Verdad Advisers, LP Quant / Systematic

CIK: 0001812822 · Show all filings

Period: Q4 2020 (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $265,451 (100.0% shares, 0.0% debt)

Holdings (39)

BLDR BUILDERS FIRSTSOURCE INC 6.3%

Value ($000) $16,630 Shares 407,500 Est. Cost $35.42 Unrealized 0.0%

— WESTROCK CO 5.7%

Value ($000) $15,105 Shares 347,000 Est. Cost $43.53 Unrealized —

PRIM PRIMORIS SVCS CORP 5.4%

Value ($000) $14,219 Shares 515,000 Est. Cost $23.02 Unrealized 0.0%

AEO AMERICAN EAGLE OUTFITTERS IN 5.1%

Value ($000) $13,447 Shares 670,000 Est. Cost $14.54 Unrealized 0.0%

PRG PROG HOLDINGS INC 4.5%

Value ($000) $11,878 Shares 220,500 Est. Cost $50.05 Unrealized 0.0%

ACCO ACCO BRANDS CORP 4.3%

Value ($000) $11,335 Shares 1,341,444 Est. Cost $5.52 Unrealized 0.0%

— CI FINL CORP 3.7%

Value ($000) $9,885 Shares 626,400 Est. Cost $15.78 Unrealized —

ASGN ASGN INC 3.6%

Value ($000) $9,606 Shares 115,000 Est. Cost $76.91 Unrealized 0.0%

MCS MARCUS CORP DEL 3.3%

Value ($000) $8,762 Shares 650,000 Est. Cost $10.12 Unrealized 0.0%

MCFT MASTERCRAFT BOAT HLDGS INC 3.3%

Value ($000) $8,694 Shares 350,000 Est. Cost $22.30 Unrealized 0.0%

CMC COMMERCIAL METALS CO 3.2%

Value ($000) $8,627 Shares 420,000 Est. Cost $19.23 Unrealized 0.0%

AMWD AMERICAN WOODMARK CORPORATIO 2.9%

Value ($000) $7,790 Shares 83,000 Est. Cost $90.91 Unrealized 0.0%

ACI ALBERTSONS COS INC 2.9%

Value ($000) $7,647 Shares 435,000 Est. Cost $10.05 Unrealized 0.0%

— GMS INC 2.9%

Value ($000) $7,620 Shares 250,000 Est. Cost $30.48 Unrealized —

MTH MERITAGE HOMES CORP 2.6%

Value ($000) $6,874 Shares 83,000 Est. Cost $47.27 Unrealized 0.0%

DXC DXC TECHNOLOGY CO 2.5%

Value ($000) $6,759 Shares 262,500 Est. Cost $21.34 Unrealized 0.0%

CMTL COMTECH TELECOMMUNICATIONS C 2.5%

Value ($000) $6,724 Shares 325,000 Est. Cost $16.52 Unrealized 0.0%

KBH KB HOME 2.5%

Value ($000) $6,704 Shares 200,000 Est. Cost $33.04 Unrealized 0.0%

TILE INTERFACE INC 2.5%

Value ($000) $6,668 Shares 635,000 Est. Cost $8.00 Unrealized 0.0%

PVH PVH CORPORATION 2.5%

Value ($000) $6,572 Shares 70,000 Est. Cost $75.56 Unrealized 0.0%

— KRATON CORPORATION 2.4%

Value ($000) $6,253 Shares 225,000 Est. Cost $27.79 Unrealized —

CVGI COMMERCIAL VEH GROUP INC 2.3%

Value ($000) $6,142 Shares 710,000 Est. Cost $7.24 Unrealized 0.0%

RYZ RYERSON HLDG CORP 2.2%

Value ($000) $5,724 Shares 419,667 Est. Cost $9.80 Unrealized 0.0%

CNO CNO FINL GROUP INC 2.1%

Value ($000) $5,558 Shares 250,000 Est. Cost $18.20 Unrealized 0.0%

MTW MANITOWOC CO INC 2.1%

Value ($000) $5,457 Shares 410,000 Est. Cost $10.66 Unrealized 0.0%

LKQ LKQ CORP 2.0%

Value ($000) $5,286 Shares 150,000 Est. Cost $30.70 Unrealized 0.0%

IMKTA INGLES MKTS INC 2.0%

Value ($000) $5,277 Shares 123,700 Est. Cost $36.78 Unrealized 0.0%

BHC BAUSCH HEALTH COS INC 1.9%

Value ($000) $5,030 Shares 241,807 Est. Cost $18.65 Unrealized 0.0%

AMKR AMKOR TECHNOLOGY INC 1.8%

Value ($000) $4,901 Shares 325,000 Est. Cost $12.70 Unrealized 0.0%

CBT CABOT CORP 1.7%

Value ($000) $4,488 Shares 100,000 Est. Cost $37.10 Unrealized 0.0%

— ARC DOCUMENT SOLUTIONS INC 1.4%

Value ($000) $3,835 Shares 2,591,331 Est. Cost $1.48 Unrealized —

— THE AARONS COMPANY INC 1.4%

Value ($000) $3,818 Shares 201,395 Est. Cost $18.96 Unrealized —

CLW CLEARWATER PAPER CORP 1.1%

Value ($000) $2,831 Shares 75,000 Est. Cost $37.31 Unrealized 0.0%

GTN GRAY TELEVISION INC 0.9%

Value ($000) $2,505 Shares 140,000 Est. Cost $15.85 Unrealized 0.0%

CXW CORECIVIC INC 0.9%

Value ($000) $2,293 Shares 350,000 Est. Cost $7.19 Unrealized 0.0%

HNRG HALLADOR ENERGY COMPANY 0.5%

Value ($000) $1,454 Shares 989,189 Est. Cost $0.92 Unrealized 0.0%

ATKR ATKORE INTL GROUP INC 0.5%

Value ($000) $1,439 Shares 35,000 Est. Cost $30.42 Unrealized 0.0%

CVEO CIVEO CORP CDA 0.4%

Value ($000) $1,125 Shares 80,953 Est. Cost $11.04 Unrealized 0.0%

HYG ISHARES TR 0.2%

Value ($000) $489 Shares 5,600 Est. Cost $87.32 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BLDR	BUILDERS FIRSTSOURCE INC	407,500	$16,630	6.3%	$35.42	0.0%	COM	12008R107
—	WESTROCK CO	347,000	$15,105	5.7%	$43.53	—	COM	96145D105
PRIM	PRIMORIS SVCS CORP	515,000	$14,219	5.4%	$23.02	0.0%	COM	74164F103
AEO	AMERICAN EAGLE OUTFITTERS IN	670,000	$13,447	5.1%	$14.54	0.0%	COM	02553E106
PRG	PROG HOLDINGS INC	220,500	$11,878	4.5%	$50.05	0.0%	COM NPV	74319R101
ACCO	ACCO BRANDS CORP	1,341,444	$11,335	4.3%	$5.52	0.0%	COM	00081T108
—	CI FINL CORP	626,400	$9,885	3.7%	$15.78	—	COM	125491100
ASGN	ASGN INC	115,000	$9,606	3.6%	$76.91	0.0%	COM	00191U102
MCS	MARCUS CORP DEL	650,000	$8,762	3.3%	$10.12	0.0%	COM	566330106
MCFT	MASTERCRAFT BOAT HLDGS INC	350,000	$8,694	3.3%	$22.30	0.0%	COM	57637H103
CMC	COMMERCIAL METALS CO	420,000	$8,627	3.2%	$19.23	0.0%	COM	201723103
AMWD	AMERICAN WOODMARK CORPORATIO	83,000	$7,790	2.9%	$90.91	0.0%	COM	030506109
ACI	ALBERTSONS COS INC	435,000	$7,647	2.9%	$10.05	0.0%	COMMON STOCK	013091103
—	GMS INC	250,000	$7,620	2.9%	$30.48	—	COM	36251C103
MTH	MERITAGE HOMES CORP	83,000	$6,874	2.6%	$47.27	0.0%	COM	59001A102
DXC	DXC TECHNOLOGY CO	262,500	$6,759	2.5%	$21.34	0.0%	COM	23355L106
CMTL	COMTECH TELECOMMUNICATIONS C	325,000	$6,724	2.5%	$16.52	0.0%	COM NEW	205826209
KBH	KB HOME	200,000	$6,704	2.5%	$33.04	0.0%	COM	48666K109
TILE	INTERFACE INC	635,000	$6,668	2.5%	$8.00	0.0%	COM	458665304
PVH	PVH CORPORATION	70,000	$6,572	2.5%	$75.56	0.0%	COM	693656100
—	KRATON CORPORATION	225,000	$6,253	2.4%	$27.79	—	COM	50077C106
CVGI	COMMERCIAL VEH GROUP INC	710,000	$6,142	2.3%	$7.24	0.0%	COM	202608105
RYZ	RYERSON HLDG CORP	419,667	$5,724	2.2%	$9.80	0.0%	COM	783754104
CNO	CNO FINL GROUP INC	250,000	$5,558	2.1%	$18.20	0.0%	COM	12621E103
MTW	MANITOWOC CO INC	410,000	$5,457	2.1%	$10.66	0.0%	COM NEW	563571405
LKQ	LKQ CORP	150,000	$5,286	2.0%	$30.70	0.0%	COM	501889208
IMKTA	INGLES MKTS INC	123,700	$5,277	2.0%	$36.78	0.0%	CL A	457030104
BHC	BAUSCH HEALTH COS INC	241,807	$5,030	1.9%	$18.65	0.0%	COM	071734107
AMKR	AMKOR TECHNOLOGY INC	325,000	$4,901	1.8%	$12.70	0.0%	COM	031652100
CBT	CABOT CORP	100,000	$4,488	1.7%	$37.10	0.0%	COM	127055101
—	ARC DOCUMENT SOLUTIONS INC	2,591,331	$3,835	1.4%	$1.48	—	COM	00191G103
—	THE AARONS COMPANY INC	201,395	$3,818	1.4%	$18.96	—	COM	00258W108
CLW	CLEARWATER PAPER CORP	75,000	$2,831	1.1%	$37.31	0.0%	COM	18538R103
GTN	GRAY TELEVISION INC	140,000	$2,505	0.9%	$15.85	0.0%	COM	389375106
CXW	CORECIVIC INC	350,000	$2,293	0.9%	$7.19	0.0%	COM	21871N101
HNRG	HALLADOR ENERGY COMPANY	989,189	$1,454	0.5%	$0.92	0.0%	COM	40609P105
ATKR	ATKORE INTL GROUP INC	35,000	$1,439	0.5%	$30.42	0.0%	COM	047649108
CVEO	CIVEO CORP CDA	80,953	$1,125	0.4%	$11.04	0.0%	COM NEW	17878Y207
HYG	ISHARES TR	5,600	$489	0.2%	$87.32	—	IBOXX HI YD ETF	464288513