Large Cap Program History

The Large Cap program is a portfolio of mechanically generated high quality stocks designed to outperform the S&P 500 on a total return basis while minimizing volatility. The portfolio is rebalanced monthly and is equally-weighted across all major sectors. A total of 12 stocks are held at any given time. Importantly, only companies classified as a Strong Buy in our ranking system can be considered for investment.

*Note:

Prior to June 07, the portfolio was rebalanced quartely not monthly, and could hold up to 37 stocks.

All Buy and Sell Prices along with holding period returns are based on split and dividend-adjusted data.

Company Name

Ticker

Buy Date

Buy
Price

Sell Date

Sell
Price

Profit /
Loss

Brown & Brown, Inc.

BRO

2009-07-01

19.82

-2.32%

Federal Realty Inv. Trust

FRT

2009-06-01

53.70

-7.95%

Inergy, L.P.

NRGY

2009-06-01

25.50

-0.08%

Conagra Foods, Inc.

CAG

2009-06-01

18.96

-2.11%

Emerson Electric Co.

EMR

2009-06-01

33.84

-6.06%

Expeditors International of Wa

EXPD

2009-05-04

36.93

-12.56%

Leggett & Platt, Inc.

LEG

2009-05-04

14.86

-2.02%

URS Corporation

URS

2009-05-04

45.57

3.03%

CMS Energy Corporation

CMS

2009-04-01

11.83

2.03%

Medtronic, Inc.

MDT

2009-04-01

29.58

15.82%

Pitney Bowes Inc.

PBI

2009-03-03

17.48

20.31%

Pactiv Corporation

PTV

2009-03-03

12.00

76.92%

Company Name

Ticker

Buy Date

Buy
Price

Sell Date

Sell
Price

Profit /
Loss

Transatlantic Holdings, Inc.

TRH

2009-06-01

40.48

2009-07-01

43.64

7.81%

Western Union Company, The

2009-05-04

17.64

2009-06-01

18.13

2.78%

Raytheon Company

RTN

2009-05-04

46.97

2009-06-01

45.88

-2.32%

Constellation Brands, Inc.

STZ

2009-04-01

11.8

2009-06-01

12.05

2.12%

Realty Income Corp

2009-04-01

18.63

2009-06-01

22.11

18.68%

Cameron International Corporat

CAM

2008-09-02

44.38

2009-06-01

32.45

-26.88%

IDEX Corporation

IEX

2009-04-01

22.35

2009-05-04

25.69

14.94%

CSX Corporation

CSX

2009-04-01

26.55

2009-05-04

32.1

20.9%

General Electric Company

2009-03-03

7.01

2009-05-04

13.1

86.88%

Mattel, Inc.

MAT

2009-03-03

10.72

2009-05-04

15.46

44.22%

UnitedHealth Group Inc.

UNH

2008-11-03

23.46

2009-05-04

23.72

1.11%

DENTSPLY International Inc.

XRAY

2009-03-03

22.48

2009-04-01

26.19

16.5%

Express Scripts, Inc.

ESRX

2009-03-03

46.93

2009-04-01

47.27

0.72%

Expeditors International of Wa

EXPD

2009-03-03

25.26

2009-04-01

27.86

10.29%

Duke Energy Corporation

DUK

2009-03-03

12.22

2009-04-01

14.26

16.69%

McCormick & Company, Incorpora

MKC

2009-02-02

32.1

2009-04-01

29.67

-7.57%

Honeywell International Inc.

HON

2008-01-02

57.84

2009-04-01

28.31

-51.05%

Sonoco Products Company

SON

2009-02-02

22.91

2009-03-03

17.77

-22.44%

Emerson Electric Co.

EMR

2009-02-02

31.38

2009-03-03

25.25

-19.53%

Owens & Minor, Inc.

OMI

2009-02-02

39.97

2009-03-03

31.31

-21.67%

ANSYS, Inc.

ANSS

2009-02-02

24.79

2009-03-03

18.88

-23.84%

Public Service Enterprise Grou

PEG

2009-02-02

31.44

2009-03-03

25.49

-18.92%

Leggett & Platt, Inc.

LEG

2008-11-03

16.99

2009-03-03

10.7

-37.02%

Comcast Corporation

CMCSA

2008-11-03

17.03

2009-03-03

12.5

-26.6%

CSX Corporation

CSX

2008-10-01

52.31

2009-03-03

22.83

-56.36%

Sealed Air Corp.

SEE

2009-01-02

15.25

2009-02-02

13.5

-11.48%

Exelon Corporation

EXC

2008-12-01

51.27

2009-02-02

55.3

7.86%

Altria Group, Inc.

2008-12-01

14.94

2009-02-02

16.69

11.71%

Baxter International Inc.

BAX

2008-12-01

51.23

2009-02-02

58.65

14.48%

Raytheon Company

RTN

2008-11-03

49.4

2009-02-02

48.69

-1.44%

Interactive Data Corp.

IDC

2008-10-01

23.69

2009-02-02

23.25

-1.86%

Air Products & Chemicals, Inc.

APD

2008-11-03

56.94

2009-01-02

53.06

-6.81%

Ecolab Inc.

ECL

2008-11-03

37.38

2008-12-01

34.57

-7.52%

Henry Schein, Inc.

HSIC

2008-09-02

58.92

2008-12-01

33.3

-43.48%

UGI Corporation

UGI

2008-09-02

27.38

2008-12-01

22.0

-19.65%

International Flavors & Fragra

IFF

2008-10-01

39.03

2008-11-03

32.41

-16.96%

Torchmark Corporation

TMK

2008-10-01

58.44

2008-11-03

42.05

-28.05%

Gartner, Inc.

2008-09-02

26.72

2008-11-03

19.1

-28.52%

Warnaco Group, Inc., The

WRC

2008-09-02

52.55

2008-11-03

27.99

-46.74%

Procter & Gamble Company, The

2008-05-01

66.19

2008-11-03

64.4

-2.7%

3M Company

MMM

2008-02-01

79.62

2008-11-03

64.11

-19.48%

Progressive Corporation, The

PGR

2008-08-01

20.2

2008-10-01

17.38

-13.96%

Microsoft Corporation

MSFT

2008-06-02

27.69

2008-10-01

26.48

-4.37%

Parker-Hannifin Corporation

2008-05-01

80.73

2008-10-01

51.09

-36.71%

Expeditors International of Wa

EXPD

2008-05-01

48.23

2008-10-01

35.8

-25.77%

V.F. Corporation

VFC

2008-08-01

70.99

2008-09-02

79.79

12.4%

Cardinal Health, Inc.

CAH

2008-08-01

53.38

2008-09-02

55.57

4.1%

Automatic Data Processing

ADP

2008-07-01

42.63

2008-09-02

45.13

5.86%

Transocean Inc.

RIG

2008-06-02

148.59

2008-09-02

124.16

-16.44%

FPL Group, Inc.

FPL

2008-04-01

63.98

2008-09-02

59.0

-7.78%

C.R. Bard, Inc.

BCR

2008-06-02

90.95

2008-08-01

92.07

1.23%

Genuine Parts Company

GPC

2008-05-01

43.35

2008-08-01

39.94

-7.87%

Torchmark Corporation

TMK

2008-02-01

61.84

2008-08-01

57.96

-6.27%

Paychex, Inc.

PAYX

2008-06-02

33.79

2008-07-01

31.75

-6.04%

Cameron International Corporat

CAM

2008-03-03

42.2

2008-06-02

52.91

25.38%

Allied Waste Industries, Inc.

2008-03-03

10.5

2008-06-02

13.35

27.14%

Henry Schein, Inc.

HSIC

2008-01-02

59.27

2008-06-02

54.5

-8.05%

Autodesk, Inc.

ADSK

2007-10-01

49.82

2008-06-02

40.42

-18.87%

Canadian National Railway (USA

CNI

2008-04-01

49.66

2008-05-01

52.98

6.69%

Coach, Inc.

COH

2008-03-03

30.76

2008-05-01

36.04

17.17%

RPM International Inc.

RPM

2008-03-03

21.0

2008-05-01

22.58

7.52%

Pepsi Bottling Group, Inc., Th

PBG

2007-11-01

42.33

2008-05-01

33.89

-19.94%

Southwest Airlines Co.

LUV

2008-03-03

12.23

2008-04-01

12.75

4.25%

Public Service Enterprise Grou

PEG

2007-12-03

48.14

2008-04-01

41.43

-13.94%

Landstar System, Inc.

LSTR

2008-02-01

46.83

2008-03-03

47.09

0.56%

Oceaneering International

OII

2008-02-01

60.36

2008-03-03

60.76

0.66%

Covanta Holding Corporation

CVA

2008-01-02

27.46

2008-03-03

29.11

6.01%

Rayonier Inc.

RYN

2007-12-03

45.5

2008-03-03

43.4

-4.62%

Genuine Parts Company

GPC

2007-06-01

49.77

2008-03-03

41.47

-16.68%

General Electric Company

2007-12-03

36.62

2008-02-01

36.16

-1.26%

J.B. Hunt Transport Services,

JBHT

2007-12-03

25.87

2008-02-01

30.9

19.44%

Principal Financial Group, Inc

PFG

2007-11-01

65.22

2008-02-01

61.21

-6.15%

Imperial Oil Limited (USA)

IMO

2007-10-01

49.57

2008-02-01

50.27

1.41%

Caterpillar Inc.

CAT

2007-12-03

72.06

2008-01-02

70.63

-1.98%

Johnson & Johnson

JNJ

2007-12-03

67.71

2008-01-02

65.91

-2.66%

Republic Services, Inc.

RSG

2007-12-03

32.75

2008-01-02

30.64

-6.44%

Northrop Grumman Corporation

NOC

2007-11-01

81.64

2007-12-03

81.07

-0.7%

Paychex, Inc.

PAYX

2007-11-01

40.55

2007-12-03

39.3

-3.08%

TransCanada Corporation (USA)

TRP

2007-10-01

37.01

2007-12-03

39.48

6.67%

DENTSPLY International Inc.

XRAY

2007-10-01

42.0

2007-12-03

42.28

0.67%

Ball Corporation

BLL

2007-10-01

54.67

2007-12-03

45.76

-16.3%

Expeditors International of Wa

EXPD

2007-06-01

44.51

2007-12-03

45.97

3.28%

Emerson Electric Co.

EMR

2007-06-01

48.27

2007-12-03

57.43

18.98%

Illinois Tool Works Inc.

ITW

2007-10-01

58.47

2007-11-01

56.6

-3.2%

Ecolab Inc.

ECL

2007-10-01

47.85

2007-11-01

46.06

-3.74%

AFLAC Incorporated

AFL

2007-10-01

58.25

2007-11-01

62.12

6.64%

Starbucks Corporation

SBUX

2007-08-01

27.2

2007-11-01

25.83

-5.04%

Blount International, Inc.

BLT

2007-09-04

13.8

2007-10-01

12.0

-13.04%

NBT Bancorp Inc.

NBTB

2007-09-04

22.18

2007-10-01

23.27

4.91%

Scotts Miracle-Gro Company, Th

SMG

2007-09-04

45.68

2007-10-01

42.99

-5.89%

Enterprise Products Partners L

EPD

2007-09-04

30.1

2007-10-01

30.6

1.66%

Del Monte Foods Company

DLM

2007-08-01

11.77

2007-10-01

10.57

-10.2%

Piedmont Natural Gas Company,

PNY

2007-08-01

23.75

2007-10-01

25.73

8.34%

Compuware Corporation

CPWR

2007-06-01

11.38

2007-10-01

8.05

-29.26%

Sunrise Senior Living, Inc.

SRZ

2007-06-01

39.61

2007-10-01

37.46

-5.43%

Dynegy Inc.

DYN

2007-08-01

9.2

2007-09-04

8.33

-9.46%

Amtrust Financial Services, In

AFSI

2007-06-01

15.52

2007-09-04

16.76

7.99%

Interline Brands, Inc.

IBI

2007-06-01

24.72

2007-09-04

24.41

-1.25%

USEC Inc.

USU

2007-06-01

22.8

2007-09-04

13.2

-42.11%

Stewart Enterprises, Inc.

STEI

2007-07-02

7.76

2007-08-01

7.0

-9.79%

McCormick & Company, Incorpora

MKC

2007-07-02

37.84

2007-08-01

35.65

-5.79%

Aqua America, Inc.

WTR

2007-06-01

22.64

2007-08-01

21.92

-3.18%

Buckeye Partners, L.P.

BPL

2007-06-01

51.77

2007-08-01

52.29

Anthracite Capital Inc.

AHR

2007-06-01

11.93

2007-07-02

11.94

0.08%

Darling International Inc.

DAR

2007-06-01

9.2

2007-07-02

9.49

3.15%

Ingersoll-Rand Company Limited

2007-04-02

43.7

2007-06-01

51.5

17.85%

General Mills, Inc.

GIS

2007-04-02

57.2

2007-06-01

60.93

6.52%

General Dynamics Corporation

2007-04-02

75.71

2007-06-01

79.58

5.11%

Cameron International Corporat

CAM

2007-04-02

64.21

2007-06-01

70.65

10.03%

Boeing Company, The

2007-04-02

88.2

2007-06-01

99.49

12.8%

Black & Decker Corporation, Th

BDK

2007-04-02

81.67

2007-06-01

94.25

15.4%

Accenture Ltd.

ACN

2007-04-02

38.8

2007-06-01

41.26

6.34%

International Business Machine

IBM

2007-04-02

94.51

2007-06-01

106.16

12.33%

J.C. Penney Company, Inc.

JCP

2007-04-02

82.58

2007-06-01

81.76

-0.99%

Koninklijke Philips Electronic

PHG

2007-04-02

38.05

2007-06-01

42.1

10.64%

TOTAL S.A. (ADR)

TOT

2007-04-02

69.05

2007-06-01

76.06

10.15%

AstraZeneca PLC (ADR)

AZN

2007-04-02

53.15

2007-06-01

52.71

-0.83%

Time Warner Inc.

TWX

2007-04-02

20.02

2007-06-01

21.31

6.44%

Teva Pharmaceutical Industries

TEVA

2007-04-02

37.23

2007-06-01

39.38

5.77%

Polo Ralph Lauren Corporation

2007-04-02

89.1

2007-06-01

96.88

8.73%

Merck & Co., Inc.

MRK

2007-04-02

44.68

2007-06-01

51.75

15.82%

Logitech International SA (USA

LOGI

2007-04-02

27.95

2007-06-01

26.96

-3.54%

Coca-Cola Femsa SAB de CV

KOF

2007-01-03

37.12

2007-06-01

40.44

8.94%

General Electric Company

2007-01-03

37.4

2007-06-01

37.18

-0.59%

Honeywell International Inc.

HON

2007-01-03

44.47

2007-06-01

58.53

31.62%

Illinois Tool Works Inc.

ITW

2007-01-03

45.53

2007-06-01

52.38

15.05%

Johnson & Johnson

JNJ

2007-01-03

65.59

2007-06-01

63.41

-3.32%

Quest Diagnostics Incorporated

DGX

2007-01-03

51.19

2007-06-01

48.91

-4.45%

Raytheon Company

RTN

2007-01-03

51.61

2007-06-01

55.9

8.31%

Southern Copper Corporation (U

PCU

2007-01-03

48.12

2007-06-01

91.86

90.9%

Forest Laboratories, Inc.

FRX

2006-10-02

50.68

2007-06-01

50.22

-0.91%

Colgate-Palmolive Company

ABV

2006-10-02

45.44

2007-06-01

70.71

55.61%

Reynolds American, Inc.

RAI

2006-10-02

60.03

2007-06-01

65.11

8.46%

Cisco Systems, Inc.

CSCO

2006-07-03

20.0

2007-06-01

26.86

34.3%

Waste Management, Inc.

WMI

2006-07-03

34.73

2007-06-01

39.7

14.31%

Rohm & Haas Co.

ROH

2007-03-19

50.5

2007-04-02

51.05

1.09%

Coca-Cola Enterprises Inc.

CCE

2007-01-03

20.38

2007-04-02

20.24

-0.69%

Chunghwa Telecom Co., Ltd. (AD

CHT

2007-01-03

19.01

2007-04-02

18.98

-0.16%

CBS Corporation

CBS

2007-01-03

31.16

2007-04-02

30.58

-1.86%

American Standard Companies In

ASD

2007-01-03

32.01

2007-04-02

37.2

16.21%

Freeport-McMoRan Copper & Gold

FCX

2007-01-03

49.8

2007-04-02

66.2

32.93%

PT Telekomunikasi Indonesia (A

TLK

2007-01-03

45.92

2007-04-02

43.04

-6.27%

Motorola, Inc.

MOT

2007-01-03

20.46

2007-04-02

17.51

-14.42%

Danaher Corporation

DHR

2007-01-03

71.65

2007-04-02

71.47

-0.25%

Diageo plc (ADR)

DEO

2007-01-03

78.52

2007-04-02

81.61

3.94%

Norsk Hydro ASA (ADR)

NHY

2007-01-03

28.89

2007-04-02

32.35

11.98%

ITT Corporation

ITT

2007-01-03

56.39

2007-04-02

60.63

7.52%

International Paper Company

2007-01-03

48.12

2007-04-02

36.14

-24.9%

Telefonos de Mexico, S.A. (ADR

TMX

2007-01-03

28.08

2007-04-02

33.94

20.87%

Telstra Corporation (ADR)

TLS

2007-01-03

16.23

2007-04-02

18.92

16.57%

Verizon Communications

2007-01-03

36.65

2007-04-02

37.07

1.15%

Office Depot, Inc.

ODP

2007-01-03

38.09

2007-04-02

35.29

-7.35%

Dover Corporation

DOV

2007-01-03

48.43

2007-04-02

48.42

-0.02%

Walt Disney Company, The

DIS

2006-10-02

30.26

2007-04-02

34.47

13.91%

Pfizer Inc.

PFE

2006-10-02

27.14

2007-04-02

24.77

-8.73%

Xilinx, Inc.

XLNX

2006-10-02

21.87

2007-04-02

25.43

16.28%

Unilever N.V. (ADR)

2006-10-02

23.98

2007-04-02

28.58

19.18%

Cardinal Health, Inc.

CAH

2006-07-03

63.59

2007-04-02

72.98

14.77%

Hewlett-Packard Company

HPQ

2006-07-03

32.25

2007-04-02

40.24

24.78%

Phelps Dodge Corporation

2007-01-03

115.99

2007-03-19

129.47

11.62%

Autodesk, Inc.

ADSK

2006-10-02

33.52

2007-01-03

40.56

21%

American Eagle Outfitters

AEO

2006-10-02

29.51

2007-01-03

32.32

9.52%

AstraZeneca PLC (ADR)

AZN

2006-10-02

60.93

2007-01-03

52.22

-14.3%

Nordstrom, Inc.

JWN

2006-10-02

42.52

2007-01-03

51.14

20.27%

Cadence Design Systems

CDNS

2006-10-02

16.77

2007-01-03

18.15

8.23%

Lockheed Martin Corporation

LMT

2006-10-02

86.0

2007-01-03

91.29

6.15%

Costco Wholesale Corp.

COST

2006-10-02

48.27

2007-01-03

52.45

8.66%

Family Dollar Stores, Inc

FDO

2006-10-02

28.47

2007-01-03

29.32

2.99%

Thermo Fisher Scient

TMO

2006-10-02

38.98

2007-01-03

45.17

15.88%

Merck & Co., Inc.

MRK

2006-10-02

40.67

2007-01-03

43.32

6.52%

Gap Inc., The

GPS

2006-10-02

18.61

2007-01-03

19.14

2.85%

J.C. Penney Company, Inc.

JCP

2006-10-02

68.41

2007-01-03

77.47

13.24%

Tyco International Ltd.

TYC

2006-10-02

93.64

2007-01-03

102.64

9.61%

EMC Corporation

EMC

2006-07-03

10.94

2007-01-03

13.2

20.66%

Time Warner Inc.

TWX

2006-07-03

17.07

2007-01-03

21.92

28.41%

CNOOC Limited (ADR)

CEO

2006-07-03

78.56

2006-10-02

80.6

2.6%

Barr Pharmaceuticals, Inc.

BRL

2006-07-03

47.77

2006-10-02

52.14

9.15%

CBS Corporation

CBS

2006-07-03

26.37

2006-10-02

27.75

5.23%

General Dynamics Corporation

2006-07-03

64.1

2006-10-02

72.47

13.06%

General Mills, Inc.

GIS

2006-07-03

50.21

2006-10-02

54.99

9.52%

International Business Machine

IBM

2006-07-03

76.66

2006-10-02

80.76

5.35%

McKesson Corporation

MCK

2006-07-03

46.66

2006-10-02

53.3

14.23%

Rio Tinto plc (ADR)

RTP

2006-07-03

210.28

2006-10-02

188.37

-10.42%

Verizon Communications

2006-07-03

30.62

2006-10-02

34.31

12.05%

Waters Corporation

WAT

2006-07-03

44.48

2006-10-02

45.25

1.73%

Abbott Laboratories

ABT

2006-07-03

42.26

2006-10-02

47.09

11.43%

Endo Pharmaceuticals

ENDP

2006-07-03

33.27

2006-10-02

33.13

-0.42%

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