New Issue: GS Finance sells $9.88 million leveraged basket-linked notes on 70 stocks

By Taylor Fox

New York, Feb. 2 – GS Finance Corp. priced $9.88 million of 0% leveraged basket-linked notes due March 2, 2022 linked to an unequally weighted basket of 70 stocks, according to a 424B2 filing with the Securities and Exchange Commission.

The basket consists of Aecom (1.06% weight), Analog Devices, Inc. (1.81% weight), American International Group, Inc. (1.93% weight), Altair Engineering Inc. (0.2% weight), Advanced Micro Devices, Inc. (1.67% weight), Ansys, Inc. (1.62% weight), Bank of America Corp. (1.83% weight), Baker Hughes Co. (1.84% weight), Caterpillar Inc. (1.71% weight), Comerica Inc. (1.19% weight), Commercial Metals Co. (0.27% weight), Cummins Inc. (1.65% weight), Deere & Co. (1.87% weight), Discover Financial Services (2.09% weight), Diodes Inc. (0.26% weight), Dycom Industries, Inc. (0.37% weight), Emcor Group, Inc. (0.31% weight), Enphase Energy, Inc. (2.76% weight), Element Solutions Inc. (0.33% weight), Freeport-McMoRan Inc. (2.54% weight), Fifth Third Bancorp (1.92% weight), Flex Ltd. (0.67% weight) Halliburton Co. (2.17% weight), Hess Corp. (2.26% weight), Hartford Financial Services Group, Inc. (1.81% weight), Helmerich & Payne, Inc. (0.60% weight), Jacobs Engineering Group, Inc. (1.08% weight), Jabil Inc. (0.73% weight), KeyCorp (1.82% weight), Lincoln National Corp. (1.42% weight), Livent Corp. (0.78% weight), Microchip Technology Inc. (1.91% weight), MetLife, Inc. (1.86% weight), Macquarie Infrastructure Corp. (0.28% weight), Monolithic Power Systems, Inc. (1.5% weight), Morgan Stanley (2.14% weight), Matador Resources Co. (0.58% weight), MasTec, Inc. (0.64% weight), Micron Technology, Inc. (2.32% weight), Maxim Integrated Products, Inc. (1.84% weight), NOV, Inc. (0.99% weight), Plug Power Inc. (4.99% weight), Power Integrations, Inc. (0.4 weight), NXP Semiconductors NV (1.82% weight), ON Semiconductor Corp. (2.04% weight), Oshkosh Corp. (0.44% weight), Prudential Financial, Inc. (1.76% weight), PTC Inc. (1.41% weight), Quanta Services, Inc. (1.07% weight), Pioneer Natural Resources Co. (2.23% weight), Renewable Energy Group, Inc. (1.27% weight), Regions Financial Corp. (1.89% weight), Sunrun Inc. (1.82% weight), Solaredge Technologies, Inc. (1.5% weight), SVB Financial Group (1.91% weight), Schlumberger NV (2.16% weight), Semtech Corp. (0.41% weight), SunPower Corp. (2.88% weight), Sensata Technologies Holding plc (0.68% weight), Steel Dynamics, Inc. (0.83% weight), STMicroelectronics NV (1.06% weight), Summit Materials, Inc. (0.36% weight), Skyworks Solutions, Inc. (1.57% weight), Uber Technologies, Inc. (2.17% weight), Unum Group (0.66% weight, United Rentals, Inc. (1.93% weight), Valvoline Inc. (0.54% weight), Westlake Chemical Corp. (0.37% weight), United States Steel Corp. (2.25% weight) and Zions Bancorporation, NA (0.95% weight).

If the basket return is positive, the payout at maturity will be par plus 1.5 times the basket return up to $1,211.5 for each $1,000 note.

If the basket declines, investors will be exposed to the decline of the basket.

Goldman Sachs & Co. LLC is the agent.

Issuer:	GS Finance Corp.
Guarantor:	Goldman Sachs Group, Inc.
Issue:	Leveraged basket-linked notes
Underlying stocks:	Aecom (1.06% weight), Analog Devices, Inc. (1.81% weight), American International Group, Inc. (1.93% weight), Altair Engineering Inc. (0.2% weight), Advanced Micro Devices, Inc. (1.67% weight), Ansys, Inc. (1.62% weight), Bank of America Corp. (1.83% weight), Baker Hughes Co. (1.84% weight), Caterpillar Inc. (1.71% weight), Comerica Inc. (1.19% weight), Commercial Metals Co. (0.27% weight), Cummins Inc. (1.65% weight), Deere & Co. (1.87% weight), Discover Financial Services (2.09% weight), Diodes Inc. (0.26% weight), Dycom Industries, Inc. (0.37% weight), Emcor Group, Inc. (0.31% weight), Enphase Energy, Inc. (2.76% weight), Element Solutions Inc. (0.33% weight), Freeport-McMoRan Inc. (2.54% weight), Fifth Third Bancorp (1.92% weight), Flex Ltd. (0.67% weight) Halliburton Co. (2.17% weight), Hess Corp. (2.26% weight), Hartford Financial Services Group, Inc. (1.81% weight), Helmerich & Payne, Inc. (0.60% weight), Jacobs Engineering Group, Inc. (1.08% weight), Jabil Inc. (0.73% weight), KeyCorp (1.82% weight), Lincoln National Corp. (1.42% weight), Livent Corp. (0.78% weight), Microchip Technology Inc. (1.91% weight), MetLife, Inc. (1.86% weight), Macquarie Infrastructure Corp. (0.28% weight), Monolithic Power Systems, Inc. (1.5% weight), Morgan Stanley (2.14% weight), Matador Resources Co. (0.58% weight), MasTec, Inc. (0.64% weight), Micron Technology, Inc. (2.32% weight), Maxim Integrated Products, Inc. (1.84% weight), NOV, Inc. (0.99% weight), Plug Power Inc. (4.99% weight), Power Integrations, Inc. (0.4 weight), NXP Semiconductors NV (1.82% weight), ON Semiconductor Corp. (2.04% weight), Oshkosh Corp. (0.44% weight), Prudential Financial, Inc. (1.76% weight), PTC Inc. (1.41% weight), Quanta Services, Inc. (1.07% weight), Pioneer Natural Resources Co. (2.23% weight), Renewable Energy Group, Inc. (1.27% weight), Regions Financial Corp. (1.89% weight), Sunrun Inc. (1.82% weight), Solaredge Technologies, Inc. (1.5% weight), SVB Financial Group (1.91% weight), Schlumberger NV (2.16% weight), Semtech Corp. (0.41% weight), SunPower Corp. (2.88% weight), Sensata Technologies Holding plc (0.68% weight), Steel Dynamics, Inc. (0.83% weight), STMicroelectronics NV (1.06% weight), Summit Materials, Inc. (0.36% weight), Skyworks Solutions, Inc. (1.57% weight), Uber Technologies, Inc. (2.17% weight), Unum Group (0.66% weight, United Rentals, Inc. (1.93% weight), Valvoline Inc. (0.54% weight), Westlake Chemical Corp. (0.37% weight), United States Steel Corp. (2.25% weight) and Zions Bancorporation, NA (0.95% weight)
Amount:	$9,880,000
Maturity:	March 2, 2022
Coupon:	0%
Price:	Par
Payout at maturity:	If basket return is positive, par plus 1.5 times the basket return up to $1,211.5 for each $1,000 note; otherwise, full exposure to decline of basket
Pricing date:	Jan. 28
Settlement date:	Feb. 4
Agent:	Goldman Sachs & Co. LLC
Fees:	0.81%
Cusip:	40057FD35

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