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Recent items, highlighted in orange, are $4.00 each. All others are $1.00 each.


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Goldman Sachs Group, Inc. one-year U.S. dollar SOFR ICE swap rate plus 80 bps with a floor of 0.5%, payable monthly; rate resets monthly due 1/11/2025

Goldman Sachs Group, Inc. 6.25% initially, stepping up to 7% on Nov. 29, 2027 and to 8% on Nov. 29, 2029; payable semiannually due 11/29/2030

Goldman Sachs Group, Inc. 6.5% initially, stepping up to 7% on Nov. 15, 2026 and to 8% on Nov. 15, 2028; payable semiannually due 11/15/2030

Goldman Sachs Group, Inc. 5.5% initially, stepping up to 6% on May 31, 2027 and to 7% on May 31, 2029; payable semiannually due 5/31/2030

Goldman Sachs Group, Inc. 6.55% for first six months then one-year U.S. dollar SOFR ICE swap rate plus 35 bps, with floor of 0.5%; payable monthly due 7/1/2024

Goldman Sachs Group, Inc. 6.25% for first six months then one-year U.S. dollar SOFR ICE swap rate plus 20 bps, with floor of 0.5%; payable monthly due 5/6/2024

Goldman Sachs Group, Inc. 6.25% for first six months then one-year U.S. dollar SOFR ICE swap rate plus 20 bps, with floor of 0.5%; payable monthly due 4/29/2024

Goldman Sachs Group, Inc. 5.75% for first year, then two-year U.S. dollar SOFR ICE swap rate plus 100 bps, with floor of 0.5%; payable quarterly due 3/17/2026

Goldman Sachs Group, Inc. 5.5% initially, stepping up to 6% on March 15, 2025, to 6.5% on March 15, 2027 and to 7.5% on March 15, 2029; payable semiannually due 3/15/2030

Goldman Sachs Group, Inc. 6.1% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 10 bps, with floor of 0.5%; payable monthly due 4/13/2024

Goldman Sachs Group, Inc. 6.1% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 20 bps, with floor of 0.5%; payable monthly due 4/13/2024

Goldman Sachs Group, Inc. two-year U.S. dollar SOFR ICE swap rate plus 105 bps with a floor of 0.5%, payable quarterly; rate resets quarterly due 3/10/2026

Goldman Sachs Group, Inc. 6% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 20 bps, with floor of 0.5%; payable monthly due 4/8/2024

Goldman Sachs Group, Inc. 6% for first year, then two-year U.S. dollar SOFR ICE swap rate plus 90 bps, with floor of 0.5%; payable monthly due 3/7/2026

Goldman Sachs Group, Inc. 6% for first six months, then one-year U.S. dollar SOFR ICE swap rate plus 20 bps, with floor of 0.1%; payable monthly due 3/27/2024

Goldman Sachs Group, Inc. 6% initially, stepping up to 6.5% on Dec. 14, 2027 and to 7% on Dec. 14, 2030; payable semiannually due 12/14/2032

Goldman Sachs Group, Inc. 6% initially, stepping up to 6.5% on Nov. 30, 2026 and to 7% on Nov. 30, 2027; payable semiannually due 11/30/2029

Goldman Sachs Group, Inc. 7.35% initially; after Nov. 14, 2024, SOFR plus 150 bps, subject to floor of 1%; payable monthly due 11/30/2029

Goldman Sachs Group, Inc. 6.5% initially, stepping up to 8% on Oct. 31, 2026 and to 9% on Oct. 31, 2031; payable semiannually due 10/29/2032

Goldman Sachs Group, Inc. 5.25% initially, stepping up to 6% on Sept. 30, 2026, to 7% on Sept. 30, 2029 and to 8% on Sept. 30, 2031; payable semiannually due 9/30/2032

Goldman Sachs Group, Inc. 5% initially, stepping up to 6% on March 30, 2025 and to 7% on March 30, 2026; payable semiannually due 9/30/2026

Goldman Sachs Group, Inc. two-year U.S. dollar SOFR ICE swap rate plus 120 bps with a floor of 0.1% per annum, payable quarterly; rate resets quarterly due 9/30/2025

Goldman Sachs Group, Inc. 7% for first two years, then two-year U.S. dollar SOFR ICE swap rate plus 130 bps, with floor of 0% and a cap of 7%; payable quarterly due 9/20/2032

Goldman Sachs Group, Inc. 5% initially, stepping up to 5.5% on Sept. 20, 2026, to 6% on Sept. 20, 2029 and to 7% on Sept. 20, 2031; payable semiannually due 9/20/2032

Goldman Sachs Group, Inc. 4.25% initially, stepping up to 5% on Aug. 30, 2024 and to 6% on Aug. 30, 2027; payable semiannually due 8/30/2029

Goldman Sachs Group, Inc. 4% initial rate; after Aug. 30, 2022, two-year U.S. dollar SOFR ICE swap rate plus 57 bps, subject to floor of 1.5%; payable monthly due 8/30/2023

Goldman Sachs Group, Inc. 3.65% initially; after Aug. 6, 2022, two-year U.S. dollar SOFR ICE swap rate plus 40 bps, subject to floor of 0.1%; payable monthly due 8/29/2023

Goldman Sachs Group, Inc. two-year U.S. dollar SOFR ICE swap rate plus 25 bps with a floor of 0.1% per annum, payable quarterly; rate resets quarterly due 7/21/2023

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.5% on Nov. 30, 2022 and to 4% on May 31, 2023; payable semiannually due 11/20/2023

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 4% on May 31, 2023; payable semiannually due 5/31/2024

Goldman Sachs Group, Inc. Compounded SOFR with a floor of 3% and a cap of 6.5%, payable quarterly; rate resets quarterly due 5/25/2025

Goldman Sachs Group, Inc. Compounded SOFR with a floor of 2.6% and a cap of 3%, payable quarterly; rate resets quarterly due 6/19/2023

Goldman Sachs Group, Inc. 6.1% initially; after April 29, 2024, 10-year U.S. dollar SOFR ICE swap rate plus 60 bps, subject to floor of 0.1% due 4/29/2032

Goldman Sachs Group, Inc. Compounded SOFR with a floor of 3% and a cap of 3.35%, payable quarterly; rate resets quarterly due 10/29/2023

Goldman Sachs Group, Inc. Compounded SOFR with a floor of 2.55% and a cap of 2.85%, payable quarterly; rate resets quarterly due 5/29/2023

Goldman Sachs Group, Inc. Compounded SOFR with a floor of 2.8%, payable quarterly; rate resets quarterly due 4/29/2025

Goldman Sachs Group, Inc. Compounded SOFR with a floor of 2.9% and cap of 6%, payable quarterly; rate resets quarterly due 4/27/2025

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.5% on March 31, 2023 and to 4.125% on March 31, 2024; payable semiannually due 3/31/2025

Goldman Sachs Group, Inc. two-year U.S. dollar SOFR ICE swap rate plus 60 bps with a floor of 0.1%, payable quarterly; rate resets quarterly due 3/7/2025

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.25% on Aug. 24, 2023; payable semiannually due 8/24/2024

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.25% on Feb. 18, 2027, to 3.5% on Feb. 18, 2030 and to 4% on Feb. 18, 2031; payable semiannually due 2/18/2032

Goldman Sachs Group, Inc. 2.5% initially; after Feb. 11, 2024, five-year U.S. dollar SOFR ICE swap rate plus 108 bps, with floor of 0% and cap of 5% due 2/11/2032

Goldman Sachs Group, Inc. Compounded SOFR with a floor of 1.95% and cap of 2.5%, payable quarterly; rate resets quarterly due 2/11/2025

Goldman Sachs Group, Inc. 2% until Feb. 2, 2023, then SOFR plus 102.5 bps, with floor of 0% and cap of 5%; payable quarterly due 2/2/2032

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.5% on Jan. 31, 2024 and to 3.75% on Jan. 31, 2026; payable semiannually due 1/31/2025

Goldman Sachs Group, Inc. 1.75% initially, stepping up to 2% on July 31, 2023 and to 2.75% on July 31, 2024; payable semiannually due 1/31/2025

Goldman Sachs Group, Inc. Compounded SOFR plus 90 bps with a floor of zero and cap of 3%, payable quarterly; rate resets quarterly due 1/31/2025

Goldman Sachs Group, Inc. 1.5% initially, stepping up to 2.125% on Nov. 24, 2023; payable semiannually due 11/24/2026

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.25% on Oct. 29, 2025, to 2.5% on Oct. 29, 2026 and to 3% on Oct. 29, 2027; payable semiannually due 10/30/2028

Goldman Sachs Group, Inc. 2.5% until Oct. 29, 2023, then SOFR, with floor of 1.7% and cap of 5%; payable quarterly due 10/29/2031

Goldman Sachs Group, Inc. Compounded SOFR plus 60 bps with a floor of zero and cap of 4%, payable quarterly; rate resets quarterly due 10/29/2024

Goldman Sachs Group, Inc. 0.86% until Jan. 21, 2023, then SOFR plus 50 bps, with floor of 1%; payable quarterly due 10/18/2024

Goldman Sachs Group, Inc. Compounded SOFR plus 45 bps with a floor of zero, payable quarterly; rate resets quarterly due 10/5/2023

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.25% on Aug. 27, 2025, to 2.5% on Aug. 27, 2028 to 3% on Aug. 27, 2029 and to 3.5% on Aug. 27, 2030; payable semiannually due 8/27/2031

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.5% on Aug. 18, 2027 and to 3.25% on Aug. 18, 2030; payable semiannually due 8/18/2031

Goldman Sachs Group, Inc. 2% for first year, then SOFR plus 77 bps, with floor of 0% and cap of 4%; payable quarterly due 8/16/2024

Goldman Sachs Group, Inc. Compounded SOFR plus 50 bps with a floor of 10 bps, payable quarterly; rate resets quarterly due 8/12/2024

Goldman Sachs Group, Inc. 1.25% initially, stepping up to 2.25% on July 30, 2025; payable semiannually due 7/30/2026

Goldman Sachs Group, Inc. Initially 0.7%; after July 30, 2022, SOFR plus 50 bps, subject to minimum of 0%; payable quarterly due 7/30/2024

Goldman Sachs Group, Inc. 0.65% for first three years, then SOFR plus 50 bps, with floor of 0%; payable quarterly due 7/16/2024

Goldman Sachs Group, Inc. 1.25% initially, stepping up to 1.5% on July 6, 2024 and to 2.25% on July 6, 2025; payable semiannually due 5/28/2031

Goldman Sachs Group, Inc. 2.125% initially, stepping up to 2.5% on June 30, 2026 and to 3% on June 30, 2029; payable semiannually due 6/30/2031

Goldman Sachs Group, Inc. 0.6% until Sept. 21, 2022, then compounded SOFR plus 50 bps with floor of zero; payable quarterly due 6/21/2024

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 2.5% on June 16, 2025 and to 3% on June 16, 2029; payable semiannually due 6/16/2031

Goldman Sachs Group, Inc. 1.25% initially, stepping up to 1.5% on May 28, 2024 and to 2% on May 28, 2025; payable semiannually due 6/16/2031

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 2.5% on May 28, 2025, to 3% on May 28, 2028 and to 4% on May 28, 2030; payable semiannually due 5/28/2031

Goldman Sachs Group, Inc. SOFR plus 32 bps initially, subject to 0% floor; starting on June 1, 2022, 0.52% fixed rate; payable quarterly due 6/1/2023

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 2.5% on May 14, 2026, to 3% on May 14, 2028 and to 4% on May 14, 2030; payable semiannually due 5/14/2026

Goldman Sachs Group, Inc. 1.35% initially, stepping up to 1.5% on May 14, 2024 and to 2% on May 14, 2025; payable semiannually due 5/14/2026

Goldman Sachs Group, Inc. 1.35% initially, stepping up to 1.5% on April 30, 2024 and to 2% on April 30, 2025; payable semiannually due 4/30/2026

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 2.5% on April 30, 2025, to 3% on April 30, 2028 and to 4% on April 30, 2030; payable semiannually due 4/30/2031

Goldman Sachs Group, Inc. 1.25% initially, stepping up to 1.5% on March 31, 2024 and to 2% on March 31, 2025; payable semiannually due 3/31/2026

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.25% on March 19, 2027 and 2.5% on March 19, 2029; payable semiannually due 3/19/2031

Goldman Sachs Group, Inc. 1% initially, stepping up to 1.25% on March 18, 2024 and to 1.5% on March 18, 2025; payable semiannually due 3/18/2026

Goldman Sachs Group, Inc. 1.25% initially, stepping up to 2% on Feb. 19, 2025; payable semiannually due 8/19/2029

Goldman Sachs Group, Inc. 2.11% initially, stepping up to 3% on Feb. 17, 2031; payable semiannually due 2/17/2036

Goldman Sachs Group, Inc. 1.25% initially, stepping up to 2% on Feb. 8, 2025; payable semiannually due 2/8/2029

Goldman Sachs Group, Inc. 1.25% initially, stepping up to 2% on Jan. 29, 2025; payable semiannually due 1/29/2029

Goldman Sachs Group, Inc. 0.8% initially, stepping up to 1.25% on Nov. 24, 2023 and to 1.5% on Nov. 24, 2024; payable semiannually due 11/24/2025

Goldman Sachs Group, Inc. 1.1% initially, stepping up to 2% on Nov. 24, 2026 and to 3% on Nov. 24, 2028; payable semiannually due 5/24/2030

Goldman Sachs Group, Inc. 0.75% initially, stepping up to 1.15% on Nov. 24, 2022 and to 1.35% on Nov. 24, 2024; payable semiannually due 11/24/2026

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3% on April 30, 2026 and to 4% on Oct. 30, 2028; payable semiannually due 10/30/2029

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 3% on April 30, 2025; payable semiannually due 4/30/2027

Goldman Sachs Group, Inc. 4.25% initially, stepping up to 4.5% on March 31, 2024, to 5% on March 31, 2027 and to 5.5% on March 31, 2029; payable semiannually due 3/30/2030

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.5% on March 30, 2025, to 4% on March 30, 2029, to 4.5% on March 30, 2032 and to 5% on March 30, 2034; payable semiannually due 3/30/2035

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.5% on March 30, 2026 and to 4% on March 30, 2029; payable semiannually due 3/30/2030

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.25% on Sept. 25, 2023 and to 2.75% on Sept. 25, 2024; payable semiannually due 1/23/2025

Goldman Sachs Group, Inc. 2.3% initially, stepping up to 2.5% on Jan. 23, 2023 and to 2.75% on Jan. 23, 2024; payable semiannually due 1/23/2025

Goldman Sachs Group, Inc. 2.625% initially, stepping up to 3% on Sept. 30, 2024; payable semiannually due 9/30/2027

Goldman Sachs Group, Inc. 2.5% in years one through three, 2.625% in year four and 2.75% in year five; payable semiannually due 9/16/2024

Goldman Sachs Group, Inc. 3% in years one through eight, 3.25% in years nine through 11 and 4% in year 12; payable semiannually due 9/16/2031

Goldman Sachs Group, Inc. 2.625% initially, stepping up to 3% on Aug. 30, 2022 and to 3.25% on Aug. 30, 2023; payable semiannually due 8/30/2024

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3% on Aug. 30, 2022 and to 4% on Feb. 28, 2025; payable semiannually due 8/30/2026

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.25% on Aug. 30, 2024, to 3.5% on Aug. 30, 2026 and to 4% on Feb. 28, 2027; payable semiannually due 8/30/2027

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.25% on Aug. 28, 2026 and to 4% on Aug. 28, 2028; payable semiannually due 8/28/2029

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 2.75% on Aug. 15, 2021, to 3% on Aug. 15, 2022 and to 4.5% on Aug. 15, 2023; payable semiannually due 8/15/2024

Goldman Sachs Group, Inc. 2.3% initially, stepping up to 2.4% on Aug. 1, 2020 and to 2.5% on Aug. 1, 2021; payable semiannually due 8/1/2022

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 2.6% on Jan. 31, 2021 and to 3% on July 31, 2022; payable semiannually due 1/31/2023

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.25% on July 31, 2024, to 3.5% on July 31, 2025; payable semiannually due 7/31/2026

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 2.75% on Jan. 31, 2021, to 3% on Jan. 31, 2022, to 3.25% on Jan. 31, 2023 and to 3.5% on Jan. 31, 2024; payable semiannually due 7/31/2024

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.5% on July 31, 2024, to 4% on July 31, 2027 and to 5% on July 31, 2028; payable semiannually due 7/31/2029

Goldman Sachs Group, Inc. 0.00% due 7/3/2024

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 3.75% in June 2024, to 4% in June 2027 and to 5% in June 2030; payable semiannually due 6/12/2031

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.5% in June 2023 and to 4% in June 2025; payable semiannually due 6/12/2026

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.25% in June 2022, to 3.5% in June 2023 and to 4% in December 2023; payable semiannually due 6/12/2024

Goldman Sachs Group, Inc. 2.75% initially, stepping up to 3% in December 2020; payable semiannually due 6/13/2022

Goldman Sachs Group, Inc. 3.25% until May 30, 2022, 3.5% until May 30, 2024 and 4.5% until maturity; payable semiannually due 11/30/2024

Goldman Sachs Group, Inc. 3% until Nov. 30, 2021, 3.5% until May 30, 2022 and 4% to maturity; payable semiannually due 11/30/2022

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.5% on April 29, 2022, to 4% on April 29, 2024; payable semiannually due 10/29/2024

Goldman Sachs Group, Inc. 3.25% per year in years one and two, 3.5% per year in year three, 3.75% per year in year four, 4% per year in year five and 4.25% per year from April 3, 2024 through maturity; payable semiannually due 10/3/2024

Goldman Sachs Group, Inc. 3.1% from March 28; 4% from Sept. 28, 2020 due 9/28/2025

Goldman Sachs Group, Inc. 3.05% to Dec. 28, 2019, stepping up to 3.25% on Dec. 28, 2019, to 3.75% on Dec. 28, 2021 and to 4% on Dec. 28, 2023 due 9/28/2025

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.5% on March 19, 2020, to 3.75% on March 19, 2021; to 4% on March 19, 2022 and to 4.25% on March 19, 2023; payable semiannually due 3/19/2024

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on March 15, 2028 and to 5% on March 15, 2033; payable semiannually due 3/15/2034

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on March 15, 2021; payable semiannually due 3/15/2022

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 4% on March 8, 2022; payable semiannually due 3/8/2025

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 4% on Feb. 27, 2021 and to 5.25% on Feb. 27, 2023; payable semiannually due 2/27/2024

Goldman Sachs Group, Inc. 3.3% from Feb. 27; 4.25% from Feb. 27, 2021 due 8/27/2021

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.75% on Feb. 27, 2021, to 4% on Feb. 27, 2022 and to 4.5% on Feb. 27, 2023; payable semiannually due 2/27/2024

Goldman Sachs Group, Inc. 0.00% due 2/5/2024

Goldman Sachs Group, Inc. 3.75% from Jan. 30; 4% from Jan. 30, 2021; 5.25% from Jan. 30, 2023 due 1/30/2024

Goldman Sachs Group, Inc. 3.25% from Jan. 30; 4% from Jan. 30, 2021 due 7/30/2021

Goldman Sachs Group, Inc. 5% initially; beginning Jan. 30, 2021, equal to the 10-year CMS rate plus 25 bps, subject to a 0% floor; payable quarterly due 1/30/2026

Goldman Sachs Group, Inc. 3.5% from Dec. 21; 4% from Dec. 21, 2020; 6% from Dec. 21, 2022 due 12/21/2023

Goldman Sachs Group, Inc. 3.5% initially; 4% from Nov. 30, 2020 onward; payable semiannually due 11/30/2023

Goldman Sachs Group, Inc. 4% from Nov. 30; 5% from Nov. 30, 2024; 6% from Nov. 30, 2027 due 11/30/2028

Goldman Sachs Group, Inc. 5% initially; beginning Nov. 28, 2021, equal to the 10-year CMS rate, subject to a 0% floor; payable quarterly due 11/28/2028

Goldman Sachs Group, Inc. 4% from Oct. 30; 5% from Oct. 30, 2024; 6% from Oct. 30, 2027 due 10/30/2028

Goldman Sachs Group, Inc. 3.3% from Oct. 2; 4% from Oct. 2, 2020; 6% from Oct. 2, 2022 due 10/2/2023

Goldman Sachs Group, Inc. 4% from Oct. 2; 5% from Oct. 2, 2025 due 10/2/2026

Goldman Sachs Group, Inc. 0.00% due 10/5/2022

Goldman Sachs Group, Inc. 2.5% from Sept. 28; 3% from March 28, 2019; 3.65% from Sept. 28, 2019 due 3/28/2020

Goldman Sachs Group, Inc. 5% initially; beginning Sept. 26, 2020, equal to the 10-year CMS rate plus 28 bps, subject to a 0% floor; payable quarterly due 9/26/2028

Goldman Sachs Group, Inc. 3.375% initially, stepping up to 4% on Sept. 21, 2021 and to 5% on Sept. 21, 2022; payable semiannually due 9/21/2023

Goldman Sachs Group, Inc. 4% initially, stepping up to 5% on Sept. 19, 2025 and to 6% on Sept. 19, 2027; payable semiannually due 9/19/2028

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Feb. 28, 2020 due 2/28/2022

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Aug. 31, 2019 due 8/31/2020

Goldman Sachs Group, Inc. 30-year CMS rate plus 5 bps, 0% floor; payable quarterly due 8/31/2021

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 4% on Aug. 1, 2020, to 5% on Aug. 1, 2023 and to 6% on Aug. 1, 2024; payable semiannually due 8/21/2025

Goldman Sachs Group, Inc. 4% initially; beginning Aug. 17, 2020, equal to the 10-year CMS rate plus 55 bps, subject to a 0% floor; payable quarterly due 8/17/2025

Goldman Sachs Group, Inc. 4% for the first six years, stepping up to 5% for next three years and to 6% for last year due 8/15/2028

Goldman Sachs Group, Inc. 0.00% due 8/12/2020

Goldman Sachs Group, Inc. 0.00% due 2/12/2020

Goldman Sachs Group, Inc. 0.00% due 2/4/2021

Goldman Sachs Group, Inc. 0.00% due 2/5/2020

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.5% on July 31, 2019 and to 4% on July 31, 2020; payable semiannually due 7/31/2021

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on July 31, 2019; payable semiannually due 1/31/2024

Goldman Sachs Group, Inc. 0.00% due 10/17/2019

Goldman Sachs Group, Inc. 3.35% for the first three years, stepping up to 4.5% on July 9, 2021 and to 5.5% on July 9, 2022; payable semiannually due 7/9/2023

Goldman Sachs Group, Inc. 4% initially, stepping up to 5% on July 5, 2024 and to 6% on July 5, 2027; payable semiannually due 7/5/2028

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 4% on July 5, 2020 and to 4.5% on Jan. 5, 2021; payable semiannually due 7/5/2021

Goldman Sachs Group, Inc. 2.75% initially, stepping up to 3% on June 19, 2019, to 4% on Dec. 19, 2019 and to 5% on March 19, 2020; payable quarterly due 6/19/2020

Goldman Sachs Group, Inc. 3.125% initially, stepping up to 4% on June 19, 2020 and to 5% on Dec. 19, 2020; payable semiannually due 6/19/2021

Goldman Sachs Group, Inc. 5.5% initially; beginning June 19, 2020, equal to the 10-year CMS rate plus 37 bps, subject to a 0% floor; payable quarterly due 6/19/2030

Goldman Sachs Group, Inc. 4% for the first six years, stepping up to 5% for next three years and to 6% for last year due 6/18/2028

Goldman Sachs Group, Inc. 3.5% from June 18; 4% from June 18, 2021; 4.5% from June 18, 2022; 5.5% from June 18, 2023 due 6/18/2024

Goldman Sachs Group, Inc. 0.00% due 6/17/2021

Goldman Sachs Group, Inc. 4% initially; beginning June 15, 2020, equal to the 10-year CMS rate plus 40 bps, subject to a 0% floor; payable quarterly due 6/15/2025

Goldman Sachs Group, Inc. 0.00% due 6/17/2021

Goldman Sachs Group, Inc. 0.00% due 6/17/2021

Goldman Sachs Group, Inc. 6.4% initially; beginning June 13, 2020, equal to the 10-year CMS rate, subject to a 0% floor; payable quarterly due 6/13/2028

Goldman Sachs Group, Inc. 0.00% due 6/11/2021

Goldman Sachs Group, Inc. 0.00% due 6/6/2028

Goldman Sachs Group, Inc. 3.25% from May 31; 4.25% from May 31, 2021; 5% from May 31, 2022; 6% from Nov. 30, 2022 due 5/31/2023

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 5% on Nov. 25, 2021 and to 6% on May 25, 2024; payable semiannually due 5/25/2025

Goldman Sachs Group, Inc. Two-year CMS rate plus 10 bps, floor of zero; payable quarterly due 5/25/2021

Goldman Sachs Group, Inc. 4% initially, stepping up to 5% on May 24, 2025 and to 6% on May 24, 2027; payable semiannually due 5/24/2028

Goldman Sachs Group, Inc. 2.5% from May 18; 3% from Feb. 18, 2019; 4% from Nov. 18, 2019; 5% from Feb. 18, 2020 due 5/18/2020

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on May 16, 2020, to 5% on May 16, 2022 and to 6% on May 16, 2023; payable semiannually due 5/16/2024

Goldman Sachs Group, Inc. 0.00% due 5/2/2023

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.75% on April 30, 2021, to 4.25% on April 30, 2022 and to 5% on Oct. 30, 2022; payable semiannually due 4/30/2023

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.5% on April 30, 2019 and to 4.25% on April 30, 2020; payable semiannually due 4/30/2021

Goldman Sachs Group, Inc. 5.3% initially; beginning April 4, 2019, equal to the 10-year CMS rate, subject to a 0% floor; payable quarterly due 4/4/2028

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.25% on March 29, 2023, to 4.5% on March 29, 2028 and to 5% on March 29, 2031; payable semiannually due 3/29/2033

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.5% on March 29, 2019 and to 4% on March 29, 2020; payable semiannually due 3/29/2021

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.5% on March 29, 2021, to 3.75% on Sept. 29, 2021, to 4.25% on March 29, 2022 and to 5% on Sept. 29, 2022; payable semiannually due 3/29/2023

Goldman Sachs Group, Inc. 4.65% initially; beginning March 28, 2021, equal to the 10-year CMS rate, subject to 0% floor; payable quarterly due 3/28/2028

Goldman Sachs Group, Inc. 3.5% initially; beginning on March 26, 2019, 10-year CMS rate, subject to 0% floor; payable quarterly due 3/26/2023

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 4% on March 14, 2021, to 5% on March 14, 2024 and to 6% on March 14, 2025; payable semiannually due 3/14/2026

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.5% on March 14, 2021 and to 4% on March 14, 2022; payable semiannually due 3/14/2023

Goldman Sachs Group, Inc. 0.00% due 2/24/2021

Goldman Sachs Group, Inc. 2.5% initially; 3% from Aug. 16, 2019; 3.5% from Aug. 16, 2020; 4% from Aug. 16, 2021; 5% from Aug. 16, 2022 due 2/16/2023

Goldman Sachs Group, Inc. 0.00% due 2/21/2023

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 4% on Feb. 14, 2026 and to 4.5% on Feb. 14, 2028; payable semiannually due 2/14/2030

Goldman Sachs Group, Inc. 0.00% due 2/12/2020

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3% on Jan. 31, 2020, to 3.5% on Jan. 31, 2021, to 4% on Jan. 31, 2022 and to 5% on July 31, 2022; payable semiannually due 1/31/2023

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.5% on Jan. 31, 2022, to 4% on Jan. 31, 2024 and to 5.5% on Jan. 31, 2025; payable semiannually due 1/31/2026

Goldman Sachs Group, Inc. 4.5% initially; beginning on Jan. 31, 2020, 10-year CMS rate plus 5 bps; payable quarterly due 1/31/2028

Goldman Sachs Group, Inc. 3.25% through Dec. 27, 2022, then 3.5%, stepping up to 4% from Dec. 27, 2026 due 12/27/2029

Goldman Sachs Group, Inc. 3.25% through Dec. 27, 2022, then 3.5%, stepping up to 4% from Dec. 27, 2026 due 12/27/2029

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3% on Dec. 20, 2019, to 3.5% on Dec. 20, 2021 and to 4% on Dec. 20, 2022 due 12/20/2023

Goldman Sachs Group, Inc. 4.25% initially; beginning on Dec. 12, 2019, 10-year CMS rate; payable quarterly due 12/12/2027

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.1% on Nov. 30, 2027 and to 4.2% on Nov. 30, 2032; payable semiannually due 11/30/2037

Goldman Sachs Group, Inc. 3.7% until March 1, 2021, then 10-year CMS rate with floor of zero; payable quarterly due 12/1/2027

Goldman Sachs Group, Inc. 2.5% from Nov. 20; 2.75% from Nov. 20, 2020; 3% from Nov. 20, 2021; 4% from May 20, 2022 due 11/20/2022

Goldman Sachs Group, Inc. 3% from Nov. 20; 3.5% from Nov. 20, 2022; 4% from Nov. 20, 2024; 4.5% from May 20, 2025 due 11/20/2025

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.55% on Nov. 17, 2020 due 11/17/2023

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.5% on Oct. 31, 2022, to 4% on Oct. 31, 2026, to 5% on Oct. 31, 2030 and to 6% on Oct. 31, 2031; payable semiannually due 10/31/2032

Goldman Sachs Group, Inc. 2.25% from Oct. 31; 2.5% from Oct. 31, 2018; 2.75% from Oct. 31, 2019; 3% from Oct. 31, 2020 due 10/31/2022

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 2.5% on Oct. 31, 2018, to 2.75% on Oct. 31, 2019 and to 3% on Oct. 31, 2020 due 10/31/2022

Goldman Sachs Group, Inc. 3% from Oct. 31; 3.75% from Oct. 31, 2023; 4% from Oct. 31, 2025; 4.5% from Oct. 31, 2026 due 10/31/2027

Goldman Sachs Group, Inc. 5% initially; beginning on Jan. 6, 2019, Libor plus 110 bps, cap of 6% and floor of 0%; payable quarterly due 10/6/2027

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 2.75% on Sept. 29, 2020, to 3% on March 29, 2021, to 3.25% on Sept. 29, 2021 and to 3.75% from March 29, 2022; payable semiannually due 9/29/2022

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.5% on Sept. 29, 2019 and to 3.5% on Sept. 29, 2020; payable semiannually due 3/29/2021

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 4% on Sept. 29, 2024, to 4.5% on Sept. 29, 2029 and to 5% on Sept. 29, 2033; payable semiannually due 9/29/2037

Goldman Sachs Group, Inc. 3% initially; stepping up to 3.5% from Sept. 29, 2023; 4% from Sept. 29, 2025; 5.5% from Sept. 29, 2026 due 9/29/2027

Goldman Sachs Group, Inc. 4.00% due 9/29/2027

Goldman Sachs Group, Inc. 4.65% for first two years, then 10-year CMS rate with floor of zero; payable quarterly due 9/29/2027

Goldman Sachs Group, Inc. 4% initially; beginning Sept. 22, 2020, 10-year CMS rate; payable quarterly due 9/22/2027

Goldman Sachs Group, Inc. 3% initially; stepping up to 3.5% on Aug. 31, 2022, to 4% on Aug. 31, 2023 and to 4.5% on Aug. 31, 2024; payable semiannually due 8/31/2025

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 3.75% on Aug. 31, 2022, to 4% on Aug. 31, 2027 and to 5% on Aug. 31, 2030; payable semiannually due 8/31/2032

Goldman Sachs Group, Inc. 0.00% due 9/6/2022

Goldman Sachs Group, Inc. 0.00% due 8/29/2022

Goldman Sachs Group, Inc. 0.00% due 8/20/2020

Goldman Sachs Group, Inc. 2.25% initially; stepping up to 3% on Aug. 18, 2020 and to 4% on Aug. 18, 2021; payable semiannually due 8/18/2022

Goldman Sachs Group, Inc. 3% from Aug. 14; 3.5% from Aug. 14, 2022; 4% from Aug. 14, 2023; 4.5% from Aug. 14, 2024 due 8/14/2025

Goldman Sachs Group, Inc. 3.25% for first year, then Libor plus 80 basis points with floor of zero and ceiling of 5%; payable quarterly due 8/15/2024

Goldman Sachs Group, Inc. 4% initially; beginning Aug. 2, 2020, 10-year CMS rate, subject to 0% floor; payable quarterly due 8/2/2027

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 3% on July 31, 2020 and to 4% on July 31, 2021 due 7/31/2022

Goldman Sachs Group, Inc. 0.00% due 7/17/2020

Goldman Sachs Group, Inc. 0.00% due 7/9/2020

Goldman Sachs Group, Inc. 2% from July 6; 2.5% from July 6, 2019; 3.5% from July 6, 2020 due 1/6/2021

Goldman Sachs Group, Inc. 4.5% initially; beginning Oct. 10, 2019, 10-year CMS rate, subject to 0% floor; payable quarterly due 7/10/2027

Goldman Sachs Group, Inc. 3.25% from June 30; 4% from June 30, 2024; 5% from June 30, 2030 due 6/30/2032

Goldman Sachs Group, Inc. 3.25% from June 30; 4% from June 30, 2024; 5% from June 30, 2030 due 6/30/2032

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 3.25% on June 20, 2020 due 6/20/2022

Goldman Sachs Group, Inc. 3% from and including due 6/16/2027

Goldman Sachs Group, Inc. 2% from June 16; 2.5% from June 16, 2019; 3% from Dec. 16, 2019; 3.5% from June 16, 2020 due 12/16/2020

Goldman Sachs Group, Inc. 2.25% from June 9; 2.75% from June 9, 2019; 3.5% from June 9, 2021; 4.25% from Dec. 9, 2021 due 6/9/2022

Goldman Sachs Group, Inc. 3% from May 24; 3.5% from May 24, 2022; 4% from May 24, 2023; 5.25% from May 24, 2024 due 5/24/2025

Goldman Sachs Group, Inc. 3.25% for the six years, stepping up to 4.25% on May 24, 2023 and to 5.25% on May 24, 2028; payable semiannually due 5/24/2032

Goldman Sachs Group, Inc. 2.5% for the three years, stepping up to 3% on May 19, 2020, to 3.5% on May 19, 2021 and to 4.25% on May 19, 2022; payable semiannually due 5/19/2023

Goldman Sachs Group, Inc. 4.2% initially; beginning May 19, 2020, 10-year CMS rate, subject to 0% floor; payable quarterly due 5/19/2027

Goldman Sachs Group, Inc. 2.5% for the three years, stepping up to 3% on May 19, 2020 and to 4% on May 19, 2022; payable semiannually due 5/19/2023

Goldman Sachs Group, Inc. 8.75% due 8/7/2018

Goldman Sachs Group, Inc. 0.00% due 5/3/2022

Goldman Sachs Group, Inc. 2.25% initially; 2.5% from Oct. 28, 2019; 3% from Oct. 28, 2020,; 3.5% from April 28, 2021; 4.5% from Oct. 28, 2021 due 4/28/2022

Goldman Sachs Group, Inc. 3% initially; 3.5% from April 28, 2022; 4% from April 28, 2025,; 5% from April 28, 2026; 6% from Oct. 28, 2026 due 4/28/2027

Goldman Sachs Group, Inc. 4% initially; beginning April 28, 2020, 10-year CMS rate, subject to 0% floor; payable quarterly due 4/28/2027

Goldman Sachs Group, Inc. 3.5% for first five years, stepping up to 4% on March 31, 2022 and to 5% on March 31, 2027; payable semiannually due 3/31/2032

Goldman Sachs Group, Inc. 2% from March 31; due 3/31/2020

Goldman Sachs Group, Inc. 3% initially; 3.5% from March 31, 2021; 4% from March 31, 2023; 5% from March 31, 2024 due 3/31/2025

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on March 31, 2023 and to 5% on March 31, 2024 due 3/31/2025

Goldman Sachs Group, Inc. 2.5% for first three years, stepping up to 3% on Feb. 28, 2020, to 4% on Feb. 28, 2021 and to 5% on Aug. 28, 2021; payable semiannually due 2/28/2025

Goldman Sachs Group, Inc. 3% for first four years, stepping up to 3.5% on Feb. 28, 2021, to 4.5% on Feb. 28, 2023 and to 5.5% on Feb. 28, 2024; payable semiannually due 2/28/2025

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.75% in February 2019 and to 3.25% in August 2019; payable semiannually due 2/28/2020

Goldman Sachs Group, Inc. 4% for the first two years; after that, 10-year CMS rate plus 10 bps, subject to 0% floor; payable quarterly due 2/21/2027

Goldman Sachs Group, Inc. be 2.5% initially, stepping up to 3% in February 2020, to 4.5% in February 2021 and to 5.5% in August 2021; payable semiannually due 2/15/2022

Goldman Sachs Group, Inc. 0.00% due 2/12/2020

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 3.75% in January 2022, to 4.25% in January 2022, to 5% in January 2029 and to 7% in January 2031; payable semiannually due 1/31/2032

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.75% in January 2021, to 4.25% in January 2024 and to 6.25% in January 2026; payable semiannually due 1/31/2027

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.75% on Jan. 31, 2019 and to 3% on July 31, 2019; payable semiannually due 1/31/2020

Goldman Sachs Group, Inc. 0.00% due 2/11/2020

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 4% Dec. 30, 2024, to 5% Dec. 30, 2028 and to 6.5% on Dec. 30, 2030; payable semiannually due 12/30/2020

Goldman Sachs Group, Inc. 2.25%, stepping up to 2.75% on Dec. 30, 2018 and to 3% on Dec. 30, 2019; payable semiannually due 12/30/2020

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.75% on Dec. 30, 2020, to 4.25% on Dec. 30, 2023 and to 6.25% on Dec. 30, 2025; payable semiannually due 12/30/2026

Goldman Sachs Group, Inc. 2.25%, stepping up to 2.5% on June 12, 2019, 3.5% on June 12, 2020 and to 4.5% on June 12, 2021, payable semiannually due 12/12/2021

Goldman Sachs Group, Inc. 3.5% from Nov. 30, 2016; 4% from Nov. 30, 2024; 4.5% from Nov. 30, 2029; 5% from Nov. 30, 2032; 6% from Nov. 30, 2034 and 8% from Nov. 30, 2035 due 11/30/2036

Goldman Sachs Group, Inc. 2.25% from Nov. 30; 3.125% from Nov. 30, 2019; 3.875% from Nov. 30, 2021; 4.5% from Nov. 30, 2022 due 11/30/2023

Goldman Sachs Group, Inc. 2.5% from Nov. 28; 3% from Nov. 28, 2020; 4% from Nov. 28, 2023; 6% from Nov. 28, 2025 due 11/28/2026

Goldman Sachs Group, Inc. 2.5% from Nov. 28; 3% from Nov. 28, 2020; 4% from Nov. 28, 2023,; 6% from Nov. 28, 2025 due 11/28/2026

Goldman Sachs Group, Inc. 2% from Nov. 28; 2.5% from Nov. 28, 2019; 3% from Nov. 28, 2020 due 11/28/2021

Goldman Sachs Group, Inc. 5% initially; after one year, Libor plus 100 bps, up to a cap of 6%; payable quarterly due 11/18/2026

Goldman Sachs Group, Inc. 3.25% from Nov. 10; 4% from Nov. 10, 2024; 5% from Nov. 10, 2031,; 5.5% from Nov. 10, 2034; 7% from Nov. 10, 2035 due 11/10/2036

Goldman Sachs Group, Inc. 2% from Oct. 31; 2.5% from Oct. 31, 2018; 3% from Oct. 31, 2020,; 3.5% from Oct. 31, 2022 due 10/31/2023

Goldman Sachs Group, Inc. 2.5% from Oct. 31; 3% from Oct. 31, 2021; 4.5% from Oct. 31, 2024,; 6% from Oct. 31, 2025 due 10/31/2026

Goldman Sachs Group, Inc. 3% from Oct. 31; 3.5% from Oct. 31, 2021; 4% from Oct. 31, 2025,; 4.5% from Oct. 31, 2028; 5.5% from Oct. 31, 2030 due 10/31/2031

Goldman Sachs Group, Inc. 3.125% from Sept. 23; 3.75% from Sept. 23, 2024; 4% from Sept. 23, 2029,; 5% from Sept. 23, 2033; 6% from Sept. 23, 2034; 7% from Sept. 23, 2035 due 9/23/2036

Goldman Sachs Group, Inc. 8.75% due 10/6/2017

Goldman Sachs Group, Inc. 2% from Sept. 30; 2.25% from Sept. 30, 2019; 2.5% from Sept. 30, 2020 due 9/30/2021

Goldman Sachs Group, Inc. 3% from Sept. 30; 3.5% from Sept. 30, 2021; 4% from Sept. 30, 2025,; 4.5% from Sept. 30, 2028; 5.5% from Sept. 30, 2030 due 9/30/2031

Goldman Sachs Group, Inc. 3.75% initially; after one year, Libor plus 130 bps, up to a cap of 6%; payable quarterly due 9/29/2026

Goldman Sachs Group, Inc. 3.125% from Sept. 23; 3.75% from Sept. 23, 2024; 4% from Sept. 23, 2029,; 5% from Sept. 23, 2033; 6% from Sept. 23, 2034; 7% from Sept. 23, 2035 due 9/23/2036

Goldman Sachs Group, Inc. 2.25% from Sept. 20, 2016; 3% from Sept. 20, 2021; 3.5% from Sept. 20, 2023; 4.5% from Sept. 20, 2024 and 5.5% from Sept. 20, 2025 due 9/20/2026

Goldman Sachs Group, Inc. 3% from Sept. 16; 3.25% from Sept. 16, 2021; 3.5% from Sept. 16, 2026; 3.75% from Sept. 16, 2028; 4% from Sept. 16, 2029; 5% from Sept. 16, 2030; payable semiannually due 9/16/2031

Goldman Sachs Group, Inc. 0.00% due 5/14/2018

Goldman Sachs Group, Inc. 2.25% from Aug. 31; 2.75% from Aug. 31, 2020; 3.5% from Aug. 31, 2022; 4.5% from Aug. 31, 2024; 5.5% from Aug. 31, 2025 due 8/31/2026

Goldman Sachs Group, Inc. 3.125% from Aug. 31; 3.75% from Aug. 31, 2024; 4.00% from Aug. 31, 2028,; 4.50% from Aug. 31, 2030; 5.00% from Aug. 31, 2032; 7.00% from Aug. 31, 2034 due 8/31/2036

Goldman Sachs Group, Inc. 2% from Aug. 19; 2.5% from Feb. 19, 2020; 3% from Feb. 19, 2022,; 4% from Aug. 19, 2022; 5% from Feb. 19, 2023 due 8/19/2023

Goldman Sachs Group, Inc. 3.125% from Aug. 17; 3.75% from Aug. 17, 2024; 4.5% from Aug. 17, 2029; 5% from Aug. 17, 2033; 6% from Aug. 17, 2034; 7% from Aug. 17, 2035 due 8/17/2036

Goldman Sachs Group, Inc. 0.00% due 2/15/2018

Goldman Sachs Group, Inc. 0.00% due 8/16/2018

Goldman Sachs Group, Inc. 3% initially, stepping up to 3.5% on Aug. 17, 2021, to 4% on Aug. 17, 2026, to 4.5% on Aug. 17, 2029 and to 5% on Aug. 17, 2030; payable semiannually due 8/17/2031

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.125% on Aug. 10, 2020 and to 4.25% on Aug. 10, 2023; payable semiannually due 8/10/2024

Goldman Sachs Group, Inc. 3% from July 29; 3.5% from July 29, 2021; 4% from July 29, 2026; 4.5% from July 29, 2029; 5% from July 29, 2030 due 7/29/2031

Goldman Sachs Group, Inc. 2% initially; 2.25% from July 29, 2019; 3% from July 29, 2020 due 7/29/2021

Goldman Sachs Group, Inc. 0.00% due 10/3/2017

Goldman Sachs Group, Inc. 0.00% due 8/15/2017

Goldman Sachs Group, Inc. 3.5% from July 6; 4% from July 6, 2024; 4.5% from July 6, 2029; 5% from July 6, 2033; 6% from July 6, 2034; 7.5% from July 6, 2035 due 7/6/2036

Goldman Sachs Group, Inc. 2% from July 6; 2.5% from July 6, 2019; 3% from July 6, 2020; 4.25% from Jan. 6, 2021 due 7/6/2021

Goldman Sachs Group, Inc. 3% from July 6; 3.25% from July 6, 2021; 3.75% from July 6, 2024; 4% from July 6, 2026; 5% from July 6, 2027 due 7/6/2028

Goldman Sachs Group, Inc. 1.3% from June 21; 2% from Dec. 21, 2017; 3% from June 21, 2018,; 4% from Dec. 21, 2018 due 6/21/2019

Goldman Sachs Group, Inc. 3% in years one through five, 4% in years six through nine, 4.25% in years 10 through 12, 5% in years 13 and 14 and 6.5% in year 15; payable semiannually due 6/20/2031

Goldman Sachs Group, Inc. 2.25% from June 16; 3% from June 16, 2019; 3.625% from June 16, 2021; 5% from June 16, 2023; 6.5% from June 16, 2025 due 6/16/2026

Goldman Sachs Group, Inc. 2% from June 16; 3% from June 16, 2019; 3.5% from June 16, 2020; 4.5% from Dec. 16, 2020 due 6/16/2021

Goldman Sachs Group, Inc. 9.25% due 6/21/2017

Goldman Sachs Group, Inc. 0.00% due 7/12/2017

Goldman Sachs Group, Inc. 2% from May 31; 3% from May 31, 2019; 4% from May 31, 2021,; 5.5% from May 31, 2022 due 5/31/2023

Goldman Sachs Group, Inc. 3% from May 31; 3.25% from May 31, 2019; 3.5% from May 31, 2021; 3.75% from May 31, 2023; 4% from May 31, 2025; 4.25% from May 31, 2026; 4.5% from May 31, 2027 due 5/31/2028

Goldman Sachs Group, Inc. 2% from May 31; 2.5% from May 31, 2019; 3% from May 31, 2020; 4% from Nov. 30, 2020 due 5/31/2021

Goldman Sachs Group, Inc. 3% from May 31; 3.75% from May 31, 2021; 4.25% from May 31, 2025,; 5% from May 31, 2028; 6.5% from May 31, 2030 due 5/31/2031

Goldman Sachs Group, Inc. 3.75% for the first eight years, stepping up to 4% on May 31, 2024, to 4.25% on May 31, 2029, to 4.5% on May 31, 2031, to 5% on May 31, 2033, to 6% on May 31, 2034 and to 7.5% on May 31, 2035; payable semiannually due 5/31/2036

Goldman Sachs Group, Inc. 3.25% from May 25; 3.5% from May 25, 2020; 3.75% from May 25, 2023,; 4% from May 25, 2026; 4.5% from May 25, 2027; 5% from May 25, 2028 due 5/25/2029

Goldman Sachs Group, Inc. 2.25% from May 18; 3% from May 18, 2019; 3.5% from May 18, 2021; 5% from May 18, 2023; 6.5% from May 18, 2025 due 5/18/2026

Goldman Sachs Group, Inc. 3.5% in years one through five, 4% in years six through 11, 4.25% in years 12 through 14, 4.5% in years 15 through 17, 5% in year 18, 6% in year 19 and 8% in year 20; payable semiannually due 5/16/2035

Goldman Sachs Group, Inc. 2% for first three years, stepping up to 2.5% in May 2019, to 3% in May 2019, to 3.5% in May 2020 and to 4% in November 2020; payable semiannually due 5/16/2021

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 4% on April 29, 2024, to 4.5% on April 29, 2029, to 5% on April 29, 2032, to 6.5% on April 29, 2034 and to 8% on April 29, 2035; payable semiannually due 4/29/2036

Goldman Sachs Group, Inc. 2% for first three years, stepping up to 2.5% in April 2019, to 3% in October 2019, to 3.5% in April 2020 and to 4% in October 2020; payable semiannually due 4/29/2021

Goldman Sachs Group, Inc. 3% from March 31, 2016; 4% from March 31, 2021; 5% from March 31, 2025; 6% from March 31, 2029 and 8% from March 31, 2030 due 3/31/2031

Goldman Sachs Group, Inc. 2.25% from March 31, 3% from March 31, 2019, 4% from March 31, 2021 and 5% from March 31, 2022 due 3/31/2023

Goldman Sachs Group, Inc. Quarterly at annual rate of 9.2% if each underlier closes at or above 70% of initial level on observation date due 4/7/2022

Goldman Sachs Group, Inc. 1.5% from March 30; 2.25% from March 30, 2017; 2.75% from March 30, 2018,; 3.5% from March 30, 2019; 4.5% from March 30, 2020 due 3/30/2021

Goldman Sachs Group, Inc. 3% from March 21; 3.5% from March 21, 2021; 4% from March 21, 2023,; 5% from March 21, 2024 due 3/21/2025

Goldman Sachs Group, Inc. 4% from March 21, 2016, 4.25% from March 21, 2024, 4.5% from March 21, 2031, 5.5% from March 21, 2034 and 7.5% from March 21, 2035 due 3/21/2036

Goldman Sachs Group, Inc. 2.25% from March 11; 2.75% from March 11, 2018; 3% from March 11, 2019; 4% from March 11, 2020 due 3/11/2021

Goldman Sachs Group, Inc. 4% from Feb. 29; 4.5% from Feb. 28, 2023; 5% from Feb. 28, 2029,; 6% from Feb. 28, 2033; 7% from Feb. 28, 2034; 8% from Feb. 28, 2035 due 2/29/2036

Goldman Sachs Group, Inc. 3% from Feb. 26; 3.5% from Feb. 26, 2020; 4% from Feb. 26, 2023; 5% from Feb. 26, 2024; 6% from Feb. 26, 2025 due 2/26/2026

Goldman Sachs Group, Inc. 4% for first three years; after that, rate equal to then-applicable 10-year CMS rate, subject to minimum rate of zero; payable quarterly due 2/16/2026

Goldman Sachs Group, Inc. 2% from Feb. 12; 3% from Feb. 12, 2018; 4% from Feb. 12, 2020; 5% from Aug. 12, 2020 due 2/12/2021

Goldman Sachs Group, Inc. 0.00% due 5/10/2017

Goldman Sachs Group, Inc. 0.00% due 2/8/2018

Goldman Sachs Group, Inc. 0.00% due 2/27/2017

Goldman Sachs Group, Inc. 0.00% due 8/4/2017

Goldman Sachs Group, Inc. 0.00% due 2/6/2018

Goldman Sachs Group, Inc. 0.00% due 2/6/2018

Goldman Sachs Group, Inc. 0.00% due 2/6/2018

Goldman Sachs Group, Inc. 0.00% due 2/1/2018

Goldman Sachs Group, Inc. 0.00% due 2/6/2018

Goldman Sachs Group, Inc. 0.00% due 2/23/2017

Goldman Sachs Group, Inc. 0.00% due 3/30/2017

Goldman Sachs Group, Inc. 0.00% due 1/31/2018

Goldman Sachs Group, Inc. 0.00% due 7/26/2017

Goldman Sachs Group, Inc. 0.00% due 1/25/2018

Goldman Sachs Group, Inc. 0.00% due 2/24/2017

Goldman Sachs Group, Inc. 0.00% due 2/24/2017

Goldman Sachs Group, Inc. 0.00% due 7/7/2017

Goldman Sachs Group, Inc. 0.00% due 1/18/2018

Goldman Sachs Group, Inc. 0.00% due 1/18/2018

Goldman Sachs Group, Inc. 0.00% due 1/19/2018

Goldman Sachs Group, Inc. 0.00% due 1/19/2018

Goldman Sachs Group, Inc. 0.00% due 1/18/2018

Goldman Sachs Group, Inc. 0.00% due 1/19/2018

Goldman Sachs Group, Inc. 0.00% due 1/19/2018

Goldman Sachs Group, Inc. 0.00% due 1/18/2018

Goldman Sachs Group, Inc. 0.00% due 2/16/2017

Goldman Sachs Group, Inc. 0.00% due 1/11/2018

Goldman Sachs Group, Inc. 0.00% due 6/5/2017

Goldman Sachs Group, Inc. 0.00% due 1/10/2018

Goldman Sachs Group, Inc. 0.00% due 4/4/2017

Goldman Sachs Group, Inc. 1.3875% each quarter only if both indexes close at or above 50% of initial levels on the determination date for that quarter due 1/13/2026

Goldman Sachs Group, Inc. 0.00% due 1/4/2021

Goldman Sachs Group, Inc. 6.45% multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 1,662.688, 80% of initial level due 6/30/2023

Goldman Sachs Group, Inc. 1.6% each quarter only if both indexes close at or above 60% of initial levels on the determination date for that quarter due 12/31/2019

Goldman Sachs Group, Inc. At a rate for each day that six-month Libor is 6% or less and the index closes at or above its accrual barrier, 70% of its initial index level; rate will be 5.75% for the first 40 quarterly interest payment dates and 8% for the final 20 quarterly interest payment dates; interest is payable quarterly due 12/31/2030

Goldman Sachs Group, Inc. 0.00% due 1/4/2019

Goldman Sachs Group, Inc. 0.00% due 1/6/2026

Goldman Sachs Group, Inc. 0.00% due 1/12/2023

Goldman Sachs Group, Inc. 10% for one year; after that, 8 times the spread of the 30-year CMS rate minus the two-year CMS rate, up to a maximum rate of 10%, for each day that the index closes at or above its accrual barrier, 50% of its initial index level. Interest is payable quarterly and cannot be less than zero due 12/31/2030

Goldman Sachs Group, Inc. 0.00% due 1/2/2026

Goldman Sachs Group, Inc. 0.00% due 7/3/2024

Goldman Sachs Group, Inc. 0.00% due 4/2/2018

Goldman Sachs Group, Inc. 8.00% due 6/28/2017

Goldman Sachs Group, Inc. 4.65% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 864.61275, 75% of initial level due 12/29/2025

Goldman Sachs Group, Inc. 7.25% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Coupon barrier level: 806.9719, 70% of initial level due 12/29/2025

Goldman Sachs Group, Inc. 0.00% due 12/29/2023

Goldman Sachs Group, Inc. 0.00% due 1/12/2018

Goldman Sachs Group, Inc. 3.25% from Dec. 30; 3.5% from Dec. 30, 2019; 4% from Dec. 30, 2022; 5% from Dec. 30, 2025; 6% from Dec. 30, 2027; 8% from Dec. 30, 2029 due 12/30/2030

Goldman Sachs Group, Inc. 4% from Dec. 30; 4.5% from Dec. 30, 2025; 5% from Dec. 30, 2029,; 6% from Dec. 30, 2033; 8% from Dec. 30, 2034 due 12/30/2035

Goldman Sachs Group, Inc. 0.00% due 1/26/2017

Goldman Sachs Group, Inc. 0.00% due 12/28/2017

Goldman Sachs Group, Inc. 0.00% due 1/26/2017

Goldman Sachs Group, Inc. 0.00% due 12/26/2023

Goldman Sachs Group, Inc. 0.00% due 11/28/2025

Goldman Sachs Group, Inc. 0.00% due 12/27/2021

Goldman Sachs Group, Inc. 3% from Dec. 24; 3.25% from Dec. 24, 2017; 3.5% from June 24, 2019; 3.75% from June 24, 2020; 4% from June 24, 2021; 4.25% from June 24, 2022; 4.5% from June 24, 2023; 4.75% from June 24, 2024; 5% from June 24, 2025; 5.25% from June 24, 2026 due 12/24/2026

Goldman Sachs Group, Inc. 0.00% due 12/20/2018

Goldman Sachs Group, Inc. 2% per year from and including Dec. 21, 2015 to but excluding June 21, 2018; 3.25% per year from and including June 21, 2018 to but excluding Dec. 21, 2019; 4% per year from and including Dec. 21, 2019 to but excluding June 21, 2020; 5% per year from and including June 21, 2020 to but excluding maturity; payable semiannually due 12/21/2020

Goldman Sachs Group, Inc. 0.00% due 3/21/2017

Goldman Sachs Group, Inc. 0.00% due 3/21/2017

Goldman Sachs Group, Inc. 0.00% due 3/21/2017

Goldman Sachs Group, Inc. 8.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/21/2017

Goldman Sachs Group, Inc. 12%, payable quarterly if Apple stock closes at or above barrier price, 80% of initial share price, on valuation date for that quarter due 12/29/2016

Goldman Sachs Group, Inc. 10%, payable quarterly if Bank of America stock closes at or above barrier price, 80% of initial share price, on valuation date for that quarter due 12/29/2016

Goldman Sachs Group, Inc. 0.00% due 12/17/2020

Goldman Sachs Group, Inc. 0.00% due 12/17/2020

Goldman Sachs Group, Inc. 0.00% due 6/21/2017

Goldman Sachs Group, Inc. 0.00% due 6/16/2017

Goldman Sachs Group, Inc. 0.00% due 1/16/2018

Goldman Sachs Group, Inc. 0.00% due 3/10/2017

Goldman Sachs Group, Inc. 0.00% due 1/13/2017

Goldman Sachs Group, Inc. 0.00% due 1/13/2017

Goldman Sachs Group, Inc. 0.00% due 12/7/2017

Goldman Sachs Group, Inc. 0.00% due 12/7/2018

Goldman Sachs Group, Inc. 9.2% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 12/10/2025

Goldman Sachs Group, Inc. 5% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 877.9245, 75% of initial level due 12/8/2025

Goldman Sachs Group, Inc. 0.00% due 12/6/2017

Goldman Sachs Group, Inc. 0.00% due 6/5/2017

Goldman Sachs Group, Inc. 0.00% due 3/3/2017

Goldman Sachs Group, Inc. 0.00% due 12/4/2020

Goldman Sachs Group, Inc. 0.00% due 12/30/2016

Goldman Sachs Group, Inc. Each quarter, notes pay contingent coupon at rate of 8.7% per year if each index's closing level is greater than or equal to 75% of initial level on determination date for that quarter due 12/10/2018

Goldman Sachs Group, Inc. 10% for first year; after that, interest factor multiplied by proportion of days on which index closes at or above barrier level; interest factor is 8 times spread of 30-year CMS rate over the two-year CMS rate, subject to maximum interest factor of 10% and minimum of zero; payable quarterly; Barrier level: 713.2884, 60% of initial level due 11/30/2020

Goldman Sachs Group, Inc. 4% from Nov. 30; 4.5% from Nov. 30, 2025; 5% from Nov. 30, 2029; 5.5% from Nov. 30, 2032; 6.5% from Nov. 30, 2033; 8.5% from Nov. 30, 2034 due 11/30/2035

Goldman Sachs Group, Inc. 0.00% due 11/28/2025

Goldman Sachs Group, Inc. 0.00% due 11/29/2023

Goldman Sachs Group, Inc. 0.00% due 11/30/2020

Goldman Sachs Group, Inc. 0.00% due 12/30/2016

Goldman Sachs Group, Inc. 0.00% due 11/30/2018

Goldman Sachs Group, Inc. 0.00% due 11/29/2019

Goldman Sachs Group, Inc. 1.3875% each quarter only if both indexes close at or above 50% of initial levels on the determination date for that quarter due 12/9/2025

Goldman Sachs Group, Inc. 0.00% due 11/27/2020

Goldman Sachs Group, Inc. 1.5375% each quarter only if both indexes close at or above 60% of initial levels on the determination date for that quarter due 11/27/2019

Goldman Sachs Group, Inc. 7.25% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 826.2513, 70% of initial level due 11/27/2025

Goldman Sachs Group, Inc. 4.65% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 885.26925, 75% of initial level due 11/27/2025

Goldman Sachs Group, Inc. Applicable rate (5.75% per year for first 40 quarters and 8% per year for final 20 quarters) multiplied by proportion of days on which index closes at or above barrier level and six-month Libor is less than or equal to 6%; payable quarterly; Barrier level: 826.2513, 70% of initial level due 11/27/2030

Goldman Sachs Group, Inc. 0.00% due 11/29/2023

Goldman Sachs Group, Inc. Each quarter, notes pay contingent coupon of 1.7% if each index's closing level is greater than or equal to 75% of initial level on determination date for that quarter due 11/30/2021

Goldman Sachs Group, Inc. Each quarter, notes pay a contingent coupon at an annualized rate of 11.25% if SVB stock closes at or above the barrier price, 70% of the initial price, on the valuation date for that quarter due 12/7/2016

Goldman Sachs Group, Inc. 3% from Nov. 25; 4% from Nov. 25, 2020; 5% from Nov. 25, 2023; 7% from Nov. 25, 2025 due 11/25/2027

Goldman Sachs Group, Inc. 3.25% from Nov. 25; 4% from Nov. 25, 2020; 5% from Nov. 25, 2024; 6% from Nov. 25, 2028; 7% from Nov. 25, 2029 due 11/25/2030

Goldman Sachs Group, Inc. 2% from Nov. 25; 3% from May 25, 2018; 4% from Nov. 25, 2019; 5% from May 25, 2020 due 11/25/2020

Goldman Sachs Group, Inc. 2.5% from Nov. 25; 4% from Nov. 25, 2018 due 11/25/2023

Goldman Sachs Group, Inc. 0.00% due 11/28/2023

Goldman Sachs Group, Inc. 0.00% due 11/30/2021

Goldman Sachs Group, Inc. 0.00% due 11/24/2017

Goldman Sachs Group, Inc. 0.00% due 11/30/2021

Goldman Sachs Group, Inc. 11% per year, payable quarterly if each index closes at or above its barrier level on the observation date for that quarter due 11/24/2020

Goldman Sachs Group, Inc. 0.00% due 11/22/2017

Goldman Sachs Group, Inc. 4% from Nov. 18; 4.5% from Nov. 18, 2025; 5% from Nov. 18, 2029; 5.5% from Nov. 18, 2032; 6% from Nov. 18, 2033; 8% from Nov. 18, 2034 due 11/18/2035

Goldman Sachs Group, Inc. 3.5% initially; beginning Nov. 18, 2018, equal to 10-year CMS rate; payable quarterly due 11/18/2025

Goldman Sachs Group, Inc. 0.00% due 12/18/2017

Goldman Sachs Group, Inc. 0.00% due 11/16/2017

Goldman Sachs Group, Inc. 0.00% due 2/16/2017

Goldman Sachs Group, Inc. 0.00% due 11/16/2017

Goldman Sachs Group, Inc. 0.00% due 11/17/2020

Goldman Sachs Group, Inc. 0.00% due 5/16/2017

Goldman Sachs Group, Inc. 0.00% due 11/15/2017

Goldman Sachs Group, Inc. 0.00% due 11/13/2020

Goldman Sachs Group, Inc. 8.1% annualized for each quarter that each index closes below barrier level on observation date for that quarter due 11/13/2021

Goldman Sachs Group, Inc. 6% per year, payable quarterly, if index closes at or above coupon barrier level on determination date for that quarter; Barrier level: 80% of initial level due 11/13/2018

Goldman Sachs Group, Inc. 0.00% due 11/25/2016

Goldman Sachs Group, Inc. 0.00% due 5/17/2017

Goldman Sachs Group, Inc. 0.00% due 5/17/2017

Goldman Sachs Group, Inc. 0.00% due 12/8/2016

Goldman Sachs Group, Inc. 0.00% due 12/8/2016

Goldman Sachs Group, Inc. 0.00% due 5/17/2017

Goldman Sachs Group, Inc. 3.9% for first three years; after that, rate equal to then-applicable 10-year CMS rate, subject to minimum rate of zero; payable quarterly due 11/10/2026

Goldman Sachs Group, Inc. 1.75% due 11/10/2021

Goldman Sachs Group, Inc. 0.00% due 12/8/2016

Goldman Sachs Group, Inc. 0.00% due 12/8/2016

Goldman Sachs Group, Inc. 0.00% due 12/30/2016

Goldman Sachs Group, Inc. 0.00% due 12/30/2016

Goldman Sachs Group, Inc. 0.00% due 11/7/2017

Goldman Sachs Group, Inc. 0.00% due 11/2/2017

Goldman Sachs Group, Inc. 0.00% due 11/6/2020

Goldman Sachs Group, Inc. 0.00% due 11/2/2017

Goldman Sachs Group, Inc. 0.00% due 2/2/2017

Goldman Sachs Group, Inc. 0.00% due 11/2/2017

Goldman Sachs Group, Inc. 1.8375% each quarter only if both indexes close at or above 60% trigger levels on the determination date for that quarter due 11/14/2022

Goldman Sachs Group, Inc. 0.00% due 11/2/2020

Goldman Sachs Group, Inc. 8% multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 942.9728, 80% of initial level due 4/30/2023

Goldman Sachs Group, Inc. 1.775% each quarter only if both indexes close at or above trigger levels on the determination date for that quarter due 10/30/2019

Goldman Sachs Group, Inc. 7.35% multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 766.1654, 65% of initial level due 10/30/2025

Goldman Sachs Group, Inc. 8% multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 1,463.245, 70% of initial level due 10/30/2030

Goldman Sachs Group, Inc. 5% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 884.037, 75% of initial level due 10/30/2025

Goldman Sachs Group, Inc. 3% from Oct. 30; 4% from Oct. 30, 2019; 5% from Oct. 30, 2024; 6% from Oct. 30, 2027; 8% from Oct. 30, 2029 due 10/30/2030

Goldman Sachs Group, Inc. 2% from Oct. 30; 3% from April 30, 2019; 4% from Oct. 30, 2019; 5% from April 30, 2020 due 10/30/2020

Goldman Sachs Group, Inc. 0.00% due 11/1/2018

Goldman Sachs Group, Inc. 0.00% due 10/30/2020

Goldman Sachs Group, Inc. 0.00% due 11/4/2025

Goldman Sachs Group, Inc. 8.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 10/31/2025

Goldman Sachs Group, Inc. 8.55% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 10/31/2018

Goldman Sachs Group, Inc. 0.00% due 11/10/2022

Goldman Sachs Group, Inc. 10% for first year; after that, interest factor multiplied by proportion of days on which index closes at or above barrier level; interest factor is 10 times spread of 30-year CMS rate over the two-year CMS rate, subject to maximum interest factor of 10% and minimum of zero; payable quarterly due 10/30/2020

Goldman Sachs Group, Inc. 3.75% from Oct. 30; 4% from Oct. 30, 2019; 4.5% from Oct. 30, 2025; 5% from Oct. 30, 2029; 5.5% from Oct. 30, 2032; 6% from Oct. 30, 2033; 8% from Oct. 30, 2034 due 10/30/2035

Goldman Sachs Group, Inc. 0.00% due 10/30/2020

Goldman Sachs Group, Inc. 3.55% for first three years; after that, rate equal to then-applicable 10-year CMS rate, subject to minimum rate of zero; payable quarterly due 10/30/2025

Goldman Sachs Group, Inc. 0.00% due 11/1/2023

Goldman Sachs Group, Inc. 0.00% due 10/30/2025

Goldman Sachs Group, Inc. 0.00% due 10/31/2025

Goldman Sachs Group, Inc. 0.00% due 10/30/2020

Goldman Sachs Group, Inc. 0.00% due 5/1/2017

Goldman Sachs Group, Inc. 0.00% due 10/29/2020

Goldman Sachs Group, Inc. 0.00% due 10/31/2023

Goldman Sachs Group, Inc. 0.00% due 11/1/2021

Goldman Sachs Group, Inc. 0.00% due 10/30/2023

Goldman Sachs Group, Inc. 0.00% due 10/30/2020

Goldman Sachs Group, Inc. 0.00% due 11/30/2016

Goldman Sachs Group, Inc. 0.00% due 11/30/2016

Goldman Sachs Group, Inc. 4.25% for first three years; after that, rate equal to then-applicable 10-year CMS rate, subject to minimum rate of zero; payable quarterly due 10/22/2027

Goldman Sachs Group, Inc. 0.00% due 10/19/2017

Goldman Sachs Group, Inc. 0.00% due 10/19/2017

Goldman Sachs Group, Inc. 0.00% due 10/19/2017

Goldman Sachs Group, Inc. 0.00% due 10/19/2017

Goldman Sachs Group, Inc. 0.00% due 10/19/2017

Goldman Sachs Group, Inc. 0.00% due 1/19/2017

Goldman Sachs Group, Inc. 0.00% due 1/20/2017

Goldman Sachs Group, Inc. Contingent monthly coupon at annual rate of 8% if the stock closes at or above its coupon barrier level on the observation date for that month; Barrier/trigger price: $20.48, 72.5% of initial price due 10/22/2020

Goldman Sachs Group, Inc. Contingent monthly coupon at annual rate of 8% if the stock closes at or above its coupon barrier level on the observation date for that month; Barrier/trigger price: $53.45, 72% of initial price due 10/22/2020

Goldman Sachs Group, Inc. 0.00% due 11/14/2017

Goldman Sachs Group, Inc. 0.00% due 4/20/2017

Goldman Sachs Group, Inc. 0.00% due 4/10/2017

Goldman Sachs Group, Inc. 17%, payable quarterly if AbbVie stock closes at or above barrier price, 80% of initial share price, on valuation date for that quarter due 10/19/2016

Goldman Sachs Group, Inc. 0.00% due 11/7/2016

Goldman Sachs Group, Inc. 0.00% due 11/7/2016

Goldman Sachs Group, Inc. 0.00% due 4/12/2017

Goldman Sachs Group, Inc. 1.75% from Oct. 5; 2.5% from Oct. 5, 2017; 3% from Oct. 5, 2018; 4.5% from Oct. 5, 2019 due 10/5/2020

Goldman Sachs Group, Inc. 0.00% due 10/4/2017

Goldman Sachs Group, Inc. 0.00% due 12/5/2017

Goldman Sachs Group, Inc. 0.00% due 8/3/2017

Goldman Sachs Group, Inc. 0.00% due 12/5/2017

Goldman Sachs Group, Inc. 0.00% due 8/3/2017

Goldman Sachs Group, Inc. 0.00% due 4/6/2017

Goldman Sachs Group, Inc. 0.00% due 4/6/2021

Goldman Sachs Group, Inc. 0.00% due 10/4/2018

Goldman Sachs Group, Inc. 0.00% due 10/4/2017

Goldman Sachs Group, Inc. 0.00% due 4/3/2017

Goldman Sachs Group, Inc. 0.00% due 5/3/2017

Goldman Sachs Group, Inc. 0.00% due 5/3/2017

Goldman Sachs Group, Inc. 1.625%, payable for each quarter that both indexes close at or above coupon trigger level due 10/14/2025

Goldman Sachs Group, Inc. 2.35%, payable for each quarter that both indexes close at or above coupon trigger level; Coupon trigger levels: 817.9275 for Russell 2000 and 1,411.3275 for S&P; 75% of initial levels due 10/14/2025

Goldman Sachs Group, Inc. 1.825%, payable for each quarter that both indexes close at or above coupon trigger level; Coupon trigger levels: 654.342 for Russell 2000 and 1,129.062 for S&P; 60% of initial levels due 10/13/2022

Goldman Sachs Group, Inc. 0.00% due 10/1/2020

Goldman Sachs Group, Inc. 0.00% due 10/1/2020

Goldman Sachs Group, Inc. 6.8% for each day that index closes at or above reference level; payable monthly due 3/30/2023

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 11% per year if each index's closing level is at least 70% of initial index level on determination date for that quarter due 9/30/2030

Goldman Sachs Group, Inc. Fixed coupon of 1.8% per quarter for the first five years; beginning in December 2020, 1.8% each quarter only if both indexes close at or above trigger levels, 60% of their initial levels, on the determination date for that quarter due 10/15/2030

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 6.45% per year if each index's closing level is at least 60% of initial index level on determination date for that quarter due 9/30/2019

Goldman Sachs Group, Inc. 5% for each day that index closes at or above reference level; payable monthly; Trigger level: 817.9275, 75% of initial level due 9/30/2025

Goldman Sachs Group, Inc. 7.35% for each day that index closes at or above reference level; payable monthly; Barrier level: 708.8705, 65% of initial level due 10/30/2025

Goldman Sachs Group, Inc. 0.00% due 10/3/2018

Goldman Sachs Group, Inc. 0.00% due 7/3/2023

Goldman Sachs Group, Inc. 0.00% due 9/30/2025

Goldman Sachs Group, Inc. 8.4% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 9/30/2025

Goldman Sachs Group, Inc. 0.00% due 10/11/2022

Goldman Sachs Group, Inc. 3% from Sept. 30; 4% from Sept. 30, 2020; 5% from March 30, 2023; 6% from Sept. 30, 2024 due 9/30/2025

Goldman Sachs Group, Inc. 3.45% for first three years; after that, rate equal to then-applicable 10-year CMS rate, subject to minimum rate of zero; payable quarterly due 9/30/2025

Goldman Sachs Group, Inc. 0.00% due 9/29/2022

Goldman Sachs Group, Inc. 0.00% due 9/30/2025

Goldman Sachs Group, Inc. 0.00% due 9/28/2023

Goldman Sachs Group, Inc. 0.00% due 4/5/2017

Goldman Sachs Group, Inc. 0.00% due 9/30/2025

Goldman Sachs Group, Inc. 0.00% due 9/30/2020

Goldman Sachs Group, Inc. 0.00% due 4/12/2017

Goldman Sachs Group, Inc. 0.00% due 8/11/2017

Goldman Sachs Group, Inc. 0.00% due 9/28/2023

Goldman Sachs Group, Inc. 0.00% due 8/11/2017

Goldman Sachs Group, Inc. 3.5% from Sept. 25; 4% from Sept. 25, 2019; 5% from Sept. 25, 2024; 6% from Sept. 25, 2028 due 9/25/2030

Goldman Sachs Group, Inc. 0.00% due 10/5/2017

Goldman Sachs Group, Inc. 0.00% due 9/27/2021

Goldman Sachs Group, Inc. 0.00% due 9/27/2021

Goldman Sachs Group, Inc. 0.00% due 3/22/2018

Goldman Sachs Group, Inc. 0.00% due 9/25/2023

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 9% per year if each index closes at or above coupon trigger level on review date for that quarter; Coupon trigger levels: 816.1965 for Russell 2000 and 1,384.663 for S&P 500; 70% of initial levels due 9/22/2025

Goldman Sachs Group, Inc. 0.00% due 9/21/2017

Goldman Sachs Group, Inc. 0.00% due 9/21/2017

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.75% on Sept. 21, 2017, to 3% on Sept. 21, 2018, to 4% on Sept. 21, 2019 and to 5% on March 21, 2020; payable semiannually due 9/21/2020

Goldman Sachs Group, Inc. 1.25% from Sept. 21; 2% from March 21, 2017; 3% from Sept. 21, 2017; 4% from March 21, 2018 due 9/21/2018

Goldman Sachs Group, Inc. 0.00% due 3/21/2017

Goldman Sachs Group, Inc. 0.00% due 10/20/2016

Goldman Sachs Group, Inc. 0.00% due 3/21/2017

Goldman Sachs Group, Inc. 0.00% due 9/21/2017

Goldman Sachs Group, Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 68.5% of initial levels due 9/22/2025

Goldman Sachs Group, Inc. 9% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 70% of initial levels due 9/22/2025

Goldman Sachs Group, Inc. 0.00% due 9/19/2017

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 9.05% per year if each index's closing level is at least 70% of initial index level on determination date for that quarter due 9/11/2019

Goldman Sachs Group, Inc. 0.00% due 9/13/2017

Goldman Sachs Group, Inc. 15.5%, payable quarterly if Google stock closes at or above barrier price, 85% of initial share price, on valuation date for that quarter due 9/21/2016

Goldman Sachs Group, Inc. 0.00% due 3/9/2017

Goldman Sachs Group, Inc. 0.00% due 3/9/2017

Goldman Sachs Group, Inc. 0.00% due 9/23/2016

Goldman Sachs Group, Inc. 0.00% due 3/15/2017

Goldman Sachs Group, Inc. 0.00% due 3/15/2017

Goldman Sachs Group, Inc. 0.00% due 3/15/2017

Goldman Sachs Group, Inc. 0.00% due 9/12/2017

Goldman Sachs Group, Inc. 0.00% due 3/8/2017

Goldman Sachs Group, Inc. 0.00% due 9/7/2017

Goldman Sachs Group, Inc. 0.00% due 9/7/2017

Goldman Sachs Group, Inc. 0.00% due 9/7/2022

Goldman Sachs Group, Inc. 0.00% due 3/15/2017

Goldman Sachs Group, Inc. 0.00% due 10/10/2017

Goldman Sachs Group, Inc. 0.00% due 10/5/2017

Goldman Sachs Group, Inc. 0.00% due 10/5/2017

Goldman Sachs Group, Inc. 0.00% due 9/29/2017

Goldman Sachs Group, Inc. 0.00% due 9/29/2017

Goldman Sachs Group, Inc. 0.00% due 9/29/2017

Goldman Sachs Group, Inc. 0.00% due 9/4/2020

Goldman Sachs Group, Inc. 0.00% due 9/4/2020

Goldman Sachs Group, Inc. 0.00% due 9/14/2016

Goldman Sachs Group, Inc. 2.00% due 9/3/2025

Goldman Sachs Group, Inc. 0.00% due 3/8/2017

Goldman Sachs Group, Inc. 5.8%, payable for each quarter that both indexes close at or above barrier level due 9/11/2025

Goldman Sachs Group, Inc. 8.2%, payable for each quarter that both indexes close at or above barrier level due 9/11/2025

Goldman Sachs Group, Inc. 10%, payable for each quarter that both indexes close at or above 70% trigger level due 8/31/2030

Goldman Sachs Group, Inc. 7.15%, payable for each quarter that both indexes close at or above 60% trigger level due 8/31/2020

Goldman Sachs Group, Inc. 5.75%, payable for each quarter that both indexes close at or above barrier level due 8/31/2019

Goldman Sachs Group, Inc. 4.85% per year multiplied by proportion of days on which index closes at or above its 75% barrier level; payable monthly due 8/31/2025

Goldman Sachs Group, Inc. 7.2% per year multiplied by proportion of days on which index closes at or above its 70% barrier level due 8/31/2025

Goldman Sachs Group, Inc. 7.2% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 807.5256, 70% of initial level due 8/31/2025

Goldman Sachs Group, Inc. 6.25% per year multiplied by proportion of days on which index closes at or above its 80% barrier level due 2/28/2023

Goldman Sachs Group, Inc. 0.00% due 8/30/2018

Goldman Sachs Group, Inc. 0.00% due 3/2/2017

Goldman Sachs Group, Inc. 0.00% due 3/2/2023

Goldman Sachs Group, Inc. 0.00% due 9/30/2016

Goldman Sachs Group, Inc. 0.00% due 8/31/2020

Goldman Sachs Group, Inc. 0.00% due 8/31/2020

Goldman Sachs Group, Inc. 8.85% per year payable quarterly if each index closes at or above 70% barrier level on observation date for that quarter due 8/29/2025

Goldman Sachs Group, Inc. 8.8% per year payable quarterly if each index closes at or above 70% barrier level on observation date for that quarter due 8/29/2025

Goldman Sachs Group, Inc. 9.4% per year payable quarterly if each index closes at or above 60% barrier level on observation date for that quarter due 9/4/2019

Goldman Sachs Group, Inc. 3% initially; 4% from Aug. 31, 2018; 5% from Aug. 31, 2023; 6% from Aug. 31, 2027 due 8/31/2030

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.25% on Aug. 31, 2022, to 4.75% on Aug. 31, 2027 and to 5.25% on Aug. 31, 2031 due 8/31/2035

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.25% on Aug. 31, 2018, to 3.75% on Aug. 31, 2019, to 4.25% on Aug. 31, 2020, to 5% on Aug. 31, 2021 and to 6% on Aug. 31, 2022 due 8/31/2023

Goldman Sachs Group, Inc. 2.25% in years one through three, 3% in year four, 4% in the first six months of year five and 5% in the last six months of year five; payable semiannually due 8/28/2020

Goldman Sachs Group, Inc. 0.00% due 3/2/2023

Goldman Sachs Group, Inc. 0.00% due 8/29/2025

Goldman Sachs Group, Inc. 0.00% due 3/8/2017

Goldman Sachs Group, Inc. 0.00% due 8/28/2020

Goldman Sachs Group, Inc. 1.3% for first 18 months, 2.25% for next 12 months, 3% for next 12 months and 5% for final six months; payable semiannually due 8/28/2019

Goldman Sachs Group, Inc. 0.00% due 8/30/2023

Goldman Sachs Group, Inc. 0.00% due 3/8/2017

Goldman Sachs Group, Inc. 12% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 9/2/2025

Goldman Sachs Group, Inc. 0.00% due 3/1/2017

Goldman Sachs Group, Inc. 11.25% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 8/28/2025

Goldman Sachs Group, Inc. 13.75%, payable quarterly if Viacom stock closes at or above barrier price, 75% of initial share price, on valuation date for that quarter due 9/8/2016

Goldman Sachs Group, Inc. 3.625% for first three years; after that, rate equal to then-applicable 10-year CMS rate, subject to minimum rate of zero; payable quarterly due 8/26/2025

Goldman Sachs Group, Inc. 0.00% due 3/1/2017

Goldman Sachs Group, Inc. 0.00% due 3/1/2017

Goldman Sachs Group, Inc. 0.00% due 8/24/2017

Goldman Sachs Group, Inc. 0.00% due 8/24/2017

Goldman Sachs Group, Inc. 0.00% due 8/30/2021

Goldman Sachs Group, Inc. 0.00% due 8/24/2018

Goldman Sachs Group, Inc. 0.00% due 8/24/2018

Goldman Sachs Group, Inc. 0.00% due 2/28/2023

Goldman Sachs Group, Inc. 0.00% due 8/25/2020

Goldman Sachs Group, Inc. 0.00% due 8/24/2017

Goldman Sachs Group, Inc. 6.85% per year multiplied by proportion of days on which index closes at or above barrier level and Libor is less than or equal to 4%; payable quarterly; Barrier level: 1,362.998, 65% of initial level due 8/21/2030

Goldman Sachs Group, Inc. 0.00% due 8/23/2017

Goldman Sachs Group, Inc. 8.35% per year, payable quarterly if each index closes at or above barrier level on observation date for that quarter due 8/23/2018

Goldman Sachs Group, Inc. 13.35%, payable quarterly if Facebook stock closes at or above barrier price, 75% of initial share price, on valuation date for that quarter due 8/31/2016

Goldman Sachs Group, Inc. 11.9%, payable quarterly if Lennar stock closes at or above barrier price, 80% of initial share price, on valuation date for that quarter due 8/31/2016

Goldman Sachs Group, Inc. 3% from Aug. 19; 5% from Aug. 19, 2021 due 8/19/2022

Goldman Sachs Group, Inc. 3.25% from Aug. 19; 5% from Feb. 19, 2022; 6% from Feb. 19, 2026 due 2/19/2028

Goldman Sachs Group, Inc. 2% from Aug. 19; 2.5% from Aug. 19, 2017; 3% from Aug. 19, 2018 due 8/19/2019

Goldman Sachs Group, Inc. 0.00% due 8/17/2017

Goldman Sachs Group, Inc. 0.00% due 8/31/2016

Goldman Sachs Group, Inc. Contingent monthly coupon at annual rate of 8% if the stock closes at or above its coupon barrier level on the observation date for that month due 8/20/2020

Goldman Sachs Group, Inc. Contingent monthly coupon at annual rate of 7% if the stock closes at or above its coupon barrier level on the observation date for that month due 8/20/2020

Goldman Sachs Group, Inc. 0.00% due 10/20/2016

Goldman Sachs Group, Inc. 0.00% due 7/7/2017

Goldman Sachs Group, Inc. 0.00% due 2/8/2017

Goldman Sachs Group, Inc. 0.00% due 2/8/2017

Goldman Sachs Group, Inc. 0.00% due 8/4/2021

Goldman Sachs Group, Inc. 9% per year if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 70% of initial levels due 8/12/2025

Goldman Sachs Group, Inc. 6% per year if each index closes at or above coupon barrier level on determination date for that quarter; Barrier levels: 50% of initial levels due 8/12/2025

Goldman Sachs Group, Inc. 6.35% per year for each day that index closes at or above barrier level; payable monthly; Barrier level: 80% of initial level due 1/31/2023

Goldman Sachs Group, Inc. 10.2% per year if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barriers: 70% of initial levels due 7/31/2030

Goldman Sachs Group, Inc. 7.6% per year if each index closes at or above coupon barrier level on determination date for that quarter; Barrier levels: 60% of initial levels due 7/31/2020

Goldman Sachs Group, Inc. 4.85% per year for each day that index closes at or above barrier level; payable monthly; Barrier level: 75% of initial level due 7/31/2025

Goldman Sachs Group, Inc. 0.00% due 2/2/2023

Goldman Sachs Group, Inc. 0.00% due 7/31/2020

Goldman Sachs Group, Inc. 0.00% due 7/31/2020

Goldman Sachs Group, Inc. 8% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 7/31/2025

Goldman Sachs Group, Inc. 3.5% from July 31; 4.5% from July 31, 2020; 5.5% from July 31, 2025 due 7/31/2030

Goldman Sachs Group, Inc. 2.25% from July 31; 3.25% from July 31, 2018; 4.25% from July 31, 2019 due 7/31/2020

Goldman Sachs Group, Inc. 3% from July 31; 4.5% from July 31, 2020; 6.5% from July 31, 2023 due 7/31/2025

Goldman Sachs Group, Inc. 0.00% due 2/2/2017

Goldman Sachs Group, Inc. 0.00% due 2/2/2017

Goldman Sachs Group, Inc. 0.00% due 7/31/2020

Goldman Sachs Group, Inc. 0.00% due 2/2/2023

Goldman Sachs Group, Inc. 0.00% due 7/31/2025

Goldman Sachs Group, Inc. 0.00% due 7/31/2020

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 850.2298, 70% of initial level due 7/30/2030

Goldman Sachs Group, Inc. 0.00% due 8/1/2023

Goldman Sachs Group, Inc. 4% initially; after July 29, 2018, equal to 10-year CMS rate, subject to floor of zero; payable quarterly due 7/29/2027

Goldman Sachs Group, Inc. 0.00% due 8/2/2021

Goldman Sachs Group, Inc. 0.00% due 1/31/2023

Goldman Sachs Group, Inc. 0.00% due 7/24/2020

Goldman Sachs Group, Inc. 0.00% due 2/1/2017

Goldman Sachs Group, Inc. 0.00% due 7/27/2017

Goldman Sachs Group, Inc. 0.00% due 10/5/2016

Goldman Sachs Group, Inc. 0.00% due 9/26/2019

Goldman Sachs Group, Inc. 0.00% due 7/28/2020

Goldman Sachs Group, Inc. 0.00% due 7/30/2018

Goldman Sachs Group, Inc. If index return is positive or zero, 3.15%; otherwise, zero; payable annually for first six years due 7/21/2022

Goldman Sachs Group, Inc. 0.00% due 1/26/2017

Goldman Sachs Group, Inc. 0.00% due 7/24/2017

Goldman Sachs Group, Inc. 0.00% due 7/20/2017

Goldman Sachs Group, Inc. 0.000% due 8/23/2017

Goldman Sachs Group, Inc. 7.9% annualized, payable semiannually, if index closes at or above barrier level on review date for that period; Barrier level: 1,557.465, 75% of initial level due 7/15/2020

Goldman Sachs Group, Inc. 0.00% due 7/27/2016

Goldman Sachs Group, Inc. 0.00% due 1/13/2017

Goldman Sachs Group, Inc. 7.15% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 876.415 for Russell 2000 and 1,453.634 for S&P 500; 70% of initial levels due 7/16/2025

Goldman Sachs Group, Inc. 0.00% due 8/11/2017

Goldman Sachs Group, Inc. 0.00% due 1/11/2017

Goldman Sachs Group, Inc. 0.00% due 1/11/2017

Goldman Sachs Group, Inc. 0.00% due 7/11/2017

Goldman Sachs Group, Inc. 0.00% due 7/28/2017

Goldman Sachs Group, Inc. 0.00% due 7/11/2017

Goldman Sachs Group, Inc. 4.85% for each day that index closes at or above coupon barrier level; payable monthly; Coupon barrier level: 936.19425, 75% of initial level due 7/7/2025

Goldman Sachs Group, Inc. 7.2% for each day that index closes at or above coupon barrier level; payable monthly; Coupon barrier level: 873.7813, 70% of initial level due 7/7/2025

Goldman Sachs Group, Inc. 0.00% due 7/8/2025

Goldman Sachs Group, Inc. 0.00% due 7/7/2023

Goldman Sachs Group, Inc. 0.00% due 7/19/2016

Goldman Sachs Group, Inc. 0.00% due 7/7/2017

Goldman Sachs Group, Inc. 2.5% from July 6; 3.5% from July 6, 2018; 5% from July 6, 2021 due 7/6/2022

Goldman Sachs Group, Inc. 3.75% from July 6; 4% from July 6, 2020; 5% from July 6, 2025 due 7/6/2030

Goldman Sachs Group, Inc. 0.00% due 7/7/2020

Goldman Sachs Group, Inc. 0.00% due 7/6/2017

Goldman Sachs Group, Inc. 0.00% due 10/6/2016

Goldman Sachs Group, Inc. 9.5%, payable quarterly if Apple stock closes at or above barrier price, 80% of initial share price, on valuation date for that quarter due 7/13/2016

Goldman Sachs Group, Inc. 10.25%, payable quarterly if Bank of America stock closes at or above barrier price, 85% of initial share price, on valuation date for that quarter due 7/13/2016

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 7.65% per year if each index closes at or above coupon trigger level on review date for that quarter; Coupon trigger levels: 767.8764 for Russell 2000 and 2,172.822 for Euro Stoxx 50; 60% of initial levels due 7/11/2030

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 7.8% per year if each index closes at or above coupon trigger level on review date for that quarter; Coupon trigger levels: 1,471.043 for S&P 500 and 2,534.959 for Euro Stoxx 50; 70% of initial levels due 7/11/2025

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 5.45% per year if each index closes at or above barrier level on review date for that quarter; Coupon trigger levels: 1,050.745 for S&P 500 and 639.897 for Russell 2000; 50% of initial levels due 7/11/2025

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 7.7% per year if each index closes at or above barrier level on review date for that quarter; Coupon trigger levels: 1,576.1175 for S&P 500 and 959.8455 for Russell 2000; 75% of initial levels due 7/11/2025

Goldman Sachs Group, Inc. 0.00% due 6/29/2018

Goldman Sachs Group, Inc. 6.35% for each day that index closes at or above reference level; payable monthly; Reference level: 1,681.192, 80% of initial level due 12/30/2022

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 5.65% per year if each index's closing level is at least 60% of initial index level on determination date for that quarter due 6/30/2019

Goldman Sachs Group, Inc. 0.00% due 6/26/2018

Goldman Sachs Group, Inc. 0.00% due 12/30/2022

Goldman Sachs Group, Inc. 0.00% due 1/5/2017

Goldman Sachs Group, Inc. 0.00% due 7/29/2016

Goldman Sachs Group, Inc. 0.00% due 6/30/2020

Goldman Sachs Group, Inc. 0.00% due 6/30/2017

Goldman Sachs Group, Inc. 0.00% due 1/5/2017

Goldman Sachs Group, Inc. 8% per year, payable monthly if stock closes at or above barrier price on observation date for that month due 6/30/2020

Goldman Sachs Group, Inc. 7.35% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 6/30/2025

Goldman Sachs Group, Inc. 7% per year, payable monthly if stock closes at or above barrier price on observation date for that month; Barrier/trigger level: $36.50, 69% of initial price due 6/30/2020

Goldman Sachs Group, Inc. 4% from June 30; 4.25% from June 30, 2020; 4.75% from June 30, 2025; 5.25% from June 30, 2030 due 6/30/2035

Goldman Sachs Group, Inc. 3% from June 30; 4% from June 30, 2020; 5% from June 30, 2023; 6% from June 30, 2024 due 6/30/2025

Goldman Sachs Group, Inc. 0.00% due 6/29/2023

Goldman Sachs Group, Inc. 0.00% due 7/29/2016

Goldman Sachs Group, Inc. 0.00% due 6/30/2020

Goldman Sachs Group, Inc. 0.00% due 1/9/2018

Goldman Sachs Group, Inc. 0.00% due 1/9/2018

Goldman Sachs Group, Inc. 2% from June 26; 3.25% from June 26, 2018; 4.5% from June 26, 2019 due 6/26/2020

Goldman Sachs Group, Inc. 1.5% initially; after one year, Libor plus 62.5 bps, subject to floor of zero and cap of 2.5% that steps up to 3% after one year; payable quarterly due 6/30/2018

Goldman Sachs Group, Inc. 0.00% due 6/27/2019

Goldman Sachs Group, Inc. 0.00% due 6/28/2018

Goldman Sachs Group, Inc. 0.00% due 2/26/2021

Goldman Sachs Group, Inc. 0.00% due 6/22/2018

Goldman Sachs Group, Inc. 0.00% due 6/28/2021

Goldman Sachs Group, Inc. 0.00% due 6/26/2023

Goldman Sachs Group, Inc. 0.00% due 10/20/2016

Goldman Sachs Group, Inc. 0.00% due 6/22/2017

Goldman Sachs Group, Inc. 0.00% due 6/20/2018

Goldman Sachs Group, Inc. 0.00% due 6/20/2017

Goldman Sachs Group, Inc. 0.00% due 6/20/2017

Goldman Sachs Group, Inc. 0.00% due 6/20/2017

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 9.02% per year if each index closes at or above coupon trigger level on review date for that quarter; Coupon trigger levels: 2,451.939 for Euro Stoxx, 885.5154 for Russell 2000; 70% of initial levels due 6/26/2025

Goldman Sachs Group, Inc. 0.00% due 7/26/2017

Goldman Sachs Group, Inc. 3.5% from June 17; 4% from June 17, 2020; 5% from June 17, 2025 due 6/17/2030

Goldman Sachs Group, Inc. 2% from June 17; 3% from June 17, 2018; 4.5% from June 17, 2019 due 6/17/2020

Goldman Sachs Group, Inc. 0.00% due 12/21/2016

Goldman Sachs Group, Inc. 0.00% due 6/29/2016

Goldman Sachs Group, Inc. 0.00% due 6/29/2016

Goldman Sachs Group, Inc. 0.00% due 12/21/2016

Goldman Sachs Group, Inc. 0.00% due 6/16/2017

Goldman Sachs Group, Inc. 0.00% due 6/29/2016

Goldman Sachs Group, Inc. 0.00% due 6/29/2016

Goldman Sachs Group, Inc. 0.00% due 6/29/2016

Goldman Sachs Group, Inc. 8% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger level: $43.58, 74.5% of initial price due 6/18/2018

Goldman Sachs Group, Inc. 7% per year, payable quarterly if stock closes at or above barrier price on observation date for that quarter; Barrier/trigger level: $72.25, 76% of initial price due 6/18/2018

Goldman Sachs Group, Inc. 7.5% per year, payable quarterly if each index closes at or above coupon barrier level on observation date for that quarter due 6/18/2020

Goldman Sachs Group, Inc. 7% for first year; after that, 7 times spread of 30-year CMS rate over five-year CMS rate, subject to maximum interest rate of 9% per year and minimum interest rate of zero; payable quarterly due 6/15/2025

Goldman Sachs Group, Inc. 0.00% due 6/12/2020

Goldman Sachs Group, Inc. 3.5% initially; after June 10, 2018, equal to 10-year CMS rate, subject to floor of zero; payable quarterly due 6/10/2025

Goldman Sachs Group, Inc. 0.00% due 6/10/2020

Goldman Sachs Group, Inc. 0.00% due 6/5/2020

Goldman Sachs Group, Inc. 0.00% due 12/8/2016

Goldman Sachs Group, Inc. 0.00% due 6/8/2020

Goldman Sachs Group, Inc. 0.00% due 6/8/2018

Goldman Sachs Group, Inc. 0.00% due 7/5/2017

Goldman Sachs Group, Inc. 0.00% due 6/2/2017

Goldman Sachs Group, Inc. 0.00% due 6/15/2016

Goldman Sachs Group, Inc. 0.00% due 12/7/2016

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 7.2% per year if each index closes at or above coupon trigger level on review date for that quarter; Coupon trigger levels: 1,486.436 for S&P 500 and 2,578.009 for Euro Stoxx 50; 70% of initial levels due 6/10/2025

Goldman Sachs Group, Inc. 1.35% per quarter if each index closes at or above coupon trigger level on review date for that quarter; Coupon trigger levels: 1,061.74 for S&P and 627.1785 for Russell; 50% of initial levels due 6/10/2025

Goldman Sachs Group, Inc. 0.00% due 6/1/2018

Goldman Sachs Group, Inc. 0.00% due 6/1/2018

Goldman Sachs Group, Inc. 6.4% for each day that index closes at or above trigger level; payable monthly; Coupon barrier: 80% of initial level due 11/29/2022

Goldman Sachs Group, Inc. 4.25% for each day that index closes at or above trigger level; payable monthly; Coupon barrier level: 940.76775, 75% of initial level due 5/29/2025

Goldman Sachs Group, Inc. 7% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 878.0499, 70% of initial level due 5/29/2025

Goldman Sachs Group, Inc. 7.5% for each day that index closes at or above 70% coupon barrier level; payable monthly; Coupon barrier level: 1,486.436, 70% of initial level due 5/29/2030

Goldman Sachs Group, Inc. 0.00% due 12/1/2022

Goldman Sachs Group, Inc. 0.00% due 5/29/2020

Goldman Sachs Group, Inc. 0.00% due 5/29/2020

Goldman Sachs Group, Inc. 0.00% due 5/29/2020

Goldman Sachs Group, Inc. 0.00% due 5/29/2020

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 8.25% per year if each index closes at or above coupon trigger level on review date for that quarter; Coupon trigger levels: 1,578.15 for S&P 500 and 929.067 for Russell 2000; 75% of initial levels due 6/2/2020

Goldman Sachs Group, Inc. 2% from May 29; 2.5% from May 29, 2017; 4% from May 29, 2019 due 5/29/2020

Goldman Sachs Group, Inc. 2.5% from May 29; 3.5% from May 29, 2019; 5.5% from May 29, 2021 due 5/29/2022

Goldman Sachs Group, Inc. 0.00% due 6/1/2023

Goldman Sachs Group, Inc. 0.00% due 5/30/2025

Goldman Sachs Group, Inc. 0.00% due 6/30/2016

Goldman Sachs Group, Inc. 0.00% due 6/30/2016

Goldman Sachs Group, Inc. 8.15% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 876.5568, 70% of initial level due 5/28/2030

Goldman Sachs Group, Inc. 3% in years one through six, 4% in years seven through 10, 5% in year 11 and 6% in year 12; payable semiannually due 5/28/2027

Goldman Sachs Group, Inc. 0.00% due 11/30/2016

Goldman Sachs Group, Inc. 0.00% due 6/8/2016

Goldman Sachs Group, Inc. 0.00% due 6/8/2016

Goldman Sachs Group, Inc. 0.00% due 5/25/2017

Goldman Sachs Group, Inc. 0.00% due 6/1/2021

Goldman Sachs Group, Inc. 0.00% due 5/30/2023

Goldman Sachs Group, Inc. 0.00% due 5/25/2018

Goldman Sachs Group, Inc. 0.00% due 11/30/2016

Goldman Sachs Group, Inc. 3% from May 27; 4% from May 27, 2020; 6% from May 27, 2025 due 5/27/2030

Goldman Sachs Group, Inc. 3% from May 27; 4% from May 27, 2020; 6% from May 27, 2025 due 5/27/2030

Goldman Sachs Group, Inc. 0.00% due 5/25/2017

Goldman Sachs Group, Inc. 0.00% due 5/25/2017

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which each index closes at or above trigger level; applicable rate is 7% for first five years, 8% for next five years and 9% for final five years; payable monthly due 5/22/2030

Goldman Sachs Group, Inc. 0.00% due 1/24/2017

Goldman Sachs Group, Inc. 0.00% due 1/24/2017

Goldman Sachs Group, Inc. 0.00% due 1/24/2017

Goldman Sachs Group, Inc. 0.00% due 6/2/2016

Goldman Sachs Group, Inc. 2% from May 18; 3% from May 18, 2018; 4% from May 18, 2019 due 5/18/2020

Goldman Sachs Group, Inc. 0.00% due 5/18/2017

Goldman Sachs Group, Inc. Each month, notes pay contingent coupon at rate of 7.3% per year if index closes at or above 75% of initial level on determination date for that month due 5/16/2030

Goldman Sachs Group, Inc. Year-over-year change in index plus 155 bps, subject to minimum rate of zero; payable monthly due 5/15/2035

Goldman Sachs Group, Inc. 0.00% due 5/17/2018

Goldman Sachs Group, Inc. 11% annualized, payable quarterly if each index closes at or above coupon barrier for that period; Barrier levels: 60% of initial levels due 5/13/2025

Goldman Sachs Group, Inc. 0.00% due 11/16/2016

Goldman Sachs Group, Inc. 0.00% due 5/25/2016

Goldman Sachs Group, Inc. 0.00% due 5/27/2016

Goldman Sachs Group, Inc. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/14/2020

Goldman Sachs Group, Inc. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/14/2020

Goldman Sachs Group, Inc. 7% per year, payable monthly if stock closes at or above trigger price on observation date for that month due 5/14/2020

Goldman Sachs Group, Inc. 0.00% due 5/11/2017

Goldman Sachs Group, Inc. 0.00% due 5/11/2017

Goldman Sachs Group, Inc. 0.00% due 11/10/2016

Goldman Sachs Group, Inc. 0.00% due 8/12/2015

Goldman Sachs Group, Inc. 0.00% due 11/15/2016

Goldman Sachs Group, Inc. Interest factor multiplied by proportion of days on which index closes at or above barrier level and Libor is less than or equal to Libor cap; payable quarterly; Barrier level: 914.5185, 75% of initial level; Libor cap: 2.75% for first 20 interest periods, 3.5% for next 20 interest periods and 4.5% for final 20 interest periods due 5/11/2030

Goldman Sachs Group, Inc. 2.25% initially, stepping up to 3% on May 11, 2019 and to 5.5% on to May 11, 2021; payable semiannually due 5/11/2022

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.75% on May 11, 2020 and to 6% on May 11, 2023; payable semiannually due 5/11/2025

Goldman Sachs Group, Inc. 8% per year payable quarterly if each index closes at or above barrier level on observation date for that quarter due 5/13/2019

Goldman Sachs Group, Inc. 0.00% due 5/9/2017

Goldman Sachs Group, Inc. 3.25% initially; after May 7, 2018, equal to 10-year CMS rate, subject to floor of zero; payable quarterly due 5/7/2025

Goldman Sachs Group, Inc. 0.00% due 5/20/2016

Goldman Sachs Group, Inc. 0.00% due 5/8/2023

Goldman Sachs Group, Inc. 0.00% due 5/5/2017

Goldman Sachs Group, Inc. 5.35% annualized, payable quarterly if each index closes at or above coupon barrier for that period; Barrier levels: 60% of initial levels due 4/30/2019

Goldman Sachs Group, Inc. 5.35% annualized, payable quarterly if each index closes at or above coupon barrier for that period; Barrier levels: 1,057.38 for S&P, 629.6785 for Russell; 50% of initial levels due 5/12/2025

Goldman Sachs Group, Inc. 7.6%, payable quarterly if each index closes at or above coupon barrier for that period; Barrier levels: 1,586.07 for S&P, 944.51775 for Russell; 75% of initial levels due 5/12/2025

Goldman Sachs Group, Inc. 0.00% due 5/3/2018

Goldman Sachs Group, Inc. 7.1% for each day that index closes at or above coupon barrier level; payable monthly; Coupon barrier/trigger: 1,007.4856, 80% of initial level due 10/30/2022

Goldman Sachs Group, Inc. 7% annualized for each day that index closes at or above coupon barrier level; payable monthly; Coupon barrier: 881.5499, 70% of initial level due 4/30/2025

Goldman Sachs Group, Inc. 0.00% due 5/1/2020

Goldman Sachs Group, Inc. Rate equal to 10-year CMS rate, subject to minimum interest rate of zero; payable quarterly due 5/5/2025

Goldman Sachs Group, Inc. 0.00% due 11/2/2022

Goldman Sachs Group, Inc. 0.00% due 5/19/2016

Goldman Sachs Group, Inc. 0.00% due 4/30/2020

Goldman Sachs Group, Inc. 6.5%, payable monthly if stock closes at or above trigger price on observation date for that month due 4/30/2020

Goldman Sachs Group, Inc. 7%, payable monthly if stock closes at or above trigger price on observation date for that month due 4/30/2020

Goldman Sachs Group, Inc. 7.5%, payable quarterly if each component closes at or above coupon barrier for that period; Barrier levels: 60% of initial levels due 5/3/2018

Goldman Sachs Group, Inc. 2% from April 30; 3% from Oct. 30, 2018 due 4/30/2020

Goldman Sachs Group, Inc. 2.625% from April 30; 3.75% from Oct. 30, 2018; 5.00% from April 30, 2022 due 4/30/2023

Goldman Sachs Group, Inc. 4% initially; beginning April 30, 2020, equal to 10-year CMS rate minus 20 bps, floor of zero; payable quarterly due 4/30/2030

Goldman Sachs Group, Inc. 0.00% due 5/2/2017

Goldman Sachs Group, Inc. 0.00% due 5/2/2023

Goldman Sachs Group, Inc. 0.00% due 4/30/2020

Goldman Sachs Group, Inc. 0.00% due 4/30/2020

Goldman Sachs Group, Inc. 0.00% due 4/30/2018

Goldman Sachs Group, Inc. Annual rate for each day that Libor is greater than 0% and less than or equal to 6% and index closes at or above 60% of its initial value; coupon will be equal to Libor plus 197 bps; payable quarterly, with floor of zero due 4/29/2025

Goldman Sachs Group, Inc. 0.00% due 5/11/2016

Goldman Sachs Group, Inc. 8.15% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 953.65125, 75% of initial level due 4/28/2030

Goldman Sachs Group, Inc. 0.00% due 10/31/2016

Goldman Sachs Group, Inc. 0.00% due 10/25/2016

Goldman Sachs Group, Inc. 0.00% due 4/25/2017

Goldman Sachs Group, Inc. 0.00% due 4/25/2017

Goldman Sachs Group, Inc. 0.00% due 10/26/2016

Goldman Sachs Group, Inc. 7.4% for each day that index closes at or above coupon barrier level; payable monthly; Coupon barrier/trigger: 876.3006, 70% of initial level due 4/22/2025

Goldman Sachs Group, Inc. 0.00% due 5/20/2016

Goldman Sachs Group, Inc. 0.00% due 5/6/2016

Goldman Sachs Group, Inc. 0.00% due 5/4/2016

Goldman Sachs Group, Inc. 0.00% due 5/4/2016

Goldman Sachs Group, Inc. 0.00% due 4/24/2023

Goldman Sachs Group, Inc. 0.00% due 10/26/2016

Goldman Sachs Group, Inc. 0.00% due 10/26/2016

Goldman Sachs Group, Inc. 0.00% due 10/26/2016

Goldman Sachs Group, Inc. 0.00% due 4/18/2019

Goldman Sachs Group, Inc. 0.00% due 4/29/2016

Goldman Sachs Group, Inc. 7% per year, payable monthly if Discover stock closes at or above trigger price on observation date for that month due 4/16/2018

Goldman Sachs Group, Inc. 8% per year, payable monthly if GM stock closes at or above trigger price on observation date for that month due 4/16/2018

Goldman Sachs Group, Inc. 7% per year, payable monthly if McDonald's stock closes at or above trigger price on observation date for that month due 4/16/2018

Goldman Sachs Group, Inc. 7.5% per year, payable monthly if Mosaic stock closes at or above trigger price on observation date for that month due 4/17/2020

Goldman Sachs Group, Inc. 8% per year, payable monthly if Regions Financial stock closes at or above trigger price on observation date for that month due 4/17/2020

Goldman Sachs Group, Inc. 8.65% per year, paid quarterly if each index closes at or above coupon barrier level on determination date for that quarter; Coupon barrier levels: 885.343 for Russell 2000 and 2,671.732 for Euro Stoxx 50; 70% of initial levels due 4/16/2025

Goldman Sachs Group, Inc. 0.00% due 10/14/2016

Goldman Sachs Group, Inc. 0.00% due 10/11/2016

Goldman Sachs Group, Inc. 0.00% due 10/13/2016

Goldman Sachs Group, Inc. 10.5% per year payable quarterly if each index closes at or above barrier level on observation date for that quarter; Trigger/barrier levels: 1,240.176 for S&P 500, 753.394 for Russell 2000 and 2,229.162 for Euro Stoxx 50; 60% of initial levels due 4/9/2025

Goldman Sachs Group, Inc. 0.00% due 10/13/2016

Goldman Sachs Group, Inc. 0.00% due 10/13/2016

Goldman Sachs Group, Inc. 0.00% due 4/21/2016

Goldman Sachs Group, Inc. 0.00% due 4/20/2016

Goldman Sachs Group, Inc. 0.00% due 4/20/2016

Goldman Sachs Group, Inc. 0.00% due 4/20/2016

Goldman Sachs Group, Inc. 0.00% due 10/13/2016

Goldman Sachs Group, Inc. 0.00% due 5/2/2017

Goldman Sachs Group, Inc. 2% in years one through three and 3% in years four and five; payable semiannually due 4/7/2020

Goldman Sachs Group, Inc. 0.00% due 4/6/2017

Goldman Sachs Group, Inc. 2% initially; beginning April 6, 2016, equal to five-year CMS rate times 0.85, floor of zero; payable quarterly due 4/6/2020

Goldman Sachs Group, Inc. 0.00% due 4/7/2020

Goldman Sachs Group, Inc. 0.00% due 10/6/2016

Goldman Sachs Group, Inc. 0.00% due 7/6/2016

Goldman Sachs Group, Inc. 0.00% due 4/4/2017

Goldman Sachs Group, Inc. 0.00% due 4/4/2017

Goldman Sachs Group, Inc. Each quarter, notes will pay contingent coupon at rate of 11% per year if each index's closing level is greater than or equal to coupon trigger level on determination date for that quarter; Coupon trigger levels: 1,545.765 for S&P 500, 930.30675 for Russell 2000 and 2,759.2725 for Euro Stoxx 50; 75% of initial levels due 4/3/2020

Goldman Sachs Group, Inc. 7% for each day that index closes at or above 70% coupon barrier level; payable monthly due 3/31/2030

Goldman Sachs Group, Inc. 7% for each day that index closes at or above coupon barrier level; payable monthly; Coupon barrier level: 868.2863, 70% of initial level due 3/31/2025

Goldman Sachs Group, Inc. 0.00% due 4/15/2016

Goldman Sachs Group, Inc. 0.00% due 4/1/2021

Goldman Sachs Group, Inc. 0.00% due 4/29/2016

Goldman Sachs Group, Inc. 0.00% due 3/31/2020

Goldman Sachs Group, Inc. 7.4%, payable quarterly if each index closes at or above coupon barrier on observation date for that quarter due 3/31/2025

Goldman Sachs Group, Inc. Contingent quarterly coupon of 1.3125% if each component closes at or above 50% trigger level on the determination date for that quarter due 4/9/2025

Goldman Sachs Group, Inc. 0.00% due 3/29/2018

Goldman Sachs Group, Inc. 0.00% due 5/1/2017

Goldman Sachs Group, Inc. 7.05% per year multiplied by proportion of days on which index's closing level is greater than or equal to barrier level; payable monthly; Barrier level: 985.592, 80% of initial level due 9/30/2022

Goldman Sachs Group, Inc. 3.5% for first eight years, stepping up to 3.75% on March 31, 2023, to 4.5% on March 31, 2027 and to 6% on March 31, 2029; payable semiannually due 3/31/2030

Goldman Sachs Group, Inc. 1.5% from March 30; 1.75% from March 30, 2016; 2.125% from Sept. 30, 2016; 2.25% from Sept. 30, 2017; 2.5% from March 30, 2018; 3.25% from Sept. 30, 2018; 3.5% from March 30, 2019; 3.75% from Sept. 30, 2019 due 3/30/2020

Goldman Sachs Group, Inc. Initially 1.5%, stepping up to 1.75% on March 30, 2016, to 2.125% on Sept. 30, 2016, to 2.25% on Sept. 30, 2017, to 2.5% on March 30, 2018, to 3.25% on Sept. 30, 2018, to 3.5% on March 30, 2019 and to 3.75% on Sept. 30, 2019; payable quarterly due 3/30/2020

Goldman Sachs Group, Inc. 3.5% initially; beginning on March 31, 2018, equal to the 10-year CMS rate times 0.94, floor of zero; payable quarterly due 3/31/2025

Goldman Sachs Group, Inc. 0.00% due 3/30/2022

Goldman Sachs Group, Inc. 0.00% due 9/29/2022

Goldman Sachs Group, Inc. 0.00% due 3/31/2020

Goldman Sachs Group, Inc. 0.00% due 11/7/2016

Goldman Sachs Group, Inc. 0.00% due 3/30/2023

Goldman Sachs Group, Inc. Payable for each day that index closes at or above coupon barrier level; rate will be 8% for first 84 months and 9% for final 96 months; payable monthly; Coupon barrier level: 947.59725, 75% of initial level due 3/27/2030

Goldman Sachs Group, Inc. 8.00% due 3/31/2016

Goldman Sachs Group, Inc. 0.00% due 3/29/2018

Goldman Sachs Group, Inc. 0.00% due 3/31/2016

Goldman Sachs Group, Inc. 0.00% due 10/5/2017

Goldman Sachs Group, Inc. 2.125% from March 25; 3.125% from Sept. 25, 2017 due 3/25/2020

Goldman Sachs Group, Inc. 0.00% due 4/6/2016

Goldman Sachs Group, Inc. 0.00% due 9/27/2019

Goldman Sachs Group, Inc. 0.00% due 6/23/2016

Goldman Sachs Group, Inc. 0.00% due 12/26/2018

Goldman Sachs Group, Inc. 0.00% due 9/23/2016

Goldman Sachs Group, Inc. 0.00% due 9/27/2016

Goldman Sachs Group, Inc. 0.00% due 9/27/2018

Goldman Sachs Group, Inc. 0.00% due 3/27/2023

Goldman Sachs Group, Inc. 0.00% due 9/27/2022

Goldman Sachs Group, Inc. 0.00% due 6/23/2015

Goldman Sachs Group, Inc. 5.50% due 6/20/2016

Goldman Sachs Group, Inc. 10.5% per year, payable quarterly if Twitter shares close at or above barrier level on determination date for that quarter; Barrier/knock-in level: 70% of initial share price due 3/22/2018

Goldman Sachs Group, Inc. 3.5% from March 19; 3.75% from March 19, 2020; 4% from March 19, 2025; 4.5% from March 19, 2030; 5% from March 19, 2033; 6% from March 19, 2034 due 3/19/2035

Goldman Sachs Group, Inc. 3% from March 18; 3.5% from March 18, 2020; 4% from March 18, 2023; 5% from March 18, 2026 due 3/18/2027

Goldman Sachs Group, Inc. 0.00% due 9/21/2016

Goldman Sachs Group, Inc. 0.00% due 3/30/2016

Goldman Sachs Group, Inc. 0.00% due 3/16/2017

Goldman Sachs Group, Inc. 1.2% initially; beginning Sept. 10, 2016, Libor plus 102.5 bps, cap of 4%, floor of 0%; payable quarterly due 3/10/2020

Goldman Sachs Group, Inc. 1.05 times 10-year CMS rate, subject to minimum interest rate of zero; payable quarterly due 3/17/2025

Goldman Sachs Group, Inc. 0.00% due 3/16/2017

Goldman Sachs Group, Inc. 0.00% due 9/15/2016

Goldman Sachs Group, Inc. 0.00% due 9/17/2015

Goldman Sachs Group, Inc. 0.00% due 9/16/2016

Goldman Sachs Group, Inc. 0.00% due 3/28/2016

Goldman Sachs Group, Inc. 0.00% due 3/12/2021

Goldman Sachs Group, Inc. 0.00% due 3/30/2016

Goldman Sachs Group, Inc. 0.00% due 3/30/2016

Goldman Sachs Group, Inc. 0.00% due 3/9/2017

Goldman Sachs Group, Inc. 0.00% due 3/9/2017

Goldman Sachs Group, Inc. 0.00% due 3/9/2017

Goldman Sachs Group, Inc. 0.00% due 4/7/2016

Goldman Sachs Group, Inc. 0.00% due 4/7/2016

Goldman Sachs Group, Inc. 0.00% due 3/7/2018

Goldman Sachs Group, Inc. 0.00% due 9/1/2016

Goldman Sachs Group, Inc. 0.00% due 9/2/2016

Goldman Sachs Group, Inc. 0.00% due 3/31/2016

Goldman Sachs Group, Inc. 0.00% due 3/31/2016

Goldman Sachs Group, Inc. Contingent quarterly coupon of 1.4125% if each component closes at or above 50% trigger level on the determination date for that quarter due 3/11/2025

Goldman Sachs Group, Inc. 4.25% for each day that index closes at or above 75% coupon barrier level; payable monthly due 2/27/2025

Goldman Sachs Group, Inc. 7% for each day that index closes at or above 65% coupon barrier level; payable monthly due 2/27/2025

Goldman Sachs Group, Inc. 0.00% due 2/28/2025

Goldman Sachs Group, Inc. 0.000% due 2/28/2020

Goldman Sachs Group, Inc. 0.000% due 2/28/2020

Goldman Sachs Group, Inc. 8.3% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 2/28/2025

Goldman Sachs Group, Inc. 6.15% for each day that index closes at or above 80% coupon barrier level; payable monthly due 8/27/2022

Goldman Sachs Group, Inc. 5.25% multiplied by proportion of days on which both indexes close at or above trigger level; payable monthly due 2/27/2019

Goldman Sachs Group, Inc. 9% for first year; after that, 6.5 times spread of 30-year CMS rate over two-year CMS rate minus 15 bps, subject to maximum interest rate of 10% per year and minimum interest rate of zero; payable quarterly due 2/27/2030

Goldman Sachs Group, Inc. 2.5% from Feb. 27; 3.5% from Feb. 27, 2019; 5% from Feb. 27, 2022 due 2/27/2025

Goldman Sachs Group, Inc. 3.25% from Feb. 27; 3.625% from Feb. 27, 2020; 4% from Feb. 27, 2024; 5% from Feb. 27, 2027; 6% from Feb. 27, 2029 due 2/27/2030

Goldman Sachs Group, Inc. 2% from Feb. 27; 3% from Aug. 27, 2017 due 2/27/2020

Goldman Sachs Group, Inc. 10% per year for first year; after that, interest factor multiplied by proportion of days on which index closes at or above barrier level; payable quarterly; Interest factor: Six times CMS spread, which is difference between 30-year CMS rate minus two-year CMS rate, subject to maximum interest factor of 10% and minimum interest factor of zero; Barrier level: 1,480.836, 70% of initial level due 2/27/2030

Goldman Sachs Group, Inc. 0.00% due 10/25/2016

Goldman Sachs Group, Inc. 0.00% due 10/13/2016

Goldman Sachs Group, Inc. 0.00% due 2/27/2020

Goldman Sachs Group, Inc. 0.00% due 8/29/2022

Goldman Sachs Group, Inc. 0.00% due 2/28/2020

Goldman Sachs Group, Inc. 0.00% due 2/28/2020

Goldman Sachs Group, Inc. 0.00% due 2/28/2020

Goldman Sachs Group, Inc. 0.00% due 2/28/2017

Goldman Sachs Group, Inc. 0.00% due 2/28/2023

Goldman Sachs Group, Inc. 0.00% due 2/28/2020

Goldman Sachs Group, Inc. 8.5% for first year; after that, 4.3 times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to maximum interest rate of 10% per year and minimum interest rate of zero; payable quarterly due 2/27/2030

Goldman Sachs Group, Inc. 0.00% due 3/14/2016

Goldman Sachs Group, Inc. 0.00% due 3/17/2017

Goldman Sachs Group, Inc. 0.00% due 3/14/2016

Goldman Sachs Group, Inc. 0.00% due 2/24/2017

Goldman Sachs Group, Inc. 0.00% due 2/28/2023

Goldman Sachs Group, Inc. 0.00% due 2/23/2017

Goldman Sachs Group, Inc. 0.00% due 5/24/2016

Goldman Sachs Group, Inc. 0.00% due 2/23/2017

Goldman Sachs Group, Inc. 0.00% due 2/23/2017

Goldman Sachs Group, Inc. 0.00% due 3/22/2016

Goldman Sachs Group, Inc. 10.85%, payable quarterly if stock closes at or above barrier price on review date for that quarter due 3/2/2016

Goldman Sachs Group, Inc. 0.00% due 3/2/2016

Goldman Sachs Group, Inc. 0.00% due 2/16/2017

Goldman Sachs Group, Inc. 0.00% due 2/16/2018

Goldman Sachs Group, Inc. 0.00% due 2/16/2017

Goldman Sachs Group, Inc. 0.00% due 3/7/2016

Goldman Sachs Group, Inc. 0.00% due 3/2/2016

Goldman Sachs Group, Inc. Annual rate for each day that six-month Libor is greater than 0% and less than or equal to 6% and index closes at or above 75% of its initial value; coupon will be 5% for first 20 quarterly interest payment dates, 6.5% for next 20 interest payment dates and 8% for final 20 interest payment dates; payable quarterly due 2/17/2030

Goldman Sachs Group, Inc. 0.00% due 2/16/2017

Goldman Sachs Group, Inc. 0.00% due 2/16/2017

Goldman Sachs Group, Inc. 0.00% due 2/16/2017

Goldman Sachs Group, Inc. 3.375% from Feb. 18; 3.75% from Feb. 18, 2023; 4% from Feb. 18, 2027; 5% from Feb. 18, 2029 due 2/18/2030

Goldman Sachs Group, Inc. 2% from Feb. 18; 3% from Feb. 18, 2018 due 2/18/2020

Goldman Sachs Group, Inc. 3% from Feb. 18; 3.5% from Feb. 18, 2021; 4% from Feb. 18, 2024 due 2/18/2025

Goldman Sachs Group, Inc. 0.00% due 8/15/2016

Goldman Sachs Group, Inc. 0.00% due 5/16/2016

Goldman Sachs Group, Inc. 0.00% due 8/12/2016

Goldman Sachs Group, Inc. 0.00% due 3/31/2016

Goldman Sachs Group, Inc. 0.00% due 2/9/2017

Goldman Sachs Group, Inc. 0.00% due 2/9/2017

Goldman Sachs Group, Inc. 0.00% due 3/1/2016

Goldman Sachs Group, Inc. 1% initially, stepping up to 2% on Feb. 12, 2016 and to 3% on Feb. 12, 2017; payable semiannually due 2/12/2018

Goldman Sachs Group, Inc. 0.00% due 9/21/2016

Goldman Sachs Group, Inc. 0.00% due 2/7/2017

Goldman Sachs Group, Inc. 0.00% due 2/6/2020

Goldman Sachs Group, Inc. 0.00% due 2/6/2020

Goldman Sachs Group, Inc. 0.00% due 2/6/2020

Goldman Sachs Group, Inc. 0.00% due 2/2/2017

Goldman Sachs Group, Inc. 0.00% due 2/6/2017

Goldman Sachs Group, Inc. 0.00% due 2/2/2017

Goldman Sachs Group, Inc. 0.00% due 2/18/2016

Goldman Sachs Group, Inc. 0.00% due 2/18/2016

Goldman Sachs Group, Inc. 0.00% due 2/18/2016

Goldman Sachs Group, Inc. 0.00% due 4/1/2016

Goldman Sachs Group, Inc. 4.5% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 881.33625, 75% of initial level due 1/30/2025

Goldman Sachs Group, Inc. 7% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 787.32705, 67% of initial level due 1/30/2025

Goldman Sachs Group, Inc. 8% for each day that index closes at or above 74.5% coupon barrier level; payable monthly; Coupon barrier level: 875.460675, 74.5% of initial level due 1/30/2025

Goldman Sachs Group, Inc. 0.00% due 3/3/2016

Goldman Sachs Group, Inc. 0.00% due 2/2/2021

Goldman Sachs Group, Inc. 0.00% due 5/3/2017

Goldman Sachs Group, Inc. 0.00% due 1/31/2020

Goldman Sachs Group, Inc. 0.00% due 1/31/2020

Goldman Sachs Group, Inc. 0.00% due 1/31/2020

Goldman Sachs Group, Inc. Each quarter, notes pay coupon at rate of 7.05% per year if each index closes at or above coupon trigger level on review date for that quarter; Coupon trigger levels: 1,522.1625 for S&P 500 and 895.9935 for Russell 2000; 75% of initial level due 2/10/2025

Goldman Sachs Group, Inc. Each quarter, notes pay coupon if each underlying component closes at or above barrier level, 70% of initial level, the review date for that quarter; coupon amount per $1,000 principal amount of notes is $20 for first 16 quarters, $25 for next eight quarters and $30 for final eight quarters due 2/10/2023

Goldman Sachs Group, Inc. 7.1%, payable semiannually if each component closes at or above coupon barrier for that period; Barrier levels: 60% of initial levels due 1/30/2024

Goldman Sachs Group, Inc. 8% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to maximum interest rate of 10% per year and minimum interest rate of zero; payable quarterly due 1/30/2030

Goldman Sachs Group, Inc. 3.25% from Jan. 30; 4% from Jan. 30, 2020; 4.5% from Jan. 30, 2024; 5% from Jan. 30, 2027; 7% from Jan. 30, 2029 due 1/30/2030

Goldman Sachs Group, Inc. 3% from Jan. 30; 3.5% from Jan. 30, 2020; 4% from Jan. 30, 2023; 5% from Jan. 30, 2025 due 1/30/2027

Goldman Sachs Group, Inc. 2.5% from Jan. 30; 2.75% from Jan. 30, 2018; 3% from Jan. 30, 2020; 3.5% from Jan. 30, 2022; 5% from Jan. 30, 2023; 7% from Jan. 30, 2024 due 1/30/2025

Goldman Sachs Group, Inc. 0.00% due 8/1/2022

Goldman Sachs Group, Inc. 0.00% due 3/3/2016

Goldman Sachs Group, Inc. 0.00% due 2/29/2016

Goldman Sachs Group, Inc. 0.00% due 2/29/2016

Goldman Sachs Group, Inc. 0.00% due 1/31/2018

Goldman Sachs Group, Inc. 0.00% due 7/29/2022

Goldman Sachs Group, Inc. 0.00% due 2/1/2021

Goldman Sachs Group, Inc. 0.00% due 2/10/2016

Goldman Sachs Group, Inc. 0.00% due 7/27/2016

Goldman Sachs Group, Inc. 0.00% due 7/27/2016

Goldman Sachs Group, Inc. 0.00% due 8/1/2022

Goldman Sachs Group, Inc. 0.00% due 9/9/2016

Goldman Sachs Group, Inc. 0.00% due 9/9/2016

Goldman Sachs Group, Inc. 0.00% due 9/9/2016

Goldman Sachs Group, Inc. 0.00% due 9/9/2016

Goldman Sachs Group, Inc. 0.00% due 2/25/2016

Goldman Sachs Group, Inc. 7%, payable semiannually if each component closes at or above coupon barrier for that period due 1/22/2020

Goldman Sachs Group, Inc. 0.00% due 2/25/2016

Goldman Sachs Group, Inc. 0.00% due 2/10/2016

Goldman Sachs Group, Inc. 0.00% due 4/9/2015

Goldman Sachs Group, Inc. 0.00% due 7/25/2016

Goldman Sachs Group, Inc. 0.00% due 1/27/2020

Goldman Sachs Group, Inc. 7.1% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 1/27/2025

Goldman Sachs Group, Inc. 0.00% due 1/19/2017

Goldman Sachs Group, Inc. 0.00% due 1/18/2018

Goldman Sachs Group, Inc. 0.00% due 1/19/2017

Goldman Sachs Group, Inc. 0.00% due 1/19/2017

Goldman Sachs Group, Inc. 0.00% due 1/22/2018

Goldman Sachs Group, Inc. 0.00% due 1/21/2020

Goldman Sachs Group, Inc. 0.00% due 1/18/2017

Goldman Sachs Group, Inc. 0.00% due 2/18/2016

Goldman Sachs Group, Inc. 0.00% due 7/15/2016

Goldman Sachs Group, Inc. 0.00% due 1/27/2016

Goldman Sachs Group, Inc. 0.00% due 1/27/2016

Goldman Sachs Group, Inc. 0.00% due 7/13/2016

Goldman Sachs Group, Inc. 0.00% due 7/13/2016

Goldman Sachs Group, Inc. 0.00% due 1/17/2017

Goldman Sachs Group, Inc. 8.00% due 1/14/2016

Goldman Sachs Group, Inc. 0.00% due 4/9/2015

Goldman Sachs Group, Inc. 0.00% due 1/10/2017

Goldman Sachs Group, Inc. 0.00% due 7/7/2016

Goldman Sachs Group, Inc. 5.65% for each day that index closes at or above 80% coupon barrier level; payable monthly due 6/30/2022

Goldman Sachs Group, Inc. 4.5% for each day that index closes at or above 75% coupon barrier level; payable monthly due 12/31/2024

Goldman Sachs Group, Inc. 7% for each day that index closes at or above 68% coupon barrier level; payable monthly due 12/31/2024

Goldman Sachs Group, Inc. 0.00% due 12/31/2019

Goldman Sachs Group, Inc. 8.25% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 12/30/2024

Goldman Sachs Group, Inc. 6.6% annualized for each quarter that each index closes at or above coupon barrier level on quarterly observation date due 12/31/2024

Goldman Sachs Group, Inc. Quarterly at 1.675% if each component closes at or above 60% barrier level on the determination date for that quarter due 1/2/2023

Goldman Sachs Group, Inc. 0.00% due 12/31/2019

Goldman Sachs Group, Inc. Contingent quarterly coupon of 1.75% if each component closes at or above 80% barrier level on the determination date for that quarter due 1/9/2030

Goldman Sachs Group, Inc. 0.00% due 6/29/2022

Goldman Sachs Group, Inc. 0.00% due 6/29/2016

Goldman Sachs Group, Inc. 7.75% annualized per day that index closes at or above coupon barrier level; Coupon barrier: 1,561.6275, 75% of initial level due 12/29/2029

Goldman Sachs Group, Inc. On each annual coupon payment date, $21.50 for each $1,000 principal amount if the coupon exchange rate for the applicable coupon observation date is less than or equal to the initial rate; otherwise, zero due 12/29/2017

Goldman Sachs Group, Inc. 0.00% due 6/29/2016

Goldman Sachs Group, Inc. 0.00% due 6/28/2016

Goldman Sachs Group, Inc. 0.00% due 6/28/2017

Goldman Sachs Group, Inc. 0.00% due 6/28/2022

Goldman Sachs Group, Inc. 0.00% due 12/28/2016

Goldman Sachs Group, Inc. 0.00% due 12/28/2017

Goldman Sachs Group, Inc. 0.00% due 12/28/2016

Goldman Sachs Group, Inc. 0.00% due 12/28/2016

Goldman Sachs Group, Inc. 0.00% due 2/24/2015

Goldman Sachs Group, Inc. 0.00% due 12/29/2020

Goldman Sachs Group, Inc. 0.00% due 12/27/2018

Goldman Sachs Group, Inc. 0.00% due 12/29/2020

Goldman Sachs Group, Inc. 0.00% due 2/25/2016

Goldman Sachs Group, Inc. 3% from Dec. 24; 3.5% from Dec. 24, 2020; 4.25% from Dec. 24, 2021; 5% from Dec. 24, 2022; 6.5% from Dec. 24, 2023 due 12/24/2024

Goldman Sachs Group, Inc. 3.5% from Dec. 22; 4% from Dec. 22, 2019; 5% from Dec. 22, 2023; 6% from Dec. 22, 2026; 7% from Dec. 22, 2028 due 12/22/2029

Goldman Sachs Group, Inc. 0.00% due 1/21/2016

Goldman Sachs Group, Inc. 4% from Dec. 19; 4.25% from Dec. 19, 2024; 4.5% from Dec. 19, 2029; 5% from Dec. 19, 2032; 6% from Dec. 19, 2033 due 12/19/2034

Goldman Sachs Group, Inc. 2.25% from Dec. 19; 3.25% from Dec. 19, 2017; 4.25% from Dec. 19, 2019; 5.25% from Dec. 19, 2020; 6.25% from Dec. 19, 2021 due 6/19/2022

Goldman Sachs Group, Inc. 0.00% due 12/15/2016

Goldman Sachs Group, Inc. 0.00% due 12/15/2016

Goldman Sachs Group, Inc. 0.00% due 10/6/2016

Goldman Sachs Group, Inc. 0.00% due 12/18/2019

Goldman Sachs Group, Inc. 0.00% due 12/18/2019

Goldman Sachs Group, Inc. 0.00% due 6/22/2016

Goldman Sachs Group, Inc. 0.00% due 12/30/2015

Goldman Sachs Group, Inc. 8.00% due 12/17/2015

Goldman Sachs Group, Inc. 0.00% due 5/30/2018

Goldman Sachs Group, Inc. 8% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to maximum interest rate of 10% per year and minimum interest rate of zero; payable quarterly due 12/17/2029

Goldman Sachs Group, Inc. 2% initially, steps up to 3.625% on Dec. 17, 2017; payable semiannually due 12/17/2019

Goldman Sachs Group, Inc. 0.00% due 12/14/2018

Goldman Sachs Group, Inc. 6.5% multiplied by proportion of days on which both indexes close at or above trigger level; payable quarterly; Trigger levels: 700.326 for Russell, 1,236.186 for S&P 500, 60% of initial levels due 12/11/2021

Goldman Sachs Group, Inc. 0.00% due 12/8/2017

Goldman Sachs Group, Inc. 0.00% due 2/19/2016

Goldman Sachs Group, Inc. 0.00% due 12/10/2018

Goldman Sachs Group, Inc. One-month Libor plus spread of 125 bps for first 42 monthly interest payment dates and 200 bps for final 27 interest payment dates; rate capped at 3% with floor of zero; payable monthly due 9/11/2020

Goldman Sachs Group, Inc. 0.00% due 12/8/2016

Goldman Sachs Group, Inc. 0.00% due 12/3/2018

Goldman Sachs Group, Inc. 0.00% due 12/3/2018

Goldman Sachs Group, Inc. 0.00% due 6/8/2017

Goldman Sachs Group, Inc. 2.25% from Nov. 26; 3.25% from Nov. 26, 2017; 4.5% from Nov. 26, 2019; 5% from Nov. 26, 2020; 7.5% from Nov. 26, 2021 due 11/26/2022

Goldman Sachs Group, Inc. 0.00% due 12/6/2016

Goldman Sachs Group, Inc. 0.00% due 12/6/2016

Goldman Sachs Group, Inc. 0.00% due 12/2/2019

Goldman Sachs Group, Inc. 4.5% for each day that index closes at or above 75% coupon barrier level; payable monthly due 11/28/2024

Goldman Sachs Group, Inc. 6.75% for each day that index closes at or above 65% coupon barrier level; payable monthly due 11/28/2024

Goldman Sachs Group, Inc. 0.00% due 5/31/2016

Goldman Sachs Group, Inc. 1.00% due 11/29/2019

Goldman Sachs Group, Inc. 0.00% due 11/29/2019

Goldman Sachs Group, Inc. 6% annualized per day that index closes at or above coupon barrier level due 5/28/2022

Goldman Sachs Group, Inc. 0.00% due 5/30/2018

Goldman Sachs Group, Inc. 0.00% due 5/27/2022

Goldman Sachs Group, Inc. 0.00% due 12/31/2015

Goldman Sachs Group, Inc. 0.00% due 11/30/2017

Goldman Sachs Group, Inc. 0.00% due 11/26/2019

Goldman Sachs Group, Inc. 7.75% multiplied by proportion of days on which both indexes close at or above trigger level; payable monthly; Trigger levels: 703.4496 for Russell, 1,916.532 for Euro Stoxx; 60% of initial level due 11/26/2029

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which index closes at or above barrier level and six-month Libor is 6% or less for the first 84 monthly interest payment dates; rate rises to 12% from 8% for final 48 interest payment dates; payable monthly; Barrier level: 879.312, 75% of initial level due 11/26/2029

Goldman Sachs Group, Inc. 2% from Nov. 26; 3.3% from May 26, 2017 due 11/26/2019

Goldman Sachs Group, Inc. 3% from Nov. 26; 3.75% from Nov. 26, 2019; 4.5% from Nov. 26, 2021; 5.5% from Nov. 26, 2023; 6% from Nov. 26, 2024; 7% from Nov. 26, 2025 due 11/26/2026

Goldman Sachs Group, Inc. 2.25% from Nov. 26; 3.25% from Nov. 26, 2017; 4.5% from Nov. 26, 2019; 5% from Nov. 26, 2020; 7.5% from Nov. 26, 2021 due 11/26/2022

Goldman Sachs Group, Inc. 0.00% due 5/26/2022

Goldman Sachs Group, Inc. 0.00% due 12/9/2015

Goldman Sachs Group, Inc. 0.00% due 1/27/2016

Goldman Sachs Group, Inc. 0.00% due 5/25/2016

Goldman Sachs Group, Inc. 0.00% due 2/24/2015

Goldman Sachs Group, Inc. 0.00% due 11/24/2017

Goldman Sachs Group, Inc. 9.5% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to maximum interest rate of 10% per year and minimum interest rate of zero; payable quarterly due 11/21/2029

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.25% on Nov. 21, 2024, to 4.5% on Nov. 21, 2029, to 5% on Nov. 21, 2032 and to 6% on Nov. 21, 2033; payable semiannually due 11/21/2034

Goldman Sachs Group, Inc. 0.00% due 11/22/2016

Goldman Sachs Group, Inc. 0.00% due 11/22/2016

Goldman Sachs Group, Inc. 0.00% due 11/20/2017

Goldman Sachs Group, Inc. 3% from Nov. 21; 3.5% from Nov. 21, 2020; 4% from Nov. 21, 2021; 5.25% from Nov. 21, 2022; 6.25% from Nov. 21, 2023 due 11/21/2024

Goldman Sachs Group, Inc. Equal to the year-over-year change in index plus 105 bps, floor of zero; payable monthly due 11/19/2024

Goldman Sachs Group, Inc. 0.00% due 11/16/2017

Goldman Sachs Group, Inc. 0.00% due 11/16/2016

Goldman Sachs Group, Inc. 2% initially, steps up to 3% on Nov. 13, 2017, to 4.5% on Nov. 13, 2019 and to 7.5% on Nov. 13, 2020; payable semiannually due 11/13/2021

Goldman Sachs Group, Inc. 0.00% due 11/17/2017

Goldman Sachs Group, Inc. 1.75% initially, stepping up to 2% on Nov. 12, 2015, to 2.5% on Nov. 12, 2016, to 3% on Nov. 12, 2017 and to 4% on Nov. 12, 2018; payable semiannually due 11/12/2019

Goldman Sachs Group, Inc. 2% from Nov. 10; 3.5% from Nov. 10, 2017 due 11/10/2019

Goldman Sachs Group, Inc. 0.00% due 11/10/2016

Goldman Sachs Group, Inc. 0.00% due 11/10/2016

Goldman Sachs Group, Inc. 0.00% due 5/11/2016

Goldman Sachs Group, Inc. 0.00% due 5/9/2016

Goldman Sachs Group, Inc. 0.00% due 11/9/2016

Goldman Sachs Group, Inc. 0.00% due 11/7/2019

Goldman Sachs Group, Inc. 0.00% due 11/3/2017

Goldman Sachs Group, Inc. 0.00% due 2/3/2016

Goldman Sachs Group, Inc. 0.00% due 10/6/2016

Goldman Sachs Group, Inc. 0.00% due 5/4/2016

Goldman Sachs Group, Inc. 0.00% due 1/20/2017

Goldman Sachs Group, Inc. 0.00% due 5/4/2016

Goldman Sachs Group, Inc. 0.00% due 8/15/2016

Goldman Sachs Group, Inc. Each quarter, notes pay contingent coupon at rate of 7% per year if each index closes at or above coupon trigger level on coupon determination date for that quarter due 11/13/2029

Goldman Sachs Group, Inc. 6.75% per year multiplied by proportion of days on which index's closing level is greater than or equal to barrier level; payable monthly due 4/30/2022

Goldman Sachs Group, Inc. 6.5% per year multiplied by proportion of days on which each index's closing level is greater than or equal to trigger level level; payable monthly due 10/31/2029

Goldman Sachs Group, Inc. 6.65% for each day that index closes at or above 65% coupon barrier level; payable monthly due 10/31/2024

Goldman Sachs Group, Inc. 4.7% for each day that index closes at or above 75% coupon barrier level; payable monthly due 10/31/2024

Goldman Sachs Group, Inc. Libor plus 500 bps per year multiplied by proportion of days on which index closes at or above barrier level; payable quarterly due 10/31/2024

Goldman Sachs Group, Inc. 0.00% due 10/31/2018

Goldman Sachs Group, Inc. Contingent quarterly coupon of 2.625% if each component closes at or above 75% barrier level on the determination date for that quarter due 10/31/2019

Goldman Sachs Group, Inc. 0.00% due 10/31/2017

Goldman Sachs Group, Inc. For each day that index closes at or above coupon barrier level, accrual at 8% for the first 108 monthly interest payment dates, stepping up to 10% for the next 36 monthly interest payment dates and to 12% for the final 36 monthly interest payment dates; payable monthly; Coupon barrier: 862.089, 75% of initial level due 10/31/2029

Goldman Sachs Group, Inc. 4% from Oct. 31; 4.25% from Oct. 31, 2024; 4.5% from Oct. 31, 2029 due 10/31/2034

Goldman Sachs Group, Inc. 0.00% due 8/2/2018

Goldman Sachs Group, Inc. 0.00% due 10/29/2019

Goldman Sachs Group, Inc. 0.00% due 10/31/2018

Goldman Sachs Group, Inc. 2% from Oct. 30; 3% from Oct. 30, 2017; 4% from Oct. 30, 2019; 5.5% from Oct. 30, 2020; 8% from Oct. 30, 2021; due 10/30/2022

Goldman Sachs Group, Inc. 0.00% due 6/2/2016

Goldman Sachs Group, Inc. 0.00% due 1/5/2016

Goldman Sachs Group, Inc. 0.00% due 11/1/2021

Goldman Sachs Group, Inc. 2.00% due 11/1/2021

Goldman Sachs Group, Inc. 1.875% per quarter until November 2018; after that, 7.5% annualized, payable quarterly if each index closes at or above trigger level on any quarterly observation date due 11/7/2029

Goldman Sachs Group, Inc. 0.00% due 12/27/2016

Goldman Sachs Group, Inc. 0.00% due 5/22/2017

Goldman Sachs Group, Inc. 0.00% due 11/2/2020

Goldman Sachs Group, Inc. 0.00% due 11/2/2020

Goldman Sachs Group, Inc. 3% initially; beginning Oct. 28, 2016, Libor plus 110 bps, capped at 4% for first 12 floating-rate interest payment dates, 5% for next eight interest payment dates, 6% for next eight interest payment dates and 7% for final four interest payment dates; payable quarterly due 10/2/2024

Goldman Sachs Group, Inc. 0.00% due 10/26/2017

Goldman Sachs Group, Inc. 0.00% due 12/30/2014

Goldman Sachs Group, Inc. 0.00% due 10/25/2018

Goldman Sachs Group, Inc. 0.00% due 12/1/2016

Goldman Sachs Group, Inc. 0.000% due 10/25/2016

Goldman Sachs Group, Inc. 0.000% due 4/27/2016

Goldman Sachs Group, Inc. 0.000% due 10/25/2016

Goldman Sachs Group, Inc. 0.00% due 4/21/2016

Goldman Sachs Group, Inc. 0.00% due 1/20/2017

Goldman Sachs Group, Inc. 0.000% due 11/4/2015

Goldman Sachs Group, Inc. 0.000% due 4/20/2016

Goldman Sachs Group, Inc. 0.00% due 11/4/2015

Goldman Sachs Group, Inc. 0.00% due 4/20/2016

Goldman Sachs Group, Inc. 0.00% due 4/18/2016

Goldman Sachs Group, Inc. 0.00% due 10/21/2019

Goldman Sachs Group, Inc. 0.00% due 10/22/2018

Goldman Sachs Group, Inc. 0.00% due 11/3/2015

Goldman Sachs Group, Inc. 10% for first year; after that, six times spread of 10-year CMS rate over two-year CMS rate minus 25 bps, subject to maximum interest rate of 10% per year and minimum interest rate of zero; payable quarterly due 10/16/2029

Goldman Sachs Group, Inc. 0.00% due 10/20/2017

Goldman Sachs Group, Inc. 0.00% due 12/30/2014

Goldman Sachs Group, Inc. 0.00% due 4/13/2016

Goldman Sachs Group, Inc. 0.00% due 4/14/2016

Goldman Sachs Group, Inc. 0.00% due 10/12/2017

Goldman Sachs Group, Inc. 0.00% due 4/13/2016

Goldman Sachs Group, Inc. 7%, payable quarterly if each index closes at or above its coupon barrier level on a quarterly observation date; otherwise, no coupon will be paid that quarter due 10/15/2024

Goldman Sachs Group, Inc. 0.00% due 12/14/2015

Goldman Sachs Group, Inc. 0.00% due 10/23/2015

Goldman Sachs Group, Inc. 0.00% due 10/12/2016

Goldman Sachs Group, Inc. 0.00% due 10/12/2016

Goldman Sachs Group, Inc. 0.00% due 10/6/2016

Goldman Sachs Group, Inc. 0.00% due 4/11/2016

Goldman Sachs Group, Inc. 0.00% due 2/10/2022

Goldman Sachs Group, Inc. 0.00% due 10/10/2017

Goldman Sachs Group, Inc. 0.00% due 2/10/2022

Goldman Sachs Group, Inc. Year-over-year change in index plus 90 bps, subject to minimum rate of zero; payable monthly due 10/9/2024

Goldman Sachs Group, Inc. 0.00% due 10/6/2016

Goldman Sachs Group, Inc. Contingent quarterly coupon of 2.0375% if each component closes at or above 70% barrier level on the determination date for that quarter due 10/11/2022

Goldman Sachs Group, Inc. 1.5%, payable annually if basket closes at or above initial level on any annual observation date due 2/6/2020

Goldman Sachs Group, Inc. 0.00% due 10/6/2016

Goldman Sachs Group, Inc. 4% from Oct. 7; 4.25% from Oct. 7, 2019; 4.75% from Oct. 7, 2024; 5% from Oct. 7, 2029; 6% from Oct. 7, 2032; 7% from Oct. 7, 2033 due 10/7/2034

Goldman Sachs Group, Inc. 3% from Oct. 7; 3.5% from Oct. 7, 2019; 4.25% from Oct. 7, 2021; 5.25% from Oct. 7, 2022; 6% from Oct. 7, 2023 due 10/7/2024

Goldman Sachs Group, Inc. 0.00% due 10/7/2019

Goldman Sachs Group, Inc. 0.00% due 10/3/2016

Goldman Sachs Group, Inc. 3% for first two years; after Oct. 2, 2016, Libor plus 105 bps, subject to minimum rate of zero and maximum interest rate of 4% per year for first 12 floating-rate interest payment dates, 5% per year for next eight interest payment dates, 6% per year for next eight interest payment dates and 7% per year for final four interest payment dates; payable quarterly due 10/2/2024

Goldman Sachs Group, Inc. 0.00% due 1/4/2017

Goldman Sachs Group, Inc. 0.00% due 10/4/2016

Goldman Sachs Group, Inc. 0.00% due 10/4/2016

Goldman Sachs Group, Inc. 6.5% per year multiplied by proportion of days on which index's closing level is greater than or equal to barrier level; payable monthly; Barrier level: 895.4648, 80% of initial level due 3/30/2022

Goldman Sachs Group, Inc. 4.5% per year multiplied by proportion of days on which index's closing level is greater than or equal to barrier level; payable monthly; Barrier level: 867.481525, 77.5% of initial level due 9/30/2024

Goldman Sachs Group, Inc. 0.00% due 10/2/2017

Goldman Sachs Group, Inc. 0.00% due 9/30/2021

Goldman Sachs Group, Inc. 0.00% due 11/30/2015

Goldman Sachs Group, Inc. 0.00% due 9/30/2019

Goldman Sachs Group, Inc. 8% for first year; after that, 4.5 times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to maximum interest rate of 10% per year and minimum interest rate of zero; payable quarterly due 9/30/2029

Goldman Sachs Group, Inc. 6% per year multiplied by proportion of days on which index closes at or above barrier level and six-month Libor is 5% or less; payable quarterly due 9/29/2029

Goldman Sachs Group, Inc. 0.00% due 10/2/2017

Goldman Sachs Group, Inc. Contingent quarterly coupon of 1.625% if each component closes at or above 80% barrier level on the determination date for that quarter due 10/9/2029

Goldman Sachs Group, Inc. 2% from Sept. 30; 3.5% from Sept. 30, 2017 due 9/30/2019

Goldman Sachs Group, Inc. Each quarter, notes pay contingent coupon at rate of 6.5% per year if index return is greater than or equal to negative 25% on coupon determination date for that quarter due 9/28/2020

Goldman Sachs Group, Inc. 0.00% due 3/28/2016

Goldman Sachs Group, Inc. 0.00% due 3/23/2016

Goldman Sachs Group, Inc. 0.00% due 10/7/2015

Goldman Sachs Group, Inc. Each year, notes will pay 5.35% coupon if index return is greater than or equal to negative 20%; if index return is less than negative 20%, no coupon will be paid that year due 9/21/2017

Goldman Sachs Group, Inc. 0.00% due 9/23/2019

Goldman Sachs Group, Inc. 0.00% due 1/9/2017

Goldman Sachs Group, Inc. 0.00% due 12/23/2014

Goldman Sachs Group, Inc. 0.00% due 9/21/2017

Goldman Sachs Group, Inc. 25% multiplied by proportion of days on which both indexes close at or above initial level; payable monthly due 9/19/2029

Goldman Sachs Group, Inc. 4% from Sept. 19; 4.25% from Sept. 19, 2022; 5% from Sept. 19, 2030; 6% from Sept. 19, 2032; 8% from Sept. 19, 2033 due 9/19/2034

Goldman Sachs Group, Inc. Each year, notes will pay 9% coupon if basket return is zero or positive; if basket return is negative, no coupon will be paid that year due 12/19/2019

Goldman Sachs Group, Inc. 0.00% due 3/21/2018

Goldman Sachs Group, Inc. 0.00% due 7/7/2016

Goldman Sachs Group, Inc. 0.00% due 3/17/2015

Goldman Sachs Group, Inc. 3% from Sept. 17; 3.5% from Sept. 17, 2019; 4% from Sept. 17, 2021; 5% from Sept. 17, 2022; 6% from Sept. 17, 2023 due 9/17/2024

Goldman Sachs Group, Inc. 0.00% due 10/2/2015

Goldman Sachs Group, Inc. Initially, 3%; after Aug. 28, 2015, Libor plus 140 bps, subject to minimum rate of 1.4% per year and maximum rate of 5% per year; payable quarterly due 8/28/2024

Goldman Sachs Group, Inc. Each quarter, notes pay contingent coupon if each index closes at or above 87.5% of initial level on coupon determination date for that quarter; for each $1,000 principal amount of notes, contingent coupon equals (i) product of $20 times number of determination dates that have occurred up to and including relevant determination date minus (ii) sum of all coupons previously paid, if any due 9/24/2029

Goldman Sachs Group, Inc. 8% for the first year; then, (i) 4.5 times (ii) CMS spread minus 25 bps, capped at 10%, floor of 0%; payable quarterly due 9/15/2029

Goldman Sachs Group, Inc. 0.00% due 9/13/2016

Goldman Sachs Group, Inc. 0.00% due 9/13/2016

Goldman Sachs Group, Inc. 0.00% due 9/23/2015

Goldman Sachs Group, Inc. 0.00% due 9/23/2015

Goldman Sachs Group, Inc. 0.00% due 3/9/2016

Goldman Sachs Group, Inc. 0.00% due 3/9/2016

Goldman Sachs Group, Inc. 0.00% due 10/8/2015

Goldman Sachs Group, Inc. 0.00% due 10/10/2017

Goldman Sachs Group, Inc. 2% from Sept. 10; 3.25% from March 10, 2018; 4% from March 10, 2019 due 9/10/2019

Goldman Sachs Group, Inc. 0.00% due 3/9/2015

Goldman Sachs Group, Inc. 0.00% due 3/9/2016

Goldman Sachs Group, Inc. 0.00% due 9/16/2015

Goldman Sachs Group, Inc. 0.00% due 9/16/2015

Goldman Sachs Group, Inc. 0.00% due 3/2/2016

Goldman Sachs Group, Inc. 0.00% due 9/5/2019

Goldman Sachs Group, Inc. 0.00% due 8/30/2019

Goldman Sachs Group, Inc. 7.3% for each day that index closes at or above 77.5% coupon barrier level; payable monthly due 8/29/2024

Goldman Sachs Group, Inc. 4.65% for each day that index closes at or above 77.5% coupon barrier level; payable monthly due 8/29/2024

Goldman Sachs Group, Inc. 7% for each day that index closes at or above 60% coupon barrier level; payable monthly due 8/29/2029

Goldman Sachs Group, Inc. 6.5% annualized per day that index closes at or above coupon barrier level; payable monthly due 8/29/2024

Goldman Sachs Group, Inc. 0.00% due 9/1/2021

Goldman Sachs Group, Inc. 0.00% due 9/30/2015

Goldman Sachs Group, Inc. 0.00% due 10/30/2015

Goldman Sachs Group, Inc. 7% per year, for each quarter that funds closes at or above coupon barrier level on observation date for that quarter due 8/30/2024

Goldman Sachs Group, Inc. 0.00% due 3/2/2016

Goldman Sachs Group, Inc. 0.00% due 8/29/2019

Goldman Sachs Group, Inc. 6.4% annualized per day that index closes at or above coupon barrier level; payable monthly; Coupon barrier level: 940.136, 80% of initial level due 2/28/2022

Goldman Sachs Group, Inc. 4% from Aug. 28; 4.25% from Aug. 28, 2022; 5% from Aug. 28, 2030; 6% from Aug. 28, 2032; 8% from Aug. 28, 2033 due 8/28/2034

Goldman Sachs Group, Inc. Initially, 3%; after Aug. 28, 2015, Libor plus 140 bps, subject to minimum rate of 1.4% per year and maximum rate of 5% per year; payable quarterly due 8/28/2024

Goldman Sachs Group, Inc. 0.00% due 10/30/2015

Goldman Sachs Group, Inc. 0.00% due 9/30/2015

Goldman Sachs Group, Inc. 0.00% due 8/30/2019

Goldman Sachs Group, Inc. 0.00% due 8/30/2019

Goldman Sachs Group, Inc. 0.00% due 9/15/2015

Goldman Sachs Group, Inc. 0.00% due 8/25/2016

Goldman Sachs Group, Inc. 0.00% due 3/1/2021

Goldman Sachs Group, Inc. 0.00% due 3/9/2015

Goldman Sachs Group, Inc. 0.00% due 8/25/2016

Goldman Sachs Group, Inc. 0.00% due 11/25/2014

Goldman Sachs Group, Inc. 0.00% due 8/29/2016

Goldman Sachs Group, Inc. 7.4% per year, for each quarter that indexes closes at or above coupon barrier level on observation date for that quarter due 8/23/2024

Goldman Sachs Group, Inc. 7.8% for each day that the index closes at or above the barrier level; payable monthly due 8/21/2029

Goldman Sachs Group, Inc. 0.00% due 8/20/2018

Goldman Sachs Group, Inc. 6.85% per year, for each quarter that indexes closes at or above coupon barrier level on observation date for that quarter; Coupon barriers: 1,368.55 for S&P 500, 2,123.47 for Euro Stoxx; 70% of initial levels due 8/21/2024

Goldman Sachs Group, Inc. 0.00% due 8/18/2016

Goldman Sachs Group, Inc. 0.00% due 8/18/2016

Goldman Sachs Group, Inc. 0.00% due 2/18/2016

Goldman Sachs Group, Inc. 0.00% due 2/18/2016

Goldman Sachs Group, Inc. 0.00% due 2/19/2016

Goldman Sachs Group, Inc. 0.00% due 9/17/2015

Goldman Sachs Group, Inc. 0.00% due 8/31/2015

Goldman Sachs Group, Inc. 2% from Aug. 15; 3% from Feb. 15, 2018; 4.5% from Feb. 15, 2019 due 8/15/2019

Goldman Sachs Group, Inc. 0.00% due 8/17/2017

Goldman Sachs Group, Inc. 0.00% due 8/17/2017

Goldman Sachs Group, Inc. 10% for the first year; then, (i) 4 times (ii) CMS spread minus 25 bps, capped at 10%, floor of 0%; payable quarterly due 8/18/2029

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.25% on Aug. 13, 2022, to 5% on Aug. 13, 2027, to 6% on Aug. 13, 2032 and to 8% on Aug. 13, 2033; payable semiannually due 8/13/2034

Goldman Sachs Group, Inc. 0.00% due 8/19/2015

Goldman Sachs Group, Inc. 0.00% due 8/31/2015

Goldman Sachs Group, Inc. 0.00% due 8/31/2015

Goldman Sachs Group, Inc. 0.00% due 8/11/2016

Goldman Sachs Group, Inc. 0.00% due 4/5/2016

Goldman Sachs Group, Inc. 0.00% due 8/14/2018

Goldman Sachs Group, Inc. 0.00% due 8/14/2019

Goldman Sachs Group, Inc. 0.00% due 8/9/2018

Goldman Sachs Group, Inc. 0.00% due 8/11/2016

Goldman Sachs Group, Inc. 0.00% due 8/9/2016

Goldman Sachs Group, Inc. 0.00% due 8/19/2015

Goldman Sachs Group, Inc. 0.00% due 10/7/2015

Goldman Sachs Group, Inc. 0.00% due 8/24/2016

Goldman Sachs Group, Inc. 0.00% due 8/3/2016

Goldman Sachs Group, Inc. 8% for first year; after that, 4 times spread of 30-year CMS rate over two-year CMS rate, capped at 8%; payable quarterly due 8/6/2029

Goldman Sachs Group, Inc. 0.00% due 8/6/2019

Goldman Sachs Group, Inc. 0.00% due 8/3/2016

Goldman Sachs Group, Inc. 0.00% due 2/3/2020

Goldman Sachs Group, Inc. 4.5% per year multiplied by proportion of days on which index's closing level is greater than or equal to barrier level; payable monthly; Barrier level: 884.773325, 77.5% of initial level due 7/31/2024

Goldman Sachs Group, Inc. 7% per year multiplied by proportion of days on which index's closing level is greater than or equal to barrier level; payable monthly; Barrier level: 884.773325, 77.5% of initial level due 7/31/2024

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index's closing level is greater than or equal to barrier level; payable monthly; Barrier level: 856.23225, 75% of initial level due 7/31/2029

Goldman Sachs Group, Inc. 6% per year multiplied by proportion of days on which index's closing level is greater than or equal to barrier level; payable monthly; Barrier level: 742.06795, 65% of initial level due 7/31/2024

Goldman Sachs Group, Inc. 0.00% due 8/3/2021

Goldman Sachs Group, Inc. 7.34% annualized for each quarter that indexes closes at or above coupon barrier level on observation date for that quarter due 7/31/2024

Goldman Sachs Group, Inc. 6% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 911.6016, 80% of initial level due 1/31/2022

Goldman Sachs Group, Inc. 7.55% per year multiplied by proportion of days on which index's closing level is greater than or equal barrier level; payable monthly; Barrier level: 854.6265, 75% of initial level due 7/31/2019

Goldman Sachs Group, Inc. 7% per year multiplied by proportion of days on which index closes at or above barrier level and six-month Libor is 6% or less; payable monthly; Barrier level: 683.7012, 60% of initial level due 7/31/2029

Goldman Sachs Group, Inc. 4% from July 30; 4.25% from July 30, 2022; 5% from July 30, 2027; 6% from July 30, 2032; 8% from July 30, 2033 due 7/30/2034

Goldman Sachs Group, Inc. 0.00% due 8/24/2016

Goldman Sachs Group, Inc. 0.00% due 10/28/2014

Goldman Sachs Group, Inc. 0.00% due 7/31/2019

Goldman Sachs Group, Inc. 0.00% due 7/31/2019

Goldman Sachs Group, Inc. 2% from July 30; 3.25% from Jan. 30, 2018 due 7/30/2019

Goldman Sachs Group, Inc. 0.00% due 8/17/2015

Goldman Sachs Group, Inc. 10.25% per year for each day that index closes at or above coupon barrier level; payable monthly; Coupon barrier level: 2,978.56, 92.5% of initial level due 7/29/2029

Goldman Sachs Group, Inc. 2.625% from July 31; 4.125% from July 31, 2018; 5.625% from and including July 31, 2020 due 7/31/2021

Goldman Sachs Group, Inc. 0.00% due 7/30/2019

Goldman Sachs Group, Inc. 0.00% due 7/30/2019

Goldman Sachs Group, Inc. 0.00% due 10/27/2015

Goldman Sachs Group, Inc. 0.00% due 1/25/2016

Goldman Sachs Group, Inc. 0.00% due 7/27/2020

Goldman Sachs Group, Inc. 0.00% due 1/21/2016

Goldman Sachs Group, Inc. 0.00% due 8/5/2015

Goldman Sachs Group, Inc. 0.00% due 1/6/2016

Goldman Sachs Group, Inc. 7.15% annualized for each quarter that indexes closes at or above coupon barrier level on observation date for that quarter due 7/24/2024

Goldman Sachs Group, Inc. 0.00% due 7/21/2016

Goldman Sachs Group, Inc. 0.00% due 9/22/2016

Goldman Sachs Group, Inc. 0.00% due 7/13/2018

Goldman Sachs Group, Inc. 0.00% due 7/14/2016

Goldman Sachs Group, Inc. 5.25% annualized, payable quarterly if each index closes at or above trigger level on any quarterly observation date due 7/14/2016

Goldman Sachs Group, Inc. 6.7% per year multiplied by proportion of days on which index closes at or above barrier level and Libor is 6% or less; payable quarterly; Barrier level: 703.2882, 60% of initial level due 7/11/2024

Goldman Sachs Group, Inc. 0.00% due 7/13/2016

Goldman Sachs Group, Inc. 7.35% per year multiplied by proportion of days on which index closes at or above barrier level and six-month Libor is 6.5% or less; payable monthly; Barrier level: 890.055, 75% of initial level due 7/10/2024

Goldman Sachs Group, Inc. 0.00% due 7/11/2017

Goldman Sachs Group, Inc. 0.00% due 1/6/2016

Goldman Sachs Group, Inc. 0.00% due 1/6/2016

Goldman Sachs Group, Inc. 0.00% due 7/22/2015

Goldman Sachs Group, Inc. 0.00% due 1/7/2016

Goldman Sachs Group, Inc. 2% from July 8; 3% from Jan. 8, 2018 due 7/8/2019

Goldman Sachs Group, Inc. 0.00% due 7/21/2015

Goldman Sachs Group, Inc. 0.00% due 12/30/2015

Goldman Sachs Group, Inc. 7% per year multiplied by proportion of days on which index closes at or above barrier level and six-month Libor is 6% or less; payable monthly; Barrier level: 708.4254, 75% of initial level due 6/30/2029

Goldman Sachs Group, Inc. 30-year CMS rate times 80%, floor of 2%, cap of 10%; payable quarterly due 6/30/2024

Goldman Sachs Group, Inc. 0.00% due 12/30/2021

Goldman Sachs Group, Inc. 0.00% due 7/3/2019

Goldman Sachs Group, Inc. 0.00% due 7/3/2019

Goldman Sachs Group, Inc. 0.00% due 1/22/2016

Goldman Sachs Group, Inc. 0.00% due 6/28/2024

Goldman Sachs Group, Inc. 7.1% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 2,627.848, 80% of initial level due 6/27/2029

Goldman Sachs Group, Inc. Applicable rate annualized per day that index closes at or above index trigger level and Libor is 6% or less; applicable rate is 6% for the first 96 monthly interest payment dates, 7% for the next 48 and 9% for the final 36; payable monthly; Coupon barrier level: 879.93225, 75% of initial level due 6/27/2029

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index closes at or above barrier level; applicable rate is 7% per year for first 60 months, 8% per year for next 60 months and 9% per year for final 60 months; payable monthly; Barrier level: 879.93225, 75% of initial level due 6/27/2029

Goldman Sachs Group, Inc. 0.00% due 7/20/2016

Goldman Sachs Group, Inc. 9% for first year; after that, 5 times spread of 30-year CMS rate over five-year CMS rate, capped at 10%; payable quarterly due 6/26/2029

Goldman Sachs Group, Inc. 0.00% due 1/22/2016

Goldman Sachs Group, Inc. 0.00% due 7/28/2015

Goldman Sachs Group, Inc. 2% from June 27; 3% from Dec. 27, 2017; 4% from Dec. 27, 2018 due 6/27/2019

Goldman Sachs Group, Inc. 0.00% due 6/23/2016

Goldman Sachs Group, Inc. 3.5% from June 18; 3.75% from June 18, 2019; 4% from June 18, 2022; 4.5% from June 18, 2024; 5% from June 18, 2026; 6% from June 18, 2027; 8% from June 18, 2028 due 6/18/2029

Goldman Sachs Group, Inc. 0.00% due 6/17/2021

Goldman Sachs Group, Inc. 0.00% due 12/16/2015

Goldman Sachs Group, Inc. 0.00% due 12/17/2015

Goldman Sachs Group, Inc. 0.00% due 6/19/2017

Goldman Sachs Group, Inc. 0.00% due 12/15/2015

Goldman Sachs Group, Inc. Interest factor multiplied by proportion of days on which index closes at or above barrier level and six-month Libor is 6% or less; interest factor will be 6% per year for the first 60 monthly interest payment dates, 7% per year for the next 60 monthly interest payment dates and 8% per year for the final 60 monthly interest payment dates; payable monthly due 6/12/2029

Goldman Sachs Group, Inc. 0.000% due 6/24/2015

Goldman Sachs Group, Inc. 6.25% per year multiplied by proportion of days on which each index's closing level is greater than or equal to 50% of its initial index level; payable monthly due 6/11/2029

Goldman Sachs Group, Inc. 0.00% due 12/9/2015

Goldman Sachs Group, Inc. 0.00% due 6/14/2017

Goldman Sachs Group, Inc. 9.25% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate minus 25 bps, subject to maximum interest rate of 9.5% per year and minimum interest rate of zero; payable quarterly due 6/12/2029

Goldman Sachs Group, Inc. 0.00% due 9/16/2015

Goldman Sachs Group, Inc. 0.00% due 6/9/2016

Goldman Sachs Group, Inc. 0.00% due 6/9/2016

Goldman Sachs Group, Inc. 7% for first year, then (i) 10-year CMS rate plus 155 bps multiplied by (ii) proportion of days on which index closes at or above barrier level; payable quarterly; Barrier level: 788.305, 70% of initial level due 6/6/2024

Goldman Sachs Group, Inc. 0.00% due 12/7/2015

Goldman Sachs Group, Inc. 0.00% due 12/7/2015

Goldman Sachs Group, Inc. Interest factor multiplied by proportion of days on which index closes at or above barrier level and six-month Libor is 6% or less; interest factor will be 6% per year for the first 84 monthly interest payment dates, 7% per year for the next 60 monthly interest payment dates and 8% per year for the final 36 monthly interest payment dates; payable monthly due 6/4/2029

Goldman Sachs Group, Inc. 0.00% due 12/3/2015

Goldman Sachs Group, Inc. 0.00% due 5/31/2019

Goldman Sachs Group, Inc. 5% for each day that the index closes at or above the barrier level; payable monthly; Barrier level: 77.5% of initial level due 5/30/2024

Goldman Sachs Group, Inc. 7.5% for each day that the index closes at or above the barrier level; payable monthly; due 5/30/2024

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 5/30/2029

Goldman Sachs Group, Inc. 0.00% due 9/2/2020

Goldman Sachs Group, Inc. 0.00% due 12/2/2021

Goldman Sachs Group, Inc. 6.5% annualized per day that index closes at or above coupon barrier level; payable monthly due 5/30/2021

Goldman Sachs Group, Inc. 7.85% annualized, payable quarterly if each index closes at or above trigger level on any quarterly observation date due 5/30/2017

Goldman Sachs Group, Inc. 2% initially, stepping up to 3.25% on Nov. 30, 2017 and to 5% on Nov. 30, 2018; payable semiannually due 5/30/2019

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on May 30, 2024 and to 5% on May 30, 2028; payable semiannually due 5/30/2029

Goldman Sachs Group, Inc. 0.00% due 3/2/2018

Goldman Sachs Group, Inc. 0.00% due 6/10/2015

Goldman Sachs Group, Inc. 15% for first three months; after that, 15% multiplied by the proportion of days on which the index closes at or above the initial index level; payable monthly due 5/29/2029

Goldman Sachs Group, Inc. 0.00% due 6/2/2017

Goldman Sachs Group, Inc. 0.00% due 12/2/2015

Goldman Sachs Group, Inc. 0.00% due 5/26/2016

Goldman Sachs Group, Inc. 0.00% due 11/25/2015

Goldman Sachs Group, Inc. Interest factor multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 5/29/2029

Goldman Sachs Group, Inc. 3% in years one through five, 4% in years six and seven and 5.5% in year eight; payable semiannually due 5/30/2022

Goldman Sachs Group, Inc. 2% in years one and two and 4% in years three through seven; payable semiannually due 5/28/2021

Goldman Sachs Group, Inc. 0.00% due 8/26/2014

Goldman Sachs Group, Inc. 0.00% due 6/2/2017

Goldman Sachs Group, Inc. 1.5%, payable annually if basket closes at or above initial level on any annual observation date due 5/28/2019

Goldman Sachs Group, Inc. 10% for first year; then, (i) 7.5 times (ii) CMS spread minus 25 bps, capped at 12%, floor of 0%; payable quarterly due 5/21/2029

Goldman Sachs Group, Inc. 0.00% due 11/23/2015

Goldman Sachs Group, Inc. 0.00% due 5/23/2017

Goldman Sachs Group, Inc. 0.00% due 6/3/2015

Goldman Sachs Group, Inc. 0.00% due 6/3/2015

Goldman Sachs Group, Inc. 0.000% due 5/26/2016

Goldman Sachs Group, Inc. 0.000% due 5/19/2016

Goldman Sachs Group, Inc. 0.00% due 5/17/2018

Goldman Sachs Group, Inc. 0.00% due 12/11/2018

Goldman Sachs Group, Inc. 0.00% due 5/16/2017

Goldman Sachs Group, Inc. 0.00% due 11/12/2015

Goldman Sachs Group, Inc. 0.00% due 5/28/2015

Goldman Sachs Group, Inc. 0.00% due 5/28/2015

Goldman Sachs Group, Inc. 0.00% due 5/11/2016

Goldman Sachs Group, Inc. 0.76 times 10-year CMS rate, floor of 2%; payable semiannually due 5/8/2021

Goldman Sachs Group, Inc. 0.00% due 11/4/2015

Goldman Sachs Group, Inc. 0.00% due 5/5/2017

Goldman Sachs Group, Inc. 7% per year for each day that index closes at or above coupon barrier level; payable monthly; Barrier level: 2,374.38, 75% of initial level due 4/30/2029

Goldman Sachs Group, Inc. 0.00% due 5/2/2019

Goldman Sachs Group, Inc. 8.65% per year multiplied by proportion of days on which each index closes at or above trigger level; payable monthly; Trigger levels: 821.04057 for Russell 2000, 2,362.89240 for Euro Stoxx 50 and 1,374.03105 for S&P 500; 73.5% of initial levels due 4/30/2024

Goldman Sachs Group, Inc. 7.5% annualized per day that index closes at or above coupon barrier level due 4/30/2024

Goldman Sachs Group, Inc. 10% for first year; then, (i) 4 times (ii) CMS spread minus 25 bps, capped at 10%, floor of 0%; payable quarterly due 4/30/2029

Goldman Sachs Group, Inc. 2% initially, stepping up to 3% on April 30, 2017 and to 4% on April 30, 2018; payable semiannually due 4/30/2019

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on April 30, 2022, to 5% on April 30, 2025 and to 6.5% on April 30, 2028; payable semiannually due 4/30/2029

Goldman Sachs Group, Inc. 0.00% due 11/2/2021

Goldman Sachs Group, Inc. 0.00% due 11/4/2016

Goldman Sachs Group, Inc. 0.00% due 5/3/2021

Goldman Sachs Group, Inc. 0.00% due 7/31/2014

Goldman Sachs Group, Inc. 5.5% annualized per day that index closes at or above coupon barrier level due 4/30/2021

Goldman Sachs Group, Inc. 5% annualized per day that index closes at or above coupon barrier level; payable monthly; Coupon barrier level: 865.72305, 77.5% of initial level due 4/30/2024

Goldman Sachs Group, Inc. 0.00% due 5/2/2016

Goldman Sachs Group, Inc. 0.00% due 4/28/2017

Goldman Sachs Group, Inc. 0.00% due 10/28/2015

Goldman Sachs Group, Inc. 0.00% due 5/2/2019

Goldman Sachs Group, Inc. 0.00% due 5/2/2019

Goldman Sachs Group, Inc. 0.00% due 5/13/2015

Goldman Sachs Group, Inc. 0.00% due 1/30/2018

Goldman Sachs Group, Inc. 7% annualized per day that index closes at or above coupon barrier level due 4/29/2029

Goldman Sachs Group, Inc. 1.5% initially, stepping up to 2% on Dec. 23, 2015, to 3% on Dec. 23, 2016 and to 5% on Dec. 23, 2017; payable semiannually due 12/23/2018

Goldman Sachs Group, Inc. 8% annualized per day that index closes at or above coupon barrier level, payable monthly; Barrier level: 860.31, 75% of initial level due 4/28/2029

Goldman Sachs Group, Inc. 0.00% due 3/25/2016

Goldman Sachs Group, Inc. 7.15% annualized per day that index closes at or above coupon barrier level, payable monthly; Barrier level: 866.70525, 75% of initial level due 4/25/2024

Goldman Sachs Group, Inc. 0.83 times 10-year CMS rate, subject to floor of 2% per year; payable semiannually due 4/29/2024

Goldman Sachs Group, Inc. 0.00% due 4/26/2018

Goldman Sachs Group, Inc. 0.00% due 4/26/2017

Goldman Sachs Group, Inc. Five times the CMS spread, capped at 7% per year for first 20 interest periods, 8% for next 20 interest periods and 9% for final 20 interest periods, floor of 0%; payable quarterly due 4/21/2029

Goldman Sachs Group, Inc. 0.00% due 4/28/2016

Goldman Sachs Group, Inc. 0.00% due 4/19/2018

Goldman Sachs Group, Inc. 11.7% per year, payable quarterly if Cabot shares close at or above 80% of initial share price on the observation date for that quarter due 4/29/2015

Goldman Sachs Group, Inc. 13.3% per year, payable quarterly if Lennar shares close at or above 80% of initial share price on the observation date for that quarter due 4/29/2015

Goldman Sachs Group, Inc. 0.00% due 5/5/2015

Goldman Sachs Group, Inc. 0.00% due 5/14/2015

Goldman Sachs Group, Inc. 0.00% due 10/15/2015

Goldman Sachs Group, Inc. 0.00% due 4/29/2015

Goldman Sachs Group, Inc. 0.00% due 4/29/2015

Goldman Sachs Group, Inc. 0.00% due 4/18/2019

Goldman Sachs Group, Inc. 0.00% due 5/5/2015

Goldman Sachs Group, Inc. 0.00% due 4/17/2019

Goldman Sachs Group, Inc. 10% for first year; then, (i) 4 times (ii) CMS spread minus 25 bps, capped at 10%, floor of 0%; payable quarterly due 4/14/2029

Goldman Sachs Group, Inc. 0.00% due 10/13/2016

Goldman Sachs Group, Inc. 0.00% due 10/16/2014

Goldman Sachs Group, Inc. 0.00% due 4/14/2015

Goldman Sachs Group, Inc. 0.00% due 10/8/2015

Goldman Sachs Group, Inc. 0.00% due 10/7/2015

Goldman Sachs Group, Inc. 0.00% due 4/22/2015

Goldman Sachs Group, Inc. 8.50% due 12/16/2014

Goldman Sachs Group, Inc. 8.50% due 12/16/2014

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on April 7, 2022, to 5% on April 7, 2025 and to 6% on April 7, 2028; payable semiannually due 4/7/2029

Goldman Sachs Group, Inc. 8.00% due 1/12/2015

Goldman Sachs Group, Inc. 0.00% due 4/5/2016

Goldman Sachs Group, Inc. 0.00% due 4/4/2017

Goldman Sachs Group, Inc. 0.00% due 4/4/2019

Goldman Sachs Group, Inc. 0.00% due 4/4/2019

Goldman Sachs Group, Inc. 0.00% due 4/1/2019

Goldman Sachs Group, Inc. 7.5% annualized per day that index closes at or above coupon barrier level; Barrier level: 892.366775, 77.5% of initial level due 3/31/2024

Goldman Sachs Group, Inc. 5% annualized per day that index closes at or above coupon barrier level due 3/31/2024

Goldman Sachs Group, Inc. 5.15 times CMS spread, capped at 10% with floor of 0%; payable quarterly due 3/31/2029

Goldman Sachs Group, Inc. 4 times CMS spread minus 25 bps, capped at 10% with floor of 0%; payable quarterly due 3/31/2029

Goldman Sachs Group, Inc. 3% initially, stepping up to 4.25% on March 31, 2019 and to 7.25% on March 31, 2022; payable semiannually due 3/31/2024

Goldman Sachs Group, Inc. 0.00% due 9/30/2021

Goldman Sachs Group, Inc. 0.00% due 4/1/2021

Goldman Sachs Group, Inc. 0.00% due 3/28/2024

Goldman Sachs Group, Inc. 8% annualized, payable quarterly if each index closes at or above trigger level on any quarterly observation date due 4/3/2017

Goldman Sachs Group, Inc. 0.00% due 12/29/2017

Goldman Sachs Group, Inc. 7% annualized per day that index closes at or above coupon barrier level due 3/28/2029

Goldman Sachs Group, Inc. 8% annualized per day that index closes at or above coupon barrier level; Coupon barrier level: 883.53735, 75% of initial level due 3/28/2029

Goldman Sachs Group, Inc. 0.00% due 6/30/2020

Goldman Sachs Group, Inc. 8.00% due 1/14/2015

Goldman Sachs Group, Inc. 0.00% due 9/24/2015

Goldman Sachs Group, Inc. 0.00% due 9/24/2015

Goldman Sachs Group, Inc. 0.00% due 9/24/2015

Goldman Sachs Group, Inc. 0.00% due 3/22/2018

Goldman Sachs Group, Inc. 0.00% due 9/24/2015

Goldman Sachs Group, Inc. 0.00% due 3/24/2016

Goldman Sachs Group, Inc. 0.00% due 1/22/2016

Goldman Sachs Group, Inc. 0.00% due 3/22/2018

Goldman Sachs Group, Inc. 6 times CMS spread minus 25 bps, capped at 10% with floor of 0%; payable quarterly due 3/21/2029

Goldman Sachs Group, Inc. 5 times CMS spread, capped at 10% with floor of 0%; payable quarterly due 3/19/2029

Goldman Sachs Group, Inc. 2% in years one through three and 3.3% in years four and five; payable semiannually due 3/19/2019

Goldman Sachs Group, Inc. 0.00% due 4/1/2015

Goldman Sachs Group, Inc. 0.00% due 9/16/2015

Goldman Sachs Group, Inc. 0.00% due 9/16/2015

Goldman Sachs Group, Inc. 0.00% due 4/1/2015

Goldman Sachs Group, Inc. 0.00% due 4/1/2015

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on March 18, 2022, to 5.25% on March 18, 2026, to 6.25% on March 18, 2027 and to 7.25% on March 18, 2028; payable semiannually due 3/18/2029

Goldman Sachs Group, Inc. 0.00% due 4/16/2015

Goldman Sachs Group, Inc. 3% for first five years, stepping up to 4.25% on March 13, 2019 and to 6.25% on March 13, 2022; payable semiannually due 3/13/2024

Goldman Sachs Group, Inc. 6 times CMS spread, capped at 6% for first 20 interest periods, 7% for next 20 interest periods and 8% for final 20 interest periods; payable quarterly due 3/12/2029

Goldman Sachs Group, Inc. 0.00% due 3/14/2016

Goldman Sachs Group, Inc. 0.000% due 4/10/2015

Goldman Sachs Group, Inc. 0.000% due 6/8/2016

Goldman Sachs Group, Inc. 0.000% due 3/7/2016

Goldman Sachs Group, Inc. 0.000% due 3/23/2015

Goldman Sachs Group, Inc. 0.00% due 12/29/2017

Goldman Sachs Group, Inc. 0.00% due 3/3/2016

Goldman Sachs Group, Inc. 0.00% due 3/3/2016

Goldman Sachs Group, Inc. 0.000% due 9/3/2015

Goldman Sachs Group, Inc. 0.000% due 4/5/2016

Goldman Sachs Group, Inc. 0.00% due 3/4/2019

Goldman Sachs Group, Inc. 0.00% due 3/1/2019

Goldman Sachs Group, Inc. 0.00% due 2/19/2021

Goldman Sachs Group, Inc. 5% multiplied by proportion of days on which index closes at or above barrier level due 2/28/2024

Goldman Sachs Group, Inc. 8.5% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 2/28/2029

Goldman Sachs Group, Inc. 7% per year multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 2/28/2029

Goldman Sachs Group, Inc. 8% multiplied by proportion of days on which index closes at or above barrier level; Barrier level: 915.8326125, 77.5% of initial level due 2/28/2024

Goldman Sachs Group, Inc. 0.00% due 8/31/2021

Goldman Sachs Group, Inc. 0.00% due 3/3/2021

Goldman Sachs Group, Inc. 0.00% due 2/28/2019

Goldman Sachs Group, Inc. 5.75% per day that index closes at or above the 80% coupon barrier; payable monthly due 2/28/2021

Goldman Sachs Group, Inc. 0.00% due 11/30/2017

Goldman Sachs Group, Inc. 0.00% due 2/28/2019

Goldman Sachs Group, Inc. 0.00% due 5/29/2015

Goldman Sachs Group, Inc. 0.00% due 3/31/2015

Goldman Sachs Group, Inc. 9% for first year; after that, (i) 5 times (ii) CMS spread, capped at 9% and floor of 1%; payable quarterly due 2/27/2029

Goldman Sachs Group, Inc. 2% from Feb. 27; 3.5% from Feb. 27, 2017 due 2/27/2019

Goldman Sachs Group, Inc. 2.75% from Feb. 27; 5.5% from Feb. 27, 2019 due 2/27/2022

Goldman Sachs Group, Inc. 0.00% due 3/4/2019

Goldman Sachs Group, Inc. 0.00% due 2/29/2016

Goldman Sachs Group, Inc. Payable quarterly if both indexes close at or above initial levels on related coupon determination date in amount equal to (a) product of $21.25 times number of coupon determination dates that have occurred up to and including relevant coupon determination date minus (b) sum of all coupons previously paid, if any due 3/7/2029

Goldman Sachs Group, Inc. 8.55% multiplied by proportion of days on which index closes at or above barrier level; Barrier level: 873.4725, 75% of initial level due 2/26/2029

Goldman Sachs Group, Inc. 0.00% due 2/29/2016

Goldman Sachs Group, Inc. 0.000% due 3/16/2015

Goldman Sachs Group, Inc. 0.00% due 8/26/2015

Goldman Sachs Group, Inc. 0.00% due 8/26/2015

Goldman Sachs Group, Inc. 0.00% due 2/25/2016

Goldman Sachs Group, Inc. 0.00% due 3/11/2015

Goldman Sachs Group, Inc. 0.000% due 2/29/2016

Goldman Sachs Group, Inc. 0.00% due 8/24/2015

Goldman Sachs Group, Inc. 0.00% due 8/21/2015

Goldman Sachs Group, Inc. 0.00% due 3/4/2015

Goldman Sachs Group, Inc. 0.00% due 8/17/2017

Goldman Sachs Group, Inc. 9% for first year; after that, (i) 4 times (ii) CMS spread minus 25 bps, capped at 9% and floor of zero; payable quarterly due 2/24/2029

Goldman Sachs Group, Inc. 0.00% due 8/19/2015

Goldman Sachs Group, Inc. 0.00% due 3/4/2015

Goldman Sachs Group, Inc. 0.00% due 8/19/2015

Goldman Sachs Group, Inc. 0.00% due 2/18/2016

Goldman Sachs Group, Inc. 0.00% due 2/19/2016

Goldman Sachs Group, Inc. 0.00% due 3/4/2015

Goldman Sachs Group, Inc. 0.00% due 3/6/2015

Goldman Sachs Group, Inc. 0.00% due 3/17/2016

Goldman Sachs Group, Inc. 0.00% due 2/18/2016

Goldman Sachs Group, Inc. 0.00% due 8/17/2015

Goldman Sachs Group, Inc. 0.00% due 8/23/2018

Goldman Sachs Group, Inc. 0.00% due 8/21/2017

Goldman Sachs Group, Inc. 0.00% due 2/19/2021

Goldman Sachs Group, Inc. 4% from Feb. 14; 4.5% from Feb. 14, 2021; 5% from Feb. 14, 2025; 6% from Feb. 14, 2028 due 2/14/2031

Goldman Sachs Group, Inc. 0.00% due 3/16/2015

Goldman Sachs Group, Inc. 0.00% due 3/6/2017

Goldman Sachs Group, Inc. 0.00% due 3/16/2015

Goldman Sachs Group, Inc. 10% per day that each index closes at or above coupon barrier level; payable monthly; Coupon barrier levels: 65% of initial level due 2/13/2024

Goldman Sachs Group, Inc. 0.00% due 8/23/2018

Goldman Sachs Group, Inc. 0.00% due 2/19/2019

Goldman Sachs Group, Inc. 0.00% due 3/2/2015

Goldman Sachs Group, Inc. 0.00% due 8/12/2015

Goldman Sachs Group, Inc. 0.00% due 2/11/2016

Goldman Sachs Group, Inc. 0.00% due 2/25/2015

Goldman Sachs Group, Inc. 0.00% due 8/12/2015

Goldman Sachs Group, Inc. 0.00% due 3/10/2016

Goldman Sachs Group, Inc. 0.00% due 2/25/2015

Goldman Sachs Group, Inc. 0.00% due 2/25/2015

Goldman Sachs Group, Inc. 0.00% due 2/16/2021

Goldman Sachs Group, Inc. 0.75 times 10-year CMS rate, floor of 2%; payable quarterly due 2/13/2021

Goldman Sachs Group, Inc. 0.00% due 2/9/2017

Goldman Sachs Group, Inc. 2% from Feb. 12; 2.5% from Feb. 12, 2016; 3% from Feb. 12, 2017; 4% from Feb. 12, 2018 due 2/12/2019

Goldman Sachs Group, Inc. 0.00% due 2/10/2016

Goldman Sachs Group, Inc. 10% for first year; after that, 5.5 times spread of 30-year CMS rate over five-year CMS rate, subject to cap of 14% per year and floor of zero; payable quarterly due 2/5/2029

Goldman Sachs Group, Inc. 8.00% due 1/14/2015

Goldman Sachs Group, Inc. 8.00% due 1/12/2015

Goldman Sachs Group, Inc. 0.00% due 2/3/2017

Goldman Sachs Group, Inc. 0.00% due 5/5/2015

Goldman Sachs Group, Inc. 0.00% due 2/1/2019

Goldman Sachs Group, Inc. 5.75% multiplied by proportion of days on which index closes at or above 80% of the initial index level; payable monthly due 1/31/2021

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index closes at or above 75% of the initial index level; applicable rate is 8% for first 96, 10% for next 48 and 12% for final 36 monthly interest payment dates; payable monthly due 1/31/2029

Goldman Sachs Group, Inc. 5.25% multiplied by proportion of days on which index closes at or above 75% of the initial index level; payable monthly due 1/31/2024

Goldman Sachs Group, Inc. 0.00% due 2/3/2021

Goldman Sachs Group, Inc. 0.00% due 1/31/2019

Goldman Sachs Group, Inc. 4% from Jan. 31; 4.5% from Jan. 31, 2020; 5% from Jan. 31, 2025; 6% from Jan. 31, 2027 due 1/31/2029

Goldman Sachs Group, Inc. 1.5% initially, stepping up to 2% on July 31, 2015, to 3% on Jan. 31, 2017 and to 5% on Jan. 31, 2018; payable semiannually due 1/31/2019

Goldman Sachs Group, Inc. 0.00% due 1/31/2019

Goldman Sachs Group, Inc. 0.00% due 2/16/2016

Goldman Sachs Group, Inc. 0.00% due 11/2/2017

Goldman Sachs Group, Inc. 0.00% due 7/30/2015

Goldman Sachs Group, Inc. 7% for first three years; after that, 7% multiplied by proportion of days on which index closes at or above 60% of the initial index level; payable monthly due 1/29/2029

Goldman Sachs Group, Inc. 8% multiplied by proportion of days on which index closes at or above 77.5% of the initial index level; payable monthly due 1/29/2024

Goldman Sachs Group, Inc. 8% multiplied by proportion of days on which index closes at or above 77.5% of the initial index level; payable monthly due 1/29/2024

Goldman Sachs Group, Inc. 7.5% multiplied by proportion of days on which index closes at or above 75% of the initial index level; payable monthly due 1/29/2029

Goldman Sachs Group, Inc. 0.00% due 2/10/2016

Goldman Sachs Group, Inc. 0.00% due 2/8/2017

Goldman Sachs Group, Inc. Year-over-year change in CPI plus 150 bps, capped at 7% and floor of 0%; payable monthly due 1/28/2024

Goldman Sachs Group, Inc. 0.00% due 7/28/2015

Goldman Sachs Group, Inc. 0.00% due 4/29/2015

Goldman Sachs Group, Inc. $3.50 per month due 1/29/2015

Goldman Sachs Group, Inc. 0.00% due 1/29/2019

Goldman Sachs Group, Inc. 9.5% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate less 25 bps, subject to cap of 9.5% per year and floor of zero; payable quarterly due 1/24/2029

Goldman Sachs Group, Inc. 0.00% due 2/3/2016

Goldman Sachs Group, Inc. 10% for first year; after that, 5.5 times spread of 30-year CMS rate over five-year CMS rate, subject to cap of 12% per year and floor of zero; payable quarterly due 1/23/2029

Goldman Sachs Group, Inc. $4.17 per month due 3/24/2015

Goldman Sachs Group, Inc. 0.00% due 7/22/2015

Goldman Sachs Group, Inc. 0.00% due 2/4/2015

Goldman Sachs Group, Inc. 0.00% due 7/22/2015

Goldman Sachs Group, Inc. 0.00% due 8/20/2015

Goldman Sachs Group, Inc. 0.00% due 8/27/2015

Goldman Sachs Group, Inc. 0.00% due 2/4/2015

Goldman Sachs Group, Inc. 0.00% due 4/10/2014

Goldman Sachs Group, Inc. 0.00% due 2/4/2015

Goldman Sachs Group, Inc. 0.000% due 7/23/2015

Goldman Sachs Group, Inc. 8.00% due 1/14/2015

Goldman Sachs Group, Inc. 8.00% due 1/12/2015

Goldman Sachs Group, Inc. 10.1% per year, payable quarterly if Halliburton shares close at or above trigger level on observation date for that quarter due 1/28/2015

Goldman Sachs Group, Inc. 0.00% due 7/15/2015

Goldman Sachs Group, Inc. 0.00% due 1/28/2015

Goldman Sachs Group, Inc. 0.00% due 1/28/2015

Goldman Sachs Group, Inc. 0.00% due 1/28/2015

Goldman Sachs Group, Inc. 9% for first year; after that, four times spread of 30-year CMS rate over two-year CMS rate less 25 bps, subject to cap of 9% per year and floor of zero; payable quarterly due 1/10/2029

Goldman Sachs Group, Inc. 0.00% due 7/9/2015

Goldman Sachs Group, Inc. 0.00% due 4/10/2014

Goldman Sachs Group, Inc. 0.00% due 4/7/2016

Goldman Sachs Group, Inc. 0.00% due 1/7/2016

Goldman Sachs Group, Inc. 0.00% due 7/9/2015

Goldman Sachs Group, Inc. 0.00% due 1/2/2019

Goldman Sachs Group, Inc. 5.25% multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 12/31/2023

Goldman Sachs Group, Inc. 0.00% due 1/2/2019

Goldman Sachs Group, Inc. 5.25% multiplied by proportion of days on which index closes at or above barrier level; payable monthly due 12/31/2023

Goldman Sachs Group, Inc. 0.00% due 12/31/2020

Goldman Sachs Group, Inc. 0.00% due 12/31/2018

Goldman Sachs Group, Inc. Reference rate multiplied by proportion of days on which index closes at or above 75% of the initial index level; reference rate 8% for the first 60 months, stepping up to 10% for the next 60 months and to 12% for the final 60 months; payable monthly due 12/30/2028

Goldman Sachs Group, Inc. 7% for first year; after that, 7% multiplied by proportion of days on which index closes at or above 50% of the initial index level; payable monthly due 12/30/2028

Goldman Sachs Group, Inc. 0.00% due 1/7/2016

Goldman Sachs Group, Inc. 11.6% per year, payable quarterly if Halliburton shares close at or above trigger level on a quarterly review date due 1/6/2015

Goldman Sachs Group, Inc. 5.8% multiplied by proportion of days on which index closes at or above the 80% coupon barrier; payable monthly due 12/26/2020

Goldman Sachs Group, Inc. 0.00% due 1/7/2015

Goldman Sachs Group, Inc. 0.00% due 6/24/2015

Goldman Sachs Group, Inc. 0.00% due 12/28/2016

Goldman Sachs Group, Inc. 0.00% due 12/28/2018

Goldman Sachs Group, Inc. 0.00% due 1/5/2015

Goldman Sachs Group, Inc. 0.00% due 7/7/2015

Goldman Sachs Group, Inc. 0.00% due 3/24/2014

Goldman Sachs Group, Inc. 3.75% initially, stepping up to 4.5% on Dec. 23, 2018, to 5% on Dec. 23, 2023 and to 7% on Dec. 23, 2024; payable semiannually due 12/23/2025

Goldman Sachs Group, Inc. 1.5% initially, stepping up to 2% on Dec. 23, 2015, to 3% on Dec. 23, 2016 and to 5% on Dec. 23, 2017; payable semiannually due 12/23/2018

Goldman Sachs Group, Inc. 0.00% due 4/25/2017

Goldman Sachs Group, Inc. 0.00% due 12/22/2015

Goldman Sachs Group, Inc. Reference rate multiplied by proportion of days on which index closes at or above 75% of the initial index level; reference rate 8% for the first 60 months, stepping up to 10% for the next 60 months and to 12% for the final 60 months; payable monthly; Trigger level: 839.1675, 75% of initial level due 12/20/2028

Goldman Sachs Group, Inc. 8.50% due 12/16/2014

Goldman Sachs Group, Inc. 0.00% due 12/29/2014

Goldman Sachs Group, Inc. 0.00% due 6/17/2015

Goldman Sachs Group, Inc. 0.00% due 6/17/2015

Goldman Sachs Group, Inc. 0.00% due 6/24/2016

Goldman Sachs Group, Inc. 0.00% due 6/24/2016

Goldman Sachs Group, Inc. 4.65 times CMS spread, capped at 10% and floor of zero; payable quarterly due 12/13/2028

Goldman Sachs Group, Inc. 4% for first eight years, stepping up to 4.5% beginning on Dec. 13, 2021, to 5% on Dec. 13, 2025, to 6% on Dec. 13, 2026, to 7% on Dec. 13, 2027 and to 8% on Dec. 13, 2028; payable semiannually due 12/13/2029

Goldman Sachs Group, Inc. 9.35% for first year; after that, 4 times CMS spread less 25 bps, capped at 9.35% and floor of zero; payable quarterly due 12/13/2028

Goldman Sachs Group, Inc. 0.00% due 12/19/2014

Goldman Sachs Group, Inc. 0.00% due 6/10/2015

Goldman Sachs Group, Inc. 0.00% due 12/24/2014

Goldman Sachs Group, Inc. 0.00% due 6/10/2015

Goldman Sachs Group, Inc. 0.00% due 12/24/2014

Goldman Sachs Group, Inc. 0.00% due 12/24/2014

Goldman Sachs Group, Inc. 0.00% due 12/11/2018

Goldman Sachs Group, Inc. 0.00% due 12/9/2020

Goldman Sachs Group, Inc. 0.00% due 6/8/2015

Goldman Sachs Group, Inc. 0.00% due 12/7/2015

Goldman Sachs Group, Inc. 0.00% due 12/18/2014

Goldman Sachs Group, Inc. 0.00% due 12/12/2014

Goldman Sachs Group, Inc. 0.00% due 11/29/2018

Goldman Sachs Group, Inc. 0.00% due 11/29/2018

Goldman Sachs Group, Inc. Reference rate multiplied by proportion of days on which index closes at or above trigger level; reference rate 8% for the first 84 months, rising to 10% for the next 48 months and then 12% for the final 48 months; payable monthly; Trigger level: 850.8975, 75% of initial level due 11/29/2028

Goldman Sachs Group, Inc. 5.25% multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 907.624, 80% of initial level due 11/29/2023

Goldman Sachs Group, Inc. 2% initially; after Dec. 4, 2015, Libor plus 100 bps, subject to a minimum rate of 2% and maximum rate of 5.5%; payable quarterly due 12/4/2020

Goldman Sachs Group, Inc. 0.00% due 12/1/2020

Goldman Sachs Group, Inc. 0.00% due 12/2/2015

Goldman Sachs Group, Inc. 0.00% due 6/3/2016

Goldman Sachs Group, Inc. 5.75% multiplied by proportion of days on which index closes at or above the 80% coupon barrier; payable monthly due 11/29/2020

Goldman Sachs Group, Inc. 0.00% due 12/7/2015

Goldman Sachs Group, Inc. 7.5% per year multiplied by proportion of days on which each index closes at or above 50% of its initial level; payable monthly due 11/27/2028

Goldman Sachs Group, Inc. 10% for first year; after that, 4.65 times CMS spread, capped at 10% and floor of zero; payable quarterly due 11/27/2028

Goldman Sachs Group, Inc. 4% in years one through six, 4.375% in years seven through 11, 5% in years 12 and 13, 6% in year 14 and 8% in year 15; payable semiannually due 11/27/2028

Goldman Sachs Group, Inc. 0.00% due 11/30/2016

Goldman Sachs Group, Inc. 0.00% due 11/30/2018

Goldman Sachs Group, Inc. 0.00% due 12/1/2015

Goldman Sachs Group, Inc. 8.25% multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 839.715, or 75% of initial level due 11/26/2028

Goldman Sachs Group, Inc. 8.25% multiplied by proportion of days on which index closes at or above barrier level; payable monthly; Barrier level: 895.696, or 80% of initial level due 11/26/2023

Goldman Sachs Group, Inc. 2% from and including due 11/25/2019

Goldman Sachs Group, Inc. 8.5% multiplied by proportion of days on which index closes at or above barrier level and Libor is 6% or less; payable quarterly; Barrier level: 775.971, 70% of initial level due 11/22/2023

Goldman Sachs Group, Inc. 0.00% due 2/24/2015

Goldman Sachs Group, Inc. 0.00% due 5/22/2015

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which each index closes at or above 70% of its initial level; payable monthly due 11/20/2028

Goldman Sachs Group, Inc. 0.00% due 5/22/2015

Goldman Sachs Group, Inc. 0.00% due 12/3/2014

Goldman Sachs Group, Inc. 0.00% due 11/19/2015

Goldman Sachs Group, Inc. 0.00% due 11/19/2015

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on Nov. 18, 2023, to 5.5% on Nov. 18, 2026, to 6.5% on May 18, 2027, to 7% on Nov. 18, 2027 and to 7.5% on May 18, 2028; payable semiannually due 11/18/2028

Goldman Sachs Group, Inc. 8% for first year; after that, 4 times CMS spread minus 20 bps, capped at 9% and floor of zero; payable quarterly due 11/13/2023

Goldman Sachs Group, Inc. 0.00% due 5/18/2015

Goldman Sachs Group, Inc. 9.25% for first year; after that, 4.25 times CMS spread, capped at 10% and floor of zero; payable quarterly due 11/13/2028

Goldman Sachs Group, Inc. 0.00% due 5/13/2015

Goldman Sachs Group, Inc. 0.00% due 3/9/2015

Goldman Sachs Group, Inc. 1.5% from and including due 11/6/2018

Goldman Sachs Group, Inc. 0.00% due 10/18/2018

Goldman Sachs Group, Inc. 0.00% due 10/18/2017

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index closes at or above trigger levelof 75%; applicable rate is 8% for five years, 9% for next five years and 10% for final five years; payable monthly due 10/30/2028

Goldman Sachs Group, Inc. 0.00% due 11/1/2018

Goldman Sachs Group, Inc. 8% multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 896.856, 80% of initial level due 10/31/2023

Goldman Sachs Group, Inc. 5.5% multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 896.856, 80% of initial level due 10/31/2023

Goldman Sachs Group, Inc. 8% accrual for each day that index closes at or above coupon barrier level; payable monthly; Interest barrier level: 814.457355, 72.65% of the initial index level due 10/31/2028

Goldman Sachs Group, Inc. 0.00% due 11/3/2020

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index closes at or above trigger levelof 75%; applicable rate is 8% for five years, 9% for next five years and 10% for final five years; payable monthly due 10/30/2028

Goldman Sachs Group, Inc. 7% for first four years, then 7% multiplied by proportion of days on which index closes at or above trigger level of 60%; payable monthly due 10/30/2028

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index closes at or above trigger level; applicable rate is 8% for first 60 monthly interest payment dates, 10% for next 60 monthly interest payment dates and 12% for final 60 months due 10/30/2028

Goldman Sachs Group, Inc. 2% from Oct. 30; 3% from Oct. 30, 2016; 4% from April 30, 2018; 5% from April 30, 2019; 8% from April 30, 2020 due 10/30/2020

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on Oct. 30, 2018, to 5% on Oct. 30, 2023, to 6% on Oct. 30, 2028 and to 8% on Oct. 30, 2030; payable semiannually due 10/30/2031

Goldman Sachs Group, Inc. 0.00% due 11/2/2015

Goldman Sachs Group, Inc. 0.00% due 11/25/2015

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index closes at or above trigger level; applicable rate is 8% per year for first 60 months, after that, Libor plus 500 bps, subject to floor of 0%; payable monthly due 10/29/2028

Goldman Sachs Group, Inc. 0.00% due 10/28/2015

Goldman Sachs Group, Inc. 0.00% due 12/31/2013

Goldman Sachs Group, Inc. 0.00% due 12/2/2014

Goldman Sachs Group, Inc. 0.00% due 10/31/2016

Goldman Sachs Group, Inc. 0.00% due 10/27/2015

Goldman Sachs Group, Inc. 0.00% due 11/7/2014

Goldman Sachs Group, Inc. 0.00% due 12/26/2014

Goldman Sachs Group, Inc. 0.00% due 11/20/2014

Goldman Sachs Group, Inc. 0.00% due 11/20/2014

Goldman Sachs Group, Inc. 9.5% for first year; after that, 4.65 times CMS spread, capped at 10% with floor of zero; payable quarterly due 10/25/2028

Goldman Sachs Group, Inc. 0.00% due 11/3/2014

Goldman Sachs Group, Inc. 0.00% due 11/5/2014

Goldman Sachs Group, Inc. 0.00% due 8/23/2018

Goldman Sachs Group, Inc. 0.00% due 11/23/2015

Goldman Sachs Group, Inc. 0.00% due 11/18/2015

Goldman Sachs Group, Inc. 0.00% due 10/19/2015

Goldman Sachs Group, Inc. 0.00% due 4/17/2015

Goldman Sachs Group, Inc. 0.00% due 4/17/2015

Goldman Sachs Group, Inc. 0.00% due 10/28/2014

Goldman Sachs Group, Inc. 4% for the first year; after that year-over-year change in CPI plus 100 bps, with floor of 0%; payable monthly due 10/17/2023

Goldman Sachs Group, Inc. 0.00% due 11/2/2015

Goldman Sachs Group, Inc. 0.00% due 10/18/2018

Goldman Sachs Group, Inc. 0.00% due 10/18/2017

Goldman Sachs Group, Inc. 17.40% due 10/14/2016

Goldman Sachs Group, Inc. 0.00% due 10/19/2015

Goldman Sachs Group, Inc. 0.00% due 10/15/2015

Goldman Sachs Group, Inc. 0.00% due 10/15/2015

Goldman Sachs Group, Inc. 0.00% due 10/23/2014

Goldman Sachs Group, Inc. 9.5% for first year; after that, 4.65 times CMS spread, capped at 10% and floor of zero; payable quarterly due 10/10/2028

Goldman Sachs Group, Inc. 0.00% due 4/10/2015

Goldman Sachs Group, Inc. 0.00% due 4/8/2015

Goldman Sachs Group, Inc. 0.00% due 10/17/2014

Goldman Sachs Group, Inc. 0.00% due 12/4/2015

Goldman Sachs Group, Inc. 8.75% per year multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 805.3425, 75% of initial level due 10/3/2028

Goldman Sachs Group, Inc. 2% initially, stepping up to 3% on Oct. 3, 2016, to 4% on Oct. 3, 2017, to 5% on Oct. 3, 2018 and to 6% on Oct. 3, 2019; payable semiannually due 10/3/2019

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.875% on Oct. 3, 2020, to 5.5% on Oct. 3, 2025 and to 8% on Oct. 3, 2027; payable semiannually due 10/3/2028

Goldman Sachs Group, Inc. 0.00% due 10/7/2015

Goldman Sachs Group, Inc. 0.00% due 10/4/2017

Goldman Sachs Group, Inc. Coupon paid annually in amount equal to average of basket stocks' stock performances; If a stock’s return is zero or positive, its stock performance will be 7%. If a stock’s return is negative, its stock performance will be zero. due 9/30/2020

Goldman Sachs Group, Inc. 0.00% due 8/23/2018

Goldman Sachs Group, Inc. 0.00% due 6/7/2016

Goldman Sachs Group, Inc. 0.00% due 10/5/2015

Goldman Sachs Group, Inc. 0.00% due 10/3/2016

Goldman Sachs Group, Inc. 0.00% due 9/29/2016

Goldman Sachs Group, Inc. 0.00% due 10/1/2018

Goldman Sachs Group, Inc. 10% per year multiplied by proportion of days on which index closes at or above trigger level and six-month Libor is 6% or less; payable monthly due 9/30/2028

Goldman Sachs Group, Inc. 7% for first three years; after that, 7% per year multiplied by proportion of days on which index closes at or above trigger level; payable monthly due 9/30/2028

Goldman Sachs Group, Inc. 0.00% due 10/3/2016

Goldman Sachs Group, Inc. 0.00% due 10/1/2020

Goldman Sachs Group, Inc. 0.00% due 12/31/2013

Goldman Sachs Group, Inc. Coupon paid annually in amount equal to average of basket stocks' stock performances; If a basket stock's return is zero or positive, its performance will be 7%. If a basket stock's return is negative, its performance will be the stock return, subject to a minimum stock return of negative 20%. due 9/30/2020

Goldman Sachs Group, Inc. The applicable rate multiplied by proportion of days on which index closes at or above trigger level; applicable rate is 7% for first 48 monthly interest payment dates, 8% for next 36 interest payment dates and 10% for final 36 interest payment dates; payable monthly due 9/30/2023

Goldman Sachs Group, Inc. 5.75% rate multiplied by proportion of days on which index closes at or above trigger level; payable monthly due 6/28/2019

Goldman Sachs Group, Inc. 4% from Sept. 30; 4.25% from Sept. 30, 2018; 5% from Sept. 30, 2022; 6% from Sept. 30, 2023; 7% from Sept. 30, 2024 due 9/30/2025

Goldman Sachs Group, Inc. 6% per year for each day that index closes above trigger level, payable monthly due 9/27/2023

Goldman Sachs Group, Inc. 8.1% multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 806.01, 75% of initial level due 9/27/2023

Goldman Sachs Group, Inc. 0.00% due 10/1/2018

Goldman Sachs Group, Inc. 0.00% due 9/29/2015

Goldman Sachs Group, Inc. 0.00% due 10/3/2016

Goldman Sachs Group, Inc. 0.00% due 9/29/2015

Goldman Sachs Group, Inc. 0.00% due 9/27/2019

Goldman Sachs Group, Inc. 8.5% per year for each day that index closes above barrier level, payable monthly due 9/26/2028

Goldman Sachs Group, Inc. 4% initially; beginning Sept. 23, 2015, Libor plus 100 bps, subject to a minimum rate of 0% and maximum rate of 7%; payable quarterly due 9/23/2023

Goldman Sachs Group, Inc. 8.625% for first year; after that, four times CMS spread, capped at 8.625% with floor of zero; payable quarterly due 9/20/2028

Goldman Sachs Group, Inc. 4.5% in years one through 10, 5.25% in years 11 through 13 and 7.5% in years 14 through 16; payable semiannually due 9/17/2029

Goldman Sachs Group, Inc. 7.25% accrual for each day that index closes above barrier level; payable monthly due 8/29/2023

Goldman Sachs Group, Inc. 0.00% due 9/15/2016

Goldman Sachs Group, Inc. 4.5% in years one through 10, 5.25% in years 11 through 13 and 7.5% in years 14 through 16; payable semiannually due 9/17/2029

Goldman Sachs Group, Inc. 3% initially, steps up to 4.25% on Sept. 12, 2018, to 5.5% on Sept. 12, 2019, to 6.5% on Sept. 12, 2020, to 7.5% on March 12, 2021 and to 8% on Sept. 12, 2021; payable semiannually due 3/12/2022

Goldman Sachs Group, Inc. 0.00% due 3/11/2015

Goldman Sachs Group, Inc. 0.00% due 9/11/2015

Goldman Sachs Group, Inc. 0.00% due 9/23/2014

Goldman Sachs Group, Inc. 0.00% due 5/7/2015

Goldman Sachs Group, Inc. 0.00% due 9/11/2015

Goldman Sachs Group, Inc. 0.00% due 9/24/2014

Goldman Sachs Group, Inc. 0.00% due 9/11/2015

Goldman Sachs Group, Inc. 0.00% due 3/6/2015

Goldman Sachs Group, Inc. 0.00% due 6/15/2015

Goldman Sachs Group, Inc. 0.00% due 5/7/2015

Goldman Sachs Group, Inc. 0.00% due 3/6/2015

Goldman Sachs Group, Inc. 10% for first year; after that, 4 times CMS spread less 25 bps, capped at 10% and floor of zero; payable quarterly due 9/5/2028

Goldman Sachs Group, Inc. 0.00% due 9/16/2014

Goldman Sachs Group, Inc. 0.00% due 8/23/2018

Goldman Sachs Group, Inc. 7% per year for first two years, then 7% multiplied by proportion of days on which index closes at or above trigger level; payable monthly due 8/30/2028

Goldman Sachs Group, Inc. 4% for first year; after Aug. 30, 2014, annual inflation rate plus 140 bps, subject to minimum rate of zero and maximum rate of 7.5% per year; payable monthly due 8/30/2023

Goldman Sachs Group, Inc. 0.00% due 9/2/2020

Goldman Sachs Group, Inc. 8% annualized for each day that the index closes at or above barrier level, payable monthly; Barrier level: 1,258.9192, 77% of initial level due 8/30/2028

Goldman Sachs Group, Inc. $12.50 for each $1,000 if index closes at or above trigger level on quarterly observation date due 9/4/2018

Goldman Sachs Group, Inc. 0.00% due 3/4/2015

Goldman Sachs Group, Inc. 0.00% due 9/4/2018

Goldman Sachs Group, Inc. 0.00% due 9/4/2018

Goldman Sachs Group, Inc. 0.00% due 3/4/2015

Goldman Sachs Group, Inc. Equal to average of basket performance, floor of 2%; if stock's return is zero or positive, its performance will be 7.25%; if stock's return is negative, its performance will be greater of its return and negative 20% due 8/28/2020

Goldman Sachs Group, Inc. 4.25% from Aug. 28; 5% from Aug. 28, 2020; 6% from Aug. 28, 2025; 8% from Aug. 28, 2027 due 8/28/2028

Goldman Sachs Group, Inc. 0.00% due 8/31/2015

Goldman Sachs Group, Inc. 0.00% due 9/9/2014

Goldman Sachs Group, Inc. 0.00% due 8/23/2018

Goldman Sachs Group, Inc. 0.00% due 9/10/2014

Goldman Sachs Group, Inc. 0.00% due 9/10/2014

Goldman Sachs Group, Inc. 0.00% due 9/8/2014

Goldman Sachs Group, Inc. 0.00% due 9/9/2014

Goldman Sachs Group, Inc. 0.00% due 2/28/2017

Goldman Sachs Group, Inc. 3% from Aug. 21; 4% from Aug. 21, 2018; 5% from Aug. 21, 2019; 6% from Aug. 21, 2020; 7% from Aug. 21, 2021 due 2/21/2023

Goldman Sachs Group, Inc. 0.00% due 9/2/2014

Goldman Sachs Group, Inc. 0.00% due 9/2/2014

Goldman Sachs Group, Inc. 0.00% due 9/29/2014

Goldman Sachs Group, Inc. 0.00% due 8/23/2018

Goldman Sachs Group, Inc. 0.00% due 8/20/2015

Goldman Sachs Group, Inc. 9% for first year; after that, 5 times CMS spread, capped at 9% and floor of zero; payable quarterly due 8/15/2028

Goldman Sachs Group, Inc. 9% for first year; after that, 4 times CMS spread less 25 bps, capped at 9% and floor of zero; payable quarterly due 8/15/2028

Goldman Sachs Group, Inc. 4% initially, steps up to 4.5% on Aug. 14, 2020, to 6% on Aug. 14, 2025, to 7% on Aug. 14, 2026 and to 8% on Aug. 14, 2027; payable semiannually due 8/14/2028

Goldman Sachs Group, Inc. 0.00% due 8/25/2014

Goldman Sachs Group, Inc. 0.00% due 8/5/2015

Goldman Sachs Group, Inc. 0.00% due 8/27/2014

Goldman Sachs Group, Inc. 0.00% due 8/27/2014

Goldman Sachs Group, Inc. $8.55 per $1,000 principal amount of notes if basket closes at or above trigger level on determination date for that month due 8/22/2016

Goldman Sachs Group, Inc. 0.00% due 8/10/2018

Goldman Sachs Group, Inc. 0.00% due 8/12/2020

Goldman Sachs Group, Inc. 0.00% due 2/10/2015

Goldman Sachs Group, Inc. 0.00% due 8/14/2015

Goldman Sachs Group, Inc. 0.00% due 8/14/2014

Goldman Sachs Group, Inc. 0.00% due 8/20/2014

Goldman Sachs Group, Inc. 0.00% due 8/6/2015

Goldman Sachs Group, Inc. 0.00% due 8/20/2014

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Aug. 6, 2017, to 5% on Aug. 6, 2019, to 6% on Aug. 6, 2021 and to 8% on Aug. 6, 2022; payable semiannually due 2/6/2023

Goldman Sachs Group, Inc. 0.00% due 8/5/2015

Goldman Sachs Group, Inc. 0.00% due 8/4/2015

Goldman Sachs Group, Inc. 9% for first year; after that, 4.5 times CMS spread, capped at 12% and floor of zero; payable quarterly due 8/2/2028

Goldman Sachs Group, Inc. For each day that index closes above trigger level, accrual at 8% for first 60 monthly interest payment dates, stepping up to 10% for next 60 dates and to 12% for final 60 interest payment dates; payable monthly due 7/31/2028

Goldman Sachs Group, Inc. 10% multiplied by the proportion of days on which the index closes at or above 75% of the initial index level and six-month Libor is 6% or less; payable monthly due 7/31/2028

Goldman Sachs Group, Inc. 7.25% per year for first two years, then 7.25% multiplied by proportion of days on which index closes at or above trigger level; payable monthly due 7/31/2028

Goldman Sachs Group, Inc. 0.00% due 8/3/2020

Goldman Sachs Group, Inc. 0.00% due 8/3/2016

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index closes at or above trigger level; applicable rate is 7% for the first 48 interest payment dates, 8% for the next 36 interest payment dates and 10% for the final 36 interest payment dates; payable monthly due 8/2/2023

Goldman Sachs Group, Inc. 6.25% multiplied by proportion of days on which index closes at or above trigger level; payable monthly due 4/30/2019

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on July 30, 2020, to 6% on July 30, 2025, to 7% on July 30, 2026 and to 8% on July 30, 2027; payable semiannually due 7/30/2028

Goldman Sachs Group, Inc. 0.00% due 7/29/2015

Goldman Sachs Group, Inc. 6.25% multiplied by proportion of days on which index closes at or above trigger level; payable monthly due 7/29/2028

Goldman Sachs Group, Inc. 8.25% multiplied by proportion of days on which index closes at or above trigger level; payable monthly due 7/29/2028

Goldman Sachs Group, Inc. 0.00% due 3/27/2015

Goldman Sachs Group, Inc. 0.00% due 11/13/2015

Goldman Sachs Group, Inc. 0.00% due 1/27/2015

Goldman Sachs Group, Inc. 0.00% due 11/13/2015

Goldman Sachs Group, Inc. 0.00% due 8/4/2014

Goldman Sachs Group, Inc. 0.00% due 8/6/2014

Goldman Sachs Group, Inc. 9% for first year; after that, five times CMS spread, capped at 10% and floor of zero; payable quarterly due 7/22/2028

Goldman Sachs Group, Inc. 0.00% due 9/22/2014

Goldman Sachs Group, Inc. 0.00% due 7/16/2015

Goldman Sachs Group, Inc. 0.00% due 7/16/2015

Goldman Sachs Group, Inc. 0.00% due 7/13/2015

Goldman Sachs Group, Inc. 0.00% due 7/13/2015

Goldman Sachs Group, Inc. 0.00% due 1/8/2015

Goldman Sachs Group, Inc. 0.00% due 7/7/2015

Goldman Sachs Group, Inc. 0.00% due 1/7/2015

Goldman Sachs Group, Inc. 4% from July 3; 5% from July 3, 2018; 6% from July 3, 2022; 7.5% from July 3, 2025; 8% from July 3, 2027 due 7/3/2028

Goldman Sachs Group, Inc. 0.00% due 7/16/2014

Goldman Sachs Group, Inc. 0.00% due 7/23/2015

Goldman Sachs Group, Inc. 0.00% due 7/10/2015

Goldman Sachs Group, Inc. 0.00% due 7/16/2015

Goldman Sachs Group, Inc. 0.00% due 7/1/2016

Goldman Sachs Group, Inc. 0.00% due 7/16/2015

Goldman Sachs Group, Inc. 0.00% due 1/2/2015

Goldman Sachs Group, Inc. 0.00% due 12/31/2020

Goldman Sachs Group, Inc. 0.00% due 1/5/2015

Goldman Sachs Group, Inc. 0.00% due 7/1/2015

Goldman Sachs Group, Inc. 6.35% for each day that index closes at or above coupon trigger level of 80%; payable monthly due 3/28/2019

Goldman Sachs Group, Inc. 8.25% multiplied by the proportion of days on which the index closes at or above barrier level; payable monthly due 6/28/2028

Goldman Sachs Group, Inc. 2% initially; beginning Dec. 28, 2014, Libor plus 140 basis points, subject to a minimum rate of 1.4%; coupon capped at 7% beginning June 28, 2016 due 6/28/2020

Goldman Sachs Group, Inc. 0.00% due 6/30/2015

Goldman Sachs Group, Inc. 6% for each day that index closes at or above barrier level; payable monthly; Trigger level: 1,191.0225, 75% of initial level due 6/28/2028

Goldman Sachs Group, Inc. Applicable interest rate multiplied by the proportion of days on which the index closes at or above barrier level; rate is 8.3% for the first 60 months, 10.3% for the next 60 months and 12.3% for the final 60 months; payable monthly due 6/27/2028

Goldman Sachs Group, Inc. 8.2% multiplied by proportion of days on which index closes at or above 75% of the initial level; payable monthly due 6/27/2023

Goldman Sachs Group, Inc. Libor minus 21 bps, payable quarterly due 7/31/2014

Goldman Sachs Group, Inc. 0.00% due 7/28/2014

Goldman Sachs Group, Inc. 0.00% due 7/7/2014

Goldman Sachs Group, Inc. 0.00% due 7/7/2014

Goldman Sachs Group, Inc. 0.00% due 7/9/2014

Goldman Sachs Group, Inc. 0.00% due 12/24/2014

Goldman Sachs Group, Inc. 0.00% due 6/25/2015

Goldman Sachs Group, Inc. 0.00% due 8/21/2014

Goldman Sachs Group, Inc. 0.00% due 12/27/2016

Goldman Sachs Group, Inc. 9% for first year; after that, four times CMS spread, capped at 9% with floor of zero; payable quarterly due 6/19/2028

Goldman Sachs Group, Inc. 3.75% in years one through seven, 4.25% in years eight through 10, 5% in years 11 and 12, 6% in years 13 and 14 and 7.5% in year 15; payable semiannually due 6/19/2028

Goldman Sachs Group, Inc. 0.00% due 6/30/2014

Goldman Sachs Group, Inc. 0.00% due 8/5/2015

Goldman Sachs Group, Inc. 2% initially; beginning June 17, 2015, Libor plus 150 basis points, subject to a minimum rate of 1.5%; coupon capped at 7% beginning June 17, 2017 due 6/17/2023

Goldman Sachs Group, Inc. 0.00% due 6/23/2014

Goldman Sachs Group, Inc. 0.00% due 6/23/2014

Goldman Sachs Group, Inc. 0.00% due 10/1/2013

Goldman Sachs Group, Inc. 6.75% multiplied by proportion of days on which index closes at or above trigger level; payable quarterly due 5/31/2028

Goldman Sachs Group, Inc. 3.5% in years one through eight, 3.75% in years nine through 11, 4.25% in years 12 and 13, 6.75% in year 14 and 7.75% in year 15; payable semiannually due 6/10/2028

Goldman Sachs Group, Inc. 0.00% due 10/1/2013

Goldman Sachs Group, Inc. 9.25% for first year; after that, four times spread of 30-year CMS rate over five-year CMS rate minus 20 bps, capped at 9.25% and floor of zero; payable quarterly due 6/6/2028

Goldman Sachs Group, Inc. Libor minus 19 bps, payable quarterly due 7/14/2014

Goldman Sachs Group, Inc. 0.00% due 6/16/2014

Goldman Sachs Group, Inc. 0.00% due 6/16/2014

Goldman Sachs Group, Inc. 0.00% due 12/3/2014

Goldman Sachs Group, Inc. 0.00% due 6/4/2015

Goldman Sachs Group, Inc. 0.00% due 6/4/2015

Goldman Sachs Group, Inc. 0.00% due 1/7/2016

Goldman Sachs Group, Inc. 0.00% due 2/4/2015

Goldman Sachs Group, Inc. 0.00% due 10/1/2013

Goldman Sachs Group, Inc. 0.00% due 6/2/2017

Goldman Sachs Group, Inc. For each day that index closes at or above coupon barrier, 8% for the first 48 months, 9% for the next 36 months and 10% for the final 36 months; payable monthly; Coupon barrier level: 789.568, 80% of initial level due 6/5/2023

Goldman Sachs Group, Inc. 8.00% due 1/15/2014

Goldman Sachs Group, Inc. 0.00% due 6/3/2021

Goldman Sachs Group, Inc. 0.00% due 12/3/2014

Goldman Sachs Group, Inc. 7% multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 1,120.5405, 67.5% of initial level due 5/31/2028

Goldman Sachs Group, Inc. 0.00% due 10/2/2014

Goldman Sachs Group, Inc. 0.00% due 6/2/2017

Goldman Sachs Group, Inc. 5.5% annualized per day that index closes at or above coupon barrier, payable monthly due 5/30/2028

Goldman Sachs Group, Inc. 9% multiplied by proportion of days on which each index closes at or above trigger level; payable monthly; Trigger levels: 2,082.585 for Euro Stoxx and 738.21 for Russell, 75% of initial levels due 5/29/2023

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 2,082.585, 75% of initial level due 5/29/2028

Goldman Sachs Group, Inc. 8.25% multiplied by proportion of days on which index closes at or above 75% of the initial level; payable monthly due 5/29/2023

Goldman Sachs Group, Inc. 0.00% due 8/30/2016

Goldman Sachs Group, Inc. 0.00% due 5/31/2018

Goldman Sachs Group, Inc. 0.00% due 5/29/2015

Goldman Sachs Group, Inc. 0.00% due 11/30/2018

Goldman Sachs Group, Inc. 0.00% due 6/26/2014

Goldman Sachs Group, Inc. 8.5% for first year; after that, four times spread of 30-year CMS rate over five-year CMS rate minus 25 bps, capped at 8.5% and floor of zero; payable quarterly due 5/30/2028

Goldman Sachs Group, Inc. 0.00% due 5/25/2017

Goldman Sachs Group, Inc. 0.00% due 6/17/2015

Goldman Sachs Group, Inc. 0.00% due 5/28/2015

Goldman Sachs Group, Inc. 9% for first year; after that, four times CMS spread minus 25 bps, capped at 9% with floor of zero; payable quarterly due 5/23/2028

Goldman Sachs Group, Inc. 3.5% initially, stepping up to 3.75% on May 23, 2022, to 4.25% on May 23, 2025, to 6.5% on May 23, 2026 and to 7.5% on May 23, 2027; payable semiannually due 5/23/2028

Goldman Sachs Group, Inc. 0.00% due 11/25/2014

Goldman Sachs Group, Inc. 0.00% due 7/3/2014

Goldman Sachs Group, Inc. 2% from May 22; 3.5% from May 22, 2018; 4.5% from May 22, 2019; 5% from May 22, 2020; 6.25% from May 22, 2021; 7.5% from May 22, 2022 due 5/22/2023

Goldman Sachs Group, Inc. 0.00% due 6/2/2014

Goldman Sachs Group, Inc. 0.00% due 11/24/2014

Goldman Sachs Group, Inc. 1% for one year and 2% for next year; beginning May 21, 2015, Libor plus 125 basis points, floor of 1.25% and, beginning May 21, 2017, capped at 6% due 5/21/2020

Goldman Sachs Group, Inc. 2% initially; beginning Nov. 20, 2014, Libor plus 115 basis points, floor of 0.85% and, beginning May 20, 2016, capped at 6% due 5/8/2018

Goldman Sachs Group, Inc. 0.00% due 11/19/2014

Goldman Sachs Group, Inc. 0.00% due 5/20/2016

Goldman Sachs Group, Inc. 0.00% due 5/18/2017

Goldman Sachs Group, Inc. 0.00% due 11/19/2018

Goldman Sachs Group, Inc. 0.00% due 5/28/2015

Goldman Sachs Group, Inc. 0.00% due 11/17/2016

Goldman Sachs Group, Inc. 2% initially; beginning May 8, 2014, Libor plus 85 basis points, subject to a minimum rate of 0.85%; coupon capped at 5% beginning May 8, 2015 due 5/8/2018

Goldman Sachs Group, Inc. 0.00% due 2/19/2015

Goldman Sachs Group, Inc. 0.00% due 11/6/2014

Goldman Sachs Group, Inc. 0.000% due 12/4/2014

Goldman Sachs Group, Inc. 3.25% initially, steps up to 3.75% on May 13, 2021, to 4% on May 13, 2023, to 5% on May 13, 2025, to 6.25% on May 13, 2026 and to 7.5% on May 13, 2027 due 5/13/2028

Goldman Sachs Group, Inc. 2% initially; after Nov. 13, 2014, Libor plus 100 basis points, subject to minimum rate of 2% per year; after May 13, 2016, interest rate will be capped at 6% per year; payable quarterly due 5/13/2020

Goldman Sachs Group, Inc. 0.000% due 1/2/2015

Goldman Sachs Group, Inc. 0.000% due 7/6/2015

Goldman Sachs Group, Inc. 0.00% due 2/19/2015

Goldman Sachs Group, Inc. 0.00% due 5/19/2014

Goldman Sachs Group, Inc. 0.00% due 5/7/2015

Goldman Sachs Group, Inc. 2% initially; beginning May 8, 2014, Libor plus 85 basis points, subject to a minimum rate of 0.85%; coupon capped at 5% beginning May 8, 2015 due 5/8/2018

Goldman Sachs Group, Inc. 0.000% due 5/21/2014

Goldman Sachs Group, Inc. 0.000% due 11/5/2014

Goldman Sachs Group, Inc. 0.00% due 7/6/2015

Goldman Sachs Group, Inc. 0.00% due 7/6/2015

Goldman Sachs Group, Inc. 0.00% due 5/21/2014

Goldman Sachs Group, Inc. 0.00% due 2/9/2015

Goldman Sachs Group, Inc. 0.00% due 11/6/2014

Goldman Sachs Group, Inc. 0.00% due 7/6/2015

Goldman Sachs Group, Inc. 0.00% due 4/29/2016

Goldman Sachs Group, Inc. 0.00% due 4/30/2020

Goldman Sachs Group, Inc. 6% per day that index closes at or above coupon barrier, payable monthly due 1/30/2019

Goldman Sachs Group, Inc. 8% for first year; after that, four times CMS spread minus 25 bps, capped at 8% with floor of zero; payable quarterly due 4/30/2028

Goldman Sachs Group, Inc. 2.25% initially; after Oct. 30, 2014, Libor plus 125 bps, floor of 1.25% and, beginning April 30, 2016, capped at 6%; payable quarterly due 4/30/2020

Goldman Sachs Group, Inc. 2% initially; after April 25, 2014, Libor plus 100 basis points, subject to minimum rate of 1% per year; after April 25, 2015, interest rate will be capped at 5% per year; payable quarterly due 4/25/2018

Goldman Sachs Group, Inc. 0.00% due 1/12/2017

Goldman Sachs Group, Inc. 3% from April 29; 3.5% from April 29, 2018; 4.25% from April 29, 2021; 5.25% from April 29, 2023; 6.25% from April 29, 2025; 7.5% from April 29, 2027 due 4/29/2028

Goldman Sachs Group, Inc. 0.00% due 5/13/2015

Goldman Sachs Group, Inc. 0.00% due 10/29/2014

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 1,864.016, 70% of initial level due 4/26/2023

Goldman Sachs Group, Inc. The applicable coupon multiplied by the proportion of days on which the index closes at or above 75% of the initial level; coupon is 8% for first seven years, 9% for final three years; payable monthly due 4/26/2023

Goldman Sachs Group, Inc. 7% per year multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 1,002.5253, 63.5% of initial level due 4/26/2028

Goldman Sachs Group, Inc. 0.00% due 5/2/2016

Goldman Sachs Group, Inc. 0.00% due 4/30/2018

Goldman Sachs Group, Inc. 0.00% due 10/28/2014

Goldman Sachs Group, Inc. 2% initially; after April 25, 2014, Libor plus 100 basis points, subject to minimum rate of 1% per year; after April 25, 2015, interest rate will be capped at 5% per year; payable quarterly due 4/25/2018

Goldman Sachs Group, Inc. 0.00% due 10/27/2014

Goldman Sachs Group, Inc. 0.00% due 10/8/2014

Goldman Sachs Group, Inc. 0.00% due 10/22/2014

Goldman Sachs Group, Inc. 0.00% due 4/26/2017

Goldman Sachs Group, Inc. 0.00% due 7/6/2015

Goldman Sachs Group, Inc. 0.00% due 4/23/2015

Goldman Sachs Group, Inc. 0.00% due 4/23/2015

Goldman Sachs Group, Inc. 10% per year multiplied by proportion of days on which all three indexes close at or above their trigger levels; payable monthly due 4/26/2023

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which index closes at or above trigger level; payable monthly; Trigger level: 1,164.01, 75% of initial level due 4/22/2028

Goldman Sachs Group, Inc. 0.00% due 10/22/2014

Goldman Sachs Group, Inc. 0.00% due 5/16/2017

Goldman Sachs Group, Inc. 0.00% due 10/15/2014

Goldman Sachs Group, Inc. 0.00% due 12/22/2014

Goldman Sachs Group, Inc. 0.000% due 7/13/2015

Goldman Sachs Group, Inc. 0.000% due 4/23/2014

Goldman Sachs Group, Inc. 0.000% due 5/14/2018

Goldman Sachs Group, Inc. 0.00% due 5/14/2018

Goldman Sachs Group, Inc. 0.00% due 4/9/2015

Goldman Sachs Group, Inc. 0.00% due 4/23/2014

Goldman Sachs Group, Inc. 0.00% due 5/11/2015

Goldman Sachs Group, Inc. 0.00% due 6/5/2014

Goldman Sachs Group, Inc. 0.00% due 4/6/2015

Goldman Sachs Group, Inc. 0.00% due 9/15/2014

Goldman Sachs Group, Inc. 1% initially; beginning on April 3, 2014, Libor plus 65 bps, floor of 0.65% and, beginning on April 3, 2015, capped at 3%; payable quarterly due 4/3/2016

Goldman Sachs Group, Inc. 9.25% for first year; after that, four times CMS spread minus 20 bps, capped at 9.25% with floor of zero; payable quarterly due 3/27/2028

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.5% on April 2, 2018, to 4.5% on April 2, 2020, to 5.5% on April 2, 2021, to 6.5% on April 2, 2022 and to 7.5% on April 2, 2023; payable semiannually due 10/2/2023

Goldman Sachs Group, Inc. Initially 2%; after April 2, 2015, Libor plus 150 bps, subject to minimum of 1.5%; after April 2, 2017, Libor plus 150 bps, subject to minimum of 1.5% and maximum of 6%; payable quarterly due 4/2/2023

Goldman Sachs Group, Inc. Libor minus 13 bps, payable quarterly due 4/9/2014

Goldman Sachs Group, Inc. 0.00% due 4/10/2014

Goldman Sachs Group, Inc. 0.00% due 4/2/2018

Goldman Sachs Group, Inc. 0.00% due 3/31/2020

Goldman Sachs Group, Inc. 0.00% due 3/1/2018

Goldman Sachs Group, Inc. 0.00% due 3/31/2015

Goldman Sachs Group, Inc. 0.00% due 3/31/2016

Goldman Sachs Group, Inc. Per $1,000 principal amount of notes, 0.25% if all indexes are less than initial levels, 1% if only one index finishes at or above initial level, 2% if only two indexes finish at or above initial levels and 6% if all three indexes finish at or above initial levels; measured from pricing date to applicable annual coupon observation date; payable annually due 3/27/2020

Goldman Sachs Group, Inc. 8% per year for each day that index closes at or above coupon barrier level; payable monthly; Barrier level: 1,986.96, 75% of initial level due 3/28/2023

Goldman Sachs Group, Inc. 8% per year for each day that index closes at or above coupon barrier level; payable monthly; Barrier level: 1,986.96, 75% of initial level due 3/28/2023

Goldman Sachs Group, Inc. For each day that index closes at or above coupon barrier, 8% for the first 84 months and 9% for the next 36 months; payable monthly due 3/28/2023

Goldman Sachs Group, Inc. 9.25% for first year; after that, four times CMS spread minus 20 bps, capped at 9.25% with floor of zero; payable quarterly due 3/27/2028

Goldman Sachs Group, Inc. 0.00% due 4/4/2014

Goldman Sachs Group, Inc. 0.00% due 4/9/2014

Goldman Sachs Group, Inc. 0.00% due 3/26/2015

Goldman Sachs Group, Inc. 0.00% due 9/25/2015

Goldman Sachs Group, Inc. 0.00% due 4/4/2014

Goldman Sachs Group, Inc. 0.00% due 3/24/2016

Goldman Sachs Group, Inc. 0.00% due 4/4/2014

Goldman Sachs Group, Inc. 0.00% due 3/30/2015

Goldman Sachs Group, Inc. For each day that index closes at or above coupon barrier, 8.11% for the first 48 months, 9.5% for the next 36 months and 11% for the final 36 months; payable monthly due 3/27/2023

Goldman Sachs Group, Inc. 9% for first year; after that, four times CMS spread less 20 bps, capped at 9% and floor of zero; payable quarterly due 3/22/2028

Goldman Sachs Group, Inc. 0.00% due 9/23/2014

Goldman Sachs Group, Inc. Applicable rate times proportion of days on which index closes at or above trigger level and six-month Libor is 6% or less; applicable rate is 6% per year for first 96 months, 7% for next 60 months and 8% for last 24 months; payable monthly; Trigger level: 1,170.525, 75% of initial level due 3/20/2028

Goldman Sachs Group, Inc. 3.25% from March 20; 4% from March 20, 2019; 4.5% from March 20, 2022; 5% from March 20, 2024; 6% from March 20, 2026; 7% from March 20, 2027; 7.5% from March 20, 2028 due 3/20/2029

Goldman Sachs Group, Inc. 0.000% due 4/2/2014

Goldman Sachs Group, Inc. 0.000% due 9/17/2014

Goldman Sachs Group, Inc. 0.000% due 9/18/2014

Goldman Sachs Group, Inc. 0.000% due 4/2/2014

Goldman Sachs Group, Inc. 0.000% due 4/2/2014

Goldman Sachs Group, Inc. 0.00% due 4/2/2014

Goldman Sachs Group, Inc. 0.00% due 3/21/2018

Goldman Sachs Group, Inc. 0.00% due 10/1/2013

Goldman Sachs Group, Inc. 7.50% due 3/16/2020

Goldman Sachs Group, Inc. 0.00% due 10/15/2014

Goldman Sachs Group, Inc. 0.00% due 3/24/2014

Goldman Sachs Group, Inc. 0.00% due 3/24/2014

Goldman Sachs Group, Inc. 0.00% due 3/19/2014

Goldman Sachs Group, Inc. 0.00% due 9/18/2014

Goldman Sachs Group, Inc. 0.00% due 4/2/2015

Goldman Sachs Group, Inc. 0.00% due 3/12/2015

Goldman Sachs Group, Inc. 0.00% due 9/11/2014

Goldman Sachs Group, Inc. 0.00% due 9/11/2014

Goldman Sachs Group, Inc. 0.000% due 2/6/2019

Goldman Sachs Group, Inc. 0.000% due 11/14/2013

Goldman Sachs Group, Inc. 0.000% due 11/14/2013

Goldman Sachs Group, Inc. 0.000% due 3/10/2015

Goldman Sachs Group, Inc. 9.25% for first year; after that, four times CMS spread less 20 bps, capped at 9.25% and floor of zero; payable quarterly due 3/6/2028

Goldman Sachs Group, Inc. 2.5% initially; beginning March 6, 2014, Libor plus 75 bps, floor of 0.75% and, beginning March 6, 2015, capped at 5%; payable quarterly due 3/6/2018

Goldman Sachs Group, Inc. 0.000% due 9/4/2014

Goldman Sachs Group, Inc. 0.000% due 3/19/2014

Goldman Sachs Group, Inc. 0.000% due 9/4/2014

Goldman Sachs Group, Inc. 0.000% due 3/19/2014

Goldman Sachs Group, Inc. 0.00% due 4/3/2015

Goldman Sachs Group, Inc. 6% multiplied by the proportion of days on which the index closes at or above coupon barrier level; payable monthly; coupon barrier level: 720.04, 80% of initial level due 11/28/2018

Goldman Sachs Group, Inc. 0.00% due 3/4/2016

Goldman Sachs Group, Inc. 0.00% due 3/3/2015

Goldman Sachs Group, Inc. 0.00% due 3/2/2020

Goldman Sachs Group, Inc. For each day that index closes at or above coupon barrier level, 8% for first 84 months and 9% after that; payable monthly; Coupon barrier level: 671.88, 75% of initial level due 2/28/2023

Goldman Sachs Group, Inc. 9% for first year; after that, four times CMS spread less 15 bps, capped at 9% and floor of zero; payable quarterly due 2/28/2028

Goldman Sachs Group, Inc. 0.00% due 3/9/2015

Goldman Sachs Group, Inc. 0.00% due 8/28/2014

Goldman Sachs Group, Inc. 0.00% due 10/27/2014

Goldman Sachs Group, Inc. The applicable coupon multiplied by the proportion of days on which the index closes at or above 75% of the initial level; coupon is 7.5% for the first six years, 8% in years seven through nine, 9% in years 10 through 12 and 10% in years 13 through 15; payable monthly due 2/27/2028

Goldman Sachs Group, Inc. The applicable coupon multiplied by the proportion of days on which the index closes at or above 75% of the initial level and Libor is 6% or less; applicable coupon is 8% for the first five years, 9% in years six through 10 and 10% in years 11 through 15; payable monthly due 2/27/2028

Goldman Sachs Group, Inc. 0.00% due 3/10/2014

Goldman Sachs Group, Inc. 0.00% due 2/26/2015

Goldman Sachs Group, Inc. 0.00% due 3/1/2018

Goldman Sachs Group, Inc. 0.00% due 8/27/2014

Goldman Sachs Group, Inc. 0.00% due 4/3/2015

Goldman Sachs Group, Inc. 0.00% due 8/26/2014

Goldman Sachs Group, Inc. 0.00% due 2/26/2015

Goldman Sachs Group, Inc. 0.00% due 4/3/2015

Goldman Sachs Group, Inc. 0.00% due 3/27/2018

Goldman Sachs Group, Inc. 3.5% initially, steps up to 4.5% on Feb. 22, 2021, to 5.5% on Feb. 22, 2024, to 6.5% on Feb. 22, 2027 and to 7.5% on Aug. 22, 2027; payable semiannually due 2/22/2028

Goldman Sachs Group, Inc. 0.00% due 5/27/2014

Goldman Sachs Group, Inc. 0.00% due 2/27/2014

Goldman Sachs Group, Inc. 0.00% due 6/20/2016

Goldman Sachs Group, Inc. 0.00% due 8/20/2014

Goldman Sachs Group, Inc. 0.00% due 8/20/2014

Goldman Sachs Group, Inc. 0.00% due 8/20/2014

Goldman Sachs Group, Inc. 0.00% due 3/5/2014

Goldman Sachs Group, Inc. 0.00% due 6/27/2016

Goldman Sachs Group, Inc. 0.00% due 3/5/2014

Goldman Sachs Group, Inc. 0.00% due 3/5/2014

Goldman Sachs Group, Inc. 0.00% due 3/5/2014

Goldman Sachs Group, Inc. 0.00% due 3/5/2014

Goldman Sachs Group, Inc. 0.00% due 8/19/2014

Goldman Sachs Group, Inc. 2.25% initially; beginning Feb. 19, 2014, Libor plus 100 bps, floor of 1% and, beginning Feb. 19, 2015, capped at 5%; payable quarterly due 2/19/2018

Goldman Sachs Group, Inc. Annualized rate for each day index closes at or above 75% coupon barrier level; rate is 8% for first 48 months, 10% for next 36 months and 12% after that; payable monthly due 2/20/2023

Goldman Sachs Group, Inc. Annualized rate for each day that index closes at or above 72.5% coupon barrier level; rate is 7% for first 72 months, 10% for next 24 months and 13% after that; payable monthly due 2/20/2023

Goldman Sachs Group, Inc. 0.00% due 2/19/2015

Goldman Sachs Group, Inc. 0.00% due 2/25/2014

Goldman Sachs Group, Inc. 0.00% due 2/25/2014

Goldman Sachs Group, Inc. 0.00% due 2/15/2017

Goldman Sachs Group, Inc. 0.00% due 2/15/2018

Goldman Sachs Group, Inc. 0.00% due 8/13/2014

Goldman Sachs Group, Inc. 0.00% due 2/26/2014

Goldman Sachs Group, Inc. 0.00% due 3/12/2015

Goldman Sachs Group, Inc. 0.00% due 2/12/2018

Goldman Sachs Group, Inc. 9% for first year; after that, four times CMS spread less 20 bps, capped at 9.25% and floor of zero; payable quarterly due 2/11/2028

Goldman Sachs Group, Inc. 2.5% initially, steps up to 3% on Feb. 11, 2016, to 3.5% on Feb. 11, 2019, to 4.5% on Feb. 11, 2020, to 5.5% on Feb. 11, 2021, to 6.75% on Aug. 11, 2021 and to 7.75% on Feb. 11, 2022; payable semiannually due 8/11/2022

Goldman Sachs Group, Inc. 0.00% due 12/11/2014

Goldman Sachs Group, Inc. 0.00% due 2/10/2015

Goldman Sachs Group, Inc. 0.00% due 11/7/2014

Goldman Sachs Group, Inc. 0.00% due 8/7/2014

Goldman Sachs Group, Inc. 0.00% due 2/20/2014

Goldman Sachs Group, Inc. 0.00% due 8/6/2014

Goldman Sachs Group, Inc. 0.00% due 2/12/2015

Goldman Sachs Group, Inc. 0.00% due 2/12/2015

Goldman Sachs Group, Inc. 0.00% due 2/18/2014

Goldman Sachs Group, Inc. 0.00% due 2/20/2014

Goldman Sachs Group, Inc. 9% for first year; after that, four times CMS spread less 20 bps, capped at 9.25% and floor of zero; payable quarterly due 2/5/2028

Goldman Sachs Group, Inc. 0.00% due 11/5/2014

Goldman Sachs Group, Inc. 0.00% due 8/8/2014

Goldman Sachs Group, Inc. 0.00% due 2/6/2019

Goldman Sachs Group, Inc. 0.00% due 2/3/2020

Goldman Sachs Group, Inc. Per $1,000 principal amount of notes, 0.25% if all indexes are less than initial levels, 1% if only one index finishes at or above initial level, 2% if only two indexes finish at or above initial levels and 6% if all three indexes finish at or above initial levels; measured from pricing date to applicable annual coupon observation date; payable annually due 1/31/2020

Goldman Sachs Group, Inc. At specified annualized rate for each day that the index is at or above trigger level of 75% of the initial level; payable monthly; rate is 8% for the first 72 months, 10% for the next 24 months and 12% for the final 24 months due 1/31/2023

Goldman Sachs Group, Inc. At 6% annualized rate for each day that the index is at or above trigger level; payable monthly due 1/31/2018

Goldman Sachs Group, Inc. At 7.15% annualized rate for each day that the index is at or above trigger level; payable monthly due 1/31/2023

Goldman Sachs Group, Inc. 3% from Jan. 31; 3.5% from Jan. 31, 2018; 4% from Jan. 31, 2021; 5% from Jan. 31, 2023; 6% from Jan. 31, 2025; 7% from Jan. 31, 2026; 8.5% from Jan. 31, 2027 due 1/31/2028

Goldman Sachs Group, Inc. 3.25% from Jan. 31; 4.25% from Jan. 31, 2021; 5.5% from Jan. 31, 2025; 7% from Jan. 31, 2026; 8% from Jan. 31, 2027 due 1/31/2028

Goldman Sachs Group, Inc. 0.00% due 2/5/2018

Goldman Sachs Group, Inc. 0.00% due 5/1/2015

Goldman Sachs Group, Inc. 0.00% due 2/12/2014

Goldman Sachs Group, Inc. 0.00% due 8/8/2014

Goldman Sachs Group, Inc. 0.00% due 5/9/2014

Goldman Sachs Group, Inc. 10.00% due 7/29/2013

Goldman Sachs Group, Inc. 0.000% due 2/23/2015

Goldman Sachs Group, Inc. 0.000% due 7/23/2015

Goldman Sachs Group, Inc. 0.00% due 2/5/2014

Goldman Sachs Group, Inc. 0.00% due 1/24/2020

Goldman Sachs Group, Inc. 8.6% for first year; after that, four times CMS spread less 15 bps, capped at 8.6% and floor of zero; payable quarterly due 1/23/2028

Goldman Sachs Group, Inc. 0.00% due 7/11/2014

Goldman Sachs Group, Inc. 8.00% due 1/15/2014

Goldman Sachs Group, Inc. 0.000% due 1/15/2015

Goldman Sachs Group, Inc. Applicable interest rate multiplied by proportion of days on which the index is at or above trigger level; applicable rate is 8% for first 48 months, 10% for next 36 months and 12% for final 36 months; payable monthly; Trigger level: 660.5775, 75% of initial level due 1/17/2023

Goldman Sachs Group, Inc. 0.00% due 1/29/2014

Goldman Sachs Group, Inc. 0.00% due 7/16/2014

Goldman Sachs Group, Inc. 0.000% due 1/15/2015

Goldman Sachs Group, Inc. 0.000% due 1/29/2014

Goldman Sachs Group, Inc. 0.000% due 1/15/2015

Goldman Sachs Group, Inc. 0.000% due 1/29/2014

Goldman Sachs Group, Inc. 7% per year if both indexes close at or above 60% of their initial levels on the annual observation date due 1/17/2018

Goldman Sachs Group, Inc. $7.70 per $1,000 principal amount if price of Apple stock closes at or above 70% of initial price on monthly coupon determination date; otherwise, no coupon that month due 1/19/2016

Goldman Sachs Group, Inc. 0.00% due 1/21/2014

Goldman Sachs Group, Inc. 0.00% due 1/12/2015

Goldman Sachs Group, Inc. 0.00% due 1/2/2020

Goldman Sachs Group, Inc. 3.25% initially, stepping up to 4.5% on Jan. 8, 2020, to 5.5% on Jan. 8, 2025, to 6.75% on Jan. 8, 2026 and to 7.75% on Jan. 8, 2027; payable semiannually due 1/8/2028

Goldman Sachs Group, Inc. 0.00% due 7/3/2014

Goldman Sachs Group, Inc. 6.5% times proportion of days on which index is at or above trigger level and six-month Libor is 6% or less; payable monthly due 12/31/2027

Goldman Sachs Group, Inc. 0.00% due 1/2/2020

Goldman Sachs Group, Inc. 0.00% due 4/4/2013

Goldman Sachs Group, Inc. Applicable interest rate multiplied by proportion of days on which the index is at or above trigger level; applicable rate is 8% for first 48 months, 10% for next 36 months and 12% for final 36 months; payable monthly; Trigger level: 587.223, 70% of initial level due 12/31/2022

Goldman Sachs Group, Inc. 0.00% due 12/27/2016

Goldman Sachs Group, Inc. 0.00% due 1/7/2015

Goldman Sachs Group, Inc. 0.00% due 1/7/2015

Goldman Sachs Group, Inc. 6.5% annualized for each day that the index is at or above interest trigger level; payable monthly due 6/27/2019

Goldman Sachs Group, Inc. 0.00% due 6/25/2014

Goldman Sachs Group, Inc. 0.00% due 6/25/2014

Goldman Sachs Group, Inc. 0.00% due 1/10/2014

Goldman Sachs Group, Inc. 0.00% due 3/26/2014

Goldman Sachs Group, Inc. 0.00% due 6/26/2014

Goldman Sachs Group, Inc. 0.00% due 2/4/2015

Goldman Sachs Group, Inc. 0.00% due 6/26/2014

Goldman Sachs Group, Inc. 0.00% due 12/29/2014

Goldman Sachs Group, Inc. 0.00% due 8/25/2014

Goldman Sachs Group, Inc. 0.00% due 1/7/2015

Goldman Sachs Group, Inc. 0.00% due 4/30/2015

Goldman Sachs Group, Inc. 3.25% from Dec. 27; 4.25% from Dec. 27, 2019; 5.25% from Dec. 27, 2023; 6.25% from Dec. 27, 2025; 7.25% from Dec. 27, 2027 due 12/27/2028

Goldman Sachs Group, Inc. 0.00% due 12/24/2014

Goldman Sachs Group, Inc. 0.00% due 2/4/2015

Goldman Sachs Group, Inc. 0.00% due 2/4/2015

Goldman Sachs Group, Inc. At annualized rate for each day that the index is at or above trigger level, which will be 7% for first 48 months, 8% for next 36 months and 10% for last 36 months; payable monthly due 12/20/2022

Goldman Sachs Group, Inc. 0.000% due 1/13/2014

Goldman Sachs Group, Inc. 0.00% due 1/2/2014

Goldman Sachs Group, Inc. 0.00% due 6/18/2014

Goldman Sachs Group, Inc. 0.00% due 6/19/2014

Goldman Sachs Group, Inc. 0.00% due 7/3/2014

Goldman Sachs Group, Inc. 0.00% due 12/21/2016

Goldman Sachs Group, Inc. 0.00% due 1/2/2014

Goldman Sachs Group, Inc. 0.00% due 1/2/2014

Goldman Sachs Group, Inc. 2.05% from Dec. 17; 3.05% from Dec. 17, 2015; 4.25% from Dec. 17, 2018; 5.25% from Dec. 17, 2019; 6.25% from Dec. 17, 2020; 7.25% from Dec. 17, 2021 due 6/17/2022

Goldman Sachs Group, Inc. 0.00% due 6/17/2014

Goldman Sachs Group, Inc. 0.00% due 12/22/2015

Goldman Sachs Group, Inc. 0.00% due 6/13/2014

Goldman Sachs Group, Inc. 0.00% due 6/15/2015

Goldman Sachs Group, Inc. 0.00% due 12/18/2017

Goldman Sachs Group, Inc. 0.000% due 12/15/2014

Goldman Sachs Group, Inc. 0.00% due 12/15/2014

Goldman Sachs Group, Inc. 0.00% due 6/11/2014

Goldman Sachs Group, Inc. 0.00% due 12/26/2013

Goldman Sachs Group, Inc. 0.000% due 12/26/2013

Goldman Sachs Group, Inc. 0.000% due 12/10/2014

Goldman Sachs Group, Inc. 0.000% due 12/26/2013

Goldman Sachs Group, Inc. 0.000% due 3/12/2014

Goldman Sachs Group, Inc. 3% from Dec. 10; 4% from Dec. 10, 2017; 5.25% from Dec. 10, 2022; 6.5% from Dec. 10, 2024; 7.5% from Dec. 10, 2026 due 12/10/2027

Goldman Sachs Group, Inc. 3% initially; beginning Dec. 10, 2013, Libor plus 110 bps, floor or 1.1% and, beginning Dec. 10, 2014, capped at 4.85%; payable quarterly due 6/18/2017

Goldman Sachs Group, Inc. 0.00% due 6/10/2014

Goldman Sachs Group, Inc. 0.000% due 12/9/2014

Goldman Sachs Group, Inc. 0.000% due 12/9/2014

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which the index is at or above trigger level; payable monthly; Trigger level: 528.775, 65% of initial level due 11/30/2019

Goldman Sachs Group, Inc. 0.000% due 1/23/2014

Goldman Sachs Group, Inc. 0.000% due 3/6/2014

Goldman Sachs Group, Inc. 0.000% due 1/8/2015

Goldman Sachs Group, Inc. 0.000% due 1/8/2015

Goldman Sachs Group, Inc. 0.00% due 12/18/2013

Goldman Sachs Group, Inc. 0.00% due 12/3/2015

Goldman Sachs Group, Inc. 8.25% per year multiplied by proportion of days on which the index is at or above trigger level; payable monthly; Trigger level: 610.125, 75% of initial level due 11/30/2019

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which the index is at or above trigger level; payable monthly; Trigger level: 528.775, 65% of initial level due 11/30/2019

Goldman Sachs Group, Inc. 0.00% due 12/4/2019

Goldman Sachs Group, Inc. 0.00% due 12/18/2013

Goldman Sachs Group, Inc. 0.00% due 12/3/2018

Goldman Sachs Group, Inc. 5.35% per year multiplied by proportion of days on which the index is at or above trigger level; payable monthly; Bristol-Myers Squibb Co., ConocoPhillips, Intel Corp., AT&T Inc. and Walgreen Co. due 11/30/2017

Goldman Sachs Group, Inc. 6.25% per year multiplied by proportion of days on which the index is at or above 80% of initial level; payable monthly due 11/30/2018

Goldman Sachs Group, Inc. 2% from Nov. 30; 2.5% from Nov. 30, 2015; 2.75% from Nov. 30, 2016; 4% from Nov. 30, 2017; 6% from Nov. 30, 2018; 7% from Nov. 30, 2019 due 5/30/2020

Goldman Sachs Group, Inc. 0.00% due 12/10/2013

Goldman Sachs Group, Inc. 0.00% due 5/28/2014

Goldman Sachs Group, Inc. 0.00% due 12/11/2013

Goldman Sachs Group, Inc. 0.00% due 12/11/2013

Goldman Sachs Group, Inc. 3.25% from Nov. 26; 4% from Nov. 26, 2017; 5.25% from Nov. 26, 2022; 6.25% from Nov. 26, 2024; 7.5% from Nov. 26, 2026 due 11/26/2027

Goldman Sachs Group, Inc. 0.00% due 12/6/2013

Goldman Sachs Group, Inc. 0.00% due 12/4/2013

Goldman Sachs Group, Inc. 0.00% due 5/21/2014

Goldman Sachs Group, Inc. 0.00% due 12/4/2013

Goldman Sachs Group, Inc. 0.00% due 12/4/2013

Goldman Sachs Group, Inc. 0.00% due 12/4/2013

Goldman Sachs Group, Inc. 0.00% due 12/4/2013

Goldman Sachs Group, Inc. 0.00% due 12/4/2013

Goldman Sachs Group, Inc. 0.00% due 11/25/2014

Goldman Sachs Group, Inc. 10% per year multiplied by proportion of days on which the index is at or above trigger level; payable monthly; Trigger level: 611.48275, 77.5% of initial level due 11/16/2022

Goldman Sachs Group, Inc. 8% per year multiplied by proportion of days on which the index is at or above trigger level; payable monthly due 11/16/2019

Goldman Sachs Group, Inc. 0.00% due 11/18/2014

Goldman Sachs Group, Inc. 0.00% due 11/18/2014

Goldman Sachs Group, Inc. 0.00% due 11/24/2015

Goldman Sachs Group, Inc. 0.00% due 5/15/2014

Goldman Sachs Group, Inc. 0.00% due 5/15/2015

Goldman Sachs Group, Inc. 8% for first year; after that, four times CMS spread, capped at 9% and floor of zero; payable quarterly due 11/19/2027

Goldman Sachs Group, Inc. 0.00% due 11/25/2013

Goldman Sachs Group, Inc. 0.00% due 11/25/2013

Goldman Sachs Group, Inc. 0.00% due 5/14/2015

Goldman Sachs Group, Inc. 0.00% due 11/22/2013

Goldman Sachs Group, Inc. 3% from Nov. 9; 4% from Nov. 9, 2017; 5% from Nov. 9, 2020; 6.25% from Nov. 9, 2023; 7.25% from Nov. 9, 2024 due 5/9/2025

Goldman Sachs Group, Inc. 0.00% due 2/10/2014

Goldman Sachs Group, Inc. 0.00% due 6/10/2015

Goldman Sachs Group, Inc. 0.00% due 5/8/2014

Goldman Sachs Group, Inc. 0.00% due 5/10/2016

Goldman Sachs Group, Inc. 2% initially, stepping up to 2.85% on Nov. 7, 2015, to 3.85% on Nov. 7, 2017, to 4.85% on Nov. 7, 2018 and to 5.85% on May 7, 2019; payable semiannually due 11/7/2019

Goldman Sachs Group, Inc. 0.00% due 5/7/2014

Goldman Sachs Group, Inc. 0.00% due 5/7/2014

Goldman Sachs Group, Inc. 0.000% due 5/7/2014

Goldman Sachs Group, Inc. 0.00% due 11/20/2013

Goldman Sachs Group, Inc. 10.25% per year multiplied by proportion of days on which the index is at or above trigger level; payable monthly due 11/7/2022

Goldman Sachs Group, Inc. 0.00% due 11/1/2019

Goldman Sachs Group, Inc. 0.00% due 5/18/2015

Goldman Sachs Group, Inc. 10% per year multiplied by proportion of days on which the index is at or above 75% of initial level; payable monthly due 10/31/2022

Goldman Sachs Group, Inc. 10% per year multiplied by proportion of days on which the index is at or above 80% of initial level; payable monthly due 10/31/2022

Goldman Sachs Group, Inc. 6.5% per year multiplied by proportion of days on which the index is at or above 80% of initial level; payable monthly due 10/31/2018

Goldman Sachs Group, Inc. 0.00% due 4/30/2014

Goldman Sachs Group, Inc. 0.00% due 11/14/2013

Goldman Sachs Group, Inc. 0.00% due 11/14/2013

Goldman Sachs Group, Inc. 8% for first year; after that, four times CMS spread, capped at 9%, if CMS spread is positive and 0% if CMS spread is zero or negative; payable quarterly due 10/30/2027

Goldman Sachs Group, Inc. 3% from Oct. 30; 4% from Oct. 30, 2017; 5% from Oct. 30, 2022; 6% from Oct. 30, 2023; 7% from Oct. 30, 2025 due 10/30/2027

Goldman Sachs Group, Inc. Libor minus 30 bps, payable and reset quarterly due 12/3/2013

Goldman Sachs Group, Inc. 0.00% due 12/31/2013

Goldman Sachs Group, Inc. 0.00% due 11/4/2014

Goldman Sachs Group, Inc. 0.00% due 12/4/2014

Goldman Sachs Group, Inc. 0.00% due 5/29/2014

Goldman Sachs Group, Inc. 0.00% due 12/11/2014

Goldman Sachs Group, Inc. 0.00% due 4/23/2014

Goldman Sachs Group, Inc. 0.00% due 11/6/2013

Goldman Sachs Group, Inc. 0.00% due 5/29/2015

Goldman Sachs Group, Inc. 0.00% due 11/5/2015

Goldman Sachs Group, Inc. 0.00% due 10/22/2014

Goldman Sachs Group, Inc. Libor minus 26 bps, payable and reset quarterly due 9/26/2013

Goldman Sachs Group, Inc. 0.00% due 12/26/2014

Goldman Sachs Group, Inc. 0.00% due 10/18/2017

Goldman Sachs Group, Inc. 0.00% due 4/15/2014

Goldman Sachs Group, Inc. 0.00% due 3/27/2014

Goldman Sachs Group, Inc. 0.00% due 4/7/2016

Goldman Sachs Group, Inc. 0.00% due 4/4/2014

Goldman Sachs Group, Inc. 0.00% due 1/7/2014

Goldman Sachs Group, Inc. 0.000% due 5/6/2014

Goldman Sachs Group, Inc. 0.000% due 10/5/2016

Goldman Sachs Group, Inc. 7% per year for each day that index closes above trigger level and six-month Libor is 6% or less, payable monthly due 10/3/2027

Goldman Sachs Group, Inc. 0.00% due 10/17/2013

Goldman Sachs Group, Inc. 0.00% due 10/3/2014

Goldman Sachs Group, Inc. 0.00% due 1/2/2013

Goldman Sachs Group, Inc. 0.00% due 10/1/2014

Goldman Sachs Group, Inc. 0.00% due 4/9/2014

Goldman Sachs Group, Inc. 0.00% due 9/29/2016

Goldman Sachs Group, Inc. 0.00% due 12/31/2018

Goldman Sachs Group, Inc. 0.000% due 5/30/2014

Goldman Sachs Group, Inc. 0.00% due 3/27/2014

Goldman Sachs Group, Inc. 0.00% due 3/26/2014

Goldman Sachs Group, Inc. 0.00% due 10/9/2013

Goldman Sachs Group, Inc. 0.00% due 9/24/2014

Goldman Sachs Group, Inc. 0.00% due 9/24/2014

Goldman Sachs Group, Inc. Libor minus 32 basis points, payable and reset quarterly due 9/26/2013

Goldman Sachs Group, Inc. 4% initially, stepping up to 4.5% on Sept. 21, 2020, to 6% on Sept. 21, 2023 and to 7% on Sept. 21, 2025; payable semiannually due 9/21/2027

Goldman Sachs Group, Inc. 0.000% due 10/2/2013

Goldman Sachs Group, Inc. 6.75% per year for each day that index closes above trigger level and six-month Libor is 6% or less, payable monthly due 9/18/2024

Goldman Sachs Group, Inc. 0.00% due 9/11/2014

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Sept. 17, 2016, to 6% on Sept. 17, 2018 and to 7% on Sept. 17, 2019; payable semiannually due 9/17/2020

Goldman Sachs Group, Inc. 4% initially, then 7% from March 14, 2021 onward; payable semiannually due 9/14/2024

Goldman Sachs Group, Inc. 0.00% due 9/23/2013

Goldman Sachs Group, Inc. 0.00% due 10/23/2013

Goldman Sachs Group, Inc. 0.00% due 9/9/2014

Goldman Sachs Group, Inc. 0.00% due 9/9/2014

Goldman Sachs Group, Inc. 0.00% due 10/7/2013

Goldman Sachs Group, Inc. 0.00% due 9/13/2013

Goldman Sachs Group, Inc. 0.00% due 3/4/2015

Goldman Sachs Group, Inc. 7.5% per year for each day that index closes above trigger level and six-month Libor is 6% or less, payable quarterly; Index trigger level: 979.636, 70% of initial level due 9/5/2027

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Sept. 5, 2015, to 5% on Sept. 5, 2017, to 6% on Sept. 5, 2019 and to 7% on Sept. 5, 2020; payable monthly due 9/5/2021

Goldman Sachs Group, Inc. 0.000% due 12/7/2015

Goldman Sachs Group, Inc. 6.5% if index’s closing level on annual observation date is greater than or equal to its closing level on preceding annual observation date; otherwise, 3%; payable annually due 9/1/2017

Goldman Sachs Group, Inc. 0.00% due 9/4/2014

Goldman Sachs Group, Inc. 0.00% due 9/5/2014

Goldman Sachs Group, Inc. 0.00% due 9/4/2018

Goldman Sachs Group, Inc. 0.00% due 3/6/2016

Goldman Sachs Group, Inc. 0.00% due 9/3/2014

Goldman Sachs Group, Inc. 0.00% due 8/31/2018

Goldman Sachs Group, Inc. 6.75% annualized for each day that index closes above trigger level and six-month Libor is 6% or less, payable monthly; Trigger level: 1,089.141768, 77.22% of initial level due 8/30/2024

Goldman Sachs Group, Inc. 0.00% due 3/18/2014

Goldman Sachs Group, Inc. 0.000% due 3/5/2014

Goldman Sachs Group, Inc. 4% initially, stepping up to 5% on Aug. 28, 2018, to 6% on Aug. 28, 2023, to 7% on Aug. 28, 2025 and to 8% on Aug. 28, 2026; payable semiannually due 8/28/2027

Goldman Sachs Group, Inc. 0.00% due 2/27/2014

Goldman Sachs Group, Inc. 0.00% due 8/27/2014

Goldman Sachs Group, Inc. 0.00% due 8/25/2014

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Feb. 22, 2016, to 6% on Aug. 22, 2018 and to 7% on Aug. 22, 2019; payable monthly due 8/22/2020

Goldman Sachs Group, Inc. 0.00% due 8/30/2013

Goldman Sachs Group, Inc. 0.00% due 2/20/2015

Goldman Sachs Group, Inc. Applicable rate multiplied by proportion of days on which index closes above trigger level and six-month Libor is 6% or less; applicable rate is 5.9% per year for first three years, 6.4% for years four through six, 6.9% for years seven through nine and 7.4% for years 10 through 12; payable monthly due 8/20/2024

Goldman Sachs Group, Inc. 7% per year for each day that index closes above trigger level and six-month Libor is 6% or less, payable quarterly due 8/17/2027

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Aug. 16, 2015, to 5% on Aug. 16, 2018, to 6% on Aug. 16, 2020 and to 7.5% on Aug. 21, 2021; payable monthly due 8/16/2022

Goldman Sachs Group, Inc. 0.00% due 9/4/2014

Goldman Sachs Group, Inc. 0.00% due 10/16/2015

Goldman Sachs Group, Inc. 0.00% due 9/8/2014

Goldman Sachs Group, Inc. 0.00% due 8/19/2013

Goldman Sachs Group, Inc. 0.00% due 2/18/2014

Goldman Sachs Group, Inc. 0.00% due 8/28/2013

Goldman Sachs Group, Inc. 0.00% due 8/18/2014

Goldman Sachs Group, Inc. 0.00% due 8/28/2013

Goldman Sachs Group, Inc. 0.00% due 2/20/2014

Goldman Sachs Group, Inc. 0.00% due 8/28/2013

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Aug. 16, 2015, to 5% on Aug. 16, 2018, to 6% on Aug. 16, 2020 and to 7.5% on Aug. 21, 2021; payable monthly due 8/16/2022

Goldman Sachs Group, Inc. 0.00% due 3/14/2014

Goldman Sachs Group, Inc. 0.00% due 9/25/2013

Goldman Sachs Group, Inc. 0.00% due 8/21/2013

Goldman Sachs Group, Inc. 0.00% due 8/21/2013

Goldman Sachs Group, Inc. 0.00% due 7/3/2014

Goldman Sachs Group, Inc. 0.00% due 7/3/2014

Goldman Sachs Group, Inc. 0.00% due 8/21/2013

Goldman Sachs Group, Inc. 0.00% due 2/6/2014

Goldman Sachs Group, Inc. 0.00% due 8/8/2016

Goldman Sachs Group, Inc. 0.00% due 8/6/2014

Goldman Sachs Group, Inc. 0.00% due 9/9/2013

Goldman Sachs Group, Inc. 7.5% per year for each day that index closes above trigger level and six-month Libor is 6% or less, payable monthly due 8/3/2027

Goldman Sachs Group, Inc. 4% initially, stepping up to 5% on Aug. 3, 2018, to 6% on Aug. 3, 2021 and to 7% on Aug. 3, 2024; payable quarterly due 8/3/2027

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.5% on Feb. 3, 2015, to 4% on Feb. 3, 2016, to 5% on Feb. 3, 2017, to 6% on Aug. 3, 2017, to 7% on Feb. 3, 2018 and to 8.25% on Aug. 3, 2018; payable semiannually due 2/3/2019

Goldman Sachs Group, Inc. 0.00% due 9/4/2014

Goldman Sachs Group, Inc. 0.000% due 8/4/2014

Goldman Sachs Group, Inc. 7% if index’s closing level on annual observation date is greater than or equal to its closing level on preceding annual observation date; otherwise, 3%; payable annually due 8/1/2017

Goldman Sachs Group, Inc. 7% per year multiplied by proportion of days on which the index closes above trigger level; payable monthly due 7/31/2017

Goldman Sachs Group, Inc. 0.00% due 8/14/2013

Goldman Sachs Group, Inc. 0.00% due 7/31/2014

Goldman Sachs Group, Inc. 0.00% due 8/4/2014

Goldman Sachs Group, Inc. 0.00% due 8/4/2014

Goldman Sachs Group, Inc. 0.00% due 2/1/2018

Goldman Sachs Group, Inc. 0.00% due 2/1/2016

Goldman Sachs Group, Inc. 0.00% due 7/31/2014

Goldman Sachs Group, Inc. 0.00% due 1/30/2014

Goldman Sachs Group, Inc. 0.000% due 7/24/2017

Goldman Sachs Group, Inc. 3% initially, due 7/30/2020

Goldman Sachs Group, Inc. 4% initially, stepping up to 5% on July 30, 2018, to 6% on July 30, 2022 and to 7% on July 30, 2025; payable semiannually due 7/30/2027

Goldman Sachs Group, Inc. 0.00% due 1/29/2014

Goldman Sachs Group, Inc. 0.00% due 8/7/2013

Goldman Sachs Group, Inc. 0.00% due 8/10/2015

Goldman Sachs Group, Inc. 0.00% due 8/7/2013

Goldman Sachs Group, Inc. 0.00% due 8/7/2013

Goldman Sachs Group, Inc. 0.00% due 7/23/2014

Goldman Sachs Group, Inc. 0.00% due 7/21/2014

Goldman Sachs Group, Inc. 0.00% due 7/21/2014

Goldman Sachs Group, Inc. 0.00% due 7/21/2014

Goldman Sachs Group, Inc. 0.000% due 1/14/2016

Goldman Sachs Group, Inc. 0.000% due 7/24/2017

Goldman Sachs Group, Inc. 0.000% due 7/24/2013

Goldman Sachs Group, Inc. 0.000% due 7/24/2013

Goldman Sachs Group, Inc. 0.000% due 1/15/2014

Goldman Sachs Group, Inc. 0.000% due 7/8/2014

Goldman Sachs Group, Inc. 0.000% due 7/8/2014

Goldman Sachs Group, Inc. 0.000% due 1/10/2014

Goldman Sachs Group, Inc. 0.000% due 1/9/2014

Goldman Sachs Group, Inc. 0.000% due 8/23/2013

Goldman Sachs Group, Inc. 0.000% due 7/10/2014

Goldman Sachs Group, Inc. 0.000% due 7/10/2014

Goldman Sachs Group, Inc. 0.00% due 10/5/2012

Goldman Sachs Group, Inc. 0.00% due 7/6/2015

Goldman Sachs Group, Inc. 0.00% due 1/7/2014

Goldman Sachs Group, Inc. 0.00% due 7/2/2015

Goldman Sachs Group, Inc. 7.25% if index closes at or above initial level for annual observation period; otherwise, 3%; payable annually due 6/30/2017

Goldman Sachs Group, Inc. 7.4% per year multiplied by the proportion of days on which the index closes above 80% of the initial level; payable monthly due 6/29/2017

Goldman Sachs Group, Inc. 0.00% due 7/7/2014

Goldman Sachs Group, Inc. 0.00% due 7/2/2014

Goldman Sachs Group, Inc. 0.00% due 7/7/2014

Goldman Sachs Group, Inc. 0.00% due 12/31/2015

Goldman Sachs Group, Inc. 0.00% due 6/30/2017

Goldman Sachs Group, Inc. 0.00% due 7/31/2013

Goldman Sachs Group, Inc. 0.000% due 6/30/2014

Goldman Sachs Group, Inc. 0.000% due 1/3/2014

Goldman Sachs Group, Inc. 0.00% due 7/2/2014

Goldman Sachs Group, Inc. 0.00% due 7/5/2013

Goldman Sachs Group, Inc. 0.00% due 7/10/2013

Goldman Sachs Group, Inc. 0.00% due 7/10/2013

Goldman Sachs Group, Inc. 0.00% due 7/8/2014

Goldman Sachs Group, Inc. 0.00% due 7/10/2013

Goldman Sachs Group, Inc. 0.000% due 5/8/2037

Goldman Sachs Group, Inc. 0.000% due 7/9/2013

Goldman Sachs Group, Inc. 0.00% due 10/5/2012

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.5% on Dec. 20, 2013, to 4.5% on Dec. 20, 2014, 5.5% on Dec. 20, 2015 and to 6.5% on Dec. 20, 2016; payable semiannually due 6/20/2017

Goldman Sachs Group, Inc. 0.000% due 7/3/2013

Goldman Sachs Group, Inc. 0.000% due 12/21/2015

Goldman Sachs Group, Inc. 0.000% due 6/23/2014

Goldman Sachs Group, Inc. 0.00% due 12/18/2013

Goldman Sachs Group, Inc. 0.00% due 12/30/2013

Goldman Sachs Group, Inc. Initially 5.25%; beginning June 18, 2013, Libor plus 275 bps, subject to minimum coupon of 2.75%; beginning June 18, 2014, 5.25% cap on coupon takes effect; payable quarterly due 6/18/2017

Goldman Sachs Group, Inc. 0.00% due 6/20/2014

Goldman Sachs Group, Inc. 0.00% due 7/14/2014

Goldman Sachs Group, Inc. 0.00% due 7/14/2014

Goldman Sachs Group, Inc. 0.00% due 7/14/2014

Goldman Sachs Group, Inc. 0.00% due 7/19/2013

Goldman Sachs Group, Inc. 0.00% due 7/2/2014

Goldman Sachs Group, Inc. 0.00% due 12/18/2013

Goldman Sachs Group, Inc. 0.00% due 6/21/2013

Goldman Sachs Group, Inc. 0.00% due 6/21/2013

Goldman Sachs Group, Inc. 0.00% due 6/21/2013

Goldman Sachs Group, Inc. 0.00% due 12/11/2013

Goldman Sachs Group, Inc. 0.00% due 6/26/2013

Goldman Sachs Group, Inc. 0.00% due 6/26/2013

Goldman Sachs Group, Inc. 0.00% due 6/26/2013

Goldman Sachs Group, Inc. 0.00% due 6/26/2013

Goldman Sachs Group, Inc. 0.00% due 6/10/2014

Goldman Sachs Group, Inc. 0.00% due 6/14/2013

Goldman Sachs Group, Inc. 0.00% due 12/9/2013

Goldman Sachs Group, Inc. 0.00% due 6/9/2014

Goldman Sachs Group, Inc. 9.2% per year, equivalent to a quarterly payment of $23 per $1,000 principal amount, if index level on quarterly observation date is at least 95% of initial level due 12/6/2013

Goldman Sachs Group, Inc. 0.00% due 9/1/2016

Goldman Sachs Group, Inc. 0.00% due 12/3/2015

Goldman Sachs Group, Inc. If index closes above trigger level on a monthly reference date, annualized 7.4% for that month; otherwise, 0% for that month due 5/31/2017

Goldman Sachs Group, Inc. 8.1% annualized for each day that day index closes above trigger level, payable quarterly due 5/31/2027

Goldman Sachs Group, Inc. 7% annualized for each day that day index closes above trigger level and six-month Libor is 6% or less, payable monthly due 5/31/2022

Goldman Sachs Group, Inc. 0.000% due 6/2/2017

Goldman Sachs Group, Inc. 0.00% due 12/6/2013

Goldman Sachs Group, Inc. 0.000% due 5/30/2014

Goldman Sachs Group, Inc. 0.000% due 5/30/2014

Goldman Sachs Group, Inc. 0.000% due 6/12/2013

Goldman Sachs Group, Inc. 0.000% due 6/2/2017

Goldman Sachs Group, Inc. Libor minus 42 bps, payable quarterly due 7/1/2013

Goldman Sachs Group, Inc. 0.00% due 4/7/2014

Goldman Sachs Group, Inc. 0.00% due 4/7/2014

Goldman Sachs Group, Inc. 0.00% due 12/2/2013

Goldman Sachs Group, Inc. 0.00% due 11/29/2013

Goldman Sachs Group, Inc. 0.00% due 11/29/2013

Goldman Sachs Group, Inc. 0.00% due 11/27/2012

Goldman Sachs Group, Inc. Annualized rate for each day that day index closes above trigger level and six-month Libor is 6% or less of 8.55% initially, stepping up to 9.55% in year six and to 10.55% in year 11; payable monthly due 5/23/2027

Goldman Sachs Group, Inc. 0.00% due 5/27/2014

Goldman Sachs Group, Inc. 0.000% due 5/30/2013

Goldman Sachs Group, Inc. 8.000% due 3/14/2013

Goldman Sachs Group, Inc. 0.000% due 8/26/2013

Goldman Sachs Group, Inc. 0.000% due 9/10/2013

Goldman Sachs Group, Inc. 0.00% due 7/24/2014

Goldman Sachs Group, Inc. 0.00% due 5/27/2014

Goldman Sachs Group, Inc. 0.00% due 11/20/2013

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.25% on Nov. 18, 2013, to 4.25% on Nov. 18, 2015, 5.5% on Nov. 18, 2016 and to 7.5% on Nov. 18, 2018; payable monthly due 5/18/2019

Goldman Sachs Group, Inc. 0.000% due 8/1/2013

Goldman Sachs Group, Inc. 0.000% due 11/14/2013

Goldman Sachs Group, Inc. 0.000% due 5/30/2013

Goldman Sachs Group, Inc. 0.000% due 11/18/2013

Goldman Sachs Group, Inc. 0.000% due 5/30/2013

Goldman Sachs Group, Inc. 0.000% due 5/19/2014

Goldman Sachs Group, Inc. 0.000% due 5/24/2013

Goldman Sachs Group, Inc. 0.000% due 10/18/2013

Goldman Sachs Group, Inc. 0.000% due 4/7/2014

Goldman Sachs Group, Inc. 0.000% due 4/7/2014

Goldman Sachs Group, Inc. 5% initially; beginning May 14, 2013, Libor plus 200 bps, and then capped at 5% beginning in May 2014; payable quarterly due 5/14/2017

Goldman Sachs Group, Inc. 0.000% due 5/17/2013

Goldman Sachs Group, Inc. 0.000% due 5/17/2013

Goldman Sachs Group, Inc. 0.000% due 5/22/2013

Goldman Sachs Group, Inc. 0.00% due 5/21/2013

Goldman Sachs Group, Inc. 0.000% due 10/14/2014

Goldman Sachs Group, Inc. 0.000% due 5/22/2013

Goldman Sachs Group, Inc. 0.000% due 11/22/2013

Goldman Sachs Group, Inc. 0.000% due 5/6/2014

Goldman Sachs Group, Inc. 0.000% due 12/18/2013

Goldman Sachs Group, Inc. 0.000% due 11/7/2013

Goldman Sachs Group, Inc. 0.00% due 12/18/2013

Goldman Sachs Group, Inc. 0.00% due 11/12/2013

Goldman Sachs Group, Inc. 0.00% due 5/5/2014

Goldman Sachs Group, Inc. 0.00% due 6/4/2013

Goldman Sachs Group, Inc. 0.00% due 11/5/2012

Goldman Sachs Group, Inc. 0.00% due 5/10/2013

Goldman Sachs Group, Inc. 0.00% due 9/24/2013

Goldman Sachs Group, Inc. 0.00% due 5/15/2013

Goldman Sachs Group, Inc. 0.00% due 5/4/2015

Goldman Sachs Group, Inc. 0.00% due 5/4/2016

Goldman Sachs Group, Inc. 0.00% due 5/15/2013

Goldman Sachs Group, Inc. 0.00% due 10/29/2015

Goldman Sachs Group, Inc. If index closes above trigger level on a monthly reference date, annualized 7.3% for that month; otherwise, 0% for that month due 5/1/2017

Goldman Sachs Group, Inc. 7% for each day that day index closes above trigger level and six-month Libor is 6% or less; payable monthly due 4/30/2022

Goldman Sachs Group, Inc. 0.000% due 1/31/2018

Goldman Sachs Group, Inc. 4% initially, stepping up to 5% on Oct. 30, 2015, to 6% on Oct. 30, 2018 and to 7% on Oct. 30, 2020; payable semiannually due 4/30/2021

Goldman Sachs Group, Inc. 2.5% initially, stepping up to 3.5% on Oct. 30, 2014 and to 4.75% on Oct. 30, 2015; payable semiannually due 4/30/2016

Goldman Sachs Group, Inc. 0.00% due 5/7/2013

Goldman Sachs Group, Inc. Libor minus 41 bps, payable quarterly due 6/10/2013

Goldman Sachs Group, Inc. 0.000% due 4/30/2014

Goldman Sachs Group, Inc. Libor minus 41 bps, payable quarterly due 6/10/2013

Goldman Sachs Group, Inc. 0.000% due 5/8/2013

Goldman Sachs Group, Inc. 0.000% due 5/7/2013

Goldman Sachs Group, Inc. 0.00% due 10/21/2013

Goldman Sachs Group, Inc. 0.000% due 5/28/2015

Goldman Sachs Group, Inc. 0.000% due 10/27/2014

Goldman Sachs Group, Inc. 0.000% due 5/8/2013

Goldman Sachs Group, Inc. 0.000% due 11/21/2012

Goldman Sachs Group, Inc. 0.00% due 4/27/2015

Goldman Sachs Group, Inc. 0.00% due 5/6/2013

Goldman Sachs Group, Inc. 0.00% due 10/25/2013

Goldman Sachs Group, Inc. 8% for each day that day index closes above trigger level and six-month Libor is 6% or less; payable monthly due 4/17/2027

Goldman Sachs Group, Inc. 7% for each day that day index closes above trigger level and six-month Libor is 6% or less; payable monthly due 4/17/2022

Goldman Sachs Group, Inc. 9% for first year; after that, four times CMS spread, capped at 10%, if CMS spread is positive and 0% if CMS spread is zero or negative; payable quarterly due 4/20/2027

Goldman Sachs Group, Inc. 0.00% due 10/21/2013

Goldman Sachs Group, Inc. 0.00% due 10/21/2013

Goldman Sachs Group, Inc. 0.00% due 10/21/2013

Goldman Sachs Group, Inc. 0.00% due 4/7/2014

Goldman Sachs Group, Inc. 0.00% due 10/28/2013

Goldman Sachs Group, Inc. 2.00% due 10/15/2015

Goldman Sachs Group, Inc. 0.00% due 5/20/2013

Goldman Sachs Group, Inc. 0.00% due 4/18/2014

Goldman Sachs Group, Inc. 0.00% due 4/18/2014

Goldman Sachs Group, Inc. 0.000% due 5/17/2013

Goldman Sachs Group, Inc. 0.000% due 4/11/2016

Goldman Sachs Group, Inc. 0.000% due 4/11/2016

Goldman Sachs Group, Inc. 0.000% due 11/12/2013

Goldman Sachs Group, Inc. 0.00% due 7/9/2012

Goldman Sachs Group, Inc. 0.00% due 4/6/2016

Goldman Sachs Group, Inc. 0.00% due 4/6/2015

Goldman Sachs Group, Inc. 0.00% due 10/1/2015

Goldman Sachs Group, Inc. 0.00% due 4/2/2015

Goldman Sachs Group, Inc. 0.00% due 1/3/2018

Goldman Sachs Group, Inc. 0.00% due 10/2/2013

Goldman Sachs Group, Inc. 7% for each day that day index closes above trigger level and six-month Libor is 6% or less; payable monthly; Index trigger level: 1,059.39, 75% of initial level due 3/30/2022

Goldman Sachs Group, Inc. 8.75% for each day that day index closes above trigger level and six-month Libor is 6% or less; payable monthly; Index trigger level: 1,046.182938, 74.065% of initial level due 3/30/2027

Goldman Sachs Group, Inc. 0.00% due 4/10/2013

Goldman Sachs Group, Inc. 0.00% due 4/10/2013

Goldman Sachs Group, Inc. 0.00% due 7/18/2013

Goldman Sachs Group, Inc. 0.00% due 4/7/2014

Goldman Sachs Group, Inc. 0.000% due 7/3/2015

Goldman Sachs Group, Inc. 0.00% due 6/30/2014

Goldman Sachs Group, Inc. 0.000% due 11/12/2014

Goldman Sachs Group, Inc. 0.000% due 10/15/2013

Goldman Sachs Group, Inc. 0.000% due 9/30/2013

Goldman Sachs Group, Inc. 0.00% due 9/30/2013

Goldman Sachs Group, Inc. 0.00% due 9/30/2013

Goldman Sachs Group, Inc. 0.00% due 5/23/2017

Goldman Sachs Group, Inc. 0.00% due 4/19/2013

Goldman Sachs Group, Inc. 8.000% due 3/14/2013

Goldman Sachs Group, Inc. 0.000% due 6/5/2013

Goldman Sachs Group, Inc. 0.000% due 4/7/2014

Goldman Sachs Group, Inc. 4% initially, stepping up to 5% on March 20, 2016, to 6% on March 20, 2018 and to 7.5% on March 20, 2021; payable semiannually due 3/20/2022

Goldman Sachs Group, Inc. 0.000% due 11/12/2014

Goldman Sachs Group, Inc. 8% for each day that index closes above trigger level; payable monthly due 3/15/2027

Goldman Sachs Group, Inc. 8.5% for each day that day index closes above trigger level and six-month Libor is 6% or less; payable monthly due 3/15/2027

Goldman Sachs Group, Inc. 0.000% due 11/12/2013

Goldman Sachs Group, Inc. 0.000% due 9/16/2013

Goldman Sachs Group, Inc. 0.00% due 4/15/2013

Goldman Sachs Group, Inc. 0.00% due 3/13/2015

Goldman Sachs Group, Inc. 0.00% due 9/10/2013

Goldman Sachs Group, Inc. 0.00% due 6/11/2012

Goldman Sachs Group, Inc. 0.000% due 3/10/2014

Goldman Sachs Group, Inc. 0.000% due 11/8/2013

Goldman Sachs Group, Inc. 0.000% due 3/10/2014

Goldman Sachs Group, Inc. 0.00% due 4/8/2013

Goldman Sachs Group, Inc. 0.00% due 3/9/2015

Goldman Sachs Group, Inc. Initially 5%, stepping up to 5.5% on March 2, 2017 and to 6.5% on March 2, 2021; payable semiannually due 3/2/2024

Goldman Sachs Group, Inc. 0.00% due 9/2/2014

Goldman Sachs Group, Inc. 0.00% due 8/31/2017

Goldman Sachs Group, Inc. 0.00% due 9/17/2013

Goldman Sachs Group, Inc. 0.00% due 6/24/2014

Goldman Sachs Group, Inc. 0.000% due 8/30/2013

Goldman Sachs Group, Inc. 3.75% due 9/4/2012

Goldman Sachs Group, Inc. 0.000% due 8/30/2013

Goldman Sachs Group, Inc. 7% per year times proportion of days on which S&P 500 is above trigger level and six-month Libor is 6% or less; payable monthly; Index trigger level: 1,056.6815, 77.5% of initial level due 2/28/2022

Goldman Sachs Group, Inc. 0.00% due 9/12/2013

Goldman Sachs Group, Inc. 3% initially, stepping up to 4% on Feb. 23, 2015, to 5% on Feb. 23, 2016, to 7.75% on Feb. 23, 2017, to 8.75% on Feb. 23, 2018 and to 9.75% on Feb. 23, 2019; payable semiannually due 8/23/2019

Goldman Sachs Group, Inc. 0.000% due 8/26/2013

Goldman Sachs Group, Inc. 0.000% due 8/23/2013

Goldman Sachs Group, Inc. 0.000% due 2/25/2014

Goldman Sachs Group, Inc. 0.00% due 3/21/2013

Goldman Sachs Group, Inc. 0.00% due 8/23/2013

Goldman Sachs Group, Inc. 0.000% due 8/23/2013

Goldman Sachs Group, Inc. 0.000% due 8/23/2013

Goldman Sachs Group, Inc. 0.000% due 8/23/2013

Goldman Sachs Group, Inc. 0.000% due 8/20/2013

Goldman Sachs Group, Inc. 7.5% per year multiplied by proportion of days on which S&P 500 is above 76.12% of initial level; payable quarterly due 2/15/2027

Goldman Sachs Group, Inc. 4.05% initially, stepping up to 5.05% on Feb. 15, 2017, to 6.05% on Feb. 15, 2018, to 7.05% on Feb. 15, 2019 and to 8.05% on Feb. 15, 2020; payable semiannually due 2/15/2021

Goldman Sachs Group, Inc. 0.00% due 4/7/2014

Goldman Sachs Group, Inc. 0.00% due 4/7/2014

Goldman Sachs Group, Inc. 0.00% due 4/7/2014

Goldman Sachs Group, Inc. 0.00% due 4/7/2014

Goldman Sachs Group, Inc. 0.000% due 8/30/2013

Goldman Sachs Group, Inc. 0.000% due 8/13/2013

Goldman Sachs Group, Inc. 0.000% due 8/13/2013

Goldman Sachs Group, Inc. 0.000% due 2/21/2013

Goldman Sachs Group, Inc. 0.000% due 2/21/2013

Goldman Sachs Group, Inc. 0.000% due 2/21/2013

Goldman Sachs Group, Inc. 0.000% due 8/12/2013

Goldman Sachs Group, Inc. 0.000% due 2/21/2013

Goldman Sachs Group, Inc. 0.000% due 3/11/2013

Goldman Sachs Group, Inc. 0.000% due 3/11/2013

Goldman Sachs Group, Inc. 0.00% due 2/10/2014

Goldman Sachs Group, Inc. 0.00% due 8/8/2013

Goldman Sachs Group, Inc. 0.00% due 10/8/2013

Goldman Sachs Group, Inc. 0.00% due 2/10/2014

Goldman Sachs Group, Inc. 0.00% due 3/8/2013

Goldman Sachs Group, Inc. 7.25% per year multiplied by proportion of days on which S&P 500 is above 77.5% of initial level and Libor is 6% or less; payable quarterly due 1/31/2022

Goldman Sachs Group, Inc. 0.000% due 7/30/2015

Goldman Sachs Group, Inc. 0.00% due 1/30/2014

Goldman Sachs Group, Inc. 0.000% due 2/8/2013

Goldman Sachs Group, Inc. 0.00% due 8/5/2013

Goldman Sachs Group, Inc. 0.000% due 7/31/2017

Goldman Sachs Group, Inc. 0.000% due 2/3/2015

Goldman Sachs Group, Inc. 0.000% due 2/3/2015

Goldman Sachs Group, Inc. 0.000% due 2/13/2013

Goldman Sachs Group, Inc. 0.00% due 2/13/2013

Goldman Sachs Group, Inc. 0.00% due 7/31/2014

Goldman Sachs Group, Inc. 0.00% due 3/12/2013

Goldman Sachs Group, Inc. Initially 5%, stepping up to 6% on Jan. 31, 2017 and to 8% on Jan. 31, 2022; payable semiannually due 1/31/2027

Goldman Sachs Group, Inc. 0.000% due 3/4/2013

Goldman Sachs Group, Inc. 1.50% due 1/28/2014

Goldman Sachs Group, Inc. 0.00% due 2/1/2013

Goldman Sachs Group, Inc. 0.00% due 2/6/2013

Goldman Sachs Group, Inc. 0.00% due 2/6/2013

Goldman Sachs Group, Inc. 0.00% due 2/6/2013

Goldman Sachs Group, Inc. 0.00% due 2/6/2013

Goldman Sachs Group, Inc. 0.000% due 5/27/2014

Goldman Sachs Group, Inc. 0.000% due 7/26/2013

Goldman Sachs Group, Inc. 8% for first year; after that, 8% per year multiplied by proportion of days on which S&P 500 is above 75.5% of initial level; payable quarterly due 1/19/2027

Goldman Sachs Group, Inc. 0.000% due 1/25/2013

Goldman Sachs Group, Inc. 0.000% due 3/28/2016

Goldman Sachs Group, Inc. 0.00% due 3/6/2013

Goldman Sachs Group, Inc. 0.00% due 1/18/2013

Goldman Sachs Group, Inc. 0.00% due 1/24/2013

Goldman Sachs Group, Inc. 0.00% due 1/24/2013

Goldman Sachs Group, Inc. 0.00% due 1/24/2013

Goldman Sachs Group, Inc. 0.000% due 12/3/2013

Goldman Sachs Group, Inc. 0.000% due 1/25/2013

Goldman Sachs Group, Inc. 0.000% due 12/3/2013

Goldman Sachs Group, Inc. 0.000% due 7/2/2015

Goldman Sachs Group, Inc. 0.00% due 1/3/2014

Goldman Sachs Group, Inc. 8% for first year; after that, 8% per year multiplied by proportion of days on which S&P 500 is above 76.5% of initial level; payable quarterly due 12/30/2026

Goldman Sachs Group, Inc. 0.00% due 7/8/2013

Goldman Sachs Group, Inc. 0.000% due 7/3/2017

Goldman Sachs Group, Inc. 0.00% due 1/29/2013

Goldman Sachs Group, Inc. 0.00% due 1/25/2013

Goldman Sachs Group, Inc. 5.50% due 6/29/2012

Goldman Sachs Group, Inc. 0.000% due 1/29/2013

Goldman Sachs Group, Inc. 0.00% due 12/23/2013

Goldman Sachs Group, Inc. 4.5% in years one through three, 5.5% in years four through seven and 6.5% in years eight through 10; payable semiannually due 12/21/2021

Goldman Sachs Group, Inc. 0.00% due 12/31/2012

Goldman Sachs Group, Inc. Libor minus 50 bps, payable quarterly due 1/30/2013

Goldman Sachs Group, Inc. 0.00% due 6/24/2013

Goldman Sachs Group, Inc. 0.00% due 12/21/2012

Goldman Sachs Group, Inc. 0.000% due 6/19/2014

Goldman Sachs Group, Inc. 3.25% in years one and two, 4.25% in year three, 5.25% in year four and 6.5% in year five; payable semiannually due 12/20/2016

Goldman Sachs Group, Inc. 0.000% due 6/12/2013

Goldman Sachs Group, Inc. 0.00% due 12/21/2012

Goldman Sachs Group, Inc. 0.00% due 4/22/2013

Goldman Sachs Group, Inc. 0.00% due 6/19/2013

Goldman Sachs Group, Inc. 0.00% due 12/24/2012

Goldman Sachs Group, Inc. 0.00% due 12/24/2012

Goldman Sachs Group, Inc. Initially 3%, stepping up to 4.5% on Dec. 9, 2012, to 5.5% on Dec. 9, 2013 and to 6% on Dec. 9, 2014; payable semiannually due 6/9/2015

Goldman Sachs Group, Inc. 0.000% due 12/12/2016

Goldman Sachs Group, Inc. 0.000% due 6/12/2013

Goldman Sachs Group, Inc. 0.000% due 12/14/2012

Goldman Sachs Group, Inc. 0.000% due 12/9/2013

Goldman Sachs Group, Inc. 0.000% due 12/3/2013

Goldman Sachs Group, Inc. 0.000% due 12/9/2013

Goldman Sachs Group, Inc. 0.000% due 12/3/2013

Goldman Sachs Group, Inc. 9% for first year; after that, 9% per year multiplied by proportion of days on which S&P 500 is above 70% of initial level and Libor is 6.5% or less; payable quarterly due 11/30/2026

Goldman Sachs Group, Inc. 0.00% due 6/2/2017

Goldman Sachs Group, Inc. 8.25% for first two years; after that, 8.25% per year multiplied by proportion of days on which Libor is at or above a trigger level; payable quarterly; trigger level is 0.5% in year three, 1% in years four and five, 2% in years six and seven and 3% in years eight through 15 due 11/30/2026

Goldman Sachs Group, Inc. Initially 4.15%; beginning on Dec. 5, 2012, Libor plus 250 bps; payable quarterly due 12/5/2014

Goldman Sachs Group, Inc. Initially 2.4%, stepping up to 3.5% on Nov. 28, 2012 and to 5% on Nov. 28, 2013; payable semiannually due 11/28/2014

Goldman Sachs Group, Inc. Initially 2%, stepping up to 3% on Nov. 28, 2012, to 4% on Nov. 28, 2013, to 5% on Nov. 28, 2014 and to 7% on Nov. 28, 2015; payable semiannually due 11/28/2016

Goldman Sachs Group, Inc. 0.00% due 1/15/2014

Goldman Sachs Group, Inc. 0.00% due 5/30/2013

Goldman Sachs Group, Inc. 0.00% due 12/5/2012

Goldman Sachs Group, Inc. 0.00% due 12/5/2012

Goldman Sachs Group, Inc. 0.00% due 5/28/2013

Goldman Sachs Group, Inc. 0.00% due 12/5/2012

Goldman Sachs Group, Inc. 0.00% due 12/5/2012

Goldman Sachs Group, Inc. 0.00% due 5/23/2013

Goldman Sachs Group, Inc. 0.00% due 11/25/2013

Goldman Sachs Group, Inc. 0.00% due 5/22/2013

Goldman Sachs Group, Inc. 0.000% due 11/18/2013

Goldman Sachs Group, Inc. 0.000% due 1/22/2014

Goldman Sachs Group, Inc. 0.000% due 11/28/2012

Goldman Sachs Group, Inc. 0.000% due 11/28/2012

Goldman Sachs Group, Inc. 0.000% due 5/20/2013

Goldman Sachs Group, Inc. 0.000% due 11/28/2012

Goldman Sachs Group, Inc. 0.000% due 11/28/2012

Goldman Sachs Group, Inc. 0.000% due 1/17/2014

Goldman Sachs Group, Inc. 0.000% due 5/17/2013

Goldman Sachs Group, Inc. 4.5% for the first four years, stepping up to 5% on Nov. 15, 2015, to 5.5% on Nov. 15, 2018, to 6% on Nov. 15, 2021 and to 8% on Nov. 15, 2022; payable semiannually due 11/15/2023

Goldman Sachs Group, Inc. 4% for the first four years, stepping up to 5% on Nov. 15, 2015 and to 6% on Nov. 15, 2018; payable semiannually due 11/15/2020

Goldman Sachs Group, Inc. 4% initially; beginning Nov. 4, 2012, Libor plus 185 bps and capped at 4% after Nov. 14, 2013; payable quarterly due 11/4/2014

Goldman Sachs Group, Inc. 0.000% due 11/19/2012

Goldman Sachs Group, Inc. Initially 2.625%, stepping up to 4% on Nov. 10, 2012 and to 5.5% on Nov. 10, 2013; payable semiannually due 11/10/2014

Goldman Sachs Group, Inc. 0.000% due 6/10/2013

Goldman Sachs Group, Inc. 0.000% due 11/9/2015

Goldman Sachs Group, Inc. 0.000% due 11/7/2016

Goldman Sachs Group, Inc. 0.000% due 11/9/2012

Goldman Sachs Group, Inc. 0.000% due 12/5/2014

Goldman Sachs Group, Inc. Initially 4%; beginning on Nov. 4, 2012, Libor plus 200 bps; payable quarterly due 11/4/2014

Goldman Sachs Group, Inc. 0.000% due 11/15/2012

Goldman Sachs Group, Inc. 0.000% due 5/6/2013

Goldman Sachs Group, Inc. 0.000% due 11/4/2013

Goldman Sachs Group, Inc. 0.000% due 11/4/2013

Goldman Sachs Group, Inc. 0.000% due 11/15/2012

Goldman Sachs Group, Inc. 5% for first five years, stepping up to 6% on Oct. 31, 2016, to 7% on Oct. 31, 2020 and to 8% on Oct. 31, 2023; payable semiannually due 10/31/2026

Goldman Sachs Group, Inc. 0.000% due 11/4/2013

Goldman Sachs Group, Inc. 0.000% due 11/4/2013

Goldman Sachs Group, Inc. 7.5% if index’s return for that year is positive or zero; otherwise, 2%; payable annually due 10/30/2014

Goldman Sachs Group, Inc. 7.25% if index’s return for that year is positive or zero; otherwise, 3%; payable annually due 10/31/2016

Goldman Sachs Group, Inc. 8% for first two years; after that, 8% per year multiplied by proportion of days on which S&P 500 is above 75% of initial level; payable quarterly due 10/31/2026

Goldman Sachs Group, Inc. 5% for first five years, stepping up to 6% on Oct. 31, 2016, to 7% on Oct. 31, 2020 and to 8% on Oct. 31, 2023; payable semiannually due 10/31/2026

Goldman Sachs Group, Inc. 4% for the first three years, stepping up to 5% on Oct. 31, 2014 and to 7% on Oct. 31, 2016; payable semiannually due 10/31/2018

Goldman Sachs Group, Inc. 0.00% due 5/1/2017

Goldman Sachs Group, Inc. 0.00% due 4/30/2015

Goldman Sachs Group, Inc. 0.000% due 12/3/2012

Goldman Sachs Group, Inc. 0.000% due 11/2/2012

Goldman Sachs Group, Inc. 0.000% due 4/29/2013

Goldman Sachs Group, Inc. 0.00% due 11/7/2012

Goldman Sachs Group, Inc. 0.00% due 11/7/2012

Goldman Sachs Group, Inc. 0.00% due 11/7/2012

Goldman Sachs Group, Inc. 0.00% due 4/29/2013

Goldman Sachs Group, Inc. 0.000% due 11/4/2013

Goldman Sachs Group, Inc. 0.000% due 4/29/2013

Goldman Sachs Group, Inc. Libor minus 43 bps due 11/27/2012

Goldman Sachs Group, Inc. 0.00% due 11/5/2012

Goldman Sachs Group, Inc. 8% for one year; then 8% for each day that index closes above trigger level; payable quarterly; Trigger level: 869.644, 72.25% of initial level due 10/18/2026

Goldman Sachs Group, Inc. 0.000% due 8/7/2013

Goldman Sachs Group, Inc. 7.000% due 4/20/2012

Goldman Sachs Group, Inc. 0.000% due 1/21/2014

Goldman Sachs Group, Inc. 0.000% due 4/18/2013

Goldman Sachs Group, Inc. 0.000% due 4/18/2013

Goldman Sachs Group, Inc. 0.000% due 5/17/2013

Goldman Sachs Group, Inc. 0.000% due 4/17/2013

Goldman Sachs Group, Inc. 0.000% due 5/17/2013

Goldman Sachs Group, Inc. 0.00% due 10/22/2012

Goldman Sachs Group, Inc. 0.00% due 10/20/2014

Goldman Sachs Group, Inc. 0.000% due 10/24/2012

Goldman Sachs Group, Inc. 0.000% due 10/24/2012

Goldman Sachs Group, Inc. 0.000% due 4/15/2013

Goldman Sachs Group, Inc. 0.000% due 10/24/2012

Goldman Sachs Group, Inc. 0.000% due 10/15/2013

Goldman Sachs Group, Inc. 0.000% due 10/15/2013

Goldman Sachs Group, Inc. 0.000% due 4/12/2013

Goldman Sachs Group, Inc. 8% for first year; then 8% per year multiplied by the proportion of days on which the index closes above trigger level; payable quarterly due 9/30/2026

Goldman Sachs Group, Inc. 0.000% due 10/10/2013

Goldman Sachs Group, Inc. 0.000% due 10/10/2013

Goldman Sachs Group, Inc. 0.000% due 4/8/2013

Goldman Sachs Group, Inc. 0.000% due 4/6/2012

Goldman Sachs Group, Inc. 0.000% due 4/6/2012

Goldman Sachs Group, Inc. 0.000% due 11/5/2012

Goldman Sachs Group, Inc. 0.000% due 4/8/2013

Goldman Sachs Group, Inc. 8% for first year; then 8% per year multiplied by the proportion of days on which the index closes above trigger level; payable quarterly due 9/30/2026

Goldman Sachs Group, Inc. 0.000% due 2/4/2014

Goldman Sachs Group, Inc. 0.000% due 2/4/2014

Goldman Sachs Group, Inc. 0.000% due 9/30/2016

Goldman Sachs Group, Inc. 0.000% due 10/2/2014

Goldman Sachs Group, Inc. 0.000% due 10/3/2013

Goldman Sachs Group, Inc. 0.000% due 10/3/2012

Goldman Sachs Group, Inc. 0.000% due 10/26/2012

Goldman Sachs Group, Inc. 0.000% due 11/27/2012

Goldman Sachs Group, Inc. Initially 4.25%, stepping up to 5.5% on Sept. 21, 2017 and to 7.5% on Sept. 21, 2019; payable semiannually due 9/21/2021

Goldman Sachs Group, Inc. 3.00% per annum from and including September 21, 2011 to and excluding September 21, 2013; 4.00% per annum from and including September 21, 2013 to and excluding September 21, 2015; 5.00% per annum from and including September 21, 2015 to and excluding September 21, 2016; 6.00% per annum from and including September 21, 2016 to and excluding September 21, 2017; 7.00% per annum from and including September 21, 2017 to and excluding September 21, 2018 due 9/21/2018

Goldman Sachs Group, Inc. 0.000% due 10/3/2012

Goldman Sachs Group, Inc. 0.000% due 10/3/2012

Goldman Sachs Group, Inc. 0.000% due 3/21/2013

Goldman Sachs Group, Inc. 0.00% due 3/19/2013

Goldman Sachs Group, Inc. 8% for first year; after that, 8% per year multiplied by proportion of days on which S&P 500 is above 67.5% of initial level and Libor is less than 6.5%; payable quarterly due 9/15/2026

Goldman Sachs Group, Inc. 5% for the first nine years, stepping up to 6% on Sept. 21, 2020, to 7% on Sept. 21, 2022 and to 8.5% on Sept. 21, 2024; payable semiannually due 9/21/2026

Goldman Sachs Group, Inc. Initially 3.25%; beginning on Sept. 20, 2013, Libor plus 200 bps with no cap; after Sept. 20, 2014, Libor plus 200 bps, capped at 7%; payable quarterly due 9/20/2016

Goldman Sachs Group, Inc. 0.000% due 3/26/2013

Goldman Sachs Group, Inc. 0.000% due 3/18/2013

Goldman Sachs Group, Inc. 0.000% due 3/18/2013

Goldman Sachs Group, Inc. 0.000% due 9/26/2012

Goldman Sachs Group, Inc. 0.000% due 9/26/2012

Goldman Sachs Group, Inc. 0.000% due 8/17/2016

Goldman Sachs Group, Inc. 0.000% due 9/26/2012

Goldman Sachs Group, Inc. Initially 3.5%; beginning March 14, 2013, Libor plus 280 bps, with no cap; after June 14, 2013, Libor plus 280 bps, capped at maximum rate in effect during immediately preceding period plus 50 bps; payable quarterly due 9/14/2018

Goldman Sachs Group, Inc. 0.000% due 9/13/2016

Goldman Sachs Group, Inc. 0.000% due 12/9/2013

Goldman Sachs Group, Inc. 0.000% due 12/9/2013

Goldman Sachs Group, Inc. 5% in years one through six, 6% in years seven through nine and 7% in years 10 through 12; payable semiannually due 9/9/2023

Goldman Sachs Group, Inc. 0.000% due 9/9/2013

Goldman Sachs Group, Inc. 0.000% due 10/28/2013

Goldman Sachs Group, Inc. 0.000% due 10/21/2013

Goldman Sachs Group, Inc. 0.000% due 12/20/2013

Goldman Sachs Group, Inc. 3.63% due 8/19/2013

Goldman Sachs Group, Inc. 8.25% for one year; then 8.25% per year on each day that Libor is 6.5% or less and index closes above trigger level; payable quarterly due 8/31/2026

Goldman Sachs Group, Inc. 0.000% due 1/31/2017

Goldman Sachs Group, Inc. 0.000% due 3/4/2013

Goldman Sachs Group, Inc. 0.000% due 3/4/2013

Goldman Sachs Group, Inc. 0.000% due 9/12/2012

Goldman Sachs Group, Inc. 0.000% due 9/12/2012

Goldman Sachs Group, Inc. 0.000% due 9/12/2012

Goldman Sachs Group, Inc. 0.000% due 3/4/2013

Goldman Sachs Group, Inc. Initially 3.25%; beginning Sept. 1, 2013, Libor plus 200 bps, with a maximum rate of 7% beginning on Sept. 1, 2014; payable quarterly due 9/1/2016

Goldman Sachs Group, Inc. 4% for first six years, stepping up to 6% on Aug. 29,2017 and to 8% on Aug. 29, 2019; payable semiannually due 8/29/2021

Goldman Sachs Group, Inc. 0.000% due 3/4/2013

Goldman Sachs Group, Inc. 7.900% due 2/29/2012

Goldman Sachs Group, Inc. 0.000% due 8/29/2016

Goldman Sachs Group, Inc. 0.000% due 3/7/2013

Goldman Sachs Group, Inc. 0.000% due 8/27/2013

Goldman Sachs Group, Inc. 0.000% due 2/22/2013

Goldman Sachs Group, Inc. 0.000% due 9/6/2012

Goldman Sachs Group, Inc. 0.000% due 12/24/2012

Goldman Sachs Group, Inc. 0.000% due 9/5/2012

Goldman Sachs Group, Inc. 0.000% due 9/6/2012

Goldman Sachs Group, Inc. 5% for first eight years, stepping up to 6% on Aug. 24,2019, to 7.125% on Aug. 24, 2024 and to 8% on Aug. 24, 2027; payable semiannually due 8/24/2029

Goldman Sachs Group, Inc. 0.000% due 7/24/2013

Goldman Sachs Group, Inc. 0.000% due 12/24/2013

Goldman Sachs Group, Inc. 0.000% due 8/7/2013

Goldman Sachs Group, Inc. 2.85% for two years; then Libor plus 200 bps, capped at 7% beginning Aug. 22, 2014; payable quarterly due 8/22/2016

Goldman Sachs Group, Inc. 0.000% due 9/9/2013

Goldman Sachs Group, Inc. 0.000% due 2/26/2013

Goldman Sachs Group, Inc. 0.000% due 9/13/2013

Goldman Sachs Group, Inc. 0.000% due 2/22/2013

Goldman Sachs Group, Inc. 0.000% due 2/25/2013

Goldman Sachs Group, Inc. 0.000% due 7/19/2013

Goldman Sachs Group, Inc. 8% for one year; then, 8% for each day that Libor is 6.5% or less and index closes above trigger level; payable quarterly due 8/17/2026

Goldman Sachs Group, Inc. 3.25% for first year; then Libor plus 200 bps, capped at 7% beginning on Aug. 24, 2014; payable quarterly due 8/24/2016

Goldman Sachs Group, Inc. 0.000% due 12/17/2012

Goldman Sachs Group, Inc. 4% in years one through six, 5% in years seven and eight and 6% in year nine; payable semiannually due 8/16/2020

Goldman Sachs Group, Inc. 0.000% due 2/19/2013

Goldman Sachs Group, Inc. 3.5% for first four years, stepping up to 4% on Aug. 15, 2015, to 5% on Aug. 15, 2016 and to 7% on Aug. 15, 2017; payable semiannually due 2/15/2019

Goldman Sachs Group, Inc. Initially Libor minus 27 basis points; for interest period ending on the day before maturity, calculated using the Libor of the longest maturity that is less than or equal to the length of that particular interest period and the Libor of the shortest period that is greater than or equal to the length of the period; floor of zero; payable and reset quarterly due 10/24/2012

Goldman Sachs Group, Inc. 0.000% due 8/27/2012

Goldman Sachs Group, Inc. 0.000% due 12/13/2012

Goldman Sachs Group, Inc. 0.000% due 8/17/2016

Goldman Sachs Group, Inc. 0.000% due 2/19/2013

Goldman Sachs Group, Inc. 0.000% due 2/19/2013

Goldman Sachs Group, Inc. 0.000% due 8/15/2016

Goldman Sachs Group, Inc. 0.000% due 2/8/2013

Goldman Sachs Group, Inc. 0.000% due 2/8/2013

Goldman Sachs Group, Inc. 0.000% due 8/22/2012

Goldman Sachs Group, Inc. 0.000% due 8/19/2013

Goldman Sachs Group, Inc. 0.000% due 8/16/2012

Goldman Sachs Group, Inc. 0.000% due 8/8/2013

Goldman Sachs Group, Inc. 0.000% due 9/24/2013

Goldman Sachs Group, Inc. 10% for first year; after that, four times the spread of the 10-year CMS rate minus the two-year CMS rate, subject to a minimum rate of zero and maximum rate of 10%; payable quarterly due 8/15/2026

Goldman Sachs Group, Inc. 0.000% due 8/13/2012

Goldman Sachs Group, Inc. 0.000% due 9/11/2013

Goldman Sachs Group, Inc. 0.000% due 7/31/2017

Goldman Sachs Group, Inc. 0.000% due 8/8/2013

Goldman Sachs Group, Inc. 0.000% due 8/8/2013

Goldman Sachs Group, Inc. 0.000% due 8/4/2016

Goldman Sachs Group, Inc. 0.000% due 11/7/2012

Goldman Sachs Group, Inc. 0.000% due 8/27/2015

Goldman Sachs Group, Inc. 0.000% due 9/4/2014

Goldman Sachs Group, Inc. 0.000% due 8/4/2014

Goldman Sachs Group, Inc. 7.5% for three years; then 7.5% multiplied by proportion of days on which Libor is 6.5% or less and index closes above trigger level; payable quarterly due 7/29/2026

Goldman Sachs Group, Inc. 4% for first four years, stepping up to 5% on July 29, 2015, to 6% on July 29, 2018 and to 7% on July 29, 2019; payable semiannually due 7/29/2020

Goldman Sachs Group, Inc. 5% for first 10 years, stepping up to 6% on July 29, 2021, to 7% on July 29, 2023 and to 8% on July 29, 2025; payable semiannually due 7/29/2026

Goldman Sachs Group, Inc. 0.000% due 8/8/2012

Goldman Sachs Group, Inc. 0.000% due 1/25/2013

Goldman Sachs Group, Inc. 0.000% due 2/25/2013

Goldman Sachs Group, Inc. 0.000% due 3/1/2013

Goldman Sachs Group, Inc. 0.000% due 8/8/2012

Goldman Sachs Group, Inc. 0.000% due 8/27/2015

Goldman Sachs Group, Inc. 0.000% due 1/25/2013

Goldman Sachs Group, Inc. 0.000% due 12/21/2012

Goldman Sachs Group, Inc. 0.000% due 12/23/2013

Goldman Sachs Group, Inc. 0.000% due 11/7/2012

Goldman Sachs Group, Inc. 0.000% due 7/19/2013

Goldman Sachs Group, Inc. 0.000% due 7/20/2021

Goldman Sachs Group, Inc. 0.000% due 11/13/2014

Goldman Sachs Group, Inc. 0.000% due 7/5/2013

Goldman Sachs Group, Inc. 0.000% due 1/7/2013

Goldman Sachs Group, Inc. 0.000% due 7/25/2012

Goldman Sachs Group, Inc. 0.000% due 7/7/2015

Goldman Sachs Group, Inc. 7.25% for three years; then 7.25% multiplied by proportion of days on which Libor is 6.5% or less and index closes above trigger level; payable quarterly due 6/30/2026

Goldman Sachs Group, Inc. 0.000% due 7/25/2012

Goldman Sachs Group, Inc. 0.000% due 12/31/2014

Goldman Sachs Group, Inc. 0.000% due 8/27/2013

Goldman Sachs Group, Inc. 0.000% due 6/30/2017

Goldman Sachs Group, Inc. 0.000% due 1/14/2013

Goldman Sachs Group, Inc. 0.000% due 1/2/2013

Goldman Sachs Group, Inc. 0.000% due 12/28/2012

Goldman Sachs Group, Inc. 0.000% due 6/25/2013

Goldman Sachs Group, Inc. 0.000% due 7/5/2012

Goldman Sachs Group, Inc. 0.000% due 7/5/2012

Goldman Sachs Group, Inc. 3.5% in years one through four, 4% in years five and six and 7% in year seven; payable semiannually due 6/22/2018

Goldman Sachs Group, Inc. 0.000% due 6/20/2013

Goldman Sachs Group, Inc. Libor plus 17 bps due 7/18/2012

Goldman Sachs Group, Inc. 10.5% for first year; after that, four times the spread of the 10-year CMS rate minus the two-year CMS rate, subject to a minimum rate of zero and maximum rate of 10%; payable quarterly due 6/6/2026

Goldman Sachs Group, Inc. 7.5% for three years; then 7.5% for each day that Libor is 6.5% or less and index closes above trigger level; payable quarterly due 6/16/2026

Goldman Sachs Group, Inc. 5% initially; 6% beginning June 23, 2021, 7% beginning June 23, 2023; payable semiannually due 6/23/2026

Goldman Sachs Group, Inc. 0.000% due 9/17/2013

Goldman Sachs Group, Inc. 0.000% due 6/18/2012

Goldman Sachs Group, Inc. 4% for first year; then Libor plus 135 bps; subject to a cap of 6.5% per year after two years; payable quarterly due 6/17/2016

Goldman Sachs Group, Inc. 0.000% due 6/14/2013

Goldman Sachs Group, Inc. 0.000% due 6/16/2016

Goldman Sachs Group, Inc. 4% in years one through five, 5% in years six and seven and 7.5% in years eight and nine; payable semiannually due 6/14/2020

Goldman Sachs Group, Inc. 0.000% due 12/17/2012

Goldman Sachs Group, Inc. 0.000% due 6/17/2013

Goldman Sachs Group, Inc. 0.000% due 6/13/2017

Goldman Sachs Group, Inc. 0.000% due 6/13/2016

Goldman Sachs Group, Inc. 0.000% due 6/13/2012

Goldman Sachs Group, Inc. 0.000% due 6/20/2012

Goldman Sachs Group, Inc. 0.000% due 6/20/2012

Goldman Sachs Group, Inc. 0.000% due 11/30/2012

Goldman Sachs Group, Inc. 0.000% due 11/7/2012

Goldman Sachs Group, Inc. 0.000% due 12/7/2012

Goldman Sachs Group, Inc. 0.000% due 6/3/2015

Goldman Sachs Group, Inc. 10.5% for first year; after that, four times the spread of the 10-year CMS rate minus the two-year CMS rate, subject to a minimum rate of zero and maximum rate of 10%; payable quarterly due 6/6/2026

Goldman Sachs Group, Inc. 5.1% initially; after June 7, 2013, Libor plus 135 bps, capped at 7% beginning June 7, 2015; payable quarterly due 6/7/2021

Goldman Sachs Group, Inc. 0.000% due 12/1/2014

Goldman Sachs Group, Inc. 7.5% for one year; then 7.5% for each day that Libor is 6.5% or less and index closes above trigger level; payable quarterly; trigger: 990.353, or 75% of initial level due 5/31/2026

Goldman Sachs Group, Inc. 0.000% due 5/31/2017

Goldman Sachs Group, Inc. 5% initially, stepping up to 6% beginning May 27, 2021 and to 7% beginning on May 27, 2024; payable semiannually due 5/27/2026

Goldman Sachs Group, Inc. 0.000% due 6/13/2012

Goldman Sachs Group, Inc. 0.000% due 11/30/2012

Goldman Sachs Group, Inc. 0.000% due 5/29/2012

Goldman Sachs Group, Inc. 0.000% due 11/30/2012

Goldman Sachs Group, Inc. 0.000% due 6/6/2012

Goldman Sachs Group, Inc. 0.75% for first three months; then Libor plus 20 bps, subject to a minimum of 0.9% per year; payable quarterly due 11/26/2012

Goldman Sachs Group, Inc. 0.000% due 5/18/2015

Goldman Sachs Group, Inc. 7% for first year; then 7% per year multiplied by proportion of days on which index closes above trigger level; payable quarterly due 5/18/2026

Goldman Sachs Group, Inc. 8% for first year; after that, 8% per year multiplied by proportion of days on which S&P 500 is above 75.82% of initial level and Libor is less than 6.5% due 5/18/2026

Goldman Sachs Group, Inc. 4% initially; 5% beginning May 18, 2015, 6% beginning May 18, 2018, 7% beginning May 18, 2020, 8.5% beginning May 18, 2022; payable semiannually due 5/18/2023

Goldman Sachs Group, Inc. 0.000% due 6/12/2013

Goldman Sachs Group, Inc. 0.000% due 12/3/2012

Goldman Sachs Group, Inc. 3.25% initially; steps up to 4.5% on May 16, 2015, to 7.75% on May 16, 2017 and to 9% on May 16, 2018; payable semiannually due 5/16/2019

Goldman Sachs Group, Inc. 0.000% due 5/29/2013

Goldman Sachs Group, Inc. 0.000% due 11/19/2012

Goldman Sachs Group, Inc. 0.000% due 6/25/2012

Goldman Sachs Group, Inc. 0.000% due 5/16/2013

Goldman Sachs Group, Inc. 0.000% due 5/13/2013

Goldman Sachs Group, Inc. 0.000% due 5/21/2012

Goldman Sachs Group, Inc. 0.000% due 11/13/2012

Goldman Sachs Group, Inc. 0.000% due 5/11/2016

Goldman Sachs Group, Inc. 0.000% due 5/16/2012

Goldman Sachs Group, Inc. 5% initially; 6% beginning April 29, 2021, 7% thereafter; payable semiannually due 4/29/2026

Goldman Sachs Group, Inc. 0.000% due 11/1/2012

Goldman Sachs Group, Inc. 0.000% due 5/16/2012

Goldman Sachs Group, Inc. 0.000% due 10/31/2014

Goldman Sachs Group, Inc. 0.000% due 4/29/2017

Goldman Sachs Group, Inc. 7% for first year; then 7% per year multiplied by proportion of days on which index closes above trigger level; payable quarterly due 4/29/2026

Goldman Sachs Group, Inc. 8% for first year; then 8% for each day that Libor is 7% or less and index closes above trigger level; payable quarterly; Trigger level: 1,010.43, 75% of initial level due 4/29/2026

Goldman Sachs Group, Inc. 0.000% due 5/1/2017

Goldman Sachs Group, Inc. 5% for first two years; then Libor plus 125 bps, subject to cap of 7% after April 27, 2015; payable quarterly due 4/29/2021

Goldman Sachs Group, Inc. Equal to average of stocks’ returns, subject to minimum of 1%; payable annually; each stocks’ return capped at 10% due 5/2/2016

Goldman Sachs Group, Inc. 3% for first year; then Libor plus 100 bps, subject to cap of 6.5% after April 27, 2013; payable quarterly due 4/27/2016

Goldman Sachs Group, Inc. 0.000% due 4/29/2013

Goldman Sachs Group, Inc. Initially 4%; beginning May 13, 2013, the year-over-year change in the Consumer Price Index plus 200 bps, floor of 0%, cap of 8%, payable monthly due 4/13/2021

Goldman Sachs Group, Inc. Initially 4%; beginning May 13, 2013, the year-over-year change in the Consumer Price Index plus 200 bps, floor of 0%, cap of 8%, payable monthly due 4/13/2021

Goldman Sachs Group, Inc. 0.000% due 10/15/2012

Goldman Sachs Group, Inc. 0.000% due 4/25/2012

Goldman Sachs Group, Inc. 0.000% due 4/25/2012

Goldman Sachs Group, Inc. 0.000% due 2/14/2012

Goldman Sachs Group, Inc. 0.000% due 2/14/2012

Goldman Sachs Group, Inc. 0.000% due 10/15/2012

Goldman Sachs Group, Inc. 0.000% due 10/12/2012

Goldman Sachs Group, Inc. 0.000% due 5/13/2013

Goldman Sachs Group, Inc. 0.000% due 3/28/2016

Goldman Sachs Group, Inc. 0.000% due 4/15/2014

Goldman Sachs Group, Inc. 0.000% due 10/1/2014

Goldman Sachs Group, Inc. 0.000% due 3/31/2017

Goldman Sachs Group, Inc. 8% for first year; then 8% for each day that Libor is 7% or less and index closes above trigger level; payable quarterly due 3/31/2026

Goldman Sachs Group, Inc. 7% for first year; then 7% for each day that index closes above trigger level; payable quarterly due 3/31/2026

Goldman Sachs Group, Inc. 0.000% due 3/31/2017

Goldman Sachs Group, Inc. 0.000% due 4/3/2013

Goldman Sachs Group, Inc. 0.000% due 9/28/2012

Goldman Sachs Group, Inc. 0.000% due 4/10/2012

Goldman Sachs Group, Inc. 0.000% due 4/10/2012

Goldman Sachs Group, Inc. 0.000% due 4/1/2014

Goldman Sachs Group, Inc. 0.000% due 4/10/2012

Goldman Sachs Group, Inc. 0.000% due 5/31/2012

Goldman Sachs Group, Inc. 0.000% due 9/28/2012

Goldman Sachs Group, Inc. 0.000% due 6/28/2012

Goldman Sachs Group, Inc. 8.375% for first year; then 8.375% per year multiplied by proportion of days on which index closes above 70% of initial level and Libor is 7% or less; payable quarterly due 3/31/2026

Goldman Sachs Group, Inc. 4% for the first three years, stepping up to 5% on Dec. 15, 2014, to 6% on Dec. 15, 2016 and to 7.25% on Dec. 15, 2018.; payable semiannually due 12/15/2020

Goldman Sachs Group, Inc. 0.000% due 3/28/2016

Goldman Sachs Group, Inc. 0.000% due 4/4/2012

Goldman Sachs Group, Inc. 0.000% due 3/25/2013

Goldman Sachs Group, Inc. 0.000% due 12/24/2013

Goldman Sachs Group, Inc. 0.000% due 6/12/2012

Goldman Sachs Group, Inc. 0.000% due 3/25/2013

Goldman Sachs Group, Inc. 0.000% due 9/24/2012

Goldman Sachs Group, Inc. 0.000% due 9/24/2012

Goldman Sachs Group, Inc. 0.000% due 6/29/2012

Goldman Sachs Group, Inc. 3% for first year; then Libor plus 100 bps, subject to cap of 6.5% after March 23, 2013; payable quarterly due 3/23/2016

Goldman Sachs Group, Inc. Initially 4%; after March 18, 2013, year-over-year change in the Consumer Price Index plus 200 bps, capped at 8%; payable monthly due 3/18/2021

Goldman Sachs Group, Inc. 0.000% due 7/23/2012

Goldman Sachs Group, Inc. 0.000% due 7/19/2013

Goldman Sachs Group, Inc. 0.000% due 7/29/2013

Goldman Sachs Group, Inc. 7% for first year; then 7% per year multiplied by proportion of days on which index closes above 75% of initial level; payable quarterly due 3/17/2026

Goldman Sachs Group, Inc. 8% for first year; then 8% per year multiplied by proportion of days on which index closes above 70% of initial level and Libor is 7% or less; payable quarterly due 3/17/2026

Goldman Sachs Group, Inc. 5% for the first six years; 7% until maturity; payable semiannually due 3/17/2026

Goldman Sachs Group, Inc. 0.000% due 10/21/2014

Goldman Sachs Group, Inc. 0.000% due 10/21/2014

Goldman Sachs Group, Inc. 0.000% due 4/4/2012

Goldman Sachs Group, Inc. 0.000% due 3/28/2012

Goldman Sachs Group, Inc. 1.000% due 3/18/2016

Goldman Sachs Group, Inc. Initially 1.06%; after March 21, 2012, Libor plus 50 bps, capped at 3.5%; payable quarterly due 3/21/2013

Goldman Sachs Group, Inc. 0.000% due 3/18/2013

Goldman Sachs Group, Inc. 10% for first year; after that, four times the spread of the 30-year CMS rate minus the two-year CMS rate, subject to a minimum rate of zero and maximum rate of 10%; payable quarterly due 3/21/2026

Goldman Sachs Group, Inc. 6.000% due 3/2/2012

Goldman Sachs Group, Inc. 0.000% due 3/21/2012

Goldman Sachs Group, Inc. 0.000% due 3/21/2012

Goldman Sachs Group, Inc. 0.000% due 8/30/2012

Goldman Sachs Group, Inc. 0.000% due 3/20/2012

Goldman Sachs Group, Inc. 0.000% due 9/7/2012

Goldman Sachs Group, Inc. 0.000% due 3/21/2012

Goldman Sachs Group, Inc. 0.000% due 3/8/2013

Goldman Sachs Group, Inc. 0.000% due 3/8/2013

Goldman Sachs Group, Inc. 0.000% due 5/8/2037

Goldman Sachs Group, Inc. 0.000% due 9/7/2012

Goldman Sachs Group, Inc. 0.000% due 7/3/2013

Goldman Sachs Group, Inc. 0.000% due 8/31/2012

Goldman Sachs Group, Inc. 0.000% due 8/30/2012

Goldman Sachs Group, Inc. 0.000% due 8/30/2012

Goldman Sachs Group, Inc. 0.000% due 2/28/2017

Goldman Sachs Group, Inc. 7% for first year; then 7% per year multiplied by proportion of days on which index closes above 75% of initial level; payable quarterly due 2/28/2026

Goldman Sachs Group, Inc. 8% for first year; then 8% per year multiplied by proportion of days on which index closes above 70% of initial level and Libor is 7% or less; payable quarterly due 2/28/2026

Goldman Sachs Group, Inc. 2.25% initially; steps up to 3% on Feb. 28, 2013, 4% on Feb. 28, 2014, 6.75% on Feb. 28, 2015, 7.75% on Aug. 28, 2015; payable semiannually due 2/28/2016

Goldman Sachs Group, Inc. 0.000% due 2/28/2017

Goldman Sachs Group, Inc. 0.000% due 8/30/2012

Goldman Sachs Group, Inc. 0.000% due 5/31/2012

Goldman Sachs Group, Inc. 0.000% due 2/25/2014

Goldman Sachs Group, Inc. 0.000% due 2/14/2013

Goldman Sachs Group, Inc. 0.000% due 11/17/2014

Goldman Sachs Group, Inc. 0.000% due 9/21/2012

Goldman Sachs Group, Inc. 0.000% due 2/29/2012

Goldman Sachs Group, Inc. 0.000% due 2/20/2013

Goldman Sachs Group, Inc. 4.5% until Feb. 18, 2013; thereafter, the coupon equal to 10-year CMS rate, capped at 7.5%; payable quarterly due 2/18/2021

Goldman Sachs Group, Inc. 0.000% due 5/31/2012

Goldman Sachs Group, Inc. 0.000% due 9/14/2012

Goldman Sachs Group, Inc. 0.000% due 2/15/2013

Goldman Sachs Group, Inc. 0.000% due 8/2/2012

Goldman Sachs Group, Inc. 0.000% due 2/14/2013

Goldman Sachs Group, Inc. 2% for two years, 3% to Feb. 11, 2014, 4% to Feb. 11, 2015, 5% to Aug. 11, 2015 and 7.5% thereafter; payable semiannually due 2/11/2016

Goldman Sachs Group, Inc. Initially 3%; after Jan. 31, 2012, Libor plus 100 bps, capped at 6.5% after Jan. 31, 2013; payable quarterly due 1/31/2016

Goldman Sachs Group, Inc. 0.000% due 8/27/2012

Goldman Sachs Group, Inc. 0.000% due 8/21/2014

Goldman Sachs Group, Inc. 0.000% due 2/6/2013

Goldman Sachs Group, Inc. 0.000% due 2/8/2013

Goldman Sachs Group, Inc. 0.000% due 2/8/2013

Goldman Sachs Group, Inc. 0.000% due 8/7/2012

Goldman Sachs Group, Inc. 0.000% due 5/5/2014

Goldman Sachs Group, Inc. 0.000% due 2/4/2016

Goldman Sachs Group, Inc. 4.5% for the first six years, 5% for years seven and eight and 7% for years nine and 10; payable semiannually due 1/31/2021

Goldman Sachs Group, Inc. 7.000% due 8/1/2011

Goldman Sachs Group, Inc. 6% for two years; then per-year rate multiplied by proportion of days on which index closes above 75% of initial level; rate is initially 6% and step up to 7% on Jan. 26, 2015, to 8% on Jan. 24, 2019 and to 9% on Jan. 24, 2023; payable quarterly due 1/31/2026

Goldman Sachs Group, Inc. 7% for four years; then 7% per year multiplied by proportion of days on which index closes above 70% of initial level and Libor is 7% or less; payable quarterly due 1/31/2016

Goldman Sachs Group, Inc. 3.15% for years one through three, 4.75% for years four and five, 6% for years six and seven and 7% for year eight; payable semiannually due 12/15/2019

Goldman Sachs Group, Inc. 0.000% due 1/31/2017

Goldman Sachs Group, Inc. Initially 3%; after Jan. 31, 2012, Libor plus 100 bps, capped at 6.5% after Jan. 31, 2013; payable quarterly due 1/31/2016

Goldman Sachs Group, Inc. 0.000% due 11/1/2018

Goldman Sachs Group, Inc. 11% for one year; thereafter, four times difference between 10-year CMS rate and two-year CMS rate less 15 bps, capped at 11% with floor of zero; payable quarterly due 1/31/2026

Goldman Sachs Group, Inc. Initially 4.1%; after Jan. 31, 2013, Libor plus 100 bps, capped at 7% after July 31, 2014; payable quarterly due 1/31/2018

Goldman Sachs Group, Inc. 0.000% due 8/21/2014

Goldman Sachs Group, Inc. 0.000% due 2/3/2012

Goldman Sachs Group, Inc. 0.000% due 2/2/2012

Goldman Sachs Group, Inc. 0.000% due 6/11/2014

Goldman Sachs Group, Inc. 0.000% due 4/21/2014

Goldman Sachs Group, Inc. 0.000% due 1/23/2013

Goldman Sachs Group, Inc. 0.000% due 1/10/2013

Goldman Sachs Group, Inc. 0.000% due 1/10/2013

Goldman Sachs Group, Inc. 0.00% due 10/13/2011

Goldman Sachs Group, Inc. 7% for two years; then 7% per year multiplied by proportion of days on which index closes above 77.5% of initial level; payable quarterly due 12/31/2025

Goldman Sachs Group, Inc. 0.000% due 12/28/2016

Goldman Sachs Group, Inc. 0.000% due 1/31/2012

Goldman Sachs Group, Inc. 0.000% due 6/29/2012

Goldman Sachs Group, Inc. 0.000% due 7/11/2012

Goldman Sachs Group, Inc. 0.000% due 6/29/2012

Goldman Sachs Group, Inc. 3% for the first two years, 4% in years three and four, 5% in year five, 6% in year six, 7% in year seven; payable semiannually due 12/22/2017

Goldman Sachs Group, Inc. 5% for the first 10 years, 6.25% in years 11 through 13, 8.5% in years 14 and 15; payable semiannually due 12/22/2025

Goldman Sachs Group, Inc. Initially 6.25%; beginning Dec. 22, 2012, Libor plus 115 bps, subject to cap of 7% per year beginning Dec. 22, 2014; payable quarterly due 12/22/2020

Goldman Sachs Group, Inc. 0.000% due 3/8/2013

Goldman Sachs Group, Inc. 0.000% due 12/31/2012

Goldman Sachs Group, Inc. 0.000% due 6/20/2012

Goldman Sachs Group, Inc. 7% for first two years; then 7% per year if index closes above buffer level or zero if index closes at or below buffer level; payable quarterly due 12/15/2025

Goldman Sachs Group, Inc. 4.5% for the first six years, 5.25% for years seven through 11 and 7.5% thereafter; payable semiannually due 12/15/2025

Goldman Sachs Group, Inc. 0.000% due 6/22/2012

Goldman Sachs Group, Inc. 0.000% due 6/15/2012

Goldman Sachs Group, Inc. 0.000% due 6/15/2012

Goldman Sachs Group, Inc. 0.000% due 6/11/2014

Goldman Sachs Group, Inc. Libor plus 150 bps; after two years, capped at 7% and floor of 3%; payable quarterly due 12/10/2020

Goldman Sachs Group, Inc. 0.000% due 3/8/2013

Goldman Sachs Group, Inc. 0.000% due 12/10/2012

Goldman Sachs Group, Inc. 0.000% due 12/10/2012

Goldman Sachs Group, Inc. 2.7% for 15 months; thereafter, Libor plus 100 bps; payable quarterly due 12/6/2015

Goldman Sachs Group, Inc. 0.000% due 1/14/2013

Goldman Sachs Group, Inc. 0.000% due 6/8/2012

Goldman Sachs Group, Inc. 7% for first year; then 7% if index closes above trigger level; payable quarterly due 11/28/2025

Goldman Sachs Group, Inc. 3.25% for the first five years, 4.25% in year six, 7.25% in year seven and 10.25% in year eight; payable semiannually due 11/30/2018

Goldman Sachs Group, Inc. 0.000% due 11/29/2016

Goldman Sachs Group, Inc. 0.000% due 6/29/2012

Goldman Sachs Group, Inc. 0.000% due 11/27/2012

Goldman Sachs Group, Inc. 0.000% due 11/26/2013

Goldman Sachs Group, Inc. 0.000% due 12/6/2012

Goldman Sachs Group, Inc. Initially 4.1%; after May 30, 2012, Libor plus 150 bps, subject to a cap of 6.5% from Nov. 30, 2013 onward; payable quarterly due 11/30/2017

Goldman Sachs Group, Inc. 0.000% due 5/29/2012

Goldman Sachs Group, Inc. 0.000% due 5/29/2012

Goldman Sachs Group, Inc. 0.000% due 12/3/2012

Goldman Sachs Group, Inc. 0.000% due 5/25/2012

Goldman Sachs Group, Inc. 0.000% due 2/2/2012

Goldman Sachs Group, Inc. 0.000% due 2/2/2012

Goldman Sachs Group, Inc. 0.000% due 11/25/2013

Goldman Sachs Group, Inc. 3.5% until May 22, 2013; thereafter, 10-year U.S. dollar interest rate swap rate, capped at 12%; payable quarterly due 11/18/2015

Goldman Sachs Group, Inc. 0.000% due 12/17/2012

Goldman Sachs Group, Inc. 0.000% due 12/2/2011

Goldman Sachs Group, Inc. 0.000% due 12/2/2011

Goldman Sachs Group, Inc. 0.000% due 11/30/2012

Goldman Sachs Group, Inc. 3.5% for years one through five, 4.25% for years six through eight, 7% for year nine and 10% for year 10; payable semiannually due 11/15/2020

Goldman Sachs Group, Inc. 4.25% for first six years, 5% for years seven through 11 and 7.5% for years 12 through 15 due 11/15/2025

Goldman Sachs Group, Inc. 1% in year one, 2% in year two, 3% in year three, 4% in year four and 5% in year five; payable semiannually due 11/15/2015

Goldman Sachs Group, Inc. L-50 due 12/23/2011

Goldman Sachs Group, Inc. 0.000% due 5/18/2012

Goldman Sachs Group, Inc. 2.7% for 27 months; thereafter, Libor plus 90 bps, and after Nov. 18, 2013, capped at 5%; payable quarterly due 11/18/2015

Goldman Sachs Group, Inc. 7% for first two years; then 7% per year if index closes above buffer level of $950.034 or zero if index closes at or below buffer level; payable quarterly due 11/10/2025

Goldman Sachs Group, Inc. 3.25% for one year; thereafter, Libor plus 100 bps, and after Nov. 18, 2013, capped at 7%; payable quarterly due 11/18/2015

Goldman Sachs Group, Inc. 0.000% due 11/28/2011

Goldman Sachs Group, Inc. 0.000% due 11/28/2011

Goldman Sachs Group, Inc. 0.000% due 11/7/2012

Goldman Sachs Group, Inc. 0.000% due 11/7/2012

Goldman Sachs Group, Inc. 0.000% due 11/23/2011

Goldman Sachs Group, Inc. 4% for 18 months; thereafter, Libor plus 140 bps, capped at 7% beginning Feb. 14, 2014; payable quarterly due 11/5/2015

Goldman Sachs Group, Inc. 0.000% due 11/11/2011

Goldman Sachs Group, Inc. 2.7% for two years; thereafter, Libor plus 90 bps; payable quarterly due 11/5/2015

Goldman Sachs Group, Inc. 6% for two years; thereafter, Libor plus 115 bps, capped at 7%; payable quarterly due 10/29/2020

Goldman Sachs Group, Inc. 0.000% due 5/11/2012

Goldman Sachs Group, Inc. 0.000% due 1/22/2013

Goldman Sachs Group, Inc. 0.000% due 11/16/2011

Goldman Sachs Group, Inc. 108% of 10-year CMS rate, with floor of 3% for two years and capped at 7.5% beginning Nov. 4, 2012; payable quarterly due 11/4/2020

Goldman Sachs Group, Inc. 7% for first two years; then 7% per year if index closes above buffer level or zero if index closes at or below buffer level; payable quarterly due 10/29/2025

Goldman Sachs Group, Inc. 4.25% for the first six years, 5% for years seven through 10 and 7% for years 12 through 15 due 10/29/2025

Goldman Sachs Group, Inc. 3% for the first five years, 4% for the sixth year, 7% for the seventh year and 10% for the eighth year due 10/29/2018

Goldman Sachs Group, Inc. 5% for two years; thereafter, Libor plus 100 bps; payable quarterly due 10/29/2020

Goldman Sachs Group, Inc. 6% for two years; thereafter, Libor plus 115 bps, capped at 7%; payable quarterly due 10/29/2020

Goldman Sachs Group, Inc. 2.000% due 10/31/2017

Goldman Sachs Group, Inc. Initially 3.25%; after Nov. 5, 2011, Libor plus 100 bps, subject to cap of 7% per year beginning Nov. 5, 2013; payable quarterly due 11/5/2015

Goldman Sachs Group, Inc. Initially 2.7%; after Nov. 5, 2012, Libor plus 90 bps; payable quarterly due 11/5/2015

Goldman Sachs Group, Inc. Initially 4.1%; after May 1, 2012, Libor plus 150 bps, subject to cap of 7% per year beginning Nov. 1, 2013; payable quarterly due 11/1/2017

Goldman Sachs Group, Inc. 0.000% due 1/30/2012

Goldman Sachs Group, Inc. 0.000% due 8/20/2012

Goldman Sachs Group, Inc. 0.000% due 1/30/2012

Goldman Sachs Group, Inc. 7% for first three years; then 7% per year if index closes above buffer level or zero if index closes at or below buffer level; payable quarterly; buffer is 939.048, 80% of initial level due 10/20/2025

Goldman Sachs Group, Inc. 0.000% due 4/23/2012

Goldman Sachs Group, Inc. 0.000% due 10/21/2013

Goldman Sachs Group, Inc. 0.000% due 10/21/2015

Goldman Sachs Group, Inc. 0.000% due 4/23/2012

Goldman Sachs Group, Inc. 0.000% due 8/20/2012

Goldman Sachs Group, Inc. 0.000% due 4/20/2012

Goldman Sachs Group, Inc. 0.000% due 4/18/2011

Goldman Sachs Group, Inc. 0.000% due 1/17/2012

Goldman Sachs Group, Inc. 0.000% due 4/20/2012

Goldman Sachs Group, Inc. 0.000% due 11/29/2011

Goldman Sachs Group, Inc. 0.000% due 4/11/2012

Goldman Sachs Group, Inc. 0.000% due 10/5/2012

Goldman Sachs Group, Inc. 0.000% due 10/12/2015

Goldman Sachs Group, Inc. 0.000% due 10/14/2011

Goldman Sachs Group, Inc. 0.000% due 4/4/2012

Goldman Sachs Group, Inc. 0.000% due 4/4/2011

Goldman Sachs Group, Inc. 0.000% due 4/4/2011

Goldman Sachs Group, Inc. 0.000% due 10/31/2011

Goldman Sachs Group, Inc. 0.000% due 10/13/2011

Goldman Sachs Group, Inc. 6.5% for first year; then 6.5% per year if index closes above buffer level or zero if index closes at or below buffer level; payable quarterly due 9/22/2020

Goldman Sachs Group, Inc. 4.5% for years 1 through 5, 5.25% for years 6 through 11, 8.25% for years 12 through 15 due 9/29/2025

Goldman Sachs Group, Inc. 3.25% for years 1 through 4, 4.75% for years 5 through 6, 5.75% for year 7, 7.75% for year 8 due 9/28/2018

Goldman Sachs Group, Inc. Initially 1.3%; from Dec. 23, 2010 Libor plus 105 bps due 9/23/2013

Goldman Sachs Group, Inc. 0.000% due 12/23/2011

Goldman Sachs Group, Inc. 0.000% due 1/23/2012

Goldman Sachs Group, Inc. 0.000% due 6/5/2012

Goldman Sachs Group, Inc. 0.000% due 6/22/2012

Goldman Sachs Group, Inc. 0.000% due 3/30/2012

Goldman Sachs Group, Inc. 0.000% due 1/5/2012

Goldman Sachs Group, Inc. Initially 5%; from Sept. 21, 2013 Libor plus 130 bps, capped at 8% due 9/21/2017

Goldman Sachs Group, Inc. 0.000% due 4/20/2012

Goldman Sachs Group, Inc. 0.000% due 9/24/2012

Goldman Sachs Group, Inc. 0.000% due 4/18/2011

Goldman Sachs Group, Inc. 4.5% for years 1 through 5, 5.5% for years 6 through 11, 7.5% for years 12 through 15 due 9/17/2025

Goldman Sachs Group, Inc. 3.5% for years 1 through 4, 4.5% for years 5 through 6, 5.5% for years 7 through 8; 8.5% for years 9 through 10 due 9/17/2020

Goldman Sachs Group, Inc. 0.000% due 9/24/2012

Goldman Sachs Group, Inc. Initially 5.5%; from March 21, 2015 Libor plus 165 bps, capped at 7.5% due 9/21/2020

Goldman Sachs Group, Inc. 0.000% due 11/23/2011

Goldman Sachs Group, Inc. 7% for first year; then 7% per year if index closes above 80% of initial level; payable quarterly due 9/10/2020

Goldman Sachs Group, Inc. 0.000% due 3/10/2011

Goldman Sachs Group, Inc. 0.000% due 9/10/2015

Goldman Sachs Group, Inc. 0.000% due 11/2/2011

Goldman Sachs Group, Inc. Initially 6.45%; from Sept. 8, 2012 Libor plus 140 bps, capped at 7% due 9/8/2020

Goldman Sachs Group, Inc. 0.000% due 10/7/2011

Goldman Sachs Group, Inc. 0.000% due 9/7/2012

Goldman Sachs Group, Inc. 8.5% for first year; then 8.5% per year if index closes above 80% of initial level; payable quarterly due 8/29/2025

Goldman Sachs Group, Inc. 1.200% due 4/11/2011

Goldman Sachs Group, Inc. .13%, payable for each month that the index is at or above 85% of the initial index level but below the initial level due 4/11/2011

Goldman Sachs Group, Inc. Initially 5.25%; from Sept. 10, 2014 Libor plus 175 bps, capped at 8% due 9/10/2020

Goldman Sachs Group, Inc. Initially 6.45%; from Sept. 8, 2012 Libor plus 140 bps, capped at 7% due 9/8/2020

Goldman Sachs Group, Inc. 0.000% due 8/31/2017

Goldman Sachs Group, Inc. Initially 4%; from March 8, 2014 Libor plus 150 bps, capped at 7% due 9/8/2017

Goldman Sachs Group, Inc. 1.05% until Feb. 28, 2011, then three-month Libor plus 75 bps to maturity due 8/31/2012

Goldman Sachs Group, Inc. 0.000% due 3/1/2012

Goldman Sachs Group, Inc. Initially 3%; from Aug. 26, 2012 Libor plus 125 bps, capped at 6% due 8/26/2015

Goldman Sachs Group, Inc. 0.000% due 3/5/2012

Goldman Sachs Group, Inc. 0.000% due 2/28/2012

Goldman Sachs Group, Inc. 0.000% due 9/12/2011

Goldman Sachs Group, Inc. 0.000% due 8/9/2012

Goldman Sachs Group, Inc. 0.000% due 2/28/2012

Goldman Sachs Group, Inc. Initially 3%; from Aug. 20, 2012 Libor plus 125 bps, capped at 6% due 8/20/2015

Goldman Sachs Group, Inc. Initially 6.2%; from Aug. 26, 2014 Libor plus 140 bps, capped at 7% due 8/26/2020

Goldman Sachs Group, Inc. Initially 5%; from Aug. 20, 2014 Libor plus 175 bps, capped at 8% due 8/20/2020

Goldman Sachs Group, Inc. 0.000% due 8/9/2012

Goldman Sachs Group, Inc. Initially 6.2%; from Aug. 26, 2014 Libor plus 140 bps, capped at 7% due 8/26/2020

Goldman Sachs Group, Inc. Initially 1.3%; from Aug. 20, 2011 Libor plus 105 bps due 8/19/2013

Goldman Sachs Group, Inc. 0.000% due 2/16/2012

Goldman Sachs Group, Inc. 0.000% due 8/20/2012

Goldman Sachs Group, Inc. 0.000% due 9/6/2011

Goldman Sachs Group, Inc. 0.000% due 9/8/2011

Goldman Sachs Group, Inc. Initially 6.2%; from Aug. 26, 2014 Libor plus 140 bps, capped at 7% due 8/26/2020

Goldman Sachs Group, Inc. 0.000% due 5/1/2012

Goldman Sachs Group, Inc. Initially 3%; from Aug. 20, 2012 Libor plus 125 bps, capped at 6% due 8/20/2015

Goldman Sachs Group, Inc. 0.000% due 2/17/2012

Goldman Sachs Group, Inc. 0.000% due 9/16/2011

Goldman Sachs Group, Inc. 0.000% due 8/27/2012

Goldman Sachs Group, Inc. 0.000% due 7/19/2013

Goldman Sachs Group, Inc. Initially 6%; from Aug. 6, 2012 Libor plus 140 bps, after Aug. 6, 2014 capped at 7% due 8/6/2020

Goldman Sachs Group, Inc. Initially 6%; from Aug. 6, 2012 Libor plus 140 bps, after Aug. 6, 2014 capped at 7% due 8/6/2020

Goldman Sachs Group, Inc. 0.000% due 8/9/2012

Goldman Sachs Group, Inc. 0.000% due 8/9/2012

Goldman Sachs Group, Inc. 0.000% due 8/15/2011

Goldman Sachs Group, Inc. 0.000% due 10/22/2012

Goldman Sachs Group, Inc. 0.000% due 11/1/2011

Goldman Sachs Group, Inc. 0.000% due 11/1/2011

Goldman Sachs Group, Inc. Initially 6%; from Aug. 6, 2012 Libor plus 140 bps, after Aug. 6, 2014 capped at 7% due 8/6/2020

Goldman Sachs Group, Inc. Initially 4.95%; from July 28, 2012 Libor plus 150 bps, from July 28, 2013 capped at 7%, from July 28, 2015 capped at 8% due 7/28/2017

Goldman Sachs Group, Inc. 0.000% due 2/7/2012

Goldman Sachs Group, Inc. 0.000% due 2/7/2012

Goldman Sachs Group, Inc. 0.000% due 8/16/2011

Goldman Sachs Group, Inc. 0.000% due 7/29/2015

Goldman Sachs Group, Inc. Initially 4.95%; from July 28, 2013 Libor plus 150 bps, from July 28, 2013 capped at 7%, from July 28, 2015 capped at 8% due 7/28/2017

Goldman Sachs Group, Inc. 0.000% due 1/26/2012

Goldman Sachs Group, Inc. 0.000% due 1/30/2012

Goldman Sachs Group, Inc. 0.000% due 9/5/2012

Goldman Sachs Group, Inc. 0.000% due 9/12/2013

Goldman Sachs Group, Inc. 0.000% due 1/20/2012

Goldman Sachs Group, Inc. 0.000% due 7/22/2011

Goldman Sachs Group, Inc. 0.000% due 4/11/2011

Goldman Sachs Group, Inc. 0.000% due 8/2/2013

Goldman Sachs Group, Inc. 0.000% due 8/5/2011

Goldman Sachs Group, Inc. 0.000% due 8/9/2011

Goldman Sachs Group, Inc. 0.000% due 1/14/2013

Goldman Sachs Group, Inc. 0.000% due 7/12/2012

Goldman Sachs Group, Inc. 0.000% due 7/30/2012

Goldman Sachs Group, Inc. 0.000% due 7/13/2011

Goldman Sachs Group, Inc. 0.000% due 12/30/2011

Goldman Sachs Group, Inc. 0.000% due 12/30/2011

Goldman Sachs Group, Inc. 0.000% due 7/5/2011

Goldman Sachs Group, Inc. 0.000% due 1/6/2012

Goldman Sachs Group, Inc. 0.000% due 1/6/2012

Goldman Sachs Group, Inc. 0.000% due 7/22/2011

Goldman Sachs Group, Inc. 0.000% due 12/30/2011

Goldman Sachs Group, Inc. 0.000% due 1/6/2012

Goldman Sachs Group, Inc. 0.000% due 7/22/2011

Goldman Sachs Group, Inc. 0.000% due 6/29/2012

Goldman Sachs Group, Inc. 0.000% due 6/21/2012

Goldman Sachs Group, Inc. 0.000% due 6/24/2016

Goldman Sachs Group, Inc. 0.000% due 7/5/2011

Goldman Sachs Group, Inc. 0.000% due 6/27/2011

Goldman Sachs Group, Inc. 0.000% due 7/1/2011

Goldman Sachs Group, Inc. 0.000% due 6/24/2013

Goldman Sachs Group, Inc. 0.000% due 4/23/2012

Goldman Sachs Group, Inc. 0.000% due 6/10/2013

Goldman Sachs Group, Inc. 0.000% due 6/25/2012

Goldman Sachs Group, Inc. 0.000% due 7/18/2012

Goldman Sachs Group, Inc. 3.05% for years 1 through 2, 4.5% for years 3 through 4, 5.25% for years 5 through 6; 7% for year 7, 8% for year 8, 9% for year 9, 10% for year 10, 12% for year 11, 14% for year 12 due 6/15/2022

Goldman Sachs Group, Inc. 0.000% due 12/27/2011

Goldman Sachs Group, Inc. 0.000% due 12/27/2011

Goldman Sachs Group, Inc. 0.000% due 9/19/2011

Goldman Sachs Group, Inc. 0.000% due 7/8/2011

Goldman Sachs Group, Inc. 0.000% due 12/27/2011

Goldman Sachs Group, Inc. 0.000% due 12/27/2011

Goldman Sachs Group, Inc. L-50 due 7/18/2011

Goldman Sachs Group, Inc. L-50 due 7/18/2011

Goldman Sachs Group, Inc. 0.000% due 6/10/2013

Goldman Sachs Group, Inc. 0.000% due 12/12/2011

Goldman Sachs Group, Inc. L-50 due 7/18/2011

Goldman Sachs Group, Inc. 4.5% for years 1 through 5, 5% for years 6 through 7, 6% for years 8 through 9; 7% for years 10 through 11, 9% for years 12 through 13, 12% for years 14 through 15 due 6/15/2025

Goldman Sachs Group, Inc. 0.000% due 10/11/2011

Goldman Sachs Group, Inc. 0.000% due 12/8/2011

Goldman Sachs Group, Inc. 0.000% due 6/8/2012

Goldman Sachs Group, Inc. 0.000% due 6/9/2014

Goldman Sachs Group, Inc. 0.000% due 6/17/2011

Goldman Sachs Group, Inc. 0.000% due 9/2/2011

Goldman Sachs Group, Inc. 0.000% due 11/30/2011

Goldman Sachs Group, Inc. 0.000% due 11/30/2011

Goldman Sachs Group, Inc. 0.000% due 11/30/2011

Goldman Sachs Group, Inc. 0.000% due 11/30/2011

Goldman Sachs Group, Inc. 0.000% due 5/21/2015

Goldman Sachs Group, Inc. 0.000% due 5/26/2016

Goldman Sachs Group, Inc. 0.000% due 6/10/2011

Goldman Sachs Group, Inc. 0.000% due 5/29/2012

Goldman Sachs Group, Inc. 0.000% due 6/22/2011

Goldman Sachs Group, Inc. 0.000% due 6/11/2013

Goldman Sachs Group, Inc. 0.000% due 5/21/2015

Goldman Sachs Group, Inc. Initially 1.5%; from May 28, 2012 Libor plus 200 bps, capped at 7% due 5/28/2013

Goldman Sachs Group, Inc. 0.000% due 11/21/2011

Goldman Sachs Group, Inc. 0.000% due 6/3/2011

Goldman Sachs Group, Inc. 0.000% due 7/27/2012

Goldman Sachs Group, Inc. 0.000% due 12/12/2011

Goldman Sachs Group, Inc. 0.000% due 7/18/2012

Goldman Sachs Group, Inc. 0.000% due 5/13/2013

Goldman Sachs Group, Inc. 0.000% due 5/24/2012

Goldman Sachs Group, Inc. 0.000% due 5/21/2012

Goldman Sachs Group, Inc. 0.000% due 5/21/2012

Goldman Sachs Group, Inc. 0.000% due 11/18/2011

Goldman Sachs Group, Inc. 0.000% due 5/17/2012

Goldman Sachs Group, Inc. 0.000% due 5/17/2012

Goldman Sachs Group, Inc. 0.000% due 5/17/2012

Goldman Sachs Group, Inc. L-20 due 8/22/2011

Goldman Sachs Group, Inc. 0.000% due 10/31/2011

Goldman Sachs Group, Inc. 0.000% due 10/31/2011

Goldman Sachs Group, Inc. 0.000% due 10/31/2011

Goldman Sachs Group, Inc. 0.000% due 10/31/2011

Goldman Sachs Group, Inc. 0.000% due 12/23/2011

Goldman Sachs Group, Inc. 0.000% due 5/11/2012

Goldman Sachs Group, Inc. 4% for years 1 through 5, 5% for years 6 through 7, 8% for years 8 through 10 due 4/29/2020

Goldman Sachs Group, Inc. 0.000% due 11/7/2011

Goldman Sachs Group, Inc. 1.000% due 4/15/2015

Goldman Sachs Group, Inc. 0.000% due 6/7/2012

Goldman Sachs Group, Inc. 0.000% due 4/20/2015

Goldman Sachs Group, Inc. 0.000% due 7/21/2011

Goldman Sachs Group, Inc. 0.000% due 5/12/2011

Goldman Sachs Group, Inc. 0.000% due 7/16/2010

Goldman Sachs Group, Inc. 1.00% due 4/15/2015

Goldman Sachs Group, Inc. 0.000% due 6/7/2012

Goldman Sachs Group, Inc. 0.000% due 7/21/2011

Goldman Sachs Group, Inc. 0.000% due 4/30/2012

Goldman Sachs Group, Inc. 0.000% due 4/26/2012

Goldman Sachs Group, Inc. 0.000% due 4/25/2011

Goldman Sachs Group, Inc. 0.000% due 6/24/2011

Goldman Sachs Group, Inc. 0.000% due 5/10/2011

Goldman Sachs Group, Inc. 0.000% due 9/30/2011

Goldman Sachs Group, Inc. 0.000% due 9/30/2011

Goldman Sachs Group, Inc. 0.000% due 9/30/2011

Goldman Sachs Group, Inc. 0.000% due 4/12/2012

Goldman Sachs Group, Inc. 0.000% due 7/1/2010

Goldman Sachs Group, Inc. 0.000% due 4/9/2012

Goldman Sachs Group, Inc. 0.000% due 7/1/2010

Goldman Sachs Group, Inc. 0.000% due 7/1/2010

Goldman Sachs Group, Inc. 2.340% due 11/1/2018

Goldman Sachs Group, Inc. 0.000% due 6/24/2011

Goldman Sachs Group, Inc. 11% for first year; after that, 4.5 times the spread of 30-year CMS rate over two-year CMS rate minus 25 bps, capped at 15%; payable quarterly due 3/31/2025

Goldman Sachs Group, Inc. 4% for years 1 through 5, 6% for years 6 through 10, 10% for years 11 through 15 due 3/24/2025

Goldman Sachs Group, Inc. 0.000% due 6/17/2011

Goldman Sachs Group, Inc. 2.5% for years 1 through 2, 3% for year 3, 4% for years 3 through 3.5, 5% for years 3.5 through 4; 6% for years 4 through 4.5, 7% for years 4.5 through 5, 8% for years 5 through 5.5 due 9/17/2015

Goldman Sachs Group, Inc. 0.000% due 3/15/2012

Goldman Sachs Group, Inc. 0.000% due 3/15/2012

Goldman Sachs Group, Inc. 0.000% due 6/7/2011

Goldman Sachs Group, Inc. 4% for years 1 through 5, 5% for years 6 through 7, 9% for years 8 through 9 due 2/26/2019

Goldman Sachs Group, Inc. 11% per year for first year; after that, 4.5 times the spread of 30-year CMS rate over two-year CMS rate minus 25 bps; floor of 0% and cap of 15%; payable quarterly due 2/25/2025

Goldman Sachs Group, Inc. 0.000% due 9/13/2011

Goldman Sachs Group, Inc. 0.000% due 9/13/2011

Goldman Sachs Group, Inc. 7% for first year; after that time, 7% per year multiplied by proportion of days on which six-month Libor is no greater than 7%; payable quarterly due 2/26/2025

Goldman Sachs Group, Inc. 0.000% due 8/25/2011

Goldman Sachs Group, Inc. 0.000% due 3/2/2012

Goldman Sachs Group, Inc. 0.000% due 8/19/2011

Goldman Sachs Group, Inc. 0.000% due 8/18/2011

Goldman Sachs Group, Inc. 4% for years 1 through 4.5, 5% for years 5.5 through 6.5, 7% for years 7.5 through 8.5 due 8/24/2018

Goldman Sachs Group, Inc. 0.000% due 8/23/2011

Goldman Sachs Group, Inc. 0.000% due 2/22/2012

Goldman Sachs Group, Inc. 0.000% due 9/26/2011

Goldman Sachs Group, Inc. 0.000% due 8/11/2011

Goldman Sachs Group, Inc. 0.000% due 6/7/2011

Goldman Sachs Group, Inc. 0.000% due 8/16/2011

Goldman Sachs Group, Inc. Initially 1.25%; from Aug. 16, 2010 Libor, minimum ogf 1.25%, capped at 5.5% due 2/16/2013

Goldman Sachs Group, Inc. 0.000% due 2/16/2012

Goldman Sachs Group, Inc. 0.000% due 2/16/2012

Goldman Sachs Group, Inc. 0.000% due 8/4/2011

Goldman Sachs Group, Inc. 0.000% due 8/11/2011

Goldman Sachs Group, Inc. 0.000% due 9/26/2011

Goldman Sachs Group, Inc. 6% for first year; after that time, base rate multiplied by proportion of days on which six-month Libor is no greater than 7%; base rate is 6% in years two through five and 9% in years six through 15; payable quarterly due 1/29/2025

Goldman Sachs Group, Inc. 4% for years 1 through 5, 6% for years 6 through 10, 10% for years 11 through 15 due 1/29/2025

Goldman Sachs Group, Inc. 0.000% due 5/8/2037

Goldman Sachs Group, Inc. 0.000% due 10/26/2010

Goldman Sachs Group, Inc. 0.000% due 2/8/2011

Goldman Sachs Group, Inc. 0.000% due 2/1/2012

Goldman Sachs Group, Inc. 0.000% due 2/22/2012

Goldman Sachs Group, Inc. 0.000% due 4/5/2011

Goldman Sachs Group, Inc. 0.000% due 1/24/2011

Goldman Sachs Group, Inc. 0.000% due 8/12/2011

Goldman Sachs Group, Inc. 0.000% due 8/12/2011

Goldman Sachs Group, Inc. 0.000% due 8/19/2011

Goldman Sachs Group, Inc. 0.000% due 1/10/2012

Goldman Sachs Group, Inc. 0.000% due 1/27/2011

Goldman Sachs Group, Inc. 0.000% due 7/6/2011

Goldman Sachs Group, Inc. 11% per year for first year; after that, four times the spread of 30-year CMS rate over two-year CMS rate minus 25 bps; floor of 0% and cap of 15%; payable quarterly due 12/30/2024

Goldman Sachs Group, Inc. 0.000% due 1/14/2011

Goldman Sachs Group, Inc. 0.000% due 7/10/2012

Goldman Sachs Group, Inc. 0.000% due 12/21/2010

Goldman Sachs Group, Inc. 0.000% due 6/17/2011

Goldman Sachs Group, Inc. 0.000% due 12/21/2011

Goldman Sachs Group, Inc. 0.000% due 9/14/2010

Goldman Sachs Group, Inc. 0.000% due 9/7/2010

Goldman Sachs Group, Inc. 0.000% due 9/7/2010

Goldman Sachs Group, Inc. 1.000% due 11/30/2015

Goldman Sachs Group, Inc. 0.000% due 8/27/2010

Goldman Sachs Group, Inc. 0.000% due 6/3/2011

Goldman Sachs Group, Inc. 0.000% due 11/28/2011

Goldman Sachs Group, Inc. 0.000% due 2/23/2011

Goldman Sachs Group, Inc. 0.000% due 8/19/2010

Goldman Sachs Group, Inc. 11% per year for first year; after that, four times the spread of 10-year CMS rate over two-year CMS rate; floor of 0% and cap of 15%; payable quarterly due 11/19/2024

Goldman Sachs Group, Inc. 11% per year for first year; after that, four times the spread of 10-year CMS rate over two-year CMS rate; floor of 0% and cap of 15%; payable quarterly due 11/19/2024

Goldman Sachs Group, Inc. 0.000% due 12/1/2010

Goldman Sachs Group, Inc. 0.000% due 12/20/2010

Goldman Sachs Group, Inc. 0.000% due 5/24/2012

Goldman Sachs Group, Inc. 0.000% due 2/24/2012

Goldman Sachs Group, Inc. 0.000% due 8/12/2010

Goldman Sachs Group, Inc. 0.000% due 2/21/2012

Goldman Sachs Group, Inc. 0.000% due 12/17/2012

Goldman Sachs Group, Inc. 0.000% due 11/17/2011

Goldman Sachs Group, Inc. 0.000% due 11/17/2010

Goldman Sachs Group, Inc. 0.000% due 8/5/2010

Goldman Sachs Group, Inc. 0.000% due 6/22/2012

Goldman Sachs Group, Inc. 11.25% for first year; after that, four times spread of 10-year CMS rate over two-year CMS rate with floor of zero and cap of 15%; payable quarterly due 10/29/2024

Goldman Sachs Group, Inc. 1.000% due 10/29/2016

Goldman Sachs Group, Inc. 0.000% due 3/5/2013

Goldman Sachs Group, Inc. 0.000% due 12/20/2010

Goldman Sachs Group, Inc. 0.000% due 2/2/2012

Goldman Sachs Group, Inc. 0.000% due 5/9/2012

Goldman Sachs Group, Inc. 1% for first four years due 10/30/2014

Goldman Sachs Group, Inc. 0.000% due 3/5/2013

Goldman Sachs Group, Inc. 0.000% due 11/24/2010

Goldman Sachs Group, Inc. 0.000% due 10/27/2010

Goldman Sachs Group, Inc. 0.000% due 10/21/2010

Goldman Sachs Group, Inc. 0.000% due 4/15/2011

Goldman Sachs Group, Inc. 0.000% due 10/17/2011

Goldman Sachs Group, Inc. 0.000% due 10/17/2011

Goldman Sachs Group, Inc. 0.000% due 5/9/2012

Goldman Sachs Group, Inc. 0.000% due 10/17/2011

Goldman Sachs Group, Inc. 0.000% due 11/15/2010

Goldman Sachs Group, Inc. 0.000% due 11/15/2010

Goldman Sachs Group, Inc. 0.000% due 11/12/2010

Goldman Sachs Group, Inc. 0.000% due 11/16/2010

Goldman Sachs Group, Inc. 0.000% due 9/24/2012

Goldman Sachs Group, Inc. 0.000% due 3/22/2011

Goldman Sachs Group, Inc. 0.000% due 10/3/2011

Goldman Sachs Group, Inc. 0.000% due 10/3/2011

Goldman Sachs Group, Inc. 0.000% due 10/25/2010

Goldman Sachs Group, Inc. 0.000% due 9/20/2011

Goldman Sachs Group, Inc. 0.000% due 9/20/2011

Goldman Sachs Group, Inc. 0.000% due 10/3/2011

Goldman Sachs Group, Inc. 0.000% due 9/19/2011

Goldman Sachs Group, Inc. 0.000% due 9/19/2011

Goldman Sachs Group, Inc. 0.000% due 9/29/2011

Goldman Sachs Group, Inc. 0.000% due 9/29/2011

Goldman Sachs Group, Inc. 0.000% due 9/13/2011

Goldman Sachs Group, Inc. 0.000% due 12/8/2010

Goldman Sachs Group, Inc. 0.000% due 9/4/2012

Goldman Sachs Group, Inc. 0.000% due 12/12/2012

Goldman Sachs Group, Inc. 0.000% due 8/25/2011

Goldman Sachs Group, Inc. 0.000% due 2/25/2011

Goldman Sachs Group, Inc. 7.25% for the first year; after that, 7.25% per year multiplied by proportion of days on which six-month Libor is 7% or less; payable quarterly due 8/20/2024

Goldman Sachs Group, Inc. 0.000% due 8/26/2011

Goldman Sachs Group, Inc. 0.000% due 8/31/2011

Goldman Sachs Group, Inc. 0.000% due 8/8/2011

Goldman Sachs Group, Inc. 0.000% due 12/14/2012

Goldman Sachs Group, Inc. 0.000% due 12/11/2012

Goldman Sachs Group, Inc. 0.000% due 2/18/2011

Goldman Sachs Group, Inc. 0.000% due 8/10/2012

Goldman Sachs Group, Inc. 0.000% due 8/8/2011

Goldman Sachs Group, Inc. 0.000% due 8/27/2010

Goldman Sachs Group, Inc. 9.5% per year for first year; after that, if the spread between the 30-year CMS rate and the two-year CMS rate is greater than or equal to 60 basis points, interest will accrue at the maximum interest rate of 9.5%; if CMS spread is less than 60 bps, interest will be 0%; calculated on a daily basis due 7/29/2024

Goldman Sachs Group, Inc. 0.000% due 7/31/2012

Goldman Sachs Group, Inc. 0.000% due 7/25/2011

Goldman Sachs Group, Inc. 0.000% due 7/25/2011

Goldman Sachs Group, Inc. 0.000% due 11/1/2010

Goldman Sachs Group, Inc. 0.000% due 1/24/2012

Goldman Sachs Group, Inc. 11% per year for first year; after that, five times the spread of the 30-year CMS minus two-year CMS rate with a floor of zero and a cap of 11%; payable quarterly due 7/29/2024

Goldman Sachs Group, Inc. 0.000% due 8/23/2010

Goldman Sachs Group, Inc. 0.000% due 7/25/2011

Goldman Sachs Group, Inc. 0.000% due 1/25/2011

Goldman Sachs Group, Inc. 0.000% due 8/17/2010

Goldman Sachs Group, Inc. 0.000% due 12/9/2010

Goldman Sachs Group, Inc. 0.000% due 12/9/2010

Goldman Sachs Group, Inc. 0.000% due 1/19/2011

Goldman Sachs Group, Inc. 0.000% due 8/30/2010

Goldman Sachs Group, Inc. 0.000% due 1/25/2011

Goldman Sachs Group, Inc. 0.000% due 7/8/2013

Goldman Sachs Group, Inc. 0.000% due 7/1/2011

Goldman Sachs Group, Inc. 1.000% due 7/10/2014

Goldman Sachs Group, Inc. 0.000% due 7/5/2011

Goldman Sachs Group, Inc. 0.00% due 7/13/2010

Goldman Sachs Group, Inc. 0.000% due 7/1/2011

Goldman Sachs Group, Inc. 0.000% due 12/27/2010

Goldman Sachs Group, Inc. 0.000% due 7/1/2011

Goldman Sachs Group, Inc. 0.000% due 12/30/2011

Goldman Sachs Group, Inc. 0.000% due 12/23/2010

Goldman Sachs Group, Inc. 0.000% due 9/20/2010

Goldman Sachs Group, Inc. 0.000% due 12/30/2011

Goldman Sachs Group, Inc. 12% per year for first year; after that, six times the spread of the 10-year CMS rate over the two-year CMS rate with a floor of zero and a cap of 18%; payable quarterly due 6/24/2014

Goldman Sachs Group, Inc. 0.000% due 12/23/2010

Goldman Sachs Group, Inc. 0.000% due 9/20/2010

Goldman Sachs Group, Inc. 0.000% due 12/13/2010

Goldman Sachs Group, Inc. 0.000% due 6/21/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 11% per year for first year; after that, six times the spread of the 10-year CMS rate over the two-year CMS rate with a floor of zero and a cap of 18%; payable quarterly due 5/28/2014

Goldman Sachs Group, Inc. 0.000% due 6/9/2010

Goldman Sachs Group, Inc. 0.000% due 12/7/2010

Goldman Sachs Group, Inc. 0.000% due 4/26/2011

Goldman Sachs Group, Inc. 0.000% due 12/28/2009

Goldman Sachs Group, Inc. 0.000% due 12/28/2009

Goldman Sachs Group, Inc. 11% per year for first year; after that, six times the spread of the 10-year CMS rate over the two-year CMS rate with a floor of zero and a cap of 18%; payable quarterly due 5/28/2014

Goldman Sachs Group, Inc. 0.000% due 4/2/2012

Goldman Sachs Group, Inc. L-70 due 5/27/2010

Goldman Sachs Group, Inc. 0.000% due 4/5/2011

Goldman Sachs Group, Inc. 0.000% due 3/22/2011

Goldman Sachs Group, Inc. 0.000% due 5/8/2013

Goldman Sachs Group, Inc. 0.000% due 10/12/2010

Goldman Sachs Group, Inc. 0.000% due 8/16/2010

Goldman Sachs Group, Inc. 0.000% due 5/16/2011

Goldman Sachs Group, Inc. 0.000% due 5/16/2011

Goldman Sachs Group, Inc. 0.000% due 5/8/2013

Goldman Sachs Group, Inc. 0.000% due 11/10/2010

Goldman Sachs Group, Inc. 0.000% due 5/11/2011

Goldman Sachs Group, Inc. 0.000% due 5/23/2011

Goldman Sachs Group, Inc. L-100 due 4/30/2010

Goldman Sachs Group, Inc. 0.000% due 4/29/2010

Goldman Sachs Group, Inc. 0.000% due 7/20/2010

Goldman Sachs Group, Inc. 0.000% due 4/15/2011

Goldman Sachs Group, Inc. 0.000% due 4/15/2011

Goldman Sachs Group, Inc. 0.000% due 10/15/2010

Goldman Sachs Group, Inc. 0.000% due 11/16/2010

Goldman Sachs Group, Inc. 0.000% due 11/16/2010

Goldman Sachs Group, Inc. 0.000% due 10/8/2010

Goldman Sachs Group, Inc. L-100 due 5/6/2010

Goldman Sachs Group, Inc. 0.000% due 9/20/2010

Goldman Sachs Group, Inc. 0.000% due 9/20/2010

Goldman Sachs Group, Inc. 0.000% due 9/13/2010

Goldman Sachs Group, Inc. 0.000% due 11/17/2010

Goldman Sachs Group, Inc. 0.000% due 9/25/2009

Goldman Sachs Group, Inc. 0.000% due 10/13/2010

Goldman Sachs Group, Inc. 0.000% due 10/13/2010

Goldman Sachs Group, Inc. 0.000% due 8/13/2010

Goldman Sachs Group, Inc. 0.000% due 5/10/2010

Goldman Sachs Group, Inc. 0.000% due 1/29/2010

Goldman Sachs Group, Inc. 0.000% due 5/5/2012

Goldman Sachs Group, Inc. 0.000% due 7/23/2010

Goldman Sachs Group, Inc. 0.000% due 8/2/2010

Goldman Sachs Group, Inc. 0.000% due 7/23/2010

Goldman Sachs Group, Inc. 0.000% due 2/1/2010

Goldman Sachs Group, Inc. 0.000% due 8/25/2010

Goldman Sachs Group, Inc. 0.000% due 11/5/2010

Goldman Sachs Group, Inc. 0.000% due 1/4/2011

Goldman Sachs Group, Inc. 0.000% due 5/7/2010

Goldman Sachs Group, Inc. 0.000% due 3/29/2010

Goldman Sachs Group, Inc. 0.000% due 11/5/2010

Goldman Sachs Group, Inc. 0.000% due 8/6/2010

Goldman Sachs Group, Inc. 0.000% due 1/4/2011

Goldman Sachs Group, Inc. 0.000% due 6/24/2010

Goldman Sachs Group, Inc. 0.000% due 5/17/2010

Goldman Sachs Group, Inc. 0.000% due 5/17/2010

Goldman Sachs Group, Inc. 0.000% due 5/17/2010

Goldman Sachs Group, Inc. 0.000% due 6/23/2010

Goldman Sachs Group, Inc. 0.000% due 6/24/2009

Goldman Sachs Group, Inc. 0.000% due 5/17/2010

Goldman Sachs Group, Inc. 0.000% due 6/28/2010

Goldman Sachs Group, Inc. 0.000% due 6/28/2010

Goldman Sachs Group, Inc. 0.000% due 4/14/2010

Goldman Sachs Group, Inc. 0.000% due 4/14/2010

Goldman Sachs Group, Inc. 0.000% due 10/30/2009

Goldman Sachs Group, Inc. 0.000% due 10/18/2010

Goldman Sachs Group, Inc. 0.000% due 2/3/2010

Goldman Sachs Group, Inc. 29.000% due 11/26/2008

Goldman Sachs Group, Inc. 0.000% due 1/6/2010

Goldman Sachs Group, Inc. 0.000% due 2/3/2010

Goldman Sachs Group, Inc. 0.000% due 12/2/2010

Goldman Sachs Group, Inc. 0.000% due 2/1/2010

Goldman Sachs Group, Inc. 8% for first year; beginning Sept. 24, 2009, 8% per year multiplied by proportion of days on which 10-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 9/24/2023

Goldman Sachs Group, Inc. 0.000% due 10/1/2010

Goldman Sachs Group, Inc. 0.000% due 9/22/2010

Goldman Sachs Group, Inc. 0.000% due 9/22/2010

Goldman Sachs Group, Inc. 0.000% due 1/19/2010

Goldman Sachs Group, Inc. 0.000% due 9/16/2010

Goldman Sachs Group, Inc. 0.000% due 9/16/2010

Goldman Sachs Group, Inc. 0.000% due 11/10/2009

Goldman Sachs Group, Inc. 0.000% due 2/24/2010

Goldman Sachs Group, Inc. 0.000% due 3/8/2010

Goldman Sachs Group, Inc. 0.000% due 11/10/2009

Goldman Sachs Group, Inc. 0.000% due 9/21/2010

Goldman Sachs Group, Inc. 0.000% due 10/5/2009

Goldman Sachs Group, Inc. 0.000% due 9/27/2010

Goldman Sachs Group, Inc. 0.000% due 2/19/2010

Goldman Sachs Group, Inc. 0.000% due 8/13/2010

Goldman Sachs Group, Inc. 0.000% due 2/16/2010

Goldman Sachs Group, Inc. 0.000% due 2/16/2010

Goldman Sachs Group, Inc. 0.000% due 2/16/2010

Goldman Sachs Group, Inc. 0.000% due 2/16/2010

Goldman Sachs Group, Inc. 0.000% due 8/16/2010

Goldman Sachs Group, Inc. 0.000% due 8/16/2010

Goldman Sachs Group, Inc. 0.000% due 11/19/2009

Goldman Sachs Group, Inc. 0.000% due 11/13/2009

Goldman Sachs Group, Inc. if any, payable annually beginning on Aug. 13, 2009; if the annual inflation rate is less than 1.6% investors will receive, if any, the supplemental amount, which is the greater of Libor minus 100 times 0.07375% or zero; if the annual inflation rate is greater than 1.6% and less than 2.6%, investors will receive 0.07375% for every 0.01% increase above 1.6% plus any supplemental amount; if the annual inflation rate is greater than or equal to 2.6%, investors will receive 100 times 0.07375% plus any supplemental amount due 8/15/2011

Goldman Sachs Group, Inc. 0.000% due 8/13/2010

Goldman Sachs Group, Inc. 8.25% for first year; beginning July 31, 2009, 8.25% per year multiplied by proportion of days on which 10-year CMS rate is greater than or equal to two-year CMS rate; payable quarterly due 7/31/2023

Goldman Sachs Group, Inc. 0.000% due 1/29/2010

Goldman Sachs Group, Inc. 0.000% due 9/7/2010

Goldman Sachs Group, Inc. 0.000% due 11/19/2009

Goldman Sachs Group, Inc. 0.000% due 2/2/2010

Goldman Sachs Group, Inc. 0.000% due 2/5/2010

Goldman Sachs Group, Inc. 0.000% due 7/21/2011

Goldman Sachs Group, Inc. Quarterly distribution equal to par times amount by which weighed sum of distributions paid by basket funds exceeds basket adjustment amount of 1.5%; floor of 0% due 4/21/2011

Goldman Sachs Group, Inc. 0.000% due 7/21/2011

Goldman Sachs Group, Inc. 0.000% due 4/7/2009

Goldman Sachs Group, Inc. 0.000% due 7/15/2010

Goldman Sachs Group, Inc. 0.000% due 7/15/2010

Goldman Sachs Group, Inc. 0.000% due 7/15/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 4/7/2009

Goldman Sachs Group, Inc. 0.000% due 1/4/2010

Goldman Sachs Group, Inc. 0.000% due 7/8/2009

Goldman Sachs Group, Inc. 0.000% due 9/25/2009

Goldman Sachs Group, Inc. 0.000% due 1/4/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 13.500% due 12/24/2008

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 9/25/2009

Goldman Sachs Group, Inc. 0.000% due 9/25/2009

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 6/28/2010

Goldman Sachs Group, Inc. 0.000% due 7/9/2010

Goldman Sachs Group, Inc. 0.000% due 12/24/2009

Goldman Sachs Group, Inc. 0.000% due 10/20/2009

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 6/14/2010

Goldman Sachs Group, Inc. 0.000% due 4/9/2009

Goldman Sachs Group, Inc. 0.000% due 6/9/2010

Goldman Sachs Group, Inc. 0.000% due 7/30/2010

Goldman Sachs Group, Inc. 0.000% due 7/30/2010

Goldman Sachs Group, Inc. 0.000% due 9/28/2009

Goldman Sachs Group, Inc. 0.000% due 5/28/2010

Goldman Sachs Group, Inc. 0.000% due 5/19/2009

Goldman Sachs Group, Inc. 0.000% due 8/10/2009

Goldman Sachs Group, Inc. none if the annual inflation rate is less than or equal to the lower threshold of 2%; if the annual inflation rate is greater than 2% but less than 6%, interest will be equal to 3.5 times the annual rate minus a spread of 2%; if the annual inflation rate is greater than 6%, interest will be 14%; payable annually due 5/14/2011

Goldman Sachs Group, Inc. 0.000% due 5/18/2010

Goldman Sachs Group, Inc. 0.000% due 5/14/2010

Goldman Sachs Group, Inc. 0.000% due 8/10/2009

Goldman Sachs Group, Inc. 0.000% due 5/7/2013

Goldman Sachs Group, Inc. 0.000% due 5/10/2010

Goldman Sachs Group, Inc. 0.000% due 5/17/2010

Goldman Sachs Group, Inc. 1.000% due 5/7/2015

Goldman Sachs Group, Inc. 0.000% due 5/18/2010

Goldman Sachs Group, Inc. 0.000% due 5/7/2013

Goldman Sachs Group, Inc. 0.000% due 5/18/2010

Goldman Sachs Group, Inc. 0.000% due 5/7/2013

Goldman Sachs Group, Inc. none if the annual inflation rate is less than or equal to the lower threshold of 2%; if the annual inflation rate is greater than 2% but less than 6%, interest will be equal to 3.5 times the annual rate minus a spread of 2%; if the annual inflation rate is greater than 6%, interest will be 14%; payable annually due 5/14/2011

Goldman Sachs Group, Inc. 0.000% due 5/14/2010

Goldman Sachs Group, Inc. 3.8 times any amount by which annual inflation rate exceeds 2%; floor of 0%; cap of 15.2%; reset and payable annually due 5/8/2013

Goldman Sachs Group, Inc. 0.000% due 8/10/2009

Goldman Sachs Group, Inc. 0.000% due 5/10/2010

Goldman Sachs Group, Inc. 0.000% due 4/9/2009

Goldman Sachs Group, Inc. 0.000% due 4/14/2011

Goldman Sachs Group, Inc. 0.000% due 4/20/2010

Goldman Sachs Group, Inc. 0.000% due 7/23/2009

Goldman Sachs Group, Inc. 0.000% due 7/29/2009

Goldman Sachs Group, Inc. 0.000% due 5/17/2010

Goldman Sachs Group, Inc. Quarterly distribution equal to par times amount by which weighed sum of distributions paid by basket funds exceeds basket adjustment amount of 1.5%; floor of 0% due 4/21/2011

Goldman Sachs Group, Inc. 3.000% due 9/11/2015

Goldman Sachs Group, Inc. 0.000% due 4/15/2010

Goldman Sachs Group, Inc. 0.000% due 4/9/2009

Goldman Sachs Group, Inc. 0.000% due 4/14/2010

Goldman Sachs Group, Inc. 0.000% due 4/14/2010

Goldman Sachs Group, Inc. 0.000% due 5/4/2009

Goldman Sachs Group, Inc. 0.000% due 7/9/2009

Goldman Sachs Group, Inc. 0.000% due 9/28/2009

Goldman Sachs Group, Inc. 0.000% due 6/29/2009

Goldman Sachs Group, Inc. 0.000% due 4/9/2009

Goldman Sachs Group, Inc. 0.000% due 3/29/2010

Goldman Sachs Group, Inc. 0.000% due 4/9/2009

Goldman Sachs Group, Inc. 0.000% due 2/24/2009

Goldman Sachs Group, Inc. 0.000% due 6/29/2009

Goldman Sachs Group, Inc. 0.000% due 9/28/2009

Goldman Sachs Group, Inc. 0.000% due 9/28/2009

Goldman Sachs Group, Inc. L-10 due 3/26/2009

Goldman Sachs Group, Inc. 0.000% due 12/31/2008

Goldman Sachs Group, Inc. 0.000% due 6/15/2009

Goldman Sachs Group, Inc. 0.000% due 6/15/2009

Goldman Sachs Group, Inc. L-10 due 3/16/2009

Goldman Sachs Group, Inc. 0.000% due 6/26/2009

Goldman Sachs Group, Inc. 0.000% due 3/19/2010

Goldman Sachs Group, Inc. 0.000% due 9/14/2009

Goldman Sachs Group, Inc. 0.000% due 6/26/2009

Goldman Sachs Group, Inc. 0.000% due 5/28/2009

Goldman Sachs Group, Inc. 0.000% due 8/27/2009

Goldman Sachs Group, Inc. 0.000% due 2/26/2009

Goldman Sachs Group, Inc. 0.000% due 6/29/2009

Goldman Sachs Group, Inc. 0.000% due 8/27/2009

Goldman Sachs Group, Inc. 0.000% due 8/27/2009

Goldman Sachs Group, Inc. L-10 due 2/17/2009

Goldman Sachs Group, Inc. 0.000% due 6/1/2009

Goldman Sachs Group, Inc. 0.000% due 6/1/2009

Goldman Sachs Group, Inc. 0.000% due 2/24/2009

Goldman Sachs Group, Inc. 0.000% due 5/28/2009

Goldman Sachs Group, Inc. 0.000% due 6/1/2009

Goldman Sachs Group, Inc. 0.000% due 6/1/2009

Goldman Sachs Group, Inc. 0.000% due 6/14/2009

Goldman Sachs Group, Inc. 0.000% due 2/5/2010

Goldman Sachs Group, Inc. 0.000% due 5/11/2009

Goldman Sachs Group, Inc. 0.000% due 5/11/2009

Goldman Sachs Group, Inc. 1.000% due 1/31/2015

Goldman Sachs Group, Inc. 0.000% due 5/5/2009

Goldman Sachs Group, Inc. 0.000% due 5/5/2009

Goldman Sachs Group, Inc. 0.000% due 8/4/2010

Goldman Sachs Group, Inc. 0.000% due 7/24/2009

Goldman Sachs Group, Inc. 0.000% due 7/24/2009

Goldman Sachs Group, Inc. 0.000% due 7/24/2009

Goldman Sachs Group, Inc. 0.000% due 7/24/2009

Goldman Sachs Group, Inc. 0.000% due 2/27/2009

Goldman Sachs Group, Inc. 0.000% due 2/13/2009

Goldman Sachs Group, Inc. 0.000% due 7/14/2009

Goldman Sachs Group, Inc. 0.000% due 12/27/2009

Goldman Sachs Group, Inc. 0.750% due 12/27/2009

Goldman Sachs Group, Inc. 0.000% due 12/28/2017

Goldman Sachs Group, Inc. the distribution on the underlying funds less 95 basis points, payable quarterly; shortfalls below 95 bps are carried forward due 12/10/2037

Goldman Sachs Group, Inc. 0.000% due 6/12/2009

Goldman Sachs Group, Inc. 0.000% due 5/8/2037

Goldman Sachs Group, Inc. 0.000% due 5/5/2008

Goldman Sachs Group, Inc. L-80 due 12/1/2008

Goldman Sachs Group, Inc. 0.000% due 9/26/2011

Goldman Sachs Group, Inc. 0.000% due 10/13/2015

Goldman Sachs Group, Inc. 0.000% due 10/16/2008

Goldman Sachs Group, Inc. 0.000% due 10/3/2010

Goldman Sachs Group, Inc. 0.000% due 12/5/2008

Goldman Sachs Group, Inc. 0.000% due 10/6/2008

Goldman Sachs Group, Inc. 0.000% due 2/22/2011

Goldman Sachs Group, Inc. 20.000% due 12/31/2007

Goldman Sachs Group, Inc. 0.000% due 8/24/2009

Goldman Sachs Group, Inc. 0.000% due 8/16/2010

Goldman Sachs Group, Inc. 0.000% due 8/16/2010

Goldman Sachs Group, Inc. 0.000% due 5/8/2037

Goldman Sachs Group, Inc. 0.000% due 7/26/2012

Goldman Sachs Group, Inc. 0.000% due 7/9/2010

Goldman Sachs Group, Inc. 0.000% due 7/16/2008

Goldman Sachs Group, Inc. 0.000% due 6/28/2010

Goldman Sachs Group, Inc. 0.000% due 6/25/2009

Goldman Sachs Group, Inc. 0.000% due 6/25/2010

Goldman Sachs Group, Inc. 8%, payable quarterly for first two years; from June 21, 2009, interest will be 8% times the proportion of days during the interest period that the spread of the 10-year CMS rate over the two-year CMS rate is greater than or equal to zero due 6/21/2017

Goldman Sachs Group, Inc. 0.000% due 5/8/2037

Goldman Sachs Group, Inc. 0.000% due 5/8/2037

Goldman Sachs Group, Inc. 0.000% due 8/14/2008

Goldman Sachs Group, Inc. 0.000% due 6/9/2008

Goldman Sachs Group, Inc. 0.000% due 11/4/2008

Goldman Sachs Group, Inc. 0.000% due 11/5/2007

Goldman Sachs Group, Inc. 0.000% due 7/11/2008

Goldman Sachs Group, Inc. 0.000% due 11/30/2007

Goldman Sachs Group, Inc. 0.000% due 10/3/2007

Goldman Sachs Group, Inc. 0.000% due 5/26/2008

Goldman Sachs Group, Inc. 0.000% due 3/16/2014

Goldman Sachs Group, Inc. 12.000% due 12/12/2007

Goldman Sachs Group, Inc. 20.000% due 12/31/2007

Goldman Sachs Group, Inc. 20.000% due 3/6/2008

Goldman Sachs Group, Inc. 0.000% due 6/2/2011

Goldman Sachs Group, Inc. 20.000% due 3/6/2008

Goldman Sachs Group, Inc. 0.000% due 3/27/2008

Goldman Sachs Group, Inc. 0.000% due 6/2/2011

Goldman Sachs Group, Inc. 0.000% due 12/1/2010

Goldman Sachs Group, Inc. 0.000% due 2/28/2008

Goldman Sachs Group, Inc. 0.000% due 2/28/2008

Goldman Sachs Group, Inc. 0.000% due 2/8/2008

Goldman Sachs Group, Inc. 0.000% due 3/31/2008

Goldman Sachs Group, Inc. 0.000% due 3/31/2008

Goldman Sachs Group, Inc. 0.000% due 2/4/2008

Goldman Sachs Group, Inc. 20.000% due 12/31/2007

Goldman Sachs Group, Inc. 0.000% due 6/20/2008

Goldman Sachs Group, Inc. 0.000% due 5/30/2007

Goldman Sachs Group, Inc. 12.000% due 12/12/2007

Goldman Sachs Group, Inc. 0.000% due 1/18/2008

Goldman Sachs Group, Inc. 0.000% due 4/25/2008

Goldman Sachs Group, Inc. L-16 due 10/31/2007

Goldman Sachs Group, Inc. 0.000% due 7/25/2008

Goldman Sachs Group, Inc. 0.000% due 12/28/2006

Goldman Sachs Group, Inc. 0.125% due 6/28/2011

Goldman Sachs Group, Inc. 0.000% due 12/28/2006

Goldman Sachs Group, Inc. 0.000% due 6/16/2009

Goldman Sachs Group, Inc. 0.000% due 11/10/2006

Goldman Sachs Group, Inc. 0.000% due 11/10/2006

Goldman Sachs Group, Inc. 0.000% due 5/4/2007

Goldman Sachs Group, Inc. 8.000% due 5/14/2007

Goldman Sachs Group, Inc. 0.000% due 10/25/2006

Goldman Sachs Group, Inc. 0.000% due 4/24/2009

Goldman Sachs Group, Inc. 0.000% due 10/20/2006

Goldman Sachs Group, Inc. 8.400% due 10/17/2006

Goldman Sachs Group, Inc. 0.000% due 4/13/2010

Goldman Sachs Group, Inc. 0.000% due 3/21/2007

Goldman Sachs Group, Inc. 0.000% due 9/17/2007

Goldman Sachs Group, Inc. 6.000% due 9/11/2006

Goldman Sachs Group, Inc. 0.000% due 9/11/2006

Goldman Sachs Group, Inc. 6.000% due 3/7/2007

Goldman Sachs Group, Inc. 0.000% due 3/2/2008

Goldman Sachs Group, Inc. 0.000% due 8/22/2006

Goldman Sachs Group, Inc. 0.750% due 2/22/2007

Goldman Sachs Group, Inc. 9.050% due 8/17/2006

Goldman Sachs Group, Inc. 0.000% due 2/16/2008

Goldman Sachs Group, Inc. 7.000% due 2/16/2007

Goldman Sachs Group, Inc. 0.000% due 8/7/2006

Goldman Sachs Group, Inc. 15.600% due 1/29/2007

Goldman Sachs Group, Inc. 25.800% due 7/27/2006

Goldman Sachs Group, Inc. 19.450% due 8/25/2006

Goldman Sachs Group, Inc. 5.000% due 1/16/2007

Goldman Sachs Group, Inc. 8.850% due 1/16/2007

Goldman Sachs Group, Inc. 12.200% due 7/18/2006

Goldman Sachs Group, Inc. 3.400% due 1/2/2007

Goldman Sachs Group, Inc. 10.700% due 6/16/2006

Goldman Sachs Group, Inc. 0.000% due 1/31/2007

Goldman Sachs Group, Inc. 0.000% due 3/25/2010

Goldman Sachs Group, Inc. 3.250% due 11/16/2006

Goldman Sachs Group, Inc. 2.250% due 11/15/2006

Goldman Sachs Group, Inc. 2.125% due 5/8/2006

Goldman Sachs Group, Inc. 4.800% due 5/4/2006

Goldman Sachs Group, Inc. 3.500% due 11/6/2006

Goldman Sachs Group, Inc. 8.500% due 5/2/2006

Goldman Sachs Group, Inc. 17.500% due 4/20/2006

Goldman Sachs Group, Inc. 0.000% due 10/17/2010

Goldman Sachs Group, Inc. 1.000% due 10/3/2012

Goldman Sachs Group, Inc. 7.000% due 10/2/2006

Goldman Sachs Group, Inc. 0.000% due 6/18/2008

Goldman Sachs Group, Inc. 4.000% due 9/25/2006

Goldman Sachs Group, Inc. 4.400% due 3/20/2006

Goldman Sachs Group, Inc. 7.000% due 9/28/2006

Goldman Sachs Group, Inc. 1.200% due 9/7/2006

Goldman Sachs Group, Inc. 0.000% due 8/30/2015

Goldman Sachs Group, Inc. 0.000% due 8/30/2008

Goldman Sachs Group, Inc. 0.000% due 8/18/2011

Goldman Sachs Group, Inc. 0.000% due 8/3/2009

Goldman Sachs Group, Inc. 9.650% due 2/13/2006

Goldman Sachs Group, Inc. 9.000% due 2/3/2006

Goldman Sachs Group, Inc. 6.600% due 5/3/2006

Goldman Sachs Group, Inc. 2.750% due 7/31/2006

Goldman Sachs Group, Inc. 6.250% due 7/31/2006

Goldman Sachs Group, Inc. 10.600% due 1/18/2006

Goldman Sachs Group, Inc. 1.000% due 6/29/2012

Goldman Sachs Group, Inc. 5.600% due 5/22/2006

Goldman Sachs Group, Inc. 8.300% due 5/8/2006

Goldman Sachs Group, Inc. 6.500% due 5/4/2006

Goldman Sachs Group, Inc. 7.180% due 4/20/2006

Goldman Sachs Group, Inc. 0.500% due 4/13/2012

Goldman Sachs Group, Inc. 1.000% due 3/16/2012

Goldman Sachs Group, Inc. 2.000% due 3/13/2006

Goldman Sachs Group, Inc. 5.450% due 3/13/2006

Goldman Sachs Group, Inc. 5.450% due 3/13/2006

Goldman Sachs Group, Inc. 3.300% due 3/10/2006

Goldman Sachs Group, Inc. 7.400% due 2/17/2006

Goldman Sachs Group, Inc. 6.800% due 2/17/2006

Goldman Sachs Group, Inc. 2.000% due 2/15/2012

Goldman Sachs Group, Inc. 5.900% due 11/7/2005

Goldman Sachs Group, Inc. 7.250% due 2/6/2006

Goldman Sachs Group, Inc. 4.100% due 2/1/2006

Goldman Sachs Group, Inc. 4.650% due 2/1/2006

Goldman Sachs Group, Inc. 6.000% due 1/30/2006

Goldman Sachs Group, Inc. 2.250% due 7/28/2005

Goldman Sachs Group, Inc. 7.000% due 1/17/2006

Goldman Sachs Group, Inc. 6.250% due 1/17/2006

Goldman Sachs Group, Inc. 4.000% due 12/30/2005

Goldman Sachs Group, Inc. 1.000% due 12/15/2009

Goldman Sachs Group, Inc. 0.000% due 12/15/2009

Goldman Sachs Group, Inc. 0.000% due 12/15/2008

Goldman Sachs Group, Inc. 7.500% due 12/12/2005

Goldman Sachs Group, Inc. 6.375% due 12/9/2005

Goldman Sachs Group, Inc. 2.000% due 11/23/2011

Goldman Sachs Group, Inc. 5.000% due 11/21/2005

Goldman Sachs Group, Inc. 8.125% due 5/16/2005

Goldman Sachs Group, Inc. 6.250% due 5/9/2005

Goldman Sachs Group, Inc. 7.350% due 5/3/2006

Goldman Sachs Group, Inc. 11.200% due 4/29/2005

Goldman Sachs Group, Inc. 1.500% due 10/8/2011

Goldman Sachs Group, Inc. 9.375% due 4/7/2005

Goldman Sachs Group, Inc. 6mL-200bps due 9/28/2009

Goldman Sachs Group, Inc. 6.125% due 9/29/2005

Goldman Sachs Group, Inc. 4.500% due 9/29/2005

Goldman Sachs Group, Inc. L-200 bps due 9/20/2011

Goldman Sachs Group, Inc. 4.750% due 9/19/2005

Goldman Sachs Group, Inc. 6.750% due 6/13/2005

Goldman Sachs Group, Inc. 0.500% due 9/10/2012

Goldman Sachs Group, Inc. 7.000% due 9/19/2005

Goldman Sachs Group, Inc. 6.625% due 9/12/2005

Goldman Sachs Group, Inc. 10.750% due 3/2/2005

Goldman Sachs Group, Inc. 1.000% due 9/1/2009

Goldman Sachs Group, Inc. 10.250% due 2/26/2005

Goldman Sachs Group, Inc. 11.500% due 2/17/2005

Goldman Sachs Group, Inc. 6.000% due 8/1/2005

Goldman Sachs Group, Inc. 6.000% due 8/1/2005

Goldman Sachs Group, Inc. 7.000% due 1/27/2005

Goldman Sachs Group, Inc. 1.500% due 7/23/2009

Goldman Sachs Group, Inc. 1.500% due 7/22/2009

Goldman Sachs Group, Inc. 2.000% due 1/14/2005

Goldman Sachs Group, Inc. 2.875% due 12/17/2004

Goldman Sachs Group, Inc. 0.000% due 6/11/2009

Goldman Sachs Group, Inc. 6mL-200% due 5/20/2014

Goldman Sachs Group, Inc. 6.500% due 11/12/2004

Goldman Sachs Group, Inc. 1.875% due 10/21/2004

Goldman Sachs Group, Inc. 0.250% due 4/16/2009

Goldman Sachs Group, Inc. 7.000% due 10/18/2004

Goldman Sachs Group, Inc. 0.250% due 4/12/2009

Goldman Sachs Group, Inc. 0.750% due 4/12/2009

Goldman Sachs Group, Inc. 0.250% due 4/8/2009

Goldman Sachs Group, Inc. 1.250% due 4/8/2009

Goldman Sachs Group, Inc. 0.250% due 3/31/2009

Goldman Sachs Group, Inc. 5.250% due 3/24/2005

Goldman Sachs Group, Inc. 5.625% due 3/21/2005

Goldman Sachs Group, Inc. 2.000% due 3/9/2009

Goldman Sachs Group, Inc. 5.250% due 3/3/2005

Goldman Sachs Group, Inc. 11.500% due 8/19/2004

Goldman Sachs Group, Inc. 3.000% due 2/18/2014

Goldman Sachs Group, Inc. 7.500% due 2/14/2005

Goldman Sachs Group, Inc. 6.125% due 2/7/2005

Goldman Sachs Group, Inc. 4.875% due 2/4/2005

Goldman Sachs Group, Inc. 2.750% due 7/22/2004

Goldman Sachs Group, Inc. 7.375% due 7/15/2004

Goldman Sachs Group, Inc. 2.750% due 7/14/2004

Goldman Sachs Group, Inc. 4.800% due 1/18/2005

Goldman Sachs Group, Inc. 4.600% due 1/18/2005

Goldman Sachs Group, Inc. 5.500% due 9/9/2004

Goldman Sachs Group, Inc. 4.250% due 9/9/2004

Goldman Sachs Group, Inc. 5.125% due 11/19/2004

Goldman Sachs Group, Inc. 6.625% due 11/1/2004

Goldman Sachs Group, Inc. 1.000% due 8/25/2010

Goldman Sachs Group, Inc. 3.063% due 8/23/2004

Goldman Sachs Group, Inc. 5.500% due 7/29/2004

Goldman Sachs Group, Inc. 7.000% due 1/18/2005

Goldman Sachs Group, Inc. 7.000% due 7/15/2004

Goldman Sachs Group, Inc. 5.000% due 7/6/2004

Goldman Sachs Group, Inc. 3.000% due 6/11/2013

Goldman Sachs Group, Inc. 6.375% due 6/11/2004

Goldman Sachs Group, Inc. 11.125% due 6/7/2004

Goldman Sachs Group, Inc. 5.500% due 5/20/2004

Goldman Sachs Group, Inc. 7.000% due 5/17/2004

Goldman Sachs Group, Inc. 6.500% due 11/13/2004

Goldman Sachs Group, Inc. 2.500% due 5/9/2010

Goldman Sachs Group, Inc. 11.250% due 4/30/2004

Goldman Sachs Group, Inc. 7.000% due 4/26/2004

Goldman Sachs Group, Inc. 2.250% due 4/21/2013

Goldman Sachs Group, Inc. 8.000% due 4/12/2004

Goldman Sachs Group, Inc. 4.000% due 4/5/2004

Goldman Sachs Group, Inc. 9.300% due 4/5/2004

Goldman Sachs Group, Inc. 7.300% due 4/5/2004

Goldman Sachs Group, Inc. 9.550% due 3/25/2004

Goldman Sachs Group, Inc. 0.000% due 3/5/2013

Goldman Sachs Group, Inc. 0.500% due 2/27/2013

Goldman Sachs Group, Inc. 9.500% due 2/27/2004

Goldman Sachs Group, Inc. 0.500% due 2/11/2010

Goldman Sachs Group, Inc. 8.850% due 1/23/2004

Goldman Sachs Group, Inc. 12.000% due 12/22/2003

Goldman Sachs Group, Inc. 7.750% due 8/17/2004

Goldman Sachs Group, Inc. 11.250% due 11/14/2003

Goldman Sachs Group, Inc. 1.000% due 10/30/2007

Goldman Sachs Group, Inc. 3.000% due 10/28/2012

Goldman Sachs Group, Inc. 7.750% due 10/22/2003

Goldman Sachs Group, Inc. 13.200% due 9/26/2003

Goldman Sachs Group, Inc. 2.500% due 9/16/2012

Goldman Sachs Group, Inc. 0.000% due 8/27/2009

Goldman Sachs Group, Inc. 10.000% due 8/25/2003

Goldman Sachs Group, Inc. 8.000% due 8/6/2003

Goldman Sachs Group, Inc. 9.000% due 8/1/2003

Goldman Sachs Group, Inc. 7.000% due 7/27/2003

Goldman Sachs Group, Inc. 9.000% due 7/27/2003

Goldman Sachs Group, Inc. 11.500% due 7/27/2003

Goldman Sachs Group, Inc. 6.500% due 7/9/2003

Goldman Sachs Group, Inc. 3.000% due 7/3/2012

Goldman Sachs Group, Inc. 3.500% due 4/29/2012

Goldman Sachs Group, Inc. 2.500% due 4/10/2012

Goldman Sachs Group, Inc. 2.000% due 4/8/2012

Goldman Sachs Group, Inc. 0.000% due 2/26/2003

Goldman Sachs Group, Inc. 2.000% due 2/12/2009

Goldman Sachs Group, Inc. 1.000% due 2/8/2009

Goldman Sachs Group, Inc. 2.000% due 9/4/2008

Goldman Sachs Group, Inc. 3.500% due 1/15/2009

Goldman Sachs Group, Inc. 9.600% due 11/22/2002

Goldman Sachs Group, Inc. 3.500% due 2008

Goldman Sachs Group, Inc. 13.750% due 2002

Goldman Sachs Group, Inc. 0.250% due 2005

Goldman Sachs Group, Inc. 0.000% due 2008

Goldman Sachs Group, Inc. 1.000% due 2007

Goldman Sachs Group, Inc. 0.750% due 2005

Goldman Sachs Group, Inc. 5.000% due 2001

Goldman Sachs Group, Inc. 9.900% due 2001

Goldman Sachs Group, Inc. 0.500% due 2007

Goldman Sachs Group, Inc. 9.900% due 2001

Goldman Sachs Group, Inc. 1.000% due 2007

Goldman Sachs Group, Inc. 0.250% due 2007

Goldman Sachs Group, Inc. 0.500% due 2007

Goldman Sachs Group, Inc. 1.000% due 2008

Goldman Sachs Group, Inc. 1.000% due 2008

Goldman Sachs Group, Inc. 0.250% due 2008

Goldman Sachs Group, Inc. 0.250% due 2008

Goldman Sachs Group, Inc. 9.750% due 2001

Goldman Sachs Group, Inc. 8.000% due 2002



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