 | ) | |||||
CORN FUTURE (CBT) EXP JUL 23 | 2 | (1,271 | ) | |||||
CORN FUTURE (CBT) EXP MAY 22 | 35 | (214,481 | ) | |||||
CORN FUTURE (CBT) EXP MAY 23 | 4 | (10,238 | ) | |||||
CORN FUTURE (CBT) EXP SEP 22 | 51 | 264,387 | ||||||
COTTON NO 2 FUTURE (NYB) EXP DEC 22 | 5 | (13,540 | ) | |||||
COTTON NO 2 FUTURE (NYB) EXP MAR 23 | 1 | (18,758 | ) | |||||
COTTON NO 2 FUTURE (NYB) EXP MAY 23 | 4 | (9,588 | ) | |||||
CRUDE OIL FUTURE FEB 23 CALL FEB 23 105.000 ED 01/17/23 | 4 | (385 | ) | |||||
EURO-BOBL FUTURE (EUX) EXP DEC 22 | 23 | 74,435 | ||||||
EURO-BOBL FUTURE (EUX) EXP JUN 22 | 25 | 110,286 | ||||||
EURO-BOBL FUTURE (EUX) EXP SEP 22 | 23 | 61,126 | ||||||
EURO-BTP FUTURE (EUX) EXP DEC 22 | 10 | 45,874 | ||||||
EURO-BTP FUTURE (EUX) EXP JUN 22 | 34 | (373,014 | ) | |||||
EURO-BTP FUTURE (EUX) EXP SEP 22 | 25 | (217,759 | ) | |||||
EURO-BUND FUTURE (EUX) EXP DEC 22 | 13 | 51,777 | ||||||
EURO-BUND FUTURE (EUX) EXP JUN 22 | 32 | 312,088 | ||||||
EURO-BUND FUTURE (EUX) EXP SEP 22 | 16 | 85,028 | ||||||
EURO-BUXL 30Y BND FUTURE (EUX) EXP DEC 22 | 2 | 4,462 | ||||||
EURO-BUXL 30Y BND FUTURE (EUX) EXP JUN 22 | 2 | (82,787 | ) | |||||
EURO-BUXL 30Y BND FUTURE (EUX) EXP SEP 22 | 2 | (30,079 | ) | |||||
EURO-OAT FUTURE (EUX) EXP DEC 22 | 22 | 8,285 | ||||||
EURO-OAT FUTURE (EUX) EXP JUN 22 | 24 | 281,160 | ||||||
EURO-OAT FUTURE (EUX) EXP SEP 22 | 25 | 122,342 | ||||||
FED FUND 30DAY FUTURE (CBT) EXP APR 22 | 3 | – | ||||||
GASOLINE RBOB FUTURE (NYM) EXP DEC 22 | 26 | (221,342 | ) | |||||
57
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
GASOLINE RBOB FUTURE (NYM) EXP JAN 23 | 1 | (3,242 | ) | |||||
GASOLINE RBOB FUTURE (NYM) EXP JUL 22 | 1 | 4,681 | ||||||
GASOLINE RBOB FUTURE (NYM) EXP SEP 22 | 6 | 61,081 | ||||||
GLOBEX NATURL GAS FUTURE (NYM) EXP DEC 22 | 14 | (32,687 | ) | |||||
GLOBEX NATURL GAS FUTURE (NYM) EXP JAN 23 | 19 | 46,104 | ||||||
GOLD 100 OZ FUTURE (CMX) EXP AUG 22 | 208 | 1,849,566 | ||||||
GOLD 100 OZ FUTURE (CMX) EXP DEC 22 | 163 | 1,377,286 | ||||||
GOLD 100 OZ FUTURE (CMX) EXP JUN 22 | 156 | (19,227 | ) | |||||
GOLD 100 OZ FUTURE (CMX) EXP OCT 22 | 16 | 37,646 | ||||||
HSTN V. WTI TRD M FUTURE (NYM) EXP JAN 23 | 1 | (890 | ) | |||||
ICE ECX EMISSION (ICE) EXP DEC 22 | 6 | (16,141 | ) | |||||
IRON ORE 62% (SGX) EXP JAN 23 | 58 | 14,320 | ||||||
IRON ORE 62% (SGX) EXP JUL 22 | 10 | (21,325 | ) | |||||
IRON ORE 62% (SGX) EXP MAY 22 | 10 | 20,615 | ||||||
IRON ORE 62% (SGX) EXP NOV 22 | 30 | (32,085 | ) | |||||
IRON ORE 62% (SGX) EXP SEP 22 | 15 | (25,175 | ) | |||||
IRS. R MYR-KLIBOR 3M P 3.25% 2027 MAR 16 | 1,400,000 | 4,138 | ||||||
IRS._R MYR-KLIBOR 3M P 3.25% 2027 MAR 16 | 1,400,000 | – | ||||||
JD.COM INC HK/09618 | 5,133 | 144,121 | ||||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP FEB 23 | 1 | (1,680 | ) | |||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP JAN 23 | 1 | (1,680 | ) | |||||
JETCIFNWE VS BNT1S FUTURE (ISF) EXP MAR 23 | 1 | (1,680 | ) | |||||
JPN 10Y BOND FUTURE (OSE) EXP DEC 22 | 5 | 26,209 | ||||||
JPN 10Y BOND FUTURE (OSE) EXP JUN 22 | 1 | 10,895 | ||||||
JPN 10Y BOND FUTURE (OSE) EXP SEP 22 | 1 | 10,974 | ||||||
KC HRW WHEAT FUTURE (CBT) EXP DEC 22 | 11 | (14,243 | ) | |||||
KC HRW WHEAT FUTURE (CBT) EXP MAY 22 | 5 | (58,796 | ) | |||||
KC HRW WHEAT FUTURE (CBT) EXP MAY 23 | 3 | 6,344 | ||||||
KC HRW WHEAT FUTURE (CBT) EXP SEP 22 | 5 | 83,464 | ||||||
LEAD FUTURE (LME) EXP JAN 22 | 1 | 5,006 | ||||||
LEAD FUTURE (LME) EXP JAN 23 | 9 | (55 | ) | |||||
LEAD FUTURE (LME) EXP JUL 22 | – | (1,189 | ) | |||||
LEAD FUTURE (LME) EXP MAY 22 | 1 | (400 | ) | |||||
LEAD FUTURE (LME) EXP NOV 22 | 5 | 1,776 | ||||||
LEAD FUTURE (LME) EXP SEP 22 | 5 | 506 | ||||||
LEAN HOGS FUTURE (CME) EXP AUG 22 | 10 | (62 | ) | |||||
LEAN HOGS FUTURE (CME) EXP DEC 22 | 17 | 22,582 | ||||||
LEAN HOGS FUTURE (CME) EXP FEB 23 | 17 | (25,290 | ) | |||||
LEAN HOGS FUTURE (CME) EXP JUL 22 | 9 | 39,331 | ||||||
LEAN HOGS FUTURE (CME) EXP JUN 22 | 9 | (16,791 | ) | |||||
LEAN HOGS FUTURE (CME) EXP OCT 22 | 17 | (37,760 | ) | |||||
LIVE CATTLE FUTURE (CME) EXP AUG 22 | 6 | (4,584 | ) | |||||
LIVE CATTLE FUTURE (CME) EXP DEC 22 | 7 | 2,457 | ||||||
LIVE CATTLE FUTURE (CME) EXP FEB 23 | 7 | 7,975 | ||||||
LIVE CATTLE FUTURE (CME) EXP JUN 22 | 6 | (9,808 | ) | |||||
LIVE CATTLE FUTURE (CME) EXP OCT 22 | 7 | 9,195 | ||||||
LME PRI ALUM FUTURE (LME) EXP MAY 22 | 3 | (6,176 | ) | |||||
LONG GILT FUTURE (ICF) EXP DEC 22 | 17 | 146,887 | ||||||
LONG GILT FUTURE (ICF) EXP JUN 22 | 10 | 43,768 | ||||||
LONG GILT FUTURE (ICF) EXP SEP 22 | 11 | 90,911 | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP FEB 23 | 1 | 4,500 | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP JAN 23 | 1 | 4,500 | ||||||
LOSULGO1 VS BNT1S FUTURE (ISF) EXP MAR 23 | 1 | 4,500 | ||||||
LOW SU GASOIL G (ICE) EXP DEC 22 | 16 | 87,754 | ||||||
58
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP AUG 22 | 12 | (8,259 | ) | |||||
LOW SU GASOIL G FUTURE (ICE) EXP DEC 24 | 4 | 36,365 | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP JUL 22 | 24 | 26,905 | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP NOV 22 | 32 | 33,091 | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP OCT 22 | 27 | 201,510 | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP SEP 22 | 9 | (49,840 | ) | |||||
MILL WHEAT EURO FUTURE (EOP) EXP DEC 22 | 41 | (17,972 | ) | |||||
MILL WHEAT EURO FUTURE (EOP) EXP SEP 22 | 21 | 120,834 | ||||||
NATURAL GAS EUR FUTURE OCT 22 PUT OCT 22 07.00 ED 09/27/22 | 2 | (2,207 | ) | |||||
NATURAL GAS EUR FUTURE AUG 22 CALL AUG 22 007.500 ED 07/26/22 | 4 | (59,725 | ) | |||||
NATURAL GAS EUR OPT FUTURE JUL 22 PUT JUL 22 007.000 ED 06/27/22 | 4 | (1,156 | ) | |||||
NATURAL GAS FUTURE (ICE) EXP FEB 22 | 3 | (47,314 | ) | |||||
NATURAL GAS FUTURE (ICE) EXP MAR 22 | 8 | (86,513 | ) | |||||
NATURAL GAS FUTURE (NYM) EXP AUG 22 | 13 | (47,751 | ) | |||||
NATURAL GAS FUTURE (NYM) EXP DEC 22 | 20 | (45,526 | ) | |||||
NATURAL GAS FUTURE (NYM) EXP JAN 23 | 106 | (307,661 | ) | |||||
NATURAL GAS FUTURE (NYM) EXP MAY 22 | 4 | (40,588 | ) | |||||
NATURAL GAS FUTURE (NYM) EXP NOV 22 | 5 | 170,411 | ||||||
NATURAL GAS FUTURE (NYM) EXP OCT 22 | 66 | (441,446 | ) | |||||
NATURAL GAS FUTURE (NYM) EXP SEP 22 | 88 | 464,352 | ||||||
NICKEL FUTURE (LME) EXP JAN 22 | 1 | (3,018 | ) | |||||
NICKEL FUTURE (LME) EXP JAN 23 | 4 | (25 | ) | |||||
NICKEL FUTURE (LME) EXP MAY 22 | 3 | 107,556 | ||||||
NICKEL FUTURE (LME) EXP NOV 22 | 3 | 1,146 | ||||||
NICKEL FUTURE (LME) EXP SEP 22 | 3 | 26,112 | ||||||
NY HARB ULSD FUTURE (NYM) EXP DEC 22 | 9 | 21,142 | ||||||
NY HARB ULSD FUTURE (NYM) EXP JAN 23 | 1 | 9,627 | ||||||
NY HARB ULSD FUTURE (NYM) EXP JUL 22 | 1 | (4,768 | ) | |||||
NY HARB ULSD FUTURE (NYM) EXP SEP 22 | 3 | 66,284 | ||||||
NYM WTI-BRENT SPRDU2-U2 JUL 22 PUT SEP 22 -008.000 ED 7/28/22 | 9 | (24,488 | ) | |||||
PLATINUM FUTURE (NYM) EXP JAN 23 | 4 | 4,737 | ||||||
PLATINUM FUTURE (NYM) EXP JUL 22 | – | (5,815 | ) | |||||
PLATINUM FUTURE (NYM) EXP OCT 22 | 4 | (6,562 | ) | |||||
PRI ALUMINUM FUTURE (LME) EXP JUL 22 | 4 | 53,135 | ||||||
PRI ALUMINUM FUTURE (LME) EXP NOV 22 | 11 | 27,925 | ||||||
PRI ALUMINUM FUTURE (LME) EXP SEP 22 | 8 | 38,581 | ||||||
RED WHEAT FUTURE (MGE) EXP DEC 22 | 1 | (1,188 | ) | |||||
SHORT EURO-BTP FUTURE (EUX) EXP DEC 22 | 20 | (14,833 | ) | |||||
SILVER FUTURE (CMX) EXP DEC 22 | 1 | 14,745 | ||||||
SILVER FUTURE (CMX) EXP JUL 22 | 4 | 18,135 | ||||||
SILVER FUTURE (CMX) EXP SEP 22 | 12 | (54,963 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP APR 23 | 1 | (906 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP AUG 23 | 1 | (1,007 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP DEC 23 | 1 | (1,007 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP JAN 23 | 2 | (12,433 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP JUL 23 | 1 | (1,007 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP JUN 23 | 1 | (906 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP MAY 23 | 1 | (906 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP NOV 23 | 1 | (1,007 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP OCT 23 | 1 | (1,007 | ) | |||||
SNG GASOIL V LOW SU (ISF) EXP SEP 23 | 1 | (1,007 | ) | |||||
SOFR 1YR MIDCURVE FUTURE JUN 23 PUT JUN 22 097.375 ED 06/10/22 | 7 | (5 | ) | |||||
SOFR 1YR MIDCURVE JUN 23 CALL APR 22 098.375 ED 04/14/22 | 4 | (3 | ) | |||||
SOYBEAN FUTURE (CBT) EXP JAN 23 | 13 | (954 | ) | |||||
59
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
SOYBEAN FUTURE (CBT) EXP JUL 22 | 24 | (45,395 | ) | |||||
SOYBEAN FUTURE (CBT) EXP MAY 22 | 5 | 73,515 | ||||||
SOYBEAN FUTURE (CBT) EXP MAY 23 | 2 | (7,948 | ) | |||||
SOYBEAN FUTURE (CBT) EXP NOV 22 | 35 | 47,176 | ||||||
SOYBEAN MEAL FUTURE (CBT) EXP DEC 22 | 47 | 84,621 | ||||||
SOYBEAN MEAL FUTURE (CBT) EXP JAN 23 | 40 | (19,185 | ) | |||||
SOYBEAN MEAL FUTURE (CBT) EXP MAY 22 | 20 | 129,132 | ||||||
SOYBEAN MEAL FUTURE (CBT) EXP MAY 23 | 1 | (9,291 | ) | |||||
SOYBEAN OIL FUTURE (CBT) EXP DEC 22 | 3 | 16,454 | ||||||
SOYBEAN OIL FUTURE (CBT) EXP JAN 23 | 7 | (23,552 | ) | |||||
SOYBEAN OIL FUTURE (CBT) EXP MAY 22 | 3 | (29,661 | ) | |||||
SOYBEAN OIL FUTURE (CBT) EXP MAY 23 | 6 | (6,345 | ) | |||||
SUGAR #11 WORLD FUTURE (NYB) EXP MAR 23 | 23 | (17,291 | ) | |||||
SUGAR #11 WORLD FUTURE (NYB) EXP MAY 23 | 12 | 12,941 | ||||||
SUGAR #11 WORLD FUTURE (NYB) EXP OCT 22 | 20 | 1,846 | ||||||
SUGAR #11 WORLD FUTURE EXP MAY 22 | 12 | (2,056 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP AUG 23 | 1 | (2,151 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP DEC 23 | 1 | (87,358 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP FEB 22 | 4 | 48,621 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP FEB 24 | 1 | 88,531 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP JAN 24 | 1 | 88,531 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP JUL 23 | 1 | (2,151 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP JUN 23 | 1 | (2,151 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP MAR 22 | 10 | 84,170 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP MAR 24 | 1 | 88,531 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP NOV 22 | 1 | 59,677 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP NOV 23 | 1 | (87,358 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP OCT 23 | 1 | (87,358 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP SEP 23 | 1 | (2,151 | ) | |||||
US 10YR NOTE FUTURE (CBT) EXP DEC 22 | 153 | (543,610 | ) | |||||
US 10YR NOTE FUTURE (CBT) EXP JUN 22 | 180 | (651,806 | ) | |||||
US 10YR NOTE FUTURE (CBT) EXP SEP 22 | 65 | (127,275 | ) | |||||
US 10YR NOTE FUTURE MAR 22 PUT MAR 22 127.000 ED 02/18/22 | 5 | (3 | ) | |||||
US 10YR ULTRA FUTURE (CBT) EXP DEC 22 | 57 | 320,086 | ||||||
US 10YR ULTRA FUTURE (CBT) EXP JUN 22 | 37 | 127,527 | ||||||
US 10YR ULTRA FUTURE (CBT) EXP SEP 22 | 45 | 1,340 | ||||||
US 2YR NOTE FUTURE (CBT) EXP DEC 22 | 148 | (632,523 | ) | |||||
US 2YR NOTE FUTURE (CBT) EXP JUN 22 | 110 | (431,279 | ) | |||||
US 2YR NOTE FUTURE (CBT) EXP SEP 22 | 148 | (285,668 | ) | |||||
US 5YR NOTE FUTURE (CBT) EXP DEC 22 | 71 | (337,657 | ) | |||||
US 5YR NOTE FUTURE (CBT) EXP JUN 22 | 82 | 277,995 | ||||||
US 5YR NOTE FUTURE (CBT) EXP SEP 22 | 19 | (54,084 | ) | |||||
US LONG BOND FUTURE (CBT) EXP DEC 22 | 26 | 263,292 | ||||||
US LONG BOND FUTURE (CBT) EXP JUN 22 | 22 | 286,646 | ||||||
US LONG BOND FUTURE (CBT) EXP SEP 22 | 23 | 53,392 | ||||||
US ULTRA BOND (CBT) EXP DEC 22 | 10 | (166,921 | ) | |||||
US ULTRA BOND (CBT) EXP JUN 22 | 14 | (358,081 | ) | |||||
US ULTRA BOND (CBT) EXP SEP 22 | 12 | (93,659 | ) | |||||
WHEAT FUTURE (CBT) EXP DEC 22 | 35 | 108,169 | ||||||
WHEAT FUTURE (CBT) EXP JUL 22 | 18 | 42,625 | ||||||
WHEAT FUTURE (CBT) EXP MAY 22 | 11 | (134,634 | ) | |||||
WHEAT FUTURE (CBT) EXP MAY 23 | 4 | 16,201 | ||||||
WHEAT FUTURE (CBT) EXP SEP 22 | 26 | 30,043 | ||||||
WTI CRUDE FUTURE (ICE) EXP AUG 22 | 3 | (2,835 | ) | |||||
60
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2022
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
WTI CRUDE FUTURE (ICE) EXP FEB 23 | 6 | (187 | ) | |||||
WTI CRUDE FUTURE (ICE) EXP JAN 23 | 8 | (14,046 | ) | |||||
WTI CRUDE FUTURE (ICE) EXP OCT 22 | 11 | (35,831 | ) | |||||
WTI CRUDE FUTURE (ICE) EXP SEP 22 | 26 | 184,750 | ||||||
WTI CRUDE FUTURE (NYM) EXP AUG 22 | 5 | (14,860 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP FEB 23 | 6 | (17,667 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP JAN 23 | 31 | (193,227 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP MAY 22 | 8 | (86,813 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP OCT 22 | 4 | 135,497 | ||||||
WTI CRUDE FUTURE (NYM) EXP SEP 22 | 40 | (365,592 | ) | |||||
WTI CRUDE FUTURE APR 22 CALL APR 22 093.000 ED 03/17/22 | 12 | (10 | ) | |||||
WTI CRUDE FUTURE DEC 22 CALL DEC 22 105.000 ED 11/16/22 | 1 | (272 | ) | |||||
WTI CRUDE FUTURE DEC 22 CALL DEC 22 110.000 ED 11/16/22 | 3 | (3,436 | ) | |||||
WTI CRUDE FUTURE DEC 22 CALL DEC 22 125.000 ED 11/16/22 | 3 | (7,513 | ) | |||||
WTI CRUDE FUTURE JUN 23 PUT JUN 23 070.000 ED 05/17/23 | 2 | (15,284 | ) | |||||
WTI CRUDE FUTURE MAY 22 CALL MAY 22 100.000 ED 04/14/22 | 12 | (10 | ) | |||||
ZINC FUTURE (LME) EXP JAN 22 | 5 | 15,050 | ||||||
ZINC FUTURE (LME) EXP JAN 23 | 3 | (18 | ) | |||||
ZINC FUTURE (LME) EXP JUL 22 | – | 23,514 | ||||||
ZINC FUTURE (LME) EXP MAY 22 | 2 | 14,113 | ||||||
ZINC FUTURE (LME) EXP NOV 22 | 3 | (12,644 | ) | |||||
ZINC FUTURE (LME) EXP SEP 22 | – | 13,856 | ||||||
Total Derivatives | $ | 709,390 | ||||||
Total Acquired and Disposed of Within the Year | $ | 15,165,748,993 | ||||||
* Denotes party-in-interest
Note: Par value is reflected in the underlying currency of the security, where applicable.
61
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4j – Schedule of Reportable Transactions
December 31, 2022
Identity of issue, borrower, lessor or similar party | Purchase price | Number of transactions (purchases) | Selling price | Number of transactions (sales) | Cost | Current value of asset on transaction date | Net gain or (loss) | |||||||||||||||||||||
Series of Transactions | ||||||||||||||||||||||||||||
DREYFUS INS RSRV PR MONEY 6546 | $ | – | – | $ | 1,311,735,091 | 1,577 | $ | 1,311,735,091 | $ | 1,311,735,091 | $ | – | ||||||||||||||||
DREYFUS INS RSRV PR MONEY 6546 | 1,305,829,719 | 1,672 | – | – | – | 1,305,829,719 | – | |||||||||||||||||||||
62
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/ | Nita Birla | ||
| Name: | Nita Birla | |||
| By: | /s/ | Katie Gulasey | ||
| Name: | Katie Gulasey | |||
| By: | /s/ | Doug Naumann | ||
| Name: | Doug Naumann | |||
Date: June 15, 2023
INDEX TO EXHIBITS
Exhibit No. | Description | |
23 | Consent of PricewaterhouseCoopers LLP, Independent Registered Public Accounting Firm | |
