103 Sustainability Report 2021 Key Metrics & Indicators | SASB Index Sustainability Report 2021 Key Metrics & Indicators Topic Accounting Metric Category Code Response Asset management & custody activities (Cont.) Systemic Risk Management Description of approach to incorporation of liquidity risk management programs into portfolio strategy and redemption risk management Discussion and Analysis FN-AC- 550a.2 Goldman Sachs Asset Management (GSAM) oversees liquidity risk management for the funds and client portfolios for which it serves as fund manager/investment advisor. GSAM monitors liquidity risk associated with a portfolio’s ability to meet potential cash outflows related to investor redemptions/withdrawals or potential liabilities related to derivative positions and secured funding trades, as well as changes in the liquidity of positions within the portfolio. GSAM manages the liquidity of its portfolios in line with the investment strategy of each portfolio, applicable regulatory requirements, potential investor redemption requests, and broader macro market conditions, at all times in the context of GSAM’s obligations and its role as a fiduciary, where applicable. Total exposure to securities financing transactions Quantitative FN-AC- 550a.3 As of December 2021, we had $34.5 billion of credit exposure from securities financing transactions. Please see page 113 of our 2021 Form 10-K for further information. Net exposure to written credit derivatives Quantitative FN-AC- 550a.4 As of December 2021, written credit derivatives had a total gross notional amount of $510.2 billion, and purchased credit derivatives had a total gross notional amount of $569.3 billion, for total net notional purchased protection of $59.1 billion. Please see page 146 of our 2021 Form 10-K for further information. N/A (1) Total registered and (2) total unregistered assets under management (AUM) Quantitative FN-AC-000.A N/A Total assets under custody and supervision Quantitative FN-AC-000.B $2.5T Assets Under Supervision. Please see page 75 of our 2021 Form 10-K for further information. Registered Assets Under Supervision $629B Unregistered Assets Under Supervision $1,841B KEY METRICS & INDICATORS