Verdad Advisers, LP Quant / Systematic

CIK: 0001812822 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 9, 2022

Total Value ($000): $147,632 (100.0% shares, 0.0% debt)

Holdings (42)

IEF ISHARES TR 15.6%

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

SPY SPDR S&P 500 ETF TR 7.9%

Value ($000) $11,637 Shares 24,500 Est. Cost $429.16 Unrealized —

VMBS VANGUARD SCOTTSDALE FDS 6.9%

Value ($000) $10,198 Shares 193,000 Est. Cost $52.84 Unrealized —

MCS MARCUS CORP DEL 3.9%

Value ($000) $5,805 Shares 325,000 Est. Cost $13.70 Unrealized +36.7%

— DASEKE INC 3.9%

Value ($000) $5,735 Shares 571,266 Est. Cost $8.72 Unrealized —

— CERNER CORP 3.0%

Value ($000) $4,409 Shares 47,480 Est. Cost $81.10 Unrealized —

RYZ RYERSON HLDG CORP 2.9%

Value ($000) $4,337 Shares 166,500 Est. Cost $10.39 Unrealized +142.1%

DXC DXC TECHNOLOGY CO 2.9%

Value ($000) $4,265 Shares 132,500 Est. Cost $23.95 Unrealized +36.0%

CL COLGATE PALMOLIVE CO 2.5%

Value ($000) $3,755 Shares 44,000 Est. Cost $71.34 Unrealized -0.6%

— ARC DOCUMENT SOLUTIONS INC 2.5%

Value ($000) $3,650 Shares 1,042,783 Est. Cost $1.48 Unrealized —

PGR PROGRESSIVE CORP 2.5%

Value ($000) $3,644 Shares 35,500 Est. Cost $85.78 Unrealized 0.0%

AMAT APPLIED MATLS INC 2.5%

Value ($000) $3,619 Shares 23,000 Est. Cost $134.11 Unrealized +4.1%

DPZ DOMINOS PIZZA INC 2.4%

Value ($000) $3,612 Shares 6,400 Est. Cost $478.84 Unrealized +0.4%

KR KROGER CO 2.4%

Value ($000) $3,598 Shares 79,500 Est. Cost $38.48 Unrealized 0.0%

FAST FASTENAL CO 2.4%

Value ($000) $3,587 Shares 56,000 Est. Cost $25.26 Unrealized +5.6%

ASO ACADEMY SPORTS & OUTDOORS IN 2.4%

Value ($000) $3,578 Shares 81,500 Est. Cost $42.06 Unrealized 0.0%

MSFT MICROSOFT CORP 2.4%

Value ($000) $3,531 Shares 10,500 Est. Cost $293.96 Unrealized +6.6%

SHW SHERWIN WILLIAMS CO 2.4%

Value ($000) $3,522 Shares 10,000 Est. Cost $291.85 Unrealized +6.6%

BLDR BUILDERS FIRSTSOURCE INC 2.4%

Value ($000) $3,514 Shares 41,000 Est. Cost $35.42 Unrealized +91.2%

GOOGL ALPHABET INC 2.4%

Value ($000) $3,476 Shares 1,200 Est. Cost $138.34 Unrealized +3.3%

CNDT CONDUENT INC 2.2%

Value ($000) $3,298 Shares 617,500 Est. Cost $6.36 Unrealized -6.0%

ACI ALBERTSONS COS INC 2.0%

Value ($000) $3,019 Shares 100,000 Est. Cost $10.42 Unrealized +105.8%

TILE INTERFACE INC 1.9%

Value ($000) $2,872 Shares 180,082 Est. Cost $9.28 Unrealized +67.6%

STRL STERLING CONSTR INC 1.5%

Value ($000) $2,257 Shares 85,800 Est. Cost $23.38 Unrealized +10.0%

— ALJ REGL HLDGS INC 1.4%

Value ($000) $2,121 Shares 1,165,142 Est. Cost $1.64 Unrealized —

HYG ISHARES TR 1.2%

Value ($000) $1,740 Shares 20,000 Est. Cost $87.00 Unrealized —

IMKTA INGLES MKTS INC 1.2%

Value ($000) $1,727 Shares 20,000 Est. Cost $60.97 Unrealized +20.6%

HDSN HUDSON TECHNOLOGIES INC 1.1%

Value ($000) $1,621 Shares 365,000 Est. Cost $3.88 Unrealized 0.0%

SNFCA SECURITY NATL FINL CORP 1.1%

Value ($000) $1,587 Shares 172,500 Est. Cost $7.14 Unrealized +1.0%

AEO AMERICAN EAGLE OUTFITTERS IN 1.0%

Value ($000) $1,456 Shares 57,500 Est. Cost $15.59 Unrealized +44.8%

GTIM GOOD TIMES RESTAURANTS INC 1.0%

Value ($000) $1,449 Shares 333,954 Est. Cost $4.61 Unrealized +3.3%

TSM TAIWAN SEMICONDUCTOR MFG LTD 1.0%

Value ($000) $1,444 Shares 12,000 Est. Cost $120.33 Unrealized —

STLA STELLANTIS N.V 1.0%

Value ($000) $1,426 Shares 76,000 Est. Cost $18.76 Unrealized —

PRIM PRIMORIS SVCS CORP 1.0%

Value ($000) $1,403 Shares 58,500 Est. Cost $23.31 Unrealized +8.4%

DCH AMERICAN AXLE & MFG HLDGS IN 0.9%

Value ($000) $1,306 Shares 140,000 Est. Cost $9.17 Unrealized +4.4%

HNRG HALLADOR ENERGY COMPANY 0.9%

Value ($000) $1,304 Shares 530,260 Est. Cost $0.98 Unrealized +190.7%

ASIX ADVANSIX INC 0.8%

Value ($000) $1,252 Shares 26,500 Est. Cost $31.41 Unrealized +34.2%

— TRAVELCENTERS OF AMERICA INC 0.8%

Value ($000) $1,213 Shares 23,500 Est. Cost $49.79 Unrealized —

— CONTAINER STORE GROUP INC 0.8%

Value ($000) $1,178 Shares 118,000 Est. Cost $9.52 Unrealized —

SALM SALEM MEDIA GROUP INC 0.6%

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

FALN ISHARES TR 0.3%

Value ($000) $495 Shares 16,500 Est. Cost $30.11 Unrealized —

PDS PRECISION DRILLING CORP 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEF	ISHARES TR	200,000	$23,000	15.6%	$115.06	—	BARCLAYS 7 10 YR	464287440
SPY	SPDR S&P 500 ETF TR	24,500	$11,637	7.9%	$429.16	—	TR UNIT	78462F103
VMBS	VANGUARD SCOTTSDALE FDS	193,000	$10,198	6.9%	$52.84	—	MTG-BKD SECS ETF	92206C771
MCS	MARCUS CORP DEL	325,000	$5,805	3.9%	$13.70	+36.7%	COM	566330106
—	DASEKE INC	571,266	$5,735	3.9%	$8.72	—	COM	23753F107
—	CERNER CORP	47,480	$4,409	3.0%	$81.10	—	COM	156782104
RYZ	RYERSON HLDG CORP	166,500	$4,337	2.9%	$10.39	+142.1%	COM	783754104
DXC	DXC TECHNOLOGY CO	132,500	$4,265	2.9%	$23.95	+36.0%	COM	23355L106
CL	COLGATE PALMOLIVE CO	44,000	$3,755	2.5%	$71.34	-0.6%	COM	194162103
—	ARC DOCUMENT SOLUTIONS INC	1,042,783	$3,650	2.5%	$1.48	—	COM	00191G103
PGR	PROGRESSIVE CORP	35,500	$3,644	2.5%	$85.78	0.0%	COM	743315103
AMAT	APPLIED MATLS INC	23,000	$3,619	2.5%	$134.11	+4.1%	COM	038222105
DPZ	DOMINOS PIZZA INC	6,400	$3,612	2.4%	$478.84	+0.4%	COM	25754A201
KR	KROGER CO	79,500	$3,598	2.4%	$38.48	0.0%	COM	501044101
FAST	FASTENAL CO	56,000	$3,587	2.4%	$25.26	+5.6%	COM	311900104
ASO	ACADEMY SPORTS & OUTDOORS IN	81,500	$3,578	2.4%	$42.06	0.0%	COM	00402L107
MSFT	MICROSOFT CORP	10,500	$3,531	2.4%	$293.96	+6.6%	COM	594918104
SHW	SHERWIN WILLIAMS CO	10,000	$3,522	2.4%	$291.85	+6.6%	COM	824348106
BLDR	BUILDERS FIRSTSOURCE INC	41,000	$3,514	2.4%	$35.42	+91.2%	COM	12008R107
GOOGL	ALPHABET INC	1,200	$3,476	2.4%	$138.34	+3.3%	CAP STK CL A	02079K305
CNDT	CONDUENT INC	617,500	$3,298	2.2%	$6.36	-6.0%	COM	206787103
ACI	ALBERTSONS COS INC	100,000	$3,019	2.0%	$10.42	+105.8%	COMMON STOCK	013091103
TILE	INTERFACE INC	180,082	$2,872	1.9%	$9.28	+67.6%	COM	458665304
STRL	STERLING CONSTR INC	85,800	$2,257	1.5%	$23.38	+10.0%	COM	859241101
—	ALJ REGL HLDGS INC	1,165,142	$2,121	1.4%	$1.64	—	COM	001627108
HYG	ISHARES TR	20,000	$1,740	1.2%	$87.00	—	IBOXX HI YD ETF	464288513
IMKTA	INGLES MKTS INC	20,000	$1,727	1.2%	$60.97	+20.6%	CL A	457030104
HDSN	HUDSON TECHNOLOGIES INC	365,000	$1,621	1.1%	$3.88	0.0%	COM	444144109
SNFCA	SECURITY NATL FINL CORP	172,500	$1,587	1.1%	$7.14	+1.0%	CL A NEW	814785309
AEO	AMERICAN EAGLE OUTFITTERS IN	57,500	$1,456	1.0%	$15.59	+44.8%	COM	02553E106
GTIM	GOOD TIMES RESTAURANTS INC	333,954	$1,449	1.0%	$4.61	+3.3%	COM NEW	382140879
TSM	TAIWAN SEMICONDUCTOR MFG LTD	12,000	$1,444	1.0%	$120.33	—	SPONSORED ADS	874039100
STLA	STELLANTIS N.V	76,000	$1,426	1.0%	$18.76	—	SHS	N82405106
PRIM	PRIMORIS SVCS CORP	58,500	$1,403	1.0%	$23.31	+8.4%	COM	74164F103
DCH	AMERICAN AXLE & MFG HLDGS IN	140,000	$1,306	0.9%	$9.17	+4.4%	COM	024061103
HNRG	HALLADOR ENERGY COMPANY	530,260	$1,304	0.9%	$0.98	+190.7%	COM	40609P105
ASIX	ADVANSIX INC	26,500	$1,252	0.8%	$31.41	+34.2%	COM	00773T101
—	TRAVELCENTERS OF AMERICA INC	23,500	$1,213	0.8%	$49.79	—	COM NEW	89421B109
—	CONTAINER STORE GROUP INC	118,000	$1,178	0.8%	$9.52	—	COM	210751103
SALM	SALEM MEDIA GROUP INC	312,000	$955	0.6%	$2.35	+43.0%	CL A	794093104
FALN	ISHARES TR	16,500	$495	0.3%	$30.11	—	FALN ANGLS USD	46435G474
PDS	PRECISION DRILLING CORP	1,050	$37	0.0%	$39.10	0.0%	COM NEW	74022D407