Mid Cap Portfolio History

The Mid Cap portfolio is comprised of mechanically generated, high-quality stocks designed to outperform the S&P 400 on a total return basis while minimizing volatility.

The portfolio is re-balanced monthly and is equally weighted across all major sectors.

A total of 11 stocks are held in the Mid Cap portfolio at any given time. Please note that only companies classified as a Strong Buy in our Rating System will be considered for investment.

Open Positions

Company Name Ticker Buy Date Buy Price Sell Date Sell Price Profit / Loss
Black Diamond Inc BDE 2012-05-03 9.58 - - -5.95%
Chesapeake Utilities CPK 2012-04-02 41.65 - - 1.42%
Mobile Mini, Inc. MINI 2012-04-02 21.36 - - -35.96%
Kensey Nash Corporation KNSY 2012-04-02 29.34 - - 30.85%
Inter Parfums, Inc. IPAR 2012-04-02 16.08 - - -2.55%
Great Lakes Dredge & Dock Corp GLDD 2012-04-02 7.21 - - -10.54%
Sun Hydraulics Corporation SNHY 2012-04-02 26.72 - - -10.44%
Ebix Inc EBIX 2012-03-01 22.99 - - -19.62%
Evolution Petroleum Corporatio EPM 2012-03-01 9.31 - - -11.6%
Movado Group, Inc MOV 2011-07-05 17.48 - - 38.44%
Aircastle Limited AYR 2011-03-01 11.18 - - -0.63%

Closed Positions

Company Name Ticker Buy Date Buy Price Sell Date Sell Price Profit / Loss
Northfield Bancorp, Inc. NFBK 2012-04-02 14.77 2012-05-03 13.77 -6.77%
WD-40 Company WDFC 2012-03-01 42.59 2012-04-02 45.45 6.72%
NetSpend Holdings Inc NTSP 2012-03-01 8.71 2012-04-02 7.7 -11.6%
Cantel Medical Corp. CMN 2012-03-01 19.37 2012-04-02 25.15 29.84%
Diana Shipping Inc. DSX 2012-03-01 9.24 2012-04-02 8.9 -3.68%
Calavo Growers, Inc. CVGW 2012-02-01 27.23 2012-04-02 26.79 -1.62%
Apogee Enterprises, Inc. APOG 2012-01-03 12.47 2012-04-02 13.36 7.14%
California Water Service Group CWT 2012-01-03 18.08 2012-04-02 18.33 1.38%
L.B. Foster Company FSTR 2012-01-03 28.91 2012-03-01 28.92 0.03%
Advance America, Cash Advance AEA 2012-01-03 9.12 2012-03-01 10.4 14.04%
RTI Biologics Inc. RTIX 2012-01-03 4.13 2012-03-01 3.8 -7.99%
Universal Truckload Services, UACL 2011-12-05 15.25 2012-03-01 15.46 1.38%
Amkor Technology, Inc. AMKR 2011-10-03 4.27 2012-03-01 6.36 48.95%
Parker Drilling Company PKD 2011-10-03 3.92 2012-03-01 6.5 65.82%
J&J Snack Foods Corp. JJSF 2011-12-05 52.23 2012-02-01 51.68 -1.05%
NetSpend Holdings Inc NTSP 2011-12-05 6.85 2012-01-03 8.15 18.98%
GenCorp Inc. GY 2011-12-05 5.54 2012-01-03 5.49 -0.9%
Wausau Paper Corp. WPP 2011-10-03 6.15 2012-01-03 8.51 38.37%
Capital Senior Living Corporat CSU 2011-08-02 8.65 2012-01-03 7.89 -8.79%
York Water Company, The YORW 2011-05-02 16.81 2012-01-03 17.95 6.78%
Nature's Sunshine Prod. NATR 2011-11-01 16.68 2011-12-05 16.75 0.42%
Calamos Asset Management, Inc CLMS 2011-11-01 11.51 2011-12-05 12.51 8.69%
Blount International, Inc. BLT 2011-09-01 15.67 2011-12-05 15.22 -2.87%
Mobile Mini, Inc. MINI 2011-09-01 18.19 2011-12-05 17.8 -2.14%
B&G Foods, Inc. BGS 2011-09-01 17.47 2011-11-01 20.79 19%
Westfield Financial, Inc. WFD 2011-08-02 7.94 2011-11-01 6.77 -14.74%
Matthews International Corpora MATW 2011-09-01 32.4 2011-10-03 29.18 -9.94%
LivePerson, Inc LPSN 2011-08-22 10.61 2011-10-03 9.22 -13.1%
Mitcham Industries, Inc. MIND 2011-08-02 18.75 2011-10-03 10.0 -46.67%
RailAmerica, Inc. RA 2011-08-02 14.23 2011-09-01 13.39 -5.9%
Fushi Copperweld, Inc. FSIN 2011-06-06 6.06 2011-09-01 6.74 11.22%
John Bean Technologies Corpora JBT 2011-06-06 18.22 2011-09-01 15.4 -15.48%
Omega Protein Corporation OME 2011-05-02 12.86 2011-09-01 11.82 -8.09%
EMS Technologies, Inc. ELMG 2011-06-06 25.32 2011-08-22 32.97 30.21%
Hawaiian Holdings, Inc. HA 2011-07-05 5.68 2011-08-02 4.5 -20.77%
Enterprise Financial Services EFSC 2011-06-06 12.73 2011-08-02 13.65 7.23%
AngioDynamics, Inc. ANGO 2011-05-02 15.79 2011-08-02 13.44 -14.88%
Newpark Resources, Inc. NR 2011-05-02 9.55 2011-08-02 9.14 -4.29%
Forward Air Corporation FWRD 2011-05-02 32.68 2011-07-05 34.7 6.18%
Cascade Corporation CASC 2011-05-02 44.1 2011-07-05 49.4 12.02%
Duff & Phelps Corporation DUF 2011-05-02 15.13 2011-06-06 13.72 -9.32%
Encore Wire Corporation WIRE 2011-05-02 27.12 2011-06-06 23.26 -14.23%
Blount International, Inc. BLT 2011-04-01 16.02 2011-06-06 16.73 4.43%
Manhattan Associates, Inc. MANH 2011-03-01 31.89 2011-06-06 34.03 6.71%
NBT Bancorp Inc. NBTB 2011-04-01 22.83 2011-05-02 22.27 -2.45%
Wolverine World Wide, Inc. WWW 2011-04-01 37.59 2011-05-02 38.91 3.51%
Heartland Express, Inc. HTLD 2011-04-01 17.64 2011-05-02 17.07 -3.23%
El Paso Electric Company EE 2011-03-01 28.16 2011-05-02 30.77 9.27%
ION Geophysical Corporation IO 2011-03-01 12.42 2011-05-02 12.14 -2.25%
Sensient Technologies Corporat SXT 2010-12-01 34.86 2011-05-02 37.4 7.29%
B&G Foods, Inc. BGS 2010-11-02 12.07 2011-05-02 18.04 49.46%
American Medical Systems Holdi AMMD 2009-04-01 11.17 2011-05-02 29.56 164.64%
Generac Holdings Inc. GNRC 2011-03-01 17.84 2011-04-01 20.2 13.23%
Steelcase Inc. SCS 2011-03-01 9.35 2011-04-01 11.67 24.81%
Oritani Financial Corp. ORIT 2011-03-01 12.72 2011-04-01 12.58 -1.1%
SkyWest, Inc. SKYW 2010-09-01 13.31 2011-04-01 16.36 22.92%
HMS Holdings Corp. HMSY 2011-01-03 65.3 2011-03-01 75.28 15.28%
Iconix Brand Group, Inc. ICON 2011-01-03 20.02 2011-03-01 21.5 7.39%
Orbital Sciences Corp. ORB 2010-12-01 16.82 2011-03-01 17.59 4.58%
Quantum Corporation QTM 2010-11-02 3.38 2011-03-01 2.57 -23.96%
Brookline Bancorp, Inc. BRKL 2010-11-02 9.64 2011-03-01 10.36 7.47%
Cleco Corporation CNL 2010-11-02 30.83 2011-03-01 32.25 4.61%
International Coal Group, Inc. ICO 2010-10-01 5.54 2011-03-01 9.52 71.84%
Quiksilver, Inc. ZQK 2010-11-02 4.21 2011-01-03 5.43 28.98%
Healthcare Services Group, Inc HCSG 2010-09-01 14.35 2011-01-03 16.43 14.49%
Blount International, Inc. BLT 2010-09-01 11.8 2010-12-01 15.84 34.24%
WD-40 Company WDFC 2010-08-02 36.07 2010-12-01 39.31 8.98%
Laclede Group, Inc., The LG 2010-09-01 33.99 2010-11-02 35.0 2.97%
Iconix Brand Group, Inc. ICON 2010-09-01 15.55 2010-11-02 18.2 17.04%
Inter Parfums, Inc. IPAR 2010-08-02 18.08 2010-11-02 17.6 -2.65%
Northwest Bancorp, Inc. NWBI 2010-08-02 12.0 2010-11-02 11.24 -6.33%
Lawson Software, Inc. LWSN 2010-06-01 8.09 2010-11-02 9.02 11.5%
TETRA Technologies, Inc. TTI 2010-04-01 13.0 2010-10-01 10.03 -22.85%
Diana Shipping Inc. DSX 2010-08-02 13.28 2010-09-01 12.3 -7.38%
Winn-Dixie Stores, Inc. WINN 2010-06-01 10.93 2010-09-01 6.58 -39.8%
Hillenbrand, Inc. HI 2010-06-01 23.4 2010-09-01 19.77 -15.51%
Southwest Gas Corporation SWX 2010-04-01 29.85 2010-09-01 32.24 8.01%
MasTec, Inc. MTZ 2010-03-01 13.26 2010-09-01 9.95 -24.96%
Heartland Express, Inc. HTLD 2010-07-01 14.44 2010-08-02 16.28 12.74%
Brookline Bancorp, Inc. BRKL 2010-06-01 9.55 2010-08-02 9.63 0.84%
Balchem Corporation BCPC 2010-05-03 26.8 2010-08-02 26.69 -0.41%
Darling International Inc. DAR 2009-12-01 7.15 2010-08-02 8.25 15.38%
UTi Worldwide Inc. UTIW 2010-06-01 13.89 2010-07-01 12.93 -6.91%
Forward Air Corporation FWRD 2010-05-03 29.22 2010-06-01 26.6 -8.97%
Wolverine World Wide, Inc. WWW 2010-05-03 31.51 2010-06-01 28.32 -10.12%
Inland Real Estate Corporation IRC 2010-04-01 9.19 2010-06-01 8.04 -12.51%
Catalyst Health Solutions, Inc CHSI 2010-04-01 41.23 2010-06-01 37.75 -8.44%
Acxiom Corporation ACXM 2009-12-11 11.95 2010-06-01 16.25 35.98%
GATX Corporation GMT 2010-04-01 28.94 2010-05-03 33.43 15.51%
Timberland Company, The TBL 2010-03-01 19.32 2010-05-03 21.83 12.99%
Central Garden & Pet Co. CENT 2009-10-01 11.42 2010-05-03 11.51 0.79%
Exterran Holdings, Inc. EXH 2010-03-01 23.55 2010-04-01 24.97 6.03%
Heartland Express, Inc. HTLD 2010-03-01 15.5 2010-04-01 16.42 5.94%
ABM Industries, Inc. ABM 2010-01-04 21.12 2010-04-01 20.98 -0.66%
UniSource Energy Corp. UNS 2009-12-01 29.43 2010-04-01 31.8 8.05%
BancFirst Corporation BANF 2009-06-01 39.39 2010-04-01 41.88 6.32%
Federal-Mogul Corporation FDML 2010-01-04 17.85 2010-03-01 20.11 12.66%
Cal Dive International, Inc. DVR 2009-12-01 7.21 2010-03-01 7.08 -1.8%
SkyWest, Inc. SKYW 2009-11-02 13.96 2010-03-01 15.29 9.53%
Cubic Corporation CUB 2009-09-01 36.08 2010-03-01 34.81 -3.52%
Healthcare Realty Trust Incorp HR 2009-09-01 20.02 2010-01-04 21.52 7.49%
Tempur-Pedic International Inc TPX 2009-08-03 15.78 2010-01-04 24.43 54.82%
Avocent Corporation AVCT 2009-12-01 24.95 2009-12-11 24.99 0.16%
UIL Holdings Corporation UIL 2009-09-01 25.33 2009-12-01 27.16 7.22%
TETRA Technologies, Inc. TTI 2009-09-01 8.07 2009-12-01 10.37 28.5%
Nu Skin Enterprises, Inc. NUS 2009-09-01 16.77 2009-12-01 27.71 65.24%
Blackbaud, Inc. BLKB 2009-09-01 18.85 2009-12-01 22.07 17.08%
Alexander & Baldwin, Inc. ALEX 2009-10-01 31.52 2009-11-02 28.09 -10.88%
Balchem Corporation BCPC 2009-09-01 24.55 2009-10-01 26.36 7.37%
Alaska Air Group, Inc. ALK 2009-09-01 23.14 2009-10-01 25.47 10.07%
Dycom Industries, Inc. DY 2009-08-03 13.0 2009-09-01 11.63 -10.54%
United Natural Foods, Inc. UNFI 2009-08-03 26.81 2009-09-01 26.67 -0.52%
Alexander & Baldwin, Inc. ALEX 2009-08-03 29.39 2009-09-01 28.17 -4.15%
Avista Corporation AVA 2009-08-03 18.7 2009-09-01 19.4 3.74%
NATCO Group Inc. NTG 2009-06-01 31.03 2009-09-01 40.24 29.68%
Landauer, Inc. LDR 2009-06-01 60.04 2009-09-01 52.8 -12.06%
Healthcare Services Group, Inc HCSG 2009-06-01 18.33 2009-09-01 17.64 -3.76%
Kaiser Aluminum Corp. KALU 2009-05-04 31.23 2009-09-01 33.0 5.67%
Rush Enterprises, Inc. RUSHA 2009-06-01 13.28 2009-08-03 13.57 2.18%
National Beverage Corp. FIZZ 2009-06-01 11.0 2009-08-03 10.67 -3%
MasTec, Inc. MTZ 2009-05-04 13.16 2009-08-03 9.96 -24.32%
NorthWestern Corporation NWE 2009-05-04 20.97 2009-08-03 24.58 17.22%
Hub Group, Inc. HUBG 2009-03-03 17.0 2009-08-03 22.07 29.82%
Bruker Corporation BRKR 2009-05-04 7.24 2009-06-01 6.99 -3.45%
City Holding Company CHCO 2009-05-04 29.5 2009-06-01 33.43 13.32%
Cal Dive International, Inc. DVR 2009-04-01 6.95 2009-06-01 10.0 43.88%
Timberland Company, The TBL 2009-03-03 10.14 2009-06-01 14.79 45.86%
Cincinnati Bell Inc. CBB 2009-03-03 1.65 2009-06-01 2.92 76.97%
TreeHouse Foods Inc. THS 2008-12-01 21.65 2009-06-01 26.4 21.94%
Minerals Technologies Inc MTX 2009-04-01 33.67 2009-05-04 37.49 11.35%
TC Pipelines, LP TCLP 2009-04-01 29.11 2009-05-04 30.9 6.15%
Community Trust Bancorp, Inc. CTBI 2009-04-01 27.8 2009-05-04 29.92 7.63%
A. Schulman, Inc. SHLM 2009-03-03 13.26 2009-05-04 15.43 16.37%
ScanSource, Inc. SCSC 2009-03-03 15.35 2009-05-04 25.41 65.54%
Tower Group, Inc. TWGP 2009-03-03 21.29 2009-04-01 25.18 18.27%
CH Energy Group, Inc. CHG 2009-03-03 39.68 2009-04-01 46.33 16.76%
Calumet Specialty Products Par CLMT 2009-03-03 10.87 2009-04-01 10.64 -2.12%
Res-Care, Inc. RSCR 2009-02-02 13.83 2009-04-01 14.7 6.29%
Orbital Sciences Corp. ORB 2008-11-03 20.11 2009-04-01 11.9 -40.83%
HMS Holdings Corp. HMSY 2009-02-02 31.96 2009-03-03 31.13 -2.6%
Iconix Brand Group, Inc. ICON 2009-02-02 7.85 2009-03-03 7.35 -6.37%
SkyWest, Inc. SKYW 2009-02-02 15.28 2009-03-03 8.5 -44.37%
Newpark Resources, Inc. NR 2009-02-02 4.03 2009-03-03 2.61 -35.24%
Catalyst Health Solutions, Inc CHSI 2009-02-02 22.28 2009-03-03 18.43 -17.28%
Healthcare Services Group, Inc HCSG 2009-01-02 15.71 2009-03-03 15.05 -4.2%
El Paso Electric Company EE 2008-12-01 17.08 2009-03-03 12.68 -25.76%
Matthews International Corpora MATW 2008-11-03 44.92 2009-03-03 32.0 -28.76%
Magellan Midstream Holdings, L MGG 2009-01-02 14.7 2009-02-02 15.55 5.78%
Polaris Industries Inc. PII 2008-12-01 25.66 2009-02-02 19.8 -22.84%
Brocade Communications Systems BRCD 2008-12-01 3.14 2009-02-02 3.8 21.02%
Knight Transportation KNX 2008-12-01 14.2 2009-02-02 12.94 -8.87%
F.N.B. Corporation FNB 2008-12-01 9.75 2009-02-02 8.13 -16.62%
PSS World Medical, Inc. PSSI 2008-09-02 18.52 2009-02-02 15.71 -15.17%
Tanger Factory Outlet Centers SKT 2008-12-01 31.18 2009-01-02 36.68 17.64%
Newpark Resources, Inc. NR 2008-11-03 5.4 2009-01-02 3.93 -27.22%
Emergency Medical Services Cor EMS 2008-11-03 33.12 2008-12-01 32.96 -0.48%
United Natural Foods, Inc. UNFI 2008-11-03 21.72 2008-12-01 16.6 -23.57%
HNI Corporation HNI 2008-11-03 17.82 2008-12-01 11.66 -34.57%
First Commonwealth Financial FCF 2008-09-02 11.36 2008-12-01 9.79 -13.82%
Laclede Group, Inc., The LG 2008-09-02 44.3 2008-12-01 47.87 8.06%
Dress Barn, Inc., The DBRN 2008-09-02 16.72 2008-12-01 7.06 -57.78%
Informatica Corporation INFA 2008-04-01 17.46 2008-12-01 12.75 -26.98%
Sunoco Logistics Partners L.P. SXL 2008-10-01 44.0 2008-11-03 47.03 6.89%
Tupperware Brands Corporation TUP 2008-09-02 34.03 2008-11-03 24.27 -28.68%
REGAL-BELOIT CORPORATION RBC 2008-09-02 46.7 2008-11-03 32.98 -29.38%
Aircastle Limited AYR 2008-09-02 12.83 2008-11-03 6.8 -47%
Wolverine World Wide, Inc. WWW 2008-08-01 26.56 2008-11-03 22.14 -16.64%
Actuant Corporation ATU 2008-06-02 36.41 2008-11-03 18.17 -50.1%
Newpark Resources, Inc. NR 2008-09-02 8.1 2008-10-01 7.01 -13.46%
SkyWest, Inc. SKYW 2008-08-01 15.67 2008-09-02 17.56 12.06%
Black Hills Corporation BKH 2008-07-01 32.03 2008-09-02 33.42 4.34%
Grey Wolf, Inc. GW 2008-06-02 7.92 2008-09-02 8.42 6.31%
Inland Real Estate Corporation IRC 2008-06-02 15.39 2008-09-02 14.93 -2.99%
Owens & Minor, Inc. OMI 2008-05-01 45.82 2008-09-02 46.02 0.44%
Investors Bancorp, Inc. ISBC 2008-05-01 14.98 2008-09-02 14.6 -2.54%
Del Monte Foods Company DLM 2008-05-01 9.25 2008-09-02 8.45 -8.65%
Robbins & Myers, Inc. RBN 2008-05-01 40.89 2008-09-02 43.19 5.62%
Gentex Corporation GNTX 2008-07-01 14.36 2008-08-01 15.19 5.78%
Heartland Express, Inc. HTLD 2008-07-01 14.83 2008-08-01 16.74 12.88%
UTi Worldwide Inc. UTIW 2008-05-01 22.41 2008-07-01 19.55 -12.76%
CLARCOR Inc. CLC 2008-05-01 41.32 2008-07-01 35.21 -14.79%
South Jersey Industries SJI 2008-04-01 35.48 2008-07-01 37.32 5.19%
ION Geophysical Corporation IO 2008-05-01 15.8 2008-06-02 16.15 2.22%
Barnes Group Inc. B 2008-05-01 26.31 2008-06-02 30.9 17.45%
Advisory Board Company, The ABCO 2008-04-01 54.78 2008-06-02 45.78 -16.43%
Matthews International Corpora MATW 2008-04-01 50.0 2008-05-01 50.77 1.54%
Lufkin Industries, Inc. LUFK 2008-04-01 64.78 2008-05-01 74.34 14.76%
Wolverine World Wide, Inc. WWW 2008-04-01 30.27 2008-05-01 29.5 -2.54%
Blyth, Inc. BTH 2008-04-01 19.81 2008-05-01 17.47 -11.81%
Northwest Bancorp, Inc. NWBI 2008-04-01 27.67 2008-05-01 26.15 -5.49%
Meridian Bioscience, Inc. VIVO 2008-04-01 33.91 2008-05-01 27.23 -19.7%
Heartland Express, Inc. HTLD 2008-04-01 14.83 2008-05-01 16.16 8.97%
Sunoco Logistics Partners L.P. SXL 2008-03-03 53.6 2008-05-01 51.38 -4.14%
Investors Bancorp, Inc. ISBC 2008-03-03 14.33 2008-04-01 15.75 9.91%
Graco Inc. GGG 2008-03-03 34.91 2008-04-01 37.41 7.16%
Sensient Technologies Corporat SXT 2008-02-01 27.02 2008-04-01 30.89 14.32%
Sunrise Senior Living, Inc. SRZ 2008-02-01 28.72 2008-04-01 23.0 -19.92%
Casey's General Stores, Inc. CASY 2008-02-01 26.52 2008-04-01 23.3 -12.14%
Emergency Medical Services Cor EMS 2008-02-01 30.85 2008-04-01 24.86 -19.42%
Herman Miller, Inc. MLHR 2008-01-02 32.12 2008-04-01 24.61 -23.38%
El Paso Electric Company EE 2008-01-02 24.7 2008-04-01 22.03 -10.81%
Blackbaud, Inc. BLKB 2007-11-01 27.4 2008-04-01 25.48 -7.01%
Flowers Foods, Inc. FLO 2007-06-01 23.01 2008-04-01 24.59 6.87%
NewAlliance Bancshares, Inc. NAL 2008-02-01 12.5 2008-03-03 11.44 -8.48%
Nordson Corporation NDSN 2008-01-02 55.61 2008-03-03 52.05 -6.4%
Cal Dive International, Inc. DVR 2007-12-03 12.78 2008-03-03 9.94 -22.22%
FBL Financial Group FFG 2008-01-02 33.89 2008-02-01 33.53 -1.06%
Landstar System, Inc. LSTR 2008-01-02 41.45 2008-02-01 46.87 13.08%
Meridian Bioscience, Inc. VIVO 2008-01-02 29.68 2008-02-01 32.56 9.7%
Schnitzer Steel Industries, In SCHN 2007-12-03 62.07 2008-02-01 58.0 -6.56%
Rollins, Inc. ROL 2007-12-03 19.31 2008-02-01 18.62 -3.57%
Henry Schein, Inc. HSIC 2007-12-03 57.43 2008-01-02 59.27 3.2%
Hudson City Bancorp, Inc. HCBK 2007-12-03 15.27 2008-01-02 14.82 -2.95%
Esterline Technologies Corpora ESL 2007-12-03 51.85 2008-01-02 50.39 -2.82%
NSTAR NST 2007-12-03 35.09 2008-01-02 35.5 1.17%
Applied Industrial Technologie AIT 2007-11-01 33.16 2008-01-02 27.55 -16.92%
UTi Worldwide Inc. UTIW 2007-11-01 24.42 2008-01-02 19.13 -21.66%
World Fuel Services Corporatio INT 2007-11-01 42.03 2007-12-03 31.94 -24.01%
Matthews International Corpora MATW 2007-11-01 42.39 2007-12-03 43.28 2.1%
WGL Holdings, Inc. WGL 2007-09-04 33.01 2007-12-03 32.68 -1%
Healthways, Inc. HWAY 2007-09-04 50.98 2007-12-03 58.38 14.52%
Actuant Corporation ATU 2007-08-01 30.37 2007-12-03 30.42 0.16%
BJ's Wholesale Club, Inc. BJ 2007-06-01 37.54 2007-12-03 36.52 -2.72%
Delphi Financial Group, Inc. DFG 2007-06-01 42.88 2007-12-03 38.17 -10.98%
Kansas City Southern KSU 2007-10-01 32.69 2007-11-01 37.89 15.91%
Buckeye Partners, L.P. BPL 2007-10-01 48.25 2007-11-01 55.2 14.4%
MICROS Systems, Inc. MCRS 2007-08-01 54.02 2007-11-01 69.02 27.77%
AptarGroup, Inc. ATR 2007-08-01 36.87 2007-11-01 42.82 16.14%
CLARCOR Inc. CLC 2007-08-01 35.44 2007-11-01 35.67 0.65%
World Fuel Services Corporatio INT 2007-09-04 39.1 2007-10-01 42.04 7.52%
Hub Group, Inc. HUBG 2007-08-01 33.71 2007-10-01 29.9 -11.3%
Sunoco Logistics Partners L.P. SXL 2007-08-01 55.42 2007-09-04 52.72 -4.87%
Immucor, Inc. BLUD 2007-08-01 31.49 2007-09-04 32.9 4.48%
Vectren Corporation VVC 2007-06-01 29.12 2007-09-04 27.86 -4.33%
Quanex Corporation NX 2007-06-01 49.53 2007-08-01 43.29 -12.6%
Ceradyne, Inc. CRDN 2007-06-01 67.55 2007-08-01 73.5 8.81%
Steelcase Inc. SCS 2007-06-01 19.48 2007-08-01 16.84 -13.55%
AmeriGas Partners, L.P. APU 2007-06-01 36.71 2007-08-01 35.6 -3.02%
Steris Corporation STE 2007-06-01 30.15 2007-08-01 27.59 -8.49%
Interactive Data Corp. IDC 2007-06-01 28.83 2007-08-01 27.84 -3.43%
UTi Worldwide Inc. UTIW 2007-06-01 27.78 2007-08-01 24.74 -10.94%
American States Water Company AWR 2007-05-24 35.25 2007-06-01 35.78 1.5%
Lance, Inc. LNCE 2007-04-02 19.86 2007-06-01 24.09 21.3%
Elizabeth Arden, Inc. RDEN 2007-04-02 21.89 2007-06-01 23.95 9.41%
NGAS Resources, Inc. NGAS 2007-04-02 6.8 2007-06-01 8.35 22.79%
NATCO Group Inc. NTG 2007-04-02 34.75 2007-06-01 44.6 28.35%
Adams Resources & Energy, Inc. AE 2007-04-02 38.79 2007-06-01 31.9 -17.76%
Berkshire Hills Bancorp, Inc. BHLB 2007-04-02 32.84 2007-06-01 32.32 -1.58%
Inter Parfums, Inc. IPAR 2007-04-02 20.45 2007-06-01 27.58 34.87%
Amerigon Incorporated ARGN 2007-04-02 12.33 2007-06-01 16.67 35.2%
K2 Inc. KTO 2007-04-02 12.31 2007-06-01 15.31 24.37%
Hartmarx Corporation HMX 2007-04-02 7.31 2007-06-01 6.66 -8.89%
Insituform Technologies, Inc. INSU 2007-04-02 20.18 2007-06-01 21.3 5.55%
Kadant Inc. KAI 2007-04-02 25.07 2007-06-01 30.8 22.86%
AAON, Inc. AAON 2007-04-02 17.18 2007-06-01 19.84 15.48%
NuCo2 Inc. NUCO 2007-04-02 25.28 2007-06-01 25.97 2.73%
NN, Inc. NNBR 2007-04-02 12.09 2007-06-01 12.5 3.39%
Dearborn Bancorp, Inc. DEAR 2007-04-02 17.86 2007-06-01 16.58 -7.17%
Nicholas Financial Inc. NICK 2007-04-02 11.14 2007-06-01 11.1 -0.36%
Consolidated Water Co. Ltd. CWCO 2007-04-02 23.76 2007-06-01 26.3 10.69%
Cascade Natural Gas Corporatio CGC 2007-04-02 26.04 2007-06-01 26.37 1.27%
Mesa Air Group, Inc. MESA 2007-04-02 7.5 2007-06-01 7.0 -6.67%
Premier Exhibitions, Inc. PRXI 2007-04-02 12.2 2007-06-01 13.56 11.15%
P.A.M. Transportation Services PTSI 2007-04-02 20.77 2007-06-01 18.64 -10.26%
Fundtech Ltd. FNDT 2007-04-02 14.16 2007-06-01 15.48 9.32%
Excel Technology, Inc. XLTC 2007-04-02 27.31 2007-06-01 27.14 -0.62%
CIBER, Inc. CBR 2007-04-02 7.94 2007-06-01 8.88 11.84%
Harris Interactive Inc. HPOL 2007-04-02 6.04 2007-06-01 5.54 -8.28%
eResearch Technology, Inc ERES 2007-04-02 8.15 2007-06-01 9.09 11.53%
Interstate Hotels & Resorts, I IHR 2007-04-02 5.83 2007-06-01 5.94 1.89%
NovaMed Inc. NOVA 2007-04-02 6.54 2007-06-01 6.67 1.99%
Hanger Orthopedic Group, Inc. HGR 2007-04-02 11.81 2007-06-01 11.79 -0.17%
Bradley Pharmaceuticals, Inc. BDY 2007-04-02 19.37 2007-06-01 22.26 14.92%
Myers Industries, Inc. MYE 2007-01-03 15.47 2007-06-01 22.13 43.05%
Green Mountain Power Corp GMP 2007-04-02 34.85 2007-05-24 34.94 0.26%
iBasis Inc. IBAS 2007-01-24 6.22 2007-04-02 7.38 18.65%
Exactech, Inc. EXAC 2007-01-03 14.29 2007-04-02 16.2 13.37%
MEDTOX Scientific, Inc. MTOX 2007-01-03 13.37 2007-04-02 18.46 38.07%
Metropolitan Health Networks, MDF 2007-01-03 3.13 2007-04-02 1.94 -38.02%
Deb Shops, Inc. DEBS 2007-01-03 25.81 2007-04-02 26.82 3.91%
Eagle Hospitality Properties T EHP 2007-01-03 8.95 2007-04-02 11.07 23.69%
American Software, Inc. AMSWA 2007-01-03 6.73 2007-04-02 8.03 19.32%
eCollege.com ECLG 2007-01-03 15.2 2007-04-02 18.57 22.17%
Gilat Satellite Networks Ltd. GILT 2007-01-03 8.91 2007-04-02 8.28 -7.07%
Knightsbridge Tankers Limited VLCCF 2007-01-03 21.58 2007-04-02 26.34 22.06%
Hawaiian Holdings, Inc. HA 2007-01-03 4.82 2007-04-02 3.14 -34.85%
Marten Transport, Ltd. MRTN 2007-01-03 17.49 2007-04-02 15.89 -9.15%
American States Water Company AWR 2007-01-03 37.66 2007-04-02 36.48 -3.13%
Middlesex Water Company MSEX 2007-01-03 18.24 2007-04-02 17.75 -2.69%
Calpine Corporation CPNLQ 2007-01-03 1.14 2007-04-02 2.03 78.07%
Delta Financial Corporation DFC 2007-01-03 9.95 2007-04-02 8.14 -18.19%
CoBiz, Inc. COBZ 2007-01-03 21.17 2007-04-02 19.5 -7.89%
Sun Hydraulics Corporation SNHY 2007-01-03 13.64 2007-04-02 17.87 31.01%
DXP Enterprises, Inc. DXPE 2007-01-03 35.5 2007-04-02 38.82 9.35%
Apogee Enterprises, Inc. APOG 2007-01-03 19.18 2007-04-02 19.67 2.55%
Axsys Technologies, Inc. AXYS 2007-01-03 17.66 2007-04-02 16.13 -8.66%
Marine Products Corp. MPX 2007-01-03 11.33 2007-04-02 9.29 -18.01%
Xerium Technologies, Inc. XRM 2007-01-03 9.42 2007-04-02 7.68 -18.47%
Boston Beer Company, Inc., The SAM 2007-01-03 36.16 2007-04-02 33.08 -8.52%
Topps Company, Inc., The TOPP 2007-01-03 9.42 2007-04-02 9.85 4.56%
Reliv International, Inc RELV 2007-01-03 8.59 2007-04-02 10.72 24.8%
Abraxas Petroleum Corp. ABP 2007-01-03 3.17 2007-04-02 3.16 -0.32%
Double Eagle Petroleum Co. DBLE 2007-01-03 23.12 2007-04-02 18.63 -19.42%
Genesis Energy, L.P. GEL 2007-01-03 18.87 2007-04-02 20.83 10.39%
Bryn Mawr Bank Corp. BMTC 2007-01-03 23.22 2007-04-02 22.89 -1.42%
Dynamic Materials Corporation BOOM 2007-01-03 26.79 2007-04-02 32.92 22.88%
Standard Motor Products, Inc. SMP 2006-10-02 11.68 2007-04-02 17.23 47.52%
Centracore Properties Trust CPV 2006-10-02 31.65 2007-01-24 32.58 2.94%
Star Gas Partners LP SGU 2006-10-11 2.43 2007-01-03 3.31 36.21%
Brush Engineered Material BW 2006-10-02 24.9 2007-01-03 35.31 41.81%
VAALCO Energy, Inc. EGY 2006-10-02 7.2 2007-01-03 6.58 -8.61%
Newpark Resources, Inc. NR 2006-10-02 5.12 2007-01-03 6.85 33.79%
MGP Ingredients, Inc. MGPI 2006-10-02 20.47 2007-01-03 22.42 9.53%
J&J Snack Foods Corp. JJSF 2006-10-02 31.22 2007-01-03 40.74 30.49%
B&G Foods, Inc. BGF 2006-10-02 17.41 2007-01-03 18.91 8.62%
Maidenform Brands, Inc. MFB 2006-10-02 19.39 2007-01-03 18.03 -7.01%
Capital Bank Corporation CBKN 2006-10-02 17.34 2007-01-03 17.4 0.35%
Hawk Corporation HWK 2006-10-02 13.04 2007-01-03 12.09 -7.29%
Met-Pro Corporation MPR 2006-10-02 9.53 2007-01-03 10.94 14.8%
Comfort Systems USA, Inc. FIX 2006-10-02 10.46 2007-01-03 12.54 19.89%
NN, Inc. NNBR 2006-10-02 11.8 2007-01-03 12.0 1.69%
Cutter & Buck Inc. CBUK 2006-10-02 9.33 2007-01-03 10.78 15.54%
Bank of Granite Corporation GRAN 2006-10-02 16.5 2007-01-03 18.45 11.82%
First Security Group, Inc. FSGI 2006-10-02 11.51 2007-01-03 11.68 1.48%
Unitil Corporation UTL 2006-10-02 24.26 2007-01-03 25.15 3.67%
EnergySouth, Inc. ENSI 2006-10-02 32.65 2007-01-03 40.49 24.01%
Consolidated Water Co. Ltd. CWCO 2006-10-02 26.75 2007-01-03 24.34 -9.01%
Patriot Transportation Holding PATR 2006-10-02 72.68 2007-01-03 90.99 25.19%
Arlington Tankers Limited ATB 2006-10-02 19.68 2007-01-03 21.41 8.79%
TheStreet.com, Inc. TSCM 2006-10-02 10.19 2007-01-03 8.58 -15.8%
Symmetricom, Inc. SYMM 2006-10-02 7.83 2007-01-03 9.3 18.77%
C-COR Incorporated CCBL 2006-10-02 9.04 2007-01-03 11.45 26.66%
U.S. Physical Therapy, Inc. USPH 2006-10-02 11.57 2007-01-03 12.06 4.24%
HealthTronics Inc. HTRN 2006-10-02 6.15 2007-01-03 6.57 6.83%
Meridian Bioscience, Inc. VIVO 2006-10-02 14.64 2007-01-03 16.22 10.79%
AFC Enterprises, Inc. AFCE 2006-10-02 14.48 2007-01-03 17.32 19.61%
Interstate Hotels & Resorts, I IHR 2006-10-02 10.14 2007-01-03 7.41 -26.92%
Schweitzer-Mauduit Internation SWM 2006-07-03 20.89 2007-01-03 25.38 21.49%
Excel Maritime Carriers EXM 2006-07-03 10.37 2007-01-03 14.6 40.79%
Chaparral Resources, Inc. CHAR 2006-10-02 5.77 2006-10-11 5.8 0.52%
K2 Inc. KTO 2006-07-03 10.78 2006-10-02 11.73 8.81%
Reliv International, Inc RELV 2006-07-03 9.61 2006-10-02 8.82 -8.22%
Landec Corporation LNDC 2006-07-03 9.3 2006-10-02 10.62 14.19%
Seitel, Inc. SELA 2006-07-03 3.57 2006-10-02 3.58 0.28%
Meridian Resource Corp. TMR 2006-07-03 3.51 2006-10-02 3.0 -14.53%
Helen of Troy Limited HELE 2006-07-03 18.48 2006-10-02 18.02 -2.49%
Cybex International, Inc. CYBI 2006-07-03 6.54 2006-10-02 6.72 2.75%
Prospect Energy Corporation PSEC 2006-07-03 14.73 2006-10-02 14.29 -2.99%
Matrix Service Company MTRX 2006-07-03 11.53 2006-10-02 13.35 15.78%
ARGON ST, Inc. STST 2006-07-03 26.58 2006-10-02 23.66 -10.99%
Robbins & Myers, Inc. RBN 2006-07-03 25.98 2006-10-02 30.36 16.86%
Great Northern Iron Ore GNI 2006-07-03 99.04 2006-10-02 93.95 -5.14%
Balchem Corporation BCPC 2006-07-03 15.28 2006-10-02 12.83 -16.03%
Boston Beer Company, Inc., The SAM 2006-07-03 28.98 2006-10-02 31.29 7.97%
Harvest Natural Resources, Inc HNR 2006-07-03 13.68 2006-10-02 10.12 -26.02%
Bank of the Ozarks OZRK 2006-07-03 32.48 2006-10-02 32.68 0.62%
First Defiance Financial FDEF 2006-07-03 24.45 2006-10-02 27.03 10.55%
Cascade Natural Gas Corporatio CGC 2006-07-03 20.38 2006-10-02 25.17 23.5%
SEMCO Energy, Inc. SEN 2006-07-03 5.66 2006-10-02 5.6 -1.06%
Chesapeake Utilities CPK 2006-07-03 28.78 2006-10-02 29.09 1.08%
P.A.M. Transportation Services PTSI 2006-07-03 30.25 2006-10-02 24.43 -19.24%
Celadon Group, Inc. CLDN 2006-07-03 22.41 2006-10-02 16.35 -27.04%
NIC Inc. EGOV 2006-07-03 5.64 2006-10-02 4.47 -20.74%
Ansoft Corporation ANST 2006-07-03 20.86 2006-10-02 24.45 17.21%
Agilysys, Inc. AGYS 2006-07-03 17.33 2006-10-02 13.73 -20.77%
Stewart Enterprises, Inc. STEI 2006-07-03 5.61 2006-10-02 5.71 1.78%
Sands Regent, The SNDS 2006-07-03 14.47 2006-10-02 14.75 1.94%
Microtek Medical Holdings MTMD 2006-07-03 3.81 2006-10-02 3.47 -8.92%
Luby's, Inc. LUB 2006-07-03 10.59 2006-10-02 9.9 -6.52%
Cholestech Corporation CTEC 2006-07-03 12.8 2006-10-02 12.32 -3.75%
First Financial Service Corp. FFKY 2006-07-03 24.41 2006-10-02 27.0 10.61%
Young Innovations, Inc. YDNT 2006-07-03 34.46 2006-10-02 35.11 1.89%

*Notes:
Prior to June 2007, the portfolio was re-balanced quarterly – and not monthly – and could hold up to 34 Small Cap stocks.

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