Verdad Advisers, LP Quant / Systematic

CIK: 0001812822 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 14, 2021

Total Value ($000): $313,842 (100.0% shares, 0.0% debt)

Holdings (37)

BLDR BUILDERS FIRSTSOURCE INC 6.0%

Value ($000) $18,780 Shares 405,000 Est. Cost $35.42 Unrealized +20.2%

AEO AMERICAN EAGLE OUTFITTERS IN 5.9%

Value ($000) $18,421 Shares 630,000 Est. Cost $14.54 Unrealized +53.5%

— WESTROCK CO 5.4%

Value ($000) $17,020 Shares 327,000 Est. Cost $43.53 Unrealized —

PRIM PRIMORIS SVCS CORP 5.0%

Value ($000) $15,704 Shares 474,000 Est. Cost $23.02 Unrealized +43.0%

MCS MARCUS CORP DEL 4.8%

Value ($000) $15,124 Shares 756,601 Est. Cost $11.30 Unrealized +63.4%

CMC COMMERCIAL METALS CO 4.2%

Value ($000) $13,107 Shares 425,000 Est. Cost $19.27 Unrealized +19.8%

ACCO ACCO BRANDS CORP 3.7%

Value ($000) $11,479 Shares 1,360,039 Est. Cost $5.54 Unrealized +19.0%

DXC DXC TECHNOLOGY CO 3.6%

Value ($000) $11,410 Shares 365,000 Est. Cost $23.05 Unrealized +19.0%

ASGN ASGN INC 3.5%

Value ($000) $10,976 Shares 115,000 Est. Cost $76.91 Unrealized +20.1%

ACI ALBERTSONS COS INC 3.4%

Value ($000) $10,618 Shares 556,800 Est. Cost $10.42 Unrealized +12.5%

— GMS INC 3.3%

Value ($000) $10,438 Shares 250,000 Est. Cost $30.48 Unrealized —

MCFT MASTERCRAFT BOAT HLDGS INC 3.0%

Value ($000) $9,307 Shares 350,000 Est. Cost $22.30 Unrealized +24.3%

PVH PVH CORPORATION 2.7%

Value ($000) $8,456 Shares 80,000 Est. Cost $78.37 Unrealized +25.1%

MTW MANITOWOC CO INC 2.6%

Value ($000) $8,248 Shares 400,000 Est. Cost $10.66 Unrealized +55.1%

— KRATON CORPORATION 2.6%

Value ($000) $8,233 Shares 225,000 Est. Cost $27.79 Unrealized —

AMWD AMERICAN WOODMARK CORPORATIO 2.6%

Value ($000) $8,182 Shares 83,000 Est. Cost $90.91 Unrealized +5.8%

TILE INTERFACE INC 2.6%

Value ($000) $8,086 Shares 647,900 Est. Cost $8.08 Unrealized +47.1%

RYZ RYERSON HLDG CORP 2.6%

Value ($000) $8,070 Shares 473,589 Est. Cost $10.39 Unrealized +44.0%

VIOV VANGUARD ADMIRAL FDS INC 2.5%

Value ($000) $7,835 Shares 45,000 Est. Cost $174.11 Unrealized —

IMKTA INGLES MKTS INC 2.5%

Value ($000) $7,731 Shares 125,400 Est. Cost $36.96 Unrealized +35.4%

AMKR AMKOR TECHNOLOGY INC 2.5%

Value ($000) $7,706 Shares 325,000 Est. Cost $12.70 Unrealized +50.7%

BHC BAUSCH HEALTH COS INC 2.4%

Value ($000) $7,675 Shares 241,807 Est. Cost $18.65 Unrealized +57.2%

PRG PROG HOLDINGS INC 2.4%

Value ($000) $7,623 Shares 176,094 Est. Cost $50.05 Unrealized -3.3%

MTH MERITAGE HOMES CORP 2.2%

Value ($000) $6,802 Shares 74,000 Est. Cost $47.27 Unrealized -8.3%

KBH KB HOME 2.1%

Value ($000) $6,747 Shares 145,000 Est. Cost $33.04 Unrealized +15.6%

CMTL COMTECH TELECOMMUNICATIONS C 2.1%

Value ($000) $6,707 Shares 270,000 Est. Cost $16.52 Unrealized +46.0%

LKQ LKQ CORP 2.0%

Value ($000) $6,350 Shares 150,000 Est. Cost $30.70 Unrealized +15.0%

CNO CNO FINL GROUP INC 1.9%

Value ($000) $6,073 Shares 250,000 Est. Cost $18.20 Unrealized +17.4%

— THE AARONS COMPANY INC 1.8%

Value ($000) $5,557 Shares 216,395 Est. Cost $19.42 Unrealized —

— ARC DOCUMENT SOLUTIONS INC 1.7%

Value ($000) $5,485 Shares 2,599,574 Est. Cost $1.48 Unrealized —

— DASEKE INC 1.7%

Value ($000) $5,472 Shares 644,520 Est. Cost $8.49 Unrealized —

CVGI COMMERCIAL VEH GROUP INC 1.7%

Value ($000) $5,384 Shares 557,948 Est. Cost $7.24 Unrealized +29.4%

CLW CLEARWATER PAPER CORP 1.2%

Value ($000) $3,762 Shares 100,000 Est. Cost $37.96 Unrealized +5.1%

SALM SALEM MEDIA GROUP INC 0.6%

Value ($000) $2,026 Shares 689,000 Est. Cost $2.37 Unrealized 0.0%

HNRG HALLADOR ENERGY COMPANY 0.6%

Value ($000) $1,995 Shares 1,066,806 Est. Cost $0.98 Unrealized +74.7%

HYG ISHARES TR 0.2%

Value ($000) $635 Shares 7,285 Est. Cost $87.29 Unrealized —

— ALJ REGL HLDGS INC 0.2%

Value ($000) $618 Shares 425,872 Est. Cost $1.45 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BLDR	BUILDERS FIRSTSOURCE INC	405,000	$18,780	6.0%	$35.42	+20.2%	COM	12008R107
AEO	AMERICAN EAGLE OUTFITTERS IN	630,000	$18,421	5.9%	$14.54	+53.5%	COM	02553E106
—	WESTROCK CO	327,000	$17,020	5.4%	$43.53	—	COM	96145D105
PRIM	PRIMORIS SVCS CORP	474,000	$15,704	5.0%	$23.02	+43.0%	COM	74164F103
MCS	MARCUS CORP DEL	756,601	$15,124	4.8%	$11.30	+63.4%	COM	566330106
CMC	COMMERCIAL METALS CO	425,000	$13,107	4.2%	$19.27	+19.8%	COM	201723103
ACCO	ACCO BRANDS CORP	1,360,039	$11,479	3.7%	$5.54	+19.0%	COM	00081T108
DXC	DXC TECHNOLOGY CO	365,000	$11,410	3.6%	$23.05	+19.0%	COM	23355L106
ASGN	ASGN INC	115,000	$10,976	3.5%	$76.91	+20.1%	COM	00191U102
ACI	ALBERTSONS COS INC	556,800	$10,618	3.4%	$10.42	+12.5%	COMMON STOCK	013091103
—	GMS INC	250,000	$10,438	3.3%	$30.48	—	COM	36251C103
MCFT	MASTERCRAFT BOAT HLDGS INC	350,000	$9,307	3.0%	$22.30	+24.3%	COM	57637H103
PVH	PVH CORPORATION	80,000	$8,456	2.7%	$78.37	+25.1%	COM	693656100
MTW	MANITOWOC CO INC	400,000	$8,248	2.6%	$10.66	+55.1%	COM NEW	563571405
—	KRATON CORPORATION	225,000	$8,233	2.6%	$27.79	—	COM	50077C106
AMWD	AMERICAN WOODMARK CORPORATIO	83,000	$8,182	2.6%	$90.91	+5.8%	COM	030506109
TILE	INTERFACE INC	647,900	$8,086	2.6%	$8.08	+47.1%	COM	458665304
RYZ	RYERSON HLDG CORP	473,589	$8,070	2.6%	$10.39	+44.0%	COM	783754104
VIOV	VANGUARD ADMIRAL FDS INC	45,000	$7,835	2.5%	$174.11	—	SMLCP 600 VAL	921932778
IMKTA	INGLES MKTS INC	125,400	$7,731	2.5%	$36.96	+35.4%	CL A	457030104
AMKR	AMKOR TECHNOLOGY INC	325,000	$7,706	2.5%	$12.70	+50.7%	COM	031652100
BHC	BAUSCH HEALTH COS INC	241,807	$7,675	2.4%	$18.65	+57.2%	COM	071734107
PRG	PROG HOLDINGS INC	176,094	$7,623	2.4%	$50.05	-3.3%	COM NPV	74319R101
MTH	MERITAGE HOMES CORP	74,000	$6,802	2.2%	$47.27	-8.3%	COM	59001A102
KBH	KB HOME	145,000	$6,747	2.1%	$33.04	+15.6%	COM	48666K109
CMTL	COMTECH TELECOMMUNICATIONS C	270,000	$6,707	2.1%	$16.52	+46.0%	COM NEW	205826209
LKQ	LKQ CORP	150,000	$6,350	2.0%	$30.70	+15.0%	COM	501889208
CNO	CNO FINL GROUP INC	250,000	$6,073	1.9%	$18.20	+17.4%	COM	12621E103
—	THE AARONS COMPANY INC	216,395	$5,557	1.8%	$19.42	—	COM	00258W108
—	ARC DOCUMENT SOLUTIONS INC	2,599,574	$5,485	1.7%	$1.48	—	COM	00191G103
—	DASEKE INC	644,520	$5,472	1.7%	$8.49	—	COM	23753F107
CVGI	COMMERCIAL VEH GROUP INC	557,948	$5,384	1.7%	$7.24	+29.4%	COM	202608105
CLW	CLEARWATER PAPER CORP	100,000	$3,762	1.2%	$37.96	+5.1%	COM	18538R103
SALM	SALEM MEDIA GROUP INC	689,000	$2,026	0.6%	$2.37	0.0%	CL A	794093104
HNRG	HALLADOR ENERGY COMPANY	1,066,806	$1,995	0.6%	$0.98	+74.7%	COM	40609P105
HYG	ISHARES TR	7,285	$635	0.2%	$87.29	—	IBOXX HI YD ETF	464288513
—	ALJ REGL HLDGS INC	425,872	$618	0.2%	$1.45	—	COM	001627108