Stock Index Trader Index For February 2006

Monthly Rankings

Rank CTA/Program Feb 2006 Min Inv Inception
11 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.12 10,000k 4/1/2003
10 Warrington Asset Management
Warrington Strategic Program
0.41 50k 1/1/1997
9 Witter & Lester, Inc.
Redstone
0.43 500k 9/1/1994
8 Kinkopf Capital Management
KCM S&P (Proprietary)
0.49 100k 1/1/1999
7 Systematic Alpha Management
Systematic Alpha Futures Program
1.08 100k 6/1/2004
6 Ansbacher Investment Management
Market Neutral Put Skew Program
1.08 250k 1/1/1996
5 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
2.09 500k 12/1/2003
4 ITB Capital Management, LLC
ITB Premium Fund I, LTD
2.76 1,000k 1/1/2006
3 LJM Partners
LJM Moderately Aggressive Strategy
3.23 500k 4/1/2003
2 Witter & Lester, Inc.
Stock Index Futures Trading Program
3.80 400k 1/1/1988
1 LJM Partners
LJM Aggressive Strategy
4.00 500k 7/1/1998

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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