Verdad Advisers, LP Quant / Systematic

CIK: 0001812822 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $138,391 (100.0% shares, 0.0% debt)

Holdings (45)

CPER UNITED STS COMMODITY INDEX F 10.0%

Value ($000) $13,778 Shares 550,000 Est. Cost $25.05 Unrealized —

SPY SPDR S&P 500 ETF TR 7.8%

Value ($000) $10,729 Shares 25,000 Est. Cost $429.16 Unrealized —

USO UNITED STS OIL FD LP 7.6%

Value ($000) $10,512 Shares 200,000 Est. Cost $52.56 Unrealized —

FALN ISHARES TR 5.3%

Value ($000) $7,266 Shares 241,300 Est. Cost $30.11 Unrealized —

IEF ISHARES TR 4.7%

Value ($000) $6,568 Shares 57,000 Est. Cost $115.23 Unrealized —

— DASEKE INC 3.9%

Value ($000) $5,419 Shares 588,400 Est. Cost $8.72 Unrealized —

VEA VANGUARD TAX-MANAGED INTL FD 3.5%

Value ($000) $4,797 Shares 95,000 Est. Cost $50.49 Unrealized —

GCO GENESCO INC 3.3%

Value ($000) $4,609 Shares 79,830 Est. Cost $57.84 Unrealized +2.9%

DXC DXC TECHNOLOGY CO 2.9%

Value ($000) $4,033 Shares 120,000 Est. Cost $23.05 Unrealized +64.2%

MCS MARCUS CORP DEL 2.8%

Value ($000) $3,926 Shares 225,000 Est. Cost $11.46 Unrealized +42.3%

— ARC DOCUMENT SOLUTIONS INC 2.8%

Value ($000) $3,879 Shares 1,315,000 Est. Cost $1.48 Unrealized —

RYZ RYERSON HLDG CORP 2.7%

Value ($000) $3,708 Shares 166,500 Est. Cost $10.39 Unrealized +88.7%

ACI ALBERTSONS COS INC 2.6%

Value ($000) $3,580 Shares 115,000 Est. Cost $10.42 Unrealized +70.2%

SALM SALEM MEDIA GROUP INC 2.2%

Value ($000) $3,073 Shares 828,293 Est. Cost $2.35 Unrealized +10.9%

TILE INTERFACE INC 2.1%

Value ($000) $2,879 Shares 190,000 Est. Cost $9.28 Unrealized +55.1%

HNRG HALLADOR ENERGY COMPANY 1.9%

Value ($000) $2,664 Shares 900,000 Est. Cost $0.98 Unrealized +167.2%

BLDR BUILDERS FIRSTSOURCE INC 1.9%

Value ($000) $2,587 Shares 50,000 Est. Cost $35.42 Unrealized +37.9%

— CONNS INC 1.4%

Value ($000) $1,883 Shares 82,500 Est. Cost $22.82 Unrealized —

GOOGL ALPHABET INC 1.4%

Value ($000) $1,871 Shares 700 Est. Cost $135.05 Unrealized 0.0%

TROW PRICE T ROWE GROUP INC 1.4%

Value ($000) $1,869 Shares 9,500 Est. Cost $173.96 Unrealized 0.0%

— TRAVELCENTERS OF AMERICA INC 1.3%

Value ($000) $1,867 Shares 37,500 Est. Cost $49.79 Unrealized —

SHW SHERWIN WILLIAMS CO 1.3%

Value ($000) $1,818 Shares 6,500 Est. Cost $281.41 Unrealized 0.0%

IMKTA INGLES MKTS INC 1.3%

Value ($000) $1,816 Shares 27,500 Est. Cost $60.97 Unrealized 0.0%

CL COLGATE PALMOLIVE CO 1.3%

Value ($000) $1,814 Shares 24,000 Est. Cost $71.69 Unrealized 0.0%

WMT WALMART INC 1.3%

Value ($000) $1,812 Shares 13,000 Est. Cost $45.47 Unrealized 0.0%

— CONTAINER STORE GROUP INC 1.3%

Value ($000) $1,809 Shares 190,000 Est. Cost $9.52 Unrealized —

DCH AMERICAN AXLE & MFG HLDGS IN 1.3%

Value ($000) $1,806 Shares 205,000 Est. Cost $9.17 Unrealized 0.0%

FAST FASTENAL CO 1.3%

Value ($000) $1,806 Shares 35,000 Est. Cost $24.41 Unrealized 0.0%

AMAT APPLIED MATLS INC 1.3%

Value ($000) $1,802 Shares 14,000 Est. Cost $130.59 Unrealized 0.0%

KOP KOPPERS HOLDINGS INC 1.3%

Value ($000) $1,797 Shares 57,500 Est. Cost $30.18 Unrealized 0.0%

DPZ DOMINOS PIZZA INC 1.3%

Value ($000) $1,789 Shares 3,750 Est. Cost $477.65 Unrealized 0.0%

ASIX ADVANSIX INC 1.3%

Value ($000) $1,789 Shares 45,000 Est. Cost $31.41 Unrealized 0.0%

— CERNER CORP 1.3%

Value ($000) $1,763 Shares 25,000 Est. Cost $70.52 Unrealized —

MSFT MICROSOFT CORP 1.3%

Value ($000) $1,762 Shares 6,250 Est. Cost $280.73 Unrealized 0.0%

CNDT CONDUENT INC 1.3%

Value ($000) $1,746 Shares 265,000 Est. Cost $6.87 Unrealized 0.0%

GTIM GOOD TIMES RESTAURANTS INC 1.1%

Value ($000) $1,479 Shares 288,954 Est. Cost $4.59 Unrealized 0.0%

STRL STERLING CONSTR INC 1.0%

Value ($000) $1,360 Shares 60,000 Est. Cost $22.37 Unrealized -0.1%

AEO AMERICAN EAGLE OUTFITTERS IN 0.9%

Value ($000) $1,290 Shares 50,000 Est. Cost $14.54 Unrealized +92.0%

PRIM PRIMORIS SVCS CORP 0.9%

Value ($000) $1,249 Shares 51,000 Est. Cost $23.02 Unrealized +16.7%

— WESTROCK CO 0.9%

Value ($000) $1,246 Shares 25,000 Est. Cost $43.53 Unrealized —

CMC COMMERCIAL METALS CO 0.9%

Value ($000) $1,218 Shares 40,000 Est. Cost $19.27 Unrealized +55.4%

— ALJ REGL HLDGS INC 0.8%

Value ($000) $1,048 Shares 988,942 Est. Cost $1.61 Unrealized —

SNFCA SECURITY NATL FINL CORP 0.7%

Value ($000) $1,028 Shares 124,889 Est. Cost $7.12 Unrealized 0.0%

PLTK PLAYTIKA HLDG CORP 0.7%

Value ($000) $967 Shares 35,000 Est. Cost $24.89 Unrealized 0.0%

— THE AARONS COMPANY INC 0.6%

Value ($000) $880 Shares 31,960 Est. Cost $19.42 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
CPER	UNITED STS COMMODITY INDEX F	550,000	$13,778	10.0%	$25.05	—	CM REP COPP FD	911718104
SPY	SPDR S&P 500 ETF TR	25,000	$10,729	7.8%	$429.16	—	TR UNIT	78462F103
USO	UNITED STS OIL FD LP	200,000	$10,512	7.6%	$52.56	—	UNITS	91232N207
FALN	ISHARES TR	241,300	$7,266	5.3%	$30.11	—	FALN ANGLS USD	46435G474
IEF	ISHARES TR	57,000	$6,568	4.7%	$115.23	—	BARCLAYS 7 10 YR	464287440
—	DASEKE INC	588,400	$5,419	3.9%	$8.72	—	COM	23753F107
VEA	VANGUARD TAX-MANAGED INTL FD	95,000	$4,797	3.5%	$50.49	—	FTSE DEV MKT ETF	921943858
GCO	GENESCO INC	79,830	$4,609	3.3%	$57.84	+2.9%	COM	371532102
DXC	DXC TECHNOLOGY CO	120,000	$4,033	2.9%	$23.05	+64.2%	COM	23355L106
MCS	MARCUS CORP DEL	225,000	$3,926	2.8%	$11.46	+42.3%	COM	566330106
—	ARC DOCUMENT SOLUTIONS INC	1,315,000	$3,879	2.8%	$1.48	—	COM	00191G103
RYZ	RYERSON HLDG CORP	166,500	$3,708	2.7%	$10.39	+88.7%	COM	783754104
ACI	ALBERTSONS COS INC	115,000	$3,580	2.6%	$10.42	+70.2%	COMMON STOCK	013091103
SALM	SALEM MEDIA GROUP INC	828,293	$3,073	2.2%	$2.35	+10.9%	CL A	794093104
TILE	INTERFACE INC	190,000	$2,879	2.1%	$9.28	+55.1%	COM	458665304
HNRG	HALLADOR ENERGY COMPANY	900,000	$2,664	1.9%	$0.98	+167.2%	COM	40609P105
BLDR	BUILDERS FIRSTSOURCE INC	50,000	$2,587	1.9%	$35.42	+37.9%	COM	12008R107
—	CONNS INC	82,500	$1,883	1.4%	$22.82	—	COM	208242107
GOOGL	ALPHABET INC	700	$1,871	1.4%	$135.05	0.0%	CAP STK CL A	02079K305
TROW	PRICE T ROWE GROUP INC	9,500	$1,869	1.4%	$173.96	0.0%	COM	74144T108
—	TRAVELCENTERS OF AMERICA INC	37,500	$1,867	1.3%	$49.79	—	COM NEW	89421B109
SHW	SHERWIN WILLIAMS CO	6,500	$1,818	1.3%	$281.41	0.0%	COM	824348106
IMKTA	INGLES MKTS INC	27,500	$1,816	1.3%	$60.97	0.0%	CL A	457030104
CL	COLGATE PALMOLIVE CO	24,000	$1,814	1.3%	$71.69	0.0%	COM	194162103
WMT	WALMART INC	13,000	$1,812	1.3%	$45.47	0.0%	COM	931142103
—	CONTAINER STORE GROUP INC	190,000	$1,809	1.3%	$9.52	—	COM	210751103
DCH	AMERICAN AXLE & MFG HLDGS IN	205,000	$1,806	1.3%	$9.17	0.0%	COM	024061103
FAST	FASTENAL CO	35,000	$1,806	1.3%	$24.41	0.0%	COM	311900104
AMAT	APPLIED MATLS INC	14,000	$1,802	1.3%	$130.59	0.0%	COM	038222105
KOP	KOPPERS HOLDINGS INC	57,500	$1,797	1.3%	$30.18	0.0%	COM	50060P106
DPZ	DOMINOS PIZZA INC	3,750	$1,789	1.3%	$477.65	0.0%	COM	25754A201
ASIX	ADVANSIX INC	45,000	$1,789	1.3%	$31.41	0.0%	COM	00773T101
—	CERNER CORP	25,000	$1,763	1.3%	$70.52	—	COM	156782104
MSFT	MICROSOFT CORP	6,250	$1,762	1.3%	$280.73	0.0%	COM	594918104
CNDT	CONDUENT INC	265,000	$1,746	1.3%	$6.87	0.0%	COM	206787103
GTIM	GOOD TIMES RESTAURANTS INC	288,954	$1,479	1.1%	$4.59	0.0%	COM NEW	382140879
STRL	STERLING CONSTR INC	60,000	$1,360	1.0%	$22.37	-0.1%	COM	859241101
AEO	AMERICAN EAGLE OUTFITTERS IN	50,000	$1,290	0.9%	$14.54	+92.0%	COM	02553E106
PRIM	PRIMORIS SVCS CORP	51,000	$1,249	0.9%	$23.02	+16.7%	COM	74164F103
—	WESTROCK CO	25,000	$1,246	0.9%	$43.53	—	COM	96145D105
CMC	COMMERCIAL METALS CO	40,000	$1,218	0.9%	$19.27	+55.4%	COM	201723103
—	ALJ REGL HLDGS INC	988,942	$1,048	0.8%	$1.61	—	COM	001627108
SNFCA	SECURITY NATL FINL CORP	124,889	$1,028	0.7%	$7.12	0.0%	CL A NEW	814785309
PLTK	PLAYTIKA HLDG CORP	35,000	$967	0.7%	$24.89	0.0%	COM	72815L107
—	THE AARONS COMPANY INC	31,960	$880	0.6%	$19.42	—	COM	00258W108