Small Cap Portfolio History

The Small Cap portfolio is comprised of mechanically generated, high-quality stocks designed to outperform the S&P 600 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 Small 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
AMCON Distributing Co. DIT 2012-01-03 66.40 - - 0.83%
Almost Family, Inc. AFAM 2012-01-03 16.64 - - 21.88%
StealthGas Inc. GASS 2011-12-05 3.88 - - 11.08%
Signature Group Holdings, Inc. SGGH 2011-12-05 0.29 - - 13.79%
L&L Energy, Inc. LLEN 2011-12-05 3.14 - - 2.55%
Hooker Furniture Corporation HOFT 2011-12-05 9.40 - - 36.17%
Handy and Harman Ltd HNH 2011-12-05 11.76 - - 9.95%
Consolidated Water Co. Ltd. CWCO 2011-10-03 7.54 - - 8.49%
American Dairy, Inc ADY 2011-09-01 5.96 - - -40.27%
TGC Industries, Inc. TGE 2011-09-01 6.27 - - 22.81%
EasyLink Services Internationa ESIC 2011-05-02 4.17 - - 6.24%

Closed Positions

Company Name Ticker Buy Date Buy Price Sell Date Sell Price Profit / Loss
IMPAC Mortgage Holdings, Inc IMH 2011-12-05 1.99 2012-01-03 2.07 4.02%
Skilled Healthcare Group, Inc. SKH 2011-11-01 3.67 2012-01-03 5.45 48.5%
China Valves Technology, Inc. CVVT 2011-10-03 2.12 2011-12-05 2.67 25.94%
Johnson Outdoors Inc. JOUT 2011-09-01 15.7 2011-12-05 16.2 3.18%
Universal Insurance Holdings, UVE 2011-09-01 4.05 2011-12-05 3.56 -12.1%
Constellation Energy Partners CEP 2011-09-01 3.03 2011-12-05 2.23 -26.4%
Dex One Corporation DEXO 2011-06-06 2.1 2011-12-05 1.6 -23.81%
Conrad Industries Inc CNRD 2011-06-06 13.15 2011-12-05 14.51 10.34%
Acura Pharmaceuticals, Inc. ACUR 2011-09-01 2.95 2011-11-01 4.15 40.68%
NN, Inc. NNBR 2011-09-01 7.38 2011-10-03 4.71 -36.18%
Delta Natural Gas Co Inc DGAS 2011-06-06 30.98 2011-10-03 31.39 1.32%
Gulf Resources, Inc. GURE 2011-08-02 3.42 2011-09-01 1.86 -45.61%
Standard Register Company, The SR 2011-07-05 3.08 2011-09-01 2.72 -11.69%
Michael Baker Corporation BKR 2011-07-05 21.21 2011-09-01 22.22 4.76%
Pulaski Financial Corp. PULB 2011-07-05 7.27 2011-09-01 6.43 -11.55%
Exceed Co Ltd EDS 2011-06-06 5.73 2011-09-01 4.09 -28.62%
RTI Biologics Inc. RTIX 2011-05-02 2.76 2011-09-01 3.32 20.29%
CE Franklin Ltd. (USA) CFK 2011-05-02 9.85 2011-09-01 8.2 -16.75%
Pope Resources L.P. POPE 2011-05-02 44.61 2011-08-02 46.11 3.36%
Elbit Imaging Ltd EMITF 2011-06-06 7.12 2011-07-05 6.71 -5.76%
HQ Sustainable Maritime Indust HQS 2011-06-06 2.78 2011-07-05 2.78 0%
Signature Group Holdings, Inc. SGGH 2011-05-02 0.71 2011-07-05 0.7 -1.41%
Hardinge Inc. HDNG 2011-05-02 12.56 2011-06-06 10.14 -19.27%
R.G. Barry Corp. DFZ 2011-05-02 11.88 2011-06-06 10.74 -9.6%
Lifetime Brands, Inc. LCUT 2011-05-02 15.47 2011-06-06 11.11 -28.18%
Trans World Entertainment Corp TWMC 2011-05-02 1.64 2011-06-06 1.95 18.9%
Pennichuck Corporation PNNW 2011-05-02 28.19 2011-06-06 28.35 0.57%
Horizon Lines, Inc. HRZ 2011-01-03 4.46 2011-06-06 1.14 -74.44%
Force Protection, Inc. FRPT 2011-04-01 4.93 2011-05-02 4.5 -8.72%
Peet's Coffee & Tea, Inc. PEET 2011-04-01 47.93 2011-05-02 46.42 -3.15%
Flagstone Reinsurance Holdings FSR 2011-04-01 9.11 2011-05-02 8.29 -9%
Skilled Healthcare Group, Inc. SKH 2011-04-01 14.15 2011-05-02 12.34 -12.79%
Crosstex Energy, Inc. XTXI 2011-04-01 9.94 2011-05-02 10.65 7.14%
Libbey Inc. LBY 2011-03-01 16.82 2011-05-02 16.52 -1.78%
School Specialty, Inc. SCHS 2011-01-03 14.14 2011-05-02 14.48 2.4%
Fushi Copperweld, Inc. FSIN 2010-12-01 8.93 2011-05-02 8.34 -6.61%
PetroQuest Energy, Inc. PQ 2010-12-01 7.21 2011-05-02 9.02 25.1%
M & F Worldwide Corp. MFW 2010-12-01 23.84 2011-05-02 24.46 2.6%
Ducommun Incorporated DCO 2011-03-01 22.16 2011-04-01 24.06 8.57%
Consolidated Water Co. Ltd. CWCO 2011-03-01 10.49 2011-04-01 10.78 2.76%
Coca-Cola Bottling Co. Consoli COKE 2011-01-03 56.69 2011-04-01 66.79 17.82%
Universal Insurance Holdings, UVE 2010-10-01 4.32 2011-04-01 5.5 27.31%
Five Star Quality Care, Inc. FVE 2010-09-01 4.45 2011-04-01 8.42 89.21%
Atlas Pipeline Holdings, L.P. AHD 2011-01-03 15.1 2011-03-01 16.83 11.46%
Select Comfort Corp. SCSS 2010-12-01 8.96 2011-03-01 10.74 19.87%
Great Lakes Dredge & Dock Corp GLDD 2010-09-01 5.19 2011-03-01 7.66 47.59%
Tsakos Energy Navigation Ltd. TNP 2010-12-01 10.04 2011-01-03 10.07 0.3%
Ennis, Inc. EBF 2010-10-01 18.29 2011-01-03 17.43 -4.7%
Photronics, Inc. PLAB 2010-10-01 5.32 2011-01-03 5.97 12.22%
Crosstex Energy, Inc. XTXI 2010-09-01 7.75 2011-01-03 9.08 17.16%
Furniture Brands International FBN 2010-11-02 5.17 2010-12-01 4.57 -11.61%
Kindred Healthcare, Inc. KND 2010-11-02 14.7 2010-12-01 16.63 13.13%
Greenbrier Companies, The GBX 2010-10-01 16.03 2010-12-01 19.41 21.09%
TPC Group, Inc. TPCG 2010-10-01 24.0 2010-12-01 27.89 16.21%
Toreador Resources Corporation TRGL 2010-10-01 12.24 2010-12-01 15.8 29.08%
McClatchy Company, The MNI 2010-10-01 3.86 2010-11-02 2.87 -25.65%
Callaway Golf Company ELY 2010-08-02 7.1 2010-11-02 7.04 -0.85%
Asta Funding, Inc. ASFI 2010-09-01 8.2 2010-10-01 7.64 -6.83%
American Dairy, Inc ADY 2010-09-01 7.96 2010-10-01 10.04 26.13%
VirnetX Holding Corporation VHC 2010-09-01 7.73 2010-10-01 15.05 94.7%
Republic Airways Holdings Inc. RJET 2010-09-01 7.53 2010-10-01 8.4 11.55%
Jackson Hewitt Tax Service Inc JTX 2010-08-02 1.13 2010-10-01 1.0 -11.5%
PetroQuest Energy, Inc. PQ 2010-07-01 6.65 2010-10-01 6.06 -8.87%
Buckeye Technologies Inc. BKI 2010-06-16 12.51 2010-10-01 14.78 18.15%
Beazer Homes USA, Inc. BZH 2010-08-02 4.44 2010-09-01 3.79 -14.64%
Dynegy Inc. DYN 2010-08-02 3.69 2010-09-01 5.05 36.86%
iShares S&P Global Financials IXG 2010-07-01 39.13 2010-09-01 42.62 8.92%
Calavo Growers, Inc. CVGW 2010-07-01 18.95 2010-09-01 19.14 1%
Sun Healthcare Group, Inc. SUNH 2010-06-01 9.06 2010-09-01 8.24 -9.05%
Audiovox Corporation VOXX 2010-06-01 8.06 2010-09-01 6.77 -16%
Air Transport Services Group I ATSG 2010-06-01 5.42 2010-09-01 4.89 -9.78%
Sonic Automotive, Inc. SAH 2010-07-01 8.56 2010-08-02 9.93 16%
Insteel Industries, Inc. IIIN 2010-06-01 12.27 2010-08-02 9.28 -24.37%
Imation Corp. IMN 2010-05-03 11.1 2010-08-02 9.51 -14.32%
Unitil Corporation UTL 2010-04-01 22.47 2010-08-02 21.47 -4.45%
Zale Corporation ZLC 2010-06-01 2.65 2010-07-01 1.57 -40.75%
Blyth, Inc. BTH 2010-06-01 46.82 2010-07-01 34.21 -26.93%
SinoCoking Coal and Coke Chem SCOK 2010-05-03 21.86 2010-07-01 11.81 -45.97%
Penson Worldwide, Inc. PNSN 2010-05-03 9.43 2010-07-01 5.6 -40.62%
Bway Holding Company BWY 2010-06-01 19.93 2010-06-16 20.0 0.35%
Bon-Ton Stores, Inc., The BONT 2010-05-03 17.78 2010-06-01 12.44 -30.03%
TPC Group, Inc. TPCG 2010-05-03 13.9 2010-06-01 17.85 28.42%
Pacer International, Inc. PACR 2010-05-03 6.95 2010-06-01 7.83 12.66%
Quidel Corporation QDEL 2010-04-01 14.43 2010-06-01 11.16 -22.66%
Alliance One International, In AOI 2010-04-01 5.2 2010-06-01 4.04 -22.31%
M/I Homes, Inc. MHO 2010-04-01 14.65 2010-06-01 11.01 -24.85%
CIBER, Inc. CBR 2009-12-01 3.18 2010-06-01 2.82 -11.32%
Cardtronics, Inc. CATM 2010-03-03 10.02 2010-05-03 14.16 41.32%
Horizon Lines, Inc. HRZ 2010-03-01 4.17 2010-05-03 5.72 37.17%
Tuesday Morning Corporation TUES 2010-03-01 6.35 2010-05-03 6.02 -5.2%
Sealy Corporation ZZ 2010-03-01 3.64 2010-05-03 3.89 6.87%
Boise Inc. BZ 2009-12-01 5.11 2010-05-03 7.12 39.33%
PetroQuest Energy, Inc. PQ 2009-09-01 4.02 2010-05-03 6.13 52.49%
Gibraltar Industries, Inc. ROCK 2010-03-01 13.01 2010-04-01 12.99 -0.15%
QLT Inc. (USA) QLTI 2010-01-04 4.98 2010-04-01 5.25 5.42%
Exterran Partners, L.P. EXLP 2009-12-01 19.27 2010-04-01 22.01 14.22%
Reddy Ice Holdings, Inc FRZ 2009-11-02 3.69 2010-04-01 4.59 24.39%
iShares S&P Global Financials IXG 2010-03-01 43.91 2010-03-03 44.53 1.41%
Beazer Homes USA, Inc. BZH 2010-01-04 5.26 2010-03-01 4.23 -19.58%
Rush Enterprises, Inc. RUSHA 2010-01-04 12.42 2010-03-01 10.96 -11.76%
Hawaiian Holdings, Inc. HA 2010-01-04 7.1 2010-03-01 8.09 13.94%
DineEquity, Inc. DIN 2009-11-02 20.76 2010-03-01 29.32 41.23%
Doral Financial Corp. DRL 2009-11-02 2.63 2010-03-01 3.61 37.26%
NCI Building Systems, Inc. NCS 2009-11-02 1.9 2010-01-04 2.04 7.37%
Quiksilver, Inc. ZQK 2009-11-02 1.97 2010-01-04 2.24 13.71%
Pinnacle Airlines Corp. PNCL 2009-09-01 6.3 2010-01-04 7.03 11.59%
Kendle International Inc. KNDL 2009-09-01 13.42 2010-01-04 18.85 40.46%
Kimball International KBALB 2009-11-02 7.97 2009-12-01 8.15 2.26%
Buckeye Technologies Inc. BKI 2009-10-01 10.54 2009-12-01 9.75 -7.5%
A-Power Energy Generation Syst APWR 2009-09-01 8.0 2009-12-01 16.16 102%
West Marine, Inc. WMAR 2009-10-01 7.55 2009-11-02 7.82 3.58%
Southwest Bancorp, Inc. OKSB 2009-10-01 13.21 2009-11-02 9.63 -27.1%
Ennis, Inc. EBF 2009-10-01 16.02 2009-11-02 14.58 -8.99%
Lithia Motors, Inc. LAD 2009-09-01 12.45 2009-11-02 8.16 -34.46%
Quantum Corporation QTM 2009-09-01 1.16 2009-11-02 1.79 54.31%
GenCorp Inc. GY 2009-08-03 2.71 2009-11-02 7.27 168.27%
Pilgrim's Pride Corporation PGPDQ 2009-09-01 4.9 2009-10-01 6.6 34.69%
Boise Inc. BZ 2009-09-01 4.16 2009-10-01 5.12 23.08%
Doral Financial Corp. DRL 2009-09-01 3.0 2009-10-01 3.42 14%
Jackson Hewitt Tax Service Inc JTX 2009-08-03 6.16 2009-10-01 4.76 -22.73%
XOMA Limited XOMA 2009-08-03 0.93 2009-09-01 0.86 -7.53%
China North East Petroleum Hld NEP 2009-08-03 5.76 2009-09-01 4.66 -19.1%
Innospec Inc. IOSP 2009-08-03 12.81 2009-09-01 13.39 4.53%
La-Z-Boy Incorporated LZB 2009-08-03 7.08 2009-09-01 8.2 15.82%
Alliance One International, In AOI 2009-08-03 4.06 2009-09-01 3.9 -3.94%
Republic Airways Holdings Inc. RJET 2009-06-01 5.93 2009-09-01 8.63 45.53%
Universal Insurance Holdings, UVE 2009-06-01 5.09 2009-09-01 4.78 -6.09%
Monotype Imaging Holdings Inc. TYPE 2009-06-01 5.62 2009-09-01 8.45 50.36%
Chesapeake Utilities CPK 2009-06-01 32.59 2009-09-01 30.4 -6.72%
Sonic Automotive, Inc. SAH 2009-07-01 10.16 2009-08-03 13.99 37.7%
Bolt Technology Corp. BOLT 2009-06-15 12.5 2009-08-03 11.72 -6.24%
AEP Industries AEPI 2009-06-01 27.0 2009-08-03 33.43 23.81%
Blyth, Inc. BTH 2009-06-01 35.66 2009-08-03 43.89 23.08%
Angiotech Pharmaceuticals, Inc ANPI 2009-06-01 1.72 2009-08-03 1.68 -2.33%
Apogee Enterprises, Inc. APOG 2009-05-04 13.48 2009-08-03 14.91 10.61%
Sealy Corporation ZZ 2009-05-04 4.5 2009-08-03 2.45 -45.56%
Borders Group, Inc. BGP 2009-06-01 3.13 2009-07-01 3.65 16.61%
China North East Petroleum Hld CNEH 2009-06-01 4.62 2009-06-15 5.29 14.5%
Hawaiian Holdings, Inc. HA 2009-05-04 5.47 2009-06-01 5.4 -1.28%
Jinpan International Limited JST 2009-05-04 20.84 2009-06-01 31.22 49.81%
Exterran Partners, L.P. EXLP 2009-05-04 13.59 2009-06-01 13.73 1.03%
HORSEHEAD HOLDING CORP. ZINC 2009-05-04 7.99 2009-06-01 7.77 -2.75%
Parker Drilling Company PKD 2009-04-01 1.91 2009-06-01 5.3 177.49%
Advance America, Cash Advance AEA 2009-04-01 1.72 2009-06-01 4.64 169.77%
Impax Laboratories, Inc. IPXL 2009-04-01 5.27 2009-06-01 6.74 27.89%
Isle of Capri Casinos ISLE 2009-04-01 6.24 2009-06-01 13.42 115.06%
Elizabeth Arden, Inc. RDEN 2009-03-03 4.45 2009-06-01 7.38 65.84%
CIBER, Inc. CBR 2009-04-01 2.83 2009-05-04 3.31 16.96%
Unitil Corporation UTL 2009-04-01 19.87 2009-05-04 22.2 11.73%
Spartan Motors, Inc. SPAR 2009-04-01 4.1 2009-05-04 8.74 113.17%
Interline Brands, Inc. IBI 2009-04-01 8.43 2009-05-04 14.73 74.73%
Olympic Steel, Inc. ZEUS 2009-04-01 16.17 2009-05-04 21.57 33.4%
Capital Product Partners L.P. CPLP 2009-03-03 5.76 2009-05-04 9.96 72.92%
Noven Pharmaceuticals, Inc. NOVN 2009-03-03 9.26 2009-04-01 10.12 9.29%
Callon Petroleum Company CPE 2009-03-03 1.07 2009-04-01 1.07 0%
Metalico, Inc. MEA 2009-03-03 1.79 2009-04-01 1.81 1.12%
Interface, Inc. IFSIA 2009-02-02 4.08 2009-04-01 3.06 -25%
NGP Capital Resources Company NGPC 2009-02-02 8.38 2009-04-01 5.2 -37.95%
Central Vermont Public Service CV 2009-01-02 23.98 2009-04-01 17.37 -27.56%
School Specialty, Inc. SCHS 2009-01-02 19.78 2009-04-01 17.9 -9.5%
Anthracite Capital Inc. AHR 2009-01-02 2.49 2009-04-01 0.37 -85.14%
Apogee Enterprises, Inc. APOG 2008-12-01 6.06 2009-04-01 11.1 83.17%
Maxygen, Inc. MAXY 2009-02-02 8.5 2009-03-03 6.96 -18.12%
Stone Energy Corporation SGY 2009-02-02 8.2 2009-03-03 3.38 -58.78%
Andersons, Inc., The ANDE 2009-02-02 17.29 2009-03-03 11.41 -34.01%
General Maritime Corporation GMR 2009-02-02 10.57 2009-03-03 8.13 -23.08%
NOVA Chemicals Corporation (US NCX 2009-01-02 5.07 2009-03-03 5.56 9.66%
Federal-Mogul Corporation FDML 2009-01-02 5.27 2009-02-02 5.92 12.33%
Pioneer Southwest Energy Partn PSE 2009-01-02 14.3 2009-02-02 15.5 8.39%
Saia Inc. SAIA 2008-12-01 8.47 2009-02-02 11.27 33.06%
Central Pacific Financial Corp CPF 2008-12-01 10.26 2009-02-02 7.07 -31.09%
Alliance Imaging, Inc. AIQ 2008-11-03 8.18 2009-02-02 9.23 12.84%
Ennis, Inc. EBF 2008-08-01 15.87 2009-02-02 11.71 -26.21%
Crosstex Energy, Inc. XTXI 2008-12-01 3.27 2009-01-02 3.89 18.96%
Energy Partners, Ltd. EPL 2008-12-01 2.76 2009-01-02 1.72 -37.68%
Oxford Industries, Inc. OXM 2008-12-01 5.47 2009-01-02 9.07 65.81%
A. Schulman, Inc. SHLM 2008-09-02 23.84 2009-01-02 17.13 -28.15%
McClatchy Company, The MNI 2008-09-02 3.18 2009-01-02 1.09 -65.72%
Epicor Software Corporation EPIC 2008-09-02 8.48 2009-01-02 4.8 -43.4%
Chesapeake Utilities CPK 2008-11-03 30.85 2008-12-01 27.47 -10.96%
ArvinMeritor, Inc. ARM 2008-11-03 5.54 2008-12-01 3.2 -42.24%
VAALCO Energy, Inc. EGY 2008-10-01 6.62 2008-12-01 6.84 3.32%
Greenbrier Companies, The GBX 2008-09-02 18.95 2008-12-01 6.05 -68.07%
BGC Partners, Inc. BGCP 2008-09-02 6.16 2008-12-01 3.13 -49.19%
Gibraltar Industries, Inc. ROCK 2008-08-01 15.31 2008-12-01 10.47 -31.61%
SJW Corp. SJW 2008-10-01 29.13 2008-11-03 28.6 -1.82%
American Oriental Bioengineeri AOB 2008-09-02 8.25 2008-11-03 6.24 -24.36%
Rush Enterprises, Inc. RUSHA 2008-09-02 13.0 2008-11-03 9.42 -27.54%
EnergySouth, Inc. ENSI 2008-09-02 61.1 2008-10-01 61.5 0.65%
Bolt Technology Corp. BOLT 2008-07-01 22.28 2008-10-01 13.99 -37.21%
Brightpoint, Inc. CELL 2008-08-01 6.95 2008-09-02 8.48 22.01%
Furniture Brands International FBN 2008-08-01 11.76 2008-09-02 9.18 -21.94%
Genesco Inc. GCO 2008-07-01 30.28 2008-09-02 37.02 22.26%
Innospec Inc. IOSP 2008-06-02 24.62 2008-09-02 15.31 -37.81%
Omega Navigation Enterprises, ONAV 2008-06-02 19.88 2008-09-02 15.33 -22.89%
CH Energy Group, Inc. CHG 2008-06-02 37.31 2008-09-02 39.85 6.81%
CompuCredit Corporation CCRT 2008-04-01 8.75 2008-09-02 5.17 -40.91%
Par Pharmaceutical Companies, PRX 2008-04-01 17.91 2008-09-02 14.4 -19.6%
Tecumseh Products Company TECUA 2008-06-02 36.27 2008-08-01 31.42 -13.37%
SMART Modular Technologies (WW SMOD 2008-05-01 6.12 2008-08-01 3.84 -37.25%
Helen of Troy Limited HELE 2008-02-01 17.37 2008-08-01 20.58 18.48%
Alliance One International, In AOI 2008-01-02 3.92 2008-08-01 4.48 14.29%
UTStarcom, Inc. UTSI 2008-06-02 4.86 2008-07-01 5.59 15.02%
North American Energy Partners NOA 2008-05-01 15.84 2008-07-01 20.71 30.74%
Central Vermont Public Service CV 2008-05-01 23.59 2008-06-02 20.28 -14.03%
Air T Inc AIRT 2008-05-01 9.48 2008-06-02 9.04 -4.64%
R.H. Donnelley Corporation RHD 2008-04-01 5.46 2008-06-02 5.35 -2.01%
A.M. Castle & Co. CAS 2008-03-03 22.82 2008-06-02 32.03 40.36%
Comfort Systems USA, Inc. FIX 2007-09-04 14.86 2008-06-02 13.03 -12.31%
Wabtec Corporation WAB 2008-04-01 39.05 2008-05-01 43.28 10.83%
Global Industries, Ltd. GLBL 2008-04-01 16.18 2008-05-01 15.86 -1.98%
GSI Commerce, Inc. GSIC 2008-04-01 13.62 2008-05-01 14.17 4.04%
Chesapeake Utilities CPK 2008-04-01 30.43 2008-05-01 29.35 -3.55%
Credence Systems Corp. CMOS 2008-03-03 1.35 2008-04-01 1.78 31.85%
Consolidated Water Co. Ltd. CWCO 2008-03-03 20.58 2008-04-01 23.15 12.49%
Centerline Holding Company CHC 2008-02-01 6.13 2008-04-01 4.21 -31.32%
Six Flags, Inc. SIX 2008-02-01 1.99 2008-04-01 1.81 -9.05%
Pacer International, Inc. PACR 2008-01-02 14.36 2008-04-01 17.49 21.8%
VIVUS, Inc. VVUS 2007-12-03 5.64 2008-04-01 6.17 9.4%
Newpark Resources, Inc. NR 2007-09-04 5.8 2008-04-01 5.1 -12.07%
Universal Forest Products, Inc UFPI 2008-02-01 37.35 2008-03-03 28.16 -24.61%
Intevac, Inc. IVAC 2008-02-01 11.44 2008-03-03 11.84 3.5%
Central Vermont Public Service CV 2007-12-03 26.41 2008-03-03 24.38 -7.69%
Fremont General Corporation FMT 2007-12-03 2.32 2008-02-01 3.64 56.9%
School Specialty, Inc. SCHS 2007-12-03 35.46 2008-02-01 33.47 -5.61%
Amerigon Incorporated ARGN 2007-11-01 18.71 2008-02-01 17.87 -4.49%
Alaska Communications Systems ALSK 2007-11-01 15.05 2008-02-01 14.0 -6.98%
Buckeye Technologies Inc. BKI 2007-06-01 14.46 2008-02-01 13.54 -6.36%
Diamond Foods, Inc. DMND 2007-12-03 20.2 2008-01-02 21.23 5.1%
Mesa Air Group, Inc. MESA 2007-11-01 4.71 2008-01-02 3.0 -36.31%
Raven Industries, Inc. RAVN 2007-10-01 40.7 2007-12-03 33.13 -18.6%
Vital Signs, Inc. VITL 2007-10-01 54.84 2007-12-03 52.82 -3.68%
FPIC Insurance Group, Inc. FPIC 2007-09-04 40.53 2007-12-03 40.63 0.25%
Lance, Inc. LNCE 2007-08-01 24.88 2007-12-03 20.4 -18.01%
Laclede Group, Inc., The LG 2007-06-01 30.32 2007-12-03 34.13 12.57%
Aftermarket Technology Corp. ATAC 2007-09-04 30.0 2007-11-01 32.38 7.93%
LSI Industries, Inc. LYTS 2007-09-04 20.76 2007-11-01 17.65 -14.98%
Air Methods Corporation AIRM 2007-09-04 39.99 2007-11-01 52.94 32.38%
Ultimate Software Group, Inc., ULTI 2007-09-04 31.39 2007-10-01 35.76 13.92%
Res-Care, Inc. RSCR 2007-06-01 20.91 2007-10-01 23.13 10.62%
Stratasys, Inc. SSYS 2007-08-01 23.2 2007-09-04 26.84 15.69%
American Physicians Capital, I ACAP 2007-08-01 38.0 2007-09-04 39.41 3.71%
EDO Corporation EDO 2007-08-01 33.68 2007-09-04 45.2 34.2%
Rush Enterprises, Inc. RUSHA 2007-06-01 16.63 2007-09-04 17.26 3.79%
PetroQuest Energy, Inc. PQ 2007-06-01 14.52 2007-09-04 11.44 -21.21%
Nash-Finch Company NAFC 2007-06-01 47.21 2007-09-04 37.4 -20.78%
Excel Maritime Carriers EXM 2007-06-01 23.74 2007-09-04 43.71 84.12%
Darling International Inc. DAR 2007-06-01 9.2 2007-08-01 8.27 -10.11%
Navigators Group, Inc, The NAVG 2007-06-01 49.97 2007-08-01 53.68 7.42%
Concur Technologies, Inc. CNQR 2007-06-01 19.9 2007-08-01 24.28 22.01%
Apogee Enterprises, Inc. APOG 2007-06-01 25.55 2007-08-01 26.52 3.8%
Asia Pacific Wire & Cable AWRCF 2007-04-02 3.75 2007-06-01 3.4 -9.33%
Advocat Inc AVCA 2007-04-02 12.25 2007-06-01 12.54 2.37%
Graham Corp GHM 2007-04-02 16.16 2007-06-01 17.48 8.17%
American Homepatient Inc AHOM 2007-04-02 2.7 2007-06-01 2.59 -4.07%
Acme United Corp ACU 2007-04-02 14.19 2007-06-01 14.54 2.47%
Bio-Imaging Technologies Inc BITI 2007-04-02 6.24 2007-06-01 7.01 12.34%
Basic Earth Science SYS Inc BSIC 2007-04-02 1.62 2007-06-01 1.44 -11.11%
China Natural Resources Inc CHNR 2007-04-02 7.55 2007-06-01 7.2 -4.64%
Computer Horizons Corp CHRZ 2007-04-02 0.74 2007-06-01 0.7 -5.41%
Central Natural Resources Inc CTNR 2007-04-02 32.77 2007-06-01 37.76 15.23%
EMAK Worldwide Inc EMAK 2007-04-02 5.06 2007-06-01 2.87 -43.28%
Global Entertainment Corp GEE 2007-04-02 5.01 2007-06-01 4.9 -2.2%
Jaclyn Inc JLN 2007-04-02 11.19 2007-06-01 8.96 -19.93%
Coffee Holding Co Inc JVA 2007-04-02 3.9 2007-06-01 3.95 1.28%
Emerson Radio Corp MSN 2007-04-02 3.18 2007-06-01 3.24 1.89%
Tandy Brands Accessories Inc TBAC 2007-04-02 12.9 2007-06-01 12.31 -4.57%
Ziegler Cos Inc/The ZGCO 2007-04-02 30.0 2007-06-01 31.25 4.17%
US 1 Industries Inc USOO 2007-04-02 1.87 2007-06-01 1.41 -24.6%
Target Logistics Inc TLG 2007-04-02 2.47 2007-06-01 2.03 -17.81%
Security National Financial Corp SNFCA 2007-04-02 4.95 2007-06-01 5.88 18.79%
RedEnvelope Inc REDE 2007-04-02 8.0 2007-06-01 6.94 -13.25%
QEP Co Inc QEPC 2007-04-02 6.29 2007-06-01 6.48 3.02%
Pioneer Oil & Gas POGS 2007-01-03 1.5 2007-06-01 1.93 28.67%
Five Star Products Inc FSPX 2007-01-03 0.34 2007-06-01 0.66 94.12%
Conrad Industries Inc CNRD 2007-01-03 6.24 2007-06-01 13.0 108.33%
Big Rock Brewery Income Trust BRBMF 2007-01-03 11.7 2007-06-01 17.04 45.64%
Armstrong Holdings Inc ACKH 2007-01-03 0.32 2007-06-01 0.64 100%
ePlus Inc PLUS 2006-10-02 10.46 2007-06-01 9.77 -6.6%
TMSF Holdings Inc TMFZ 2006-10-02 1.2 2007-06-01 0.45 -62.5%
Paul Mueller Co MUEL 2006-07-03 33.41 2007-06-01 57.83 73.09%
En Pointe Technologies Inc ENPT 2007-01-03 4.56 2007-04-02 3.33 -26.97%
Encorium Group Inc ENCO 2007-01-03 5.15 2007-04-02 3.51 -31.84%
Communicate.com Inc CMNN 2007-01-03 1.34 2007-04-02 1.08 -19.4%
Comdisco Holding Co Inc CDCO 2007-01-03 11.4 2007-04-02 12.5 9.65%
BIW Ltd BIW 2007-01-03 15.32 2007-04-02 16.77 9.46%
American Shared Hospital Services AMS 2007-01-03 6.57 2007-04-02 5.83 -11.26%
Redhook ALE Brewery Inc HOOK 2007-01-03 5.0 2007-04-02 7.3 46%
MC Shipping Inc MCX 2007-01-03 9.12 2007-04-02 10.24 12.28%
MicroFinancial Inc MFI 2007-01-03 3.77 2007-04-02 5.09 35.01%
US Home Systems Inc USHS 2007-01-03 11.81 2007-04-02 12.69 7.45%
Superior Uniform Group Inc SGC 2007-01-03 12.16 2007-04-02 12.48 2.63%
Remec Inc REMC 2007-01-03 1.35 2007-04-02 1.52 12.59%
Pioneer Railcorp PRRR 2007-01-03 3.51 2007-04-02 3.82 8.83%
Sterling Chemicals Inc SCHI 2007-01-03 12.75 2007-04-02 10.98 -13.88%
Natural Alternatives International Inc NAII 2007-01-03 8.83 2007-04-02 8.11 -8.15%
Meadow Valley Corp MVCO 2007-01-03 10.31 2007-04-02 13.2 28.03%
Vermont Pure Holdings Ltd VPS 2007-01-03 1.54 2007-04-02 1.9 23.38%
Constar International Inc CNST 2006-10-02 5.99 2007-04-02 8.78 46.58%
Coast Distribution System/CA CRV 2006-10-02 8.94 2007-04-02 7.57 -15.32%
Florida Public Utilities Co FPU 2006-10-02 13.28 2007-04-02 12.3 -7.38%
Magellan Petroleum Corp MPET 2006-10-02 1.31 2007-04-02 1.38 5.34%
P&F Industries PFIN 2006-10-02 10.1 2007-04-02 11.99 18.71%
TeamStaff Inc TSTF 2006-10-02 1.31 2007-04-02 1.18 -9.92%
Commerce Energy Group Inc EGR 2006-10-02 1.37 2007-01-03 1.46 6.57%
Overhill Farms Inc OFI 2006-10-02 3.16 2007-01-03 2.92 -7.59%
Tasty Baking Co TSTY 2006-10-02 8.61 2007-01-03 8.96 4.07%
Bexil Corp BXL 2006-10-02 26.12 2007-01-03 33.0 26.34%
Asia Pacific Wire & Cable AWRCF 2006-10-02 2.65 2007-01-03 2.6 -1.89%
Basic Earth Science SYS Inc BSIC 2006-10-02 1.85 2007-01-03 1.86 0.54%
Air T Inc AIRT 2006-10-02 9.51 2007-01-03 8.56 -9.99%
UFP Technologies Inc UFPT 2006-10-02 5.15 2007-01-03 5.64 9.51%
Factory Card & Party Outlet Corp FCPO 2006-10-02 8.54 2007-01-03 8.01 -6.21%
Inventure Group Inc/The SNAK 2006-10-02 2.4 2007-01-03 2.41 0.42%
National Home Health Care Corp NHHC 2006-10-02 9.53 2007-01-03 10.97 15.11%
Memry Corp MRY 2006-10-02 1.97 2007-01-03 2.3 16.75%
Smithway Motor Xpress Corp SMXC 2006-10-02 7.91 2007-01-03 10.16 28.45%
Lesco Inc LSCO 2006-10-02 8.26 2007-01-03 8.7 5.33%
Lazare Kaplan International Inc LKI 2006-10-02 9.65 2007-01-03 10.95 13.47%
Interep National Radio Sales Inc IREP 2006-10-02 0.45 2007-01-03 0.3 -33.33%
Integramed America Inc INMD 2006-10-02 7.4 2007-01-03 11.82 59.73%
Goldfield Corp GV 2006-10-02 1.06 2007-01-03 1.24 16.98%
Aspen Exploration Corp ASPN 2006-07-03 4.76 2007-01-03 2.58 -45.8%
Energy West Inc EWST 2006-07-03 8.34 2007-01-03 10.56 26.62%
AirNet Systems Inc ANS 2006-07-03 2.99 2007-01-03 2.91 -2.68%
American Income Fund Inc MRF 2006-07-03 7.05 2007-01-03 7.62 8.09%
Everlast Worldwide Inc EVST 2006-07-03 13.57 2006-10-02 14.69 8.25%
Exxel Energy Corp EXX.A 2006-07-03 2.55 2006-10-02 3.1 21.57%
Equus Total Return Inc EQS 2006-07-03 6.59 2006-10-02 6.97 5.77%
E Com Ventures Inc ECMV 2006-07-03 15.46 2006-10-02 12.35 -20.12%
Datamirror Corp DMCX 2006-07-03 9.65 2006-10-02 10.5 8.81%
CCA Industries Inc CAW 2006-07-03 8.91 2006-10-02 9.25 3.82%
Bridgford Foods Corp BRID 2006-07-03 6.1 2006-10-02 6.24 2.3%
AP Pharma Inc APPA 2006-07-03 6.0 2006-10-02 4.8 -20%
Alpine Group Inc APNI 2006-07-03 3.1 2006-10-02 2.55 -17.74%
Abatix Corp ABIX 2006-07-03 8.11 2006-10-02 7.18 -11.47%
Foamex International Inc FMXIQ 2006-07-03 3.56 2006-10-02 3.75 5.34%
Friedman Industries FRD 2006-07-03 9.29 2006-10-02 7.99 -13.99%
International Shipholding Corp ISH 2006-07-03 13.29 2006-10-02 12.47 -6.17%
US 1 Industries Inc USOO 2006-07-03 1.95 2006-10-02 1.3 -33.33%
Taseko Mines Ltd TGB 2006-07-03 2.78 2006-10-02 2.19 -21.22%
Security National Financial Corp SNFCA 2006-07-03 4.22 2006-10-02 4.12 -2.37%
Rocky Mountain Chocolate Factory Inc RMCF 2006-07-03 11.98 2006-10-02 12.7 6.01%
Radiologix Inc RGX 2006-07-03 2.25 2006-10-02 4.07 80.89%
RGC Resources Inc RGCO 2006-07-03 23.5 2006-10-02 24.44 4%
Delta Natural Gas Co Inc DGAS 2006-07-03 22.77 2006-10-02 23.8 4.52%
Penton Media Inc PTON 2006-07-03 0.29 2006-10-02 0.55 89.66%
Emerson Radio Corp MSN 2006-07-03 3.26 2006-10-02 3.03 -7.06%
Arabian American Development Co ARSD 2006-07-03 1.75 2006-10-02 3.06 74.86%
Lakeland Industries Inc LAKE 2006-07-03 13.81 2006-10-02 12.35 -10.57%
Isramco Inc ISRL 2006-07-03 17.0 2006-10-02 17.74 4.35%
Zones Inc ZONS 2006-07-03 6.45 2006-10-02 12.0 86.05%

*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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