SECURITIES AND EXCHANGE
COMMISSION
WASHINGTON, D.C. 20549
FORM 11-K
ANNUAL REPORT PURSUANT TO SECTION 15(d) OF THE
SECURITIES EXCHANGE ACT OF 1934
|
þ
|
Annual report pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
For the fiscal year ended December 31, 2014.
Or
|
¨
|
Transition report Pursuant to Section 15(d) of the Securities Exchange Act of 1934 |
For the transition period from
to
Commission file
number 001-14965
A. |
Full title of the plan and the address of the plan, if different from that of issuer named below: |
THE GOLDMAN SACHS 401(k) PLAN
B. |
Name of issuer of the securities held pursuant to the plan and the address of its principal executive office: |
THE GOLDMAN SACHS GROUP, INC
200 West Street
New York, NY 10282
The Goldman Sachs 401(k) Plan
Financial Statements and Supplemental Schedules
December 31, 2014 and 2013
(With Independent Registered Public Accounting Firms Report Thereon)
The Goldman Sachs 401(k) Plan
Index
December 31, 2014 and 2013
* |
All other schedules required by 29 CFR §2520.103-10 of the Department of Labors Rules and Regulations for Reporting and Disclosure
under the Employee Retirement Income Security Act of 1974, as amended, are not included because they are not applicable. |
Report of Independent Registered Public Accounting Firm
To the Participants and Administrator of
The Goldman Sachs 401(k) Plan
In our opinion, the accompanying statements of net assets
available for benefits and the related statement of changes in net assets available for benefits present fairly, in all material respects, the net assets available for benefits of The Goldman Sachs 401(k) Plan (the Plan) at
December 31, 2014 and 2013, and the changes in net assets available for benefits for the year ended December 31, 2014 in conformity with accounting principles generally accepted in the United States of America. These financial statements
are the responsibility of the Plans management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these statements in accordance with the standards of the Public Company
Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test
basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation. We believe that
our audits provide a reasonable basis for our opinion.
The supplemental schedule of assets (held at end of year) as of
December 31, 2014, schedule of assets (acquired and disposed of within year) for the year ended December 31, 2014 and schedule of loans or fixed income obligations in default or classified as uncollectible as of December 31, 2014 have
been subjected to audit procedures performed in conjunction with the audit of the Plans financial statements. The supplemental schedules are the responsibility of the Plans management. Our audit procedures included determining whether
the supplemental schedules reconciles 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 Labors Rules and Regulations for Reporting
and Disclosure under the Employee Retirement Income Security Act of 1974. In our opinion, the schedule of assets (held at end of year), schedule of assets (acquired and disposed of within year), and schedule of loans or fixed income obligations in
default or classified as uncollectible are fairly stated, in all material respects, in relation to the financial statements as a whole.
/s/
PricewaterhouseCoopers LLP
New York, NY
June 29, 2015
1
The Goldman Sachs 401(k) Plan
Statements of Net Assets Available for Benefits
December 31, 2014 and 2013
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|
|
|
|
|
|
|
|
|
As of December |
|
$ in thousands |
|
2014 |
|
|
2013 |
|
Assets |
|
|
|
|
|
|
|
|
|
|
|
Investment assets at fair value (Note 3) |
|
$ |
6,629,082 |
|
|
$ |
6,345,441 |
|
|
|
|
Receivables: |
|
|
|
|
|
|
|
|
Employee contributions |
|
|
5,148 |
|
|
|
5,017 |
|
Employer contributions |
|
|
96,243 |
|
|
|
96,826 |
|
Notes receivable from participants |
|
|
27,532 |
|
|
|
28,199 |
|
Interest and dividends |
|
|
5,624 |
|
|
|
5,624 |
|
Due from brokers and other receivables |
|
|
221,337 |
|
|
|
174,733 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total receivables |
|
|
355,884 |
|
|
|
310,399 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total assets |
|
|
6,984,966 |
|
|
|
6,655,840 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
|
|
|
|
|
|
|
|
|
|
Investment liabilities at fair value (Note 3) |
|
|
272,429 |
|
|
|
215,140 |
|
|
|
|
Due to brokers and other payables |
|
|
57,349 |
|
|
|
58,784 |
|
Accrued expenses |
|
|
9,940 |
|
|
|
38,708 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total liabilities |
|
|
339,718 |
|
|
|
312,632 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Net assets available for benefits |
|
$ |
6,645,248 |
|
|
$ |
6,343,208 |
|
|
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of these financial statements.
2
The Goldman Sachs 401(k) Plan
Statements of Changes in Net Assets Available for Benefits
December 31, 2014 and 2013
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|
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|
|
|
|
|
|
|
|
Year Ended December |
|
$ in thousands |
|
2014 |
|
|
2013 |
|
Additions |
|
|
|
|
|
|
|
|
|
|
|
Investment income: |
|
|
|
|
|
|
|
|
Net appreciation in the fair value of investments (Note 3) |
|
$ |
232,147 |
|
|
$ |
852,391 |
|
Interest and dividends |
|
|
167,102 |
|
|
|
123,961 |
|
Less: Investment management fees and other expenses |
|
|
(29,978 |
) |
|
|
(52,943 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
Total investment income |
|
|
369,271 |
|
|
|
923,409 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Interest income on notes receivable from participants |
|
|
1,146 |
|
|
|
1,181 |
|
|
|
|
Contributions: |
|
|
|
|
|
|
|
|
Employee |
|
|
190,939 |
|
|
|
183,700 |
|
Employer |
|
|
96,243 |
|
|
|
96,826 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total contributions |
|
|
287,182 |
|
|
|
280,526 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total additions |
|
|
657,599 |
|
|
|
1,205,116 |
|
|
|
|
Deductions |
|
|
|
|
|
|
|
|
|
|
|
Benefits paid |
|
|
355,559 |
|
|
|
371,302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total deductions |
|
|
355,559 |
|
|
|
371,302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Net increase in net assets available for benefits before transfer from Archon Group, L.P. 401(k) Plan |
|
|
302,040 |
|
|
|
833,814 |
|
Transfer from Archon Group, L.P. 401(k) Plan (Note 1) |
|
|
|
|
|
|
89,614 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Net increase in net assets available for benefits after transfer from Archon Group, L.P. 401(k) Plan |
|
|
302,040 |
|
|
|
923,428 |
|
Net assets available for benefits |
|
|
|
|
|
|
|
|
|
|
|
Beginning of year |
|
|
6,343,208 |
|
|
|
5,419,780 |
|
|
|
|
|
|
|
|
|
|
|
|
|
End of year |
|
$ |
6,645,248 |
|
|
$ |
6,343,208 |
|
|
|
|
|
|
|
|
|
|
The accompanying notes are an integral part of these financial statements.
3
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Note 1.
Plan Description
The following description of The Goldman Sachs 401(k) Plan (the Plan) is provided for general information purposes only. Participants should refer to the Plan document, as most recently amended on
November 28, 2014, for a more complete description of the Plans 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.
Effective January 1, 2013, the Archon Group, L.P. 401(k) Plan was merged into the Plan. All assets were transferred into the Plan at fair value as of January 1, 2013.
General
The Plan is a defined contribution plan to which participants may elect to make pre-tax, and/or Roth after-tax, contributions each year from their 401(k) Compensation, as
determined under the Plan and to which they can roll over amounts from certain other qualified retirement arrangements. The Plans Plan Year is the 12-month period commencing on January 1 and ending on the following
December 31. The Plan offers a dollar-for-dollar Firm Matching Contribution on participants elective deferrals of up to 4% of their Safe Harbor Compensation, capped by applicable statutory limitations. If 4% of an eligible
participants Safe Harbor Compensation is less than $6,000, The Goldman Sachs Group, Inc. (the firm) will allocate a Supplemental Contribution equal to the difference. In addition to these contributions, the firm will also
allocate to each eligible participant an Additional Retirement Contribution of up to $4,000. Collectively, the Firm Matching Contribution, Supplemental Contribution and Additional Retirement Contribution are herein
referred to as the Firm Contributions.
The Plan has two named fiduciaries, consisting of
the Administrative Committee and the Retirement Committee. The Administrative Committee is responsible for interpreting the terms and conditions of the Plan that relate to the administration of the Plan. The Retirement
Committee monitors the investment objectives and performance of the Plans individual investment options. Each committee consists of employees of the firm or its affiliates. Rocaton Investment Advisors is the Retirement
Committees investment advisor. Participants direct their contributions and the Firm Contributions into various investment options offered by the Plan through the Goldman Sachs Profit Sharing Master Trust (the Master Trust). The Plan
is the sole investor in the Master Trust. Participants directed investments can be allocated to mutual funds, collective trusts, separately managed accounts and a bank deposit account. Hewitt Associates, LLC is the recordkeeper of the Plan.
The Plan also offers participants the option to invest in the Stock Fund, as defined (the
Company Stock Fund), which is a separately managed account, that primarily invests in shares of the firms common stock. In accordance with a policy adopted by the Retirement Committee, no more than 20% of any contribution
made on behalf of each participant can be invested in the Company Stock Fund. When a participant reallocates his or her total investment balance, he or she is limited to reallocating 20% of his or her total investment balance into the Company Stock
Fund. In addition, participants are restricted from transferring into or out of the Company Stock Fund during the black-out periods that are part of the firms compliance procedures designed to avoid violations of applicable securities laws.
4
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Eligibility
Employees become eligible to make pre-tax, and/or Roth after-tax, contributions to the Plan as of the
first day of the month after they join the firm as eligible employees. In addition, employees are eligible, as determined under the Plan document, to participate in the Firm Matching Contributions and Supplemental Contributions
generally as of the first day of the month after they complete one Year of Service, as defined, and attain age 21. In addition, to be eligible for the Supplemental Contribution, the employee must be employed on the last day of the
firms fiscal year that ends with or within the Plan Year.
Generally, to be eligible
for the Additional Retirement Contribution, employees must have been (i) eligible for benefits under the Goldman Sachs Employees Pension Plan as of November 26, 2004, (ii) age 46 or older as of November 26,
2004, and (iii) employed by the firm as of the last day of the current fiscal year.
Vesting
Participants are immediately fully vested in their own 401(k) contributions, the Firm Matching
Contributions and Supplemental Contributions, and the earnings thereon. Participants became fully vested after three Years of Service in the Firm Profit Sharing Contributions (which were discretionary profit sharing
contributions made by the firm prior to January 1, 2008) and Additional Retirement Contributions, and the earnings thereon. Additionally, upon the earliest to occur of: (i) attainment of age 65 while employed by the firm,
(ii) disability retirement, (iii) death or (iv) Plan termination, each participant or beneficiary will be 100% vested and may receive a lump-sum amount equal to the value of the funds or a portion thereof allocated to the
participants 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 thereon (including net realized and unrealized investment appreciation and depreciation) allocated to such participants account.
Notes Receivable from Participants
A participant in the Plan is permitted to borrow between $1,000 and $50,000, reduced by (i) the highest outstanding balance of loans to such participant from the Plan during the one-year period
ending on the day before the date on which such new loan is made, less (ii) the outstanding balance of loans to such participant from the Plan on the date of such new loan, subject to an overall cap of the lesser of (a) one-half of the
participants total vested account balance (including Firm Contributions) or (b) the balance in the participants 401(k) and rollover contribution accounts. A participant may not borrow any amounts attributable to the Firm
Contributions. Interest on loans is fixed at the U.S. prime rate plus one percent for the life of the respective loan. Loans generally must be repaid within five years, or in some cases, ten years. Loans are repaid (principal and interest) and
added back to participants account balances generally through regular after-tax payroll deductions.
Trust
Agreement
The Plans investments are owned by the Master Trust, which is subject to a trust agreement
(the Trust Agreement) with State Street Bank and Trust Company (the Trustee).
5
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Note 2.
Summary of Significant Accounting Policies
Basis of Presentation
These financial statements are prepared in accordance with accounting principles generally accepted in the
United States (U.S. GAAP).
All references to 2014 and 2013 refer to the Plan years ended, or the dates, as the
context requires, December 31, 2014 and December 31, 2013, respectively.
Use of Estimates
Preparation of these financial statements requires management to make certain estimates and assumptions, the most important
of which relates to fair value measurements of the Plans investments. These estimates and assumptions are based on the best available information but actual results could be materially different.
Reclassifications
Certain reclassifications have been made to previously reported amounts to conform to the current presentation.
Payment of Benefits
Benefits are recorded when paid.
Notes Receivable from Participants
Participant loans are measured at their unpaid principal balance, plus any accrued but unpaid interest.
Risks and Uncertainties
The Plan invests in various investment
options, which include investments in equities, swaps, fixed income securities, currency and commodities, futures, forwards, options, other derivative contracts, real estate investment trusts and bank deposits.
Investments are exposed to various risks, such as interest rate, market and credit risk. Due to the level of risk associated
with certain investments and the level of uncertainty related to changes in the value of investments, it is possible that changes in risks in the near term could materially affect participants account balances and the amounts reported in the
statements of net assets available for benefits and the statements of changes in net assets available for benefits.
Expenses
Investment management fees charged by managers of mutual funds are borne by the Plan, and are included in
Net appreciation in fair value of investments. Investment management fees charged by managers of collective trusts are borne by the Plan, and are included in Net appreciation in 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. In particular, the investment managers of the Multi-Market Hedge Fund Option,
Multi-Strategy Hedge Fund Option, and Global Equity Long-Short Hedge Fund Option each charge an investment management fee that consists of a fixed asset-based management fee plus an annual incentive fee ranging from 15% to 20% of the net investment
income earned, if any, by each fund option.
6
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Other expenses borne by the Plan, unless paid by the firm, consist
of custodial, administrative, and investment advisory fees. Investment advisory fees are paid to Rocaton Investment Advisors, who advise the Retirement Committee on the selection and oversight of Plan investments. These Plan
expenses, unless paid by the firm, are included in Investment management fees and other expenses.
Investments
The investments of the Plan are reported at fair value.
The Bank
Deposit option is a deposit obligation of Goldman Sachs Bank USA (GS Bank USA), a Federal Deposit Insurance Corporation (FDIC) insured New York State chartered bank and a member of the Federal Reserve System. The Bank Deposit option offers an FDIC
insured deposit with a floating rate coupon indexed to the Federal Funds Rate.
Mutual funds and collective trust
funds represent investments with various investment managers. Mutual funds are valued based on the quoted net asset value per share held. Collective trust funds are valued based on the net asset value per unit as reported by the investment managers.
Investments within separately managed accounts are described below:
Mutual funds and collective trust funds, as described above, may also be investments held within separately managed accounts.
Cash and cash equivalents include cash and certain short-term interest-bearing investments.
The Plans investments include certificates of deposit.
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.
Common stock (including common stock in real estate investment trusts), preferred stock, fixed income securities,
options and futures traded in active markets on national and international securities exchanges are valued at closing prices on the last business day of each period presented. Securities traded in markets that are not considered active are valued
based on broker or dealer quotations or alternative pricing sources with reasonable levels of price transparency. Securities that trade infrequently and therefore have little or no price transparency are valued using the investment managers
(or independent third parties on behalf of the investment managers) best estimate of fair value.
Forward
foreign currency contracts are valued at fair value, as determined by the investment managers (or independent third parties on behalf of the investment managers), using quoted forward foreign currency exchange rates. At the end of each period
presented, open contracts are valued at the current forward foreign currency exchange rates and the change in market value is recorded as an unrealized gain or loss. When the contract is closed or delivery taken, the Plan records a realized gain or
loss equal to the difference between the value of the contract at the time it was opened and the value at the time it was closed.
Swap contracts are valued at fair value, as determined by the investment managers (or independent third parties on behalf of the investment managers) utilizing their proprietary models and taking into
consideration exchange quotations on underlying instruments, dealer quotations and other market information. See Note 10 for further information about derivatives.
7
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Investments denominated in currencies other than the U.S. dollar are
translated using exchange rates prevailing at the end of the periods presented. Purchases and sales of these investments are translated at the rate of exchange on the respective dates of such transactions. Interest income is recorded on an accrual
basis. Dividend income is recorded on the ex-dividend date.
Purchases and sales of the investments within the
Plan are reflected on a trade-date basis.
Note 3 presents the Net appreciation in the fair value of
investments, which consists of realized gains or losses and unrealized appreciation/(depreciation) in the fair value of investments.
Due from Brokers and Other Receivables and Due to Brokers and Other Payables
Due from brokers and other receivables include cash balances and amounts receivable for unsettled sales transactions, customer margin loans, and collateral posted in connection with certain
derivative transactions. Due to brokers and other payables include amounts payable for unsettled purchase transactions and collateral received in connection with certain derivative transactions. Certain of the Plans securities
held by the clearing brokers or prime brokers are pledged to the brokers on terms that permit them to repledge the securities to others, subject to certain limitations. Securities held at custodians under custody agreements cannot be repledged to
others by the custodian.
Recent Accounting Development
Disclosures for Investments in Certain Entities That Calculate Net Asset Value (NAV) per Share (or Its Equivalent) (ASC
820). In May 2015, the FASB issued ASU No. 2015-07, Fair Value Measurement (Topic 820) Disclosures for Investments in Certain Entities That Calculate Net Asset Value per Share (or Its Equivalent). ASU No. 2015-07
removes the requirement to include investments in the fair value hierarchy for which the fair value is measured at NAV using the practical expedient under Fair Value Measurements and Disclosures (Topic 820). ASU No. 2015-07 is
effective for annual reporting periods beginning after December 15, 2015, including interim periods within that reporting period. ASU No. 2015-07 is required to be applied retrospectively to all periods presented beginning in the year of
adoption. Early adoption is permitted. The Plan intends to early adopt ASU No. 2015-07 in its financial statements for the year ended December 31, 2015. Since ASU No. 2015-07 will only impact the Plans disclosures, adoption will
not affect the Plans financial condition or performance.
8
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Note 3.
Investments at Fair Value
The table below presents a summary of
the fair value of the Plans investments.
|
|
|
|
|
|
|
|
|
|
|
As of December |
|
$ in thousands |
|
2014 |
|
|
2013 |
|
Assets |
|
|
|
|
|
|
|
|
|
|
|
Bank deposit |
|
$ |
245,742 |
|
|
$ |
266,526 |
|
Mutual funds |
|
|
1,671,765 |
|
|
|
1,646,091 |
|
Collective trusts |
|
|
2,234,905 |
|
|
|
1,978,275 |
|
Managed accounts: |
|
|
|
|
|
|
|
|
Cash and cash equivalents |
|
|
2,537 |
|
|
|
8,146 |
|
Certificates of deposit |
|
|
1,570 |
|
|
|
|
|
Securities purchased under agreements to resell |
|
|
9,000 |
|
|
|
3,200 |
|
Fixed income securities |
|
|
337,875 |
|
|
|
376,413 |
|
Common and preferred stocks1 |
|
|
1,714,119 |
|
|
|
1,704,840 |
|
Mutual funds |
|
|
4,640 |
|
|
|
7,028 |
|
Collective trusts |
|
|
121,946 |
|
|
|
141,775 |
|
Real estate investment trusts |
|
|
241,584 |
|
|
|
180,183 |
|
Derivatives |
|
|
43,399 |
|
|
|
32,964 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total investment assets at fair value |
|
$ |
6,629,082 |
|
|
$ |
6,345,441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
|
|
|
|
|
|
|
Managed accounts: |
|
|
|
|
|
|
|
|
Derivatives |
|
$ |
30,073 |
|
|
$ |
32,366 |
|
Investments sold, but not yet purchased, at fair value: |
|
|
|
|
|
|
|
|
Cash and cash equivalents |
|
|
|
|
|
|
29 |
|
Fixed income securities |
|
|
42,564 |
|
|
|
15,452 |
|
Common and preferred stocks1 |
|
|
196,189 |
|
|
|
165,122 |
|
Real estate investment trusts |
|
|
3,603 |
|
|
|
2,171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total investment liabilities at fair value |
|
$ |
272,429 |
|
|
$ |
215,140 |
|
|
|
|
|
|
|
|
|
|
1. |
Excludes real estate investment trusts. |
9
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
The table below presents the net appreciation/(depreciation) in the fair
value of investments (including gains and losses on investments bought and sold as well as held during the year).
|
|
|
|
|
|
|
|
|
|
|
Year Ended December |
|
$ in thousands |
|
2014 |
|
|
2013 |
|
Net appreciation/(depreciation) in the fair value of investments |
|
|
|
|
|
|
|
|
Mutual funds |
|
$ |
(48,239 |
) |
|
$ |
84,162 |
|
Collective trusts |
|
|
189,533 |
|
|
|
364,024 |
|
Managed accounts: |
|
|
|
|
|
|
|
|
Cash and cash equivalents |
|
|
(56 |
) |
|
|
2,782 |
|
Fixed income securities |
|
|
4,751 |
|
|
|
28,073 |
|
Common and preferred stocks1 |
|
|
55,509 |
|
|
|
377,340 |
|
Collective trusts |
|
|
803 |
|
|
|
558 |
|
Real estate investment trusts |
|
|
47,412 |
|
|
|
126 |
|
Derivatives |
|
|
(17,566 |
) |
|
|
(4,674 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
Total net appreciation in fair value of investments |
|
$ |
232,147 |
|
|
$ |
852,391 |
|
|
|
|
|
|
|
|
|
|
1. |
Excludes real estate investment trusts. |
The table below presents the fair value of investments that represent 5% or more of the Plans net assets available for benefits:
|
|
|
|
|
|
|
|
|
$ in thousands |
|
As of December |
|
|
|
2014 |
|
|
2013 |
|
SSgA S&P
500® Index Non-Lending Series Fund |
|
$ |
771,584 |
|
|
$ |
685,714 |
|
Goldman Sachs Mid Cap Value Fund |
|
|
381,187 |
|
|
|
350,732 |
|
Goldman Sachs Financial Square Money Market Fund |
|
|
344,461 |
|
|
|
380,217 |
|
10
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Note 4.
Fair Value Measurements
The fair value of a financial instrument is the amount that would be received to sell an asset or paid to transfer a liability in an orderly transaction between market participants at the measurement date.
Financial instruments are marked at closing prices. Fair value measurements do not include transaction costs.
The
best evidence of fair value is a quoted price in an active market. If quoted prices in active markets are not available, fair value is determined by reference to prices for similar instruments, quoted prices or recent transactions in less active
markets, or internally developed models that primarily use market-based or independently sourced parameters as inputs including, but not limited to, interest rates, volatilities, equity or debt prices, foreign exchange rates, commodity prices,
credit spreads, and funding spreads.
U.S. GAAP has a three-level fair value hierarchy for disclosure of fair
value measurements. The fair value hierarchy prioritizes inputs to the valuation techniques used to measure fair value, giving the highest priority to level 1 inputs and the lowest priority to level 3 inputs. A financial instruments
level in the fair value hierarchy is based on the lowest level of input that is significant to its fair value measurement.
The fair value hierarchy is as follows:
|
|
|
Level 1. |
|
Inputs are unadjusted quoted prices in active markets to which the Plan had access at the measurement date for identical, unrestricted assets or
liabilities. |
|
|
Level 2. |
|
Inputs to valuation techniques are observable, either directly or indirectly. |
|
|
Level 3. |
|
One or more inputs to valuation techniques are significant and unobservable. |
Level 1 instruments are valued using quoted market prices for identical
unrestricted instruments in active markets. The Plan defines active markets for equity instruments based on the average daily trading volume both in absolute terms and relative to the market capitalization for the instrument. The Plan defines active
markets for debt instruments based on both average daily trading volume and the number of days with trading activity.
Valuations of level 2 instruments can be verified to quoted prices, recent trading activity for identical or similar instruments, broker or dealer quotations, or alternative pricing sources with
reasonable levels of price transparency.
Level 3 instruments have one or more significant valuation inputs
that are not observable. Absent evidence to the contrary, level 3 instruments are initially valued at transaction price, which is considered to be the best initial estimate of fair value. Subsequently, the Plan uses other methodologies to
determine fair value, which vary based on the type of instrument and include relevant broker quotations. Valuation inputs and assumptions are changed when corroborated by substantive observable evidence, including values realized on sales of
level 3 instruments.
For valuation inputs involving broker quotations, consideration is given to the nature
of the quotations (e.g., indicative or firm), and the relationship of recent market activity to the prices provided from alternative pricing sources.
11
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
The investment managers and custodian, on behalf of the Plan, use
independent pricing sources to value Plan assets traded on exchanges and independent quoted prices or developed models for all assets not traded on exchanges. Investment managers review their valuation approaches on an ongoing basis and revise as
necessary based on changing market conditions to ensure their valuations represent a fair value. These valuation approaches are periodically reviewed by the Plan sponsor.
Total Plan investment assets at fair value classified within level 3 as of December 2014 and December 2013 were
$124.3 million and $94.6 million, respectively. As of December 2014 and December 2013, such amounts were approximately 1.9% and 1.5%, respectively, of Investment assets at fair value. See Note 3 for further information about
investments at fair value.
12
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Fair Value of Investment Assets and Investment Liabilities by Level
The tables below present, by level within the fair value hierarchy, investment assets and investment liabilities of the Plan
accounted for at fair value. See Note 3 for further information about investments at fair value.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Assets at Fair Value as of December 2014 |
|
$ in thousands |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Bank deposit |
|
$ |
245,742 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
245,742 |
|
Mutual funds: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money market |
|
|
415,926 |
|
|
|
|
|
|
|
|
|
|
|
415,926 |
|
Fixed income |
|
|
480,727 |
|
|
|
|
|
|
|
|
|
|
|
480,727 |
|
Large cap |
|
|
143,519 |
|
|
|
|
|
|
|
|
|
|
|
143,519 |
|
Mid cap |
|
|
381,187 |
|
|
|
|
|
|
|
|
|
|
|
381,187 |
|
International equities |
|
|
250,406 |
|
|
|
|
|
|
|
|
|
|
|
250,406 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total mutual funds |
|
|
1,671,765 |
|
|
|
|
|
|
|
|
|
|
|
1,671,765 |
|
|
|
|
|
|
Collective trusts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fixed income |
|
|
47,218 |
|
|
|
|
|
|
|
|
|
|
|
47,218 |
|
Large cap |
|
|
1,056,473 |
|
|
|
|
|
|
|
|
|
|
|
1,056,473 |
|
Mid cap |
|
|
171,496 |
|
|
|
|
|
|
|
|
|
|
|
171,496 |
|
Small cap |
|
|
158,957 |
|
|
|
|
|
|
|
|
|
|
|
158,957 |
|
International equities |
|
|
145,807 |
|
|
|
|
|
|
|
|
|
|
|
145,807 |
|
Asset allocation (target dates) |
|
|
654,954 |
|
|
|
|
|
|
|
|
|
|
|
654,954 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total collective trusts |
|
|
2,234,905 |
|
|
|
|
|
|
|
|
|
|
|
2,234,905 |
|
|
|
|
|
|
Managed accounts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cash and cash equivalents |
|
|
2,537 |
|
|
|
|
|
|
|
|
|
|
|
2,537 |
|
Certificates of deposit |
|
|
|
|
|
|
1,570 |
|
|
|
|
|
|
|
1,570 |
|
Securities purchased under agreements to resell |
|
|
|
|
|
|
9,000 |
|
|
|
|
|
|
|
9,000 |
|
Fixed income securities |
|
|
93,659 |
|
|
|
142,641 |
|
|
|
101,575 |
3 |
|
|
337,875 |
|
Common and preferred stocks1 |
|
|
1,669,120 |
|
|
|
22,402 |
|
|
|
22,597 |
4 |
|
|
1,714,119 |
|
Mutual funds2 |
|
|
4,640 |
|
|
|
|
|
|
|
|
|
|
|
4,640 |
|
Collective trusts2 |
|
|
121,946 |
|
|
|
|
|
|
|
|
|
|
|
121,946 |
|
Real estate investment trusts |
|
|
241,584 |
|
|
|
|
|
|
|
|
|
|
|
241,584 |
|
Derivatives |
|
|
8,087 |
|
|
|
35,195 |
|
|
|
117 |
5 |
|
|
43,399 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total managed accounts |
|
|
2,141,573 |
|
|
|
210,808 |
|
|
|
124,289 |
|
|
|
2,476,670 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total investment assets at fair value |
|
$ |
6,293,985 |
|
|
$ |
210,808 |
|
|
$ |
124,289 |
|
|
$ |
6,629,082 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1. |
Excludes real estate investment trusts. |
2. |
Consists of investments in funds that are primarily composed of fixed income securities. |
3. |
Principally consists of collateralized debt obligations. |
4. |
Consists of private equity investments. |
5. |
Consists of equity swaps. |
13
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Liabilities at Fair Value as of December
2014 |
|
$ in thousands |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Managed accounts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Derivatives |
|
$ |
10,509 |
|
|
$ |
19,564 |
|
|
$ |
|
|
|
$ |
30,073 |
|
Investments sold, but not yet purchased, at fair value: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fixed income securities |
|
|
25,131 |
|
|
|
14,900 |
|
|
|
2,533 |
2 |
|
|
42,564 |
|
Common and preferred stocks1 |
|
|
196,013 |
|
|
|
176 |
|
|
|
|
|
|
|
196,189 |
|
Real estate investment trusts |
|
|
3,603 |
|
|
|
|
|
|
|
|
|
|
|
3,603 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total investment liabilities at fair value |
|
$ |
235,256 |
|
|
$ |
34,640 |
|
|
$ |
2,533 |
|
|
$ |
272,429 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1. |
Excludes real estate investment trusts. |
2. |
Consists of corporate debt instruments. |
14
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Assets at Fair Value as of December 2013 |
|
$ in thousands |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Bank deposit |
|
$ |
266,526 |
|
|
$ |
|
|
|
$ |
|
|
|
$ |
266,526 |
|
Mutual funds: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Money market |
|
|
451,840 |
|
|
|
|
|
|
|
|
|
|
|
451,840 |
|
Fixed income |
|
|
463,122 |
|
|
|
|
|
|
|
|
|
|
|
463,122 |
|
Large cap |
|
|
123,753 |
|
|
|
|
|
|
|
|
|
|
|
123,753 |
|
Mid cap |
|
|
350,732 |
|
|
|
|
|
|
|
|
|
|
|
350,732 |
|
International equities |
|
|
256,644 |
|
|
|
|
|
|
|
|
|
|
|
256,644 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total mutual funds |
|
|
1,646,091 |
|
|
|
|
|
|
|
|
|
|
|
1,646,091 |
|
|
|
|
|
|
Collective trusts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fixed income |
|
|
28,239 |
|
|
|
|
|
|
|
|
|
|
|
28,239 |
|
Large cap |
|
|
927,188 |
|
|
|
|
|
|
|
|
|
|
|
927,188 |
|
Mid cap |
|
|
159,823 |
|
|
|
|
|
|
|
|
|
|
|
159,823 |
|
Small cap |
|
|
155,987 |
|
|
|
|
|
|
|
|
|
|
|
155,987 |
|
International equities |
|
|
|
|
|
|
154,158 |
|
|
|
|
|
|
|
154,158 |
|
Asset allocation (target dates) |
|
|
552,880 |
|
|
|
|
|
|
|
|
|
|
|
552,880 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total collective trusts |
|
|
1,824,117 |
|
|
|
154,158 |
|
|
|
|
|
|
|
1,978,275 |
|
|
|
|
|
|
Managed accounts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cash and cash equivalents |
|
|
8,146 |
|
|
|
|
|
|
|
|
|
|
|
8,146 |
|
Securities purchased under agreements to resell |
|
|
|
|
|
|
3,200 |
|
|
|
|
|
|
|
3,200 |
|
Fixed income securities |
|
|
122,450 |
|
|
|
173,631 |
|
|
|
80,332 |
3 |
|
|
376,413 |
|
Common and preferred stocks1 |
|
|
1,672,983 |
|
|
|
18,359 |
|
|
|
13,498 |
4 |
|
|
1,704,840 |
|
Mutual funds2 |
|
|
7,028 |
|
|
|
|
|
|
|
|
|
|
|
7,028 |
|
Collective trusts2 |
|
|
141,775 |
|
|
|
|
|
|
|
|
|
|
|
141,775 |
|
Real estate investment trusts |
|
|
180,183 |
|
|
|
|
|
|
|
|
|
|
|
180,183 |
|
Derivatives |
|
|
|
|
|
|
32,210 |
|
|
|
754 |
5 |
|
|
32,964 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total managed accounts |
|
|
2,132,565 |
|
|
|
227,400 |
|
|
|
94,584 |
|
|
|
2,454,549 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total investment assets at fair value |
|
$ |
5,869,299 |
|
|
$ |
381,558 |
|
|
$ |
94,584 |
|
|
$ |
6,345,441 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1. |
Excludes real estate investment trusts. |
2. |
Consists of investments in funds that are primarily composed of fixed income securities. |
3. |
Principally consists of collateralized debt obligations. |
4. |
Consists of private equity investments. |
5. |
Consists of equity swaps. |
15
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Investment Liabilities at Fair Value as of December
2013 |
|
$ in thousands |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
Managed accounts: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Derivatives |
|
$ |
|
|
|
$ |
32,366 |
|
|
$ |
|
|
|
$ |
32,366 |
|
Investments sold, but not yet purchased, at fair value: |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cash and cash equivalents |
|
|
29 |
|
|
|
|
|
|
|
|
|
|
|
29 |
|
Fixed income securities |
|
|
875 |
|
|
|
14,571 |
|
|
|
6 |
2 |
|
|
15,454 |
|
Common and preferred stocks1 |
|
|
163,049 |
|
|
|
2,073 |
|
|
|
|
|
|
|
165,122 |
|
Real estate investment trusts |
|
|
2,171 |
|
|
|
|
|
|
|
|
|
|
|
2,171 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total investment liabilities at fair value |
|
$ |
166,124 |
|
|
$ |
49,010 |
|
|
$ |
6 |
|
|
$ |
215,142 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1. |
Excludes real estate investment trusts. |
2. |
Consists of corporate debt instruments. |
Transfers Between Levels of the Fair Value Hierarchy
Transfers
between levels of the fair value hierarchy are reported at the beginning of the reporting period in which they occur.
During 2014, transfers into level 1 from level 2 of investments were $154.6 million, primarily reflecting transfers of the international equity collective trusts due to decreased volatility in the underlying
indices and increased transparency in the ability to transact daily at the reported NAV.
During 2013, transfers
into level 2 from level 1 of investments were $8.3 million, reflecting transfers of preferred stock due to decreased market activity in these instruments. During 2013, transfers into level 1 from level 2 of investments were $1.9 million, reflecting
transfers of U.S. government and federal agency obligations, due to increased market activity in these instruments.
16
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Level 3 Rollforward
The tables below present changes in fair value for all investment assets categorized as level 3 as of the end of the period:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 3 Investment Assets at Fair Value for the |
|
|
|
Year Ended December 2014 |
|
$ in thousands |
|
Fixed Income
Securities |
|
|
Common and Preferred Stock |
|
|
Derivative Assets |
|
|
Total |
|
Balance, beginning of year |
|
$ |
80,332 |
|
|
$ |
13,498 |
|
|
$ |
754 |
|
|
$ |
94,584 |
|
Net realized gains/(losses)1 |
|
|
6,774 |
|
|
|
(1,013 |
) |
|
|
9 |
|
|
|
5,770 |
|
Net unrealized gains/(losses) relating to instruments still held at year-end1 |
|
|
(13,889 |
) |
|
|
2,844 |
|
|
|
61 |
|
|
|
(10,984 |
) |
Purchases |
|
|
57,715 |
|
|
|
13,550 |
|
|
|
1 |
|
|
|
71,266 |
|
Sales |
|
|
(29,807 |
) |
|
|
(255 |
) |
|
|
(22 |
) |
|
|
(30,084 |
) |
Settlements |
|
|
(12,093 |
) |
|
|
(4,568 |
) |
|
|
(4 |
) |
|
|
(16,665 |
) |
Transfers into level 3 |
|
|
12,671 |
|
|
|
|
|
|
|
|
|
|
|
12,671 |
|
Transfers out of level 3 |
|
|
(128 |
) |
|
|
(1,459 |
) |
|
|
(682 |
) |
|
|
(2,269 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Balance, end of year |
|
$ |
101,575 |
|
|
$ |
22,597 |
|
|
$ |
117 |
|
|
$ |
124,289 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1. |
Included in Net appreciation in the fair value of investments. |
Transfers into level 3 of $12.7 million during 2014 primarily reflected transfers of certain corporate debt instruments
and loans secured by mortgages from level 2 primarily due to reduced price transparency as a result of a lack of market evidence, including decrease market transactions in these instruments.
Transfers out of level 3 into level 1 of $2.3 million during 2014 were primarily the result of initial public offerings
of certain private equity investments and the subsequent price transparency due to listing on public exchanges.
17
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Level 3 Investment Assets at Fair Value for the |
|
|
|
Year Ended December 2013 |
|
$ in thousands |
|
Stable Value Fund |
|
|
Fixed Income Securities |
|
|
Common and Preferred Stock |
|
|
Derivative Assets |
|
|
Total |
|
Balance, beginning of year |
|
$ |
556,550 |
|
|
$ |
62,160 |
|
|
$ |
2,223 |
|
|
$ |
|
|
|
$ |
620,933 |
|
Net realized gains/(losses)1 |
|
|
|
|
|
|
4,264 |
|
|
|
59 |
|
|
|
44 |
|
|
|
4,367 |
|
Net unrealized gains/(losses) relating to instruments still held at year-end1 |
|
|
|
|
|
|
2,865 |
|
|
|
(542 |
) |
|
|
354 |
|
|
|
2,677 |
|
Purchases |
|
|
6,527 |
|
|
|
32,956 |
|
|
|
11,817 |
|
|
|
42 |
|
|
|
51,342 |
|
Sales |
|
|
(563,077 |
) |
|
|
(20,070 |
) |
|
|
(59 |
) |
|
|
|
|
|
|
(583,206 |
) |
Settlements |
|
|
|
|
|
|
(10,334 |
) |
|
|
|
|
|
|
(44 |
) |
|
|
(10,378 |
) |
Transfers into level 3 |
|
|
|
|
|
|
9,931 |
|
|
|
|
|
|
|
358 |
|
|
|
10,289 |
|
Transfers out of level 3 |
|
|
|
|
|
|
(1,440 |
) |
|
|
|
|
|
|
|
|
|
|
(1,440 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Balance, end of year |
|
$ |
|
|
|
$ |
80,332 |
|
|
$ |
13,498 |
|
|
$ |
754 |
|
|
$ |
94,584 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1. |
Included in Net appreciation in the fair value of investments. |
Transfers into level 3 of $10.3 million during 2013 primarily reflected transfers of bank loans, included in fixed income
securities, from level 2 primarily due to reduced price transparency as a result of a lack of market evidence, including decrease market transactions in these instruments.
Transfers out of level 3 of $1.4 million during 2013 primarily reflected transfers of certain collateralized loan obligations
and bank loans into level 2 primarily due to increased price transparency as a result of market evidence, including market transactions in these instruments.
18
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Note 5.
Description of the Plans Investment Contracts
Fully
benefit-responsive investment contracts held by a defined contribution plan are required to be reported at fair value rather than contract value with an offsetting asset or liability in the statements of net assets available for benefits to
reconcile to contract value. The statements of changes in net assets available for Plan benefits are prepared on a contract value basis.
Effective June 1, 2013, the Plans Stable Value Fund (the Stable Value Fund) was closed, and its underlying synthetic guaranteed investment contracts were terminated. All assets remaining in the
Stable Value Fund as of such date were liquidated and transferred at fair value, which equaled contract value, to other investment options under the Plan.
The table below presents the average yields earned by the Stable Value Fund.
|
|
|
|
|
|
|
Year Ended December |
|
|
|
2013 |
|
Based on actual earnings1 |
|
|
0.07% |
|
Based on interest rate credited to participants2 |
|
|
6.41% |
3 |
1. |
Computed by dividing the annualized one-day actual earnings of the Stable Value Fund on June 1, 2013 by the fair value of the investments of the
Stable Value Fund on the same date. |
2. |
Computed by dividing the annualized one-day earnings credited to participants in the Stable Value Fund on June 1, 2013 by the fair value of the
investments of the Stable Value Fund on the same date. |
3. |
Rate is for the period January 1, 2013 through June 1, 2013 (the date on which the Stable Value Fund was closed). In connection with the
Stable Value Funds closure, the interest rate credited to participants for the period reflects the amortization of realized gains associated with the redemption of the Stable Value Funds underlying investments.
|
19
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Note 6.
Related Party Transactions and Party In Interest Transactions
An
affiliate of the firm manages several mutual fund investment options within the Plan. These investments include the Goldman Sachs Financial Square Treasury Obligations Fund, Goldman Sachs Financial Square Money Market Fund, Goldman Sachs Short
Duration Government Fund, Goldman Sachs Core Fixed Income Fund, Goldman Sachs High Yield Fund, Goldman Sachs Large Cap Value Fund, Goldman Sachs Strategic Income Fund and Goldman Sachs Mid Cap Value Fund, each of which is an investment company
registered under the Investment Company Act of 1940. No fees were paid for 2014 and 2013, or were payable by the Plan as of December 2014 and December 2013, for investment management services relating to any of these funds; however, investment
advisory fees may be paid from the funds to the firm or its affiliates.
The Plan offers as an investment option
the Company Stock Fund, which primarily invests in shares of the firms common stock. As of December 2014 and December 2013, the Plans interest in the Company Stock Fund represented 609,988 and 643,414 shares of the firms
common stock with a fair market value of $118.2 million and $114.1 million respectively. Purchases of $3.5 million and $4.5 million and sales of $9.4 million and $8.8 million of the firms common stock were made through the Company Stock Fund
during 2014 and 2013, respectively. The Company Stock Fund is managed by an affiliate of the Trustee.
Effective
June 1, 2013, GSAM Stable Value, LLC (GSAM Stable Value, formerly called Dwight Asset Management Company, LLC), an affiliate of the firm, manages a laddered fixed income investment option in the Plan. No fees are paid to GSAM Stable Value for
acting as the laddered fixed income investment manager. This investment option includes collective trust funds that are subadvised by GSAM Stable Value and sponsored by Goldman Sachs Trust Company, N.A. (GSTC), and as such these investments are
classified as related party transactions and party-in-interest transactions. Investment advisory fees are paid from the collective trust funds to GSTC, and may be shared with GSAM Stable Value and other affiliates.
Effective June 1, 2013, GS Bank USA, an affiliate of the firm, has a deposit obligation to the Plan under the
Plans Bank Deposit option. No fees were paid for 2014 and 2013, or were payable by the Plan as of December 2014 and December 2013, for Bank Deposit obligations.
In addition, an affiliate of the Trustee manages several investment options within the Plan. These
investments include the SSgA S&P 500® Index Non-Lending Series Fund, SSgA S&P MidCap® Index Non-Lending Series Fund, SSgA Russell Small Cap® Index Non-Lending Series Fund, and SSgA Emerging Markets Index Non-Lending Series Fund, each of which are collective trust funds. Fees associated with the management
of these funds qualify as party-in-interest transactions.
20
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Note 7.
Plan Termination
The firm intends to continue the Plan
indefinitely but reserves the right to discontinue or amend the Plan at any time subject to the provisions of ERISA. In the event of discontinuance, affected participants will become fully vested in the Firm Contributions and the related
investment income as required by ERISA.
Note 8.
Income Tax Status
The Internal Revenue Service has determined
and informed the firm by a letter dated November 20, 2012, that the Plan and Master Trust are designed in accordance with applicable sections of the Internal Revenue Code. Although the Plan has been amended since the receipt of the letter, Plan
management believes that the Plan continues to be designed and operated in all material respects in compliance with the applicable requirements of the Internal Revenue Code.
Note 9.
Reconciliation of Financial Statements to Form 5500
The tables below present the reconciliations from the Plans financial statements to the Form 5500.
|
|
|
|
|
|
|
|
|
|
|
As of December |
|
$ in thousands |
|
2014 |
|
|
2013 |
|
Net assets available for benefits, per Statements of Net Assets Available for Benefits |
|
$ |
6,645,248 |
|
|
$ |
6,343,208 |
|
Reduce by amounts allocated to withdrawing participants |
|
|
(27,632 |
) |
|
|
(23,251 |
) |
|
|
|
|
|
|
|
|
|
Net assets, per the Form 5500 |
|
$ |
6,617,616 |
|
|
$ |
6,319,957 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Year Ended December |
|
$ in thousands |
|
2014 |
|
|
2013 |
|
Benefits paid, per Statements of Changes in Net Assets Available for Benefits |
|
$ |
355,559 |
|
|
$ |
371,302 |
|
Add amounts allocated to withdrawing participants, end of year |
|
|
27,632 |
|
|
|
23,251 |
|
Reduce for amounts allocated to withdrawing participants, beginning of year |
|
|
(23,251 |
) |
|
|
(29,402 |
) |
|
|
|
|
|
|
|
|
|
Benefits paid to participants, per the Form 5500 |
|
$ |
359,940 |
|
|
$ |
365,151 |
|
|
|
|
|
|
|
|
|
|
Amounts allocated to withdrawing participants are recorded on the Form 5500 for benefit
claims that have been processed and approved for payment prior to December 2014 and December 2013, but had not yet been paid as of that date.
21
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
|
|
|
|
|
|
|
|
|
|
|
Year Ended December |
|
$ in thousands |
|
2014 |
|
|
2013 |
|
Total net appreciation, per Statements of Changes in Net Assets Available for Benefits |
|
$ |
232,147 |
|
|
$ |
852,391 |
|
Reduce prior year adjustments from fair value to contract value for fully benefit-responsive investment contracts |
|
|
|
|
|
|
(6,740 |
) |
|
|
|
|
|
|
|
|
|
Total net appreciation, per the Form 5500 |
|
$ |
232,147 |
|
|
$ |
845,651 |
|
|
|
|
|
|
|
|
|
|
Note 10.
Financial Instruments with Off-Balance Sheet Risk
In accordance
with the investment strategy of the separately managed accounts, the Plans investment managers execute transactions in various financial instruments that may give rise to varying degrees of off-balance sheet market and credit risk, including
investments sold, but not yet purchased. 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 Plans ultimate obligation to satisfy the sale of investments sold, but not yet purchased, 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 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. |
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 Plans 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 Plans market risk by holding or purchasing offsetting
positions.
As a writer of option contracts, the Plan receives a premium to become obligated to buy or sell
financial instruments for a period of time at the holders option. During this period, the Plan bears the risk of an unfavorable change in the market value of the financial instrument underlying the option, but has no credit risk, as the
counterparty has no performance obligation to the Plan once it has paid its cash premium.
The Plan is subject to
credit risk of counterparty nonperformance on derivative assets, except for written options, which obligate the Plan to perform and do not give rise to any counterparty credit risk.
22
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
Derivatives are accounted for at fair value. Derivatives are recorded on a
gross basis in the statements of net assets available for benefits. The tables below present the fair value and the notional amount of derivative contracts by major product type on a gross basis. Gross fair values exclude the effects of both
counterparty netting and collateral, and therefore are not representative of the Plans exposure. The tables below also present the amounts of counterparty netting and collateral that have not been offset in the statements of net assets
available for benefits. Notional amounts, which represent the sum of gross long and short derivative contracts, provide an indication of the volume of the Plans derivative activity and do not represent anticipated losses.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
As of December 2014 |
|
|
|
Derivative |
|
|
Derivative |
|
|
Notional |
|
$ in thousands |
|
Assets |
|
|
Liabilities |
|
|
Amount |
|
Interest rates |
|
$ |
2,159 |
|
|
$ |
2,135 |
|
|
$ |
12,245,891 |
|
Credit |
|
|
1,122 |
|
|
|
1,077 |
|
|
|
30,277 |
|
Currencies |
|
|
7,022 |
|
|
|
1,526 |
|
|
|
220,336 |
|
Commodities |
|
|
8,080 |
|
|
|
6,329 |
|
|
|
73,946 |
|
Equities |
|
|
25,016 |
|
|
|
19,006 |
|
|
|
705,369 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Gross fair value/notional amount of derivatives |
|
$ |
43,399 |
|
|
$ |
30,073 |
|
|
$ |
13,275,819 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts that have not been offset in the statement of net assets available for benefits: |
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty netting |
|
|
(12,229 |
) |
|
|
(12,229 |
) |
|
|
|
|
Collateral received/posted |
|
|
(7,916 |
) |
|
|
(9,127 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
$ |
23,254 |
|
|
$ |
8,717 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
As of December 2013 |
|
|
|
Derivative |
|
|
Derivative |
|
|
Notional |
|
$ in thousands |
|
Assets |
|
|
Liabilities |
|
|
Amount |
|
Interest rates |
|
$ |
515 |
|
|
$ |
670 |
|
|
$ |
210,802 |
|
Credit |
|
|
1,072 |
|
|
|
1,651 |
|
|
|
42,515 |
|
Currencies |
|
|
4,568 |
|
|
|
4,325 |
|
|
|
277,801 |
|
Commodities |
|
|
535 |
|
|
|
585 |
|
|
|
71,888 |
|
Equities |
|
|
26,274 |
|
|
|
25,135 |
|
|
|
1,807,849 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Gross fair value/notional amount of derivatives |
|
$ |
32,964 |
|
|
$ |
32,366 |
|
|
$ |
2,410,855 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Amounts that have not been offset in the statement of net assets available for benefits: |
|
|
|
|
|
|
|
|
|
|
|
|
Counterparty netting |
|
|
(14,193 |
) |
|
|
(14,193 |
) |
|
|
|
|
Collateral received/posted |
|
|
(736 |
) |
|
|
(9,396 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total |
|
$ |
18,035 |
|
|
$ |
8,777 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
23
The Goldman Sachs 401(k) Plan
Notes to Financial Statements
December 31, 2014 and 2013
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 |
|
|
|
2014 |
|
|
2013 |
|
Interest rates |
|
|
|
$ |
(78 |
) |
|
$ |
2,792 |
|
Credit |
|
|
|
|
(417 |
) |
|
|
(562 |
) |
Currencies |
|
|
|
|
14,075 |
|
|
|
(1,078 |
) |
Commodities |
|
|
|
|
94 |
|
|
|
145 |
|
Equities |
|
|
|
|
(31,240 |
) |
|
|
(5,971 |
) |
|
|
|
|
|
|
|
|
|
|
|
Total |
|
|
|
$ |
(17,566 |
) |
|
$ |
(4,674 |
) |
|
|
|
|
|
|
|
|
|
|
|
The Plans investment managers enter into various derivative transactions that are
considered credit derivatives under U.S. GAAP. The Plans written and purchased credit derivatives include credit default swaps and total return swaps. Substantially all of the Plans written and purchased credit derivative transactions
are with financial institutions and are subject to stringent collateral thresholds.
24
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
Bank Deposits |
|
|
|
|
|
|
|
|
GS BANK DEPOSIT |
|
|
245,742,176 |
|
|
$ |
245,742,176 |
|
|
|
|
|
|
|
|
Total Bank Deposits |
|
|
245,742,176 |
|
|
$ |
245,742,176 |
|
|
|
|
|
|
|
|
|
Collective Trusts |
|
|
|
|
|
|
|
|
SSGA S&P 500® INDEX NON-LENDING SERIES FUND |
|
|
17,919,653 |
|
|
$ |
771,584,433 |
|
SSGA EMERGING MARKETS INDEX NON-LENDING SERIES FUND |
|
|
5,639,180 |
|
|
|
145,806,625 |
|
SSGA S&P MIDCAP® INDEX NON-LENDING SERIES FUND |
|
|
6,513,339 |
|
|
|
171,496,226 |
|
SSGA RUSSELL SMALL CAP® INDEX NON-LENDING SERIES FUND |
|
|
7,148,613 |
|
|
|
158,956,555 |
|
BLACKROCK/EQUITY VALUE FUND |
|
|
6,339,879 |
|
|
|
157,198,578 |
|
BLACKROCK/EQUITY GROWTH FUND |
|
|
6,425,434 |
|
|
|
127,690,086 |
|
BLACKROCK/20+ TREASURY BOND FUND |
|
|
1,161,879 |
|
|
|
47,218,065 |
|
BLACKROCK/LIFEPATH INDEX ET NL FUND |
|
|
2,714,589 |
|
|
|
30,817,101 |
|
BLACKROCK/LIFEPATH INDEX 2020 NL FUND |
|
|
3,307,499 |
|
|
|
39,115,150 |
|
BLACKROCK/LIFEPATH INDEX 2025 NL FUND |
|
|
5,776,769 |
|
|
|
69,991,908 |
|
BLACKROCK/LIFEPATH INDEX 2030 NL FUND |
|
|
5,728,288 |
|
|
|
70,841,164 |
|
BLACKROCK/LIFEPATH INDEX 2035 NL FUND |
|
|
7,592,416 |
|
|
|
95,643,187 |
|
BLACKROCK/LIFEPATH INDEX 2040 NL FUND |
|
|
8,698,826 |
|
|
|
111,338,013 |
|
BLACKROCK/LIFEPATH INDEX 2045 NL FUND |
|
|
9,510,687 |
|
|
|
123,676,979 |
|
BLACKROCK/LIFEPATH INDEX 2050 NL FUND |
|
|
6,700,733 |
|
|
|
88,379,315 |
|
BLACKROCK/LIFEPATH INDEX 2055 NL FUND |
|
|
1,884,110 |
|
|
|
25,151,552 |
|
|
|
|
|
|
|
|
Total Collective Trusts |
|
|
103,061,896 |
|
|
$ |
2,234,904,937 |
|
|
|
|
|
|
|
|
|
Mutual Funds |
|
|
|
|
|
|
|
|
ASHMORE EMERGING MARKETS LOCAL CURRENCY BOND FUND |
|
|
2,551,497 |
|
|
$ |
20,463,008 |
|
DODGE & COX INTERNATIONAL STOCK FUND |
|
|
1,353,882 |
|
|
|
57,011,963 |
|
GMO INTERNATIONAL EQUITY FUND |
|
|
8,806,611 |
|
|
|
193,393,173 |
|
GOLDMAN SACHS CORE FIXED INCOME FUND |
|
|
4,975,451 |
|
|
|
52,739,777 |
|
GOLDMAN SACHS FINANCIAL SQUARE MONEY MARKET FUND |
|
|
344,461,339 |
|
|
|
344,461,339 |
|
GOLDMAN SACHS FINANCIAL SQUARE TREASURY OBLIGATIONS FUND |
|
|
71,464,918 |
|
|
|
71,464,918 |
|
GOLDMAN SACHS HIGH YIELD FUND |
|
|
20,832,401 |
|
|
|
140,618,707 |
|
GOLDMAN SACHS LARGE CAP VALUE FUND |
|
|
8,085,573 |
|
|
|
143,518,924 |
|
GOLDMAN SACHS MID CAP VALUE FUND |
|
|
9,167,566 |
|
|
|
381,187,379 |
|
GOLDMAN SACHS STRATEGIC INCOME FUND |
|
|
2,599,380 |
|
|
|
26,721,622 |
|
GOLDMAN SACHS SHORT DURATION GOVERNMENT FUND |
|
|
6,973,136 |
|
|
|
70,219,477 |
|
VANGUARD INFLATION-PROTECTED SECURITIES FUND |
|
|
7,164,063 |
|
|
|
75,509,226 |
|
WESTERN ASSET CORE PLUS BOND FUND |
|
|
8,114,736 |
|
|
|
94,455,531 |
|
|
|
|
|
|
|
|
Total Mutual Funds |
|
|
496,550,552 |
|
|
$ |
1,671,765,043 |
|
|
|
|
|
|
|
|
|
Managed Accounts |
|
|
|
|
|
|
|
|
Collective Trusts |
|
|
|
|
|
|
|
|
TERM FUND 2014 |
|
|
452 |
|
|
$ |
4,772,257 |
|
TERM FUND 2015 |
|
|
2,749 |
|
|
|
29,764,861 |
|
TERM FUND 2016 |
|
|
2,912 |
|
|
|
30,452,596 |
|
TERM FUND 2017 |
|
|
2,949 |
|
|
|
29,677,866 |
|
TERM FUND 2018 |
|
|
2,681 |
|
|
|
27,278,138 |
|
|
|
|
|
|
|
|
Total Collective Trusts |
|
|
11,743 |
|
|
$ |
121,945,718 |
|
|
|
|
|
|
|
|
|
Mutual Funds |
|
|
|
|
|
|
|
|
PIMCO FDS SHORT TERM FLTG NAV |
|
|
463,585 |
|
|
$ |
4,639,556 |
|
|
|
|
|
|
|
|
Total Mutual Funds |
|
|
463,585 |
|
|
$ |
4,639,556 |
|
|
|
|
|
|
|
|
|
Common Stock |
|
|
|
|
|
|
|
|
3D SYSTEMS CORP |
|
|
(20,056 |
) |
|
$ |
(659,241) |
|
3M CO |
|
|
(1,757 |
) |
|
|
(288,710) |
|
58.COM INC-ADR |
|
|
15,053 |
|
|
|
625,452 |
|
7 ELEVEN MALAYSIA HOLDINGS B |
|
|
297,000 |
|
|
|
127,413 |
|
AAC TECHNOLOGIES HOLDINGS IN |
|
|
102,915 |
|
|
|
553,403 |
|
ABBOTT LABORATORIES |
|
|
33,940 |
|
|
|
1,527,979 |
|
ABBVIE INC |
|
|
200 |
|
|
|
13,088 |
|
ACADIA HEALTHCARE CO INC |
|
|
15,085 |
|
|
|
923,353 |
|
ACCENTURE PLC-CL A |
|
|
(3,189 |
) |
|
|
(284,810) |
|
ACCESS MIDSTREAM PARTNERS LP |
|
|
7,354 |
|
|
|
398,587 |
|
ACHAOGEN INC |
|
|
11,000 |
|
|
|
143,550 |
|
ACHILLION PHARMACEUTICALS |
|
|
5,700 |
|
|
|
69,825 |
|
ACTAVIS PLC |
|
|
98,163 |
|
|
|
25,268,138 |
|
ACTIVISION BLIZZARD INC |
|
|
(63,190 |
) |
|
|
(1,273,279) |
|
ACTUANT CORP-A |
|
|
(9,041 |
) |
|
|
(246,277) |
|
ADELPHIA CONTINGENT VALUE |
|
|
2,537,894 |
|
|
|
508 |
|
ADELPHIA RECOVERY TRUST |
|
|
5,475,113 |
|
|
|
48,675 |
|
ADOBE SYSTEMS INC |
|
|
62,000 |
|
|
|
4,507,400 |
|
ADT CORP/THE |
|
|
13,900 |
|
|
|
503,597 |
|
ADVANCE AUTO PARTS INC |
|
|
(2,432 |
) |
|
|
(387,369) |
|
ADVANCE PURCHASE |
|
|
89,000 |
|
|
|
6,461,213 |
|
ADVANCED DRAINAGE SYSTEMS INC |
|
|
2,300 |
|
|
|
52,854 |
|
25
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
ADVANCED EMISSIONS SOLUTIONS |
|
|
8,000 |
|
|
|
182,320 |
|
ADVANCED MICRO DEVICES |
|
|
(391,361 |
) |
|
|
(1,044,934) |
|
AERCAP HOLDINGS NV |
|
|
253,248 |
|
|
|
9,831,087 |
|
AERIE PHARMACEUTICALS INC |
|
|
27,955 |
|
|
|
816,006 |
|
AFFIMED NV |
|
|
21,600 |
|
|
|
133,920 |
|
AFLAC INC |
|
|
(4,890 |
) |
|
|
(298,730) |
|
AFRICAN BANK INVESTMENTS LTD |
|
|
302,044 |
|
|
|
8,094 |
|
AGCO CORP |
|
|
(3,010 |
) |
|
|
(136,052) |
|
AGIOS PHARMACEUTICALS INC |
|
|
5,661 |
|
|
|
634,258 |
|
AHERN RENTALS INC CVR |
|
|
547 |
|
|
|
27 |
|
AIA GROUP LTD |
|
|
1,715,537 |
|
|
|
9,527,751 |
|
AIR LIQUIDE SA |
|
|
29,400 |
|
|
|
3,658,938 |
|
AIR PRODUCTS & CHEMICALS INC |
|
|
90,085 |
|
|
|
12,992,960 |
|
AISIN SEIKI CO LTD |
|
|
1,200 |
|
|
|
43,594 |
|
AJINOMOTO CO INC |
|
|
18,000 |
|
|
|
336,787 |
|
AK STEEL HOLDING CORP |
|
|
18,465 |
|
|
|
109,682 |
|
AKAMAI TECHNOLOGIES INC |
|
|
2,600 |
|
|
|
163,696 |
|
AKFEN HOLDING AS |
|
|
54,399 |
|
|
|
109,368 |
|
ALBEMARLE CORP |
|
|
(26,327 |
) |
|
|
(1,583,043) |
|
ALEXANDER + BALDWIN INC |
|
|
23,555 |
|
|
|
924,769 |
|
ALEXION PHARMACEUTICALS INC |
|
|
17,197 |
|
|
|
3,181,961 |
|
ALFA LAVAL AB |
|
|
(23,520 |
) |
|
|
(446,781) |
|
ALIBABA GROUP HOLDING SP ADR |
|
|
24,141 |
|
|
|
2,509,216 |
|
ALIMENTATION COUCHE-TARD -B |
|
|
(18,890 |
) |
|
|
(791,050) |
|
ALIOR BANK SA |
|
|
15,119 |
|
|
|
331,920 |
|
ALKERMES PLC |
|
|
12,194 |
|
|
|
714,081 |
|
ALL AMERICA LATINA LOGISTICA |
|
|
174,800 |
|
|
|
332,739 |
|
ALLEGION PLC |
|
|
38,919 |
|
|
|
2,158,448 |
|
ALLERGAN INC |
|
|
116,906 |
|
|
|
24,853,047 |
|
ALLETE INC |
|
|
17,300 |
|
|
|
953,922 |
|
ALLIANZ SE REG |
|
|
21,900 |
|
|
|
3,639,789 |
|
ALLISON TRANSMISSION HOLDING |
|
|
32,064 |
|
|
|
1,086,970 |
|
ALLSCRIPTS HEALTHCARE SOLUTI |
|
|
97,314 |
|
|
|
1,242,700 |
|
ALLY FINANCIAL INC |
|
|
71,091 |
|
|
|
1,679,169 |
|
ALPHA NATURAL RESOURCES INC |
|
|
(19,800 |
) |
|
|
(33,066) |
|
ALPS ELECTRIC CO LTD |
|
|
(1,500 |
) |
|
|
(28,891) |
|
ALROSA AO |
|
|
830,248 |
|
|
|
885,459 |
|
ALTISOURCE PORTFOLIO SOLUTIONS |
|
|
110,499 |
|
|
|
3,733,761 |
|
ALTRA INDUSTRIAL MOTION CORP |
|
|
19,160 |
|
|
|
543,952 |
|
ALTRIA GROUP INC |
|
|
(10,251 |
) |
|
|
(505,067) |
|
AMADEUS IT HOLDING SA |
|
|
73,400 |
|
|
|
2,938,775 |
|
AMAZON.COM INC |
|
|
15,400 |
|
|
|
4,779,390 |
|
AMBARELLA INC |
|
|
(20,153 |
) |
|
|
(1,022,160) |
|
AMBUJA CEMENT REG S GDR |
|
|
55,709 |
|
|
|
202,224 |
|
AMBUJA CEMENTS LTD |
|
|
173,712 |
|
|
|
628,828 |
|
AMERICA MOVIL SPN ADR CL L |
|
|
36,215 |
|
|
|
803,249 |
|
AMERICAN AIRLINES GROUP INC |
|
|
73,180 |
|
|
|
3,924,643 |
|
AMERICAN EAGLE ENERGY CORP |
|
|
136,740 |
|
|
|
85,134 |
|
AMERICAN ELECTRIC POWER |
|
|
(6,004 |
) |
|
|
(364,563) |
|
AMERICAN EXPRESS CO |
|
|
6,700 |
|
|
|
623,368 |
|
AMERICAN INTERNATIONAL GROUP |
|
|
207,435 |
|
|
|
11,618,434 |
|
AMERICAN WOODMARK CORP |
|
|
38,733 |
|
|
|
1,566,363 |
|
AMERIPRISE FINANCIAL INC |
|
|
6,200 |
|
|
|
819,950 |
|
AMERIS BANCORP |
|
|
76,578 |
|
|
|
1,963,460 |
|
AMERISOURCEBERGEN CORP |
|
|
335 |
|
|
|
30,204 |
|
AMETEK INC |
|
|
71,069 |
|
|
|
3,740,361 |
|
AMGEN CORP |
|
|
1,459 |
|
|
|
232,404 |
|
AMR CORP |
|
|
237,719 |
|
|
|
435,471 |
|
AMR CORP EXP |
|
|
74,074 |
|
|
|
135,694 |
|
ANACOR PHARMACEUTICALS INC |
|
|
15,788 |
|
|
|
509,163 |
|
ANADARKO PETROLEUM CORP |
|
|
23,800 |
|
|
|
1,963,500 |
|
ANADOLU EFES BIRACILIK VE |
|
|
92,735 |
|
|
|
900,475 |
|
ANGLO AMERICAN PLC |
|
|
242,527 |
|
|
|
4,522,320 |
|
ANGLO IRISH BANK CORP PLC |
|
|
43,800 |
|
|
|
|
|
ANHEUSER-BUSCH INBEV NV |
|
|
7,580 |
|
|
|
860,723 |
|
ANHEUSER-BUSCH INBEV SPN ADR |
|
|
43,199 |
|
|
|
4,852,112 |
|
ANHUI CONCH CEMENT CO LTD H |
|
|
500,881 |
|
|
|
1,879,551 |
|
ANTERO MIDSTREAM PARTNERS LP |
|
|
(1,628 |
) |
|
|
(44,770) |
|
ANTERO RESOURCES CORP |
|
|
2,406 |
|
|
|
97,635 |
|
ANTHEM INC |
|
|
(2,390 |
) |
|
|
(300,351) |
|
APCOA HLCO EQ |
|
|
57 |
|
|
|
|
|
APOGEE ENTERPRISES INC |
|
|
15,025 |
|
|
|
636,609 |
|
APPLE INC |
|
|
86,460 |
|
|
|
9,543,455 |
|
APPLIED INDUSTRIAL TECH INC |
|
|
15,740 |
|
|
|
717,587 |
|
APPLIED MATERIALS INC |
|
|
180,262 |
|
|
|
4,492,129 |
|
APPLIED MICRO CIRCUITS CORP |
|
|
61,465 |
|
|
|
400,752 |
|
ARATANA THERAPEUTICS INC |
|
|
42,780 |
|
|
|
762,340 |
|
ARCELOR MITTAL STEEL COMPANY N.V. |
|
|
(90,850 |
) |
|
|
(1,002,076) |
|
ARCELORMITTAL |
|
|
(21,069 |
) |
|
|
(231,704) |
|
ARCHER-DANIELS-MIDLAND CO |
|
|
(5,838 |
) |
|
|
(303,576) |
|
ARCTIC CAT INC |
|
|
18,760 |
|
|
|
665,980 |
|
ARDEPRO CO LTD |
|
|
14,100 |
|
|
|
18,584 |
|
ARGO GROUP INTERNATIONAL |
|
|
9,000 |
|
|
|
499,230 |
|
ARISTA NETWORKS INC |
|
|
1,972 |
|
|
|
119,819 |
|
ARM HOLDINGS PLC |
|
|
150,100 |
|
|
|
2,328,732 |
|
ARMOUR ENERGY LTD |
|
|
176,493 |
|
|
|
7,067 |
|
ARMSTRONG WORLD INDUSTRIES |
|
|
11,859 |
|
|
|
606,232 |
|
ARUBA NETWORKS INC |
|
|
16,970 |
|
|
|
308,515 |
|
26
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
ASBURY AUTOMOTIVE GROUP |
|
|
10,703 |
|
|
|
812,572 |
|
ASHLAND INC |
|
|
32,200 |
|
|
|
3,856,272 |
|
ASM PACIFIC TECHNOLOGY |
|
|
88,871 |
|
|
|
848,044 |
|
ASPEN TECHNOLOGY INC |
|
|
31,083 |
|
|
|
1,088,527 |
|
ASSURANT INC |
|
|
(3,892 |
) |
|
|
(266,330) |
|
AT&T INC |
|
|
(171,185 |
) |
|
|
(5,750,104) |
|
ATHENAHEALTH INC |
|
|
17,061 |
|
|
|
2,485,788 |
|
ATLAS COPCO AB A SHS |
|
|
69,100 |
|
|
|
1,927,818 |
|
ATLAS ENERGY LP |
|
|
361,432 |
|
|
|
11,258,607 |
|
ATLAS PIPELINE PARTNERS LP |
|
|
187,000 |
|
|
|
5,097,620 |
|
ATLAS RESOURCE PARTNERS LP |
|
|
350,137 |
|
|
|
3,746,466 |
|
ATMEL CORP |
|
|
4,865 |
|
|
|
40,842 |
|
ATTIJARIWAFA BANK |
|
|
2,875 |
|
|
|
109,125 |
|
AUTODESK INC |
|
|
44,470 |
|
|
|
2,670,868 |
|
AUTOHOME INC-ADR |
|
|
(8,043 |
) |
|
|
(292,443) |
|
AUTONATION INC |
|
|
32,628 |
|
|
|
1,971,057 |
|
AUTOZONE INC |
|
|
(601 |
) |
|
|
(372,085) |
|
AUXILIUM PHARMACEUTICALS INC |
|
|
11,750 |
|
|
|
404,024 |
|
AVAGO TECHNOLOGIES LTD |
|
|
9,290 |
|
|
|
934,481 |
|
AVIS BUDGET GROUP INC |
|
|
(2,540 |
) |
|
|
(168,478) |
|
AVON PRODUCTS INC |
|
|
(53,513 |
) |
|
|
(502,487) |
|
AXA IMMOSELECT |
|
|
13,014 |
|
|
|
137,640 |
|
AXIS BANK LTD |
|
|
252,655 |
|
|
|
2,008,512 |
|
B/E AEROSPACE INC |
|
|
98,242 |
|
|
|
5,700,001 |
|
BAIDU INC SPON ADR |
|
|
48,767 |
|
|
|
11,117,413 |
|
BANCO BILBAO VIZCAYA ARGENTA |
|
|
188,100 |
|
|
|
1,787,652 |
|
BANCO MACRO SA ADR |
|
|
9,113 |
|
|
|
398,511 |
|
BANCO SANTANDER BRASIL ADS |
|
|
101,761 |
|
|
|
510,840 |
|
BANCOLOMBIA S.A. SPONS ADR |
|
|
12,535 |
|
|
|
600,176 |
|
BANCOLOMBIA S.A. |
|
|
24,800 |
|
|
|
288,438 |
|
BANK OF AMERICA CORP |
|
|
9,163 |
|
|
|
163,926 |
|
BANK OF CHINA LTD - H |
|
|
225,000 |
|
|
|
126,781 |
|
BANK OF MONTREAL |
|
|
(20,250 |
) |
|
|
(1,432,015) |
|
BANK PEKAO SA REG S GDR |
|
|
24,100 |
|
|
|
1,236,330 |
|
BANK TABUNGAN PENSIUNAN NASL |
|
|
200,100 |
|
|
|
63,819 |
|
BANKRATE INC |
|
|
25,620 |
|
|
|
318,457 |
|
BAXTER INTERNATIONAL INC |
|
|
4,135 |
|
|
|
303,054 |
|
BAYERISCHE MOTOREN WERKE AG |
|
|
25,630 |
|
|
|
2,784,090 |
|
BEAZER HOMES USA INC |
|
|
(3,970 |
) |
|
|
(76,859) |
|
BECTON DICKINSON AND CO |
|
|
4,400 |
|
|
|
612,304 |
|
BEIJING URBAN CONSTRUCTION-H |
|
|
229,000 |
|
|
|
107,775 |
|
BELLE INTERNATIONAL HOLDINGS |
|
|
573,000 |
|
|
|
643,575 |
|
BELLICUM PHARMACEUTICALS INC |
|
|
945 |
|
|
|
21,773 |
|
BENEFITFOCUS INC |
|
|
15,370 |
|
|
|
504,751 |
|
BEST BUY CO INC |
|
|
3,892 |
|
|
|
151,710 |
|
BG GROUP PLC |
|
|
189,410 |
|
|
|
2,554,670 |
|
BHP BILLITON LTD-SPON ADR |
|
|
(28,674 |
) |
|
|
(1,356,854) |
|
BIDVEST GROUP LTD |
|
|
55,627 |
|
|
|
1,461,172 |
|
BIG C SUPERCENTER PCL FORGN |
|
|
80,900 |
|
|
|
582,775 |
|
BIOCRYST PHARMACEUTICALS INC |
|
|
56,425 |
|
|
|
686,128 |
|
BIOGEN IDEC INC |
|
|
9,400 |
|
|
|
3,190,830 |
|
BITAUTO HOLDINGS LTD-ADR |
|
|
(5,051 |
) |
|
|
(355,641) |
|
BLACK HILLS CORP |
|
|
11,500 |
|
|
|
609,960 |
|
BLACKBERRY LTD |
|
|
(126,141 |
) |
|
|
(1,385,028) |
|
BLOOMIN BRANDS INC |
|
|
19,465 |
|
|
|
481,953 |
|
BLUEBIRD BIO INC |
|
|
1,186 |
|
|
|
108,780 |
|
BLUESTONE GLOBAL LTD |
|
|
337,069 |
|
|
|
|
|
BOEING CO/THE |
|
|
13,000 |
|
|
|
1,689,740 |
|
BOISE CASCADE CO |
|
|
28,065 |
|
|
|
1,042,615 |
|
BOMBARDIER INC B |
|
|
(162,828 |
) |
|
|
(581,178) |
|
BONANZA CREEK ENERGY INC |
|
|
13,118 |
|
|
|
314,832 |
|
BORA BORA RESOURCES LTD |
|
|
29,145 |
|
|
|
4,883 |
|
BORGWARNER INC |
|
|
13,646 |
|
|
|
749,848 |
|
BOSTON PRIVATE FINL HOLDING |
|
|
44,700 |
|
|
|
602,109 |
|
BOSTON SCIENTIFIC CORP |
|
|
37,795 |
|
|
|
500,784 |
|
BREITLING ENERGY CORP |
|
|
(493 |
) |
|
|
(219) |
|
BRIDGE CAPITAL HOLDINGS |
|
|
43,802 |
|
|
|
980,289 |
|
BRISTOW GROUP INC |
|
|
(3,970 |
) |
|
|
(261,186) |
|
BROOKDALE SENIOR LIVING INC |
|
|
72,973 |
|
|
|
2,675,920 |
|
BRUNSWICK CORP |
|
|
16,636 |
|
|
|
852,761 |
|
BUFFALO WILD WINGS INC |
|
|
4,585 |
|
|
|
827,042 |
|
BUNGE LTD |
|
|
28,510 |
|
|
|
2,591,844 |
|
BURLINGTON STORES INC |
|
|
20,141 |
|
|
|
951,864 |
|
C.H. ROBINSON WORLDWIDE INC |
|
|
5,323 |
|
|
|
398,639 |
|
CABELA S INC |
|
|
11,091 |
|
|
|
584,607 |
|
CABLEVISION SYSTEMS-NY GRP-A |
|
|
(65,615 |
) |
|
|
(1,354,294) |
|
CABOT OIL & GAS CORP |
|
|
101,295 |
|
|
|
2,999,345 |
|
CACI INTERNATIONAL INC CL A |
|
|
6,460 |
|
|
|
556,723 |
|
CADENCE DESIGN SYS INC |
|
|
1,885 |
|
|
|
35,758 |
|
CAESARS ACQUISITION CO |
|
|
39,311 |
|
|
|
405,296 |
|
CAESARS ENTERTAINMENT CORP |
|
|
389,242 |
|
|
|
6,107,207 |
|
CALLON PETROLEUM CO |
|
|
222,176 |
|
|
|
1,210,859 |
|
CALPINE CORP |
|
|
87,482 |
|
|
|
1,935,977 |
|
CANADIAN NATL RAILWAY CO |
|
|
30,381 |
|
|
|
2,096,394 |
|
CANADIAN PACIFIC RAILWAY LTD |
|
|
66,030 |
|
|
|
12,707,389 |
|
CAPITAL ONE FINANCIAL CORP |
|
|
11,905 |
|
|
|
982,758 |
|
CAPITALAND LTD SHORT |
|
|
(41,000 |
) |
|
|
(102,508) |
|
CAPITEC BANK HOLDINGS LTD |
|
|
8,636 |
|
|
|
253,808 |
|
27
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
CAPMARK FINANCIAL GROUP INC |
|
|
113,694 |
|
|
|
545,731 |
|
CARBONITE INC |
|
|
17,685 |
|
|
|
252,365 |
|
CARDINAL HEALTH INC |
|
|
8,000 |
|
|
|
645,840 |
|
CARDTRONICS INC |
|
|
19,550 |
|
|
|
754,239 |
|
CARMAX INC |
|
|
3,227 |
|
|
|
214,854 |
|
CARNIVAL CORP |
|
|
6,018 |
|
|
|
272,796 |
|
CARRIZO OIL + GAS INC |
|
|
9,280 |
|
|
|
386,048 |
|
CASCADE BANCORP |
|
|
80,300 |
|
|
|
416,757 |
|
CASTLIGHT HEALTH INC-B |
|
|
18,710 |
|
|
|
218,907 |
|
CATAMARAN CORP |
|
|
15,843 |
|
|
|
819,875 |
|
CATHAY FINANCIAL HOLDING CO |
|
|
122,000 |
|
|
|
180,999 |
|
CBL & ASSOCIATES PROPERTIES |
|
|
(16,899 |
) |
|
|
(328,179) |
|
CBS CORP-CLASS B NON VOTING |
|
|
184,402 |
|
|
|
10,204,807 |
|
CCR SA |
|
|
48,962 |
|
|
|
283,840 |
|
CDK GLOBAL INC |
|
|
71,345 |
|
|
|
2,908,022 |
|
CDW CORP/DE |
|
|
4,933 |
|
|
|
173,494 |
|
CELADON GROUP INC |
|
|
5,925 |
|
|
|
134,438 |
|
CELGENE CORP |
|
|
92,645 |
|
|
|
10,363,270 |
|
CEMBRA MONEY BANK AG |
|
|
8,700 |
|
|
|
481,243 |
|
CEMEX SAB-SPONS ADR PART CER |
|
|
(9,438 |
) |
|
|
(96,173) |
|
CENTRAL PATTANA PUB CO FOREI |
|
|
1,079,412 |
|
|
|
1,492,804 |
|
CENTURY COMMUNITIES INC |
|
|
11,500 |
|
|
|
198,720 |
|
CENTURYLINK INC |
|
|
(24,806 |
) |
|
|
(981,821) |
|
CEPHEID INC |
|
|
45,245 |
|
|
|
2,449,564 |
|
CERNER CORP |
|
|
40,504 |
|
|
|
2,618,989 |
|
CGX ENERGY INC |
|
|
3,892 |
|
|
|
636 |
|
CHARLES SCHWAB CORP/THE |
|
|
(50,500 |
) |
|
|
(1,524,595) |
|
CHART INDUSTRIES INC |
|
|
2,445 |
|
|
|
83,619 |
|
CHC GROUP LTD |
|
|
(7,439 |
) |
|
|
(23,954) |
|
CHEESECAKE FACTORY INC/THE |
|
|
13,750 |
|
|
|
691,763 |
|
CHESAPEAKE ENERGY CORP |
|
|
(14,334 |
) |
|
|
(280,516) |
|
CHEUNG KONG INFRASTRUCTURE |
|
|
8,000 |
|
|
|
59,210 |
|
CHEVRON CORP |
|
|
(44,074 |
) |
|
|
(4,944,221) |
|
CHICAGO BRIDGE & IRON CO |
|
|
(2,345 |
) |
|
|
(98,443) |
|
CHIMERA INVESTMENT CORP |
|
|
2,137,899 |
|
|
|
6,798,519 |
|
CHINA CINDA ASSET MANAGEME-H |
|
|
4,127,000 |
|
|
|
2,011,483 |
|
CHINA CITIC BANK CORP LTD-H |
|
|
97,000 |
|
|
|
77,795 |
|
CHINA CNR CORP LTD-H |
|
|
179,500 |
|
|
|
257,371 |
|
CHINA CONSTRUCTION BANK-H |
|
|
301,000 |
|
|
|
247,227 |
|
CHINA CREATIVE HOME GROUP LT |
|
|
564,000 |
|
|
|
130,901 |
|
CHINA FOODS LTD |
|
|
289,460 |
|
|
|
99,288 |
|
CHINA HUISHAN DAIRY HOLDINGS |
|
|
970,000 |
|
|
|
168,848 |
|
CHINA LIFE INSURANCE CO-H |
|
|
15,000 |
|
|
|
58,894 |
|
CHINA MEDICAL TECH-SPON ADR |
|
|
9,062 |
|
|
|
|
|
CHINA MENGNIU DAIRY CO |
|
|
228,000 |
|
|
|
940,831 |
|
CHINA MERCHANTS BANK H |
|
|
657,445 |
|
|
|
1,649,791 |
|
CHINA MERCHANTS HLDGS INTL |
|
|
20,000 |
|
|
|
67,307 |
|
CHINA MINSHENG BANKING - H-SHRS |
|
|
16,500 |
|
|
|
21,701 |
|
CHINA MOBILE LTD |
|
|
62,698 |
|
|
|
733,310 |
|
CHINA OVERSEAS LAND & INVEST |
|
|
259,251 |
|
|
|
772,627 |
|
CHINA PETROLEUM & CHEM-ADR |
|
|
(5,421 |
) |
|
|
(439,155) |
|
CHINA PETROLEUM & CHEMICAL-H |
|
|
11,000 |
|
|
|
8,865 |
|
CHINA PHARMACEUTICAL GROUP |
|
|
312,000 |
|
|
|
275,170 |
|
CHINA RESOURCES ENTERPRISE |
|
|
511,377 |
|
|
|
1,073,550 |
|
CHINA SHIPPING CONTAINER-H |
|
|
509,000 |
|
|
|
160,796 |
|
CHINA TRADITIONAL CHINESE MEDICINE CO LTD |
|
|
262,000 |
|
|
|
151,345 |
|
CHINA UNICOM HONG KONG LTD |
|
|
267,000 |
|
|
|
358,043 |
|
CHIPOTLE MEXICAN GRILL INC |
|
|
6,336 |
|
|
|
4,337,055 |
|
CHUBB CORP |
|
|
(14,350 |
) |
|
|
(1,484,795) |
|
CHURCHILL DOWNS INC |
|
|
10,880 |
|
|
|
1,036,864 |
|
CIA BRASILEIRA DE DIS SP PRF |
|
|
5,022 |
|
|
|
184,960 |
|
CIE GENERALE DES ETABLISSEMENT |
|
|
59,600 |
|
|
|
5,428,844 |
|
CIENA CORP |
|
|
49,998 |
|
|
|
970,461 |
|
CIGNA CORP |
|
|
22,854 |
|
|
|
2,351,905 |
|
CIMAREX ENERGY CO |
|
|
18,975 |
|
|
|
2,011,350 |
|
CIMB GROUP HOLDINGS BHD |
|
|
562,633 |
|
|
|
894,677 |
|
CIMPOR-CIMENTOS DE PORTUGAL |
|
|
70,702 |
|
|
|
100,443 |
|
CISCO SYSTEMS INC |
|
|
35,403 |
|
|
|
984,734 |
|
CITIC LTD |
|
|
76,000 |
|
|
|
129,549 |
|
CITIC SECURITIES CO LTD-H |
|
|
7,000 |
|
|
|
26,355 |
|
CITIGROUP INC |
|
|
216,600 |
|
|
|
11,720,226 |
|
CITRIX SYSTEMS INC |
|
|
1,282 |
|
|
|
81,792 |
|
CJ E&M CORP |
|
|
11,856 |
|
|
|
414,149 |
|
CLAYTON WILLIAMS ENERGY INC |
|
|
6,200 |
|
|
|
395,560 |
|
CLEAN HARBORS INC |
|
|
(9,730 |
) |
|
|
(467,527) |
|
CLECO CORPORATION |
|
|
2,140 |
|
|
|
116,716 |
|
CLOROX COMPANY |
|
|
(7,581 |
) |
|
|
(790,016) |
|
CLOUD PEAK ENERGY INC |
|
|
26,600 |
|
|
|
244,188 |
|
COBIZ FINANCIAL INC |
|
|
48,358 |
|
|
|
634,941 |
|
COCA COLA HBC AG CDI |
|
|
55,279 |
|
|
|
1,058,460 |
|
COCA COLA ICECEK AS |
|
|
13,248 |
|
|
|
286,183 |
|
COCA-COLA CO/THE |
|
|
(10,660 |
) |
|
|
(450,065) |
|
COCA-COLA ENTERPRISES |
|
|
90,914 |
|
|
|
4,020,217 |
|
COGNIZANT TECH SOLUTIONS A |
|
|
40,552 |
|
|
|
2,135,468 |
|
COMCAST CORP |
|
|
82,000 |
|
|
|
4,720,330 |
|
COMCAST CORP CLASS A |
|
|
148,340 |
|
|
|
8,605,203 |
|
COMMERCIAL METALS CO |
|
|
9,215 |
|
|
|
150,112 |
|
COMMSCOPE HOLDING CO INC |
|
|
74,208 |
|
|
|
1,694,169 |
|
28
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
COMMUNITY HEALTH SYSTEMS INC |
|
|
9,503 |
|
|
|
512,402 |
|
CONCHO RESOURCES INC |
|
|
4,900 |
|
|
|
488,775 |
|
CONOCOPHILLIPS |
|
|
(74,938 |
) |
|
|
(5,175,218) |
|
CONSOLIDATED EDISON INC |
|
|
(57,583 |
) |
|
|
(3,801,054) |
|
CONSTELLATION BRANDS INC-A |
|
|
1,600 |
|
|
|
157,072 |
|
CONSUMER STAPLES SELECT SECTOR SPDR |
|
|
(14,638 |
) |
|
|
(709,797) |
|
CONTINENTAL RESOURCES INC/OK |
|
|
1,200 |
|
|
|
46,032 |
|
COOPER COS INC/THE |
|
|
500 |
|
|
|
81,045 |
|
CORE LABORATORIES N.V. |
|
|
1,426 |
|
|
|
171,605 |
|
CORP MOCTEZUMA SER |
|
|
92,284 |
|
|
|
286,123 |
|
COSTCO WHOLESALE CORP |
|
|
5,500 |
|
|
|
779,625 |
|
COTT CORP |
|
|
45,690 |
|
|
|
314,347 |
|
COUPONS.COM INC |
|
|
3,200 |
|
|
|
56,800 |
|
COVIDIEN PLC |
|
|
102,963 |
|
|
|
10,531,056 |
|
CREDICORP LTD |
|
|
7,500 |
|
|
|
1,201,350 |
|
CREE INC |
|
|
(35,720 |
) |
|
|
(1,150,898) |
|
CROWN CASTLE INTL CORP |
|
|
157,072 |
|
|
|
12,361,566 |
|
CS EUROREAL-A EUR |
|
|
23,732 |
|
|
|
800,948 |
|
CSL LTD |
|
|
33,700 |
|
|
|
2,390,495 |
|
CTRIP.COM INTERNATIONAL ADR |
|
|
38,081 |
|
|
|
1,732,686 |
|
CU BANCORP |
|
|
32,477 |
|
|
|
704,426 |
|
CURTISS WRIGHT CORP |
|
|
10,745 |
|
|
|
758,490 |
|
CVS HEALTH CORP |
|
|
10,900 |
|
|
|
1,049,779 |
|
DABUR INDIA LTD |
|
|
146,112 |
|
|
|
543,732 |
|
DAIBIRU CORP |
|
|
13,900 |
|
|
|
131,718 |
|
DALIAN WANDA COMMERCIAL PR-H |
|
|
609,600 |
|
|
|
3,890,813 |
|
DANAHER CORP |
|
|
37,000 |
|
|
|
3,171,270 |
|
DASSAULT SYSTEMES SA |
|
|
77,746 |
|
|
|
4,754,629 |
|
DBS GROUP HOLDINGS LTD |
|
|
116,000 |
|
|
|
1,803,336 |
|
DDR CORP |
|
|
(8,776 |
) |
|
|
(161,127) |
|
DEGI EUROPA |
|
|
18,184 |
|
|
|
224,005 |
|
DELPHI AUTOMOTIVE PLC |
|
|
5,670 |
|
|
|
412,322 |
|
DELTA AIR LINES INC |
|
|
76,592 |
|
|
|
3,767,560 |
|
DEMANDWARE INC |
|
|
8,995 |
|
|
|
517,572 |
|
DENA CO LTD |
|
|
34,200 |
|
|
|
412,523 |
|
DENNYS CORP |
|
|
6,458 |
|
|
|
66,582 |
|
DEUTSCHE POST AG-REG |
|
|
18,967 |
|
|
|
620,736 |
|
DEVON ENERGY CORP |
|
|
20,205 |
|
|
|
1,236,748 |
|
DEXCOM INC |
|
|
26,790 |
|
|
|
1,474,790 |
|
DIALOG AXIATA PLC |
|
|
1,678,010 |
|
|
|
170,103 |
|
DIAMOND OFFSHORE DRILLING |
|
|
(5,707 |
) |
|
|
(209,504) |
|
DIAMONDBACK ENERGY INC |
|
|
18,538 |
|
|
|
1,108,202 |
|
DICERNA PHARMACEUTICALS INC |
|
|
14,500 |
|
|
|
238,815 |
|
DIGITALGLOBE INC |
|
|
32,566 |
|
|
|
1,008,569 |
|
DIRECTV |
|
|
61,626 |
|
|
|
5,342,974 |
|
DISCOVER FINANCIAL SERVICES |
|
|
51,565 |
|
|
|
3,376,992 |
|
DISCOVERY COMMUNICATIONS A |
|
|
18,395 |
|
|
|
633,708 |
|
DISCOVERY COMMUNICATIONS C |
|
|
91,337 |
|
|
|
3,079,884 |
|
DISCOVERY LTD |
|
|
26,558 |
|
|
|
255,737 |
|
DISH NETWORK CORP |
|
|
97,927 |
|
|
|
7,137,899 |
|
DOLLAR GENERAL CORP |
|
|
175,849 |
|
|
|
12,432,524 |
|
DOMINION RESOURCES INC/VA |
|
|
(1,946 |
) |
|
|
(149,647) |
|
DOVER CORP |
|
|
6,667 |
|
|
|
478,157 |
|
DOW CHEMICAL |
|
|
220,865 |
|
|
|
10,073,653 |
|
DR PEPPER SNAPPLE GROUP INC |
|
|
(1,595 |
) |
|
|
(114,330) |
|
DTE ENERGY COMPANY |
|
|
(4,875 |
) |
|
|
(421,054) |
|
DUKE ENERGY CORP |
|
|
(17,484 |
) |
|
|
(1,460,613) |
|
DYNEGY INC |
|
|
7,168 |
|
|
|
217,549 |
|
E MART CO LTD |
|
|
2,058 |
|
|
|
380,088 |
|
E*TRADE FINANCIAL CORP |
|
|
316,346 |
|
|
|
7,672,972 |
|
EASTMAN CHEMICAL CO |
|
|
74,868 |
|
|
|
5,679,486 |
|
EBAY INC |
|
|
405,618 |
|
|
|
22,763,282 |
|
ECHO GLOBAL LOGISTICS INC |
|
|
4,270 |
|
|
|
124,684 |
|
ECLIPSE RESOURCES CORP |
|
|
62,810 |
|
|
|
441,554 |
|
ECOLAB INC |
|
|
12,800 |
|
|
|
1,337,856 |
|
EDISON INTERNATIONAL |
|
|
(11,414 |
) |
|
|
(747,389) |
|
E-HOUSE CHINA HOLDINGS-ADS |
|
|
13,985 |
|
|
|
101,251 |
|
EL PASO ELECTRIC CO |
|
|
15,820 |
|
|
|
633,749 |
|
ELECTRONIC ARTS INC |
|
|
73,842 |
|
|
|
3,471,682 |
|
ELI LILLY & CO |
|
|
(21,700 |
) |
|
|
(1,497,083) |
|
ELIOR PARTICIPATIONS SCA |
|
|
209,500 |
|
|
|
3,118,375 |
|
ELLINGTON FINANCIAL LLC |
|
|
9,200 |
|
|
|
183,632 |
|
ELSWEDY ELECTRIC CO |
|
|
59,908 |
|
|
|
347,715 |
|
EMBOTELLADORA ANDINA ADR B |
|
|
11,229 |
|
|
|
190,893 |
|
EME REORGANIZATION TRUST-TRU |
|
|
1,221,192 |
|
|
|
31,751 |
|
ENDO INTERNATIONAL PLC |
|
|
76,776 |
|
|
|
5,537,085 |
|
ENDOLOGIX INC |
|
|
38,595 |
|
|
|
590,118 |
|
ENERGY TRANSFER EQUITY LP |
|
|
174,046 |
|
|
|
9,986,759 |
|
ENSCO PLC-CL A |
|
|
(7,204 |
) |
|
|
(215,760) |
|
ENTERGY CORP |
|
|
(13,120 |
) |
|
|
(1,147,738) |
|
ENVESTNET INC |
|
|
17,995 |
|
|
|
884,274 |
|
ENVISION HEALTHCARE HOLDINGS |
|
|
77,838 |
|
|
|
2,700,200 |
|
EOG RESOURCES INC |
|
|
73,290 |
|
|
|
6,747,810 |
|
EP ENERGY CORP-CL A |
|
|
14,945 |
|
|
|
156,026 |
|
EPAM SYSTEMS INC |
|
|
14,830 |
|
|
|
708,133 |
|
EPIZYME INC |
|
|
8,700 |
|
|
|
164,169 |
|
EQT CORP |
|
|
10,600 |
|
|
|
802,420 |
|
EQUINIX INC |
|
|
24,632 |
|
|
|
5,584,813 |
|
29
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
ESTEE LAUDER COMPANIES CL A |
|
|
6,200 |
|
|
|
472,440 |
|
ESTERLINE TECHNOLOGIES CORP |
|
|
7,150 |
|
|
|
784,212 |
|
ESTIA HEALTH LTD |
|
|
20,776 |
|
|
|
80,476 |
|
EURASIA DRILLIN GDR REGS |
|
|
20,961 |
|
|
|
373,106 |
|
EVERTEC INC |
|
|
26,645 |
|
|
|
589,654 |
|
EXAR CORP |
|
|
10,827 |
|
|
|
110,435 |
|
EXELON CORP |
|
|
(233 |
) |
|
|
(8,640) |
|
EXLSERVICE HOLDINGS INC |
|
|
36,179 |
|
|
|
1,038,699 |
|
EXPEDIA INC |
|
|
40,325 |
|
|
|
3,442,142 |
|
EXPEDITORS INTL OF WASHINGTON |
|
|
(13,712 |
) |
|
|
(611,692) |
|
EXPRESS SCRIPTS HOLDING CO |
|
|
10,840 |
|
|
|
917,823 |
|
EXXON MOBIL CORP |
|
|
(58,644 |
) |
|
|
(5,421,638) |
|
FACEBOOK INC-A |
|
|
38,642 |
|
|
|
3,014,849 |
|
FAMILY DOLLAR STORES |
|
|
14,432 |
|
|
|
1,143,159 |
|
FANNIE MAE |
|
|
22,989 |
|
|
|
47,242 |
|
FANUC CORP |
|
|
21,900 |
|
|
|
3,643,232 |
|
FAST RETAILING CO LTD |
|
|
3,200 |
|
|
|
1,175,576 |
|
FASTENAL CO |
|
|
(17,758 |
) |
|
|
(844,570) |
|
FBN HOLDINGS PLC |
|
|
1,106,003 |
|
|
|
53,185 |
|
FCB FINANCIAL HOLDINGS INC |
|
|
100,000 |
|
|
|
2,464,000 |
|
FCMB GROUP PLC |
|
|
5,815,732 |
|
|
|
79,132 |
|
FEDEX CORP |
|
|
5,800 |
|
|
|
1,007,228 |
|
FERRO CORP |
|
|
67,465 |
|
|
|
874,346 |
|
FIAT CHRYSLER AUTOMOBILES NV |
|
|
(300,539 |
) |
|
|
(3,480,242) |
|
FIDELITY + GUARANTY LIFE |
|
|
24,234 |
|
|
|
588,159 |
|
FIFTH STREET ASSET MANAGEMENT |
|
|
11,500 |
|
|
|
160,425 |
|
FINANCIAL INSTITUTIONS INC |
|
|
42,845 |
|
|
|
1,077,552 |
|
FIRST CASH FINL SVCS INC |
|
|
6,900 |
|
|
|
384,123 |
|
FIRST DATA CORP CLASS B |
|
|
2,830,000 |
|
|
|
11,320,000 |
|
FIRST MERCHANTS CORP |
|
|
38,926 |
|
|
|
885,567 |
|
FIRST QUANTUM MINERALS LTD |
|
|
161,835 |
|
|
|
2,306,839 |
|
FISERV INC |
|
|
10,400 |
|
|
|
738,088 |
|
FIVE BELOW |
|
|
18,805 |
|
|
|
767,808 |
|
FIVE PRIME THERAPEUTICS INC |
|
|
12,020 |
|
|
|
324,540 |
|
FLEETCOR TECHNOLOGIES INC |
|
|
73,575 |
|
|
|
10,941,338 |
|
FLEETMATICS GROUP PLC |
|
|
23,609 |
|
|
|
837,883 |
|
FLEXTRONICS INTL LTD |
|
|
14,594 |
|
|
|
163,161 |
|
FLIR SYSTEMS INC |
|
|
36,636 |
|
|
|
1,183,709 |
|
FLOWSERVE CORP |
|
|
2,700 |
|
|
|
161,541 |
|
FNF GROUP |
|
|
97,297 |
|
|
|
3,351,882 |
|
FORD MOTOR CO |
|
|
(68,175 |
) |
|
|
(1,056,713) |
|
FORRESTER RESEARCH INC |
|
|
26,350 |
|
|
|
1,037,136 |
|
FORTUNE BRANDS HOME + SECURI |
|
|
62,654 |
|
|
|
2,836,347 |
|
FOSSIL GROUP INC |
|
|
8,450 |
|
|
|
935,753 |
|
FOUNDATION MEDICINE INC |
|
|
32,710 |
|
|
|
726,816 |
|
FRANKLIN RESOURCES INC |
|
|
12,525 |
|
|
|
693,509 |
|
FREDDIE MAC |
|
|
24,454 |
|
|
|
50,375 |
|
FREESCALE SEMICONDUCTOR LTD |
|
|
34,161 |
|
|
|
861,882 |
|
FRESENIUS MEDICAL CARE AG + |
|
|
23,920 |
|
|
|
1,790,211 |
|
FRESHPET INC |
|
|
21,510 |
|
|
|
366,961 |
|
FRONTIER COMMUNICATIONS CORP |
|
|
(311,654 |
) |
|
|
(2,078,732) |
|
FS INVESTMENT CORP |
|
|
(14,585 |
) |
|
|
(144,829) |
|
FUCHS PETROLUB SE |
|
|
9,000 |
|
|
|
345,663 |
|
FUJI HEAVY INDUSTRIES LTD |
|
|
7,100 |
|
|
|
254,671 |
|
G III APPAREL GROUP LTD |
|
|
6,685 |
|
|
|
675,252 |
|
GALAXY ENTERTAINMENT GROUP LTD |
|
|
15,000 |
|
|
|
84,424 |
|
GALLERY MEDIA GROUP LTD |
|
|
139 |
|
|
|
52,524 |
|
GAMESTOP CORP-CLASS A |
|
|
(31,412 |
) |
|
|
(1,061,726) |
|
GAMING AND LEISURE PROPERTIES |
|
|
214,697 |
|
|
|
6,299,210 |
|
GANNETT CO |
|
|
20,950 |
|
|
|
668,934 |
|
GARMIN LTD |
|
|
10,496 |
|
|
|
554,504 |
|
GARTNER INC |
|
|
23,341 |
|
|
|
1,965,546 |
|
GENERAC HOLDINGS INC |
|
|
44,290 |
|
|
|
2,071,000 |
|
GENERAL ELECTRIC |
|
|
(2,430 |
) |
|
|
(61,406) |
|
GENERAL MOTORS CO |
|
|
(21,844 |
) |
|
|
(762,574) |
|
GENOCEA BIOSCIENCES INC |
|
|
6,625 |
|
|
|
46,375 |
|
GENOMMA LAB INTERNACIONAL B |
|
|
317,804 |
|
|
|
606,080 |
|
GENUINE PARTS CO |
|
|
(11,482 |
) |
|
|
(1,223,637) |
|
GERDAU S.A. |
|
|
5,632 |
|
|
|
17,035 |
|
GERDAU SA SPON ADR |
|
|
33,771 |
|
|
|
119,887 |
|
GILEAD SCIENCES INC |
|
|
63,813 |
|
|
|
6,015,013 |
|
GLAXOSMITHKLINE PLC-ADR |
|
|
(17,514 |
) |
|
|
(748,548) |
|
GLOBAL BRASS + COPPER HOLDIN |
|
|
21,355 |
|
|
|
281,032 |
|
GLOBAL PORTS INV GDR REG S |
|
|
22,987 |
|
|
|
56,433 |
|
GLOBANT SA |
|
|
9,850 |
|
|
|
153,857 |
|
GLOBE SPECIALTY METALS INC |
|
|
10,210 |
|
|
|
175,918 |
|
GLOBUS MEDICAL INC A |
|
|
41,726 |
|
|
|
991,827 |
|
GLYCOMIMETICS INC |
|
|
25,655 |
|
|
|
184,716 |
|
GMX RESOURCES INC |
|
|
8,746 |
|
|
|
|
|
GOLAR LNG LTD |
|
|
374 |
|
|
|
13,640 |
|
GOLDMAN SACHS GROUP INC* |
|
|
609,988 |
|
|
|
118,233,974 |
|
GOODYEAR TIRE + RUBBER CO |
|
|
24,535 |
|
|
|
700,965 |
|
GOOGLE INC CL A |
|
|
10,432 |
|
|
|
5,535,845 |
|
GOOGLE INC CL C |
|
|
16,941 |
|
|
|
8,917,742 |
|
GOPRO INC-CLASS A |
|
|
(973 |
) |
|
|
(61,513) |
|
GRAPHIC PACKAGING HOLDING CO |
|
|
238,815 |
|
|
|
3,252,660 |
|
GREAT WESTERN BANCORP INC |
|
|
28,890 |
|
|
|
658,403 |
|
GROUPON INC |
|
|
538,748 |
|
|
|
4,450,058 |
|
30
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
GRUBHUB INC |
|
|
3,290 |
|
|
|
119,493 |
|
GRUPO BTG PACTUAL UNIT |
|
|
62,470 |
|
|
|
661,549 |
|
GRUPO FINANCIERO BANORTE O |
|
|
195,457 |
|
|
|
1,080,999 |
|
GRUPO FINANCIERO INBURSA O |
|
|
198,754 |
|
|
|
516,041 |
|
GUARANTY TRUST BANK |
|
|
2,050,370 |
|
|
|
282,122 |
|
GUARANTY TRUST BANK GDR REGS |
|
|
121,238 |
|
|
|
786,835 |
|
GUIDEWIRE SOFTWARE INC |
|
|
18,830 |
|
|
|
953,363 |
|
GULF COAST ULTRA DEEP ROYALTY |
|
|
853,326 |
|
|
|
1,083,724 |
|
HAITONG SECURITIES CO LTD-H |
|
|
46,400 |
|
|
|
116,785 |
|
HALLIBURTON CO |
|
|
57,200 |
|
|
|
2,249,676 |
|
HANESBRANDS INC |
|
|
7,000 |
|
|
|
781,340 |
|
HANG SENG BANK LTD |
|
|
800 |
|
|
|
13,327 |
|
HANOVER INSURANCE GROUP INC/ |
|
|
21,760 |
|
|
|
1,551,923 |
|
HARBINGER GROUP INC |
|
|
517,600 |
|
|
|
7,329,216 |
|
HARLEY DAVIDSON INC |
|
|
500 |
|
|
|
32,955 |
|
HASBRO INC |
|
|
(3,307 |
) |
|
|
(181,852) |
|
HAVERTY FURNITURE |
|
|
35,445 |
|
|
|
780,144 |
|
HAWAIIAN ELECTRIC INDS |
|
|
(2,497 |
) |
|
|
(83,600) |
|
HAYNES INTERNATIONAL INC |
|
|
6,600 |
|
|
|
320,100 |
|
HCA HOLDINGS INC |
|
|
34,274 |
|
|
|
2,515,369 |
|
HCP INC |
|
|
(4,353 |
) |
|
|
(191,663) |
|
HD SUPPLY HOLDINGS INC |
|
|
7,381 |
|
|
|
217,666 |
|
HEADWATERS INC |
|
|
121,145 |
|
|
|
1,815,964 |
|
HEALTH CARE SELECT SECTOR SPDR FUND |
|
|
(48,405 |
) |
|
|
(3,309,934) |
|
HEALTHSCOPE LTD |
|
|
53,520 |
|
|
|
118,963 |
|
HEARTLAND PAYMENT SYSTEMS IN |
|
|
44,860 |
|
|
|
2,420,197 |
|
HEARTWARE INTERNATIONAL INC |
|
|
12,455 |
|
|
|
914,571 |
|
HEICO CORP CLASS A |
|
|
21,198 |
|
|
|
1,003,937 |
|
HELLAS REORG EQUITY |
|
|
182 |
|
|
|
209 |
|
HERITAGE CRYSTAL CLEAN INC |
|
|
2,200 |
|
|
|
27,126 |
|
HERMES INTERNATIONAL |
|
|
375 |
|
|
|
133,771 |
|
HERO MOTOCORP LTD |
|
|
14,712 |
|
|
|
722,519 |
|
HERTZ GLOBAL HOLDINGS INC |
|
|
(43,784 |
) |
|
|
(1,091,973) |
|
HERZFELD CARIBBEAN BASIN FD |
|
|
(1,966 |
) |
|
|
(17,478) |
|
HIBU EQUITY |
|
|
1,514 |
|
|
|
|
|
HILTON WORLDWIDE HOLDINGS IN |
|
|
18,913 |
|
|
|
493,440 |
|
HINO MOTORS LTD |
|
|
13,500 |
|
|
|
180,518 |
|
HOME DEPOT INC |
|
|
12,700 |
|
|
|
1,333,119 |
|
HON HAI PRECISION INDUSTRY |
|
|
62,000 |
|
|
|
172,211 |
|
HONEYWELL INTERNATIONAL INC |
|
|
3,400 |
|
|
|
339,728 |
|
HONG KONG EXCHANGES + CLEAR |
|
|
83,000 |
|
|
|
1,837,702 |
|
HORSEHEAD HOLDING CORP |
|
|
7,520 |
|
|
|
119,042 |
|
HOST HOTELS & RESORTS INC |
|
|
(17,135 |
) |
|
|
(407,299) |
|
HOTEL SHILLA CO LTD |
|
|
1,140 |
|
|
|
95,281 |
|
HOVNANIAN ENTERPRISES-A |
|
|
(52,785 |
) |
|
|
(218,002) |
|
HSN INC |
|
|
23,770 |
|
|
|
1,806,520 |
|
HUADIAN FUXIN ENERGY CORP -H |
|
|
352,000 |
|
|
|
165,663 |
|
HUBSPOT INC |
|
|
9,040 |
|
|
|
303,834 |
|
HUNT (JB) TRANSPRT SVCS INC |
|
|
3,900 |
|
|
|
328,575 |
|
HURON CONSULTING GROUP INC |
|
|
30,657 |
|
|
|
2,096,632 |
|
HYPERMARCAS SA |
|
|
51,400 |
|
|
|
321,951 |
|
ICICI BANK LTD SPON ADR |
|
|
350,500 |
|
|
|
4,048,275 |
|
IDACORP INC |
|
|
8,900 |
|
|
|
589,091 |
|
IGNITE RESTAURANT GROUP INC |
|
|
11,900 |
|
|
|
93,653 |
|
IHS INC CLASS A |
|
|
41,938 |
|
|
|
4,775,899 |
|
IHS INC-CLASS A |
|
|
(1,950 |
) |
|
|
(222,066) |
|
ILLINOIS TOOL WORKS |
|
|
9,435 |
|
|
|
893,495 |
|
ILLUMINA INC |
|
|
21,060 |
|
|
|
3,887,255 |
|
IMAX CORP |
|
|
40,415 |
|
|
|
1,248,824 |
|
IMPERIAL OIL LTD |
|
|
54,055 |
|
|
|
2,325,914 |
|
INC RESEARCH HOLDINGS INC |
|
|
4,700 |
|
|
|
120,743 |
|
INCYTE CORP |
|
|
20,664 |
|
|
|
1,510,745 |
|
INDOCEMENT TUNGGAL PRAKARSA |
|
|
464,098 |
|
|
|
936,815 |
|
INDUSTRIAL SELECT SECT SPDR |
|
|
(12,768 |
) |
|
|
(722,413) |
|
INFOSYS LTD |
|
|
16,200 |
|
|
|
505,588 |
|
INFOSYS LTD SP ADR |
|
|
18,186 |
|
|
|
572,132 |
|
INFOSYS TECHNOLOGIES-SP ADR |
|
|
(4,000 |
) |
|
|
(125,840) |
|
INGERSOLL-RAND PLC |
|
|
130,405 |
|
|
|
8,266,373 |
|
INSTEEL INDUSTRIES INC |
|
|
26,318 |
|
|
|
620,578 |
|
INTEL CORP |
|
|
(78,376 |
) |
|
|
(2,844,265) |
|
INTERCONTINENTAL EXCHANGE IN |
|
|
25,336 |
|
|
|
5,555,931 |
|
INTERFACE INC |
|
|
17,585 |
|
|
|
289,625 |
|
INTERNATIONAL BANCSHARES CRP |
|
|
21,750 |
|
|
|
577,245 |
|
INTERSECT ENT INC |
|
|
6,900 |
|
|
|
127,995 |
|
INTL BUSINESS MACHINES CORP |
|
|
2,521 |
|
|
|
404,469 |
|
INTL CONTAINER TERM SVCS INC |
|
|
371,811 |
|
|
|
955,866 |
|
INTL FLAVORS & FRAGRANCES |
|
|
(3,931 |
) |
|
|
(398,446) |
|
INTL RECTIFIER CORP |
|
|
28,340 |
|
|
|
1,130,766 |
|
INTUIT INC |
|
|
46,412 |
|
|
|
4,278,722 |
|
INTUITIVE SURGICAL INC |
|
|
1,600 |
|
|
|
846,304 |
|
INVESCO LTD |
|
|
21,900 |
|
|
|
865,488 |
|
IPAYMENT HLDGS PHYSICAL CERTS |
|
|
25,954 |
|
|
|
75,937 |
|
IPG PHOTONICS CORP |
|
|
(13,672 |
) |
|
|
(1,024,306) |
|
IROBOT CORP |
|
|
23,415 |
|
|
|
812,969 |
|
IRONWOOD PHARMACEUTICALS INC |
|
|
33,310 |
|
|
|
510,309 |
|
ISHARES CHINA LARGE-CAP ETF |
|
|
(19,417 |
) |
|
|
(808,136) |
|
ISHARES DJ US REAL ESTATE |
|
|
(49,982 |
) |
|
|
(3,840,617) |
|
ISHARES JP MORGAN USD EMERGING MARKETS BOND ETF |
|
|
(9,682 |
) |
|
|
(1,062,212) |
|
31
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
ISHARES RUSSELL 2000 ETF |
|
|
23,835 |
|
|
|
2,852,599 |
|
ISIS PHARMACEUTICALS INC |
|
|
19,349 |
|
|
|
1,194,607 |
|
ISUZU MOTORS LTD |
|
|
14,600 |
|
|
|
180,430 |
|
ITAU UNIBANCO H SPON PRF ADR |
|
|
202,211 |
|
|
|
2,630,765 |
|
IVG CONCRETE 1 PREFERRED EQUITY TPEC SERIES 1 |
|
|
3,142 |
|
|
|
539,905 |
|
IVG CONCRETE 2 PREFERRED EQUITY TPEC SERIES 1 |
|
|
202 |
|
|
|
33,977 |
|
JAKKS PACIFIC INC |
|
|
(3,065 |
) |
|
|
(20,842) |
|
JAMES RIVER GROUP HOLDINGS L |
|
|
19,800 |
|
|
|
450,648 |
|
JAPAN AIRLINES CO LTD |
|
|
39,800 |
|
|
|
1,195,196 |
|
JASON INDUSTRIES INC |
|
|
3,489 |
|
|
|
34,367 |
|
JD.COM INC ADR |
|
|
23,673 |
|
|
|
547,793 |
|
JFE HOLDINGS INC |
|
|
9,900 |
|
|
|
222,643 |
|
JGC CORP |
|
|
82,000 |
|
|
|
1,704,358 |
|
JOHN B. SANFILIPPO + SON INC |
|
|
12,450 |
|
|
|
566,475 |
|
JPMORGAN CHASE & CO |
|
|
51,007 |
|
|
|
3,192,018 |
|
JUNIPER NETWORKS INC |
|
|
23,120 |
|
|
|
516,038 |
|
JUNO THERAPEUTICS INC |
|
|
2,300 |
|
|
|
120,106 |
|
JUST ENERGY GROUP INC |
|
|
(12,283 |
) |
|
|
(64,230) |
|
JX HOLDINGS INC |
|
|
41,100 |
|
|
|
161,068 |
|
K+S AG-REG |
|
|
(27,531 |
) |
|
|
(763,230) |
|
KAISER ALUMINUM CORP |
|
|
4,140 |
|
|
|
295,720 |
|
KANSAS CITY SOUTHERN |
|
|
7,900 |
|
|
|
964,037 |
|
KAR AUCTION SERVICES INC |
|
|
213,169 |
|
|
|
7,386,306 |
|
KARYOPHARM THERAPEUTICS INC |
|
|
3,855 |
|
|
|
144,293 |
|
KASIKORNBANK PCL FOREIGN |
|
|
22,800 |
|
|
|
158,699 |
|
KATE SPADE & CO |
|
|
36,554 |
|
|
|
1,170,094 |
|
KENNEDY WILSON HOLDINGS INC |
|
|
57,704 |
|
|
|
1,459,911 |
|
KERING |
|
|
22,260 |
|
|
|
4,296,601 |
|
KEURIG GREEN MOUNTAIN INC |
|
|
14,823 |
|
|
|
1,962,491 |
|
KEYENCE CORP |
|
|
5,100 |
|
|
|
2,288,928 |
|
KIMBERLY CLARK CORP |
|
|
(8,937 |
) |
|
|
(1,032,581) |
|
KIMCO REALTY CORP |
|
|
(16,010 |
) |
|
|
(402,491) |
|
KINDER MORGAN INC |
|
|
109,274 |
|
|
|
4,623,383 |
|
KITE PHARMA INC |
|
|
2,000 |
|
|
|
115,340 |
|
KIWOOM SECURITIES CO LTD |
|
|
5,354 |
|
|
|
224,555 |
|
KKR & CO LP |
|
|
209,042 |
|
|
|
4,851,865 |
|
KLX INC |
|
|
44,974 |
|
|
|
1,855,178 |
|
KNIGHT TRANSPORTATION INC |
|
|
9,900 |
|
|
|
333,234 |
|
KNOWLES CORP |
|
|
(18,857 |
) |
|
|
(444,082) |
|
KOHLS CORP |
|
|
(6,543 |
) |
|
|
(399,385) |
|
KONICA MINOLTA INC |
|
|
10,100 |
|
|
|
111,633 |
|
KOREA ELECTRIC POWER CORP |
|
|
10,107 |
|
|
|
394,644 |
|
KOSMOS ENERGY LTD |
|
|
37,857 |
|
|
|
317,620 |
|
KOTAK MAHINDRA BANK LTD |
|
|
80,134 |
|
|
|
1,602,363 |
|
KRAFT FOODS GROUP INC |
|
|
(7,479 |
) |
|
|
(468,634) |
|
L BRANDS INC |
|
|
64,057 |
|
|
|
5,544,133 |
|
L OREAL |
|
|
17,900 |
|
|
|
3,017,224 |
|
LABORATORY CRP OF AMER HLDGS |
|
|
23,471 |
|
|
|
2,532,521 |
|
LAFARGE MALAYSIA BHD |
|
|
54,597 |
|
|
|
152,400 |
|
LAKELAND BANCORP INC |
|
|
139,786 |
|
|
|
1,635,496 |
|
LAMBOO RESOURCES LTD |
|
|
183,140 |
|
|
|
26,191 |
|
LANDS END INC |
|
|
16,915 |
|
|
|
912,733 |
|
LANDSTAR SYSTEM INC |
|
|
(10,192 |
) |
|
|
(739,226) |
|
LAREDO PETROLEUM INC |
|
|
31,395 |
|
|
|
324,938 |
|
LAS VEGAS SANDS CORP |
|
|
(9,045 |
) |
|
|
(526,057) |
|
LATTICE SEMICONDUCTOR CORP |
|
|
220,685 |
|
|
|
1,520,520 |
|
LENDINGCLUB CORP |
|
|
2,300 |
|
|
|
58,190 |
|
LENNAR CORP - B SHS |
|
|
8,854 |
|
|
|
319,718 |
|
LENNAR CORP-CL A |
|
|
(55,446 |
) |
|
|
(2,484,535) |
|
LEVEL 3 COMMUNICATIONS INC |
|
|
18,927 |
|
|
|
934,615 |
|
LI NING CO LTD |
|
|
575,942 |
|
|
|
276,279 |
|
LIBERTY BROADBAND-A |
|
|
(3,459 |
) |
|
|
(173,261) |
|
LIBERTY BROADBAND-C |
|
|
(3,400 |
) |
|
|
(169,388) |
|
LIBERTY GLOBAL PLC-A |
|
|
9,290 |
|
|
|
466,404 |
|
LIBERTY GLOBAL PLC-SERIES C |
|
|
58,572 |
|
|
|
2,829,613 |
|
LIBERTY MEDIA CORP - A |
|
|
939 |
|
|
|
33,119 |
|
LIFEWAY FOODS INC |
|
|
21,070 |
|
|
|
390,427 |
|
LIMONEIRA CO |
|
|
8,735 |
|
|
|
218,200 |
|
LINDE AG |
|
|
7,160 |
|
|
|
1,335,983 |
|
LINDSAY CORP |
|
|
(7,023 |
) |
|
|
(602,152) |
|
LINEAR TECHNOLOGY CORP |
|
|
9,435 |
|
|
|
430,236 |
|
LINK NET TBK PT |
|
|
717,100 |
|
|
|
283,944 |
|
LINKEDIN CORP A |
|
|
10,980 |
|
|
|
2,522,216 |
|
LINX SA |
|
|
12,300 |
|
|
|
233,673 |
|
LIONS GATE ENTERTAINMENT COR |
|
|
19,849 |
|
|
|
635,565 |
|
LIXIL GROUP CORP |
|
|
(2,700 |
) |
|
|
(57,523) |
|
LKQ CORP |
|
|
111,085 |
|
|
|
3,123,710 |
|
LOJAS RENNER S.A. |
|
|
9,334 |
|
|
|
268,517 |
|
LONGFOR PROPERTIES |
|
|
378,967 |
|
|
|
491,616 |
|
LONGTOP FINANCIAL-SPON ADR |
|
|
38,622 |
|
|
|
|
|
LORAL SPACE & COMMUNICATIONS I |
|
|
40,000 |
|
|
|
3,148,400 |
|
LORILLARD INC |
|
|
67,351 |
|
|
|
4,239,072 |
|
LOUIS XIII HOLDINGS LTD |
|
|
5,662,500 |
|
|
|
2,300,679 |
|
LOUISIANA PACIFIC CORP |
|
|
24,500 |
|
|
|
405,720 |
|
LOWE S COS INC |
|
|
28,200 |
|
|
|
1,940,160 |
|
LPL FINANCIAL HOLDINGS INC |
|
|
(4,865 |
) |
|
|
(216,736) |
|
LSR GROUP |
|
|
2,302 |
|
|
|
17,572 |
|
LSR GROUP OJSC GDR REGS |
|
|
63,886 |
|
|
|
99,662 |
|
32
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
LUPIN LTD |
|
|
69,417 |
|
|
|
1,571,443 |
|
LUXFER HOLDINGS PLC ADR |
|
|
33,920 |
|
|
|
506,426 |
|
LVMH MOET HENNESSY LOUIS VUI |
|
|
7,700 |
|
|
|
1,232,224 |
|
LYONDELLBASELL INDUSTRIES NV |
|
|
47,646 |
|
|
|
3,782,616 |
|
M/I HOMES INC |
|
|
38,115 |
|
|
|
875,120 |
|
M3 INC |
|
|
76,100 |
|
|
|
1,284,043 |
|
MACQUARIE INFRASTRUCTURE CO |
|
|
104 |
|
|
|
7,393 |
|
MACYS INC |
|
|
(10,169 |
) |
|
|
(668,612) |
|
MAGNA INTERNATIONAL INC |
|
|
(1,281 |
) |
|
|
(139,232) |
|
MAGNESITA REFRATARIOS SA |
|
|
36,897 |
|
|
|
28,733 |
|
MARITIME FINANCE CO. |
|
|
188,000 |
|
|
|
3,669,760 |
|
MARKET VECTORS SEMICONDUCTOR |
|
|
(15,225 |
) |
|
|
(831,590) |
|
MARKETO INC |
|
|
53,985 |
|
|
|
1,766,389 |
|
MARKWEST ENERGY PARTNERS LP |
|
|
10,870 |
|
|
|
730,355 |
|
MARRIOTT INTERNATIONAL CL A |
|
|
2,327 |
|
|
|
181,576 |
|
MARRIOTT VACATIONS WORLD |
|
|
9,290 |
|
|
|
692,477 |
|
MARSH + MCLENNAN COS |
|
|
25,675 |
|
|
|
1,469,637 |
|
MASONITE INTERNATIONAL CORP |
|
|
19,991 |
|
|
|
1,228,647 |
|
MASTERCARD INC CLASS A |
|
|
113,475 |
|
|
|
9,777,006 |
|
MATAHARI DEPARTMENT STORE TBK |
|
|
139,400 |
|
|
|
168,284 |
|
MATERIALS SELECT SECTOR SPDR |
|
|
(19,160 |
) |
|
|
(930,793) |
|
MATTEL INC |
|
|
(2,432 |
) |
|
|
(75,258) |
|
MAVENIR SYSTEMS INC |
|
|
107,500 |
|
|
|
1,457,700 |
|
MAZDA MOTOR CORP |
|
|
48,800 |
|
|
|
1,191,709 |
|
MCDONALDS CORP |
|
|
4,497 |
|
|
|
421,369 |
|
MCGRAW HILL FINANCIAL INC |
|
|
15,026 |
|
|
|
1,337,013 |
|
MCKESSON CORP |
|
|
89,069 |
|
|
|
18,488,943 |
|
MECHEL-ADR |
|
|
5,183 |
|
|
|
3,545 |
|
MEDIATEK INC |
|
|
95,644 |
|
|
|
1,398,251 |
|
MEDICINES COMPANY |
|
|
2,415 |
|
|
|
66,823 |
|
MEDTRONIC INC |
|
|
48,482 |
|
|
|
3,500,400 |
|
MEGACABLE HOLDINGS CPO |
|
|
128,574 |
|
|
|
503,227 |
|
MEIJI HOLDINGS CO LTD |
|
|
4,300 |
|
|
|
394,920 |
|
MELCO CROWN ENTERTAINMENT LTD |
|
|
137,190 |
|
|
|
3,484,626 |
|
MELCOLOT LTD |
|
|
1,320,000 |
|
|
|
117,439 |
|
MENS WEARHOUSE INC THE |
|
|
28,626 |
|
|
|
1,263,838 |
|
MERCANTILE BANK CORP |
|
|
47,005 |
|
|
|
988,045 |
|
MERCK & CO. INC. |
|
|
(11,284 |
) |
|
|
(640,818) |
|
MERITAGE HOMES CORP |
|
|
(2,394 |
) |
|
|
(86,160) |
|
MERITOR INC |
|
|
(1,410 |
) |
|
|
(21,362) |
|
METLIFE INC |
|
|
11,490 |
|
|
|
621,494 |
|
METTLER-TOLEDO INTERNATIONAL |
|
|
(1,479 |
) |
|
|
(447,338) |
|
MGIC INVESTMENT CORP |
|
|
279,067 |
|
|
|
2,600,904 |
|
MGM RESORTS INTERNATIONAL |
|
|
49,674 |
|
|
|
1,062,030 |
|
MICHAEL KORS HOLDINGS LTD |
|
|
11,115 |
|
|
|
834,737 |
|
MICRON TECHNOLOGY INC |
|
|
160,202 |
|
|
|
5,608,672 |
|
MICROSEMI CORP |
|
|
29,035 |
|
|
|
824,013 |
|
MICROSOFT CORP |
|
|
167,827 |
|
|
|
7,795,564 |
|
MILLENNIAL MEDIA INC |
|
|
13,117 |
|
|
|
20,987 |
|
MINDRAY MEDICAL INTL LTD ADR |
|
|
14,427 |
|
|
|
380,873 |
|
MIRABELA NICKEL LTD |
|
|
237,842 |
|
|
|
5,637 |
|
MISUMI GROUP INC |
|
|
47,400 |
|
|
|
1,577,430 |
|
MITSUBISHI ESTATE CO LTD |
|
|
61,800 |
|
|
|
1,317,235 |
|
MITSUBISHI HEAVY INDUSTRIES |
|
|
17,000 |
|
|
|
94,983 |
|
MITSUBISHI UFJ FINANCIAL GRP |
|
|
29,900 |
|
|
|
165,737 |
|
MITSUI OSK LINES LTD |
|
|
(1,500 |
) |
|
|
(4,492) |
|
MKS INSTRUMENTS INC |
|
|
35,575 |
|
|
|
1,302,045 |
|
MOBILEYE NV |
|
|
(14,688 |
) |
|
|
(595,745) |
|
MOELIS + CO CLASS A |
|
|
6,550 |
|
|
|
228,792 |
|
MOHAWK INDUSTRIES INC |
|
|
35,892 |
|
|
|
5,576,181 |
|
MOLYCORP INC |
|
|
4,388 |
|
|
|
3,864 |
|
MONARCH CASINO + RESORT INC |
|
|
17,661 |
|
|
|
292,996 |
|
MONDELEZ INTERNATIONAL INC |
|
|
188,522 |
|
|
|
6,848,062 |
|
MONGOLIAN MINING CORP |
|
|
1,892,032 |
|
|
|
82,953 |
|
MONITISE PLC |
|
|
10,066,961 |
|
|
|
3,962,326 |
|
MONOLITHIC POWER SYSTEMS INC |
|
|
4,685 |
|
|
|
233,032 |
|
MONOTARO CO LTD |
|
|
25,500 |
|
|
|
521,294 |
|
MONSTER BEVERAGE CORP |
|
|
7,709 |
|
|
|
835,270 |
|
MOOG INC CLASS A |
|
|
10,655 |
|
|
|
788,790 |
|
MORGAN STANLEY |
|
|
75,960 |
|
|
|
2,947,248 |
|
MOSCOW EXCHANGE MICEX RTS |
|
|
122,240 |
|
|
|
121,221 |
|
MOTOROLA SOLUTIONS INC |
|
|
113,700 |
|
|
|
7,626,996 |
|
MPLX LP |
|
|
552 |
|
|
|
40,566 |
|
MS&AD INSURANCE GROUP HOLDING |
|
|
8,800 |
|
|
|
211,448 |
|
MSC INDUSTRIAL DIRECT CO-A |
|
|
(2,034 |
) |
|
|
(165,263) |
|
MTN GROUP LTD |
|
|
97,220 |
|
|
|
1,860,699 |
|
MYLAN LABS INC |
|
|
(169,373 |
) |
|
|
(9,547,556) |
|
MYRIAD GENETICS INC |
|
|
(34,447 |
) |
|
|
(1,173,265) |
|
NATIONAL BANK OF CANADA |
|
|
(6,580 |
) |
|
|
(279,937) |
|
NATIONAL CINEMEDIA INC |
|
|
40,864 |
|
|
|
587,216 |
|
NATIONAL ENERGY |
|
|
27,154 |
|
|
|
|
|
NATIONAL INSTRUMENTS CORP |
|
|
19,093 |
|
|
|
593,601 |
|
NAVER CORP |
|
|
169 |
|
|
|
110,033 |
|
NAVIENT CORP |
|
|
426,100 |
|
|
|
9,208,021 |
|
NCI BUILDING SYSTEMS INC |
|
|
10,005 |
|
|
|
185,293 |
|
NEFF CORP |
|
|
9,100 |
|
|
|
102,557 |
|
NELNET INC CL A |
|
|
22,450 |
|
|
|
1,040,109 |
|
NESTE OIL OYJ |
|
|
(25,537 |
) |
|
|
(619,747) |
|
33
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
NESTLE SA SPONS ADR |
|
|
66,100 |
|
|
|
4,821,995 |
|
NETFLIX INC |
|
|
2,114 |
|
|
|
722,164 |
|
NEUSTAR INC-CLASS A |
|
|
(18,060 |
) |
|
|
(502,068) |
|
NEW MEDIA INVESTMENT GROUP INC |
|
|
36,878 |
|
|
|
871,427 |
|
NEW RESIDENTIAL INVESTMENT COR |
|
|
197,957 |
|
|
|
2,527,911 |
|
NEW SENIOR INVESTMENT GROUP IN |
|
|
113,622 |
|
|
|
1,869,082 |
|
NEW WORLD DEPT STORE CHINA |
|
|
349,840 |
|
|
|
111,879 |
|
NEW YORK COMMUNITY BANCORP |
|
|
(8,225 |
) |
|
|
(131,600) |
|
NEXTERA ENERGY INC |
|
|
69,746 |
|
|
|
7,413,302 |
|
NEXTERA ENERGY PARTNERS LP |
|
|
12,154 |
|
|
|
410,198 |
|
NIDEC CORP |
|
|
(14,700 |
) |
|
|
(962,711) |
|
NIELSEN NV |
|
|
4,880 |
|
|
|
218,282 |
|
NIGERIAN BREWERIES PLC |
|
|
882,079 |
|
|
|
796,763 |
|
NIKE INC CL B |
|
|
42,206 |
|
|
|
4,058,107 |
|
NIMBLE STORAGE INC |
|
|
26,345 |
|
|
|
724,488 |
|
NINTENDO CO LTD |
|
|
(940 |
) |
|
|
(98,838) |
|
NIPPON PAINT HOLDINGS CO LTD |
|
|
12,000 |
|
|
|
352,353 |
|
NIPPON TELEGRAPH & TELEPHONE |
|
|
5,400 |
|
|
|
279,775 |
|
NISSAN MOTOR CO LTD |
|
|
30,800 |
|
|
|
271,568 |
|
NOBLE ENERGY INC |
|
|
27,016 |
|
|
|
1,281,369 |
|
NOMURA HOLDINGS INC |
|
|
(22,600 |
) |
|
|
(130,118) |
|
NORDIC AMERICAN OFFSHORE LTD |
|
|
155,000 |
|
|
|
1,903,400 |
|
NORTHEAST UTILITIES |
|
|
(5,838 |
) |
|
|
(312,450) |
|
NORTHERN TRUST CORP |
|
|
1,800 |
|
|
|
121,320 |
|
NORWEGIAN CRUISE LINE HOLDIN |
|
|
3,200 |
|
|
|
149,632 |
|
NOVARTIS AG-REG |
|
|
16,020 |
|
|
|
1,487,928 |
|
NOVARTIS AG-SPONSORED ADR |
|
|
(74 |
) |
|
|
(6,857) |
|
NOVATEK OAO SPONS GDR REG S |
|
|
20,237 |
|
|
|
1,586,581 |
|
NOVAVAX INC |
|
|
100,267 |
|
|
|
594,583 |
|
NOVION PROPERTY GROUP |
|
|
(12,000 |
) |
|
|
(20,790) |
|
NOVO NORDISK A/S B |
|
|
54,100 |
|
|
|
2,288,398 |
|
NOVO NORDISK A/S SPONS ADR |
|
|
80,195 |
|
|
|
3,393,852 |
|
NOVOLIPET STEEL GDR REG S |
|
|
40,094 |
|
|
|
460,279 |
|
NPS PHARMACEUTICALS INC |
|
|
29,260 |
|
|
|
1,046,630 |
|
NRG ENERGY INC |
|
|
6 |
|
|
|
162 |
|
NRG YIELD INC CLASS A |
|
|
12,175 |
|
|
|
573,930 |
|
NSK LTD |
|
|
14,000 |
|
|
|
168,402 |
|
NVDR THB10.0 |
|
|
206,066 |
|
|
|
1,443,633 |
|
O KEY GROUP SA GDR REGS |
|
|
6,004 |
|
|
|
26,358 |
|
O REILLY AUTOMOTIVE INC |
|
|
7,300 |
|
|
|
1,406,126 |
|
OCCIDENTAL PETROLEUM CORP |
|
|
10,440 |
|
|
|
841,568 |
|
OCI NV |
|
|
29,446 |
|
|
|
1,029,384 |
|
OCULAR THERAPEUTIX INC |
|
|
7,600 |
|
|
|
178,752 |
|
ODONTOPREV S.A. |
|
|
21,600 |
|
|
|
80,120 |
|
OMNICARE INC |
|
|
(558 |
) |
|
|
(40,695) |
|
OMNICOM GROUP |
|
|
(12,649 |
) |
|
|
(979,918) |
|
OMNOVA SOLUTIONS INC |
|
|
91,960 |
|
|
|
748,554 |
|
ON DECK CAPITAL INC |
|
|
5,800 |
|
|
|
130,094 |
|
ONEBEACON INSURANCE GROUP A |
|
|
42,990 |
|
|
|
696,438 |
|
OPKO HEALTH INC |
|
|
(97,550 |
) |
|
|
(974,525) |
|
ORBITAL SCIENCES CORP |
|
|
23,995 |
|
|
|
645,226 |
|
OREILLY AUTOMOTIVE INC |
|
|
(1,250 |
) |
|
|
(240,775) |
|
ORION ENGINEERED CARBONS SA |
|
|
28,900 |
|
|
|
491,011 |
|
ORIX CORP |
|
|
2,800 |
|
|
|
35,584 |
|
OTONOMY INC |
|
|
5,915 |
|
|
|
197,147 |
|
OTP BANK PLC |
|
|
28,199 |
|
|
|
411,844 |
|
OUTERWALL INC |
|
|
(1,459 |
) |
|
|
(109,746) |
|
OZNER WATER INTERNATIONAL HOLDING LTD |
|
|
1,605,000 |
|
|
|
616,711 |
|
PACIFIC BIOSCIENCES OF CALIF |
|
|
62,320 |
|
|
|
488,589 |
|
PACWEST BANCORP |
|
|
71,846 |
|
|
|
3,266,119 |
|
PALL CORP |
|
|
20,838 |
|
|
|
2,109,014 |
|
PANDORA MEDIA INC |
|
|
51,565 |
|
|
|
919,404 |
|
PANERA BREAD COMPANY CLASS A |
|
|
5,548 |
|
|
|
969,790 |
|
PAREXEL INTERNATIONAL CORP |
|
|
(5,852 |
) |
|
|
(325,137) |
|
PARKER HANNIFIN CORP |
|
|
7,380 |
|
|
|
951,651 |
|
PARKSON RETAIL GROUP LTD |
|
|
95,848 |
|
|
|
24,102 |
|
PARSLEY ENERGY INC |
|
|
7,600 |
|
|
|
121,296 |
|
PATRIOT COAL CORP - A |
|
|
1,008 |
|
|
|
5,040 |
|
PATTERN ENERGY GROUP INC |
|
|
13,460 |
|
|
|
331,924 |
|
PAYCHEX INC |
|
|
(45,198 |
) |
|
|
(2,086,792) |
|
PDC ENERGY INC |
|
|
37,623 |
|
|
|
1,552,701 |
|
PDF SOLUTIONS INC |
|
|
30,645 |
|
|
|
455,385 |
|
PEAPACK GLADSTONE FINL CORP |
|
|
5,000 |
|
|
|
92,800 |
|
PEGATRON CORP |
|
|
14,964 |
|
|
|
34,518 |
|
PENN REAL ESTATE INVEST TST |
|
|
(8,427 |
) |
|
|
(197,697) |
|
PENNYMAC FINANCIAL SERVICES IN |
|
|
144,800 |
|
|
|
2,505,040 |
|
PENNYMAC MORTGAGE INVESTMENT T |
|
|
128,700 |
|
|
|
2,714,283 |
|
PEPSICO INC |
|
|
200 |
|
|
|
18,912 |
|
PERRIGO CO PLC |
|
|
31,033 |
|
|
|
5,187,476 |
|
PETROCHINA CO LTD-H |
|
|
4,000 |
|
|
|
4,436 |
|
PFIZER INC |
|
|
48,405 |
|
|
|
1,507,816 |
|
PHARMACYCLICS INC |
|
|
5,400 |
|
|
|
660,204 |
|
PHILIP MORRIS INTERNATIONAL |
|
|
6,788 |
|
|
|
552,883 |
|
PHILLIPS 66-W/I |
|
|
(8,348 |
) |
|
|
(598,552) |
|
PHS TOPCO EQUITY |
|
|
9,398 |
|
|
|
|
|
PICC PROPERTY & CASUALTY-H |
|
|
101,560 |
|
|
|
197,476 |
|
PICK N PAY HOLDINGS LTD |
|
|
18,627 |
|
|
|
37,838 |
|
PICK N PAY STORES LTD |
|
|
66,288 |
|
|
|
301,508 |
|
34
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
PILGRIMS PRIDE CORP |
|
|
(23,380 |
) |
|
|
(766,630) |
|
PING AN INSURANCE GROUP CO-H |
|
|
393,500 |
|
|
|
4,013,390 |
|
PINNACLE WEST CAPITAL |
|
|
(1,946 |
) |
|
|
(132,931) |
|
PIONEER NATURAL RESOURCES CO |
|
|
7,250 |
|
|
|
1,079,163 |
|
PITNEY BOWES INC |
|
|
(18,870 |
) |
|
|
(459,862) |
|
PLAINS GP HOLDINGS LP-CL A |
|
|
160,541 |
|
|
|
4,122,693 |
|
PLY GEM HOLDINGS INC |
|
|
17,585 |
|
|
|
245,838 |
|
PNC FINANCIAL SERVICES GROUP |
|
|
12,185 |
|
|
|
1,111,638 |
|
POLARIS INDUSTRIES INC |
|
|
300 |
|
|
|
45,372 |
|
POPEYES LOUISIANA KITCHEN IN |
|
|
13,200 |
|
|
|
742,764 |
|
PORTLAND GENERAL ELECTRIC CO |
|
|
21,675 |
|
|
|
819,965 |
|
PORTOLA PHARMACEUTICALS INC |
|
|
23,255 |
|
|
|
658,582 |
|
POST HOLDINGS INC |
|
|
36,450 |
|
|
|
1,526,891 |
|
POWER INTEGRATIONS INC |
|
|
19,820 |
|
|
|
1,025,487 |
|
POWERSHARES QQQ TRUST SERIES |
|
|
(5,300 |
) |
|
|
(547,225) |
|
PPG INDUSTRIES INC |
|
|
26,797 |
|
|
|
6,194,127 |
|
PRA HEALTH SCIENCES INC |
|
|
7,500 |
|
|
|
181,650 |
|
PRAXAIR INC |
|
|
7,090 |
|
|
|
918,580 |
|
PRECISION CASTPARTS CORP |
|
|
8,600 |
|
|
|
2,071,568 |
|
PRESTIGE BRANDS HOLDINGS INC |
|
|
32,955 |
|
|
|
1,144,198 |
|
PRICELINE GROUP INC/THE |
|
|
8,966 |
|
|
|
10,223,123 |
|
PRIMERICA INC |
|
|
26,166 |
|
|
|
1,419,767 |
|
PROCTER & GAMBLE |
|
|
(3,863 |
) |
|
|
(351,881) |
|
PROGRESSIVE CORP |
|
|
37,455 |
|
|
|
1,010,910 |
|
PRUDENTIAL FINANCIAL INC |
|
|
14,025 |
|
|
|
1,268,702 |
|
PTC INC |
|
|
24,010 |
|
|
|
879,967 |
|
PTC THERAPEUTICS INC |
|
|
12,716 |
|
|
|
658,307 |
|
PUBLIC SERVICES ENTERPRISE GP |
|
|
(19,833 |
) |
|
|
(821,285) |
|
PUMA BIOTECHNOLOGY INC |
|
|
871 |
|
|
|
164,854 |
|
PVH CORP |
|
|
60,381 |
|
|
|
7,739,033 |
|
PW MEDTECH GROUP LTD |
|
|
179,000 |
|
|
|
80,089 |
|
QEP RESOURCES INC |
|
|
331,000 |
|
|
|
6,692,820 |
|
QIHOO 360 TECHNOLOGY CO ADR |
|
|
29,679 |
|
|
|
1,699,420 |
|
QINHUANGDAO PORT CO LTD H |
|
|
249,000 |
|
|
|
115,592 |
|
QIWI PLC SPONSORED ADR |
|
|
4,663 |
|
|
|
94,146 |
|
QLIK TECHNOLOGIES INC |
|
|
18,562 |
|
|
|
573,380 |
|
QUALCOMM INC |
|
|
92,452 |
|
|
|
6,871,957 |
|
QUANTUM CORP |
|
|
19,460 |
|
|
|
34,250 |
|
QUEST DIAGNOSTICS INC |
|
|
(12,162 |
) |
|
|
(815,584) |
|
QUIDEL CORP |
|
|
49,495 |
|
|
|
1,431,395 |
|
QUNAR CAYMAN ISLANDS LTD-ADR |
|
|
30,842 |
|
|
|
876,838 |
|
RADIAN GROUP INC |
|
|
97,516 |
|
|
|
1,630,468 |
|
RADWARE LTD |
|
|
103,515 |
|
|
|
2,279,400 |
|
RAKUTEN INC |
|
|
(15,100 |
) |
|
|
(211,927) |
|
RALPH LAUREN CORP |
|
|
100 |
|
|
|
18,516 |
|
RAMAYANA LESTARI SENTOSA PT |
|
|
1,614,097 |
|
|
|
102,958 |
|
RANGE RESOURCES CORP |
|
|
8,364 |
|
|
|
447,056 |
|
RASPADSKAYA |
|
|
121,912 |
|
|
|
46,733 |
|
RCS CAPITAL CORP-CLASS A |
|
|
(39,508 |
) |
|
|
(483,578) |
|
REALOGY HOLDINGS CORP |
|
|
70,030 |
|
|
|
3,115,635 |
|
RED HAT INC |
|
|
12,398 |
|
|
|
857,198 |
|
RED ROBIN GOURMET BURGERS |
|
|
7,495 |
|
|
|
576,928 |
|
REGENCY ENERGY PARTNERS LP |
|
|
(9,405 |
) |
|
|
(225,720) |
|
REGENERON PHARMACEUTICALS |
|
|
13,852 |
|
|
|
5,682,783 |
|
REGULUS THERAPEUTICS INC |
|
|
24,315 |
|
|
|
390,013 |
|
RELYPSA INC |
|
|
15,665 |
|
|
|
482,482 |
|
RENTRAK CORP |
|
|
900 |
|
|
|
65,538 |
|
REPUBLIC SERVICES INC |
|
|
(33,046 |
) |
|
|
(1,330,102) |
|
RESONA HOLDINGS INC |
|
|
34,000 |
|
|
|
173,545 |
|
RESTAURANT BRANDS INTERNATIONAL INC |
|
|
(89,228 |
) |
|
|
(3,483,461) |
|
RESTAURANT BRANDS-EXCH UNITS |
|
|
(3 |
) |
|
|
(113) |
|
REXNORD CORP |
|
|
10,520 |
|
|
|
296,769 |
|
REYNOLDS AMERICAN INC |
|
|
(9,524 |
) |
|
|
(612,107) |
|
RF MICRO DEVICES INC |
|
|
(11,890 |
) |
|
|
(197,255) |
|
RICHTEK TECHNOLOGY CORP |
|
|
30,690 |
|
|
|
163,152 |
|
ROBINSON DEPT STORE PCL FOR |
|
|
209,900 |
|
|
|
287,097 |
|
ROCHE HOLDING AG GENUSSCHEIN |
|
|
13,500 |
|
|
|
3,666,935 |
|
ROCKWELL COLLINS INC |
|
|
(9,687 |
) |
|
|
(818,358) |
|
ROCKWOOD HOLDINGS INC |
|
|
54,821 |
|
|
|
4,319,895 |
|
ROGERS CORP |
|
|
28,550 |
|
|
|
2,325,112 |
|
ROPER INDUSTRIES INC |
|
|
5,200 |
|
|
|
813,020 |
|
ROSETTA RESOURCES INC |
|
|
2,572 |
|
|
|
57,381 |
|
ROSS STORES INC |
|
|
7,800 |
|
|
|
735,228 |
|
ROYAL BAFOKENG PLATINUM LTD |
|
|
23,027 |
|
|
|
104,917 |
|
ROYAL BANK OF CANADA |
|
|
(13,130 |
) |
|
|
(906,593) |
|
ROYAL CARIBBEAN CRUISES LTD |
|
|
1,000 |
|
|
|
82,430 |
|
RPM INTERNATIONAL INC |
|
|
13,992 |
|
|
|
709,534 |
|
RREEF CHINA COMMERCIAL TRUST |
|
|
798,800 |
|
|
|
1,483 |
|
RSP PERMIAN INC |
|
|
49,845 |
|
|
|
1,253,103 |
|
RTI INTERNATIONAL METALS INC |
|
|
13,185 |
|
|
|
333,053 |
|
RYANAIR HOLDINGS PLC-SP ADR |
|
|
(2,563 |
) |
|
|
(182,665) |
|
RYLAND GROUP INC |
|
|
(17,624 |
) |
|
|
(679,581) |
|
SABMILLER PLC |
|
|
81,254 |
|
|
|
4,253,369 |
|
SABRE CORP |
|
|
65,367 |
|
|
|
1,324,989 |
|
SALESFORCE.COM INC |
|
|
24,700 |
|
|
|
1,464,957 |
|
SALIX PHARMACEUTICALS LTD |
|
|
(12,687 |
) |
|
|
(1,458,244) |
|
SALLY BEAUTY HOLDINGS INC |
|
|
65,933 |
|
|
|
2,026,780 |
|
SAMSUNG ELECTR GDR |
|
|
2,200 |
|
|
|
1,331,000 |
|
35
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
SAMSUNG ELECTRO REGS GDR PFD |
|
|
3,350 |
|
|
|
1,574,165 |
|
SAMSUNG ELECTRONICS CO LTD |
|
|
2,716 |
|
|
|
3,279,017 |
|
SAMSUNG FIRE + MARINE INS |
|
|
11,209 |
|
|
|
2,880,901 |
|
SANCHEZ ENERGY CORP |
|
|
(1,946 |
) |
|
|
(18,078) |
|
SANDERSON FARMS INC |
|
|
(3,583 |
) |
|
|
(301,062) |
|
SANDISK CORP |
|
|
(17,482 |
) |
|
|
(1,712,886) |
|
SANDRIDGE ENERGY INC |
|
|
2,049,361 |
|
|
|
3,729,837 |
|
SANDS CHINA LTD |
|
|
351,600 |
|
|
|
1,731,766 |
|
SANTANA MINERALS LTD |
|
|
83,435 |
|
|
|
2,182 |
|
SANTANDER CONSUMER USA HOLDINGS INC |
|
|
136,518 |
|
|
|
2,677,118 |
|
SAP SE SPONSORED ADR |
|
|
33,490 |
|
|
|
2,332,579 |
|
SAPIENT CORPORATION |
|
|
7,078 |
|
|
|
176,101 |
|
SASOL LTD |
|
|
24,900 |
|
|
|
927,684 |
|
SAUR SPV 1 EQUITY |
|
|
110 |
|
|
|
|
|
SAUR SPV 2 EQUITY |
|
|
30 |
|
|
|
|
|
SAUR SPV 3 EQUITY |
|
|
32 |
|
|
|
|
|
SBERBANK |
|
|
785,931 |
|
|
|
720,437 |
|
SBI HOLDINGS INC LONG |
|
|
2,300 |
|
|
|
25,440 |
|
SCANA CORP |
|
|
(3,892 |
) |
|
|
(235,077) |
|
SCHLUMBERGER LTD |
|
|
13,171 |
|
|
|
1,124,935 |
|
SCHNEIDER ELECTRIC SE |
|
|
34,700 |
|
|
|
2,544,938 |
|
SEACOAST BANKING CORP/FL |
|
|
67,000 |
|
|
|
921,250 |
|
SEADRILL LTD |
|
|
4,798 |
|
|
|
57,288 |
|
SEADRILL PARTNERS LLC |
|
|
2,616 |
|
|
|
42,458 |
|
SEAGATE TECHNOLOGY |
|
|
(26,340 |
) |
|
|
(1,751,610) |
|
SEARS HOLDINGS CORP |
|
|
(14,320 |
) |
|
|
(472,274) |
|
SEAWORLD ENTERTAINMENT INC |
|
|
1,250 |
|
|
|
22,375 |
|
SEIKO HOLDINGS CORP |
|
|
(6,000 |
) |
|
|
(33,984) |
|
SEMEN INDONESIA PERSERO TBK |
|
|
462,476 |
|
|
|
604,934 |
|
SEMGROUP CORP CLASS A |
|
|
14,935 |
|
|
|
1,021,405 |
|
SEMICONDUCTOR MANUFACTURING |
|
|
(1,498,000 |
) |
|
|
(137,139) |
|
SENSATA TECHNOLOGIES HOLDING |
|
|
35,959 |
|
|
|
1,884,611 |
|
SERVICE CORP INTERNATIONAL |
|
|
(54,552 |
) |
|
|
(1,238,330) |
|
SERVICENOW INC |
|
|
13,751 |
|
|
|
933,005 |
|
SFX ENTERTAINMENT INC |
|
|
42,109 |
|
|
|
190,754 |
|
SHANDONG WEIGAO GP MEDICAL-H |
|
|
64,000 |
|
|
|
51,659 |
|
SHERWIN WILLIAMS CO/THE |
|
|
9,300 |
|
|
|
2,446,272 |
|
SHIMIZU CORP |
|
|
24,000 |
|
|
|
164,765 |
|
SHINHAN FINANCIAL GROUP LTD |
|
|
48,308 |
|
|
|
1,953,592 |
|
SHIP FINANCE INTL LTD |
|
|
6,180 |
|
|
|
87,262 |
|
SHIRE PLC |
|
|
37,270 |
|
|
|
5,226,041 |
|
SHIRE PLC ADR |
|
|
100 |
|
|
|
21,254 |
|
SHIZUOKA BANK LTD |
|
|
18,000 |
|
|
|
166,216 |
|
SHOE CARNIVAL INC |
|
|
19,340 |
|
|
|
496,845 |
|
SIAM COMMERCIAL BANK FOREIGN |
|
|
121,217 |
|
|
|
670,562 |
|
SIENTRA INC |
|
|
1,195 |
|
|
|
20,064 |
|
SIGNET JEWELERS LTD |
|
|
14,766 |
|
|
|
1,942,763 |
|
SINA CORP |
|
|
(651 |
) |
|
|
(24,354) |
|
SINOPHARM GROUP CO-H |
|
|
244,800 |
|
|
|
866,451 |
|
SIRIUS XM HOLDINGS INC |
|
|
2,650,674 |
|
|
|
9,277,359 |
|
SM INVESTMENTS CORP |
|
|
1,470 |
|
|
|
26,772 |
|
SOFTBANK CORP |
|
|
39,000 |
|
|
|
2,345,597 |
|
SOFTBANK CORP UNSPON ADR |
|
|
9,500 |
|
|
|
282,150 |
|
SOLAR CAPITAL LTD |
|
|
37,455 |
|
|
|
674,565 |
|
SOLARCITY CORP |
|
|
318 |
|
|
|
17,007 |
|
SOLARWINDS INC |
|
|
37,671 |
|
|
|
1,877,146 |
|
SONOVA HOLDING AG REG |
|
|
10,700 |
|
|
|
1,581,875 |
|
SONUS NETWORKS INC |
|
|
653,415 |
|
|
|
2,594,058 |
|
SONY CORP |
|
|
149,700 |
|
|
|
3,087,533 |
|
SONY CORP-SPONSORED ADR |
|
|
28,646 |
|
|
|
586,384 |
|
SONY FINANCIAL HOLDINGS INC |
|
|
13,800 |
|
|
|
205,135 |
|
SOUFUN HOLDINGS LTD-ADR |
|
|
171,873 |
|
|
|
1,270,141 |
|
SOUTH JERSEY INDUSTRIES |
|
|
11,900 |
|
|
|
701,267 |
|
SOUTH STATE CORP |
|
|
23,585 |
|
|
|
1,582,082 |
|
SOUTHERN CO |
|
|
(86,711 |
) |
|
|
(4,258,377) |
|
SOUTHWEST GAS CORP |
|
|
20,925 |
|
|
|
1,293,374 |
|
SOUTHWESTERN ENERGY CO |
|
|
23,639 |
|
|
|
645,108 |
|
SPANSION INC CLASS A |
|
|
29,175 |
|
|
|
998,369 |
|
SPDR S&P HOMEBUILDERS ETF |
|
|
(19,097 |
) |
|
|
(651,590) |
|
SPEEDCAST INTERNATIONAL LTD |
|
|
35,191 |
|
|
|
52,915 |
|
SPROUTS FARMERS MARKET INC |
|
|
7,733 |
|
|
|
262,767 |
|
STANDARD BANK GROUP LTD |
|
|
83,543 |
|
|
|
1,036,132 |
|
STANDARD METALS PROCESSING INC |
|
|
22,819 |
|
|
|
22,819 |
|
STANDARD PACIFIC CORP |
|
|
115,215 |
|
|
|
839,917 |
|
STARBUCKS CORP |
|
|
22,700 |
|
|
|
1,862,535 |
|
STARWOOD HOTELS + RESORTS |
|
|
27,130 |
|
|
|
2,199,429 |
|
STARWOOD WAYPOINT |
|
|
136 |
|
|
|
3,586 |
|
STATE STREET CORP |
|
|
11,600 |
|
|
|
910,600 |
|
STERLING CONSTRUCTION CO |
|
|
56,633 |
|
|
|
361,885 |
|
STEVEN MADDEN LTD |
|
|
18,307 |
|
|
|
582,712 |
|
STEWART INFORMATION SERVICES |
|
|
26,845 |
|
|
|
994,339 |
|
STRYKER CORP |
|
|
10,640 |
|
|
|
1,003,671 |
|
SUMITOMO ELECTRIC INDUSTRIES |
|
|
9,900 |
|
|
|
124,948 |
|
SUMITOMO MITSUI FINANCIAL GRP INC |
|
|
4,900 |
|
|
|
178,825 |
|
SUMMIT ASCENT HOLDINGS LTD |
|
|
450,000 |
|
|
|
218,748 |
|
SUMMIT MIDSTREAM PARTNERS LP |
|
|
3,373 |
|
|
|
128,174 |
|
SUN PHARMACEUTICAL INDUS |
|
|
171,671 |
|
|
|
2,249,149 |
|
SUNEDISON INC |
|
|
411,100 |
|
|
|
8,020,561 |
|
36
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
SUNOPTA INC |
|
|
69,629 |
|
|
|
825,104 |
|
SUNPOWER CORP |
|
|
(3,435 |
) |
|
|
(88,726) |
|
SUZUKI MOTOR CORP |
|
|
36,700 |
|
|
|
1,114,348 |
|
SWATCH GROUP AG/THE BR |
|
|
2,660 |
|
|
|
1,189,123 |
|
SWIFT TRANSPORTATION CO |
|
|
14,340 |
|
|
|
410,554 |
|
SYMETRA FINANCIAL CORP |
|
|
11,951 |
|
|
|
275,471 |
|
SYMRISE AG |
|
|
25,130 |
|
|
|
1,524,381 |
|
SYNAGEVA BIOPHARMA CORP |
|
|
3,900 |
|
|
|
361,881 |
|
SYSCO CORP |
|
|
19,455 |
|
|
|
772,169 |
|
SYSMEX CORP |
|
|
56,400 |
|
|
|
2,535,519 |
|
T ROWE PRICE GROUP INC |
|
|
(13,710 |
) |
|
|
(1,177,141) |
|
T&D HOLDINGS INC |
|
|
14,900 |
|
|
|
181,216 |
|
TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD |
|
|
1,302,596 |
|
|
|
5,810,968 |
|
TAIWAN SEMICONDUCTOR SP ADR |
|
|
85,800 |
|
|
|
1,920,204 |
|
TAKEDA PHARMACEUTICAL CO LTD |
|
|
4,700 |
|
|
|
195,892 |
|
TAKE-TWO INTERACTIVE SOFTWARE |
|
|
(7,112 |
) |
|
|
(199,349) |
|
TALISMAN ENERGY INC |
|
|
(38,486 |
) |
|
|
(301,345) |
|
TALLINK GROUP AS |
|
|
359,457 |
|
|
|
293,599 |
|
TARGET CORP |
|
|
(14,670 |
) |
|
|
(1,113,600) |
|
TATA CONSULTANCY SVCS LTD |
|
|
30,550 |
|
|
|
1,240,924 |
|
TD AMERITRADE HOLDING CORP |
|
|
72,784 |
|
|
|
2,604,212 |
|
TEAM HEALTH HOLDINGS INC |
|
|
53,582 |
|
|
|
3,082,572 |
|
TECHNOLOGY SELECT SECT SPDR |
|
|
(2,436 |
) |
|
|
(100,729) |
|
TECO ENERGY INC |
|
|
15,142 |
|
|
|
310,260 |
|
TEEKAY TANKERS LTD-CLASS A |
|
|
11,600 |
|
|
|
58,696 |
|
TELEDYNE TECHNOLOGIES INC |
|
|
9,130 |
|
|
|
938,016 |
|
TELENET GROUP HOLDING NV |
|
|
165,200 |
|
|
|
9,283,136 |
|
TENCENT HOLDINGS LTD |
|
|
97,200 |
|
|
|
1,409,967 |
|
TENNECO INC |
|
|
8,960 |
|
|
|
507,226 |
|
TERNIUM SA SPONSORED ADR |
|
|
17,906 |
|
|
|
315,862 |
|
TERRAFORM POWER INC |
|
|
60,500 |
|
|
|
1,868,240 |
|
TESARO INC |
|
|
17,656 |
|
|
|
656,627 |
|
TESLA MOTORS INC |
|
|
(1,895 |
) |
|
|
(421,467) |
|
TETRAPHASE PHARMACEUTICALS I |
|
|
18,575 |
|
|
|
737,613 |
|
TEXAS ROADHOUSE INC |
|
|
16,200 |
|
|
|
546,912 |
|
TEXTRON INC |
|
|
13,274 |
|
|
|
558,968 |
|
THAI BEVERAGE PCL |
|
|
2,675,809 |
|
|
|
1,393,335 |
|
THERMO FISHER SCIENTIFIC INC |
|
|
52,419 |
|
|
|
6,567,577 |
|
THOMSON REUTERS CORP |
|
|
(20,050 |
) |
|
|
(808,242) |
|
THUNDERBIRD RESOURCES LP |
|
|
11,123 |
|
|
|
785,274 |
|
THUNDERBRID RESOURCES EQUITY I |
|
|
4,114 |
|
|
|
360,377 |
|
TIFFANY + CO |
|
|
1,500 |
|
|
|
160,290 |
|
TIME WARNER CABLE INC |
|
|
19,578 |
|
|
|
2,977,031 |
|
TIME WARNER INC |
|
|
126,310 |
|
|
|
10,789,400 |
|
TINGYI (CAYMAN ISLN) HLDG CO |
|
|
468,000 |
|
|
|
1,073,011 |
|
TJX COMPANIES INC |
|
|
10,440 |
|
|
|
715,975 |
|
TMB BANK PUBLIC CORP FOREIGN |
|
|
5,869,101 |
|
|
|
520,905 |
|
TMW IMMOBILIEN WELTFONDS |
|
|
1,852 |
|
|
|
31,958 |
|
TOREX GOLD RESOURCES INC |
|
|
155,597 |
|
|
|
165,236 |
|
TOSHIBA CORP |
|
|
16,000 |
|
|
|
68,388 |
|
TOTVS SA |
|
|
20,867 |
|
|
|
274,752 |
|
TOWERS WATSON & CO-CL A |
|
|
(5,613 |
) |
|
|
(635,223) |
|
TRACKING STK USD.01 |
|
|
195,157 |
|
|
|
5,741,519 |
|
TRACTEBEL ENERGIA SA |
|
|
41,754 |
|
|
|
531,389 |
|
TRACTOR SUPPLY COMPANY |
|
|
26,907 |
|
|
|
2,120,810 |
|
TRANSCANADA CORP |
|
|
139,135 |
|
|
|
6,832,896 |
|
TRANSDIGM GROUP INC |
|
|
14,433 |
|
|
|
2,833,920 |
|
TRANSOCEAN LTD |
|
|
(26,899 |
) |
|
|
(493,059) |
|
TRANSOCEAN PARTNERS LLC |
|
|
60,944 |
|
|
|
891,001 |
|
TREEHOUSE FOODS INC |
|
|
18,350 |
|
|
|
1,569,476 |
|
TREVENA INC |
|
|
26,300 |
|
|
|
157,274 |
|
TRIBUNE MEDIA CO |
|
|
130,100 |
|
|
|
7,776,077 |
|
TRICO BANCSHARES |
|
|
34,245 |
|
|
|
845,852 |
|
TRIMBLE NAVIGATION LTD |
|
|
13,636 |
|
|
|
361,899 |
|
TRINA SOLAR LTD - SPON ADR |
|
|
6,909 |
|
|
|
63,977 |
|
TRINET GROUP INC |
|
|
14,520 |
|
|
|
454,186 |
|
TRIPADVISOR INC |
|
|
11,566 |
|
|
|
863,518 |
|
TRIVASCULAR TECHNOLOGIES INC |
|
|
15,045 |
|
|
|
189,116 |
|
TRULIA INC |
|
|
(12,698 |
) |
|
|
(584,489) |
|
TUESDAY MORNING CORP |
|
|
73,040 |
|
|
|
1,584,968 |
|
TULLOW OIL PLC |
|
|
277,604 |
|
|
|
1,791,583 |
|
TUMI HOLDINGS INC |
|
|
27,860 |
|
|
|
661,118 |
|
TURKIYE GARANTI BANKASI |
|
|
410,462 |
|
|
|
1,653,963 |
|
TURKIYE GARANTI BANKASI ADR |
|
|
474,800 |
|
|
|
1,884,956 |
|
TWENTY FIRST CENTURY FOX A |
|
|
(5,272 |
) |
|
|
(202,471) |
|
TWENTY FIRST CENTURY FOX B |
|
|
124,888 |
|
|
|
4,607,118 |
|
TWITTER INC |
|
|
29,665 |
|
|
|
1,064,084 |
|
TYSON FOODS INC-CL A |
|
|
(9,502 |
) |
|
|
(380,935) |
|
UGI CORP |
|
|
(3,130 |
) |
|
|
(118,877) |
|
UIL HOLDINGS CORP |
|
|
11,285 |
|
|
|
491,349 |
|
ULKER BISKUVI SANAYI |
|
|
47,283 |
|
|
|
375,190 |
|
ULTA SALON COSMETICS & FRAGR |
|
|
9,366 |
|
|
|
1,197,349 |
|
ULTRAGENYX PHARMACEUTICAL IN |
|
|
1,000 |
|
|
|
43,880 |
|
ULTRAPAR PARTICIPACOES SA |
|
|
17,508 |
|
|
|
338,871 |
|
ULTRAPAR PARTICPAC SPON ADR |
|
|
2,684 |
|
|
|
51,184 |
|
ULTRATECH INC |
|
|
22,990 |
|
|
|
426,694 |
|
UNDER ARMOUR INC CLASS A |
|
|
14,565 |
|
|
|
988,964 |
|
UNICHARM CORP |
|
|
141,600 |
|
|
|
3,439,169 |
|
37
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
UNILEVER PLC |
|
|
32,900 |
|
|
|
1,348,146 |
|
UNION PACIFIC CORP |
|
|
9,300 |
|
|
|
1,107,909 |
|
UNITED BANK FOR AFRICA PLC |
|
|
7,782,717 |
|
|
|
183,723 |
|
UNITED COMMUNITY BANKS/GA |
|
|
62,450 |
|
|
|
1,182,803 |
|
UNITED CONTINENTAL HOLDINGS |
|
|
210,397 |
|
|
|
14,073,455 |
|
UNITED MICROELECTRON-SP ADR |
|
|
178,863 |
|
|
|
406,019 |
|
UNITED STATES STEEL CORP |
|
|
(20,043 |
) |
|
|
(535,950) |
|
UNITED TECH CORP |
|
|
13,890 |
|
|
|
1,597,350 |
|
UNITED TECHNOLOGIES CORP |
|
|
(94 |
) |
|
|
(10,810) |
|
UNITEDHEALTH GROUP INC |
|
|
4,300 |
|
|
|
434,687 |
|
UNIVERSAL HEALTH SERVICES-B |
|
|
8,402 |
|
|
|
934,807 |
|
UNIVERSAL STAINLESS + ALLOY |
|
|
10,500 |
|
|
|
264,075 |
|
UTILITIES SELECT SECTOR SPDR |
|
|
(9,094 |
) |
|
|
(429,419) |
|
VALE SA-SP ADR |
|
|
(42,288 |
) |
|
|
(345,916) |
|
VALEANT PHARMACEUTICALS INTE |
|
|
29,628 |
|
|
|
4,240,063 |
|
VALERO ENERGY CORP |
|
|
(28,070 |
) |
|
|
(1,389,465) |
|
VALSPAR CORP |
|
|
(2,848 |
) |
|
|
(246,295) |
|
VANTIV INC CL A |
|
|
18,365 |
|
|
|
622,941 |
|
VARIAN MEDICAL SYSTEMS INC |
|
|
(3,892 |
) |
|
|
(336,697) |
|
VENTAS INC |
|
|
(2,432 |
) |
|
|
(174,374) |
|
VERINT SYSTEMS INC |
|
|
13,675 |
|
|
|
796,979 |
|
VERISK ANALYTICS INC CLASS A |
|
|
7,828 |
|
|
|
501,383 |
|
VERIZON COMMUNICATIONS INC |
|
|
(11,676 |
) |
|
|
(546,203) |
|
VERSARTIS INC |
|
|
500 |
|
|
|
11,225 |
|
VERTEX PHARMACEUTICALS INC |
|
|
4,400 |
|
|
|
522,720 |
|
VF CORP |
|
|
13,042 |
|
|
|
976,846 |
|
VIENNA INSURANCE GROUP AG |
|
|
10,795 |
|
|
|
484,357 |
|
VINCE HOLDING CORP |
|
|
24,845 |
|
|
|
649,448 |
|
VIOLIN MEMORY INC |
|
|
40,900 |
|
|
|
195,911 |
|
VIPSHOP HOLDINGS LTD ADS |
|
|
36,400 |
|
|
|
711,256 |
|
VIRTUS INVESTMENT PARTNERS |
|
|
1,705 |
|
|
|
290,685 |
|
VISA INC CLASS A SHARES |
|
|
41,475 |
|
|
|
10,874,745 |
|
VIVARTE ORD SHS |
|
|
1,004 |
|
|
|
|
|
VIVINT SOLAR INC |
|
|
22,000 |
|
|
|
202,840 |
|
VMWARE INC CLASS A |
|
|
900 |
|
|
|
74,268 |
|
VULCAN MATERIALS CO |
|
|
28,240 |
|
|
|
1,856,215 |
|
WABTEC CORP |
|
|
9,000 |
|
|
|
782,010 |
|
WAGEWORKS INC |
|
|
16,830 |
|
|
|
1,086,713 |
|
WALGREENS BOOTS ALLIANCE INC |
|
|
162,750 |
|
|
|
12,401,550 |
|
WAL-MART STORES INC |
|
|
(31,550 |
) |
|
|
(2,709,514) |
|
WALT DISNEY CO/THE |
|
|
18,185 |
|
|
|
1,712,845 |
|
WARTSILA OYJ ABP |
|
|
(9,810 |
) |
|
|
(440,189) |
|
WASTE CONNECTIONS INC |
|
|
66,598 |
|
|
|
2,929,646 |
|
WASTE MANAGEMENT INC |
|
|
(72,963 |
) |
|
|
(3,744,461) |
|
WATERS CORP |
|
|
(3,892 |
) |
|
|
(438,706) |
|
WATSCO INC |
|
|
7,400 |
|
|
|
791,800 |
|
WATTS WATER TECHNOLOGIES A |
|
|
18,635 |
|
|
|
1,182,204 |
|
WAYFAIR INC CLASS A |
|
|
13,000 |
|
|
|
258,050 |
|
WEB.COM GROUP INC |
|
|
10,765 |
|
|
|
204,427 |
|
WEINGARTEN REALTY INVESTORS |
|
|
(5,515 |
) |
|
|
(192,584) |
|
WELLCARE HEALTH PLANS INC |
|
|
8,766 |
|
|
|
719,338 |
|
WELLS FARGO + CO |
|
|
10,125 |
|
|
|
555,053 |
|
WEST CHINA CEMENT LTD |
|
|
992,938 |
|
|
|
104,994 |
|
WESTERN GAS EQUITY PARTNERS |
|
|
5,131 |
|
|
|
309,040 |
|
WESTERN UNION CO |
|
|
(89,627 |
) |
|
|
(1,605,220) |
|
WESTPORTS HOLDINGS BHD |
|
|
313,300 |
|
|
|
301,069 |
|
WEX INC |
|
|
21,779 |
|
|
|
2,154,379 |
|
WEYERHAEUSER CO |
|
|
(8,233 |
) |
|
|
(295,482) |
|
WHIRLPOOL CORP |
|
|
4,845 |
|
|
|
938,670 |
|
WHITEWAVE FOODS CO |
|
|
36,128 |
|
|
|
1,264,119 |
|
WHITING PETROLEUM CORP |
|
|
7,995 |
|
|
|
263,835 |
|
WILLIAM LYON HOMES-CL A |
|
|
(5,451 |
) |
|
|
(110,492) |
|
WILLIAMS COS INC |
|
|
237,480 |
|
|
|
10,672,351 |
|
WILLIAMS PARTNERS LP |
|
|
1,761 |
|
|
|
78,805 |
|
WILLIAMS SONOMA INC |
|
|
9,183 |
|
|
|
694,969 |
|
WINDSTREAM HOLDINGS INC |
|
|
(3,242 |
) |
|
|
(26,714) |
|
WINTRUST FINANCIAL CORP |
|
|
10,700 |
|
|
|
500,332 |
|
WISCONSIN ENERGY CORP |
|
|
(2,919 |
) |
|
|
(153,948) |
|
WISDOMTREE INVESTMENTS INC |
|
|
50,030 |
|
|
|
784,220 |
|
WMI HOLDINGS CORP |
|
|
4,831 |
|
|
|
9,904 |
|
WORKDAY INC CLASS A |
|
|
37,498 |
|
|
|
3,060,212 |
|
WORLD FUEL SERVICES CORP |
|
|
(5,537 |
) |
|
|
(259,851) |
|
WPP PLC |
|
|
187,100 |
|
|
|
3,923,845 |
|
WPX ENERGY INC |
|
|
134,933 |
|
|
|
1,569,271 |
|
WUMART STORES INC H |
|
|
230,668 |
|
|
|
197,507 |
|
WUXI PHARMATECH CAYMAN ADR |
|
|
62,611 |
|
|
|
2,108,112 |
|
WYNN MACAU LTD |
|
|
47,600 |
|
|
|
134,106 |
|
WYNN RESORTS LTD |
|
|
12,667 |
|
|
|
1,884,343 |
|
X 5 RETAIL GROUP NV REGS GDR |
|
|
48,576 |
|
|
|
592,627 |
|
XCEL ENERGY INC |
|
|
(973 |
) |
|
|
(34,950) |
|
XENOPORT INC |
|
|
81,190 |
|
|
|
712,036 |
|
XINYI GLASS HOLDINGS LTD |
|
|
739,000 |
|
|
|
372,604 |
|
XOOM CORP |
|
|
14,380 |
|
|
|
251,794 |
|
XPO LOGISTICS INC |
|
|
35,465 |
|
|
|
1,449,809 |
|
YAHOO! INC |
|
|
145,946 |
|
|
|
7,371,732 |
|
YANGZIJIANG SHIPBUILDING |
|
|
(103,000 |
) |
|
|
(93,750) |
|
YAPI VE KREDI BANKASI |
|
|
248,134 |
|
|
|
519,036 |
|
YASKAWA ELECTRIC CORP |
|
|
(18,900 |
) |
|
|
(244,685) |
|
38
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
YELP INC |
|
|
21,998 |
|
|
|
1,203,951 |
|
YPF S.A.-SPONSORED ADR |
|
|
13,906 |
|
|
|
368,092 |
|
YY INC-ADR |
|
|
(888 |
) |
|
|
(55,358) |
|
ZAYO GROUP HOLDINGS INC |
|
|
12,380 |
|
|
|
378,457 |
|
ZEBRA TECHNOLOGIES CORP-CL A |
|
|
38,919 |
|
|
|
3,012,720 |
|
ZHEN DING TECHNOLOGY HOLDING |
|
|
21,000 |
|
|
|
56,405 |
|
ZHUZHOU CSR TIMES ELECTRIC-H |
|
|
64,000 |
|
|
|
373,412 |
|
ZILLOW INC-CLASS A |
|
|
19,925 |
|
|
|
2,109,858 |
|
ZIMMER HOLDINGS INC |
|
|
29,189 |
|
|
|
3,310,616 |
|
ZULILY INC - CL A |
|
|
34,200 |
|
|
|
800,280 |
|
|
|
|
|
|
|
|
Total Common Stock |
|
|
134,355,981 |
|
|
$ |
1,500,800,766 |
|
|
|
|
|
|
|
|
|
Cash and Cash Equivalents |
|
|
|
|
|
|
|
|
BRAZILIAN REAL |
|
|
3,403 |
|
|
$ |
1,280 |
|
CANADIAN DOLLAR |
|
|
61,389 |
|
|
|
53,001 |
|
DANISH KRONE |
|
|
4,160 |
|
|
|
676 |
|
EGYPTIAN POUND |
|
|
108 |
|
|
|
15 |
|
EURO CURRENCY |
|
|
358,931 |
|
|
|
434,325 |
|
HONG KONG DOLLAR |
|
|
10,770 |
|
|
|
1,389 |
|
INDIAN RUPEE |
|
|
794,957 |
|
|
|
12,594 |
|
INDONESIAN RUPIAH |
|
|
2 |
|
|
|
|
|
JAPANESE YEN |
|
|
23,260,348 |
|
|
|
194,006 |
|
MALAYSIAN RINGGIT |
|
|
479 |
|
|
|
137 |
|
MEXICAN PESO |
|
|
1,656,426 |
|
|
|
112,378 |
|
NEW ISRAELI SHEQEL |
|
|
874 |
|
|
|
225 |
|
NEW TAIWAN DOLLAR |
|
|
41,077,987 |
|
|
|
1,299,854 |
|
NEW ZEALAND DOLLAR |
|
|
60,275 |
|
|
|
47,111 |
|
POLISH ZLOTY |
|
|
56,675 |
|
|
|
15,956 |
|
POUND STERLING |
|
|
165,596 |
|
|
|
258,206 |
|
SOUTH AFRICAN RAND |
|
|
14,479 |
|
|
|
1,252 |
|
SOUTH KOREAN WON |
|
|
11,524 |
|
|
|
10 |
|
SWEDISH KRONA |
|
|
46,034 |
|
|
|
5,880 |
|
SWISS FRANC |
|
|
2,024 |
|
|
|
2,037 |
|
THAILAND BAHT |
|
|
2,568,860 |
|
|
|
78,081 |
|
TURKISH LIRA |
|
|
43,993 |
|
|
|
18,819 |
|
|
|
|
|
|
|
|
Total Cash and Cash Equivalents |
|
|
70,199,293 |
|
|
$ |
2,537,231 |
|
|
|
|
|
|
|
|
|
Certificates of Deposit |
|
|
|
|
|
|
|
|
CREDIT SUISSE NY |
|
|
1,570,000 |
|
|
$ |
1,570,000 |
|
|
|
|
|
|
|
|
Total Certificates of Deposit |
|
|
1,570,000 |
|
|
$ |
1,570,000 |
|
|
|
|
|
|
|
|
|
Securities Purchased Under Agreements To Resell |
|
|
|
|
|
|
|
|
BANK AMERICA |
|
|
5,800,000 |
|
|
$ |
5,800,000 |
|
CITIGROUP REPO |
|
|
400,000 |
|
|
|
400,000 |
|
PARIBAS |
|
|
2,800,000 |
|
|
|
2,800,000 |
|
|
|
|
|
|
|
|
Total Securities Purchased Under Agreements To Resell |
|
|
9,000,000 |
|
|
$ |
9,000,000 |
|
|
|
|
|
|
|
|
|
Fixed Income Securities |
|
|
|
|
|
|
|
|
ACE 2006-HE4 M2 0.55594 10/25/2036 ESC |
|
|
1 |
|
|
$ |
|
|
ACE 2007-HE3 M1 0.785 01/25/2037 (ESC) |
|
|
1 |
|
|
|
|
|
ADELPH COM 10.25 11/1/06 NA ESC |
|
|
23,947 |
|
|
|
180 |
|
ADELPHIA COMM 7.5% 01/04 NA ESCROW |
|
|
8,100 |
|
|
|
61 |
|
ADIDAS AG 0.25 06/14/2019 |
|
|
(1,200,000 |
) |
|
|
(1,585,715) |
|
ADLAC 3.25 05/01/21 NA ESCROW |
|
|
2,031,000 |
|
|
|
|
|
AEGIS ASSET BACKED SECURITIES 1% 25 Oct 2035 |
|
|
155,681 |
|
|
|
153,170 |
|
AERO INVENTORY RCF USD |
|
|
2,296,809 |
|
|
|
46,514 |
|
AFRICAN DEVELOPMENT BANK 5.25% 23 Mar 2022 |
|
|
200,000 |
|
|
|
183,570 |
|
AHM 2007-1 GIOP FLT 05/25/2047 |
|
|
6,633,147 |
|
|
|
1,130,530 |
|
AIFUL CORP 8 04/30/2020 |
|
|
16,307,323 |
|
|
|
141,472 |
|
AIRWAVE SOLUTIONS EXT TL GB |
|
|
102,453 |
|
|
|
67,058 |
|
ALGOSAIBI TL SYNDICATE 05/08/13 |
|
|
25,324 |
|
|
|
2,026 |
|
ALLY FINANCIAL INC 3.5% 18 Jul 2016 |
|
|
400,000 |
|
|
|
404,500 |
|
ALPHA NATURAL RESOURCES 4.875 12/15/2020 |
|
|
269,000 |
|
|
|
99,711 |
|
ALPHA NATURAL RESOURCES 6.25 06/01/2021 |
|
|
(118,000 |
) |
|
|
(36,580) |
|
ALPS ELECTRIC CO LTD 0 03/25/2019 |
|
|
10,000,000 |
|
|
|
112,508 |
|
AMERICAN MUNI PWR OHIO INC OH 7.734% 15 Feb 2033 |
|
|
100,000 |
|
|
|
137,511 |
|
AMERICAN SEAFOODS GROUP LLC TL B-NEW 1L USD |
|
|
192,460 |
|
|
|
182,356 |
|
AMERIQUEST MORTGAGE SECURITIES 1% 25 Sep 2033 |
|
|
223,719 |
|
|
|
215,365 |
|
AMORTIZING RESIDENTIAL COLLATE 1% 25 Oct 2034 |
|
|
646,743 |
|
|
|
638,064 |
|
ANNINGTON FINANCE NO 5 |
|
|
323,706 |
|
|
|
639,407 |
|
APCOA HLCO TLA EUR |
|
|
2,290 |
|
|
|
1,603 |
|
APCOA HLCO TLB EUR |
|
|
5,893 |
|
|
|
4,125 |
|
APCOA SNR TLB EUR |
|
|
2,753 |
|
|
|
1,927 |
|
APCOA SNR TLB GBP |
|
|
490 |
|
|
|
442 |
|
APCOA SNR TLB NOK |
|
|
14,590 |
|
|
|
1,129 |
|
ARM 4.625% 3/1/26 |
|
|
304,000 |
|
|
|
327,885 |
|
ARSI 2006-W1 M3 0.71625 03/25/2036 ESC |
|
|
1 |
|
|
|
|
|
ATRIUM V 5A SUB |
|
|
260,000 |
|
|
|
318,500 |
|
AUST + NZ BANKING GROUP 1% 06 Oct 2016 |
|
|
1,100,000 |
|
|
|
1,103,310 |
|
AWAL BANK LC CLAIM |
|
|
332,019 |
|
|
|
39,842 |
|
AWAL BANK SYN CLAIM |
|
|
152,729 |
|
|
|
18,327 |
|
39
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
AYT CEDULAS CAJAS IX 3.75% 31 Mar 2015 |
|
|
100,000 |
|
|
|
121,917 |
|
AYT CEDULAS CAJAS V 4.75% 04 Dec 2018 |
|
|
100,000 |
|
|
|
139,260 |
|
BABSON 2014-1A SUB (144A) |
|
|
1,275,000 |
|
|
|
1,434,935 |
|
BAFC 2007-E 8A5 0.5 09/20/2047 ESC |
|
|
2 |
|
|
|
|
|
BANC OF AMERICA COMMERCIAL MOR 5.309% 10 Oct 2045 |
|
|
29,011 |
|
|
|
29,021 |
|
BANC OF AMERICA MORTGAGE SECUR 1% 25 Jul 2035 |
|
|
34,363 |
|
|
|
32,471 |
|
BANC OF AMERICA MORTGAGE SECUR 1% 25 Sep 2035 |
|
|
257,398 |
|
|
|
236,544 |
|
BANCA CARIGE SPA 3.75% 25 Nov 2016 |
|
|
100,000 |
|
|
|
127,301 |
|
BANCA CARIGE SPA 3.875% 24 Oct 2018 |
|
|
100,000 |
|
|
|
132,911 |
|
BANCO POPOLARE SC 3.5% 14 Mar 2019 |
|
|
500,000 |
|
|
|
630,781 |
|
BANK OF AMERICA CORP 1% 23 May 2017 |
|
|
250,000 |
|
|
|
300,092 |
|
BANK OF AMERICA NA 1% 08 May 2017 |
|
|
1,000,000 |
|
|
|
998,344 |
|
BANKIA SA 3.5% 14 Dec 2015 |
|
|
300,000 |
|
|
|
373,336 |
|
BEAR STEARNS ADJUSTABLE RATE M 1% 25 Aug 2035 |
|
|
61,235 |
|
|
|
53,560 |
|
BEAR STEARNS ADJUSTABLE RATE M 1% 25 Mar 2035 |
|
|
50,949 |
|
|
|
51,408 |
|
BEAR STEARNS ADJUSTABLE RATE M 1% 25 Oct 2035 |
|
|
17,803 |
|
|
|
17,795 |
|
BEAR STEARNS ALT A TRUST 1% 25 Nov 2036 |
|
|
397,674 |
|
|
|
314,607 |
|
BEAR STEARNS ASSET BACKED SECU 1% 25 Oct 2034 |
|
|
600,000 |
|
|
|
596,828 |
|
BEAR STEARNS STRUCTURED PRODUC 1% 26 Jan 2036 |
|
|
123,579 |
|
|
|
100,990 |
|
BNCMT 2007-2 M2 FLT 05/25/2037 ESC |
|
|
1 |
|
|
|
|
|
BONHOM SAS 10 06/30/2018 |
|
|
303 |
|
|
|
367 |
|
BONOS Y OBLIG DEL ESTADO 2.75% 31 Oct 2024 |
|
|
1,500,000 |
|
|
|
2,001,865 |
|
BONOS Y OBLIG DEL ESTADO 3.8% 30 Apr 2024 |
|
|
300,000 |
|
|
|
434,300 |
|
BONOS Y OBLIG DEL ESTADO 5.15% 31 Oct 2028 |
|
|
400,000 |
|
|
|
648,277 |
|
BONOS Y OBLIG DEL ESTADO 5.4% 31 Jan 2023 |
|
|
3,100,000 |
|
|
|
4,905,649 |
|
BPCE SA 1% 18 Nov 2016 |
|
|
700,000 |
|
|
|
700,489 |
|
BRISCON RESERVE FACILITY |
|
|
51 |
|
|
|
18 |
|
BRISCON SWAPS |
|
|
168,152 |
|
|
|
58,573 |
|
BRISCON TERM FACILITY |
|
|
1,171,377 |
|
|
|
408,028 |
|
BRITISH COLUMBIA PROV OF 2.7% 18 Dec 2022 |
|
|
100,000 |
|
|
|
89,247 |
|
BRITISH LAND CO(JERSEY) 1.5 09/10/2017 |
|
|
(300,000 |
) |
|
|
(552,258) |
|
BROD 2006-2A A1AD FLT 02/01/2049 144A |
|
|
11,776,746 |
|
|
|
1,280,721 |
|
BROD 2006-2A A1AT FLT 02/01/2049 144A |
|
|
9,245,900 |
|
|
|
1,044,016 |
|
BSABS 2006-HE8 21A3 FLT 10/25/2036 |
|
|
195,000 |
|
|
|
155,896 |
|
BUMI INVESTMENT PTE LTD 10.75 10/06/2017 DFT NA |
|
|
144,000 |
|
|
|
35,640 |
|
BUNDESOBLIGATION I/L 0.75% 15 Apr 2018 |
|
|
425,480 |
|
|
|
528,784 |
|
BUONI POLIENNALI DEL TES 3.75% 01 Sep 2024 |
|
|
1,200,000 |
|
|
|
1,694,395 |
|
BUONI POLIENNALI DEL TES 4.5% 01 Mar 2024 |
|
|
900,000 |
|
|
|
1,340,157 |
|
BUONI POLIENNALI DEL TES 4.5% 01 May 2023 |
|
|
600,000 |
|
|
|
884,890 |
|
BUONI POLIENNALI DEL TES 4.75% 01 Aug 2023 |
|
|
600,000 |
|
|
|
902,092 |
|
BUONI POLIENNALI DEL TES 4.75% 01 Sep 2028 |
|
|
600,000 |
|
|
|
917,368 |
|
BUONI POLIENNALI DEL TES 4.75% 01 Sep 2044 |
|
|
400,000 |
|
|
|
626,874 |
|
BUONI POLIENNALI DEL TES 5.5% 01 Nov 2022 |
|
|
1,000,000 |
|
|
|
1,556,025 |
|
BUONI POLIENNALI DEL TES 5.5% 01 Sep 2022 |
|
|
200,000 |
|
|
|
310,644 |
|
BURLINGTN NORTH SANTA FE 5.75% 15 Mar 2018 |
|
|
254,000 |
|
|
|
284,698 |
|
CADOG 5A M 8/15/25 (144A) |
|
|
500,000 |
|
|
|
596,755 |
|
CAESARS ENT OP CO INC TL B5 1L USD |
|
|
504,384 |
|
|
|
440,075 |
|
CAESARS ENT OP CO INC TL B6 1L USD |
|
|
986,814 |
|
|
|
860,995 |
|
CAESARS ENTERTAINMENT 9% 2/15/ |
|
|
240,000 |
|
|
|
183,600 |
|
CAESARS(CERP)11% 10/01/21 2ND |
|
|
2,930,000 |
|
|
|
2,666,300 |
|
CAISSE CENTRALE DESJARDN 2.55% 24 Mar 2016 |
|
|
100,000 |
|
|
|
102,161 |
|
CAISSE D AMORT DETTE SOC 1.125% 30 Jan 2017 |
|
|
300,000 |
|
|
|
301,069 |
|
CAISSE FRANCAISE DE FIN 5.25% 16 Feb 2017 |
|
|
400,000 |
|
|
|
432,590 |
|
CALLAHAN NRH WESTF 14.125 07/15/11 (NON-ACC) ESC |
|
|
9,000 |
|
|
|
|
|
CAMAIEU INTERNATIONAL SAS TL A 1L EUR |
|
|
16,336 |
|
|
|
15,024 |
|
CAMBR 7A B FLT 06/12/2042 144A |
|
|
96,752 |
|
|
|
|
|
CANNINGTON FND 2006-1A INC11/2 |
|
|
1,400,000 |
|
|
|
539,000 |
|
CANYON CAP 2014-1A SUB 4/30/25 |
|
|
8,000,000 |
|
|
|
6,480,000 |
|
CAPITALAND LTD 1.95 10/17/2023 REG S |
|
|
500,000 |
|
|
|
383,337 |
|
CAPMARK TL STUB |
|
|
1,727,905 |
|
|
|
13,823 |
|
CARTESIO S.R.L. FLT 03/07/2028 |
|
|
575,000 |
|
|
|
447,390 |
|
CASTLE GARDEN 2005-1A SUB |
|
|
460,000 |
|
|
|
478,400 |
|
CATALYST PAPER CORP 11 10/30/2017 PIK |
|
|
77,863 |
|
|
|
72,802 |
|
CELSA AMORT |
|
|
1,795 |
|
|
|
478 |
|
CELSA BULLET A |
|
|
8,090 |
|
|
|
2,154 |
|
CELSA BULLET B |
|
|
519 |
|
|
|
138 |
|
CELSA EXCH A PIK |
|
|
5,478 |
|
|
|
1,458 |
|
CEMEX SAB DE CV |
|
|
131,000 |
|
|
|
152,379 |
|
CENT CLO LP 2014-22I SUB IAI N |
|
|
300,000 |
|
|
|
267,780 |
|
CFS RETAIL PROPERTY 5.75 07/04/2016 |
|
|
500,000 |
|
|
|
427,498 |
|
CHINA OVERSEA FIN KY III 3.375 10/29/2018 |
|
|
(800,000 |
) |
|
|
(807,828) |
|
CHINA OVRES FIN KY 4 0 02/04/2021 |
|
|
1,000,000 |
|
|
|
1,081,250 |
|
CHINA UNICOM(HK) LTD 0.75% 18OCT15 CVB |
|
|
800,000 |
|
|
|
800,000 |
|
CIENA CORP 0.875 06/15/2017 |
|
|
(158,000 |
) |
|
|
(157,313) |
|
CIFC FUNDING LTD 1% 01 Mar 2021 |
|
|
58,367 |
|
|
|
58,031 |
|
CINRAM 1 C 12/17/2016 |
|
|
939,192 |
|
|
|
149,975 |
|
CITIGROUP INC 1% 01 May 2017 |
|
|
700,000 |
|
|
|
698,219 |
|
CITRIX SYSTEMS INC 0.5 04/15/2019 144A |
|
|
(529,000 |
) |
|
|
(559,687) |
|
CLEAR CHANNEL COMMUNICAT 14% 02/01/2021 2% PIK |
|
|
(286,600 |
) |
|
|
(236,445) |
|
CLEAR CHANNEL COMMUNICAT 9 09/15/2022 144A |
|
|
209,000 |
|
|
|
203,775 |
|
CLEAR CHANNEL TL D-EXT 1L |
|
|
214,400 |
|
|
|
202,072 |
|
CLEVELAND ELECTRIC ILLUM 5.7% 01 Apr 2017 |
|
|
189,000 |
|
|
|
203,830 |
|
CMSI 2006-5 1A11 FLT 10/25/2036 |
|
|
23,107 |
|
|
|
18,441 |
|
CNLF 1999-1 F 8.5 08/18/2016 |
|
|
10,182 |
|
|
|
10,418 |
|
COMDISCO 6.125% 01/15/03 |
|
|
117,000 |
|
|
|
|
|
COMDISCO 6.13% 08/01/01 |
|
|
56,000 |
|
|
|
|
|
COMDISCO 7.25% 9/01/02 |
|
|
98,000 |
|
|
|
|
|
COMDISCO 9.5% 08/15/03 |
|
|
65,000 |
|
|
|
|
|
40
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
COMMERCIAL MORTGAGE LOAN TRUST 1% 10 Dec 2049 |
|
|
372,779 |
|
|
|
400,643 |
|
COMMERZBANK AG 4 09/16/2020 |
|
|
(152,000 |
) |
|
|
(217,301) |
|
COMSTOCK FUNDING 2006-1A INC 5 |
|
|
2,300,000 |
|
|
|
1,525,666 |
|
CONTI 177. SCHIFFFAHRTS-GMBH & CO. BULKER KG MS |
|
|
70,138 |
|
|
|
49,097 |
|
CONTI 178 SCHIFFFAHRTS-GMBH & CO BULKER KG MS |
|
|
70,561 |
|
|
|
49,393 |
|
CONTI 182. SCHIFFFAHRTS-GMBH & CO. KG NR. 1 |
|
|
71,400 |
|
|
|
49,980 |
|
CONTI 183. SCHIFFFAHRTS-GMBH & CO. KG NR. 1 |
|
|
70,999 |
|
|
|
49,699 |
|
CONTI 184. SCHIFFFAHRTS-GMBH & CO. KG NR. 1 |
|
|
74,294 |
|
|
|
52,006 |
|
CONTI 185. SCHIFFFAHRTS-GMBH & CO. KG NR. 1 |
|
|
76,515 |
|
|
|
53,560 |
|
CO-OPERATIVE BANK PLC 11 12/20/2023 |
|
|
168,880 |
|
|
|
304,634 |
|
CO-OPERATIVE BANK PLC 5.125 09/20/2017 |
|
|
113,000 |
|
|
|
168,175 |
|
CORNERSTONE CLO LTD 1% 15 Jul 2021 |
|
|
673,692 |
|
|
|
667,846 |
|
CORY ACQ FAC |
|
|
497 |
|
|
|
620 |
|
CORY CAPEX FAC |
|
|
85 |
|
|
|
105 |
|
CORY EFW FAC |
|
|
113 |
|
|
|
141 |
|
CORY LC |
|
|
247 |
|
|
|
238 |
|
CORY RCF |
|
|
112 |
|
|
|
140 |
|
COUNTRYWIDE ALTERNATIVE LOAN T 1% 20 Dec 2046 |
|
|
240,554 |
|
|
|
182,309 |
|
COUNTRYWIDE HOME LOANS 1% 25 Mar 2035 |
|
|
118,964 |
|
|
|
113,275 |
|
CP FOODS HOLDINGS LTD 0.5 01/15/2019 |
|
|
1,600,000 |
|
|
|
1,608,000 |
|
CREDIT SUISSE FIRST BOSTON MOR 1% 25 Oct 2034 |
|
|
16,509 |
|
|
|
15,980 |
|
CTRIP.COM INTER LTD. 1.25 10/15/2018 |
|
|
1,053,000 |
|
|
|
1,026,675 |
|
CWALT 2006-OA16 M1 FLT 10/25/2046 ESCROW |
|
|
1 |
|
|
|
|
|
CWL 2007-1 M2 FLT 07/25/2037 ESC |
|
|
1 |
|
|
|
|
|
DECO 9-E3A C PAN EUROPE 3 144A |
|
|
500,000 |
|
|
|
232,990 |
|
DEPFA ACS BANK 3.875% 14 Nov 2016 |
|
|
1,000,000 |
|
|
|
1,289,747 |
|
DERWENT LONDON CAPITAL N 1.125 07/24/2019 |
|
|
(200,000 |
) |
|
|
(343,627) |
|
DEUTSCHE POST AG 0.6 12/06/2019 |
|
|
(1,100,000 |
) |
|
|
(1,841,346) |
|
DIAMOND OFFSHORE DRILL 5.875 05/01/2019 |
|
|
(130,000 |
) |
|
|
(140,725) |
|
DNB BANK ASA 3.875 06/29/2020 |
|
|
(169,000 |
) |
|
|
(242,341) |
|
DNB BANK ASA 4.25 01/18/2022 |
|
|
(100,000 |
) |
|
|
(149,847) |
|
DNB BANK ASA 4.375 02/24/2021 |
|
|
(100,000 |
) |
|
|
(148,225) |
|
ECLIP 2006-3 A FLT 07/25/2019 |
|
|
1,368,743 |
|
|
|
533,262 |
|
ECLIP 2006-3 B 0.78438 07/25/2019 |
|
|
381,286 |
|
|
|
1,485 |
|
EHME 2007-1 A FLT 07/02/2050 |
|
|
288,204 |
|
|
|
279,005 |
|
EHMI 2007-1 A FLT 11/02/2054 |
|
|
2,244,987 |
|
|
|
2,254,827 |
|
EHMU 2007-2 M2 FLT 09/15/2044 |
|
|
50,000 |
|
|
|
58,830 |
|
EITZEN SG TL 265 USD |
|
|
5,877 |
|
|
|
3,644 |
|
EITZEN TL 510 USD |
|
|
3,067 |
|
|
|
1,901 |
|
ELECTRONIC ARTS INC 0.75 07/15/2016 |
|
|
447,000 |
|
|
|
674,358 |
|
ELLI FINANCE UK PLC 8.75 06/15/2019 |
|
|
220,000 |
|
|
|
347,991 |
|
E-MAC DE07-1 B FLT 11/25/2054 |
|
|
100,000 |
|
|
|
88,791 |
|
ENERGY FUTURE TXU 11.75% 03/01 |
|
|
5,940,000 |
|
|
|
7,024,050 |
|
ENI SPA 0.625 01/18/2016 |
|
|
(1,700,000 |
) |
|
|
(2,177,514) |
|
ESAIL 2006-2X D1C FLT 12/15/2044 |
|
|
99,000 |
|
|
|
114,940 |
|
ESAIL 2006-4X C1C FLT 12/10/2044 |
|
|
126,884 |
|
|
|
154,728 |
|
ESAIL 2007-3X A3A 1.064 06/13/2045 |
|
|
800,000 |
|
|
|
764,783 |
|
ESAIL 2007-3X D1A FLT 06/13/2045 |
|
|
323,000 |
|
|
|
168,071 |
|
ESAIL 2007-3X E1C FLT 06/13/2045 |
|
|
78,000 |
|
|
|
32,328 |
|
ESAIL 2007-4X A2A FLT 06/13/2045 GBP |
|
|
699,210 |
|
|
|
1,077,936 |
|
ESAIL 2007-4X A3 FLT 06/13/2045 |
|
|
276,000 |
|
|
|
419,365 |
|
ESAIL 2007-4X A4 FLT 06/13/2045 |
|
|
75,000 |
|
|
|
109,575 |
|
ESAIL 2007-4X A5 FLT 06/13/2045 |
|
|
36,000 |
|
|
|
50,773 |
|
ESAIL 2007-4X E1C FLT 06/13/2045 |
|
|
126,839 |
|
|
|
163,035 |
|
ESAIL 2007-4X RESD 0 06/13/2045 |
|
|
174 |
|
|
|
460,975 |
|
ESCROW COMDISCO MTN 0.00 I |
|
|
44,000 |
|
|
|
|
|
ESCROW COMDISCO MTN 0.00 II |
|
|
29,000 |
|
|
|
|
|
ESPIRITO SANTO FIN GRP 0% 06MAY15 CP |
|
|
5,000 |
|
|
|
212 |
|
ESPIRITO SANTO FIN GRP 3.125 12/02/2018 NON-ACC |
|
|
100,000 |
|
|
|
3,025 |
|
ESPIRITO SANTO FIN GRP 9.75 12/19/2025 NON-ACC |
|
|
57,000 |
|
|
|
1,724 |
|
EUROPEAN INVESTMENT BANK 0.5% 10 Aug 2023 |
|
|
200,000 |
|
|
|
123,061 |
|
EUROPEAN INVESTMENT BANK 0.5% 21 Jul 2023 |
|
|
200,000 |
|
|
|
123,316 |
|
EUROPEAN UNION 2.375% 22 Sep 2017 |
|
|
200,000 |
|
|
|
257,694 |
|
EUROPEAN UNION 2.75% 03 Jun 2016 |
|
|
400,000 |
|
|
|
502,873 |
|
EUROPEAN UNION 3.625% 06 Apr 2016 |
|
|
200,000 |
|
|
|
253,029 |
|
EVERGREEN SOLAR INC 13 04/15/2015 (NON-ACC) |
|
|
16,947 |
|
|
|
|
|
EVERGREEN SOLAR INC 4 07/15/2013 (DEFAULT) |
|
|
20,000 |
|
|
|
50 |
|
EXTRACTION OIL & GAS HOLDINGS LLC |
|
|
1,625,597 |
|
|
|
1,643,093 |
|
EXTRACTION OIL & GAS HOLDINGS LLC DT II |
|
|
914,080 |
|
|
|
892,435 |
|
FANNIE DISCOUNT NOTE 0 04/15/2015 |
|
|
6,000,000 |
|
|
|
5,997,498 |
|
FANNIE DISCOUNT NOTE 0.01% 13 Apr 2015 |
|
|
100,000 |
|
|
|
99,976 |
|
FANNIE DISCOUNT NOTE 0.01% 22 Apr 2015 |
|
|
100,000 |
|
|
|
99,973 |
|
FANNIE MAE 6% 18 Apr 2036 |
|
|
1,400,000 |
|
|
|
1,492,665 |
|
FANTASIA HOLDINGS GROUP 10.625 01/23/2019 |
|
|
200,000 |
|
|
|
171,500 |
|
FED HOME LN DISCOUNT NT 0.01% 09 Jan 2015 |
|
|
1,100,000 |
|
|
|
1,099,996 |
|
FED HOME LN DISCOUNT NT 0.01% 17 Apr 2015 |
|
|
100,000 |
|
|
|
99,975 |
|
FED HOME LN DISCOUNT NT 0.01% 20 Feb 2015 |
|
|
2,500,000 |
|
|
|
2,499,915 |
|
FED HOME LN DISCOUNT NT 0.01% 27 Mar 2015 |
|
|
100,000 |
|
|
|
99,993 |
|
FFMER 2007-4 2M3 0.52063 07/25/2037 (ESC) |
|
|
1 |
|
|
|
|
|
FHR 3346 SC FLT 10/15/2033 |
|
|
1,542,514 |
|
|
|
275,192 |
|
FINANCIERE GAILLON 8 SAS 7 09/30/2019 |
|
|
275,000 |
|
|
|
321,962 |
|
FIRST DATA CORP 11 3/4% 8/15/2 |
|
|
896,000 |
|
|
|
1,031,520 |
|
FMS WERTMANAGEMENT 0.75% 15 Dec 2017 |
|
|
100,000 |
|
|
|
154,594 |
|
FMS WERTMANAGEMENT 3.375% 17 Jun 2021 |
|
|
200,000 |
|
|
|
288,763 |
|
FNMA TBA 15 YR 3.5 3.5% 18 Feb 2030 |
|
|
5,000,000 |
|
|
|
5,274,120 |
|
FNMA TBA 30 YR 3.5 3.5% 14 Jan 2045 |
|
|
(800,000 |
) |
|
|
(833,938) |
|
FNMA TBA 30 YR 4 4% 12 Feb 2045 |
|
|
(4,000,000 |
) |
|
|
(4,258,078) |
|
FNMA TBA 30 YR 4 4% 14 Jan 2045 |
|
|
|
|
|
|
1,329 |
|
41
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
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 TBA 30 YR 4.5 4.5% 11 Dec 2044 |
|
|
(6,700,000 |
) |
|
|
(7,270,868) |
|
FNMA TBA 30 YR 4.5 4.5% 14 Jan 2045 |
|
|
(6,700,000 |
) |
|
|
(7,272,641) |
|
FNR 2004-29 PS FLT 05/25/2034 |
|
|
114,515 |
|
|
|
24,445 |
|
FNR 2004-92 S FLT 08/25/2034 |
|
|
43,330 |
|
|
|
4,491 |
|
FNR 2005-79 NS FLT 09/25/2035 |
|
|
100,798 |
|
|
|
15,936 |
|
FNR 2006-43 SJ FLT 06/25/2036 |
|
|
51,491 |
|
|
|
8,957 |
|
FNR 2006-62 SB FLT 04/25/2036 |
|
|
65,786 |
|
|
|
11,932 |
|
FNR 2007-53 SG FLT 06/25/2037 |
|
|
63,387 |
|
|
|
11,030 |
|
FNR 2009-106 SA FLT 01/25/2040 |
|
|
109,659 |
|
|
|
18,075 |
|
FNR 2009-90 QI 6.34375 08/25/2036 |
|
|
520,454 |
|
|
|
93,696 |
|
FNR 2010-56 AS FLT 06/25/2040 |
|
|
335,045 |
|
|
|
42,550 |
|
FNR 2010-58 SA FLT 06/25/2040 |
|
|
136,396 |
|
|
|
24,173 |
|
FOMENTO DE CONSTRUCCIONES PIK TERM B UNSEC |
|
|
127,808 |
|
|
|
138,635 |
|
FOMENTO DE CONSTRUCCIONES TL A1 UNSEC EUR |
|
|
12,225 |
|
|
|
13,260 |
|
FOMENTO DE CONSTRUCCIONES TL A2 UNSEC EUR |
|
|
818,016 |
|
|
|
887,311 |
|
FORE CLO LTD 1% 20 Jul 2019 |
|
|
133,797 |
|
|
|
133,569 |
|
FOSSE MASTER ISSUER PLC 1% 18 Oct 2054 |
|
|
300,000 |
|
|
|
472,886 |
|
FRANCE (GOVT OF) 1% 25 May 2018 |
|
|
1,400,000 |
|
|
|
1,750,679 |
|
FRANCE (GOVT OF) 3.25% 25 May 2045 |
|
|
100,000 |
|
|
|
158,565 |
|
FRANCE (GOVT OF) 4% 25 Oct 2038 |
|
|
300,000 |
|
|
|
520,739 |
|
FRANCE (GOVT OF) 4.5% 25 Apr 2041 |
|
|
1,100,000 |
|
|
|
2,084,918 |
|
FREDDIE MAC 1% 15 Jul 2036 |
|
|
11,150 |
|
|
|
11,216 |
|
FREDDIE MAC 1% 15 May 2036 |
|
|
186,016 |
|
|
|
186,241 |
|
FREDDIE MAC 1% 15 Nov 2036 |
|
|
1,600,980 |
|
|
|
1,616,666 |
|
FREDDIE MAC 4.375 07/17/2015 |
|
|
5,000,000 |
|
|
|
5,111,750 |
|
FREDDIE MAC DISCOUNT NT 0.01% 21 Apr 2015 |
|
|
100,000 |
|
|
|
99,974 |
|
FRENCH TREASURY NOTE 2.5% 25 Jul 2016 |
|
|
300,000 |
|
|
|
377,245 |
|
GALLATIN FUNDING LTD 1% 15 Jul 2023 |
|
|
200,000 |
|
|
|
199,059 |
|
GLITNIR BON-BAML3 |
|
|
228,304 |
|
|
|
82,881 |
|
GLOBAL A&T ELECTRONICS 10 02/01/2019 144A |
|
|
200,000 |
|
|
|
179,000 |
|
GM 8.375% 7/15/2033 - ESCROW |
|
|
112,000 |
|
|
|
11 |
|
GMAC MORTGAGE CORPORATION LOAN 1% 25 Jun 2034 |
|
|
43,288 |
|
|
|
41,569 |
|
GNR 2007-26 SG FLT 04/20/2037 |
|
|
75,668 |
|
|
|
11,840 |
|
GP PORTFOLIO TRUST 1% 15 Feb 2027 |
|
|
200,000 |
|
|
|
199,494 |
|
GPMF 2006-AR3 3A1 FLT 04/25/2036 |
|
|
97,266 |
|
|
|
71,215 |
|
GPMF 2006-OH1 M1 0.60875 01/25/2037 ESC |
|
|
1 |
|
|
|
|
|
GRANITE MASTER ISSUER PLC 1% 20 Dec 2054 |
|
|
206,966 |
|
|
|
205,260 |
|
GRANITE MORTGAGES PLC. 1% 20 Jul 2043 |
|
|
69,448 |
|
|
|
69,122 |
|
GREENS CREEK FUNDING LTD |
|
|
2,940,000 |
|
|
|
1,960,001 |
|
GRP BRUXELLES LAMBERT SA 0.375 10/09/2018 |
|
|
(300,000 |
) |
|
|
(388,896) |
|
GRUPO EMPRESARIAL SAN JOSE SA TL A 1L EUR |
|
|
17,422 |
|
|
|
9,487 |
|
GRUPO EMPRESARIAL SAN JOSE SA TL B 1L EUR |
|
|
14,131 |
|
|
|
7,695 |
|
GRUPO EMPRESARIAL SAN JOSE SA TL C 1L EUR |
|
|
12,576 |
|
|
|
6,848 |
|
GRUPO EMPRESARIAL SAN JOSE SA TL E 1L EUR |
|
|
8,503 |
|
|
|
4,630 |
|
GRUPO EMPRESARIAL SAN JOSE SA TL G 1L EUR |
|
|
167,898 |
|
|
|
91,428 |
|
GSAA 2006-S1 1M1 0.705 01/25/2037 ESC |
|
|
1 |
|
|
|
|
|
GSAA 2007-1 M1 0.52 02/25/2037 ESC |
|
|
1 |
|
|
|
|
|
GSAMP 2007-NC1 M2 0.53 12/25/2046 ESC |
|
|
1 |
|
|
|
|
|
GSR 2004-15F 2A3 6 12/25/2034 |
|
|
28,854 |
|
|
|
5,575 |
|
HARBINGER 7.75% 1/15/2022 |
|
|
670,000 |
|
|
|
673,350 |
|
HASC 2006-WMC1 M2 0.60875 07/25/2036 ESC |
|
|
1 |
|
|
|
|
|
HBOS PLC 6.75% 21 May 2018 |
|
|
254,000 |
|
|
|
283,082 |
|
HCHC 11% 12/1/19 144A HC2 HOLD |
|
|
510,000 |
|
|
|
499,800 |
|
HEAT 2006-6 M1 FLT 11/25/2036 ESC |
|
|
1 |
|
|
|
|
|
HEAT 2006-7 M1 FLT 01/25/2037 ESC |
|
|
1 |
|
|
|
|
|
HEAT 2007-2 M1 0.75875 07/25/2037 ESC |
|
|
1 |
|
|
|
|
|
HEMT 2006-6 M1 3.60875 03/25/2037 ESC |
|
|
1 |
|
|
|
|
|
HEMT 2006-6 M2 2.85188 03/25/2037 ESC |
|
|
1 |
|
|
|
|
|
HIBU SPAIN TL EUR |
|
|
135 |
|
|
|
|
|
HIBU A2 USD |
|
|
1,688 |
|
|
|
1,857 |
|
HIBU B2 USD PIK |
|
|
3,922 |
|
|
|
|
|
HOST HOTELS & RESORTS LP |
|
|
214,000 |
|
|
|
395,805 |
|
HOUFIT 8 6/22A 24 HOUR HOLDINGS III LLC 8 06/01/2022 144A |
|
|
90,000 |
|
|
|
72,000 |
|
HSBC FINANCE CORP 6.676% 15 Jan 2021 |
|
|
600,000 |
|
|
|
711,874 |
|
HVMLT 2006-12 B2 FLT 01/19/2038 ESCROW |
|
|
1 |
|
|
|
|
|
HVMLT 2007-2 B1 0.87875 05/25/2038 ESC |
|
|
1 |
|
|
|
|
|
ICE CANYON CLO 2012 1A INC |
|
|
2,900,000 |
|
|
|
2,001,000 |
|
ICE CANYON CLO 2013 1A INC |
|
|
2,700,000 |
|
|
|
1,782,000 |
|
ICM 2006-S2A A1LB FLT 10/12/2045 144A |
|
|
258,006 |
|
|
|
|
|
ILLUMINA INC 0.5 06/15/2021 144A |
|
|
(315,000 |
) |
|
|
(357,167) |
|
IMTECH CAP 7.35% 2% PIK 7/15/14 SER C CRYSTL MWN |
|
|
98 |
|
|
|
78 |
|
IMTECH CAP BV 7.35% 2% PIK 7/15/14 SER C CRSTL MWN |
|
|
6,542 |
|
|
|
5,233 |
|
IMTECH CAP BV 7.35% 2% PIK 7/15/14 SER C SNR NOTES |
|
|
2,545 |
|
|
|
2,036 |
|
IMTECH CAP BV 7.35% 2% PIK 7/15/17 SER C SNR NOTES |
|
|
90,382 |
|
|
|
72,305 |
|
IMTECH CAPITAL BV 6.52 7/15/17 SER D SNR NTS 2 PIK |
|
|
7,309 |
|
|
|
7,076 |
|
IMTECH CAPITAL BV 9.52 7/15/17 SER D SNR NTS 2 PIK |
|
|
218,002 |
|
|
|
211,043 |
|
INABS 2007-B M2 FLT 07/25/2037 ESCROW |
|
|
1 |
|
|
|
|
|
INDAH CAPITAL LTD 0 10/24/2018 |
|
|
500,000 |
|
|
|
395,611 |
|
INDIANA TOLL ROAD TL B CITI UNI |
|
|
18,881 |
|
|
|
14,538 |
|
INDIANA TOLL ROAD TL A BNP |
|
|
408,628 |
|
|
|
314,643 |
|
INDIANA TOLL ROAD TL A BOA BANKIA |
|
|
209,466 |
|
|
|
161,289 |
|
INDIANA TOLL ROAD TL A BOA SANT |
|
|
1,090,242 |
|
|
|
839,486 |
|
INDIANA TOLL ROAD TL A BOFA2 |
|
|
244,116 |
|
|
|
187,969 |
|
INDIANA TOLL ROAD TL A DB |
|
|
145,212 |
|
|
|
111,814 |
|
INDIANA TOLL ROAD TL B BNP |
|
|
18,873 |
|
|
|
14,532 |
|
INDIANA TOLL ROAD TL B BOA BANKIA |
|
|
9,674 |
|
|
|
7,449 |
|
INDIANA TOLL ROAD TL B BOA SANT |
|
|
48,930 |
|
|
|
37,676 |
|
INDIANA TOLL ROAD TL B BOFA2 |
|
|
11,279 |
|
|
|
8,685 |
|
42
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
INDIANA TOLL ROAD TL B DB |
|
|
6,707 |
|
|
|
5,164 |
|
INDIANA TOLL ROAD TL C BNP |
|
|
57,672 |
|
|
|
44,408 |
|
INDIANA TOLL ROAD TL C BOA |
|
|
150,730 |
|
|
|
116,062 |
|
INDIANA TOLL ROAD TL C BOA BANKIA |
|
|
29,563 |
|
|
|
22,764 |
|
INDIANA TOLL ROAD TL C BOFA2 |
|
|
34,455 |
|
|
|
26,530 |
|
INDIANA TOLL ROAD TL C CITI UNI |
|
|
57,699 |
|
|
|
44,428 |
|
INDIANA TOLL ROAD TL C DB |
|
|
20,495 |
|
|
|
15,781 |
|
INDIANA TOLL ROAD TLA CITI UNI |
|
|
408,818 |
|
|
|
314,790 |
|
INDX 2006-AR3 3X FLT 04/25/2036 ESCROW |
|
|
1 |
|
|
|
|
|
INDYMAC INDX MORTGAGE LOAN TRU 1% 25 Sep 2035 |
|
|
191,465 |
|
|
|
165,337 |
|
INDYMAC RESIDENTIAL ASSET BACK 1% 25 Aug 2035 |
|
|
236,290 |
|
|
|
233,448 |
|
INFIG CONSTRUCTION AF2 AUD |
|
|
153,824 |
|
|
|
104,964 |
|
INFIG CONSTRUCTION AF2 EUR |
|
|
45,258 |
|
|
|
45,730 |
|
INFIG CONSTRUCTION AF3 AUD |
|
|
2,786 |
|
|
|
1,901 |
|
INFIG CONSTRUCTION AF3 EUR |
|
|
2,771 |
|
|
|
2,800 |
|
INFIG CONSTRUCTION LC AUD |
|
|
4,365 |
|
|
|
(589) |
|
INFIGEN CONSTRUCTION MF AUD |
|
|
137,610 |
|
|
|
93,900 |
|
INFIGEN CONSTRUCTION MF USD |
|
|
9,888 |
|
|
|
8,257 |
|
INFIGEN LC EUR |
|
|
11,360 |
|
|
|
(2,268) |
|
INFIGEN TL MF AUD |
|
|
129,779 |
|
|
|
88,556 |
|
INFIGEN TL MF USD |
|
|
124,226 |
|
|
|
103,729 |
|
INFIGEN TLAF1 USD |
|
|
163,797 |
|
|
|
136,771 |
|
INFIGEN WC MF EUR |
|
|
10,069 |
|
|
|
(2,010) |
|
ING BANK NV 2.5% 14 Jan 2016 |
|
|
400,000 |
|
|
|
407,678 |
|
INTC 2.95% 12/15/35 |
|
|
263,000 |
|
|
|
346,410 |
|
INTESA SANPAOLO NEW YORK 1% 11 Apr 2016 |
|
|
500,000 |
|
|
|
500,875 |
|
INTL BANKING CORP SYN CLAIM |
|
|
195 |
|
|
|
4 |
|
IPAYMENT INC 9.5 12/15/2019 144A |
|
|
145,086 |
|
|
|
145,086 |
|
ITALY GOV T INT BOND 6% 04 Aug 2028 |
|
|
100,000 |
|
|
|
190,991 |
|
ITR LOAN FROM SWAP BANKIA BOA |
|
|
285,637 |
|
|
|
219,941 |
|
ITR LOAN FROM SWAP BNP BNP |
|
|
79,524 |
|
|
|
61,233 |
|
ITR LOAN FROM SWAP DEXIA CITI |
|
|
374,285 |
|
|
|
288,199 |
|
ITR LOAN FROM SWAP SANTANDER BOA |
|
|
1,226,947 |
|
|
|
944,749 |
|
IVG CONCRETE PRE-FUND 3 TLA3 3M DEAL GBL PIK TGL |
|
|
133 |
|
|
|
149 |
|
IVG CONCRETE PRE-FUND2 TLA2-7M DEAL GLOBAL PIK TGL |
|
|
1,396 |
|
|
|
1,564 |
|
IVG CONCRETE PRE-FUND3 TLA2 W M DEAL GLBL PIK TGL |
|
|
953 |
|
|
|
1,067 |
|
IVG CONCRETEPRE-FUND 2 TLA3 7M DEAL GLOBAL PIK TGL |
|
|
533 |
|
|
|
598 |
|
IVG NEW MONEY EXIT TLA1 PIK TOGGLE |
|
|
39,299 |
|
|
|
47,556 |
|
IVG NEW MONEY EXIT TLA2 PIK TOGGLE |
|
|
61,607 |
|
|
|
74,551 |
|
IXIS 2007-HE1 M1 0.51594 05/25/2037 ESC |
|
|
1 |
|
|
|
|
|
JAKKS PACIFIC INC 4.875 06/01/2020 144A |
|
|
39,000 |
|
|
|
34,218 |
|
JAMESTOWN CLO LTD 2012-1A SUB |
|
|
2,700,000 |
|
|
|
2,281,500 |
|
JAPAN (20 YEAR ISSUE) 1.4% 20 Sep 2034 |
|
|
290,000,000 |
|
|
|
2,568,951 |
|
JAPAN (20 YEAR ISSUE) 1.5% 20 Mar 2033 |
|
|
20,000,000 |
|
|
|
182,442 |
|
JAPAN (20 YEAR ISSUE) 1.6% 20 Mar 2033 |
|
|
250,000,000 |
|
|
|
2,315,359 |
|
JAPAN (20 YEAR ISSUE) 1.7% 20 Sep 2032 |
|
|
450,000,000 |
|
|
|
4,243,178 |
|
JAPAN (30 YEAR ISSUE) 1.7% 20 Sep 2044 |
|
|
290,000,000 |
|
|
|
2,674,294 |
|
JEFFERSON CO-CABS-F 0 10/01/2046 |
|
|
115,000 |
|
|
|
71,013 |
|
JP MORGAN CHASE BANK NA 6% 01 Oct 2017 |
|
|
1,000,000 |
|
|
|
1,109,884 |
|
JP MORGAN CHASE COMMERCIAL MOR 1% 12 Feb 2049 |
|
|
400,000 |
|
|
|
429,130 |
|
JP MORGAN CHASE COMMERCIAL MOR 1% 12 Jun 2043 |
|
|
590,640 |
|
|
|
619,185 |
|
JP MORGAN CHASE COMMERCIAL MOR 5.42% 15 Jan 2049 |
|
|
753,267 |
|
|
|
804,172 |
|
JP MORGAN MORTGAGE TRUST 1% 25 Apr 2035 |
|
|
111,244 |
|
|
|
112,955 |
|
JPMMT 2004-S2 4A2 FLT 11/25/2034 |
|
|
80,229 |
|
|
|
19,125 |
|
JPMORGAN CHASE + CO 1% 25 Apr 2018 |
|
|
500,000 |
|
|
|
498,854 |
|
JUNTA DE CASTILLA Y LEON 6.505% 01 Mar 2019 |
|
|
340,000 |
|
|
|
500,342 |
|
K HOVNANIAN ENTERPRISES 6 12/01/2017 |
|
|
575,000 |
|
|
|
669,760 |
|
KAISA GROUP HOLDINGS LTD 8 12/20/2015 |
|
|
800,000 |
|
|
|
92,833 |
|
KATONAH IX CLO PFD 01/25/19 14 |
|
|
1,000,000 |
|
|
|
245,000 |
|
KAUP BOND EUR DB |
|
|
1,399,306 |
|
|
|
380,993 |
|
KAUP BOND EUR DB2 |
|
|
1,295,928 |
|
|
|
352,846 |
|
KAUP LOAN EUR ML |
|
|
53,671 |
|
|
|
14,613 |
|
KAUPTHING BOND EUR YORVIK |
|
|
217,698 |
|
|
|
59,273 |
|
KAUPTHING BOND TRADE CLAIM EUR MS |
|
|
276,496 |
|
|
|
75,282 |
|
KAUPTHING BOND TRADE CLAIM EUR MS 2 |
|
|
266,449 |
|
|
|
72,547 |
|
KAUPTHING BOND TRADE CLAIMS AUD BARC |
|
|
175,701 |
|
|
|
24,768 |
|
KAUPTHING BOND TRADE CLAIMS CHF CITI |
|
|
58,567 |
|
|
|
10,019 |
|
KAUPTHING BOND TRADE CLAIMS CHF DB |
|
|
130,019 |
|
|
|
22,241 |
|
KAUPTHING BOND TRADE CLAIMS CHF MS |
|
|
207,065 |
|
|
|
35,421 |
|
KAUPTHING BOND TRADE CLAIMS CHF MS2 |
|
|
58,270 |
|
|
|
9,968 |
|
KAUPTHING BOND TRADE CLAIMS EUR MS |
|
|
153,424 |
|
|
|
41,773 |
|
KAUPTHING BOND TRADE CLAIMS EUR RBS |
|
|
92,953 |
|
|
|
25,309 |
|
KAUPTHING BOND TRADE CLAIMS USD SEAP |
|
|
1,033,040 |
|
|
|
224,686 |
|
KAUPTHING BOND TRADE CLAIMS USD YORVIK |
|
|
99,427 |
|
|
|
21,625 |
|
KAUPTHING BOND TRADE CLAIMS USD YORVIK2 |
|
|
74,497 |
|
|
|
16,203 |
|
KAUPTHING BOND TRUST TRADE CLAIMS EUR CITI |
|
|
86,051 |
|
|
|
23,429 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI |
|
|
666,457 |
|
|
|
144,954 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI2 |
|
|
58,961 |
|
|
|
12,824 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI3 |
|
|
32,938 |
|
|
|
7,164 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI4 |
|
|
1,862,653 |
|
|
|
405,127 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI5 |
|
|
348,357 |
|
|
|
75,768 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI6 |
|
|
585,672 |
|
|
|
127,384 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI7 |
|
|
585,672 |
|
|
|
127,384 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI8 |
|
|
260,249 |
|
|
|
56,604 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD CITI9 |
|
|
347,528 |
|
|
|
75,587 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD DB |
|
|
195,691 |
|
|
|
42,563 |
|
KAUPTHING BOND TRUST TRADE CLAIMS USD MS |
|
|
465,629 |
|
|
|
101,274 |
|
KAUPTHING BOND TRUSTEE USD CIT 10 |
|
|
962,945 |
|
|
|
209,441 |
|
43
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
KAUPTHING BOND USD CITI |
|
|
310,732 |
|
|
|
67,584 |
|
KAUPTHING DEPOSIT TRADE CLAIM EUR CIT |
|
|
2,922,174 |
|
|
|
795,628 |
|
KAUPTHING DEPOSIT TRADE CLAIM EUR CIT2 |
|
|
1,295,928 |
|
|
|
352,846 |
|
KFW 2% 07 Sep 2016 |
|
|
500,000 |
|
|
|
625,384 |
|
KKR FINANCIAL 2007-1A SUB 5/15 |
|
|
380,000 |
|
|
|
338,200 |
|
L 3.75% 02/15/30 |
|
|
1,174,000 |
|
|
|
745,490 |
|
L 4.0% 11/15/29 (FON) |
|
|
785,000 |
|
|
|
506,325 |
|
L 8.5% 07/15/29 |
|
|
(95,000 |
) |
|
|
(105,501) |
|
LBHI CLASS 9A |
|
|
46,904 |
|
|
|
3,948 |
|
LBHI GUARANTEE CLAIM USD |
|
|
256,175 |
|
|
|
20,494 |
|
LBHI TERM LOAN JPY |
|
|
156,115,025 |
|
|
|
198,595 |
|
LBIE CLAIM GBP2 |
|
|
212,000 |
|
|
|
120,589 |
|
LBIE TCL GBP TORONTO-DOMINION BANK |
|
|
29,808 |
|
|
|
18,872 |
|
LBMLT 2006-10 M2 0.51875 11/25/2036 ESC |
|
|
1 |
|
|
|
|
|
LBMLT 2006-5 M1 FLT 06/25/2036 ESC |
|
|
1 |
|
|
|
|
|
LCPI CLAIM WDAC |
|
|
9,740 |
|
|
|
1,266 |
|
LEHMAN BROTHERS HOLDINGS |
|
|
10,983,000 |
|
|
|
1,591,433 |
|
LEHMAN BROTHERS HOLDINGS 0 01/14/2009 (NON ACC) |
|
|
2,450,000 |
|
|
|
346,063 |
|
LEHMAN BROTHERS HOLDINGS 0 03/17/2011 EUR |
|
|
649,000 |
|
|
|
128,602 |
|
LEHMAN BROTHERS HOLDINGS 0 04/05/2011 EUR |
|
|
386,000 |
|
|
|
76,487 |
|
LEHMAN BROTHERS HOLDINGS 0 05/04/2011 EUR |
|
|
472,000 |
|
|
|
92,815 |
|
LEHMAN BROTHERS HOLDINGS 0 05/19/2016 EUR |
|
|
150,000 |
|
|
|
29,496 |
|
LEHMAN BROTHERS HOLDINGS 0 05/25/2010 (NON ACC) |
|
|
1,723,000 |
|
|
|
248,767 |
|
LEHMAN BROTHERS HOLDINGS 0 06/12/2013 EUR NA |
|
|
326,000 |
|
|
|
64,598 |
|
LEHMAN BROTHERS HOLDINGS 0 07/20/2012 |
|
|
560,000 |
|
|
|
110,119 |
|
LEHMAN BROTHERS HOLDINGS 0 08/21/2009 (NON-ACC) |
|
|
252,000 |
|
|
|
35,910 |
|
LEHMAN BROTHERS HOLDINGS 0 09 NA |
|
|
67,000 |
|
|
|
9,673 |
|
LEHMAN BROTHERS HOLDINGS 0 10/25/2011 EUR |
|
|
43,000 |
|
|
|
8,521 |
|
LEHMAN BROTHERS HOLDINGS 0 11/09/2009 EUR NA |
|
|
374,000 |
|
|
|
74,110 |
|
LEHMAN BROTHERS HOLDINGS 0% 03/05/2010 NA |
|
|
50,000 |
|
|
|
9,908 |
|
LEHMAN BROTHERS HOLDINGS 01/12 NON ACC |
|
|
363,000 |
|
|
|
52,410 |
|
LEHMAN BROTHERS HOLDINGS 03/09 NA |
|
|
3,050,000 |
|
|
|
440,359 |
|
LEHMAN BROTHERS HOLDINGS 05/10/2012 EUR |
|
|
1,350,000 |
|
|
|
265,466 |
|
LEHMAN BROTHERS HOLDINGS 05/19/2023 NA |
|
|
11,000 |
|
|
|
1,554 |
|
LEHMAN BROTHERS HOLDINGS 11 06/22/2022 (NA) |
|
|
78,000 |
|
|
|
11,115 |
|
LEHMAN BROTHERS HOLDINGS 12/18 NA |
|
|
239,000 |
|
|
|
34,507 |
|
LEHMAN BROTHERS HOLDINGS 4 03/09/2015 EUR |
|
|
2,546,000 |
|
|
|
512,202 |
|
LEHMAN BROTHERS HOLDINGS 4 05/04/2011 EUR |
|
|
922,000 |
|
|
|
185,487 |
|
LEHMAN BROTHERS HOLDINGS 4.75 01/16/2014 EUR |
|
|
509,000 |
|
|
|
102,400 |
|
LEHMAN BROTHERS HOLDINGS 5.125 06/27/2014 EUR |
|
|
550,000 |
|
|
|
110,649 |
|
LEHMAN BROTHERS HOLDINGS 5.25 12 NA |
|
|
416,000 |
|
|
|
60,320 |
|
LEHMAN BROTHERS HOLDINGS 5.375 10/17/2012 EUR |
|
|
200,000 |
|
|
|
40,236 |
|
LEHMAN BROTHERS HOLDINGS 5.5 02/27/2020 (NON ACC) |
|
|
18,000 |
|
|
|
2,565 |
|
LEHMAN BROTHERS HOLDINGS 5.625 03/15/2030(NON ACC) |
|
|
17,000 |
|
|
|
2,423 |
|
LEHMAN BROTHERS HOLDINGS 5.7 12/14/2029 (NON ACC) |
|
|
25,000 |
|
|
|
3,563 |
|
LEHMAN BROTHERS HOLDINGS 5.75 07/18/2011 (NON ACC) |
|
|
328,000 |
|
|
|
47,150 |
|
LEHMAN BROTHERS HOLDINGS 6 04/01/2011 (NA) |
|
|
462,000 |
|
|
|
49,472 |
|
LEHMAN BROTHERS HOLDINGS 6.2 14 (NON-ACC) |
|
|
2,215,000 |
|
|
|
329,481 |
|
LEHMAN BROTHERS HOLDINGS 6.375 05/10/2011 EUR |
|
|
116,000 |
|
|
|
23,337 |
|
LEHMAN BROTHERS HOLDINGS 6.5 02/13/2037 (NON ACC) |
|
|
21,000 |
|
|
|
2,993 |
|
LEHMAN BROTHERS HOLDINGS 7 11/16/2037 (NA) |
|
|
12,000 |
|
|
|
1,710 |
|
LEHMAN BROTHERS HOLDINGS 7.875 11/01/2009(NON ACC) |
|
|
7,500,000 |
|
|
|
1,068,750 |
|
LEHMAN BROTHERS HOLDINGS 9.5 12/28/2022 (NA) |
|
|
229,000 |
|
|
|
32,633 |
|
LEHMAN BROTHERS HOLDINGS FLT 01/03/2023 (NON ACC) |
|
|
15,000 |
|
|
|
2,138 |
|
LENNAR CORP |
|
|
1,203,000 |
|
|
|
2,342,224 |
|
LETRA TESOURO NACIONAL 0.01% 01 Jul 2015 |
|
|
6,500,000 |
|
|
|
2,306,901 |
|
LIBERTY MEDIA CORP 1.375 10/15/2023 |
|
|
(79,000 |
) |
|
|
(77,792) |
|
LIBERTYVIEW CREDIT OPPORTUNITIES FUND LP |
|
|
619,037 |
|
|
|
116,842 |
|
LIBERTYVIEW CREDIT SELECT FUND LP |
|
|
296,707 |
|
|
|
56,003 |
|
LIBERTYVIEW FUNDS LP |
|
|
284,921 |
|
|
|
53,778 |
|
LIBERTYVIEW GLOBAL RISK ARBITRAGE FUND LP |
|
|
39,458 |
|
|
|
7,448 |
|
LIBERTYVIEW SPECIAL OPPORTUNITIES FUND LP |
|
|
146,048 |
|
|
|
27,566 |
|
LLOYDS BANK PLC 1% 29 Dec 2049 |
|
|
500,000 |
|
|
|
710,000 |
|
LOS ANGELES CNTY CA PUBLIC WKS 7.618% 01 Aug 2040 |
|
|
300,000 |
|
|
|
437,745 |
|
LUDGATE FUNDING PLC 1% 01 Jan 2061 |
|
|
371,842 |
|
|
|
415,035 |
|
LXS 2007-18N AX 1 10/25/2037 (NON ACC) |
|
|
1,850,215 |
|
|
|
|
|
LYB S91 CANT TRADE CLAIM 01/31/2025 |
|
|
344,300 |
|
|
|
63,696 |
|
LYB S91 TRADE CLAIM 01/31/2025 |
|
|
347,000 |
|
|
|
64,195 |
|
M SETEK CO LTD 1L DD JPY |
|
|
22,000,000 |
|
|
|
174,341 |
|
MACQUARIE INFRASTRUCTURE 2.875 07/15/2019 |
|
|
(145,000 |
) |
|
|
(164,609) |
|
MADISON PARK F IV 2007-6A INC |
|
|
260,000 |
|
|
|
292,500 |
|
MADISON PARK F V 2007-5A SUB 2 |
|
|
260,000 |
|
|
|
279,500 |
|
MADISON PARK FND 2006-2A INC |
|
|
3,500,000 |
|
|
|
3,395,000 |
|
MADISON PARK FND III 2006-3A S |
|
|
130,000 |
|
|
|
134,687 |
|
MADISON PARK FNDG 2011-7A SUB |
|
|
1,040,000 |
|
|
|
967,200 |
|
MADISON PARK XV 2014-15A SUB 1 |
|
|
1,800,000 |
|
|
|
1,710,000 |
|
MANA 2007-OAR3 A3 FLT 07/25/2047 ESC |
|
|
3 |
|
|
|
|
|
MANUTENCOOP FACILITY 8.5 08/01/2020 |
|
|
489,000 |
|
|
|
492,623 |
|
MARM 2007-HF1 M1 0.74606 05/25/2037 ESC |
|
|
1 |
|
|
|
|
|
MAXIS LOANS SECURITISATION 1% 12 Sep 2041 |
|
|
56,156 |
|
|
|
46,381 |
|
MERCATOR CLO PLC 1% 18 Feb 2024 |
|
|
57,688 |
|
|
|
68,881 |
|
MERITAGE HOMES CORP |
|
|
429,000 |
|
|
|
424,305 |
|
MERITOR INC 4 02/15/2027 |
|
|
763,000 |
|
|
|
822,327 |
|
MERRILL LYNCH MORTGAGE INVESTO 1% 25 Feb 2035 |
|
|
81,641 |
|
|
|
81,448 |
|
MERRILL LYNCH MORTGAGE INVESTO 1% 25 Feb 2036 |
|
|
38,352 |
|
|
|
35,134 |
|
MEX BONOS DESARR FIX RT 10% 05 Dec 2024 |
|
|
1,050,000 |
|
|
|
93,304 |
|
MEX BONOS DESARR FIX RT 6.5% 09 Jun 2022 |
|
|
10,000,000 |
|
|
|
711,326 |
|
MEX BONOS DESARR FIX RT 7.5% 03 Jun 2027 |
|
|
10,200,000 |
|
|
|
772,240 |
|
44
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
MFD 2008-1 B1 FLT 03/13/2046 |
|
|
405,205 |
|
|
|
589,636 |
|
MFD 2008-1 B2 FLT 03/13/2046 |
|
|
499,987 |
|
|
|
812,295 |
|
MFD 2008-1 R 0 03/13/2046 |
|
|
214 |
|
|
|
92,707 |
|
MGIC INVESTMENT CORP 5 05/01/2017 |
|
|
867,000 |
|
|
|
976,149 |
|
MGM RESORTS INTL 4.25 04/15/2015 |
|
|
1,082,000 |
|
|
|
1,278,218 |
|
MKP 6A A2 FLT 06/15/2051 144A |
|
|
232,205 |
|
|
|
1 |
|
ML CFC COMMERCIAL MORTGAGE TRU 5.172% 12 Dec 2049 |
|
|
377,232 |
|
|
|
399,301 |
|
ML CFC COMMERCIAL MORTGAGE TRU 5.378% 12 Aug 2048 |
|
|
382,639 |
|
|
|
406,476 |
|
MLCC MORTGAGE INVESTORS INC 1% 25 Nov 2029 |
|
|
311,579 |
|
|
|
300,171 |
|
MLST IV-A A1A FLT 08/04/2047 144A ESCROW |
|
|
1 |
|
|
|
|
|
MLST IV-A A1B FLT 08/04/2047 144A ESCROW |
|
|
1 |
|
|
|
|
|
MLST IV-A A1C FLT 08/04/2047 144A ESCROW |
|
|
1 |
|
|
|
|
|
MONGOLIAN MINING CORP 8.875 03/29/2017 |
|
|
432,000 |
|
|
|
289,440 |
|
MORGAN STANLEY 1% 15 Oct 2015 |
|
|
600,000 |
|
|
|
600,982 |
|
MORGAN STANLEY BAML TRUST 1% 15 Dec 2048 |
|
|
1,852,487 |
|
|
|
115,365 |
|
MORGAN STANLEY MORTGAGE LOAN T 1% 25 Feb 2047 |
|
|
198,605 |
|
|
|
154,374 |
|
MORGAN STANLEY MORTGAGE LOAN T 1% 25 Jan 2035 |
|
|
423,091 |
|
|
|
402,032 |
|
MORGAN STANLEY REREMIC TRUST 1% 12 Aug 2045 |
|
|
259,189 |
|
|
|
277,804 |
|
MOTOR PLC 1% 25 Aug 2021 |
|
|
389,760 |
|
|
|
390,097 |
|
MSAC 2006-HE6 M2 FLT 09/25/2036 ESC |
|
|
1 |
|
|
|
|
|
MSAC 2007-HE1 M1 FLT 11/25/2036 ESCROW |
|
|
1 |
|
|
|
|
|
MSAC 2007-NC1 M1 FLT 11/25/2036 ESC |
|
|
1 |
|
|
|
|
|
MSM 2007-1XS M1 0.52875 09/25/2046 ESC |
|
|
1 |
|
|
|
|
|
MSM 2007-2AX M1 0.52625 12/25/2036 ESC |
|
|
1 |
|
|
|
|
|
MYLAN INC 3.75 09/15/2015 |
|
|
2,263,000 |
|
|
|
9,565,717 |
|
NATIONAL BANK GREECE SA 3.875% 07 Oct 2016 |
|
|
100,000 |
|
|
|
122,714 |
|
NATL ENERGY 10.375% UNIT FROM REORG |
|
|
3,671,034 |
|
|
|
|
|
NAUTILUS SHIPHOLDINGS TERM LOAN B (JUNIOR LOAN) |
|
|
436,106 |
|
|
|
8,949 |
|
NCIG HOLDINGS PTY LTD 12.5 08/26/2031 |
|
|
400,000 |
|
|
|
452,000 |
|
NEW S WALES TREASURY CRP 6% 01 Feb 2018 |
|
|
800,000 |
|
|
|
725,395 |
|
NEWCREST FINANCE PTY LTD 4.2 10/01/2022 |
|
|
55,000 |
|
|
|
49,921 |
|
NEWCREST FINANCE PTY LTD 4.45 11/15/2021 |
|
|
96,000 |
|
|
|
91,666 |
|
NEWCREST FINANCE PTY LTD 5.75 11/15/2041 |
|
|
55,000 |
|
|
|
48,169 |
|
NEWGATE FUNDING PLC 1% 01 Dec 2050 |
|
|
400,000 |
|
|
|
589,836 |
|
NIDEC CORP 0% 18SEP15 CVB |
|
|
65,000,000 |
|
|
|
801,114 |
|
NISKA GAS STORAGE CAN/FI 6.5 04/01/2019 144A |
|
|
339,000 |
|
|
|
255,945 |
|
NOMURA ASSET ACCEPTANCE CORPOR 1% 25 Aug 2034 |
|
|
49,688 |
|
|
|
47,707 |
|
NORDEA BANK AB 3.25 07/05/2022 |
|
|
(100,000 |
) |
|
|
(144,135) |
|
NORDEA BANK AB 4 06/29/2020 |
|
|
(85,000 |
) |
|
|
(122,268) |
|
NORDEA BANK AB 4.5 03/26/2020 |
|
|
(185,000 |
) |
|
|
(259,620) |
|
NOTA DO TESOURO NACIONAL 10% 01 Jan 2025 |
|
|
1,400,000 |
|
|
|
461,169 |
|
NOVO BANCO SA 3.375% 17 Feb 2016 |
|
|
200,000 |
|
|
|
242,516 |
|
NOVO BANCO SA 5.875 11/09/2015 |
|
|
(300,000 |
) |
|
|
(367,341) |
|
OAKTREE CLO 2014-2A SUB |
|
|
1,500,000 |
|
|
|
1,500,000 |
|
ONTARIO (PROVINCE OF) 2.95% 05 Feb 2015 |
|
|
900,000 |
|
|
|
901,618 |
|
ONTARIO (PROVINCE OF) 3.15% 02 Jun 2022 |
|
|
500,000 |
|
|
|
456,387 |
|
ONTARIO (PROVINCE OF) 3.45% 02 Jun 2045 |
|
|
200,000 |
|
|
|
178,405 |
|
ONTARIO (PROVINCE OF) 3.5% 02 Jun 2024 |
|
|
500,000 |
|
|
|
463,730 |
|
ONTARIO (PROVINCE OF) 4% 02 Jun 2021 |
|
|
100,000 |
|
|
|
95,984 |
|
ONTARIO (PROVINCE OF) 4% 07 Oct 2019 |
|
|
200,000 |
|
|
|
218,734 |
|
OOMLT 2007-1 M2 FLT 01/25/2037 ESC |
|
|
1 |
|
|
|
|
|
OOMLT 2007-4 M2 0.64328 04/25/2037 ESC |
|
|
1 |
|
|
|
|
|
OOMLT 2007-5 M2 FLT 05/25/2037 ESCROW |
|
|
1 |
|
|
|
|
|
OZLM FUNDING LTD 2012-2A SUB |
|
|
1,200,000 |
|
|
|
966,560 |
|
OZLM FUNDING LTD 2013-3A SUB |
|
|
1,000,000 |
|
|
|
882,500 |
|
OZLMF FUNDING LTD 2013-4A SUB |
|
|
500,000 |
|
|
|
420,000 |
|
OZLMF FUNDING LTD 2013-5A SUB |
|
|
2,500,000 |
|
|
|
2,087,500 |
|
OZLMF FUNDING LTD 2014-6A SUB |
|
|
1,000,000 |
|
|
|
837,500 |
|
PALADIN ENERGY LTD 6 04/30/2017 |
|
|
400,000 |
|
|
|
360,000 |
|
PALOMAR CA CMNTY CLG DIST 7.194% 01 Aug 2045 |
|
|
300,000 |
|
|
|
360,768 |
|
PARAGON MORTGAGES PLC 1% 15 May 2041 |
|
|
389,967 |
|
|
|
580,142 |
|
PARAGON MORTGAGES PLC 1% 15 Nov 2038 |
|
|
164,421 |
|
|
|
153,775 |
|
PATRIOT COAL CORP 15 12/15/2023 NA |
|
|
545,815 |
|
|
|
491,234 |
|
PEARSON DOL FIN TWO PLC 6.25% 06 May 2018 |
|
|
725,000 |
|
|
|
810,580 |
|
PESCANOVA TL |
|
|
19,371 |
|
|
|
703 |
|
PETROBRAS GLOBAL FINANCE 3.25% 17 Mar 2017 |
|
|
400,000 |
|
|
|
377,000 |
|
PHS HLCO TR A EUR |
|
|
1,606 |
|
|
|
1,263 |
|
PHS HLCO TR A GBP |
|
|
8,228 |
|
|
|
8,335 |
|
PHS SNR TL EUR |
|
|
1,941 |
|
|
|
2,161 |
|
PHS SNR TL GBP |
|
|
9,948 |
|
|
|
14,262 |
|
POLAND GOVERNMENT BOND 3.25% 25 Jul 2025 |
|
|
3,000,000 |
|
|
|
901,535 |
|
POLAND GOVERNMENT BOND 4% 25 Oct 2023 |
|
|
3,700,000 |
|
|
|
1,173,021 |
|
PR BLDGS-T-TXBL 5.6 07/01/2030 |
|
|
97,000 |
|
|
|
69,664 |
|
PR COMLWTH UNREF-B 5 07/01/2035 |
|
|
5,000 |
|
|
|
3,425 |
|
PR COMWLTH REF-IMPT 5 07/01/2035 HP5 |
|
|
5,000 |
|
|
|
3,425 |
|
PR COMWLTH-IMPT-A 5 07/01/2029 |
|
|
5,000 |
|
|
|
3,627 |
|
PR PUB BLDGS-R1-QSCB 5.65 07/01/2028 |
|
|
469,000 |
|
|
|
343,543 |
|
PR PUB BLDGS-R1-QSCB 5.7 07/01/2028 |
|
|
254,000 |
|
|
|
186,055 |
|
PREFERRED TERM SECS XXI FLT 03/22/2038 144A |
|
|
1,337,774 |
|
|
|
836,109 |
|
PREFERRED TERM SECS XXVII LTD FLT 12/22/2037 144A |
|
|
78,765 |
|
|
|
55,518 |
|
PREFERRED TERM XXII FLT 09/22/2036 144A |
|
|
965,280 |
|
|
|
612,953 |
|
PREFERRED TERM XXIII FLT 12/22/2036 144A |
|
|
846,140 |
|
|
|
633,182 |
|
PROVINCE OF QUEBEC 3% 01 Sep 2023 |
|
|
100,000 |
|
|
|
89,465 |
|
PROVINCE OF QUEBEC 3.5% 01 Dec 2022 |
|
|
300,000 |
|
|
|
279,310 |
|
PR-REF-A 5 07/01/2032 |
|
|
5,000 |
|
|
|
3,456 |
|
PR-REF-A 5.5 07/01/2026 |
|
|
50,000 |
|
|
|
37,806 |
|
PR-REF-A 5.5 07/01/2039 |
|
|
215,000 |
|
|
|
155,879 |
|
PUERTO RICO BLDG 6 07/01/2041 |
|
|
15,000 |
|
|
|
10,500 |
|
45
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
PUERTO RICO-REF-D 5.75 07/01/2041 |
|
|
80,000 |
|
|
|
57,100 |
|
PUERTO RICO-REF-E 5.5 07/01/2031 |
|
|
15,000 |
|
|
|
10,800 |
|
PUERTO RICO-REF-E 5.625 07/01/2033 |
|
|
15,000 |
|
|
|
10,800 |
|
PUMA FINANCE LIMITED 1% 22 Aug 2037 |
|
|
88,840 |
|
|
|
72,394 |
|
QIHOO 360 TECH CO LTD 2.5 09/15/2018 144A |
|
|
735,000 |
|
|
|
710,352 |
|
QUEENSLAND TREASURY CORP 4.25% 21 Jul 2023 |
|
|
100,000 |
|
|
|
89,351 |
|
RABOBANK NEDERLAND 3.875% 08 Feb 2022 |
|
|
700,000 |
|
|
|
744,643 |
|
RABOBANK NEDERLAND NY 1% 28 Apr 2017 |
|
|
700,000 |
|
|
|
699,212 |
|
RADIAN GROUP INC 3 11/15/2017 |
|
|
1,064,000 |
|
|
|
1,633,008 |
|
RALI 2006-QO10 M1 0.59063 01/25/2037 ESC |
|
|
1 |
|
|
|
|
|
RALI 2007-QH2 M1 0.6225 03/25/2037 ESC |
|
|
1 |
|
|
|
|
|
RALI 2007-QH2 M2 FLT 03/25/2037 ESC |
|
|
1 |
|
|
|
|
|
RALI 2007-QH3 M1 FLT 04/25/2037 ESC |
|
|
1 |
|
|
|
|
|
RED HAT INC 0.25 10/01/2019 144A |
|
|
(302,000 |
) |
|
|
(357,960) |
|
RELIANCE COMMUNICATIONS LMA - DB |
|
|
242,294 |
|
|
|
237,449 |
|
RELIANCE COMMUNICATIONS LMA 2017 |
|
|
70,434 |
|
|
|
68,673 |
|
RELIANCE INFRATEL LMA - DB |
|
|
352,172 |
|
|
|
341,607 |
|
REPUBLIC OF ARGENTINA 12/15/2035 NON-ACC |
|
|
4,150,000 |
|
|
|
305,025 |
|
REPUBLIC OF ARGENTINA 2.26 12/31/2038 FBN NON-ACC |
|
|
565,000 |
|
|
|
340,144 |
|
REPUBLIC OF ARGENTINA 2.5 12/31/2038 FBN NON-ACC |
|
|
385,000 |
|
|
|
196,350 |
|
REPUBLIC OF ARGENTINA 7.82 12/31/2033 FBN NON-ACC |
|
|
151,371 |
|
|
|
158,904 |
|
REPUBLIC OF ARGENTINA 8.28 12/31/2033 FBN NON-ACC |
|
|
1,849,288 |
|
|
|
1,650,490 |
|
REPUBLIC OF SLOVENIA 4.7% 01 Nov 2016 |
|
|
500,000 |
|
|
|
649,628 |
|
REPUBLIC OF SLOVENIA 5.25% 18 Feb 2024 |
|
|
900,000 |
|
|
|
988,875 |
|
REPUBLIC OF SLOVENIA 5.5% 26 Oct 2022 |
|
|
1,600,000 |
|
|
|
1,774,000 |
|
REPUBLIKA SLOVENIJA 4.125% 26 Jan 2020 |
|
|
400,000 |
|
|
|
547,853 |
|
REPUBLIKA SLOVENIJA 4.375% 06 Feb 2019 |
|
|
100,000 |
|
|
|
137,333 |
|
RIVERCITY AUD SWAP INTEREST LOAN CLAIM |
|
|
99,596 |
|
|
|
7,325 |
|
RIVERCITY SWP PIK |
|
|
12,116 |
|
|
|
|
|
RIVERSIDE CA ELEC REVENUE 7.455% 01 Oct 2030 |
|
|
200,000 |
|
|
|
263,076 |
|
RMAC SECURITIES PLC 1% 12 Jun 2044 |
|
|
248,759 |
|
|
|
364,138 |
|
RPG BYTY SRO 6.75 05/01/2020 |
|
|
782,000 |
|
|
|
968,773 |
|
RTSX 9.875 4/17 21ST CENTURY ONCOLOGY 9.875 04/15/2017 |
|
|
691,000 |
|
|
|
651,268 |
|
RYLAND GROUP |
|
|
1,170,000 |
|
|
|
1,580,846 |
|
SAAD SA INVEST FLT 08/24/2017 |
|
|
25,324 |
|
|
|
3,039 |
|
SABR 2007-BR3 M1 FLT 04/25/2037 ESC |
|
|
1 |
|
|
|
|
|
SABR 2007-BR4 M2 0.5726 05/25/2037 ESC |
|
|
1 |
|
|
|
|
|
SABR 2007-NC1 M2 0.53 12/25/2036 ESC |
|
|
1 |
|
|
|
|
|
SALIX PHARMACEUTICALS LT 1.5 03/15/2019 CVB |
|
|
962,000 |
|
|
|
1,760,267 |
|
SALIX PHARMACEUTICALS LTD 01/15/2021 144A |
|
|
109,000 |
|
|
|
111,180 |
|
SALUS 2012-1I SUB 03/05/21 |
|
|
900,000 |
|
|
|
850,050 |
|
SALUS 2012-1IN FN CLASS 03/05/ |
|
|
1,100,000 |
|
|
|
1,090,980 |
|
SALUS 2012-1IN SUBN 03/05/21 |
|
|
2,600,000 |
|
|
|
2,455,700 |
|
SAMI 2004-AR5 2A3 FLT 10/19/2034 |
|
|
21,625 |
|
|
|
18,880 |
|
SAMI 2006-AR3 12X 1 04/25/2036 |
|
|
2,275,620 |
|
|
|
93,740 |
|
SANDISK CORP 1.5 08/15/2017 |
|
|
1,694,000 |
|
|
|
3,252,722 |
|
SASC 2006-BC4 M2 FLT 12/25/2036 ESCROW |
|
|
1 |
|
|
|
|
|
SASC 2006-BC6 M2 FLT 01/25/2037 |
|
|
1 |
|
|
|
|
|
SASC 2006-S4 M1 0.8375 01/25/2037 ESC |
|
|
1 |
|
|
|
|
|
SASC 2007-BC1 M2 FLT 02/25/2037 ESC |
|
|
1 |
|
|
|
|
|
SASC 2007-EQ1 M2 0.69722 03/25/2037 ESCROW |
|
|
1 |
|
|
|
|
|
SAUR NEW TL EUR |
|
|
21,518 |
|
|
|
23,305 |
|
SAUR NEW HLCO TL A |
|
|
20,652 |
|
|
|
23,586 |
|
SAUR NEW HLCO TL B |
|
|
183,021 |
|
|
|
189,637 |
|
SAUR NEW PIK A (7.77% PIK) |
|
|
111,912 |
|
|
|
34,533 |
|
SAUR NEW PIK C (8% PIK) |
|
|
26,119 |
|
|
|
8,060 |
|
SCIENTIFIC GAMES INTERNA 10 12/01/2022 |
|
|
2,324,000 |
|
|
|
2,126,460 |
|
SEMICONDUCTOR MANUFACTUR 0 11/07/2018 |
|
|
600,000 |
|
|
|
640,500 |
|
SIEMENS FINANCIERINGSMAT 1.05 08/16/2017 |
|
|
(1,500,000 |
) |
|
|
(1,644,450) |
|
SIEMENS FINANCIERINGSMAT 1.65 08/16/2019 |
|
|
(1,750,000 |
) |
|
|
(1,991,923) |
|
SINA CORP 1 12/01/2018 |
|
|
1,498,000 |
|
|
|
1,383,705 |
|
SLC STUDENT LOAN TRUST 1% 15 Jun 2017 |
|
|
704 |
|
|
|
704 |
|
SLM STUDENT LOAN TRUST 1% 25 Apr 2023 |
|
|
695,231 |
|
|
|
714,042 |
|
SLOSO 2005-1A A1L FLT 10/15/2035 |
|
|
1,013,238 |
|
|
|
780,194 |
|
SLOSO 2005-1A A1LA FLT 10/15/2035 144A |
|
|
388,219 |
|
|
|
292,394 |
|
SLOSO 2007-1A A1LA FLT 10/07/2037 144A |
|
|
597,613 |
|
|
|
444,632 |
|
SM INVESTMENTS CORP 1.625 02/15/2017 |
|
|
200,000 |
|
|
|
246,000 |
|
SMALL BUSINESS ADMINISTRATION 5.6% 01 Sep 2028 |
|
|
270,696 |
|
|
|
300,580 |
|
SMALL BUSINESS ADMINISTRATION 5.87% 01 Jul 2028 |
|
|
187,737 |
|
|
|
211,426 |
|
SNY SENIOR SUBORDINATED NOTES 9.75% |
|
|
959,001 |
|
|
|
994,964 |
|
SOLARCITY CORP 1.625 11/01/2019 144A |
|
|
236,000 |
|
|
|
212,338 |
|
SOLARCITY CORP 2.75 11/01/2018 |
|
|
26,000 |
|
|
|
27,989 |
|
SPS 2005-3X D1C FLT 12/10/2043 |
|
|
61,000 |
|
|
|
77,951 |
|
STANDARD PACIFIC CORP |
|
|
555,000 |
|
|
|
627,755 |
|
STARWOOD WAYPOINT RESDTL 3 07/01/2019 144A |
|
|
(106,000 |
) |
|
|
(102,119) |
|
STARWOOD WAYPOINT RESDTL 4.5 10/15/2017 144A |
|
|
106,000 |
|
|
|
110,460 |
|
STONEY LANE FUNDING SUB 4/18/2 |
|
|
1,800,000 |
|
|
|
1,107,000 |
|
STRN 2007-1A PREF 5/13/22 |
|
|
10,000 |
|
|
|
3,725,000 |
|
SUNPOWER CORP 4.5 03/15/2015 |
|
|
92,000 |
|
|
|
107,518 |
|
SURF 2007-BC1 M2 FLT 01/25/2038 ESC |
|
|
1 |
|
|
|
|
|
SVENSKA HANDELSBANKEN AB 2.625 08/23/2022 |
|
|
(100,000 |
) |
|
|
(138,726) |
|
SVENSKA HANDELSBANKEN AB 4.375 10/20/2021 |
|
|
(100,000 |
) |
|
|
(150,936) |
|
SVENSKA HANDELSBANKEN AB 5.125 03/30/2020 144A |
|
|
(100,000 |
) |
|
|
(113,120) |
|
SWAN 1% 25 Apr 2041 |
|
|
131,605 |
|
|
|
108,963 |
|
SWEDBANK HYPOTEK AB 3.75% 20 Dec 2017 |
|
|
1,200,000 |
|
|
|
168,183 |
|
SWEDISH COVERED BOND 4% 21 Mar 2018 |
|
|
1,000,000 |
|
|
|
141,866 |
|
SWEDISH GOVERNMENT 4.25% 12 Mar 2019 |
|
|
1,100,000 |
|
|
|
164,613 |
|
SWISS LIFE HOLDING AG 0 12/02/2020 |
|
|
(430,000 |
) |
|
|
(510,566) |
|
46
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
TAKE-TWO INTERACTIVE SOF 1.75 12/01/2016 |
|
|
418,000 |
|
|
|
634,251 |
|
TENN VALLEY AUTHORITY 5.88% 01 Apr 2036 |
|
|
363,000 |
|
|
|
495,161 |
|
TENN VALLEY AUTHORITY 6.25% 15 Dec 2017 |
|
|
400,000 |
|
|
|
458,449 |
|
TESLA MOTORS INC 0.25 03/01/2019 |
|
|
223,000 |
|
|
|
207,018 |
|
TESLA MOTORS INC 1.5 06/01/2018 |
|
|
517,000 |
|
|
|
958,038 |
|
TEXAS COMP ELEC HOLD L/C EXT |
|
|
390,688 |
|
|
|
251,994 |
|
TEXAS COMPETITIVE/TCEH 10.25 11/01/2015 DFT NA |
|
|
575,000 |
|
|
|
54,625 |
|
TEXAS COMPETITIVE/TCEH 10.5 11/01/2016 DFT NA |
|
|
229,000 |
|
|
|
21,755 |
|
TEXAS COMPETITIVE/TCEH 15 04/01/2021 DFT NA |
|
|
1,015,000 |
|
|
|
177,625 |
|
THEAT 2007-1 C FLT 10/15/2031 |
|
|
320,278 |
|
|
|
475,412 |
|
THEAT 2007-1 D FLT 10/15/2031 |
|
|
115,731 |
|
|
|
164,123 |
|
THEAT 2007-2 B FLT 10/15/2031 |
|
|
190,174 |
|
|
|
284,513 |
|
THEAT 2007-2 C FLT 10/15/2031 |
|
|
224,284 |
|
|
|
332,048 |
|
THEAT 2007-2 D FLT 10/15/2031 |
|
|
52,034 |
|
|
|
73,792 |
|
THQ INC 5 08/15/2019 DFT NA ESCROW |
|
|
368,000 |
|
|
|
57,040 |
|
THUNDERBIRD LNG LLC |
|
|
670,521 |
|
|
|
704,047 |
|
THUNDERBIRD RESOURCES |
|
|
352,693 |
|
|
|
335,358 |
|
TITN 2007-1X A FLT 01/20/2017 |
|
|
1,014,790 |
|
|
|
1,362,734 |
|
TITN 2007-1X C FLT 01/20/2017 |
|
|
177,000 |
|
|
|
28 |
|
TORRENS TRUST 1% 14 Jan 2041 |
|
|
118,786 |
|
|
|
98,217 |
|
TOWERGATE FINANCE PLC FLT 02/15/2018 |
|
|
264,000 |
|
|
|
362,047 |
|
TRANSOCEAN INC 6.375 12/15/2021 |
|
|
(36,000 |
) |
|
|
(33,300) |
|
TRANSOCEAN INC 6.5 11/15/2020 |
|
|
(90,000 |
) |
|
|
(84,825) |
|
TREASURY BILL 0 04/02/2015 |
|
|
5,000,000 |
|
|
|
4,999,536 |
|
TREASURY BILL 0% 03/05/2015 |
|
|
8,000,000 |
|
|
|
7,999,850 |
|
TREASURY BILL 0.01% 09 Apr 2015 |
|
|
270,000 |
|
|
|
269,980 |
|
TREASURY BILL 0.01% 28 May 2015 |
|
|
280,000 |
|
|
|
279,926 |
|
TREASURY CORP VICTORIA 6% 17 Oct 2022 |
|
|
100,000 |
|
|
|
99,722 |
|
TRINA SOLAR LTD 3.5 06/15/2019 144A |
|
|
328,000 |
|
|
|
297,413 |
|
TRINA SOLAR LTD 4 10/15/2019 144A |
|
|
237,000 |
|
|
|
211,177 |
|
TROPC 2004-1A A1L FLT 07/15/2034 144A |
|
|
192,356 |
|
|
|
148,777 |
|
TROPC 2004-4A A2L FLT 04/15/2035 144A |
|
|
1,109,000 |
|
|
|
635,446 |
|
TROPC 2006-5A A1L2 FLT 07/15/2036 |
|
|
1,832,799 |
|
|
|
1,246,303 |
|
TRYON PARK CLO LTD SUB 7/25 (1 |
|
|
1,100,000 |
|
|
|
907,500 |
|
TSY INFL IX N/B 0.125% 15 Apr 2019 |
|
|
2,634,762 |
|
|
|
2,605,737 |
|
TSY INFL IX N/B 0.125% 15 Jan 2023 |
|
|
1,748,824 |
|
|
|
1,691,031 |
|
TSY INFL IX N/B 0.125% 15 Jul 2022 |
|
|
103,257 |
|
|
|
100,603 |
|
TSY INFL IX N/B 0.125% 15 Jul 2024 |
|
|
900,027 |
|
|
|
866,768 |
|
TSY INFL IX N/B 0.625% 15 Jul 2021 |
|
|
210,710 |
|
|
|
213,360 |
|
TSY INFL IX N/B 1.375% 15 Feb 2044 |
|
|
407,540 |
|
|
|
461,253 |
|
TSY INFL IX N/B 2.375% 15 Jan 2025 |
|
|
125,972 |
|
|
|
147,899 |
|
TSY INFL IX N/B 2.375% 15 Jan 2027 |
|
|
117,746 |
|
|
|
140,918 |
|
TSY INFL IX N/B 2.5% 15 Jan 2029 |
|
|
110,597 |
|
|
|
137,235 |
|
TSY INFL IX N/B 3.875% 15 Apr 2029 |
|
|
288,884 |
|
|
|
413,465 |
|
TXU EXTENDED TL |
|
|
11,098,343 |
|
|
|
7,186,177 |
|
TXU TL B3 |
|
|
1,570,024 |
|
|
|
1,004,815 |
|
UK TSY 1% 2017 1 09/07/2017 |
|
|
212,000 |
|
|
|
333,263 |
|
UK TSY 2 3/4 2024 2.75% 07 Sep 2024 |
|
|
200,000 |
|
|
|
339,290 |
|
UK TSY 3 1/4 2044 3.25% 22 Jan 2044 |
|
|
1,300,000 |
|
|
|
2,338,506 |
|
UK TSY 4 1/4 2032 4.25% 07 Jun 2032 |
|
|
100,000 |
|
|
|
201,268 |
|
UK TSY 4 1/4 2036 4.25% 07 Mar 2036 |
|
|
100,000 |
|
|
|
204,225 |
|
UK TSY 4 1/4 2040 4.25% 07 Dec 2040 |
|
|
700,000 |
|
|
|
1,463,969 |
|
UK TSY 4 3/4 2038 4.75% 07 Dec 2038 |
|
|
100,000 |
|
|
|
222,159 |
|
UNIBAIL-RODAMCO SE 0.75 01/01/2018 |
|
|
(3,513 |
) |
|
|
(1,116,334) |
|
UNITED AIRLINES INC 4.5 01/15/2015 |
|
|
205,000 |
|
|
|
724,547 |
|
US STEEL CORP 2.75 04/01/2019 |
|
|
683,000 |
|
|
|
851,379 |
|
US TREASURY BILL 0% 05/28/2015 |
|
|
7,000,000 |
|
|
|
6,998,435 |
|
US TREASURY BOND 3.375% 05/15/2044 |
|
|
(33,400 |
) |
|
|
(37,606) |
|
US TREASURY N/B 0.125% 30 Apr 2015 |
|
|
11,500,000 |
|
|
|
11,502,691 |
|
US TREASURY N/B 1.75% 15 May 2023 |
|
|
600,000 |
|
|
|
584,203 |
|
US TREASURY N/B 2% 30 Nov 2020 |
|
|
100,000 |
|
|
|
100,875 |
|
US TREASURY N/B 2.25 11/15/2024 |
|
|
30,000 |
|
|
|
30,217 |
|
US TREASURY N/B 2.5% 15 Aug 2023 |
|
|
1,000,000 |
|
|
|
1,032,109 |
|
US TREASURY N/B 2.5% 15 May 2024 |
|
|
400,000 |
|
|
|
412,062 |
|
US TREASURY N/B 2.75% 15 Aug 2042 |
|
|
100,000 |
|
|
|
99,969 |
|
US TREASURY N/B 3.125% 15 Aug 2044 |
|
|
300,000 |
|
|
|
322,969 |
|
US TREASURY N/B 3.125% 15 Nov 2041 |
|
|
200,000 |
|
|
|
215,844 |
|
US TREASURY N/B 3.375% 15 May 2044 |
|
|
100,000 |
|
|
|
112,578 |
|
US TREASURY N/B 3.625% 15 Aug 2043 |
|
|
600,000 |
|
|
|
705,610 |
|
US TREASURY N/B 3.625% 15 Feb 2044 |
|
|
2,000,000 |
|
|
|
2,353,594 |
|
US TREASURY N/B 3.75% 15 Nov 2043 |
|
|
600,000 |
|
|
|
721,265 |
|
US TREASURY N/B 5.25% 15 Feb 2029 |
|
|
100,000 |
|
|
|
134,438 |
|
US TREASURY NOTE 1.5% 10/31/2019 |
|
|
121,000 |
|
|
|
120,244 |
|
US TREASURY NOTE 2.375 08/15/2024 |
|
|
(105,100 |
) |
|
|
(107,034) |
|
VERIZON COMMUNICATIONS 1% 15 Sep 2016 |
|
|
500,000 |
|
|
|
509,065 |
|
VERSO PAPER HLDGS LLC/IN 8.75 02/01/2019 |
|
|
71,000 |
|
|
|
39,760 |
|
VERSO PAPER HLDGS LLC/IN 8.75 02/01/2019 QIB BOND |
|
|
42,000 |
|
|
|
23,520 |
|
VINCOM JSC 5 04/03/2017 |
|
|
400,000 |
|
|
|
480,000 |
|
VIVARTE PPN EUR |
|
|
296,271 |
|
|
|
311,910 |
|
VIVARTE REINST TL |
|
|
81,809 |
|
|
|
28,214 |
|
WACHOVIA MORTGAGE LOAN TRUST, 1% 20 Oct 2035 |
|
|
251,055 |
|
|
|
233,875 |
|
WAMU 2004-AR10 X 0 07/25/2044 |
|
|
558,783 |
|
|
|
30,106 |
|
WAMU 2004-AR12 X 0 10/25/2044 |
|
|
727,077 |
|
|
|
37,205 |
|
WAMU 2005-AR1 A1A FLT 01/25/2045 |
|
|
14,510 |
|
|
|
13,849 |
|
WAMU 2006-AR1 B2 FLT 01/25/2046 ESC |
|
|
1 |
|
|
|
|
|
WAMU 2006-AR3 B2 FLT 02/25/2046 ESC |
|
|
1 |
|
|
|
|
|
WAMU 2007-OA3 B1 FLT 04/25/2047 ESC |
|
|
1 |
|
|
|
|
|
WAMU MORTGAGE PASS THROUGH CER 1% 25 Nov 2034 |
|
|
432,700 |
|
|
|
415,981 |
|
47
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
WAMU MORTGAGE PASS THROUGH CER 1% 25 Nov 2045 |
|
|
233,510 |
|
|
|
206,022 |
|
WASH MUTUAL PFD 6.534 03/29/49 144A (NON-ACC) |
|
|
124 |
|
|
|
|
|
WASH MUTUAL PFD FDG III 6.895 06/49 144A (NON-ACC) |
|
|
120 |
|
|
|
|
|
WEIGHT WATCHERS TL B2 1L |
|
|
1,301,410 |
|
|
|
998,832 |
|
WELLS FARGO MORTGAGE BACKED SE 1% 25 Apr 2036 |
|
|
52,849 |
|
|
|
52,731 |
|
WELLS FARGO MORTGAGE BACKED SE 1% 25 Mar 2036 |
|
|
173,902 |
|
|
|
169,033 |
|
WESTPAC BANKING CORP 1% 19 May 2017 |
|
|
700,000 |
|
|
|
699,648 |
|
WESTPAC BANKING CORP 1.85% 26 Nov 2019 |
|
|
200,000 |
|
|
|
200,055 |
|
WINDERMERE SER I CL D FLT 01/31/2023 |
|
|
32,319 |
|
|
|
25,554 |
|
WINSWAY COKING COAL HOLD 8.5 04/08/2016 |
|
|
673,000 |
|
|
|
269,200 |
|
WMABS 2006-HE1 M4 0.6358 04/25/2036 ESC |
|
|
1 |
|
|
|
|
|
WMABS 2007-HE2 M1 FLT 02/25/2037 ESC |
|
|
1 |
|
|
|
|
|
WMALT 2007-OA3 MB1 0.7495 04/25/2047 ESC |
|
|
1 |
|
|
|
|
|
WMALT 2007-OA3 MB2 FLT 04/25/2047 ESC |
|
|
1 |
|
|
|
|
|
WMHE 2007-HE1 M2 FLT 01/25/2037 ESC |
|
|
1 |
|
|
|
|
|
YASKAWA ELECTRIC CORP 0 03/16/2017 |
|
|
10,000,000 |
|
|
|
117,409 |
|
YY INC 2.25 04/01/2019 144A |
|
|
211,000 |
|
|
|
195,808 |
|
ZHEN DING TECH HLD LTD 0% 06/07/2015 |
|
|
100,000 |
|
|
|
107,250 |
|
ZIGGURAT CLO LTD 2014-1A SUB 1 |
|
|
1,400,000 |
|
|
|
1,242,500 |
|
ZIGGURAT CLO LTD 2014-1F 10/17 |
|
|
300,000 |
|
|
|
254,790 |
|
|
|
|
|
|
|
|
Total Fixed Income Securities |
|
|
1,989,158,713 |
|
|
$ |
295,310,893 |
|
|
|
|
|
|
|
|
|
Derivatives |
|
|
|
|
|
|
|
|
90DAY EURO$ FUTR DEC19 |
|
|
(2 |
) |
|
$ |
24 |
|
90DAY EURO$ FUTR MAR18 |
|
|
(2 |
) |
|
|
(6,676) |
|
90DAY EURO$ FUTR DEC15 |
|
|
(13 |
) |
|
|
(9,175) |
|
90DAY EURO$ FUTR DEC16 |
|
|
(5 |
) |
|
|
(4,854) |
|
90DAY EURO$ FUTR DEC17 |
|
|
(2 |
) |
|
|
(6,276) |
|
90DAY EURO$ FUTR DEC18 |
|
|
(2 |
) |
|
|
(6,448) |
|
90DAY EURO$ FUTR JUN15 |
|
|
(13 |
) |
|
|
(16,261) |
|
90DAY EURO$ FUTR JUN16 |
|
|
(5 |
) |
|
|
(4,545) |
|
90DAY EURO$ FUTR JUN17 |
|
|
(2 |
) |
|
|
(5,451) |
|
90DAY EURO$ FUTR JUN18 |
|
|
(2 |
) |
|
|
(7,026) |
|
90DAY EURO$ FUTR JUN19 |
|
|
(2 |
) |
|
|
(4,301) |
|
90DAY EURO$ FUTR MAR15 |
|
|
(13 |
) |
|
|
(15,449) |
|
90DAY EURO$ FUTR MAR16 |
|
|
(5 |
) |
|
|
(4,235) |
|
90DAY EURO$ FUTR MAR17 |
|
|
(2 |
) |
|
|
(5,107) |
|
90DAY EURO$ FUTR MAR19 |
|
|
(2 |
) |
|
|
(5,517) |
|
90DAY EURO$ FUTR SEP15 |
|
|
(13 |
) |
|
|
(17,464) |
|
90DAY EURO$ FUTR SEP16 |
|
|
(5 |
) |
|
|
(6,197) |
|
90DAY EURO$ FUTR SEP17 |
|
|
(2 |
) |
|
|
(5,876) |
|
90DAY EURO$ FUTR SEP18 |
|
|
(2 |
) |
|
|
(7,549) |
|
90DAY EURO$ FUTR SEP19 |
|
|
(2 |
) |
|
|
(3,105) |
|
A 2015 FEB 42.5 CALL 02/20/2015 |
|
|
292 |
|
|
|
58,254 |
|
A 2015 FEB 45 CALL 02/20/2015 |
|
|
748 |
|
|
|
98,736 |
|
AAPL 2015 JAN 105 CALL 01/17/2015 |
|
|
(229 |
) |
|
|
(141,980) |
|
AAPL 2015 JAN 105 PUT 01/17/2015 |
|
|
229 |
|
|
|
16,030 |
|
AAPL 2015 JAN 110 CALL 01/17/2015 |
|
|
(334 |
) |
|
|
(87,842) |
|
AAPL 2015 JAN 110 PUT 01/17/2015 |
|
|
393 |
|
|
|
84,692 |
|
ABB LTD SWP |
|
|
(9,637 |
) |
|
|
(2,748) |
|
ABENGOA DFT 500 03/20/2015 CS |
|
|
47,000 |
|
|
|
915 |
|
ABENGOA DFT 500 03/20/2019 CS |
|
|
554,000 |
|
|
|
141,771 |
|
ABENGOA DFT 500 06/20/2019 CS |
|
|
(67,000 |
) |
|
|
(17,758) |
|
ABENGOA SA 6.25 01/17/19 CVB SWP CITI |
|
|
600,000 |
|
|
|
(20,831) |
|
ABENGOA SA- B SHARES SWP CITI |
|
|
(123,486 |
) |
|
|
24,284 |
|
ABENGOA SA- B SHARES SWP HSBC |
|
|
21,687 |
|
|
|
(14,093) |
|
ABENGOA SA- B SHARES SWP MS |
|
|
32,600 |
|
|
|
(11,125) |
|
ABENGOA SA- B SHARES SWP SG |
|
|
(8,838 |
) |
|
|
6,609 |
|
ABERDEEN ASSET MANAGEMENT USD SWP CSFB |
|
|
686 |
|
|
|
16 |
|
ABERDEEN ASSET MANAGEMENT USD SWP CSFB SHORT |
|
|
(686 |
) |
|
|
(16) |
|
ACCESS MIDSTREAM PARTNERS LP SWP MS |
|
|
(7,538 |
) |
|
|
20,497 |
|
ACCOR SWAP |
|
|
24,419 |
|
|
|
124,256 |
|
ACE LTD SWP CS SHT |
|
|
(421 |
) |
|
|
(76) |
|
ACE LTD USD SWP CS |
|
|
421 |
|
|
|
76 |
|
ACT Feb15 245 PUT |
|
|
(22 |
) |
|
|
(15,950) |
|
ACTELION LTD REG SWP |
|
|
6,649 |
|
|
|
7,716 |
|
ACTIVE BIOTECH AB SWP BOA |
|
|
(285 |
) |
|
|
(93) |
|
ACTIVE BIOTECH AB SWP CS |
|
|
(230 |
) |
|
|
(91) |
|
ACTIVE BIOTECH AB SWP DB |
|
|
(804 |
) |
|
|
(11) |
|
ACTIVE BIOTECH AB SWP UBS |
|
|
(3,274 |
) |
|
|
(1,049) |
|
ACTIVE BIOTECH AB-BTA SWP BOA |
|
|
284 |
|
|
|
84 |
|
ACTIVE BIOTECH AB-BTA SWP CS |
|
|
240 |
|
|
|
86 |
|
ACTIVE BIOTECH AB-BTA SWP DB |
|
|
800 |
|
|
|
(8) |
|
ACTIVE BIOTECH AB-BTA SWP UBS |
|
|
3,274 |
|
|
|
929 |
|
ADIDAS AG CS SWP |
|
|
2,185 |
|
|
|
(6,995) |
|
ADMIRAL GROUP PLC SWP |
|
|
(2,564 |
) |
|
|
582 |
|
ADS GY 100 CALL 18DEC2015 |
|
|
54 |
|
|
|
1,111 |
|
ADS GY 2015 DEC 92 CALL 12/18/2015 |
|
|
76 |
|
|
|
2,621 |
|
ADS GY 2016 DEC 63 CALL 12/16/2016 |
|
|
31 |
|
|
|
18,663 |
|
ADS GY 2016 DEC 84 CALL 12/16/2016 |
|
|
15 |
|
|
|
2,559 |
|
ADT Apr15 33 PUT |
|
|
(54 |
) |
|
|
(6,426) |
|
AEGON NV SWP |
|
|
(19,995 |
) |
|
|
(2,503) |
|
AERCAP HLDGS SWP CS |
|
|
(2,416 |
) |
|
|
11,712 |
|
AFLAC INC USD SWP CS |
|
|
935 |
|
|
|
(84) |
|
AFLAC SWP CS SHT |
|
|
(935 |
) |
|
|
84 |
|
AFRICAN BANK INVESTMENTS LTD SWP CS |
|
|
(1,630 |
) |
|
|
|
|
48
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
AFRICAN BANK INVESTMENTS SWP BARC |
|
|
1,630 |
|
|
|
(400) |
|
AGGREKO PLC SWP |
|
|
(3,179 |
) |
|
|
3,512 |
|
AGRICULTURAL BANK OF CHINA SWP USD CS |
|
|
635,406 |
|
|
|
15,535 |
|
AGRICULTURAL BANK OF CHINA-H USD SWP CS SHORT |
|
|
(635,406 |
) |
|
|
(15,535) |
|
AIA GROUP LTD SWP DB |
|
|
(12,600 |
) |
|
|
(128) |
|
AIA GROUP LTD SWP USD CS |
|
|
8,737 |
|
|
|
727 |
|
AIA GROUP LTD USD SWP CS SHORT |
|
|
(8,737 |
) |
|
|
(727) |
|
AIR FRANCE SWP MS |
|
|
(4,890 |
) |
|
|
7,414 |
|
AIR FRANCE SWP SG |
|
|
(3,534 |
) |
|
|
5,358 |
|
AIR FRANCE-KLM 2.03% 15FEB2013 SWP CITI |
|
|
13,324 |
|
|
|
18,635 |
|
AIR FRANCE-KLM CITI SWP |
|
|
(9,031 |
) |
|
|
3,840 |
|
AIR FRANCE-KLM DFT 500 12/20/2019 CS |
|
|
47,080 |
|
|
|
(1,188) |
|
AIR FRANCE-KLM HSBC SWAP |
|
|
(4,075 |
) |
|
|
2,165 |
|
AIR FRANCE-KLM SWP |
|
|
(11,799 |
) |
|
|
(18,644) |
|
AIR FRANCE-KLM SWP BARC |
|
|
(5,379 |
) |
|
|
10,883 |
|
AIR FRANCE-KLM SWP JPM |
|
|
30,150 |
|
|
|
(7,260) |
|
AIR FRANCE-KLM SWP SEB |
|
|
(9,501 |
) |
|
|
(24,167) |
|
AIRBUS GROUP NV SWP |
|
|
(4,357 |
) |
|
|
(1,608) |
|
ALCATEL LUCENT DFT 500 03/20/2019 CITI |
|
|
118,000 |
|
|
|
(15,138) |
|
ALCATEL LUCENT DFT 500 03/20/2019 CS |
|
|
383,000 |
|
|
|
(49,133) |
|
ALCATEL LUCENT DFT 500 12/20/2019 CS |
|
|
400,000 |
|
|
|
(49,896) |
|
ALCATEL LUCENT DFT 500 12/20/2019 JPM |
|
|
24,000 |
|
|
|
(2,994) |
|
ALCATEL LUCENT DFT 500 12/20/2019 NOMURA |
|
|
228,000 |
|
|
|
(28,441) |
|
ALCATEL-LUCENT 0.125 01/30/20 SWP CITI |
|
|
96,100 |
|
|
|
64,911 |
|
ALCATEL-LUCENT 4.25 SWP CITI |
|
|
641,786 |
|
|
|
346,848 |
|
ALCATEL-LUCENT SWP |
|
|
160,125 |
|
|
|
13,825 |
|
ALCATEL-LUCENT SWP CITI |
|
|
(710,890 |
) |
|
|
(460,198) |
|
ALCATEL-LUCENT SWP CS |
|
|
(80,332 |
) |
|
|
(21,541) |
|
ALIBABA GROUP HOLDING SWP BOA |
|
|
(25,487 |
) |
|
|
(31,062) |
|
ALIBABA GROUP HOLDING SWP JEF |
|
|
(5,786 |
) |
|
|
45,034 |
|
ALIBABA GROUP HOLDING-SP ADR SWP CITI |
|
|
(1,946 |
) |
|
|
12,916 |
|
ALLIANZ SE-REG USD SWP CS |
|
|
591 |
|
|
|
(2,116) |
|
ALLIANZ SE-REG USD SWP CS SHORT |
|
|
(591 |
) |
|
|
2,116 |
|
ALPS ELECTRIC CO LTD CS JPY SWP |
|
|
(10,600 |
) |
|
|
(46,564) |
|
ALPS ELECTRIC CO LTD L+70 ASW 25MAR19 MIZ |
|
|
20,000,000 |
|
|
|
64,518 |
|
ALSTOM SWP |
|
|
39,323 |
|
|
|
(18,254) |
|
ALUFP 0% 01/19 SWP CITI |
|
|
313,040 |
|
|
|
185,563 |
|
AMERICAN AIRLINES GRP SWP CS |
|
|
41,463 |
|
|
|
1,616,308 |
|
AMERICAN FINANCIAL GROUP USD SWP CS |
|
|
657 |
|
|
|
197 |
|
AMERICAN FINANCIAL GRP SWP CS SHT |
|
|
(657 |
) |
|
|
(197) |
|
AMP LTD USD SWP CS |
|
|
3,663 |
|
|
|
105 |
|
AMP LTD USD SWP CS SHORT |
|
|
(3,663 |
) |
|
|
(105) |
|
AMR CORP SWP CS |
|
|
67,089 |
|
|
|
94,082 |
|
AMR CORP SWP DB |
|
|
30,885 |
|
|
|
42,975 |
|
AMTRUST FINANCIAL SERVICES SWP USD CS |
|
|
113 |
|
|
|
(64) |
|
AMTRUST FINANCIAL SWP CS SHT |
|
|
(113 |
) |
|
|
64 |
|
AMZN 2015 JAN 305 CALL 01/02/2015 |
|
|
10 |
|
|
|
5,750 |
|
ANA HOLDINGS INC DB JPY SWP |
|
|
(86,000 |
) |
|
|
(23,973) |
|
ANA HOLDINGS INC MS JPY SWP |
|
|
(57,000 |
) |
|
|
(12,233) |
|
ANA HOLDINGS INC SWP UBS |
|
|
(60,000 |
) |
|
|
(10,767) |
|
ANHEUSER-BUSCH INBEV NV SWP USD SG |
|
|
8,264 |
|
|
|
24,627 |
|
ANHEUSER-BUSCH INBEV NV USD SWP BARC |
|
|
16,210 |
|
|
|
48,306 |
|
ANHEUSER-BUSCH INBEV NV USD SWP BOA |
|
|
38,068 |
|
|
|
113,442 |
|
ANHUI CONCH CEMENT A USD SWP UBS |
|
|
25,300 |
|
|
|
20,975 |
|
ANHUI CONCH CEMENT CO LTD - H SWP UBS |
|
|
(4,500 |
) |
|
|
3,170 |
|
ANHUI CONCH CEMENT CO LTD HKD SWP BAR |
|
|
(19,500 |
) |
|
|
(2,234) |
|
ANHUI CONCH CEMENT CO LTD HKD SWP BOA |
|
|
(57,000 |
) |
|
|
(27,613) |
|
ANHUI CONCH CEMENT CO LTD HKD SWP CITI |
|
|
(10,500 |
) |
|
|
(2,431) |
|
ANHUI CONCH CEMENT CO LTD NOM HKD SWP |
|
|
(11,000 |
) |
|
|
8,435 |
|
ANHUI CONCH CEMENT CO LTD SWP BOA |
|
|
54,000 |
|
|
|
37,599 |
|
ANHUI CONCH CEMENT CO LTD SWP USD CITI |
|
|
38,000 |
|
|
|
34,295 |
|
ANHUI CONCH CEMENT CO USD SWP CS |
|
|
16,500 |
|
|
|
15,476 |
|
ANTERO RESOURCES CORP SWP UBS |
|
|
(2,406 |
) |
|
|
55,703 |
|
AO WORLD PLC |
|
|
72,070 |
|
|
|
(24,425) |
|
APC 2015 FEB 82.5 CALL 02/20/2015 |
|
|
49 |
|
|
|
24,868 |
|
APC Jan15 95 CALL |
|
|
(105 |
) |
|
|
(2,415) |
|
APC Jan15 97.50 CALL |
|
|
(78 |
) |
|
|
(1,092) |
|
APD 2015 JAN 150 CALL 01/17/2015 |
|
|
49 |
|
|
|
3,920 |
|
ARCELORMITTAL SWP |
|
|
(28,981 |
) |
|
|
429 |
|
ARCP 2015 JAN 9 CALL 01/17/2015 |
|
|
463 |
|
|
|
18,520 |
|
ARISTA NETWORKS INC SWP CS |
|
|
(1,972 |
) |
|
|
45,324 |
|
ARM 500 03/20/2016 BOA |
|
|
250,000 |
|
|
|
(13,809) |
|
ARM DFT 03/20/2019 500 CITI |
|
|
125,000 |
|
|
|
(14,940) |
|
ARM DFT 500 03/20/2016 BOA 4 |
|
|
50,000 |
|
|
|
(2,762) |
|
ARM DFT 500 03/20/2019 BARC |
|
|
100,000 |
|
|
|
(11,952) |
|
ARM DFT 500 03/20/2019 BOA 5 |
|
|
125,000 |
|
|
|
(14,940) |
|
ARMSTRONG WOLRD INDUSTRIES SWP UBS |
|
|
5,787 |
|
|
|
(23,886) |
|
ARMSTRONG WORLD INDUSTRIES SWP CS |
|
|
12,453 |
|
|
|
(43,122) |
|
ARMSTRONG WORLD INDUSTRIES SWP MS |
|
|
10,141 |
|
|
|
(43,765) |
|
ASAHI BREWERIES MS JPY SWP |
|
|
2,300 |
|
|
|
538 |
|
ASAHI BREWERIES UBS JPY SWP |
|
|
13,600 |
|
|
|
8,792 |
|
ASPS Apr15 45 PUT |
|
|
(51 |
) |
|
|
(70,635) |
|
ASTRA INTERNATIONAL TBK PT USD SWP BOA |
|
|
(11,000 |
) |
|
|
(374) |
|
ASTRA INTERNATIONAL TBK PT USD SWP DB |
|
|
(104,700 |
) |
|
|
(461) |
|
ASTRA INTERNATIONAL TBK PT USD SWP JPM |
|
|
(28,500 |
) |
|
|
523 |
|
ASTRA INTERNATIONAL TBK PT USD SWP MACQ |
|
|
(24,600 |
) |
|
|
(666) |
|
AT&T INC SWP BOA |
|
|
(17,275 |
) |
|
|
(15,021) |
|
AT&T INC SWP CS |
|
|
(9,829 |
) |
|
|
24,124 |
|
49
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
ATML 2015 JAN 8 CALL 01/17/2015 |
|
|
97 |
|
|
|
5,335 |
|
AUD/USD FWD 01-07-2015 |
|
|
40,817 |
|
|
|
514 |
|
AUDUSD CRNCY FUT MAR15 |
|
|
(3 |
) |
|
|
3,405 |
|
AUST 3YR BOND FUT MAR15 |
|
|
|
|
|
|
(116,857) |
|
AUST AND NZ BANKING GROUP USD SWP CS |
|
|
4,424 |
|
|
|
1,798 |
|
AUST AND NZ BANKING GROUP USD SWP CS SHORT |
|
|
(4,424 |
) |
|
|
(1,798) |
|
AUSTRALIAN DOLLAR SPOT |
|
|
(3,245 |
) |
|
|
(2,652) |
|
AUTONATION INC SWP CS |
|
|
2,399 |
|
|
|
16,408 |
|
AUTOZONE INC UBS |
|
|
(174 |
) |
|
|
(15,783) |
|
AVB DFT 100 03/20/2015 BARC |
|
|
500,000 |
|
|
|
(987) |
|
AVIVA PLC SWP |
|
|
262,256 |
|
|
|
(77,541) |
|
AVIVA PLC USD SWP CS |
|
|
1,631 |
|
|
|
(309) |
|
AVIVA PLC USD SWP CS SHORT |
|
|
(1,631 |
) |
|
|
309 |
|
AVP 2015 APR 12 CALL 04/17/2015 |
|
|
389 |
|
|
|
10,698 |
|
AVP 2015 APR 9 PUT 04/17/2015 |
|
|
191 |
|
|
|
15,758 |
|
AXA SA USD SWP CS |
|
|
7,708 |
|
|
|
(3,351) |
|
AXA SA USD SWP CS SHORT |
|
|
(7,708 |
) |
|
|
3,351 |
|
B&M EUROPEAN VALUE RETAIL SA |
|
|
168,550 |
|
|
|
15,670 |
|
B&M EUROPEAN VALUE RETAIL SA SWP |
|
|
136,589 |
|
|
|
780 |
|
BA 2015 FEB 120 PUT 02/20/2015 |
|
|
51 |
|
|
|
6,528 |
|
BA 2015 FEB 125 PUT 02/20/2015 |
|
|
51 |
|
|
|
12,011 |
|
BABA US 2015 JAN 99 PUT 01/17/2015 |
|
|
97 |
|
|
|
10,913 |
|
BABCOCK INTL GRP PLC SWP |
|
|
(6,847 |
) |
|
|
9,283 |
|
BAC 2016 JAN 20 CALL 01/15/2016 |
|
|
104 |
|
|
|
8,892 |
|
BAE SYSTEMS PLC SWP |
|
|
126,594 |
|
|
|
35,690 |
|
BALOISE HOLDING R USD SWP CS |
|
|
1,329 |
|
|
|
(1,815) |
|
BALOISE HOLDING R USD SWP CS SHORT |
|
|
(1,329 |
) |
|
|
1,815 |
|
BAML JP EXPORT BASKET JPY SWP BOA |
|
|
8 |
|
|
|
5,484 |
|
BANCO BILBAO VIZCAYA ARGENTARIA USD SWP CS |
|
|
19,203 |
|
|
|
(5,418) |
|
BANCO BILBAO VIZCAYA ARGENTARIA USD SWP CS SHORT |
|
|
(19,203 |
) |
|
|
5,418 |
|
BANCO BRADESCO S.A. SWP CITI USD |
|
|
(3,209 |
) |
|
|
4,221 |
|
BANCO BRADESCO S.A. SWP MS USD |
|
|
(5,157 |
) |
|
|
6,899 |
|
BANCO DE SABADELL SA SWP |
|
|
(61,765 |
) |
|
|
(1,027) |
|
BANCO ESPIRITO DFT 500 06/20/2015 JPM |
|
|
78,000 |
|
|
|
|
|
BANCO ESPIRITO DFT 500 06/20/2015 MS |
|
|
71,000 |
|
|
|
202 |
|
BANCO ESPIRITO DFT 500 12/20/2015 MS |
|
|
97,000 |
|
|
|
|
|
BANCO POPOLARE SPA USD SWP CS |
|
|
422 |
|
|
|
53 |
|
BANCO POPOLARE SPA USD SWP CS SHORT |
|
|
(422 |
) |
|
|
(53) |
|
BANCO SANTANDER SWP USD CS |
|
|
40,984 |
|
|
|
(9,535) |
|
BANCO SANTANDER SWP USD CS SHORT |
|
|
(40,984 |
) |
|
|
9,535 |
|
BANK NIFTY NSE JAN15 INR FUT SWP CITI (X25) |
|
|
(100 |
) |
|
|
(412) |
|
BANK NIFTY NSE JAN15 INR FUT SWP UBS (X25) |
|
|
(225 |
) |
|
|
(936) |
|
BANK OF AMERICA CORP-WRTS 01/16/19 |
|
|
(17,975 |
) |
|
|
(125,825) |
|
BANK OF AMERICA SWP CS SHT |
|
|
(47,536 |
) |
|
|
(12,835) |
|
BANK OF CHINA -A SHS CITI USD SWP |
|
|
198,000 |
|
|
|
33,380 |
|
BANK OF CHINA HKD SWP JPM |
|
|
153,000 |
|
|
|
(90) |
|
BANK OF CHINA LTD-A USD SWP BOA |
|
|
(6,200 |
) |
|
|
(624) |
|
BANK OF CHINA LTD-A USD SWP NOM |
|
|
(247,000 |
) |
|
|
(30,125) |
|
BANK OF CHINA LTD-A USD SWP UBS |
|
|
(86,495 |
) |
|
|
(7,512) |
|
BANK OF COMMUNICATION SWP UBS |
|
|
72,900 |
|
|
|
27,067 |
|
BANK OF COMMUNICATIONS CO USD CS |
|
|
141,404 |
|
|
|
8,010 |
|
BANK OF COMMUNICATIONS CO-A USD SWP MS |
|
|
418,000 |
|
|
|
36,913 |
|
BANK OF COMMUNICATIONS CO-H USD SWP CS SHORT |
|
|
(141,404 |
) |
|
|
(8,010) |
|
BANK OF IRELAND USD SWP CS |
|
|
(1,014,490 |
) |
|
|
5,851 |
|
BANK OF IRELAND-SPONS ADR SWP CS |
|
|
24,827 |
|
|
|
(13,127) |
|
BANK OF QUEENSLAND LTD SWP USD CSFB |
|
|
2,137 |
|
|
|
302 |
|
BANK OF QUEENSLAND LTD SWP USD CSFB SHORT |
|
|
(2,137 |
) |
|
|
(302) |
|
BANKAMERICA CORP SWP CSFB 1 |
|
|
47,536 |
|
|
|
12,835 |
|
BANKIA SA SWP |
|
|
(153,335 |
) |
|
|
7,489 |
|
BANKIA SA USD SWP CS |
|
|
11,980 |
|
|
|
(623) |
|
BANKIA SA USD SWP CS SHORT |
|
|
(11,980 |
) |
|
|
623 |
|
BARC LN 2015 FEB 250 CALL 02/20/2015 |
|
|
205 |
|
|
|
17,571 |
|
BARCLAYS PLC SWP |
|
|
603,896 |
|
|
|
109,101 |
|
BARCLAYS USD SWP CSFB |
|
|
12,023 |
|
|
|
938 |
|
BARCLAYS USD SWP CSFB SHORT |
|
|
(12,023 |
) |
|
|
(938) |
|
BASF SE SWP |
|
|
(11,211 |
) |
|
|
22,015 |
|
BAYER AG SWP |
|
|
2 |
|
|
|
9 |
|
BAYERISCHE MOTOREN WERKE AG SWP |
|
|
(5,518 |
) |
|
|
(9,399) |
|
BAYN GY 2015 MAR 110 CALL 03/20/2015 |
|
|
37 |
|
|
|
32,416 |
|
BB SEGURIDADE PARTICIPACOES USD SWP CS |
|
|
2,775 |
|
|
|
1,146 |
|
BB SEGURIDADE PARTICIPACOES USD SWP CS SHORT |
|
|
(2,775 |
) |
|
|
(1,146) |
|
BEIJING YANJING BREWERY JPM USD SWP |
|
|
12,200 |
|
|
|
1,372 |
|
BEIJING YANJING BREWERY UBS USD SWP |
|
|
33,100 |
|
|
|
4,031 |
|
BEIJING YANJING BREWERY USD SWP DB |
|
|
97,800 |
|
|
|
16,245 |
|
BEIJING YANJING BREWERY USD SWP SG |
|
|
81,000 |
|
|
|
12,012 |
|
BENDIGO AND ADELAIDE BANK USD SWP CS |
|
|
5,324 |
|
|
|
891 |
|
BENDIGO AND ADELAIDE BANK USD SWP CS SHORT |
|
|
(5,324 |
) |
|
|
(891) |
|
BENI STABILI SPA 3.375 01/17/2018 SWP CITI |
|
|
300,000 |
|
|
|
9,039 |
|
BENI STABILI SPA DFT 500 3/20/2018 BARC |
|
|
100,000 |
|
|
|
(14,903) |
|
BENI STABILI SPA DFT 500 3/20/2018 MS |
|
|
100,000 |
|
|
|
(14,903) |
|
BENI STABILI SPA SWP CITI |
|
|
(231,612 |
) |
|
|
(8,316) |
|
BERKSHIRE HATHAWAY CL B SWP CSFB |
|
|
2,550 |
|
|
|
(3,596) |
|
BERKSHIRE HATHAWAY-B SWP CS SHT |
|
|
(2,550 |
) |
|
|
3,596 |
|
BES FINANCE LTD 3 05/19/2015 CVB SWP CITI |
|
|
150,000 |
|
|
|
3,903 |
|
BES FINANCE LTD 3.5 12/06/2015 CVB SWP CITI |
|
|
500,000 |
|
|
|
4,574 |
|
BHARAT HVY ELECTRC JAN15 INR FUT SWAP (X1K) |
|
|
(18,000 |
) |
|
|
(879) |
|
BHARAT HVY ELECTRC JAN15 INR FUT SWP MS (X1K) |
|
|
(22,000 |
) |
|
|
(260) |
|
BHP BILLITON DFT 100 20SEP15 DB |
|
|
300,000 |
|
|
|
(1,953) |
|
50
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
BKS 2015 JAN 8 PUT 01/17/2015 |
|
|
350 |
|
|
|
875 |
|
BLND LN 2015 JUN 740 CALL 06/19/2015 BLCEAR |
|
|
13 |
|
|
|
11,041 |
|
BM&F BOVESPA SA SWP USD CS |
|
|
3,320 |
|
|
|
540 |
|
BM&F BOVESPA SA SWP USD CS SHORT |
|
|
(3,320 |
) |
|
|
(540) |
|
BNP PARIBAS USD SWP CSFB |
|
|
2,245 |
|
|
|
447 |
|
BNP PARIBAS USD SWP CSFB SHORT |
|
|
(2,245 |
) |
|
|
(447) |
|
BOC HONG KONG HLDGS SWP USD CS |
|
|
4,647 |
|
|
|
598 |
|
BOC HONG KONG HOLDINGS LTD USD SWP CS SHORT |
|
|
(4,647 |
) |
|
|
(598) |
|
BOLLORE SWP BARC |
|
|
(40,750 |
) |
|
|
3,454 |
|
BOLLORE SWP BOA |
|
|
(8,200 |
) |
|
|
(1,694) |
|
BOLLORE SWP CITI |
|
|
(3,260 |
) |
|
|
419 |
|
BOLLORE SWP JPM |
|
|
(16,200 |
) |
|
|
1,972 |
|
BOLLORE SWP MS |
|
|
(30,100 |
) |
|
|
(2,195) |
|
BOLLORE SWP SG |
|
|
(7,200 |
) |
|
|
1,399 |
|
BOLLORE SWP UBS |
|
|
(7,803 |
) |
|
|
1,752 |
|
BORA BORA RSRCES LTD FREE OPTIONS K=0.40 03/31/17 |
|
|
9,715 |
|
|
|
121 |
|
BOUYGUES SA SWP |
|
|
22,830 |
|
|
|
60,911 |
|
BP CURRENCY FUT MAR15 |
|
|
(10 |
) |
|
|
7,625 |
|
BPIM DFT 500 20MAR2015 JPM |
|
|
200,000 |
|
|
|
(2,387) |
|
BRAZIL REAL Forward |
|
|
1,418,357 |
|
|
|
6,015 |
|
BRENT CRUDE FUTR DEC15 |
|
|
|
|
|
|
(69,606) |
|
BRENT CRUDE FUTR DEC16 |
|
|
|
|
|
|
593 |
|
BRENT CRUDE FUTR FEB15 |
|
|
|
|
|
|
(9,503) |
|
BRENT CRUDE FUTR JUN15 |
|
|
|
|
|
|
(29,342) |
|
BRENT CRUDE FUTR JUN16 |
|
|
|
|
|
|
4,627 |
|
BRENT CRUDE FUTR MAR16 |
|
|
|
|
|
|
347,904 |
|
BRENT CRUDE FUTR SEP15 |
|
|
|
|
|
|
394,060 |
|
BRITISH AMERICAN TOBACCO PLC SWP |
|
|
(3,396 |
) |
|
|
7,930 |
|
BRITISH LAND CO SWP CSFB |
|
|
13,449 |
|
|
|
17,545 |
|
BRITISH POUNDS SPOT |
|
|
8,124 |
|
|
|
12,654 |
|
BURLINGTON STORES INC SWP MS |
|
|
(5,526 |
) |
|
|
(17,438) |
|
BURSON GROUP LTD AUD SWP UBS |
|
|
65,809 |
|
|
|
29,421 |
|
BUWOG SWP JPM |
|
|
(452 |
) |
|
|
(697) |
|
BZH 2015 JAN 22 CALL 01/17/2015 |
|
|
(4 |
) |
|
|
(20) |
|
BZH 2015 JAN 22 PUT 01/17/2015 |
|
|
4 |
|
|
|
1,040 |
|
BZH DFT 500 06/20/2018 JPM |
|
|
250,000 |
|
|
|
(17,348) |
|
CA IMMOBILIEN ANLAGEN AG SWP CS |
|
|
1,630 |
|
|
|
(254) |
|
CAC40 10 EURO FUT JAN15 |
|
|
(13 |
) |
|
|
(33,589) |
|
CAIXABANK 4.5 11/22/2016 SWP CITI |
|
|
1,000,000 |
|
|
|
(70,198) |
|
CAIXABANK DFT 100 12/20/2016 JPM |
|
|
100,000 |
|
|
|
(1,077) |
|
CAIXABANK SWP |
|
|
(52,680 |
) |
|
|
(3,369) |
|
CAN 10YR BOND FUT MAR15 |
|
|
|
|
|
|
(7,209) |
|
CANADIAN DOLLAR Forward |
|
|
2,650,000 |
|
|
|
(17,035) |
|
CANADIAN NATL RAILWAY CO SWP CS |
|
|
(5,719 |
) |
|
|
(86,225) |
|
CAPITAL ONE FINL CORP CSFB SWP USD |
|
|
668 |
|
|
|
80 |
|
CAPITAL ONE FINL SWP CS SHT |
|
|
(668 |
) |
|
|
(80) |
|
CARNIVAL CORP SWP CS |
|
|
(1,542 |
) |
|
|
(8,139) |
|
CATHAY FINANCIAL SWP USD MS |
|
|
(122,000 |
) |
|
|
17,523 |
|
CCI.N 2015 JAN 80 CALL 01/17/2015 |
|
|
39 |
|
|
|
3,218 |
|
CCL SWAP MS |
|
|
(1,571 |
) |
|
|
(8,835) |
|
CDS EUR 1.00000 1% 20 Dec 2019 |
|
|
2,600,000 |
|
|
|
(49,963) |
|
CDS EUR P F 1.00000 1% 20 Dec 2019 |
|
|
200,000 |
|
|
|
(5,585) |
|
CDS EUR P F 1.00000 1% 20 Mar 2020 |
|
|
200,000 |
|
|
|
(5,608) |
|
CDS EUR R V 03MEVENT 1% 20 Dec 2019 |
|
|
400,000 |
|
|
|
11,337 |
|
CDS USD P F .51000 0.51% 20 Mar 2018 |
|
|
254,000 |
|
|
|
(3,537) |
|
CDS USD P F .94000 0.94% 20 Jun 2017 |
|
|
363,000 |
|
|
|
(5,113) |
|
CDS USD P F 1.00000 1% 20 Sep 2015 |
|
|
102,000 |
|
|
|
(734) |
|
CDS USD P V 03MEVENT 1% 20 Jun 2019 |
|
|
800,000 |
|
|
|
(10,424) |
|
CDS USD P V 03MEVENT 1% 20 Mar 2019 |
|
|
3,500,000 |
|
|
|
(34,517) |
|
CDS USD P V 03MEVENT 1% 20 Sep 2019 |
|
|
200,000 |
|
|
|
(1,549) |
|
CDW CORP/DE SWP UBS |
|
|
(2,215 |
) |
|
|
(12,632) |
|
CDX NA HY SER 22 500 06/20/2019 ICE |
|
|
2,016,630 |
|
|
|
(137,383) |
|
CDX NA HY SER 23 500 12/20/2019 ICE |
|
|
760,000 |
|
|
|
(47,121) |
|
CDX.O P 1.00 IG23 5Y MAR15 1 PUT |
|
|
(2,400,000 |
) |
|
|
(1,740) |
|
CGG SWP BARC |
|
|
(408 |
) |
|
|
777 |
|
CGG SWP HSBC |
|
|
6,933 |
|
|
|
(18,941) |
|
CGG SWP JPM |
|
|
(1,223 |
) |
|
|
3,633 |
|
CGG SWP SG |
|
|
(5,302 |
) |
|
|
14,096 |
|
CHEUNG KONG HOLDINGS CITI HKD SWP |
|
|
(6,000 |
) |
|
|
4,505 |
|
CHEUNG KONG HOLDINGS HKD SWP BNP |
|
|
(2,000 |
) |
|
|
622 |
|
CHEUNG KONG HOLDINGS HKD SWP BOA |
|
|
(8,000 |
) |
|
|
5,283 |
|
CHEUNG KONG HOLDINGS HKD SWP DB |
|
|
(10,000 |
) |
|
|
(796) |
|
CHEUNG KONG HOLDINGS HKD SWP HSBC |
|
|
(4,000 |
) |
|
|
4,273 |
|
CHEUNG KONG HOLDINGS SWP JPM |
|
|
(10,000 |
) |
|
|
4,100 |
|
CHEUNG KONG HOLDINGS UBS HKD SWP |
|
|
(4,000 |
) |
|
|
(1,254) |
|
CHF/USD FWD 01-21-2015 LONG |
|
|
200,000 |
|
|
|
(2,755) |
|
CHF/USD FWD 01-21-2015 SHORT |
|
|
(204,048 |
) |
|
|
|
|
CHIAN EVERBRIGHT LTD SWP USD CS |
|
|
3,763 |
|
|
|
455 |
|
CHINA CITIC BANK CORP LTD SWP USD CS |
|
|
103,356 |
|
|
|
4,523 |
|
CHINA CITIC BANK CORP LTD-A USD SWP MS |
|
|
378,400 |
|
|
|
76,684 |
|
CHINA CITIC BANK CORP LTD-H USD SWP CS SHORT |
|
|
(103,356 |
) |
|
|
(4,523) |
|
CHINA CNR CORP HSBC USD SWP |
|
|
12,800 |
|
|
|
3,635 |
|
CHINA CNR CORP UBS USD SWP |
|
|
71,300 |
|
|
|
19,372 |
|
CHINA CONSTRUCTION BANK HKD SWP CS |
|
|
(88,000 |
) |
|
|
(4,747) |
|
CHINA CONSTRUCTION BANK HKD SWP DB |
|
|
(72,000 |
) |
|
|
(3,642) |
|
CHINA CONSTRUCTION BANK H-SHRS SWP USD CS |
|
|
633,382 |
|
|
|
20,366 |
|
CHINA CONSTRUCTION BANK-A USD SWP UBS |
|
|
(99,000 |
) |
|
|
(13,505) |
|
CHINA CONSTRUCTION BANK-H USD SWP CS SHORT |
|
|
(633,382 |
) |
|
|
(20,366) |
|
51
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
CHINA EVERBRIGHT BANK CO-A USD SWP CS |
|
|
228,300 |
|
|
|
56,606 |
|
CHINA EVERBRIGHT BANK CO-A USD SWP MS |
|
|
619,900 |
|
|
|
67,810 |
|
CHINA EVERBRIGHT BANK CO-A USD SWP SG |
|
|
3,000 |
|
|
|
905 |
|
CHINA EVERBRIGHT LTD USD SWP CS SHORT |
|
|
(3,763 |
) |
|
|
(455) |
|
CHINA HUISHAN DAIRY HOLDINGS HKD SWP BOA |
|
|
(757,000 |
) |
|
|
43,727 |
|
CHINA HUISHAN DAIRY HOLDINGS HKD SWP NOM |
|
|
(213,000 |
) |
|
|
9,783 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP BNP |
|
|
22,200 |
|
|
|
18,041 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP BOA |
|
|
32,100 |
|
|
|
28,337 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP CITI |
|
|
18,500 |
|
|
|
26,200 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP CS |
|
|
39,200 |
|
|
|
67,714 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP DB |
|
|
30,900 |
|
|
|
38,445 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP HSBC |
|
|
56,500 |
|
|
|
67,213 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP JPM |
|
|
42,400 |
|
|
|
31,586 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP MS |
|
|
14,400 |
|
|
|
12,245 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP SG |
|
|
3,300 |
|
|
|
3,061 |
|
CHINA INTERNATIONAL TRAVEL-A USD SWP UBS |
|
|
87,300 |
|
|
|
76,896 |
|
CHINA LIFE HKD SWP CS |
|
|
(71,000 |
) |
|
|
(30,604) |
|
CHINA LIFE INSURANCE CO-A USD SWP BOA |
|
|
(2,400 |
) |
|
|
(253) |
|
CHINA LIFE INSURANCE CO-A USD SWP MS |
|
|
(12,400 |
) |
|
|
(15,226) |
|
CHINA LIFE SWP HKD SWAP BOA |
|
|
(98,000 |
) |
|
|
(32,902) |
|
CHINA LIFE SWP HKD SWAP DB |
|
|
(113,000 |
) |
|
|
(56,725) |
|
CHINA LIFE SWP HKD SWAP JPM |
|
|
(39,000 |
) |
|
|
(18,611) |
|
CHINA LIFE SWP HKD SWAP NOMURA |
|
|
(27,000 |
) |
|
|
(14,879) |
|
CHINA MEDICAL TECH-SPON ADR SWP CS |
|
|
(9,062 |
) |
|
|
91 |
|
CHINA MENGNIU DAIRY CO HKD SWP BNP |
|
|
(47,000 |
) |
|
|
(8,173) |
|
CHINA MENGNIU DAIRY CO HKD SWP CS |
|
|
(33,000 |
) |
|
|
14,835 |
|
CHINA MENGNIU DAIRY CO HKD SWP DB |
|
|
(19,000 |
) |
|
|
2,540 |
|
CHINA MERCHANTS BANK - H SWAP BARC |
|
|
(31,000 |
) |
|
|
(16,167) |
|
CHINA MERCHANTS BANK - H SWAP BNP |
|
|
(26,000 |
) |
|
|
(20,383) |
|
CHINA MERCHANTS BANK - H SWP HKD HSBC |
|
|
(35,500 |
) |
|
|
(18,486) |
|
CHINA MERCHANTS BANK SWP DB |
|
|
(33,000 |
) |
|
|
(19,308) |
|
CHINA MERCHANTS BANK SWP USD CS |
|
|
65,030 |
|
|
|
17,258 |
|
CHINA MERCHANTS BANK - H USD SWP CS SHORT |
|
|
(65,030 |
) |
|
|
(17,258) |
|
CHINA MINSHENG BANKING - H-SHRS USD SWP CS SHORT |
|
|
(385,134 |
) |
|
|
(50,606) |
|
CHINA MINSHENG BANKING SWP USD CS |
|
|
385,134 |
|
|
|
50,606 |
|
CHINA MINSHENG BANKING-A USD SWP BOA |
|
|
(12,400 |
) |
|
|
(545) |
|
CHINA OVERSEAS LAND & INVEST HKD SWP BOA |
|
|
(11,100 |
) |
|
|
(1,079) |
|
CHINA OVERSEAS LAND & INVESTMENTS HSBC HKD SWP |
|
|
(148,000 |
) |
|
|
(34,852) |
|
CHINA PACIFIC INSURANCE GR-H USD SWP CS SHORT |
|
|
(21,756 |
) |
|
|
(13,455) |
|
CHINA PACIFIC INSURANCE GRP SWP USD CS |
|
|
21,756 |
|
|
|
13,455 |
|
CHINA PACIFIC INSURANCE USD SWP BOA |
|
|
14,200 |
|
|
|
36,410 |
|
CHINA PACIFIC INSURANCE USD SWP CS |
|
|
11,500 |
|
|
|
27,529 |
|
CHINA PACIFIC INSURANCE USD SWP HSBC |
|
|
200 |
|
|
|
469 |
|
CHINA PACIFIC INSURANCE USD SWP JPM |
|
|
20,200 |
|
|
|
43,732 |
|
CHINA PETROLEUM & CHEM ADR DB SWP USD EXP |
|
|
220 |
|
|
|
(1,378) |
|
CHINA PETROLEUM & CHEM ADR JPM SWP USD EXP |
|
|
5,201 |
|
|
|
(7,786) |
|
CHINA PETROLEUM & CHEMICAL JPM HKD SWP |
|
|
42,895 |
|
|
|
(876) |
|
CHINA PETROLEUM & CHEMICAL-A USD SWP BOA |
|
|
(7,600 |
) |
|
|
(220) |
|
CHINA PETROLEUM & CHEMICAL-A USD SWP UBS |
|
|
(35,000 |
) |
|
|
(7,405) |
|
CHINA RENMINBI Forward |
|
|
6,290,000 |
|
|
|
10,137 |
|
CHINA RESOURCES LAND LTD HKD SWP BOA |
|
|
(114,000 |
) |
|
|
(13,364) |
|
CHINA SHENHUA ENERGY CO - HKD SWP CITI |
|
|
(9,000 |
) |
|
|
(4,166) |
|
CHINA SHENHUA ENERGY CO - HKD SWP CS |
|
|
(33,500 |
) |
|
|
6,388 |
|
CHINA SHENHUA ENERGY CO - HKD SWP JPM |
|
|
(31,500 |
) |
|
|
(1,828) |
|
CHINA SHENHUA ENERGY CO - HKD SWP MACQ |
|
|
(16,500 |
) |
|
|
(1,065) |
|
CHINA SHENHUA ENERGY CO - HKD SWP UBS |
|
|
(12,000 |
) |
|
|
(177) |
|
CHINA SHENHUA ENERGY CO -A USD SWP DB |
|
|
41,400 |
|
|
|
23,179 |
|
CHINA SHENHUA ENERGY CO -A USD SWP JPM |
|
|
54,400 |
|
|
|
46,202 |
|
CHINA SHENHUA ENERGY CO -A USD SWP UBS |
|
|
3,700 |
|
|
|
2,882 |
|
CHINA SHENHUA ENERGY CO A-SHS SWP CS |
|
|
39,200 |
|
|
|
20,022 |
|
CHINA SHENHUA ENERGY CO SWP BOA |
|
|
28,400 |
|
|
|
27,013 |
|
CHINA SHENHUA ENERGY DB HKD SWP |
|
|
(35,500 |
) |
|
|
7,153 |
|
CHINA STEEL CORP |
|
|
(789,054 |
) |
|
|
2,656 |
|
CHINA UNICOM HONG KONG LTD HKD SWP BOA |
|
|
(204,000 |
) |
|
|
29,297 |
|
CHINA UNICOM HONG KONG LTD HKD SWP NOM |
|
|
(56,000 |
) |
|
|
5,734 |
|
CHINA VANKE CO LTD-A USD SWP BOA |
|
|
132,100 |
|
|
|
103,572 |
|
CHINA VANKE CO LTD-A USD SWP CITI |
|
|
46,600 |
|
|
|
45,827 |
|
CHINA VANKE CO LTD-A USD SWP CS |
|
|
95,300 |
|
|
|
55,792 |
|
CHINA VANKE CO LTD-A USD SWP DB |
|
|
195,300 |
|
|
|
150,364 |
|
CHINA VANKE CO LTD-A USD SWP MS |
|
|
75,800 |
|
|
|
51,662 |
|
CHINA VANKE CO LTD-A USD SWP SG |
|
|
44,100 |
|
|
|
29,725 |
|
CHINA VANKE CO LTD-A USD SWP UBS |
|
|
75,600 |
|
|
|
56,464 |
|
CHINA VANKE CO LTD-H HKD SWP SG |
|
|
(36,400 |
) |
|
|
(14,397) |
|
CHINA VANKE CO LTD-H SWP BOA |
|
|
(9,900 |
) |
|
|
(4,234) |
|
CIE FINANCIERE RICHEMONT SWP |
|
|
(1,620 |
) |
|
|
(13,726) |
|
CIEN 2015 JAN 20 CALL 01/17/2015 |
|
|
19 |
|
|
|
561 |
|
CIMB GROUP HOLDINGS BHD USD SWP CSFB |
|
|
2,947 |
|
|
|
(20) |
|
CIMB GROUP HOLDINGS BHD USD SWP CSFB SHORT |
|
|
(2,947 |
) |
|
|
20 |
|
CITIC SECURITIES CO LTD SWP USD CS |
|
|
98,312 |
|
|
|
5,033 |
|
CITIC SECURITIES CO LTD-H HKD SWP MS |
|
|
(40,500 |
) |
|
|
(5,807) |
|
CITIC SECURITIES CO LTD-H USD SWP CS SHORT |
|
|
(98,312 |
) |
|
|
(5,033) |
|
CITIC SECURITIES CO-A USD SWP BOA |
|
|
(4,900 |
) |
|
|
(96) |
|
CITIGROUP SWP CS |
|
|
3,256 |
|
|
|
326 |
|
CITIGROUP SWP CS SHT |
|
|
(3,256 |
) |
|
|
(326) |
|
CLP HOLDINGS LTD HKD SWP BOA |
|
|
(6,500 |
) |
|
|
(3,844) |
|
CLP HOLDINGS LTD HKD SWP HSBC |
|
|
(4,000 |
) |
|
|
(1,509) |
|
COAL INDIA LTD JAN15 INR FUT SWP BOA (X1K) |
|
|
(10,000 |
) |
|
|
923 |
|
COAL INDIA LTD JAN15 INR FUT SWP MACQ (X1K) |
|
|
(12,000 |
) |
|
|
1,802 |
|
52
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
COAL OF AFRICA LTD SWP |
|
|
756,454 |
|
|
|
(133,118) |
|
COAL OF AFRICA LTD SWP CSFB |
|
|
50,910 |
|
|
|
(57,578) |
|
COCHLEAR LTD |
|
|
(16,208 |
) |
|
|
(231,414) |
|
COCOA FUTURE MAR15 |
|
|
|
|
|
|
(5,963) |
|
COCOA FUTURE MAY15 |
|
|
|
|
|
|
(12,164) |
|
COCOA FUTURE - ICEMAR15 |
|
|
|
|
|
|
624 |
|
COFFEE C FTR OPTN MAR15 190 CALL |
|
|
(75,000 |
) |
|
|
(1,680) |
|
COM FWD JETNWECO 1Q15 |
|
|
3,000 |
|
|
|
(8,930) |
|
COM FWD NAPCO 1Q15 |
|
|
3,000 |
|
|
|
(3,234) |
|
COMMERZBANK AG USD SWP CS |
|
|
36,683 |
|
|
|
(2,366) |
|
COMMERZBANK AG USD SWP CS SHORT |
|
|
(36,683 |
) |
|
|
2,366 |
|
COMMSCOPE HOLDING CO INC SWP CS |
|
|
(3,158 |
) |
|
|
(2,480) |
|
CONSUMER STAPLES SPDR SWP BOA |
|
|
(34,443 |
) |
|
|
9,300 |
|
CONSUMER STAPLES SPDR SWP CSFB |
|
|
(16,031 |
) |
|
|
(73,559) |
|
COOKPAD INC DB JPY SWP |
|
|
5,600 |
|
|
|
12,145 |
|
COP 2015 JAN 77.5 CALL 01/17/2015 |
|
|
581 |
|
|
|
3,486 |
|
CORN FTR OPTN FEB15 435 CALL |
|
|
(65,000 |
) |
|
|
(975) |
|
CORN FTR OPTN MAR15 370 PUT |
|
|
(90,000 |
) |
|
|
(4,838) |
|
CORN FUTURE MAR15 |
|
|
|
|
|
|
(6,298) |
|
COSMO PHARMACEUTICALS SPA SWP BOA |
|
|
82 |
|
|
|
(176) |
|
COTTON NO.2 FUTR MAR15 |
|
|
|
|
|
|
(917) |
|
COUNTRYWIDE PLC |
|
|
79,965 |
|
|
|
(95,288) |
|
CP ALL PCL-NVDR USD SWP BOA |
|
|
(219,100 |
) |
|
|
30,324 |
|
CREDIT AGRICOLE SA USD SWP CSFB |
|
|
7,087 |
|
|
|
195 |
|
CREDIT AGRICOLE SA USD SWP CSFB SHORT |
|
|
(7,087 |
) |
|
|
(195) |
|
CROWN CASTLE INTL CORP SWP BOA |
|
|
2,400 |
|
|
|
7,728 |
|
CROWN CASTLE INTL CORP SWP CS |
|
|
7,920 |
|
|
|
23,398 |
|
CS PRIME RMBS 2010-1 DFT 07/20/2047 CS |
|
|
(258,742 |
) |
|
|
2,590 |
|
CSI 300 INDEX DB USD MKT INDEX SWP |
|
|
(3,314 |
) |
|
|
(753,915) |
|
CSOP FTSE CHINA A50 ETF-RMB QFII CREATION UBS HKD |
|
|
1,331,800 |
|
|
|
914,685 |
|
CSR CORP LTD CS HKD SWP |
|
|
(76,000 |
) |
|
|
(45,948) |
|
CSR CORP LTD DB HKD SWP |
|
|
(86,000 |
) |
|
|
(48,664) |
|
CTL SWAP CS USD |
|
|
3,296 |
|
|
|
(6,757) |
|
CTRP 2015 JAN 10 PUT 01/17/2015 |
|
|
289 |
|
|
|
723 |
|
CTRP 2015 JAN 8 PUT 01/17/2015 |
|
|
109 |
|
|
|
273 |
|
CTRP 2015 JUN 50 CALL 06/19/2015 |
|
|
169 |
|
|
|
76,050 |
|
CTRP 2016 JAN 20 PUT 01/15/2016 |
|
|
273 |
|
|
|
27,300 |
|
CTXS 2016 JAN 80 CALL 01/15/2016 |
|
|
38 |
|
|
|
9,880 |
|
CTXS 2016 JAN 90 CALL 01/15/2016 |
|
|
13 |
|
|
|
1,560 |
|
CVX.N 2015 JAN 120 CALL 01/17/2015 |
|
|
195 |
|
|
|
1,853 |
|
CX US 2015 JAN 4.63 PUT 01/17/2015 |
|
|
326 |
|
|
|
704 |
|
CX US 2016 JAN 4.81 PUT 01/15/2016 |
|
|
38 |
|
|
|
751 |
|
CY 2015 JAN 14 CALL 01/17/2015 |
|
|
396 |
|
|
|
24,750 |
|
CYS CHF R V 03MLIBOR 1% 15 Dec 2016 |
|
|
(21,891 |
) |
|
|
(39,762) |
|
CYS JPY R V 03MLIBOR 1% 10 Feb 2016 |
|
|
227,195,122 |
|
|
|
|
|
CYS USD P V 03MLIBOR 1% 15 Dec 2016 |
|
|
(32,836 |
) |
|
|
(59,618) |
|
CYS USD P V 03MLIBOR 1% 17 Jun 2017 |
|
|
(22,022 |
) |
|
|
(18,224) |
|
CYS USD P V 03MLIBOR 1% 17 Jun 2020 |
|
|
(2,228,328 |
) |
|
|
(460,607) |
|
CYS USD R V 03MLIBOR 1% 10 Feb 2016 |
|
|
(227,195,122 |
) |
|
|
880,632 |
|
D/S NORDEN SWP MS |
|
|
570 |
|
|
|
(1,173) |
|
D/S NORDEN SWP SEB |
|
|
(570 |
) |
|
|
1,173 |
|
DAEWOO SHIPBUILDING & MARINE USD SWP BOA |
|
|
410 |
|
|
|
(4,928) |
|
DAEWOO SHIPBUILDING & MARINE USD SWP DB |
|
|
1,109 |
|
|
|
(7,680) |
|
DAEWOO SHIPBUILDING & MARINE USD SWP JPM |
|
|
970 |
|
|
|
(16,766) |
|
DAEWOO SHIPBUILDING & MARINE USD SWP MS |
|
|
923 |
|
|
|
(13,408) |
|
DAI GY 2016 JUN 62 CALL 06/17/2016 |
|
|
40 |
|
|
|
48,694 |
|
DAI GY 2018 DEC 44 PUT 12/21/2018 |
|
|
50 |
|
|
|
27,106 |
|
DAIHATSU MOTOR BNP JPY SWP |
|
|
(10,100 |
) |
|
|
1,946 |
|
DAIHATSU MOTOR CS JPY SWP |
|
|
(5,500 |
) |
|
|
(3,087) |
|
DAIHATSU MOTOR SWP BOA |
|
|
(8,000 |
) |
|
|
1,931 |
|
DAIHATSU MOTOR SWP NOM |
|
|
(13,300 |
) |
|
|
384 |
|
DAI-ICHI LIFE INSURANCE USD SWP CS |
|
|
1,217 |
|
|
|
(274) |
|
DAI-ICHI LIFE INSURANCE USD SWP CS SHORT |
|
|
(1,217 |
) |
|
|
274 |
|
DAIMLER AG SWP |
|
|
(1,891 |
) |
|
|
(15,814) |
|
DAIMLER SWP CS |
|
|
(1,979 |
) |
|
|
(2,958) |
|
DAQIN RAILWAY CO LTD - A USD SWP BOA |
|
|
46,500 |
|
|
|
19,461 |
|
DAQIN RAILWAY CO LTD - A USD SWP CITI |
|
|
130,600 |
|
|
|
74,646 |
|
DAQIN RAILWAY CO LTD - A USD SWP CS |
|
|
174,987 |
|
|
|
100,213 |
|
DAQIN RAILWAY CO LTD - A USD SWP DB |
|
|
128,100 |
|
|
|
61,867 |
|
DAQIN RAILWAY CO LTD - A USD SWP MS |
|
|
105,000 |
|
|
|
57,729 |
|
DAQIN RAILWAY CO LTD - A USD SWP SG |
|
|
58,400 |
|
|
|
29,464 |
|
DAQIN RAILWAY CO LTD - A USD SWP UBS |
|
|
72,000 |
|
|
|
39,096 |
|
DAQIN RAILWAY CO LTD - A HSBC USD SWP |
|
|
66,900 |
|
|
|
32,934 |
|
DAUM KAKAO CORP BNP USD SWP |
|
|
(371 |
) |
|
|
6,609 |
|
DAUM KAKAO CORP DB USD SWP |
|
|
(213 |
) |
|
|
3,322 |
|
DAUM KAKAO CORP JPM USD SWP |
|
|
(127 |
) |
|
|
2,228 |
|
DAUM KAKAO CORP USD SWP |
|
|
(956 |
) |
|
|
9,567 |
|
DAUM KAKAO CORP USD SWP BOA |
|
|
(520 |
) |
|
|
14,014 |
|
DAUM KAKAO CORP USD SWP CS |
|
|
(1,736 |
) |
|
|
36,751 |
|
DAUM KAKAO CORP USD SWP MS |
|
|
(563 |
) |
|
|
16,817 |
|
DAUM KAKAO CORP USD SWP NOM |
|
|
(932 |
) |
|
|
31,219 |
|
DAUM KAKAO CORP USD SWP UBS |
|
|
(526 |
) |
|
|
18,563 |
|
DAX 2015 JAN 10200 CALL 01/16/2015 |
|
|
49 |
|
|
|
8,835 |
|
DAX 2015 JAN 9600 PUT 01/16/2015 |
|
|
15 |
|
|
|
8,322 |
|
DAX INDEX FUTURE MAR15 |
|
|
(5 |
) |
|
|
(54,716) |
|
DBS GROUP HOLDINGS LTD USD SWP CS |
|
|
875 |
|
|
|
367 |
|
DBS GROUP SWP USD CS SHT |
|
|
(875 |
) |
|
|
(367) |
|
DCP MIDSTREAM PARTNERS LP JPM SWAP |
|
|
(2,919 |
) |
|
|
14,036 |
|
53
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
DD 2015 JAN 74.5 CALL 01/17/2015 |
|
|
503 |
|
|
|
46,276 |
|
DELPHI AUTOMOTIVE PLC SWP CS |
|
|
1,070 |
|
|
|
14,648 |
|
DERWENT CAP JERSEY LTD 2.75 07/15/2016 SWP CITI |
|
|
400,000 |
|
|
|
29,698 |
|
DERWENT LONDON PLC CITI SWP |
|
|
(14,920 |
) |
|
|
(12,119) |
|
DERWENT LONDON PLC SWP CSFB |
|
|
(421 |
) |
|
|
(358) |
|
DEUTSCHE BANK AG-REGISTERED SWP |
|
|
(7,064 |
) |
|
|
932 |
|
DEUTSCHE LUFTHANSA-REG SWP |
|
|
(20,845 |
) |
|
|
(19,100) |
|
DEUTSCHE WOHNEN AG 0.5 20 SWP CITI |
|
|
100,000 |
|
|
|
19,404 |
|
DEUTSCHE WOHNEN AG 0.875 21 SWP CITI |
|
|
100,000 |
|
|
|
13,372 |
|
DEUTSCHE WOHNEN AG SWP CITI |
|
|
(5,426 |
) |
|
|
(7,393) |
|
DHR.N 2015 JAN 85 CALL 01/17/2015 |
|
|
204 |
|
|
|
34,680 |
|
DIRECT LINE INSURANCE GROUP SWP |
|
|
246,122 |
|
|
|
100,238 |
|
DISCOVER FINANCIAL SWP CSFB |
|
|
4,760 |
|
|
|
1,904 |
|
DISCOVER SWP CS SHT |
|
|
(4,760 |
) |
|
|
(1,904) |
|
DISH ECHOSTAR CORP-A SWP UBS |
|
|
44,359 |
|
|
|
418,468 |
|
DISH NETWORK CORP-A SWP CS |
|
|
31,134 |
|
|
|
295,558 |
|
DJ EURO STOXX AUTOMOBILES/ PARTS (PRX) IDX CS SWP |
|
|
(108 |
) |
|
|
(1,655) |
|
DJ EUROPE ST INSUR INDEX MS SWP |
|
|
(859 |
) |
|
|
(20,601) |
|
DJ EUROSTOXX 600 INDEX DB SWAP |
|
|
(715 |
) |
|
|
(10,702) |
|
DJ STOXX 600 BANK DB SWP EUR |
|
|
(464 |
) |
|
|
270 |
|
DJ STOXX 600 HEALTH DB SWP EUR |
|
|
(311 |
) |
|
|
(14,546) |
|
DJ STOXX 600 IGS JPM SWP EUR |
|
|
(69 |
) |
|
|
(1,886) |
|
DLF LIMITED MS USD SWP |
|
|
25,261 |
|
|
|
(21,928) |
|
DLF LIMITED USD SWP JPM |
|
|
2,513 |
|
|
|
(3,287) |
|
DLTR 2015 JAN 67.5 PUT 01/17/2015 |
|
|
40 |
|
|
|
2,000 |
|
DNB ASA SWP USD CS SHT |
|
|
(272 |
) |
|
|
86 |
|
DNB ASA USD SWP CSFB |
|
|
272 |
|
|
|
(86) |
|
DONGFENG MOTOR GRP CO LTD-HKD SWP DB |
|
|
(28,000 |
) |
|
|
407 |
|
DOV 2015 JAN 70 PUT 01/17/2015 |
|
|
64 |
|
|
|
5,440 |
|
DOW 2015 JAN 45 PUT 01/30/2015 |
|
|
117 |
|
|
|
14,859 |
|
DOW 2015 JAN 48 CALL 01/17/2015 |
|
|
195 |
|
|
|
4,388 |
|
DOW 2015 JAN 52.5 CALL 01/17/2015 |
|
|
193 |
|
|
|
193 |
|
DPW GY 2015 DEC 28 CALL 12/18/2015 |
|
|
300 |
|
|
|
64,801 |
|
DPW GY 2016 JUN 24 CALL 06/17/2016 |
|
|
112 |
|
|
|
54,348 |
|
DPW GY 2017 DEC 20 PUT 12/15/2017 |
|
|
45 |
|
|
|
10,836 |
|
DUFRY 2 06/18/15 SWP CS |
|
|
400,000 |
|
|
|
55,967 |
|
DUFRY AG-REG SWP CS |
|
|
(2,632 |
) |
|
|
(56,369) |
|
DYN.NEGY INC-CW17 K=40 10/02/17 |
|
|
65,473 |
|
|
|
271,386 |
|
EAST JAPAN RAILWAY CO BOA JPY SWP |
|
|
(1,000 |
) |
|
|
(3,669) |
|
EAST JAPAN RAILWAY CO JPY SWP JPM |
|
|
(1,000 |
) |
|
|
(2,525) |
|
EAST JAPAN RAILWAY CO JPY SWP NOM |
|
|
(900 |
) |
|
|
(2,186) |
|
EASYJET PLC SWP |
|
|
(8,993 |
) |
|
|
(5,116) |
|
ECOPETROL SA-SPONSORED ADR CS SWAP |
|
|
(1,852 |
) |
|
|
42,986 |
|
EDP-ENERGIAS DE PORTUGAL SA SWP CITI |
|
|
(6,687 |
) |
|
|
553 |
|
ELECTRA PRIVATE EQUITY 5 12/29/2017 SCU CITI |
|
|
181 |
|
|
|
45,067 |
|
ELECTRA PRIVATE EQUITY PLC SWP CITI |
|
|
(8,490 |
) |
|
|
(46,252) |
|
ENIRO AB SWP BARC |
|
|
(7,610 |
) |
|
|
4,836 |
|
ENIRO AB SWP BOA |
|
|
(884 |
) |
|
|
615 |
|
ENIRO AB SWP CITI |
|
|
(2,445 |
) |
|
|
1,324 |
|
ENIRO AB SWP HSBC |
|
|
8,689 |
|
|
|
(2,659) |
|
ENIRO AB SWP MS |
|
|
(5,704 |
) |
|
|
2,678 |
|
ENIRO AB SWP SEB |
|
|
(2,850 |
) |
|
|
316 |
|
ENIRO AB SWP SG |
|
|
10,804 |
|
|
|
(5,846) |
|
ENTERPRISE INNS PLC |
|
|
234,548 |
|
|
|
(48,168) |
|
EOP DFT 100 03/20/2017 CITI |
|
|
2,500,000 |
|
|
|
(46,103) |
|
EP ENERGY CORP-CL A SWP JPM |
|
|
(14,945 |
) |
|
|
151,427 |
|
EQR DFT 100 03/20/2015 JPM |
|
|
500,000 |
|
|
|
(899) |
|
ETFC 2015 APR 25 CALL 04/17/2015 |
|
|
97 |
|
|
|
13,629 |
|
ETFC Apr15 24 CALL |
|
|
(409 |
) |
|
|
(79,346) |
|
EUR FX 06/24/15 FWD (BRC) |
|
|
(6,450,000 |
) |
|
|
265,772 |
|
EUR FX 07/15/15 FWD (ERIC) -SC |
|
|
(200,000 |
) |
|
|
6,441 |
|
EUR FX 07/22/15 FWD (ESSM) -SC |
|
|
(1,670,000 |
) |
|
|
53,756 |
|
EUR FX 2/18/15 FWD (JA) |
|
|
(553,720 |
) |
|
|
86,419 |
|
EUR FX 2/19/15 FWD (JALC) |
|
|
(7,099,063 |
) |
|
|
921,679 |
|
EUR FX 4/22/15 FWD (BNLC) - MA |
|
|
(240,000 |
) |
|
|
20,853 |
|
EUR FX 4/23/15 FWD (BN) - MACR |
|
|
(550,000 |
) |
|
|
47,791 |
|
EUR FX 4/24/15 FWD (DNC) |
|
|
(375,000 |
) |
|
|
15,176 |
|
EUR FX 6/23/15 FWD (BCLC) |
|
|
(2,990,000 |
) |
|
|
115,558 |
|
EUR FX 6/25/15 FWD (BCBN) |
|
|
(3,560,000 |
) |
|
|
149,940 |
|
EURO BUXL 30Y BND MAR15 |
|
|
|
|
|
|
1,573 |
|
EURO FX CURR FUT MAR15 |
|
|
(47 |
) |
|
|
201,266 |
|
EURO MILL WHT OPT MAR15 185 CALL |
|
|
(300 |
) |
|
|
(6,556) |
|
EURO MILL WHT OPT MAR15 185 PUT |
|
|
(300 |
) |
|
|
(657) |
|
EURO-BOBL FUTURE MAR15 |
|
|
5 |
|
|
|
10,298 |
|
EURO-BUND FUTURE MAR15 |
|
|
|
|
|
|
678 |
|
EURO-OAT FUTURE MAR15 |
|
|
(1 |
) |
|
|
(194) |
|
EUROPEAN MONETARY UNIT Forward |
|
|
200,000 |
|
|
|
(3,096) |
|
EUROPEAN MONETARY UNIT SPOT |
|
|
2,701 |
|
|
|
3,268 |
|
EVK GR 2016 DEC 20 PUT 12/16/2016 |
|
|
143 |
|
|
|
20,592 |
|
EVONIK INDUSTRIES AG SWP |
|
|
(1,887 |
) |
|
|
(1,149) |
|
EXELON CORP 6.5 CVB PFD SWP BOA |
|
|
(2,627 |
) |
|
|
(5,333) |
|
EXELON CORP SWP BOA |
|
|
5,911 |
|
|
|
22,514 |
|
EXELON CORP SWP CITI |
|
|
55 |
|
|
|
277 |
|
EXOR SPA USD CS SWP |
|
|
1,066 |
|
|
|
(1,165) |
|
EXOR SPA USD CS SWP SHORT |
|
|
(1,066 |
) |
|
|
1,165 |
|
FANUC CORP USD SWP NOM |
|
|
(1,500 |
) |
|
|
13,343 |
|
FANUC LTD MACQ USD SWP |
|
|
(2,400 |
) |
|
|
15,978 |
|
FAST RETAILING MACQ USD SWP |
|
|
(2,700 |
) |
|
|
(16,518) |
|
54
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
FAST RETAILING NOMURA USD SWP |
|
|
(500 |
) |
|
|
(8,909) |
|
FB.N 2015 JAN 80 CALL 01/02/2015 |
|
|
49 |
|
|
|
221 |
|
FB.N 2015 JAN 80 CALL 01/17/2015 |
|
|
195 |
|
|
|
16,575 |
|
FEYE 2015 JAN 33.5 CALL 01/02/2015 |
|
|
49 |
|
|
|
245 |
|
FEYE 2015 JUN 35 CALL 06/19/2015 |
|
|
68 |
|
|
|
24,480 |
|
FEYE 2015 JUN 45 CALL 06/19/2015 |
|
|
(67 |
) |
|
|
(9,380) |
|
FIAT CHRYSLER AUTOMOBILES NV SWP CS |
|
|
68,242 |
|
|
|
27,297 |
|
FIAT CHRYSLER AUTOMOBILES NV SWP JPM |
|
|
35,350 |
|
|
|
11,978 |
|
FIAT CHRYSLER AUTOMOBILES NV SWP SG |
|
|
(35,350 |
) |
|
|
(11,978) |
|
FNF US 2015 JAN 32 CALL 01/17/2015 |
|
|
97 |
|
|
|
26,918 |
|
FOMENTO DE CONSTRUC Y CONTRA SWP |
|
|
82,128 |
|
|
|
83,505 |
|
FORTESCUE METALS GROUP LTD AUD SWP CS |
|
|
(32,052 |
) |
|
|
575 |
|
FORTESCUE METALS GROUP LTD AUD SWP JPM |
|
|
(29,189 |
) |
|
|
44,707 |
|
FRANKLIN RESOURCES INC USD SWP CS |
|
|
174 |
|
|
|
(230) |
|
FRANKLIN RESOURCES SWP CS SHT |
|
|
(174 |
) |
|
|
230 |
|
FRANSHION PROPERTIES CHINA HKD SWP JPM |
|
|
(66,000 |
) |
|
|
185 |
|
FREESCALE SEMICONDUCTOR LTD SWP BARC |
|
|
(3,892 |
) |
|
|
(2,239) |
|
FRESENIUS AG |
|
|
(3,659 |
) |
|
|
(7,162) |
|
FTSE 100 IDX FUT MAR15 |
|
|
(4 |
) |
|
|
(10,384) |
|
FTSE 250 INDEX CS SWAP |
|
|
(4 |
) |
|
|
(6,498) |
|
FTSE 250 INDEX SWP BOA |
|
|
(6 |
) |
|
|
(1,990) |
|
FTSE 250 INDEX UBS SWP |
|
|
(10 |
) |
|
|
(4,438) |
|
FTSE CHINA A50 JAN15 |
|
|
(194 |
) |
|
|
(245,998) |
|
FTSE CHINA A50 TR INDEX QFII CREATION UBS USD SWP |
|
|
(1,226 |
) |
|
|
(1,276,138) |
|
FTSE/MIB IDX FUT MAR15 |
|
|
(3 |
) |
|
|
(14,685) |
|
FUJI HEAVY INDUSTRIES USD SWP NOM |
|
|
(7,100 |
) |
|
|
(50,617) |
|
FUJITSU LTD DFT 100 20SEP17 CITI |
|
|
3,000,000 |
|
|
|
(341) |
|
G4S PLC SWP |
|
|
9,678 |
|
|
|
2,938 |
|
GABRIEL FINANCE LTD PART 2 11/26/2016 CVB SWP CITI |
|
|
500,000 |
|
|
|
1,837 |
|
GALAXY ENTERTAINMENT GROUP LTD HKD SWP BOA |
|
|
(11,000 |
) |
|
|
7,660 |
|
GALAXY ENTERTAINMENT GRP HSBC HKD SWP |
|
|
(25,000 |
) |
|
|
23,444 |
|
GALAXY ENTERTAINMENT GRP MACQ HKD SWP |
|
|
(22,000 |
) |
|
|
19,465 |
|
GALAXY ENTERTAINMENT GRP NOM HKD SWP |
|
|
(13,000 |
) |
|
|
6,147 |
|
GAMMON INDIA LTD USD SWP BOA |
|
|
37,799 |
|
|
|
(3,769) |
|
GAMMON INFRASTRUCTURE PROJECTS USD SWAP DB |
|
|
865,257 |
|
|
|
37,747 |
|
GASOLINE RBOB FUT APR15 |
|
|
|
|
|
|
159,523 |
|
GASOLINE RBOB FUT DEC15 |
|
|
|
|
|
|
(309,663) |
|
GASOLINE RBOB FUT MAR15 |
|
|
|
|
|
|
(148,973) |
|
GBP CALL/USD PUT 03/06/2015 K=1.69 OTC BOA |
|
|
1,420,000 |
|
|
|
142 |
|
GBP FX 02/18/15 FWD (JA) |
|
|
(319,610 |
) |
|
|
25,486 |
|
GBP FX 02/19/15 FWD (JALC) |
|
|
(2,212,121 |
) |
|
|
141,020 |
|
GBP/USD FWD 01-15-2015 FORWARD |
|
|
(624,360 |
) |
|
|
|
|
GBP/USD FWD 01-15-2015 LONG |
|
|
400,000 |
|
|
|
(1,097) |
|
GCCFC 2005-GG5 G DFT 110 04/10/2037 MS |
|
|
1,000,000 |
|
|
|
935,661 |
|
GECINA S.A. 2.125% 01/16 SWP CITI |
|
|
5,242 |
|
|
|
132 |
|
GECINA SWP CITI |
|
|
(5,511 |
) |
|
|
4,231 |
|
GEMALTO |
|
|
(7,903 |
) |
|
|
26,777 |
|
GEMALTO HSBC SWP |
|
|
3,536 |
|
|
|
26,604 |
|
GEMALTO SWP SG |
|
|
(3,536 |
) |
|
|
25,117 |
|
GENCO SHIPPING & TRADI-CW21 |
|
|
4,366 |
|
|
|
7,422 |
|
GILD 2015 JAN 90 CALL 01/02/2015 |
|
|
40 |
|
|
|
18,000 |
|
GILD Mar15 95 PUT |
|
|
(54 |
) |
|
|
(36,720) |
|
GOLAR LNG LTD SWP CS |
|
|
(374 |
) |
|
|
9,482 |
|
GOLD 100 OZ FTR OPTN FEB15 1250 CALL |
|
|
(200 |
) |
|
|
(700) |
|
GOLD 100 OZ FTR OPTN MAR15 1250 CALL |
|
|
(100 |
) |
|
|
(970) |
|
GOLD 100 OZ FUTR FEB15 |
|
|
|
|
|
|
2,301 |
|
GOOGL 2015 JAN 540 CALL 01/09/2015 |
|
|
10 |
|
|
|
3,025 |
|
GOOGL 2015 JAN 540 CALL 01/30/2015 |
|
|
5 |
|
|
|
6,500 |
|
GPM STUB SWP DB ESCROW |
|
|
39,428 |
|
|
|
|
|
GREE INC DB JPY SWP - LONG |
|
|
7,200 |
|
|
|
(6,486) |
|
GREE INC JPY SWP CS |
|
|
(6,300 |
) |
|
|
7,009 |
|
GREE INC JPY SWP MACQ LONG |
|
|
3,700 |
|
|
|
(3,827) |
|
GREE INC NOM JPY SWP |
|
|
(4,600 |
) |
|
|
1,957 |
|
GROUPE BRUXELLES LAMBERT SA SWP CS |
|
|
646 |
|
|
|
(485) |
|
GRUB 2015 JAN 40 CALL 01/17/2015 |
|
|
97 |
|
|
|
4,123 |
|
GRUB 2015 MAR 35 CALL 03/20/2015 |
|
|
49 |
|
|
|
19,600 |
|
GTECH SPA CS SWP |
|
|
(726 |
) |
|
|
(383) |
|
GTECH SPA RTS SWP BARC |
|
|
(3,980 |
) |
|
|
|
|
GTECH SPA RTS SWP CS |
|
|
(10,864 |
) |
|
|
|
|
GTECH SPA RTS SWP JPM |
|
|
6,254 |
|
|
|
|
|
GTECH SPA RTS SWP MS |
|
|
(2,274 |
) |
|
|
|
|
GTECH SPA SWP |
|
|
35,371 |
|
|
|
44,940 |
|
GTECH SPA SWP BARC |
|
|
(3,980 |
) |
|
|
(1,711) |
|
GTECH SPA SWP CITI |
|
|
(3,416 |
) |
|
|
(2,026) |
|
GTECH SPA SWP JPM |
|
|
6,254 |
|
|
|
3,571 |
|
GTECH SPA SWP MS |
|
|
1,142 |
|
|
|
140 |
|
GULF KEYSTONE PETROLEUM LTD SWP BARC |
|
|
16,236 |
|
|
|
(21,008) |
|
GULF KEYSTONE PETROLEUM LTD SWP BOA |
|
|
(4,382 |
) |
|
|
1,622 |
|
GULF KEYSTONE PETROLEUM LTD SWP CITI |
|
|
(5,782 |
) |
|
|
2,410 |
|
GULF KEYSTONE PETROLEUM LTD SWP DB |
|
|
(10,860 |
) |
|
|
3,554 |
|
GULF KEYSTONE PETROLEUM LTD SWP JPM SHORT |
|
|
(8,002 |
) |
|
|
2,962 |
|
GULF KEYSTONE PETROLEUM LTD SWP SG |
|
|
5,782 |
|
|
|
(2,410) |
|
GULF KEYSTONE PETROLEUM LTD SWP UBS |
|
|
(3,852 |
) |
|
|
1,426 |
|
GULF KEYSTONE PETROLEUM SWP BNP |
|
|
10,860 |
|
|
|
(3,554) |
|
GULF MARINE SERVICES SWP |
|
|
(73,075 |
) |
|
|
35,424 |
|
HAITONG SECURITIES CO LTD-A USD SWP UBS |
|
|
(34,600 |
) |
|
|
(14,521) |
|
HAITONG SECURITIES CO LTD-H HKD SWP |
|
|
(64,400 |
) |
|
|
(5,202) |
|
HAITONG SECURITIES CO LTD-H HKD SWP BAR |
|
|
(40,400 |
) |
|
|
(19,519) |
|
55
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
HAITONG SECURITIES CO LTD-H HKD SWP CS |
|
|
(180,800 |
) |
|
|
(13,097) |
|
HAITONG SECURITIES CO LTD-H HKD SWP DB |
|
|
(17,200 |
) |
|
|
(15,104) |
|
HAITONG SECURITIES CO LTD-H HKD SWP JPM |
|
|
(18,800 |
) |
|
|
1,039 |
|
HAITONG SECURITIES CO LTD-H HKD SWP MACQ |
|
|
(13,600 |
) |
|
|
706 |
|
HAITONG SECURITIES CO LTD-H HKD SWP NOM |
|
|
(23,600 |
) |
|
|
(19,214) |
|
HAL 2015 JAN 40 CALL 01/17/2015 |
|
|
(280 |
) |
|
|
(25,480) |
|
HAL 2015 JAN 40 PUT 01/17/2015 |
|
|
280 |
|
|
|
43,820 |
|
HANERGY THIN FILM POWER GROUP BOA HKD SWP |
|
|
(112,000 |
) |
|
|
(1,040) |
|
HANERGY THIN FILM POWER GROUP UBS HKD SWP |
|
|
(58,000 |
) |
|
|
(129) |
|
HANG SENG IDX FUT JAN15 |
|
|
(5 |
) |
|
|
(7,382) |
|
HANG SENG PROPERTY INDX HKD SWP BOA |
|
|
(81 |
) |
|
|
(5,513) |
|
HANG SENG PROPERTY INDX HKD SWP JPM |
|
|
(38 |
) |
|
|
(2,759) |
|
HANNOVER RUECKVERSICHERU-REG SWP |
|
|
(1,490 |
) |
|
|
(13,037) |
|
HAR 2015 JAN 105 PUT 01/17/2015 |
|
|
39 |
|
|
|
6,338 |
|
HASBRO INC SWP BOA |
|
|
(4,394 |
) |
|
|
(703) |
|
HAVAS SA SWP BARC |
|
|
23,064 |
|
|
|
2,439 |
|
HAVAS SA SWP BOA |
|
|
4,528 |
|
|
|
2,878 |
|
HAVAS SA SWP CITI |
|
|
1,811 |
|
|
|
(230) |
|
HAVAS SA SWP JPM |
|
|
9,055 |
|
|
|
743 |
|
HAVAS SA SWP MS |
|
|
16,289 |
|
|
|
6,962 |
|
HAVAS SA SWP SG |
|
|
4,057 |
|
|
|
(42) |
|
HAVAS SA SWP UBS |
|
|
4,331 |
|
|
|
(626) |
|
HCA HOLDINGS INC SWP CS |
|
|
(5,800 |
) |
|
|
(26,901) |
|
HCA HOLDINGS INC SWP MS |
|
|
(607 |
) |
|
|
(2,383) |
|
HD HOLDING SUPPLY COMPANY SWP UBS |
|
|
(2,292 |
) |
|
|
(4,393) |
|
HD SUPPLY SWP CS |
|
|
(5,089 |
) |
|
|
(5,195) |
|
HDFC BANK LIMITED JAN15 INR FUT SWP BOA (X250) |
|
|
1,500 |
|
|
|
(379) |
|
HDFC BANK LIMITED JAN15 INR FUT SWP CITI (X250) |
|
|
10,250 |
|
|
|
479 |
|
HDFC BANK LIMITED JAN15 INR FUT SWP JPM (X250) |
|
|
1,250 |
|
|
|
84 |
|
HDFC BANK LIMITED JAN15 INR FUT SWP NOM (X250) |
|
|
3,500 |
|
|
|
(428) |
|
HDFC BANK LTD - FOREIGN SHRS USD JPM SWP |
|
|
12,924 |
|
|
|
50,434 |
|
HEALTH CARE SELECT SECTOR SPDR SWP DB |
|
|
(60,878 |
) |
|
|
(137,496) |
|
HEALTH CARE SELECT SECTOR SWP BOA |
|
|
(10,371 |
) |
|
|
14,395 |
|
HEALTH CARE SELECT SECTOR SWP JPM |
|
|
(721 |
) |
|
|
(4,714) |
|
HELLENIC FINANCIAL STAB-CW17 07/02/16 |
|
|
86,047 |
|
|
|
19,159 |
|
HIMX 2015 JAN 8 CALL 01/17/2015 |
|
|
97 |
|
|
|
4,608 |
|
HINDALCO INDUSTRIES LTD USD SWP BOA |
|
|
144,497 |
|
|
|
(12,909) |
|
HINDALCO INDUSTRIES LTD USD SWP UBS |
|
|
109,106 |
|
|
|
(31,648) |
|
HINDUSTAN UNILEVER JAN15 INR FUT SWP JPM (X500) |
|
|
(3,500 |
) |
|
|
268 |
|
HINO MOTORS LTD USD SWP NOM |
|
|
(13,500 |
) |
|
|
9,832 |
|
HKD/USD FWD 01-08-2015 LONG |
|
|
20,500,000 |
|
|
|
281 |
|
HKD/USD FWD 01-08-2015 SHORT |
|
|
(2,642,885 |
) |
|
|
|
|
HKD/USD FWD 01-15-2015 LONG |
|
|
68,000,000 |
|
|
|
(4,386) |
|
HKD/USD FWD 01-15-2015 SHORT |
|
|
(8,771,589 |
) |
|
|
|
|
HON HAI PRECISION INDUSTRY USD SWAP MS |
|
|
(62,000 |
) |
|
|
27,092 |
|
HONDA MOTOR BOA JPY SWP |
|
|
(4,000 |
) |
|
|
4,400 |
|
HONDA MOTOR UBS JPY SWP |
|
|
(7,000 |
) |
|
|
(785) |
|
HONG KONG DOLLAR SPOT |
|
|
1,066 |
|
|
|
137 |
|
HONG KONG EXCHANGES & CLEAR HKD SWAP HSBC |
|
|
(3,300 |
) |
|
|
(4,001) |
|
HONG KONG EXCHANGES & CLEAR LTD USD SWP CS SHORT |
|
|
(32,430 |
) |
|
|
(4,108) |
|
HONG KONG EXCHANGES LTD SWP USD CS |
|
|
32,430 |
|
|
|
4,108 |
|
HOST HOTELS & RESORTS INC CS SWP USD |
|
|
740 |
|
|
|
6,987 |
|
HOTEL SHILLA CO LTD USD SWP CS |
|
|
2,497 |
|
|
|
(6,402) |
|
HOTEL SHILLA CO LTD USD SWP MS |
|
|
4,153 |
|
|
|
(7,910) |
|
HOTEL SHILLA CO LTD USD SWP UBS |
|
|
846 |
|
|
|
(4,519) |
|
HOUSING DEVELOP FINANCE USD SWP BOA |
|
|
4,151 |
|
|
|
(957) |
|
HOUSING DEVELOP FINANCE USD SWP JPM |
|
|
9,387 |
|
|
|
17,587 |
|
HOUSING DEVELOP FINANCE USD SWP MS |
|
|
4,532 |
|
|
|
5,238 |
|
HOUSING DEVELOP FINANCE USD SWP NOM |
|
|
1,239 |
|
|
|
2,444 |
|
HOUSING DEVLOP FINANCE USD SWP CITI |
|
|
6,359 |
|
|
|
4,891 |
|
HOUSING DVLPMENT & INFRA CITI USD SWP |
|
|
47,053 |
|
|
|
(22,694) |
|
HOUSING DVLPMNT & INFRA SCB USD SWP |
|
|
44,153 |
|
|
|
(28,145) |
|
HOUSING DVLPMNT & INFRA USD SWP JPM |
|
|
49,561 |
|
|
|
(20,996) |
|
HOUSING DVLPMNT & INFRA USD SWP NOM |
|
|
44,035 |
|
|
|
(29,079) |
|
HOV 2015 JAN 5 CALL 01/17/2015 |
|
|
(131 |
) |
|
|
(328) |
|
HOV 2016 JAN 5 CALL 01/15/2016 |
|
|
(92 |
) |
|
|
(4,370) |
|
HOV DFT 500 12/20/2017 BARC |
|
|
350,000 |
|
|
|
(11,456) |
|
HSBC HOLDINGS PLC USD CSFB SWP |
|
|
21,137 |
|
|
|
(305) |
|
HSBC HOLDINGS PLC USD CSFB SWP SHORT |
|
|
(21,137 |
) |
|
|
305 |
|
HSCEI STRANGLE K=10800 CALL 29JUN15 BNP |
|
|
1,000 |
|
|
|
172,616 |
|
HSCEI STRANGLE K=8800 PUT 29JUN15 BNP |
|
|
1,000 |
|
|
|
7,815 |
|
H-SHARES IDX FUT JAN15 |
|
|
(26 |
) |
|
|
(37,479) |
|
HST 2015 JAN 13 PUT 01/17/2015 |
|
|
(84 |
) |
|
|
(420) |
|
HST DFT 500 12/20/2015 UBS |
|
|
500,000 |
|
|
|
(23,966) |
|
HTZ.N 2015 JAN 21 PUT 01/17/2015 |
|
|
145 |
|
|
|
1,088 |
|
HTZ.N 2015 JAN 25 CALL 01/17/2015 |
|
|
275 |
|
|
|
26,125 |
|
HUANENG POWER INTL BNP HKD SWP |
|
|
(50,000 |
) |
|
|
(9,688) |
|
HUANENG POWER INTL BOA HKD SWP |
|
|
10,000 |
|
|
|
(805) |
|
HUANENG POWER INTL HKD SWP SG |
|
|
(8,000 |
) |
|
|
(1,555) |
|
HUANENG POWER INTL HSBC HKD SWP |
|
|
(150,000 |
) |
|
|
(23,344) |
|
HUANENG POWER INTL INC USD SWP SG |
|
|
9,900 |
|
|
|
3,614 |
|
HUANENG POWER INTL NOM HKD SWP |
|
|
(12,000 |
) |
|
|
(2,395) |
|
HYATT HOTELS CORP SWP JPM |
|
|
(714 |
) |
|
|
(1,021) |
|
HYNIX DFT 100 20JUN15 BOA |
|
|
800,000 |
|
|
|
(574) |
|
HYNIX DFT 100 20JUN15 CS |
|
|
200,000 |
|
|
|
(143) |
|
HYNIX DFT 20JUN15 500 NOM |
|
|
100,000 |
|
|
|
(1,985) |
|
HYNIX SEMI DFT 100 20JUN15 BOA/ML |
|
|
200,000 |
|
|
|
(143) |
|
IBEX 35 INDX FUTR JAN15 |
|
|
(8 |
) |
|
|
(19,569) |
|
56
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
IHH HEALTHCARE BHD SGD SWP DB |
|
|
(141,500 |
) |
|
|
3,145 |
|
ILMN 2015 JAN 180 CALL 01/17/2015 |
|
|
4 |
|
|
|
4,000 |
|
IMM EURO$ FUT OPT DEC15C 99.38 |
|
|
1,100 |
|
|
|
233,750 |
|
IMM EURO$ FUT OPT DEC15C 99.63 |
|
|
(2,200 |
) |
|
|
(151,250) |
|
IMM EURO$ FUT OPT DEC15C 99.75 |
|
|
1,100 |
|
|
|
27,500 |
|
IMM EURO$ FUT OPT JUN15P 99.25 |
|
|
1,926 |
|
|
|
72,225 |
|
IMM EURO$ FUT OPT JUN15P 99.38 |
|
|
(3,851 |
) |
|
|
(264,756) |
|
IMM EURO$ FUT OPT JUN15P 99.63 |
|
|
1,926 |
|
|
|
529,650 |
|
IMMOFINANZ AG 4.25 3/08/18 CVB UNITS SWP JPM |
|
|
20,904 |
|
|
|
(4,806) |
|
IMMOFINANZ AG SWP JPM |
|
|
(15,831 |
) |
|
|
5,627 |
|
IMPERIAL TOBACCO GROUP PLC SWAP |
|
|
21,268 |
|
|
|
60,652 |
|
IND & COMM BK OF CHINA CITI HKD SWP |
|
|
(300,000 |
) |
|
|
(27,719) |
|
IND & COMM BK OF CHINA HKD SWP BNP |
|
|
(532,000 |
) |
|
|
(43,458) |
|
IND & COMM BK OF CHINA HKD SWP BOA |
|
|
(4,159,000 |
) |
|
|
(274,029) |
|
IND & COMM BK OF CHINA HKD SWP CS |
|
|
(753,000 |
) |
|
|
(42,458) |
|
IND & COMM BK OF CHINA HKD SWP DB |
|
|
(483,000 |
) |
|
|
(32,954) |
|
IND & COMM BK OF CHINA HKD SWP JPM |
|
|
(1,207,000 |
) |
|
|
(87,463) |
|
IND & COMM BK OF CHINA HKD SWP MS |
|
|
(88,000 |
) |
|
|
(4,408) |
|
IND & COMM BK OF CHINA UBS HKD SWP |
|
|
(1,218,000 |
) |
|
|
(119,729) |
|
IND & COMM BK OF CHINA-A SWP USD BNP EXP |
|
|
1,371,560 |
|
|
|
263,952 |
|
IND & COMM BK OF CHINA-A SWP USD BOA EXP |
|
|
260,856 |
|
|
|
39,090 |
|
IND & COMM BK OF CHINA-A SWP USD CIT EXP |
|
|
321,101 |
|
|
|
83,741 |
|
IND & COMM BK OF CHINA-A SWP USD CS EXP |
|
|
1,273,089 |
|
|
|
233,048 |
|
IND & COMM BK OF CHINA-A SWP USD DB EXP |
|
|
1,173,089 |
|
|
|
242,128 |
|
IND & COMM BK OF CHINA-A SWP USD JPM QFI EXP |
|
|
1,025,076 |
|
|
|
122,637 |
|
IND & COMM BK OF CHINA-A SWP USD JPM RQFI EXP |
|
|
1,789,602 |
|
|
|
302,857 |
|
IND & COMM BK OF CHINA-A SWP USD MS EXP |
|
|
308,869 |
|
|
|
62,587 |
|
IND & COMM BK OF CHINA-A SWP USD UBS EXP |
|
|
1,371,865 |
|
|
|
265,275 |
|
IND & COMM BK OF CHINA-A USD SWP BOA |
|
|
(25,000 |
) |
|
|
(671) |
|
IND & COMM BK OF CHINA-A USD SWP MS |
|
|
(50,000 |
) |
|
|
(815) |
|
IND & COMM BK OF CHINA-A USD SWP UBS |
|
|
(71,000 |
) |
|
|
(1,914) |
|
INDIABULLS REAL ESTATE USD SWP BNP |
|
|
31,241 |
|
|
|
(16,998) |
|
INDIABULLS REAL ESTATE USD SWP CITI |
|
|
22,558 |
|
|
|
206 |
|
INDIVIOR PLC SWP |
|
|
(38,948 |
) |
|
|
244 |
|
INDUSIND BANK LTD-FOREIGN BOA USD SWP |
|
|
4,158 |
|
|
|
14,741 |
|
INDUSIND BANK LTD-FOREIGN CITI USD SWP |
|
|
21,168 |
|
|
|
80,040 |
|
INDUSTRIAL BANK OF KOREA USD SWP CS |
|
|
330 |
|
|
|
(117) |
|
INDUSTRIAL BANK OF KOREA USD SWP CS SHORT |
|
|
(330 |
) |
|
|
117 |
|
INFRAESTRUCTURA ENERGETICA NOVA SWP BOA |
|
|
(24,696 |
) |
|
|
(29,441) |
|
INFRASTRUCTURE DEV JAN15 INR FUT SWP CS (X2K) |
|
|
(34,000 |
) |
|
|
(478) |
|
INFRASTRUCTURE DEV JAN15 INR FUT SWP JPM (X2K) |
|
|
(2,000 |
) |
|
|
(24) |
|
ING GROEP NV SWP |
|
|
126,906 |
|
|
|
(44,588) |
|
ING GROEP NV-CVA USD SWP CSFB |
|
|
14,678 |
|
|
|
(1,143) |
|
ING GROEP NV-CVA USD SWP CSFB SHORT |
|
|
(14,678 |
) |
|
|
1,143 |
|
INNER MONGOLIA YILI INDUS-A USD SWP BNP |
|
|
48,200 |
|
|
|
20,254 |
|
INNER MONGOLIA YILI INDUS-A USD SWP BOA |
|
|
64,250 |
|
|
|
28,562 |
|
INNER MONGOLIA YILI INDUS-A USD SWP CITI |
|
|
64,500 |
|
|
|
19,280 |
|
INNER MONGOLIA YILI INDUS-A USD SWP CS |
|
|
62,800 |
|
|
|
40,960 |
|
INNER MONGOLIA YILI INDUS-A USD SWP DB |
|
|
17,100 |
|
|
|
6,423 |
|
INNER MONGOLIA YILI INDUS-A USD SWP HSBC |
|
|
79,300 |
|
|
|
42,228 |
|
INNER MONGOLIA YILI INDUS-A USD SWP JPM |
|
|
64,250 |
|
|
|
31,000 |
|
INNER MONGOLIA YILI INDUS-A USD SWP MS |
|
|
48,700 |
|
|
|
2,337 |
|
INNER MONGOLIA YILI INDUS-A USD SWP SG |
|
|
25,300 |
|
|
|
18,435 |
|
INNER MONGOLIA YILI INDUS-A USD SWP UBS |
|
|
257,450 |
|
|
|
122,168 |
|
INNER MONGOLIA YILI INDUSTRY DB USD SWP |
|
|
57,800 |
|
|
|
21,019 |
|
INSURANCE AUSTRALIA GROUP USD SWP CS |
|
|
8,957 |
|
|
|
(604) |
|
INSURANCE AUSTRALIA GROUP USD SWP CS SHORT |
|
|
(8,957 |
) |
|
|
604 |
|
INTESA SANPAOLO SWP |
|
|
(12,443 |
) |
|
|
860 |
|
INVESTMENT AB KINNEVIK SWP USD CS SHT |
|
|
(1,431 |
) |
|
|
716 |
|
INVESTMENT AB KINNEVIK-B SHS USD SWP CSFB |
|
|
1,431 |
|
|
|
(716) |
|
INVESTOR AB SWP USD CS SHT |
|
|
(1,311 |
) |
|
|
(180) |
|
INVESTOR AB-B SHS USD SWP CSFB |
|
|
1,311 |
|
|
|
180 |
|
IPAYMENT HLDGS WARRANTS |
|
|
250,124 |
|
|
|
10,563 |
|
IPG PHOTONICS CORP SWP CS |
|
|
(1,320 |
) |
|
|
(22,620) |
|
IPG PHOTONICS CORP SWP JPM |
|
|
(3,109 |
) |
|
|
3,669 |
|
IRO USD 30Y P BOA SEP15 3.45 PUT |
|
|
1,000,000 |
|
|
|
9,877 |
|
IRO USD 5Y P 2.5 BOA SEP15 2.5 PUT |
|
|
(4,000,000 |
) |
|
|
(27,380) |
|
IRO USD 5Y P 2.5 CBK SEP15 2.5 PUT |
|
|
(800,000 |
) |
|
|
(5,476) |
|
IRO USD30Y 3.45 CBK SEP15 3.45 PUT |
|
|
200,000 |
|
|
|
1,975 |
|
IRS AUD R F 3.00000 3% 17 Jun 2020 |
|
|
500,000 |
|
|
|
5,103 |
|
IRS AUD R F 3.25000 3.25% 17 Dec 2019 |
|
|
4,800,000 |
|
|
|
104,311 |
|
IRS BRL P F 12.23000 12.23% 04 Jan 2021 |
|
|
2,100,000 |
|
|
|
(8,188) |
|
IRS BRL R V 00MBRCDI 1% 04 Jan 2021 |
|
|
200,000 |
|
|
|
1,131 |
|
IRS EUR P F 2.00000 2% 18 Mar 2045 |
|
|
2,700,000 |
|
|
|
(442,891) |
|
IRS EUR P F 2.30700 2.307% 21 Oct 2044 |
|
|
400,000 |
|
|
|
(34,468) |
|
IRS EUR R F 1.25000 1.25% 18 Mar 2025 |
|
|
3,600,000 |
|
|
|
174,324 |
|
IRS GBP P F 1.50000 1.5% 17 Dec 2016 |
|
|
3,000,000 |
|
|
|
(52,518) |
|
IRS GBP P F 1.50000 1.5% 18 Mar 2017 |
|
|
500,000 |
|
|
|
(7,406) |
|
IRS GBP P F 1.75000 1.75% 17 Dec 2016 |
|
|
5,200,000 |
|
|
|
(90,832) |
|
IRS GBP P F 2.25000 2.25% 17 Dec 2019 |
|
|
1,400,000 |
|
|
|
(83,978) |
|
IRS GBP P F 3.00000 3% 16 Sep 2045 |
|
|
300,000 |
|
|
|
(76,860) |
|
IRS GBP R F 2.75000 2.75% 18 Mar 2025 |
|
|
1,300,000 |
|
|
|
164,654 |
|
IRS JPY P F .50000 0.5% 17 Sep 2021 |
|
|
980,000,000 |
|
|
|
(102,849) |
|
IRS MXN P V 01MTIIE 1% 04 Jun 2021 |
|
|
7,000,000 |
|
|
|
(1,254) |
|
IRS MXN P V 01MTIIE 1% 07 Jul 2021 |
|
|
25,500,000 |
|
|
|
(9,939) |
|
IRS MXN P V 01MTIIE 1% 09 Nov 2021 |
|
|
1,000,000 |
|
|
|
(557) |
|
IRS MXN P V 01MTIIE 1% 11 Nov 2021 |
|
|
200,000 |
|
|
|
(162) |
|
IRS MXN P V 01MTIIE 1% 11 Oct 2021 |
|
|
700,000 |
|
|
|
(376) |
|
57
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
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 MXN R F 5.86500 5.865% 08 Sep 2021 |
|
|
9,000,000 |
|
|
|
4,152 |
|
IRS MXN R F 6.60000 6.6% 21 May 2029 |
|
|
9,600,000 |
|
|
|
3,536 |
|
IRS MXN R F 7.38000 7.38% 09 Feb 2029 |
|
|
2,000,000 |
|
|
|
11,983 |
|
IRS PLN P V 06MWIBOR 1% 17 Jun 2025 |
|
|
200,000 |
|
|
|
(12) |
|
IRS PLN R F 2.25000 2.25% 18 Mar 2025 |
|
|
2,100,000 |
|
|
|
804 |
|
IRS USD 03MLIBOR 1% 25 Sep 2017 |
|
|
400,000 |
|
|
|
5,557 |
|
IRS USD P F 3.50000 3.5% 17 Dec 2044 |
|
|
400,000 |
|
|
|
(68,702) |
|
IRS USD R F .00000 0% 17 Jun 2025 |
|
|
300,000 |
|
|
|
9,157 |
|
IRS USD R F 3.00000 3% 20 Jun 2023 |
|
|
3,900,000 |
|
|
|
43,879 |
|
IRS USD R F 3.50000 3.5% 17 Dec 2034 |
|
|
800,000 |
|
|
|
113,451 |
|
IRS USD R F 4.50000 4.5% 19 Jun 2024 |
|
|
500,000 |
|
|
|
36,553 |
|
ISHARE A50 CHINA TRACKER BOA HKD SWP |
|
|
(94,100 |
) |
|
|
(16,365) |
|
ISHARES A50 CHINA TRACKER HKD SWP CS |
|
|
(120,700 |
) |
|
|
(20,990) |
|
ISHARES A50 CHINA TRACKER SWP JPM5 |
|
|
(36,600 |
) |
|
|
(19,166) |
|
ISHARES DJ US REAL ESTATE SWP BOA |
|
|
(27,834 |
) |
|
|
6,123 |
|
ISHRS FTSE A50 CHINA INDEX 12.537 CALL 29JAN15 DB |
|
|
600,100 |
|
|
|
72,082 |
|
ISHRS FTSE A50 CHINA INDEX 13.731 CALL 29JAN15 DB |
|
|
(600,100 |
) |
|
|
(34,109) |
|
ISUZU MOTORS LTD SWP CS |
|
|
29,200 |
|
|
|
8,283 |
|
ISUZU MOTORS LTD SWP MS |
|
|
1,000 |
|
|
|
2,549 |
|
ITC LIMITED JAN15 INR FUT SWP MACQ (X1K) |
|
|
(14,000 |
) |
|
|
1,469 |
|
ITRAXX EUR XOVER DFT 500 06/20/2019 ICE |
|
|
133,000 |
|
|
|
(18,697) |
|
ITRAXX.O C 0.55 EU22 FEB15 0.55 CALL |
|
|
(2,200,000 |
) |
|
|
(2,073) |
|
ITRAXX.O C 0.60 EU22 JAN15 0.6 CALL |
|
|
(300,000 |
) |
|
|
(353) |
|
ITRAXX.O C 0.85 EU22 FEB15 0.85 PUT |
|
|
(100,000 |
) |
|
|
(95) |
|
ITRAXX.O EU22 5Y SOG JAN15 0.9 PUT |
|
|
(300,000 |
) |
|
|
(47) |
|
ITRAXX.O P 0.85 EU22 FEB15 0.85 PUT |
|
|
(2,100,000 |
) |
|
|
(1,990) |
|
JDSU US 2015 MAR 14 CALL 03/20/2015 |
|
|
72 |
|
|
|
5,688 |
|
JFE HOLDINGS NOM USD SWP |
|
|
(9,900 |
) |
|
|
(35,038) |
|
JOYOUNG CO LTD - A USD SWP HSBC |
|
|
9,400 |
|
|
|
(373) |
|
JOYOUNG CO LTD - A USD SWP MS |
|
|
42,500 |
|
|
|
(1,185) |
|
JOYOUNG CO LTD - A USD SWP SG |
|
|
39,200 |
|
|
|
(1,159) |
|
JOYOUNG CO LTD - A USD SWP UBS |
|
|
26,800 |
|
|
|
(1,240) |
|
JPM 2015 MAR 62.5 CALL 03/20/2015 |
|
|
975 |
|
|
|
214,988 |
|
JPM Apr15 62.50 PUT |
|
|
(126 |
) |
|
|
(37,926) |
|
JPMORGAN SWP CS |
|
|
4,058 |
|
|
|
2,638 |
|
JPMORGAN SWP CS SHT |
|
|
(4,058 |
) |
|
|
(2,638) |
|
JPY/USD FWD 01-07-2015 LONG |
|
|
46,000,000 |
|
|
|
1,534 |
|
JPY/USD FWD 01-07-2015 SHORT |
|
|
(382,198 |
) |
|
|
|
|
JPY/USD FWD 01-21-2015 LONG |
|
|
205,000,000 |
|
|
|
(29,093) |
|
JPY/USD FWD 01-21-2015 SHORT |
|
|
(1,739,281 |
) |
|
|
|
|
JUST ENERGY GROUP INC SWP MS |
|
|
(7,495 |
) |
|
|
11,281 |
|
JX HOLDINGS INC USD SWP NOM |
|
|
(41,100 |
) |
|
|
69,092 |
|
K 2015 JAN 67.5 CALL 01/17/2015 |
|
|
39 |
|
|
|
1,853 |
|
KASIKORNBANK PCL USD SWP CS |
|
|
740 |
|
|
|
(71) |
|
KASIKORNBANK SWP USD CS SHT |
|
|
(740 |
) |
|
|
71 |
|
KC HRW WHEAT FUT JUL15 |
|
|
|
|
|
|
7,778 |
|
KEPPEL LAND L+185 ASW 29NOV15 NOM |
|
|
400,000 |
|
|
|
1,612 |
|
KEPPEL LAND L+190 ASW 29NOV15 MS |
|
|
300,000 |
|
|
|
1,312 |
|
KINDER MORGAN INC/DE |
|
|
166,200 |
|
|
|
708,012 |
|
KINDER MORGAN INC-CW 02/15/17 |
|
|
223,784 |
|
|
|
953,320 |
|
KINGSOFT CORP LTD SWP BNP |
|
|
(25,000 |
) |
|
|
18,518 |
|
KINGSOFT CORP LTD SWP BOA |
|
|
(4,000 |
) |
|
|
4,604 |
|
KINGSOFT CORP LTD SWP CSFB |
|
|
(7,000 |
) |
|
|
7,547 |
|
KINGSOFT CORP LTD SWP DB |
|
|
(7,000 |
) |
|
|
7,347 |
|
KINGSOFT CORP LTD SWP HSBC |
|
|
(54,000 |
) |
|
|
27,654 |
|
KINGSOFT CORP LTD SWP JPM |
|
|
(8,000 |
) |
|
|
9,349 |
|
KINGSOFT CORP LTD SWP MS |
|
|
(7,000 |
) |
|
|
7,875 |
|
KINGSOFT CORP LTD SWP NOM |
|
|
(17,000 |
) |
|
|
22,342 |
|
KMI.N 2015 JAN 55 CALL 01/17/2015 |
|
|
67 |
|
|
|
134 |
|
KMI.N 2015 JAN 55 PUT 01/17/2015 |
|
|
(67 |
) |
|
|
(85,090) |
|
KONE OYJ B SWP |
|
|
(1,991 |
) |
|
|
280 |
|
KOREA ELECTRIC POWER CORP UBS SWP USD |
|
|
1,130 |
|
|
|
(2,839) |
|
KOREA ELECTRIC POWER USD SWP CITI |
|
|
4,799 |
|
|
|
(19,374) |
|
KOREA ELECTRIC POWER USD SWP JPM |
|
|
1,057 |
|
|
|
(5,416) |
|
KOSPI2 INX FUT MAR15 KRW SWP DB (X500K) |
|
|
(500,000 |
) |
|
|
3,669 |
|
KOSPI2 INX FUT MAR15 KRW SWP JPM (X500K) |
|
|
(1,000,000 |
) |
|
|
7,384 |
|
KOSPI2 INX FUT MAR15 KRW SWP UBS |
|
|
1,500,000 |
|
|
|
3,479 |
|
LANXESS AG SWP |
|
|
(3,843 |
) |
|
|
(8,503) |
|
LAREDO PETROLEUM SWP MS |
|
|
(4,495 |
) |
|
|
85,803 |
|
LAZARD LRD-CL A USD SWP CS |
|
|
714 |
|
|
|
14 |
|
LAZARD SWP CS SHT |
|
|
(714 |
) |
|
|
(14) |
|
LEGAL & GENERAL GROUP PLC SWP |
|
|
(70,330 |
) |
|
|
(4,169) |
|
LEGAL GENERAL PUBLIC GRP PLC USD SWP CS |
|
|
3,393 |
|
|
|
274 |
|
LEGAL GENERAL PUBLIC GRP PLC USD SWP CS SHORT |
|
|
(3,393 |
) |
|
|
(274) |
|
LEN DFT 500 12/20/2016 BOA |
|
|
500,000 |
|
|
|
(42,065) |
|
LENOVO GROUP LTD |
|
|
(657,450 |
) |
|
|
48,741 |
|
LG HOUSEHOLD & HEALTH CARE BOA USD SWP |
|
|
(210 |
) |
|
|
(5,067) |
|
LG HOUSEHOLD & HEALTH CARE JPM USD SWP |
|
|
(23 |
) |
|
|
(432) |
|
LG HOUSEHOLD & HEALTH CARE USD SWP UBS |
|
|
(15 |
) |
|
|
(537) |
|
LG HOUSEHOLD & HEALTHCARE USD SWP CS |
|
|
(78 |
) |
|
|
(1,637) |
|
LG HOUSEHOLD & HEALTHCARE USD SWP DB |
|
|
(57 |
) |
|
|
(1,942) |
|
LIBERTY BROADBAND-A SWP CS |
|
|
3,400 |
|
|
|
(6,800) |
|
LIBERTY BROADBAND-C SWP CS |
|
|
3,400 |
|
|
|
(7,321) |
|
LIBERTY BROADBAND-RIS |
|
|
(8,091 |
) |
|
|
(76,865) |
|
LIBERTY BROADBAND-RIS LONG RTS |
|
|
6,720 |
|
|
|
63,840 |
|
LIBERTY BROADBAND-RIS RTS SWP CS |
|
|
1,360 |
|
|
|
(1,893) |
|
LIBERTY DFT 500 09/20/2016 MS |
|
|
500,000 |
|
|
|
(38,131) |
|
LIBERTY DFT 500 12/20/2017 CS |
|
|
100,000 |
|
|
|
(11,107) |
|
58
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
LIGHT SWEET CRUDE OIL FTR OPTN FEB15 74 CALL |
|
|
(2,000 |
) |
|
|
(20) |
|
LIGHT SWEET CRUDE OIL FTR OPTN FEB15 75 CALL |
|
|
(6,000 |
) |
|
|
(60) |
|
LIGHT SWEET CRUDE OIL FTR OPTN MAR15 67 CALL |
|
|
(4,000 |
) |
|
|
(1,680) |
|
LINK REIT HKD SWP DB |
|
|
(17,000 |
) |
|
|
54 |
|
LIXIL GROUP CORP JPY SWP CS |
|
|
(7,200 |
) |
|
|
(12,783) |
|
LIXIL GROUP CORP JPY SWP UBS |
|
|
(3,500 |
) |
|
|
(5,642) |
|
LLOYDS BANKING GROUP PLC SWP |
|
|
(387,837 |
) |
|
|
2,070 |
|
LLOYDS BANKING GROUP PLC USD SWP CS SHORT |
|
|
(30,763 |
) |
|
|
285 |
|
LLOYDS BANKING GRP USD SWP CS |
|
|
30,763 |
|
|
|
(285) |
|
LLS ARGUS V WTI S APR15 |
|
|
|
|
|
|
(1,480) |
|
LLS ARGUS V WTI S AUG15 |
|
|
|
|
|
|
(710) |
|
LLS ARGUS V WTI S DEC15 |
|
|
|
|
|
|
(760) |
|
LLS ARGUS V WTI S FEB15 |
|
|
|
|
|
|
(1,580) |
|
LLS ARGUS V WTI S JAN15 |
|
|
|
|
|
|
(1,520) |
|
LLS ARGUS V WTI S JUL15 |
|
|
|
|
|
|
(660) |
|
LLS ARGUS V WTI S JUN15 |
|
|
|
|
|
|
(1,180) |
|
LLS ARGUS V WTI S MAR15 |
|
|
|
|
|
|
(1,680) |
|
LLS ARGUS V WTI S MAY15 |
|
|
|
|
|
|
(1,380) |
|
LLS ARGUS V WTI S NOV15 |
|
|
|
|
|
|
(700) |
|
LLS ARGUS V WTI S OCT15 |
|
|
|
|
|
|
(730) |
|
LLS ARGUS V WTI S SEP15 |
|
|
|
|
|
|
(730) |
|
LMCA 2015 JAN 150 CALL 01/17/2015 |
|
|
1 |
|
|
|
250 |
|
LMCA 2015 JAN 50 CALL 01/17/2015 |
|
|
3 |
|
|
|
180 |
|
LONDON STOCK EXCHANGE GROUP USD SWP CS SHORT |
|
|
(161 |
) |
|
|
(9) |
|
LONDON STOCK EXCHANGE GRP PLC SWP USD CS |
|
|
161 |
|
|
|
9 |
|
LONG GILT FUTURE MAR15 |
|
|
|
|
|
|
20,364 |
|
LONG GILT FUTURE MAR15 |
|
|
(1 |
) |
|
|
(5,002) |
|
LOTTE CHEMICAL CORP USD SWAP BAR |
|
|
648 |
|
|
|
(35,912) |
|
LOTTE CHEMICAL CORP USD SWAP BNP |
|
|
131 |
|
|
|
(6,270) |
|
LOTTE CHEMICAL CORP USD SWAP CITI |
|
|
242 |
|
|
|
(5,744) |
|
LOTTE CHEMICAL CORP USD SWAP CS |
|
|
422 |
|
|
|
(6,237) |
|
LOTTE CHEMICAL CORP USD SWAP DB |
|
|
308 |
|
|
|
(4,571) |
|
LOTTE CHEMICAL CORP USD SWAP UBS |
|
|
430 |
|
|
|
766 |
|
LOTTE CHEMICAL CORP USD SWP MS |
|
|
238 |
|
|
|
(9,102) |
|
LUKOIL INTL FINANCE BV 2.625 06/16/2015 SWP CITI |
|
|
100,000 |
|
|
|
(2,325) |
|
LYB 2015 JAN 80 CALL 01/17/2015 |
|
|
29 |
|
|
|
5,293 |
|
MACQUARIE GRP LTD SWP USD CS |
|
|
423 |
|
|
|
218 |
|
MACQUARIE GRP LTD SWP USD CS SHORT |
|
|
(423 |
) |
|
|
(218) |
|
MALAYAN BANKING BHD USD SWP CSFB |
|
|
2,833 |
|
|
|
259 |
|
MALAYAN BANKING SWP USD CS SHRT |
|
|
(2,833 |
) |
|
|
(259) |
|
MAPFRE SA USD SWP CS |
|
|
1,320 |
|
|
|
(153) |
|
MAPFRE SA USD SWP CS SHORT |
|
|
(1,320 |
) |
|
|
153 |
|
MARKETWEST ENERGY PARTNERS LP SWP MS |
|
|
(10,870 |
) |
|
|
(24,165) |
|
MARRIOTT INTL CL A SWP JPM |
|
|
(634 |
) |
|
|
(2,899) |
|
MATAHARI DEPARTMENT STORE TB JPM USD SWP |
|
|
91,100 |
|
|
|
873 |
|
MATERIALS SELECT SECTOR SPDR SWP JPM |
|
|
(39,820 |
) |
|
|
48,979 |
|
MBLY 2015 JAN 44 CALL 01/17/2015 |
|
|
114 |
|
|
|
4,845 |
|
MCD 2015 JAN 95 CALL 01/17/2015 |
|
|
534 |
|
|
|
79,032 |
|
MCD 2015 JAN 97.5 CALL 01/16/2015 OTC NOMURA |
|
|
195 |
|
|
|
14,723 |
|
MDLZ 2015 JAN 40 CALL 01/17/2015 |
|
|
195 |
|
|
|
683 |
|
MEDA AB-A SHS SWP |
|
|
49,023 |
|
|
|
28,416 |
|
MEDA AB-A SHS SWP CITI |
|
|
21 |
|
|
|
139 |
|
MEDA AB-A SHS SWP SEB |
|
|
2 |
|
|
|
13 |
|
MEDIOBANCA SPA USD SWP CS |
|
|
631 |
|
|
|
(38) |
|
MEDIOBANCA SPA USD SWP CS SHORT |
|
|
(631 |
) |
|
|
38 |
|
MELIA HOTELS INTERNATIONAL SWP BOA |
|
|
(4,075 |
) |
|
|
(1,110) |
|
MELIA HOTELS INTERNATIONAL SWP HSBC |
|
|
4,075 |
|
|
|
1,110 |
|
MELIA HOTELS INTL SWP |
|
|
(946 |
) |
|
|
(1,169) |
|
MENS WEARHOUSE SWP MS |
|
|
20,271 |
|
|
|
(126,961) |
|
MERITOR DFT 500 03/20/2019 BOA3 |
|
|
250,000 |
|
|
|
(29,880) |
|
METCASH TRADING LTD AUD SWP UBS |
|
|
(25,806 |
) |
|
|
17,869 |
|
METLIFE INC SWP CS |
|
|
6,274 |
|
|
|
1,694 |
|
METLIFE SWP CS SHT |
|
|
(6,274 |
) |
|
|
(1,694) |
|
METSO OYJ SWP |
|
|
(6,251 |
) |
|
|
100 |
|
MEYER BURGER TECHNOLOGY 4 09/24/2020 SWP CITI |
|
|
230,000 |
|
|
|
12,269 |
|
MEYER BURGER TECHNOLOGY AG SWP BARC |
|
|
(3,633 |
) |
|
|
(268) |
|
MEYER BURGER TECHNOLOGY AG SWP CITI |
|
|
(7,017 |
) |
|
|
(6,815) |
|
MEYER BURGER TECHNOLOGY AG SWP JPM |
|
|
1,630 |
|
|
|
(2,247) |
|
MEYER BURGER TECHNOLOGY AG SWP UBS |
|
|
(1,236 |
) |
|
|
(916) |
|
MEYER BURGER TECHNOLOGY SWP MS |
|
|
(6,750 |
) |
|
|
(475) |
|
MGM DFT 20MAR16 CITI |
|
|
125,000 |
|
|
|
(2,695) |
|
MGM US 2015 JAN 17 PUT 01/17/2015 |
|
|
(383 |
) |
|
|
(2,490) |
|
MGM US 2015 MAR 18 PUT 03/20/2015 |
|
|
(36 |
) |
|
|
(1,278) |
|
MHK 2015 JAN 160 CALL 01/17/2015 |
|
|
77 |
|
|
|
12,898 |
|
MIC 2015 APR 75 CALL 04/17/2015 |
|
|
15 |
|
|
|
2,475 |
|
MIDEA GROUP CO LTD-A USD SWP BOA |
|
|
17,700 |
|
|
|
2,502 |
|
MIDEA GROUP CO LTD-A USD SWP CS |
|
|
22,700 |
|
|
|
25,118 |
|
MIDEA GROUP CO LTD-A USD SWP HSBC |
|
|
20,500 |
|
|
|
22,192 |
|
MIDEA GROUP CO LTD-A USD SWP JPM |
|
|
60,300 |
|
|
|
47,736 |
|
MILL WHEAT EURO MAR15 |
|
|
|
|
|
|
12,448 |
|
MITSUBISHI UFJ FIN SWP USD NOM |
|
|
(29,900 |
) |
|
|
12,766 |
|
MITSUBISHI UFJ LEASE & FINANCE CO LTD USD SWP CS |
|
|
20,672 |
|
|
|
3,263 |
|
MITSUBISHI UFJ LEASE & FINANCE CO USD SWP CS SHORT |
|
|
(20,672 |
) |
|
|
(3,263) |
|
MITSUI & CO LTD JPM SWP |
|
|
(3,800 |
) |
|
|
2,697 |
|
MITSUI & CO LTD JPY SWP SG |
|
|
(2,600 |
) |
|
|
1,832 |
|
MITSUI CHEMICALS INC DFT 100 20DEC17 JPM |
|
|
13,417,000 |
|
|
|
|
|
MITSUI OSK LINES 367 11DEC15 OTC SG |
|
|
35,000 |
|
|
|
8,928 |
|
MITSUI OSK LINES 367 11DEC15 OTP SG |
|
|
35,000 |
|
|
|
13,243 |
|
59
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
MITSUI OSK LINES LTD 377 CALL 11DEC15 BZW |
|
|
57,000 |
|
|
|
12,800 |
|
MITSUI OSK LINES LTD 377 PUT 11DEC15 BZW |
|
|
57,000 |
|
|
|
24,568 |
|
MIZUHO FINANCIAL ADR SWP CS SHT |
|
|
(18,433 |
) |
|
|
369 |
|
MIZUHO FINANCIAL GROUP-ADR SWP CS |
|
|
18,433 |
|
|
|
(369) |
|
MIZUHO FINANCIAL GRP MS JPY SWP |
|
|
20,000 |
|
|
|
85 |
|
MIZUHO FINANCIAL SG JPY SWP |
|
|
(20,000 |
) |
|
|
(185) |
|
MNV ZRT 3.375 04/02/2019 CVB SWAP CITI |
|
|
500,000 |
|
|
|
(1,854) |
|
MOBILEYE NV SWP CS |
|
|
2,230 |
|
|
|
(2,788) |
|
MOLYCORP INC MS SWAP |
|
|
(4,388 |
) |
|
|
(47) |
|
MON.N 2015 APR 115 PUT 04/17/2015 |
|
|
51 |
|
|
|
17,085 |
|
MPLX LP SWP MS |
|
|
(323 |
) |
|
|
(873) |
|
MS&AD INSURANCE GROUP HOLDING USD SWP CS |
|
|
2,155 |
|
|
|
220 |
|
MS&AD INSURANCE GROUP HOLDING USD SWP CS SHORT |
|
|
(2,155 |
) |
|
|
(220) |
|
MS&AD INSURANCE GROUP HOLDINGS USD SWP NOM |
|
|
(8,800 |
) |
|
|
(25,768) |
|
MSCI DAILY TR GR EMRG MRKS PHILIP USD INDX SWP DB |
|
|
(63 |
) |
|
|
119 |
|
MSCI DAILY TR NET EMERGING MARKETS INDO USD SWP CS |
|
|
(158 |
) |
|
|
(6,446) |
|
MSCI TR GROSS EMERGING MKTS INDEX INF CS USD SWP |
|
|
(15 |
) |
|
|
535 |
|
MSCI TR GROSS EMERGING MKTS INDEX INF DB USD SWP |
|
|
(132 |
) |
|
|
27,463 |
|
MT.N 2015 JUN 13 CALL 06/19/2015 |
|
|
4 |
|
|
|
136 |
|
MT.N 2015 MAR 13 CALL 03/20/2015 |
|
|
21 |
|
|
|
294 |
|
MT.N 2016 JAN 13 CALL 01/15/2016 |
|
|
3 |
|
|
|
252 |
|
MT.N 2016 JAN 13 PUT 01/15/2016 |
|
|
137 |
|
|
|
40,347 |
|
MT.N 2016 JAN 15 CALL 01/15/2016 |
|
|
32 |
|
|
|
1,520 |
|
MTG 2016 JAN 12 CALL 01/15/2016 |
|
|
(289 |
) |
|
|
(21,675) |
|
MTG DFT 500 06/20/2017 CITI |
|
|
750,000 |
|
|
|
(72,361) |
|
MTL US 2015 JAN 3 CALL 01/17/2015 |
|
|
(8 |
) |
|
|
(20) |
|
MTL US 2015 JAN 3 PUT 01/17/2015 |
|
|
8 |
|
|
|
1,880 |
|
MTL US 2015 JAN 4 PUT 01/17/2015 |
|
|
46 |
|
|
|
15,410 |
|
MTOR 2016 JAN 20 CALL 01/15/2016 |
|
|
(66 |
) |
|
|
(7,095) |
|
MU 2015 JAN 34 CALL 01/17/2015 |
|
|
293 |
|
|
|
59,772 |
|
MU 2015 JAN 35 CALL 01/09/2015 |
|
|
82 |
|
|
|
11,029 |
|
MUENCHENER RUECKVER AG-REG SWP |
|
|
(1,657 |
) |
|
|
(16,809) |
|
MURATA MANUFACTURING CO SWP CITI |
|
|
(700 |
) |
|
|
(2,276) |
|
MW 2015 JAN 41 CALL 01/17/2015 |
|
|
43 |
|
|
|
14,190 |
|
NASDAQ 100 E-MINI MAR15 |
|
|
(29 |
) |
|
|
(25,565) |
|
NASPERS LTD-N SHS |
|
|
6,988 |
|
|
|
6,432 |
|
NASPERS LTD-N SHS CITI SWP |
|
|
3,530 |
|
|
|
39,544 |
|
NATIONAL AUSTRALIA BANK USD SWP CS |
|
|
3,767 |
|
|
|
3,171 |
|
NATIONAL AUSTRALIA BANK USD SWP CS SHORT |
|
|
(3,767 |
) |
|
|
(3,171) |
|
NATURAL GAS EURO FTR OPTN APR15 3000 PUT |
|
|
(40,000 |
) |
|
|
(12,592) |
|
NATURAL GAS EURO FTR OPTN APR15 3700 CALL |
|
|
(40,000 |
) |
|
|
(1,472) |
|
NATURAL GAS FTR OPTN FEB15 3250 PUT |
|
|
(10,000 |
) |
|
|
(4,150) |
|
NATURAL GAS FUTR APR15 |
|
|
|
|
|
|
484,114 |
|
NATURAL GAS FUTR APR16 |
|
|
|
|
|
|
29,540 |
|
NATURAL GAS FUTR FEB15 |
|
|
|
|
|
|
650 |
|
NATURAL GAS FUTR JAN16 |
|
|
|
|
|
|
54,180 |
|
NATURAL GAS FUTR JUL15 |
|
|
|
|
|
|
(104,802) |
|
NATURAL GAS FUTR MAR15 |
|
|
|
|
|
|
440,590 |
|
NATURAL GAS FUTR MAR16 |
|
|
|
|
|
|
(85,523) |
|
NATURAL GAS FUTR MAY15 |
|
|
|
|
|
|
(680,979) |
|
NATURAL GAS SWAP APR16 |
|
|
|
|
|
|
(16,990) |
|
NATURAL GAS SWAP AUG16 |
|
|
|
|
|
|
(15,310) |
|
NATURAL GAS SWAP DEC16 |
|
|
|
|
|
|
(3,920) |
|
NATURAL GAS SWAP FEB16 |
|
|
|
|
|
|
(5,800) |
|
NATURAL GAS SWAP JAN16 |
|
|
|
|
|
|
(5,790) |
|
NATURAL GAS SWAP JUL16 |
|
|
|
|
|
|
(15,510) |
|
NATURAL GAS SWAP JUN16 |
|
|
|
|
|
|
(16,250) |
|
NATURAL GAS SWAP MAR16 |
|
|
|
|
|
|
(6,220) |
|
NATURAL GAS SWAP MAY16 |
|
|
|
|
|
|
(16,910) |
|
NATURAL GAS SWAP NOV16 |
|
|
|
|
|
|
(5,800) |
|
NATURAL GAS SWAP OCT16 |
|
|
|
|
|
|
(14,990) |
|
NATURAL GAS SWAP SEP16 |
|
|
|
|
|
|
(15,530) |
|
NAVER CORP CS USD SWP |
|
|
53 |
|
|
|
(1,512) |
|
NAVER CORP USD SWP BOA |
|
|
122 |
|
|
|
(389) |
|
NAVER CORP USD SWP CITI |
|
|
213 |
|
|
|
(23,414) |
|
NAVER CORP USD SWP HSBC |
|
|
363 |
|
|
|
(15,831) |
|
NAVER CORP USD SWP JPM |
|
|
535 |
|
|
|
(10,977) |
|
NAVER CORP USD SWP MACQ |
|
|
333 |
|
|
|
(16,846) |
|
NAVER CORP USD SWP NOM |
|
|
116 |
|
|
|
(25) |
|
NEW CHINA LIFE INSURANCE BOA HKD SWP |
|
|
(22,600 |
) |
|
|
(12,837) |
|
NEW CHINA LIFE INSURANCE C-H USD SWP CS SHORT |
|
|
(15,654 |
) |
|
|
(9,278) |
|
NEW CHINA LIFE INSURANCE HKD SWP CS |
|
|
(17,000 |
) |
|
|
(8,092) |
|
NEW CHINA LIFE INSURANCE SG HKD SWP |
|
|
(14,100 |
) |
|
|
(5,934) |
|
NEW CHINA LIFE INSURANCE SWP BNP |
|
|
(7,700 |
) |
|
|
(4,769) |
|
NEW CHINA LIFE INSURANCE SWP JPM |
|
|
(12,700 |
) |
|
|
(5,083) |
|
NEW CHINA LIFE INSURANCE SWP NOM |
|
|
(9,800 |
) |
|
|
(4,289) |
|
NEW CHINA LIFE INSURANCE SWP USD CS |
|
|
15,654 |
|
|
|
9,278 |
|
NEXT PLC SWP |
|
|
6,544 |
|
|
|
465 |
|
NFLX 2015 JAN 310 PUT 01/02/2015 |
|
|
11 |
|
|
|
22 |
|
NH HOTELS SA SWP |
|
|
(2,135 |
) |
|
|
(1,368) |
|
NIDEC CORP ASW 30 18SEP15 NOM |
|
|
60,000,000 |
|
|
|
240,567 |
|
NIDEC CORP JPY SWP NOMURA |
|
|
(8,400 |
) |
|
|
(104,825) |
|
NIELSEN NV SWP CSFB |
|
|
(4,880 |
) |
|
|
(5,105) |
|
NIKKEI 225 (SGX) MAR15 |
|
|
(32 |
) |
|
|
51,607 |
|
NIKON CORP CS JPY SWP |
|
|
(10,324 |
) |
|
|
(5,148) |
|
NIKON CORP HSBC JPY SWP |
|
|
(10,900 |
) |
|
|
(5,845) |
|
NIKON CORP JPY SWP NOM |
|
|
(4,683 |
) |
|
|
(844) |
|
NINTENDO 11145 CALL 11DEC15 NOM |
|
|
1,100 |
|
|
|
19,627 |
|
60
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
NINTENDO 11145 PUT 11DEC15 NOM |
|
|
1,100 |
|
|
|
7,626 |
|
NINTENDO 11165 CALL 11DEC15 SG |
|
|
1,600 |
|
|
|
29,616 |
|
NINTENDO 11165 PUT 11DEC15 SG |
|
|
1,600 |
|
|
|
11,652 |
|
NINTENDO 12000 CALL 11DEC15 SG |
|
|
1,500 |
|
|
|
21,847 |
|
NINTENDO 12000 PUT 11DEC15 SG |
|
|
1,500 |
|
|
|
15,453 |
|
NINTENDO CO LTD JPY SWP NOM |
|
|
(200 |
) |
|
|
(2,436) |
|
NINTENDO CO LTD JPY SWP SG |
|
|
(400 |
) |
|
|
(3,412) |
|
NISSAN MOTOR BNP JPY SWP |
|
|
(16,100 |
) |
|
|
(252) |
|
NISSAN MOTOR BOA JPY SWP |
|
|
(45,400 |
) |
|
|
(5,597) |
|
NISSAN MOTOR CITI JPY SWP |
|
|
(14,400 |
) |
|
|
(464) |
|
NISSAN MOTOR CORP BAR JPY SWP |
|
|
(14,400 |
) |
|
|
5,719 |
|
NISSAN MOTOR CORP JPM JPY SWP |
|
|
(17,800 |
) |
|
|
(414) |
|
NISSAN MOTOR CORP MS JPY SWP |
|
|
(12,500 |
) |
|
|
(6,073) |
|
NISSAN MOTOR CORP NOM JPY SWP |
|
|
(29,700 |
) |
|
|
(11,376) |
|
NISSAN MOTOR CS JPY SWP |
|
|
(24,500 |
) |
|
|
3,140 |
|
NISSAN MOTOR DB JPY SWP |
|
|
(11,900 |
) |
|
|
334 |
|
NISSAN MOTOR SG JPY SWP |
|
|
(2,500 |
) |
|
|
(1,195) |
|
NISSAN MOTOR UBS JPY SWP |
|
|
(19,900 |
) |
|
|
(7,533) |
|
NKSJ HOLDINGS INC USD SWP CS |
|
|
936 |
|
|
|
122 |
|
NKSJ HOLDINGS INC USD SWP CS SHORT |
|
|
(936 |
) |
|
|
(122) |
|
NN GROUP NV SWP |
|
|
(5,468 |
) |
|
|
(487) |
|
NOKIA OYJ SWP |
|
|
(70,871 |
) |
|
|
(5,731) |
|
NOMURA HOLDINGS 625 CALL 11DEC15 SG |
|
|
60,100 |
|
|
|
49,131 |
|
NOMURA HOLDINGS 625 PUT 11DEC15 SG |
|
|
60,100 |
|
|
|
21,557 |
|
NOMURA HOLDINGS 650 CALL 11DEC15 BARC |
|
|
38,900 |
|
|
|
27,392 |
|
NOMURA HOLDINGS 650 PUT 11DEC15 BARC |
|
|
38,900 |
|
|
|
17,548 |
|
NOMURA HOLDINGS 682.6 CALL 11SEP14 SG |
|
|
38,000 |
|
|
|
19,266 |
|
NOMURA HOLDINGS 682.6 PUT 11SEP14 SG |
|
|
38,000 |
|
|
|
19,537 |
|
NOMURA HOLDINGS SG JPY SWP |
|
|
(2,400 |
) |
|
|
(1,305) |
|
NOMURA HOLDINGS SWP BARC |
|
|
(2,700 |
) |
|
|
(905) |
|
NORDEA BANK AB USD SWP CSFB |
|
|
2,341 |
|
|
|
472 |
|
NORDEA BANK SWP USD CS SHT |
|
|
(2,341 |
) |
|
|
(472) |
|
NORSK HYDRO ASA |
|
|
(19,652 |
) |
|
|
(9,327) |
|
NORTHWESTERN CORP SWP JPM |
|
|
(4,292 |
) |
|
|
(23,340) |
|
NOVARTIS AG-REG SWP |
|
|
(7,094 |
) |
|
|
(24,773) |
|
NOVION PROPERTY GROUP SWP BOA |
|
|
(2,400 |
) |
|
|
(2) |
|
NOVION PROPERTY GROUP SWP JPM |
|
|
(6,561 |
) |
|
|
196 |
|
NOVION PROPERTY GROUP SWP MS |
|
|
(3,400 |
) |
|
|
(9) |
|
NSK LTD NOM USD SWP |
|
|
(14,000 |
) |
|
|
17,098 |
|
NTT CORP JPY SWP CITI |
|
|
(5,500 |
) |
|
|
4,832 |
|
NTT CORP JPY SWP CS |
|
|
(2,700 |
) |
|
|
1,921 |
|
NTT CORP JPY SWP NOM |
|
|
(1,400 |
) |
|
|
1,581 |
|
NTT CORP MS JPY SWP |
|
|
(3,800 |
) |
|
|
7,700 |
|
NTT CORP USD SWP NOM |
|
|
(5,400 |
) |
|
|
78,677 |
|
NUAN 2016 JAN 5 PUT 01/15/2016 |
|
|
208 |
|
|
|
2,080 |
|
NY HARB ULSD FUT DEC15 |
|
|
|
|
|
|
(325,822) |
|
NY HARB ULSD FUT FEB15 |
|
|
|
|
|
|
31,767 |
|
NY HARB ULSD FUT JUN15 |
|
|
|
|
|
|
328,554 |
|
NY HARB ULSD FUT MAR15 |
|
|
|
|
|
|
(23,340) |
|
NYH ULSD ASIA OP AUG15 |
|
|
|
|
|
|
21,626 |
|
NYH ULSD ASIA OP JUL15 |
|
|
|
|
|
|
22,361 |
|
NYH ULSD ASIA OP SEP15 |
|
|
|
|
|
|
20,895 |
|
NYM ECAL 0.5 |
|
|
(20,000 |
) |
|
|
(6,200) |
|
NYM ECAL 1 |
|
|
(40,000 |
) |
|
|
(9,400) |
|
NYM ECAL WTI BRENT SP MAR15 3 CALL |
|
|
(3,000 |
) |
|
|
(1,680) |
|
NYM ECAL WTI BRENT SPRD FUT 03 |
|
|
(8,000 |
) |
|
|
(16,720) |
|
NYM EPUT WTI BRENT MAR15 8 PUT |
|
|
(3,000 |
) |
|
|
(630) |
|
NYM EPUT WTI BRENT SP FEB15 3 CALL |
|
|
(1,000 |
) |
|
|
(300) |
|
NYM EPUT WTI BRENT SPRD FUT 03 |
|
|
(8,000 |
) |
|
|
(80) |
|
NYRSTAR 4.25 09/25/2018 CVB SWP CITI |
|
|
200,000 |
|
|
|
6,504 |
|
NYRSTAR SWP CITI |
|
|
(40,325 |
) |
|
|
(9,759) |
|
OBEROI REALTY LTD USD SWP CITI |
|
|
18,398 |
|
|
|
6,260 |
|
OCN Apr15 21 PUT |
|
|
(457 |
) |
|
|
(297,050) |
|
OCR 2015 JAN 60 CALL 01/17/2015 |
|
|
(1 |
) |
|
|
(1,335) |
|
OCR 2015 JAN 65 CALL 01/17/2015 |
|
|
6 |
|
|
|
4,950 |
|
OCR DFT 100 12/20/2015 DB |
|
|
500,000 |
|
|
|
(3,879) |
|
OCR DFT 500 12/20/2015 BARC |
|
|
500,000 |
|
|
|
(23,516) |
|
OLD MUTUAL PLC SWP USD CS |
|
|
1,413 |
|
|
|
35 |
|
OLD MUTUAL PLC USD SWP CS SHORT |
|
|
(1,413 |
) |
|
|
(35) |
|
ORICA LTD |
|
|
(20,760 |
) |
|
|
(10,771) |
|
ORIX - SPONSORED ADR USD SWP CS |
|
|
130 |
|
|
|
(285) |
|
ORIX ADR SWP CS SHT |
|
|
(130 |
) |
|
|
285 |
|
OSRAM LICHT AG SWP JPM |
|
|
998 |
|
|
|
892 |
|
OTC ECAL NGJ5 4.30 MAR15 4.3 CALL |
|
|
(20,000 |
) |
|
|
(180) |
|
OTC ECAL USD VS JPY FEB15 114 CALL |
|
|
1,600,000 |
|
|
|
79,698 |
|
OTC ECAL USD VS JPY FEB15 116 CALL |
|
|
(1,600,000 |
) |
|
|
(56,058) |
|
OTC ECAL USD VS JPY FEB15 118 CALL |
|
|
(1,600,000 |
) |
|
|
(35,726) |
|
OTC ECAL USD VS MXN MAR15 15.45 CALL |
|
|
(900,000 |
) |
|
|
(6,800) |
|
OTC EPUT NGJ5 3.30 MAR15 3.3 PUT |
|
|
(20,000 |
) |
|
|
(10,340) |
|
OTC EPUT PLATGOLD SP FEB15 19 PUT |
|
|
(20,000 |
) |
|
|
(2,510) |
|
OTC EPUT PLATGOLD SP MAR15 19 PUT |
|
|
(100 |
) |
|
|
(1,134) |
|
OTC EPUT USD VS JPY APR16 93 PUT |
|
|
(200,000 |
) |
|
|
(711) |
|
OTC EPUT USD VS JPY APR16 94.75 PUT |
|
|
(800,000 |
) |
|
|
(3,926) |
|
OTC EPUT USD VS JPY FEB16 91.0 PUT |
|
|
(1,200,000 |
) |
|
|
(3,258) |
|
OTC EPUT USD VS JPY FEB19 80.0 PUT |
|
|
(1,100,000 |
) |
|
|
(17,240) |
|
OTC EPUT USD VS JPY MAY16 92.0 PUT |
|
|
(500,000 |
) |
|
|
(1,792) |
|
OTC EPUT USD VS JPY SEP16 93 PUT |
|
|
(800,000 |
) |
|
|
(4,654) |
|
OTC EPUT USD VS JPY SEP16 95 PUT |
|
|
(1,300,000 |
) |
|
|
(9,156) |
|
61
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
OTC EPUT USD VS JPY SEP16 96.0 PUT |
|
|
(400,000 |
) |
|
|
(3,101) |
|
OTC EPUT USD VS JPY SEP16 97 PUT |
|
|
(500,000 |
) |
|
|
(4,269) |
|
OVERSEA CHINESE BANKING SWP USD CS SHT |
|
|
(1,973 |
) |
|
|
(210) |
|
OVERSEA-CHINESE BANKING CORP USD SWP CS |
|
|
1,973 |
|
|
|
210 |
|
OZ PAY 0.61% REC 6M JPY LIBOR 06MAR22 JPM |
|
|
85,000,000 |
|
|
|
(13,497) |
|
OZ PAY 0.6575% FIX REC 6M JPY LIBOR 28FEB22 MS |
|
|
86,000,000 |
|
|
|
(16,094) |
|
OZ PAY 0.675% REC 6M JPY LIBOR 27FEB22 MS |
|
|
86,000,000 |
|
|
|
(16,983) |
|
OZ PAY 0.6975% REC 6M JPY LIBOR 25FEB22 JPM |
|
|
319,000,000 |
|
|
|
(67,259) |
|
OZ PAY 0.7025% REC 6M JPY LIBOR 25FEB22 CS |
|
|
266,000,000 |
|
|
|
(56,869) |
|
OZ PAY 1.70% FIX REC 6M JPY LIBOR 16MAY33 CS |
|
|
42,000,000 |
|
|
|
(39,092) |
|
OZ PAY 3.60% REC THBFIX 6M 29JUL24 CSFB |
|
|
2,222,000 |
|
|
|
(4,789) |
|
OZ PAY 3.63% REC THBFX 6M 02JUL24 CS |
|
|
6,009,000 |
|
|
|
(13,403) |
|
PANASONIC CORP CS JPY SWP |
|
|
(40,400 |
) |
|
|
2,078 |
|
PANASONIC CORP NOM JPY SWP |
|
|
(5,900 |
) |
|
|
(372) |
|
PANASONIC CORP UBS JPY SWP |
|
|
(5,700 |
) |
|
|
(1,388) |
|
PARADISE CO LTD USD SWP BNP |
|
|
(571 |
) |
|
|
1,868 |
|
PARADISE CO LTD USD SWP BOA |
|
|
(282 |
) |
|
|
860 |
|
PARADISE CO LTD USD SWP CS |
|
|
(3,553 |
) |
|
|
12,721 |
|
PARADISE CO LTD USD SWP DB |
|
|
(296 |
) |
|
|
1,010 |
|
PARADISE CO LTD USD SWP HSBC |
|
|
(832 |
) |
|
|
2,807 |
|
PARADISE CO LTD USD SWP JPM |
|
|
(233 |
) |
|
|
739 |
|
PATRIOT COAL CORP WRT 12/18/2023 |
|
|
18,793 |
|
|
|
93,965 |
|
PAY 0.449% REC 6M LIBOR 29MAY15 CS |
|
|
220,000,000 |
|
|
|
(2,149) |
|
PBR 2015 JAN 7 PUT 01/02/2015 |
|
|
161 |
|
|
|
403 |
|
PEGATRON CORP CS USD SWP |
|
|
(14,964 |
) |
|
|
(4,805) |
|
PEOPLE INSURANCE CO GRP SWP USD CS |
|
|
170,420 |
|
|
|
1,091 |
|
PEOPLES INSURANCE CO GROUP-H USD SWP CS SHORT |
|
|
(170,420 |
) |
|
|
(1,091) |
|
PEP 2015 JAN 100 CALL 01/17/2015 |
|
|
49 |
|
|
|
466 |
|
PEP 2015 JAN 95 CALL 01/17/2015 |
|
|
40 |
|
|
|
3,960 |
|
PETROCHINA CO LTD BOA SWP HKD |
|
|
8,000 |
|
|
|
79 |
|
PETROCHINA CO LTD USD SWP BOA |
|
|
(7,400 |
) |
|
|
(1,265) |
|
PETROLEUM GEO-SERVICES SWP JPM |
|
|
3,260 |
|
|
|
855 |
|
PETROLEUM GEO-SERVICES SWP MS |
|
|
(3,260 |
) |
|
|
(855) |
|
PETS AT HOME GROUP PLC |
|
|
76,586 |
|
|
|
24,666 |
|
PEUGEOT SA SWP |
|
|
67,694 |
|
|
|
15,457 |
|
PICC PROPERTY & CASUALTY CO CS HKD SWP |
|
|
(28,000 |
) |
|
|
(12,842) |
|
PICC PROPERTY & CASUALTY DB HKD SWP |
|
|
(29,560 |
) |
|
|
(12,494) |
|
PICC PROPERTY & CASUALTY HKD SWP BAR |
|
|
(12,000 |
) |
|
|
(2,368) |
|
PICC PROPERTY & CASUALTY HKD SWP BOA |
|
|
(12,000 |
) |
|
|
(5,557) |
|
PICC PROPERTY & CASUALTY HKD SWP JPM |
|
|
(20,000 |
) |
|
|
(258) |
|
PICC PROPERTY & CASUALTY-H USD SWP CS SHORT |
|
|
(24,783 |
) |
|
|
(123) |
|
PICC PROPERTY CASUALTY SWP USD CS |
|
|
24,783 |
|
|
|
123 |
|
PING AN INSURANCE GROUP CO-A USD SWP BOA |
|
|
(4,400 |
) |
|
|
(7,737) |
|
PING AN INSURANCE GROUP CO-A USD SWP DB |
|
|
(28,600 |
) |
|
|
(23,275) |
|
PING AN INSURANCE GROUP CO-A USD SWP MS |
|
|
(24,700 |
) |
|
|
(8,628) |
|
PING AN INSURANCE GROUP CO-A USD SWP UBS |
|
|
(66,700 |
) |
|
|
(116,840) |
|
PING AN INSURANCE GROUP CO-H USD SWP CS SHORT |
|
|
(97,810 |
) |
|
|
(59,178) |
|
PING AN INSURANCE GRP SWP USD CS |
|
|
97,810 |
|
|
|
59,178 |
|
PING AN INSURANCE JPM HKD SWP |
|
|
55,500 |
|
|
|
4,775 |
|
PLATINUM FUTURE APR15 |
|
|
|
|
|
|
(331) |
|
PORTUGAL TELECOM SGPS SA-REG SWP NMRA |
|
|
2,850 |
|
|
|
(3,607) |
|
PORTUGAL TELECOM SGPS SA-REG SWP SEB |
|
|
(2,850 |
) |
|
|
3,607 |
|
POWER ASSETS HOLDINGS LTD HKD SWP HSBC |
|
|
(4,000 |
) |
|
|
(1,933) |
|
PRADA S.P.A. HKD SWAP BOA |
|
|
(43,300 |
) |
|
|
51,869 |
|
PRADA S.P.A. HKD SWAP CS |
|
|
(11,800 |
) |
|
|
22,113 |
|
PRADA S.P.A. HKD SWAP HSBC |
|
|
(2,600 |
) |
|
|
1,524 |
|
PRADA S.P.A. HKD SWAP MS |
|
|
(7,300 |
) |
|
|
4,356 |
|
PRUDENTIAL PLC SWAP |
|
|
(6,102 |
) |
|
|
1,677 |
|
PRUDENTIAL PLC SWP USD CS |
|
|
1,613 |
|
|
|
(642) |
|
PRUDENTIAL PLC USD SWP CS SHORT |
|
|
(1,613 |
) |
|
|
642 |
|
PUBLIC BANK BERHAD SWP USD CS SHT |
|
|
(1,235 |
) |
|
|
(218) |
|
PUBLIC BANK BERHAD USD SWP CSFB |
|
|
1,235 |
|
|
|
218 |
|
PVH 2015 JAN 115 CALL 01/17/2015 |
|
|
97 |
|
|
|
134,345 |
|
QIHU 2015 JAN 20 PUT 01/17/2015 |
|
|
141 |
|
|
|
705 |
|
QIHU 2016 JAN 32.5 PUT 01/15/2016 |
|
|
95 |
|
|
|
20,663 |
|
QIHU 2016 JAN 35 PUT 01/15/2016 |
|
|
14 |
|
|
|
4,025 |
|
QIHU 2016 JAN 37.5 PUT 01/15/2016 |
|
|
10 |
|
|
|
3,650 |
|
QINGDAO HAIER CO LTD-A USD SWP BOA |
|
|
26,000 |
|
|
|
5,862 |
|
QINGDAO HAIER CO LTD-A USD SWP JPM |
|
|
26,000 |
|
|
|
6,795 |
|
QINGDAO HAIER CO LTD-A USD SWP MS |
|
|
46,000 |
|
|
|
14,534 |
|
QINGDAO HAIER CO LTD-A USD SWP UBS |
|
|
132,500 |
|
|
|
(6,601) |
|
QSR 2015 JAN 35 CALL 01/17/2015 |
|
|
24 |
|
|
|
9,960 |
|
QSR 2015 JAN 35 PUT 01/17/2015 |
|
|
(24 |
) |
|
|
(360) |
|
QSR 2015 JAN 38 CALL 01/17/2015 |
|
|
6 |
|
|
|
960 |
|
QSR 2015 JAN 38 PUT 01/17/2015 |
|
|
(6 |
) |
|
|
(405) |
|
QSR 2015 JAN 40 CALL 01/17/2015 |
|
|
901 |
|
|
|
51,808 |
|
QSR 2015 JAN 40 PUT 01/17/2015 |
|
|
(901 |
) |
|
|
(146,413) |
|
RADIAN GROUP INC USD SWP CS |
|
|
3,789 |
|
|
|
1,553 |
|
RADIAN GRP SWP CS SHT |
|
|
(3,789 |
) |
|
|
(1,553) |
|
RAKUTEN INC 1305 CALL 11DEC15 SG |
|
|
13,600 |
|
|
|
51,051 |
|
RAKUTEN INC 1305 PUT 11DEC15 SG |
|
|
13,600 |
|
|
|
8,055 |
|
RAKUTEN INC 1419 CALL 11DEC15 SG |
|
|
22,300 |
|
|
|
68,827 |
|
RAKUTEN INC 1419 PUT 11DEC15 SG |
|
|
22,300 |
|
|
|
19,532 |
|
RAKUTEN INC BOA JPY SWP |
|
|
(12,600 |
) |
|
|
(5,752) |
|
RAKUTEN INC CITI JPY SWP |
|
|
(2,300 |
) |
|
|
(1,761) |
|
RAKUTEN INC CS JPY SWP |
|
|
(10,300 |
) |
|
|
(5,019) |
|
RAKUTEN INC DB JPY SWP |
|
|
(7,700 |
) |
|
|
(5,582) |
|
RAKUTEN INC MS JPY SWP |
|
|
(10,600 |
) |
|
|
(5,817) |
|
62
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
RAKUTEN INC SG JPY SWP |
|
|
(5,700 |
) |
|
|
(14,621) |
|
RBOB CALENDAR SWA AUG15 |
|
|
|
|
|
|
(18,782) |
|
RBOB CALENDAR SWA JUL15 |
|
|
|
|
|
|
(18,207) |
|
RBOB CALENDAR SWA SEP15 |
|
|
|
|
|
|
(23,297) |
|
RBOB V BRENT SP S AUG15 |
|
|
|
|
|
|
994 |
|
RBOB V BRENT SP S JUL15 |
|
|
|
|
|
|
2,251 |
|
RBOB V BRENT SP S SEP15 |
|
|
|
|
|
|
(4,139) |
|
RCS CAPITAL CORP-CLASS A SWP CS |
|
|
15,801 |
|
|
|
36,184 |
|
RDN 2015 JAN 12 CALL 01/17/2015 |
|
|
(321 |
) |
|
|
(154,080) |
|
RDN 2016 JAN 12 CALL 01/15/2016 |
|
|
(1 |
) |
|
|
(545) |
|
RDN DFT 500 12/20/2017 CSFB |
|
|
250,000 |
|
|
|
(25,563) |
|
RED WHEAT FUT MGE JUL15 |
|
|
|
|
|
|
(1,865) |
|
RED WHEAT FUT MGE MAR15 |
|
|
|
|
|
|
25,997 |
|
REP OF HUNGARY DFT 100 06/20/2019 BARCLAYS |
|
|
456,000 |
|
|
|
11,904 |
|
REP OF HUNGARY DFT 100 06/20/2019 NOMURA |
|
|
148,000 |
|
|
|
3,910 |
|
REP SM 2016 DEC 18 PUT 12/16/2016 BCLEAR |
|
|
155 |
|
|
|
79,715 |
|
REP SM 2016 DEC 18.5 PUT 12/16/2016 BCLEAR |
|
|
100 |
|
|
|
56,149 |
|
REPSOL SA SWP CITI |
|
|
(23,433 |
) |
|
|
56,640 |
|
RESONA HOLDINGS USD SWP NOM |
|
|
(34,000 |
) |
|
|
16,855 |
|
RF 2015 FEB 11 CALL 02/20/2015 |
|
|
195 |
|
|
|
3,998 |
|
RHT 2016 JAN 65 CALL 01/15/2016 |
|
|
13 |
|
|
|
14,040 |
|
RHT 2016 JAN 72.5 CALL 01/15/2016 |
|
|
5 |
|
|
|
3,575 |
|
RIG 2015 FEB 13 PUT 02/20/2015 |
|
|
288 |
|
|
|
10,512 |
|
RIG 2015 JAN 40 CALL 01/17/2015 |
|
|
(58 |
) |
|
|
(29) |
|
RIG 2015 JAN 40 PUT 01/17/2015 |
|
|
58 |
|
|
|
125,570 |
|
ROLLS-ROYCE HOLDINGS PLC SWP |
|
|
(58,019 |
) |
|
|
(48,560) |
|
ROUGH RICE (CBOT) MAR15 |
|
|
|
|
|
|
25,360 |
|
ROYAL MAIL PLC SWP |
|
|
(35,980 |
) |
|
|
(6,330) |
|
RSA INSURANCE GROUP PLC SWP |
|
|
201,772 |
|
|
|
(137,398) |
|
RUSSELL 2000 MINI MAR15 |
|
|
(9 |
) |
|
|
(48,108) |
|
RYANAIR HOLDINGS PLC SWP |
|
|
168,651 |
|
|
|
378,394 |
|
RYANAIR HOLDINGS USD SWP CSFB |
|
|
15,260 |
|
|
|
32,917 |
|
RYL 2016 JAN 30 CALL 01/15/2016 |
|
|
(125 |
) |
|
|
(131,250) |
|
RYL DFT 500 06/20/2018 JPM |
|
|
250,000 |
|
|
|
(29,647) |
|
RYL DFT 500 06/20/2018 MS |
|
|
250,000 |
|
|
|
(29,647) |
|
S&P500 EMINI FUT MAR15 |
|
|
(1,136 |
) |
|
|
(4,234,926) |
|
S.O.I.T.E.C. SWP BARC |
|
|
(5,705 |
) |
|
|
(838) |
|
S.O.I.T.E.C. SWP CITI |
|
|
2,850 |
|
|
|
310 |
|
S.O.I.T.E.C. SWP CSFB |
|
|
(1,630 |
) |
|
|
(197) |
|
S.O.I.T.E.C. SWP DB |
|
|
(4,075 |
) |
|
|
(641) |
|
S.O.I.T.E.C. SWP MS |
|
|
11,410 |
|
|
|
1,677 |
|
S.O.I.T.E.C. SWP SEB |
|
|
(2,850 |
) |
|
|
(310) |
|
SAIC MOTOR CORP JPM USD SWP |
|
|
68,000 |
|
|
|
79,408 |
|
SAIC MOTOR CORPORATION LTD-A USD SWP BOA |
|
|
26,400 |
|
|
|
29,866 |
|
SAIC MOTOR CORPORATION LTD-A USD SWP DB |
|
|
85,900 |
|
|
|
100,894 |
|
SAIC MOTOR CORPORATION LTD-A USD SWP HSBC |
|
|
21,300 |
|
|
|
24,760 |
|
SAINSBURY JPM SWAP |
|
|
(24,450 |
) |
|
|
(2,451) |
|
SAINSBURY PLC SWP |
|
|
(123,216 |
) |
|
|
(10,443) |
|
SAINSBURY PLC SWP CITI |
|
|
84,196 |
|
|
|
4,768 |
|
SAINSBURY SWP BNP |
|
|
(27,146 |
) |
|
|
6,473 |
|
SAINSBURYS SWP CS |
|
|
(32,600 |
) |
|
|
(8,789) |
|
SAMPO OYJ USD SWP CS |
|
|
95 |
|
|
|
(68) |
|
SAMPO OYJ USD SWP CS SHORT |
|
|
(95 |
) |
|
|
68 |
|
SAMSUNG SDS CO LTD USD SWP BAR |
|
|
(1,912 |
) |
|
|
(5,743) |
|
SAMSUNG SDS CO LTD USD SWP BNP |
|
|
(286 |
) |
|
|
(3,804) |
|
SAMSUNG SDS CO LTD USD SWP BOA |
|
|
(1,012 |
) |
|
|
1,561 |
|
SAMSUNG SDS CO LTD USD SWP DB |
|
|
(104 |
) |
|
|
(1,167) |
|
SAMSUNG SDS CO LTD USD SWP JPM |
|
|
(86 |
) |
|
|
(762) |
|
SAMSUNG SDS CO LTD USD SWP MACQ |
|
|
(912 |
) |
|
|
(12,119) |
|
SAN FP 2015 MAR 88 CALL 03/20/2015 |
|
|
83 |
|
|
|
4,018 |
|
SANDS CHINA BARC HKD SWP |
|
|
(11,600 |
) |
|
|
13,154 |
|
SANDS CHINA HKD SWP MACQ |
|
|
(20,400 |
) |
|
|
18,294 |
|
SANDS CHINA LTD CS HKD SWP |
|
|
(23,600 |
) |
|
|
21,118 |
|
SANDS CHINA LTD HKD SWP NOM |
|
|
(48,000 |
) |
|
|
48,321 |
|
SANDS CHINA LTD SWP BNP |
|
|
(3,200 |
) |
|
|
3,537 |
|
SANDS CHINA LTD SWP BOA |
|
|
(29,200 |
) |
|
|
31,430 |
|
SANTANDER CONSUMER USA HOLDI SWP CS |
|
|
(4,785 |
) |
|
|
(1,255) |
|
SANTANDER CONSUMER USA SWP CS SHT |
|
|
(1,238 |
) |
|
|
446 |
|
SANY HEAVY INDUSTRY CO LTD-A USD SWP CITI |
|
|
61,300 |
|
|
|
35,414 |
|
SANY HEAVY INDUSTRY CO LTD-A USD SWP JPM |
|
|
127,300 |
|
|
|
62,429 |
|
SAS AB SWP BARC |
|
|
(3,261 |
) |
|
|
920 |
|
SAS AB SWP DB |
|
|
(4,076 |
) |
|
|
1,150 |
|
SAS AB SWP JPM |
|
|
17,644 |
|
|
|
(4,980) |
|
SAS SWP SEB |
|
|
(10,307 |
) |
|
|
2,909 |
|
SCTY 2017 JAN 10 PUT 01/20/2017 |
|
|
168 |
|
|
|
10,500 |
|
SCTY 2017 JAN 100 CALL 01/20/2017 |
|
|
(13 |
) |
|
|
(6,728) |
|
SCTY 2017 JAN 100 PUT 01/20/2017 |
|
|
13 |
|
|
|
68,023 |
|
SD 2015 JAN 2 PUT 01/17/2015 |
|
|
225 |
|
|
|
6,075 |
|
SEADRILL LTD SWP UBS |
|
|
(4,488 |
) |
|
|
116,956 |
|
SEADRILL PARTNERS LLC SWP JPM |
|
|
(4,177 |
) |
|
|
58,743 |
|
SEAWORLD ENTERTAINMENT SWP CS |
|
|
(667 |
) |
|
|
8,017 |
|
SEIKO HOLDINGS CORP JPY SWP CS |
|
|
(6,000 |
) |
|
|
887 |
|
SEM GROUP LITIGATION TRUST |
|
|
1 |
|
|
|
|
|
SEMICONDUCTOR HOLDRS TRUST SWP JPM |
|
|
(19,055 |
) |
|
|
27,439 |
|
SEMICONDUCTOR MANUFACT MS HKD SWP |
|
|
(49,000 |
) |
|
|
177 |
|
SEMICONDUCTOR MANUFACTURING HKD SWP JPM |
|
|
(183,000 |
) |
|
|
1,131 |
|
SEMICONDUCTOR MANUFACTURING HKD SWP NOM |
|
|
(374,000 |
) |
|
|
(584) |
|
SGX CNX NIFTY JAN15 |
|
|
(125 |
) |
|
|
(8,649) |
|
63
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
SHANGHAI PUDONG DEVEL BANK-A USD SWP CS |
|
|
41,600 |
|
|
|
33,723 |
|
SHANGHAI PUDONG DEVEL BANK-A USD SWP UBS |
|
|
55,200 |
|
|
|
36,955 |
|
SHANGHAI WAIGAOQIAO FTZ - A USD SWP DB |
|
|
13,700 |
|
|
|
11,795 |
|
SHANGHAI WAIGAOQIAO FTZ - A USD SWP UBS |
|
|
7,900 |
|
|
|
4,661 |
|
SHARP CORP JPY SWP CS |
|
|
(112,000 |
) |
|
|
12,786 |
|
SHARP CORP JPY SWP DB |
|
|
(1,000 |
) |
|
|
265 |
|
SHARP CORP JPY SWP UBS |
|
|
(85,000 |
) |
|
|
3,180 |
|
SHIMAO PROPERTY HLDGS DB HKD SWP |
|
|
(18,000 |
) |
|
|
1,819 |
|
SHIMAO PROPERTY HLDGS HKD SWP BOA |
|
|
(32,500 |
) |
|
|
(2,934) |
|
SHIMAO PROPERTY HLDGS HKD SWP NOM |
|
|
(12,500 |
) |
|
|
1,025 |
|
SHIMIZU CORP USD SWP NOM |
|
|
(24,000 |
) |
|
|
14,275 |
|
SHIP FINANCE INTL LTD SWP CS |
|
|
(3,544 |
) |
|
|
16,276 |
|
SHIP FINANCE INTL LTD SWP JPM |
|
|
(2,636 |
) |
|
|
11,105 |
|
SHIRE PLC SWP |
|
|
26,570 |
|
|
|
157,183 |
|
SHISEIDO CO BAR JPY SWP |
|
|
(11,700 |
) |
|
|
17,223 |
|
SHISEIDO CO JPY SWP MS |
|
|
(14,800 |
) |
|
|
21,356 |
|
SHIZUOKA BANK LTD JPY SWP BOA |
|
|
1,000 |
|
|
|
1,301 |
|
SHIZUOKA BANK LTD USD SWP NOM |
|
|
(19,000 |
) |
|
|
9,799 |
|
SHPG Apr15 205 PUT |
|
|
(54 |
) |
|
|
(62,100) |
|
SIE GY 120 CALL 16DEC2016 |
|
|
246 |
|
|
|
70,105 |
|
SIE GY 2016 DEC 100 CALL 12/16/2016 |
|
|
21 |
|
|
|
17,229 |
|
SIE GY 2016 DEC 110 CALL 12/16/2016 |
|
|
21 |
|
|
|
10,444 |
|
SIE GY 2018 DEC 100 CALL 12/21/2018 |
|
|
21 |
|
|
|
22,973 |
|
SIE GY 2018 DEC 76 PUT 12/21/2018 |
|
|
32 |
|
|
|
44,532 |
|
SIEMENS AG-REG SWP CSFB |
|
|
4,711 |
|
|
|
3,209 |
|
SIEMENS FINANCIERINGSMAT DFT 100 12/20/2019 CS |
|
|
(428,000 |
) |
|
|
13,133 |
|
SINA US 2015 JAN 22.5 PUT 01/17/2015 |
|
|
3 |
|
|
|
5 |
|
SINA US 2016 JAN 20 PUT 01/15/2016 |
|
|
253 |
|
|
|
9,614 |
|
SINA US 2016 JAN 22.5 PUT 01/15/2016 |
|
|
323 |
|
|
|
21,157 |
|
SINA US 2016 JAN 50 PUT 01/15/2016 |
|
|
1 |
|
|
|
1,413 |
|
SKANDINAVISKA ENSKILDA BAN-A USD SWP CSFB |
|
|
1,142 |
|
|
|
174 |
|
SKANDINAVISKA ENSKILDA SWP USD CS SHT |
|
|
(1,142 |
) |
|
|
(174) |
|
SLHN VX 2015 DEC 240 CALL 12/18/2015 |
|
|
24 |
|
|
|
36,756 |
|
SLXP 2017 JAN 140 CALL 01/20/2017 |
|
|
(3 |
) |
|
|
(4,425) |
|
SM INVESTMENTS CORP 1.625% 17 CBS BOA |
|
|
200,000 |
|
|
|
9,288 |
|
SM INVESTMENTS CORP 1.625% 17 CBS- DB |
|
|
400,000 |
|
|
|
(44,000) |
|
SM INVESTMENTS CORP BARC USD SWP |
|
|
(6,022 |
) |
|
|
(3,166) |
|
SM INVESTMENTS CORP BOA USD SWP |
|
|
(1,875 |
) |
|
|
(798) |
|
SM INVESTMENTS CORP SWP DB |
|
|
(21,615 |
) |
|
|
27,246 |
|
SM INVESTMENTS USD SWP MACQ |
|
|
(11,680 |
) |
|
|
(7,201) |
|
SNAM RETE GAS CS SWP |
|
|
70,103 |
|
|
|
708 |
|
SNDK 2015 JAN 20 PUT 01/17/2015 |
|
|
27 |
|
|
|
41 |
|
SNDK 2016 JAN 52.5 CALL 01/15/2016 |
|
|
(135 |
) |
|
|
(628,088) |
|
SOCIETE GENERALE USD SWP CS |
|
|
4,697 |
|
|
|
382 |
|
SOCIETE GENERALE USD SWP CS SHORT |
|
|
(4,697 |
) |
|
|
(382) |
|
SOFTBANK CORP MACQ USD SWP |
|
|
(9,800 |
) |
|
|
22,258 |
|
SOFTBANK CORP USD SWP NOM |
|
|
(6,700 |
) |
|
|
83,257 |
|
SOLD AUD/BOUGHT USD |
|
|
|
|
|
|
125,613 |
|
SOLD BRL/BOUGHT USD |
|
|
|
|
|
|
390,650 |
|
SOLD CAD/BOUGHT USD |
|
|
|
|
|
|
20,737 |
|
SOLD CHF/BOUGHT USD |
|
|
|
|
|
|
44,671 |
|
SOLD CNY/BOUGHT USD |
|
|
|
|
|
|
6,952 |
|
SOLD DKK/BOUGHT USD |
|
|
|
|
|
|
16,173 |
|
SOLD EUR/BOUGHT USD |
|
|
|
|
|
|
1,342,684 |
|
SOLD GBP/BOUGHT USD |
|
|
|
|
|
|
55,613 |
|
SOLD ILS/BOUGHT USD |
|
|
|
|
|
|
48,239 |
|
SOLD INR/BOUGHT USD |
|
|
|
|
|
|
12,562 |
|
SOLD JPY/BOUGHT USD |
|
|
|
|
|
|
120,522 |
|
SOLD MXN/BOUGHT USD |
|
|
|
|
|
|
186,224 |
|
SOLD MYR/BOUGHT USD |
|
|
|
|
|
|
8,601 |
|
SOLD PLN/BOUGHT USD |
|
|
|
|
|
|
101,140 |
|
SOLD SEK/BOUGHT USD |
|
|
|
|
|
|
25,386 |
|
SOLD SGD/BOUGHT USD |
|
|
|
|
|
|
32,049 |
|
SOLD USD/BOUGHT AUD |
|
|
|
|
|
|
(1,281) |
|
SOLD USD/BOUGHT BRL |
|
|
|
|
|
|
(33,938) |
|
SOLD USD/BOUGHT CAD |
|
|
|
|
|
|
4,626 |
|
SOLD USD/BOUGHT CNY |
|
|
|
|
|
|
(36,194) |
|
SOLD USD/BOUGHT DKK |
|
|
|
|
|
|
(18,674) |
|
SOLD USD/BOUGHT EUR |
|
|
|
|
|
|
(343,349) |
|
SOLD USD/BOUGHT GBP |
|
|
|
|
|
|
(14,197) |
|
SOLD USD/BOUGHT ILS |
|
|
|
|
|
|
(42,496) |
|
SOLD USD/BOUGHT INR |
|
|
|
|
|
|
(20,315) |
|
SOLD USD/BOUGHT JPY |
|
|
|
|
|
|
(4,000) |
|
SOLD USD/BOUGHT MXN |
|
|
|
|
|
|
(53,937) |
|
SOLD USD/BOUGHT MYR |
|
|
|
|
|
|
(12,207) |
|
SOLD USD/BOUGHT SGD |
|
|
|
|
|
|
(13,867) |
|
SOLD ZAR/BOUGHT USD |
|
|
|
|
|
|
1,547 |
|
SOLVAY SA SWP |
|
|
(1,414 |
) |
|
|
(6,516) |
|
SONY CORP CS JPY SWP |
|
|
22,900 |
|
|
|
95,377 |
|
SONY CORP JPY SWP CITI |
|
|
31,000 |
|
|
|
107,323 |
|
SOURCE PHYSICAL GOLD P-ETC SWP |
|
|
(67 |
) |
|
|
(5,131) |
|
SOUTH AFRICAN RAND SPOT |
|
|
(26,363 |
) |
|
|
(2,277) |
|
SOUTHWESTERN ENERGY CO SWP CS |
|
|
(26,835 |
) |
|
|
134,312 |
|
SOUTHWESTERN ENERGY CO SWP MS |
|
|
(21,814 |
) |
|
|
112,605 |
|
SOYBEAN FTR OPTN FEB15 1000 PUT |
|
|
(15,000 |
) |
|
|
(2,269) |
|
SOYBEAN FTR OPTN FEB15 1100 CALL |
|
|
(15,000 |
) |
|
|
(506) |
|
SOYBEAN FUTURE JUL15 |
|
|
|
|
|
|
21,173 |
|
SOYBEAN FUTURE NOV15 |
|
|
|
|
|
|
(10,361) |
|
64
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
SOYBEAN MEAL FUTR DEC15 |
|
|
|
|
|
|
(663) |
|
SOYBEAN MEAL FUTR JUL15 |
|
|
|
|
|
|
(4,196) |
|
SOYBEAN MEAL FUTR MAY15 |
|
|
|
|
|
|
7,354 |
|
SOYBEAN OIL FUTR DEC15 |
|
|
|
|
|
|
4,173 |
|
SPF 2016 JAN 7 CALL 01/15/2016 |
|
|
(184 |
) |
|
|
(23,000) |
|
SPF DFT 500 09/20/2017 MS |
|
|
500,000 |
|
|
|
(50,527) |
|
SPI 200 FUTURES MAR15 |
|
|
(1 |
) |
|
|
(5,087) |
|
SPX Dec15 1600 PUT |
|
|
(26 |
) |
|
|
(101,920) |
|
SPX Dec15 1750 PUT |
|
|
(27 |
) |
|
|
(166,860) |
|
SPX Dec15 2200 CALL |
|
|
(53 |
) |
|
|
(305,280) |
|
SPX Dec15 2300 CALL |
|
|
(107 |
) |
|
|
(292,110) |
|
SPX Dec15 2350 CALL |
|
|
(26 |
) |
|
|
(45,890) |
|
SPX Jun15 1650 PUT |
|
|
(79 |
) |
|
|
(154,445) |
|
SPX Jun15 1700 PUT |
|
|
(79 |
) |
|
|
(188,020) |
|
SPX Jun15 1725 PUT |
|
|
(54 |
) |
|
|
(141,480) |
|
SPX Jun15 1800 PUT |
|
|
(26 |
) |
|
|
(91,000) |
|
SPX Jun15 2200 CALL |
|
|
(26 |
) |
|
|
(57,200) |
|
SPX Mar15 1800 PUT |
|
|
(79 |
) |
|
|
(114,945) |
|
SPX Sep15 1750 PUT |
|
|
(54 |
) |
|
|
(248,940) |
|
SPX Sep15 1800 PUT |
|
|
(26 |
) |
|
|
(140,920) |
|
SPX Sep15 2250 CALL |
|
|
(26 |
) |
|
|
(66,560) |
|
SPY Feb15 188 PUT |
|
|
(54 |
) |
|
|
(6,912) |
|
SPY Feb15 196 PUT |
|
|
(160 |
) |
|
|
(35,200) |
|
SPY Feb15 205 PUT |
|
|
211 |
|
|
|
91,363 |
|
SRG IM 2015 JUN 4.2 CALL 06/18/2015 |
|
|
90 |
|
|
|
19,222 |
|
SRG IM 2015 JUN 4.4 CALL 06/18/2015 |
|
|
68 |
|
|
|
8,722 |
|
SRG IM 2015 JUN 4.6 CALL 06/18/2015 |
|
|
45 |
|
|
|
3,322 |
|
SSAB AB - B SHARES SWP CITI |
|
|
(1,223 |
) |
|
|
353 |
|
SSAB AB - B SHARES SWP JPM |
|
|
1,223 |
|
|
|
(275) |
|
STANDARD BANK GROUP LTD |
|
|
(98,205 |
) |
|
|
(139,107) |
|
STANDARD CHARTERED PLC USD SWP CS SHORT |
|
|
(668 |
) |
|
|
(343) |
|
STANDARD CHARTERED USD CS SWP |
|
|
668 |
|
|
|
343 |
|
STANDARD LIFE PLC SWP |
|
|
(31,795 |
) |
|
|
10,175 |
|
STANDARD PACIFIC DFT 500 20SEP2017 CITI |
|
|
250,000 |
|
|
|
(25,263) |
|
STARWOOD HOTELS & RESORTS SWP JPM |
|
|
(515 |
) |
|
|
(2,218) |
|
STEINHOFF FIN HLDG 6.375 05/26/2017 CVB SWP CITI |
|
|
400,000 |
|
|
|
11,960 |
|
STEINHOFF FINANCE HLDG 4 01/30/2021 CVB SWP CITI |
|
|
400,000 |
|
|
|
18,479 |
|
STEINHOFF INTL HOLDINGS LTD SWP EUR CITI |
|
|
(155,049 |
) |
|
|
(41,204) |
|
STOXX 600 HEALTH CARE PR IDX SWP CS |
|
|
(326 |
) |
|
|
(6,475) |
|
STOXX 600 OPTIMISED FOOD AND BEVERAGE SWP JPM |
|
|
(94 |
) |
|
|
(6,563) |
|
STOXX EUROPE 600 (PRICE) INDEX SWP CITI |
|
|
(2,857 |
) |
|
|
4,418 |
|
STOXX EUROPE 600 (PRICE) INDEX SWP UBS |
|
|
(1,261 |
) |
|
|
4,687 |
|
STOXX EUROPE 600 IDX SWP JPM |
|
|
(2,254 |
) |
|
|
(1,470) |
|
STOXX INSURANCE 600 SWP CITI |
|
|
(1,739 |
) |
|
|
1,672 |
|
SUEDZUCKER AG SWP CS |
|
|
(529 |
) |
|
|
(1,098) |
|
SUEDZUCKER AG SWP HSBC |
|
|
1,988 |
|
|
|
2,246 |
|
SUEDZUCKER AG SWP JPM |
|
|
2,895 |
|
|
|
4,495 |
|
SUEDZUCKER AG SWP SEB |
|
|
(114 |
) |
|
|
(52) |
|
SUEDZUCKER AG SWP SG |
|
|
(3,180 |
) |
|
|
(5,301) |
|
SUEDZUCKER AG SWP UBS |
|
|
(1,060 |
) |
|
|
(2,067) |
|
SUGAR 11 (WORLD) MAR15 |
|
|
|
|
|
|
194,731 |
|
SUMITOMO ELECTRIC INDUSTRIES JPY SWP BOA |
|
|
9,600 |
|
|
|
(5,418) |
|
SUMITOMO ELECTRIC INDUSTRIES JPY SWP UBS |
|
|
14,100 |
|
|
|
(10,432) |
|
SUMITOMO MITSUI FINANCIAL USD SWP NOM |
|
|
(4,900 |
) |
|
|
21,977 |
|
SUMMIT MIDSTREAM PARTNERS LP CITI SWAP |
|
|
(1,716 |
) |
|
|
6,624 |
|
SUMMIT MIDSTREAM PARTNERS LP CS SWAP |
|
|
(1,653 |
) |
|
|
(8,899) |
|
SVENSKA HANDELSBANKEN A-SHRS USD CS SHT |
|
|
(296 |
) |
|
|
(12) |
|
SVENSKA HANDELSBANKEN-A SHS USD SWP CS |
|
|
296 |
|
|
|
12 |
|
SWEDBANK AB - A SHARES USD SWP CS |
|
|
556 |
|
|
|
86 |
|
SWEDBANK AB SWP USD CS SHT |
|
|
(556 |
) |
|
|
(86) |
|
SWIRE PROPERTIES LTD HKD SWP HSBC |
|
|
(43,400 |
) |
|
|
(773) |
|
SWISS LIFE HOLDING AG-REG SWP |
|
|
(419 |
) |
|
|
529 |
|
SWISS LIFE HOLDING SWAP CSFB |
|
|
33 |
|
|
|
419 |
|
SWISS RE AG USD SWP CS |
|
|
256 |
|
|
|
(345) |
|
SWISS RE AG USD SWP CS SHORT |
|
|
(256 |
) |
|
|
345 |
|
SWU023N04 TRS USD |
|
|
500 |
|
|
|
(285) |
|
SWU023N46 TRS USD |
|
|
500 |
|
|
|
(1,663) |
|
SWU023T65 TRS USD |
|
|
100 |
|
|
|
417 |
|
SWU023T99 TRS USD |
|
|
100 |
|
|
|
347 |
|
SWU023Y69 TRS USD |
|
|
700,000 |
|
|
|
8,476 |
|
SWU024TA4 TRS USD |
|
|
200 |
|
|
|
824 |
|
SWU029LG8 TRS USD |
|
|
176,000 |
|
|
|
18,841 |
|
SWU029LH6 TRS USD |
|
|
145,000 |
|
|
|
(18,855) |
|
SWU029LJ2 TRS USD |
|
|
157,000 |
|
|
|
(20,602) |
|
SWU029N84 TRS USD |
|
|
1,800 |
|
|
|
(2,655) |
|
SWU029NB7 TRS USD |
|
|
(6,237,008 |
) |
|
|
(306,900) |
|
SWU029PE9 TRS USD |
|
|
(595,462 |
) |
|
|
(23,804) |
|
SWU029PF6 TRS USD |
|
|
(8,238,164 |
) |
|
|
(352,502) |
|
SWU029PH2 TRS USD |
|
|
(2,988,008 |
) |
|
|
(127,854) |
|
SWU029PI0 TRS USD |
|
|
(8,507,529 |
) |
|
|
(364,028) |
|
SWU029Q24 TRS USD |
|
|
126,000 |
|
|
|
(14,457) |
|
SWU029RA5 TRS USD |
|
|
3,576 |
|
|
|
1,762 |
|
SWU077C10 TRS USD |
|
|
910,000 |
|
|
|
13,355 |
|
SWU09H878 TRS USD |
|
|
200 |
|
|
|
664 |
|
SWU09H886 TRS USD |
|
|
200 |
|
|
|
861 |
|
SWU09P631 TRS USD |
|
|
13,098 |
|
|
|
20,233 |
|
SWU0A0022 TRS USD |
|
|
4,500 |
|
|
|
18,006 |
|
SWU0A0030 TRS USD |
|
|
1,194 |
|
|
|
5,195 |
|
65
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
SWU0AT458 TRS USD |
|
|
200 |
|
|
|
857 |
|
SWU0COM24 TRS USD |
|
|
441 |
|
|
|
838 |
|
SWU0COM32 TRS USD |
|
|
459 |
|
|
|
826 |
|
SWU0COM40 TRS USD |
|
|
1,140 |
|
|
|
248 |
|
SWU0COMJ7 TRS USD |
|
|
5,940 |
|
|
|
26,091 |
|
SWU0COMM0 TRS USD |
|
|
23,850 |
|
|
|
86,880 |
|
SWU0COMN8 TRS USD |
|
|
252,000 |
|
|
|
(26,406) |
|
SWU0COMQ1 TRS USD |
|
|
8,215 |
|
|
|
31,500 |
|
SWU0COMR9 TRS USD |
|
|
6,882 |
|
|
|
(138) |
|
SWU0COMS7 TRS USD |
|
|
15,097 |
|
|
|
64,002 |
|
SWU0COMX6 TRS USD |
|
|
3,000 |
|
|
|
(1,211) |
|
SWU0CSA36 TRS USD |
|
|
1,800 |
|
|
|
(3,060) |
|
SWU0NA018 TRS USD |
|
|
2,508 |
|
|
|
985 |
|
SWU0NA026 TRS USD |
|
|
1,266 |
|
|
|
434 |
|
SWU0NA042 TRS USD |
|
|
2,814 |
|
|
|
824 |
|
SWU0NA380 TRS USD |
|
|
(26,294,948 |
) |
|
|
(270,481) |
|
SWU0NA398 TRS USD |
|
|
(2,565,720 |
) |
|
|
(26,052) |
|
SWU0NB610 TRS USD |
|
|
77,280 |
|
|
|
5,668 |
|
SWU0NB628 TRS USD |
|
|
82,645 |
|
|
|
2,254 |
|
SWU0NB883 TRS USD |
|
|
126,000 |
|
|
|
(10,066) |
|
SWU0NB933 TRS USD |
|
|
10,000 |
|
|
|
21,493 |
|
SWU0RS999 TRS USD |
|
|
1,500 |
|
|
|
5,852 |
|
SWU0RSAA4 TRS USD |
|
|
12,000 |
|
|
|
55,341 |
|
SWU0RSC46 TRS USD |
|
|
284,091 |
|
|
|
(1,251) |
|
SWU0RSD29 TRS USD |
|
|
2,200 |
|
|
|
2,499 |
|
SWU0RSD37 TRS USD |
|
|
3,600 |
|
|
|
4,018 |
|
SWU0RSKK1 TRS USD |
|
|
126,000 |
|
|
|
(14,457) |
|
SWU0RSKR6 TRS USD |
|
|
377,358 |
|
|
|
(2,076) |
|
SWU0RSR81 TRS USD |
|
|
441 |
|
|
|
1,417 |
|
SWU0RSR99 TRS USD |
|
|
459 |
|
|
|
1,429 |
|
SWU0RSRA6 TRS USD |
|
|
2,670 |
|
|
|
1,315 |
|
SWU0RSRB4 TRS USD |
|
|
94,000 |
|
|
|
5,582 |
|
SWU0RWGM3 TRS USD |
|
|
6,549 |
|
|
|
10,510 |
|
SWU0RWW86 TRS USD |
|
|
189,000 |
|
|
|
20,323 |
|
SWU0SPG39 TRS USD |
|
|
8,900 |
|
|
|
2,577,420 |
|
SWU0VA001 TRS USD |
|
|
104,167 |
|
|
|
1,104 |
|
SWU0VAR10 TRS USD |
|
|
130,000 |
|
|
|
(15,428) |
|
SWU0VAR28 TRS USD |
|
|
160,000 |
|
|
|
15,589 |
|
SWU0VAR69 TRS USD |
|
|
3,000 |
|
|
|
12,004 |
|
SWU0VARE2 TRS USD |
|
|
196,850 |
|
|
|
6,886 |
|
SWU0VARM4 TRS USD |
|
|
377,400 |
|
|
|
(1,921) |
|
SWU0VARS1 TRS USD |
|
|
100,000 |
|
|
|
(18,176) |
|
SWU0VART9 TRS USD |
|
|
120,000 |
|
|
|
16,511 |
|
SWU0WE077 TRS USD |
|
|
(1,833,042 |
) |
|
|
(73,113) |
|
SX5E 2015 JAN 3325 CALL 01/16/2015 OTC MS |
|
|
104 |
|
|
|
4,908 |
|
SYNGENTA AG-REG SWP |
|
|
2,583 |
|
|
|
5,801 |
|
T NEW 2015 MAR 35 CALL 03/20/2015 |
|
|
192 |
|
|
|
7,488 |
|
T&D HOLDINGS INC CS JPY SWP |
|
|
(5,000 |
) |
|
|
(2,229) |
|
T&D HOLDINGS INC MS JPY SWP |
|
|
(5,500 |
) |
|
|
(6,401) |
|
T&D HOLDINGS INC USD SWP CS |
|
|
1,515 |
|
|
|
(298) |
|
T&D HOLDINGS INC USD SWP CS SHORT |
|
|
(1,515 |
) |
|
|
298 |
|
T&D HOLDINGS INC USD SWP NOM |
|
|
(14,900 |
) |
|
|
2,799 |
|
TAIWAN SEMICONDUCTOR SWP MS USD |
|
|
(142,000 |
) |
|
|
(70,043) |
|
TAKEDA CHEMICAL CO LTD USD SWP NOM |
|
|
(4,700 |
) |
|
|
19,368 |
|
TASLY PHARMACEUTICAL GROUP GS USD SWP |
|
|
58,700 |
|
|
|
(1,772) |
|
TASLY PHARMACEUTICAL GROUP-A USD SWP CITI |
|
|
10,500 |
|
|
|
(1,672) |
|
TASLY PHARMACEUTICAL GROUP-A USD SWP HSBC |
|
|
10,600 |
|
|
|
(1,133) |
|
TASLY PHARMACEUTICAL GROUP-A USD SWP JPM |
|
|
8,600 |
|
|
|
(1,795) |
|
TATA MOTORS BOA USD SWP |
|
|
17,507 |
|
|
|
(1,696) |
|
TATA MOTORS CITI USD SWP |
|
|
12,437 |
|
|
|
(5,105) |
|
TATA MOTORS DB USD SWP |
|
|
11,542 |
|
|
|
13,031 |
|
TATA MOTORS LTD USD JPM SWP |
|
|
1,916 |
|
|
|
1,404 |
|
TATA MOTORS LTD USD MS SWP |
|
|
6,703 |
|
|
|
15,955 |
|
TATA MOTORS NOM USD SWP |
|
|
18,907 |
|
|
|
37,414 |
|
TATA MOTORS USD SWP BNP |
|
|
13 |
|
|
|
1 |
|
TATA MOTORS USD SWP CS |
|
|
10,856 |
|
|
|
14,501 |
|
TATA MOTORS USD SWP HSBC |
|
|
28,711 |
|
|
|
(5,223) |
|
TATA MOTORS USD SWP UBS |
|
|
11,944 |
|
|
|
(2,562) |
|
TECHNIP SA SWP |
|
|
(3,120 |
) |
|
|
(4,030) |
|
TECO ENERGY INC SWP CS |
|
|
(15,142 |
) |
|
|
(59,663) |
|
TEF SM 2015 SEP 11.5 PUT 09/18/2015 |
|
|
696 |
|
|
|
68,221 |
|
TELECOM ITALIA FIN SA 6.125 11/15/2016 SWP CITI |
|
|
2,800,000 |
|
|
|
76,943 |
|
TELECOM ITALIA SPA SWP CITI |
|
|
(3,046,417 |
) |
|
|
(96,112) |
|
TELEFONICA PARTICIPACION 4.9 09/17 SWP CITI |
|
|
3,100,000 |
|
|
|
(9,091) |
|
TELEFONICA SA SWP CITI |
|
|
(150,454 |
) |
|
|
53,909 |
|
TELSTRA CORP LTD |
|
|
(131,690 |
) |
|
|
(18,000) |
|
THROMBOGENICS NV SWP CITI |
|
|
(79 |
) |
|
|
1,346 |
|
THROMBOGENICS NV SWP HSBC |
|
|
396 |
|
|
|
(8,039) |
|
THROMBOGENICS NV SWP UBS |
|
|
(317 |
) |
|
|
9,547 |
|
THYSSENKRUPP AG SWP |
|
|
71,960 |
|
|
|
87,083 |
|
TINGYI (CAYMAN ISLN) HLDG CO HKD SWP HSBC |
|
|
(12,000 |
) |
|
|
1,248 |
|
TINGYI (CAYMAN ISLN) HLDG HKD SWP DB |
|
|
(22,000 |
) |
|
|
3,666 |
|
TINGYI (CAYMAN ISLN) HLDG HKD SWP UBS |
|
|
(12,000 |
) |
|
|
1,113 |
|
TIT IM 2016 DEC 0.68 PUT 12/16/2016 |
|
|
918 |
|
|
|
99,312 |
|
TIT IM 2016 DEC 0.8 PUT 12/16/2016 |
|
|
(750 |
) |
|
|
(128,785) |
|
TOKIO MARINE HOLDINGS INC USD SWP CS |
|
|
2,743 |
|
|
|
74 |
|
TOKIO MARINE HOLDINGS INC USD SWP CS SHORT |
|
|
(2,743 |
) |
|
|
(74) |
|
TOPIX INDX FUTR MAR15 |
|
|
(13 |
) |
|
|
33,780 |
|
66
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
TOSHIBA CORP 460.8 PUT 09/11/2015 |
|
|
57,000 |
|
|
|
11,411 |
|
TOSHIBA CORP BOA JPY SWP |
|
|
(49,000 |
) |
|
|
(2,444) |
|
TOSHIBA CORP CS JPY SWP |
|
|
(49,000 |
) |
|
|
(4,132) |
|
TOYOTA MOTOR CORP NOM JPY SWP |
|
|
2,700 |
|
|
|
16,792 |
|
TOYOTA MOTOR CORP SWP SG |
|
|
1,500 |
|
|
|
17,856 |
|
TOYOTA MOTOR CS JPY SWP |
|
|
600 |
|
|
|
5,459 |
|
TPK HOLDING CO LTD ASW 01OCT15 SCB |
|
|
1,000,000 |
|
|
|
10 |
|
TRANSASIA AIRWAYS CORP ASW L+325 BAR 29NOV16 |
|
|
200,000 |
|
|
|
4,560 |
|
TRANSDIGM GROUP INC SWP CS |
|
|
9,890 |
|
|
|
328,414 |
|
TRANSDIGM GROUP INC SWP MS |
|
|
6,858 |
|
|
|
159,835 |
|
TRANSOCEAN LTD SWP CITI |
|
|
(4,075 |
) |
|
|
38,700 |
|
TRANSOCEAN LTD SWP CS |
|
|
(815 |
) |
|
|
8,849 |
|
TRANSOCEAN LTD SWP HSBC |
|
|
4,890 |
|
|
|
(47,549) |
|
TRANSOCEAN PARTNERS LLC SWP DB |
|
|
(1,991 |
) |
|
|
21,452 |
|
TRANSOCEAN PARTNERS LLC SWP UBS |
|
|
(1,860 |
) |
|
|
18,397 |
|
TRINA SOLAR LTD-ADR SWP BARC |
|
|
(12,534 |
) |
|
|
31,210 |
|
TRINA SOLAR SWP DB |
|
|
(17,847 |
) |
|
|
5,176 |
|
TRP CN 2015 FEB 56 CALL 02/20/2015 OTC NMRT |
|
|
98 |
|
|
|
21,662 |
|
TRS USD R V 03MTBILL 1% 17 Feb 2015 |
|
|
8,799,397 |
|
|
|
438,624 |
|
TRUE TELECOM GROWTH INFRA FUND USD SWP BOA |
|
|
14,000 |
|
|
|
179 |
|
TRUE TELECOM GROWTH INFRA FUND-F USD SWP JPM |
|
|
442,700 |
|
|
|
1,314 |
|
TRUVO TALON WRT TALON EQUITY CO |
|
|
33 |
|
|
|
|
|
TSL US 2016 JAN 4 PUT 01/15/2016 |
|
|
88 |
|
|
|
4,576 |
|
TSL US 2016 JAN 5 PUT 01/15/2016 |
|
|
347 |
|
|
|
25,158 |
|
TSL US 2017 JAN 3 PUT 01/20/2017 |
|
|
79 |
|
|
|
5,017 |
|
TSL US 2017 JAN 4 PUT 01/20/2017 |
|
|
13 |
|
|
|
1,437 |
|
TSLA 2015 JAN 30 PUT 01/17/2015 |
|
|
79 |
|
|
|
40 |
|
TSLA 2016 JAN 20 PUT 01/15/2016 |
|
|
53 |
|
|
|
1,140 |
|
TSN 2015 JAN 40 CALL 01/17/2015 |
|
|
97 |
|
|
|
10,185 |
|
TTWO 2016 JAN 20 CALL 01/15/2016 |
|
|
(135 |
) |
|
|
(124,875) |
|
TTWO 2016 JAN 5 PUT 01/15/2016 |
|
|
483 |
|
|
|
2,415 |
|
TTWO 2016 JAN 8 PUT 01/15/2016 |
|
|
45 |
|
|
|
225 |
|
TUI AG-DI SWP CITI |
|
|
(8,360 |
) |
|
|
2,841 |
|
TUI AG-NEW SWP CITI |
|
|
8,378 |
|
|
|
(3,832) |
|
TWC 2015 APR 120 PUT 04/17/2015 |
|
|
(84 |
) |
|
|
(20,580) |
|
TWC 2015 APR 150 CALL 04/17/2015 |
|
|
84 |
|
|
|
103,740 |
|
UAL Mar15 55 PUT |
|
|
(104 |
) |
|
|
(15,496) |
|
UBS GROUP AG SWP |
|
|
(12,509 |
) |
|
|
(265) |
|
UGI CORP SWP CS |
|
|
(19,402 |
) |
|
|
(280,836) |
|
UGI CORP SWP DB |
|
|
(2,970 |
) |
|
|
(24,420) |
|
UL NA 2015 JUN 200 CALL 06/19/2015 |
|
|
12 |
|
|
|
24,367 |
|
UL NA 2015 SEP 220 CALL 09/18/2015 |
|
|
24 |
|
|
|
18,529 |
|
UMC USD SWAP BOA |
|
|
(847,000 |
) |
|
|
9,481 |
|
UNIBAIL-RODAMCO SE SWP CS |
|
|
1,178 |
|
|
|
12,167 |
|
UNIBAIL-RODAMCO SE SWP NRMA |
|
|
(857 |
) |
|
|
(4,252) |
|
UNICREDIT SPA USD SWP CSFB |
|
|
24,257 |
|
|
|
(1,359) |
|
UNICREDIT SPA USD SWP CSFB SHORT |
|
|
(24,257 |
) |
|
|
1,359 |
|
UNIPOLSAI SPA USD SWP CS |
|
|
7,237 |
|
|
|
(156) |
|
UNIPOLSAI SPA USD SWP CS SHORT |
|
|
(7,237 |
) |
|
|
156 |
|
UNITED MICROELECTRONICS CORP JPM USD SWP |
|
|
(47,000 |
) |
|
|
(3,293) |
|
UNITED OVERSEAS BANK LTD USD SWP CS |
|
|
790 |
|
|
|
384 |
|
UNITED OVERSEAS BANK SWP USD CS SHT |
|
|
(790 |
) |
|
|
(384) |
|
US 10YR NOTE (CBT)MAR15 |
|
|
(5 |
) |
|
|
3,890 |
|
US 2YR NOTE (CBT) MAR15 |
|
|
(3 |
) |
|
|
750 |
|
US 5YR NOTE (CBT) MAR15 |
|
|
(42 |
) |
|
|
5,102 |
|
US BANCORP SWP CS SHT |
|
|
(105 |
) |
|
|
26 |
|
US BANKCORP SWP CSFB |
|
|
105 |
|
|
|
(26) |
|
US DOLLAR Forward |
|
|
(4,070,072 |
) |
|
|
|
|
US DOLLARSPOT FORWARD |
|
|
(11,083 |
) |
|
|
(11,083) |
|
US LONG BOND(CBT) MAR15 |
|
|
(19 |
) |
|
|
(94,797) |
|
US STEEL DFT 500 06/20/2019 BOA4 |
|
|
200,000 |
|
|
|
(10,000) |
|
US ULTRA BOND(CBT MAR15 |
|
|
|
|
|
|
(33,125) |
|
USD CALL / CNY PUT 6.51 23APR15 RBS |
|
|
4,300,000 |
|
|
|
5,522 |
|
USD CALL / JPY PUT 125 05APR21 ML |
|
|
1,400,000 |
|
|
|
84,398 |
|
USD CALL / JPY PUT K= 125 12MAR21 JPM |
|
|
1,000,000 |
|
|
|
58,351 |
|
USD CALL / JPY PUT K= 125 12MAR21 UBS |
|
|
1,000,000 |
|
|
|
62,250 |
|
USD CALL / JPY PUT K=125 01APR21 JPM |
|
|
1,000,000 |
|
|
|
58,520 |
|
USD CALL / JPY PUT K=125 01APR21 UBS |
|
|
1,000,000 |
|
|
|
62,443 |
|
USD CALL / JPY PUT K=125 11MAR21 BZW |
|
|
1,000,000 |
|
|
|
60,379 |
|
USD CALL / JPY PUT K=125 15MAR21 UBS |
|
|
1,000,000 |
|
|
|
62,273 |
|
USD CALL / JPY PUT K=135 18FEB22 ML |
|
|
1,000,000 |
|
|
|
48,039 |
|
USD/AUD FWD 01-07-2015 LONG |
|
|
1,147,086 |
|
|
|
|
|
USD/AUD FWD 01-07-2015 SHORT |
|
|
(1,350,000 |
) |
|
|
44,398 |
|
USD/AUD FWD 01-15-2015 LONG |
|
|
288,883 |
|
|
|
|
|
USD/AUD FWD 01-15-2015 SHORT |
|
|
(350,000 |
) |
|
|
3,187 |
|
USD/BRL FWD 01-05-2015 LONG |
|
|
548,687 |
|
|
|
|
|
USD/BRL FWD 01-05-2015 SHORT |
|
|
(1,418,357 |
) |
|
|
13,435 |
|
USD/BRL FWD 01-30-2015 LONG |
|
|
524,831 |
|
|
|
|
|
USD/BRL FWD 01-30-2015 SHORT |
|
|
(1,418,357 |
) |
|
|
(6,390) |
|
USD/CAD FWD 01-07-2015 LONG |
|
|
5,462,776 |
|
|
|
|
|
USD/CAD FWD 01-07-2015 SHORT |
|
|
(6,250,000 |
) |
|
|
87,949 |
|
USD/CAD FWD 01-12-2015 LONG |
|
|
5,406,422 |
|
|
|
|
|
USD/CAD FWD 01-12-2015 SHORT |
|
|
(6,300,000 |
) |
|
|
(10,640) |
|
USD/CAD FWD 01-14-2015 LONG |
|
|
2,922,317 |
|
|
|
|
|
USD/CAD FWD 01-14-2015 SHORT |
|
|
(3,400,000 |
) |
|
|
(1,013) |
|
USD/CAD FWD 01-20-2015 LONG |
|
|
8,099,294 |
|
|
|
|
|
USD/CAD FWD 01-20-2015 SHORT |
|
|
(9,400,000 |
) |
|
|
18,512 |
|
USD/CNY FWD 01-14-2015 LONG |
|
|
1,449,323 |
|
|
|
|
|
67
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
USD/CNY FWD 01-14-2015 SHORT |
|
|
(8,900,000 |
) |
|
|
(144) |
|
USD/CNY FWD 01-15-2015 LONG |
|
|
1,232,480 |
|
|
|
|
|
USD/CNY FWD 01-15-2015 SHORT |
|
|
(7,562,500 |
) |
|
|
1,057 |
|
USD/CNY FWD 01-20-2015 LONG |
|
|
3,350,223 |
|
|
|
|
|
USD/CNY FWD 01-20-2015 SHORT |
|
|
(20,562,500 |
) |
|
|
4,903 |
|
USD/CNY FWD 01-22-2015 LONG |
|
|
3,711,100 |
|
|
|
|
|
USD/CNY FWD 01-22-2015 SHORT |
|
|
(22,812,500 |
) |
|
|
1,025 |
|
USD/CNY FWD 01-23-2015 LONG |
|
|
1,317,266 |
|
|
|
|
|
USD/CNY FWD 01-23-2015 SHORT |
|
|
(8,100,000 |
) |
|
|
166 |
|
USD/CNY FWD 04-27-2015 LONG |
|
|
103,680 |
|
|
|
|
|
USD/CNY FWD 04-27-2015 SHORT |
|
|
(655,000 |
) |
|
|
(1,509) |
|
USD/DKK FWD 01-07-2015 LONG |
|
|
48,690 |
|
|
|
|
|
USD/DKK FWD 01-07-2015 SHORT |
|
|
(290,000 |
) |
|
|
1,557 |
|
USD/DKK FWD 01-15-2015 LONG |
|
|
59,596 |
|
|
|
|
|
USD/DKK FWD 01-15-2015 SHORT |
|
|
(360,000 |
) |
|
|
1,084 |
|
USD/EUR FWD 01-08-2015 LONG |
|
|
249,141 |
|
|
|
|
|
USD/EUR FWD 01-08-2015 SHORT |
|
|
(200,000 |
) |
|
|
7,107 |
|
USD/EUR FWD 01-15-2015 LONG |
|
|
866,895 |
|
|
|
|
|
USD/EUR FWD 01-15-2015 SHORT |
|
|
(700,000 |
) |
|
|
19,744 |
|
USD/EUR FWD 01-16-2015 LONG |
|
|
5,358,965 |
|
|
|
|
|
USD/EUR FWD 01-16-2015 SHORT |
|
|
(4,300,000 |
) |
|
|
155,010 |
|
USD/EUR FWD 01-21-2015 LONG |
|
|
6,948,895 |
|
|
|
|
|
USD/EUR FWD 01-21-2015 SHORT |
|
|
(5,610,000 |
) |
|
|
159,368 |
|
USD/GBP FWD 01-08-2015 LONG |
|
|
3,305,889 |
|
|
|
|
|
USD/GBP FWD 01-08-2015 SHORT |
|
|
(2,100,000 |
) |
|
|
33,450 |
|
USD/GBP FWD 01-15-2015 LONG |
|
|
6,677,481 |
|
|
|
|
|
USD/GBP FWD 01-15-2015 SHORT |
|
|
(4,250,000 |
) |
|
|
55,307 |
|
USD/GBP FWD 01-20-2015 LONG |
|
|
43,801 |
|
|
|
|
|
USD/GBP FWD 01-20-2015 SHORT |
|
|
(27,987 |
) |
|
|
197 |
|
USD/GBP FWD 01-21-2015 LONG |
|
|
1,802,599 |
|
|
|
|
|
USD/GBP FWD 01-21-2015 SHORT |
|
|
(1,150,000 |
) |
|
|
10,860 |
|
USD/HKD FWD 01-07-2015 LONG |
|
|
1,676,187 |
|
|
|
|
|
USD/HKD FWD 01-07-2015 SHORT |
|
|
(13,000,000 |
) |
|
|
22 |
|
USD/HKD FWD 01-08-2015 LONG |
|
|
7,840,840 |
|
|
|
|
|
USD/HKD FWD 01-08-2015 SHORT |
|
|
(60,800,000 |
) |
|
|
1,595 |
|
USD/HKD FWD 01-15-2015 LONG |
|
|
9,789,635 |
|
|
|
|
|
USD/HKD FWD 01-15-2015 SHORT |
|
|
(75,900,000 |
) |
|
|
3,890 |
|
USD/HKD FWD 01-20-2015 LONG |
|
|
3,805,028 |
|
|
|
|
|
USD/HKD FWD 01-20-2015 SHORT |
|
|
(29,500,000 |
) |
|
|
1,725 |
|
USD/HKD FWD 01-28-2015 LONG |
|
|
6,719,389 |
|
|
|
|
|
USD/HKD FWD 01-28-2015 SHORT |
|
|
(52,100,000 |
) |
|
|
2,698 |
|
USD/HUF FWD 01-07-2015 LONG |
|
|
19,558 |
|
|
|
|
|
USD/HUF FWD 01-07-2015 SHORT |
|
|
(4,800,000 |
) |
|
|
1,211 |
|
USD/INR FWD 01-12-2015 LONG |
|
|
2,068,495 |
|
|
|
|
|
USD/INR FWD 01-12-2015 SHORT |
|
|
(128,950,000 |
) |
|
|
33,354 |
|
USD/INR FWD 01-20-2015 LONG |
|
|
606,603 |
|
|
|
|
|
USD/INR FWD 01-20-2015 SHORT |
|
|
(38,950,000 |
) |
|
|
(7,152) |
|
USD/JPY FWD 01-07-2015 LONG |
|
|
3,778,065 |
|
|
|
|
|
USD/JPY FWD 01-07-2015 SHORT |
|
|
(455,000,000 |
) |
|
|
(17,540) |
|
USD/JPY FWD 01-08-2015 LONG |
|
|
834,250 |
|
|
|
|
|
USD/JPY FWD 01-08-2015 SHORT |
|
|
(100,000,000 |
) |
|
|
49 |
|
USD/JPY FWD 01-15-2015 LONG |
|
|
4,394,892 |
|
|
|
|
|
USD/JPY FWD 01-15-2015 SHORT |
|
|
(515,000,000 |
) |
|
|
98,652 |
|
USD/JPY FWD 01-21-2015 LONG |
|
|
6,965,212 |
|
|
|
|
|
USD/JPY FWD 01-21-2015 SHORT |
|
|
(830,000,000 |
) |
|
|
41,037 |
|
USD/KRW FWD 01-20-2015 LONG |
|
|
302,253 |
|
|
|
|
|
USD/KRW FWD 01-20-2015 SHORT |
|
|
(330,000,000 |
) |
|
|
798 |
|
USD/KRW FWD 01-22-2015 LONG |
|
|
1,656,543 |
|
|
|
|
|
USD/KRW FWD 01-22-2015 SHORT |
|
|
(1,830,000,000 |
) |
|
|
(15,000) |
|
USD/NOK FWD 01-15-2015 LONG |
|
|
329,644 |
|
|
|
|
|
USD/NOK FWD 01-15-2015 SHORT |
|
|
(2,400,000 |
) |
|
|
8,754 |
|
USD/NZD FWD 01-15-2015 LONG |
|
|
62,128 |
|
|
|
|
|
USD/NZD FWD 01-15-2015 SHORT |
|
|
(80,000 |
) |
|
|
(155) |
|
USD/PLN FWD 01-15-2015 LONG |
|
|
14,837 |
|
|
|
|
|
USD/PLN FWD 01-15-2015 SHORT |
|
|
(50,000 |
) |
|
|
727 |
|
USD/SEK FWD 01-15-2015 LONG |
|
|
741,768 |
|
|
|
|
|
USD/SEK FWD 01-15-2015 SHORT |
|
|
(5,600,000 |
) |
|
|
23,377 |
|
USD/SGD FWD 01-08-2015 LONG |
|
|
651,086 |
|
|
|
|
|
USD/SGD FWD 01-08-2015 SHORT |
|
|
(850,000 |
) |
|
|
9,221 |
|
USD/SGD FWD 01-12-2015 LONG |
|
|
530,128 |
|
|
|
|
|
USD/SGD FWD 01-12-2015 SHORT |
|
|
(700,000 |
) |
|
|
1,600 |
|
USD/THB FWD 01-23-2015 LONG |
|
|
236,149 |
|
|
|
|
|
USD/THB FWD 01-23-2015 SHORT |
|
|
(7,800,000 |
) |
|
|
(689) |
|
USD/ZAR FWD 01-21-2015 LONG |
|
|
64,354 |
|
|
|
|
|
USD/ZAR FWD 01-21-2015 SHORT |
|
|
(750,000 |
) |
|
|
(258) |
|
UTILITIES SELECT SECTOR SWP CITI |
|
|
(21,091 |
) |
|
|
(20,880) |
|
UTX 2015 FEB 115 CALL 02/20/2015 |
|
|
389 |
|
|
|
126,425 |
|
VALEBZ DFT 100 03/20/2015 DB |
|
|
500,000 |
|
|
|
88 |
|
VALEO SA SWP |
|
|
(1,268 |
) |
|
|
(25,213) |
|
VALIDUS HOLDINGS LTD |
|
|
64,500 |
|
|
|
1,551,870 |
|
VERSO TENDER WARRANTS |
|
|
1,299 |
|
|
|
|
|
VESTAS WIND SYSTEMS A/S SWP |
|
|
(2,707 |
) |
|
|
(7,516) |
|
VIAB 2015 JAN 80 CALL 01/17/2015 |
|
|
80 |
|
|
|
2,600 |
|
VINCOM JSC 5 04/03/2017 CS USD SWP |
|
|
600,000 |
|
|
|
148,500 |
|
VINCOM JSC MS USD SWP |
|
|
(143,673 |
) |
|
|
1,966 |
|
VINCOM JSC USD CS SWP |
|
|
(76,016 |
) |
|
|
120,036 |
|
VINCOM JSC USD DB SWP |
|
|
(102,933 |
) |
|
|
11,186 |
|
VIVENDI SWP |
|
|
31,473 |
|
|
|
64,086 |
|
68
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
VOLKSWAGEN AG SWP CITI |
|
|
(308 |
) |
|
|
404 |
|
VOLKSWAGEN INTL FIN NV 5.5 11/09/15 144A SWP CITI |
|
|
600,000 |
|
|
|
8,047 |
|
VOLKWAGEN 5.5 11/15 CVB SWP CITI |
|
|
500,000 |
|
|
|
9,560 |
|
VOW3 GY 2015 DEC 145 PUT 12/18/2015 |
|
|
46 |
|
|
|
28,278 |
|
VOW3 GY 2015 DEC 170 CALL 12/18/2015 |
|
|
(20 |
) |
|
|
(56,705) |
|
VOW3 GY 2015 DEC 175 CALL 12/18/2015 |
|
|
(38 |
) |
|
|
(93,669) |
|
VOYA Feb15 40 CALL |
|
|
158 |
|
|
|
57,038 |
|
VOYA Feb15 42 CALL |
|
|
106 |
|
|
|
18,285 |
|
WAL-MART STORES INC UBS |
|
|
(11,927 |
) |
|
|
(109,170) |
|
WANT WANT CHINA HOLDINGS SWP BNP |
|
|
(6,000 |
) |
|
|
208 |
|
WANT WANT CHINA HOLDINGS SWP HSBC |
|
|
(55,000 |
) |
|
|
(3,343) |
|
WANT WANT CHINA HOLDINGS SWP JPM |
|
|
(51,000 |
) |
|
|
713 |
|
WASTE MANAGEMENT SWP BOA |
|
|
(1,649 |
) |
|
|
(13,275) |
|
WASTE MANAGEMENT SWP JPM |
|
|
(300 |
) |
|
|
(1,051) |
|
WBA 2015 JAN 70 CALL 01/17/2015 |
|
|
632 |
|
|
|
404,480 |
|
WBA 2015 JAN 72.5 CALL 01/17/2015 |
|
|
39 |
|
|
|
16,088 |
|
WBMD 2015 JAN 17.5 PUT 01/17/2015 |
|
|
71 |
|
|
|
355 |
|
WBMD 2016 JAN 65 CALL 01/15/2016 |
|
|
1 |
|
|
|
105 |
|
WEICHAI POWER CO LTD - H SWP CITI |
|
|
(16,000 |
) |
|
|
(7,410) |
|
WEICHAI POWER CO LTD - H SWP DB |
|
|
(23,000 |
) |
|
|
(22,310) |
|
WEICHAI POWER CO LTD - H SWP SG |
|
|
(12,000 |
) |
|
|
(5,996) |
|
WEICHAI POWER CO LTD-A USD SWP CITI |
|
|
22,200 |
|
|
|
34,123 |
|
WEICHAI POWER CO LTD-A USD SWP DB |
|
|
26,000 |
|
|
|
39,223 |
|
WEICHAI POWER CO LTD-A USD SWP SG |
|
|
15,800 |
|
|
|
24,106 |
|
WEIR GROUP PLC SWP |
|
|
(2,105 |
) |
|
|
(5,609) |
|
WELLS FARGO & CO SWP CS |
|
|
2,288 |
|
|
|
847 |
|
WELLS FARGO SWP CS SHT |
|
|
(2,288 |
) |
|
|
(847) |
|
WESTERN GAS EQUITY PARTNERS SWP JPM |
|
|
(5,131 |
) |
|
|
(76,592) |
|
WESTPAC BANKING SWP CS SHT |
|
|
(4,631 |
) |
|
|
(1,111) |
|
WESTPAC BANKING SWP CSFB |
|
|
4,631 |
|
|
|
1,111 |
|
WHARF HOLDINGS BOA HKD SWP |
|
|
(20,000 |
) |
|
|
(1,701) |
|
WHEAT FTR OPTN MAR15 575 PUT |
|
|
60,000 |
|
|
|
9,450 |
|
WHEAT FUTURE(CBT) DEC15 |
|
|
|
|
|
|
(934) |
|
WHEAT FUTURE(CBT) JUL15 |
|
|
|
|
|
|
(15,170) |
|
WHEAT FUTURE(CBT) MAR15 |
|
|
|
|
|
|
(35,915) |
|
WHITBREAD PLC SWP |
|
|
13,277 |
|
|
|
92,517 |
|
WHITE SUGAR (ICE) MAR15 |
|
|
|
|
|
|
(133,415) |
|
WHITEHAVEN COAL LTD AUD SWP CS |
|
|
(222,377 |
) |
|
|
22,609 |
|
WHITEHAVEN COAL LTD AUD SWP MACQ |
|
|
(9,764 |
) |
|
|
1,397 |
|
WHITEHAVEN COAL LTD CITI AUD SWP |
|
|
(36,663 |
) |
|
|
1,532 |
|
WILLIAMS PARTNERS LP SWP JPM |
|
|
(1,761 |
) |
|
|
6,665 |
|
WINDSTREAM HLDGS INC SWP CS |
|
|
3,242 |
|
|
|
(14,232) |
|
WMT 2015 JAN 85 CALL 01/17/2015 |
|
|
262 |
|
|
|
42,837 |
|
WOOLWORTHS LIMITED AUD SWP CITI |
|
|
(5,077 |
) |
|
|
5,927 |
|
WOOLWORTHS LIMITED AUD SWP UBS |
|
|
(7,379 |
) |
|
|
13,109 |
|
WOORI BANK USD SWP CS |
|
|
357 |
|
|
|
(121) |
|
WOORI BANK USD SWP CS SHORT |
|
|
(357 |
) |
|
|
121 |
|
WORLD DUTY FREE SPA SWP |
|
|
59,741 |
|
|
|
10,809 |
|
WTI CRUDE FUTURE DEC15 |
|
|
|
|
|
|
908,140 |
|
WTI CRUDE FUTURE DEC16 |
|
|
|
|
|
|
610,247 |
|
WTI CRUDE FUTURE DEC17 |
|
|
|
|
|
|
23,341 |
|
WTI CRUDE FUTURE DEC18 |
|
|
|
|
|
|
446 |
|
WTI CRUDE FUTURE DEC19 |
|
|
|
|
|
|
(23,860) |
|
WTI CRUDE FUTURE FEB15 |
|
|
|
|
|
|
138,039 |
|
WTI CRUDE FUTURE JUN15 |
|
|
|
|
|
|
619,543 |
|
WTI CRUDE FUTURE JUN16 |
|
|
|
|
|
|
(931,413) |
|
WTI CRUDE FUTURE MAR15 |
|
|
|
|
|
|
161,414 |
|
WTI CRUDE FUTURE OCT15 |
|
|
|
|
|
|
(68,499) |
|
WTI CRUDE FUTURE SEP15 |
|
|
|
|
|
|
(1,307,916) |
|
WTI CRUDE FUTURE SEP16 |
|
|
|
|
|
|
(99,840) |
|
WTI CRUDE FUTURE FEB15 PHYS NYM |
|
|
2 |
|
|
|
(5,500) |
|
WYNN MACAU LTD BNP HKD SWP |
|
|
(1,600 |
) |
|
|
1,257 |
|
WYNN MACAU LTD HKD SWP BAR |
|
|
(3,200 |
) |
|
|
2,401 |
|
WYNN MACAU LTD HKD SWP CS |
|
|
(18,400 |
) |
|
|
14,731 |
|
WYNN MACAU LTD NOM HKD SWP |
|
|
(17,200 |
) |
|
|
11,981 |
|
WYNN MACAU MACQ HKD SWP |
|
|
(7,200 |
) |
|
|
4,115 |
|
XOM 2015 JAN 100 CALL 01/17/2015 |
|
|
545 |
|
|
|
1,363 |
|
YAHOO JAPAN CORP CS JPY SWP |
|
|
(37,900 |
) |
|
|
(829) |
|
YAHOO JAPAN CORP DB JPY SWP |
|
|
(50,300 |
) |
|
|
(266) |
|
YAHOO JAPAN CORP JPM JPY SWP |
|
|
(31,800 |
) |
|
|
3,269 |
|
YAMAHA MOTOR CS JPY SWP |
|
|
3,000 |
|
|
|
651 |
|
YANGZIJIANG SHIPBLDG 7.617 CNY CL WRT CITI 29APR16 |
|
|
1,500,000 |
|
|
|
60,131 |
|
YANGZIJIANG SHIPBUILDING SWP CITI |
|
|
(375,000 |
) |
|
|
(39,656) |
|
YASKAWA ELEC 45 ASW 16MAR17 NOM |
|
|
15,000,000 |
|
|
|
52,643 |
|
YES BANK USD SWP CITI |
|
|
21,664 |
|
|
|
44,876 |
|
YES BANK USD SWP JPM |
|
|
27,086 |
|
|
|
68,747 |
|
YES BANK USD SWP MS |
|
|
6,045 |
|
|
|
14,327 |
|
YHOO 2015 FEB 45 PUT 02/20/2015 |
|
|
(299 |
) |
|
|
(31,395) |
|
YHOO 2015 FEB 50 CALL 02/20/2015 |
|
|
299 |
|
|
|
102,408 |
|
YHOO 2015 FEB 60 CALL 02/20/2015 |
|
|
(597 |
) |
|
|
(33,731) |
|
YPF S.A.-SPONSORED ADR SWP CSCAP |
|
|
(13,906 |
) |
|
|
146,502 |
|
YY 2016 JAN 25 PUT 01/15/2016 |
|
|
53 |
|
|
|
6,493 |
|
ZHEN DING ASW L+250 07JUN15 SCB |
|
|
100,000 |
|
|
|
3,840 |
|
ZHEN DING TECHNOLOGY NOM USD SWP |
|
|
(23,000 |
) |
|
|
12,542 |
|
ZHEN DING TECHNOLOGY USD SWP BOA |
|
|
(3,000 |
) |
|
|
1,681 |
|
ZHEN DING TECHNOLOGY USD SWP CS |
|
|
(5,000 |
) |
|
|
1,281 |
|
ZHEN DING TECHNOLOGY USD SWP DB |
|
|
(8,300 |
) |
|
|
(2,730) |
|
ZHEN DING TECHNOLOGY USD SWP MACQ |
|
|
(3,000 |
) |
|
|
1,626 |
|
69
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
ZOOPLA PROPERTY GROUP PLC SWP |
|
|
48,811 |
|
|
|
(17,876) |
|
|
|
|
|
|
|
|
Total Derivatives |
|
|
(1,896,204,142 |
) |
|
$ |
13,326,795 |
|
|
|
|
|
|
|
|
|
Preferred Stock |
|
|
|
|
|
|
|
|
ADLAC 5.5% SERIES D ESC |
|
|
3,100 |
|
|
$ |
|
|
ADLAC 7.5% 05 F ESCROW |
|
|
182,700 |
|
|
|
|
|
ADLAC 7.5% 11/04 ESCROW |
|
|
9,200 |
|
|
|
|
|
ARCELORMITTAL 6% 01/15/2016 PFD |
|
|
90,890 |
|
|
|
1,605,308 |
|
ATLAS PIPELINE PARTNERS LP |
|
|
179,046 |
|
|
|
4,783,178 |
|
BANCOLOMBIA SA PREF |
|
|
6,253 |
|
|
|
75,357 |
|
BEAZER HOMES USA 7.5% PFD |
|
|
4,683 |
|
|
|
139,064 |
|
CIA BRASILEIRA DE DIS PREF |
|
|
22,617 |
|
|
|
839,182 |
|
EMBOTELLADORA ANDINA A PREF |
|
|
31,006 |
|
|
|
75,209 |
|
EMBOTELLADORA ANDINA PREF B |
|
|
16,946 |
|
|
|
48,530 |
|
EXELON CORP 6.5 CVB PFD |
|
|
(3,298 |
) |
|
|
(176,047) |
|
FANNIE MAE 8.25 SER S PFD |
|
|
32,900 |
|
|
|
127,323 |
|
FIAT CHRYSLER AUTOMOBILE 7.875 12/15/2016 PFD CPM |
|
|
34,100 |
|
|
|
3,634,405 |
|
FMCC 5.57 |
|
|
18,400 |
|
|
|
52,624 |
|
FMCC 6.02 |
|
|
6,900 |
|
|
|
20,079 |
|
FNMA 4 3/4 |
|
|
12,100 |
|
|
|
70,180 |
|
FNMA 5 1/2 |
|
|
25,800 |
|
|
|
141,900 |
|
FNMA 8 1/4 |
|
|
113,800 |
|
|
|
440,406 |
|
FREDDIE MAC 8.375 SER Z PERP PFD |
|
|
37,132 |
|
|
|
146,671 |
|
FUCHS PETROLUB SE PREF |
|
|
21,310 |
|
|
|
858,551 |
|
GERDAU SA PREF |
|
|
15,537 |
|
|
|
55,994 |
|
ITAU UNIBANCO HOLDING S PREF |
|
|
26,300 |
|
|
|
342,329 |
|
ITAUSA INVESTIMENTOS ITAU PR |
|
|
226,382 |
|
|
|
799,687 |
|
MOTORS LIQUIDATION CO |
|
|
8,375 |
|
|
|
|
|
MOTORS LIQUIDATION CO ESCROW |
|
|
17,985 |
|
|
|
|
|
NAVIENT CORP |
|
|
900 |
|
|
|
21,825 |
|
NEXTERA ENERGY INC 5.889 09/01/15 PFD |
|
|
10,330 |
|
|
|
692,261 |
|
SAMSUNG ELECTRONICS PREF |
|
|
1,760 |
|
|
|
1,663,686 |
|
TYSON FOODS INC 4.75 CONV PFD |
|
|
10,508 |
|
|
|
529,469 |
|
VIVARTE NEW M SHS |
|
|
296 |
|
|
|
|
|
VIVARTE NRD A SHS |
|
|
17,779 |
|
|
|
|
|
VIVARTE NRD B ORA |
|
|
112 |
|
|
|
|
|
WILLIAM LYON HOMES INC 6.5 PFD |
|
|
1,314 |
|
|
|
140,778 |
|
|
|
|
|
|
|
|
Total Preferred Stock |
|
|
1,183,163 |
|
|
$ |
17,127,950 |
|
|
|
|
|
|
|
|
|
Real Estate Investments |
|
|
|
|
|
|
|
|
ACADIA REALTY TRUST |
|
|
96,843 |
|
|
$ |
3,101,881 |
|
ALEXANDRIA REAL ESTATE EQUIT |
|
|
15,800 |
|
|
|
1,402,092 |
|
AMERICAN ASSETS TRUST INC |
|
|
24,805 |
|
|
|
987,487 |
|
AMERICAN CAPITAL MORTGAGE IN |
|
|
46,787 |
|
|
|
881,467 |
|
AVALONBAY COMMUNITIES INC |
|
|
40,880 |
|
|
|
6,679,383 |
|
AVIV REIT INC |
|
|
25,050 |
|
|
|
863,724 |
|
BOSTON PROPERTIES INC |
|
|
64,530 |
|
|
|
8,304,366 |
|
BRANDYWINE REALTY TRUST |
|
|
236,930 |
|
|
|
3,786,141 |
|
CAMDEN PROPERTY TRUST |
|
|
23,370 |
|
|
|
1,725,641 |
|
CBL + ASSOCIATES PROPERTIES |
|
|
77,110 |
|
|
|
1,497,476 |
|
CHATHAM LODGING TRUST |
|
|
21,215 |
|
|
|
614,599 |
|
CHESAPEAKE LODGING TRUST |
|
|
36,450 |
|
|
|
1,356,305 |
|
COLUMBIA PROPERTY TRUST INC |
|
|
15,210 |
|
|
|
385,574 |
|
CORESITE REALTY CORP |
|
|
27,375 |
|
|
|
1,068,994 |
|
COUSINS PROPERTIES INC |
|
|
40,715 |
|
|
|
464,965 |
|
CROWN CASTLE INTL CORP |
|
|
77,167 |
|
|
|
6,073,043 |
|
CUBESMART |
|
|
75,850 |
|
|
|
1,674,010 |
|
CYRUSONE INC |
|
|
72,530 |
|
|
|
1,998,202 |
|
DDR CORP |
|
|
186,590 |
|
|
|
3,425,792 |
|
DIGITAL REALTY TRUST INC |
|
|
9,055 |
|
|
|
600,347 |
|
DUKE REALTY CORP |
|
|
154,730 |
|
|
|
3,125,546 |
|
DUPONT FABROS TECHNOLOGY |
|
|
(29,091 |
) |
|
|
(966,985) |
|
EDUCATION REALTY TRUST INC |
|
|
74,496 |
|
|
|
2,725,809 |
|
EMPIRE STATE REALTY TRUST A |
|
|
176,235 |
|
|
|
3,098,211 |
|
EQUITY COMMONWEALTH |
|
|
81,680 |
|
|
|
2,096,726 |
|
EQUITY RESIDENTIAL |
|
|
73,220 |
|
|
|
5,260,125 |
|
ESSEX PROPERTY TRUST INC |
|
|
45,950 |
|
|
|
9,493,270 |
|
EXCEL TRUST INC |
|
|
49,440 |
|
|
|
662,002 |
|
EXTRA SPACE STORAGE INC |
|
|
26,330 |
|
|
|
1,543,991 |
|
FEDERAL REALTY INVS TRUST |
|
|
14,240 |
|
|
|
1,900,470 |
|
GENERAL GROWTH PROPERTIES |
|
|
307,710 |
|
|
|
8,655,882 |
|
HEALTH CARE REIT INC |
|
|
110,660 |
|
|
|
8,373,642 |
|
HIGHWOODS PROPERTIES INC |
|
|
89,750 |
|
|
|
3,974,130 |
|
HOST HOTELS + RESORTS INC |
|
|
302,890 |
|
|
|
7,199,695 |
|
HUDSON PACIFIC PROPERTIES IN |
|
|
138,460 |
|
|
|
4,162,108 |
|
KILROY REALTY CORP |
|
|
56,130 |
|
|
|
3,876,899 |
|
KIMCO REALTY CORP |
|
|
128,810 |
|
|
|
3,238,283 |
|
KITE REALTY GROUP TRUST |
|
|
88,805 |
|
|
|
2,552,256 |
|
LIBERTY PROPERTY TRUST |
|
|
139,830 |
|
|
|
5,261,803 |
|
MACK CALI REALTY CORP |
|
|
27,710 |
|
|
|
528,153 |
|
MID AMERICA APARTMENT COMM |
|
|
36,390 |
|
|
|
2,717,605 |
|
MONMOUTH REAL ESTATE INV COR |
|
|
80,460 |
|
|
|
890,692 |
|
NATIONAL RETAIL PROPERTIES |
|
|
49,210 |
|
|
|
1,937,398 |
|
NATL HEALTH INVESTORS INC |
|
|
36,820 |
|
|
|
2,575,927 |
|
70
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Held at End of Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including maturity date, rate of
interest, collateral, par, or maturity value |
|
Shares/ Par Value |
|
|
Current Value |
|
NORTHSTAR REALTY FINANCE |
|
|
38,710 |
|
|
|
680,522 |
|
OMEGA HEALTHCARE INVESTORS |
|
|
31,420 |
|
|
|
1,227,579 |
|
PARAMOUNT GROUP INC |
|
|
77,500 |
|
|
|
1,440,725 |
|
PARKWAY PROPERTIES INC |
|
|
113,640 |
|
|
|
2,089,840 |
|
PEBBLEBROOK HOTEL TRUST |
|
|
62,899 |
|
|
|
2,870,081 |
|
PROLOGIS INC |
|
|
202,360 |
|
|
|
8,707,551 |
|
PS BUSINESS PARKS INC/CA |
|
|
35,860 |
|
|
|
2,852,304 |
|
PUBLIC STORAGE |
|
|
41,840 |
|
|
|
7,734,124 |
|
QTS REALTY TRUST INC CL A |
|
|
1,990 |
|
|
|
67,342 |
|
RAMCO GERSHENSON PROPERTIES |
|
|
104,490 |
|
|
|
1,958,143 |
|
REALTY INCOME CORP |
|
|
(23,468 |
) |
|
|
(1,119,658) |
|
REGENCY CENTERS CORP |
|
|
44,210 |
|
|
|
2,819,714 |
|
RETAIL OPPORTUNITY INVESTMEN |
|
|
165,310 |
|
|
|
2,775,555 |
|
RETAIL PROPERTIES OF AME A |
|
|
101,460 |
|
|
|
1,693,367 |
|
REXFORD INDUSTRIAL REALTY IN |
|
|
67,460 |
|
|
|
1,059,797 |
|
RLJ LODGING TRUST |
|
|
64,435 |
|
|
|
2,160,506 |
|
SIMON PROPERTY GROUP INC |
|
|
89,850 |
|
|
|
16,362,584 |
|
SL GREEN REALTY CORP |
|
|
38,860 |
|
|
|
4,625,117 |
|
SOVRAN SELF STORAGE INC |
|
|
32,120 |
|
|
|
2,801,506 |
|
SPIRIT REALTY CAPITAL INC |
|
|
278,880 |
|
|
|
3,315,883 |
|
STAG INDUSTRIAL INC |
|
|
67,430 |
|
|
|
1,652,035 |
|
STORE CAPITAL CORP |
|
|
115,390 |
|
|
|
2,493,578 |
|
STRATEGIC HOTELS + RESORTS I |
|
|
237,930 |
|
|
|
3,147,814 |
|
SUNSTONE HOTEL INVESTORS INC |
|
|
267,470 |
|
|
|
4,415,930 |
|
TANGER FACTORY OUTLET CENTER |
|
|
61,400 |
|
|
|
2,269,344 |
|
UDR INC |
|
|
236,550 |
|
|
|
7,290,471 |
|
VENTAS INC |
|
|
127,210 |
|
|
|
9,120,957 |
|
VORNADO REALTY TRUST |
|
|
63,390 |
|
|
|
7,461,637 |
|
WASHINGTON REIT |
|
|
80,710 |
|
|
|
2,232,439 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Real Estate Investments |
|
|
6,302,433 |
|
|
$ |
237,981,910 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Investments, at Fair Value |
|
|
1,161,395,393 |
|
|
$ |
6,356,652,974 |
|
|
|
|
|
|
|
|
|
* Notes Receivable from Participants with interest rates ranging from 3.25% to 9.25% |
|
|
|
|
|
$ |
27,531,666 |
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Assets Held at End of Year |
|
|
|
|
|
$ |
6,384,184,640 |
|
|
|
|
|
|
|
|
|
|
* |
Denotes party-in-interest |
71
The Goldman Sachs 401(k) Plan
Schedule H, Line 4i Schedule of Assets (Acquired and
Disposed of Within Year)
December 31, 2014
|
|
|
|
|
|
|
|
|
|
|
|
|
Identity of issue, borrower, lessor, or similar party including Maturity Date, Rate of Interest, Collateral, Par, or
Maturity Value |
|
Shares / Par Value |
|
|
Costs of Acquisitions |
|
|
Proceeds of Dispositions |
|
FDC 11.75 8/21 |
|
|
384,000 |
|
|
|
(383,520 |
) |
|
|
429,120 |
|
FDC14.5 9/24/19 |
|
|
8,785,770 |
|
|
|
(8,644,636 |
) |
|
|
9,394,204 |
|
INEGRP6.125%_18 |
|
|
(650,000 |
) |
|
|
(623,450 |
) |
|
|
649,100 |
|
PNK6.375% 80121 |
|
|
(220,000 |
) |
|
|
(233,200 |
) |
|
|
235,675 |
|
ASPECT SOFTWARE TL B 1L USD |
|
|
38,000 |
|
|
|
(38,444 |
) |
|
|
37,815 |
|
ASURION TL 2L USD |
|
|
1,262,800 |
|
|
|
(1,243,767 |
) |
|
|
1,293,302 |
|
EDUCATION MANAGEMENT TL C2 1L USD |
|
|
40,000 |
|
|
|
(29,800 |
) |
|
|
31,700 |
|
HEMA TL B |
|
|
21,394 |
|
|
|
(27,455 |
) |
|
|
28,974 |
|
HEMA TLC |
|
|
21,394 |
|
|
|
(27,455 |
) |
|
|
28,974 |
|
ROYAL IMTECH NV E+375 15JUL17 |
|
|
263,158 |
|
|
|
(235,057 |
) |
|
|
266,237 |
|
ROYAL IMTECH NV E+375 15JUL17 PIK |
|
|
8,940 |
|
|
|
(9,198 |
) |
|
|
9,045 |
|
INDIANA TOLL ROAD TL A DB |
|
|
591,066 |
|
|
|
(412,268 |
) |
|
|
449,949 |
|
INDIANA TOLL ROAD TL B DB DEXIA |
|
|
27,299 |
|
|
|
(19,041 |
) |
|
|
20,781 |
|
INDIANA TOLL ROAD TL C DB DEXIA |
|
|
95,544 |
|
|
|
(54,519 |
) |
|
|
60,610 |
|
IVG CONCRETE PRE-FUND I TL-18K DEAL GLOBAL PIK TGL |
|
|
13 |
|
|
|
(18 |
) |
|
|
17 |
|
IVG CONCRETE PRE-FUND2 TLA1 7M DEAL GLOBAL PIK TGL |
|
|
2,906 |
|
|
|
(3,959 |
) |
|
|
3,882 |
|
LATECOERE TL B SR EUR |
|
|
10,526 |
|
|
|
(9,857 |
) |
|
|
9,956 |
|
LYB C98 TRADE CLAIM 01/31/2025 |
|
|
347,000 |
|
|
|
(67,665 |
) |
|
|
71,135 |
|
NANJING TANKER TL AGATE VESSEL A TRANCHE 06OCT2020 |
|
|
18,421 |
|
|
|
(15,243 |
) |
|
|
16,255 |
|
NANJING TANKER TL CRYSTAL VESL B TRANCHE 05JAN2021 |
|
|
18,793 |
|
|
|
(15,551 |
) |
|
|
16,582 |
|
NANJING TANKER TL NAPOLEON B 16SEP2021 |
|
|
21,770 |
|
|
|
(18,015 |
) |
|
|
19,145 |
|
NANJING TANKER TL NAPPA A 06JUN2021 |
|
|
23,587 |
|
|
|
(19,518 |
) |
|
|
20,749 |
|
PHS GROUP PLC TL C |
|
|
22,879 |
|
|
|
(28,936 |
) |
|
|
28,867 |
|
HAMILTON SUNSTRAND / ACCUDYNE TL B 1L US |
|
|
149,743 |
|
|
|
(149,555 |
) |
|
|
149,372 |
|
SUN PRODUCTS TL B 1L US |
|
|
301,000 |
|
|
|
(287,626 |
) |
|
|
281,777 |
|
WALTER ENERGY TL B 1L USD |
|
|
170,000 |
|
|
|
(154,225 |
) |
|
|
145,225 |
|
72
The Goldman Sachs 401(k) Plan
Schedule G, Part 1 - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible
December 31, 2014
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(b) |
|
(c) |
|
|
Amount received during reporting year |
|
(f) |
|
|
(g) Detailed description of loan including dates of making and maturity, interest rate, the type and value of collateral, |
|
Amount overdue |
|
|
|
|
|
Identity and
address of obligor |
|
Original amount |
|
|
(d) |
|
(e) |
|
Unpaid balance
at year end |
|
|
any renegotiation of the loan and the terms of the |
|
(h) |
|
|
(i) |
|
|
|
(a) |
|
|
of loan (par value) |
|
|
Principal |
|
Interest |
|
|
renegotiation and other material matters |
|
Principal |
|
|
Interest |
|
|
Steps taken or will be taken to collect overdue amounts |
|
|
Evergreen Solar Inc, 138 Bartlett Street, Marlboro, MA 01752, United States |
|
|
30,000 |
|
|
|
|
|
|
|
16,947 |
|
|
Issue Date: 4/26/2010, Maturity Date: 4/15/2015,Collateral Type:SR SECURED,Interest Rate:13 |
|
|
|
|
|
|
7,552 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due
on the respective security. |
|
|
Evergreen Solar Inc, 138 Bartlett Street, Marlboro, MA 01752, United States |
|
|
36,669 |
|
|
|
|
|
|
|
20,000 |
|
|
Issue Date: 7/2/2008, Maturity Date: 7/15/2013,Collateral Type:SR UNSECURED,Interest Rate:4 |
|
|
20,000 |
|
|
|
1,556 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
55,525 |
|
|
|
|
|
|
|
50,000 |
|
|
Issue Date: 3/5/2007, Maturity Date: 3/5/2010,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
50,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
390,951 |
|
|
|
|
|
|
|
386,000 |
|
|
Issue Date: 4/5/2004, Maturity Date: 4/5/2011,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
386,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
84,000 |
|
|
|
|
|
|
|
84,000 |
|
|
Issue Date: 5/4/2006, Maturity Date: 5/4/2011,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
84,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
150,000 |
|
|
|
|
|
|
|
150,000 |
|
|
Issue Date: 5/19/2006, Maturity Date: 5/19/2016,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
|
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
560,000 |
|
|
|
|
|
|
|
560,000 |
|
|
Issue Date: 7/20/2005, Maturity Date: 7/20/2012,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
560,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
239,000 |
|
|
|
|
|
|
|
239,000 |
|
|
Issue Date: 12/21/2006, Maturity Date: 12/23/2008,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
239,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
252,000 |
|
|
|
|
|
|
|
252,000 |
|
|
Issue Date: 8/21/2006, Maturity Date: 8/21/2009,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
252,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
67,000 |
|
|
|
|
|
|
|
67,000 |
|
|
Issue Date: 4/3/2006, Maturity Date: 4/3/2009,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
67,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
2,450,000 |
|
|
|
|
|
|
|
2,450,000 |
|
|
Issue Date: 9/28/2007, Maturity Date: 1/14/2009,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
2,450,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
3,050,000 |
|
|
|
|
|
|
|
3,050,000 |
|
|
Issue Date: 3/23/2007, Maturity Date: 3/23/2009,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
3,050,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
43,000 |
|
|
|
|
|
|
|
43,000 |
|
|
Issue Date: 10/25/2006, Maturity Date: 10/25/2011,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
43,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
388,054 |
|
|
|
|
|
|
|
374,000 |
|
|
Issue Date: 11/9/2004, Maturity Date: 11/9/2009,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
374,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
363,000 |
|
|
|
|
|
|
|
363,000 |
|
|
Issue Date: 1/12/2007, Maturity Date: 1/12/2012,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
363,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
11,000 |
|
|
|
|
|
|
|
11,000 |
|
|
Issue Date: 5/19/2008, Maturity Date: 5/19/2023,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
|
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
1,000 |
|
|
|
|
|
|
|
1,000 |
|
|
Issue Date: 6/22/2007, Maturity Date: 6/22/2022,Collateral Type:SR UNSECURED,Interest Rate:11 |
|
|
|
|
|
|
702 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
962,000 |
|
|
|
|
|
|
|
962,000 |
|
|
Issue Date: 10/25/2004, Maturity Date: 11/10/2009,Collateral Type:SR UNSECURED,Interest Rate:3.95 |
|
|
962,000 |
|
|
|
44,438 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
2,546,000 |
|
|
|
|
|
|
|
2,546,000 |
|
|
Issue Date: 3/9/2005, Maturity Date: 3/9/2015,Collateral Type:SR UNSECURED,Interest Rate:4 |
|
|
|
|
|
|
650,079 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
151,000 |
|
|
|
|
|
|
|
151,000 |
|
|
Issue Date: 5/4/2006, Maturity Date: 5/4/2011,Collateral Type:SR UNSECURED,Interest Rate:4 |
|
|
151,000 |
|
|
|
16,123 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
219,000 |
|
|
|
|
|
|
|
219,000 |
|
|
Issue Date: 7/13/2005, Maturity Date: 7/26/2010,Collateral Type:SR UNSECURED,Interest Rate:4.5 |
|
|
219,000 |
|
|
|
18,588 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
603,000 |
|
|
|
|
|
|
|
603,000 |
|
|
Issue Date: 2/25/2004, Maturity Date: 3/13/2014,Collateral Type:SR UNSECURED,Interest Rate:4.8 |
|
|
603,000 |
|
|
|
161,202 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
416,000 |
|
|
|
|
|
|
|
416,000 |
|
|
Issue Date: 1/12/2007, Maturity Date: 2/6/2012,Collateral Type:SR UNSECURED,Interest Rate:5.25 |
|
|
416,000 |
|
|
|
75,166 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
698,000 |
|
|
|
|
|
|
|
698,000 |
|
|
Issue Date: 3/29/2006, Maturity Date: 4/4/2016,Collateral Type:SR UNSECURED,Interest Rate:5.5 |
|
|
|
|
|
|
245,056 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
73
The Goldman Sachs 401(k) Plan
Schedule G, Part 1 - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible
December 31, 2014
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(b) |
|
(c) |
|
|
Amount received during reporting year |
|
(f) |
|
|
(g) Detailed description of loan including dates of making and maturity, interest rate, the type and value of collateral, |
|
Amount overdue |
|
|
|
|
|
Identity and
address of obligor |
|
Original amount |
|
|
(d) |
|
(e) |
|
Unpaid balance
at year end |
|
|
any renegotiation of the loan and the terms of the |
|
(h) |
|
|
(i) |
|
|
|
(a) |
|
|
of loan (par value) |
|
|
Principal |
|
Interest |
|
|
renegotiation and other material matters |
|
Principal |
|
|
Interest |
|
|
Steps taken or will be taken to collect overdue amounts |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
18,000 |
|
|
|
|
|
|
|
18,000 |
|
|
Issue Date: 3/4/2003, Maturity Date: 2/27/2020,Collateral Type:SR UNSECURED,Interest Rate:5.5 |
|
|
|
|
|
|
6,320 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due
on the respective security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
17,000 |
|
|
|
|
|
|
|
17,000 |
|
|
Issue Date: 3/15/2005, Maturity Date: 3/15/2030,Collateral Type:SR UNSECURED,Interest Rate:5.625 |
|
|
|
|
|
|
6,104 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
25,000 |
|
|
|
|
|
|
|
25,000 |
|
|
Issue Date: 12/14/2004, Maturity Date: 12/14/2029,Collateral Type:SR UNSECURED,Interest Rate:5.7 |
|
|
|
|
|
|
9,096 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
258,000 |
|
|
|
|
|
|
|
258,000 |
|
|
Issue Date: 5/16/2006, Maturity Date: 5/17/2013,Collateral Type:SR UNSECURED,Interest Rate:5.75 |
|
|
258,000 |
|
|
|
70,260 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
328,000 |
|
|
|
|
|
|
|
328,000 |
|
|
Issue Date: 7/18/2006, Maturity Date: 7/18/2011,Collateral Type:SR UNSECURED,Interest Rate:5.75 |
|
|
328,000 |
|
|
|
54,275 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
306,000 |
|
|
|
|
|
|
|
306,000 |
|
|
Issue Date: 5/26/2006, Maturity Date: 4/25/2011,Collateral Type:SR UNSECURED,Interest Rate:5.75 |
|
|
306,000 |
|
|
|
46,529 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
462,000 |
|
|
|
|
|
|
|
462,000 |
|
|
Issue Date: 4/4/1991, Maturity Date: 4/1/2011,Collateral Type:SR UNSECURED,Interest Rate:6 |
|
|
462,000 |
|
|
|
71,456 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
2,698,000 |
|
|
|
|
|
|
|
2,698,000 |
|
|
Issue Date: 7/19/2007, Maturity Date: 7/19/2012,Collateral Type:SR UNSECURED,Interest Rate:6 |
|
|
2,698,000 |
|
|
|
630,882 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
2,215,000 |
|
|
|
|
|
|
|
2,215,000 |
|
|
Issue Date: 9/26/2007, Maturity Date: 9/26/2014,Collateral Type:SR UNSECURED,Interest Rate:6.2 |
|
|
2,215,000 |
|
|
|
840,002 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
21,000 |
|
|
|
|
|
|
|
21,000 |
|
|
Issue Date: 2/13/2007, Maturity Date: 2/13/2037,Collateral Type:SR UNSECURED,Interest Rate:6.5 |
|
|
|
|
|
|
8,713 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
4,992,000 |
|
|
|
|
|
|
|
4,992,000 |
|
|
Issue Date: 1/10/2002, Maturity Date: 1/18/2012,Collateral Type:SR UNSECURED,Interest Rate:6.625 |
|
|
4,992,000 |
|
|
|
1,120,773 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
27,000 |
|
|
|
|
|
|
|
27,000 |
|
|
Issue Date: 9/28/2007, Maturity Date: 9/28/2037,Collateral Type:SR UNSECURED,Interest Rate:7 |
|
|
|
|
|
|
12,065 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
12,000 |
|
|
|
|
|
|
|
12,000 |
|
|
Issue Date: 11/14/2007, Maturity Date: 11/16/2037,Collateral Type:SR UNSECURED,Interest Rate:7 |
|
|
|
|
|
|
5,362 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
220,000 |
|
|
|
|
|
|
|
220,000 |
|
|
Issue Date: 8/15/2000, Maturity Date: 8/15/2010,Collateral Type:SR UNSECURED,Interest Rate:7.875 |
|
|
220,000 |
|
|
|
33,639 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
7,500,000 |
|
|
|
|
|
|
|
7,500,000 |
|
|
Issue Date: 11/1/1999, Maturity Date: 11/1/2009,Collateral Type:SR UNSECURED,Interest Rate:7.875 |
|
|
7,500,000 |
|
|
|
675,938 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
1,000 |
|
|
|
|
|
|
|
1,000 |
|
|
Issue Date: 1/3/2008, Maturity Date: 1/3/2023,Collateral Type:SR UNSECURED,Interest Rate:9.25 |
|
|
|
|
|
|
590 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
229,000 |
|
|
|
|
|
|
|
229,000 |
|
|
Issue Date: 12/28/2007, Maturity Date: 12/28/2022,Collateral Type:SR UNSECURED,Interest Rate:9.5 |
|
|
|
|
|
|
138,869 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
1,723,000 |
|
|
|
|
|
|
|
1,723,000 |
|
|
Issue Date: 5/25/2007, Maturity Date: 5/25/2010,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
1,723,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
95,596 |
|
|
|
|
|
|
|
88,000 |
|
|
Issue Date: 3/17/2006, Maturity Date: 3/17/2011,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
88,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
209,497 |
|
|
|
|
|
|
|
200,000 |
|
|
Issue Date: 5/10/2007, Maturity Date: 5/10/2012,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
200,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
326,000 |
|
|
|
|
|
|
|
326,000 |
|
|
Issue Date: 6/12/2006, Maturity Date: 6/12/2013,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
326,000 |
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
509,000 |
|
|
|
|
|
|
|
509,000 |
|
|
Issue Date: 1/16/2004, Maturity Date: 1/16/2014,Collateral Type:SR UNSECURED,Interest Rate:4.75 |
|
|
509,000 |
|
|
|
130,894 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
402,172 |
|
|
|
|
|
|
|
400,000 |
|
|
Issue Date: 6/27/2007, Maturity Date: 6/27/2014,Collateral Type:SR UNSECURED,Interest Rate:5.125 |
|
|
400,000 |
|
|
|
120,210 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
222,554 |
|
|
|
|
|
|
|
200,000 |
|
|
Issue Date: 10/17/2007, Maturity Date: 10/17/2012,Collateral Type:SR UNSECURED,Interest Rate:5.375 |
|
|
200,000 |
|
|
|
44,583 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
74
The Goldman Sachs 401(k) Plan
Schedule G, Part 1 - Schedule of Loans or Fixed Income Obligations in Default or Classified as Uncollectible
December 31, 2014
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(b) |
|
(c) |
|
|
Amount received during reporting year |
|
(f) |
|
|
(g) Detailed description of loan including dates of making and maturity, interest rate, the type and value of collateral, |
|
Amount overdue |
|
|
|
|
|
Identity and
address of obligor |
|
Original amount |
|
|
(d) |
|
(e) |
|
Unpaid balance
at year end |
|
|
any renegotiation of the loan and the terms of the |
|
(h) |
|
|
(i) |
|
|
|
(a) |
|
|
of loan (par value) |
|
|
Principal |
|
Interest |
|
|
renegotiation and other material matters |
|
Principal |
|
|
Interest |
|
|
Steps taken or will be taken to collect overdue amounts |
|
|
Lehman Brothers Holdings Inc, 1271 6th Avenue, New York, NY 10020, United States |
|
|
130,301 |
|
|
|
|
|
|
|
116,000 |
|
|
Issue Date: 5/10/2001, Maturity Date: 5/10/2011,Collateral Type:SR UNSECURED,Interest Rate:6.375 |
|
|
116,000 |
|
|
|
19,864 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due
on the respective security. |
|
|
Argentine Republic, |
|
|
1,788,000 |
|
|
|
|
|
|
|
1,788,000 |
|
|
Issue Date: 11/29/2005, Maturity Date: 12/15/2035,Collateral Type:SR UNSECURED,Interest Rate:0 |
|
|
|
|
|
|
|
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Argentine Republic, |
|
|
569,224 |
|
|
|
|
|
|
|
565,000 |
|
|
Issue Date: 11/29/2005, Maturity Date: 12/31/2038,Collateral Type:SR UNSECURED,Interest Rate:2.26 |
|
|
|
|
|
|
1,029 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Argentine Republic, |
|
|
55,171 |
|
|
|
|
|
|
|
55,000 |
|
|
Issue Date: 11/29/2005, Maturity Date: 12/31/2038,Collateral Type:SR UNSECURED,Interest Rate:2.5 |
|
|
|
|
|
|
111 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Argentine Republic, |
|
|
152,953 |
|
|
|
|
|
|
|
151,371 |
|
|
Issue Date: 11/29/2005, Maturity Date: 12/31/2033,Collateral Type:SR UNSECURED,Interest Rate:7.82 |
|
|
|
|
|
|
954 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Argentine Republic, |
|
|
1,156,681 |
|
|
|
|
|
|
|
1,156,681 |
|
|
Issue Date: 11/29/2005, Maturity Date: 12/31/2033,Collateral Type:SR UNSECURED,Interest Rate:8.28 |
|
|
|
|
|
|
7,715 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Bumi Resources Tbk PT, Bakrie Tower, Lt. 12, Jl. HR Rasuna Said,, Jakarta, 12960, Indonesia |
|
|
144,000 |
|
|
|
|
|
|
|
144,000 |
|
|
Issue Date: 10/6/2010, Maturity Date: 10/6/2017,Collateral Type:SR SECURED,Interest Rate:10.75 |
|
|
|
|
|
|
2,408 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Callahan Associates Internatio, Gustav-Heinemann-Ufer 54, Koeln, 50968, Germany |
|
|
9,000 |
|
|
|
|
|
|
|
9,000 |
|
|
Issue Date: 7/16/2001, Maturity Date: 7/15/2011,Collateral Type:SR UNSECURED,Interest Rate:14.125 |
|
|
9,000 |
|
|
|
11,593 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Espirito Santo Financial Group, 22/24 Boulevard Royal, L-2449 Luxembourg, Luxembourg |
|
|
100,000 |
|
|
|
|
|
|
|
100,000 |
|
|
Issue Date: 12/2/2013, Maturity Date: 12/2/2018,Collateral Type:SR UNSECURED,Interest Rate:3.125 |
|
|
|
|
|
|
720 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Espirito Santo Financial Group, 22/24 Boulevard Royal, L-2449 Luxembourg, Luxembourg |
|
|
48,000 |
|
|
|
|
|
|
|
48,000 |
|
|
Issue Date: 12/19/2011, Maturity Date: 12/19/2025,Collateral Type:SR UNSECURED,Interest Rate:9.75 |
|
|
|
|
|
|
1,079 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
THQ Inc, 29903 Agoura Road, Agoura Hills, CA 91301, United States |
|
|
78,000 |
|
|
|
|
|
|
|
78,000 |
|
|
Issue Date: 8/4/2009, Maturity Date: 8/15/2014,Collateral Type:SR UNSECURED,Interest Rate:5 |
|
|
78,000 |
|
|
|
6,543 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Texas Competitive Electric Hol, 1601 Bryan Street, Dallas, TX 75201-3411, United States |
|
|
1,015,000 |
|
|
|
|
|
|
|
1,015,000 |
|
|
Issue Date: 10/20/2010, Maturity Date: 4/1/2021,Collateral Type:SECURED,Interest Rate:15 |
|
|
|
|
|
|
104,038 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Texas Competitive Electric Hol, 1601 Bryan Street, Dallas, TX 75201-3411, United States |
|
|
941,002 |
|
|
|
|
|
|
|
575,000 |
|
|
Issue Date: 1/30/2009, Maturity Date: 11/1/2015,Collateral Type:COMPANY GUARNT,Interest Rate:10.25 |
|
|
|
|
|
|
40,274 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
|
|
Texas Competitive Electric Hol, 1601 Bryan Street, Dallas, TX 75201-3411, United States |
|
|
229,125 |
|
|
|
|
|
|
|
229,000 |
|
|
Issue Date: 1/28/2009, Maturity Date: 11/1/2016,Collateral Type:COMPANY GUARNT,Interest Rate:10.5 |
|
|
|
|
|
|
16,431 |
|
|
We will continue to monitor all available information that comes to our attention regarding possible payment and collection of amounts due on the respective
security. |
75
SIGNATURES
The Plan. Pursuant to the requirements of the Securities Exchange Act of 1934, the Administrative Committee (or other
persons who administer the employee benefit plan) has duly caused this annual report to be signed on its behalf by the undersigned hereunto duly authorized.
|
|
|
|
|
|
|
|
|
THE GOLDMAN SACHS 401(k) PLAN
Members of the Administrative Committee |
|
|
|
|
|
|
|
|
By: |
|
/s/ Christopher Ceder |
|
|
|
|
Name: Christopher Ceder |
|
|
|
|
|
|
|
|
By: |
|
/s/ Edina Jung |
|
|
|
|
Name: Edina Jung |
|
|
|
|
|
|
|
|
By: |
|
/s/ Michael Perloff |
|
|
|
|
Name: Michael Perloff |
|
|
Date: June 29, 2015
INDEX TO EXHIBITS
|
|
|
Exhibit No. |
|
Description |
23 |
|
Consent of PricewaterhouseCoopers LLP, Independent Registered Public Accounting Firm |
EXHIBIT 23
CONSENT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM
We hereby consent to the
incorporation by reference in the Registration Statement on Form S-8 (No. 333-42068) of The Goldman Sachs Group, Inc. of our report dated June 29, 2015 relating to the financial statements and supplemental schedules of The Goldman Sachs 401(k)
Plan which appears in this Form 11-K.
/s/ PricewaterhouseCoopers LLP
New York, New York
June 29, 2015
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