Stock Index Trader Index For February 2007

Monthly Rankings

Rank CTA/Program Feb 2007 Min Inv Inception
14 Strategic Capital Advisors LLC
Contrarian 500
-7.81 250k 12/1/2003
13 Warrington Asset Management
Warrington Strategic Program
-3.86 50k 1/1/1997
12 LJM Partners
LJM Aggressive Strategy
-2.98 500k 7/1/1998
11 LJM Partners
LJM Moderately Aggressive Strategy
-2.98 500k 4/1/2003
10 Ansbacher Investment Management
Market Neutral Put Skew Program
-2.11 150k 1/1/1996
9 Systematic Alpha Management
Systematic Alpha Futures Program
0.50 100k 6/1/2004
8 Witter & Lester, Inc.
0.60 500k 9/1/1994
7 LJM Partners
LJM Preservation & Growth Strategy
0.96 250k 5/1/2006
6 Quantmetrics Capital Management LLP
Premier 12V Strategy
1.33 10,000k 4/1/2003
5 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
2.27 200k 1/1/2007
4 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.85 1,000k 1/1/2006
3 Arcanum Asset Management
Equity Index Option Program (Prop)
3.33 500k 7/1/2006
2 Kinkopf Capital Management
KCM S&P (Proprietary)
3.71 100k 1/1/1999
1 Witter & Lester, Inc.
Stock Index Futures Trading Program
4.09 400k 1/1/1988

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial.

IASG indexes are generated daily based on CTA manager supplied sector focus, investment strategy and performance. To participate in the IASG index, a program must have a minimum track record of 3 year's performance. Other indexes require a minimum two year track record. Strategy based indexes require the program's composition be more than 50% of the specific strategy. It is not possible for an investor to invest in any of the IASG indexes.

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