RAMSEY QUANTITATIVE SYSTEMS Quant / Systematic

CIK: 0001132897 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $90,670 (100.0% shares, 0.0% debt)

Holdings (125)

ORI OLD REPUBLIC INTL CORP 1.4%
Value ($000) $1,270 Shares 72,104 Est. Cost $9.09 Unrealized +2.7%
ASPEN TECHNOLOGY INC 1.0%
Value ($000) $929 Shares 19,853 Est. Cost $46.79 Unrealized
INTEGRATED DEVICE TECH INC 1.0%
Value ($000) $891 Shares 38,576 Est. Cost $21.49 Unrealized
REGAL ENTERTAINMENT GROUP-A 1.0%
Value ($000) $886 Shares 40,713 Est. Cost $19.90 Unrealized
TESSERA TECHNOLOGIES INC 1.0%
Value ($000) $884 Shares 22,994 Est. Cost $32.01 Unrealized
VARIAN MEDICAL SYSTEMS INC 1.0%
Value ($000) $865 Shares 8,691 Est. Cost $99.53 Unrealized
EME EMCOR GROUP INC 1.0%
Value ($000) $865 Shares 14,507 Est. Cost $53.25 Unrealized 0.0%
GNTX GENTEX CORP 0.9%
Value ($000) $847 Shares 48,263 Est. Cost $17.28 Unrealized 0.0%
XYL XYLEM INC 0.9%
Value ($000) $839 Shares 16,005 Est. Cost $38.66 Unrealized +13.2%
CAKE CHEESECAKE FACTORY INC/THE 0.9%
Value ($000) $837 Shares 16,711 Est. Cost $41.36 Unrealized +1.1%
SHOO STEVEN MADDEN LTD 0.9%
Value ($000) $834 Shares 24,125 Est. Cost $21.43 Unrealized -6.0%
IHS MARKIT LTD 0.9%
Value ($000) $823 Shares 21,922 Est. Cost $37.54 Unrealized
MDU MDU RESOURCES GROUP INC 0.9%
Value ($000) $822 Shares 32,313 Est. Cost $5.30 Unrealized +30.6%
GBX GREENBRIER COMPANIES INC 0.9%
Value ($000) $820 Shares 23,230 Est. Cost $19.35 Unrealized +29.3%
PLCE CHILDREN'S PLACE INC/THE 0.9%
Value ($000) $818 Shares 10,237 Est. Cost $77.51 Unrealized +6.3%
NUVASIVE INC 0.9%
Value ($000) $816 Shares 12,243 Est. Cost $51.44 Unrealized
IEX IDEX CORP 0.9%
Value ($000) $815 Shares 8,705 Est. Cost $73.78 Unrealized +9.0%
JBL JABIL CIRCUIT INC 0.9%
Value ($000) $815 Shares 37,339 Est. Cost $18.66 Unrealized +4.2%
ARMK ARAMARK 0.9%
Value ($000) $813 Shares 21,384 Est. Cost $23.54 Unrealized 0.0%
AMCX AMC NETWORKS INC-A 0.9%
Value ($000) $813 Shares 15,679 Est. Cost $54.79 Unrealized 0.0%
EAT BRINKER INTL INC 0.9%
Value ($000) $813 Shares 16,123 Est. Cost $44.77 Unrealized -1.6%
SANM SANMINA CORP 0.9%
Value ($000) $812 Shares 28,528 Est. Cost $27.08 Unrealized 0.0%
SPIRIT REALTY CAPITAL INC 0.9%
Value ($000) $812 Shares 60,926 Est. Cost $13.33 Unrealized
HWC HANCOCK HOLDING CO 0.9%
Value ($000) $809 Shares 24,960 Est. Cost $27.58 Unrealized +9.6%
MICROSEMI CORP 0.9%
Value ($000) $805 Shares 19,182 Est. Cost $34.13 Unrealized
HOSPITALITY PROPERTIES TRUST 0.9%
Value ($000) $803 Shares 27,014 Est. Cost $26.54 Unrealized
AOS SMITH (A.O.) CORP 0.9%
Value ($000) $801 Shares 8,111 Est. Cost $39.94 Unrealized 0.0%
EWBC EAST WEST BANCORP INC 0.9%
Value ($000) $797 Shares 21,719 Est. Cost $28.34 Unrealized 0.0%
AAON AAON INC 0.9%
Value ($000) $797 Shares 27,663 Est. Cost $17.35 Unrealized 0.0%
FR FIRST INDUSTRIAL REALTY TR 0.9%
Value ($000) $789 Shares 27,967 Est. Cost $28.21 Unrealized
RETAIL OPPORTUNITY INVESTMEN 0.9%
Value ($000) $788 Shares 35,903 Est. Cost $21.95 Unrealized
BIGGQ BIG LOTS INC 0.9%
Value ($000) $787 Shares 16,482 Est. Cost $40.02 Unrealized 0.0%
BAH BOOZ ALLEN HAMILTON HOLDINGS 0.9%
Value ($000) $787 Shares 24,883 Est. Cost $25.75 Unrealized 0.0%
DCT INDUSTRIAL TRUST INC 0.9%
Value ($000) $786 Shares 16,195 Est. Cost $48.53 Unrealized
SNPS SYNOPSYS INC 0.9%
Value ($000) $784 Shares 13,214 Est. Cost $50.14 Unrealized +13.3%
COUSINS PROPERTIES INC 0.9%
Value ($000) $781 Shares 74,810 Est. Cost $10.44 Unrealized
ASPEN INSURANCE HOLDINGS LTD 0.9%
Value ($000) $773 Shares 16,589 Est. Cost $46.60 Unrealized
RPM RPM INTERNATIONAL INC 0.8%
Value ($000) $769 Shares 14,307 Est. Cost $53.07 Unrealized 0.0%
KRG KITE REALTY GROUP TRUST 0.8%
Value ($000) $769 Shares 27,757 Est. Cost $27.70 Unrealized
HFF INC-CLASS A 0.8%
Value ($000) $760 Shares 27,449 Est. Cost $32.04 Unrealized
RHI ROBERT HALF INTL INC 0.8%
Value ($000) $755 Shares 19,952 Est. Cost $38.11 Unrealized 0.0%
TILE INTERFACE INC 0.8%
Value ($000) $754 Shares 45,169 Est. Cost $16.70 Unrealized 0.0%
STWD STARWOOD PROPERTY TRUST INC 0.8%
Value ($000) $754 Shares 33,482 Est. Cost $20.99 Unrealized
LAZARD LTD-CL A 0.8%
Value ($000) $752 Shares 20,686 Est. Cost $36.35 Unrealized
FIVE FIVE BELOW 0.8%
Value ($000) $751 Shares 18,641 Est. Cost $46.28 Unrealized 0.0%
AMSF AMERISAFE INC 0.8%
Value ($000) $751 Shares 12,782 Est. Cost $27.88 Unrealized 0.0%
BR BROADRIDGE FINANCIAL SOLUTIO 0.8%
Value ($000) $743 Shares 10,961 Est. Cost $58.14 Unrealized 0.0%
THRM GENTHERM INC 0.8%
Value ($000) $743 Shares 23,649 Est. Cost $33.06 Unrealized 0.0%
DCI DONALDSON CO INC 0.8%
Value ($000) $740 Shares 19,834 Est. Cost $25.91 Unrealized +21.0%
TORCHMARK CORP 0.8%
Value ($000) $739 Shares 11,560 Est. Cost $63.93 Unrealized
PAREXEL INTERNATIONAL CORP 0.8%
Value ($000) $737 Shares 10,608 Est. Cost $63.93 Unrealized
MZTI LANCASTER COLONY CORP 0.8%
Value ($000) $735 Shares 5,564 Est. Cost $120.43 Unrealized +8.4%
EXPO EXPONENT INC 0.8%
Value ($000) $735 Shares 14,387 Est. Cost $23.44 Unrealized 0.0%
EATON VANCE CORP 0.8%
Value ($000) $733 Shares 18,771 Est. Cost $34.11 Unrealized
CARDTRONICS PLC - A 0.8%
Value ($000) $733 Shares 16,443 Est. Cost $44.58 Unrealized
SON SONOCO PRODUCTS CO 0.8%
Value ($000) $730 Shares 13,825 Est. Cost $34.39 Unrealized +9.4%
VERIFONE SYSTEMS INC 0.8%
Value ($000) $730 Shares 46,355 Est. Cost $15.75 Unrealized
MORN MORNINGSTAR INC 0.8%
Value ($000) $730 Shares 9,208 Est. Cost $82.20 Unrealized 0.0%
CFR CULLEN/FROST BANKERS INC 0.8%
Value ($000) $729 Shares 10,129 Est. Cost $49.33 Unrealized +7.0%
DENNY'S CORPORATION 0.8%
Value ($000) $728 Shares 68,125 Est. Cost $10.69 Unrealized
NWBI NORTHWEST BANCSHARES INC 0.8%
Value ($000) $726 Shares 46,234 Est. Cost $7.50 Unrealized +19.2%
MEI METHODE ELECTRONICS INC 0.8%
Value ($000) $725 Shares 20,743 Est. Cost $22.21 Unrealized +30.0%
RYN RAYONIER INC 0.8%
Value ($000) $723 Shares 27,235 Est. Cost $26.55 Unrealized
ASH ASHLAND GLOBAL HOLDINGS INC 0.8%
Value ($000) $722 Shares 6,227 Est. Cost $49.37 Unrealized 0.0%
BRO BROWN & BROWN INC 0.8%
Value ($000) $719 Shares 19,072 Est. Cost $14.91 Unrealized +14.6%
COLB COLUMBIA BANKING SYSTEM INC 0.8%
Value ($000) $719 Shares 21,981 Est. Cost $19.67 Unrealized +6.5%
IPGP IPG PHOTONICS CORP 0.8%
Value ($000) $719 Shares 8,735 Est. Cost $84.77 Unrealized -1.4%
BROCADE COMMUNICATIONS SYS 0.8%
Value ($000) $711 Shares 77,035 Est. Cost $10.02 Unrealized
ALLE ALLEGION PLC 0.8%
Value ($000) $709 Shares 10,293 Est. Cost $63.16 Unrealized 0.0%
FIRST AMERICAN FINANCIAL 0.8%
Value ($000) $707 Shares 17,995 Est. Cost $39.29 Unrealized
UTHR UNITED THERAPEUTICS CORP 0.8%
Value ($000) $705 Shares 5,973 Est. Cost $120.15 Unrealized 0.0%
WST WEST PHARMACEUTICAL SERVICES 0.8%
Value ($000) $702 Shares 9,418 Est. Cost $76.71 Unrealized 0.0%
VALIDUS HOLDINGS LTD 0.8%
Value ($000) $701 Shares 14,064 Est. Cost $48.81 Unrealized
SCI SERVICE CORP INTL 0.8%
Value ($000) $701 Shares 26,429 Est. Cost $26.38 Unrealized +2.7%
AMTRUST FINANCIAL SERVICES 0.8%
Value ($000) $700 Shares 26,085 Est. Cost $24.86 Unrealized
UNIVERSAL FOREST PRODUCTS 0.8%
Value ($000) $698 Shares 7,086 Est. Cost $98.50 Unrealized
POR PORTLAND GENERAL ELECTRIC CO 0.8%
Value ($000) $695 Shares 16,319 Est. Cost $25.30 Unrealized +20.6%
INTERXION HOLDING NV 0.8%
Value ($000) $693 Shares 19,132 Est. Cost $36.76 Unrealized
SYNTEL INC 0.8%
Value ($000) $692 Shares 16,519 Est. Cost $45.32 Unrealized
INTERPUBLIC GROUP OF COS INC 0.8%
Value ($000) $691 Shares 30,937 Est. Cost $16.29 Unrealized -1.6%
WRB WR BERKLEY CORP 0.8%
Value ($000) $689 Shares 11,926 Est. Cost $13.86 Unrealized 0.0%
SNA SNAP-ON INC 0.8%
Value ($000) $688 Shares 4,528 Est. Cost $122.96 Unrealized 0.0%
PATTERSON COS INC 0.8%
Value ($000) $687 Shares 14,951 Est. Cost $44.27 Unrealized
CAPITOL FEDERAL FINANCIAL IN 0.8%
Value ($000) $686 Shares 48,773 Est. Cost $13.97 Unrealized
CBSH COMMERCE BANCSHARES INC 0.8%
Value ($000) $682 Shares 13,843 Est. Cost $27.88 Unrealized +11.0%
SNYDERS-LANCE INC 0.8%
Value ($000) $681 Shares 20,275 Est. Cost $34.06 Unrealized
WCC WESCO INTERNATIONAL INC 0.7%
Value ($000) $678 Shares 11,026 Est. Cost $51.91 Unrealized +7.3%
VECTOR GROUP LTD 0.7%
Value ($000) $678 Shares 31,508 Est. Cost $22.43 Unrealized
HTLD HEARTLAND EXPRESS INC 0.7%
Value ($000) $676 Shares 35,792 Est. Cost $19.83 Unrealized -5.5%
FLIR SYSTEMS INC 0.7%
Value ($000) $674 Shares 21,457 Est. Cost $28.79 Unrealized
INVESTORS BANCORP, INC 0.7%
Value ($000) $674 Shares 56,121 Est. Cost $12.29 Unrealized
FULT FULTON FINANCIAL CORP 0.7%
Value ($000) $673 Shares 46,334 Est. Cost $8.76 Unrealized +11.6%
WBS WEBSTER FINANCIAL CORP 0.7%
Value ($000) $672 Shares 17,691 Est. Cost $36.49 Unrealized +0.9%
TXNM PNM RESOURCES INC 0.7%
Value ($000) $669 Shares 20,460 Est. Cost $27.82 Unrealized +20.2%
RGR STURM RUGER & CO INC 0.7%
Value ($000) $667 Shares 11,552 Est. Cost $63.30 Unrealized 0.0%
VECTREN CORP 0.7%
Value ($000) $666 Shares 13,268 Est. Cost $43.69 Unrealized
CVBF CVB FINANCIAL CORP 0.7%
Value ($000) $664 Shares 37,730 Est. Cost $12.07 Unrealized +0.9%
PEOPLE'S UNITED FINANCIAL 0.7%
Value ($000) $662 Shares 41,820 Est. Cost $14.84 Unrealized
BKH BLACK HILLS CORP 0.7%
Value ($000) $655 Shares 10,698 Est. Cost $38.24 Unrealized +12.9%
EVR EVERCORE PARTNERS INC-CL A 0.7%
Value ($000) $647 Shares 12,551 Est. Cost $40.51 Unrealized +1.4%
LDOS LEIDOS HOLDINGS INC 0.7%
Value ($000) $646 Shares 14,929 Est. Cost $33.42 Unrealized 0.0%
ALSN ALLISON TRANSMISSION HOLDING 0.7%
Value ($000) $645 Shares 22,498 Est. Cost $23.30 Unrealized +4.2%
BANCORPSOUTH INC 0.7%
Value ($000) $640 Shares 27,594 Est. Cost $21.60 Unrealized
TREEHOUSE FOODS INC 0.7%
Value ($000) $639 Shares 7,333 Est. Cost $100.21 Unrealized
G GENPACT LTD 0.7%
Value ($000) $638 Shares 26,626 Est. Cost $22.41 Unrealized 0.0%
FIZZ NATIONAL BEVERAGE CORP 0.7%
Value ($000) $637 Shares 14,455 Est. Cost $20.58 Unrealized 0.0%
HXL HEXCEL CORP 0.7%
Value ($000) $634 Shares 14,319 Est. Cost $47.62 Unrealized -8.1%
TOTAL SYSTEM SERVICES INC 0.7%
Value ($000) $634 Shares 13,456 Est. Cost $47.12 Unrealized
UBOH UNITED BANKSHARES INC 0.7%
Value ($000) $631 Shares 16,753 Est. Cost $37.52 Unrealized
BGC PARTNERS INC-CL A 0.7%
Value ($000) $625 Shares 71,388 Est. Cost $8.72 Unrealized
DOMTAR CORP 0.7%
Value ($000) $623 Shares 16,774 Est. Cost $37.15 Unrealized
UMPQUA HOLDINGS CORP 0.7%
Value ($000) $616 Shares 40,948 Est. Cost $15.39 Unrealized
COVANTA HOLDING CORP 0.7%
Value ($000) $614 Shares 39,865 Est. Cost $16.28 Unrealized
BANK OF THE OZARKS 0.7%
Value ($000) $603 Shares 15,695 Est. Cost $37.67 Unrealized
FNB FNB CORP 0.7%
Value ($000) $603 Shares 49,032 Est. Cost $8.89 Unrealized -3.5%
WGL HOLDINGS INC 0.7%
Value ($000) $599 Shares 9,547 Est. Cost $69.50 Unrealized
AGCO AGCO CORP 0.7%
Value ($000) $598 Shares 12,123 Est. Cost $38.62 Unrealized +0.3%
NJR NEW JERSEY RESOURCES CORP 0.7%
Value ($000) $597 Shares 18,167 Est. Cost $26.15 Unrealized -1.1%
TDS TELEPHONE AND DATA SYSTEMS 0.7%
Value ($000) $596 Shares 21,921 Est. Cost $28.83 Unrealized +1.1%
BRIGGS & STRATTON 0.6%
Value ($000) $571 Shares 30,618 Est. Cost $20.78 Unrealized
GREAT PLAINS ENERGY INC 0.6%
Value ($000) $566 Shares 20,755 Est. Cost $27.31 Unrealized
PBI PITNEY BOWES INC 0.6%
Value ($000) $561 Shares 30,910 Est. Cost $20.25 Unrealized -9.4%
HAIN HAIN CELESTIAL GROUP INC 0.6%
Value ($000) $551 Shares 15,486 Est. Cost $45.91 Unrealized -4.5%
CNO CNO FINANCIAL GROUP INC 0.6%
Value ($000) $539 Shares 35,286 Est. Cost $15.19 Unrealized -12.7%
FLO FLOWERS FOODS INC 0.6%
Value ($000) $512 Shares 33,831 Est. Cost $12.53 Unrealized -8.7%