Exact functors in local cohomology

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In local cohomology the ideal transform functors with respect to a pair of ideals are defined by $D_{I,J}(-)=\underset{\textbf{a} \in \tilde{w‎‎} ‎(I,J)‎} {\varinjlim}\,\,\text D_{\textbf{a}}(-)$. Recall that

$\tilde{w} (I,J):=\lbrace ‎\textbf{‎a‎}‎: \textbf{a‎} \text{is an ideal of R}‎‎‎, \exists n ‎\in \Bbb{N} , ‎I^n‎ ‎\subseteq‎ ‎\textbf{a}‎+J‎‎\rbrace‎‎$. Now I have a question. ‎‎If $D_{I,J}(-)$ is an exact functor are all of $D_{\textbf{a}}(-)$ exact functors? If $D_{\textbf{a}}(-)$ is not an exact functor for an ideal $\textbf{a}\in\tilde{w} (I,J)$ then is not $D_{I,J}(-)$ an exact functor too?