Stock Index Trader Index For March 2007

Monthly Rankings

Rank CTA/Program Mar 2007 Min Inv Inception
14 Paskewitz Asset Management LLC
Contrarian S&P Stock Index
-3.09 500k 12/1/2003
13 Witter & Lester, Inc.
Stock Index Futures Trading Program
-2.77 400k 1/1/1988
12 Warrington Asset Management
Warrington Strategic Program
-0.72 50k 1/1/1997
11 Ansbacher Investment Management
Market Neutral Put Skew Program
-0.17 250k 1/1/1996
10 Kinkopf Capital Management
KCM S&P (Proprietary)
-0.17 100k 1/1/1999
9 LJM Partners
LJM Moderately Aggressive Strategy
0.04 500k 4/1/2003
8 LJM Partners
LJM Aggressive Strategy
0.07 500k 7/1/1998
7 Witter & Lester, Inc.
Redstone
0.17 500k 9/1/1994
6 Quantmetrics Capital Management LLP
Premier 12V Strategy
0.28 10,000k 4/1/2003
5 LJM Partners
LJM Preservation & Growth Strategy
0.45 250k 5/1/2006
4 ITB Capital Management, LLC
ITB Capital Income Fund I, LTD
1.16 200k 1/1/2007
3 ITB Capital Management, LLC
ITB Premium Fund I, LTD
1.28 1,000k 1/1/2006
2 Systematic Alpha Management
Systematic Alpha Futures Program
1.34 100k 6/1/2004
1 Arcanum Asset Management
Equity Index Option Program (Prop)
5.67 500k 7/1/2006

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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