RAMSEY QUANTITATIVE SYSTEMS
CIK 0001132897
Annualised vol
15.182184%
Beta
0.735699
HHI
7239.17754
Top-10 weight
93.74236%
VaR 95%
1.432642%
VaR 99%
2.844075%
Max drawdown
29.490109%
Matched value
90.142551%
Returns of reported holdings
Loading returns…
Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
| Ticker | Change | Shares now | Shares before | Share change % | Value now ($) |
|---|---|---|---|---|---|
| SPY | REDUCED | 127,043 | 137,311 | -7.48% | 94,871,901 |
| RC | UNCHANGED | 1,249,003 | 1,249,003 | 0.0% | 2,185,755 |
| VIOT | NEW | 329,497 | - | - | 257,667 |
| STHO | NEW | 23,810 | - | - | 217,385 |
| QFIN | NEW | 13,100 | - | - | 207,111 |
| LU | NEW | 150,979 | - | - | 199,292 |
| LLY | NEW | 160 | - | - | 191,909 |
| FINV | NEW | 38,800 | - | - | 185,852 |
| V | NEW | 500 | - | - | 171,545 |
| ZH | NEW | 53,846 | - | - | 168,538 |
| YB | NEW | 10,489 | - | - | 159,852 |
| GPRK | NEW | 15,700 | - | - | 142,870 |
| OMSE | NEW | 36,978 | - | - | 142,735 |
| C | REDUCED | 1,000 | 2,000 | -50.0% | 139,960 |
| WU | NEW | 17,966 | - | - | 138,338 |
| XYF | NEW | 27,838 | - | - | 134,736 |
| JFIN | NEW | 41,390 | - | - | 118,375 |
| VIPS | NEW | 8,800 | - | - | 116,688 |
| MSFT | NEW | 300 | - | - | 111,906 |
| PYPL | NEW | 2,500 | - | - | 107,950 |
| BMBL | NEW | 28,600 | - | - | 91,520 |
| EAF | NEW | 11,599 | - | - | 68,550 |
| SSL | NEW | 6,900 | - | - | 67,758 |
| JOYY | NEW | 960 | - | - | 63,350 |
| PDD | NEW | 700 | - | - | 53,396 |
| INTC | NEW | 360 | - | - | 50,267 |
| SNDK | NEW | 22 | - | - | 50,022 |
| CAT | NEW | 45 | - | - | 47,921 |
| MU | NEW | 40 | - | - | 46,172 |
| MOMO | NEW | 4,500 | - | - | 26,100 |
| XNET | NEW | 4,300 | - | - | 24,059 |
| FCEL | NEW | 600 | - | - | 21,606 |
| COHR | NEW | 30 | - | - | 11,834 |
| ORCL | CLOSED OUT | 0 | 800 | -100.0% | 0 |
| META | CLOSED OUT | 0 | 300 | -100.0% | 0 |
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| SPY | REDUCED | SPDR S&P 500 ETF | COM | 78462F103 | 94,871,901 | 85.02 | 127043.0 |
| RC | UNCHANGED | READY CAPITAL CORP | COM | 75574U101 | 2,185,755 | 1.96 | 1249003.0 |
| - | ISHARES NATIONAL MUNI BOND E | COM | 464288414 | 1,614,300 | 1.45 | 15000.0 | |
| - | ISHARES IBOXX USD HIGH YELD | COM | 464288513 | 1,199,550 | 1.07 | 15000.0 | |
| - | VANECK HIGH YIELD MUNI ETF | COM | 92189H409 | 1,081,710 | 0.97 | 21000.0 | |
| - | PROSHARES SHORT VIX ST FUTUR | COM | 74347W130 | 959,105 | 0.86 | 16750.0 | |
| - | -1X SHORT VIX FUTURES ETF | COM | 92891H101 | 951,200 | 0.85 | 40000.0 | |
| - | NUVEEN AMT-FR QLTY MUNI INC | COM | 670657105 | 739,620 | 0.66 | 63000.0 | |
| - | NUVEEN DIV ADVNTG MUN FD 3 | COM | 67070X101 | 570,600 | 0.51 | 45000.0 | |
| - | NUVEEN QUALITY MUNICIPAL INC | COM | 67066V101 | 436,320 | 0.39 | 36000.0 | |
| - | PROSHARES ULTRASHORT S&P500 | COM | 74350P667 | 432,212 | 0.39 | 7600.0 | |
| - | NUVEEN AMT-FR MUNI CRDT | COM | 67071L106 | 345,600 | 0.31 | 27000.0 | |
| - | 2X LONG VIX FUTURES ETF | COM | 92891H606 | 333,720 | 0.3 | 108000.0 | |
| - | ISHARES BROAD USD HIGH YIELD | COM | 46435U853 | 333,180 | 0.3 | 9000.0 | |
| - | PROSHARES ULTRA VIX ST FUTUR | COM | 74347Y680 | 280,759 | 0.25 | 11280.0 | |
| - | PROSH ULTRAPRO SHORT S&P 500 | COM | 74350P659 | 270,611 | 0.24 | 7300.0 | |
| VIOT | NEW | VIOMI TECHNOLOGY CO LTD-ADR | COM | 92762J103 | 257,667 | 0.23 | 329497.0 |
| STHO | NEW | STAR HOLDINGS | COM | 85512G106 | 217,385 | 0.19 | 23810.0 |
| QFIN | NEW | QFIN HOLDINGS INC-ADR | COM | 88557W101 | 207,111 | 0.19 | 13100.0 |
| LU | NEW | LUFAX HOLDING LTD | COM | 54975P201 | 199,292 | 0.18 | 150979.0 |
| - | MAGAL SECURITY SYS | COM | 53656G498 | 192,900 | 0.17 | 3000.0 | |
| LLY | NEW | ELI LILLY & CO | COM | 532457108 | 191,909 | 0.17 | 160.0 |
| FINV | NEW | FINVOLUTION GROUP-ADR | COM | 31810T101 | 185,852 | 0.17 | 38800.0 |
| V | NEW | VISA INC-CLASS A SHARES | COM | 92826C839 | 171,545 | 0.15 | 500.0 |
| ZH | NEW | ZHIHU INC - ADR | COM | 98955N207 | 168,538 | 0.15 | 53846.0 |
| YB | NEW | YUANBAO INC -ADR | COM | 987910106 | 159,852 | 0.14 | 10489.0 |
| - | JSC KASPI.KZ ADR | COM | 48581R205 | 159,418 | 0.14 | 1840.0 | |
| - | PROSHARES SHORT S&P500 | COM | 74349Y753 | 158,496 | 0.14 | 4800.0 | |
| - | SS SPDR S&P BIOTECH ETF | COM | 78464A870 | 158,250 | 0.14 | 1000.0 | |
| - | BRASKEM S A | COM | 105532105 | 154,630 | 0.14 | 63373.0 | |
| GPRK | NEW | GEOPARK LTD | COM | G38327105 | 142,870 | 0.13 | 15700.0 |
| OMSE | NEW | OMS ENERGY TECHNOLOGIES INC | COM | G6755S105 | 142,735 | 0.13 | 36978.0 |
| C | REDUCED | CITIGROUP INC | COM | 172967424 | 139,960 | 0.13 | 1000.0 |
| WU | NEW | WESTERN UNION CO | COM | 959802109 | 138,338 | 0.12 | 17966.0 |
| XYF | NEW | X FINANCIAL-ADR | COM | 98372W202 | 134,736 | 0.12 | 27838.0 |
| - | PETROLEO BRASIL | COM | 71654V408 | 134,688 | 0.12 | 9200.0 | |
| JFIN | NEW | JIAYIN GROUP INC-ADR | COM | 47737C104 | 118,375 | 0.11 | 41390.0 |
| VIPS | NEW | VIPSHOP HOLDINGS LTD - ADR | COM | 92763W103 | 116,688 | 0.1 | 8800.0 |
| MSFT | NEW | MICROSOFT CORP | COM | 594918104 | 111,906 | 0.1 | 300.0 |
| - | YIREN DIGITAL LTD - SPS ADR | COM | 98585L100 | 110,310 | 0.1 | 131997.0 | |
| PYPL | NEW | PAYPAL HOLDINGS INC | COM | 70450Y103 | 107,950 | 0.1 | 2500.0 |
| - | NOAH HOLDINGS LTD-SPON ADS | COM | 65487X102 | 104,895 | 0.09 | 10500.0 | |
| - | PROSHARES ULTRAPRO SHORT QQQ | COM | 74350P675 | 101,668 | 0.09 | 2800.0 | |
| BMBL | NEW | BUMBLE INC-A | COM | 12047B105 | 91,520 | 0.08 | 28600.0 |
| EAF | NEW | GRAFTECH INTERNATIONAL LTD | COM | 384313607 | 68,550 | 0.06 | 11599.0 |
| SSL | NEW | SASOL | COM | 803866300 | 67,758 | 0.06 | 6900.0 |
| JOYY | NEW | JOYY INC-ADR | COM | 46591M109 | 63,350 | 0.06 | 960.0 |
| - | ECOPETROL SA | COM | 279158109 | 58,384 | 0.05 | 4100.0 | |
| - | Vale (ADR) | COM | 91912E105 | 55,648 | 0.05 | 3700.0 | |
| PDD | NEW | PDD HOLDINGS INC | COM | 722304102 | 53,396 | 0.05 | 700.0 |
| INTC | NEW | INTEL CORP | COM | 458140100 | 50,267 | 0.05 | 360.0 |
| SNDK | NEW | SANDISK | COM | 80004C200 | 50,022 | 0.04 | 22.0 |
| CAT | NEW | CATERPILLAR INC | COM | 149123101 | 47,921 | 0.04 | 45.0 |
| MU | NEW | MICRON TECHNOLOGY INC | COM | 595112103 | 46,172 | 0.04 | 40.0 |
| - | DRXN DLY S&P BT BL 3X ETF-UI | COM | 25460G120 | 40,894 | 0.04 | 140.0 | |
| MOMO | NEW | HELLO GROUP INC | COM | 423403104 | 26,100 | 0.02 | 4500.0 |
| XNET | NEW | XUNLEI LTD-ADR | COM | 98419E108 | 24,059 | 0.02 | 4300.0 |
| FCEL | NEW | FUELCELL ENERGY | COM | 35952H700 | 21,606 | 0.02 | 600.0 |
| - | AC MOORE ARTS | COM | 00108J109 | 21,571 | 0.02 | 170.0 | |
| COHR | NEW | COHERENT | COM | 19247G107 | 11,834 | 0.01 | 30.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-07-10 | 111,593,159 | 60 | 15.182184 | 0.735699 | 29.490109 |
| 2026-03-31 | 2026-04-17 | 96,587,425 | 14 | 16.408794 | 0.795083 | 31.678602 |
| 2025-12-31 | 2026-01-13 | 109,850,943 | 13 | 16.268381 | 0.78808 | 31.443354 |
| 2025-09-30 | 2025-10-22 | 105,277,198 | 5 | 16.707779 | 0.808992 | 32.1473 |
| 2025-03-31 | 2025-05-14 | 95,121,990 | 2 | 16.49903 | 0.798429 | 31.740632 |
| 2024-12-31 | 2025-01-28 | 70,528,980 | 2 | 15.62395 | 0.754282 | 30.11669 |