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Context Capital Management, LLC
> NAO
| Date | Name | Ticker | Shares | Change | Value | Change | Price |
| 09/30/2007 | North American Insurance Leaders, Inc. | NAO | 877,600 | -47,800 | 6,758,000 | -340,000 | $7.70 |
| 06/30/2007 | North American Insurance Leaders, Inc. | NAO | 925,400 | 872,700 | 7,098,000 | 6,700,000 | $7.67 |
| 03/31/2007 | North American Insurance Leaders, Inc. | NAO | 52,700 | 0 | 398,000 | 11,000 | $7.55 |
| 12/31/2006 | North American Insurance Leaders, Inc. | NAO | 52,700 | 0 | 387,000 | 1,000 | $7.34 |
| 09/30/2006 | North American Insurance Leaders, Inc. | NAO | 52,700 | 0 | 386,000 | 4,000 | $7.32 |
| 06/30/2006 | North American Insurance Leaders, Inc. | NAO | 52,700 | 52,700 | 382,000 | 382,000 | $7.25 |
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