Methuen (Mass.) Contributory Retirement System picked Thompson, Horstmann & Bryant, Lotsoff Capital Management, Smith Asset Management and DuPont Capital Management as finalists in its search for an active domestic small-cap core equity manager to run $7 million, said Terrylee Murphy, retirement board administrator. Funding will come from rebalancing. Board members of the $68 million pension plan hope to pick a manager at their Sept. 8 meeting, Ms. Murphy said. Segal Advisors is assisting. An RFP was issued earlier this year.