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, 2023
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) | 12 | |||
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year) | 42 | |||
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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, 2023 and 2022 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, 2023 and 2022, 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, 2023, schedule of assets (acquired and disposed of within year) for the year ended December 31, 2023 and schedule of reportable transactions for the year ended December 31, 2023 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 17, 2024
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 | 2023 | 2022 | ||||||
Assets | ||||||||
Investment assets (at fair value) | $ | 11,147,098 | $ | 9,412,433 | ||||
Receivables: | ||||||||
Employee contributions | 65 | 65 | ||||||
Employer contributions | 206,873 | 212,193 | ||||||
Notes receivable from participants | 28,726 | 27,888 | ||||||
Interest and dividends | 15,133 | 12,069 | ||||||
Due from brokers and other receivables | 30,744 | 17,401 | ||||||
Total assets | 11,428,639 | 9,682,049 | ||||||
Liabilities | ||||||||
Investment liabilities (at fair value) | 4,319 | 8,595 | ||||||
Due to brokers and other payables | 97,196 | 38,265 | ||||||
Accrued expenses | 4,941 | 3,962 | ||||||
Total liabilities | 106,456 | 50,822 | ||||||
Net assets available for benefits | $ | 11,322,183 | $ | 9,631,227 | ||||
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 | 2023 | 2022 | ||||||
Additions | ||||||||
Investment income/(loss): | ||||||||
Net appreciation/(depreciation) in the fair value of investments | $ | 1,612,595 | $ | (1,877,829 | ) | |||
Interest and dividends | 118,568 | 86,444 | ||||||
Less: Investment management fees and other expenses | (14,915 | ) | (14,221 | ) | ||||
Total investment income/(loss) | 1,716,248 | (1,805,606 | ) | |||||
Interest income on notes receivable from participants | 1,552 | 1,249 | ||||||
Contributions: | ||||||||
Employee | 372,102 | 353,840 | ||||||
Employer | 206,873 | 212,193 | ||||||
Assets transferred | 7,980 | 25,551 | ||||||
Total contributions | 586,955 | 591,584 | ||||||
Total additions | 2,304,755 | (1,212,773 | ) | |||||
Deductions | ||||||||
Benefits paid | 613,799 | 532,984 | ||||||
Total deductions | 613,799 | 532,984 | ||||||
Net increase/(decrease) in net assets available for benefits | 1,690,956 | (1,745,757 | ) | |||||
Net assets available for benefits, beginning balance | 9,631,227 | 11,376,984 | ||||||
Net assets available for benefits, ending balance | $ | 11,322,183 | $ | 9,631,227 | ||||
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. Effective January 1, 2023, participants may elect to make “non-Roth” after-tax contributions from their 401(k) Compensation 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. The Plan’s Plan Year is the 12-month period commencing on January 1 and ending on the following December 31. The Plan offers a dollar-for-dollar 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.
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 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 March 2022, the firm acquired GreenSky Holdings, LLC (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 and in July 2022, GreenSky Trade Credit, LLC 401(k) Plan active salaried participant account balances along with any associated outstanding loan balances were transferred into the Plan. The value of assets transferred into the Plan was $26 million during 2022, substantially all of which related to GreenSky. GreenSky hourly employees remained in the GreenSky Trade Credit, LLC 401(k) Plan. In the first quarter of 2024, the firm sold GreenSky.
In April 2022, the firm acquired NN Investment Partners (NNIP) and in August 2023 assets were transferred into the Plan. The value of assets transferred into the Plan was $8 million during 2023, substantially all of which related to NNIP.
Eligibility
Employees become eligible to make pre-tax, and “Roth” after-tax, contributions to the Plan as of the first day of the month after they join the firm or its affiliates as eligible employees. In addition, employees 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. In addition, to be eligible for the Fixed 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 are subject to a two-year vesting requirement for the Matching Contributions and Fixed Contributions. 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.
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 2023 and 2022 refer to the Plan’s years ended, or the dates, as the context requires, December 31, 2023 and December 31, 2022, respectively.
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
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.
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.
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.
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
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).
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.
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
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 both December 2023 and December 2022, the Plan’s level 3 investment assets consisted of certain common stocks.
See Notes 3 and 5 for further information about investment assets and investment liabilities.
Investment Assets and Investment Liabilities
Fair Value of Investment Assets and Investment Liabilities by Level
The table below presents investment assets and investment liabilities of the Plan by level within the fair value hierarchy.
| $ in thousands | Level 1 | Level 2 | Level 3 | Total | ||||||||||||
As of December 2023 | ||||||||||||||||
Assets | ||||||||||||||||
Bank deposit | $ | 285,429 | $ | – | $ – | $ | 285,429 | |||||||||
Mutual funds | 1,374,779 | – | – | 1,374,779 | ||||||||||||
Collective trusts | 6,478,586 | – | – | 6,478,586 | ||||||||||||
Separately managed accounts: | ||||||||||||||||
Cash and cash equivalents | 2,408 | – | – | 2,408 | ||||||||||||
Resale agreements | – | 139,200 | – | 139,200 | ||||||||||||
Fixed income securities | 111,485 | 128,650 | – | 240,135 | ||||||||||||
Common and preferred stocks | 2,232,114 | – | 289 | 2,232,403 | ||||||||||||
Mutual funds | 83,421 | – | – | 83,421 | ||||||||||||
Real estate investment trusts | 278,708 | 547 | – | 279,255 | ||||||||||||
Commodities | – | 24,558 | – | 24,558 | ||||||||||||
Derivatives | – | 6,924 | – | 6,924 | ||||||||||||
Total investment assets | $ | 10,846,930 | $ | 299,879 | $289 | $ | 11,147,098 | |||||||||
Liabilities | ||||||||||||||||
Separately managed accounts: | ||||||||||||||||
Derivatives | $ | – | $ | (4,319 | ) | $ – | $ | (4,319 | ) | |||||||
Total investment liabilities | $ | – | $ | (4,319 | ) | $ – | $ | (4,319 | ) | |||||||
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 | ) | ||||||
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THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
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 | 2023 | 2022 | ||||||
Common and preferred stocks | ||||||||
Beginning balance | $ | 763 | $ | – | ||||
Net unrealized gains/(losses) | – | (4,479 | ) | |||||
Sales | (474 | ) | (38 | ) | ||||
Transfers into level 3 | – | 5,280 | ||||||
Ending balance | $ | 289 | $ | 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 2023. There were no net realized or unrealized gains/(losses) on level 3 investment assets for 2023.
There were no transfers into or out of level 3 investment assets during 2023.
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.
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 2023, the Plan’s interest in the Stock Fund represented 532,692 shares of the firm’s common stock with a fair market value of $205.5 million. 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. Purchases of $15.8 million and sales of $8.6 million of the firm’s common stock were made through the Stock Fund during 2023. 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. 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 2023 and 2022, or were payable by the Plan to GSAM Stable Value or other affiliates to manage this separately managed account as of both December 2023 and December 2022. In April 2024, GSAM Stable Value was merged into Goldman Sachs Asset Management, L.P., an affiliate of the firm.
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 2023 and 2022, or were payable by the Plan to GS Bank USA as of both December 2023 and December 2022, 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.
9
THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
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 | 2023 | 2022 | ||||||
Net assets available for benefits, per Statements of Net Assets Available for Benefits | $ | 11,322,183 | $ | 9,631,227 | ||||
Amounts allocated to withdrawing participants | (48,158 | ) | (20,383 | ) | ||||
Net assets, per the Form 5500 | $ | 11,274,025 | $ | 9,610,844 | ||||
| As of December | ||||||||
| $ in thousands | 2023 | 2022 | ||||||
Benefits paid, per Statements of Changes in Net Assets Available for Benefits | $ | 613,799 | $ | 532,984 | ||||
Amounts allocated to withdrawing participants, ending balance | 48,158 | 20,383 | ||||||
Amounts allocated to withdrawing participants, beginning balance | (20,383 | ) | (57,487 | ) | ||||
Benefits paid to participants and certain deemed distributions of participant loans, per the Form 5500 | $ | 641,574 | $ | 495,880 | ||||
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 2023 and December 2022, 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.
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.
10
THE GOLDMAN SACHS 401(k) PLAN
Notes to Financial Statements
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 2023 | As of December 2022 | |||||||||||||||||
| $ in thousands | | Derivative Assets |
| | Derivative Liabilities |
| | Derivative Assets |
| | Derivative Liabilities |
| ||||||
Interest rates | $ | 6,038 | $ | 3,549 | $ | 7,052 | $ | 7,055 | ||||||||||
Credit | 321 | 59 | 83 | 36 | ||||||||||||||
Currencies | 218 | 687 | 685 | 1,180 | ||||||||||||||
Commodities | 347 | 24 | 2,804 | 324 | ||||||||||||||
Total gross fair value | $ | 6,924 | $ | 4,319 | $ | 10,624 | $ | 8,595 | ||||||||||
Not offset in the statements of net assets available for benefits |
| |||||||||||||||||
Counterparty netting | $ | (4,001 | ) | $ | (4,001 | ) | $ | (4,509 | ) | $ | (4,509 | ) | ||||||
Cash collateral netting | (2,923 | ) | (318 | ) | (6,115 | ) | (1,310 | ) | ||||||||||
Total | $ | – | $ | – | $ | – | $ | 2,776 | ||||||||||
| Notional Amounts as of December | ||||||||
| $ in thousands | 2023 | 2022 | ||||||
Interest rates | $ | 559,716 | $ | 437,041 | ||||
Credit | 54,575 | 23,176 | ||||||
Currencies | 3,200 | 2,854 | ||||||
Commodities | 235,526 | 264,419 | ||||||
Equities | 12,800 | 12,930 | ||||||
Total | $ | 865,817 | $ | 740,420 | ||||
In the tables above:
| • | The amount of derivative assets and liabilities reported on the statements of net assets available for benefits is the gross fair value and excludes the impact of any legally enforceable master netting agreements and cash collateral held by the Plan. |
| • | Notional amounts, which represent the sum of gross long and short derivative contracts, provide an indication of the volume of the Plan’s derivative activity and do not represent anticipated losses. |
The table below presents the net appreciation/(depreciation) in the fair value of derivatives (including gains and losses on derivatives bought and sold, as well as held during the year) by major product type.
| Year Ended December | ||||||||
| $ in thousands | 2023 | 2022 | ||||||
Interest rates | $ | 1,738 | $ | (3,469 | ) | |||
Credit | 41 | (1 | ) | |||||
Currencies | 44 | (15 | ) | |||||
Commodities | (9,003 | ) | 28,701 | |||||
Equities | 214 | 1,185 | ||||||
Total | $ | (6,966 | ) | $ | 26,401 | |||
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 2023 and December 2022.
Subsequent Events
The Plan has evaluated subsequent events through June 17, 2024, the date the financial statements were issued, and determined that there were no other material events or transactions that would require recognition or additional disclosure in these financial statements.
11
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
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 | 285,428,501 | $ | 285,428,501 | |||||
Total Bank Deposit | $ | 285,428,501 | ||||||
Mutual Funds | ||||||||
AMERICAN FUNDS AMERICAN HIGH-INCOME TRUST | 19,457,879 | $ | 184,849,849 | |||||
DODGE & COX INTERNATIONAL STOCK FUND | 1,675,902 | 82,387,327 | ||||||
RBC EMERGING MARKETS EQUITY FUND | 6,017,073 | 75,273,577 | ||||||
SSGA HEDGED INTERNATIONAL DEVELOPED EQUITY INDEX FUND | 1,116,705 | 122,111,649 | ||||||
VANGUARD CASH RESERVES FEDERAL MONEY MARKET | 670,500,570 | 670,500,570 | ||||||
VANGUARD INFLATION-PROTECTED SECURITIES FUND | 11,287,558 | 105,877,296 | ||||||
WESTERN ASSET CORE PLUS BOND FUND | 13,964,397 | 133,778,922 | ||||||
Total Mutual Funds | $ | 1,374,779,190 | ||||||
Collective Trusts | ||||||||
BLACKROCK 20+ YR TREASURY BOND INDEX FUND | 2,130,348 | $ | 85,320,635 | |||||
BLACKROCK EQUITY GROWTH INDEX FUND | 7,008,860 | 423,805,416 | ||||||
BLACKROCK EQUITY VALUE INDEX FUND | 6,739,838 | 386,983,971 | ||||||
BLACKROCK LIFEPATH® 2025 INDEX NON-LENDABLE FUND | 3,476,057 | 110,710,662 | ||||||
BLACKROCK LIFEPATH® 2030 INDEX NON-LENDABLE FUND | 5,318,202 | 189,682,732 | ||||||
BLACKROCK LIFEPATH® 2035 INDEX NON-LENDABLE FUND | 6,209,479 | 246,019,573 | ||||||
BLACKROCK LIFEPATH® 2040 INDEX NON-LENDABLE FUND | 7,293,078 | 317,000,922 | ||||||
BLACKROCK LIFEPATH® 2045 INDEX NON-LENDABLE FUND | 9,229,915 | 434,369,968 | ||||||
BLACKROCK LIFEPATH® 2050 INDEX NON-LENDABLE FUND | 7,804,349 | 387,868,331 | ||||||
BLACKROCK LIFEPATH® 2055 INDEX NON-LENDABLE FUND | 11,630,808 | 419,549,979 | ||||||
BLACKROCK LIFEPATH® 2060 INDEX NON-LENDABLE FUND | 7,092,559 | 145,608,115 | ||||||
BLACKROCK LIFEPATH® RETIREMENT INDEX NON-LENDABLE FUND | 4,081,048 | 101,154,489 | ||||||
BLACKROCK MSCI EAFE EQUITY INDEX NON-LENDABLE FUND | 3,225,152 | 106,711,896 | ||||||
SSGA EMERGING MARKETS INDEX NON-LENDING SERIES FUND | 4,515,406 | 154,038,547 | ||||||
SSGA REAL ASSET NON-LENDING SERIES FUND | 1,731,228 | 28,407,727 | ||||||
SSGA RUSSELL 2000® INDEX NON-LENDING SERIES FUND | 7,474,451 | 315,675,973 | ||||||
SSGA S&P 500® INDEX NON-LENDING SERIES FUND | 49,733,472 | 2,249,743,332 | ||||||
SSGA S&P MIDCAP® INDEX NON-LENDING SERIES FUND | 5,400,092 | 313,351,115 | ||||||
SSGA U.S. BOND INDEX NON-LENDING SERIES FUND | 5,642,152 | 62,582,749 | ||||||
Total Collective Trusts | $ | 6,478,586,132 | ||||||
Separately Managed Accounts | ||||||||
Cash and Cash Equivalents | ||||||||
ARS (ARGENTINE PESO) | 13,450,840 | $ | 16,637 | |||||
AUD (AUSTRALIAN DOLLARS) | 158,308 | 108,021 | ||||||
BRL (BRAZILIAN REAL) | 960 | 198 | ||||||
CAD (CANADIAN DOLLARS) | 22,088 | 16,751 | ||||||
CHF (SWISS FRANC) | 2,608 | 3,099 | ||||||
CNH (CHINESE R YUAN HK) | 9,314,225 | 1,308,067 | ||||||
DKK (DANISH KRONE) | 1,453 | 215 | ||||||
EUR (EURO) | 148,186 | 163,694 | ||||||
GBP (GREAT BRITISH POUNDS) | 245,332 | 312,749 | ||||||
HKD (HONG KONG DOLLARS) | 793 | 102 | ||||||
ILS (ISRAELI SHEKEL) | 455 | 126 | ||||||
JPY (JAPANESE YEN) | 2,516,230 | 17,848 | ||||||
KRW (SOUTH KOREAN WON) | 19,049,424 | 14,791 | ||||||
MXN (MEXICAN PESO) | 770,798 | 45,516 | ||||||
MYR (MALAYSIAN RINGGIT) | 8,798 | 1,915 | ||||||
12
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
NGN (NIGERIAN NAIRA) | 233,121,336 | 259,745 | ||||||
NOK (NORWEGIAN KRONE) | 75,972 | 7,481 | ||||||
NZD (NEW ZEALAND DOLLAR) | 24,985 | 15,819 | ||||||
PHP (PHILIPPINES PESO) | 676 | 12 | ||||||
PLN (POLISH ZLOTY) | 405 | 103 | ||||||
SEK (SWEDISH KRONA) | 46,683 | 4,632 | ||||||
SGD (SINGAPORE DOLLARS) | 7,956 | 6,032 | ||||||
THB (THAI BAHT) | 2,435,270 | 71,348 | ||||||
USD (US DOLLAR) | 33,154 | 33,154 | ||||||
ZAR (SOUTH AFRICAN RAND) | 1,514 | 83 | ||||||
Total Cash and Cash Equivalents | $ | 2,408,138 | ||||||
Securities Purchased Under Agreements to Resell | ||||||||
J P MORGAN CHASE REV REPO 5.490% 01/03/24 DD 01/02/24 | 65,100,000 | $ | 65,100,000 | |||||
MERRILL LYNCH REV REPO 5.420% 01/02/24 DD 12/29/23 | 74,100,000 | 74,100,000 | ||||||
Total Securities Purchased Under Agreements to Resell | $ | 139,200,000 | ||||||
Fixed Income Securities | ||||||||
522 FUNDING CLO 201 3A AR 144A VAR RT 10/20/31 DD 06/30/21 | 250,000 | $ | 249,373 | |||||
7-ELEVEN INC 144A 0.800% 02/10/24 DD 02/10/21 | 250,000 | 248,581 | ||||||
7-ELEVEN INC 144A 0.950% 02/10/26 DD 02/10/21 | 125,000 | 115,575 | ||||||
ABBVIE INC 2.600% 11/21/24 DD 05/21/20 | 1,100,000 | 1,074,536 | ||||||
ABBVIE INC 2.950% 11/21/26 DD 05/21/20 | 750,000 | 719,539 | ||||||
ABN AMRO BANK NV 144A VAR RT 10/13/26 DD 10/13/23 | 200,000 | 203,103 | ||||||
ACAS CLO 2015-1 LT 1A AR3 144A VAR RT 10/18/28 DD 06/22/21 | 162,489 | 162,280 | ||||||
AIR LEASE CORP 1.875% 08/15/26 DD 05/24/21 | 550,000 | 506,103 | ||||||
ALTERNATIVE LOAN TRU OA17 1A1A VAR RT 12/20/46 DD 09/29/06 | 61,100 | 52,273 | ||||||
AMERICAN EXPRESS CO VAR RT 05/01/26 DD 05/01/23 | 760,000 | 757,935 | ||||||
AMERICAN EXPRESS CREDIT AC 1 A 4.870% 05/15/28 DD 06/14/23 | 500,000 | 503,820 | ||||||
AMGEN INC 2.600% 08/19/26 DD 08/19/16 | 700,000 | 665,407 | ||||||
AMORTIZING RESIDENTIAL CO 1 A5 VAR RT 10/25/34 DD 09/25/04 | 144,315 | 141,889 | ||||||
ANCHORAGE CAPITAL 11A AR 144A VAR RT 07/22/32 DD 07/22/21 | 250,000 | 248,963 | ||||||
ANHEUSER-BUSCH COS LLC / ANHEU 3.650% 02/01/26 DD 02/01/19 | 355,000 | 348,451 | ||||||
APIDOS CLO XXVII 27A A1R 144A VAR RT 07/17/30 DD 06/15/21 | 213,763 | 213,379 | ||||||
ARBOR REALTY COMMER FL1 A 144A VAR RT 01/15/37 DD 02/11/22 | 200,000 | 196,997 | ||||||
ARMADA EURO CLO II 3A A1R 144A VAR RT 07/15/31 | 248,669 | 271,770 | ||||||
AT&T INC 0.900% 03/25/24 DD 03/23/21 | 500,000 | 494,488 | ||||||
AT&T INC DISC 03/19/24 | 250,000 | 236,225 | ||||||
AUSTRALIA GOVERNMENT BOND REGS 1.000% 11/21/31 | 200,000 | 110,007 | ||||||
AUSTRALIA GOVERNMENT BOND REGS 1.750% 06/21/51 | 50,000 | 20,131 | ||||||
AUSTRALIA GOVERNMENT BOND REGS 2.500% 05/21/30 | 400,000 | 253,514 | ||||||
AUSTRALIA GOVERNMENT BOND REGS 4.500% 04/21/33 | 200,000 | 142,248 | ||||||
AVANGRID INC 3.200% 04/15/25 DD 04/09/20 | 275,000 | 267,139 | ||||||
AVOLON HOLDINGS FUNDING L 144A 2.528% 11/18/27 DD 08/18/21 | 360,000 | 319,159 | ||||||
AVOLON HOLDINGS FUNDING L 144A 2.875% 02/15/25 DD 01/14/20 | 350,000 | 337,628 | ||||||
BAIN CAPITAL CREDIT 1A A1R 144A VAR RT 07/20/30 DD 05/20/21 | 196,945 | 196,733 | ||||||
BANCA MONTE DEI PASCHI DI REGS 0.875% 10/08/27 | 100,000 | 102,969 | ||||||
BANCA MONTE DEI PASCHI DI REGS 2.625% 04/28/25 | 100,000 | 107,567 | ||||||
BANCO DE CREDITO DEL PERU 144A 4.650% 09/17/24 DD 09/17/19 | 300,000 | 78,695 | ||||||
BANCO SANTANDER SA 2.706% 06/27/24 DD 06/27/19 | 800,000 | 789,249 | ||||||
BANK OF AMERICA CORP VAR RT 01/20/27 DD 01/20/23 | 525,000 | 524,024 | ||||||
BANK OF AMERICA CORP VAR RT 02/04/25 DD 02/04/22 | 1,050,000 | 1,045,933 | ||||||
BANK OF AMERICA CORP VAR RT 04/02/26 DD 03/22/22 | 1,200,000 | 1,202,445 | ||||||
BANK OF AMERICA CORP VAR RT 09/15/27 DD 09/15/23 | 300,000 | 306,225 | ||||||
13
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
BANK OF AMERICA CORP VAR RT 09/25/25 DD 09/25/20 | 425,000 | 410,212 | ||||||
BANK OF AMERICA MORTGAGE F 3A1 VAR RT 07/25/35 DD 06/01/05 | 8,108 | 6,584 | ||||||
BANK OF AMERICA MORTGAGE H 2A5 VAR RT 09/25/35 DD 08/01/05 | 26,847 | 22,960 | ||||||
BANK OF MONTREAL VAR RT 01/22/27 DD 01/22/21 | 1,030,000 | 949,895 | ||||||
BARCLAYS DRYROCK ISSUANCE 1 A 4.720% 02/15/29 DD 04/25/23 | 700,000 | 699,900 | ||||||
BARCLAYS PLC VAR RT 09/13/27 DD 09/13/23 | 500,000 | 514,771 | ||||||
BAYVIEW MSR OPPORTUN 5 A1 144A VAR RT 11/25/51 DD 10/01/21 | 166,032 | 141,853 | ||||||
BEAR STEARNS ALT-A TRUST 6 31A1 VAR RT 11/25/36 DD 09/01/06 | 105,816 | 57,902 | ||||||
BEAR STEARNS ARM TRUST 2 4 3A1 VAR RT 08/25/35 DD 06/01/05 | 5,607 | 5,080 | ||||||
BEAR STEARNS STRUCTURED R6 1A1 VAR RT 01/26/36 DD 08/01/07 | 20,097 | 14,874 | ||||||
BELL TELEPHONE CO OF CANADA OR 0.750% 03/17/24 DD 03/17/21 | 1,125,000 | 1,113,476 | ||||||
BERKSHIRE HATHAWAY ENERGY CO 4.050% 04/15/25 DD 10/15/20 | 250,000 | 247,135 | ||||||
BIG COMMERCIAL MORTGAGE BIG A 144A VAR RT 02/15/39 DD 03/03/22 | 191,716 | 187,790 | ||||||
BMW VEHICLE OWNER TRUST A A2A 5.720% 04/27/26 DD 07/18/23 | 200,000 | 200,324 | ||||||
BNP PARIBAS SA 144A VAR RT 01/10/25 DD 01/10/19 | 1,420,000 | 1,419,878 | ||||||
BNP PARIBAS SA 144A VAR RT 06/09/26 DD 06/09/20 | 200,000 | 190,941 | ||||||
BOEING CO/THE 2.750% 02/01/26 DD 11/02/20 | 490,000 | 469,095 | ||||||
BRAZIL LETRAS DO TESOURO NACIO 0.000% 01/01/24 | 400,000 | 82,345 | ||||||
BRAZIL LETRAS DO TESOURO NACIO 0.000% 07/01/24 | 600,000 | 117,542 | ||||||
BROADCOM CORP / BROADCOM CAYMA 3.625% 01/15/24 DD 01/15/18 | 350,000 | 349,677 | ||||||
BROADCOM INC 3.625% 10/15/24 DD 04/15/20 | 675,000 | 665,409 | ||||||
BX COMMERCIAL MORTGAGE 21M A 144A VAR RT 10/15/36 DD 11/08/21 | 404,949 | 397,077 | ||||||
BX TRUST 2021-BXMF BXMF A 144A VAR RT 10/15/26 DD 11/08/21 | 375,386 | 368,325 | ||||||
CANADIAN GOVERNMENT REAL RETURN 1.500% 12/01/44 DD 05/31/10 | 6 | 4 | ||||||
CANADIAN IMPERIAL BANK OF COMM 5.615% 07/17/26 DD 07/17/23 | 780,000 | 795,892 | ||||||
CANADIAN NATURAL RESOURCES LTD 2.050% 07/15/25 DD 06/24/20 | 300,000 | 285,894 | ||||||
CARVANA AUTO RECEIVABLES P1 A4 0.860% 01/11/27 DD 03/18/21 | 600,000 | 574,269 | ||||||
CARVANA AUTO RECEIVABLES P2 A4 0.800% 01/10/27 DD 06/24/21 | 500,000 | 471,629 | ||||||
CASSA DEPOSITI E PRESTITI 144A 5.750% 05/05/26 DD 05/05/23 | 200,000 | 199,833 | ||||||
CATERPILLAR FINANCIAL SERVICES 4.800% 01/06/26 DD 01/06/23 | 910,000 | 915,463 | ||||||
CELANESE US HOLDINGS LLC 3.500% 05/08/24 DD 05/08/19 | 67,000 | 66,372 | ||||||
CENTERPOINT ENERGY INC 5.250% 08/10/26 DD 08/10/23 | 550,000 | 554,944 | ||||||
CHARTER COMMUNICATIONS OPERATION 4.908% 07/23/25 DD 07/23/16 | 875,000 | 866,835 | ||||||
CHARTER COMMUNICATIONS OPERATION 6.384% 10/23/35 DD 10/23/16 | 300,000 | 305,151 | ||||||
CHASE MORTGAGE FINANCE A1 1A1 VAR RT 02/25/37 DD 02/01/07 | 17,257 | 16,814 | ||||||
CHL MORTGAGE PASS-THROUGH 7 1A1 VAR RT 03/25/35 DD 01/27/05 | 19,428 | 17,637 | ||||||
CIFC FUNDING 2017- 4A A1R 144A VAR RT 10/24/30 DD 06/17/21 | 210,931 | 210,773 | ||||||
CITIBANK NA 5.488% 12/04/26 DD 12/04/23 | 250,000 | 254,619 | ||||||
CITIBANK NA 5.864% 09/29/25 DD 09/29/23 | 900,000 | 915,107 | ||||||
CITIGROUP COMMERCIAL M GC19 A4 4.023% 03/11/47 DD 03/01/14 | 138,420 | 138,178 | ||||||
CITIGROUP COMMERCIAL M GC25 A4 3.635% 10/10/47 DD 10/01/14 | 400,000 | 392,257 | ||||||
CITIGROUP INC VAR RT 05/01/25 DD 05/04/21 | 500,000 | 491,541 | ||||||
CITIGROUP INC VAR RT 10/30/24 DD 10/30/20 | 375,000 | 375,210 | ||||||
CITIGROUP INC VAR RT 11/03/25 DD 11/03/21 | 375,000 | 360,836 | ||||||
CITIGROUP MORTGAGE INV3 A11 144A VAR RT 05/25/51 DD 09/25/21 | 159,432 | 147,627 | ||||||
CITIZENS BANK NA/PROVIDENCE RI 2.250% 04/28/25 DD 04/30/20 | 425,000 | 406,320 | ||||||
CONSTELLATION BRANDS INC 4.750% 12/01/25 DD 12/04/15 | 936,000 | 931,676 | ||||||
COOPERATIEVE RABOBANK UA/NY 0.375% 01/12/24 DD 01/12/21 | 425,000 | 424,435 | ||||||
CREDIT SUISSE AG/NEW YORK NY 3.700% 02/21/25 DD 04/07/22 | 665,000 | 651,411 | ||||||
CREDIT SUISSE AG/NEW YORK NY 4.750% 08/09/24 DD 08/23/22 | 1,500,000 | 1,490,639 | ||||||
CSMC 2021-RPL2TR RPL2 A1A 144A VAR RT 01/25/60 DD 01/01/21 | 121,448 | 99,787 | ||||||
CVS HEALTH CORP 5.000% 02/20/26 DD 02/21/23 | 760,000 | 763,872 | ||||||
DELL INTERNATIONAL LLC / EMC C 6.020% 06/15/26 DD 06/15/21 | 655,000 | 670,482 | ||||||
DEUTSCHE BANK AG REGS 2.625% 12/16/24 | 200,000 | 246,980 | ||||||
14
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
DEUTSCHE BANK AG/NEW YORK NY 0.898% 05/28/24 DD 05/28/21 | 325,000 | 319,190 | ||||||
DEUTSCHE BANK AG/NEW YORK NY 4.162% 05/13/25 DD 05/13/22 | 285,000 | 281,202 | ||||||
DEUTSCHE BANK AG/NEW YORK NY VAR RT 01/07/28 DD 01/07/22 | 150,000 | 137,793 | ||||||
DEUTSCHE BANK AG/NEW YORK NY VAR RT 01/14/32 DD 01/14/21 | 200,000 | 168,223 | ||||||
DEUTSCHE BANK AG/NEW YORK NY VAR RT 11/26/25 DD 11/26/19 | 150,000 | 147,556 | ||||||
DISCOVER CARD EXECUTION N A4 A 5.030% 10/15/27 DD 11/28/22 | 200,000 | 200,816 | ||||||
DLR KREDIT A/S 1.000% 10/01/24 | 1,800,000 | 261,883 | ||||||
DOMINION ENERGY INC STEP 08/15/24 DD 05/15/19 | 125,000 | 122,926 | ||||||
DRYDEN 27 R EURO C 27A AR 144A VAR RT 04/15/33 | 248,709 | 270,734 | ||||||
DRYDEN 61 CLO LTD 61A A1R 144A VAR RT 01/17/32 DD 03/24/21 | 200,000 | 199,525 | ||||||
DTE ENERGY CO 1.050% 06/01/25 DD 08/06/20 | 225,000 | 212,043 | ||||||
DTE ENERGY CO STEP 11/01/24 DD 08/01/22 | 435,000 | 429,912 | ||||||
ECMC GROUP STUDENT L 2A A 144A VAR RT 09/25/68 DD 10/10/18 | 437,660 | 430,424 | ||||||
ELP COMMERCIAL MORTGAGE ELP A 144A VAR RT 11/15/38 DD 11/17/21 | 399,535 | 392,012 | ||||||
EMERA US FINANCE LP 0.833% 06/15/24 DD 06/04/21 | 275,000 | 268,046 | ||||||
ENBRIDGE INC VAR RT 02/16/24 DD 02/17/22 | 275,000 | 275,079 | ||||||
EQUITABLE FINANCIAL LIFE 144A 1.400% 07/07/25 DD 07/07/20 | 250,000 | 236,551 | ||||||
EUROSAIL-UK 2007-3 3X A3A REGS VAR RT 06/13/45 | 51,772 | 65,619 | ||||||
EVERSOURCE ENERGY 4.200% 06/27/24 DD 06/27/22 | 335,000 | 332,439 | ||||||
EXETER AUTOMOBILE RECEIV 4A A2 6.070% 12/15/25 DD 08/30/23 | 700,000 | 700,259 | ||||||
EXETER AUTOMOBILE RECEIV 5A A3 6.320% 03/15/27 DD 11/15/23 | 500,000 | 504,428 | ||||||
EXTENDED STAY AMERICA ESH A 144A VAR RT 07/15/38 DD 07/08/21 | 186,688 | 184,932 | ||||||
FEDERAL NATL MTG ASSN 2.125% 04/24/26 DD 04/26/16 | 100,000 | 95,586 | ||||||
FHLMC MULTICLASS MTG 3179 FP VAR RT 07/15/36 DD 07/15/06 | 3,377 | 3,335 | ||||||
FHLMC MULTICLASS MTG 4579 FD VAR RT 01/15/38 DD 05/01/16 | 28,180 | 27,764 | ||||||
FHLMC MULTICLASS MTG 4579 SD VAR RT 01/15/38 DD 05/01/16 | 28,180 | 1,476 | ||||||
FHLMC MULTICLASS MTG 4594 PA 3.000% 11/15/44 DD 06/01/16 | 131,647 | 124,118 | ||||||
FHLMC MULTICLASS MTG 4604 HA 2.500% 05/15/45 DD 08/01/16 | 129,167 | 116,501 | ||||||
FHLMC MULTICLASS MTG 4709 EA 3.000% 01/15/46 DD 08/01/17 | 149,935 | 141,206 | ||||||
FHLMC MULTICLASS MTG 4718 DA 3.000% 02/15/47 DD 09/01/17 | 119,408 | 110,020 | ||||||
FHLMC MULTICLASS MTG 4839 A 4.000% 04/15/51 DD 10/01/18 | 2,813,562 | 2,694,595 | ||||||
FHLMC MULTICLASS MTG 4874 AT 3.000% 09/15/48 DD 03/01/19 | 133,910 | 120,409 | ||||||
FHLMC MULTICLASS STRIP 278 F1 VAR RT 09/15/42 DD 09/15/12 | 39,550 | 38,588 | ||||||
FHLMC POOL #G0-8788 3.500% 11/01/47 DD 10/01/17 | 163,712 | 153,183 | ||||||
FHLMC POOL #QD-5748 2.000% 02/01/52 DD 01/01/22 | 183,104 | 149,849 | ||||||
FHLMC POOL #QD-8010 2.000% 03/01/52 DD 02/01/22 | 49,262 | 40,292 | ||||||
FHLMC POOL #QE-8001 4.500% 08/01/52 DD 08/01/22 | 182,648 | 177,566 | ||||||
FHLMC POOL #SD-3886 4.500% 02/01/53 DD 09/01/23 | 199,058 | 193,228 | ||||||
FHLMC POOL #SD-8166 2.000% 08/01/51 DD 08/01/21 | 345,918 | 282,818 | ||||||
FHLMC POOL #SD-8329 5.000% 05/01/53 DD 05/01/23 | 3,499,653 | 3,465,785 | ||||||
FIFTH THIRD AUTO TRUST 2 1 A2A 5.800% 11/16/26 DD 08/23/23 | 350,000 | 350,570 | ||||||
FIFTH THIRD AUTO TRUST 20 1 A1 5.618% 08/15/24 DD 08/23/23 | 93,991 | 93,991 | ||||||
FIRSTENERGY CORP 2.050% 03/01/25 DD 02/20/20 | 175,000 | 168,875 | ||||||
FISERV INC 2.750% 07/01/24 DD 06/24/19 | 375,000 | 369,373 | ||||||
FLORIDA POWER & LIGHT CO 2.850% 04/01/25 DD 03/27/20 | 175,000 | 170,887 | ||||||
FNMA GTD REMIC P/T 06-30 KF VAR RT 05/25/36 DD 04/25/06 | 12,515 | 12,365 | ||||||
FNMA GTD REMIC P/T 15-92 PA 2.500% 12/25/41 DD 11/01/15 | 47,494 | 42,989 | ||||||
FNMA GTD REMIC P/T 18-27 WF VAR RT 05/25/58 DD 04/01/18 | 450,719 | 437,327 | ||||||
FNMA POOL #0555678 5.000% 08/01/33 DD 07/01/03 | 295,797 | 300,886 | ||||||
FNMA POOL #0735676 5.000% 07/01/35 DD 06/01/05 | 96,863 | 98,529 | ||||||
FNMA POOL #0AB0130 5.000% 05/01/38 DD 05/01/09 | 29,446 | 29,952 | ||||||
FNMA POOL #0AB2503 4.500% 03/01/31 DD 02/01/11 | 2,130 | 2,117 | ||||||
FNMA POOL #0AL1674 VAR RT 05/01/42 DD 05/01/12 | 19,462 | 19,927 | ||||||
FNMA POOL #0AL5548 VAR RT 05/01/38 DD 07/01/14 | 28,723 | 29,481 | ||||||
15
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
FNMA POOL #0AN6870 VAR RT 10/01/27 DD 10/01/17 | 489,799 | 486,640 | ||||||
FNMA POOL #0BF0334 3.500% 01/01/59 DD 08/01/19 | 176,152 | 159,999 | ||||||
FNMA POOL #0BJ8703 3.500% 05/01/49 DD 08/01/19 | 32,310 | 30,192 | ||||||
FNMA POOL #0BM2007 4.000% 09/01/48 DD 08/01/18 | 123,490 | 119,051 | ||||||
FNMA POOL #0BN5342 4.000% 03/01/49 DD 03/01/19 | 172,559 | 166,000 | ||||||
FNMA POOL #0BV3023 2.000% 02/01/52 DD 02/01/22 | 41,974 | 34,340 | ||||||
FNMA POOL #0BV4128 2.000% 03/01/52 DD 03/01/22 | 89,600 | 73,326 | ||||||
FNMA POOL #0CA4346 3.000% 10/01/49 DD 09/01/19 | 136,317 | 122,450 | ||||||
FNMA POOL #0CB5580 4.500% 10/01/52 DD 01/01/23 | 1,150,628 | 1,116,928 | ||||||
FNMA POOL #0FM1796 3.500% 10/01/34 DD 10/01/19 | 20,855 | 20,190 | ||||||
FNMA POOL #0FM3243 3.500% 06/01/50 DD 05/01/20 | 57,193 | 53,299 | ||||||
FNMA POOL #0FS5611 4.000% 07/01/53 DD 08/01/23 | 487,913 | 462,223 | ||||||
FNMA POOL #0MA0634 4.500% 01/01/31 DD 12/01/10 | 1,987 | 1,977 | ||||||
FNMA POOL #0MA4840 4.500% 12/01/52 DD 11/01/22 | 1,509,437 | 1,465,228 | ||||||
FORD CREDIT AUTO OWNER T D A2A 5.370% 08/15/25 DD 11/22/22 | 298,511 | 298,297 | ||||||
FORD MOTOR CREDIT CO LLC 5.584% 03/18/24 DD 03/18/19 | 200,000 | 199,725 | ||||||
FRENCH REPUBLIC GOVERNMENT 144A 0.500% 05/25/72 | 100,000 | 46,198 | ||||||
FRENCH REPUBLIC GOVERNMENT 144A 0.750% 05/25/52 | 650,000 | 411,489 | ||||||
FRENCH REPUBLIC GOVERNMENT 144A 2.000% 05/25/48 | 900,000 | 822,088 | ||||||
FRENCH REPUBLIC GOVERNMENT 144A 3.250% 05/25/45 | 400,000 | 460,904 | ||||||
FWD SECURITIZATION INV1 A1 144A VAR RT 01/25/50 DD 01/01/20 | 45,392 | 41,364 | ||||||
GCAT 22-INV2 TR INV2 A5 144A VAR RT 04/25/52 DD 04/01/22 | 181,383 | 154,969 | ||||||
GENERAL MOTORS FINANCIAL CO IN 1.050% 03/08/24 DD 04/09/21 | 350,000 | 346,857 | ||||||
GENERAL MOTORS FINANCIAL CO IN 1.200% 10/15/24 DD 10/15/21 | 375,000 | 361,859 | ||||||
GENERAL MOTORS FINANCIAL CO IN 3.800% 04/07/25 DD 04/07/22 | 725,000 | 709,819 | ||||||
GEORGIA POWER CO VAR RT 05/08/25 DD 11/08/23 | 700,000 | 701,569 | ||||||
GLENCORE FUNDING LLC 144A 1.625% 09/01/25 DD 09/01/20 | 325,000 | 306,914 | ||||||
GM FINANCIAL CONSUMER AU 3 A2A 5.740% 09/16/26 DD 07/19/23 | 300,000 | 300,557 | ||||||
GNMA GTD REMIC P/T 16-H20 FG VAR RT 08/20/66 DD 09/20/16 | 9,609 | 9,586 | ||||||
GNMA GTD REMIC P/T 16-H24 F VAR RT 11/20/66 DD 11/20/16 | 200,692 | 199,749 | ||||||
GNMA GTD REMIC P/T 17-121 PE 3.000% 07/20/46 DD 08/01/17 | 4,218 | 4,013 | ||||||
GNMA GTD REMIC P/T 18-H15 FG VAR RT 08/20/68 DD 09/20/18 | 45,347 | 44,453 | ||||||
GNMA II POOL #0MA1376 4.000% 10/20/43 DD 10/01/13 | 217,215 | 212,970 | ||||||
GNMA II POOL #0MA5332 5.000% 07/20/48 DD 07/01/18 | 444,708 | 448,632 | ||||||
GNMA II POOL #0MA5530 5.000% 10/20/48 DD 10/01/18 | 232,403 | 234,205 | ||||||
GNMA II POOL #0MA5596 4.500% 11/20/48 DD 11/01/18 | 18,877 | 18,661 | ||||||
GNMA II POOL #0MA5711 4.500% 01/20/49 DD 01/01/19 | 10,350 | 10,231 | ||||||
GNMA II POOL #0MA5764 4.500% 02/20/49 DD 02/01/19 | 41,528 | 41,047 | ||||||
GNMA II POOL #0MA5818 4.500% 03/20/49 DD 03/01/19 | 55,682 | 55,040 | ||||||
GNMA II POOL #0MA5819 5.000% 03/20/49 DD 03/01/19 | 20,316 | 20,420 | ||||||
GNMA II POOL #0MA5877 4.500% 04/20/49 DD 04/01/19 | 81,422 | 80,478 | ||||||
GNMA II POOL #0MA5987 4.500% 06/20/49 DD 06/01/19 | 28,762 | 28,321 | ||||||
GNMA II POOL #0MA5988 5.000% 06/20/49 DD 06/01/19 | 663,381 | 666,992 | ||||||
GOVERNMENT OF CANADA 1.500% 01-DEC-44 REAL RTN BD | 136,254 | 102,144 | ||||||
GOVERNMENT OF CANADA 3.250% 01-DEC-33 BD SER Q723 | 700,000 | 537,647 | ||||||
GREAT-WEST LIFECO US FINA 144A 0.904% 08/12/25 DD 08/12/20 | 150,000 | 140,104 | ||||||
GREENSAIF PIPELINES BIDCO 144A 6.510% 02/23/42 DD 02/23/23 | 200,000 | 211,137 | ||||||
HALSEYPOINT CLO 3 3A A1A 144A VAR RT 11/30/32 DD 11/24/20 | 200,000 | 200,100 | ||||||
HCA INC 5.625% 09/01/28 DD 08/23/18 | 375,000 | 384,086 | ||||||
HONDA AUTO RECEIVABLES 20 2 A2 5.410% 04/15/26 DD 05/30/23 | 500,000 | 499,980 | ||||||
HONDA AUTO RECEIVABLES 20 4 A2 5.870% 06/22/26 DD 11/08/23 | 725,000 | 729,564 | ||||||
HSBC HOLDINGS PLC VAR RT 04/18/26 DD 08/18/20 | 825,000 | 784,282 | ||||||
HSBC HOLDINGS PLC VAR RT 05/24/25 DD 05/24/21 | 300,000 | 293,904 | ||||||
HSBC HOLDINGS PLC VAR RT 06/04/31 DD 06/04/20 | 200,000 | 172,231 | ||||||
16
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
HYUNDAI AUTO LEASE S A A4 144A 1.320% 12/15/25 DD 01/19/22 | 200,000 | 197,051 | ||||||
HYUNDAI CAPITAL AMERICA 144A 1.000% 09/17/24 DD 09/17/21 | 475,000 | 459,737 | ||||||
HYUNDAI CAPITAL AMERICA 144A 5.800% 06/26/25 DD 06/26/23 | 255,000 | 256,397 | ||||||
INDYMAC INDX MORTGAGE AR15 A2 VAR RT 09/25/35 DD 07/01/05 | 44,079 | 35,684 | ||||||
INTERNATIONAL BANK FOR RECONST 0.500% 10/28/25 DD 10/28/20 | 2,590,000 | 2,414,320 | ||||||
INTUIT INC 0.950% 07/15/25 DD 06/29/20 | 175,000 | 164,894 | ||||||
JAPAN GOVERNMENT THIRTY YEAR B 0.500% 03/20/49 | 155,000,000 | 852,951 | ||||||
JAPAN GOVERNMENT THIRTY YEAR B 0.500% 09/20/46 | 82,000,000 | 469,898 | ||||||
JAPAN GOVERNMENT THIRTY YEAR B 0.700% 12/20/48 | 82,000,000 | 477,122 | ||||||
JAPAN GOVERNMENT TWENTY YEAR B 1.500% 09/20/43 | 70,000,000 | 505,214 | ||||||
JAPAN GOVERNMENT TWO YEAR BOND 0.005% 03/01/24 | 60,000,000 | 425,694 | ||||||
JAPAN GOVERNMENT TWO YEAR BOND 0.005% 04/01/24 | 70,000,000 | 496,728 | ||||||
JAPAN GOVERNMENT TWO YEAR BOND 0.005% 05/01/24 | 30,000,000 | 212,907 | ||||||
JAPAN GOVERNMENT TWO YEAR BOND 0.005% 10/01/24 | 140,000,000 | 993,595 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 01/09/24 | 460,000,000 | 3,265,297 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 01/29/24 | 450,000,000 | 3,193,755 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 02/05/24 | 110,000,000 | 780,687 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 02/13/24 | 30,000,000 | 212,913 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 02/19/24 | 600,000,000 | 4,258,400 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 02/26/24 | 360,000,000 | 2,555,216 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 03/11/24 | 40,000,000 | 283,866 | ||||||
JAPAN TREASURY DISCOUNT BILL 0.000% 03/18/24 | 80,000,000 | 567,722 | ||||||
JAPANESE GOVERNMENT CPI LINKED 0.100% 03/10/28 | 93,757,290 | 699,289 | ||||||
JDE PEET’S NV 144A 0.800% 09/24/24 DD 09/24/21 | 525,000 | 504,827 | ||||||
JP MORGAN CHASE & CO VAR RT 02/16/25 DD 02/16/21 | 375,000 | 372,492 | ||||||
JP MORGAN CHASE & CO VAR RT 04/26/26 DD 04/26/22 | 1,000,000 | 1,004,776 | ||||||
JP MORGAN CHASE & CO VAR RT 06/01/25 DD 06/01/21 | 775,000 | 758,447 | ||||||
JP MORGAN CHASE & CO VAR RT 09/22/27 DD 09/22/21 | 875,000 | 792,898 | ||||||
JP MORGAN CHASE & CO VAR RT 10/15/25 DD 09/12/19 | 100,000 | 97,452 | ||||||
JP MORGAN CHASE CO FL12 A 144A VAR RT 12/15/31 DD 09/30/19 | 95,236 | 77,422 | ||||||
JP MORGAN MORTGAGE 10 A3 144A VAR RT 12/25/51 DD 07/01/21 | 166,953 | 136,850 | ||||||
JP MORGAN MORTGAGE LTV2 A3 144A VAR RT 09/25/52 DD 04/01/22 | 366,665 | 325,072 | ||||||
JP MORGAN MORTGAGE TRUST A3 7A1 VAR RT 04/25/35 DD 04/01/06 | 5,733 | 5,481 | ||||||
JYSKE REALKREDIT A/S 1.000% 01/01/24 | 5,100,000 | 755,740 | ||||||
JYSKE REALKREDIT A/S 1.000% 04/01/24 | 1,000,000 | 147,047 | ||||||
JYSKE REALKREDIT A/S 1.000% 10/01/24 | 3,600,000 | 524,263 | ||||||
JYSKE REALKREDIT A/S 1.000% 10/01/50 | 2,932,527 | 321,788 | ||||||
JYSKE REALKREDIT A/S REGS 1.000% 10/01/50 | 2,581,437 | 299,114 | ||||||
KOREA HOUSING FINANCE COR 144A 5.375% 11/15/26 DD 11/15/23 | 200,000 | 203,485 | ||||||
KOREA TREASURY BOND 2.000% 06/10/31 | 857,530,000 | 612,711 | ||||||
KOREA TREASURY BOND 2.375% 12/10/28 | 166,440,000 | 124,362 | ||||||
KOREA TREASURY BOND 2.625% 06/10/28 | 178,700,000 | 135,486 | ||||||
KOREA TREASURY BOND 3.250% 03/10/28 | 177,750,000 | 138,306 | ||||||
KOREA TREASURY BOND 3.250% 06/10/33 | 203,700,000 | 158,288 | ||||||
KOREA TREASURY BOND 4.250% 12/10/32 | 119,550,000 | 100,186 | ||||||
KREDITANSTALT FUER WIEDERAUFBA 3.375% 08/23/24 DD 08/23/22 | 860,000 | 850,380 | ||||||
LCM 30 LTD 30A AR 144A VAR RT 04/20/31 DD 06/09/21 | 250,000 | 249,320 | ||||||
LCM XXV LTD 25A AR 144A VAR RT 07/20/30 DD 02/28/22 | 156,025 | 155,518 | ||||||
LONG BEACH MORTGAGE LOAN 1 M4 VAR RT 02/25/35 DD 01/06/05 | 125,873 | 122,525 | ||||||
LUDGATE FUNDING PLC W1X A1 REGS VAR RT 01/01/61 | 134,491 | 164,566 | ||||||
LUDGATE FUNDING PLC 1 A2B REGS VAR RT 01/01/61 | 138,517 | 146,269 | ||||||
M360 2021-CRE3 LTD CRE3 A 144A VAR RT 11/22/38 DD 10/08/21 | 192,484 | 189,980 | ||||||
MADISON PARK FUN 19A A1R2 144A VAR RT 01/22/28 DD 03/10/20 | 211,857 | 211,857 | ||||||
MAN GLG EURO CLO I 2A A1R 144A VAR RT 01/15/30 | 65,565 | 72,388 | ||||||
17
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
MANUFACTURERS & TRADERS TRUST 4.650% 01/27/26 DD 01/27/23 | 730,000 | 714,877 | ||||||
MARATHON CLO IX L 9A A1AR 144A VAR RT 04/15/29 DD 02/17/21 | 68,856 | 68,930 | ||||||
MARBLE POINT CLO X 1A AR 144A VAR RT 10/15/30 DD 04/15/21 | 208,271 | 208,688 | ||||||
MARSH & MCLENNAN COS INC 3.500% 06/03/24 DD 05/30/14 | 450,000 | 445,752 | ||||||
MASSACHUSETTS EDUCATIONAL 1 A1 VAR RT 04/25/38 DD 07/02/08 | 107,616 | 107,425 | ||||||
MASTER CREDIT CARD T 1A A 144A 0.530% 11/21/25 DD 06/15/21 | 675,000 | 661,739 | ||||||
MERCEDES-BENZ AUTO LEASE B A3 0.400% 11/15/24 DD 06/29/21 | 45,072 | 44,987 | ||||||
MERRILL LYNCH MORTGAGE I A10 A VAR RT 02/25/36 DD 12/22/05 | 5,521 | 5,159 | ||||||
MERRILL LYNCH MORTGAGE I A2 A2 VAR RT 02/25/35 DD 02/01/05 | 9,393 | 8,888 | ||||||
MERRILL LYNCH MORTGAGE IN E A1 VAR RT 11/25/29 DD 09/23/04 | 42,300 | 37,962 | ||||||
METROPOLITAN LIFE GLOBAL 144A 0.550% 06/07/24 DD 06/08/21 | 425,000 | 415,990 | ||||||
MF1 2021-FL7 LTD FL7 A 144A VAR RT 10/16/36 DD 09/24/21 | 198,305 | 195,278 | ||||||
MF1 2022-FL8 LTD FL8 A 144A VAR RT 02/19/37 DD 01/20/22 | 200,000 | 196,783 | ||||||
MFA 2020-NQM2 TRU NQM2 A1 144A VAR RT 04/25/65 DD 10/01/20 | 97,262 | 89,643 | ||||||
MIDOCEAN CREDIT CL 8A A1R 144A VAR RT 02/20/31 DD 04/06/21 | 172,917 | 172,672 | ||||||
MILL CITY MORTGAG NMR1 A1 144A VAR RT 11/25/60 DD 01/01/21 | 77,462 | 72,203 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP 2.193% 02/25/25 DD 02/25/20 | 200,000 | 193,193 | ||||||
MITSUBISHI UFJ FINANCIAL GROUP VAR RT 10/11/25 DD 10/13/21 | 500,000 | 482,007 | ||||||
MONDELEZ INTERNATIONAL HO 144A 0.750% 09/24/24 DD 09/24/21 | 500,000 | 481,974 | ||||||
MONDELEZ INTERNATIONAL INC 1.500% 05/04/25 DD 05/04/20 | 225,000 | 214,528 | ||||||
MORGAN STANLEY BANK NA 5.882% 10/30/26 DD 11/01/23 | 600,000 | 617,046 | ||||||
MORGAN STANLEY CAPITAL I L2 A4 4.071% 03/15/52 DD 03/01/19 | 200,000 | 188,621 | ||||||
MORGAN STANLEY MORTGAGE 11AR 1A1 VAR RT 01/25/35 DD 12/29/04 | 55,442 | 50,761 | ||||||
MORGAN STANLEY MORTGAGE 6XS 2A6S VAR RT 02/25/47 DD 03/01/07 | 85,002 | 30,382 | ||||||
MORGAN STANLEY VAR RT 01/22/25 DD 07/20/21 | 675,000 | 673,014 | ||||||
MORGAN STANLEY VAR RT 01/28/27 DD 01/19/23 | 2,254,000 | 2,256,743 | ||||||
MORGAN STANLEY VAR RT 02/18/26 DD 02/18/22 | 100,000 | 96,796 | ||||||
MORGAN STANLEY VAR RT 04/28/26 DD 04/28/20 | 400,000 | 384,316 | ||||||
MORGAN STANLEY VAR RT 07/22/25 DD 07/23/19 | 100,000 | 98,355 | ||||||
MORGAN STANLEY VAR RT 10/21/25 DD 10/19/21 | 500,000 | 481,243 | ||||||
MORGAN STANLEY VAR RT 10/21/25 DD 10/21/20 | 250,000 | 240,170 | ||||||
MPLX LP 1.750% 03/01/26 DD 08/18/20 | 575,000 | 538,116 | ||||||
NATIONAL BANK OF HUNGARY BILL 0.000% 01/04/24 | 184,000,000 | 530,674 | ||||||
NATIONAL BANK OF HUNGARY BILL 0.000% 11/16/23 | 65,000,000 | 187,858 | ||||||
NATIONWIDE BUILDING SOCIETY 144A VAR RT 10/18/27 DD 10/18/23 | 200,000 | 206,902 | ||||||
NATWEST GROUP PLC VAR RT 05/18/29 DD 05/18/18 | 200,000 | 196,549 | ||||||
NATWEST MARKETS PLC 144A 0.800% 08/12/24 DD 05/12/21 | 325,000 | 315,413 | ||||||
NEWGATE FUNDING PL 3X A3A REGS VAR RT 12/01/50 | 155,078 | 190,715 | ||||||
NEXTERA ENERGY CAPITAL HOLDING 1.875% 01/15/27 DD 12/13/21 | 274,000 | 252,105 | ||||||
NEXTERA ENERGY CAPITAL HOLDING 6.051% 03/01/25 DD 03/01/23 | 380,000 | 383,432 | ||||||
NISOURCE INC 3.490% 05/15/27 DD 05/22/17 | 112,000 | 107,918 | ||||||
NOMURA HOLDINGS INC 5.099% 07/03/25 DD 07/06/22 | 200,000 | 198,671 | ||||||
NORDEA KREDIT REALKREDITAKTIES 1.000% 04/01/24 | 4,000,000 | 588,745 | ||||||
NORDEA KREDIT REALKREDITAKTIES 1.000% 10/01/24 | 1,800,000 | 261,981 | ||||||
NORDEA KREDIT REALKREDITAKTIES 1.000% 10/01/50 | 4,694,087 | 519,536 | ||||||
NRG ENERGY INC 144A 3.750% 06/15/24 DD 05/28/19 | 400,000 | 395,354 | ||||||
NXP BV / NXP FUNDING LLC / NXP 3.875% 06/18/26 DD 12/18/21 | 500,000 | 487,325 | ||||||
NYKREDIT REALKREDIT AS REGS 1.000% 04/01/24 | 1,800,000 | 265,312 | ||||||
NYKREDIT REALKREDIT AS REGS 1.000% 10/01/50 | 2,783,860 | 322,355 | ||||||
NYKREDIT REALKREDIT AS REGS 1.500% 10/01/53 | 189,023 | 22,862 | ||||||
OAKTREE CLO 2019-1 1A A1R 144A VAR RT 04/22/30 DD 09/20/21 | 250,000 | 249,587 | ||||||
OBX 2021-INV2 TR INV2 A11 144A VAR RT 10/25/51 DD 10/25/21 | 169,614 | 156,232 | ||||||
ORACLE CORP 2.650% 07/15/26 DD 07/07/16 | 1,244,000 | 1,180,085 | ||||||
O’REILLY AUTOMOTIVE INC 5.750% 11/20/26 DD 11/20/23 | 1,495,000 | 1,531,481 | ||||||
18
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
OTIS WORLDWIDE CORP 2.056% 04/05/25 DD 02/27/20 | 840,000 | 807,571 | ||||||
PACIFIC GAS AND ELECTRIC CO 4.250% 03/15/46 DD 11/05/15 | 100,000 | 77,112 | ||||||
PARAGON MORTGAGES 12A A2C 144A VAR RT 11/15/38 DD 07/20/06 | 58,958 | 56,992 | ||||||
PARKER-HANNIFIN CORP 3.650% 06/15/24 DD 06/15/22 | 1,025,000 | 1,015,153 | ||||||
PENNSYLVANIA HIGHER EDUCA 1 A3 VAR RT 10/25/35 DD 08/10/06 | 261,224 | 255,744 | ||||||
PERUVIAN GOVERNMENT INTER 144A 6.950% 08/12/31 | 600,000 | 167,238 | ||||||
PETRONAS CAPITAL LTD 144A 2.480% 01/28/32 DD 04/28/21 | 200,000 | 170,450 | ||||||
PHILIP MORRIS INTERNATIONAL IN 5.000% 11/17/25 DD 11/17/22 | 650,000 | 652,616 | ||||||
PHILLIPS 66 0.900% 02/15/24 DD 11/18/20 | 275,000 | 273,297 | ||||||
PNC FINANCIAL SERVICES GROUP I VAR RT 01/26/27 DD 01/24/23 | 935,000 | 928,021 | ||||||
PROTECTIVE LIFE GLOBAL FUND 144A 0.473% 01/12/24 DD 01/12/21 | 200,000 | 199,738 | ||||||
PROTECTIVE LIFE GLOBAL FUND 144A VAR RT 03/28/25 DD 03/31/22 | 825,000 | 828,020 | ||||||
QATARENERGY 144A 2.250% 07/12/31 DD 07/12/21 | 300,000 | 255,087 | ||||||
RAD CLO 5 LTD 5A AR 144A VAR RT 07/24/32 DD 12/16/21 | 250,000 | 249,864 | ||||||
REALKREDIT DANMARK A/S REGS 1.000% 04/01/24 | 1,000,000 | 147,131 | ||||||
REALKREDIT DANMARK A/S REGS 1.000% 10/01/50 | 933,809 | 108,700 | ||||||
REALKREDIT DANMARK A/S REGS 1.500% 10/01/53 | 189,335 | 22,904 | ||||||
REPUBLIC OF ITALY GOVERNMENT REGS 6.000% 08/04/28 | 100,000 | 133,617 | ||||||
REPUBLIC OF POLAND GOVERNMENT REGS 3.875% 02/14/33 | 100,000 | 114,828 | ||||||
RESIDENTIAL MORTGAGE 32A A 144A VAR RT 06/20/70 | 107,032 | 136,703 | ||||||
RIVERSIDE CA ELEC REVENUE 7.455% 10/01/30 DD 12/16/10 | 200,000 | 224,918 | ||||||
RMAC SECURITIES NS3X A2A REGS VAR RT 06/12/44 | 100,439 | 124,115 | ||||||
ROCHE HOLDINGS INC 144A 5.265% 11/13/26 DD 11/13/23 | 495,000 | 506,102 | ||||||
ROMANIAN GOVERNMENT INTER 144A 1.750% 07/13/30 | 100,000 | 89,034 | ||||||
ROMANIAN GOVERNMENT INTER 144A 2.000% 04/14/33 | 100,000 | 82,438 | ||||||
ROMANIAN GOVERNMENT INTER 144A 2.750% 04/14/41 | 50,000 | 37,006 | ||||||
ROMANIAN GOVERNMENT INTER 144A 2.875% 04/13/42 | 100,000 | 74,354 | ||||||
ROMANIAN GOVERNMENT INTER 144A 5.000% 09/27/26 | 300,000 | 339,820 | ||||||
ROMARK CLO LTD 1A A1R 144A VAR RT 10/23/30 DD 07/23/21 | 203,751 | 203,321 | ||||||
ROYAL BANK OF CANADA 0.425% 01/19/24 DD 01/19/21 | 450,000 | 448,863 | ||||||
ROYAL BANK OF CANADA 144A 4.851% 12/14/26 DD 12/14/23 | 200,000 | 201,569 | ||||||
SANTANDER DRIVE AUTO RECE 4 A2 6.180% 02/16/27 DD 08/23/23 | 1,415,315 | 1,419,117 | ||||||
SANTANDER DRIVE AUTO RECE 5 A2 6.310% 07/15/27 DD 10/18/23 | 300,000 | 301,109 | ||||||
SANTANDER DRIVE AUTO RECE 6 A3 5.930% 07/17/28 DD 11/21/23 | 600,000 | 611,025 | ||||||
SANTANDER HOLDINGS USA INC VAR RT 06/09/25 DD 06/09/22 | 281,000 | 277,628 | ||||||
SANTANDER UK GROUP HOLDINGS PL VAR RT 03/15/25 DD 03/15/21 | 675,000 | 667,598 | ||||||
SANTANDER UK PLC 144A VAR RT 02/12/27 | 300,000 | 382,784 | ||||||
SBA GTD PARTN CTFS 2008-20G 1 5.870% 07/01/28 DD 07/16/08 | 11,479 | 11,396 | ||||||
SBA GTD PARTN CTFS 2008-20I 1 5.600% 09/01/28 DD 09/17/08 | 22,673 | 22,406 | ||||||
SERBIA INTERNATIONAL BOND 144A 1.000% 09/23/28 | 100,000 | 92,994 | ||||||
SIEMENS FINANCIERINGSMAAT 144A 0.650% 03/11/24 DD 03/11/21 | 300,000 | 297,158 | ||||||
SMB PRIVATE EDUCATI B A1B 144A VAR RT 02/16/55 DD 05/27/22 | 144,170 | 143,877 | ||||||
SOCIETE GENERALE SA 144A 4.351% 06/13/25 DD 06/15/22 | 680,000 | 673,947 | ||||||
SOCIETE GENERALE SA 144A VAR RT 01/21/33 DD 01/19/22 | 200,000 | 168,011 | ||||||
SOUND POINT CLO XV 3A A1R 144A VAR RT 10/20/30 DD 04/01/21 | 195,837 | 195,528 | ||||||
SOUTHERN CO/THE 5.150% 10/06/25 DD 10/06/22 | 345,000 | 345,794 | ||||||
SOUTHERN POWER CO 0.900% 01/15/26 DD 01/08/21 | 100,000 | 92,160 | ||||||
SPAIN GOVERNMENT BOND 144A 1.400% 07/30/28 | 100,000 | 105,086 | ||||||
SPAIN GOVERNMENT BOND 144A 1.450% 10/31/71 | 150,000 | 83,820 | ||||||
SPAIN GOVERNMENT BOND 144A 1.850% 07/30/35 | 400,000 | 387,727 | ||||||
SPAIN GOVERNMENT BOND 144A 2.550% 10/31/32 | 100,000 | 107,756 | ||||||
SPAIN GOVERNMENT BOND 144A 3.450% 07/30/66 | 350,000 | 360,491 | ||||||
STANDARD CHARTERED PLC 144A VAR RT 02/08/28 DD 11/08/23 | 200,000 | 206,127 | ||||||
STANDARD CHARTERED PLC 144A VAR RT 05/21/25 DD 05/21/19 | 400,000 | 396,474 | ||||||
19
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
STANDARD CHARTERED PLC 144A VAR RT 06/29/32 DD 06/29/21 | 200,000 | 162,129 | ||||||
STWD 2021-FL2 LTD FL2 A 144A VAR RT 04/18/38 DD 05/05/21 | 199,641 | 194,897 | ||||||
SYNCHRONY BANK 5.400% 08/22/25 DD 08/23/22 | 280,000 | 275,831 | ||||||
SYNCHRONY FINANCIAL 4.875% 06/13/25 DD 06/13/22 | 430,000 | 422,724 | ||||||
TAKE-TWO INTERACTIVE SOFTWARE 3.300% 03/28/24 DD 04/14/22 | 33,000 | 32,792 | ||||||
TELEDYNE TECHNOLOGIES INC 0.950% 04/01/24 DD 03/22/21 | 675,000 | 667,247 | ||||||
TERWIN MORTGAGE TRUST S 6HE A1 VAR RT 11/25/33 DD 11/25/03 | 3,364 | 2,778 | ||||||
TEXAS NATURAL GAS SECURITIZATION 5.102% 04/01/35 DD 09/01/23 | 50,000 | 50,957 | ||||||
THERMO FISHER SCIENTIFIC INC 1.215% 10/18/24 DD 10/22/21 | 600,000 | 580,856 | ||||||
THERMO FISHER SCIENTIFIC INC 5.000% 12/05/26 DD 12/05/23 | 825,000 | 837,155 | ||||||
T-MOBILE USA INC 2.625% 04/15/26 DD 03/23/21 | 992,000 | 943,491 | ||||||
T-MOBILE USA INC 3.500% 04/15/25 DD 04/15/21 | 575,000 | 562,938 | ||||||
TORONTO-DOMINION BANK/THE 5.103% 01/09/26 DD 01/10/23 | 915,000 | 921,594 | ||||||
TOWD POINT MORTGAGE 1 A1 144A VAR RT 01/25/60 DD 01/01/20 | 104,111 | 97,493 | ||||||
TOWD POINT MORTGAGE 4 A1 144A VAR RT 10/25/59 DD 10/01/19 | 390,950 | 367,300 | ||||||
TOWD POINT MORTGAGE A14X A REGS VAR RT 05/20/45 | 129,858 | 165,640 | ||||||
TOWD POINT MORTGAGE GR4A A1 144A VAR RT 10/20/51 | 85,530 | 109,158 | ||||||
TOWD POINT MORTGAGE HY2 A1 144A VAR RT 05/25/58 DD 04/30/19 | 38,736 | 39,362 | ||||||
TOWD POINT MORTGAGE HY3 A1A 144A VAR RT 10/25/59 DD 10/30/19 | 53,182 | 53,460 | ||||||
TOYOTA AUTO LOAN EXT 1A A 144A 2.560% 11/25/31 DD 06/19/19 | 300,000 | 296,222 | ||||||
TOYOTA MOTOR CREDIT CORP 3.950% 06/30/25 DD 06/30/22 | 720,000 | 711,536 | ||||||
TOYOTA MOTOR CREDIT CORP VAR RT 08/22/24 DD 08/22/23 | 400,000 | 400,377 | ||||||
TRANSCANADA PIPELINES LTD 1.000% 10/12/24 DD 10/12/21 | 325,000 | 313,371 | ||||||
TRINITY SQUARE 2021- 1A A 144A VAR RT 07/15/59 | 113,113 | 144,218 | ||||||
U S TREASURY BOND 1.375% 11/15/40 DD 11/15/20 | 5,630,000 | 3,750,988 | ||||||
U S TREASURY BOND 1.625% 11/15/50 DD 11/15/20 | 1,150,000 | 688,922 | ||||||
U S TREASURY BOND 1.875% 02/15/51 DD 02/15/21 | 100,000 | 63,750 | ||||||
U S TREASURY BOND 2.875% 05/15/52 DD 05/15/22 | 200,000 | 160,031 | ||||||
U S TREASURY BOND 4.000% 11/15/52 DD 11/15/22 | 300,000 | 297,387 | ||||||
U S TREASURY NOTE 0.250% 07/31/25 DD 07/31/20 | 5,090,000 | 4,767,501 | ||||||
U S TREASURY NOTE 0.375% 09/30/27 DD 09/30/20 | 1,800,000 | 1,579,992 | ||||||
U S TREASURY NOTE 0.500% 02/28/26 DD 02/28/21 | 4,580,000 | 4,233,816 | ||||||
U S TREASURY NOTE 0.500% 10/31/27 DD 10/31/20 | 600,000 | 527,883 | ||||||
U S TREASURY NOTE 0.625% 08/15/30 DD 08/15/20 | 940,000 | 763,640 | ||||||
U S TREASURY NOTE 0.750% 01/31/28 DD 01/31/21 | 100,000 | 88,234 | ||||||
U S TREASURY NOTE 0.750% 04/30/26 DD 04/30/21 | 2,470,000 | 2,285,908 | ||||||
U S TREASURY NOTE 1.000% 12/15/24 DD 12/15/21 | 4,101,300 | 3,955,031 | ||||||
U S TREASURY NOTE 1.125% 01/15/25 DD 01/15/22 | 10,380,000 | 10,000,076 | ||||||
U S TREASURY NOTE 1.250% 06/30/28 DD 06/30/21 | 2,590,000 | 2,311,980 | ||||||
U S TREASURY NOTE 1.375% 08/31/26 DD 08/31/19 | 8,670,000 | 8,085,791 | ||||||
U S TREASURY NOTE 2.625% 12/31/25 DD 12/31/18 | 5,140,000 | 4,982,186 | ||||||
U S TREASURY NOTE 2.750% 06/30/25 DD 06/30/18 | 2,230,000 | 2,175,644 | ||||||
U S TREASURY NOTE 2.750% 08/31/25 DD 08/31/18 | 2,260,000 | 2,200,498 | ||||||
U S TREASURY NOTE 2.875% 04/30/25 DD 04/30/18 | 1,000,000 | 978,281 | ||||||
U S TREASURY NOTE 2.875% 05/31/25 DD 05/31/18 | 270,000 | 263,893 | ||||||
U S TREASURY NOTE 3.000% 07/15/25 DD 07/15/22 | 4,440,000 | 4,343,742 | ||||||
U S TREASURY NOTE 3.000% 10/31/25 DD 10/31/18 | 13,100,000 | 12,797,574 | ||||||
U S TREASURY NOTE 3.500% 02/15/33 DD 02/15/23 | 300,000 | 291,492 | ||||||
U S TREASURY NOTE 3.500% 04/30/30 DD 04/30/23 | 850,000 | 831,904 | ||||||
U S TREASURY NOTE 3.750% 12/31/28 DD 12/31/23 | 900,000 | 896,766 | ||||||
U S TREASURY NOTE 3.750% 12/31/30 DD 12/31/23 | 890,000 | 883,881 | ||||||
U S TREASURY NOTE 4.000% 02/28/30 DD 02/28/23 | 900,000 | 905,449 | ||||||
U S TREASURY NOTE 4.250% 12/31/24 DD 12/31/22 | 1,892,800 | 1,882,818 | ||||||
UBS AG/LONDON 144A 0.450% 02/09/24 DD 02/09/21 | 475,000 | 472,417 | ||||||
20
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
UBS AG/LONDON 144A 0.700% 08/09/24 DD 08/09/21 | 275,000 | 267,380 | ||||||
UBS AG/LONDON 5.800% 09/11/25 DD 09/11/23 | 1,660,000 | 1,678,733 | ||||||
UBS GROUP AG 144A VAR RT 08/05/25 DD 08/05/22 | 725,000 | 719,594 | ||||||
UBS GROUP AG 144A VAR RT 11/15/33 DD 11/14/22 | 250,000 | 307,836 | ||||||
UBS GROUP AG REGS VAR RT 01/16/26 | 200,000 | 221,147 | ||||||
UNITED KINGDOM GILT REGS 0.625% 10/22/50 | 200,000 | 112,463 | ||||||
UNITED KINGDOM GILT REGS 1.250% 07/31/51 | 300,000 | 203,535 | ||||||
UNITED KINGDOM GILT REGS 1.500% 07/31/53 | 100,000 | 71,015 | ||||||
UNITED KINGDOM GILT REGS 1.750% 01/22/49 | 600,000 | 483,404 | ||||||
UNITED KINGDOM GILT REGS 4.250% 12/07/40 | 200,000 | 261,913 | ||||||
UNITEDHEALTH GROUP INC 3.700% 12/15/25 DD 12/17/18 | 1,187,000 | 1,167,747 | ||||||
US TREAS-CPI INFLAT 0.125% 04/15/25 DD 04/15/20 | 559,841 | 539,940 | ||||||
US TREAS-CPI INFLAT 0.125% 07/15/26 DD 07/15/16 | 128,358 | 122,365 | ||||||
US TREAS-CPI INFLAT 0.125% 01/15/32 DD 01/15/22 | 110,993 | 97,750 | ||||||
US TREAS-CPI INFLAT 0.125% 07/15/31 DD 07/15/21 | 229,590 | 204,624 | ||||||
US TREAS-CPI INFLAT 0.250% 01/15/25 DD 01/15/15 | 1,039,208 | 1,008,823 | ||||||
US TREAS-CPI INFLAT 0.250% 07/15/29 DD 07/15/19 | 384,902 | 356,305 | ||||||
US TREAS-CPI INFLAT 0.375% 07/15/27 DD 07/15/17 | 150,932 | 143,539 | ||||||
US TREAS-CPI INFLAT 0.500% 01/15/28 DD 01/15/18 | 997,872 | 945,224 | ||||||
US TREAS-CPI INFLAT 0.625% 01/15/26 DD 01/15/16 | 129,487 | 124,979 | ||||||
US TREAS-CPI INFLAT 0.750% 02/15/45 DD 02/15/15 | 182,896 | 143,963 | ||||||
US TREAS-CPI INFLAT 0.875% 02/15/47 DD 02/15/17 | 25,492 | 20,233 | ||||||
US TREAS-CPI INFLAT 1.125% 01/15/33 DD 01/15/23 | 309,870 | 294,044 | ||||||
US TREAS-CPI INFLAT 1.375% 02/15/44 DD 02/15/14 | 171,597 | 154,319 | ||||||
US TREAS-CPI INFLAT 2.375% 01/15/27 DD 01/15/07 | 152,547 | 154,002 | ||||||
US TREAS-CPI INFLAT 2.500% 01/15/29 DD 01/15/09 | 687,768 | 711,954 | ||||||
US TREAS-CPI INFLAT 3.375% 04/15/32 DD 10/15/01 | 17,331 | 19,439 | ||||||
US TREAS-CPI INFLAT 3.875% 04/15/29 DD 04/15/99 | 561,396 | 619,718 | ||||||
UWM MORTGAGE TRUST INV3 A3 144A VAR RT 11/25/51 DD 10/01/21 | 1,393 | 1,140 | ||||||
UWM MORTGAGE TRUST INV3 A9 144A VAR RT 11/25/51 DD 10/25/21 | 258,628 | 238,934 | ||||||
VERALTO CORP 144A 5.500% 09/18/26 DD 09/18/23 | 1,250,000 | 1,266,467 | ||||||
VISTRA OPERATIONS CO LLC 144A 3.550% 07/15/24 DD 06/11/19 | 225,000 | 221,826 | ||||||
VOLKSWAGEN GROUP OF AMERICA 144A 3.950% 06/06/25 DD 06/08/22 | 400,000 | 391,788 | ||||||
VOYA CLO 2017-1 LT 1A A1R 144A VAR RT 04/17/30 DD 05/18/21 | 171,586 | 171,457 | ||||||
WACHOVIA MORTGAGE LOAN T B 2A4 VAR RT 10/20/35 DD 11/01/05 | 20,034 | 19,282 | ||||||
WAMU MORTGAGE PASS-TH AR13 A1A VAR RT 11/25/34 DD 11/23/04 | 86,182 | 81,667 | ||||||
WAMU MORTGAGE PASS-TH AR15 A1A2 VAR RT 11/25/45 DD 11/22/05 | 58,713 | 52,520 | ||||||
WELLS FARGO & CO 3.750% 01/24/24 DD 01/24/19 | 249,000 | 248,663 | ||||||
WELLS FARGO & CO VAR RT 04/30/26 DD 04/30/20 | 500,000 | 479,237 | ||||||
WELLS FARGO & CO VAR RT 05/19/25 DD 05/19/21 | 450,000 | 441,172 | ||||||
WELLS FARGO & CO VAR RT 08/15/26 DD 08/15/22 | 676,000 | 668,930 | ||||||
WELLS FARGO & CO VAR RT 10/30/25 DD 10/31/19 | 100,000 | 97,286 | ||||||
WELLS FARGO BANK NA 5.254% 12/11/26 DD 12/11/23 | 700,000 | 708,868 | ||||||
WILLIAMS COS INC/THE 4.000% 09/15/25 DD 03/03/15 | 500,000 | 490,847 | ||||||
XCEL ENERGY INC 1.750% 03/15/27 DD 11/03/21 | 850,000 | 775,661 | ||||||
XCEL ENERGY INC 3.350% 12/01/26 DD 12/01/16 | 266,000 | 256,267 | ||||||
Total Fixed Income Securities | $ | 240,134,800 | ||||||
Common Stock | ||||||||
2SEVENTY BIO INC | 23,529 | $ | 100,469 | |||||
ABBOTT LABORATORIES | 69,833 | 7,686,518 | ||||||
ABBVIE INC | 21,379 | 3,313,104 | ||||||
ACUSHNET HOLDINGS CORP | 17,986 | 1,136,176 | ||||||
ADDUS HOMECARE CORP | 15,220 | 1,413,177 | ||||||
21
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
ADIDAS AG | 11,425 | 2,324,215 | ||||||
ADMIRAL GROUP PLC | 28,714 | 982,468 | ||||||
ADOBE INC | 17,463 | 10,418,426 | ||||||
ADVANCED MICRO DEVICES INC | 38,084 | 5,613,962 | ||||||
ADVANTEST CORP | 19,636 | 668,137 | ||||||
ADYEN NV | 2,326 | 2,997,481 | ||||||
AENA SME SA | 1,930 | 349,857 | ||||||
AEROVIRONMENT INC | 14,761 | 1,860,476 | ||||||
AGCO CORP | 45,300 | 5,499,873 | ||||||
AGILENT TECHNOLOGIES INC | 35,900 | 4,991,177 | ||||||
AIA GROUP LTD HK/01299 | 610,733 | 5,322,420 | ||||||
AIB GROUP PLC | 194,032 | 830,973 | ||||||
AIR FRANCE - KLM | 65,397 | 981,897 | ||||||
AIR LEASE CORP | 48,651 | 2,040,423 | ||||||
AIR LIQUIDE SA | 11,135 | 2,166,325 | ||||||
AIRBNB INC | 15,577 | 2,120,653 | ||||||
AIRBUS SE | 10,723 | 1,655,717 | ||||||
AKERO THERAPEUTICS INC | 27,589 | 644,203 | ||||||
AKZO NOBEL NV | 5,988 | 494,908 | ||||||
ALASKA AIR GROUP INC | 125,000 | 4,883,750 | ||||||
ALCON INC | 51,847 | 4,048,309 | ||||||
ALD SA | 48,038 | 342,005 | ||||||
ALFA LAVAL AB | 78,525 | 3,143,228 | ||||||
ALIGN TECHNOLOGY INC | 5,484 | 1,502,616 | ||||||
ALIGNMENT HEALTHCARE INC | 204,533 | 1,761,029 | ||||||
ALIMENTATION COUCHE-TARD INC | 81,054 | 4,796,484 | ||||||
ALKERMES PLC | 36,970 | 1,025,548 | ||||||
ALLFUNDS GROUP PLC | 55,624 | 394,784 | ||||||
ALLIANT ENERGY CORP | 143,550 | 7,364,115 | ||||||
ALLIANZ SE | 17,583 | 4,699,410 | ||||||
ALLSTATE CORP/THE | 52,202 | 7,307,236 | ||||||
ALNYLAM PHARMACEUTICALS INC | 5,904 | 1,130,085 | ||||||
ALPHA METALLURGICAL RESOURCES | 2,417 | 819,170 | ||||||
ALPHABET INC | 188,173 | 26,480,849 | ||||||
ALTAIR ENGINEERING INC | 40,322 | 3,393,096 | ||||||
AMAZON.COM INC | 310,664 | 47,202,288 | ||||||
AMBEV SA ADR | 667,475 | 1,868,930 | ||||||
AMERANT BANCORP INC | 103,869 | 2,552,061 | ||||||
AMERICAN EAGLE OUTFITTERS INC | 85,795 | 1,815,422 | ||||||
AMERICAN FINANCIAL GROUP INC/O | 58,825 | 6,993,704 | ||||||
AMERICAN INTERNATIONAL GROUP INC | 165,925 | 11,241,419 | ||||||
AMERICAN VANGUARD CORP | 58,663 | 643,533 | ||||||
AMERIS BANCORP | 63,036 | 3,344,060 | ||||||
AMICUS THERAPEUTICS INC | 65,418 | 928,281 | ||||||
AMKOR TECHNOLOGY INC | 13,538 | 450,409 | ||||||
AMPHENOL CORP | 118,537 | 11,750,573 | ||||||
ANGLO AMERICAN PLC | 37,835 | 950,461 | ||||||
ANTERO MIDSTREAM CORP | 71,240 | 892,637 | ||||||
ANZ GROUP HOLDINGS LTD | 132,540 | 2,344,170 | ||||||
AP MOLLER - MAERSK A/S | 100 | 177,525 | ||||||
APELLIS PHARMACEUTICALS INC | 15,060 | 901,492 | ||||||
APPLE INC | 162,900 | 31,363,137 | ||||||
APTARGROUP INC | 29,800 | 3,683,876 | ||||||
APTIV PLC | 61,300 | 5,499,836 | ||||||
22
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
ARGENX SE | 1,875 | 711,464 | ||||||
ARGENX SE ADR | 15,925 | 6,058,348 | ||||||
ARISTA NETWORKS INC | 34,338 | 8,086,942 | ||||||
ARKEMA SA | 5,828 | 663,104 | ||||||
ARRAY TECHNOLOGIES INC | 31,838 | 534,878 | ||||||
ARTHUR J GALLAGHER & CO | 13,187 | 2,965,493 | ||||||
ASAHI INTECC CO LTD | 16,500 | 335,723 | ||||||
ASCENDIS PHARMA A/S ADR | 53,865 | 6,784,297 | ||||||
ASML HOLDING NV | 8,380 | 6,320,869 | ||||||
ASSA ABLOY AB | 107,589 | 3,099,182 | ||||||
ASSURED GUARANTY LTD | 36,612 | 2,739,676 | ||||||
ASTRAZENECA PLC | 26,954 | 3,642,262 | ||||||
ATI INC | 15,477 | 703,739 | ||||||
ATLANTA BRAVES HOLDINGS INC | 60,191 | 2,382,360 | ||||||
ATLAS COPCO AB | 201,121 | 3,463,492 | ||||||
ATLASSIAN CORP | 33,989 | 8,084,624 | ||||||
ATMUS FILTRATION TECHNOLOGIES | 43,445 | 1,020,523 | ||||||
ATRICURE INC | 31,920 | 1,139,225 | ||||||
AURORA INNOVATION INC | 430,593 | 1,881,691 | ||||||
AUTOZONE INC | 1,827 | 4,723,909 | ||||||
AVERY DENNISON CORP | 31,000 | 6,266,960 | ||||||
AVIENT CORP | 19,701 | 818,971 | ||||||
AXA SA | 83,107 | 2,707,304 | ||||||
AXALTA COATING SYSTEMS LTD | 92,500 | 3,142,225 | ||||||
AXCELIS TECHNOLOGIES INC | 4,449 | 576,991 | ||||||
AXSOME THERAPEUTICS INC | 9,107 | 724,826 | ||||||
AZEK CO INC/THE | 101,732 | 3,891,249 | ||||||
BAE SYSTEMS PLC | 80,315 | 1,136,992 | ||||||
BANCO BILBAO VIZCAYA ARGENTARIA | 415,031 | 3,771,325 | ||||||
BANDAI NAMCO HOLDINGS INC | 27,062 | 542,565 | ||||||
BANK OF AMERICA CORP | 255,017 | 8,586,422 | ||||||
*BANK OF NEW YORK MELLON CORP | 129,200 | 6,724,860 | ||||||
BARRICK GOLD CORP | 19,391 | 352,056 | ||||||
BAWAG GROUP AG | 23,999 | 1,271,974 | ||||||
BEAZLEY PLC | 193,655 | 1,288,669 | ||||||
BECTON DICKINSON & CO | 18,383 | 4,482,327 | ||||||
BEIERSDORF AG | 14,438 | 2,164,271 | ||||||
BELLRING BRANDS INC | 54,577 | 3,025,203 | ||||||
BENTLEY SYSTEMS INC | 54,929 | 2,866,195 | ||||||
BERKSHIRE HATHAWAY INC | 10,175 | 3,629,016 | ||||||
BHP GROUP LTD | 25,919 | 891,543 | ||||||
BHP GROUP LTD ADR | 63,462 | 4,335,089 | ||||||
BIONTECH SE ADR | 22,549 | 2,379,821 | ||||||
BJ’S WHOLESALE CLUB HOLDINGS INC | 103,005 | 6,866,313 | ||||||
BLACKSTONE INC | 35,751 | 4,680,521 | ||||||
BLOCK INC | 12,133 | 938,488 | ||||||
BLUEPRINT MEDICINES CORP | 13,232 | 1,220,520 | ||||||
BNP PARIBAS SA | 18,596 | 1,285,728 | ||||||
BOAT ROCKER MEDIA INC SUB VTG | 43,590 | 42,975 | ||||||
BOISE CASCADE CO | 12,332 | 1,595,268 | ||||||
BOOT BARN HOLDINGS INC | 28,208 | 2,165,246 | ||||||
BORGWARNER INC | 233,644 | 8,376,137 | ||||||
BP PLC | 623,983 | 3,708,007 | ||||||
BRENNTAG SE | 14,139 | 1,299,784 | ||||||
23
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
BRIDGEBIO PHARMA INC | 27,306 | 1,102,343 | ||||||
BROADCOM INC | 14,002 | 15,629,733 | ||||||
BROOKDALE SENIOR LIVING INC | 199,383 | 1,160,409 | ||||||
BT GROUP PLC | 279,630 | 440,600 | ||||||
BUMBLE INC | 95,796 | 1,412,033 | ||||||
BUREAU VERITAS SA | 49,808 | 1,258,317 | ||||||
CABALETTA BIO INC | 18,926 | 429,620 | ||||||
CABOT CORP | 32,849 | 2,742,892 | ||||||
CACTUS INC | 24,051 | 1,091,915 | ||||||
CADENCE BANK | 55,112 | 1,630,764 | ||||||
CANADIAN NATIONAL RAILWAY CO | 16,023 | 2,012,969 | ||||||
CAPGEMINI SE | 3,783 | 788,766 | ||||||
CARGO THERAPEUTICS INC | 12,670 | 293,311 | ||||||
CARGURUS INC | 107,677 | 2,601,476 | ||||||
CARMAX INC | 90,552 | 6,948,960 | ||||||
CARPENTER TECHNOLOGY CORP | 6,106 | 432,305 | ||||||
CARRIER GLOBAL CORP | 71,000 | 4,078,950 | ||||||
CARVANA CO | 5,939 | 314,411 | ||||||
CASELLA WASTE SYSTEMS INC | 25,705 | 2,196,749 | ||||||
CATERPILLAR INC | 21,986 | 6,500,601 | ||||||
CAVCO INDUSTRIES INC | 5,804 | 2,011,782 | ||||||
CELLDEX THERAPEUTICS INC | 27,662 | 1,097,075 | ||||||
CELSIUS HOLDINGS INC | 101,261 | 5,520,750 | ||||||
CENTURY ALUMINUM CO | 11,650 | 141,431 | ||||||
CENTURY COMMUNITIES INC | 26,861 | 2,448,112 | ||||||
CHARGEPOINT HOLDINGS INC | 39,123 | 91,548 | ||||||
CHARLES SCHWAB CORP/THE | 12,741 | 876,581 | ||||||
CHEFS’ WAREHOUSE INC/THE | 73,610 | 2,166,342 | ||||||
CHENIERE ENERGY INC | 15,859 | 2,707,290 | ||||||
CHEVRON CORP | 31,987 | 4,771,181 | ||||||
CHIBA BANK LTD/THE | 207,493 | 1,499,019 | ||||||
CHIPOTLE MEXICAN GRILL INC | 6,418 | 14,677,709 | ||||||
CHORD ENERGY CORP | 14,508 | 2,411,665 | ||||||
CHUGAI PHARMACEUTICAL CO LTD | 196,100 | 7,430,602 | ||||||
CINEMARK HOLDINGS INC | 137,027 | 1,930,710 | ||||||
CIVITAS RESOURCES INC | 8,679 | 593,470 | ||||||
CLEARWATER ANALYTICS HOLDINGS | 44,953 | 900,409 | ||||||
COCA-COLA CONSOLIDATED INC | 233 | 216,317 | ||||||
COGNIZANT TECHNOLOGY SOLUTIONS | 37,225 | 2,811,604 | ||||||
COMMERCIAL METALS CO | 14,682 | 734,687 | ||||||
COMMERZBANK AG | 35,124 | 417,485 | ||||||
CONOCOPHILLIPS | 112,889 | 13,103,026 | ||||||
CONSTELLIUM SE | 15,432 | 308,023 | ||||||
CONVATEC GROUP PLC | 181,080 | 563,713 | ||||||
COOPER COS INC/THE | 16,200 | 6,130,728 | ||||||
COSTAR GROUP INC | 33,855 | 2,958,588 | ||||||
COTERRA ENERGY INC | 252,675 | 6,448,266 | ||||||
CREDICORP LTD | 11,713 | 1,756,130 | ||||||
CREDO TECHNOLOGY GROUP HOLDING | 36,980 | 720,001 | ||||||
CRH PLC | 5,349 | 369,937 | ||||||
CRINETICS PHARMACEUTICALS INC | 25,977 | 924,262 | ||||||
CRODA INTERNATIONAL PLC | 7,291 | 469,376 | ||||||
CROWN HOLDINGS INC | 84,000 | 7,735,560 | ||||||
CYTOKINETICS INC | 23,312 | 1,946,319 | ||||||
24
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
DAIFUKU CO LTD | 79,700 | 1,612,599 | ||||||
DAIICHI SANKYO CO LTD | 59,100 | 1,623,175 | ||||||
DAIKIN INDUSTRIES LTD | 7,319 | 1,193,270 | ||||||
DAIMLER TRUCK HOLDING AG | 40,917 | 1,537,669 | ||||||
DAITO TRUST CONSTRUCTION CO LT | 11,845 | 1,373,711 | ||||||
DARDEN RESTAURANTS INC | 35,125 | 5,771,038 | ||||||
DASSAULT SYST SHS | 51,825 | 2,532,387 | ||||||
DATADOG INC | 22,707 | 2,756,176 | ||||||
DAYFORCE INC | 47,851 | 3,211,759 | ||||||
DBS GROUP HOLDINGS LTD | 192,629 | 4,878,883 | ||||||
DECKERS OUTDOOR CORP | 2,377 | 1,588,858 | ||||||
DEERE & CO | 19,854 | 7,939,019 | ||||||
DENALI THERAPEUTICS INC | 21,750 | 466,755 | ||||||
DEUTSCHE POST AG | 16,077 | 796,601 | ||||||
DEUTSCHE TELEKOM AG | 56,149 | 1,349,044 | ||||||
DEVON ENERGY CORP | 118,400 | 5,363,520 | ||||||
DEXCOM INC | 49,296 | 6,117,141 | ||||||
DIAMOND OFFSHORE DRILLING INC | 67,058 | 871,083 | ||||||
DIAMONDBACK ENERGY INC | 22,910 | 3,552,883 | ||||||
DIASORIN SPA | 4,743 | 488,517 | ||||||
DICK’S SPORTING GOODS INC | 38,500 | 5,657,575 | ||||||
DIGITALBRIDGE GROUP INC | 80,160 | 1,406,006 | ||||||
DISC MEDICINE INC | 4,885 | 282,158 | ||||||
DOMINION ENERGY INC | 40,842 | 1,919,574 | ||||||
DOMINO’S PIZZA INC | 4,550 | 1,875,647 | ||||||
DOORDASH INC | 34,775 | 3,438,900 | ||||||
DR HORTON INC | 24,281 | 3,690,226 | ||||||
DSM-FIRMENICH AG | 3,884 | 394,722 | ||||||
DUOLINGO INC | 8,405 | 1,906,674 | ||||||
EASTERN BANKSHARES INC | 107,235 | 1,522,737 | ||||||
EATON CORP PLC | 40,644 | 9,787,888 | ||||||
EDENRED SE | 7,397 | 442,383 | ||||||
EDP - ENERGIAS DE PORTUGAL SA | 166,277 | 836,653 | ||||||
EDWARDS LIFESCIENCES CORP | 20,529 | 1,565,336 | ||||||
EISAI CO LTD | 11,800 | 590,251 | ||||||
ELEMENT SOLUTIONS INC | 39,947 | 924,374 | ||||||
ELF BEAUTY INC | 13,487 | 1,946,714 | ||||||
ELI LILLY & CO | 46,946 | 27,365,762 | ||||||
ENEL SPA | 169,536 | 1,260,381 | ||||||
ENERPLUS CORP | 151,944 | 2,330,821 | ||||||
ENGIE SA | 104,894 | 1,844,437 | ||||||
ENN ENERGY HOLDINGS LTD HK/02688 | 156,900 | 1,155,368 | ||||||
ENOVIX CORP | 41,867 | 524,175 | ||||||
ENSTAR GROUP LTD | 895 | 263,443 | ||||||
ENTERPRISE FINANCIAL SERVICES | 32,317 | 1,442,954 | ||||||
EPIROC AB | 123,189 | 2,471,640 | ||||||
EQUIFAX INC | 7,324 | 1,811,152 | ||||||
ERSTE GROUP BANK AG | 2,592 | 105,167 | ||||||
ESC GLOBIX CORPORATION | 1,200 | – | ||||||
ESTEE LAUDER COS INC/THE | 2,178 | 318,533 | ||||||
ETSY INC | 18,528 | 1,501,694 | ||||||
EUROGROUP LAMINATIONS SPA | 33,969 | 145,668 | ||||||
EVERCORE INC | 5,452 | 932,565 | ||||||
EVGO INC | 247,248 | 885,148 | ||||||
25
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
EVOLENT HEALTH INC | 84,253 | 2,782,877 | ||||||
EXACT SCIENCES CORP | 112,085 | 8,292,048 | ||||||
EXPERIAN PLC | 16,857 | 688,088 | ||||||
EXPRO GROUP HOLDINGS NV | 25,185 | 400,945 | ||||||
FABRINET | 16,700 | 3,178,511 | ||||||
FERGUSON PLC | 22,117 | 4,270,129 | ||||||
FERRARI NV | 2,674 | 901,510 | ||||||
FIDELITY NATIONAL FINANCIAL INC | 43,525 | 2,220,646 | ||||||
FINECOBANK BANCA FINECO SPA | 69,807 | 1,047,571 | ||||||
FIRST SOLAR INC | 7,014 | 1,208,372 | ||||||
FIRSTCASH HOLDINGS INC | 13,354 | 1,447,440 | ||||||
FIVE BELOW INC | 13,688 | 2,917,734 | ||||||
FIVE POINT HOLDINGS LLC | 56,877 | 174,612 | ||||||
FLEX LTD | 231,000 | 7,036,260 | ||||||
FLOWSERVE CORP | 57,536 | 2,371,634 | ||||||
FLUOR CORP | 114,482 | 4,484,260 | ||||||
FOMENTO ECONOMICO MEXICANO SAB ADR | 36,668 | 4,779,674 | ||||||
FORMFACTOR INC | 23,080 | 962,667 | ||||||
FORTIVE CORP | 51,202 | 3,770,003 | ||||||
FRANCO-NEVADA CORP | 44,500 | 4,931,045 | ||||||
FREEPORT-MCMORAN INC | 168,814 | 7,186,412 | ||||||
FRESHPET INC | 20,416 | 1,771,292 | ||||||
FTI CONSULTING INC | 32,800 | 6,532,120 | ||||||
GATX CORP | 5,181 | 622,860 | ||||||
GENERAL MOTORS CO | 150,464 | 5,404,667 | ||||||
GENIUS SPORTS LTD | 281,570 | 1,740,103 | ||||||
GENMAB A/S | 10,330 | 3,298,755 | ||||||
GENPACT LTD | 151,150 | 5,246,417 | ||||||
GERON CORP | 202,239 | 426,724 | ||||||
GLAUKOS CORP | 14,655 | 1,164,926 | ||||||
GLENCORE PLC | 251,090 | 1,511,143 | ||||||
GLOBAL PAYMENTS INC | 79,297 | 10,070,719 | ||||||
*GOLDMAN SACHS GROUP INC/THE | 532,692 | 205,496,593 | ||||||
GOODYEAR TIRE & RUBBER CO/THE | 147,733 | 2,115,537 | ||||||
GRAFTECH INTERNATIONAL LTD | 26,611 | 58,278 | ||||||
GREEN PLAINS INC | 24,725 | 623,565 | ||||||
GROUP 1 AUTOMOTIVE INC | 4,681 | 1,426,488 | ||||||
GSK PLC | 86,810 | 1,604,869 | ||||||
GUARDANT HEALTH INC | 33,855 | 915,778 | ||||||
GULFPORT ENERGY CORP | 13,492 | 1,797,134 | ||||||
HAEMONETICS CORP | 17,109 | 1,462,991 | ||||||
HAIER SMART HOME CO LTD HK/06690 | 1,437,400 | 4,058,970 | ||||||
HAKUHODO DY HOLDINGS INC | 39,200 | 300,437 | ||||||
HALEON PLC | 1,570,230 | 6,438,562 | ||||||
HALOZYME THERAPEUTICS INC | 33,309 | 1,231,101 | ||||||
HAMILTON INSURANCE GROUP LTD | 67,706 | 1,012,205 | ||||||
HAMILTON LANE ALL-CLAS-CW26 WTS EXP 01/08/26 | 20,726 | 415 | ||||||
HAMILTON LANE INC | 13,532 | 1,535,070 | ||||||
HANNON ARMSTRONG SUSTAINABLE INFRASTRUCTURE | 46,722 | 1,288,593 | ||||||
HARMONIC INC | 143,985 | 1,877,564 | ||||||
HARTFORD FINANCIAL SERVICES GROUP | 125,812 | 10,112,769 | ||||||
HB FULLER CO | 20,474 | 1,666,788 | ||||||
HCA HEALTHCARE INC | 25,552 | 6,916,415 | ||||||
HCI GROUP INC | 3,100 | 270,940 | ||||||
26
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
HDFC BANK LTD ADR | 45,216 | 3,034,446 | ||||||
HEALTH CATALYST INC | 92,934 | 860,569 | ||||||
HECLA MINING CO | 84,580 | 406,830 | ||||||
HELIOS TECHNOLOGIES INC | 50,229 | 2,277,885 | ||||||
HELMERICH & PAYNE INC | 24,256 | 878,552 | ||||||
HERMES INTERNATIONAL SCA | 484 | 1,025,888 | ||||||
HESS CORP | 32,500 | 4,685,200 | ||||||
HILTON WORLDWIDE HOLDINGS INC | 24,900 | 4,534,041 | ||||||
HOLOGIC INC | 79,675 | 5,692,779 | ||||||
HOME BANCSHARES INC/AR | 125,113 | 3,169,112 | ||||||
HOME DEPOT INC/THE | 16,367 | 5,671,984 | ||||||
HONEYWELL INTERNATIONAL INC | 18,723 | 3,926,400 | ||||||
HSBC HOLDINGS PLC | 375,120 | 3,038,980 | ||||||
HUBBELL INC | 16,023 | 5,270,445 | ||||||
HUBSPOT INC | 16,285 | 9,454,094 | ||||||
HUMANA INC | 10,187 | 4,663,710 | ||||||
HUNTINGTON BANCSHARES INC/OH | 253,850 | 3,228,972 | ||||||
IBIDEN CO LTD | 17,110 | 948,465 | ||||||
ICICI BANK LTD ADR | 85,129 | 2,029,475 | ||||||
ICON PLC | 15,000 | 4,246,050 | ||||||
IMCD NV | 4,467 | 777,426 | ||||||
IMI PLC | 38,512 | 826,761 | ||||||
IMMUNOCORE HOLDINGS PLC ADR | 12,939 | 883,992 | ||||||
IMMUNOGEN INC | 29,571 | 876,780 | ||||||
IMMUNOVANT INC | 12,197 | 513,860 | ||||||
INARI MEDICAL INC | 20,627 | 1,339,105 | ||||||
INFINEON TECHNOLOGIES AG | 149,456 | 6,240,650 | ||||||
INGERSOLL RAND INC | 73,552 | 5,688,512 | ||||||
INGEVITY CORP | 29,254 | 1,381,374 | ||||||
INTEGRA LIFESCIENCES HOLDINGS | 15,490 | 674,590 | ||||||
INTELLIA THERAPEUTICS INC | 17,288 | 527,111 | ||||||
INTERCONTINENTAL HOTELS GROUP | 13,630 | 1,231,925 | ||||||
INTERNATIONAL GAME TECHNOLOGY | 76,161 | 2,087,573 | ||||||
INTRA-CELLULAR THERAPIES INC | 18,438 | 1,320,530 | ||||||
INTUIT INC | 11,102 | 6,939,083 | ||||||
INTUITIVE SURGICAL INC | 7,016 | 2,366,918 | ||||||
INVESTOR AB | 18,367 | 425,556 | ||||||
IRHYTHM TECHNOLOGIES INC | 22,951 | 2,456,675 | ||||||
ISUZU MOTORS LTD | 123,200 | 1,586,971 | ||||||
ITOCHU CORP | 22,696 | 928,414 | ||||||
JABIL INC | 45,195 | 5,757,843 | ||||||
JB HUNT TRANSPORT SERVICES INC | 34,500 | 6,891,030 | ||||||
JCDECAUX SE | 37,857 | 761,101 | ||||||
KANSAI ELECTRIC POWER CO INC/T | 54,000 | 717,038 | ||||||
KBC GROUP NV | 17,844 | 1,157,452 | ||||||
KDDI CORP | 46,025 | 1,464,521 | ||||||
KEMPER CORP | 4,418 | 215,024 | ||||||
KENNAMETAL INC | 24,914 | 642,532 | ||||||
KEYENCE CORP | 7,906 | 3,483,620 | ||||||
KEYSIGHT TECHNOLOGIES INC | 10,964 | 1,744,263 | ||||||
KKR & CO INC | 76,872 | 6,368,845 | ||||||
KNIGHT-SWIFT TRANSPORTATION HOLDINGS | 62,300 | 3,591,595 | ||||||
KOITO MANUFACTURING CO LTD | 16,680 | 259,996 | ||||||
KOMATSU LTD | 87,100 | 2,278,513 | ||||||
27
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
KULICKE & SOFFA INDUSTRIES INC | 6,762 | 370,017 | ||||||
KYMERA THERAPEUTICS INC | 18,505 | 471,137 | ||||||
L3HARRIS TECHNOLOGIES INC | 15,970 | 3,363,601 | ||||||
LABORATORY CORP OF AMERICA HOLDINGS | 19,753 | 4,489,659 | ||||||
LAM RESEARCH CORP | 6,140 | 4,809,216 | ||||||
LANDSTAR SYSTEM INC | 21,900 | 4,240,935 | ||||||
LATTICE SEMICONDUCTOR CORP | 99,039 | 6,832,701 | ||||||
LEAR CORP | 24,764 | 3,496,924 | ||||||
LEGALZOOM.COM INC | 99,793 | 1,127,661 | ||||||
LEGRAND SA | 15,036 | 1,562,956 | ||||||
LEIDOS HOLDINGS INC | 68,400 | 7,403,616 | ||||||
LIBERTY MEDIA CORP-LIBERTY FOR | 21,149 | 1,335,136 | ||||||
LIFE TIME GROUP HOLDINGS INC | 64,497 | 972,615 | ||||||
LIGHTSPEED COMMERCE INC | 19,409 | 407,395 | ||||||
LINCOLN ELECTRIC HOLDINGS INC | 14,400 | 3,131,424 | ||||||
LINDE PLC | 6,555 | 2,669,026 | ||||||
LIVE NATION ENTERTAINMENT INC | 32,019 | 2,996,978 | ||||||
LIVENT CORP | 58,686 | 1,055,174 | ||||||
LONDON STOCK EXCHANGE GROUP PLC | 12,083 | 1,428,512 | ||||||
L’OREAL SA | 9,400 | 4,679,419 | ||||||
LOUISIANA-PACIFIC CORP | 13,517 | 957,409 | ||||||
LOWE’S COS INC | 25,564 | 5,689,268 | ||||||
LUKOIL PJSC ADR | 41,527 | 289,028 | ||||||
LULULEMON ATHLETICA INC | 4,291 | 2,193,945 | ||||||
LVMH MOET HENNESSY LOUIS VUITTON | 3,728 | 3,021,064 | ||||||
MAKITA CORP | 28,720 | 792,459 | ||||||
MANPOWERGROUP INC | 57,125 | 4,539,724 | ||||||
MANULIFE FINANCIAL CORP | 210,100 | 4,665,348 | ||||||
MARKETAXESS HOLDINGS INC | 3,757 | 1,100,237 | ||||||
MARRIOTT INTERNATIONAL INC/MD | 34,432 | 7,764,760 | ||||||
MARSH & MCLENNAN COS INC | 12,594 | 2,386,185 | ||||||
MARTIN MARIETTA MATERIALS INC | 5,923 | 2,955,044 | ||||||
MASTERBRAND INC | 119,456 | 1,773,922 | ||||||
MASTERCARD INC | 37,518 | 16,001,802 | ||||||
MATADOR RESOURCES CO | 33,026 | 1,877,858 | ||||||
MAXIMUS INC | 60,900 | 5,107,074 | ||||||
MCGRATH RENTCORP | 15,078 | 1,803,630 | ||||||
MCKESSON CORP | 15,444 | 7,150,263 | ||||||
MEDTRONIC PLC | 48,416 | 3,988,510 | ||||||
MERCADOLIBRE INC | 5,970 | 9,382,094 | ||||||
META PLATFORMS INC | 85,756 | 30,354,194 | ||||||
METHANEX CORP | 9,984 | 474,592 | ||||||
MGIC INVESTMENT CORP | 121,350 | 2,340,842 | ||||||
MICROSOFT CORP | 187,306 | 70,434,548 | ||||||
MIDDLEBY CORP/THE | 45,325 | 6,670,480 | ||||||
MITSUBISHI CORP | 57,000 | 911,119 | ||||||
MITSUBISHI ELECTRIC CORP | 20,381 | 288,989 | ||||||
MITSUI & CO LTD | 23,800 | 894,399 | ||||||
MKS INSTRUMENTS INC | 65,950 | 6,784,277 | ||||||
MODERNA INC | 7,287 | 724,692 | ||||||
MONGODB INC | 5,739 | 2,346,390 | ||||||
MONOLITHIC POWER SYSTEMS INC | 7,364 | 4,645,064 | ||||||
MONSTER BEVERAGE CORP | 34,400 | 1,981,784 | ||||||
MOOG INC | 10,523 | 1,523,520 | ||||||
28
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
MOONLAKE IMMUNOTHERAPEUTICS | 5,456 | 329,488 | ||||||
MORGAN STANLEY | 27,824 | 2,594,588 | ||||||
MORPHIC HOLDING INC | 13,729 | 396,494 | ||||||
MOTOROLA SOLUTIONS INC | 13,000 | 4,070,170 | ||||||
MR COOPER GROUP INC | 7,695 | 501,098 | ||||||
MSCI INC | 5,431 | 3,072,045 | ||||||
MUSASHI SEIMITSU INDUSTRY CO LTD | 39,400 | 422,003 | ||||||
MVB FINANCIAL CORP | 18,067 | 407,592 | ||||||
NASDAQ INC | 68,498 | 3,982,474 | ||||||
NATIONAL BANK HOLDINGS CORP | 49,814 | 1,852,583 | ||||||
NATIONAL GRID PLC | 30,627 | 413,078 | ||||||
NATWEST GROUP PLC ORD GBP 1.0769 | 74,651 | 208,792 | ||||||
NESTLE SA ADR | 17,970 | 2,077,871 | ||||||
NETFLIX INC | 32,586 | 15,865,472 | ||||||
NEW JERSEY RESOURCES CORP | 30,977 | 1,380,955 | ||||||
NEWMARK GROUP INC | 26,300 | 288,248 | ||||||
NEXON CO LTD | 29,100 | 530,376 | ||||||
NIPPON TELEGRAPH & TELEPHONE CORP | 818,475 | 1,000,307 | ||||||
NITORI HOLDINGS CO LTD | 2,700 | 361,583 | ||||||
NOKIAN RENKAAT OYJ | 34,609 | 315,710 | ||||||
NORTHEAST BANK | 14,095 | 777,903 | ||||||
NORTHERN OIL & GAS INC | 26,778 | 992,660 | ||||||
NOVAGOLD RESOURCES INC | 44,262 | 165,540 | ||||||
NOVANTA INC | 10,869 | 1,830,448 | ||||||
NOVARTIS AG | 36,569 | 3,687,532 | ||||||
NOVO NORDISK A/S | 32,981 | 3,411,802 | ||||||
NOVONESIS (NOVOZYMES) B | 24,663 | 1,356,248 | ||||||
NU HOLDINGS LTD/CAYMAN ISLANDS | 142,900 | 1,190,357 | ||||||
NUVALENT INC | 8,832 | 649,947 | ||||||
NUVEI CORP | 26,646 | 699,724 | ||||||
NVIDIA CORP | 59,445 | 29,438,353 | ||||||
NVR INC | 1,118 | 7,826,503 | ||||||
OLD REPUBLIC INTERNATIONAL CORP | 228,000 | 6,703,200 | ||||||
OLLIE’S BARGAIN OUTLET HOLDING | 38,817 | 2,945,822 | ||||||
ON SEMICONDUCTOR CORP | 71,887 | 6,004,721 | ||||||
ONESPAWORLD HOLDINGS LTD | 23,300 | 328,530 | ||||||
ONTO INNOVATION INC | 9,870 | 1,509,123 | ||||||
OPTION CARE HEALTH INC | 24,869 | 837,837 | ||||||
ORACLE CORP | 92,245 | 9,725,390 | ||||||
ORIENTAL LAND CO LTD/JAPAN | 36,919 | 1,375,101 | ||||||
ORORA LTD | 114,209 | 202,619 | ||||||
OWENS & MINOR INC | 33,649 | 648,416 | ||||||
OWENS CORNING | 18,650 | 2,764,490 | ||||||
PACKAGING CORP OF AMERICA | 44,000 | 7,168,040 | ||||||
PALO ALTO NETWORKS INC | 14,762 | 4,353,019 | ||||||
PARKER-HANNIFIN CORP | 17,740 | 8,172,818 | ||||||
PARTNERS GROUP HOLDING AG | 376 | 541,897 | ||||||
PAYONEER GLOBAL INC | 355,301 | 1,851,118 | ||||||
PENN ENTERTAINMENT INC | 35,792 | 931,308 | ||||||
PEPSICO INC | 42,270 | 7,179,137 | ||||||
PERELLA WEINBERG PARTNERS | 44,847 | 548,479 | ||||||
PERFICIENT INC | 26,941 | 1,773,257 | ||||||
PERNOD RICARD SA | 17,961 | 3,169,539 | ||||||
PFIZER INC | 160,777 | 4,628,770 | ||||||
29
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
PGT INNOVATIONS INC | 22,144 | 901,261 | ||||||
PIEDMONT LITHIUM INC | 2,346 | 66,228 | ||||||
PING AN INSURANCE GROUP CO OF HK/02318 | 223,000 | 1,009,541 | ||||||
POOL CORP | 4,457 | 1,777,050 | ||||||
POPULAR INC | 19,208 | 1,576,401 | ||||||
PORTLAND GENERAL ELECTRIC CO | 36,394 | 1,577,316 | ||||||
POWER INTEGRATIONS INC | 10,055 | 825,616 | ||||||
PRIMO WATER CORP | 65,663 | 988,228 | ||||||
PRIMORIS SERVICES CORP | 56,396 | 1,872,911 | ||||||
PRIVIA HEALTH GROUP INC | 43,467 | 1,001,045 | ||||||
PROGRESSIVE CORP/THE | 18,100 | 2,882,968 | ||||||
PROSPERITY BANCSHARES INC | 85,700 | 5,804,461 | ||||||
PROSUS NV | 54,527 | 1,625,394 | ||||||
PROTHENA CORP PLC | 10,730 | 389,928 | ||||||
PTC THERAPEUTICS INC | 20,306 | 559,633 | ||||||
QIAGEN NV | 20,753 | 903,237 | ||||||
QUALYS INC | 4,842 | 950,388 | ||||||
QUANTA SERVICES INC | 30,534 | 6,589,237 | ||||||
QUEST DIAGNOSTICS INC | 53,900 | 7,431,732 | ||||||
RADIUS RECYCLING INC | 6,126 | 184,760 | ||||||
RAKUTEN BANK LTD | 18,400 | 275,648 | ||||||
RALPH LAUREN CORP | 43,075 | 6,211,415 | ||||||
RAMBUS INC | 57,360 | 3,914,820 | ||||||
RECKITT BENCKISER GROUP PLC | 45,423 | 3,138,464 | ||||||
RECRUIT HOLDINGS CO LTD | 35,592 | 1,505,427 | ||||||
REGAL REXNORD CORP | 32,018 | 4,739,304 | ||||||
REGENERON PHARMACEUTICALS INC | 13,279 | 11,662,813 | ||||||
REMITLY GLOBAL INC | 130,578 | 2,535,825 | ||||||
RENAULT SA | 20,627 | 840,903 | ||||||
RENESAS ELECTRONICS CORP | 18,297 | 330,820 | ||||||
REPLIGEN CORP | 18,796 | 3,379,521 | ||||||
REPUBLIC SERVICES INC | 33,700 | 5,557,467 | ||||||
REVOLUTION MEDICINES INC | 46,858 | 1,343,887 | ||||||
RHEINMETALL AG | 2,946 | 933,984 | ||||||
RIO TINTO PLC | 91,627 | 6,823,812 | ||||||
ROBLOX CORP | 54,194 | 2,477,750 | ||||||
ROCHE HOLDING AG | 10,986 | 3,191,442 | ||||||
ROCKET PHARMACEUTICALS INC | 32,203 | 965,124 | ||||||
ROCKWELL AUTOMATION INC | 3,439 | 1,067,741 | ||||||
ROSS STORES INC | 49,600 | 6,864,144 | ||||||
ROTORK PLC | 188,449 | 777,400 | ||||||
RPM INTERNATIONAL INC | 52,300 | 5,838,249 | ||||||
RWE AG | 33,286 | 1,514,163 | ||||||
RYAN SPECIALTY HOLDINGS INC | 30,931 | 1,330,652 | ||||||
RYDER SYSTEM INC | 75,621 | 8,700,952 | ||||||
SAGE THERAPEUTICS INC | 16,194 | 350,924 | ||||||
SAIA INC | 9,187 | 4,025,927 | ||||||
SALESFORCE INC | 38,774 | 10,202,990 | ||||||
SAMSUNG ELECTRONICS CO LTD GDR | 4,510 | 6,755,980 | ||||||
SANSAN INC | 32,927 | 373,459 | ||||||
SAP SE ADR | 18,990 | 2,935,664 | ||||||
SAVARA INC | 79,695 | 374,567 | ||||||
SCHNEIDER ELECTRIC SE | 23,165 | 4,651,608 | ||||||
SEACOAST BANKING CORP OF FLORIDA | 39,224 | 1,116,315 | ||||||
30
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
SEADRILL LTD | 9,092 | 429,870 | ||||||
SERVICENOW INC | 7,265 | 5,132,650 | ||||||
SHAKE SHACK INC | 24,395 | 1,808,157 | ||||||
SHELL PLC | 146,202 | 4,792,718 | ||||||
SHIFT4 PAYMENTS INC | 47,275 | 3,514,424 | ||||||
SHIMANO INC | 9,500 | 1,471,361 | ||||||
SHIONOGI & CO LTD | 41,200 | 1,986,648 | ||||||
SHISEIDO CO LTD | 35,400 | 1,067,675 | ||||||
SHOALS TECHNOLOGIES GROUP INC | 46,293 | 719,393 | ||||||
SHOCKWAVE MEDICAL INC | 14,141 | 2,694,709 | ||||||
SHOPIFY INC | 175,302 | 13,656,026 | ||||||
SIEMENS AG | 17,565 | 3,296,988 | ||||||
SIEMENS HEALTHINEERS AG | 5,830 | 338,750 | ||||||
SILICON LABORATORIES INC | 4,462 | 590,189 | ||||||
SILVERBOW RESOURCES INC | 11,298 | 328,546 | ||||||
SIMPLEX HOLDINGS INC | 18,600 | 361,894 | ||||||
SIMPLY GOOD FOODS CO/THE | 4,221 | 167,152 | ||||||
SINGAPORE TELECOMMUNICATIONS LTD | 259,900 | 486,660 | ||||||
SIRIUSPOINT LTD | 144,763 | 1,679,251 | ||||||
SITIO ROYALTIES CORP | 43,808 | 1,029,926 | ||||||
SKANDINAVISKA ENSKILDA BANKEN | 338,356 | 4,660,102 | ||||||
SKYLINE CHAMPION CORP | 74,513 | 5,533,335 | ||||||
SKYWORKS SOLUTIONS INC | 62,575 | 7,034,682 | ||||||
SMITH & NEPHEW PLC | 33,080 | 454,808 | ||||||
SOFTBANK CORP | 32,600 | 406,864 | ||||||
SOLENO THERAPEUTICS INC | 7,955 | 320,189 | ||||||
SONOVA HOLDING AG | 6,018 | 1,962,026 | ||||||
SONY GROUP CORP | 69,390 | 6,600,368 | ||||||
SOUTHSTATE CORP | 24,351 | 2,056,442 | ||||||
SOUTHWEST GAS HOLDINGS INC | 45,393 | 2,875,647 | ||||||
SPOTIFY TECHNOLOGY SA | 31,229 | 5,868,241 | ||||||
SPS COMMERCE INC | 10,384 | 2,012,835 | ||||||
SPYRE THERAPEUTICS INC | 17,935 | 385,961 | ||||||
SQUARE ENIX HOLDINGS CO LTD | 11,104 | 398,777 | ||||||
SQUARESPACE INC | 91,979 | 3,036,227 | ||||||
SS&C TECHNOLOGIES HOLDINGS INC | 88,474 | 5,406,646 | ||||||
STANDARD CHARTERED PLC | 143,599 | 1,220,278 | ||||||
STARBUCKS CORP | 30,849 | 2,961,812 | ||||||
STEM INC | 106,089 | 411,625 | ||||||
STEPSTONE GROUP INC | 41,324 | 1,315,343 | ||||||
STEVANATO GROUP SPA | 13,388 | 365,359 | ||||||
STRUCTURE THERAPEUTICS INC ADR | 18,082 | 737,022 | ||||||
STRYKER CORP | 12,618 | 3,778,586 | ||||||
SUMITOMO MITSUI TRUST HOLDINGS | 43,600 | 836,868 | ||||||
SUPER MICRO COMPUTER INC | 6,559 | 1,864,461 | ||||||
SURGERY PARTNERS INC | 50,868 | 1,627,267 | ||||||
SYMRISE AG | 20,050 | 2,206,850 | ||||||
SYNAPTICS INC | 19,180 | 2,188,054 | ||||||
SYNDAX PHARMACEUTICALS INC | 33,748 | 729,294 | ||||||
SYNOPSYS INC | 25,054 | 12,900,555 | ||||||
SYNOVUS FINANCIAL CORP | 42,622 | 1,604,718 | ||||||
SYSCO CORP | 51,050 | 3,733,287 | ||||||
SYSMEX CORP | 25,200 | 1,404,608 | ||||||
T ROWE PRICE GROUP INC | 48,525 | 5,225,657 | ||||||
31
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
T&D HOLDINGS INC | 103,400 | 1,643,266 | ||||||
TABOOLA.COM LTD | 338,665 | 1,466,419 | ||||||
TAIWAN SEMICONDUCTOR MANUFACTURING ADR | 63,732 | 6,628,128 | ||||||
TAKE-TWO INTERACTIVE SOFTWARE | 11,663 | 1,877,160 | ||||||
TALANX AG | 17,322 | 1,237,061 | ||||||
TAPESTRY INC | 26,775 | 985,588 | ||||||
TARGET CORP | 36,692 | 5,225,675 | ||||||
TDK CORP | 15,200 | 724,205 | ||||||
TECAN GROUP AG | 1,727 | 704,630 | ||||||
TECHTRONIC INDUSTRIES CO LTD HK/00669 | 59,500 | 709,027 | ||||||
TELKOM INDONESIA PERSERO TBK P | 8,316,800 | 2,133,630 | ||||||
TENCENT HOLDINGS LTD HK/00700 | 49,100 | 1,846,151 | ||||||
TERUMO CORP | 15,600 | 511,443 | ||||||
TESLA INC | 59,197 | 14,709,271 | ||||||
TEXAS CAPITAL BANCSHARES INC | 23,870 | 1,542,718 | ||||||
TEXAS INSTRUMENTS INC | 33,861 | 5,771,946 | ||||||
TEXTRON INC | 93,600 | 7,527,312 | ||||||
THERMO FISHER SCIENTIFIC INC | 572 | 303,612 | ||||||
TOKYO ELECTRON LTD | 11,412 | 2,044,333 | ||||||
TORO CO/THE | 49,300 | 4,732,307 | ||||||
TOTALENERGIES SE | 38,977 | 2,652,246 | ||||||
TRADE DESK INC/THE | 55,483 | 3,992,557 | ||||||
TRADEWEB MARKETS INC | 38,317 | 3,482,249 | ||||||
TRAINLINE PLC | 112,990 | 463,520 | ||||||
TRANE TECHNOLOGIES PLC | 25,410 | 6,197,499 | ||||||
TRANSDIGM GROUP INC | 7,968 | 8,060,429 | ||||||
TRANSUNION | 47,300 | 3,249,983 | ||||||
TREX CO INC | 44,982 | 3,724,060 | ||||||
TRICON RESIDENTIAL INC | 257,910 | 2,346,981 | ||||||
TRINET GROUP INC | 25,458 | 3,027,720 | ||||||
TRIUMPH FINANCIAL INC | 10,668 | 855,360 | ||||||
TRUIST FINANCIAL CORP | 68,362 | 2,523,925 | ||||||
TWIST BIOSCIENCE CORP | 26,379 | 972,330 | ||||||
TYLER TECHNOLOGIES INC | 9,494 | 3,969,631 | ||||||
TYSON FOODS INC | 40,600 | 2,182,250 | ||||||
UBER TECHNOLOGIES INC | 199,175 | 12,263,205 | ||||||
UCB SA | 6,240 | 543,859 | ||||||
ULTRAGENYX PHARMACEUTICAL INC | 10,472 | 500,771 | ||||||
UMB FINANCIAL CORP | 17,756 | 1,483,514 | ||||||
UNICHARM CORP | 61,100 | 2,209,447 | ||||||
UNICREDIT SPA | 46,466 | 1,260,889 | ||||||
UNILEVER PLC | 72,974 | 3,535,036 | ||||||
UNION PACIFIC CORP | 24,222 | 5,949,408 | ||||||
UNITED COMMUNITY BANKS INC/GA | 49,194 | 1,439,416 | ||||||
UNITED INTERNET AG | 41,073 | 1,045,355 | ||||||
US FOODS HOLDING CORP | 124,775 | 5,666,033 | ||||||
VALARIS LTD | 19,569 | 1,341,846 | ||||||
VALEO SE | 19,347 | 297,387 | ||||||
VALLEY NATIONAL BANCORP | 69,539 | 755,194 | ||||||
VAXCYTE INC | 21,571 | 1,354,659 | ||||||
VEEVA SYSTEMS INC | 29,123 | 5,606,760 | ||||||
VERACYTE INC | 39,104 | 1,075,751 | ||||||
VERADIGM INC | 147,624 | 1,548,576 | ||||||
VERISK ANALYTICS INC | 9,649 | 2,304,760 | ||||||
32
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
VERRA MOBILITY CORP | 138,307 | 3,185,210 | ||||||
VIAVI SOLUTIONS INC | 202,794 | 2,042,136 | ||||||
VICOR CORP | 4,442 | 199,623 | ||||||
VINCI SA | 11,096 | 1,393,643 | ||||||
VIPER ENERGY INC | 61,302 | 1,923,657 | ||||||
VISA INC | 16,174 | 4,210,901 | ||||||
VISTEON CORP | 7,486 | 935,001 | ||||||
W R BERKLEY CORP | 88,700 | 6,272,864 | ||||||
WARRIOR MET COAL INC | 6,282 | 383,014 | ||||||
WASTE MANAGEMENT INC | 24,419 | 4,373,443 | ||||||
WELLS FARGO & CO | 132,021 | 6,498,074 | ||||||
WESCO INTERNATIONAL INC | 11,718 | 2,037,526 | ||||||
WEST PHARMACEUTICAL SERVICES INC | 18,465 | 6,501,896 | ||||||
WESTERN ALLIANCE BANCORP | 21,829 | 1,436,130 | ||||||
WESTERN DIGITAL CORP | 137,100 | 7,179,927 | ||||||
WESTLAKE CORP | 49,500 | 6,928,020 | ||||||
WHITE MOUNTAINS INSURANCE GROUP | 691 | 1,039,962 | ||||||
WHITEHAVEN COAL LTD | 22,827 | 115,885 | ||||||
WILLIS TOWERS WATSON PLC | 23,300 | 5,619,960 | ||||||
WINGSTOP INC | 13,825 | 3,547,219 | ||||||
WISDOMTREE INC | 42,693 | 295,862 | ||||||
WISE PLC | 60,034 | 668,884 | ||||||
WIX.COM LTD | 22,842 | 2,810,023 | ||||||
WOLTERS KLUWER NV | 7,998 | 1,137,063 | ||||||
WORKDAY INC | 15,155 | 4,183,689 | ||||||
WORTHINGTON ENTERPRISES INC | 4,405 | 253,508 | ||||||
WORTHINGTON STEEL INC | 4,405 | 123,781 | ||||||
WPP PLC | 66,439 | 637,764 | ||||||
WW GRAINGER INC | 4,178 | 3,462,267 | ||||||
XCEL ENERGY INC | 114,900 | 7,113,459 | ||||||
XP INC | 63,261 | 1,649,214 | ||||||
XYLEM INC/NY | 49,692 | 5,682,777 | ||||||
YAMAHA MOTOR CO LTD | 197,400 | 1,763,550 | ||||||
YETI HOLDINGS INC | 13,757 | 712,337 | ||||||
YUM! BRANDS INC | 51,500 | 6,728,990 | ||||||
ZEBRA TECHNOLOGIES CORP | 13,400 | 3,662,622 | ||||||
ZIMMER BIOMET HOLDINGS INC | 51,100 | 6,218,870 | ||||||
ZSCALER INC | 10,065 | 2,230,001 | ||||||
ZURN ELKAY WATER SOLUTIONS CORP | 25,743 | 757,128 | ||||||
Total Common Stock | $ | 2,231,983,959 | ||||||
Preferred Stock | ||||||||
VOLKSWAGEN AG | 3,389 | $ | 418,541 | |||||
Total Preferred Stock | $ | 418,541 | ||||||
Mutual Funds | ||||||||
DREYFUS INS RSRV PR MONEY 6546 | 56,398,476 | $ | 56,398,476 | |||||
ISHARES CORE MSCI EAFE ETF | 64,693 | 4,551,159 | ||||||
ISHARES RUSSELL 2000 ETF | 45,499 | 9,132,083 | ||||||
PIMCO FDS SHORT TERM FLTG NAV PORT II | 1,332,106 | 13,339,706 | ||||||
Total Mutual Funds | $ | 83,421,424 | ||||||
Real Estate Investment Trusts | ||||||||
AGREE REALTY CORP | 81,341 | $ | 5,120,416 | |||||
33
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
ALEXANDRIA REAL ESTATE EQUITIE | 90,750 | 11,504,378 | ||||||
AMERICAN TOWER CORP | 5,760 | 1,243,469 | ||||||
AMERICAN TOWER CORP 3.375% 10/15/26 DD 05/13/16 | 275,000 | 263,563 | ||||||
AMERICOLD REALTY TRUST INC | 35,190 | 1,065,201 | ||||||
ARBOR REALTY TRUST INC | 29,727 | 451,256 | ||||||
AVALONBAY COMMUNITIES INC | 16,550 | 3,098,491 | ||||||
BLACKSTONE MORTGAGE TRUST INC | 24,658 | 524,476 | ||||||
BOSTON PROPERTIES INC | 41,500 | 2,912,055 | ||||||
BRIXMOR PROPERTY GROUP INC | 205,760 | 4,788,035 | ||||||
BROADSTONE NET LEASE INC | 105,040 | 1,808,789 | ||||||
CAMDEN PROPERTY TRUST | 85,260 | 8,465,465 | ||||||
CARETRUST REIT INC | 209,075 | 4,679,099 | ||||||
COUSINS PROPERTIES INC | 114,690 | 2,792,702 | ||||||
CROWN CASTLE INC 1.350% 07/15/25 DD 06/15/20 | 300,000 | 283,068 | ||||||
CUBESMART | 42,820 | 1,984,707 | ||||||
DIAMONDROCK HOSPITALITY CO | 158,450 | 1,487,846 | ||||||
DIGITAL REALTY TRUST INC | 62,130 | 8,361,455 | ||||||
DOUGLAS EMMETT INC | 94,450 | 1,369,525 | ||||||
ELME COMMUNITIES | 50,786 | 741,476 | ||||||
EQUINIX INC | 20,882 | 16,818,154 | ||||||
EQUITY LIFESTYLE PROPERTIES INC | 72,700 | 5,128,258 | ||||||
EQUITY RESIDENTIAL | 130,300 | 7,969,148 | ||||||
ESSENTIAL PROPERTIES REALTY TRUST | 140,194 | 3,583,359 | ||||||
EXTRA SPACE STORAGE INC | 88,907 | 14,254,459 | ||||||
FIRST INDUSTRIAL REALTY TRUST | 97,620 | 5,141,645 | ||||||
HEALTHPEAK PROPERTIES INC | 292,160 | 5,784,768 | ||||||
HIGHWOODS PROPERTIES INC | 37,530 | 861,689 | ||||||
HOST HOTELS & RESORTS INC | 225,140 | 4,383,476 | ||||||
INDEPENDENCE REALTY TRUST INC | 70,190 | 1,073,907 | ||||||
INVITATION HOMES INC | 187,260 | 6,387,439 | ||||||
JBG SMITH PROPERTIES | 41,639 | 708,279 | ||||||
KILROY REALTY CORP | 58,590 | 2,334,226 | ||||||
KIMCO REALTY CORP | 198,850 | 4,237,494 | ||||||
KLEPIERRE SA | 33,572 | 915,265 | ||||||
LADDER CAPITAL CORP | 29,067 | 334,561 | ||||||
LAMAR ADVERTISING CO | 80,600 | 8,566,168 | ||||||
MEDICAL PROPERTIES TRUST INC | 253,895 | 1,246,624 | ||||||
NNN REIT INC | 239,855 | 10,337,751 | ||||||
OMEGA HEALTHCARE INVESTORS INC | 98,320 | 3,014,491 | ||||||
OUTFRONT MEDIA INC | 122,062 | 1,703,986 | ||||||
PARAMOUNT GROUP INC | 72,520 | 374,928 | ||||||
PEBBLEBROOK HOTEL TRUST | 197,464 | 3,155,475 | ||||||
PHILLIPS EDISON & CO INC | 82,588 | 3,012,810 | ||||||
PROLOGIS INC | 156,945 | 20,920,769 | ||||||
PUBLIC STORAGE | 24,160 | 7,368,800 | ||||||
READY CAPITAL CORP | 28,814 | 295,344 | ||||||
REALTY INCOME CORP | 157,360 | 9,035,611 | ||||||
REDWOOD TRUST INC | 94,802 | 702,483 | ||||||
RETAIL OPPORTUNITY INVESTMENTS | 202,410 | 2,839,812 | ||||||
REXFORD INDUSTRIAL REALTY INC | 83,110 | 4,662,471 | ||||||
RPT REALTY | 129,754 | 1,664,744 | ||||||
SBA COMMUNICATIONS CORP | 16,656 | 4,225,461 | ||||||
SIMON PROPERTY GROUP INC | 48,310 | 6,890,938 | ||||||
STOCKLAND | 258,177 | 783,943 | ||||||
34
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
SUN COMMUNITIES INC | 50,470 | 6,745,316 | ||||||
TANGER INC | 118,766 | 3,292,194 | ||||||
UDR INC | 173,170 | 6,630,679 | ||||||
URBAN EDGE PROPERTIES | 77,628 | 1,420,592 | ||||||
VENTAS INC | 160,400 | 7,994,336 | ||||||
VERIS RESIDENTIAL INC | 97,508 | 1,533,801 | ||||||
VICI PROPERTIES INC | 185,320 | 5,908,002 | ||||||
WELLTOWER INC | 105,270 | 9,492,196 | ||||||
XENIA HOTELS & RESORTS INC | 188,941 | 2,573,376 | ||||||
Total Real Estate Investment Trusts | $ | 279,254,700 | ||||||
Commodities | ||||||||
GOLD BARS | 119 | $ | 24,558,201 | |||||
Total Commodities | $ | 24,558,201 | ||||||
Derivative Assets | ||||||||
CCP IRS R SOFR P 2.18000% PUT JAN 24 002.180 ED 01/11/24 | 300,000 | $ | 32,463 | |||||
CCP OIS R SOFR P 2.78500% CALL APR 24 002.785 ED 04/08/24 | 200,000 | 1,472 | ||||||
CCP OIS R SOFR P 2.83500% CALL APR 24 002.835 ED 04/08/24 | 200,000 | 1,453 | ||||||
CCP OIS R SOFR P 4.75% PUT JUL 24 004.750 ED 07/15/24 | 1,500,000 | 864 | ||||||
CCP OIS R SOFR P 4.75000% PUT JUL 24 004.750 ED 07/10/24 | 1,000,000 | 575 | ||||||
CCP OIS R SOFR P 4.75000% PUT JUN 24 004.750 ED 06/20/24 | 5,800,000 | 3,214 | ||||||
CCP OIS R SOFR P 5.5% PUT MAR 24 005.500 ED 03/26/24 | 4,300,000 | 35 | ||||||
CCP OIS R SOFR P 5.50000% PUT MAR 24 005.500 ED 03/26/24 | 6,300,000 | 52 | ||||||
CCP_CDX. SP UL CDX.NA.IG.39 CM REC 100BPS 2027 DEC 20 | 4,500,000 | 86,022 | ||||||
CCP_CDX. SP UL CDX.NA.IG.40 CM 1.000% 00BPS 2028 JUN 20 | 10,000,000 | 200,980 | ||||||
CCP_CDX. SP UL CDX.NA.IG.41 CM 1.000% 00BPS 2028 DEC 20 | 1,600,000 | 31,093 | ||||||
CCP_CDX._BP UL CDX.NA.IG.39 CM PAY 100BPS 2032 DEC 20 | 3,800,000 | – | ||||||
CCP_CDX._BP UL CDX.NA.IG.40 CM PAY 100BPS 2033 JUN 20 | 600,000 | – | ||||||
CCP_CDX._BP UL ITRAXX EUROPE S PAY 100BPS 2033 DEC 20 | 1,800,000 | – | ||||||
CCP_CDX._SP UL CDX.NA.IG.39 CM REC 100BPS 2027 DEC 20 | 4,500,000 | – | ||||||
CCP_CDX._SP UL CDX.NA.IG.40 CM REC 100BPS 2028 JUN 20 | 10,000,000 | – | ||||||
CCP_CDX._SP UL CDX.NA.IG.41 CM REC 100BPS 2028 DEC 20 | 1,600,000 | – | ||||||
CCP_IRS. P AUD-BBR-BBSW 6M CME REC 4.25% 2033 MAR 15 | 980,000 | 5,326 | ||||||
CCP_IRS. P AUD-BBR-BBSW 6M CME REC 4.75% 2033 DEC 20 | 9,300,000 | 297,615 | ||||||
CCP_IRS. P CAD-CORRA-OIS-COMPO REC 3.25% 2033 JUN 21 | 1,200,000 | 13,708 | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.0% 2027 MAR 19 | 3,110,000 | 60,740 | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.0% 2034 MAR 20 | 6,410,000 | 331,436 | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.25% 2029 MAR 20 | 5,810,000 | 264,051 | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.3% 2033 OCT 03 | 200,000 | 15,435 | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.37% 2028 OCT 09 | 100,000 | 4,560 | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.5% 2026 MAR 20 | 9,600,000 | 182,176 | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 4.25% 2054 MAR 20 | 100,000 | 21,519 | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 4.5% 2034 MAR 20 | 3,150,000 | 419,578 | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 5.0% 2029 MAR 20 | 3,900,000 | 385,635 | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 5.5% 2026 MAR 20 | 300,000 | 12,325 | ||||||
CCP_IRS. P KRW-CD 91D 3M CME REC 3.25% 2029 MAR 20 | 33,680,000 | 366 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.5% 2033 DEC 20 | 6,300,000 | 10,143 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.75% 2034 JUN 20 | 600,000 | 18,134 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.83% 2053 OCT 12 | 200,000 | 18,757 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.87% 2053 OCT 17 | 200,000 | 20,270 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.88% 2053 OCT 16 | 200,000 | 20,638 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.9% 2029 JUN 30 | 300,000 | 5,517 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.98% 2027 NOV 30 | 1,000,000 | 13,051 | ||||||
35
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
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-SOFR-COMPOUND C REC 4.19% 2027 NOV 30 | 500,000 | 10,360 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 4.25% 2034 MAR 20 | 1,400,000 | 95,579 | ||||||
CCP_IRS. R CAD-BA-CDOR 3M CME PAY 3.25% 2028 MAR 15 | 200,000 | 1,733 | ||||||
CCP_IRS. R CAD-BA-CDOR 3M CME PAY 3.25% 2033 MAR 15 | 1,000,000 | 8,487 | ||||||
CCP_IRS. R CNY-CNREPOFIX=CFXS- PAY 2.25% 2029 MAR 20 | 58,170,000 | 12,820 | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 0.0% 2036 MAR 17 | 200,000 | 59,190 | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 0.05% 2050 MAY 27 | 50,000 | 22,734 | ||||||
CCP_IRS. R JPY-TONA-OIS-COMPOUND PAY 0.4% 2039 JUN 19 | 100,000,000 | 81,226 | ||||||
CCP_IRS. R JPY-TONA-OIS-COMPOUND PAY 1.2% 2053 SEP 20 | 10,000,000 | 4,157 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 0.5% 2026 JUN 16 | 2,100,000 | 178,134 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 0.75% 2031 MAR 30 | 735,000 | 150,625 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.0% 2026 DEC 15 | 2,100,000 | 159,939 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.0% 2027 JUN 15 | 800,000 | 68,916 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.25% 2026 DEC 15 | 2,000,000 | 153,564 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.75% 2027 JUN 15 | 2,960,000 | 183,763 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 1.75% 2032 JUN 15 | 560,000 | 70,411 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 2.96% 2026 NOV 30 | 8,200,000 | 182,909 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.09% 2032 NOV 15 | 70,000 | 2,068 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.11% 2032 NOV 15 | 400,000 | 11,301 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.16% 2032 NOV 15 | 200,000 | 4,852 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.17% 2032 NOV 15 | 700,000 | 16,206 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.25% 2053 DEC 20 | 1,940,000 | 25,891 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 4.16% 2025 MAR 31 | 1,700,000 | 8,574 | ||||||
CCP_IRS._P AUD-BBR-BBSW 3M CME REC 3.75% 2024 MAR 15 | 3,800,000 | – | ||||||
CCP_IRS._P AUD-BBR-BBSW 6M CME REC 4.0% 2033 JUN 21 | 2,700,000 | – | ||||||
CCP_IRS._P AUD-BBR-BBSW 6M CME REC 4.25% 2033 MAR 15 | 980,000 | – | ||||||
CCP_IRS._P AUD-BBR-BBSW 6M CME REC 4.75% 2033 DEC 20 | 9,300,000 | – | ||||||
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 1.5% 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 CAD-CORRA-OIS-COMPO REC 3.25% 2033 JUN 21 | 1,200,000 | – | ||||||
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 2.25% 2037 SEP 21 | 880,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.0% 2027 MAR 19 | 3,110,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.0% 2034 MAR 20 | 6,410,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.25% 2029 MAR 20 | 5,810,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.3% 2033 OCT 03 | 200,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.37% 2028 OCT 09 | 100,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.5% 2026 MAR 20 | 9,600,000 | – | ||||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 4.25% 2054 MAR 20 | 100,000 | – | ||||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 4.5% 2034 MAR 20 | 3,150,000 | – | ||||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 5.0% 2029 MAR 20 | 3,900,000 | – | ||||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 5.5% 2026 MAR 20 | 300,000 | – | ||||||
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 91D 3M CME REC 3.25% 2029 MAR 20 | 33,680,000 | – | ||||||
36
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
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 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 NZD-BBR-FRA 3M CME REC 4.75% 2025 MAR 20 | 2,100,000 | – | ||||||
CCP_IRS._P SEK-STIBOR-SIDE 3M REC 1.0% 2029 JUN 19 | 800,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 0.4% 2028 JAN 15 | 2,800,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.0% 2029 JUN 15 | 4,100,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.5% 2052 JUN 15 | 575,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.55% 2029 JAN 20 | 100,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.62% 2029 FEB 09 | 300,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 1.63% 2029 JAN 20 | 400,000 | – | ||||||
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 | 920,000 | – | ||||||
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 2.0% 2051 DEC 15 | 60,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.18% 2029 APR 21 | 400,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 2.75% 2053 JUN 21 | 240,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.16% 2029 SEP 30 | 300,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.22% 2029 SEP 30 | 1,100,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.34% 2030 FEB 23 | 300,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.45% 2029 JUN 30 | 500,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.5% 2033 DEC 20 | 6,300,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.75% 2025 JUN 21 | 8,710,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.75% 2034 JUN 20 | 600,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.83% 2053 OCT 12 | 200,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.87% 2053 OCT 17 | 200,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.88% 2053 OCT 16 | 200,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.9% 2029 JUN 30 | 300,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.98% 2027 NOV 30 | 1,000,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 4.19% 2027 NOV 30 | 500,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 4.25% 2034 MAR 20 | 1,400,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C VAR RT .5% 2028 DEC 15 | 1,700,000 | – | ||||||
CCP_IRS._R AUD-BBR-BBSW 6M CME PAY 4.75% 2028 DEC 20 | 9,300,000 | – | ||||||
CCP_IRS._R CAD-BA-CDOR 3M CME PAY 3.25% 2028 MAR 15 | 200,000 | – | ||||||
CCP_IRS._R CAD-BA-CDOR 3M CME PAY 3.25% 2033 MAR 15 | 1,000,000 | – | ||||||
CCP_IRS._R CAD-CORRA-OIS-COMPO PAY 3.25% 2053 JUN 21 | 300,000 | – | ||||||
CCP_IRS._R CAD-CORRA-OIS-COMPO PAY 3.5% 2032 JUN 01 | 1,400,000 | – | ||||||
CCP_IRS._R CAD-CORRA-OIS-COMPO PAY 3.75% 2033 DEC 20 | 800,000 | – | ||||||
CCP_IRS._R CNY-CNREPOFIX=CFXS- PAY 2.25% 2029 MAR 20 | 58,170,000 | – | ||||||
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 2.75% 2054 MAR 20 | 2,950,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 2.88% 2028 DEC 19 | 300,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 3.0% 2033 MAR 15 | 1,410,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 3.15% 2033 NOV 20 | 100,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 3.54% 2025 SEP 18 | 4,600,000 | – | ||||||
CCP_IRS._R JPY-TONA-OIS-COMPOU PAY 0.4% 2039 JUN 19 | 100,000,000 | – | ||||||
CCP_IRS._R JPY-TONA-OIS-COMPOU PAY 0.55% 2028 SEP 14 | 100,000,000 | – | ||||||
CCP_IRS._R JPY-TONA-OIS-COMPOU PAY 1.2% 2053 SEP 20 | 10,000,000 | – | ||||||
CCP_IRS._R SGD-SORA-COMPOUND C PAY 2.75% 2029 MAR 20 | 2,089,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 0.5% 2026 JUN 16 | 2,100,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 0.75% 2031 MAR 30 | 735,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.0% 2026 DEC 15 | 2,100,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.0% 2027 JUN 15 | 800,000 | – | ||||||
37
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
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 1.25% 2026 DEC 15 | 2,000,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.75% 2027 JUN 15 | 2,960,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 1.75% 2032 JUN 15 | 560,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 2.96% 2026 NOV 30 | 8,200,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.09% 2032 NOV 15 | 70,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.11% 2032 NOV 15 | 400,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.16% 2032 NOV 15 | 200,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.17% 2032 NOV 15 | 700,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.25% 2053 DEC 20 | 1,940,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.75% 2028 DEC 20 | 2,180,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.83% 2032 MAY 15 | 200,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 4.0% 2054 MAR 20 | 300,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 4.16% 2025 MAR 31 | 1,700,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 4.25% 2025 DEC 20 | 1,800,000 | – | ||||||
CCP_OIS. R USD-SOFR-COMPOUND 1 PAY 3.25% 2028 JUN 21 | 740,000 | 9,894 | ||||||
CCP_OIS._R USD-SOFR-COMPOUND 1 PAY 3.25% 2028 JUN 21 | 740,000 | – | ||||||
CCP_ZCS. P CAD-CORRA-OIS-COMPO REC 4.6% 2025 AUG 30 | 3,200,000 | 23,421 | ||||||
CCP_ZCS. R USD-SOFR-COMPOUND C PAY 3.15% 2025 MAY 13 | 2,900,000 | 27,521 | ||||||
CCP_ZCS. R USD-SOFR-COMPOUND C PAY 3.2% 2025 MAY 13 | 400,000 | 3,622 | ||||||
CCP_ZCS._P CAD-CORRA-OIS-COMPO REC 3.5% 2025 MAY 10 | 4,300,000 | – | ||||||
CCP_ZCS._P CAD-CORRA-OIS-COMPO REC 4.6% 2025 AUG 30 | 3,200,000 | – | ||||||
CCP_ZCS._P EUR-EURIBOR-REUTERS REC 2.1% 2024 APR 05 | 700,000 | – | ||||||
CCP_ZCS._P EUR-EURIBOR-REUTERS REC 2.1% 2024 APR 06 | 400,000 | – | ||||||
CCP_ZCS._P EUR-EURIBOR-REUTERS REC 2.1% 2024 APR 13 | 1,000,000 | – | ||||||
CCP_ZCS._P EUR-EURIBOR-REUTERS REC 2.1% 2024 MAY 16 | 300,000 | – | ||||||
CCP_ZCS._P EUR-EURIBOR-REUTERS REC 2.25% 2024 MAY 03 | 700,000 | – | ||||||
CCP_ZCS._P USD-SOFR-COMPOUND C REC 2.85% 2024 NOV 15 | 300,000 | – | ||||||
CCP_ZCS._P USD-SOFR-COMPOUND C REC 2.92% 2024 OCT 17 | 100,000 | – | ||||||
CCP_ZCS._P USD-SOFR-COMPOUND C REC 2.99% 2024 OCT 13 | 100,000 | – | ||||||
CCP_ZCS._P USD-SOFR-COMPOUND C REC 3.02% 2024 NOV 08 | 700,000 | – | ||||||
CCP_ZCS._P USD-SOFR-COMPOUND C REC 3.65% 2024 DEC 05 | 200,000 | – | ||||||
CCP_ZCS._R USD-SOFR-COMPOUND C PAY 3.15% 2025 MAY 13 | 2,900,000 | – | ||||||
CCP_ZCS._R USD-SOFR-COMPOUND C PAY 3.2% 2025 MAY 13 | 400,000 | – | ||||||
CCP_ZCS._R USD-SOFR-COMPOUND C PAY 4.23% 2025 AUG 30 | 2,500,000 | – | ||||||
CCS AUD R US3ML +29.75 MYC 2030 OCT 14 | 200,000 | 33,848 | ||||||
CCS AUD R US3ML/AUD3MBBSW+42.2 P 2029 AUG 27 | 700,000 | 485,575 | ||||||
CCS AUD R US3ML-AUD3MBBSW+29 2031 JAN 04 | 700,000 | 83,753 | ||||||
CCS R US3ML-AUD3MBBSW+42 2029 JUL 31 | 800,000 | 100,383 | ||||||
CDS. SP UL REPUBLIC OF ITALY R 100BPS 2025 JUN 20 | 300,000 | 3,319 | ||||||
CDS._BP UL REPUBLIC OF INDONES P 100BPS 2024 JUN 20 | 1,500,000 | – | ||||||
CDS._BP UL REPUBLIC OF KOREA P 100BPS 2028 DEC 20 | 300,000 | – | ||||||
CDS._BP UL REPUBLIC OF THE PHI P 100BPS 2024 DEC 20 | 2,700,000 | – | ||||||
CDS._SP UL REPUBLIC OF ITALY R 100BPS 2025 JUN 20 | 300,000 | – | ||||||
COM FWD GASOILCO 1Q24 2024 MAR 31 | 6,000 | 4,027 | ||||||
COM FWD GASOILCO U23 24.5 BPS 2023 SEP 30 | 200 | – | ||||||
COM FWD JETCO 1Q24 2024 MAR 31 | 3,000 | – | ||||||
COMMIT TO PUR FNMA SF MTG 2.000% 01/01/39 DD 01/01/24 | 1,300,000 | 132,721 | ||||||
COMMIT TO PUR FNMA SF MTG 2.000% 02/01/54 DD 02/01/24 | 7,800,000 | 1,416,188 | ||||||
COMMIT TO PUR FNMA SF MTG 3.000% 03/01/54 DD 03/01/24 | 100,000 | 11,216 | ||||||
COMMIT TO PUR FNMA SF MTG 5.000% 01/01/54 DD 01/01/24 | 2,000,000 | 19,219 | ||||||
COMMIT TO PUR FNMA SF MTG 5.500% 02/01/54 DD 02/01/24 | 2,000,000 | 10,625 | ||||||
COMMIT TO PUR FNMA SF MTG 6.000% 02/01/54 DD 02/01/24 | 5,800,000 | 93,570 | ||||||
COMMIT TO PUR FNMA SF MTG 6.500% 02/01/54 DD 02/01/24 | 1,800,000 | 44,508 | ||||||
FRENCH REPUBLIC GOVERNMENT PUT MAY 25 97.000 ED 05/23/25 | 200,000 | 80,152 | ||||||
38
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Current Value | ||||||
IRS. R MYR-KLIBOR 3M P 3.5% 2029 MAR 20 | 5,930,000 | 5,066 | ||||||
IRS._R MYR-KLIBOR 3M P 3.5% 2029 MAR 20 | 5,930,000 | – | ||||||
IRS._R MYR-KLIBOR 3M P 4.0% 2034 MAR 20 | 2,970,000 | – | ||||||
TRS EL BCOMIN INDEX P 0% 11 BPS 2024 FEB 15 | 970,432 | 23,176 | ||||||
TRS EL JMABFNJ2 EQUITY INDEX P 0% 2024 DEC 31 | 1,815,821 | – | ||||||
TRS EL SPGCESTR INDEX P TBILDI3M 16BPS 2024 FEB 15 | 110,055,627 | 126,260 | ||||||
TRS EL SPGCESTR INDEX P TBILDI3M 17BPS 2024 FEB 15 | 17,235,784 | 19,719 | ||||||
TRS FL IBOXIG EQUITY INDEX R SOFR 2024 MAR 20 | 6,400,000 | – | ||||||
TRS FL JMABNICS5 INDEX P 0% 2024 FEB 15 | 21,489 | – | ||||||
TRS_EL IBOXIG EQUITY INDEX R SOFR 2024 MAR 20 | 6,400,000 | – | ||||||
TRS_FL BCOMAG INDEX P 0% 15BPS 2024 FEB 15 | 1,014 | – | ||||||
TRS_FL BCOMF1NTC INDEX P 0% 2024 FEB 15 | 56,439 | – | ||||||
TRS_FL BCOMIN INDEX P 0% 11 BPS 2024 FEB 15 | 6,938 | – | ||||||
TRS_FL JMABFNJ2 EQUITY INDEX P 0% 2024 DEC 31 | 17,294 | – | ||||||
TRS_FL PIMCODB INDEX P 0% 2024 FEB 15 | 22,029 | – | ||||||
TRS_FL SPGCESTR INDEX P TBILDI3M 16BPS 2024 FEB 15 | 180,696 | – | ||||||
TRS_FL SPGCESTR INDEX P TBILDI3M 17BPS 2024 FEB 15 | 28,315 | – | ||||||
VARS GOLDLNPM 0.06325225 JPM 2026 APR 10 | 14,156,000 | 173,755 | ||||||
Total Derivative Assets | $ | 6,924,180 | ||||||
Total Investment Assets (at fair value) | $ | 11,147,097,766 | ||||||
Separately Managed Accounts | ||||||||
Derivative Liabilities | ||||||||
CCP IRS R 2.33% P EUR006M CALL JAN 24 002.330 ED 01/15/24 | 200,000 | $ | (618 | ) | ||||
CCP IRS R 2.49% P EUR006M CALL JAN 24 002.490 ED 01/12/24 | 200,000 | (1,568 | ) | |||||
CCP IRS R 2.59% P EURIB 6M CALL JAN 24 002.590 ED 01/05/24 | 200,000 | (2,339 | ) | |||||
CCP IRS R 2.74% P EUR006M PUT JAN 24 002.740 ED 01/15/24 | 200,000 | (316 | ) | |||||
CCP IRS R 2.89% P EUR006M PUT JAN 24 002.890 ED 01/12/24 | 200,000 | (65 | ) | |||||
CCP IRS R 2.96% P EURIB 6M PUT JAN 24 002.960 ED 01/05/24 | 200,000 | (2 | ) | |||||
CCP IRS R SOFR P 2.31000% PUT JAN 24 002.310 ED 01/11/24 | 2,800,000 | (64,450 | ) | |||||
CCP IRS R SOFR P 2.68750% CALL APR 24 002.688 ED 04/02/24 | 300,000 | (50 | ) | |||||
CCP IRS R SOFR P 2.68750% PUT APR 24 002.688 ED 04/02/24 | 300,000 | (4,650 | ) | |||||
CCP IRS R SONIA P 0.82% CALL DEC 24 000.820 ED 12/16/24 | 800,000 | (646 | ) | |||||
CCP OIS R SOFR CALL JAN 24 003.290 ED 01/19/24 | 100,000 | (351 | ) | |||||
CCP OIS R SOFR P 2.78500% PUT APR 24 002.785 ED 04/08/24 | 200,000 | (1,418 | ) | |||||
CCP OIS R SOFR P 2.835 (OTC) PUT APR 24 002.835 ED 04/08/24 | 200,000 | (1,340 | ) | |||||
CCP OIS R SOFR P 3.45500% CALL JAN 24 003.455 ED 01/08/24 | 150,000 | (810 | ) | |||||
CCP OIS R SOFR P 3.49400% CALL JAN 24 003.494 ED 01/08/24 | 150,000 | (1,054 | ) | |||||
CCP OIS R SOFR P 3.545% CALL JAN 24 003.540 ED 01/16/24 | 100,000 | (1,183 | ) | |||||
CCP OIS R SOFR P 3.6% CALL JAN 24 003.600ED 01/12/24 | 200,000 | (2,800 | ) | |||||
CCP OIS R SOFR P 3.67% CALL JAN 24 003.670 ED 01/04/24 | 200,000 | (3,353 | ) | |||||
CCP OIS R SOFR P 3.99400% PUT JAN 24 003.955 ED 01/08/24 | 150,000 | (4 | ) | |||||
CCP OIS R SOFR P 3.99400% PUT JAN 24 003.994 ED 01/08/24 | 150,000 | (2 | ) | |||||
CCP OIS R SOFR P 3.995% PUT JAN 24 003.995 ED 01/16/24 | 100,000 | (16 | ) | |||||
CCP OIS R SOFR P 4.05% PUT JAN 24 004.050 ED 01/12/24 | 200,000 | (7 | ) | |||||
CCP OIS R SOFR P 4.12% PUT JAN 24 004.120 ED 01/04/24 | 200,000 | – | ||||||
CCP OIS R SOFR P 5.25% PUT JUL 24 005.250 ED 07/15/24 | 1,500,000 | (202 | ) | |||||
CCP OIS R SOFR P 5.25000% PUT JUL 24 005.250 ED 07/10/24 | 1,000,000 | (129 | ) | |||||
CCP OIS R SOFR P 5.25000% PUT JUN 24 005.250 ED 06/20/24 | 5,800,000 | (624 | ) | |||||
CCP OIS R SOFR PUT JAN 24 003.740 ED 01/19/24 | 100,000 | (184 | ) | |||||
CCP_CDX. BP UL CDX.NA.IG.39 CM PAY 100BPS 2032 DEC 20 | 3,800,000 | (16,899 | ) | |||||
CCP_CDX. BP UL CDX.NA.IG.40 CM PAY 100BPS 2033 JUN 20 | 600,000 | (2,405 | ) | |||||
39
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
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_CDX. BP UL ITRAXX EUROPE S PAY 100BPS 2033 DEC 20 | 1,800,000 | (2,495 | ) | |||||
CCP_IRS. P AUD-BBR-BBSW 3M CME REC 3.75% 2024 MAR 15 | 3,800,000 | (3,289 | ) | |||||
CCP_IRS. P AUD-BBR-BBSW 6M CME REC 4.0% 2033 JUN 21 | 2,700,000 | (23,523 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.22% 2025 MAR 03 | 1,400,000 | (42,383 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.5% 2025 JUN 17 | 500,000 | (16,097 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.5% 2030 JUN 17 | 900,000 | (74,217 | ) | |||||
CCP_IRS. P CAD-BA-CDOR 3M CME REC 1.71% 2029 OCT 02 | 200,000 | (13,316 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 0.55% 2024 AUG 10 | 100,000 | (2,157 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 0.65% 2027 APR 12 | 200,000 | (13,066 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 0.65% 2027 MAY 11 | 200,000 | (13,306 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 0.7% 2027 APR 11 | 100,000 | (6,366 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 1.0% 2027 MAY 18 | 400,000 | (21,828 | ) | |||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 2.25% 2037 SEP 21 | 880,000 | (35,702 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.0% 2026 DEC 15 | 40,000,000 | (2,479 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.0% 2031 MAR 17 | 60,000,000 | (21,529 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.05% 2031 DEC 15 | 20,000,000 | (7,313 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.1% 2027 MAR 15 | 130,000,000 | (6,389 | ) | |||||
CCP_IRS. P JPY-TONA-OIS-COMPOUND REC 0.8% 2052 JUN 15 | 30,000,000 | (31,867 | ) | |||||
CCP_IRS. P NZD-BBR-FRA 3M CME REC 3.75% 2027 JUN 15 | 400,000 | (4,014 | ) | |||||
CCP_IRS. P NZD-BBR-FRA 3M CME REC 4.0% 2024 JUN 14 | 5,600,000 | (24,956 | ) | |||||
CCP_IRS. P NZD-BBR-FRA 3M CME REC 4.75% 2025 MAR 20 | 2,100,000 | (3,072 | ) | |||||
CCP_IRS. P SEK-STIBOR-SIDE 3M REC 1.0% 2029 JUN 19 | 800,000 | (5,479 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 0.4% 2028 JAN 15 | 2,800,000 | (362,984 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.0% 2029 JUN 15 | 4,100,000 | (509,159 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.5% 2028 DEC 15 | 1,700,000 | (175,653 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.5% 2052 JUN 15 | 575,000 | (192,162 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.55% 2029 JAN 20 | 100,000 | (10,303 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.62% 2029 FEB 09 | 300,000 | (26,688 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.63% 2029 JAN 20 | 400,000 | (39,662 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.75% 2024 JUN 15 | 7,000,000 | (112,345 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.75% 2052 JUN 15 | 920,000 | (265,887 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.89% 2029 MAR 22 | 400,000 | (31,124 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 1.94% 2029 MAR 25 | 500,000 | (37,828 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.0% 2051 DEC 15 | 60,000 | (17,279 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.18% 2029 APR 21 | 400,000 | (26,033 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 2.75% 2053 JUN 21 | 240,000 | (24,561 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.16% 2029 SEP 30 | 300,000 | (5,457 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.22% 2029 SEP 30 | 1,100,000 | (16,393 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.34% 2030 FEB 23 | 300,000 | (2,674 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.45% 2029 JUN 30 | 500,000 | (1,713 | ) | |||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.75% 2025 JUN 21 | 8,710,000 | (81,891 | ) | |||||
CCP_IRS. R AUD-BBR-BBSW 6M CME PAY 4.75% 2028 DEC 20 | 9,300,000 | (233,390 | ) | |||||
CCP_IRS. R CAD-CORRA-OIS-COMPO PAY 3.25% 2053 JUN 21 | 300,000 | (12,467 | ) | |||||
CCP_IRS. R CAD-CORRA-OIS-COMPO PAY 3.5% 2032 JUN 01 | 1,400,000 | (38,838 | ) | |||||
CCP_IRS. R CAD-CORRA-OIS-COMPO PAY 3.75% 2033 DEC 20 | 800,000 | (35,108 | ) | |||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 2.75% 2054 MAR 20 | 2,950,000 | (297,043 | ) | |||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 2.88% 2028 DEC 19 | 300,000 | (6,800 | ) | |||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 3.0% 2033 MAR 15 | 1,410,000 | (33,499 | ) | |||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 3.15% 2033 NOV 20 | 100,000 | (6,289 | ) | |||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 3.54% 2025 SEP 18 | 4,600,000 | (50,765 | ) | |||||
CCP_IRS. R JPY-TONA-OIS-COMPOUND PAY 0.55% 2028 SEP 14 | 100,000,000 | (3,519 | ) | |||||
CCP_IRS. R SGD-SORA-COMPOUND C PAY 2.75% 2029 MAR 20 | 2,089,000 | (17,516 | ) | |||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.75% 2028 DEC 20 | 2,180,000 | (20,381 | ) | |||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.83% 2032 MAY 15 | 200,000 | (4,985 | ) | |||||
40
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Held at End of Year)
December 31, 2023
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 4.0% 2054 MAR 20 | 300,000 | (39,410 | ) | |||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 4.25% 2025 DEC 20 | 1,800,000 | (5,270 | ) | |||||
CCP_ZCS. P CAD-CORRA-OIS-COMPO REC 3.5% 2025 MAY 10 | 4,300,000 | (15,323 | ) | |||||
CCP_ZCS. P EUR-EURIBOR-REUTERS REC 2.1% 2024 APR 05 | 700,000 | (3,939 | ) | |||||
CCP_ZCS. P EUR-EURIBOR-REUTERS REC 2.1% 2024 APR 06 | 400,000 | (2,338 | ) | |||||
CCP_ZCS. P EUR-EURIBOR-REUTERS REC 2.1% 2024 APR 13 | 1,000,000 | (6,117 | ) | |||||
CCP_ZCS. P EUR-EURIBOR-REUTERS REC 2.1% 2024 MAY 16 | 300,000 | (2,302 | ) | |||||
CCP_ZCS. P EUR-EURIBOR-REUTERS REC 2.25% 2024 MAY 03 | 700,000 | (4,503 | ) | |||||
CCP_ZCS. P USD-SOFR-COMPOUND C REC 2.85% 2024 NOV 15 | 300,000 | (5,254 | ) | |||||
CCP_ZCS. P USD-SOFR-COMPOUND C REC 2.92% 2024 OCT 17 | 100,000 | (1,598 | ) | |||||
CCP_ZCS. P USD-SOFR-COMPOUND C REC 2.99% 2024 OCT 13 | 100,000 | (1,526 | ) | |||||
CCP_ZCS. P USD-SOFR-COMPOUND C REC 3.02% 2024 NOV 08 | 700,000 | (11,085 | ) | |||||
CCP_ZCS. P USD-SOFR-COMPOUND C REC 3.65% 2024 DEC 05 | 200,000 | (2,163 | ) | |||||
CCP_ZCS. R USD-SOFR-COMPOUND C PAY 4.23% 2025 AUG 30 | 2,500,000 | (12,042 | ) | |||||
CCS USD P US3ML MYC +29.75 MYC 2030 OCT 14 | 143,680 | (31,883 | ) | |||||
CCS USD P US3ML-AUD3MBBSW+29 2031 JAN 04 | 527,380 | (78,258 | ) | |||||
CCS USD P US3ML-AUD3MBBSW+42 2029 JUL 31 | 552,000 | (87,773 | ) | |||||
CDS. BP UL REPUBLIC OF INDONES P 100BPS 2024 JUN 20 | 1,500,000 | (5,877 | ) | |||||
CDS. BP UL REPUBLIC OF KOREA P 100BPS 2028 DEC 20 | 300,000 | (9,967 | ) | |||||
CDS. BP UL REPUBLIC OF THE PHI P 100BPS 2024 DEC 20 | 2,700,000 | (21,844 | ) | |||||
COM FWD JETCO 1Q24 2024 MAR 31 | 3,000 | (7,994 | ) | |||||
COMMIT TO PUR FNMA SF MTG 4.000% 02/01/54 DD 02/01/24 | 2,300,000 | (119,941 | ) | |||||
COMMIT TO PUR FNMA SF MTG 4.500% 02/01/54 DD 02/01/24 | 1,810,000 | (52,320 | ) | |||||
COMMIT TO PUR FNMA SF MTG 5.000% 01/01/54 DD 01/01/24 | 1,700,000 | (16,336 | ) | |||||
COMMIT TO PUR FNMA SF MTG 5.500% 01/01/54 DD 01/01/24 | 300,000 | (1,523 | ) | |||||
IRS R 0.451% P EUR006M PUT MAY 25 000.451 ED 05/23/25 | 200,000 | (76,361 | ) | |||||
IRS. R MYR-KLIBOR 3M P 4.0% 2034 MAR 20 | 2,970,000 | (8,096 | ) | |||||
IRS_P US3ML/AUD3MBBSW+42.2 2029 AUG 27 | 473,620 | (479,265 | ) | |||||
TRS EL BCOMAG INDEX P 0% 15BPS 2024 FEB 15 | 66,309 | (373 | ) | |||||
TRS EL BCOMF1NTC INDEX P 0% 2024 FEB 15 | 7,333,287 | (5,097 | ) | |||||
TRS EL JMABNICS5 INDEX P 0% 2024 FEB 15 | 3,934,371 | (1,530 | ) | |||||
TRS EL PIMCODB INDEX P 0% 2024 FEB 15 | 4,285,606 | (8,595 | ) | |||||
TWD/USD SPOT OPTION 2024 PUT MAR 24 031.000 ED 03/01/24 | 311,000 | (8,863 | ) | |||||
TWD/USD SPOT OPTION 2024 PUT MAR 24 031.000 ED 03/04/24 | 34,000 | (1,044 | ) | |||||
Total Derivative Liabilities | $ | (4,318,534 | ) | |||||
Total Investment Liabilities (at fair value) | $ | (4,318,534 | ) | |||||
Total Investment Assets less Investment Liabilities | $ | 11,142,779,232 | ||||||
*Notes Receivable from Participants with interest rates ranging from 3.25% to 6.50% with maturities up to 10 years | $ | 28,726,082 | ||||||
Total Investments, net | $ | 11,171,505,314 | ||||||
| * | Denotes party-in-interest |
| Note: | Par value is reflected in the underlying currency of the security, where applicable. |
41
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 CAPITAL REV REPO 5.290% 11/24/23 DD 11/22/23 | 70,700,000 | $ | 70,700,000 | |||||
BARCLAYS CAPITAL REV REPO 5.300% 12/14/23 DD 12/13/23 | 100,000 | 100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.300% 12/20/23 DD 12/19/23 | 100,000 | 100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.320% 12/18/23 DD 12/15/23 | 62,600,000 | 62,600,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.340% 10/26/23 DD 10/25/23 | 100,000 | 100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.340% 11/24/23 DD 11/22/23 | 100,000 | 100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.340% 12/08/23 DD 12/07/23 | 100,000 | 100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.340% 12/21/23 DD 12/20/23 | 100,000 | 100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.340% 12/22/23 DD 12/21/23 | 65,500,000 | 65,500,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.350% 11/22/23 DD 11/21/23 | 69,400,000 | 69,400,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.350% 12/20/23 DD 12/19/23 | 57,800,000 | 57,800,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.370% 12/05/23 DD 12/04/23 | 100,000 | 100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.370% 12/06/23 DD 12/05/23 | 62,200,000 | 62,200,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.370% 12/13/23 DD 12/12/23 | 63,400,000 | 63,400,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.380% 12/04/23 DD 12/01/23 | 100,000 | 100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.390% 11/17/23 DD 11/16/23 | 72,100,000 | 72,100,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.400% 11/03/23 DD 11/02/23 | 62,000,000 | 62,000,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.440% 12/29/23 DD 12/28/23 | 65,500,000 | 65,500,000 | ||||||
BARCLAYS CAPITAL REV REPO 5.450% 12/28/23 DD 12/27/23 | 64,500,000 | 64,500,000 | ||||||
BNP PARIBAS REV REPO 4.220% 01/13/23 DD 01/12/23 | 98,000,000 | 98,000,000 | ||||||
BNP PARIBAS REV REPO 4.220% 01/20/23 DD 01/19/23 | 108,800,000 | 108,800,000 | ||||||
BNP PARIBAS REV REPO 4.230% 01/04/23 DD 01/03/23 | 101,600,000 | 101,600,000 | ||||||
BNP PARIBAS REV REPO 4.240% 01/06/23 DD 01/05/23 | 92,900,000 | 92,900,000 | ||||||
BNP PARIBAS REV REPO 4.240% 01/18/23 DD 01/17/23 | 101,800,000 | 101,800,000 | ||||||
BNP PARIBAS REV REPO 4.240% 01/30/23 DD 01/27/23 | 103,600,000 | 103,600,000 | ||||||
BNP PARIBAS REV REPO 4.270% 02/02/23 DD 02/01/23 | 101,300,000 | 101,300,000 | ||||||
BNP PARIBAS REV REPO 4.280% 02/01/23 DD 01/31/23 | 101,200,000 | 101,200,000 | ||||||
BNP PARIBAS REV REPO 4.320% 01/23/23 DD 01/20/23 | 104,500,000 | 104,500,000 | ||||||
BNP PARIBAS REV REPO 4.330% 01/10/23 DD 01/09/23 | 7,600,000 | 7,600,000 | ||||||
BNP PARIBAS REV REPO 4.330% 01/17/23 DD 01/13/23 | 100,400,000 | 100,400,000 | ||||||
BNP PARIBAS REV REPO 4.340% 01/19/23 DD 01/18/23 | 103,500,000 | 103,500,000 | ||||||
BNP PARIBAS REV REPO 4.340% 01/25/23 DD 01/24/23 | 105,700,000 | 105,700,000 | ||||||
BNP PARIBAS REV REPO 4.340% 01/27/23 DD 01/26/23 | 6,600,000 | 6,600,000 | ||||||
BNP PARIBAS REV REPO 4.350% 01/09/23 DD 01/06/23 | 95,300,000 | 95,300,000 | ||||||
BNP PARIBAS REV REPO 4.510% 02/24/23 DD 02/23/23 | 12,400,000 | 12,400,000 | ||||||
BNP PARIBAS REV REPO 4.510% 03/13/23 DD 03/10/23 | 88,600,000 | 88,600,000 | ||||||
BNP PARIBAS REV REPO 4.520% 02/23/23 DD 02/22/23 | 86,000,000 | 86,000,000 | ||||||
BNP PARIBAS REV REPO 4.520% 02/24/23 DD 02/23/23 | 86,600,000 | 86,600,000 | ||||||
BNP PARIBAS REV REPO 4.520% 02/27/23 DD 02/24/23 | 84,400,000 | 84,400,000 | ||||||
BNP PARIBAS REV REPO 4.520% 03/06/23 DD 03/03/23 | 104,300,000 | 104,300,000 | ||||||
BNP PARIBAS REV REPO 4.520% 03/08/23 DD 03/07/23 | 107,100,000 | 107,100,000 | ||||||
BNP PARIBAS REV REPO 4.520% 03/09/23 DD 03/08/23 | 99,500,000 | 99,500,000 | ||||||
BNP PARIBAS REV REPO 4.520% 03/10/23 DD 03/09/23 | 89,600,000 | 89,600,000 | ||||||
BNP PARIBAS REV REPO 4.530% 02/08/23 DD 02/07/23 | 83,700,000 | 83,700,000 | ||||||
BNP PARIBAS REV REPO 4.530% 02/09/23 DD 02/08/23 | 83,900,000 | 83,900,000 | ||||||
BNP PARIBAS REV REPO 4.530% 02/22/23 DD 02/21/23 | 5,500,000 | 5,500,000 | ||||||
BNP PARIBAS REV REPO 4.530% 02/23/23 DD 02/22/23 | 14,900,000 | 14,900,000 | ||||||
BNP PARIBAS REV REPO 4.530% 02/28/23 DD 02/27/23 | 85,500,000 | 85,500,000 | ||||||
BNP PARIBAS REV REPO 4.530% 03/03/23 DD 03/02/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 4.530% 03/07/23 DD 03/06/23 | 16,600,000 | 16,600,000 | ||||||
BNP PARIBAS REV REPO 4.530% 03/14/23 DD 03/13/23 | 87,700,000 | 87,700,000 | ||||||
BNP PARIBAS REV REPO 4.540% 02/13/23 DD 02/10/23 | 87,200,000 | 87,200,000 | ||||||
BNP PARIBAS REV REPO 4.540% 02/15/23 DD 02/14/23 | 89,000,000 | 89,000,000 | ||||||
42
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 4.540% 03/01/23 DD 02/28/23 | 100,200,000 | 100,200,000 | ||||||
BNP PARIBAS REV REPO 4.540% 03/02/23 DD 03/01/23 | 92,700,000 | 92,700,000 | ||||||
BNP PARIBAS REV REPO 4.540% 03/21/23 DD 03/20/23 | 68,800,000 | 68,800,000 | ||||||
BNP PARIBAS REV REPO 4.540% 03/22/23 DD 03/21/23 | 100,500,000 | 100,500,000 | ||||||
BNP PARIBAS REV REPO 4.540% 03/23/23 DD 03/22/23 | 93,300,000 | 93,300,000 | ||||||
BNP PARIBAS REV REPO 4.550% 02/17/23 DD 02/16/23 | 14,700,000 | 14,700,000 | ||||||
BNP PARIBAS REV REPO 4.550% 02/21/23 DD 02/17/23 | 84,800,000 | 84,800,000 | ||||||
BNP PARIBAS REV REPO 4.550% 03/15/23 DD 03/14/23 | 88,000,000 | 88,000,000 | ||||||
BNP PARIBAS REV REPO 4.550% 03/20/23 DD 03/17/23 | 12,300,000 | 12,300,000 | ||||||
BNP PARIBAS REV REPO 4.560% 02/27/23 DD 02/24/23 | 15,100,000 | 15,100,000 | ||||||
BNP PARIBAS REV REPO 4.560% 02/28/23 DD 02/27/23 | 14,800,000 | 14,800,000 | ||||||
BNP PARIBAS REV REPO 4.560% 03/09/23 DD 03/08/23 | 13,400,000 | 13,400,000 | ||||||
BNP PARIBAS REV REPO 4.560% 03/10/23 DD 03/09/23 | 14,200,000 | 14,200,000 | ||||||
BNP PARIBAS REV REPO 4.560% 03/13/23 DD 03/10/23 | 13,900,000 | 13,900,000 | ||||||
BNP PARIBAS REV REPO 4.560% 03/20/23 DD 03/17/23 | 67,900,000 | 67,900,000 | ||||||
BNP PARIBAS REV REPO 4.570% 02/06/23 DD 02/03/23 | 100,600,000 | 100,600,000 | ||||||
BNP PARIBAS REV REPO 4.570% 02/07/23 DD 02/06/23 | 98,000,000 | 98,000,000 | ||||||
BNP PARIBAS REV REPO 4.570% 02/22/23 DD 02/21/23 | 14,500,000 | 14,500,000 | ||||||
BNP PARIBAS REV REPO 4.570% 03/07/23 DD 03/06/23 | 88,600,000 | 88,600,000 | ||||||
BNP PARIBAS REV REPO 4.580% 02/09/23 DD 02/08/23 | 14,500,000 | 14,500,000 | ||||||
BNP PARIBAS REV REPO 4.580% 02/10/23 DD 02/09/23 | 86,600,000 | 86,600,000 | ||||||
BNP PARIBAS REV REPO 4.580% 02/15/23 DD 02/14/23 | 15,300,000 | 15,300,000 | ||||||
BNP PARIBAS REV REPO 4.580% 02/21/23 DD 02/17/23 | 14,300,000 | 14,300,000 | ||||||
BNP PARIBAS REV REPO 4.580% 03/02/23 DD 03/01/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 4.580% 03/03/23 DD 03/02/23 | 86,300,000 | 86,300,000 | ||||||
BNP PARIBAS REV REPO 4.580% 03/16/23 DD 03/15/23 | 86,100,000 | 86,100,000 | ||||||
BNP PARIBAS REV REPO 4.580% 03/23/23 DD 03/22/23 | 8,300,000 | 8,300,000 | ||||||
BNP PARIBAS REV REPO 4.590% 02/03/23 DD 02/02/23 | 99,500,000 | 99,500,000 | ||||||
BNP PARIBAS REV REPO 4.590% 02/08/23 DD 02/07/23 | 14,500,000 | 14,500,000 | ||||||
BNP PARIBAS REV REPO 4.590% 02/16/23 DD 02/15/23 | 88,900,000 | 88,900,000 | ||||||
BNP PARIBAS REV REPO 4.590% 03/15/23 DD 03/14/23 | 13,300,000 | 13,300,000 | ||||||
BNP PARIBAS REV REPO 4.600% 02/16/23 DD 02/15/23 | 15,100,000 | 15,100,000 | ||||||
BNP PARIBAS REV REPO 4.620% 03/17/23 DD 03/16/23 | 8,800,000 | 8,800,000 | ||||||
BNP PARIBAS REV REPO 4.760% 04/21/23 DD 04/20/23 | 97,600,000 | 97,600,000 | ||||||
BNP PARIBAS REV REPO 4.760% 04/24/23 DD 04/21/23 | 84,500,000 | 84,500,000 | ||||||
BNP PARIBAS REV REPO 4.770% 04/13/23 DD 04/12/23 | 6,700,000 | 6,700,000 | ||||||
BNP PARIBAS REV REPO 4.770% 04/25/23 DD 04/24/23 | 88,900,000 | 88,900,000 | ||||||
BNP PARIBAS REV REPO 4.770% 04/26/23 DD 04/25/23 | 82,000,000 | 82,000,000 | ||||||
BNP PARIBAS REV REPO 4.780% 04/14/23 DD 04/13/23 | 87,100,000 | 87,100,000 | ||||||
BNP PARIBAS REV REPO 4.780% 04/18/23 DD 04/17/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 4.780% 04/21/23 DD 04/20/23 | 200,000 | 200,000 | ||||||
BNP PARIBAS REV REPO 4.780% 05/02/23 DD 05/01/23 | 80,200,000 | 80,200,000 | ||||||
BNP PARIBAS REV REPO 4.790% 04/17/23 DD 04/14/23 | 108,800,000 | 108,800,000 | ||||||
BNP PARIBAS REV REPO 4.790% 04/24/23 DD 04/21/23 | 19,600,000 | 19,600,000 | ||||||
BNP PARIBAS REV REPO 4.800% 03/27/23 DD 03/24/23 | 82,000,000 | 82,000,000 | ||||||
BNP PARIBAS REV REPO 4.800% 03/28/23 DD 03/27/23 | 81,500,000 | 81,500,000 | ||||||
BNP PARIBAS REV REPO 4.800% 04/12/23 DD 04/11/23 | 86,900,000 | 86,900,000 | ||||||
BNP PARIBAS REV REPO 4.800% 04/18/23 DD 04/17/23 | 95,200,000 | 95,200,000 | ||||||
BNP PARIBAS REV REPO 4.800% 04/27/23 DD 04/26/23 | 74,400,000 | 74,400,000 | ||||||
BNP PARIBAS REV REPO 4.800% 04/28/23 DD 04/27/23 | 82,600,000 | 82,600,000 | ||||||
BNP PARIBAS REV REPO 4.800% 05/03/23 DD 05/02/23 | 80,500,000 | 80,500,000 | ||||||
BNP PARIBAS REV REPO 4.810% 04/13/23 DD 04/12/23 | 14,600,000 | 14,600,000 | ||||||
BNP PARIBAS REV REPO 4.810% 04/19/23 DD 04/18/23 | 95,400,000 | 95,400,000 | ||||||
BNP PARIBAS REV REPO 4.820% 04/11/23 DD 04/10/23 | 86,500,000 | 86,500,000 | ||||||
43
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 4.820% 04/20/23 DD 04/19/23 | 16,400,000 | 16,400,000 | ||||||
BNP PARIBAS REV REPO 4.830% 03/28/23 DD 03/27/23 | 13,300,000 | 13,300,000 | ||||||
BNP PARIBAS REV REPO 4.830% 04/25/23 DD 04/24/23 | 15,800,000 | 15,800,000 | ||||||
BNP PARIBAS REV REPO 4.830% 05/01/23 DD 04/28/23 | 79,800,000 | 79,800,000 | ||||||
BNP PARIBAS REV REPO 4.830% 05/04/23 DD 05/03/23 | 78,700,000 | 78,700,000 | ||||||
BNP PARIBAS REV REPO 4.840% 03/31/23 DD 03/30/23 | 98,500,000 | 98,500,000 | ||||||
BNP PARIBAS REV REPO 4.840% 04/04/23 DD 04/03/23 | 84,100,000 | 84,100,000 | ||||||
BNP PARIBAS REV REPO 4.840% 04/06/23 DD 04/05/23 | 88,100,000 | 88,100,000 | ||||||
BNP PARIBAS REV REPO 4.840% 04/27/23 DD 04/26/23 | 200,000 | 200,000 | ||||||
BNP PARIBAS REV REPO 4.850% 03/30/23 DD 03/29/23 | 83,100,000 | 83,100,000 | ||||||
BNP PARIBAS REV REPO 4.850% 04/19/23 DD 04/18/23 | 13,800,000 | 13,800,000 | ||||||
BNP PARIBAS REV REPO 4.860% 03/29/23 DD 03/28/23 | 80,900,000 | 80,900,000 | ||||||
BNP PARIBAS REV REPO 4.860% 04/03/23 DD 03/31/23 | 7,400,000 | 7,400,000 | ||||||
BNP PARIBAS REV REPO 4.860% 04/05/23 DD 04/04/23 | 13,200,000 | 13,200,000 | ||||||
BNP PARIBAS REV REPO 4.860% 04/10/23 DD 04/06/23 | 13,900,000 | 13,900,000 | ||||||
BNP PARIBAS REV REPO 4.860% 04/11/23 DD 04/10/23 | 15,200,000 | 15,200,000 | ||||||
BNP PARIBAS REV REPO 4.860% 04/28/23 DD 04/27/23 | 10,600,000 | 10,600,000 | ||||||
BNP PARIBAS REV REPO 4.860% 05/02/23 DD 05/01/23 | 13,500,000 | 13,500,000 | ||||||
BNP PARIBAS REV REPO 4.860% 05/03/23 DD 05/02/23 | 11,600,000 | 11,600,000 | ||||||
BNP PARIBAS REV REPO 4.870% 04/06/23 DD 04/05/23 | 14,200,000 | 14,200,000 | ||||||
BNP PARIBAS REV REPO 4.870% 05/01/23 DD 04/28/23 | 14,100,000 | 14,100,000 | ||||||
BNP PARIBAS REV REPO 4.880% 03/30/23 DD 03/29/23 | 13,700,000 | 13,700,000 | ||||||
BNP PARIBAS REV REPO 4.890% 04/04/23 DD 04/03/23 | 14,300,000 | 14,300,000 | ||||||
BNP PARIBAS REV REPO 4.900% 04/06/23 DD 04/05/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 4.910% 04/03/23 DD 03/31/23 | 84,100,000 | 84,100,000 | ||||||
BNP PARIBAS REV REPO 4.920% 03/29/23 DD 03/28/23 | 13,900,000 | 13,900,000 | ||||||
BNP PARIBAS REV REPO 4.920% 04/03/23 DD 03/31/23 | 14,100,000 | 14,100,000 | ||||||
BNP PARIBAS REV REPO 5.020% 05/15/23 DD 05/12/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.020% 05/23/23 DD 05/22/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.020% 05/24/23 DD 05/23/23 | 77,200,000 | 77,200,000 | ||||||
BNP PARIBAS REV REPO 5.020% 06/13/23 DD 06/12/23 | 75,800,000 | 75,800,000 | ||||||
BNP PARIBAS REV REPO 5.030% 05/12/23 DD 05/11/23 | 76,600,000 | 76,600,000 | ||||||
BNP PARIBAS REV REPO 5.030% 05/22/23 DD 05/19/23 | 78,200,000 | 78,200,000 | ||||||
BNP PARIBAS REV REPO 5.030% 06/09/23 DD 06/08/23 | 75,500,000 | 75,500,000 | ||||||
BNP PARIBAS REV REPO 5.030% 06/12/23 DD 06/09/23 | 75,900,000 | 75,900,000 | ||||||
BNP PARIBAS REV REPO 5.030% 06/22/23 DD 06/21/23 | 79,900,000 | 79,900,000 | ||||||
BNP PARIBAS REV REPO 5.030% 06/23/23 DD 06/22/23 | 77,200,000 | 77,200,000 | ||||||
BNP PARIBAS REV REPO 5.030% 07/14/23 DD 07/13/23 | 77,100,000 | 77,100,000 | ||||||
BNP PARIBAS REV REPO 5.030% 07/17/23 DD 07/14/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.030% 07/24/23 DD 07/21/23 | 79,200,000 | 79,200,000 | ||||||
BNP PARIBAS REV REPO 5.040% 05/15/23 DD 05/12/23 | 77,700,000 | 77,700,000 | ||||||
BNP PARIBAS REV REPO 5.040% 05/16/23 DD 05/15/23 | 75,900,000 | 75,900,000 | ||||||
BNP PARIBAS REV REPO 5.040% 05/19/23 DD 05/18/23 | 67,200,000 | 67,200,000 | ||||||
BNP PARIBAS REV REPO 5.040% 05/22/23 DD 05/19/23 | 12,800,000 | 12,800,000 | ||||||
BNP PARIBAS REV REPO 5.040% 06/08/23 DD 06/07/23 | 76,000,000 | 76,000,000 | ||||||
BNP PARIBAS REV REPO 5.040% 06/09/23 DD 06/08/23 | 13,200,000 | 13,200,000 | ||||||
BNP PARIBAS REV REPO 5.040% 06/21/23 DD 06/20/23 | 78,200,000 | 78,200,000 | ||||||
BNP PARIBAS REV REPO 5.040% 06/26/23 DD 06/23/23 | 78,500,000 | 78,500,000 | ||||||
BNP PARIBAS REV REPO 5.040% 07/13/23 DD 07/12/23 | 12,300,000 | 12,300,000 | ||||||
BNP PARIBAS REV REPO 5.040% 07/20/23 DD 07/19/23 | 78,900,000 | 78,900,000 | ||||||
BNP PARIBAS REV REPO 5.050% 05/11/23 DD 05/10/23 | 9,000,000 | 9,000,000 | ||||||
BNP PARIBAS REV REPO 5.050% 05/15/23 DD 05/12/23 | 9,100,000 | 9,100,000 | ||||||
BNP PARIBAS REV REPO 5.050% 05/25/23 DD 05/24/23 | 77,200,000 | 77,200,000 | ||||||
BNP PARIBAS REV REPO 5.050% 06/08/23 DD 06/07/23 | 7,700,000 | 7,700,000 | ||||||
44
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 5.050% 06/14/23 DD 06/13/23 | 75,200,000 | 75,200,000 | ||||||
BNP PARIBAS REV REPO 5.050% 06/15/23 DD 06/14/23 | 72,800,000 | 72,800,000 | ||||||
BNP PARIBAS REV REPO 5.050% 06/27/23 DD 06/26/23 | 75,900,000 | 75,900,000 | ||||||
BNP PARIBAS REV REPO 5.050% 06/30/23 DD 06/29/23 | 74,900,000 | 74,900,000 | ||||||
BNP PARIBAS REV REPO 5.050% 07/12/23 DD 07/11/23 | 82,300,000 | 82,300,000 | ||||||
BNP PARIBAS REV REPO 5.050% 07/14/23 DD 07/13/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.050% 07/17/23 DD 07/14/23 | 77,100,000 | 77,100,000 | ||||||
BNP PARIBAS REV REPO 5.050% 07/19/23 DD 07/18/23 | 78,100,000 | 78,100,000 | ||||||
BNP PARIBAS REV REPO 5.050% 07/21/23 DD 07/20/23 | 80,200,000 | 80,200,000 | ||||||
BNP PARIBAS REV REPO 5.050% 07/26/23 DD 07/25/23 | 79,500,000 | 79,500,000 | ||||||
BNP PARIBAS REV REPO 5.060% 05/18/23 DD 05/17/23 | 66,900,000 | 66,900,000 | ||||||
BNP PARIBAS REV REPO 5.060% 05/26/23 DD 05/25/23 | 42,800,000 | 42,800,000 | ||||||
BNP PARIBAS REV REPO 5.060% 06/16/23 DD 06/15/23 | 74,800,000 | 74,800,000 | ||||||
BNP PARIBAS REV REPO 5.060% 06/28/23 DD 06/27/23 | 25,500,000 | 25,500,000 | ||||||
BNP PARIBAS REV REPO 5.060% 06/29/23 DD 06/28/23 | 76,600,000 | 76,600,000 | ||||||
BNP PARIBAS REV REPO 5.060% 07/05/23 DD 07/03/23 | 74,000,000 | 74,000,000 | ||||||
BNP PARIBAS REV REPO 5.060% 07/11/23 DD 07/10/23 | 75,500,000 | 75,500,000 | ||||||
BNP PARIBAS REV REPO 5.060% 07/13/23 DD 07/12/23 | 76,300,000 | 76,300,000 | ||||||
BNP PARIBAS REV REPO 5.060% 07/18/23 DD 07/17/23 | 78,500,000 | 78,500,000 | ||||||
BNP PARIBAS REV REPO 5.060% 07/27/23 DD 07/26/23 | 7,700,000 | 7,700,000 | ||||||
BNP PARIBAS REV REPO 5.070% 05/09/23 DD 05/08/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.070% 05/17/23 DD 05/16/23 | 75,800,000 | 75,800,000 | ||||||
BNP PARIBAS REV REPO 5.070% 06/20/23 DD 06/16/23 | 74,400,000 | 74,400,000 | ||||||
BNP PARIBAS REV REPO 5.070% 06/28/23 DD 06/27/23 | 71,600,000 | 71,600,000 | ||||||
BNP PARIBAS REV REPO 5.070% 06/29/23 DD 06/28/23 | 11,100,000 | 11,100,000 | ||||||
BNP PARIBAS REV REPO 5.070% 07/07/23 DD 07/06/23 | 74,100,000 | 74,100,000 | ||||||
BNP PARIBAS REV REPO 5.070% 07/10/23 DD 07/07/23 | 75,500,000 | 75,500,000 | ||||||
BNP PARIBAS REV REPO 5.070% 07/11/23 DD 07/10/23 | 12,300,000 | 12,300,000 | ||||||
BNP PARIBAS REV REPO 5.070% 07/27/23 DD 07/26/23 | 83,200,000 | 83,200,000 | ||||||
BNP PARIBAS REV REPO 5.080% 05/05/23 DD 05/04/23 | 76,000,000 | 76,000,000 | ||||||
BNP PARIBAS REV REPO 5.080% 05/11/23 DD 05/10/23 | 78,100,000 | 78,100,000 | ||||||
BNP PARIBAS REV REPO 5.080% 05/23/23 DD 05/22/23 | 12,600,000 | 12,600,000 | ||||||
BNP PARIBAS REV REPO 5.080% 05/24/23 DD 05/23/23 | 13,100,000 | 13,100,000 | ||||||
BNP PARIBAS REV REPO 5.080% 06/06/23 DD 06/05/23 | 73,200,000 | 73,200,000 | ||||||
BNP PARIBAS REV REPO 5.080% 06/07/23 DD 06/06/23 | 75,000,000 | 75,000,000 | ||||||
BNP PARIBAS REV REPO 5.080% 06/13/23 DD 06/12/23 | 12,100,000 | 12,100,000 | ||||||
BNP PARIBAS REV REPO 5.080% 06/14/23 DD 06/13/23 | 10,000,000 | 10,000,000 | ||||||
BNP PARIBAS REV REPO 5.080% 06/15/23 DD 06/14/23 | 12,500,000 | 12,500,000 | ||||||
BNP PARIBAS REV REPO 5.080% 07/14/23 DD 07/13/23 | 18,600,000 | 18,600,000 | ||||||
BNP PARIBAS REV REPO 5.080% 07/24/23 DD 07/21/23 | 12,700,000 | 12,700,000 | ||||||
BNP PARIBAS REV REPO 5.080% 07/25/23 DD 07/24/23 | 13,900,000 | 13,900,000 | ||||||
BNP PARIBAS REV REPO 5.090% 05/08/23 DD 05/05/23 | 74,000,000 | 74,000,000 | ||||||
BNP PARIBAS REV REPO 5.090% 05/09/23 DD 05/08/23 | 73,800,000 | 73,800,000 | ||||||
BNP PARIBAS REV REPO 5.090% 05/18/23 DD 05/17/23 | 11,300,000 | 11,300,000 | ||||||
BNP PARIBAS REV REPO 5.090% 05/19/23 DD 05/18/23 | 11,300,000 | 11,300,000 | ||||||
BNP PARIBAS REV REPO 5.090% 05/31/23 DD 05/30/23 | 54,000,000 | 54,000,000 | ||||||
BNP PARIBAS REV REPO 5.090% 06/21/23 DD 06/20/23 | 13,300,000 | 13,300,000 | ||||||
BNP PARIBAS REV REPO 5.090% 06/22/23 DD 06/21/23 | 10,400,000 | 10,400,000 | ||||||
BNP PARIBAS REV REPO 5.090% 07/07/23 DD 07/06/23 | 12,900,000 | 12,900,000 | ||||||
BNP PARIBAS REV REPO 5.090% 07/19/23 DD 07/18/23 | 11,700,000 | 11,700,000 | ||||||
BNP PARIBAS REV REPO 5.090% 07/20/23 DD 07/19/23 | 11,600,000 | 11,600,000 | ||||||
BNP PARIBAS REV REPO 5.090% 07/21/23 DD 07/20/23 | 12,500,000 | 12,500,000 | ||||||
BNP PARIBAS REV REPO 5.100% 05/17/23 DD 05/16/23 | 12,600,000 | 12,600,000 | ||||||
BNP PARIBAS REV REPO 5.100% 05/25/23 DD 05/24/23 | 12,600,000 | 12,600,000 | ||||||
45
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 5.100% 05/31/23 DD 05/30/23 | 13,100,000 | 13,100,000 | ||||||
BNP PARIBAS REV REPO 5.100% 06/20/23 DD 06/16/23 | 12,300,000 | 12,300,000 | ||||||
BNP PARIBAS REV REPO 5.100% 06/27/23 DD 06/26/23 | 13,300,000 | 13,300,000 | ||||||
BNP PARIBAS REV REPO 5.100% 07/18/23 DD 07/17/23 | 12,900,000 | 12,900,000 | ||||||
BNP PARIBAS REV REPO 5.100% 07/20/23 DD 07/19/23 | 1,600,000 | 1,600,000 | ||||||
BNP PARIBAS REV REPO 5.100% 07/26/23 DD 07/25/23 | 15,200,000 | 15,200,000 | ||||||
BNP PARIBAS REV REPO 5.110% 06/01/23 DD 05/31/23 | 77,100,000 | 77,100,000 | ||||||
BNP PARIBAS REV REPO 5.110% 06/16/23 DD 06/15/23 | 11,900,000 | 11,900,000 | ||||||
BNP PARIBAS REV REPO 5.110% 07/12/23 DD 07/11/23 | 12,900,000 | 12,900,000 | ||||||
BNP PARIBAS REV REPO 5.110% 07/27/23 DD 07/26/23 | 13,800,000 | 13,800,000 | ||||||
BNP PARIBAS REV REPO 5.120% 05/05/23 DD 05/04/23 | 10,700,000 | 10,700,000 | ||||||
BNP PARIBAS REV REPO 5.120% 05/10/23 DD 05/09/23 | 13,200,000 | 13,200,000 | ||||||
BNP PARIBAS REV REPO 5.120% 05/11/23 DD 05/10/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.120% 06/06/23 DD 06/05/23 | 12,100,000 | 12,100,000 | ||||||
BNP PARIBAS REV REPO 5.120% 07/03/23 DD 06/30/23 | 75,300,000 | 75,300,000 | ||||||
BNP PARIBAS REV REPO 5.130% 05/08/23 DD 05/05/23 | 12,400,000 | 12,400,000 | ||||||
BNP PARIBAS REV REPO 5.130% 05/30/23 DD 05/26/23 | 78,000,000 | 78,000,000 | ||||||
BNP PARIBAS REV REPO 5.130% 07/05/23 DD 07/03/23 | 12,700,000 | 12,700,000 | ||||||
BNP PARIBAS REV REPO 5.130% 07/06/23 DD 07/05/23 | 11,600,000 | 11,600,000 | ||||||
BNP PARIBAS REV REPO 5.130% 07/10/23 DD 07/07/23 | 12,800,000 | 12,800,000 | ||||||
BNP PARIBAS REV REPO 5.140% 06/05/23 DD 06/02/23 | 14,900,000 | 14,900,000 | ||||||
BNP PARIBAS REV REPO 5.140% 06/30/23 DD 06/29/23 | 13,200,000 | 13,200,000 | ||||||
BNP PARIBAS REV REPO 5.150% 06/01/23 DD 05/31/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.150% 06/05/23 DD 06/02/23 | 77,600,000 | 77,600,000 | ||||||
BNP PARIBAS REV REPO 5.160% 05/30/23 DD 05/26/23 | 11,100,000 | 11,100,000 | ||||||
BNP PARIBAS REV REPO 5.160% 07/03/23 DD 06/30/23 | 11,200,000 | 11,200,000 | ||||||
BNP PARIBAS REV REPO 5.180% 06/02/23 DD 06/01/23 | 11,600,000 | 11,600,000 | ||||||
BNP PARIBAS REV REPO 5.260% 08/22/23 DD 08/21/23 | 21,100,000 | 21,100,000 | ||||||
BNP PARIBAS REV REPO 5.270% 08/09/23 DD 08/08/23 | 80,800,000 | 80,800,000 | ||||||
BNP PARIBAS REV REPO 5.270% 08/10/23 DD 08/09/23 | 80,500,000 | 80,500,000 | ||||||
BNP PARIBAS REV REPO 5.270% 08/15/23 DD 08/14/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.270% 08/22/23 DD 08/21/23 | 77,600,000 | 77,600,000 | ||||||
BNP PARIBAS REV REPO 5.270% 08/24/23 DD 08/23/23 | 75,000,000 | 75,000,000 | ||||||
BNP PARIBAS REV REPO 5.270% 08/25/23 DD 08/24/23 | 75,000,000 | 75,000,000 | ||||||
BNP PARIBAS REV REPO 5.280% 08/07/23 DD 08/04/23 | 87,600,000 | 87,600,000 | ||||||
BNP PARIBAS REV REPO 5.280% 08/08/23 DD 08/07/23 | 79,800,000 | 79,800,000 | ||||||
BNP PARIBAS REV REPO 5.280% 08/11/23 DD 08/10/23 | 80,700,000 | 80,700,000 | ||||||
BNP PARIBAS REV REPO 5.280% 08/14/23 DD 08/11/23 | 82,000,000 | 82,000,000 | ||||||
BNP PARIBAS REV REPO 5.280% 08/17/23 DD 08/16/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.280% 08/18/23 DD 08/17/23 | 20,100,000 | 20,100,000 | ||||||
BNP PARIBAS REV REPO 5.280% 08/31/23 DD 08/30/23 | 75,300,000 | 75,300,000 | ||||||
BNP PARIBAS REV REPO 5.280% 09/01/23 DD 08/31/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.280% 09/14/23 DD 09/13/23 | 28,700,000 | 28,700,000 | ||||||
BNP PARIBAS REV REPO 5.280% 10/25/23 DD 10/24/23 | 87,700,000 | 87,700,000 | ||||||
BNP PARIBAS REV REPO 5.280% 12/15/23 DD 12/14/23 | 9,800,000 | 9,800,000 | ||||||
BNP PARIBAS REV REPO 5.290% 08/04/23 DD 08/03/23 | 100,900,000 | 100,900,000 | ||||||
BNP PARIBAS REV REPO 5.290% 08/15/23 DD 08/14/23 | 14,200,000 | 14,200,000 | ||||||
BNP PARIBAS REV REPO 5.290% 08/18/23 DD 08/17/23 | 83,000,000 | 83,000,000 | ||||||
BNP PARIBAS REV REPO 5.290% 08/25/23 DD 08/24/23 | 7,900,000 | 7,900,000 | ||||||
BNP PARIBAS REV REPO 5.290% 08/28/23 DD 08/25/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.290% 09/05/23 DD 09/01/23 | 75,000,000 | 75,000,000 | ||||||
BNP PARIBAS REV REPO 5.290% 09/07/23 DD 09/06/23 | 77,300,000 | 77,300,000 | ||||||
BNP PARIBAS REV REPO 5.290% 10/20/23 DD 10/19/23 | 71,100,000 | 71,100,000 | ||||||
BNP PARIBAS REV REPO 5.300% 08/03/23 DD 08/02/23 | 94,900,000 | 94,900,000 | ||||||
46
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 5.300% 08/09/23 DD 08/08/23 | 13,400,000 | 13,400,000 | ||||||
BNP PARIBAS REV REPO 5.300% 08/16/23 DD 08/15/23 | 81,600,000 | 81,600,000 | ||||||
BNP PARIBAS REV REPO 5.300% 08/17/23 DD 08/16/23 | 80,700,000 | 80,700,000 | ||||||
BNP PARIBAS REV REPO 5.300% 08/28/23 DD 08/25/23 | 74,800,000 | 74,800,000 | ||||||
BNP PARIBAS REV REPO 5.300% 08/29/23 DD 08/28/23 | 74,900,000 | 74,900,000 | ||||||
BNP PARIBAS REV REPO 5.300% 08/31/23 DD 08/30/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.300% 09/07/23 DD 09/06/23 | 13,600,000 | 13,600,000 | ||||||
BNP PARIBAS REV REPO 5.300% 09/08/23 DD 09/07/23 | 78,500,000 | 78,500,000 | ||||||
BNP PARIBAS REV REPO 5.300% 09/12/23 DD 09/11/23 | 79,100,000 | 79,100,000 | ||||||
BNP PARIBAS REV REPO 5.300% 09/13/23 DD 09/12/23 | 79,100,000 | 79,100,000 | ||||||
BNP PARIBAS REV REPO 5.300% 09/21/23 DD 09/20/23 | 91,000,000 | 91,000,000 | ||||||
BNP PARIBAS REV REPO 5.300% 09/22/23 DD 09/21/23 | 82,500,000 | 82,500,000 | ||||||
BNP PARIBAS REV REPO 5.300% 09/25/23 DD 09/22/23 | 81,000,000 | 81,000,000 | ||||||
BNP PARIBAS REV REPO 5.300% 10/26/23 DD 10/25/23 | 75,100,000 | 75,100,000 | ||||||
BNP PARIBAS REV REPO 5.300% 12/21/23 DD 12/20/23 | 60,400,000 | 60,400,000 | ||||||
BNP PARIBAS REV REPO 5.310% 07/28/23 DD 07/27/23 | 104,100,000 | 104,100,000 | ||||||
BNP PARIBAS REV REPO 5.310% 07/31/23 DD 07/28/23 | 7,600,000 | 7,600,000 | ||||||
BNP PARIBAS REV REPO 5.310% 08/08/23 DD 08/07/23 | 13,200,000 | 13,200,000 | ||||||
BNP PARIBAS REV REPO 5.310% 08/23/23 DD 08/22/23 | 12,800,000 | 12,800,000 | ||||||
BNP PARIBAS REV REPO 5.310% 08/29/23 DD 08/28/23 | 12,600,000 | 12,600,000 | ||||||
BNP PARIBAS REV REPO 5.310% 08/30/23 DD 08/29/23 | 75,800,000 | 75,800,000 | ||||||
BNP PARIBAS REV REPO 5.310% 09/01/23 DD 08/31/23 | 8,400,000 | 8,400,000 | ||||||
BNP PARIBAS REV REPO 5.310% 09/06/23 DD 09/05/23 | 76,300,000 | 76,300,000 | ||||||
BNP PARIBAS REV REPO 5.310% 09/11/23 DD 09/08/23 | 79,100,000 | 79,100,000 | ||||||
BNP PARIBAS REV REPO 5.310% 09/18/23 DD 09/15/23 | 80,500,000 | 80,500,000 | ||||||
BNP PARIBAS REV REPO 5.310% 09/25/23 DD 09/22/23 | 14,200,000 | 14,200,000 | ||||||
BNP PARIBAS REV REPO 5.310% 09/26/23 DD 09/25/23 | 81,400,000 | 81,400,000 | ||||||
BNP PARIBAS REV REPO 5.310% 10/02/23 DD 09/29/23 | 82,300,000 | 82,300,000 | ||||||
BNP PARIBAS REV REPO 5.310% 10/27/23 DD 10/26/23 | 73,700,000 | 73,700,000 | ||||||
BNP PARIBAS REV REPO 5.310% 10/30/23 DD 10/27/23 | 74,800,000 | 74,800,000 | ||||||
BNP PARIBAS REV REPO 5.310% 10/31/23 DD 10/30/23 | 86,300,000 | 86,300,000 | ||||||
BNP PARIBAS REV REPO 5.310% 12/14/23 DD 12/13/23 | 64,100,000 | 64,100,000 | ||||||
BNP PARIBAS REV REPO 5.320% 08/07/23 DD 08/04/23 | 13,000,000 | 13,000,000 | ||||||
BNP PARIBAS REV REPO 5.320% 08/10/23 DD 08/09/23 | 13,900,000 | 13,900,000 | ||||||
BNP PARIBAS REV REPO 5.320% 08/24/23 DD 08/23/23 | 12,800,000 | 12,800,000 | ||||||
BNP PARIBAS REV REPO 5.320% 09/19/23 DD 09/18/23 | 82,700,000 | 82,700,000 | ||||||
BNP PARIBAS REV REPO 5.320% 09/20/23 DD 09/19/23 | 91,500,000 | 91,500,000 | ||||||
BNP PARIBAS REV REPO 5.320% 10/19/23 DD 10/18/23 | 71,100,000 | 71,100,000 | ||||||
BNP PARIBAS REV REPO 5.320% 10/20/23 DD 10/19/23 | 11,900,000 | 11,900,000 | ||||||
BNP PARIBAS REV REPO 5.320% 10/24/23 DD 10/23/23 | 77,100,000 | 77,100,000 | ||||||
BNP PARIBAS REV REPO 5.320% 11/21/23 DD 11/20/23 | 10,700,000 | 10,700,000 | ||||||
BNP PARIBAS REV REPO 5.320% 11/27/23 DD 11/24/23 | 71,200,000 | 71,200,000 | ||||||
BNP PARIBAS REV REPO 5.320% 12/12/23 DD 12/11/23 | 62,800,000 | 62,800,000 | ||||||
BNP PARIBAS REV REPO 5.320% 12/26/23 DD 12/22/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.330% 08/11/23 DD 08/10/23 | 13,800,000 | 13,800,000 | ||||||
BNP PARIBAS REV REPO 5.330% 08/15/23 DD 08/14/23 | 81,200,000 | 81,200,000 | ||||||
BNP PARIBAS REV REPO 5.330% 08/25/23 DD 08/24/23 | 12,500,000 | 12,500,000 | ||||||
BNP PARIBAS REV REPO 5.330% 09/27/23 DD 09/26/23 | 81,000,000 | 81,000,000 | ||||||
BNP PARIBAS REV REPO 5.330% 10/03/23 DD 10/02/23 | 81,500,000 | 81,500,000 | ||||||
BNP PARIBAS REV REPO 5.330% 10/11/23 DD 10/10/23 | 73,300,000 | 73,300,000 | ||||||
BNP PARIBAS REV REPO 5.330% 10/23/23 DD 10/20/23 | 87,600,000 | 87,600,000 | ||||||
BNP PARIBAS REV REPO 5.330% 11/01/23 DD 10/31/23 | 75,100,000 | 75,100,000 | ||||||
BNP PARIBAS REV REPO 5.330% 11/09/23 DD 11/08/23 | 73,600,000 | 73,600,000 | ||||||
BNP PARIBAS REV REPO 5.330% 11/10/23 DD 11/09/23 | 71,300,000 | 71,300,000 | ||||||
47
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 5.330% 11/13/23 DD 11/10/23 | 12,200,000 | 12,200,000 | ||||||
BNP PARIBAS REV REPO 5.330% 11/14/23 DD 11/13/23 | 70,300,000 | 70,300,000 | ||||||
BNP PARIBAS REV REPO 5.330% 11/21/23 DD 11/20/23 | 62,300,000 | 62,300,000 | ||||||
BNP PARIBAS REV REPO 5.330% 11/27/23 DD 11/24/23 | 11,500,000 | 11,500,000 | ||||||
BNP PARIBAS REV REPO 5.330% 12/18/23 DD 12/15/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.330% 12/19/23 DD 12/18/23 | 75,300,000 | 75,300,000 | ||||||
BNP PARIBAS REV REPO 5.330% 12/21/23 DD 12/20/23 | 9,000,000 | 9,000,000 | ||||||
BNP PARIBAS REV REPO 5.330% 12/22/23 DD 12/21/23 | 11,000,000 | 11,000,000 | ||||||
BNP PARIBAS REV REPO 5.340% 08/17/23 DD 08/16/23 | 10,400,000 | 10,400,000 | ||||||
BNP PARIBAS REV REPO 5.340% 08/31/23 DD 08/30/23 | 12,600,000 | 12,600,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/08/23 DD 09/07/23 | 13,700,000 | 13,700,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/11/23 DD 09/08/23 | 13,400,000 | 13,400,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/12/23 DD 09/11/23 | 12,700,000 | 12,700,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/13/23 DD 09/12/23 | 13,700,000 | 13,700,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/14/23 DD 09/13/23 | 13,800,000 | 13,800,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/15/23 DD 09/14/23 | 94,600,000 | 94,600,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/21/23 DD 09/20/23 | 5,600,000 | 5,600,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/28/23 DD 09/27/23 | 95,100,000 | 95,100,000 | ||||||
BNP PARIBAS REV REPO 5.340% 09/29/23 DD 09/28/23 | 81,300,000 | 81,300,000 | ||||||
BNP PARIBAS REV REPO 5.340% 10/05/23 DD 10/04/23 | 13,400,000 | 13,400,000 | ||||||
BNP PARIBAS REV REPO 5.340% 10/06/23 DD 10/05/23 | 8,100,000 | 8,100,000 | ||||||
BNP PARIBAS REV REPO 5.340% 10/10/23 DD 10/06/23 | 74,400,000 | 74,400,000 | ||||||
BNP PARIBAS REV REPO 5.340% 10/18/23 DD 10/17/23 | 75,900,000 | 75,900,000 | ||||||
BNP PARIBAS REV REPO 5.340% 11/02/23 DD 11/01/23 | 72,500,000 | 72,500,000 | ||||||
BNP PARIBAS REV REPO 5.340% 11/07/23 DD 11/06/23 | 73,500,000 | 73,500,000 | ||||||
BNP PARIBAS REV REPO 5.340% 11/15/23 DD 11/14/23 | 70,800,000 | 70,800,000 | ||||||
BNP PARIBAS REV REPO 5.340% 11/16/23 DD 11/15/23 | 12,300,000 | 12,300,000 | ||||||
BNP PARIBAS REV REPO 5.340% 12/11/23 DD 12/08/23 | 65,200,000 | 65,200,000 | ||||||
BNP PARIBAS REV REPO 5.340% 12/20/23 DD 12/19/23 | 10,500,000 | 10,500,000 | ||||||
BNP PARIBAS REV REPO 5.350% 08/02/23 DD 08/01/23 | 13,900,000 | 13,900,000 | ||||||
BNP PARIBAS REV REPO 5.350% 08/30/23 DD 08/29/23 | 13,000,000 | 13,000,000 | ||||||
BNP PARIBAS REV REPO 5.350% 09/01/23 DD 08/31/23 | 12,400,000 | 12,400,000 | ||||||
BNP PARIBAS REV REPO 5.350% 09/05/23 DD 09/01/23 | 12,600,000 | 12,600,000 | ||||||
BNP PARIBAS REV REPO 5.350% 09/06/23 DD 09/05/23 | 11,900,000 | 11,900,000 | ||||||
BNP PARIBAS REV REPO 5.350% 09/11/23 DD 09/08/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.350% 09/20/23 DD 09/19/23 | 15,100,000 | 15,100,000 | ||||||
BNP PARIBAS REV REPO 5.350% 10/04/23 DD 10/03/23 | 81,000,000 | 81,000,000 | ||||||
BNP PARIBAS REV REPO 5.350% 10/05/23 DD 10/04/23 | 79,000,000 | 79,000,000 | ||||||
BNP PARIBAS REV REPO 5.350% 10/12/23 DD 10/11/23 | 72,300,000 | 72,300,000 | ||||||
BNP PARIBAS REV REPO 5.350% 10/13/23 DD 10/12/23 | 75,200,000 | 75,200,000 | ||||||
BNP PARIBAS REV REPO 5.350% 10/16/23 DD 10/13/23 | 74,100,000 | 74,100,000 | ||||||
BNP PARIBAS REV REPO 5.350% 10/17/23 DD 10/16/23 | 73,800,000 | 73,800,000 | ||||||
BNP PARIBAS REV REPO 5.350% 10/19/23 DD 10/18/23 | 12,100,000 | 12,100,000 | ||||||
BNP PARIBAS REV REPO 5.350% 11/02/23 DD 11/01/23 | 6,800,000 | 6,800,000 | ||||||
BNP PARIBAS REV REPO 5.350% 11/20/23 DD 11/17/23 | 65,500,000 | 65,500,000 | ||||||
BNP PARIBAS REV REPO 5.350% 11/22/23 DD 11/21/23 | 8,900,000 | 8,900,000 | ||||||
BNP PARIBAS REV REPO 5.350% 11/24/23 DD 11/22/23 | 9,000,000 | 9,000,000 | ||||||
BNP PARIBAS REV REPO 5.350% 11/28/23 DD 11/27/23 | 70,700,000 | 70,700,000 | ||||||
BNP PARIBAS REV REPO 5.350% 11/30/23 DD 11/29/23 | 67,900,000 | 67,900,000 | ||||||
BNP PARIBAS REV REPO 5.350% 12/08/23 DD 12/07/23 | 64,900,000 | 64,900,000 | ||||||
BNP PARIBAS REV REPO 5.350% 12/13/23 DD 12/12/23 | 11,500,000 | 11,500,000 | ||||||
BNP PARIBAS REV REPO 5.360% 08/01/23 DD 07/31/23 | 14,200,000 | 14,200,000 | ||||||
BNP PARIBAS REV REPO 5.360% 09/19/23 DD 09/18/23 | 13,600,000 | 13,600,000 | ||||||
BNP PARIBAS REV REPO 5.360% 09/26/23 DD 09/25/23 | 13,400,000 | 13,400,000 | ||||||
48
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 5.360% 10/02/23 DD 09/29/23 | 13,400,000 | – | ||||||
BNP PARIBAS REV REPO 5.360% 11/03/23 DD 11/02/23 | 10,400,000 | – | ||||||
BNP PARIBAS REV REPO 5.360% 12/27/23 DD 12/26/23 | 64,700,000 | 64,700,000 | ||||||
BNP PARIBAS REV REPO 5.370% 10/10/23 DD 10/06/23 | 11,700,000 | 11,700,000 | ||||||
BNP PARIBAS REV REPO 5.370% 10/18/23 DD 10/17/23 | 12,700,000 | 12,700,000 | ||||||
BNP PARIBAS REV REPO 5.370% 11/01/23 DD 10/31/23 | 10,300,000 | 10,300,000 | ||||||
BNP PARIBAS REV REPO 5.370% 11/08/23 DD 11/07/23 | 12,600,000 | 12,600,000 | ||||||
BNP PARIBAS REV REPO 5.370% 11/09/23 DD 11/08/23 | 10,400,000 | 10,400,000 | ||||||
BNP PARIBAS REV REPO 5.370% 11/10/23 DD 11/09/23 | 10,400,000 | 10,400,000 | ||||||
BNP PARIBAS REV REPO 5.370% 11/13/23 DD 11/10/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.370% 11/21/23 DD 11/20/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.370% 12/01/23 DD 11/30/23 | 69,500,000 | 69,500,000 | ||||||
BNP PARIBAS REV REPO 5.370% 12/26/23 DD 12/22/23 | 10,600,000 | – | ||||||
BNP PARIBAS REV REPO 5.380% 10/06/23 DD 10/05/23 | 78,900,000 | – | ||||||
BNP PARIBAS REV REPO 5.380% 10/11/23 DD 10/10/23 | 11,900,000 | – | ||||||
BNP PARIBAS REV REPO 5.380% 10/12/23 DD 10/11/23 | 13,400,000 | 13,400,000 | ||||||
BNP PARIBAS REV REPO 5.380% 10/13/23 DD 10/12/23 | 11,500,000 | – | ||||||
BNP PARIBAS REV REPO 5.380% 10/16/23 DD 10/13/23 | 12,300,000 | – | ||||||
BNP PARIBAS REV REPO 5.380% 10/18/23 DD 10/17/23 | 100,000 | – | ||||||
BNP PARIBAS REV REPO 5.380% 11/14/23 DD 11/13/23 | 12,000,000 | 12,000,000 | ||||||
BNP PARIBAS REV REPO 5.380% 12/04/23 DD 12/01/23 | 69,700,000 | 69,700,000 | ||||||
BNP PARIBAS REV REPO 5.380% 12/05/23 DD 12/04/23 | 68,500,000 | – | ||||||
BNP PARIBAS REV REPO 5.380% 12/06/23 DD 12/05/23 | 13,300,000 | 13,300,000 | ||||||
BNP PARIBAS REV REPO 5.380% 12/07/23 DD 12/06/23 | 64,400,000 | 64,400,000 | ||||||
BNP PARIBAS REV REPO 5.380% 12/12/23 DD 12/11/23 | 11,000,000 | 11,000,000 | ||||||
BNP PARIBAS REV REPO 5.380% 12/18/23 DD 12/15/23 | 10,000,000 | 10,000,000 | ||||||
BNP PARIBAS REV REPO 5.390% 09/27/23 DD 09/26/23 | 13,800,000 | 13,800,000 | ||||||
BNP PARIBAS REV REPO 5.390% 10/04/23 DD 10/03/23 | 11,500,000 | 11,500,000 | ||||||
BNP PARIBAS REV REPO 5.390% 11/02/23 DD 11/01/23 | 12,100,000 | 12,100,000 | ||||||
BNP PARIBAS REV REPO 5.390% 11/03/23 DD 11/02/23 | 12,400,000 | 12,400,000 | ||||||
BNP PARIBAS REV REPO 5.390% 11/06/23 DD 11/03/23 | 12,200,000 | 12,200,000 | ||||||
BNP PARIBAS REV REPO 5.390% 11/17/23 DD 11/16/23 | 11,600,000 | 11,600,000 | ||||||
BNP PARIBAS REV REPO 5.390% 11/20/23 DD 11/17/23 | 7,200,000 | 7,200,000 | ||||||
BNP PARIBAS REV REPO 5.390% 11/28/23 DD 11/27/23 | 9,600,000 | 9,600,000 | ||||||
BNP PARIBAS REV REPO 5.390% 11/29/23 DD 11/28/23 | 10,600,000 | 10,600,000 | ||||||
BNP PARIBAS REV REPO 5.400% 12/05/23 DD 12/04/23 | 8,200,000 | 8,200,000 | ||||||
BNP PARIBAS REV REPO 5.410% 12/07/23 DD 12/06/23 | 11,300,000 | 11,300,000 | ||||||
BNP PARIBAS REV REPO 5.410% 12/28/23 DD 12/27/23 | 100,000 | 100,000 | ||||||
BNP PARIBAS REV REPO 5.420% 12/01/23 DD 11/30/23 | 11,500,000 | 11,500,000 | ||||||
BNP PARIBAS REV REPO 5.420% 12/04/23 DD 12/01/23 | 10,700,000 | 10,700,000 | ||||||
BNP PARIBAS REV REPO 5.440% 12/27/23 DD 12/26/23 | 10,700,000 | 10,700,000 | ||||||
BNP PARIBAS REV REPO 5.450% 12/28/23 DD 12/27/23 | 10,800,000 | 10,800,000 | ||||||
BNP PARIBAS REV REPO 5.550% 12/29/23 DD 12/28/23 | 10,300,000 | 10,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.310% 02/02/23 DD 02/01/23 | 4,000,000 | 4,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.500% 03/13/23 DD 03/10/23 | 8,800,000 | 8,800,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.510% 02/08/23 DD 02/07/23 | 5,200,000 | 5,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.520% 02/14/23 DD 02/13/23 | 5,100,000 | 5,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.530% 02/17/23 DD 02/16/23 | 5,300,000 | 5,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.530% 03/10/23 DD 03/09/23 | 8,300,000 | 8,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.540% 02/07/23 DD 02/06/23 | 5,200,000 | 5,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.550% 03/01/23 DD 02/28/23 | 6,700,000 | 6,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.550% 03/21/23 DD 03/20/23 | 8,100,000 | 8,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.560% 02/16/23 DD 02/15/23 | 5,300,000 | 5,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.570% 03/17/23 DD 03/16/23 | 8,500,000 | 8,500,000 | ||||||
49
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 | ||||||
CITIGROUP GLOBAL REV REPO 4.580% 02/10/23 DD 02/09/23 | 5,700,000 | 5,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.590% 03/20/23 DD 03/17/23 | 8,700,000 | 8,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.600% 03/16/23 DD 03/15/23 | 8,500,000 | 8,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.790% 03/27/23 DD 03/24/23 | 7,600,000 | 7,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.790% 04/20/23 DD 04/19/23 | 7,800,000 | 7,800,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.800% 04/24/23 DD 04/21/23 | 7,900,000 | 7,900,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.800% 05/02/23 DD 05/01/23 | 8,600,000 | 8,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.810% 04/27/23 DD 04/26/23 | 7,900,000 | 7,900,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.810% 05/04/23 DD 05/03/23 | 8,200,000 | 8,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.820% 04/12/23 DD 04/11/23 | 6,600,000 | 6,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.840% 03/28/23 DD 03/27/23 | 7,700,000 | 7,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.840% 04/05/23 DD 04/04/23 | 7,200,000 | 7,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.840% 05/01/23 DD 04/28/23 | 8,200,000 | 8,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.850% 04/28/23 DD 04/27/23 | 7,700,000 | 7,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.860% 03/30/23 DD 03/29/23 | 7,000,000 | 7,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.860% 04/10/23 DD 04/06/23 | 6,700,000 | 6,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.860% 04/11/23 DD 04/10/23 | 6,600,000 | 6,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 4.880% 03/31/23 DD 03/30/23 | 7,300,000 | 7,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.020% 06/13/23 DD 06/12/23 | 7,600,000 | 7,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.020% 07/13/23 DD 07/12/23 | 6,100,000 | 6,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.030% 05/19/23 DD 05/18/23 | 9,400,000 | 9,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.030% 05/24/23 DD 05/23/23 | 9,600,000 | 9,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.030% 06/07/23 DD 06/06/23 | 7,900,000 | 7,900,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.030% 06/22/23 DD 06/21/23 | 7,300,000 | 7,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.030% 06/23/23 DD 06/22/23 | 7,300,000 | 7,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.030% 07/21/23 DD 07/20/23 | 6,400,000 | 6,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.040% 05/18/23 DD 05/17/23 | 9,500,000 | 9,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.040% 07/18/23 DD 07/17/23 | 6,000,000 | 6,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.050% 05/16/23 DD 05/15/23 | 9,400,000 | 9,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.050% 05/23/23 DD 05/22/23 | 9,700,000 | 9,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.050% 06/09/23 DD 06/08/23 | 7,600,000 | 7,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.050% 06/14/23 DD 06/13/23 | 7,500,000 | 7,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.050% 06/15/23 DD 06/14/23 | 7,400,000 | 7,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.060% 06/06/23 DD 06/05/23 | 7,900,000 | 7,900,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.060% 06/21/23 DD 06/20/23 | 7,400,000 | 7,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.060% 07/17/23 DD 07/14/23 | 6,200,000 | 6,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.070% 05/08/23 DD 05/05/23 | 8,100,000 | 8,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.070% 06/26/23 DD 06/23/23 | 7,300,000 | 7,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.070% 06/27/23 DD 06/26/23 | 7,200,000 | 7,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.080% 05/26/23 DD 05/25/23 | 7,800,000 | 7,800,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.080% 05/31/23 DD 05/30/23 | 7,400,000 | 7,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.080% 06/12/23 DD 06/09/23 | 7,700,000 | 7,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.090% 05/09/23 DD 05/08/23 | 9,200,000 | 9,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.090% 07/11/23 DD 07/10/23 | 6,300,000 | 6,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.100% 06/01/23 DD 05/31/23 | 7,500,000 | 7,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.100% 06/29/23 DD 06/28/23 | 7,100,000 | 7,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.110% 06/30/23 DD 06/29/23 | 7,100,000 | 7,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.120% 07/10/23 DD 07/07/23 | 1,900,000 | 1,900,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.150% 06/02/23 DD 06/01/23 | 7,600,000 | 7,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.250% 10/24/23 DD 10/23/23 | 7,400,000 | 7,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.280% 08/17/23 DD 08/16/23 | 7,600,000 | 7,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.280% 08/21/23 DD 08/18/23 | 7,500,000 | 7,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.280% 08/28/23 DD 08/25/23 | 8,100,000 | 8,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.280% 09/11/23 DD 09/08/23 | 8,100,000 | 8,100,000 | ||||||
50
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 | ||||||
CITIGROUP GLOBAL REV REPO 5.280% 09/12/23 DD 09/11/23 | 8,100,000 | 8,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.280% 09/13/23 DD 09/12/23 | 8,000,000 | 8,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.280% 09/15/23 DD 09/14/23 | 7,600,000 | 7,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.290% 08/24/23 DD 08/23/23 | 7,600,000 | 7,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.290% 08/30/23 DD 08/29/23 | 8,300,000 | 8,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.290% 09/20/23 DD 09/19/23 | 7,300,000 | 7,300,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.290% 10/25/23 DD 10/24/23 | 6,400,000 | 6,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.300% 11/21/23 DD 11/20/23 | 4,800,000 | 4,800,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.310% 08/31/23 DD 08/30/23 | 8,600,000 | 8,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.310% 09/07/23 DD 09/06/23 | 8,000,000 | 8,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.310% 09/08/23 DD 09/07/23 | 8,100,000 | 8,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.310% 09/14/23 DD 09/13/23 | 7,600,000 | 7,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.310% 11/13/23 DD 11/10/23 | 5,600,000 | 5,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.310% 12/11/23 DD 12/08/23 | 5,200,000 | 5,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.310% 12/12/23 DD 12/11/23 | 5,100,000 | 5,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.320% 09/06/23 DD 09/05/23 | 8,200,000 | 8,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.320% 10/30/23 DD 10/27/23 | 6,600,000 | 6,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.320% 11/15/23 DD 11/14/23 | 4,900,000 | 4,900,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.320% 11/24/23 DD 11/22/23 | 4,500,000 | 4,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.320% 12/08/23 DD 12/07/23 | 5,200,000 | 5,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.330% 09/26/23 DD 09/25/23 | 7,200,000 | 7,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.330% 12/13/23 DD 12/12/23 | 5,100,000 | 5,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.340% 08/14/23 DD 08/11/23 | 10,000,000 | 10,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.340% 08/29/23 DD 08/28/23 | 8,100,000 | 8,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.340% 10/10/23 DD 10/06/23 | 7,400,000 | 7,400,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.340% 11/01/23 DD 10/31/23 | 6,600,000 | 6,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.340% 11/27/23 DD 11/24/23 | 4,600,000 | 4,600,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 09/25/23 DD 09/22/23 | 7,100,000 | 7,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 10/11/23 DD 10/10/23 | 7,100,000 | 7,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 10/12/23 DD 10/11/23 | 7,100,000 | 7,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 10/13/23 DD 10/12/23 | 7,500,000 | 7,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 10/16/23 DD 10/13/23 | 7,500,000 | 7,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 10/31/23 DD 10/30/23 | 6,700,000 | 6,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 11/07/23 DD 11/06/23 | 5,500,000 | 5,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 11/14/23 DD 11/13/23 | 5,200,000 | 5,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 11/20/23 DD 11/17/23 | 5,000,000 | 5,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.350% 12/07/23 DD 12/06/23 | 5,000,000 | 5,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.360% 09/18/23 DD 09/15/23 | 7,700,000 | 7,700,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.360% 11/03/23 DD 11/02/23 | 5,500,000 | 5,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.360% 11/28/23 DD 11/27/23 | 5,100,000 | 5,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.370% 10/18/23 DD 10/17/23 | 7,500,000 | 7,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.370% 11/10/23 DD 11/09/23 | 5,500,000 | 5,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.380% 09/28/23 DD 09/27/23 | 7,100,000 | 7,100,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.380% 10/05/23 DD 10/04/23 | 7,200,000 | 7,200,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.380% 10/17/23 DD 10/16/23 | 7,500,000 | 7,500,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.390% 11/29/23 DD 11/28/23 | 5,000,000 | 5,000,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.390% 12/01/23 DD 11/30/23 | 4,900,000 | 4,900,000 | ||||||
CITIGROUP GLOBAL REV REPO 5.430% 12/04/23 DD 12/01/23 | 5,000,000 | 5,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.270% 01/24/23 DD 01/23/23 | 4,700,000 | 4,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.280% 01/23/23 DD 01/20/23 | 4,900,000 | 4,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.280% 01/30/23 DD 01/27/23 | 6,000,000 | 6,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.290% 01/04/23 DD 01/03/23 | 7,300,000 | 7,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.290% 01/11/23 DD 01/10/23 | 8,000,000 | 8,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.290% 01/12/23 DD 01/11/23 | 8,500,000 | 8,500,000 | ||||||
51
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 4.290% 01/17/23 DD 01/13/23 | 8,500,000 | 8,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.290% 01/20/23 DD 01/19/23 | 5,200,000 | 5,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.290% 01/26/23 DD 01/25/23 | 5,200,000 | 5,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.290% 01/27/23 DD 01/26/23 | 5,400,000 | 5,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.290% 01/31/23 DD 01/30/23 | 5,800,000 | 5,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.300% 01/05/23 DD 01/04/23 | 6,800,000 | 6,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.300% 01/09/23 DD 01/06/23 | 7,300,000 | 7,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.300% 01/19/23 DD 01/18/23 | 4,400,000 | 4,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.300% 01/25/23 DD 01/24/23 | 4,900,000 | 4,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.310% 01/18/23 DD 01/17/23 | 5,200,000 | 5,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.310% 02/01/23 DD 01/31/23 | 5,600,000 | 5,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.510% 02/24/23 DD 02/23/23 | 5,700,000 | 5,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.510% 03/08/23 DD 03/07/23 | 7,800,000 | 7,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.520% 02/27/23 DD 02/24/23 | 6,000,000 | 6,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.530% 02/06/23 DD 02/03/23 | 5,100,000 | 5,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.530% 02/21/23 DD 02/17/23 | 5,800,000 | 5,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.530% 02/23/23 DD 02/22/23 | 5,400,000 | 5,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.530% 03/03/23 DD 03/02/23 | 8,000,000 | 8,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.530% 03/07/23 DD 03/06/23 | 7,700,000 | 7,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.540% 02/09/23 DD 02/08/23 | 5,800,000 | 5,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.540% 02/15/23 DD 02/14/23 | 5,000,000 | 5,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.540% 03/14/23 DD 03/13/23 | 8,800,000 | 8,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.550% 02/03/23 DD 02/02/23 | 5,200,000 | 5,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.790% 03/24/23 DD 03/23/23 | 8,100,000 | 8,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.800% 04/25/23 DD 04/24/23 | 8,100,000 | 8,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.800% 04/26/23 DD 04/25/23 | 7,800,000 | 7,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.820% 05/03/23 DD 05/02/23 | 8,000,000 | 8,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.850% 04/04/23 DD 04/03/23 | 7,700,000 | 7,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 4.900% 03/29/23 DD 03/28/23 | 7,200,000 | 7,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.040% 05/12/23 DD 05/11/23 | 9,100,000 | 9,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.040% 05/22/23 DD 05/19/23 | 9,700,000 | 9,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.050% 07/24/23 DD 07/21/23 | 7,000,000 | 7,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.050% 07/25/23 DD 07/24/23 | 8,400,000 | 8,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.060% 05/25/23 DD 05/24/23 | 7,900,000 | 7,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.060% 06/20/23 DD 06/16/23 | 7,000,000 | 7,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.060% 07/20/23 DD 07/19/23 | 6,100,000 | 6,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.060% 07/26/23 DD 07/25/23 | 7,900,000 | 7,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.070% 05/10/23 DD 05/09/23 | 8,900,000 | 8,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.070% 06/16/23 DD 06/15/23 | 7,100,000 | 7,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.080% 05/05/23 DD 05/04/23 | 8,300,000 | 8,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.090% 07/06/23 DD 07/05/23 | 6,300,000 | 6,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.090% 07/07/23 DD 07/06/23 | 6,500,000 | 6,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.100% 07/05/23 DD 07/03/23 | 7,200,000 | 7,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.120% 05/30/23 DD 05/26/23 | 7,300,000 | 7,300,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.270% 08/09/23 DD 08/08/23 | 9,900,000 | 9,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.280% 08/08/23 DD 08/07/23 | 9,800,000 | 9,800,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.280% 08/10/23 DD 08/09/23 | 9,900,000 | 9,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.280% 08/23/23 DD 08/22/23 | 7,600,000 | 7,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.300% 08/15/23 DD 08/14/23 | 7,900,000 | 7,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.300% 10/20/23 DD 10/19/23 | 7,400,000 | 7,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.310% 08/02/23 DD 08/01/23 | 8,700,000 | 8,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.310% 08/03/23 DD 08/02/23 | 8,400,000 | 8,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.310% 08/16/23 DD 08/15/23 | 7,700,000 | 7,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.310% 09/21/23 DD 09/20/23 | 7,400,000 | 7,400,000 | ||||||
52
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 5.310% 09/22/23 DD 09/21/23 | 7,200,000 | 7,200,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.320% 08/01/23 DD 07/31/23 | 8,600,000 | 8,600,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.320% 10/19/23 DD 10/18/23 | 7,400,000 | 7,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.320% 10/26/23 DD 10/25/23 | 6,500,000 | 6,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.330% 09/19/23 DD 09/18/23 | 7,900,000 | 7,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.330% 09/29/23 DD 09/28/23 | 1,100,000 | 1,100,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.330% 10/27/23 DD 10/26/23 | 6,500,000 | 6,500,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.340% 11/09/23 DD 11/08/23 | 5,400,000 | 5,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.350% 10/06/23 DD 10/05/23 | 7,400,000 | 7,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.360% 09/27/23 DD 09/26/23 | 6,900,000 | 6,900,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.360% 11/17/23 DD 11/16/23 | 5,000,000 | 5,000,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.370% 11/06/23 DD 11/03/23 | 5,700,000 | 5,700,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.390% 12/06/23 DD 12/05/23 | 4,400,000 | 4,400,000 | ||||||
DEUTSCHE BANK FINL REV REPO 5.400% 12/05/23 DD 12/04/23 | 4,000,000 | 4,000,000 | ||||||
J P MORGAN CHASE REV REPO 4.560% 03/09/23 DD 03/08/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 4.560% 03/13/23 DD 03/10/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 4.570% 03/03/23 DD 03/02/23 | 800,000 | 800,000 | ||||||
J P MORGAN CHASE REV REPO 4.580% 03/22/23 DD 03/21/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 4.590% 03/15/23 DD 03/14/23 | 8,300,000 | 8,300,000 | ||||||
J P MORGAN CHASE REV REPO 4.590% 03/21/23 DD 03/20/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 4.790% 04/21/23 DD 04/20/23 | 7,800,000 | 7,800,000 | ||||||
J P MORGAN CHASE REV REPO 4.820% 04/14/23 DD 04/13/23 | 21,500,000 | 21,500,000 | ||||||
J P MORGAN CHASE REV REPO 4.830% 04/25/23 DD 04/24/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 4.840% 04/20/23 DD 04/19/23 | 98,000,000 | 98,000,000 | ||||||
J P MORGAN CHASE REV REPO 4.870% 04/06/23 DD 04/05/23 | 7,200,000 | 7,200,000 | ||||||
J P MORGAN CHASE REV REPO 4.870% 05/04/23 DD 05/03/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 4.900% 04/05/23 DD 04/04/23 | 85,500,000 | 85,500,000 | ||||||
J P MORGAN CHASE REV REPO 5.090% 05/17/23 DD 05/16/23 | 9,500,000 | 9,500,000 | ||||||
J P MORGAN CHASE REV REPO 5.090% 06/12/23 DD 06/09/23 | 300,000 | 300,000 | ||||||
J P MORGAN CHASE REV REPO 5.090% 07/17/23 DD 07/14/23 | 13,100,000 | 13,100,000 | ||||||
J P MORGAN CHASE REV REPO 5.090% 07/19/23 DD 07/18/23 | 6,100,000 | 6,100,000 | ||||||
J P MORGAN CHASE REV REPO 5.100% 05/12/23 DD 05/11/23 | 200,000 | 200,000 | ||||||
J P MORGAN CHASE REV REPO 5.100% 05/16/23 DD 05/15/23 | 12,800,000 | 12,800,000 | ||||||
J P MORGAN CHASE REV REPO 5.100% 06/08/23 DD 06/07/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.110% 05/11/23 DD 05/10/23 | 12,300,000 | 12,300,000 | ||||||
J P MORGAN CHASE REV REPO 5.120% 05/09/23 DD 05/08/23 | 13,300,000 | 13,300,000 | ||||||
J P MORGAN CHASE REV REPO 5.120% 05/10/23 DD 05/09/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.120% 05/26/23 DD 05/25/23 | 34,200,000 | 34,200,000 | ||||||
J P MORGAN CHASE REV REPO 5.120% 06/07/23 DD 06/06/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.120% 07/10/23 DD 07/07/23 | 4,600,000 | 4,600,000 | ||||||
J P MORGAN CHASE REV REPO 5.120% 07/11/23 DD 07/10/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.130% 06/06/23 DD 06/05/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.140% 07/06/23 DD 07/05/23 | 75,000,000 | 75,000,000 | ||||||
J P MORGAN CHASE REV REPO 5.160% 07/03/23 DD 06/30/23 | 7,200,000 | 7,200,000 | ||||||
J P MORGAN CHASE REV REPO 5.170% 06/02/23 DD 06/01/23 | 74,100,000 | 74,100,000 | ||||||
J P MORGAN CHASE REV REPO 5.310% 08/21/23 DD 08/18/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.310% 10/24/23 DD 10/23/23 | 10,700,000 | 10,700,000 | ||||||
J P MORGAN CHASE REV REPO 5.320% 10/23/23 DD 10/20/23 | 7,200,000 | 7,200,000 | ||||||
J P MORGAN CHASE REV REPO 5.340% 08/28/23 DD 08/25/23 | 12,700,000 | 12,700,000 | ||||||
J P MORGAN CHASE REV REPO 5.340% 09/14/23 DD 09/13/23 | 51,400,000 | 51,400,000 | ||||||
J P MORGAN CHASE REV REPO 5.340% 12/14/23 DD 12/13/23 | 8,400,000 | 8,400,000 | ||||||
J P MORGAN CHASE REV REPO 5.350% 08/01/23 DD 07/31/23 | 81,500,000 | 81,500,000 | ||||||
J P MORGAN CHASE REV REPO 5.350% 08/02/23 DD 08/01/23 | 81,700,000 | 81,700,000 | ||||||
J P MORGAN CHASE REV REPO 5.350% 09/01/23 DD 08/31/23 | 75,300,000 | 75,300,000 | ||||||
53
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 | ||||||
J P MORGAN CHASE REV REPO 5.350% 09/05/23 DD 09/01/23 | 8,400,000 | 8,400,000 | ||||||
J P MORGAN CHASE REV REPO 5.350% 10/27/23 DD 10/26/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.350% 11/22/23 DD 11/21/23 | 4,600,000 | 4,600,000 | ||||||
J P MORGAN CHASE REV REPO 5.350% 12/15/23 DD 12/14/23 | 63,300,000 | 63,300,000 | ||||||
J P MORGAN CHASE REV REPO 5.360% 12/26/23 DD 12/22/23 | 65,100,000 | 65,100,000 | ||||||
J P MORGAN CHASE REV REPO 5.370% 11/08/23 DD 11/07/23 | 5,600,000 | 5,600,000 | ||||||
J P MORGAN CHASE REV REPO 5.370% 11/13/23 DD 11/10/23 | 69,900,000 | 69,900,000 | ||||||
J P MORGAN CHASE REV REPO 5.370% 12/11/23 DD 12/08/23 | 8,900,000 | 8,900,000 | ||||||
J P MORGAN CHASE REV REPO 5.380% 09/29/23 DD 09/28/23 | 5,600,000 | 5,600,000 | ||||||
J P MORGAN CHASE REV REPO 5.380% 11/15/23 DD 11/14/23 | 11,700,000 | 11,700,000 | ||||||
J P MORGAN CHASE REV REPO 5.380% 11/16/23 DD 11/15/23 | 76,800,000 | 76,800,000 | ||||||
J P MORGAN CHASE REV REPO 5.380% 12/08/23 DD 12/07/23 | 7,800,000 | 7,800,000 | ||||||
J P MORGAN CHASE REV REPO 5.390% 10/04/23 DD 10/03/23 | 7,700,000 | 7,700,000 | ||||||
J P MORGAN CHASE REV REPO 5.390% 10/16/23 DD 10/13/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.390% 11/20/23 DD 11/17/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.390% 11/28/23 DD 11/27/23 | 100,000 | 100,000 | ||||||
J P MORGAN CHASE REV REPO 5.390% 11/30/23 DD 11/29/23 | 4,400,000 | 4,400,000 | ||||||
J P MORGAN CHASE REV REPO 5.400% 11/29/23 DD 11/28/23 | 68,800,000 | 68,800,000 | ||||||
J P MORGAN CHASE REV REPO 5.420% 12/07/23 DD 12/06/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 4.550% 03/21/23 DD 03/20/23 | 10,900,000 | 10,900,000 | ||||||
MERRILL LYNCH REV REPO 4.570% 02/16/23 DD 02/15/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 4.570% 02/22/23 DD 02/21/23 | 84,700,000 | 84,700,000 | ||||||
MERRILL LYNCH REV REPO 4.570% 03/07/23 DD 03/06/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 4.570% 03/14/23 DD 03/13/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 4.590% 02/17/23 DD 02/16/23 | 88,500,000 | 88,500,000 | ||||||
MERRILL LYNCH REV REPO 4.640% 03/17/23 DD 03/16/23 | 84,300,000 | 84,300,000 | ||||||
MERRILL LYNCH REV REPO 4.650% 03/16/23 DD 03/15/23 | 12,600,000 | 12,600,000 | ||||||
MERRILL LYNCH REV REPO 4.820% 04/13/23 DD 04/12/23 | 86,100,000 | 86,100,000 | ||||||
MERRILL LYNCH REV REPO 4.820% 04/18/23 DD 04/17/23 | 15,000,000 | 15,000,000 | ||||||
MERRILL LYNCH REV REPO 4.830% 03/24/23 DD 03/23/23 | 80,800,000 | 80,800,000 | ||||||
MERRILL LYNCH REV REPO 4.830% 04/12/23 DD 04/11/23 | 14,000,000 | 14,000,000 | ||||||
MERRILL LYNCH REV REPO 4.840% 04/28/23 DD 04/27/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 4.870% 04/10/23 DD 04/06/23 | 87,300,000 | 87,300,000 | ||||||
MERRILL LYNCH REV REPO 5.060% 06/12/23 DD 06/09/23 | 12,400,000 | 12,400,000 | ||||||
MERRILL LYNCH REV REPO 5.070% 06/08/23 DD 06/07/23 | 12,300,000 | 12,300,000 | ||||||
MERRILL LYNCH REV REPO 5.070% 06/23/23 DD 06/22/23 | 12,800,000 | 12,800,000 | ||||||
MERRILL LYNCH REV REPO 5.080% 05/15/23 DD 05/12/23 | 11,000,000 | 11,000,000 | ||||||
MERRILL LYNCH REV REPO 5.080% 05/23/23 DD 05/22/23 | 77,700,000 | 77,700,000 | ||||||
MERRILL LYNCH REV REPO 5.090% 07/25/23 DD 07/24/23 | 78,300,000 | 78,300,000 | ||||||
MERRILL LYNCH REV REPO 5.100% 07/18/23 DD 07/17/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.110% 05/17/23 DD 05/16/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.120% 05/10/23 DD 05/09/23 | 77,100,000 | 77,100,000 | ||||||
MERRILL LYNCH REV REPO 5.120% 05/31/23 DD 05/30/23 | 22,100,000 | 22,100,000 | ||||||
MERRILL LYNCH REV REPO 5.130% 07/06/23 DD 07/05/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.140% 06/01/23 DD 05/31/23 | 9,500,000 | 9,500,000 | ||||||
MERRILL LYNCH REV REPO 5.170% 07/03/23 DD 06/30/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.180% 06/05/23 DD 06/02/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.280% 08/21/23 DD 08/18/23 | 9,200,000 | 9,200,000 | ||||||
MERRILL LYNCH REV REPO 5.300% 08/14/23 DD 08/11/23 | 13,200,000 | 13,200,000 | ||||||
MERRILL LYNCH REV REPO 5.310% 08/21/23 DD 08/18/23 | 81,600,000 | 81,600,000 | ||||||
MERRILL LYNCH REV REPO 5.310% 08/23/23 DD 08/22/23 | 77,700,000 | 77,700,000 | ||||||
MERRILL LYNCH REV REPO 5.320% 08/16/23 DD 08/15/23 | 12,800,000 | 12,800,000 | ||||||
MERRILL LYNCH REV REPO 5.320% 10/24/23 DD 10/23/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.320% 10/25/23 DD 10/24/23 | 100,000 | 100,000 | ||||||
54
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 5.330% 08/29/23 DD 08/28/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.340% 08/16/23 DD 08/15/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.350% 09/05/23 DD 09/01/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.350% 10/03/23 DD 10/02/23 | 12,900,000 | 12,900,000 | ||||||
MERRILL LYNCH REV REPO 5.350% 11/07/23 DD 11/06/23 | 13,100,000 | 13,100,000 | ||||||
MERRILL LYNCH REV REPO 5.370% 11/08/23 DD 11/07/23 | 74,100,000 | 74,100,000 | ||||||
MERRILL LYNCH REV REPO 5.380% 10/17/23 DD 10/16/23 | 11,300,000 | 11,300,000 | ||||||
MERRILL LYNCH REV REPO 5.380% 11/15/23 DD 11/14/23 | 100,000 | 100,000 | ||||||
MERRILL LYNCH REV REPO 5.390% 11/06/23 DD 11/03/23 | 72,500,000 | 72,500,000 | ||||||
MERRILL LYNCH REV REPO 5.390% 11/30/23 DD 11/29/23 | 100,000 | 100,000 | ||||||
SCOTIABANK INC REV REPO 4.280% 01/13/23 DD 01/12/23 | 8,700,000 | 8,700,000 | ||||||
SCOTIABANK INC REV REPO 4.500% 02/28/23 DD 02/27/23 | 6,300,000 | 6,300,000 | ||||||
SCOTIABANK INC REV REPO 4.510% 03/06/23 DD 03/03/23 | 7,900,000 | 7,900,000 | ||||||
SCOTIABANK INC REV REPO 4.520% 02/13/23 DD 02/10/23 | 5,700,000 | 5,700,000 | ||||||
SCOTIABANK INC REV REPO 5.300% 08/11/23 DD 08/10/23 | 10,000,000 | 10,000,000 | ||||||
SCOTIABANK INC REV REPO 5.340% 10/02/23 DD 09/29/23 | 6,700,000 | 6,700,000 | ||||||
SCOTIABANK INC REV REPO 5.350% 10/03/23 DD 10/02/23 | 7,700,000 | 7,700,000 | ||||||
SOCIETE GENERALE REV REPO 4.280% 01/24/23 DD 01/23/23 | 104,400,000 | 104,400,000 | ||||||
SOCIETE GENERALE REV REPO 4.300% 01/10/23 DD 01/09/23 | 95,600,000 | 95,600,000 | ||||||
SOCIETE GENERALE REV REPO 4.300% 01/11/23 DD 01/10/23 | 96,200,000 | 96,200,000 | ||||||
SOCIETE GENERALE REV REPO 4.300% 01/12/23 DD 01/11/23 | 97,900,000 | 97,900,000 | ||||||
SOCIETE GENERALE REV REPO 4.300% 01/26/23 DD 01/25/23 | 104,700,000 | 104,700,000 | ||||||
SOCIETE GENERALE REV REPO 4.300% 01/27/23 DD 01/26/23 | 99,900,000 | 99,900,000 | ||||||
SOCIETE GENERALE REV REPO 4.310% 01/05/23 DD 01/04/23 | 98,800,000 | 98,800,000 | ||||||
SOCIETE GENERALE REV REPO 4.520% 03/03/23 DD 03/02/23 | 16,000,000 | 16,000,000 | ||||||
SOCIETE GENERALE REV REPO 4.540% 02/14/23 DD 02/13/23 | 102,600,000 | 102,600,000 | ||||||
SOCIETE GENERALE REV REPO 4.550% 02/13/23 DD 02/10/23 | 15,000,000 | 15,000,000 | ||||||
SOCIETE GENERALE REV REPO 4.790% 04/27/23 DD 04/26/23 | 22,100,000 | 22,100,000 | ||||||
SOCIETE GENERALE REV REPO 4.800% 04/26/23 DD 04/25/23 | 15,000,000 | 15,000,000 | ||||||
SOCIETE GENERALE REV REPO 5.010% 05/12/23 DD 05/11/23 | 14,200,000 | 14,200,000 | ||||||
SOCIETE GENERALE REV REPO 5.050% 06/07/23 DD 06/06/23 | 13,400,000 | 13,400,000 | ||||||
SOCIETE GENERALE REV REPO 5.100% 05/26/23 DD 05/25/23 | 13,200,000 | 13,200,000 | ||||||
SOCIETE GENERALE REV REPO 5.320% 07/31/23 DD 07/28/23 | 96,800,000 | 96,800,000 | ||||||
SOCIETE GENERALE REV REPO 5.360% 11/30/23 DD 11/29/23 | 11,300,000 | 11,300,000 | ||||||
TORONTO DOMINION REV REPO 4.330% 01/31/23 DD 01/30/23 | 102,700,000 | 102,700,000 | ||||||
TORONTO DOMINION REV REPO 4.580% 02/10/23 DD 02/09/23 | 14,800,000 | 14,800,000 | ||||||
TORONTO DOMINION REV REPO 4.580% 03/02/23 DD 03/01/23 | 14,300,000 | 14,300,000 | ||||||
TORONTO DOMINION REV REPO 4.580% 03/14/23 DD 03/13/23 | 14,400,000 | 14,400,000 | ||||||
TORONTO DOMINION REV REPO 4.830% 03/24/23 DD 03/23/23 | 14,000,000 | 14,000,000 | ||||||
TORONTO DOMINION REV REPO 4.850% 03/27/23 DD 03/24/23 | 13,300,000 | 13,300,000 | ||||||
TORONTO DOMINION REV REPO 4.870% 05/04/23 DD 05/03/23 | 7,900,000 | 7,900,000 | ||||||
TORONTO DOMINION REV REPO 5.080% 07/25/23 DD 07/24/23 | 100,000 | 100,000 | ||||||
TORONTO DOMINION REV REPO 5.090% 06/07/23 DD 06/06/23 | 200,000 | 200,000 | ||||||
TORONTO DOMINION REV REPO 5.100% 06/26/23 DD 06/23/23 | 10,700,000 | 10,700,000 | ||||||
TORONTO DOMINION REV REPO 5.120% 06/06/23 DD 06/05/23 | 700,000 | 700,000 | ||||||
TORONTO DOMINION REV REPO 5.340% 09/22/23 DD 09/21/23 | 12,400,000 | 12,400,000 | ||||||
TORONTO DOMINION REV REPO 5.340% 10/26/23 DD 10/25/23 | 11,000,000 | 11,000,000 | ||||||
TORONTO DOMINION REV REPO 5.350% 10/27/23 DD 10/26/23 | 12,500,000 | 12,500,000 | ||||||
TORONTO DOMINION REV REPO 5.350% 10/30/23 DD 10/27/23 | 11,200,000 | 11,200,000 | ||||||
TORONTO DOMINION REV REPO 5.360% 09/18/23 DD 09/15/23 | 13,800,000 | 13,800,000 | ||||||
TORONTO DOMINION REV REPO 5.370% 09/29/23 DD 09/28/23 | 14,400,000 | 14,400,000 | ||||||
Total Securities Purchased Under Agreements to Resell | $ | 24,340,400,000 | ||||||
55
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 | ||||||
Fixed Income Securities | ||||||||
BANCO SANTANDER SA | 147,339 | $ | 544,537 | |||||
GOVERNMENT OF CANADA 1.500% 01-JUN-2031 BD SER M276 | 711,000 | 464,573 | ||||||
GOVERNMENT OF CANADA 1.750% 01-DEC-2053 BD SER M680 | 690,000 | 366,040 | ||||||
GOVERNMENT OF CANADA 2.000% 01-JUN-2032 SER N597 | 100,000 | 65,014 | ||||||
GOVERNMENT OF CANADA 2.750% 01-JUN-2033 SER Q236 | 570,000 | 408,687 | ||||||
IRS. R MYR-KLIBOR 3M P 3.5% 2028 MAR 15 | 5,657,000 | 14,979 | ||||||
IRS. R MYR-KLIBOR 3M P 3.5% 2028 SEP 20 | 6,160,000 | 2,940 | ||||||
IRS. R MYR-KLIBOR 3M P 3.5% 2033 MAR 15 | 2,880,000 | 14,144 | ||||||
IRS. R MYR-KLIBOR 3M VAR RT 2033 SEP 20 | 3,050,000 | 3,485 | ||||||
IRS._R MYR-KLIBOR 3M 3.500% 2028 SEP 20 | 6,160,000 | – | ||||||
IRS._R MYR-KLIBOR 3M P 3.5% 2028 MAR 15 | 5,657,000 | – | ||||||
IRS._R MYR-KLIBOR 3M P 3.5% 2033 MAR 15 | 2,880,000 | – | ||||||
IRS._R MYR-KLIBOR 3M P 3.75% 2033 SEP 20 | 3,050,000 | – | ||||||
NORTHERN TERRITORY TREASU REGS 2.000% 04/21/31 | 200,000 | 109,270 | ||||||
TESCO PROPERTY FINANCE 6 REGS 5.411% 07/13/44 | – | (5,593 | ) | |||||
VIRGIN MEDIA SECURED FINA REGS 5.000% 04/15/27 | 100,000 | 105,535 | ||||||
Total Fixed Income Securities | $ | 2,093,611 | ||||||
Common Stock | ||||||||
AP MOLLER - MAERSK A/S | 67 | $ | 122,828 | |||||
CAPITALAND ASCOTT TRUST | 12,645 | 10,064 | ||||||
CRH PLC | 2,880 | 162,407 | ||||||
DNB BANK ASA | 18,148 | 328,716 | ||||||
INTERNATIONAL CONSOLIDATED AIR | 284,932 | 572,886 | ||||||
JD SPORTS FASHION PLC | 419,305 | 809,789 | ||||||
KYUSHU ELECTRIC POWER CO INC | 71,000 | 452,931 | ||||||
MINEBEA MITSUMI INC | 21,000 | 349,432 | ||||||
MTU AERO ENGINES AG | 1,234 | 258,336 | ||||||
NEWCREST MINING LTD | 4,958 | 88,217 | ||||||
NORDEA BANK ABP | 21,626 | 255,266 | ||||||
SANDOZ GROUP AG | 8,233 | 245,192 | ||||||
TAYLOR WIMPEY PLC | 436,541 | 614,387 | ||||||
WHITBREAD PLC | 17,553 | 733,390 | ||||||
Total Common Stock | $ | 5,003,841 | ||||||
Derivatives | ||||||||
ALUMINUM HG FUTURE (LME) EXP JAN 23 | 15 | $ | (56,055 | ) | ||||
ALUMINUM HG FUTURE (LME) EXP JAN 24 | 18 | (111 | ) | |||||
AT&T INC VAR RT 12/31/49 | – | 8,976 | ||||||
AUST 10Y BOND FUT (SFE) EXP SEP 23 | 16 | 12,630 | ||||||
AUSTRALIAN 10YR BOND FUT (SFE) EXP DEC 23 | 17 | 18,628 | ||||||
AUSTRALIAN 10YR BOND FUT (SFE) EXP JUN 23 | 12 | 21,489 | ||||||
BRENT CRUDE FUTURE (ICE) EXP AUG 23 | 14 | (51,910 | ) | |||||
BRENT CRUDE FUTURE (ICE) EXP JAN 24 | 6 | (33,751 | ) | |||||
BRENT CRUDE FUTURE (ICE) EXP NOV 23 | 18 | 113,220 | ||||||
BRENT CRUDE OIL (ICE) EXP OCT 23 | 22 | 20,792 | ||||||
BRENT CRUDE OIL FUT (ICE) EXP JUL 23 | 33 | (173,716 | ) | |||||
BRENT CRUDE OIL FUTURE (ICE) EXP FEB 24 | 4 | (19,025 | ) | |||||
BRT/DUBAI 1ST LN FUT (ICE) EXP DEC 22 | 15 | (1,920 | ) | |||||
BRT/DUBAI 1ST LN FUT (ICE) EXP MAR 23 | 13 | 21,638 | ||||||
CAL CARB ALLOW V2023 (IFE) CALL DEC 23 040.000 ED 12/15/23 | 5 | (117 | ) | |||||
CAN 10YR BOND FUTURE (MSE) EXP DEC 23 | 1 | (733 | ) | |||||
CAN 10YR BOND FUTURE (MSE) EXP JUN 23 | 10 | 30,472 | ||||||
56
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 23 | 1 | (3,497 | ) | |||||
CCP OIS R SOFR P 3.42000% PUT FEB 23 003.420 ED 02/13/23 | 100,000 | (25 | ) | |||||
CCP OIS R SOFR P 3.66000% PUT FEB 23 003.660 ED 02/13/23 | 100,000 | (7 | ) | |||||
CCP_CDX. BP UL ITRAXX EUROPE S PAY 100BPS 2033 JUN 20 | 1,900,000 | 18,125 | ||||||
CCP_CDX. SP UL ITRAXX-EUROPES3 REC 100BPS 2027 DEC 20 | 900,000 | 1,733 | ||||||
CCP_CDX._BP UL ITRAXX EUROPE S PAY 100BPS 2033 JUN 20 | 1,900,000 | – | ||||||
CCP_CDX._SP UL ITRAXX-EUROPES3 REC 100BPS 2027 DEC 20 | 900,000 | – | ||||||
CCP_IRS. P AUD-BBR-BBSW 6M CME REC 4.75% 2033 DEC 20 | 5,500,000 | – | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.0% 2028 SEP 20 | 7,800,000 | – | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.0% 2033 SEP 20 | 8,400,000 | – | ||||||
CCP_IRS. P EUR-EURIBOR-REUTERS REC 3.5% 2025 SEP 20 | 3,500,000 | – | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 3.5% 2033 SEP 20 | 4,800,000 | – | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 4.0% 2025 SEP 20 | 300,000 | – | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 3.25% 2053 SEP 20 | 100,000 | – | ||||||
CCP_IRS. P GBP-SONIA-COMPOUND REC 3.75% 2028 SEP 20 | 800,000 | – | ||||||
CCP_IRS. P KRW-CD 91D 3M CME REC 3.0% 2028 MAR 15 | 318,650,000 | – | ||||||
CCP_IRS. P KRW-CD 91D 3M CME REC 3.5% 2028 MAR 15 | 1,497,554,000 | 14,918 | ||||||
CCP_IRS. P KRW-CD 91D 3M CME REC 3.5% 2028 SEP 20 | 4,375,200,000 | 61,264 | ||||||
CCP_IRS. P KRW-CD-KSDA-BLOOMBE REC 3.25% 2028 MAR 15 | 7,782,255,000 | 21,660 | ||||||
CCP_IRS. P KRW-CD-KSDA-BLOOMBE REC 3.25% 2033 MAR 15 | 549,435,000 | – | ||||||
CCP_IRS. P SGD-SORA-COMPOUND C REC 3.5% 2028 MAR 15 | 352,000 | 1,623 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.0% 2033 JUN 21 | 200,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.1% 2032 NOV 15 | 1,700,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.2% 2053 OCT 05 | 100,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.3% 2027 MAY 31 | 1,600,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.4% 2027 MAY 31 | 1,200,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.4% 2033 FEB 23 | 200,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.8% 2028 SEP 05 | 800,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.16% 2053 OCT 03 | 100,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.24% 2053 OCT 03 | 100,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.25% 2028 JUN 21 | 500,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.25% 2053 DEC 20 | 400,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.29% 2053 OCT 10 | 100,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.31% 2027 MAY 31 | 900,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.35% 2027 MAY 31 | 800,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.36% 2027 MAY 31 | 100,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.37% 2033 MAR 01 | 400,000 | 4,981 | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.37% 2053 JUL 12 | 100,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.43% 2033 FEB 27 | 400,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.65% 2033 JUL 10 | 100,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.75% 2028 OCT 03 | 400,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.76% 2033 AUG 23 | 100,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.81% 2028 OCT 05 | 400,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.85% 2028 OCT 03 | 400,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 3.95% 2033 SEP 13 | 600,000 | – | ||||||
CCP_IRS. P USD-SOFR-COMPOUND C REC 4.05% 2028 OCT 10 | 400,000 | 2,018 | ||||||
CCP_IRS. R CNY-CNREPOFIX=CFXS- PAY 2.5% 2027 DEC 21 | 105,400,000 | 42,721 | ||||||
CCP_IRS. R CNY-CNREPOFIX=CFXS- PAY 2.5% 2028 SEP 20 | 58,720,000 | – | ||||||
CCP_IRS. R CNY-CNREPOFIX=CFXS- PAY 3.0% 2028 MAR 15 | 5,600,000 | – | ||||||
CCP_IRS. R CNY-FIXING REPO RAT PAY 2.75% 2028 JUN 21 | 7,300,000 | – | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 2.5% 2053 SEP 20 | 2,700,000 | 188,772 | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 3.5% 2026 MAR 20 | 5,100,000 | – | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 3.25% 2033 NOV 06 | 100,000 | – | ||||||
CCP_IRS. R EUR-EURIBOR-REUTERS PAY 3.27% 2028 NOV 08 | 100,000 | – | ||||||
57
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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. R KRW-CD-KSDA-BLOOMBE PAY 3.25% 2033 SEP 20 | 568,720,000 | 5,903 | ||||||
CCP_IRS. R SGD-SORA-COMPOUND C PAY 3.25% 2028 SEP 20 | 700,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.0% 2033 JUN 21 | 3,060,000 | 151,771 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.1% 2032 NOV 15 | 1,800,000 | 48,126 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.5% 2033 DEC 20 | 600,000 | – | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.44% 2038 OCT 03 | 300,000 | 28,497 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.49% 2038 OCT 05 | 300,000 | 27,471 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.53% 2038 OCT 03 | 300,000 | 26,540 | ||||||
CCP_IRS. R USD-SOFR-COMPOUND C PAY 3.64% 2038 OCT 10 | 300,000 | 22,329 | ||||||
CCP_IRS._P AUD-BBR-BBSW 6M CME REC 4.75% 2033 DEC 20 | 5,500,000 | – | ||||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.0% 2028 SEP 20 | 7,800,000 | (90,676 | ) | |||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.0% 2033 SEP 20 | 8,400,000 | (131,640 | ) | |||||
CCP_IRS._P EUR-EURIBOR-REUTERS REC 3.5% 2025 SEP 20 | 3,500,000 | (16,242 | ) | |||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 3.5% 2033 SEP 20 | 4,800,000 | (385,994 | ) | |||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 4.0% 2025 SEP 20 | 300,000 | (9,304 | ) | |||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 3.25% 2053 SEP 20 | 100,000 | (17,032 | ) | |||||
CCP_IRS._P GBP-SONIA-COMPOUND REC 3.75% 2028 SEP 20 | 800,000 | (40,507 | ) | |||||
CCP_IRS._P KRW-CD 91D 3M CME REC 3.0% 2028 MAR 15 | 318,650,000 | (977 | ) | |||||
CCP_IRS._P KRW-CD 91D 3M CME REC 3.5% 2028 MAR 15 | 1,497,554,000 | – | ||||||
CCP_IRS._P KRW-CD 91D 3M CME REC 3.5% 2028 SEP 20 | 4,375,200,000 | – | ||||||
CCP_IRS._P KRW-CD-KSDA-BLOOMBE REC 3.25% 2028 MAR 15 | 7,782,255,000 | (53,805 | ) | |||||
CCP_IRS._P KRW-CD-KSDA-BLOOMBE REC 3.25% 2033 MAR 15 | 549,435,000 | (5,377 | ) | |||||
CCP_IRS._P SGD-SORA-COMPOUND C REC 3.5% 2028 MAR 15 | 352,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.0% 2033 JUN 21 | 200,000 | (4,180 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.1% 2032 NOV 15 | 1,700,000 | (46,015 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.2% 2053 OCT 05 | 100,000 | (5,593 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.3% 2027 MAY 31 | 1,600,000 | (25,924 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.4% 2027 MAY 31 | 1,200,000 | (14,739 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.4% 2033 FEB 23 | 200,000 | (633 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.8% 2028 SEP 05 | 800,000 | (15,351 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.16% 2053 OCT 03 | 100,000 | (5,736 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.24% 2053 OCT 03 | 100,000 | (18,559 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.25% 2028 JUN 21 | 500,000 | (6,644 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.25% 2053 DEC 20 | 400,000 | (17,636 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.29% 2053 OCT 10 | 100,000 | (17,722 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.31% 2027 MAY 31 | 900,000 | (14,090 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.35% 2027 MAY 31 | 800,000 | (11,485 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.36% 2027 MAY 31 | 100,000 | (1,381 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.37% 2033 MAR 01 | 400,000 | – | ||||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.37% 2053 JUL 12 | 100,000 | (16,462 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.43% 2033 FEB 27 | 400,000 | (278 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.65% 2033 JUL 10 | 100,000 | (76 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.75% 2028 OCT 03 | 400,000 | (3,427 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.76% 2033 AUG 23 | 100,000 | (414 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.81% 2028 OCT 05 | 400,000 | (2,358 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.85% 2028 OCT 03 | 400,000 | (1,687 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 3.95% 2033 SEP 13 | 600,000 | (22,761 | ) | |||||
CCP_IRS._P USD-SOFR-COMPOUND C REC 4.05% 2028 OCT 10 | 400,000 | – | ||||||
CCP_IRS._R CNY-CNREPOFIX=CFXS- PAY 2.5% 2027 DEC 21 | 105,400,000 | (30,633 | ) | |||||
CCP_IRS._R CNY-CNREPOFIX=CFXS- PAY 2.5% 2028 SEP 20 | 58,720,000 | (15,792 | ) | |||||
CCP_IRS._R CNY-CNREPOFIX=CFXS- PAY 3.0% 2028 MAR 15 | 5,600,000 | (18,301 | ) | |||||
CCP_IRS._R CNY-FIXING REPO RAT PAY 2.75% 2028 JUN 21 | 7,300,000 | (13,545 | ) | |||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 2.5% 2053 SEP 20 | 2,700,000 | – | ||||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 3.5% 2026 MAR 20 | 5,100,000 | (16,551 | ) | |||||
58
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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._R EUR-EURIBOR-REUTERS PAY 3.25% 2033 NOV 06 | 100,000 | (1,456 | ) | |||||
CCP_IRS._R EUR-EURIBOR-REUTERS PAY 3.27% 2028 NOV 08 | 100,000 | (860 | ) | |||||
CCP_IRS._R KRW-CD-KSDA-BLOOMBE PAY 3.25% 2033 SEP 20 | 568,720,000 | – | ||||||
CCP_IRS._R SGD-SORA-COMPOUND C PAY 3.25% 2028 SEP 20 | 700,000 | (13,484 | ) | |||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.0% 2033 JUN 21 | 3,060,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.1% 2032 NOV 15 | 1,800,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.5% 2033 DEC 20 | 600,000 | (5,512 | ) | |||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.44% 2038 OCT 03 | 300,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.49% 2038 OCT 05 | 300,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.53% 2038 OCT 03 | 300,000 | – | ||||||
CCP_IRS._R USD-SOFR-COMPOUND C PAY 3.64% 2038 OCT 10 | 300,000 | – | ||||||
CCP_OIS. P INR-FBIL-MIBOR-OIS- REC 6.5% 2028 MAR 15 | 83,716,000 | 18,684 | ||||||
CCP_OIS. R INR-FBIL-MIBOR-OIS- PAY 6.5% 2027 SEP 21 | 28,700,000 | – | ||||||
CCP_OIS. R INR-FBIL-MIBOR-OIS- PAY 6.25% 2028 MAR 15 | 129,360,000 | 4,636 | ||||||
CCP_OIS. R THB-THOR-OIS COMPOU PAY 2.25% 2028 MAR 15 | 107,520,000 | 12,419 | ||||||
CCP_OIS._P INR-FBIL-MIBOR-OIS- REC 6.5% 2028 MAR 15 | 83,716,000 | – | ||||||
CCP_OIS._R INR-FBIL-MIBOR-OIS- PAY 6.5% 2027 SEP 21 | 28,700,000 | (3,244 | ) | |||||
CCP_OIS._R INR-FBIL-MIBOR-OIS- PAY 6.25% 2028 MAR 15 | 129,360,000 | (8,137 | ) | |||||
CCP_OIS._R THB-THOR-OIS COMPOU PAY 2.25% 2028 MAR 15 | 107,520,000 | (10,764 | ) | |||||
COCOA FUTURE (NYB) EXP DEC 23 | 6 | 10,416 | ||||||
COCOA FUTURE (NYB) EXP JUL 23 | 6 | 11,535 | ||||||
COCOA FUTURE (NYB) EXP MAY 23 | 6 | 7,628 | ||||||
COCOA FUTURE (NYB) EXP SEP 23 | 5 | 18,630 | ||||||
COFFEE ‘C’ FUTURE (NYB) EXP DEC 23 | 11 | 12,228 | ||||||
COFFEE ‘C’ FUTURE (NYB) EXP JUL 24 | 1 | (7,025 | ) | |||||
COFFEE ‘C’ FUTURE (NYB) EXP MAY 23 | 3 | (19,616 | ) | |||||
COFFEE ‘C’ FUTURE (NYB) EXP MAY 24 | 3 | (29,329 | ) | |||||
COFFEE ‘C’ FUTURE (NYB) EXP SEP 23 | 6 | 13,971 | ||||||
COMMITMENT TO PURCHASE FNMA SI CALL JAN 24 2500.000 ED 01/04/24 | 1,200 | (4,800 | ) | |||||
COPPER FUTURE (CMX) EXP DEC 23 | 4 | (10,822 | ) | |||||
COPPER FUTURE (CMX) EXP JUL 23 | 5 | (15,344 | ) | |||||
COPPER FUTURE (CMX) EXP MAR 14 | 4 | 14,305 | ||||||
COPPER FUTURE (CMX) EXP MAR 23 | – | (10,944 | ) | |||||
COPPER FUTURE (CMX) EXP MAY 23 | 4 | 7,985 | ||||||
COPPER FUTURE (CMX) EXP SEP 23 | 5 | (2,663 | ) | |||||
COPPER FUTURE (LME) EXP MAR 24 | 2 | (12 | ) | |||||
CORN FUT (CBT) JUL 23 PUT JUL 23 600.000 ED 06/23/23 | 8 | (5,273 | ) | |||||
CORN FUTURE (CBT) EXP DEC 24 | 3 | 4,980 | ||||||
CORN FUTURE (CBT) EXP JUL 23 | 68 | 78,352 | ||||||
CORN FUTURE (CBT) EXP MAY 23 | 61 | 89,526 | ||||||
CORN FUTURE (CBT) EXP MAY 24 | 12 | 4,414 | ||||||
CORN FUTURE (CBT) EXP SEP 23 | 38 | (13,842 | ) | |||||
COTTON NO 2 FUTURE (NYB) EXP DEC 23 | 8 | 1,547 | ||||||
COTTON NO 2 FUTURE (NYB) EXP MAY 24 | 1 | (2,075 | ) | |||||
CRUDE OIL FUT JUL 23 CALL JUL 23 080.000 ED 06/14/23 | 2 | (125 | ) | |||||
CRUDE OIL FUTURE (NYM) PUT DEC 23 060.000 ED 11/15/23 | 3 | (11,605 | ) | |||||
ECX EMISSION (EDX) EXP DEC 23 | 9 | (24,440 | ) | |||||
EURO-BOBL FUTURE (EUX) EXP DEC 23 | 30 | 35,467 | ||||||
EURO-BOBL FUTURE (EUX) EXP JUN 23 | 30 | (11,933 | ) | |||||
EURO-BOBL FUTURE (EUX) EXP SEP 23 | 32 | 39,577 | ||||||
EURO-BTP FUTURE (EUX) EXP DEC 23 | 27 | 101,810 | ||||||
EURO-BTP FUTURE (EUX) EXP JUN 23 | 11 | 56,480 | ||||||
EURO-BTP FUTURE (EUX) EXP SEP 23 | 11 | 6,117 | ||||||
EURO-BUND FUTURE (EUX) EXP DEC 23 | 2 | 1,467 | ||||||
59
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 | ||||||
EURO-BUND FUTURE (EUX) EXP JUN 23 | 9 | (5,323 | ) | |||||
EURO-BUND FUTURE (EUX) EXP SEP 23 | 9 | 22,720 | ||||||
EURO-BUXL 30Y BND FUTURE (EUX) EXP DEC 23 | 2 | (6,371 | ) | |||||
EURO-BUXL 30Y BND FUTURE (EUX) EXP JUN 23 | 2 | 8,891 | ||||||
EURO-BUXL 30Y BND FUTURE (EUX) EXP SEP 23 | 2 | (5,728 | ) | |||||
EURO-OAT FUTURE (EUX) EXP DEC 23 | 26 | (17,507 | ) | |||||
EURO-OAT FUTURE (EUX) EXP JUN 23 | 24 | (105,856 | ) | |||||
EURO-OAT FUTURE (EUX) EXP SEP 23 | 25 | 65,554 | ||||||
EURO-SCHATZ FUTURE (EUX) EXP DEC 23 | 45 | 13,964 | ||||||
EURO-SCHATZ FUTURE (EUX) EXP SEP 23 | 45 | 2,686 | ||||||
FED FUND 30 DAY FUTURE (CBT) EXP OCT 23 | 19 | (1,927 | ) | |||||
GASOLINE RBOB FUT (NYM) EXP NOV 23 | 42 | (106,754 | ) | |||||
GASOLINE RBOB FUT (NYM) EXP OCT 23 | 6 | 118,639 | ||||||
GASOLINE RBOB FUTURE (NYM) EXP APR 23 | 1 | 7,857 | ||||||
GASOLINE RBOB FUTURE (NYM) EXP APR 24 | 3 | (13,390 | ) | |||||
GASOLINE RBOB FUTURE (NYM) EXP AUG 23 | 2 | 3,913 | ||||||
GASOLINE RBOB FUTURE (NYM) EXP DEC 24 | 1 | 9,025 | ||||||
GASOLINE RBOB FUTURE (NYM) EXP FEB 24 | 1 | (12,108 | ) | |||||
GASOLINE RBOB FUTURE (NYM) EXP JAN 24 | 8 | 16,251 | ||||||
GASOLINE RBOB FUTURE (NYM) EXP SEP 23 | 10 | (206,984 | ) | |||||
GLOBEX NATURL GAS FUTURE (NYM) EXP DEC 23 | 7 | 17,463 | ||||||
GLOBEX NATURL GAS FUTURE (NYM) EXP JUN 23 | 5 | (627 | ) | |||||
GLOBEX NATURL GAS FUTURE (NYM) EXP MAY 23 | 6 | (9,003 | ) | |||||
GOLD 100 OZ FUTURE (CMX) CALL OCT 23 2000.000 ED 10/26/23 | 8 | (26,993 | ) | |||||
GOLD 100 OZ FUTURE (CMX) EXP APR 24 | – | (846 | ) | |||||
GOLD 100 OZ FUTURE (CMX) EXP DEC 23 | 154 | (31,168 | ) | |||||
GOLD 100 OZ FUTURE (CMX) EXP JUN 23 | 136 | (1,411,724 | ) | |||||
IRON ORE 62% (SGX) EXP JAN 24 | 62 | 90,920 | ||||||
IRON ORE 62% (SGX) EXP JUL 23 | 65 | (148,035 | ) | |||||
IRON ORE 62% (SGX) EXP MAY 23 | 59 | 7,250 | ||||||
IRON ORE 62% (SGX) EXP NOV 23 | 38 | 33,910 | ||||||
IRON ORE 62% (SGX) EXP SEP 23 | 40 | 55,795 | ||||||
IRS. R THB-THOR-OIS COMPOUND 1 P 1.75% 2025 MAR 15 | 23,417,000 | 2,580 | ||||||
IRS. R THB-THOR-OIS COMPOUND 1 P 2.25% 2028 MAR 15 | 35,594,000 | – | ||||||
IRS._R THB-THOR-OIS COMPOUND 1 P 1.75% 2025 MAR 15 | 5,075,000 | – | ||||||
IRS._R THB-THOR-OIS COMPOUND 1 P 2.25% 2028 MAR 15 | 42,413,000 | (3,328 | ) | |||||
JAPAN 10YR BOND FUTURE (OSE) EXP SEP 23 | 4 | (27,364 | ) | |||||
JPN 10Y BOND FUTURE (OSE) EXP DEC 23 | 3 | (7,128 | ) | |||||
JPN 10Y BOND FUTURE (OSE) EXP JUN 23 | 4 | 94,162 | ||||||
KC HRW WHEAT FUTURE (CBT) EXP DEC 23 | – | 10,364 | ||||||
KC HRW WHEAT FUTURE (CBT) EXP MAY 23 | 7 | 6,835 | ||||||
KC HRW WHEAT FUTURE (CBT) EXP MAY 24 | 8 | 12,704 | ||||||
KC HRW WHEAT FUTURE (CBT) EXP SEP 23 | 5 | (8,114 | ) | |||||
LEAD FUTURE (LME) EXP JAN 23 | 9 | (48,358 | ) | |||||
LEAD FUTURE (LME) EXP JAN 24 | 1 | (49 | ) | |||||
LEAD FUTURE (LME) EXP JUL 23 | 9 | 2,551 | ||||||
LEAD FUTURE (LME) EXP MAY 23 | 9 | 16,794 | ||||||
LEAD FUTURE (LME) EXP NOV 23 | – | (3,138 | ) | |||||
LEAD FUTURE (LME) EXP SEP 23 | 8 | (2,653 | ) | |||||
LEAN HOGS FUTURE (CME) EXP AUG 23 | 11 | 75,477 | ||||||
LEAN HOGS FUTURE (CME) EXP DEC 23 | 10 | 24,484 | ||||||
LEAN HOGS FUTURE (CME) EXP JUL 23 | 13 | 36,466 | ||||||
LEAN HOGS FUTURE (CME) EXP JUN 23 | 14 | 69,740 | ||||||
LEAN HOGS FUTURE (CME) EXP OCT 23 | 16 | (18,487 | ) | |||||
60
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 | ||||||
LIVE CATTLE FUTURE (CME) EXP AUG 23 | 3 | (17,546 | ) | |||||
LIVE CATTLE FUTURE (CME) EXP DEC 23 | 2 | 12,282 | ||||||
LIVE CATTLE FUTURE (CME) EXP JUN 23 | 6 | 5,507 | ||||||
LIVE CATTLE FUTURE (CME) EXP OCT 23 | 6 | 7,868 | ||||||
LONDON GOLD MARKET FIXING LTD CALL JAN 24 2500.000 ED 01/24/24 | 100 | (400 | ) | |||||
LONG GILT FUTURE (ICF) EXP DEC 23 | 13 | (5,424 | ) | |||||
LONG GILT FUTURE (ICF) EXP JUN 23 | 5 | 26,462 | ||||||
LONG GILT FUTURE (ICF) EXP SEP 23 | 5 | 16,577 | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP AUG 23 | 4 | 59,591 | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP FEB 24 | 40 | (23,280 | ) | |||||
LOW SU GASOIL G FUTURE (ICE) EXP JAN 24 | 49 | (40,362 | ) | |||||
LOW SU GASOIL G FUTURE (ICE) EXP JUL 23 | 8 | (26,720 | ) | |||||
LOW SU GASOIL G FUTURE (ICE) EXP MAY 23 | 2 | (110,982 | ) | |||||
LOW SU GASOIL G FUTURE (ICE) EXP NOV 23 | 31 | 242,621 | ||||||
LOW SU GASOIL G FUTURE (ICE) EXP OCT 23 | 48 | (852,409 | ) | |||||
MILL WHEAT EURO FUTURE (EOP) EXP DEC 23 | 45 | (44,806 | ) | |||||
MILL WHEAT EURO FUTURE (EOP) EXP MAY 23 | 18 | (26,973 | ) | |||||
MILL WHEAT EURO FUTURE (EOP) EXP SEP 23 | 17 | 3,177 | ||||||
NATURAL GAS EUR FUTURE DEC 23 PUT DEC 19 003.500 ED 11/27/23 | 3 | (21,180 | ) | |||||
NATURAL GAS EUR FUTURE FEB 23 CALL FEB 23 004.500 ED 01/26/23 | 5 | (77,800 | ) | |||||
NATURAL GAS EUR OPT FUT (NYM) DEC 2 PUT NOV 23 003.000 ED 11/27/23 | 2 | (4,120 | ) | |||||
NATURAL GAS EUR OPT FUT (NYM) DEC 2 PUT NOV 23 003.200 ED 11/27/23 | 2 | (8,120 | ) | |||||
NATURAL GAS EUR OPT FUT DEC 23 PUT DEC 23 003.100 ED 11/27/23 | 1 | (3,060 | ) | |||||
NATURAL GAS FUTURE (ICE) EXP AUG 23 | 10 | (8,040 | ) | |||||
NATURAL GAS FUTURE (NYM) EXP JUN 23 | 34 | 9,768 | ||||||
NATURAL GAS FUTURE (NYM) EXP NOV 23 | 17 | (5,705 | ) | |||||
NICKEL FUTURE (LME) EXP JAN 23 | 4 | (9,975 | ) | |||||
NICKEL FUTURE (LME) EXP JAN 24 | 3 | (18 | ) | |||||
NICKEL FUTURE (LME) EXP JUL 23 | 3 | 10,860 | ||||||
NICKEL FUTURE (LME) EXP MAY 23 | 3 | 49,443 | ||||||
NICKEL FUTURE (LME) EXP NOV 23 | 1 | 5,741 | ||||||
NICKEL FUTURE (LME) EXP SEP 23 | 2 | 8,406 | ||||||
NY HARB ULSD FUTURE (NYM) EXP AUG 23 | 2 | (1,872 | ) | |||||
NY HARB ULSD FUTURE (NYM) EXP FEB 24 | 5 | 8,139 | ||||||
NY HARB ULSD FUTURE (NYM) EXP JAN 24 | 9 | (40,923 | ) | |||||
NY HARB ULSD FUTURE (NYM) EXP NOV 23 | 25 | 127,082 | ||||||
NY HARB ULSD FUTURE (NYM) EXP OCT 23 | 2 | (121,241 | ) | |||||
NY HARB ULSD FUTURE (NYM) EXP SEP 23 | 3 | 5,551 | ||||||
PALLADIUM FUTURE (NYM) EXP DEC 23 | 3 | (1,237 | ) | |||||
PALLADIUM FUTURE (NYM) EXP JUN 23 | 1 | 5,991 | ||||||
PALLADIUM FUTURE (NYM) EXP MAR 24 | 1 | 13,158 | ||||||
PALLADIUM FUTURE (NYM) EXP SEP 23 | 1 | 12,935 | ||||||
PLATINUM FUTURE (NYM) EXP APR 24 | 4 | (21,868 | ) | |||||
PLATINUM FUTURE (NYM) EXP JAN 24 | 6 | (411 | ) | |||||
PLATINUM FUTURE (NYM) EXP JUL 23 | 3 | (6,939 | ) | |||||
PLATINUM FUTURE (NYM) EXP OCT 23 | 3 | (5,141 | ) | |||||
PRI ALUM FUTURE (LME) EXP MAY 23 | 15 | 76,776 | ||||||
PRI ALUMINUM FUTURE (LME) EXP JUL 23 | 16 | 18,408 | ||||||
PRI ALUMINUM FUTURE (LME) EXP NOV 23 | 14 | (5,194 | ) | |||||
PRI ALUMINUM FUTURE (LME) EXP SEP 23 | 14 | 34,496 | ||||||
SHORT EURO-BTP FUTURE (EUX) EXP JUN 23 | 21 | (25,219 | ) | |||||
SHORT EURO-BTP FUTURE (EUX) EXP SEP 23 | 20 | 13,377 | ||||||
SILVER FUTURE (CMX) EXP DEC 23 | 9 | 18,544 | ||||||
SILVER FUTURE (CMX) EXP JUL 23 | 9 | (1,890 | ) | |||||
61
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
Identity of issue, borrower, lessor, or similar party, including maturity date, rate of interest, collateral, par or maturity value | Shares / Par Value | Proceeds of Dispositions | ||||||
SILVER FUTURE (CMX) EXP MAY 23 | 4 | 30,698 | ||||||
SILVER FUTURE (CMX) EXP SEP 23 | 7 | 8,460 | ||||||
SNG GSOIL V LOW SU (ISF) EXP JAN 23 | 1 | 15,841 | ||||||
SOYBEAN FUTURE (CBT) EXP JAN 24 | 13 | 2,511 | ||||||
SOYBEAN FUTURE (CBT) EXP MAY 23 | 13 | (20,195 | ) | |||||
SOYBEAN FUTURE (CBT) EXP MAY 24 | 3 | (7,456 | ) | |||||
SOYBEAN MEAL FUTURE (CBT) EXP DEC 23 | 43 | 20,906 | ||||||
SOYBEAN MEAL FUTURE (CBT) EXP JAN 24 | 34 | 151,554 | ||||||
SOYBEAN MEAL FUTURE (CBT) EXP MAY 23 | 30 | 34,200 | ||||||
SOYBEAN MEAL FUTURE (CBT) EXP MAY 24 | 3 | (20,650 | ) | |||||
SOYBEAN MEAL FUTURE (CBT) EXP OCT 23 | 4 | 2,773 | ||||||
SOYBEAN OIL FUTURE (CBT) EXP DEC 23 | 13 | (7,549 | ) | |||||
SOYBEAN OIL FUTURE (CBT) EXP JAN 24 | 9 | (3,396 | ) | |||||
SOYBEAN OIL FUTURE (CBT) EXP MAY 23 | 4 | 11,180 | ||||||
SOYBEAN OIL FUTURE (CBT) EXP MAY 24 | 5 | 4,897 | ||||||
SOYBEAN OIL FUTURE (CBT) EXP OCT 23 | 4 | (355 | ) | |||||
SUGAR #11 WORLD FUTURE (NYB) EXP MAY 24 | – | 3,905 | ||||||
SUGAR #11 WORLD FUTURE (NYB) EXP OCT 23 | 11 | 78,682 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP AUG 23 | 10 | (44,193 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP DEC 23 | 27 | (278,125 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP FEB 24 | 1 | 33,295 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP JAN 24 | 10 | (57,096 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP JUL 23 | 5 | 42,344 | ||||||
TTF NATURAL GAS F FUTURE (EDX) EXP JUN 23 | 5 | (9,218 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP NOV 23 | 13 | (137,939 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP OCT 23 | 13 | (192,822 | ) | |||||
TTF NATURAL GAS F FUTURE (EDX) EXP SEP 23 | 9 | (45,589 | ) | |||||
UBS GROUP AG REGS VAR RT 03/01/29 | 100,000 | 125,046 | ||||||
US 10 YR TREAS NTS FUT (CBT) EXP JUN 23 | 111 | 86,691 | ||||||
US 10YR NOTE FUTURE (CBT) EXP DEC 23 | 61 | (51,452 | ) | |||||
US 10YR NOTE FUTURE (CBT) EXP SEP 23 | 187 | (248,266 | ) | |||||
US 10YR NOTE FUTURE JUN 23 CALL MAY 23 119.000 ED 04/21/23 | 2 | (80 | ) | |||||
US 10YR NOTE FUTURE JUN 23 PUT MAY 23 112.000 ED 04/21/23 | 2 | (34 | ) | |||||
US 10YR ULTRA FUTURE (CBT) EXP DEC 23 | 7 | 13,519 | ||||||
US 10YR ULTRA FUTURE (CBT) EXP JUN 23 | 4 | 25,584 | ||||||
US 10YR ULTRA FUTURE (CBT) EXP SEP 23 | 7 | 39,720 | ||||||
US 2YR NOTE FUTURE (CBT) EXP JUN 23 | 155 | 81,407 | ||||||
US 2YR NOTE FUTURE (CBT) EXP SEP 23 | 188 | (520,112 | ) | |||||
US 2YR TREAS NTS FUT (CBT) EXP DEC 23 | 161 | (28,515 | ) | |||||
US 5YR NOTE FUTURE (CBT) EXP DEC 23 | 86 | 15,780 | ||||||
US 5YR NOTE FUTURE (CBT) EXP JUN 23 | 51 | 62,348 | ||||||
US 5YR TREAS NTS FUTURE (CBT) EXP SEP 23 | 23 | (17,050 | ) | |||||
US LONG BOND FUTURE (CBT) EXP JUN 23 | 26 | (37,859 | ) | |||||
US LONG BOND FUTURE (CBT) EXP SEP 23 | 30 | 210,804 | ||||||
US TREAS BD FUTURE (CBT) EXP DEC 23 | 32 | 72,867 | ||||||
US ULTRA BOND (CBT) EXP DEC 23 | 9 | (53,138 | ) | |||||
US ULTRA BOND (CBT) EXP SEP 23 | 3 | (41,441 | ) | |||||
US ULTRA BOND FUT (CBT) EXP JUN 23 | 2 | 55,018 | ||||||
WHEAT FUTURE (CBT) DEC 23 CALL DEC 23 800.000 ED 11/24/23 | 5 | (719 | ) | |||||
WHEAT FUTURE (CBT) EXP DEC 23 | 13 | 139,410 | ||||||
WHEAT FUTURE (CBT) EXP MAY 23 | 3 | (44,950 | ) | |||||
WHEAT FUTURE (CBT) EXP MAY 24 | 6 | (3,654 | ) | |||||
WHEAT FUTURE (CBT) EXP SEP 23 | 22 | (21,960 | ) | |||||
WTI CRUDE FUT (NYM) EXP MAY 23 CALL APR 23 090.000 ED 04/17/23 | 2 | (105 | ) | |||||
62
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4i – Schedule of Assets (Acquired and Disposed of Within Year)
December 31, 2023
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 FUT DEC 23 CALL DEC 23 085.000 ED 11/15/23 | 3 | (7,698 | ) | |||||
WTI CRUDE FUTURE (ICE) EXP AUG 23 | 4 | 25,634 | ||||||
WTI CRUDE FUTURE (ICE) EXP JUL 23 | 3 | 16,819 | ||||||
WTI CRUDE FUTURE (ICE) EXP SEP 23 | 2 | 21,033 | ||||||
WTI CRUDE FUTURE (NYM) EXP APR 23 | 1 | (2,053 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP AUG 23 | 26 | 11,050 | ||||||
WTI CRUDE FUTURE (NYM) EXP JAN 24 | 17 | (54,607 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP JUL 23 | 30 | 218,518 | ||||||
WTI CRUDE FUTURE (NYM) EXP MAY 23 | 3 | (21,412 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP NOV 23 | 13 | (193,730 | ) | |||||
WTI CRUDE FUTURE (NYM) EXP OCT 23 | 19 | (86,982 | ) | |||||
WTI CRUDE FUTURE (NYM) FEB 24 PUT JAN 24 065.000 ED 01/17/24 | 6 | 3,877 | ||||||
WTI CRUDE FUTURE JUN 23 CALL JUN 23 85.00 ED 05/17/23 | 3 | (217 | ) | |||||
WTI CRUDE FUTURE JUN 23 CALL JUN 23 86.00 ED 05/17/23 | 3 | (247 | ) | |||||
WTI CRUDE FUTURE OCT 23 CALL OCT 23 85.00 ED 09/15/23 | 2 | (840 | ) | |||||
ZINC FUTURE (LME) EXP JAN 23 | 3 | (7,163 | ) | |||||
ZINC FUTURE (LME) EXP JAN 24 | 3 | (31 | ) | |||||
ZINC FUTURE (LME) EXP JUL 23 | 3 | 28,875 | ||||||
ZINC FUTURE (LME) EXP MAY 23 | 4 | 37,190 | ||||||
ZINC FUTURE (LME) EXP NOV 23 | 1 | (5,481 | ) | |||||
ZINC FUTURE (LME) EXP SEP 23 | 3 | 4,331 | ||||||
Total Derivatives | $ | (2,850,903 | ) | |||||
Total Acquired and Disposed of Within the Year | $ | 24,344,646,549 | ||||||
Note: Par value is reflected in the underlying currency of the security, where applicable.
63
THE GOLDMAN SACHS 401(k) PLAN
Schedule H, Line 4j – Schedule of Reportable Transactions
December 31, 2023
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 | $ | – | – | $ | 1,360,850,269 | 1,556 | $ | 1,360,850,269 | $ | 1,360,850,269 | $ | – | ||||||||||||||||
DREYFUS INS RSRV PR MONEY 6546 | 1,378,079,382 | 1,730 | – | – | – | 1,378,079,382 | – | |||||||||||||||||||||
64
SIGNATURES
The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the Administrative Committee (or other persons who administer the employee benefit plan) has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
| THE GOLDMAN SACHS 401(k) PLAN | ||||
| Members of the Administrative Committee | ||||
| By: | /s/ | Nita Birla | ||
| Name: | Nita Birla | |||
| By: | /s/ | Katie Gulasey | ||
| Name: | Katie Gulasey | |||
| By: | /s/ | Doug Naumann | ||
| Name: | Doug Naumann | |||
Date: June 17, 2024
INDEX TO EXHIBITS
Exhibit No. | Description | |
23 | Consent of PricewaterhouseCoopers LLP, Independent Registered Public Accounting Firm | |
