New Issue: Goldman prices $735,000 leveraged buffered basket-linked notes on 27 stocks

Chicago, Oct. 31 – GS Finance Corp. priced $735,000 of 0% leveraged buffered basket-linked notes due Nov. 2, 2021 linked to an unequally weighted basket of 27 stocks, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of the stocks of Advanced Energy Industries, Inc. with a 1.22% weight, Air Products and Chemicals, Inc. with a 5% weight, Albemarle Corp. with a 5% weight, Avangrid, Inc. with a 2.05% weight, Ball Corp. with a 5% weight, Canadian Solar Inc. with a 1.52% weight, Cree, Inc. with a 4.99% weight, Crown Holdings, Inc. with a 5% weight, Darling Ingredients Inc. with a 2.70% weight, Enphase Energy, Inc. with a 5% weight, Eversource Energy with a 4.78% weight, First Solar, Inc. with a 5% weight, Graphic Packaging Holding Co. with a 2.48% weight, Hexcel Corp. with a 4.16% weight, Itron, Inc. with a 1.11% weight, Livent Corp. with a 1.81% weight, Nextera Energy, Inc. with a 5% weight, NIO Inc. with a 5% weight, Ormat Technologies, Inc. with a 1.41% weight, Quanta Services, Inc. with a 5% weight, Renewable Energy Group, Inc. with a 2.27% weight, Sociedad Quimica Y Minera De Chile SA with a 1.88% weight, Solaredge Technologies, Inc. with a 4.97% weight, SunPower Corp. with a 2.65% weight, Sunrun Inc. with a 5% weight, Tesla, Inc. with a 5% weight, and Universal Display Corp. with a 5% weight.

If the basket return is positive, the payout at maturity will be par plus 1.5 times the basket return up to $1,124.5 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:	Advanced Energy Industries, Inc. (1.22% weight) Air Products and Chemicals, Inc. (5% weight) Albemarle Corp. (5% weight) Avangrid, Inc. (2.05% weight) Ball Corp. (5% weight) Canadian Solar Inc. (1.52% weight) Cree, Inc. (4.99% weight) Crown Holdings, Inc. (5% weight) Darling Ingredients Inc. (2.70% weight) Enphase Energy, Inc. (5% weight) Eversource Energy (4.78% weight) First Solar, Inc. (5% weight) Graphic Packaging Holding Co. (2.48% weight) Hexcel Corp. (4.16% weight) Itron, Inc. (1.11% weight) Livent Corp. (1.81% weight) Nextera Energy, Inc. (5% weight) NIO Inc. (5% weight) Ormat Technologies, Inc. (1.41% weight) Quanta Services, Inc. (5% weight) Renewable Energy Group, Inc. (2.27% weight) Sociedad Quimica Y Minera De Chile SA (1.88% weight) Solaredge Technologies, Inc. (4.97% weight) SunPower Corp. (2.65% weight) Sunrun Inc. (5% weight) Tesla, Inc. (5% weight) and Universal Display Corp. (5% weight)
Amount:	$735,000
Maturity:	Nov. 2, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 1.5 times any basket gain up to $1,124.5 for each $1,000 note; par if basket falls by up to 10%; 1.1111% loss for every 1% decline of basket beyond 10%.
Initial levels:	Advanced Energy Industries, Inc. at $62.94, Air Products and Chemicals, Inc. at $297.86, Albemarle Corp. at $89.28, Avangrid, Inc. at $50.46, Ball Corp. at $83.12, Canadian Solar Inc. at $35.10, Cree, Inc. at $63.74, Crown Holdings, Inc. at $76.86, Darling Ingredients Inc. at $36.03, Enphase Energy, Inc. at $82.59, Eversource Energy at $83.55, First Solar, Inc. at $66.20, Graphic Packaging Holding Co. at $14.09, Hexcel Corp. at $33.55, Itron, Inc. at $60.74, Livent Corp. at $8.97, Nextera Energy, Inc at $277.56, NIO Inc. at $21.22, Ormat Technologies, Inc. at $59.11, Quanta Services, Inc. at $52.86, Renewable Energy Group, Inc. at $53.42, Sociedad Quimica Y Minera De Chile SA at $32.42, Solaredge Technologies, Inc. at $238.35, SunPower Corp. at $12.51, Sunrun Inc. at $77.07, Tesla, Inc. at $429.01, and Universal Display Corp. at $180.74
Buffer levels:	90% of initial levels
Pricing date:	Sept. 30
Settlement date:	Oct. 7
Agent:	Goldman Sachs & Co. LLC
Fees:	0.92%
Cusip:	40057CWC1

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