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Ramsey Quantitative Systems Portfolio holdings
AUM
$109M
Turnover
49.4%
1-Year Est. Return
10.15%
This Fund
S&P 500
This Quarter Est. Return
+3.28%
1 Year Est. Return
+10.15%
3 Year Est. Return
+51.05%
5 Year Est. Return
+45.38%
10 Year Est. Return
–
AUM
$95.6M
AUM Growth
+$4.51M
(+5%)
Cap. Flow
+$3.58M
Cap. Flow % of AUM
Cap. Flow %
3.74%
Top 10 Holdings %
Top 10 Hldgs %
28.06%
Holding
436
New
245
Increased
17
Reduced
97
Closed
77
Avg Time Held
0.2
years
Top 10 Avg Time Held
0.1
years
Top 20 Avg Time Held
0.2
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$10.6M |
| 2 |
IDEX
IEX
|
+$1.67M |
| 3 |
FLIR
FLIR Systems, Inc. (DE) Common Stock
FLIR
|
+$761K |
| 4 |
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
|
+$728K |
| 5 |
Cathay General Bancorp
CATY
|
+$546K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Interpublic Group of Companies
IPG
|
+$9.7M |
| 2 |
Lazard
LAZ
|
+$1.4M |
| 3 |
CATALENT, INC.
CTLT
|
+$796K |
| 4 |
Vector Group Ltd.
VGR
|
+$784K |
| 5 |
MillerKnoll
MLKN
|
+$724K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 23.82% |
| 2 | Financials | 21.1% |
| 3 | Technology | 12.84% |
| 4 | Industrials | 12.82% |
| 5 | Consumer Discretionary | 8.89% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares JPMorgan USD Emerging Markets Bond ETF
EMB
$13B
| $11M | 11.48% |
94,527
+6,296
| +7% | +$728K |
2017 Q2
2 quarters
|
|
|
2
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.6B
| $10.5M | 11% |
+120,604
| New | +$10.6M |
2017 Q4
0 quarters
|
|
3
CNO Financial Group
CNO
$5.34B
| $810K | 0.85% |
24,897
-5,493
| -18% | -$134K |
2017 Q1
3 quarters
|
|
|
UFS
4
DELISTED
DOMTAR CORPORATION (New)
UFS
| $783K | 0.82% |
24,140
-6,989
| -22% | -$325K |
2017 Q1
3 quarters
|
|
5
EPAM Systems
EPAM
$7.25B
| $650K | 0.68% |
6,047
-1,980
| -25% | -$196K |
2017 Q2
2 quarters
|
|
6
Interface
TILE
$2.13B
| $643K | 0.67% |
+16,345
| New | +$383K |
2017 Q4
0 quarters
|
|
|
UCFC
7
DELISTED
United Community Financial Corp
UCFC
| $628K | 0.66% |
28,918
+17,585
| +155% | +$167K |
2017 Q2
2 quarters
|
|
8
Bankunited
BKU
$3.06B
| $625K | 0.65% |
15,355
-2,976
| -16% | -$108K |
2016 Q4
4 quarters
|
|
9
Everforth Inc
EFOR
$1.57B
| $606K | 0.63% |
9,433
+3,538
| +60% | +$214K |
2017 Q3
1 quarter
|
|
10
Emcor
EME
$29.8B
| $593K | 0.62% |
7,250
+2,417
| +50% | +$187K |
2017 Q1
3 quarters
|
|
|
11
Lazard
LAZ
$3.75B
| $593K | 0.62% |
24,265
-29,281
| -55% | -$1.4M |
2016 Q3
5 quarters
|
|
12
The Marzetti Company
MZTI
$2.99B
| $568K | 0.59% |
4,396
+1,796
| +69% | +$227K |
2017 Q2
2 quarters
|
|
|
13
Cathay General Bancorp
CATY
$4.3B
| $552K | 0.58% |
+13,082
| New | +$546K |
2017 Q4
0 quarters
|
|
14
BGC Group
BGC
$5.24B
| $546K | 0.57% |
56,191
+17,063
| +44% | +$172K |
2017 Q2
2 quarters
|
|
|
15
IDEX
IEX
$17.2B
| $542K | 0.57% |
29,695
+12,951
| +77% | +$1.67M |
2017 Q1
3 quarters
|
|
16
IPG Photonics
IPGP
$3.09B
| $532K | 0.56% |
6,868
-1,059
| -13% | -$225K |
2015 Q3
9 quarters
|
|
17
Fulton Financial
FULT
$4.48B
| $520K | 0.54% |
29,032
+11,673
| +67% | +$215K |
2017 Q1
3 quarters
|
|
18
Callaway Golf Company
CALY
$2.71B
| $517K | 0.54% |
37,149
+11,727
| +46% | +$168K |
2017 Q2
2 quarters
|
|
19
Steven Madden
SHOO
$3.18B
| $517K | 0.54% |
15,615
+6,625
| +74% | +$186K |
2017 Q1
3 quarters
|
|
20
DELISTED
ASPEN TECHNOLOGY INC
AZPN
| $514K | 0.54% |
8,486
-3,065
| -27% | -$186K |
2016 Q3
5 quarters
|
|
21
Commault Systems
CVLT
$6.76B
| $500K | 0.52% |
+9,527
| New | +$527K |
2017 Q4
0 quarters
|
|
22
Semtech
SMTC
$11.9B
| $469K | 0.49% |
13,718
-4,899
| -26% | -$183K |
2017 Q2
2 quarters
|
|
23
Adecoagro
AGRO
$1.4B
| $458K | 0.48% |
+44,268
| New | +$444K |
2017 Q4
0 quarters
|
|
24
DELISTED
American Woodmark
AMWD
| $403K | 0.42% |
3,097
-264
| -8% | -$27.7K |
2017 Q3
1 quarter
|
|
25
Choice Hotels
CHH
$5B
| $363K | 0.38% |
+4,681
| New | +$342K |
2017 Q4
0 quarters
|
|
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Ramsey Quantitative Systems's Q4 2017 Portfolio in Review
As of Q4 2017, Ramsey Quantitative Systems held 436 positions worth $95.6M, up 5% from $91.1M the previous quarter. Its ten largest holdings account for 28% of the portfolio.
Ramsey Quantitative Systems deployed $3.58M of net new capital in Q4 2017, opening 245 new positions and adding to 17 existing holdings. Its largest new stake was iShares iBoxx $ High Yield Corporate Bond ETF: 120,604 shares worth $10.5M.
By sector, the portfolio is most concentrated in Miscellaneous at 24% of assets, up from 13% a quarter earlier, followed by Financials and Technology.
On the sell side, the largest reduction was Lazard, an estimated $1.4M trimmed.
- Ramsey Quantitative Systems's largest Q4 2017 buy was iShares iBoxx $ High Yield Corporate Bond ETF: 120,604 shares worth $10.5M.
- Ramsey Quantitative Systems added most to IDEX in Q4 2017, an estimated $1.67M increase.
- Ramsey Quantitative Systems's biggest Q4 2017 reduction was Lazard, cutting an estimated $1.4M.
- Ramsey Quantitative Systems fully exited Interpublic Group of Companies in Q4 2017, selling an estimated $9.7M.
- Ramsey Quantitative Systems's ten largest holdings make up 28% of its $95.6M portfolio in Q4 2017.
- Ramsey Quantitative Systems opened 245 new positions and closed 77 in Q4 2017.
- Ramsey Quantitative Systems's portfolio value rose 5% quarter-over-quarter to $95.6M.
Based on Ramsey Quantitative Systems's 13F filing for Q4 2017, filed 12 Feb 2018.