
| ASSET | MONTH | % RETURN | 
|---|---|---|
| SPY    | January 2007    | 1.05%    | 
| SPY    | February 2007    | -2.23%    | 
| SPY    | March 2007    | 2.31%    | 
| SPY    | April 2007    | 4.31%    | 
| SPY    | May 2007    | 3.3%    | 
| SPY    | June 2007    | -1.82%    | 
| SPY    | July 2007    | -3.41%    | 
| SPY    | August 2007    | 1.66%    | 
| SPY    | September 2007    | 3.97%    | 
| SPY    | October 2007    | 1.34%    | 
| SPY    | November 2007    | -3.02%    | 
| SPY    | December 2007    | -0.81%    |