New Issue: Goldman prices $2.12 million leveraged buffered basket-linked notes on 26 stocks

By Kiku Steinfeld

Chicago, May 26 – GS Finance Corp. priced $2.12 million of 0% leveraged buffered basket-linked notes due June 9, 2021 linked to a basket of 26 stocks, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the Alexion Pharmaceuticals, Inc. (3.8497% weight), Align Technology, Inc. (3.8508% weight), Altria Group, Inc. (3.8401% weight), Analog Devices, Inc. (3.8502% weight), Best Buy Co., Inc. (3.85%), Biogen Inc. (3.8415% weight), Booking Holdings Inc. (3.8371% weight), Bristol-Myers Squibb Co. (3.8499%), Cognizant Technology Solutions Corp. (3.8403% weight), Electronic Arts Inc. (3.8399% weight), Gilead Sciences, Inc. (3.8499% weight), Illumina, Inc. (3.84% weight), Intel Corp. (3.85% weight), Lowe's Cos., Inc. (3.8498% weight), Maxim Integrated Products, Inc. (3.8503% weight), McKesson Corp. (3.8396% weight), Qualcomm Inc. (3.8501% weight), Quest Diagnostics Inc. (3.8398% weight), salesforce.com, inc. (3.8504% weight), Skyworks Solutions, Inc. (3.8503% weight), T Rowe Price Group, Inc. (3.85% weight), Take-Two Interactive Software, Inc. (3.8504% weight), Texas Instruments Inc. (3.8501% weight), United Parcel Service, Inc. (3.8397% weight), Walgreens Boots Alliance, Inc. (3.85% weight) and Xilinx, Inc. (3.8399% weight).

If the basket return is positive, the payout at maturity will be par plus 1.5 times the basket return up to $1,150.60 for each $1,000 note.

Investors will receive par if the basket falls by up to 10% and will lose 1.1111% for every 1% decline beyond 10%.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered basket-linked notes
Underlying stocks:	Alexion Pharmaceuticals, Inc. (3.8497% weight), Align Technology, Inc. (3.8508% weight), Altria Group, Inc. (3.8401% weight), Analog Devices, Inc. (3.8502% weight), Best Buy Co., Inc. (3.85%), Biogen Inc. (3.8415% weight), Booking Holdings Inc. (3.8371% weight), Bristol-Myers Squibb Co. (3.8499%), Cognizant Technology Solutions Corp. (3.8403% weight), Electronic Arts Inc. (3.8399% weight), Gilead Sciences, Inc. (3.8499% weight), Illumina, Inc. (3.84% weight), Intel Corp. (3.85% weight), Lowe's Cos., Inc. (3.8498% weight), Maxim Integrated Products, Inc. (3.8503% weight), McKesson Corp. (3.8396% weight), Qualcomm Inc. (3.8501% weight), Quest Diagnostics Inc. (3.8398% weight), salesforce.com, inc. (3.8504% weight), Skyworks Solutions, Inc. (3.8503% weight), T Rowe Price Group, Inc. (3.85% weight), Take-Two Interactive Software, Inc. (3.8504% weight), Texas Instruments Inc. (3.8501% weight), United Parcel Service, Inc. (3.8397% weight), Walgreens Boots Alliance, Inc. (3.85% weight) and Xilinx, Inc. (3.8399% weight)
Amount:	$2,120,000
Maturity:	June 9, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any basket gain up to $ $1,150.60 for each $1,000 note; par if basket falls by up to 10%; 1.1111% loss for every 1% decline of basket beyond 10%.
Buffer levels:	90% of initial levels
Pricing date:	May 7
Settlement date:	May 14
Agent:	Goldman Sachs & Co. LLC
Fees:	0.92%
Cusip:	40057EAW7

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