Verdad Advisers, LP Quant / Systematic

Location: Boston, MA

CIK: 0001812822 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 9, 2022

Total Value: $148M (100.0% shares, 0.0% debt)

Holdings (42)

IEF ISHARES TR 15.6%

Value $23M Shares 200,000 Est. Cost $115.06 Unrealized —

SPY SPDR S&P 500 ETF TR 7.9%

Value $11.64M Shares 24,500 Est. Cost $429.16 Unrealized —

VMBS VANGUARD SCOTTSDALE FDS 6.9%

Value $10.2M Shares 193,000 Est. Cost $52.84 Unrealized —

MCS MARCUS CORP DEL 3.9%

Value $5.805M Shares 325,000 Est. Cost $13.70 Unrealized +36.7%

— DASEKE INC 3.9%

Value $5.735M Shares 571,266 Est. Cost $8.72 Unrealized —

— CERNER CORP 3.0%

Value $4.409M Shares 47,480 Est. Cost $81.10 Unrealized —

RYZ RYERSON HLDG CORP 2.9%

Value $4.337M Shares 166,500 Est. Cost $10.39 Unrealized +142.1%

DXC DXC TECHNOLOGY CO 2.9%

Value $4.265M Shares 132,500 Est. Cost $23.95 Unrealized +36.0%

CL COLGATE PALMOLIVE CO 2.5%

Value $3.755M Shares 44,000 Est. Cost $71.34 Unrealized -0.6%

— ARC DOCUMENT SOLUTIONS INC 2.5%

Value $3.65M Shares 1,042,783 Est. Cost $1.48 Unrealized —

PGR PROGRESSIVE CORP 2.5%

Value $3.644M Shares 35,500 Est. Cost $85.78 Unrealized 0.0%

AMAT APPLIED MATLS INC 2.5%

Value $3.619M Shares 23,000 Est. Cost $134.11 Unrealized +4.1%

DPZ DOMINOS PIZZA INC 2.4%

Value $3.612M Shares 6,400 Est. Cost $478.84 Unrealized +0.4%

KR KROGER CO 2.4%

Value $3.598M Shares 79,500 Est. Cost $38.48 Unrealized 0.0%

FAST FASTENAL CO 2.4%

Value $3.587M Shares 56,000 Est. Cost $25.26 Unrealized +5.6%

ASO ACADEMY SPORTS & OUTDOORS IN 2.4%

Value $3.578M Shares 81,500 Est. Cost $42.06 Unrealized 0.0%

MSFT MICROSOFT CORP 2.4%

Value $3.531M Shares 10,500 Est. Cost $293.96 Unrealized +6.6%

SHW SHERWIN WILLIAMS CO 2.4%

Value $3.522M Shares 10,000 Est. Cost $291.85 Unrealized +6.6%

BLDR BUILDERS FIRSTSOURCE INC 2.4%

Value $3.514M Shares 41,000 Est. Cost $35.42 Unrealized +91.2%

GOOGL ALPHABET INC 2.4%

Value $3.476M Shares 1,200 Est. Cost $138.34 Unrealized +3.3%

CNDT CONDUENT INC 2.2%

Value $3.298M Shares 617,500 Est. Cost $6.36 Unrealized -6.0%

ACI ALBERTSONS COS INC 2.0%

Value $3.019M Shares 100,000 Est. Cost $10.42 Unrealized +105.8%

TILE INTERFACE INC 1.9%

Value $2.872M Shares 180,082 Est. Cost $9.28 Unrealized +67.6%

STRL STERLING CONSTR INC 1.5%

Value $2.257M Shares 85,800 Est. Cost $23.38 Unrealized +10.0%

— ALJ REGL HLDGS INC 1.4%

Value $2.121M Shares 1,165,142 Est. Cost $1.64 Unrealized —

HYG ISHARES TR 1.2%

Value $1.74M Shares 20,000 Est. Cost $87.00 Unrealized —

IMKTA INGLES MKTS INC 1.2%

Value $1.727M Shares 20,000 Est. Cost $60.97 Unrealized +20.6%

HDSN HUDSON TECHNOLOGIES INC 1.1%

Value $1.621M Shares 365,000 Est. Cost $3.88 Unrealized 0.0%

SNFCA SECURITY NATL FINL CORP 1.1%

Value $1.587M Shares 172,500 Est. Cost $7.14 Unrealized +1.0%

AEO AMERICAN EAGLE OUTFITTERS IN 1.0%

Value $1.456M Shares 57,500 Est. Cost $15.59 Unrealized +44.8%

GTIM GOOD TIMES RESTAURANTS INC 1.0%

Value $1.449M Shares 333,954 Est. Cost $4.61 Unrealized +3.3%

TSM TAIWAN SEMICONDUCTOR MFG LTD 1.0%

Value $1.444M Shares 12,000 Est. Cost $120.33 Unrealized —

STLA STELLANTIS N.V 1.0%

Value $1.426M Shares 76,000 Est. Cost $18.76 Unrealized —

PRIM PRIMORIS SVCS CORP 1.0%

Value $1.403M Shares 58,500 Est. Cost $23.31 Unrealized +8.4%

DCH AMERICAN AXLE & MFG HLDGS IN 0.9%

Value $1.306M Shares 140,000 Est. Cost $9.17 Unrealized +4.4%

HNRG HALLADOR ENERGY COMPANY 0.9%

Value $1.304M Shares 530,260 Est. Cost $0.98 Unrealized +190.7%

ASIX ADVANSIX INC 0.8%

Value $1.252M Shares 26,500 Est. Cost $31.41 Unrealized +34.2%

— TRAVELCENTERS OF AMERICA INC 0.8%

Value $1.213M Shares 23,500 Est. Cost $49.79 Unrealized —

— CONTAINER STORE GROUP INC 0.8%

Value $1.178M Shares 118,000 Est. Cost $9.52 Unrealized —

SALM SALEM MEDIA GROUP INC 0.6%

Value $955K Shares 312,000 Est. Cost $2.35 Unrealized +43.0%

FALN ISHARES TR 0.3%

Value $495K Shares 16,500 Est. Cost $30.11 Unrealized —

PDS PRECISION DRILLING CORP 0.0%

Value $37,000 Shares 1,050 Est. Cost $39.10 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IEF	ISHARES TR	200,000	$23M	15.6%	$115.06	—	BARCLAYS 7 10 YR	464287440
SPY	SPDR S&P 500 ETF TR	24,500	$11.64M	7.9%	$429.16	—	TR UNIT	78462F103
VMBS	VANGUARD SCOTTSDALE FDS	193,000	$10.2M	6.9%	$52.84	—	MTG-BKD SECS ETF	92206C771
MCS	MARCUS CORP DEL	325,000	$5.805M	3.9%	$13.70	+36.7%	COM	566330106
—	DASEKE INC	571,266	$5.735M	3.9%	$8.72	—	COM	23753F107
—	CERNER CORP	47,480	$4.409M	3.0%	$81.10	—	COM	156782104
RYZ	RYERSON HLDG CORP	166,500	$4.337M	2.9%	$10.39	+142.1%	COM	783754104
DXC	DXC TECHNOLOGY CO	132,500	$4.265M	2.9%	$23.95	+36.0%	COM	23355L106
CL	COLGATE PALMOLIVE CO	44,000	$3.755M	2.5%	$71.34	-0.6%	COM	194162103
—	ARC DOCUMENT SOLUTIONS INC	1,042,783	$3.65M	2.5%	$1.48	—	COM	00191G103
PGR	PROGRESSIVE CORP	35,500	$3.644M	2.5%	$85.78	0.0%	COM	743315103
AMAT	APPLIED MATLS INC	23,000	$3.619M	2.5%	$134.11	+4.1%	COM	038222105
DPZ	DOMINOS PIZZA INC	6,400	$3.612M	2.4%	$478.84	+0.4%	COM	25754A201
KR	KROGER CO	79,500	$3.598M	2.4%	$38.48	0.0%	COM	501044101
FAST	FASTENAL CO	56,000	$3.587M	2.4%	$25.26	+5.6%	COM	311900104
ASO	ACADEMY SPORTS & OUTDOORS IN	81,500	$3.578M	2.4%	$42.06	0.0%	COM	00402L107
MSFT	MICROSOFT CORP	10,500	$3.531M	2.4%	$293.96	+6.6%	COM	594918104
SHW	SHERWIN WILLIAMS CO	10,000	$3.522M	2.4%	$291.85	+6.6%	COM	824348106
BLDR	BUILDERS FIRSTSOURCE INC	41,000	$3.514M	2.4%	$35.42	+91.2%	COM	12008R107
GOOGL	ALPHABET INC	1,200	$3.476M	2.4%	$138.34	+3.3%	CAP STK CL A	02079K305
CNDT	CONDUENT INC	617,500	$3.298M	2.2%	$6.36	-6.0%	COM	206787103
ACI	ALBERTSONS COS INC	100,000	$3.019M	2.0%	$10.42	+105.8%	COMMON STOCK	013091103
TILE	INTERFACE INC	180,082	$2.872M	1.9%	$9.28	+67.6%	COM	458665304
STRL	STERLING CONSTR INC	85,800	$2.257M	1.5%	$23.38	+10.0%	COM	859241101
—	ALJ REGL HLDGS INC	1,165,142	$2.121M	1.4%	$1.64	—	COM	001627108
HYG	ISHARES TR	20,000	$1.74M	1.2%	$87.00	—	IBOXX HI YD ETF	464288513
IMKTA	INGLES MKTS INC	20,000	$1.727M	1.2%	$60.97	+20.6%	CL A	457030104
HDSN	HUDSON TECHNOLOGIES INC	365,000	$1.621M	1.1%	$3.88	0.0%	COM	444144109
SNFCA	SECURITY NATL FINL CORP	172,500	$1.587M	1.1%	$7.14	+1.0%	CL A NEW	814785309
AEO	AMERICAN EAGLE OUTFITTERS IN	57,500	$1.456M	1.0%	$15.59	+44.8%	COM	02553E106
GTIM	GOOD TIMES RESTAURANTS INC	333,954	$1.449M	1.0%	$4.61	+3.3%	COM NEW	382140879
TSM	TAIWAN SEMICONDUCTOR MFG LTD	12,000	$1.444M	1.0%	$120.33	—	SPONSORED ADS	874039100
STLA	STELLANTIS N.V	76,000	$1.426M	1.0%	$18.76	—	SHS	N82405106
PRIM	PRIMORIS SVCS CORP	58,500	$1.403M	1.0%	$23.31	+8.4%	COM	74164F103
DCH	AMERICAN AXLE & MFG HLDGS IN	140,000	$1.306M	0.9%	$9.17	+4.4%	COM	024061103
HNRG	HALLADOR ENERGY COMPANY	530,260	$1.304M	0.9%	$0.98	+190.7%	COM	40609P105
ASIX	ADVANSIX INC	26,500	$1.252M	0.8%	$31.41	+34.2%	COM	00773T101
—	TRAVELCENTERS OF AMERICA INC	23,500	$1.213M	0.8%	$49.79	—	COM NEW	89421B109
—	CONTAINER STORE GROUP INC	118,000	$1.178M	0.8%	$9.52	—	COM	210751103
SALM	SALEM MEDIA GROUP INC	312,000	$955K	0.6%	$2.35	+43.0%	CL A	794093104
FALN	ISHARES TR	16,500	$495K	0.3%	$30.11	—	FALN ANGLS USD	46435G474
PDS	PRECISION DRILLING CORP	1,050	$37,000	0.0%	$39.10	0.0%	COM NEW	74022D407