wBob (7/21/2014)
I would approach that using TOP and CROSS APPLY, eg:
SELECT c2.*
FROM ( SELECT DISTINCT CoverageCode FROM dbo.[Contract] ) x
CROSS APPLY ( SELECT TOP 5 * FROM dbo.[Contract] c WHERE x.CoverageCode = c.CoverageCode ) c2
.
.
.
How does this query compare against Eirikur's? The one you've measured omits a processing step: [Contract] -> [CoverageCodes].
For fast, accurate and documented assistance in answering your questions, please read this article.
Understanding and using APPLY, (I) and (II) Paul White
Hidden RBAR: Triangular Joins / The "Numbers" or "Tally" Table: What it is and how it replaces a loop Jeff Moden