0001132897-17-000005.txt : 20170505 0001132897-17-000005.hdr.sgml : 20170505 20170504181104 ACCESSION NUMBER: 0001132897-17-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20170331 FILED AS OF DATE: 20170505 DATE AS OF CHANGE: 20170504 EFFECTIVENESS DATE: 20170505 FILER: COMPANY DATA: COMPANY CONFORMED NAME: RAMSEY QUANTITATIVE SYSTEMS CENTRAL INDEX KEY: 0001132897 IRS NUMBER: 351985750 STATE OF INCORPORATION: IN FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06245 FILM NUMBER: 17815563 BUSINESS ADDRESS: STREET 1: 1515 ORMSBY STATION COURT CITY: LOUISVILLE STATE: KY ZIP: 40223 BUSINESS PHONE: 5022456220 MAIL ADDRESS: STREET 1: 1515 ORMSBY STATION COURT CITY: LOUISVILLE STATE: KY ZIP: 40223 13F-HR 1 primary_doc.xml 13F-HR LIVE false true true 0001132897 XXXXXXXX 03-31-2017 03-31-2017 RAMSEY QUANTITATIVE SYSTEMS

1515 ORMSBY STATION COURT LOUISVILLE KY 40223

13F HOLDINGS REPORT 028-06245 N Shawn McCracken 502-315-1716 Shawn McCracken Louisville KY 05-04-2017 0 136 87545 false INFORMATION TABLE 2 13F_RQSI_1stQtr2017.xml 13F 1ST QTR 2017 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 521 22802 SH SOLE 22802 0 0 GALLAGHER ARTHUR J & CO COM 001084102 544 9614 SH SOLE 9614 0 0 ALLISON TRANSMISSION HOLDING COM G0176J109 1023 28368 SH SOLE 28368 0 0 AMERISAFE INC COM 01973R101 566 8724 SH SOLE 8724 0 0 A.O. SMITH CORPORATION COM 831865209 534 10432 SH SOLE 10432 0 0 ARROW ELECTRONICS INC COM 042735100 514 6999 SH SOLE 6999 0 0 ASSOCIATED BANC CORP COM 045487105 477 19539 SH SOLE 19539 0 0 AVNET INC COM 053807103 478 10437 SH SOLE 10437 0 0 ASPEN TECHNOLOGY INC COM 831865209 475 8055 SH SOLE 8055 0 0 BOOZ ALLEN HAMILTON HOLDINGS CL A 03852U106 461 13017 SH SOLE 13017 0 0 BEACON ROOFING SUPPLY COM 073685109 464 9434 SH SOLE 9434 0 0 BIG LOTS INC COM 045327103 445 9139 SH SOLE 9139 0 0 BJ'S RESTAURANTS INC COM 09180C106 444 10987 SH SOLE 10987 0 0 BANKUNITED INC COM 06652K103 508 13611 SH SOLE 13611 0 0 BEMIS COMPANY COM 081437105 508 10406 SH SOLE 10406 0 0 BROWN & BROWN INC COM 092113109 462 11085 SH SOLE 11085 0 0 BUFFALO WILD WINGS COM 11133T103 416 2723 SH SOLE 2723 0 0 CHEESECAKE FACTORY INC/THE COM 115236101 472 7457 SH SOLE 7457 0 0 COMMERCE BANCSHARES INC COM 059692103 469 8359 SH SOLE 8359 0 0 CADENCE DESIGN SYSTEMS INC COM 127387108 614 19546 SH SOLE 19546 0 0 CULLEN/FROST BANKERS INC COM 200525103 464 5219 SH SOLE 5219 0 0 CORELOGIC INC COM 21871D103 379 9319 SH SOLE 9319 0 0 COLUMBIA BANKING SYSTEM INC COM 229899109 468 12012 SH SOLE 12012 0 0 CORESITE REALTY CORP COM 12621E103 484 5379 SH SOLE 5379 0 0 CARTER INC COM 197236102 413 4594 SH SOLE 4594 0 0 COOPER TIRE & RUBBER COMPANY COM 216831107 623 14048 SH SOLE 14048 0 0 CUBESMART COM 222795106 395 15214 SH SOLE 15214 0 0 CYS INVESTMENTS INC COM 22282E102 366 46014 SH SOLE 46014 0 0 DCT INDUSTRIAL TRUST INC COM NEW 126600105 408 8484 SH SOLE 8484 0 0 DEAN FOODS COMPANY COM NEW 233153204 427 21722 SH SOLE 21722 0 0 DUPONT FABROS TECHNOLOGY INC COM 24869P104 482 9719 SH SOLE 9719 0 0 BRINKER INTL INC COM 109641100 354 8055 SH SOLE 8055 0 0 EDUCATION REALTY TRUST INC COM NEW 29084Q100 380 9313 SH SOLE 9313 0 0 NIC INC COM 62914B100 463 22945 SH SOLE 22945 0 0 EMPLOYERS HOLDINGS INC COM 292218104 525 13843 SH SOLE 13843 0 0 USD EMRG MKTS BOND ISHARES COM 278265103 10999 96737 SH SOLE 96737 0 0 EDGEWELL PERSONAL CARE COMPANY COM 28035Q102 493 6736 SH SOLE 6736 0 0 EATON VANCE CORP COM 29977A105 509 11313 SH SOLE 11313 0 0 EVERCORE PARTNERS INC-CL A COM 27579R104 575 7379 SH SOLE 7379 0 0 EAGLE MATERIALS INC COM 318522307 1000 10294 SH SOLE 10294 0 0 FIRST AMERICAN FINANCIAL CL A 635017106 399 10155 SH SOLE 10155 0 0 FIRST COMMONWEATLH FINANCIAL COM 302445101 518 39039 SH SOLE 39039 0 0 FIRST HORIZON NATIONAL CORP COM 343498101 476 25739 SH SOLE 25739 0 0 FAIR ISAAC CORPORATION COM 303250104 587 4553 SH SOLE 4553 0 0 FEDERATED INVESTORSINC PA CL B 302520101 387 14690 SH SOLE 14690 0 0 FIVE BELOW COM 32054K103 457 10554 SH SOLE 10554 0 0 COMFORT SYSTEMS USA INC COM 360271100 504 13748 SH SOLE 13748 0 0 FLIR SYSTEMS INC COM 393657101 437 12048 SH SOLE 12048 0 0 FLOWERS FOODS INC COM NON VTG 371901109 496 25557 SH SOLE 25557 0 0 FNB CORP COM 391164100 451 30347 SH SOLE 30347 0 0 FIRST INDUSTRIAL REALTY TR COM 405217100 400 15018 SH SOLE 15018 0 0 GRAPHIC PACKAGING HOLDING COMPANY COM 388689101 552 42882 SH SOLE 42882 0 0 GUIDEWIRE SOFTWARE INC COM 40418F108 389 6904 SH SOLE 6904 0 0 GREAT PLAINS ENERGY INC COM 44106M102 408 13946 SH SOLE 13946 0 0 HAWAIIAN ELECTRIC INDUSTRIES INC COM 422347104 448 13445 SH SOLE 13445 0 0 HFF INC-CLASS A CL A 428291108 501 18113 SH SOLE 18113 0 0 HOME BANCSHARES INC COM 458118106 499 18440 SH SOLE 18440 0 0 HOPE BANCORP INC COM 45167R104 471 24575 SH SOLE 24575 0 0 HOSPITALITY PROPERTIES TRUST COM SH BEN INT G47567105 457 14497 SH SOLE 14497 0 0 HILLTOP HOLDINGS INC COM 432748101 452 16442 SH SOLE 16442 0 0 HEXCEL CORP COM N47279109 476 8719 SH SOLE 8719 0 0 ISHARES IBOXX HIGH YIELD CORPORATE BOND IBOXX HI YD ETF 460690100 10190 116085 SH SOLE 116085 0 0 IBERIABANK CORPORATION COM 44980X109 478 6041 SH SOLE 6041 0 0 INTERDIGITAL INC COM 45867G101 508 5882 SH SOLE 5882 0 0 INTEGRATED DEVICE TECH INC COM 46146L101 528 22317 SH SOLE 22317 0 0 IDEX CORPORATION COM 45167R104 515 5510 SH SOLE 5510 0 0 INTERXION HOLDING NV SHS 466313103 421 10654 SH SOLE 10654 0 0 INVESTORS BANCORP, INC COM G54050102 465 32352 SH SOLE 32352 0 0 KIRBY CORP COM 833551104 475 6728 SH SOLE 6728 0 0 KEYSIGHT TECHNOLOGIES INC COM 49338L103 490 13560 SH SOLE 13560 0 0 KNIGHT TRANSPORTATION INC COM 552690109 425 13560 SH SOLE 13560 0 0 LYDALL INC COM 550819106 463 8640 SH SOLE 8640 0 0 LEIDOS HOLDINGS INC COM 617700109 488 9541 SH SOLE 9541 0 0 LEGGETT & PLATT INCORPORATED COM 524660107 509 10108 SH SOLE 10108 0 0 LIFEPOINT HEALTH INC COM 595137100 434 6627 SH SOLE 6627 0 0 LIFE STORAGE INC COM 646025106 404 4918 SH SOLE 4918 0 0 LANDSTAR SYSTEM INC COM 670704105 477 5575 SH SOLE 5575 0 0 MANHATTAN ASSOCIATES INC COM 562750109 528 10139 SH SOLE 10139 0 0 MASIMO CORPORATION COM 574795100 750 8044 SH SOLE 8044 0 0 MDU RESOURCES GROUP INC COM 667340103 414 15133 SH SOLE 15133 0 0 METHODE ELECTRONICS INC COM 680223104 598 13112 SH SOLE 13112 0 0 MKS INSTRUMENTS INC COM 063904106 541 7862 SH SOLE 7862 0 0 MELLANOX TECHNOLOGIES LTD SHS 92342Y109 466 9139 SH SOLE 9139 0 0 MERIT MEDICAL SYSTEMS INC COM 712704105 522 18070 SH SOLE 18070 0 0 MORNINGSTAR INC COM 724479100 581 7394 SH SOLE 7394 0 0 MEDICAL PPTYS TRUST INC COM 703395103 367 28453 SH SOLE 28453 0 0 NATIONAL INSTRUMENTS CORPORATION COM 636518102 525 16130 SH SOLE 16130 0 0 NEW JERSEY RESOURCES CORP COM 69349H107 463 11683 SH SOLE 11683 0 0 NUVASIVE INC COM 736508847 496 6640 SH SOLE 6640 0 0 NORTHWEST BANCSHARES INC COM 699462107 462 27446 SH SOLE 27446 0 0 THE NEW YORK TIMES COMPANY CL A 758766109 537 37261 SH SOLE 37261 0 0 CORPORATE OFFICE PROPERTIES TRUST SH BEN INT 22002T108 531 16037 SH SOLE 16037 0 0 OWENS & MINOR INC COM 690732102 483 13964 SH SOLE 13964 0 0 BANK OF THE OZARKS COM 770323103 558 10731 SH SOLE 10731 0 0 PATTERSON COS INC COM 749685103 420 9287 SH SOLE 9287 0 0 DAVE AND BUSTERS ENTERTAINMENT INC COM 754907103 586 9592 SH SOLE 9592 0 0 PNM RESOURCES INC COM 801056102 447 12074 SH SOLE 12074 0 0 POOL CORPORATION COM 73278L105 572 4794 SH SOLE 4794 0 0 PORTLAND GENERAL ELECTRIC CO COM NEW 817565104 404 9089 SH SOLE 9089 0 0 QTS REALTY TRUCT INC COM CL A 556269108 421 8630 SH SOLE 8630 0 0 REGAL ENTERTAINMENT GROUP-A CL A 833034101 416 18440 SH SOLE 18440 0 0 ROBERT HALF INTL INC COM 835495102 518 10599 SH SOLE 10599 0 0 RAMBUS INC COM 84860W102 428 32538 SH SOLE 32538 0 0 RPM INTERNATIONAL INC COM 749685103 508 9240 SH SOLE 9240 0 0 SANDERSON FARMS INC COM 85571B105 458 4408 SH SOLE 4408 0 0 SALLY BEAUTY HOLDINGS INC COM 879433829 313 15290 SH SOLE 15290 0 0 SELECTIVE INSURANCE GROUP INC COM 89469A104 1104 23405 SH SOLE 23405 0 0 SILICON LABORATORIES INC COM 458665304 487 6616 SH SOLE 6616 0 0 SYNOPSYS INC COM 88164L100 606 8403 SH SOLE 8403 0 0 STERLING BANCORP COM 909458101 522 22035 SH SOLE 22035 0 0 SYNTEL INC COM 913543104 332 19733 SH SOLE 19733 0 0 TARO PHARMACEUTICAL INDUSTRIES LTD SHS M8737E108 595 5106 SH SOLE 5106 0 0 TELEPHONE AND DATA SYSTEMS COM NEW 257559203 407 15350 SH SOLE 15350 0 0 THOR INDUSTRIES INC COM 904214103 481 5001 SH SOLE 5001 0 0 TREEHOUSE FOODS INC COM 92220P105 384 4534 SH SOLE 4534 0 0 INTERFACE INC COM 92240M108 1029 53995 SH SOLE 53995 0 0 TREX COMPANY INC COM 89531P105 566 8158 SH SOLE 8158 0 0 TEXAS ROADHOUSE INC COM 92924F106 436 9789 SH SOLE 9789 0 0 UBIQUITI NETWORKS INC COM 90347A100 472 9398 SH SOLE 9398 0 0 UNITED BANKSHARES INC COM 084423102 445 10521 SH SOLE 10521 0 0 UNIVERSAL FOREST PRODUCTS COM 955306105 516 5239 SH SOLE 5239 0 0 UMPQUA HOLDINGS CORP COM 98419M100 460 25958 SH SOLE 25958 0 0 USANA HEALTH SCIENCES INC COM 90328M107 507 8808 SH SOLE 8808 0 0 UNIVERSAL INSURANCE HOLDINGS INC COM 91359V107 464 18929 SH SOLE 18929 0 0 VECTOR GROUP LTD COM 92240M108 394 18941 SH SOLE 18941 0 0 VIAVI SOLUTIONS INC COM 925550105 648 60418 SH SOLE 60418 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 438 7762 SH SOLE 7762 0 0 WASHINGTON FEDERAL INC COM 938824109 482 14555 SH SOLE 14555 0 0 WEBMD HEALTH CORP COM 94770V102 425 8073 SH SOLE 8073 0 0 WEBSTER FINANCIAL CORP COM 947890109 491 9818 SH SOLE 9818 0 0 WESCO INTERNATIONAL INC COM 95082P105 509 7318 SH SOLE 7318 0 0 THE WENDYS COMPANY COM 95058W100 503 36959 SH SOLE 36959 0 0 WERNER ENTERPRISES INC COM 950755108 432 16492 SH SOLE 16492 0 0 WISDOMTREE INVESTMENTS INC COM 97717P104 423 46635 SH SOLE 46635 0 0 W.R. BERKLEY CORPORATION COM 084423102 533 7546 SH SOLE 7546 0 0 XYLEM INC COM 98419M100 504 10032 SH SOLE 10032 0 0