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.
Goldman Sachs Group, Inc. (GS), through GS Finance Corp., is offering autocallable contingent coupon notes linked to the S&P 500 Index, State Street SPDR S&P Regional Banking ETF (KRE) and State Street Energy Select Sector SPDR ETF (XLE), maturing on September 7, 2029 and issued at $1,000 face amount per note. The notes pay a contingent monthly coupon of $11.042 per $1,000 (1.1042% per month, up to about 13.25% per year) only if on each observation date all underliers are at or above 70% of their initial levels; otherwise the coupon is zero. The notes are automatically called if, on any call observation date starting March 2, 2027, all underliers are at or above their initial levels, in which case investors receive $1,000 plus the applicable coupon and the notes terminate early. If not called, at maturity investors receive $1,000 per note if each underlier’s final level is at or above 70% of its initial level, but if any underlier finishes below this trigger buffer, repayment of principal is reduced one-for-one with the lesser performing underlier’s return, and up to 100% of principal can be lost. Payments are subject to the credit risk of GS Finance Corp. as issuer and The Goldman Sachs Group, Inc. as guarantor, and the estimated value determined by GS&Co.’s pricing models will be lower than the original issue price.
GOLDMAN SACHS GROUP INC (GS), through GS Finance Corp., is offering medium-term notes (Series F) and warrants (Series G) linked to the S&P 500® Daily Risk Control 5% USD Excess Return Index. This index measures the return of a leveraged or deleveraged exposure to the S&P 500® Total Return Index with a 5% volatility target, minus a financing cost of SOFR + 0.02963%.
The index can hold more or less than 100% exposure to the S&P 500® Total Return Index, dynamically adjusting exposure and a hypothetical cash position that earns or pays interest at SOFR + 0.02963%. Since December 20, 2021, both the Excess Return and Risk Control indices have referenced SOFR instead of overnight U.S. dollar LIBOR, so only limited performance history exists under the new rate regime.
As of August 3, 2026, the Excess Return index showed annualized returns of 5.26% over 1 year and 3.30% since January 4, 2021, with annualized volatility around 5%. Over the same periods, the S&P 500® Total Return Index returned 23.31% (1 year) and 15.42% (since January 4, 2021), illustrating the trade-off between risk control and upside capture. Investments in the linked securities carry credit risk of GS Finance Corp. and The Goldman Sachs Group, Inc., do not pay dividends on index stocks, and are not insured by the FDIC or any government agency.
GOLDMAN SACHS GROUP INC (GS), through GS Finance Corp., is offering Medium-Term Notes, Series F that are equity index-linked "Market Linked Securities" guaranteed by The Goldman Sachs Group, Inc. Each security has a $1,000 face amount, no interest, and is designed to be held to maturity on March 4, 2032.
The maturity payment depends solely on the lowest performing of four underliers: the S&P 500® Index, Dow Jones Industrial Average®, Nasdaq-100 Index® and EURO STOXX 50® Index. If that lowest index is above its starting level, investors receive $1,000 plus the index gain times an upside participation rate of at least 172.90%. If it is down but not below a 70% threshold level (a 30% buffer amount), investors receive $1,000 plus the absolute value of the index decline, capped at a +30% return.
If the lowest underlier falls more than 30% from its starting level, investors have 1-to-1 downside exposure beyond the buffer and may lose up to 70% of principal. The securities are unsecured obligations subject to the credit risk of GS Finance Corp. and the guarantor, pay no dividends, have no exchange listing, and the initial estimated value is $885–$915 per $1,000, below the original offering price, reflecting fees, hedging and structuring costs.
GOLDMAN SACHS GROUP INC (GS), through its affiliate GS Finance Corp., is offering medium-term notes and warrants linked to the S&P 500® Volatility Plus Daily Risk Control Index, a leveraged index targeting S&P 500® volatility with exposure between 100% and 200% of the S&P 500® Index. The index, launched on March 21, 2022 with historical data back to December 31, 1991, aims to maintain a dynamic volatility target equal to the S&P 500® realized volatility plus 10%, though calculation lags mean it will not always match that target.
The supplement presents hypothetical and historical performance only. For the period ended August 3, 2026, the index shows strong backward-looking annualized returns, such as 37.08% over 1 year and 29.51% over 3 years, with annualized volatility of 23.13% and 25.31%, respectively. Comparative data show higher returns than the S&P 500® Index over the same horizons, but much of this is hypothetical and not indicative of future results. As of August 3, 2026, the index’s exposure to the S&P 500® Index is 170.55%. The supplement emphasizes multiple risks, including issuer and guarantor credit risk, leveraged exposure, limited operating history, potential underperformance versus the S&P 500® Index, and the fact that the “risk control” label does not prevent significant losses.
GOLDMAN SACHS GROUP INC (GS) prepared this supplement to describe the S&P 500® Futures Volatility Plus Daily Risk Control Index (SPXFVPRE), an index used for securities GS Finance Corp. may issue. The index provides leveraged exposure (100%–200%) to the S&P 500® Futures Excess Return Index, based on a dynamic volatility target equal to that futures index’s realized volatility plus 10%.
The index is calculated by S&P Dow Jones Indices LLC, has a base date of February 4, 1998 with a base value of 100, and launched on April 25, 2022, using hypothetical data before that date. As of August 3, 2026, annualized return/volatility for the index were 28.97%/23.03% (1 year), 20.48%/25.24% (3 years), 11.43%/26.95% (5 years)*, and 16.36%/26.58% since January 4, 2021*. On August 3, 2026, the index had 171.04% exposure to the S&P 500® Futures Excess Return Index.
The supplement compares performance and volatility versus the S&P 500® Index and the S&P 500® Futures Excess Return Index, emphasizing that much of the history is hypothetical and not indicative of future results. It highlights extensive risk factors, including GS and Goldman Sachs Group credit risk, leveraged and futures-related risks, negative roll yield, limited operating history, and the possibility that the index may underperform the underlying indices despite the term “risk control.”
GOLDMAN SACHS GROUP INC (GS), through GS Finance Corp., is offering securities whose performance is linked to the Dow Jones Industrial Average Futures Excess Return Index (Bloomberg: DJIAFP). This index tracks the nearest maturing quarterly E-mini Dow ($5) futures contract traded on the Chicago Mercantile Exchange and is calculated and maintained by S&P Dow Jones Indices LLC.
The index has a base date of June 14, 2002 with a base value of 100 and is quoted in USD. As of August 3, 2026, annualized returns were 18.56% over 1 year, 10.77% over 3 years, 6.17% over 5 years, and 8.52% since January 4, 2021, with corresponding annualized volatilities between about 12.6% and 14.9%.
Comparative data show that over the same periods the Dow Jones Industrial Average® and the S&P 500® Index had higher annualized returns than this futures excess return index. The supplement highlights multiple risks, including credit risk of GS Finance Corp. and The Goldman Sachs Group, Inc., lack of dividends and shareholder rights, futures-specific risks such as negative roll yields, and the possibility that market value of the securities may be influenced by many unpredictable factors.
GOLDMAN SACHS GROUP INC (GS), through GS Finance Corp., provides an August 2026 index supplement for Medium-Term Notes, Series F linked to the S&P 500 Futures Excess Return Index (SPXFP). The index tracks the nearest maturing quarterly E-mini S&P 500 futures contract on the Chicago Mercantile Exchange and has a base value of 100 on September 9, 1997.
The supplement presents historical performance and volatility data through August 3, 2026, and compares the index to the S&P 500 Index, showing consistently lower annualized returns for the futures-based index over 1-, 3-, 5-year periods and since January 4, 2021. It highlights that past performance is not indicative of future results and details key risks, including credit risk of GS Finance Corp. and The Goldman Sachs Group, Inc., lack of dividends and shareholder rights, the impact of negative roll yields on futures, and the possibility that futures-based exposure behaves differently from direct equity index exposure.
GOLDMAN SACHS GROUP INC (GS), through GS Finance Corp., is offering Medium-Term Notes, Series F that are fully and unconditionally guaranteed by The Goldman Sachs Group, Inc. The notes have an aggregate face amount of $651,000 and are issued at 100% of face with a 2.25% underwriting discount.
The notes pay a contingent monthly coupon of $6.167 per $1,000 (0.6167% monthly, up to about 7.40% per year) only if, on each coupon observation date, the closing level of each of NVIDIA, Oracle and Palantir is at or above 70% of its initial level. The notes are subject to an automatic call on monthly dates starting August 24, 2027 if all underliers are at or above their initial levels; in that case, investors receive $1,000 per note plus the coupon then due.
If the notes are not called, investors receive $1,000 per note at maturity on August 29, 2029, plus any final coupon, regardless of underlier performance, subject to the credit risk of GS Finance Corp. and The Goldman Sachs Group, Inc. The issuer’s estimated value on the trade date is $966 per $1,000, below the issue price, reflecting fees, expenses and dealer economics, with an additional $11.5 per $1,000 amortizing to zero by November 23, 2026. The notes are not listed, may have limited liquidity, and their market value can be affected by underlier levels, volatility, interest rates and the creditworthiness of the issuer and guarantor.
GOLDMAN SACHS GROUP INC (symbol: GS) is the issuer of record for a Form 424B2 filing submitted to the SEC.
GOLDMAN SACHS GROUP INC (GS), via GS Finance Corp., is offering S&P 500® Index-linked Medium-Term Notes, Series F, with an aggregate face amount of $995,000. The notes are fully and unconditionally guaranteed by The Goldman Sachs Group, Inc., do not bear interest, and are not listed on any exchange.
The notes may be automatically called on August 29, 2028 if the S&P 500® closing level on August 24, 2028 is at or above the initial level of 7,652.86, in which case investors receive $1,149 per $1,000 face amount. Otherwise, at maturity on August 28, 2031, investors receive a cash amount tied to index performance with a 100% upside participation rate and a 20% downside buffer. If the final index level falls below 80% of the initial level, principal is reduced one-for-one beyond the 20% buffer, and a substantial loss of principal is possible.
The notes are subject to the credit risk of GS Finance Corp. and The Goldman Sachs Group, Inc. The original issue price is 100% of face amount, including a 4% underwriting discount, for net proceeds of 96% to the issuer. The estimated value is lower than the issue price, secondary market liquidity is uncertain, and tax treatment is uncertain, with counsel viewing the notes as a pre-paid derivative contract for U.S. federal income tax purposes.