New Issue: Goldman sells $1.48 million more leveraged buffered notes on index, ETF

By Marisa Wong

Madison, Wis., July 30 – Goldman Sachs Group, Inc. priced $1.48 million of additional 0% leveraged buffered basket-linked notes due July 30, 2019 tied to a basket of one index and one fund, according to a 424B2 filing with the Securities and Exchange Commission.

This brings the total issue size to $3.59 million. The original $2.11 million principal amount priced on July 23.

The basket consists of the MSCI EAFE index with a 60% weight and the iShares MSCI Emerging Markets exchange-traded fund with a 40% weight.

The payout at maturity will be par plus 1.27 times any basket gain.

Investors will receive par if the basket falls by up to 20% and lose 1.25% for every 1% decline beyond 20%.

Goldman, Sachs & Co. is the underwriter.

Issuer:	Goldman Sachs Group, Inc.
Issue:	Leveraged buffered notes
Underlying basket:	MSCI EAFE index (60% weight) and the iShares MSCI Emerging Markets ETF (40% weight)
Amount:	$3,592,000 (increased from $2.11 million)
Maturity:	July 30, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 127% of any basket gain; par if basket falls by up to 20%; 1.25% loss for every 1% decline beyond 20%
Initial levels:	1,964.80 for MSCI EAFE and $44.76 for MSCI EM
Pricing date:	July 23 for $2.11 million, July 28 for $1,482,000
Settlement date:	July 30
Underwriters:	Goldman, Sachs & Co.
Fees:	1.39% for original notes, 1.27% for upsize notes
Cusip:	38147QDG8

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