** GOLDMAN SACHS US MORTGAGE BACKED SECURITIES PORTFOLIO I H EUR CAP | 12/06 | 1,96% |
| ND GOLDMAN SACHS US MORTGAGE BACKED SECURITIES PORTFOLIO IO H JPY CAP | 12/06 | -1,17% |
| * GOLDMAN SACHS US MORTGAGE BACKED SECURITIES PORTFOLIO IO USD CAP MDIS | 12/06 | -10,39% |
| * GOLDMAN SACHS US MORTGAGE BACKED SECURITIES PORTFOLIO IO USD DIS | 12/06 | -7,67% |
| *** GOLDMAN SACHS US MORTGAGE BACKED SECURITIES PORTFOLIO I USD CAP | 12/06 | -7,91% |
| * GOLDMAN SACHS US MORTGAGE BACKED SECURITIES PORTFOLIO I USD DIS | 12/06 | -7,83% |
| *** GOLDMAN SACHS US MORTGAGE BACKED SECURITIES PORTFOLIO R USD CAP | 12/06 | -7,90% |
| * GOLDMAN SACHS US MORTGAGE BACKED SECURITIES PORTFOLIO R USD DIS | 12/06 | -7,97% |
| ND GOLDMAN SACHS US REAL ESTATE BALANCED PORTFOLIO P H EUR CAP | 12/06 | 1,42% |
| **** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO A (CLOSE) USD DIS | 12/06 | -13,83% |
| ***** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO BASE (CLOSE) USD CAP | 12/06 | -13,64% |
| **** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO BASE (SNAP) USD CAP | 12/06 | -14,09% |
| **** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO BASE (SNAP) USD DIS | 12/06 | -14,09% |
| **** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO E (CLOSE) EUR CAP | 12/06 | -13,82% |
| **** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO E (SNAP) EUR CAP | 12/06 | -14,31% |
| ***** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO IO (SNAP) USD CAP | 12/06 | -13,57% |
| ***** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO I (SNAP) USD CAP | 12/06 | -13,84% |
| **** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO I (SNAP) USD DIS | 12/06 | -13,77% |
| ***** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO P (SNAP) USD CAP | 12/06 | -13,91% |
| **** GOLDMAN SACHS US SMALL CAP CORE EQUITY PORTFOLIO R (SNAP) GBP DIS | 12/06 | -13,98% |
