Simple Question - Backtest Won't Trade All Securities?

@Krazycanuck welcome to the Forum.

Something similar was already discussed here.
If you see many "A" names, you are probably not defining the PositionScore in your code.

Without a specific clue, I imagine, it was not an easy thread to find but, in general, before posting it is always a good thing to search to see if someone else already posted a similar question and, if appropriate, continue the discussion in existing threads.