$5.14 Billion is the total value of O'SHAUGHNESSY ASSET MANAGEMENT, LLC's 1026 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 37.1% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| MPC | Sell | MARATHON PETROLEUM CORP | $144,170,000 | +4.4% | 1,409,200 | -8.3% | 2.81% | +6.2% |
| LUMN | Sell | CENTURYLINK INC | $138,919,000 | -10.7% | 4,023,767 | -3.0% | 2.70% | -9.2% |
| NOC | Sell | NORTHROP GRUMMAN CORP | $137,744,000 | -1.7% | 856,584 | -10.3% | 2.68% | +0.0% |
| T | Sell | AT&T INC | $113,878,000 | -21.9% | 3,489,440 | -24.0% | 2.22% | -20.6% |
| STX | Sell | SEAGATE TECHNOLOGY | $106,203,000 | -27.6% | 2,042,771 | -7.8% | 2.07% | -26.4% |
| HD | Sell | HOME DEPOT INC | $85,791,000 | +6.2% | 755,547 | -2.1% | 1.67% | +8.1% |
| CCE | Sell | COCA-COLA ENTERPRISES | $83,825,000 | -11.2% | 1,898,251 | -11.4% | 1.63% | -9.6% |
| CF | Sell | CF INDUSTRIES HOLDINGS INC | $75,378,000 | -17.0% | 265,906 | -20.5% | 1.47% | -15.5% |
| BMO | Sell | BANK OF MONTREAL | $68,660,000 | -23.9% | 1,146,461 | -14.4% | 1.34% | -22.6% |
| LOW | Sell | LOWE'S COS INC | $68,189,000 | -18.5% | 917,369 | -24.9% | 1.33% | -17.1% |
| PFE | Sell | PFIZER INC | $67,079,000 | -33.1% | 1,929,153 | -40.3% | 1.31% | -31.9% |
| KSS | Sell | KOHLS CORP | $61,926,000 | -7.8% | 792,084 | -28.3% | 1.20% | -6.2% |
| CHRW | Sell | C.H. ROBINSON WORLDWIDE INC | $55,715,000 | -5.5% | 761,653 | -3.7% | 1.08% | -3.8% |
| ORAN | Sell | ORANGE-SPON ADR | $55,459,000 | +0.1% | 3,464,021 | -7.3% | 1.08% | +1.9% |
| DGX | Sell | QUEST DIAGNOSTICS INC | $52,862,000 | -35.7% | 688,293 | -44.0% | 1.03% | -34.5% |
| VOD | Sell | VODAFONE GROUP PLC-SP ADR | $48,045,000 | -9.1% | 1,470,161 | -15.8% | 0.94% | -7.5% |
| BCE | Sell | BCE INC | $44,044,000 | -13.4% | 1,040,262 | -17.5% | 0.86% | -11.9% |
| VZ | Sell | VERIZON COMMUNICATIONS INC | $40,049,000 | -1.6% | 823,799 | -17.7% | 0.78% | +0.1% |
| SU | Sell | SUNCOR ENERGY INC | $36,997,000 | -11.7% | 1,267,940 | -2.4% | 0.72% | -10.2% |
| TTE | Sell | TOTAL SA-SPON ADR | $36,406,000 | +6.3% | 733,113 | -3.5% | 0.71% | +8.1% |
| HAL | Sell | HALLIBURTON CO | $36,282,000 | -26.1% | 827,507 | -34.0% | 0.71% | -24.8% |
| CHL | Sell | CHINA MOBILE LTD-SPON ADR | $36,266,000 | +0.8% | 557,686 | -18.4% | 0.71% | +2.5% |
| M | Sell | MACY'S INC | $33,973,000 | -34.5% | 523,824 | -33.9% | 0.66% | -33.4% |
| RDSA | Sell | ROYAL DUTCH SHELL PLC-ADR | $32,446,000 | -12.2% | 543,932 | -12.8% | 0.63% | -10.6% |
| TU | Sell | TELUS CORP | $30,449,000 | -22.7% | 917,054 | -21.3% | 0.59% | -21.4% |
| NTTYY | Sell | NIPPON TELEGRAPH & TELE-ADR | $28,299,000 | -14.5% | 918,626 | -29.2% | 0.55% | -13.0% |
| MSI | Sell | MOTOROLA SOLUTIONS INC | $24,530,000 | -55.7% | 368,242 | -55.6% | 0.48% | -54.9% |
| RE | Sell | EVEREST RE GROUP LTD | $24,125,000 | -18.9% | 138,761 | -20.9% | 0.47% | -17.4% |
| AGU | Sell | AGRIUM INC | $22,975,000 | +3.3% | 220,765 | -5.5% | 0.45% | +4.9% |
| GPS | Sell | GAP INC/THE | $22,831,000 | -14.9% | 527,394 | -17.7% | 0.44% | -13.6% |
| SJR | Sell | SHAW COMMUNICATIONS INC-B | $20,447,000 | -40.0% | 988,184 | -26.9% | 0.40% | -39.0% |
| COP | Sell | CONOCOPHILLIPS | $19,033,000 | -21.3% | 305,789 | -22.6% | 0.37% | -19.9% |
| A309PS | Sell | DIRECTV | $18,079,000 | -71.1% | 212,615 | -70.6% | 0.35% | -70.6% |
| VRSN | Sell | VERISIGN INC | $16,891,000 | +3.7% | 252,216 | -11.7% | 0.33% | +5.4% |
| AZO | Sell | AUTOZONE INC | $14,106,000 | -31.4% | 20,705 | -38.0% | 0.28% | -30.0% |
| FSRV | Sell | FIRSTSERVICE CORP | $14,050,000 | +5.4% | 217,410 | -14.6% | 0.27% | +7.5% |
| CNQ | Sell | CANADIAN NATURAL RESOURCES | $13,895,000 | -10.2% | 454,013 | -6.4% | 0.27% | -8.8% |
| SWKS | Sell | SKYWORKS SOLUTIONS INC | $13,435,000 | +25.7% | 136,723 | -7.2% | 0.26% | +28.4% |
| CAJ | Sell | CANON INC-SPONS ADR | $13,013,000 | +7.8% | 367,901 | -12.6% | 0.25% | +9.5% |
| AIZ | Sell | ASSURANT INC | $12,537,000 | -20.3% | 204,158 | -11.1% | 0.24% | -18.9% |
| KNX | Sell | KNIGHT TRANSPORTATION INC | $12,379,000 | -6.3% | 384,146 | -2.5% | 0.24% | -4.7% |
| PTR | Sell | PETROCHINA CO LTD -ADR | $11,772,000 | -2.8% | 105,853 | -12.8% | 0.23% | -1.3% |
| WYND | Sell | WYNDHAM WORLDWIDE CORP | $11,717,000 | -60.8% | 129,702 | -63.0% | 0.23% | -60.1% |
| VIV | Sell | TELEFONICA BRASIL-ADR | $11,486,000 | -67.2% | 751,213 | -65.2% | 0.22% | -66.6% |
| EW | Sell | EDWARDS LIFESCIENCES CORP | $11,519,000 | +8.2% | 80,856 | -3.3% | 0.22% | +9.8% |
| BSMX | Sell | GRUPO FIN SANTANDER-ADR B | $11,263,000 | -58.8% | 1,032,300 | -61.1% | 0.22% | -58.1% |
| SAFM | Sell | SANDERSON FARMS INC | $10,446,000 | -5.4% | 131,186 | -0.4% | 0.20% | -3.8% |
| MBT | Sell | MOBILE TELESYSTEMS-SP ADR | $10,314,000 | -20.7% | 1,022,358 | -43.8% | 0.20% | -19.3% |
| DLTR | Sell | DOLLAR TREE INC | $10,321,000 | +14.3% | 127,356 | -1.2% | 0.20% | +16.2% |
| HII | Sell | HUNTINGTON INGALLS INDUSTRIE | $9,146,000 | +0.7% | 65,270 | -19.2% | 0.18% | +2.3% |
| SNDK | Sell | SANDISK CORP | $9,096,000 | -71.6% | 143,135 | -56.5% | 0.18% | -71.1% |
| JE | Sell | JUST ENERGY GROUP INC | $8,249,000 | -13.1% | 1,767,400 | -0.6% | 0.16% | -11.5% |
| GBX | Sell | GREENBRIER COMPANIES INC | $7,957,000 | -29.5% | 137,318 | -34.9% | 0.16% | -28.2% |
| DAL | Sell | DELTA AIR LINES INC | $6,756,000 | -42.0% | 150,268 | -36.5% | 0.13% | -40.8% |
| MEOH | Sell | METHANEX CORP | $6,498,000 | +7.6% | 121,542 | -7.9% | 0.13% | +8.6% |
| OLN | Sell | OLIN CORP | $6,483,000 | -8.1% | 202,351 | -34.7% | 0.13% | -6.7% |
| EC | Sell | ECOPETROL SA-SPONSORED ADR | $6,361,000 | -43.6% | 418,066 | -41.9% | 0.12% | -42.6% |
| 3106PS | Sell | DELPHI AUTOMOTIVE PLC | $6,285,000 | +4.8% | 78,824 | -4.4% | 0.12% | +6.1% |
| FTR | Sell | FRONTIER COMMUNICATIONS CORP | $6,079,000 | -0.6% | 862,395 | -6.0% | 0.12% | +0.9% |
| LMT | Sell | LOCKHEED MARTIN CORP | $5,764,000 | -58.8% | 28,402 | -61.0% | 0.11% | -58.2% |
| CP | Sell | CANADIAN PACIFIC RAILWAY LTD | $5,686,000 | -16.4% | 31,102 | -9.1% | 0.11% | -14.6% |
| CLS | Sell | CELESTICA INC | $5,314,000 | -16.3% | 479,375 | -10.8% | 0.10% | -15.6% |
| CHE | Sell | CHEMED CORP | $5,225,000 | +6.8% | 43,823 | -5.9% | 0.10% | +8.5% |
| UGI | Sell | UGI CORP | $5,065,000 | -17.1% | 155,407 | -3.4% | 0.10% | -15.4% |
| ACM | Sell | AECOM TECHNOLOGY CORP | $4,372,000 | -19.3% | 141,868 | -20.5% | 0.08% | -18.3% |
| SYA | Sell | SYMETRA FINANCIAL CORP | $4,340,000 | +1.6% | 185,244 | -0.6% | 0.08% | +2.4% |
| TRGP | Sell | TARGA RESOURCES CORP | $4,271,000 | -28.1% | 44,598 | -20.6% | 0.08% | -27.2% |
| CVGW | Sell | CALAVO GROWERS INC | $4,253,000 | -3.8% | 82,828 | -11.9% | 0.08% | -2.4% |
| GILD | Sell | GILEAD SCIENCES INC | $4,158,000 | -1.7% | 42,368 | -5.6% | 0.08% | 0.0% |
| BGCP | Sell | BGC PARTNERS INC-CL A | $4,012,000 | -13.5% | 425,182 | -16.7% | 0.08% | -12.4% |
| CALM | Sell | CAL-MAINE FOODS INC | $3,946,000 | -22.7% | 101,152 | -23.0% | 0.08% | -21.4% |
| PIPR | Sell | PIPER JAFFRAY COS | $3,859,000 | -10.5% | 73,663 | -1.3% | 0.08% | -8.5% |
| IQNT | Sell | INTELIQUENT INC | $3,833,000 | -22.0% | 243,504 | -2.7% | 0.08% | -20.2% |
| WDC | Sell | WESTERN DIGITAL CORP | $3,607,000 | -30.8% | 39,636 | -15.9% | 0.07% | -30.0% |
| HURC | Sell | HURCO COMPANIES INC | $3,607,000 | -5.3% | 109,662 | -2.2% | 0.07% | -4.1% |
| WIN | Sell | WINDSTREAM HOLDINGS INC | $3,546,000 | -39.3% | 479,485 | -32.5% | 0.07% | -38.4% |
| CHT | Sell | CHUNGHWA TELECOM LTD-ADR | $3,454,000 | +6.4% | 107,703 | -19.5% | 0.07% | +8.1% |
| PLOW | Sell | DOUGLAS DYNAMICS INC | $3,284,000 | -7.0% | 143,947 | -13.2% | 0.06% | -5.9% |
| PHX | Sell | PANHANDLE OIL AND GAS INC-A | $3,082,000 | -37.9% | 155,959 | -27.3% | 0.06% | -36.8% |
| MU | Sell | MICRON TECHNOLOGY INC | $3,050,000 | -36.5% | 112,411 | -18.0% | 0.06% | -35.9% |
| TRN | Sell | TRINITY INDUSTRIES INC | $3,005,000 | -7.7% | 84,666 | -27.4% | 0.06% | -6.5% |
| SPB | Sell | SPECTRUM BRANDS HOLDINGS INC | $2,749,000 | -12.3% | 30,742 | -6.8% | 0.05% | -10.0% |
| NTCT | Sell | NETSCOUT SYSTEMS INC | $2,736,000 | -18.0% | 62,491 | -31.9% | 0.05% | -17.2% |
| POT | Sell | POTASH CORP OF SASKATCHEWAN | $2,571,000 | -80.8% | 79,741 | -81.0% | 0.05% | -80.5% |
| HELE | Sell | HELEN OF TROY LTD | $2,395,000 | -34.5% | 29,436 | -47.9% | 0.05% | -32.9% |
| R | Sell | RYDER SYSTEM INC | $2,353,000 | -8.9% | 24,817 | -11.2% | 0.05% | -6.1% |
| SNP | Sell | CHINA PETROLEUM & CHEM-ADR | $2,262,000 | -86.1% | 28,386 | -87.5% | 0.04% | -85.9% |
| BAH | Sell | BOOZ ALLEN HAMILTON HOLDINGS | $2,278,000 | -2.9% | 78,811 | -11.4% | 0.04% | -2.2% |
| CLW | Sell | CLEARWATER PAPER CORP | $2,169,000 | -17.3% | 33,217 | -13.3% | 0.04% | -16.0% |
| UIHC | Sell | UNITED INSURANCE HOLDINGS CO | $2,093,000 | -49.8% | 93,137 | -51.3% | 0.04% | -48.8% |
| VET | Sell | VERMILION ENERGY INC | $2,055,000 | -28.3% | 48,942 | -14.3% | 0.04% | -27.3% |
| PPC | Sell | PILGRIM'S PRIDE CORP | $2,021,000 | -23.7% | 89,585 | -6.4% | 0.04% | -23.5% |
| NVEC | Sell | NVE CORP | $1,946,000 | -2.2% | 28,281 | -0.0% | 0.04% | 0.0% |
| LPNT | Sell | LIFEPOINT HOSPITALS INC | $1,965,000 | -16.8% | 26,778 | -18.8% | 0.04% | -15.6% |
| NP | Sell | NEENAH PAPER INC | $1,951,000 | -11.4% | 31,235 | -15.0% | 0.04% | -9.5% |
| USPH | Sell | U.S. PHYSICAL THERAPY INC | $1,906,000 | +10.8% | 40,173 | -2.6% | 0.04% | +12.1% |
| EXAM | Sell | EXAMWORKS GROUP INC | $1,883,000 | -64.6% | 45,246 | -64.7% | 0.04% | -63.7% |
| GPRE | Sell | GREEN PLAINS INC | $1,826,000 | -24.5% | 64,052 | -34.7% | 0.04% | -21.7% |
| FNHC | Sell | FEDERATED NATIONAL HOLDING C | $1,804,000 | +6.1% | 59,035 | -16.7% | 0.04% | +6.1% |
| GMKYY | Sell | GRUMA S.A.B.-SPONSORED ADR | $1,781,000 | -12.4% | 35,064 | -28.4% | 0.04% | -10.3% |
| GME | Sell | GAMESTOP CORP-CLASS A | $1,771,000 | -31.2% | 46,650 | -38.7% | 0.03% | -30.6% |
| AGX | Sell | ARGAN INC | $1,704,000 | -32.1% | 47,186 | -37.2% | 0.03% | -31.2% |
| NNBR | Sell | NN INC | $1,700,000 | -26.2% | 67,850 | -39.7% | 0.03% | -25.0% |
| FL | Sell | FOOT LOCKER INC | $1,645,000 | -4.3% | 26,143 | -15.0% | 0.03% | -3.0% |
| NEU | Sell | NEWMARKET CORP | $1,635,000 | -23.5% | 3,425 | -35.6% | 0.03% | -22.0% |
| IBA | Sell | INDUSTRIAS BACHOCO SAB SP AD | $1,601,000 | -16.0% | 32,154 | -16.1% | 0.03% | -13.9% |
| NLS | Sell | NAUTILUS INC | $1,613,000 | -3.8% | 105,747 | -4.8% | 0.03% | -3.1% |
| UCFC | Sell | UNITED COMMUNITY FINANCIAL | $1,556,000 | -5.6% | 285,274 | -7.6% | 0.03% | -6.2% |
| MCS | Sell | MARCUS CORPORATION | $1,489,000 | -30.8% | 70,038 | -40.1% | 0.03% | -29.3% |
| CNMD | Sell | CONMED CORP | $1,495,000 | -27.5% | 29,645 | -35.8% | 0.03% | -25.6% |
| CRAI | Sell | CRA INTERNATIONAL INC | $1,514,000 | -8.4% | 48,706 | -11.2% | 0.03% | -9.4% |
| RCL | Sell | ROYAL CARIBBEAN CRUISES LTD | $1,463,000 | -32.2% | 17,884 | -31.9% | 0.03% | -31.7% |
| QSR | Sell | RESTAURANT BRANDS INTL INC COM | $1,443,000 | -45.7% | 37,616 | -44.9% | 0.03% | -45.1% |
| IDTI | Sell | INTEGRATED DEVICE TECH INC | $1,421,000 | -27.8% | 71,041 | -29.6% | 0.03% | -26.3% |
| VGR | Sell | VECTOR GROUP LTD | $1,437,000 | -18.3% | 65,503 | -21.1% | 0.03% | -17.6% |
| SIMO | Sell | SILICON MOTION TECHNOL-ADR | $1,318,000 | -15.8% | 49,081 | -26.1% | 0.03% | -13.3% |
| VC | Sell | VISTEON CORP | $1,326,000 | -28.7% | 13,767 | -21.3% | 0.03% | -27.8% |
| LEA | Sell | LEAR CORP | $1,301,000 | -8.8% | 11,751 | -19.5% | 0.02% | -7.4% |
| CAR | Sell | AVIS BUDGET GROUP INC | $1,290,000 | -37.6% | 21,885 | -30.1% | 0.02% | -37.5% |
| HA | Sell | HAWAIIAN HOLDINGS INC | $1,284,000 | -54.0% | 58,327 | -45.7% | 0.02% | -52.8% |
| SPIL | Sell | SILICONWARE PRECISION-SP ADR | $1,174,000 | -11.3% | 143,563 | -18.3% | 0.02% | -8.0% |
| COLM | Sell | COLUMBIA SPORTSWEAR CO | $1,153,000 | +10.3% | 18,962 | -19.6% | 0.02% | +10.0% |
| SEM | Sell | SELECT MEDICAL HOLDINGS CORP | $1,152,000 | -8.7% | 77,789 | -11.7% | 0.02% | -8.3% |
| PAC | Sell | GRUPO AEROPORTUARIO PAC-ADR | $1,107,000 | -9.3% | 16,896 | -12.8% | 0.02% | -4.3% |
| ECHO | Sell | ECHO GLOBAL LOGISTICS INC | $1,064,000 | -20.5% | 39,099 | -15.2% | 0.02% | -19.2% |
| ECOL | Sell | US ECOLOGY INC | $1,052,000 | -37.5% | 21,074 | -50.0% | 0.02% | -37.5% |
| OMCL | Sell | OMNICELL INC | $1,008,000 | -2.0% | 28,758 | -8.0% | 0.02% | 0.0% |
| ITRN | Sell | ITURAN LOCATION AND CONTROL | $1,003,000 | -59.9% | 45,703 | -60.0% | 0.02% | -58.3% |
| DDS | Sell | DILLARDS INC-CL A | $995,000 | -10.4% | 7,294 | -18.1% | 0.02% | -9.5% |
| URI | Sell | UNITED RENTALS INC | $972,000 | -42.9% | 10,664 | -36.3% | 0.02% | -42.4% |
| DTSI | Sell | DTS INC COM | $918,000 | +4.8% | 26,985 | -5.9% | 0.02% | +5.9% |
| ARCB | Sell | ARCBEST CORP | $921,000 | -35.9% | 24,342 | -21.9% | 0.02% | -33.3% |
| HP | Sell | HELMERICH & PAYNE | $917,000 | -19.8% | 13,474 | -20.8% | 0.02% | -18.2% |
| LDL | Sell | LYDALL INC | $935,000 | -25.2% | 29,513 | -23.0% | 0.02% | -25.0% |
| EXP | Sell | EAGLE MATERIALS INC | $898,000 | -12.0% | 10,752 | -20.2% | 0.02% | -15.0% |
| SMP | Sell | STANDARD MOTOR PRODS | $858,000 | -62.8% | 20,324 | -66.6% | 0.02% | -61.4% |
| CDW | Sell | CDW CORP/DE | $835,000 | +0.5% | 22,454 | -5.4% | 0.02% | 0.0% |
| SKX | Sell | SKECHERS USA INC-CL A | $825,000 | -16.5% | 11,490 | -36.1% | 0.02% | -15.8% |
| OTEX | Sell | OPEN TEXT CORP | $775,000 | -94.4% | 14,699 | -93.7% | 0.02% | -94.3% |
| GB | Sell | GREATBATCH INC | $783,000 | +0.4% | 13,561 | -14.8% | 0.02% | 0.0% |
| ESCA | Sell | ESCALADE INC | $701,000 | +10.0% | 40,407 | -4.9% | 0.01% | +16.7% |
| EOG | Sell | EOG RESOURCES INC | $727,000 | -22.4% | 7,925 | -22.1% | 0.01% | -22.2% |
| TOWR | Sell | TOWER INTERNATIONAL INC | $744,000 | -26.5% | 28,010 | -29.7% | 0.01% | -26.3% |
| COKE | Sell | COCA-COLA BOTTLING CO CONSOL | $731,000 | +28.0% | 6,476 | -0.6% | 0.01% | +27.3% |
| HF | Sell | HFF INC-CLASS A | $672,000 | -80.6% | 17,916 | -82.3% | 0.01% | -80.3% |
| KEX | Sell | KIRBY CORP | $673,000 | -15.9% | 8,975 | -9.8% | 0.01% | -13.3% |
| MGPI | Sell | MGP INGREDIENTS INC | $617,000 | -35.5% | 45,870 | -24.4% | 0.01% | -33.3% |
| GIII | Sell | G-III APPAREL GROUP LTD | $605,000 | -59.9% | 5,374 | -64.2% | 0.01% | -58.6% |
| CVCO | Sell | CAVCO INDUSTRIES INC | $596,000 | -77.9% | 7,955 | -76.8% | 0.01% | -76.9% |
| BBW | Sell | BUILD-A-BEAR WORKSHOP INC | $612,000 | -33.1% | 31,211 | -31.9% | 0.01% | -33.3% |
| ANDE | Sell | ANDERSONS INC/THE | $593,000 | -89.0% | 14,340 | -86.0% | 0.01% | -88.3% |
| AMKR | Sell | AMKOR TECHNOLOGY INC | $614,000 | -18.2% | 69,641 | -34.5% | 0.01% | -14.3% |
| THRM | Sell | GENTHERM INC | $621,000 | -22.1% | 12,299 | -43.8% | 0.01% | -20.0% |
| BNS | Sell | BANK OF NOVA SCOTIA | $625,000 | -45.8% | 12,486 | -38.2% | 0.01% | -45.5% |
| WBC | Sell | WABCO HOLDINGS INC | $633,000 | +10.3% | 5,155 | -6.5% | 0.01% | +9.1% |
| SAVE | Sell | SPIRIT AIRLINES INC | $571,000 | -46.4% | 7,384 | -47.7% | 0.01% | -45.0% |
| E | Sell | ENI SPA-SPONSORED ADR | $564,000 | -98.4% | 16,303 | -98.6% | 0.01% | -98.4% |
| WNC | Sell | WABASH NATIONAL CORP | $563,000 | -20.0% | 39,949 | -30.3% | 0.01% | -15.4% |
| ACCO | Sell | ACCO BRANDS CORP | $503,000 | -20.3% | 60,639 | -13.9% | 0.01% | -16.7% |
| FINL | Sell | FINISH LINE/THE - CL A | $492,000 | -19.3% | 20,096 | -20.4% | 0.01% | -16.7% |
| KND | Sell | KINDRED HEALTHCARE INC | $507,000 | -11.1% | 21,355 | -32.3% | 0.01% | -9.1% |
| ASX | Sell | ADVANCED SEMICONDUCTOR E-ADR | $515,000 | +2.4% | 71,563 | -12.8% | 0.01% | 0.0% |
| PNFP | Sell | PINNACLE FINANCIAL PARTNERS | $501,000 | -45.0% | 11,276 | -51.4% | 0.01% | -41.2% |
| WSTC | Sell | WEST CORP | $525,000 | -2.1% | 15,578 | -4.6% | 0.01% | 0.0% |
| CHA | Sell | CHINA TELECOM CORP LTD-ADR | $519,000 | -2.4% | 8,074 | -11.0% | 0.01% | 0.0% |
| VSEC | Sell | VSE CORP | $505,000 | +10.5% | 6,168 | -11.4% | 0.01% | +11.1% |
| JBLU | Sell | JETBLUE AIRWAYS CORP | $468,000 | -43.5% | 24,318 | -53.7% | 0.01% | -43.8% |
| PTSI | Sell | P.A.M. TRANSPORTATION SVCS | $479,000 | -32.6% | 8,382 | -39.2% | 0.01% | -35.7% |
| FITB | Sell | FIFTH THIRD BANCORP | $447,000 | -26.8% | 23,719 | -20.8% | 0.01% | -25.0% |
| BBD | Sell | BANCO BRADESCO-ADR | $471,000 | -54.8% | 50,747 | -35.2% | 0.01% | -55.0% |
| MTRX | Sell | MATRIX SERVICE CO | $475,000 | -83.2% | 27,069 | -78.7% | 0.01% | -83.3% |
| PAM | Sell | PAMPA ENERGIA SA-SPON ADR | $413,000 | +25.5% | 23,385 | -28.7% | 0.01% | +33.3% |
| MGIC | Sell | MAGIC SOFTWARE ENTERPRISES | $401,000 | -60.5% | 61,885 | -63.9% | 0.01% | -57.9% |
| GGAL | Sell | GRUPO FINANCIERO GALICIA-ADR | $433,000 | -34.4% | 18,688 | -55.0% | 0.01% | -38.5% |
| 6100PS | Sell | BROWN SHOE COMPANY INC | $392,000 | +1.3% | 11,983 | -1.0% | 0.01% | +14.3% |
| ENTG | Sell | ENTEGRIS INC | $416,000 | -26.1% | 30,465 | -29.0% | 0.01% | -27.3% |
| ERJ | Sell | EMBRAER SA-ADR | $395,000 | -23.9% | 12,867 | -9.0% | 0.01% | -20.0% |
| CAE | Sell | CAE INC | $399,000 | -92.1% | 34,200 | -91.0% | 0.01% | -91.7% |
| VDSI | Sell | VASCO DATA SECURITY INTL | $419,000 | -39.9% | 19,469 | -21.6% | 0.01% | -38.5% |
| STVVY | Sell | CHINA DIGITAL TV HOLDING-ADR | $379,000 | -17.8% | 102,934 | -32.1% | 0.01% | -22.2% |
| HTLD | Sell | HEARTLAND EXPRESS INC | $381,000 | -76.0% | 16,075 | -72.8% | 0.01% | -76.7% |
| SVU | Sell | SUPERVALU INC | $357,000 | -10.5% | 30,721 | -25.8% | 0.01% | -12.5% |
| ANIK | Sell | ANIKA THERAPEUTICS INC | $341,000 | -56.5% | 8,285 | -57.1% | 0.01% | -53.3% |
| SANM | Sell | SANMINA CORP | $351,000 | -1.1% | 14,517 | -4.3% | 0.01% | 0.0% |
| KALU | Sell | KAISER ALUMINUM CORP | $370,000 | -6.8% | 4,820 | -13.6% | 0.01% | -12.5% |
| GBLI | Sell | GLOBAL INDEMNITY PLC | $359,000 | -3.2% | 12,949 | -1.6% | 0.01% | 0.0% |
| VASC | Sell | VASCULAR SOLUTIONS INC | $289,000 | -55.4% | 9,544 | -60.2% | 0.01% | -50.0% |
| SNN | Sell | SMITH & NEPHEW PLC -SPON ADR | $327,000 | -23.8% | 9,566 | -18.1% | 0.01% | -25.0% |
| HRS | Sell | HARRIS CORP | $324,000 | -88.8% | 4,120 | -89.8% | 0.01% | -89.1% |
| ESLT | Sell | ELBIT SYSTEMS LTD | $311,000 | -76.5% | 4,310 | -80.2% | 0.01% | -76.0% |
| UVE | Sell | UNIVERSAL INSURANCE HOLDINGS | $298,000 | +13.3% | 11,654 | -9.3% | 0.01% | +20.0% |
| WNS | Sell | WNS HOLDINGS LTD-ADR | $318,000 | -15.9% | 13,075 | -29.1% | 0.01% | -14.3% |
| SAIA | Sell | SAIA INC | $237,000 | -67.7% | 5,353 | -59.7% | 0.01% | -64.3% |
| FBNC | Sell | FIRST BANCORP/NC | $280,000 | -57.5% | 15,995 | -55.4% | 0.01% | -61.5% |
| GSM | Sell | GLOBE SPECIALTY METALS INC | $245,000 | -7.9% | 12,961 | -16.6% | 0.01% | 0.0% |
| MXIM | Sell | MAXIM INTEGRATED PRODUCTS | $249,000 | +0.4% | 7,150 | -8.7% | 0.01% | 0.0% |
| OMAB | Sell | GRUPO AEROPORTUARIO CEN-ADR | $276,000 | +7.0% | 7,115 | -0.2% | 0.01% | 0.0% |
| HUN | Sell | HUNTSMAN CORP | $235,000 | -17.0% | 10,625 | -15.0% | 0.01% | 0.0% |
| IRS | Sell | IRSA -SP ADR | $279,000 | -6.7% | 14,158 | -27.7% | 0.01% | -16.7% |
| INGR | Sell | INGREDION INC | $277,000 | -8.9% | 3,567 | -0.9% | 0.01% | -16.7% |
| STLD | Sell | STEEL DYNAMICS INC | $233,000 | -23.6% | 11,616 | -25.3% | 0.01% | -16.7% |
| STRT | Sell | STRATTEC SECURITY CORP | $256,000 | -63.7% | 3,470 | -59.6% | 0.01% | -61.5% |
| DFRG | Sell | DEL FRISCO'S RESTAURANT GROU | $244,000 | -15.0% | 12,142 | -0.3% | 0.01% | 0.0% |
| AFAM | Sell | ALMOST FAMILY INC | $237,000 | 0.0% | 5,313 | -35.5% | 0.01% | 0.0% |
| OB | Sell | ONEBEACON INSURANCE GROUP-A | $244,000 | -6.2% | 16,080 | -0.3% | 0.01% | 0.0% |
| KEP | Sell | KOREA ELEC POWER CORP-SP ADR | $235,000 | +2.2% | 11,463 | -3.4% | 0.01% | +25.0% |
| TTEC | Sell | TELETECH HOLDINGS INC | $254,000 | +6.7% | 9,980 | -1.3% | 0.01% | 0.0% |
| FCX | Sell | FREEPORT-MCMORAN INC | $243,000 | -95.3% | 12,857 | -95.1% | 0.01% | -94.9% |
| BMRC | Sell | BANK OF MARIN BANCORP/CA | $208,000 | -3.3% | 4,089 | -0.4% | 0.00% | 0.0% |
| NWLI | Sell | NATL WESTERN LIFE INS-CL A | $193,000 | -17.5% | 758 | -12.7% | 0.00% | 0.0% |
| TSN | Sell | TYSON FOODS INC-CL A | $218,000 | -95.0% | 5,708 | -94.8% | 0.00% | -95.2% |
| PNR | Sell | PENTAIR PLC | $195,000 | -94.4% | 3,097 | -94.1% | 0.00% | -94.0% |
| TROX | Sell | TRONOX LTD-CL A | $208,000 | -82.2% | 10,262 | -79.1% | 0.00% | -81.8% |
| WILN | Sell | WI-LAN INC | $205,000 | -39.9% | 83,109 | -27.4% | 0.00% | -42.9% |
| LSCC | Sell | LATTICE SEMICONDUCTOR CORP | $191,000 | -41.2% | 30,187 | -36.4% | 0.00% | -33.3% |
| MRVL | Sell | MARVELL TECHNOLOGY GROUP LTD | $222,000 | -65.6% | 15,146 | -66.1% | 0.00% | -66.7% |
| MANH | Sell | MANHATTAN ASSOCIATES INC | $226,000 | -96.2% | 4,467 | -96.9% | 0.00% | -96.5% |
| NCS | Sell | NCI BUILDING SYSTEMS INC | $168,000 | -6.7% | 9,739 | -0.2% | 0.00% | 0.0% |
| MYE | Sell | MYERS INDUSTRIES INC | $159,000 | -1.2% | 9,086 | -1.2% | 0.00% | 0.0% |
| AYI | Sell | ACUITY BRANDS INC | $168,000 | -94.8% | 999 | -95.7% | 0.00% | -95.2% |
| NEWP | Sell | NEWPORT CORP | $140,000 | -53.3% | 7,345 | -53.5% | 0.00% | -50.0% |
| CZNC | Sell | CITIZENS & NORTHERN CORP | $143,000 | -2.7% | 7,116 | -0.4% | 0.00% | 0.0% |
| TPC | Sell | TUTOR PERINI CORP | $155,000 | -13.4% | 6,650 | -11.3% | 0.00% | 0.0% |
| WLBAQ | Sell | WESTMORELAND COAL CO | $156,000 | -95.8% | 5,851 | -94.8% | 0.00% | -95.8% |
| SBGL | Sell | SIBANYE GOLD- SPON ADR | $153,000 | -16.8% | 17,914 | -26.1% | 0.00% | -25.0% |
| LRCX | Sell | LAM RESEARCH CORP | $164,000 | -13.2% | 2,331 | -1.9% | 0.00% | -25.0% |
| VNQ | Sell | VANGUARD REIT ETF | $161,000 | +2.5% | 1,905 | -1.7% | 0.00% | 0.0% |
| TNC | Sell | TENNANT CO | $173,000 | -9.4% | 2,657 | -0.4% | 0.00% | -25.0% |
| LLY | Sell | ELI LILLY & CO | $173,000 | -96.6% | 2,375 | -96.7% | 0.00% | -96.9% |
| FCS | Sell | FAIRCHILD SEMICONDUCTOR INTE | $169,000 | -7.7% | 9,318 | -14.5% | 0.00% | -25.0% |
| CMTL | Sell | COMTECH TELECOMMUNICATIONS | $150,000 | -8.0% | 5,195 | -0.2% | 0.00% | 0.0% |
| DCMYY | Sell | NTT DOCOMO INC-SPON ADR | $179,000 | -48.9% | 10,241 | -57.3% | 0.00% | -57.1% |
| ANAT | Sell | AMERICAN NATIONAL INSURANCE | $151,000 | -24.9% | 1,533 | -12.8% | 0.00% | -25.0% |
| DV | Sell | DEVRY EDUCATION GROUP INC | $159,000 | -45.2% | 4,771 | -22.5% | 0.00% | -50.0% |
| AIR | Sell | AAR CORP | $96,000 | -17.2% | 3,138 | -25.1% | 0.00% | 0.0% |
| AXAS | Sell | ABRAXAS PETROLEUM CORP | $122,000 | -36.8% | 37,694 | -43.0% | 0.00% | -50.0% |
| CBRE | Sell | CBRE GROUP INC - A | $85,000 | -65.4% | 2,193 | -69.4% | 0.00% | -60.0% |
| CNA | Sell | CNA FINANCIAL CORP | $102,000 | -9.7% | 2,453 | -16.1% | 0.00% | 0.0% |
| CHU | Sell | CHINA UNICOM HONG KONG-ADR | $116,000 | +12.6% | 7,592 | -0.7% | 0.00% | 0.0% |
| CCM | Sell | CONCORD MEDICAL - SPON ADR | $91,000 | -69.9% | 15,491 | -67.2% | 0.00% | -66.7% |
| ENV | Sell | ENVESTNET INC | $112,000 | -60.3% | 2,000 | -65.3% | 0.00% | -60.0% |
| GE | Sell | GENERAL ELECTRIC CO | $82,000 | -98.1% | 3,285 | -98.1% | 0.00% | -97.6% |
| KMPR | Sell | KEMPER CORP | $83,000 | -5.7% | 2,122 | -12.7% | 0.00% | 0.0% |
| MN | Sell | MANNING & NAPIER INC | $78,000 | -25.0% | 5,990 | -20.8% | 0.00% | 0.0% |
| MHFI | Sell | MCGRAW HILL FINANCIAL INC | $86,000 | -98.5% | 831 | -98.7% | 0.00% | -98.1% |
| SAIC | Sell | SCIENCE APPLICATIONS INTE | $78,000 | -40.5% | 1,515 | -42.6% | 0.00% | -33.3% |
| TEO | Sell | TELECOM ARGENTINA SA-SP ADR | $122,000 | +15.1% | 5,388 | -1.9% | 0.00% | 0.0% |
| CYD | Sell | CHINA YUCHAI INTL LTD | $112,000 | -58.7% | 5,675 | -60.2% | 0.00% | -60.0% |
| AOSL | Sell | ALPHA & OMEGA SEMICONDUCTOR | $98,000 | -1.0% | 11,004 | -1.1% | 0.00% | 0.0% |
| DST | Sell | DST SYSTEMS INC | $26,000 | -93.1% | 234 | -94.2% | 0.00% | -85.7% |
| CVX | Sell | CHEVRON CORP | $46,000 | -64.1% | 435 | -61.8% | 0.00% | -50.0% |
| WDFC | Sell | WD-40 CO | $31,000 | -11.4% | 345 | -16.3% | 0.00% | 0.0% |
| GRMN | Sell | GARMIN LTD | $61,000 | -31.5% | 1,278 | -24.4% | 0.00% | -50.0% |
| BHE | Sell | BENCHMARK ELECTRONICS INC | $27,000 | -30.8% | 1,126 | -26.8% | 0.00% | 0.0% |
| GFA | Sell | GAFISA SA-ADR | $53,000 | -38.4% | 40,315 | -27.7% | 0.00% | -50.0% |
| HCI | Sell | HCI GROUP INC | $72,000 | -74.7% | 1,576 | -76.2% | 0.00% | -80.0% |
| BMA | Sell | BANCO MACRO SA-ADR | $47,000 | -82.8% | 819 | -86.9% | 0.00% | -80.0% |
| MGLN | Sell | MAGELLAN HEALTH INC | $43,000 | -94.4% | 611 | -95.2% | 0.00% | -93.3% |
| WU | Sell | WESTERN UNION CO | $30,000 | -98.0% | 1,451 | -98.2% | 0.00% | -96.4% |
| CRDB | Sell | CRAWFORD & CO -CL B | $30,000 | -77.8% | 3,490 | -73.5% | 0.00% | -66.7% |
| USTR | Sell | UNITED STATIONERS INC | $51,000 | -10.5% | 1,242 | -8.5% | 0.00% | 0.0% |
| NHC | Sell | NATIONAL HEALTHCARE CORP | $31,000 | -29.5% | 486 | -30.4% | 0.00% | 0.0% |
| GES | Sell | GUESS? INC | $34,000 | -22.7% | 1,843 | -11.7% | 0.00% | 0.0% |
| STC | Sell | STEWART INFORMATION SERVICES | $26,000 | -56.7% | 646 | -60.0% | 0.00% | 0.0% |
| SJW | Sell | SJW CORP | $39,000 | -7.1% | 1,271 | -2.0% | 0.00% | 0.0% |
| ELP | Sell | CIA PARANAENSE ENER-SP ADR P | $35,000 | -50.7% | 3,384 | -36.8% | 0.00% | 0.0% |
| CA | Sell | CA INC | $45,000 | -57.1% | 1,381 | -60.0% | 0.00% | -50.0% |
| RTN | Sell | RAYTHEON COMPANY | $29,000 | -99.3% | 264 | -99.3% | 0.00% | -98.7% |
| KE | Sell | KIMBALL ELECTRONICS INC COM | $27,000 | -59.1% | 1,938 | -64.6% | 0.00% | 0.0% |
| PRE | Sell | PARTNERRE LTD | $34,000 | -19.0% | 298 | -19.2% | 0.00% | 0.0% |
| BR | Sell | BROADRIDGE FINANCIAL SOLUTIO | $57,000 | -94.6% | 1,045 | -95.5% | 0.00% | -95.0% |
| FN | Sell | FABRINET | $38,000 | +2.7% | 1,996 | -4.5% | 0.00% | 0.0% |
| TGA | Sell | TRANSGLOBE ENERGY CORP | $26,000 | -38.1% | 7,481 | -26.8% | 0.00% | 0.0% |
| AWR | Sell | AMERICAN STATES WATER CO | $45,000 | +4.7% | 1,126 | -2.0% | 0.00% | 0.0% |
| TGS | Sell | TRANSPORTADOR GAS SUR-SP B | $43,000 | -12.2% | 8,010 | -43.2% | 0.00% | 0.0% |
| PKI | Sell | PERKINELMER INC | $39,000 | -2.5% | 755 | -17.0% | 0.00% | 0.0% |
| HYH | Sell | HALYARD HEALTH INC COM | $55,000 | +7.8% | 1,113 | -1.4% | 0.00% | 0.0% |
| JOY | Sell | JOY GLOBAL INC | $52,000 | -16.1% | 1,329 | -0.4% | 0.00% | 0.0% |
| PNM | Sell | PNM RESOURCES INC | $2,000 | -33.3% | 73 | -33.0% | 0.00% | – |
| PSB | Sell | PS BUSINESS PARKS INC/CA | $11,000 | -35.3% | 134 | -36.8% | 0.00% | – |
| HST | Sell | HOST HOTELS & RESORTS INC | $21,000 | -34.4% | 1,040 | -23.1% | 0.00% | -100.0% |
| HPT | Sell | HOSPITALITY PROPERTIES TRUST | $1,000 | -66.7% | 28 | -75.0% | 0.00% | – |
| HMN | Sell | HORACE MANN EDUCATORS | $24,000 | -76.5% | 703 | -77.1% | 0.00% | -100.0% |
| HON | Sell | HONEYWELL INTERNATIONAL INC | $1,000 | -100.0% | 14 | -100.0% | 0.00% | -100.0% |
| HFC | Sell | HOLLYFRONTIER CORP | $2,000 | -99.6% | 52 | -99.6% | 0.00% | -100.0% |
| HIL | Sell | HILL INTERNATIONAL INC | $0 | -100.0% | 52 | -60.6% | 0.00% | – |
| PM | Sell | PHILIP MORRIS INTERNATIONAL | $1,000 | -99.9% | 10 | -99.9% | 0.00% | -100.0% |
| PMD | Sell | PSYCHEMEDICS CORP | $4,000 | -42.9% | 234 | -49.9% | 0.00% | – |
| QADA | Sell | QAD INC-A | $11,000 | -42.1% | 437 | -47.0% | 0.00% | – |
| GIFI | Sell | GULF ISLAND FABRICATION INC | $16,000 | -40.7% | 1,082 | -20.8% | 0.00% | -100.0% |
| RES | Sell | RPC INC | $24,000 | -99.3% | 1,854 | -99.3% | 0.00% | -100.0% |
| REGI | Sell | RENEWABLE ENERGY GROUP INC | $25,000 | -60.3% | 2,710 | -58.5% | 0.00% | -100.0% |
| GS | Sell | GOLDMAN SACHS GROUP INC | $1,000 | -99.3% | 5 | -99.3% | 0.00% | -100.0% |
| GSB | Sell | GLOBALSCAPE INC | $1,000 | 0.0% | 172 | -36.1% | 0.00% | – |
| FF | Sell | FUTUREFUEL CORP | $14,000 | -36.4% | 1,357 | -20.5% | 0.00% | – |
| FRS | Sell | FRISCH'S RESTAURANTS INC | $6,000 | -25.0% | 232 | -27.3% | 0.00% | – |
| FREDQ | Sell | FRED'S INC-CLASS A | $2,000 | -33.3% | 103 | -29.5% | 0.00% | – |
| NTRI | Exit | NUTRISYSTEM INC | $0 | – | -215 | -100.0% | 0.00% | – |
| FLS | Sell | FLOWSERVE CORP | $5,000 | -99.9% | 97 | -99.8% | 0.00% | -100.0% |
| LNC | Exit | LINCOLN NATIONAL CORP | $0 | – | -147 | -100.0% | 0.00% | – |
| MCK | Sell | MCKESSON CORP | $6,000 | -98.8% | 28 | -98.8% | 0.00% | -100.0% |
| SCHL | Sell | SCHOLASTIC CORP | $3,000 | -50.0% | 66 | -61.6% | 0.00% | – |
| SM | Exit | SM ENERGY CO | $0 | – | -5 | -100.0% | 0.00% | – |
| SIR | Sell | SELECT INCOME REIT | $8,000 | -50.0% | 301 | -52.7% | 0.00% | – |
| DAVE | Sell | FAMOUS DAVE'S OF AMERICA | $7,000 | -96.4% | 237 | -96.8% | 0.00% | -100.0% |
| FB | Sell | FACEBOOK INC-A | $8,000 | -61.9% | 93 | -65.2% | 0.00% | – |
| SHPG | Sell | SHIRE PLC-ADR | $1,000 | -99.3% | 4 | -99.4% | 0.00% | -100.0% |
| EXC | Sell | EXELON CORP | $25,000 | -10.7% | 732 | -2.0% | 0.00% | -100.0% |
| SIF | Sell | SIFCO INDUSTRIES | $6,000 | -57.1% | 266 | -45.0% | 0.00% | – |
| SLP | Sell | SIMULATIONS PLUS INC | $2,000 | 0.0% | 281 | -21.3% | 0.00% | – |
| 7102PS | Sell | SINOCOKING COAL AND COKE CHE | $2,000 | -33.3% | 937 | -11.3% | 0.00% | – |
| SKUL | Sell | SKULLCANDY INC | $8,000 | -27.3% | 746 | -39.7% | 0.00% | – |
| ENG | Sell | ENGLOBAL CORP | $3,000 | -25.0% | 1,987 | -7.5% | 0.00% | – |
| EDN | Sell | EMP DISTRIB Y COMERC NOR-ADR | $6,000 | -97.3% | 359 | -98.5% | 0.00% | -100.0% |
| EML | Sell | EASTERN CO/THE | $4,000 | -50.0% | 196 | -57.7% | 0.00% | – |
| EPR | Sell | EPR PROPERTIES | $6,000 | -14.3% | 108 | -9.2% | 0.00% | – |
| SFG | Sell | STANCORP FINANCIAL GROUP | $1,000 | -99.6% | 18 | -99.5% | 0.00% | -100.0% |
| SCX | Sell | STARRETT (L.S.) CO -CL A | $16,000 | -30.4% | 856 | -25.2% | 0.00% | – |
| DHX | Sell | DICE HOLDINGS INC | $2,000 | -50.0% | 212 | -48.3% | 0.00% | – |
| DRH | Sell | DIAMONDROCK HOSPITALITY CO | $11,000 | -38.9% | 768 | -37.7% | 0.00% | – |
| SHO | Sell | SUNSTONE HOTEL INVESTORS INC | $5,000 | -37.5% | 305 | -38.9% | 0.00% | – |
| STS | Sell | SUPREME INDS INC-CLASS A | $10,000 | 0.0% | 1,334 | -3.8% | 0.00% | – |
| SYPR | Sell | SYPRIS SOLUTIONS INC | $4,000 | -42.9% | 2,038 | -16.9% | 0.00% | – |
| SYX | Sell | SYSTEMAX INC | $5,000 | -44.4% | 449 | -31.2% | 0.00% | – |
| TAL | Sell | TAL EDUCATION GROUP- ADR | $2,000 | -99.7% | 53 | -99.8% | 0.00% | -100.0% |
| DVA | Sell | DAVITA HEALTHCARE PARTNERS I | $8,000 | -46.7% | 104 | -49.0% | 0.00% | – |
| TTM | Sell | TATA MOTORS LTD-SPON ADR | $4,000 | -90.5% | 92 | -90.8% | 0.00% | -100.0% |
| CW | Sell | CURTISS-WRIGHT CORP | $6,000 | -98.6% | 86 | -98.6% | 0.00% | -100.0% |
| TECD | Sell | TECH DATA CORP | $12,000 | -14.3% | 202 | -11.4% | 0.00% | – |
| TTGT | Sell | TECHTARGET | $19,000 | -20.8% | 1,612 | -23.3% | 0.00% | – |
| WILC | Exit | G. WILLI-FOOD INTERNATIONAL | $0 | – | -443 | -100.0% | 0.00% | – |
| TSYS | Sell | TELECOMMUNICATION SYSTEMS-A | $7,000 | 0.0% | 1,717 | -27.1% | 0.00% | – |
| CRWN | Sell | CROWN MEDIA HOLDINGS-CLASS A | $6,000 | -25.0% | 1,402 | -41.6% | 0.00% | – |
| CRWS | Sell | CROWN CRAFTS INC | $6,000 | -45.5% | 796 | -42.3% | 0.00% | – |
| CXW | Sell | CORRECTIONS CORP OF AMERICA | $3,000 | -62.5% | 73 | -68.0% | 0.00% | – |
| CMT | Sell | CORE MOLDING TECHNOLOGIES IN | $2,000 | -75.0% | 125 | -77.8% | 0.00% | – |
| CCUR | Sell | CONCURRENT COMPUTER CORP | $4,000 | -50.0% | 606 | -47.0% | 0.00% | – |
| TTEK | Sell | TETRA TECH INC | $11,000 | -31.2% | 469 | -23.1% | 0.00% | – |
| TXN | Sell | TEXAS INSTRUMENTS INC | $1,000 | -96.3% | 9 | -98.2% | 0.00% | -100.0% |
| CNW | Sell | CON-WAY INC | $2,000 | -33.3% | 35 | -47.8% | 0.00% | – |
| TMK | Sell | TORCHMARK CORP | $1,000 | -50.0% | 12 | -65.7% | 0.00% | – |
| CLCT | Sell | COLLECTORS UNIVERSE | $13,000 | -35.0% | 586 | -37.9% | 0.00% | – |
| CRUS | Sell | CIRRUS LOGIC INC | $2,000 | -95.0% | 72 | -95.8% | 0.00% | -100.0% |
| UFPT | Sell | UFP TECHNOLOGIES INC | $7,000 | -46.2% | 296 | -45.3% | 0.00% | – |
| UCTT | Sell | ULTRA CLEAN HOLDINGS INC | $1,000 | -99.9% | 78 | -99.9% | 0.00% | -100.0% |
| UFI | Sell | UNIFI INC | $7,000 | 0.0% | 189 | -13.7% | 0.00% | – |
| CCF | Sell | CHASE CORP | $3,000 | -62.5% | 75 | -66.5% | 0.00% | – |
| CDR | Sell | CEDAR REALTY TRUST INC | $6,000 | -62.5% | 798 | -64.0% | 0.00% | – |
| CSCD | Sell | CASCADE MICROTECH INC | $4,000 | -20.0% | 276 | -19.3% | 0.00% | – |
| FSS | Exit | FEDERAL SIGNAL CORP | $0 | – | -84 | -100.0% | 0.00% | – |
| OHI | Exit | OMEGA HEALTHCARE INVESTORS | $0 | – | -91 | -100.0% | 0.00% | – |
| CBT | Sell | CABOT CORP | $5,000 | 0.0% | 103 | -14.9% | 0.00% | – |
| VFC | Sell | VF CORP | $16,000 | -94.2% | 215 | -94.1% | 0.00% | -100.0% |
| CMS | Sell | CMS ENERGY CORP | $1,000 | -98.0% | 27 | -98.1% | 0.00% | -100.0% |
| VALU | Sell | VALUE LINE INC | $4,000 | -42.9% | 241 | -42.5% | 0.00% | – |
| CBZ | Sell | CBIZ INC | $2,000 | -96.9% | 198 | -97.4% | 0.00% | -100.0% |
| BMY | Sell | BRISTOL-MYERS SQUIBB CO | $3,000 | -94.8% | 50 | -94.9% | 0.00% | -100.0% |
| BDN | Sell | BRANDYWINE REALTY TRUST | $11,000 | 0.0% | 664 | -7.5% | 0.00% | – |
| BIIB | Sell | BIOGEN IDEC INC | $8,000 | -99.8% | 18 | -99.8% | 0.00% | -100.0% |
| WMT | Sell | WAL-MART STORES INC | $13,000 | -99.6% | 152 | -99.6% | 0.00% | -100.0% |
| WBA | Sell | WALGREEN CO | $8,000 | 0.0% | 95 | -12.8% | 0.00% | – |
| CINF | Exit | CINCINNATI FINANCIAL CORP | $0 | – | -89 | -100.0% | 0.00% | – |
| WSTG | Sell | WAYSIDE TECHNOLOGY GROUP INC | $6,000 | -45.5% | 361 | -45.1% | 0.00% | – |
| BHI | Sell | BAKER HUGHES INC | $4,000 | -66.7% | 62 | -71.7% | 0.00% | – |
| BTTGY | Sell | BT GROUP PLC-SPON ADR | $2,000 | -99.7% | 29 | -99.8% | 0.00% | -100.0% |
| WY | Sell | WEYERHAEUSER CO | $1,000 | -93.8% | 26 | -94.3% | 0.00% | – |
| WLDN | Sell | WILLDAN GROUP INC | $15,000 | +15.4% | 967 | -2.6% | 0.00% | – |
| WLFC | Sell | WILLIS LEASE FINANCE CORP | $5,000 | -37.5% | 273 | -22.9% | 0.00% | – |
| AVA | Sell | AVISTA CORP | $24,000 | -71.1% | 716 | -69.5% | 0.00% | -100.0% |
| WOR | Sell | WORTHINGTON INDUSTRIES | $1,000 | -95.0% | 41 | -93.9% | 0.00% | – |
| WYNN | Sell | WYNN RESORTS LTD | $1,000 | -100.0% | 9 | -100.0% | 0.00% | -100.0% |
| AHT | Sell | ASHFORD HOSPITALITY TRUST | $13,000 | -31.6% | 1,342 | -24.7% | 0.00% | – |
| R114PS | Sell | CHIPMOS TECHNOLOGIES BERMUDA | $24,000 | -64.7% | 986 | -66.2% | 0.00% | -100.0% |
| ANN | Sell | ANN INC | $8,000 | -38.5% | 184 | -50.3% | 0.00% | – |
| AP | Sell | AMPCO-PITTSBURGH CORP | $13,000 | -31.6% | 743 | -24.7% | 0.00% | – |
| ESV | Sell | ENSCO PLC-CL A | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| GSOL | Sell | GLOBAL SOURCES LTD | $5,000 | -44.4% | 916 | -36.5% | 0.00% | – |
| AFG | Sell | AMERICAN FINANCIAL GROUP INC | $1,000 | -50.0% | 23 | -30.3% | 0.00% | – |
| AXP | Sell | AMERICAN EXPRESS CO | $1,000 | -98.7% | 13 | -98.4% | 0.00% | -100.0% |
| AEL | Sell | AMERICAN EQUITY INVT LIFE HL | $1,000 | -99.8% | 48 | -99.8% | 0.00% | -100.0% |
| MSO | Sell | MARTHA STEWART LIVING-A | $12,000 | +20.0% | 1,898 | -18.4% | 0.00% | – |
| MUR | Sell | MURPHY OIL CORP | $1,000 | -99.7% | 13 | -99.8% | 0.00% | -100.0% |
| NCIT | Sell | NCI INC-A | $15,000 | -6.2% | 1,409 | -10.5% | 0.00% | – |
| LO | Sell | LORILLARD INC | $0 | -100.0% | 1 | -100.0% | 0.00% | -100.0% |
| PHIKQ | Exit | PHI INC-NON VOTING | $0 | – | -30 | -100.0% | 0.00% | – |
| LLTC | Sell | LINEAR TECHNOLOGY CORP | $3,000 | -88.0% | 69 | -87.2% | 0.00% | – |
| LCUT | Sell | LIFETIME BRANDS INC | $4,000 | -63.6% | 287 | -55.9% | 0.00% | – |
| TAXA | Sell | LIBERTY TAX INC | $8,000 | -50.0% | 290 | -35.0% | 0.00% | – |
| LXK | Sell | LEXMARK INTERNATIONAL INC-A | $7,000 | -99.7% | 156 | -99.7% | 0.00% | -100.0% |
| KRFT | Sell | KRAFT FOODS GROUP INC | $1,000 | -100.0% | 12 | -100.0% | 0.00% | -100.0% |
| KONAQ | Sell | KONA GRILL INC | $3,000 | -25.0% | 90 | -52.6% | 0.00% | – |
| PHG | Sell | KONINKLIJKE PHILIPS NVR- NY | $9,000 | -99.8% | 315 | -99.8% | 0.00% | -100.0% |
| NWL | Sell | NEWELL RUBBERMAID INC | $5,000 | -73.7% | 132 | -73.1% | 0.00% | – |
| KELYA | Sell | KELLY SERVICES INC -A | $22,000 | -50.0% | 1,272 | -50.6% | 0.00% | -100.0% |
| NFBK | Sell | NORTHFIELD BANCORP INC DEL COM | $10,000 | -23.1% | 708 | -16.3% | 0.00% | – |
| TISUQ | Sell | ORCHIDS PAPER PRODUCTS CO | $2,000 | -33.3% | 58 | -43.1% | 0.00% | – |
| OSK | Sell | OSHKOSH CORP | $9,000 | -50.0% | 177 | -53.3% | 0.00% | – |
| INFU | Sell | INFUSYSTEM HOLDINGS INC | $4,000 | -33.3% | 1,591 | -17.2% | 0.00% | – |
| PDLI | Sell | PDL BIOPHARMA INC | $22,000 | -69.4% | 3,096 | -66.6% | 0.00% | -100.0% |
| PHH | Sell | PHH CORP | $10,000 | -84.6% | 414 | -84.7% | 0.00% | -100.0% |
| SPNS | Sell | SAPIENS INTERNATIONAL CORP | $5,000 | -44.4% | 561 | -51.9% | 0.00% | – |
| AHC | Sell | AH BELO CORP-A | $7,000 | -58.8% | 821 | -48.6% | 0.00% | – |
| RRGB | Exit | RED ROBIN GOURMET BURGERS | $0 | – | -26 | -100.0% | 0.00% | – |
| SID | Exit | CIA SIDERURGICA NACL-SP ADR | $0 | – | -1,029 | -100.0% | 0.00% | – |
| DJCO | Exit | DAILY JOURNAL CORP | $0 | – | -28 | -100.0% | 0.00% | – |
| CRRC | Exit | COURIER CORP | $0 | – | -340 | -100.0% | 0.00% | – |
| PNTR | Exit | POINTER TELOCATION LTD | $0 | – | -640 | -100.0% | 0.00% | – |
| SPTN | Exit | SPARTANNASH CO | $0 | – | -259 | -100.0% | 0.00% | – |
| TLK | Exit | TELEKOMUNIK INDONESIA-SP ADR | $0 | – | -90 | -100.0% | 0.00% | – |
| UNTCQ | Exit | UNIT CORP | $0 | – | -395 | -100.0% | 0.00% | – |
| LKFN | Exit | LAKELAND FINANCIAL CORP | $0 | – | -21 | -100.0% | 0.00% | – |
| FOXA | Exit | TWENTY-FIRST CENTURY FOX-A | $0 | – | -618 | -100.0% | 0.00% | – |
| 5021PS | Exit | L N B BANCORP INC | $0 | – | -202 | -100.0% | 0.00% | – |
| SPNV | Exit | SUPERIOR ENERGY SERVICES INC | $0 | – | -15 | -100.0% | 0.00% | – |
| WCG | Exit | WELLCARE HEALTH PLANS INC | $0 | – | -6 | -100.0% | 0.00% | – |
| CO | Exit | CHINA CORD BLOOD CORP | $0 | – | -1,429 | -100.0% | 0.00% | – |
| EGY | Exit | VAALCO ENERGY INC | $0 | – | -596 | -100.0% | 0.00% | – |
| NWPX | Exit | NORTHWEST PIPE CO | $0 | – | -47 | -100.0% | 0.00% | – |
| FCNCA | Exit | FIRST CITIZENS BCSHS -CL A | $0 | – | -66 | -100.0% | 0.00% | – |
| CDI | Exit | CDI CORP | $0 | – | -20 | -100.0% | 0.00% | – |
| CVG | Exit | CONVERGYS CORP | $0 | – | -22 | -100.0% | 0.00% | – |
| APOL | Exit | APOLLO EDUCATION GROUP INC | $0 | – | -21 | -100.0% | 0.00% | – |
| BXS | Exit | BANCORPSOUTH INC | $0 | – | -715 | -100.0% | 0.00% | – |
| PUK | Exit | PRUDENTIAL PLC-ADR | $0 | – | -373 | -100.0% | 0.00% | – |
| PLL | Exit | PALL CORP | $0 | – | -2 | -100.0% | 0.00% | – |
| CBS | Exit | CBS CORP-CLASS B NON VOTING | $0 | – | -122 | -100.0% | 0.00% | – |
| DAKT | Exit | DAKTRONICS INC | $0 | – | -97 | -100.0% | 0.00% | – |
| JCI | Exit | JOHNSON CONTROLS INC | $0 | – | -228 | -100.0% | 0.00% | – |
| NUTR | Exit | NUTRACEUTICAL INTL CORP | $0 | – | -108 | -100.0% | 0.00% | – |
| LVS | Exit | LAS VEGAS SANDS CORP | $0 | – | -166 | -100.0% | 0.00% | – |
| CRY | Exit | CRYOLIFE INC | $0 | – | -62 | -100.0% | 0.00% | – |
| RJETQ | Exit | REPUBLIC AIRWAYS HOLDINGS IN | $0 | – | -1,160 | -100.0% | 0.00% | – |
| SPAN | Exit | SPAN-AMERICA MEDICAL SYS INC | $0 | – | -25 | -100.0% | 0.00% | – |
| EDGW | Exit | EDGEWATER TECHNOLOGY INC | $0 | – | -304 | -100.0% | 0.00% | – |
| CNTY | Exit | CENTURY CASINOS INC | $0 | – | -549 | -100.0% | 0.00% | – |
| AINC | Exit | ASHFORD INC COM | $0 | – | -20 | -100.0% | 0.00% | – |
| SCSC | Exit | SCANSOURCE INC | $0 | – | -59 | -100.0% | 0.00% | – |
| LPL | Exit | LG DISPLAY CO LTD-ADR | $0 | – | -1,017 | -100.0% | 0.00% | – |
| CPLA | Exit | CAPELLA EDUCATION CO | $0 | – | -91 | -100.0% | 0.00% | – |
| UG | Exit | UNITED GUARDIAN INC | $0 | – | -56 | -100.0% | 0.00% | – |
| ENS | Exit | ENERSYS | $0 | – | -380 | -100.0% | 0.00% | – |
| MANT | Exit | MANTECH INTERNATIONAL CORP-A | $0 | – | -577 | -100.0% | 0.00% | – |
| WHG | Exit | WESTWOOD HOLDINGS GROUP INC | $0 | – | -13 | -100.0% | 0.00% | – |
| GT | Exit | GOODYEAR TIRE & RUBBER CO | $0 | – | -702 | -100.0% | 0.00% | – |
| SBLK | Exit | STAR BULK CARRIERS CORP | $0 | – | -102 | -100.0% | 0.00% | – |
| XRM | Exit | XERIUM TECHNOLOGIES INC | $0 | – | -216 | -100.0% | 0.00% | – |
| FET | Exit | FORUM ENERGY TECHNOLOGIES IN | $0 | – | -50 | -100.0% | 0.00% | – |
| GNW | Exit | GENWORTH FINANCIAL INC-CL A | $0 | – | -80 | -100.0% | 0.00% | – |
| ARTX | Exit | AROTECH CORP | $0 | – | -2,254 | -100.0% | 0.00% | – |
| NPD | Exit | CHINA NEPSTAR CHAIN DRUG-ADR | $0 | – | -1,546 | -100.0% | 0.00% | – |
| KOP | Exit | KOPPERS HOLDINGS INC | $0 | – | -872 | -100.0% | 0.00% | – |
| MHH | Exit | MASTECH HOLDINGS INC | $0 | – | -321 | -100.0% | 0.00% | – |
| UIS | Exit | UNISYS CORP | $0 | – | -134 | -100.0% | 0.00% | – |
| CNO | Exit | CNO FINANCIAL GROUP INC | $0 | – | -1,091 | -100.0% | 0.00% | – |
| CNXN | Exit | PC CONNECTION INC | $0 | – | -146 | -100.0% | 0.00% | – |
| OESX | Exit | ORION ENERGY SYSTEMS INC | $0 | – | -491 | -100.0% | 0.00% | – |
| III | Exit | INFORMATION SERVICES GROUP | $0 | – | -1,093 | -100.0% | 0.00% | – |
| ENIA | Exit | ENERSIS S.A. -SPONS ADR | $0 | – | -969 | -100.0% | 0.00% | – |
| UNTD | Exit | UNITED ONLINE INC | $0 | – | -398 | -100.0% | 0.00% | – |
| GCA | Exit | GLOBAL CASH ACCESS HOLDINGS | $0 | – | -187 | -100.0% | 0.00% | – |
| IRM | Exit | IRON MOUNTAIN INC | $0 | – | -108 | -100.0% | 0.00% | – |
| QRTEA | Exit | LIBERTY INTERACTIVE CORP-A | $0 | – | -153 | -100.0% | 0.00% | – |
| VTNR | Exit | VERTEX ENERGY INC | $0 | – | -186 | -100.0% | 0.00% | – |
| AMCN | Exit | AIRMEDIA GROUP INC-ADR | $0 | – | -929 | -100.0% | 0.00% | – |
| SKH | Exit | SKILLED HEALTHCARE GROU-CL A | $0 | – | -1,534 | -100.0% | 0.00% | – |
| CWEI | Exit | CLAYTON WILLIAMS ENERGY INC | $0 | – | -84 | -100.0% | 0.00% | – |
| REMY | Exit | REMY INTERNATIONAL INC | $0 | – | -178 | -100.0% | 0.00% | – |
| ALJ | Exit | ALON USA ENERGY INC | $0 | – | -1,341 | -100.0% | 0.00% | – |
| LZB | Exit | LA-Z-BOY INC | $0 | – | -214 | -100.0% | 0.00% | – |
| WDR | Exit | WADDELL & REED FINANCIAL-A | $0 | – | -9 | -100.0% | 0.00% | – |
| ICLR | Exit | ICON PLC | $0 | – | -6 | -100.0% | 0.00% | – |
| POM | Exit | PEPCO HOLDINGS INC | $0 | – | -251 | -100.0% | 0.00% | – |
| F102PS | Exit | BABCOCK & WILCOX CO/THE | $0 | – | -10 | -100.0% | 0.00% | – |
| AMG | Exit | AFFILIATED MANAGERS GROUP | $0 | – | -59 | -100.0% | 0.00% | – |
| NSSC | Exit | NAPCO SECURITY TECHNOLOGIES | $0 | – | -1,162 | -100.0% | 0.00% | – |
| ENSV | Exit | ENSERVCO CORP | $0 | – | -1,055 | -100.0% | 0.00% | – |
| FC | Exit | FRANKLIN COVEY CO | $0 | – | -357 | -100.0% | 0.00% | – |
| CMCSA | Exit | COMCAST CORP-CLASS A | $0 | – | -75 | -100.0% | 0.00% | – |
| BWEN | Exit | BROADWIND ENERGY INC | $0 | – | -488 | -100.0% | 0.00% | – |
| SDRL | Exit | SEADRILL LTD | $0 | – | -51 | -100.0% | 0.00% | – |
| TMST | Exit | TIMKENSTEEL CORP | $0 | – | -1 | -100.0% | 0.00% | – |
| CVEO | Exit | CIVEO CORP COM | $0 | – | -3,020 | -100.0% | 0.00% | – |
| AIQ | Exit | ALLIANCE HEALTHCARE SERVICE | $0 | – | -79 | -100.0% | 0.00% | – |
| FIX | Exit | COMFORT SYSTEMS USA INC | $0 | – | -141 | -100.0% | 0.00% | – |
| AMTD | Exit | TD AMERITRADE HOLDING CORP | $0 | – | -7 | -100.0% | 0.00% | – |
| SRSCQ | Exit | SEARS CANADA INC | $0 | – | -79 | -100.0% | 0.00% | – |
| SWM | Exit | SCHWEITZER-MAUDUIT INTL INC | $0 | – | -335 | -100.0% | 0.00% | – |
| GOV | Exit | GOVERNMENT PROPERTIES INCOME | $0 | – | -157 | -100.0% | 0.00% | – |
| NM | Exit | NAVIOS MARITIME HOLDINGS INC | $0 | – | -124 | -100.0% | 0.00% | – |
| NBR | Exit | NABORS INDUSTRIES LTD | $0 | – | -23 | -100.0% | 0.00% | – |
| RUK | Exit | REED ELSEVIER PLC-SPONS ADR | $0 | – | -3 | -100.0% | 0.00% | – |
| 4107PS | Exit | MEADWESTVACO CORP | $0 | – | -23 | -100.0% | 0.00% | – |
| ADVS | Exit | ADVENT SOFTWARE INC | $0 | – | -339 | -100.0% | 0.00% | – |
| EBF | Exit | ENNIS INC | $0 | – | -1,772 | -100.0% | 0.00% | – |
| ARC | Exit | ARC DOCUMENT SOLUTIONS INC | $0 | – | -119 | -100.0% | 0.00% | – |
| AMOT | Exit | ALLIED MOTION TECHNOLOGIES | $0 | – | -171 | -100.0% | 0.00% | – |
| EDE | Exit | EMPIRE DISTRICT ELECTRIC CO | $0 | – | -828 | -100.0% | 0.00% | – |
| SRC | Exit | SPIRIT REALTY CAPITAL INC | $0 | – | -188 | -100.0% | 0.00% | – |
| SYUT | Exit | SYNUTRA INTERNATIONAL INC | $0 | – | -477 | -100.0% | 0.00% | – |
| DL | Exit | CHINA DISTANCE EDUCATION-ADR | $0 | – | -649 | -100.0% | 0.00% | – |
| ROK | Exit | ROCKWELL AUTOMATION INC | $0 | – | -156 | -100.0% | 0.00% | – |
| MED | Sell | MEDIFAST INC | $19,000 | -20.8% | 631 | -13.4% | 0.00% | – |
| NTP | Sell | NAM TAI PROPERTY INC | $17,000 | -77.6% | 4,249 | -73.4% | 0.00% | -100.0% |
| AA | Sell | ALCOA INC | $5,000 | -98.3% | 423 | -97.8% | 0.00% | -100.0% |
| AIRI | Sell | AIR INDUSTRIES GROUP | $6,000 | -14.3% | 545 | -22.7% | 0.00% | – |
| LOGI | Sell | LOGITECH INTERNATIONAL-REG | $2,000 | -99.8% | 189 | -99.8% | 0.00% | -100.0% |
| TEL | Sell | TE CONNECTIVITY LTD | $18,000 | -72.3% | 253 | -75.2% | 0.00% | -100.0% |
| RLI | Exit | RLI CORP | $0 | – | -292 | -100.0% | 0.00% | – |
| AEG | Sell | AEGON N.V.-NY REG SHR | $3,000 | -81.2% | 378 | -82.4% | 0.00% | – |
| AE | Sell | ADAMS RESOURCES & ENERGY INC | $12,000 | +20.0% | 181 | -11.3% | 0.00% | – |
| CSTM | Exit | CONSTELLIUM NV- CLASS A | $0 | – | -3,139 | -100.0% | -0.00% | – |
| MITL | Exit | MITEL NETWORKS CORP | $0 | – | -2,843 | -100.0% | -0.00% | – |
| FBRC | Exit | FBR & CO | $0 | – | -2,859 | -100.0% | -0.00% | – |
| DW | Exit | DREW INDUSTRIES INC | $0 | – | -631 | -100.0% | -0.00% | – |
| GNTX | Exit | GENTEX CORP | $0 | – | -3,260 | -100.0% | -0.00% | – |
| DNB | Exit | DUN & BRADSTREET CORP | $0 | – | -527 | -100.0% | -0.00% | – |
| SFUN | Exit | SOUFUN HOLDINGS LTD-ADR | $0 | – | -9,999 | -100.0% | -0.00% | – |
| PBF | Exit | PBF ENERGY INC-CLASS A | $0 | – | -1,464 | -100.0% | -0.00% | – |
| KBAL | Exit | KIMBALL INTERNATIONAL-B | $0 | – | -4,928 | -100.0% | -0.00% | – |
| HOMB | Exit | HOME BANCSHARES INC | $0 | – | -876 | -100.0% | -0.00% | – |
| CRC | Exit | CALIFORNIA RES CORP COM | $0 | – | -6,749 | -100.0% | -0.00% | – |
| STJ | Exit | ST JUDE MEDICAL INC | $0 | – | -557 | -100.0% | -0.00% | – |
| SNX | Exit | SYNNEX CORP | $0 | – | -594 | -100.0% | -0.00% | – |
| SLGN | Exit | SILGAN HOLDINGS INC | $0 | – | -845 | -100.0% | -0.00% | – |
| KT | Exit | KT CORP-SP ADR | $0 | – | -4,816 | -100.0% | -0.00% | – |
| ENL | Exit | REED ELSEVIER NV-SPONS ADR | $0 | – | -1,677 | -100.0% | -0.00% | – |
| CLB | Exit | CORE LABORATORIES N.V. | $0 | – | -872 | -100.0% | -0.00% | – |
| WST | Exit | WEST PHARMACEUTICAL SERVICES | $0 | – | -2,385 | -100.0% | -0.00% | – |
| TTC | Exit | TORO CO | $0 | – | -1,983 | -100.0% | -0.00% | – |
| BWINB | Exit | BALDWIN & LYONS INC -CL B | $0 | – | -3,596 | -100.0% | -0.00% | – |
| URTH | Exit | ISHARES MSCI WORLD ETF | $0 | – | -1,550 | -100.0% | -0.00% | – |
| IGLD | Exit | INTERNET GOLD-GOLDEN LINES | $0 | – | -12,144 | -100.0% | -0.00% | – |
| LBMH | Exit | LIBERATOR MEDICAL HOLDINGS I | $0 | – | -50,732 | -100.0% | -0.00% | – |
| PFG | Exit | PRINCIPAL FINANCIAL GROUP | $0 | – | -2,999 | -100.0% | -0.00% | – |
| MTW | Exit | MANITOWOC COMPANY INC | $0 | – | -7,823 | -100.0% | -0.00% | – |
| PGNPQ | Exit | PARAGON OFFSHORE PLC | $0 | – | -61,498 | -100.0% | -0.00% | – |
| XUE | Exit | XUEDA EDUCATION GR-SPON ADR | $0 | – | -56,179 | -100.0% | -0.00% | – |
| GPN | Exit | GLOBAL PAYMENTS INC | $0 | – | -1,711 | -100.0% | -0.00% | – |
| TW | Exit | TOWERS WATSON & CO-CL A | $0 | – | -1,529 | -100.0% | -0.00% | – |
| MNI | Exit | MCCLATCHY CO-CLASS A | $0 | – | -51,646 | -100.0% | -0.00% | – |
| NPO | Exit | ENPRO INDUSTRIES INC | $0 | – | -2,758 | -100.0% | -0.00% | – |
| AES | Exit | AES CORP | $0 | – | -10,157 | -100.0% | -0.00% | – |
| EDU | Exit | NEW ORIENTAL EDUCATIO-SP ADR | $0 | – | -7,469 | -100.0% | -0.00% | – |
| BITA | Exit | BITAUTO HOLDINGS LTD-ADR | $0 | – | -2,788 | -100.0% | -0.00% | – |
| SWHC | Exit | SMITH & WESSON HOLDING CORP | $0 | – | -24,780 | -100.0% | -0.00% | – |
| AON | Exit | AON PLC | $0 | – | -2,173 | -100.0% | -0.00% | – |
| HTH | Exit | HILLTOP HOLDINGS INC | $0 | – | -10,732 | -100.0% | -0.00% | – |
| WPP | Exit | WAUSAU PAPER CORP | $0 | – | -16,794 | -100.0% | -0.00% | – |
| HTHT | Exit | CHINA LODGING GROUP-SPON ADS | $0 | – | -8,844 | -100.0% | -0.00% | – |
| GLRE | Exit | GREENLIGHT CAPITAL RE LTD-A | $0 | – | -6,975 | -100.0% | -0.00% | – |
| IUSV | Exit | iShares Russell 3000 Value Index Fund | $0 | – | -1,363 | -100.0% | -0.00% | – |
| PRFT | Exit | PERFICIENT INC | $0 | – | -12,124 | -100.0% | -0.00% | – |
| EEFT | Exit | EURONET WORLDWIDE INC | $0 | – | -3,727 | -100.0% | -0.00% | – |
| HSP | Exit | HOSPIRA INC | $0 | – | -3,371 | -100.0% | -0.00% | – |
| AMSWA | Exit | AMERICAN SOFTWARE INC-CL A | $0 | – | -23,868 | -100.0% | -0.00% | – |
| IILG | Exit | INTERVAL LEISURE GROUP | $0 | – | -9,350 | -100.0% | -0.00% | – |
| ISSI | Exit | INTEGRATED SILICON SOLUTION | $0 | – | -16,759 | -100.0% | -0.01% | – |
| BCOMF | Exit | B COMMUNICATIONS LTD | $0 | – | -16,026 | -100.0% | -0.01% | – |
| VRNT | Exit | VERINT SYSTEMS INC | $0 | – | -4,777 | -100.0% | -0.01% | – |
| LVNTA | Exit | LIBERTY VENTURES - SER A | $0 | – | -7,325 | -100.0% | -0.01% | – |
| SKYW | Exit | SKYWEST INC | $0 | – | -19,611 | -100.0% | -0.01% | – |
| IGTE | Exit | IGATE CORP | $0 | – | -6,774 | -100.0% | -0.01% | – |
| CVBF | Exit | CVB FINANCIAL CORP | $0 | – | -16,752 | -100.0% | -0.01% | – |
| NCI | Exit | NAVIGANT CONSULTING INC | $0 | – | -18,884 | -100.0% | -0.01% | – |
| SYNA | Exit | SYNAPTICS INC | $0 | – | -4,852 | -100.0% | -0.01% | – |
| JWA | Exit | WILEY (JOHN) & SONS-CLASS A | $0 | – | -4,926 | -100.0% | -0.01% | – |
| AZPN | Exit | ASPEN TECHNOLOGY INC | $0 | – | -9,314 | -100.0% | -0.01% | – |
| PLXS | Exit | PLEXUS CORP | $0 | – | -7,216 | -100.0% | -0.01% | – |
| CCRN | Exit | CROSS COUNTRY HEALTHCARE INC | $0 | – | -25,655 | -100.0% | -0.01% | – |
| CELJF | Exit | CELLCOM ISRAEL LTD | $0 | – | -35,630 | -100.0% | -0.01% | – |
| CIR | Exit | CIRCOR INTERNATIONAL INC | $0 | – | -5,396 | -100.0% | -0.01% | – |
| EGL | Exit | ENGILITY HOLDINGS INC | $0 | – | -7,502 | -100.0% | -0.01% | – |
| FBC | Exit | FLAGSTAR BANCORP INC | $0 | – | -20,463 | -100.0% | -0.01% | – |
| YDKN | Exit | YADKIN FINANCIAL CORP | $0 | – | -15,150 | -100.0% | -0.01% | – |
| FIBK | Exit | FIRST INTERSTATE BANCSYS/MT | $0 | – | -11,204 | -100.0% | -0.01% | – |
| UCBI | Exit | UNITED COMMUNITY BANKS/GA | $0 | – | -17,352 | -100.0% | -0.01% | – |
| HAFC | Exit | HANMI FINANCIAL CORPORATION | $0 | – | -15,865 | -100.0% | -0.01% | – |
| ATNI | Exit | ATLANTIC TELE-NETWORK INC | $0 | – | -5,447 | -100.0% | -0.01% | – |
| CALD | Exit | CALLIDUS SOFTWARE INC | $0 | – | -23,980 | -100.0% | -0.01% | – |
| WAL | Exit | WESTERN ALLIANCE BANCORP | $0 | – | -13,098 | -100.0% | -0.01% | – |
| WSFS | Exit | WSFS FINANCIAL CORP | $0 | – | -4,623 | -100.0% | -0.01% | – |
| PKG | Exit | PACKAGING CORP OF AMERICA | $0 | – | -5,141 | -100.0% | -0.01% | – |
| SFNC | Exit | SIMMONS FIRST NATL CORP-CL A | $0 | – | -9,873 | -100.0% | -0.01% | – |
| CSGS | Exit | CSG SYSTEMS INTL INC | $0 | – | -18,305 | -100.0% | -0.01% | – |
| PDS | Exit | PRECISION DRILLING CORP | $0 | – | -83,289 | -100.0% | -0.01% | – |
| ERF | Exit | ENERPLUS CORP | $0 | – | -54,878 | -100.0% | -0.01% | – |
| VG | Exit | VONAGE HOLDINGS CORP | $0 | – | -134,887 | -100.0% | -0.01% | – |
| UTHR | Exit | UNITED THERAPEUTICS CORP | $0 | – | -3,909 | -100.0% | -0.01% | – |
| MASI | Exit | MASIMO CORP | $0 | – | -19,075 | -100.0% | -0.01% | – |
| DLB | Exit | DOLBY LABORATORIES INC-CL A | $0 | – | -13,537 | -100.0% | -0.01% | – |
| WX | Exit | WUXI PHARMATECH CAYMAN-ADR | $0 | – | -17,358 | -100.0% | -0.01% | – |
| TESO | Exit | TESCO CORP | $0 | – | -47,492 | -100.0% | -0.01% | – |
| MDCA | Exit | MDC PARTNERS INC-A | $0 | – | -27,766 | -100.0% | -0.01% | – |
| PTEN | Exit | PATTERSON-UTI ENERGY INC | $0 | – | -36,281 | -100.0% | -0.01% | – |
| IAC | Exit | IAC/INTERACTIVECORP | $0 | – | -10,533 | -100.0% | -0.01% | – |
| PTC | Exit | PTC INC | $0 | – | -18,761 | -100.0% | -0.01% | – |
| AER | Exit | AERCAP HOLDINGS NV | $0 | – | -17,884 | -100.0% | -0.01% | – |
| LYV | Exit | LIVE NATION ENTERTAINMENT IN | $0 | – | -26,160 | -100.0% | -0.01% | – |
| KFX | Exit | KOFAX LTD | $0 | – | -104,176 | -100.0% | -0.01% | – |
| ACETQ | Exit | ACETO CORP | $0 | – | -33,118 | -100.0% | -0.01% | – |
| EBS | Exit | EMERGENT BIOSOLUTIONS INC | $0 | – | -27,727 | -100.0% | -0.01% | – |
| SLXP | Exit | SALIX PHARMACEUTICALS LTD | $0 | – | -6,705 | -100.0% | -0.02% | – |
| AWHHF | Exit | ALLIED WORLD ASSURANCE CO | $0 | – | -22,529 | -100.0% | -0.02% | – |
| BWA | Exit | BORGWARNER INC | $0 | – | -15,366 | -100.0% | -0.02% | – |
| SWK | Exit | STANLEY BLACK & DECKER INC | $0 | – | -9,369 | -100.0% | -0.02% | – |
| JAZZ | Exit | JAZZ PHARMACEUTICALS PLC | $0 | – | -5,877 | -100.0% | -0.02% | – |
| ZBRA | Exit | ZEBRA TECHNOLOGIES CORP-CL A | $0 | – | -13,712 | -100.0% | -0.02% | – |
| AAON | Exit | AAON INC | $0 | – | -51,475 | -100.0% | -0.02% | – |
| JBT | Exit | JOHN BEAN TECHNOLOGIES CORP | $0 | – | -36,053 | -100.0% | -0.02% | – |
| NOA | Exit | NORTH AMERICAN ENERGY PARTNE | $0 | – | -528,053 | -100.0% | -0.03% | – |
| CRVL | Exit | CORVEL CORP | $0 | – | -47,021 | -100.0% | -0.03% | – |
| TKMR | Exit | TEKMIRA PHARMACEUTICALS CORP COM NEW | $0 | – | -124,853 | -100.0% | -0.04% | – |
| BBNK | Exit | BRIDGE CAPITAL HOLDINGS | $0 | – | -85,438 | -100.0% | -0.04% | – |
| HURN | Exit | HURON CONSULTING GROUP INC | $0 | – | -28,185 | -100.0% | -0.04% | – |
| ACWI | Exit | ISHARES MSCI ACWI INDEX FUND | $0 | – | -35,787 | -100.0% | -0.04% | – |
| PTRY | Exit | PANTRY INC | $0 | – | -68,494 | -100.0% | -0.05% | – |
| WNR | Exit | WESTERN REFINING INC | $0 | – | -68,643 | -100.0% | -0.05% | – |
| EFII | Exit | ELECTRONICS FOR IMAGING | $0 | – | -66,749 | -100.0% | -0.05% | – |
| RCI | Exit | ROGERS COMMUNICATIONS INC-B | $0 | – | -74,048 | -100.0% | -0.06% | – |
| BNCL | Exit | BENEFICIAL MUTUAL BANCORP IN | $0 | – | -276,727 | -100.0% | -0.06% | – |
| XLS | Exit | EXELIS INC | $0 | – | -197,535 | -100.0% | -0.07% | – |
| TJX | Exit | TJX COMPANIES INC | $0 | – | -63,172 | -100.0% | -0.08% | – |
| STN | Exit | STANTEC INC | $0 | – | -150,420 | -100.0% | -0.08% | – |
| MA | Exit | MASTERCARD INC-CLASS A | $0 | – | -52,284 | -100.0% | -0.09% | – |
| STRA | Exit | STRAYER EDUCATION INC | $0 | – | -71,446 | -100.0% | -0.10% | – |
| AMP | Exit | AMERIPRISE FINANCIAL INC | $0 | – | -43,805 | -100.0% | -0.11% | – |
| RIOM | Exit | RIO ALTO MNG LTD NEW COM | $0 | – | -2,859,337 | -100.0% | -0.14% | – |
| ADT | Exit | ADT CORP/THE | $0 | – | -462,115 | -100.0% | -0.32% | – |
| RAI | Exit | REYNOLDS AMERICAN INC | $0 | – | -280,988 | -100.0% | -0.32% | – |
| NVDA | Exit | NVIDIA CORP | $0 | – | -1,847,922 | -100.0% | -0.71% | – |
| PPG | Exit | PPG INDUSTRIES INC | $0 | – | -210,765 | -100.0% | -0.93% | – |
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 2015-05-06
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.