RAMSEY QUANTITATIVE SYSTEMS Quant / Systematic

Location: Louisville, KY

CIK: 0001132897 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value: $90.67M (100.0% shares, 0.0% debt)

Holdings (125)

ORI OLD REPUBLIC INTL CORP 1.4%
Value $1.27M Shares 72,104 Share Price $17.61 * Est. Cost/Share $9.09 Unrealized @ Report Date -4.2%
— ASPEN TECHNOLOGY INC 1.0%
Value $929K Shares 19,853 Share Price $46.79 Est. Cost/Share $46.79 Unrealized @ Report Date —
— INTEGRATED DEVICE TECH INC 1.0%
Value $891K Shares 38,576 Share Price $23.10 Est. Cost/Share $21.49 Unrealized @ Report Date —
— REGAL ENTERTAINMENT GROUP-A 1.0%
Value $886K Shares 40,713 Share Price $21.76 Est. Cost/Share $19.90 Unrealized @ Report Date —
— TESSERA TECHNOLOGIES INC 1.0%
Value $884K Shares 22,994 Share Price $38.44 Est. Cost/Share $32.01 Unrealized @ Report Date —
— VARIAN MEDICAL SYSTEMS INC 1.0%
Value $865K Shares 8,691 Share Price $99.53 Est. Cost/Share $99.53 Unrealized @ Report Date —
EME EMCOR GROUP INC 1.0%
Value $865K Shares 14,507 Share Price $59.63 * Est. Cost/Share $53.25 Unrealized @ Report Date +7.9%
GNTX GENTEX CORP 0.9%
Value $847K Shares 48,263 Share Price $17.55 Est. Cost/Share $17.28 Unrealized @ Report Date +1.6%
XYL XYLEM INC 0.9%
Value $839K Shares 16,005 Share Price $52.42 * Est. Cost/Share $38.66 Unrealized @ Report Date +21.3%
CAKE CHEESECAKE FACTORY INC/THE 0.9%
Value $837K Shares 16,711 Share Price $50.09 * Est. Cost/Share $41.36 Unrealized @ Report Date -0.7%
SHOO STEVEN MADDEN LTD 0.9%
Value $834K Shares 24,125 Share Price $34.57 * Est. Cost/Share $21.43 Unrealized @ Report Date -7.2%
— IHS MARKIT LTD 0.9%
Value $823K Shares 21,922 Share Price $37.54 Est. Cost/Share $37.54 Unrealized @ Report Date —
MDU MDU RESOURCES GROUP INC 0.9%
Value $822K Shares 32,313 Share Price $25.44 * Est. Cost/Share $5.30 Unrealized @ Report Date +39.1%
GBX GREENBRIER COMPANIES INC 0.9%
Value $820K Shares 23,230 Share Price $35.30 * Est. Cost/Share $19.35 Unrealized @ Report Date +39.6%
PLCE CHILDREN'S PLACE INC/THE 0.9%
Value $818K Shares 10,237 Share Price $79.91 Est. Cost/Share $77.51 Unrealized @ Report Date +3.0%
— NUVASIVE INC 0.9%
Value $816K Shares 12,243 Share Price $66.65 Est. Cost/Share $51.44 Unrealized @ Report Date —
IEX IDEX CORP 0.9%
Value $815K Shares 8,705 Share Price $93.62 * Est. Cost/Share $73.78 Unrealized @ Report Date +13.0%
JBL JABIL CIRCUIT INC 0.9%
Value $815K Shares 37,339 Share Price $21.83 * Est. Cost/Share $18.66 Unrealized @ Report Date +9.4%
EAT BRINKER INTL INC 0.9%
Value $813K Shares 16,123 Share Price $50.42 * Est. Cost/Share $44.77 Unrealized @ Report Date -0.9%
ARMK ARAMARK 0.9%
Value $813K Shares 21,384 Share Price $38.02 * Est. Cost/Share $23.54 Unrealized @ Report Date +4.0%
AMCX AMC NETWORKS INC-A 0.9%
Value $813K Shares 15,679 Share Price $51.85 Est. Cost/Share $54.79 Unrealized @ Report Date -5.3%
SANM SANMINA CORP 0.9%
Value $812K Shares 28,528 Share Price $28.46 Est. Cost/Share $27.08 Unrealized @ Report Date +5.1%
— SPIRIT REALTY CAPITAL INC 0.9%
Value $812K Shares 60,926 Share Price $13.33 Est. Cost/Share $13.33 Unrealized @ Report Date —
HWC HANCOCK HOLDING CO 0.9%
Value $809K Shares 24,960 Share Price $32.41 Est. Cost/Share $27.58 Unrealized @ Report Date +17.6%
— MICROSEMI CORP 0.9%
Value $805K Shares 19,182 Share Price $41.97 Est. Cost/Share $34.13 Unrealized @ Report Date —
— HOSPITALITY PROPERTIES TRUST 0.9%
Value $803K Shares 27,014 Share Price $29.73 Est. Cost/Share $26.54 Unrealized @ Report Date —
AOS SMITH (A.O.) CORP 0.9%
Value $801K Shares 8,111 Share Price $98.75 * Est. Cost/Share $39.94 Unrealized @ Report Date +5.8%
AAON AAON INC 0.9%
Value $797K Shares 27,663 Share Price $28.81 * Est. Cost/Share $17.35 Unrealized @ Report Date +4.5%
EWBC EAST WEST BANCORP INC 0.9%
Value $797K Shares 21,719 Share Price $36.70 * Est. Cost/Share $28.34 Unrealized @ Report Date +4.5%
FR FIRST INDUSTRIAL REALTY TR 0.9%
Value $789K Shares 27,967 Share Price $28.21 Est. Cost/Share $28.21 Unrealized @ Report Date —
— RETAIL OPPORTUNITY INVESTMEN 0.9%
Value $788K Shares 35,903 Share Price $21.95 Est. Cost/Share $21.95 Unrealized @ Report Date —
BIGGQ BIG LOTS INC 0.9%
Value $787K Shares 16,482 Share Price $47.75 * Est. Cost/Share $40.02 Unrealized @ Report Date 0.0%
BAH BOOZ ALLEN HAMILTON HOLDINGS 0.9%
Value $787K Shares 24,883 Share Price $31.63 * Est. Cost/Share $25.75 Unrealized @ Report Date +3.8%
— DCT INDUSTRIAL TRUST INC 0.9%
Value $786K Shares 16,195 Share Price $48.53 Est. Cost/Share $48.53 Unrealized @ Report Date —
SNPS SYNOPSYS INC 0.9%
Value $784K Shares 13,214 Share Price $59.33 Est. Cost/Share $50.14 Unrealized @ Report Date +18.4%
— COUSINS PROPERTIES INC 0.9%
Value $781K Shares 74,810 Share Price $10.44 Est. Cost/Share $10.44 Unrealized @ Report Date —
— ASPEN INSURANCE HOLDINGS LTD 0.9%
Value $773K Shares 16,589 Share Price $46.60 Est. Cost/Share $46.60 Unrealized @ Report Date —
RPM RPM INTERNATIONAL INC 0.8%
Value $769K Shares 14,307 Share Price $53.75 Est. Cost/Share $53.07 Unrealized @ Report Date +1.2%
KRG KITE REALTY GROUP TRUST 0.8%
Value $769K Shares 27,757 Share Price $27.70 Est. Cost/Share $27.70 Unrealized @ Report Date —
— HFF INC-CLASS A 0.8%
Value $760K Shares 27,449 Share Price $27.69 Est. Cost/Share $32.04 Unrealized @ Report Date —
RHI ROBERT HALF INTL INC 0.8%
Value $755K Shares 19,952 Share Price $37.84 Est. Cost/Share $38.11 Unrealized @ Report Date -0.7%
STWD STARWOOD PROPERTY TRUST INC 0.8%
Value $754K Shares 33,482 Share Price $22.52 Est. Cost/Share $20.99 Unrealized @ Report Date —
TILE INTERFACE INC 0.8%
Value $754K Shares 45,169 Share Price $16.69 Est. Cost/Share $16.70 Unrealized @ Report Date -0.1%
— LAZARD LTD-CL A 0.8%
Value $752K Shares 20,686 Share Price $36.35 Est. Cost/Share $36.35 Unrealized @ Report Date —
FIVE FIVE BELOW 0.8%
Value $751K Shares 18,641 Share Price $40.29 Est. Cost/Share $46.28 Unrealized @ Report Date -12.9%
AMSF AMERISAFE INC 0.8%
Value $751K Shares 12,782 Share Price $58.75 * Est. Cost/Share $27.88 Unrealized @ Report Date -0.8%
BR BROADRIDGE FINANCIAL SOLUTIO 0.8%
Value $743K Shares 10,961 Share Price $67.79 * Est. Cost/Share $58.14 Unrealized @ Report Date -0.3%
THRM GENTHERM INC 0.8%
Value $743K Shares 23,649 Share Price $31.42 Est. Cost/Share $33.06 Unrealized @ Report Date -5.0%
DCI DONALDSON CO INC 0.8%
Value $740K Shares 19,834 Share Price $37.31 * Est. Cost/Share $25.91 Unrealized @ Report Date +24.3%
— TORCHMARK CORP 0.8%
Value $739K Shares 11,560 Share Price $63.93 Est. Cost/Share $63.93 Unrealized @ Report Date —
— PAREXEL INTERNATIONAL CORP 0.8%
Value $737K Shares 10,608 Share Price $69.48 Est. Cost/Share $63.93 Unrealized @ Report Date —
EXPO EXPONENT INC 0.8%
Value $735K Shares 14,387 Share Price $51.09 * Est. Cost/Share $23.44 Unrealized @ Report Date -1.8%
MZTI LANCASTER COLONY CORP 0.8%
Value $735K Shares 5,564 Share Price $132.10 Est. Cost/Share $120.43 Unrealized @ Report Date +9.7%
— CARDTRONICS PLC - A 0.8%
Value $733K Shares 16,443 Share Price $44.58 Est. Cost/Share $44.58 Unrealized @ Report Date —
— EATON VANCE CORP 0.8%
Value $733K Shares 18,771 Share Price $39.05 Est. Cost/Share $34.11 Unrealized @ Report Date —
SON SONOCO PRODUCTS CO 0.8%
Value $730K Shares 13,825 Share Price $52.80 * Est. Cost/Share $34.39 Unrealized @ Report Date +12.5%
— VERIFONE SYSTEMS INC 0.8%
Value $730K Shares 46,355 Share Price $15.75 Est. Cost/Share $15.75 Unrealized @ Report Date —
MORN MORNINGSTAR INC 0.8%
Value $730K Shares 9,208 Share Price $79.28 Est. Cost/Share $82.20 Unrealized @ Report Date -3.6%
CFR CULLEN/FROST BANKERS INC 0.8%
Value $729K Shares 10,129 Share Price $71.97 * Est. Cost/Share $49.33 Unrealized @ Report Date +11.7%
— DENNY'S CORPORATION 0.8%
Value $728K Shares 68,125 Share Price $10.69 Est. Cost/Share $10.69 Unrealized @ Report Date —
NWBI NORTHWEST BANCSHARES INC 0.8%
Value $726K Shares 46,234 Share Price $15.70 * Est. Cost/Share $7.50 Unrealized @ Report Date +23.6%
MEI METHODE ELECTRONICS INC 0.8%
Value $725K Shares 20,743 Share Price $34.95 * Est. Cost/Share $22.21 Unrealized @ Report Date +29.4%
RYN RAYONIER INC 0.8%
Value $723K Shares 27,235 Share Price $26.55 Est. Cost/Share $26.55 Unrealized @ Report Date —
ASH ASHLAND GLOBAL HOLDINGS INC 0.8%
Value $722K Shares 6,227 Share Price $115.95 * Est. Cost/Share $49.37 Unrealized @ Report Date -1.0%
COLB COLUMBIA BANKING SYSTEM INC 0.8%
Value $719K Shares 21,981 Share Price $32.71 * Est. Cost/Share $19.67 Unrealized @ Report Date +12.1%
BRO BROWN & BROWN INC 0.8%
Value $719K Shares 19,072 Share Price $37.70 * Est. Cost/Share $14.91 Unrealized @ Report Date +16.9%
IPGP IPG PHOTONICS CORP 0.8%
Value $719K Shares 8,735 Share Price $82.31 Est. Cost/Share $84.77 Unrealized @ Report Date -2.9%
— BROCADE COMMUNICATIONS SYS 0.8%
Value $711K Shares 77,035 Share Price $9.23 Est. Cost/Share $10.02 Unrealized @ Report Date —
ALLE ALLEGION PLC 0.8%
Value $709K Shares 10,293 Share Price $68.88 * Est. Cost/Share $63.16 Unrealized @ Report Date -2.0%
— FIRST AMERICAN FINANCIAL 0.8%
Value $707K Shares 17,995 Share Price $39.29 Est. Cost/Share $39.29 Unrealized @ Report Date —
UTHR UNITED THERAPEUTICS CORP 0.8%
Value $705K Shares 5,973 Share Price $118.03 Est. Cost/Share $120.15 Unrealized @ Report Date -1.7%
WST WEST PHARMACEUTICAL SERVICES 0.8%
Value $702K Shares 9,418 Share Price $74.54 * Est. Cost/Share $76.71 Unrealized @ Report Date -6.1%
SCI SERVICE CORP INTL 0.8%
Value $701K Shares 26,429 Share Price $26.52 Est. Cost/Share $26.38 Unrealized @ Report Date +0.6%
— VALIDUS HOLDINGS LTD 0.8%
Value $701K Shares 14,064 Share Price $49.84 Est. Cost/Share $48.81 Unrealized @ Report Date —
— AMTRUST FINANCIAL SERVICES 0.8%
Value $700K Shares 26,085 Share Price $26.84 Est. Cost/Share $24.86 Unrealized @ Report Date —
— UNIVERSAL FOREST PRODUCTS 0.8%
Value $698K Shares 7,086 Share Price $98.50 Est. Cost/Share $98.50 Unrealized @ Report Date —
POR PORTLAND GENERAL ELECTRIC CO 0.8%
Value $695K Shares 16,319 Share Price $42.59 * Est. Cost/Share $25.30 Unrealized @ Report Date +19.4%
— INTERXION HOLDING NV 0.8%
Value $693K Shares 19,132 Share Price $36.22 Est. Cost/Share $36.76 Unrealized @ Report Date —
— SYNTEL INC 0.8%
Value $692K Shares 16,519 Share Price $41.89 Est. Cost/Share $45.32 Unrealized @ Report Date —
— INTERPUBLIC GROUP OF COS INC 0.8%
Value $691K Shares 30,937 Share Price $22.34 * Est. Cost/Share $16.29 Unrealized @ Report Date -3.9%
WRB WR BERKLEY CORP 0.8%
Value $689K Shares 11,926 Share Price $57.77 * Est. Cost/Share $13.86 Unrealized @ Report Date -0.1%
SNA SNAP-ON INC 0.8%
Value $688K Shares 4,528 Share Price $151.94 * Est. Cost/Share $122.96 Unrealized @ Report Date -1.5%
— PATTERSON COS INC 0.8%
Value $687K Shares 14,951 Share Price $45.95 Est. Cost/Share $44.27 Unrealized @ Report Date —
— CAPITOL FEDERAL FINANCIAL IN 0.8%
Value $686K Shares 48,773 Share Price $14.07 Est. Cost/Share $13.97 Unrealized @ Report Date —
CBSH COMMERCE BANCSHARES INC 0.8%
Value $682K Shares 13,843 Share Price $49.27 * Est. Cost/Share $27.88 Unrealized @ Report Date +12.9%
— SNYDERS-LANCE INC 0.8%
Value $681K Shares 20,275 Share Price $33.59 Est. Cost/Share $34.06 Unrealized @ Report Date —
WCC WESCO INTERNATIONAL INC 0.7%
Value $678K Shares 11,026 Share Price $61.49 * Est. Cost/Share $51.91 Unrealized @ Report Date +15.2%
— VECTOR GROUP LTD 0.7%
Value $678K Shares 31,508 Share Price $21.52 Est. Cost/Share $22.43 Unrealized @ Report Date —
HTLD HEARTLAND EXPRESS INC 0.7%
Value $676K Shares 35,792 Share Price $18.89 Est. Cost/Share $19.83 Unrealized @ Report Date -4.8%
— FLIR SYSTEMS INC 0.7%
Value $674K Shares 21,457 Share Price $31.41 Est. Cost/Share $28.79 Unrealized @ Report Date —
— INVESTORS BANCORP, INC 0.7%
Value $674K Shares 56,121 Share Price $12.01 Est. Cost/Share $12.29 Unrealized @ Report Date —
FULT FULTON FINANCIAL CORP 0.7%
Value $673K Shares 46,334 Share Price $14.52 * Est. Cost/Share $8.76 Unrealized @ Report Date +16.3%
WBS WEBSTER FINANCIAL CORP 0.7%
Value $672K Shares 17,691 Share Price $37.99 Est. Cost/Share $36.49 Unrealized @ Report Date +4.2%
TXNM PNM RESOURCES INC 0.7%
Value $669K Shares 20,460 Share Price $32.70 Est. Cost/Share $27.82 Unrealized @ Report Date +17.6%
RGR STURM RUGER & CO INC 0.7%
Value $667K Shares 11,552 Share Price $57.74 Est. Cost/Share $63.30 Unrealized @ Report Date -8.7%
— VECTREN CORP 0.7%
Value $666K Shares 13,268 Share Price $50.20 Est. Cost/Share $43.69 Unrealized @ Report Date —
CVBF CVB FINANCIAL CORP 0.7%
Value $664K Shares 37,730 Share Price $17.60 * Est. Cost/Share $12.07 Unrealized @ Report Date +4.5%
— PEOPLE'S UNITED FINANCIAL 0.7%
Value $662K Shares 41,820 Share Price $15.83 Est. Cost/Share $14.84 Unrealized @ Report Date —
BKH BLACK HILLS CORP 0.7%
Value $655K Shares 10,698 Share Price $61.23 * Est. Cost/Share $38.24 Unrealized @ Report Date +13.9%
EVR EVERCORE PARTNERS INC-CL A 0.7%
Value $647K Shares 12,551 Share Price $51.55 * Est. Cost/Share $40.51 Unrealized @ Report Date +4.2%
LDOS LEIDOS HOLDINGS INC 0.7%
Value $646K Shares 14,929 Share Price $43.27 * Est. Cost/Share $33.42 Unrealized @ Report Date +12.0%
ALSN ALLISON TRANSMISSION HOLDING 0.7%
Value $645K Shares 22,498 Share Price $28.67 * Est. Cost/Share $23.30 Unrealized @ Report Date +6.2%
— BANCORPSOUTH INC 0.7%
Value $640K Shares 27,594 Share Price $23.19 Est. Cost/Share $21.60 Unrealized @ Report Date —
— TREEHOUSE FOODS INC 0.7%
Value $639K Shares 7,333 Share Price $87.14 Est. Cost/Share $100.21 Unrealized @ Report Date —
G GENPACT LTD 0.7%
Value $638K Shares 26,626 Share Price $23.96 * Est. Cost/Share $22.41 Unrealized @ Report Date -3.3%
FIZZ NATIONAL BEVERAGE CORP 0.7%
Value $637K Shares 14,455 Share Price $44.07 * Est. Cost/Share $20.58 Unrealized @ Report Date -18.2%
HXL HEXCEL CORP 0.7%
Value $634K Shares 14,319 Share Price $44.28 Est. Cost/Share $47.62 Unrealized @ Report Date -7.0%
— TOTAL SYSTEM SERVICES INC 0.7%
Value $634K Shares 13,456 Share Price $47.12 Est. Cost/Share $47.12 Unrealized @ Report Date —
UBOH UNITED BANKSHARES INC 0.7%
Value $631K Shares 16,753 Share Price $37.66 Est. Cost/Share $37.52 Unrealized @ Report Date —
— BGC PARTNERS INC-CL A 0.7%
Value $625K Shares 71,388 Share Price $8.75 Est. Cost/Share $8.72 Unrealized @ Report Date —
— DOMTAR CORP 0.7%
Value $623K Shares 16,774 Share Price $37.14 Est. Cost/Share $37.15 Unrealized @ Report Date —
— UMPQUA HOLDINGS CORP 0.7%
Value $616K Shares 40,948 Share Price $15.04 Est. Cost/Share $15.39 Unrealized @ Report Date —
— COVANTA HOLDING CORP 0.7%
Value $614K Shares 39,865 Share Price $15.40 Est. Cost/Share $16.28 Unrealized @ Report Date —
FNB FNB CORP 0.7%
Value $603K Shares 49,032 Share Price $12.30 * Est. Cost/Share $8.89 Unrealized @ Report Date -3.3%
— BANK OF THE OZARKS 0.7%
Value $603K Shares 15,695 Share Price $38.42 Est. Cost/Share $37.67 Unrealized @ Report Date —
— WGL HOLDINGS INC 0.7%
Value $599K Shares 9,547 Share Price $62.74 Est. Cost/Share $69.50 Unrealized @ Report Date —
AGCO AGCO CORP 0.7%
Value $598K Shares 12,123 Share Price $49.33 * Est. Cost/Share $38.62 Unrealized @ Report Date +3.1%
NJR NEW JERSEY RESOURCES CORP 0.7%
Value $597K Shares 18,167 Share Price $32.86 * Est. Cost/Share $26.15 Unrealized @ Report Date -7.6%
TDS TELEPHONE AND DATA SYSTEMS 0.7%
Value $596K Shares 21,921 Share Price $27.19 Est. Cost/Share $28.83 Unrealized @ Report Date -5.7%
— BRIGGS & STRATTON 0.6%
Value $571K Shares 30,618 Share Price $18.65 Est. Cost/Share $20.78 Unrealized @ Report Date —
— GREAT PLAINS ENERGY INC 0.6%
Value $566K Shares 20,755 Share Price $27.27 Est. Cost/Share $27.31 Unrealized @ Report Date —
PBI PITNEY BOWES INC 0.6%
Value $561K Shares 30,910 Share Price $18.15 Est. Cost/Share $20.25 Unrealized @ Report Date -10.3%
HAIN HAIN CELESTIAL GROUP INC 0.6%
Value $551K Shares 15,486 Share Price $35.58 Est. Cost/Share $45.91 Unrealized @ Report Date -22.5%
CNO CNO FINANCIAL GROUP INC 0.6%
Value $539K Shares 35,286 Share Price $15.28 * Est. Cost/Share $15.19 Unrealized @ Report Date -17.9%
FLO FLOWERS FOODS INC 0.6%
Value $512K Shares 33,831 Share Price $15.13 * Est. Cost/Share $12.53 Unrealized @ Report Date -16.1%