Welcome to our dedicated page for Goldman Sachs Group SEC filings (Ticker: GS), a comprehensive resource for investors and traders seeking official regulatory documents including 10-K annual reports, 10-Q quarterly earnings, 8-K material events, and insider trading forms.
The Goldman Sachs Group, Inc. files regulatory documents that cover operating results, material events, capital structure and corporate governance. Its 8-K filings document earnings releases, Regulation FD disclosures, debt and subordinated debt issuances under shelf registration statements, and changes involving directors or executive officers.
The filing record also identifies Goldman Sachs’ NYSE-listed common stock, preferred depositary shares, capital securities and medium-term notes issued by GS Finance Corp. Proxy materials disclose annual meeting matters, board governance, executive compensation and shareholder voting items, while registration-related exhibits document securities offerings and related terms.
GS Finance Corp. is offering callable contingent coupon notes linked to the SPDR® Gold Trust (GLD), guaranteed by The Goldman Sachs Group, Inc. The notes mature on March 29, 2028 unless earlier redeemed and pay discretionary quarterly coupons when GLD closes at or above 87.5% of an initial level of $404.13.
If not redeemed, principal at maturity varies by the underlier return measured from March 24, 2026 to the determination date: investors receive $1,000 if the final level is at or above the buffer (87.5%), or a reduced cash settlement that applies a buffer rate of approximately 114.29% to losses below the buffer. Estimated model value at pricing is between $925 and $955 per $1,000 face amount.
GS Finance Corp. supplement describes the S&P 500® Futures Volatility Plus Daily Risk Control Index (Bloomberg: SPXFVPRE), which targets leveraged exposure to the S&P 500® Futures Excess Return Index with a dynamic volatility target and a minimum exposure of 100% and maximum of 200%.
The dynamic volatility target equals the realized volatility of the S&P 500® Futures Excess Return Index plus 10%, with a two-index‑day lag in the leverage calculation. The index launched on April 25, 2022, uses hypothetical pre‑launch data, and shows an index exposure of 186.70% on March 2, 2026. Annualized returns and volatilities to March 2, 2026 include 1‑year return 12.01% with volatility 28.45% and 3‑year return 22.77% with volatility 24.77%. The supplement emphasizes reliance on sponsor data and lists standard market, leverage, futures‑roll, and credit risks.
GS Finance Corp. and Goldman Sachs & Co. LLC published an index supplement for the Dow Jones Industrial Average Futures Excess Return Index. The supplement describes the index methodology, historical performance through March 2, 2026, and risks for securities linked to the index. It lists a launch date of April 8, 2015 and a base date of June 14, 2002. The supplement reports annualized returns of the index of 8.12% (1 year) and 7.73% (since January 4, 2021), and compares those returns to the Dow Jones Industrial Average and the S&P 500. It emphasizes that past performance is not indicative of future results and details selected risk factors, including negative roll yields, credit risk of the issuer/guarantor, and differences between futures linkage and direct equity ownership.
GS Finance Corp. issues an index supplement dated March 25, 2026 for its Medium-Term Notes, Series F, describing the S&P 500® Futures Excess Return Index (Bloomberg: SPXFP). The supplement defines the index methodology, shows comparative annualized returns (e.g., 11.51% one-year for SPXFP versus 15.57% for the S&P 500®), and lists historical volatility metrics and launch/history dates. It summarizes notable risks for securities linked to the index, including credit risk of GS Finance Corp. and The Goldman Sachs Group, Inc., negative roll yield on futures, absence of dividend capture, and market‑disruption risks. The supplement states the index data sources, sponsor (S&P Dow Jones Indices LLC), calculation agent, and that past performance is not indicative of future results.
Goldman Sachs is using the BlackRock® Dynamic Factor Index as the reference for the offered notes. The addendum describes an index that combines an equity ETF basket, a fixed income ETF basket and a cash constituent and measures their performance less the sum of the return on SOFR plus 0.26161% and an additional 0.65% per annum fee (accruing daily).
The index allocates among equities, fixed income and cash to target a volatility cap of 5%, rebalances equity positions monthly and fixed income daily, and in the recent past allocated up to 85.5% to cash. The index discontinued use of 3-month USD LIBOR and replaced it with SOFR+0.26161% on December 28, 2021. Historical performance since January 1, 2021 shows an annualized index return of -2.31% with realized volatility of 4.91%, versus the S&P 500 ETF annualized return of 14.38%.
GS Finance Corp. is offering medium-term notes (Series F) whose payments are linked to the BlackRock® Dynamic Factor Index. The index combines an equity ETF basket (five ETFs), a fixed income ETF basket (three ETFs) and a cash constituent and measures outperformance versus SOFR plus 0.26161% plus an additional 0.65% per annum fee (accruing daily). The index dynamically reweights components to target a 5% volatility limit and has allocated up to 85.5% to its cash constituent in the recent past, increasing the ETFs' hurdle to drive index gains. The index replaced 3-month USD LIBOR with SOFR on December 28, 2021, and limited post-LIBOR performance history is available. The notes will be fully guaranteed by The Goldman Sachs Group, Inc.; specific economic terms, pricing and settlement will appear in the applicable pricing supplement and any applicable product supplement. The supplement highlights ETF-specific risks, liquidity and tracking differences, and hedging and distribution practices by GS affiliates.
GS Finance Corp. and Goldman Sachs & Co. LLC published a Nasdaq-100 Technology Sector Index Supplement dated March 25, 2026 describing the Nasdaq-100 Technology Sector Index (Bloomberg: NDXT) as the underlier for certain medium-term notes and warrants.
The supplement presents index characteristics (equal-weighted, price return, base date February 22, 2006), historical performance through March 2, 2026 and annualized returns of 17.78% (1 year), 22.67% (3 years), 9.07% (5 years) and 10.12% (since January 4, 2021). It also compares the index to the Nasdaq-100 and the S&P 500 and lists selected risk factors, including issuer and guarantor credit risk, concentration in the technology sector, and sponsor discretion.
GS Finance Corp. offers structured notes and warrants linked to one or more indices (the “underliers”), as described in Underlier Supplement No. 48 dated March 24, 2026. The supplement warns that the estimated value on the trade date (per GS&Co.’s pricing models) is less than the original issue price, and secondary-market values may differ materially. Payments on the securities are subject to the credit risk of GS Finance Corp. (issuer) and The Goldman Sachs Group, Inc. (guarantor). The document lists many investor risks: market volatility, lack of shareholder or dividend rights, currency and foreign-market risks, limited operating histories for certain indices, index‑methodology and sponsor discretion, futures roll/financing costs, SOFR replacement effects, and the mechanics/risks of risk‑control and leveraged (Volatility Plus) indices.
GS Finance Corp. is offering Autocallable Contingent Coupon Equity-Linked Notes due May 12, 2027 (guaranteed by The Goldman Sachs Group, Inc.) linked to the common stock of Eli Lilly and Company (Bloomberg: LLY UN). The notes pay a contingent monthly coupon of $8.50 per $1,000 (0.85% monthly; up to 10.20% per annum) if the underlier is at or above the coupon trigger level (60% of the initial underlier level) on each coupon observation date. The notes are automatically called if the underlier's closing level on a call observation date is greater than or equal to the initial underlier level; in that case holders receive $1,000 plus any coupon then due. At maturity (determination date May 7, 2027), if not called, cash settlement per $1,000 face amount equals $1,000 if the final underlier level is at or above the trigger buffer level (60%), or equals $1,000 × the underlier return if below that level. The prospectus warns investors they could lose their entire investment if the final underlier level is sufficiently low. Terms and fees are set on the trade date (April 7, 2026; original issue date April 10, 2026), and the notes are subject to issuer and guarantor credit risk and limited secondary-market liquidity.
GS Finance Corp. offers leveraged S&P 500® Futures Excess Return Index-Linked Notes due 2032, guaranteed by The Goldman Sachs Group, Inc. The notes pay at maturity based on the S&P 500 Futures Excess Return Index performance with an upside participation rate of 213.5%, a 30% trigger buffer (trigger buffer level 70%), no interest payments, and cash settlement per $1,000 face amount. The trade date is April 1, 2026 and stated maturity is April 6, 2032; final payment depends on the determination date level and is subject to adjustments and the issuer/guarantor credit risk.