$5.45 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 993 reported holdings in Q3 2014. The portfolio turnover from Q2 2014 to Q3 2014 was 27.3% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| STX | Sell | SEAGATE TECHNOLOGY | $137,420,000 | -3.2% | 2,403,632 | -3.8% | 2.52% | -5.2% |
| A309PS | Sell | DIRECTV | $117,872,000 | -17.9% | 1,364,738 | -19.2% | 2.16% | -19.6% |
| KSS | Sell | KOHLS CORP | $86,358,000 | +11.7% | 1,417,874 | -3.5% | 1.58% | +9.4% |
| VIV | Sell | TELEFONICA BRASIL-ADR | $70,113,000 | -5.9% | 3,565,092 | -1.9% | 1.29% | -7.9% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $68,197,000 | -5.5% | 1,079,855 | -0.5% | 1.25% | -7.5% |
| NVDA | Sell | NVIDIA CORP | $63,874,000 | -10.0% | 3,468,399 | -9.5% | 1.17% | -12.0% |
| FLS | Sell | FLOWSERVE CORP | $57,780,000 | -24.8% | 820,720 | -20.7% | 1.06% | -26.4% |
| LO | Sell | LORILLARD INC | $53,663,000 | -42.9% | 896,426 | -41.9% | 0.98% | -44.2% |
| E | Sell | ENI SPA-SPONSORED ADR | $52,582,000 | -42.1% | 1,112,851 | -32.7% | 0.96% | -43.3% |
| M | Sell | MACY'S INC | $51,281,000 | -0.9% | 883,178 | -1.0% | 0.94% | -3.0% |
| WU | Sell | WESTERN UNION CO | $43,638,000 | -38.4% | 2,724,852 | -33.3% | 0.80% | -39.7% |
| LLL | Sell | L-3 COMMUNICATIONS HOLDINGS | $38,345,000 | -48.2% | 323,076 | -47.4% | 0.70% | -49.4% |
| LMT | Sell | LOCKHEED MARTIN CORP | $27,777,000 | +3.7% | 151,980 | -8.8% | 0.51% | +1.4% |
| POT | Sell | POTASH CORP OF SASKATCHEWAN | $22,045,000 | -16.4% | 637,739 | -8.1% | 0.40% | -18.2% |
| YHOO | Sell | YAHOO! INC | $21,791,000 | -46.5% | 535,541 | -53.9% | 0.40% | -47.6% |
| RAI | Sell | REYNOLDS AMERICAN INC | $17,953,000 | -46.3% | 304,910 | -45.0% | 0.33% | -47.4% |
| AMP | Sell | AMERIPRISE FINANCIAL INC | $16,497,000 | -71.5% | 133,720 | -72.3% | 0.30% | -72.0% |
| FITB | Sell | FIFTH THIRD BANCORP | $16,470,000 | -25.9% | 824,290 | -20.9% | 0.30% | -27.4% |
| AIZ | Sell | ASSURANT INC | $16,386,000 | -7.4% | 254,868 | -5.6% | 0.30% | -9.4% |
| OTEX | Sell | OPEN TEXT CORP | $14,819,000 | +10.9% | 268,053 | -3.7% | 0.27% | +8.8% |
| MEOH | Sell | METHANEX CORP | $13,040,000 | -34.0% | 195,464 | -38.7% | 0.24% | -35.4% |
| DNB | Sell | DUN & BRADSTREET CORP | $12,810,000 | -41.4% | 109,046 | -45.1% | 0.24% | -42.7% |
| ANDE | Sell | ANDERSONS INC/THE | $12,725,000 | +6.9% | 202,656 | -12.2% | 0.23% | +4.5% |
| TECK | Sell | TECK RESOURCES LTD-CLS B | $11,769,000 | -26.6% | 637,212 | -9.2% | 0.22% | -28.0% |
| DAL | Sell | DELTA AIR LINES INC | $11,223,000 | -9.9% | 310,462 | -3.5% | 0.21% | -11.6% |
| DCMYY | Sell | NTT DOCOMO INC-SPON ADR | $10,717,000 | -32.7% | 640,189 | -31.3% | 0.20% | -33.9% |
| MA | Sell | MASTERCARD INC-CLASS A | $10,445,000 | -3.5% | 141,296 | -4.1% | 0.19% | -5.4% |
| GD | Sell | GENERAL DYNAMICS CORP | $10,366,000 | +8.9% | 81,567 | -0.1% | 0.19% | +6.7% |
| XOM | Sell | EXXON MOBIL CORP | $10,206,000 | -60.6% | 108,521 | -57.9% | 0.19% | -61.5% |
| BA | Sell | BOEING CO/THE | $9,778,000 | -17.6% | 76,760 | -17.7% | 0.18% | -19.4% |
| GE | Sell | GENERAL ELECTRIC CO | $9,785,000 | -19.5% | 381,935 | -17.4% | 0.18% | -21.5% |
| HII | Sell | HUNTINGTON INGALLS INDUSTRIE | $9,644,000 | +6.4% | 92,595 | -3.4% | 0.18% | +4.1% |
| SONC | Sell | SONIC CORP | $9,546,000 | -20.4% | 427,512 | -21.3% | 0.18% | -22.2% |
| SLF | Sell | SUN LIFE FINANCIAL INC | $9,335,000 | -55.3% | 276,232 | -51.4% | 0.17% | -56.3% |
| TSN | Sell | TYSON FOODS INC-CL A | $8,176,000 | -3.5% | 207,727 | -7.9% | 0.15% | -5.7% |
| AAON | Sell | AAON INC | $8,047,000 | -59.0% | 473,667 | -19.2% | 0.15% | -59.8% |
| STN | Sell | STANTEC INC | $7,688,000 | -21.2% | 117,589 | -25.2% | 0.14% | -23.0% |
| MANH | Sell | MANHATTAN ASSOCIATES INC | $6,937,000 | -30.6% | 207,718 | -28.5% | 0.13% | -32.1% |
| EFII | Sell | ELECTRONICS FOR IMAGING | $6,692,000 | -29.0% | 151,879 | -27.2% | 0.12% | -30.1% |
| WYNN | Sell | WYNN RESORTS LTD | $6,487,000 | -14.1% | 34,676 | -4.6% | 0.12% | -15.6% |
| NNBR | Sell | NN INC | $6,508,000 | -11.3% | 244,092 | -14.9% | 0.12% | -13.1% |
| CLS | Sell | CELESTICA INC | $6,446,000 | -59.8% | 636,555 | -50.1% | 0.12% | -60.8% |
| FOXA | Sell | TWENTY-FIRST CENTURY FOX-A | $6,291,000 | -54.4% | 183,460 | -53.3% | 0.12% | -55.4% |
| MHFI | Sell | MCGRAW HILL FINANCIAL INC | $6,035,000 | -0.9% | 71,464 | -2.6% | 0.11% | -2.6% |
| NKE | Sell | NIKE INC -CL B | $5,985,000 | +12.5% | 67,097 | -2.2% | 0.11% | +10.0% |
| CRVL | Sell | CORVEL CORP | $5,587,000 | -45.8% | 164,432 | -28.0% | 0.10% | -47.2% |
| STRA | Sell | STRAYER EDUCATION INC | $5,589,000 | +9.2% | 93,337 | -4.3% | 0.10% | +6.2% |
| XLS | Sell | EXELIS INC | $5,345,000 | -37.7% | 323,313 | -36.1% | 0.10% | -39.1% |
| STJ | Sell | ST JUDE MEDICAL INC | $5,341,000 | -81.7% | 88,824 | -79.0% | 0.10% | -82.1% |
| JE | Sell | JUST ENERGY GROUP INC | $5,320,000 | -19.9% | 1,146,499 | -0.6% | 0.10% | -21.0% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $5,063,000 | +7.8% | 27,581 | -1.7% | 0.09% | +5.7% |
| 3106PS | Sell | DELPHI AUTOMOTIVE PLC | $5,046,000 | -12.7% | 82,265 | -2.2% | 0.09% | -13.9% |
| WLBAQ | Sell | WESTMORELAND COAL CO | $5,018,000 | -8.3% | 134,483 | -11.0% | 0.09% | -10.7% |
| EXAM | Sell | EXAMWORKS GROUP INC | $4,906,000 | -8.7% | 149,865 | -11.6% | 0.09% | -10.9% |
| KT | Sell | KT CORP-SP ADR | $4,729,000 | -39.0% | 291,712 | -43.0% | 0.09% | -40.0% |
| IDT | Sell | IDT CORP-CLASS B | $4,719,000 | -36.8% | 293,861 | -31.4% | 0.09% | -37.9% |
| TJX | Sell | TJX COMPANIES INC | $4,685,000 | -9.7% | 79,187 | -18.9% | 0.09% | -11.3% |
| WDC | Sell | WESTERN DIGITAL CORP | $4,640,000 | -4.4% | 47,682 | -9.4% | 0.08% | -6.6% |
| GILD | Sell | GILEAD SCIENCES INC | $4,620,000 | -22.4% | 43,396 | -39.6% | 0.08% | -24.1% |
| VG | Sell | VONAGE HOLDINGS CORP | $4,651,000 | -39.9% | 1,418,034 | -31.3% | 0.08% | -41.4% |
| CIR | Sell | CIRCOR INTERNATIONAL INC | $4,495,000 | -34.6% | 66,913 | -25.0% | 0.08% | -36.4% |
| KR | Sell | KROGER CO | $4,417,000 | -71.8% | 84,950 | -73.1% | 0.08% | -72.4% |
| ORLY | Sell | O'REILLY AUTOMOTIVE INC | $4,042,000 | -91.3% | 26,935 | -91.3% | 0.07% | -91.5% |
| GIL | Sell | GILDAN ACTIVEWEAR INC | $3,958,000 | -54.1% | 72,389 | -50.5% | 0.07% | -54.9% |
| BIIB | Sell | BIOGEN IDEC INC | $4,002,000 | -43.2% | 12,098 | -45.9% | 0.07% | -44.7% |
| LYV | Sell | LIVE NATION ENTERTAINMENT IN | $3,971,000 | -50.4% | 165,348 | -49.0% | 0.07% | -51.3% |
| INTC | Sell | INTEL CORP | $3,949,000 | -44.1% | 113,424 | -50.4% | 0.07% | -45.5% |
| MGLN | Sell | MAGELLAN HEALTH INC | $3,895,000 | -27.4% | 71,169 | -17.4% | 0.07% | -29.0% |
| HON | Sell | HONEYWELL INTERNATIONAL INC | $3,832,000 | -46.9% | 41,156 | -47.0% | 0.07% | -48.1% |
| WNR | Sell | WESTERN REFINING INC | $3,841,000 | -0.7% | 91,476 | -11.3% | 0.07% | -2.8% |
| AEL | Sell | AMERICAN EQUITY INVT LIFE HL | $3,776,000 | -25.1% | 165,459 | -19.3% | 0.07% | -26.6% |
| GTE | Sell | GRAN TIERRA ENERGY INC | $3,777,000 | -41.5% | 683,763 | -13.8% | 0.07% | -43.0% |
| PNR | Sell | PENTAIR PLC | $3,723,000 | -10.5% | 56,844 | -1.5% | 0.07% | -12.8% |
| MTRX | Sell | MATRIX SERVICE CO | $3,652,000 | -29.1% | 151,747 | -3.5% | 0.07% | -30.9% |
| UIHC | Sell | UNITED INSURANCE HOLDINGS CO | $3,598,000 | -20.8% | 240,522 | -8.7% | 0.07% | -22.4% |
| HURN | Sell | HURON CONSULTING GROUP INC | $3,561,000 | -27.5% | 58,524 | -15.7% | 0.06% | -29.3% |
| HBI | Sell | HANESBRANDS INC | $3,417,000 | -55.6% | 31,861 | -59.3% | 0.06% | -56.2% |
| SBUX | Sell | STARBUCKS CORP | $3,200,000 | -52.2% | 42,407 | -51.0% | 0.06% | -52.8% |
| AYI | Sell | ACUITY BRANDS INC | $3,221,000 | -27.9% | 27,388 | -15.3% | 0.06% | -29.8% |
| GME | Sell | GAMESTOP CORP-CLASS A | $3,102,000 | -48.3% | 75,301 | -49.2% | 0.06% | -49.1% |
| PDS | Sell | PRECISION DRILLING CORP | $3,107,000 | -24.1% | 287,965 | -0.3% | 0.06% | -26.0% |
| WMT | Sell | WAL-MART STORES INC | $3,022,000 | -11.4% | 39,514 | -13.0% | 0.06% | -14.1% |
| GK | Sell | G & K SERVICES INC -CL A | $2,794,000 | -49.4% | 50,562 | -52.3% | 0.05% | -50.5% |
| TAL | Sell | TAL EDUCATION GROUP- ADR | $2,711,000 | -17.9% | 77,706 | -35.3% | 0.05% | -19.4% |
| LXK | Sell | LEXMARK INTERNATIONAL INC-A | $2,730,000 | -17.9% | 64,227 | -7.0% | 0.05% | -19.4% |
| HRS | Sell | HARRIS CORP | $2,692,000 | -12.5% | 40,655 | -0.0% | 0.05% | -15.5% |
| ITRN | Sell | ITURAN LOCATION AND CONTROL | $2,655,000 | -17.7% | 125,718 | -5.1% | 0.05% | -18.3% |
| PBF | Sell | PBF ENERGY INC-CLASS A | $2,655,000 | -54.9% | 110,607 | -49.9% | 0.05% | -55.5% |
| CAE | Sell | CAE INC | $2,631,000 | -8.1% | 217,102 | -0.7% | 0.05% | -11.1% |
| CVCO | Sell | CAVCO INDUSTRIES INC | $2,609,000 | -22.4% | 38,470 | -2.5% | 0.05% | -23.8% |
| XRX | Sell | XEROX CORP | $2,604,000 | -87.5% | 197,041 | -88.2% | 0.05% | -87.7% |
| WSFS | Sell | WSFS FINANCIAL CORP | $2,559,000 | -18.4% | 35,828 | -15.9% | 0.05% | -20.3% |
| JAZZ | Sell | JAZZ PHARMACEUTICALS PLC | $2,517,000 | -23.2% | 15,692 | -29.6% | 0.05% | -24.6% |
| WX | Sell | WUXI PHARMATECH CAYMAN-ADR | $2,460,000 | -32.9% | 70,366 | -37.0% | 0.04% | -34.8% |
| VLO | Sell | VALERO ENERGY CORP | $2,266,000 | -10.0% | 49,046 | -2.4% | 0.04% | -10.6% |
| BR | Sell | BROADRIDGE FINANCIAL SOLUTIO | $2,309,000 | -3.4% | 55,523 | -3.3% | 0.04% | -6.7% |
| GIII | Sell | G-III APPAREL GROUP LTD | $2,252,000 | -17.8% | 27,240 | -18.8% | 0.04% | -19.6% |
| JACK | Sell | JACK IN THE BOX INC | $2,224,000 | +4.7% | 32,662 | -8.1% | 0.04% | +2.5% |
| UEIC | Sell | UNIVERSAL ELECTRONICS INC | $2,186,000 | -32.0% | 44,381 | -32.6% | 0.04% | -33.3% |
| HP | Sell | HELMERICH & PAYNE | $2,073,000 | -18.8% | 21,217 | -3.6% | 0.04% | -20.8% |
| NEU | Sell | NEWMARKET CORP | $2,048,000 | -5.1% | 5,382 | -2.3% | 0.04% | -5.0% |
| KBAL | Sell | KIMBALL INTERNATIONAL-B | $1,948,000 | -15.8% | 129,685 | -6.3% | 0.04% | -16.3% |
| HA | Sell | HAWAIIAN HOLDINGS INC | $1,974,000 | -14.1% | 146,997 | -12.3% | 0.04% | -16.3% |
| EEFT | Sell | EURONET WORLDWIDE INC | $1,921,000 | -65.1% | 40,269 | -64.7% | 0.04% | -66.0% |
| OUTR | Sell | OUTERWALL INC | $1,889,000 | -10.5% | 33,676 | -5.3% | 0.04% | -12.5% |
| TKMR | Sell | TEKMIRA PHARMACEUTICALS CORP COM NEW | $1,880,000 | +60.8% | 88,763 | -1.0% | 0.03% | +54.5% |
| HOMB | Sell | HOME BANCSHARES INC | $1,855,000 | -38.3% | 63,251 | -31.0% | 0.03% | -39.3% |
| MDCA | Sell | MDC PARTNERS INC-A | $1,810,000 | -42.8% | 94,479 | -35.9% | 0.03% | -44.1% |
| LOGI | Sell | LOGITECH INTERNATIONAL-REG | $1,771,000 | -14.7% | 138,348 | -13.2% | 0.03% | -17.9% |
| UCTT | Sell | ULTRA CLEAN HOLDINGS INC | $1,688,000 | -17.3% | 188,977 | -16.3% | 0.03% | -18.4% |
| CNMD | Sell | CONMED CORP | $1,696,000 | -21.2% | 46,161 | -5.4% | 0.03% | -22.5% |
| TESO | Sell | TESCO CORP | $1,688,000 | -52.9% | 85,194 | -49.3% | 0.03% | -53.7% |
| EBS | Sell | EMERGENT BIOSOLUTIONS INC | $1,630,000 | -8.0% | 76,673 | -2.9% | 0.03% | -9.1% |
| LEA | Sell | LEAR CORP | $1,575,000 | -12.5% | 18,273 | -9.4% | 0.03% | -14.7% |
| ESLT | Sell | ELBIT SYSTEMS LTD | $1,602,000 | -10.8% | 25,794 | -11.6% | 0.03% | -14.7% |
| MGIC | Sell | MAGIC SOFTWARE ENTERPRISES | $1,561,000 | -45.3% | 225,706 | -40.7% | 0.03% | -45.3% |
| ACETQ | Sell | ACETO CORP | $1,544,000 | -44.6% | 80,097 | -47.9% | 0.03% | -46.2% |
| TW | Sell | TOWERS WATSON & CO-CL A | $1,498,000 | -23.2% | 15,083 | -19.5% | 0.03% | -27.0% |
| SLXP | Sell | SALIX PHARMACEUTICALS LTD | $1,479,000 | -19.8% | 9,482 | -36.6% | 0.03% | -22.9% |
| AOS | Sell | SMITH (A.O.) CORP | $1,455,000 | -28.9% | 30,819 | -25.4% | 0.03% | -28.9% |
| ENS | Sell | ENERSYS | $1,457,000 | -25.9% | 24,885 | -13.0% | 0.03% | -27.0% |
| RRGB | Sell | RED ROBIN GOURMET BURGERS | $1,482,000 | -69.9% | 26,095 | -62.3% | 0.03% | -70.7% |
| ANIK | Sell | ANIKA THERAPEUTICS INC | $1,453,000 | -31.6% | 39,703 | -13.5% | 0.03% | -32.5% |
| HTLD | Sell | HEARTLAND EXPRESS INC | $1,350,000 | +11.7% | 56,487 | -0.3% | 0.02% | +8.7% |
| ANF | Sell | ABERCROMBIE & FITCH CO-CL A | $1,352,000 | -45.1% | 37,200 | -34.7% | 0.02% | -45.7% |
| MCK | Sell | MCKESSON CORP | $1,233,000 | +4.1% | 6,340 | -0.4% | 0.02% | +4.5% |
| PKG | Sell | PACKAGING CORP OF AMERICA | $1,281,000 | -62.9% | 20,098 | -58.4% | 0.02% | -64.6% |
| HFC | Sell | HOLLYFRONTIER CORP | $1,234,000 | -23.8% | 28,298 | -23.7% | 0.02% | -23.3% |
| SFNC | Sell | SIMMONS FIRST NATL CORP-CL A | $1,264,000 | -7.7% | 32,906 | -5.5% | 0.02% | -11.5% |
| UNM | Sell | UNUM GROUP | $1,193,000 | -8.7% | 34,693 | -7.7% | 0.02% | -8.3% |
| UTHR | Sell | UNITED THERAPEUTICS CORP | $1,204,000 | +28.4% | 9,374 | -11.6% | 0.02% | +22.2% |
| EOG | Sell | EOG RESOURCES INC | $1,193,000 | -16.2% | 12,050 | -1.1% | 0.02% | -18.5% |
| WAL | Sell | WESTERN ALLIANCE BANCORP | $1,213,000 | -64.7% | 50,892 | -64.8% | 0.02% | -65.6% |
| BTTGY | Sell | BT GROUP PLC-SPON ADR | $1,170,000 | -40.9% | 19,034 | -36.9% | 0.02% | -43.2% |
| SAVE | Sell | SPIRIT AIRLINES INC | $1,159,000 | -59.2% | 16,785 | -62.6% | 0.02% | -60.4% |
| KFX | Sell | KOFAX LTD | $1,086,000 | -19.6% | 140,697 | -10.4% | 0.02% | -20.0% |
| NCI | Sell | NAVIGANT CONSULTING INC | $1,041,000 | -29.6% | 74,993 | -11.6% | 0.02% | -32.1% |
| STRT | Sell | STRATTEC SECURITY CORP | $1,043,000 | +22.3% | 12,859 | -2.9% | 0.02% | +18.8% |
| IAC | Sell | IAC/INTERACTIVECORP | $984,000 | -14.9% | 14,951 | -10.5% | 0.02% | -18.2% |
| GT | Sell | GOODYEAR TIRE & RUBBER CO | $977,000 | -42.4% | 43,261 | -29.2% | 0.02% | -43.8% |
| PTC | Sell | PTC INC | $978,000 | -9.4% | 26,548 | -4.6% | 0.02% | -10.0% |
| ROST | Sell | ROSS STORES INC | $978,000 | -18.7% | 12,940 | -28.8% | 0.02% | -21.7% |
| XUE | Sell | XUEDA EDUCATION GR-SPON ADR | $1,003,000 | -72.1% | 345,268 | -57.2% | 0.02% | -73.1% |
| FIBK | Sell | FIRST INTERSTATE BANCSYS/MT | $937,000 | -31.4% | 35,357 | -29.6% | 0.02% | -34.6% |
| SAIC | Sell | SCIENCE APPLICATIONS INTE | $910,000 | -21.8% | 20,570 | -22.0% | 0.02% | -22.7% |
| AER | Sell | AERCAP HOLDINGS NV | $923,000 | -35.2% | 22,568 | -27.4% | 0.02% | -37.0% |
| WST | Sell | WEST PHARMACEUTICAL SERVICES | $878,000 | -12.1% | 19,657 | -17.1% | 0.02% | -15.8% |
| PFG | Sell | PRINCIPAL FINANCIAL GROUP | $881,000 | -26.6% | 16,801 | -29.3% | 0.02% | -27.3% |
| SNX | Sell | SYNNEX CORP | $889,000 | -29.4% | 13,788 | -20.4% | 0.02% | -33.3% |
| BRCD | Sell | BROCADE COMMUNICATIONS SYS | $874,000 | +13.7% | 80,441 | -3.8% | 0.02% | +14.3% |
| NTRI | Sell | NUTRISYSTEM INC | $793,000 | -16.0% | 51,751 | -6.3% | 0.02% | -16.7% |
| GNTX | Sell | GENTEX CORP | $805,000 | -15.4% | 30,124 | -8.0% | 0.02% | -16.7% |
| TYC | Sell | TYCO INTERNATIONAL LTD | $805,000 | -2.4% | 18,062 | -0.2% | 0.02% | 0.0% |
| AWHHF | Sell | ALLIED WORLD ASSURANCE CO | $807,000 | -15.2% | 21,894 | -12.6% | 0.02% | -16.7% |
| BITA | Sell | BITAUTO HOLDINGS LTD-ADR | $822,000 | +15.9% | 10,553 | -27.6% | 0.02% | +15.4% |
| UNTCQ | Sell | UNIT CORP | $817,000 | -16.1% | 13,967 | -1.3% | 0.02% | -16.7% |
| NM | Sell | NAVIOS MARITIME HOLDINGS INC | $816,000 | -83.0% | 136,215 | -71.3% | 0.02% | -83.3% |
| CSGS | Sell | CSG SYSTEMS INTL INC | $772,000 | 0.0% | 29,462 | -0.4% | 0.01% | 0.0% |
| SFG | Sell | STANCORP FINANCIAL GROUP | $771,000 | -16.6% | 12,231 | -15.3% | 0.01% | -17.6% |
| CW | Sell | CURTISS-WRIGHT CORP | $737,000 | -2.5% | 11,199 | -2.9% | 0.01% | 0.0% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTD | $784,000 | -11.4% | 58,243 | -5.8% | 0.01% | -17.6% |
| BBW | Sell | BUILD-A-BEAR WORKSHOP INC | $778,000 | -4.9% | 59,633 | -2.7% | 0.01% | -6.7% |
| PLXS | Sell | PLEXUS CORP | $686,000 | -26.9% | 18,634 | -14.1% | 0.01% | -27.8% |
| UCBI | Sell | UNITED COMMUNITY BANKS/GA | $704,000 | -71.8% | 42,893 | -71.9% | 0.01% | -72.3% |
| BAS | Sell | BASIC ENERGY SERVICES INC | $734,000 | -40.4% | 33,940 | -19.6% | 0.01% | -43.5% |
| MOD | Sell | MODINE MANUFACTURING CO | $727,000 | -57.1% | 61,323 | -43.1% | 0.01% | -59.4% |
| SCOR | Sell | COMSCORE INC | $704,000 | -36.7% | 19,377 | -38.2% | 0.01% | -38.1% |
| AVVIY | Sell | AVIVA PLC - SPON ADR | $637,000 | -11.8% | 37,582 | -8.4% | 0.01% | -14.3% |
| IGTE | Sell | IGATE CORP | $629,000 | -22.7% | 17,170 | -23.3% | 0.01% | -20.0% |
| GGAL | Sell | GRUPO FINANCIERO GALICIA-ADR | $665,000 | -14.1% | 46,764 | -11.5% | 0.01% | -14.3% |
| DW | Sell | DREW INDUSTRIES INC | $663,000 | -45.4% | 15,747 | -35.2% | 0.01% | -47.8% |
| MASI | Sell | MASIMO CORP | $669,000 | -18.5% | 31,515 | -9.4% | 0.01% | -20.0% |
| VASC | Sell | VASCULAR SOLUTIONS INC | $608,000 | +9.9% | 24,691 | -1.0% | 0.01% | +10.0% |
| FBC | Sell | FLAGSTAR BANCORP INC | $600,000 | -25.6% | 35,749 | -19.8% | 0.01% | -26.7% |
| BCOMF | Sell | B COMMUNICATIONS LTD | $595,000 | -45.4% | 30,847 | -44.7% | 0.01% | -45.0% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $526,000 | -48.0% | 28,382 | -40.4% | 0.01% | -47.4% |
| BXS | Sell | BANCORPSOUTH INC | $538,000 | -30.2% | 26,763 | -14.7% | 0.01% | -28.6% |
| CALD | Sell | CALLIDUS SOFTWARE INC | $562,000 | -32.2% | 46,824 | -32.6% | 0.01% | -37.5% |
| HCI | Sell | HCI GROUP INC | $570,000 | -35.1% | 15,882 | -26.7% | 0.01% | -37.5% |
| CELJF | Sell | CELLCOM ISRAEL LTD | $468,000 | -26.8% | 42,588 | -19.5% | 0.01% | -25.0% |
| ABBV | Sell | ABBVIE INC | $511,000 | -1.0% | 8,854 | -3.1% | 0.01% | -10.0% |
| MRTN | Sell | MARTEN TRANSPORT LTD | $469,000 | -20.8% | 26,414 | -0.3% | 0.01% | -18.2% |
| DST | Sell | DST SYSTEMS INC | $497,000 | -9.8% | 5,943 | -0.7% | 0.01% | -10.0% |
| DL | Sell | CHINA DISTANCE EDUCATION-ADR | $506,000 | -41.9% | 36,125 | -30.5% | 0.01% | -43.8% |
| WDFC | Sell | WD-40 CO | $474,000 | -11.2% | 6,999 | -1.4% | 0.01% | -10.0% |
| BWA | Sell | BORGWARNER INC | $480,000 | -20.7% | 9,129 | -1.6% | 0.01% | -18.2% |
| CSC | Sell | COMPUTER SCIENCES CORP | $494,000 | -24.2% | 8,090 | -21.6% | 0.01% | -25.0% |
| DHIL | Sell | DIAMOND HILL INVESTMENT GRP | $410,000 | -85.4% | 3,344 | -84.8% | 0.01% | -84.9% |
| FSS | Sell | FEDERAL SIGNAL CORP | $413,000 | -56.9% | 31,304 | -52.2% | 0.01% | -55.6% |
| LGF | Sell | LIONS GATE ENTERTAINMENT COR | $424,000 | -89.9% | 12,875 | -91.3% | 0.01% | -89.9% |
| PAM | Sell | PAMPA ENERGIA SA-SPON ADR | $462,000 | +1.3% | 42,939 | -7.8% | 0.01% | -11.1% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $386,000 | -52.8% | 7,546 | -55.2% | 0.01% | -53.3% |
| TXRH | Sell | TEXAS ROADHOUSE INC | $371,000 | -35.6% | 13,373 | -39.7% | 0.01% | -36.4% |
| FRGI | Sell | FIESTA RESTAURANT GROUP | $389,000 | -40.5% | 7,848 | -44.3% | 0.01% | -41.7% |
| BBAR | Sell | BBVA BANCO FRANCES SA-ADR | $398,000 | +1.3% | 30,823 | -8.7% | 0.01% | 0.0% |
| USM | Sell | US CELLULAR CORP | $403,000 | -50.7% | 11,396 | -43.2% | 0.01% | -53.3% |
| ABC | Sell | AMERISOURCEBERGEN CORP | $355,000 | -99.4% | 4,605 | -99.4% | 0.01% | -99.4% |
| EXTR | Sell | EXTREME NETWORKS INC | $375,000 | -31.9% | 78,413 | -36.9% | 0.01% | -30.0% |
| ADVS | Sell | ADVENT SOFTWARE INC | $368,000 | -54.2% | 11,689 | -52.7% | 0.01% | -53.3% |
| CHA | Sell | CHINA TELECOM CORP LTD-ADR | $397,000 | +20.3% | 6,466 | -4.2% | 0.01% | +16.7% |
| AON | Sell | AON PLC | $383,000 | -10.5% | 4,363 | -8.2% | 0.01% | -12.5% |
| CBRL | Sell | CRACKER BARREL OLD COUNTRY | $388,000 | -77.2% | 3,764 | -78.0% | 0.01% | -78.1% |
| HY | Sell | HYSTER-YALE MATERIALS | $353,000 | -35.0% | 4,932 | -19.6% | 0.01% | -40.0% |
| BLKB | Sell | BLACKBAUD INC | $335,000 | -15.8% | 8,556 | -23.2% | 0.01% | -14.3% |
| SYKE | Sell | SYKES ENTERPRISES INC | $338,000 | -18.0% | 16,973 | -10.5% | 0.01% | -25.0% |
| KAR | Sell | KAR AUCTION SERVICES INC | $300,000 | -34.2% | 10,490 | -26.7% | 0.01% | -33.3% |
| BMA | Sell | BANCO MACRO SA-ADR | $344,000 | -1.4% | 8,692 | -10.2% | 0.01% | -14.3% |
| BBD | Sell | BANCO BRADESCO-ADR | $307,000 | -11.3% | 21,557 | -9.4% | 0.01% | 0.0% |
| KAI | Sell | KADANT INC | $307,000 | -0.6% | 7,875 | -2.0% | 0.01% | 0.0% |
| HIL | Sell | HILL INTERNATIONAL INC | $322,000 | -48.8% | 80,631 | -20.2% | 0.01% | -50.0% |
| OSK | Sell | OSHKOSH CORP | $329,000 | -87.0% | 7,454 | -83.6% | 0.01% | -87.2% |
| DEPO | Sell | DEPOMED INC | $342,000 | +4.3% | 22,572 | -4.5% | 0.01% | 0.0% |
| EDN | Sell | EMP DISTRIB Y COMERC NOR-ADR | $334,000 | -21.6% | 30,071 | -10.9% | 0.01% | -25.0% |
| AA | Sell | ALCOA INC | $347,000 | -7.2% | 21,609 | -14.0% | 0.01% | -14.3% |
| AIR | Sell | AAR CORP | $346,000 | -17.0% | 14,343 | -5.2% | 0.01% | -25.0% |
| KWR | Sell | QUAKER CHEMICAL CORP | $306,000 | -20.3% | 4,273 | -14.7% | 0.01% | -14.3% |
| WDR | Sell | WADDELL & REED FINANCIAL-A | $298,000 | -17.5% | 5,774 | -0.0% | 0.01% | -28.6% |
| MXIM | Sell | MAXIM INTEGRATED PRODUCTS | $259,000 | -26.2% | 8,591 | -17.3% | 0.01% | -28.6% |
| GRC | Sell | GORMAN-RUPP CO | $291,000 | -71.1% | 9,726 | -65.9% | 0.01% | -73.7% |
| IGLD | Sell | INTERNET GOLD-GOLDEN LINES | $299,000 | -25.2% | 34,098 | -11.2% | 0.01% | -28.6% |
| ARCB | Sell | ARCBEST CORP | $253,000 | -14.8% | 6,804 | -0.4% | 0.01% | -16.7% |
| VFC | Sell | VF CORP | $268,000 | -7.6% | 4,052 | -12.0% | 0.01% | 0.0% |
| CRL | Sell | CHARLES RIVER LABORATORIES | $257,000 | +9.4% | 4,316 | -1.8% | 0.01% | +25.0% |
| ARC | Sell | ARC DOCUMENT SOLUTIONS INC | $255,000 | -7.6% | 31,553 | -33.0% | 0.01% | 0.0% |
| CRY | Sell | CRYOLIFE INC | $247,000 | +9.8% | 25,114 | -0.3% | 0.01% | +25.0% |
| FIX | Sell | COMFORT SYSTEMS USA INC | $248,000 | -37.4% | 18,319 | -27.0% | 0.01% | -28.6% |
| PBI | Sell | PITNEY BOWES INC | $295,000 | -9.8% | 11,826 | -0.2% | 0.01% | -16.7% |
| ACXM | Sell | ACXIOM CORP | $286,000 | -81.7% | 17,308 | -76.0% | 0.01% | -82.8% |
| GLRE | Sell | GREENLIGHT CAPITAL RE LTD-A | $251,000 | -10.7% | 7,758 | -8.9% | 0.01% | 0.0% |
| CVX | Sell | CHEVRON CORP | $257,000 | -9.8% | 2,158 | -1.2% | 0.01% | 0.0% |
| LBMH | Sell | LIBERATOR MEDICAL HOLDINGS I | $269,000 | -32.9% | 92,411 | -14.1% | 0.01% | -37.5% |
| DAVE | Sell | FAMOUS DAVE'S OF AMERICA | $261,000 | -8.4% | 9,716 | -2.4% | 0.01% | 0.0% |
| CCRN | Sell | CROSS COUNTRY HEALTHCARE INC | $270,000 | -1.1% | 29,171 | -30.4% | 0.01% | 0.0% |
| SWHC | Sell | SMITH & WESSON HOLDING CORP | $284,000 | -36.6% | 30,095 | -2.4% | 0.01% | -37.5% |
| ATNI | Sell | ATLANTIC TELE-NETWORK INC | $293,000 | -10.1% | 5,450 | -3.2% | 0.01% | -16.7% |
| UFS | Sell | DOMTAR CORP | $226,000 | -92.8% | 6,423 | -91.3% | 0.00% | -93.2% |
| MYL | Sell | MYLAN INC | $217,000 | -22.2% | 4,761 | -12.0% | 0.00% | -20.0% |
| SGY | Sell | STONE ENERGY CORP | $238,000 | -40.2% | 7,625 | -10.4% | 0.00% | -42.9% |
| EDU | Sell | NEW ORIENTAL EDUCATIO-SP ADR | $239,000 | -57.5% | 10,342 | -51.1% | 0.00% | -63.6% |
| CMCO | Sell | COLUMBUS MCKINNON CORP/NY | $234,000 | -38.1% | 10,679 | -23.6% | 0.00% | -42.9% |
| NUTR | Sell | NUTRACEUTICAL INTL CORP | $197,000 | -14.3% | 9,444 | -2.0% | 0.00% | 0.0% |
| ENL | Sell | REED ELSEVIER NV-SPONS ADR | $216,000 | -28.5% | 4,778 | -27.2% | 0.00% | -33.3% |
| MNI | Sell | MCCLATCHY CO-CLASS A | $240,000 | -45.8% | 71,745 | -10.3% | 0.00% | -50.0% |
| SBGL | Sell | SIBANYE GOLD- SPON ADR | $245,000 | -34.8% | 28,848 | -15.4% | 0.00% | -42.9% |
| AMSWA | Sell | AMERICAN SOFTWARE INC-CL A | $197,000 | -16.9% | 22,443 | -6.4% | 0.00% | 0.0% |
| ANAT | Sell | AMERICAN NATIONAL INSURANCE | $193,000 | -85.8% | 1,713 | -85.6% | 0.00% | -84.0% |
| AXP | Sell | AMERICAN EXPRESS CO | $239,000 | -46.2% | 2,731 | -41.7% | 0.00% | -50.0% |
| IBKR | Sell | INTERACTIVE BROKERS GRO-CL A | $242,000 | -4.7% | 9,708 | -10.9% | 0.00% | -20.0% |
| GHM | Sell | GRAHAM CORP | $206,000 | -91.3% | 7,170 | -89.4% | 0.00% | -90.9% |
| CMLS | Sell | CUMULUS MEDIA INC-CL A | $191,000 | -70.9% | 47,603 | -52.3% | 0.00% | -66.7% |
| SWM | Sell | SCHWEITZER-MAUDUIT INTL INC | $202,000 | -93.3% | 4,907 | -92.9% | 0.00% | -92.9% |
| SM | Sell | SM ENERGY CO | $224,000 | -19.4% | 2,880 | -12.8% | 0.00% | -20.0% |
| DCO | Sell | DUCOMMUN INC | $224,000 | -54.7% | 8,178 | -56.8% | 0.00% | -55.6% |
| NWLI | Sell | NATL WESTERN LIFE INS-CL A | $226,000 | -2.2% | 915 | -1.1% | 0.00% | 0.0% |
| CRDB | Sell | CRAWFORD & CO -CL B | $145,000 | -22.0% | 17,552 | -5.0% | 0.00% | 0.0% |
| MYE | Sell | MYERS INDUSTRIES INC | $145,000 | -12.7% | 8,228 | -0.5% | 0.00% | 0.0% |
| CI | Sell | CIGNA CORP | $178,000 | -96.7% | 1,959 | -96.7% | 0.00% | -97.0% |
| HMN | Sell | HORACE MANN EDUCATORS | $147,000 | -80.8% | 5,153 | -78.9% | 0.00% | -78.6% |
| MTW | Sell | MANITOWOC COMPANY INC | $149,000 | -50.0% | 6,335 | -30.2% | 0.00% | -50.0% |
| UBNT | Sell | UBIQUITI NETWORKS INC | $148,000 | -74.4% | 3,953 | -69.0% | 0.00% | -72.7% |
| SHPG | Sell | SHIRE PLC-ADR | $155,000 | +2.6% | 599 | -6.7% | 0.00% | 0.0% |
| KEP | Sell | KOREA ELEC POWER CORP-SP ADR | $174,000 | +4.8% | 7,753 | -14.0% | 0.00% | 0.0% |
| SKYW | Sell | SKYWEST INC | $148,000 | -45.0% | 19,084 | -13.4% | 0.00% | -40.0% |
| AES | Sell | AES CORP | $147,000 | -9.3% | 10,362 | -0.5% | 0.00% | 0.0% |
| EIG | Sell | EMPLOYERS HOLDINGS INC | $173,000 | -72.7% | 9,026 | -69.8% | 0.00% | -75.0% |
| FFG | Sell | FBL FINANCIAL GROUP INC-CL A | $183,000 | -3.2% | 4,105 | -0.2% | 0.00% | -25.0% |
| UVE | Sell | UNIVERSAL INSURANCE HOLDINGS | $155,000 | -71.5% | 11,976 | -71.4% | 0.00% | -70.0% |
| OMCL | Sell | OMNICELL INC | $159,000 | -67.1% | 5,847 | -65.3% | 0.00% | -66.7% |
| TGS | Sell | TRANSPORTADOR GAS SUR-SP B | $96,000 | +1.1% | 28,837 | -16.6% | 0.00% | 0.0% |
| SB | Sell | SAFE BULKERS INC | $102,000 | -34.6% | 15,352 | -3.7% | 0.00% | -33.3% |
| SNI | Sell | SCRIPPS NETWORKS INTER-CL A | $84,000 | -29.4% | 1,075 | -26.4% | 0.00% | 0.0% |
| LRCX | Sell | LAM RESEARCH CORP | $92,000 | -99.7% | 1,235 | -99.7% | 0.00% | -99.6% |
| ALG | Sell | ALAMO GROUP INC | $85,000 | -62.4% | 2,068 | -50.6% | 0.00% | -50.0% |
| CBT | Sell | CABOT CORP | $120,000 | -14.3% | 2,372 | -1.5% | 0.00% | -33.3% |
| SFUN | Sell | SOUFUN HOLDINGS LTD-ADR | $127,000 | -0.8% | 12,806 | -2.3% | 0.00% | 0.0% |
| FBRC | Sell | FBR & CO | $133,000 | -93.1% | 4,817 | -93.3% | 0.00% | -94.4% |
| SPTN | Sell | SPARTANNASH CO | $106,000 | -79.9% | 5,486 | -78.2% | 0.00% | -80.0% |
| BWINB | Sell | BALDWIN & LYONS INC -CL B | $128,000 | -27.7% | 5,202 | -23.9% | 0.00% | -33.3% |
| TEL | Sell | TE CONNECTIVITY LTD | $116,000 | -14.1% | 2,092 | -4.0% | 0.00% | -33.3% |
| GPN | Sell | GLOBAL PAYMENTS INC | $120,000 | -4.8% | 1,719 | -0.5% | 0.00% | 0.0% |
| TTC | Sell | TORO CO | $117,000 | -10.7% | 1,983 | -3.6% | 0.00% | 0.0% |
| CBZ | Sell | CBIZ INC | $96,000 | -14.3% | 12,242 | -1.4% | 0.00% | 0.0% |
| CALL | Sell | MAGICJACK VOCALTEC LTD | $123,000 | -53.4% | 12,505 | -28.4% | 0.00% | -60.0% |
| SLGN | Sell | SILGAN HOLDINGS INC | $90,000 | -8.2% | 1,913 | -0.6% | 0.00% | 0.0% |
| FCX | Sell | FREEPORT-MCMORAN INC | $50,000 | -47.9% | 1,546 | -40.9% | 0.00% | -50.0% |
| PHH | Sell | PHH CORP | $78,000 | -22.0% | 3,494 | -19.3% | 0.00% | -50.0% |
| LHCG | Sell | LHC GROUP INC | $37,000 | -91.1% | 1,581 | -91.9% | 0.00% | -87.5% |
| CMS | Sell | CMS ENERGY CORP | $40,000 | -11.1% | 1,362 | -6.3% | 0.00% | 0.0% |
| BHE | Sell | BENCHMARK ELECTRONICS INC | $35,000 | -88.5% | 1,571 | -86.9% | 0.00% | -83.3% |
| ALJ | Sell | ALON USA ENERGY INC | $57,000 | -8.1% | 3,969 | -20.9% | 0.00% | 0.0% |
| ABEV | Sell | AMBEV SA-ADR | $54,000 | -10.0% | 8,232 | -2.9% | 0.00% | 0.0% |
| LNC | Sell | LINCOLN NATIONAL CORP | $29,000 | -96.9% | 537 | -97.0% | 0.00% | -94.1% |
| R114PS | Sell | CHIPMOS TECHNOLOGIES BERMUDA | $79,000 | -35.8% | 3,489 | -31.7% | 0.00% | -50.0% |
| PDLI | Sell | PDL BIOPHARMA INC | $68,000 | -22.7% | 9,109 | -0.3% | 0.00% | -50.0% |
| DOV | Sell | DOVER CORP | $51,000 | -99.1% | 634 | -99.0% | 0.00% | -99.1% |
| AVA | Sell | AVISTA CORP | $42,000 | -10.6% | 1,390 | -0.9% | 0.00% | 0.0% |
| STC | Sell | STEWART INFORMATION SERVICES | $56,000 | -30.0% | 1,912 | -26.3% | 0.00% | 0.0% |
| OCR | Sell | OMNICARE INC | $80,000 | -97.2% | 1,282 | -97.0% | 0.00% | -98.1% |
| SKM | Sell | SK TELECOM CO LTD-ADR | $74,000 | -77.5% | 2,445 | -80.7% | 0.00% | -83.3% |
| CSGP | Sell | COSTAR GROUP INC | $45,000 | -98.1% | 292 | -98.0% | 0.00% | -97.7% |
| SPNS | Sell | SAPIENS INTERNATIONAL CORP | $15,000 | -31.8% | 2,022 | -27.2% | 0.00% | – |
| FLEX | Sell | FLEXTRONICS INTL LTD | $7,000 | -99.4% | 638 | -99.4% | 0.00% | -100.0% |
| SBLK | Sell | STAR BULK CARRIERS CORP | $6,000 | -33.3% | 532 | -23.8% | 0.00% | – |
| PLAB | Exit | PHOTRONICS INC | $0 | – | -170 | -100.0% | 0.00% | – |
| RYN | Exit | RAYONIER INC | $0 | – | -150 | -100.0% | 0.00% | – |
| FSLR | Exit | FIRST SOLAR INC | $0 | – | -9 | -100.0% | 0.00% | – |
| MAT | Exit | MATTEL INC | $0 | – | -197 | -100.0% | 0.00% | – |
| XLP | Exit | SELECT SECTOR SPDR TR SBI CONS STPLS | $0 | – | -1 | -100.0% | 0.00% | – |
| FISV | Sell | FISERV INC | $7,000 | -41.7% | 116 | -43.7% | 0.00% | – |
| FC | Sell | FRANKLIN COVEY CO | $11,000 | -26.7% | 579 | -21.9% | 0.00% | – |
| FF | Sell | FUTUREFUEL CORP | $20,000 | -94.6% | 1,689 | -92.5% | 0.00% | -100.0% |
| GCI | Sell | GANNETT CO | $1,000 | -50.0% | 18 | -64.7% | 0.00% | – |
| GSB | Sell | GLOBALSCAPE INC | $1,000 | -50.0% | 485 | -48.9% | 0.00% | – |
| EVOL | Sell | EVOLVING SYSTEMS INC | $5,000 | -16.7% | 542 | -18.3% | 0.00% | – |
| HPT | Sell | HOSPITALITY PROPERTIES TRUST | $18,000 | -30.8% | 658 | -23.8% | 0.00% | – |
| EDGW | Sell | EDGEWATER TECHNOLOGY INC | $6,000 | -25.0% | 935 | -13.3% | 0.00% | – |
| EPR | Sell | EPR PROPERTIES | $6,000 | -50.0% | 119 | -43.3% | 0.00% | – |
| III | Sell | INFORMATION SERVICES GROUP | $8,000 | -60.0% | 2,164 | -49.0% | 0.00% | – |
| INFU | Sell | INFUSYSTEM HOLDINGS INC | $6,000 | +20.0% | 1,922 | -3.5% | 0.00% | – |
| RRD | Sell | RR DONNELLEY & SONS CO | $2,000 | -99.7% | 132 | -99.7% | 0.00% | -100.0% |
| JPM | Sell | JPMORGAN CHASE & CO | $3,000 | 0.0% | 43 | -14.0% | 0.00% | – |
| KLAC | Sell | KLA-TENCOR CORP | $2,000 | -33.3% | 28 | -33.3% | 0.00% | – |
| KN | Sell | KNOWLES CORP | $6,000 | -62.5% | 235 | -54.8% | 0.00% | – |
| KONAQ | Sell | KONA GRILL INC | $12,000 | -47.8% | 616 | -48.1% | 0.00% | – |
| LZB | Sell | LA-Z-BOY INC | $17,000 | -86.9% | 883 | -84.2% | 0.00% | -100.0% |
| LVS | Sell | LAS VEGAS SANDS CORP | $10,000 | -41.2% | 166 | -23.9% | 0.00% | – |
| DLA | Sell | DELTA APPAREL INC | $4,000 | -42.9% | 417 | -10.3% | 0.00% | – |
| LEE | Sell | LEE ENTERPRISES | $6,000 | -71.4% | 1,882 | -59.3% | 0.00% | – |
| LCUT | Sell | LIFETIME BRANDS INC | $16,000 | -36.0% | 1,073 | -31.8% | 0.00% | – |
| DAN | Sell | DANA HOLDING CORP | $0 | -100.0% | 17 | -98.2% | 0.00% | – |
| CULP | Sell | CULP INC | $14,000 | -6.7% | 769 | -11.3% | 0.00% | – |
| CRWN | Sell | CROWN MEDIA HOLDINGS-CLASS A | $12,000 | -25.0% | 3,734 | -15.2% | 0.00% | – |
| CRWS | Sell | CROWN CRAFTS INC | $15,000 | -11.8% | 2,051 | -4.9% | 0.00% | – |
| MTEX | Sell | MANNATECH INC | $1,000 | -66.7% | 37 | -86.2% | 0.00% | – |
| MAN | Sell | MANPOWERGROUP INC | $0 | -100.0% | 4 | -93.2% | 0.00% | – |
| MANT | Sell | MANTECH INTERNATIONAL CORP-A | $16,000 | -20.0% | 593 | -11.4% | 0.00% | – |
| CVLG | Sell | COVENANT TRANSPORT GRP-CL A | $5,000 | +25.0% | 260 | -16.1% | 0.00% | – |
| MHH | Sell | MASTECH HOLDINGS INC | $5,000 | -28.6% | 459 | -4.0% | 0.00% | – |
| CUZ | Sell | COUSINS PROPERTIES INC | $7,000 | -63.2% | 624 | -58.3% | 0.00% | – |
| CRRC | Sell | COURIER CORP | $6,000 | -50.0% | 486 | -40.8% | 0.00% | – |
| CXW | Sell | CORRECTIONS CORP OF AMERICA | $12,000 | -33.3% | 344 | -38.8% | 0.00% | – |
| CMT | Sell | CORE MOLDING TECHNOLOGIES IN | $10,000 | -16.7% | 730 | -21.1% | 0.00% | – |
| NSSC | Sell | NAPCO SECURITY TECHNOLOGIES | $6,000 | -14.3% | 1,305 | -5.2% | 0.00% | – |
| NATR | Sell | NATURES SUNSHINE PRODS INC | $5,000 | -37.5% | 351 | -25.5% | 0.00% | – |
| NBL | Sell | NOBLE ENERGY INC | $6,000 | -76.9% | 82 | -75.4% | 0.00% | – |
| CBRX | Sell | COLUMBIA LABORATORIES INC | $3,000 | -25.0% | 436 | -31.1% | 0.00% | – |
| ODC | Sell | OIL-DRI CORP OF AMERICA | $7,000 | -41.7% | 254 | -33.9% | 0.00% | – |
| CTAS | Sell | CINTAS CORP | $5,000 | 0.0% | 77 | -9.4% | 0.00% | – |
| OESX | Sell | ORION ENERGY SYSTEMS INC | $9,000 | +28.6% | 1,641 | -10.3% | 0.00% | – |
| CNXN | Sell | PC CONNECTION INC | $7,000 | -22.2% | 335 | -20.6% | 0.00% | – |
| LMOS | Exit | LUMOS NETWORKS CORP | $0 | – | -21 | -100.0% | 0.00% | – |
| PTNR | Sell | PARTNER COMMUNICATIONS-ADR | $13,000 | -13.3% | 1,855 | -4.9% | 0.00% | – |
| PAYX | Sell | PAYCHEX INC | $8,000 | -78.9% | 181 | -80.3% | 0.00% | -100.0% |
| TLK | Sell | TELEKOMUNIK INDONESIA-SP ADR | $27,000 | -68.2% | 567 | -72.1% | 0.00% | -100.0% |
| PFSW | Sell | PFSWEB INC | $5,000 | 0.0% | 454 | -17.8% | 0.00% | – |
| PNW | Sell | PINNACLE WEST CAPITAL | $9,000 | -18.2% | 173 | -12.6% | 0.00% | – |
| CNTY | Sell | CENTURY CASINOS INC | $3,000 | -66.7% | 549 | -64.3% | 0.00% | – |
| PRI | Sell | PRIMERICA INC | $1,000 | -97.1% | 20 | -97.2% | 0.00% | -100.0% |
| QCOM | Sell | QUALCOMM INC | $21,000 | -22.2% | 277 | -20.2% | 0.00% | -100.0% |
| RLI | Sell | RLI CORP | $14,000 | -26.3% | 321 | -22.1% | 0.00% | – |
| ROIAK | Sell | RADIO ONE INC -CL D | $2,000 | -71.4% | 755 | -48.1% | 0.00% | – |
| CSCD | Sell | CASCADE MICROTECH INC | $8,000 | -33.3% | 830 | -5.4% | 0.00% | – |
| CPLA | Sell | CAPELLA EDUCATION CO | $9,000 | -18.2% | 136 | -34.3% | 0.00% | – |
| TWMC | Exit | TRANS WORLD ENTERTAINMENT CP | $0 | – | -640 | -100.0% | 0.00% | – |
| SSL | Sell | SASOL LTD-SPONSORED ADR | $16,000 | -87.1% | 296 | -85.9% | 0.00% | -100.0% |
| SKUL | Sell | SKULLCANDY INC | $11,000 | 0.0% | 1,382 | -11.8% | 0.00% | – |
| MOBI | Sell | SKY-MOBI LTD-SP ADR | $7,000 | -30.0% | 912 | -21.2% | 0.00% | – |
| CBOE | Sell | CBOE HOLDINGS INC | $1,000 | -99.9% | 19 | -99.9% | 0.00% | -100.0% |
| CBS | Sell | CBS CORP-CLASS B NON VOTING | $20,000 | -33.3% | 369 | -24.5% | 0.00% | -100.0% |
| CJES | Sell | C&J ENERGY SERVICES INC | $6,000 | -97.9% | 200 | -97.7% | 0.00% | -100.0% |
| BWEN | Sell | BROADWIND ENERGY INC | $4,000 | 0.0% | 488 | -4.1% | 0.00% | – |
| SYUT | Sell | SYNUTRA INTERNATIONAL INC | $2,000 | -50.0% | 508 | -12.3% | 0.00% | – |
| BIG | Sell | BIG LOTS INC | $0 | -100.0% | 11 | -59.3% | 0.00% | – |
| BHP | Sell | BHP BILLITON LTD-SPON ADR | $3,000 | -92.5% | 49 | -91.7% | 0.00% | -100.0% |
| TECD | Sell | TECH DATA CORP | $15,000 | -96.3% | 247 | -96.2% | 0.00% | -100.0% |
| BBSI | Sell | BARRETT BUSINESS SVCS INC | $0 | -100.0% | 7 | -99.9% | 0.00% | -100.0% |
| TNAV | Sell | TELENAV INC | $1,000 | 0.0% | 193 | -15.0% | 0.00% | – |
| TMK | Sell | TORCHMARK CORP | $2,000 | -50.0% | 47 | -6.0% | 0.00% | – |
| BTN | Sell | BALLANTYNE STRONG INC | $1,000 | -66.7% | 136 | -81.5% | 0.00% | – |
| TACT | Sell | TRANSACT TECHNOLOGIES INC | $2,000 | -50.0% | 331 | -12.4% | 0.00% | – |
| TCX | Sell | TUCOWS INC-CLASS A | $20,000 | 0.0% | 1,369 | -16.9% | 0.00% | – |
| USNA | Sell | USANA HEALTH SCIENCES INC | $1,000 | -80.0% | 19 | -72.9% | 0.00% | – |
| UFI | Sell | UNIFI INC | $6,000 | -98.4% | 219 | -98.4% | 0.00% | -100.0% |
| ABTL | Sell | AUTOBYTEL INC | $8,000 | -50.0% | 894 | -24.6% | 0.00% | – |
| UIS | Sell | UNISYS CORP | $4,000 | 0.0% | 151 | -9.6% | 0.00% | – |
| USTR | Sell | UNITED STATIONERS INC | $20,000 | -23.1% | 545 | -11.5% | 0.00% | – |
| APOL | Sell | APOLLO EDUCATION GROUP INC | $1,000 | -96.7% | 43 | -95.4% | 0.00% | -100.0% |
| ANN | Sell | ANN INC | $15,000 | -53.1% | 362 | -53.4% | 0.00% | -100.0% |
| VTNR | Sell | VERTEX ENERGY INC | $5,000 | -16.7% | 647 | -2.7% | 0.00% | – |
| WNS | Sell | WNS HOLDINGS LTD-ADR | $21,000 | -98.9% | 912 | -99.1% | 0.00% | -100.0% |
| WSTG | Sell | WAYSIDE TECHNOLOGY GROUP INC | $12,000 | 0.0% | 756 | -1.2% | 0.00% | – |
| WFC | Sell | WELLS FARGO & CO | $9,000 | -10.0% | 176 | -11.6% | 0.00% | – |
| AMOT | Sell | ALLIED MOTION TECHNOLOGIES | $5,000 | 0.0% | 345 | -3.4% | 0.00% | – |
| AIQ | Sell | ALLIANCE HEALTHCARE SERVICE | $3,000 | -75.0% | 146 | -68.1% | 0.00% | – |
| AMCN | Sell | AIRMEDIA GROUP INC-ADR | $1,000 | -50.0% | 550 | -46.7% | 0.00% | – |
| XRM | Sell | XERIUM TECHNOLOGIES INC | $4,000 | -33.3% | 287 | -35.4% | 0.00% | – |
| Y | Exit | Alleghany Corp. | $0 | – | -1 | -100.0% | 0.00% | – |
| ARGO | Sell | ARGO GROUP INTERNATIONAL | $6,000 | -98.4% | 121 | -98.3% | 0.00% | -100.0% |
| ADUS | Sell | ADDUS HOMECARE CORP | $1,000 | -96.9% | 69 | -95.1% | 0.00% | -100.0% |
| MHLD | Sell | MAIDEN HOLDINGS LTD | $25,000 | -95.9% | 2,232 | -95.5% | 0.00% | -100.0% |
| AHC | Sell | AH BELO CORP-A | $22,000 | -26.7% | 2,069 | -17.5% | 0.00% | -100.0% |
| CSTE | Sell | CAESARSTONE SDOT-YAM LTD | $5,000 | -99.5% | 95 | -99.5% | 0.00% | -100.0% |
| PNTR | Sell | POINTER TELOCATION LTD | $7,000 | -30.0% | 890 | -18.6% | 0.00% | – |
| CST | Exit | CST BRANDS INC | $0 | – | -33 | -100.0% | 0.00% | – |
| PRU | Exit | PRUDENTIAL FINANCIAL INC | $0 | – | -2 | -100.0% | 0.00% | – |
| FENG | Exit | PHOENIX NEW MEDIA LTD -ADR | $0 | – | -80 | -100.0% | 0.00% | – |
| PRSC | Exit | PROVIDENCE SERVICE CORP | $0 | – | -112 | -100.0% | 0.00% | – |
| UIL | Exit | UIL HOLDINGS CORP | $0 | – | -398 | -100.0% | 0.00% | – |
| IRC | Exit | INLAND REAL ESTATE CORP | $0 | – | -204 | -100.0% | 0.00% | – |
| DK | Exit | DELEK US HOLDINGS INC | $0 | – | -852 | -100.0% | 0.00% | – |
| ETR | Exit | ENTERGY CORP | $0 | – | -220 | -100.0% | 0.00% | – |
| TYPE | Exit | MONOTYPE IMAGING HOLDINGS IN | $0 | – | -16 | -100.0% | 0.00% | – |
| MTX | Exit | MINERALS TECHNOLOGIES INC | $0 | – | -93 | -100.0% | 0.00% | – |
| AETI | Exit | AMERICAN ELECTRIC TECHNOLOGI | $0 | – | -879 | -100.0% | 0.00% | – |
| RF | Exit | REGIONS FINANCIAL CORP | $0 | – | -1,387 | -100.0% | 0.00% | – |
| JAH | Exit | JARDEN CORP | $0 | – | -1 | -100.0% | 0.00% | – |
| GGG | Exit | GRACO INC | $0 | – | -8 | -100.0% | 0.00% | – |
| LUXTY | Exit | LUXOTTICA GROUP SPA-SPON ADR | $0 | – | -109 | -100.0% | 0.00% | – |
| DFS | Exit | DISCOVER FINANCIAL SERVICES | $0 | – | -351 | -100.0% | 0.00% | – |
| U104PS | Exit | PERFECT WORLD CO-SPON ADR | $0 | – | -86 | -100.0% | 0.00% | – |
| ARX | Exit | AEROFLEX HLDG CORP COM | $0 | – | -213 | -100.0% | 0.00% | – |
| SEE | Exit | SEALED AIR CORP | $0 | – | -164 | -100.0% | 0.00% | – |
| AXS | Exit | AXIS CAPITAL HOLDINGS LTD | $0 | – | -8 | -100.0% | 0.00% | – |
| LGND | Exit | LIGAND PHARMACEUTICALS-CL B | $0 | – | -86 | -100.0% | 0.00% | – |
| NSC | Exit | NORFOLK SOUTHERN CORP | $0 | – | -10 | -100.0% | 0.00% | – |
| IDCC | Exit | INTERDIGITAL INC | $0 | – | -548 | -100.0% | 0.00% | – |
| ARSD | Exit | ARABIAN AMERICAN DEVELOPMENT | $0 | – | -319 | -100.0% | 0.00% | – |
| IXP | Exit | ISHARES GLOB TELECOM ETF | $0 | – | -1 | -100.0% | 0.00% | – |
| 9207PS | Exit | ROCK TENN COMPANY -CL A | $0 | – | -2 | -100.0% | 0.00% | – |
| FMX | Exit | FOMENTO ECONOMICO MEX-SP ADR | $0 | – | -154 | -100.0% | 0.00% | – |
| NR | Exit | NEWPARK RESOURCES INC | $0 | – | -179 | -100.0% | 0.00% | – |
| TAX | Exit | JTH HLDG INC CL A | $0 | – | -504 | -100.0% | 0.00% | – |
| ADC | Exit | AGREE REALTY CORP | $0 | – | -145 | -100.0% | 0.00% | – |
| HIMX | Exit | HIMAX TECHNOLOGIES INC-ADR | $0 | – | -84 | -100.0% | 0.00% | – |
| BBOX | Exit | BLACK BOX CORP | $0 | – | -97 | -100.0% | 0.00% | – |
| ALGT | Exit | ALLEGIANT TRAVEL CO | $0 | – | -10 | -100.0% | 0.00% | – |
| GIS | Exit | GENERAL MILLS INC | $0 | – | -4 | -100.0% | 0.00% | – |
| CWCO | Exit | CONSOLIDATED WATER CO-ORD SH | $0 | – | -424 | -100.0% | 0.00% | – |
| UMC | Exit | UNITED MICROELECTRON-SP ADR | $0 | – | -4,560 | -100.0% | 0.00% | – |
| HDNG | Exit | HARDINGE INC | $0 | – | -111 | -100.0% | 0.00% | – |
| ESINQ | Exit | ITT EDUCATIONAL SERVICES INC | $0 | – | -1,558 | -100.0% | 0.00% | – |
| UVV | Exit | UNIVERSAL CORP/VA | $0 | – | -45 | -100.0% | 0.00% | – |
| EPAM | Exit | EPAM SYSTEMS INC | $0 | – | -41 | -100.0% | 0.00% | – |
| BOLT | Exit | BOLT TECHNOLOGY CORP | $0 | – | -147 | -100.0% | 0.00% | – |
| OLP | Exit | ONE LIBERTY PROPERTIES INC | $0 | – | -491 | -100.0% | 0.00% | – |
| BRKB | Exit | BERKSHIRE HATHAWAY INC-CL B | $0 | – | -58 | -100.0% | 0.00% | – |
| CPS | Exit | COOPER-STANDARD HOLDING | $0 | – | -41 | -100.0% | 0.00% | – |
| SQM | Exit | QUIMICA Y MINERA CHIL-SP ADR | $0 | – | -101 | -100.0% | 0.00% | – |
| ENVE | Exit | HICKORYTECH CORP | $0 | – | -896 | -100.0% | 0.00% | – |
| HCC | Exit | HCC INSURANCE HOLDINGS INC | $0 | – | -9 | -100.0% | 0.00% | – |
| FNF | Exit | FIDELITY NATIONAL FINL-A | $0 | – | -30 | -100.0% | 0.00% | – |
| PEI | Exit | PENN REAL ESTATE INVEST TST | $0 | – | -537 | -100.0% | 0.00% | – |
| BYI | Exit | BALLY TECHNOLOGIES INC | $0 | – | -54 | -100.0% | 0.00% | – |
| ICFI | Exit | ICF INTERNATIONAL INC | $0 | – | -145 | -100.0% | 0.00% | – |
| SRCTQ | Exit | STANDARD REGISTER CO | $0 | – | -208 | -100.0% | 0.00% | – |
| OII | Exit | OCEANEERING INTL INC | $0 | – | -99 | -100.0% | 0.00% | – |
| FLWS | Exit | 1-800-FLOWERS.COM INC-CL A | $0 | – | -488 | -100.0% | 0.00% | – |
| NRCIB | Exit | NATIONAL RESEARCH CORP-CL B | $0 | – | -171 | -100.0% | 0.00% | – |
| HGGGQ | Exit | HHGREGG INC | $0 | – | -22 | -100.0% | 0.00% | – |
| RAD | Exit | RITE AID CORP | $0 | – | -475 | -100.0% | 0.00% | – |
| ECL | Exit | ECOLAB INC | $0 | – | -3 | -100.0% | 0.00% | – |
| TRW | Exit | TRW AUTOMOTIVE HOLDINGS CORP | $0 | – | -121 | -100.0% | 0.00% | – |
| CPK | Exit | CHESAPEAKE UTILITIES CORP | $0 | – | -253 | -100.0% | 0.00% | – |
| BAGL | Exit | EINSTEIN NOAH RESTAURANT GRO | $0 | – | -170 | -100.0% | 0.00% | – |
| CRI | Exit | CARTER'S INC | $0 | – | -4 | -100.0% | 0.00% | – |
| FHN | Sell | FIRST HORIZON NATIONAL CORP | $0 | – | 0 | -100.0% | 0.00% | – |
| FR | Sell | FIRST INDUSTRIAL REALTY TR | $6,000 | -50.0% | 329 | -48.8% | 0.00% | – |
| RICK | Exit | RICK'S CABARET INTL INC | $0 | – | -149 | -100.0% | 0.00% | – |
| LRN | Exit | K12 INC | $0 | – | -114 | -100.0% | 0.00% | – |
| MCRI | Exit | MONARCH CASINO & RESORT INC | $0 | – | -116 | -100.0% | 0.00% | – |
| WIRE | Exit | ENCORE WIRE CORP | $0 | – | -6 | -100.0% | 0.00% | – |
| DPZ | Exit | DOMINO'S PIZZA INC | $0 | – | -65 | -100.0% | 0.00% | – |
| CLRO | Exit | CLEARONE INC | $0 | – | -150 | -100.0% | 0.00% | – |
| PHMD | Exit | PHOTOMEDEX INC COM NEW | $0 | – | -151 | -100.0% | 0.00% | – |
| GSG | Exit | ISHARES S&P GSCI COMMODITY I | $0 | – | -1,302 | -100.0% | -0.00% | – |
| PIKE | Exit | PIKE ELECTRIC CORP | $0 | – | -3,721 | -100.0% | -0.00% | – |
| SIEGY | Exit | SIEMENS AG-SPONS ADR | $0 | – | -250 | -100.0% | -0.00% | – |
| IHG | Exit | INTERCONTINENTAL HOTELS-ADR | $0 | – | -1,040 | -100.0% | -0.00% | – |
| KYOCY | Exit | KYOCERA CORP -SPONS ADR | $0 | – | -1,434 | -100.0% | -0.00% | – |
| CACI | Exit | CACI INTERNATIONAL INC -CL A | $0 | – | -399 | -100.0% | -0.00% | – |
| CRH | Exit | CRH PLC-SPONSORED ADR | $0 | – | -2,955 | -100.0% | -0.00% | – |
| TSU | Exit | TIM PARTICIPACOES SA-ADR | $0 | – | -2,561 | -100.0% | -0.00% | – |
| VALE | Exit | VALE SA-SP ADR | $0 | – | -2,650 | -100.0% | -0.00% | – |
| POST | Exit | POST HOLDINGS INC | $0 | – | -634 | -100.0% | -0.00% | – |
| OTTR | Exit | OTTER TAIL CORP | $0 | – | -1,392 | -100.0% | -0.00% | – |
| NUS | Exit | NU SKIN ENTERPRISES INC - A | $0 | – | -1,196 | -100.0% | -0.00% | – |
| IGT | Exit | INTL GAME TECHNOLOGY | $0 | – | -6,439 | -100.0% | -0.00% | – |
| ICLR | Exit | ICON PLC | $0 | – | -2,264 | -100.0% | -0.00% | – |
| UNF | Exit | UNIFIRST CORP/MA | $0 | – | -1,070 | -100.0% | -0.00% | – |
| FLT | Exit | FLEETCOR TECHNOLOGIES INC | $0 | – | -1,235 | -100.0% | -0.00% | – |
| SDRL | Exit | SEADRILL LIMITED SHS | $0 | – | -3,473 | -100.0% | -0.00% | – |
| DWSN | Exit | DAWSON GEOPHYSICAL CO | $0 | – | -6,069 | -100.0% | -0.00% | – |
| AYR | Exit | AIRCASTLE LTD | $0 | – | -8,247 | -100.0% | -0.00% | – |
| CSRE | Exit | CSR PLC-ADR | $0 | – | -4,277 | -100.0% | -0.00% | – |
| RGR | Exit | STURM RUGER & CO INC | $0 | – | -2,902 | -100.0% | -0.00% | – |
| TEN | Exit | TENNECO INC | $0 | – | -3,045 | -100.0% | -0.00% | – |
| GDOT | Exit | GREEN DOT CORP-CLASS A | $0 | – | -10,502 | -100.0% | -0.00% | – |
| DESTQ | Exit | DESTINATION MATERNITY CORP | $0 | – | -9,045 | -100.0% | -0.00% | – |
| HVT | Exit | HAVERTY FURNITURE | $0 | – | -9,961 | -100.0% | -0.01% | – |
| GLT | Exit | GLATFELTER | $0 | – | -9,153 | -100.0% | -0.01% | – |
| TM | Exit | TOYOTA MOTOR CORP -SPON ADR | $0 | – | -2,254 | -100.0% | -0.01% | – |
| HLIT | Exit | HARMONIC INC | $0 | – | -39,298 | -100.0% | -0.01% | – |
| JNJ | Exit | JOHNSON & JOHNSON | $0 | – | -2,635 | -100.0% | -0.01% | – |
| EHTH | Exit | EHEALTH INC | $0 | – | -7,830 | -100.0% | -0.01% | – |
| PLUS | Exit | EPLUS INC | $0 | – | -5,541 | -100.0% | -0.01% | – |
| AIN | Exit | ALBANY INTL CORP-CL A | $0 | – | -8,758 | -100.0% | -0.01% | – |
| EA | Exit | ELECTRONIC ARTS INC | $0 | – | -8,800 | -100.0% | -0.01% | – |
| PRXL | Exit | PAREXEL INTERNATIONAL CORP | $0 | – | -5,952 | -100.0% | -0.01% | – |
| STBA | Exit | S & T BANCORP INC | $0 | – | -13,206 | -100.0% | -0.01% | – |
| SILC | Exit | SILICOM LTD | $0 | – | -7,711 | -100.0% | -0.01% | – |
| WAIR | Exit | WESCO AIRCRAFT HOLDINGS INC | $0 | – | -15,384 | -100.0% | -0.01% | – |
| ENH | Exit | ENDURANCE SPECIALTY HOLDINGS | $0 | – | -6,136 | -100.0% | -0.01% | – |
| CPA | Exit | COPA HOLDINGS SA-CLASS A | $0 | – | -2,231 | -100.0% | -0.01% | – |
| SAPE | Exit | SAPIENT CORPORATION | $0 | – | -21,371 | -100.0% | -0.01% | – |
| FTK | Exit | FLOTEK INDUSTRIES INC | $0 | – | -11,444 | -100.0% | -0.01% | – |
| XIN | Exit | XINYUAN REAL ESTATE CO L-ADR | $0 | – | -104,608 | -100.0% | -0.01% | – |
| OVTI | Exit | OMNIVISION TECHNOLOGIES INC | $0 | – | -21,346 | -100.0% | -0.01% | – |
| KIRK | Exit | KIRKLAND'S INC | $0 | – | -26,768 | -100.0% | -0.01% | – |
| HWAY | Exit | HEALTHWAYS INC | $0 | – | -27,230 | -100.0% | -0.01% | – |
| CASS | Exit | CASS INFORMATION SYSTEMS INC | $0 | – | -10,591 | -100.0% | -0.01% | – |
| KS | Exit | KAPSTONE PAPER AND PACKAGING | $0 | – | -16,043 | -100.0% | -0.01% | – |
| IMKTA | Exit | INGLES MARKETS INC-CLASS A | $0 | – | -22,593 | -100.0% | -0.01% | – |
| PGTI | Exit | PGT INC | $0 | – | -72,183 | -100.0% | -0.01% | – |
| DEG | Exit | DELHAIZE GROUP - SPONS ADR | $0 | – | -34,279 | -100.0% | -0.01% | – |
| MEI | Exit | METHODE ELECTRONICS INC | $0 | – | -18,158 | -100.0% | -0.01% | – |
| FXCM | Exit | FXCM INC-A | $0 | – | -46,890 | -100.0% | -0.01% | – |
| IPAR | Exit | INTER PARFUMS INC | $0 | – | -24,288 | -100.0% | -0.01% | – |
| RUTH | Exit | RUTH'S HOSPITALITY GROUP INC | $0 | – | -66,513 | -100.0% | -0.02% | – |
| MET | Exit | METLIFE INC | $0 | – | -15,764 | -100.0% | -0.02% | – |
| GBL | Exit | GAMCO INVESTORS INC-A | $0 | – | -12,460 | -100.0% | -0.02% | – |
| SAIA | Exit | SAIA INC | $0 | – | -25,887 | -100.0% | -0.02% | – |
| NGS | Exit | NATURAL GAS SERVICES GROUP | $0 | – | -72,026 | -100.0% | -0.04% | – |
| TRI | Exit | THOMSON REUTERS CORP | $0 | – | -66,860 | -100.0% | -0.05% | – |
| TYL | Exit | TYLER TECHNOLOGIES INC | $0 | – | -29,663 | -100.0% | -0.05% | – |
| TMO | Exit | THERMO FISHER SCIENTIFIC INC | $0 | – | -36,862 | -100.0% | -0.08% | – |
| JWN | Exit | NORDSTROM INC | $0 | – | -94,619 | -100.0% | -0.12% | – |
| HRB | Exit | H&R BLOCK INC | $0 | – | -442,020 | -100.0% | -0.28% | – |
| AMAT | Exit | APPLIED MATERIALS INC | $0 | – | -827,416 | -100.0% | -0.35% | – |
| THI | Exit | TIM HORTONS INC | $0 | – | -349,584 | -100.0% | -0.36% | – |
Other managers
Other managers that, in addition to the filing manager(s), that filed the EDGAR filing(s):
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2014-11-17
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| LYONDELLBASELL INDUSTRIES NV CL A COM USD0.01 | 42 | Q3 2023 | 3.8% |
| MARATHON PETROLEUM CORP COM USD0.01 | 42 | Q3 2023 | 3.3% |
| WESTERN UNION CO COM USD.01 | 42 | Q3 2023 | 2.7% |
| VALERO ENERGY CORP NEW COM | 42 | Q3 2023 | 3.9% |
| BOEING CO/THE | 42 | Q3 2023 | 4.3% |
| ROYAL BK CDA SUSTAINABL | 42 | Q3 2023 | 1.6% |
| APPLE INC COM NPV | 42 | Q3 2023 | 2.3% |
| PFIZER INC COM USD.1 | 42 | Q3 2023 | 2.0% |
| MAGNA INTL INC COM | 42 | Q3 2023 | 1.5% |
| ALLSTATE CORP COM USD.01 | 42 | Q3 2023 | 1.7% |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete holdings history.
Latest significant ownerships (13-D/G)
| Filed | Shares | Percentage | |
|---|---|---|---|
| COTT CORP /CN/ | February 01, 2010 | 3,841,065 | 4.7% |
| APPLIED SIGNAL TECHNOLOGY INC | June 08, 2009 | 594,058 | 4.6% |
| CRAWFORD & CO | May 01, 2009 | 979,322 | 4.0% |
| TREX CO INC | April 01, 2009 | 721,599 | 4.7% |
| UNIFI INC | March 24, 2009 | 1,463,028 | 2.4% |
| METALICO INC | October 02, 2008 | 1,584,233 | 5.0% |
| 1 800 FLOWERS COM INC | July 08, 2008 | 781,222 | 3.0% |
| CAL MAINE FOODS INC | July 08, 2008 | 1,001,475 | 4.7% |
| Emergency Medical Services CORP | July 08, 2008 | 265,967 | 2.9% |
| LSB INDUSTRIES INC | July 08, 2008 | 686,846 | 3.2% |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete significant-ownership history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2024-05-13 |
| 13F-HR | 2024-02-09 |
| 13F-HR | 2023-11-13 |
| 13F-HR | 2023-08-11 |
| 13F-HR | 2023-05-12 |
| 13F-HR | 2023-02-10 |
| 13F-HR | 2022-11-14 |
| 13F-HR | 2022-08-11 |
| 13F-HR | 2022-05-13 |
| 13F-HR | 2022-02-11 |
View O'SHAUGHNESSY ASSET MANAGEMENT, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.