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1998

% RETURN

% RETURN

DATE

ON WAC

ON SET

31-Dec-97

0.00%

0.00%

31-Jan-98

19.00%

15.20%

28-Feb-98

73.81%

53.66%

31-Mar-98

65.32%

47.95%

30-Apr-98

59.26%

33.11%

30-May-98

52.74%

0.67%

30-Jun-98

45.25%

-20.98%

31-Jul-98

40.03%

-18.16%

29-Aug-98

39.07%

-35.98%

30-Sep-98

46.02%

-19.82%

31-Oct-98

46.92%

12.32%

29-Nov-98

31.66%

25.49%

30-Dec-98

33.74%

21.39%