Verdad Advisers, LP Quant / Systematic

CIK: 0001812822 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $106,082 (100.0% shares, 0.0% debt)

Holdings (28)

IEF ISHARES TR 20.3%

Value ($000) $21,483 Shares 210,000 Est. Cost $102.30 Unrealized —

IEI ISHARES TR 20.2%

Value ($000) $21,481 Shares 180,000 Est. Cost $119.34 Unrealized —

VGSH VANGUARD SCOTTSDALE FDS 14.4%

Value ($000) $15,304 Shares 260,000 Est. Cost $58.86 Unrealized —

MCS MARCUS CORP DEL 3.9%

Value ($000) $4,099 Shares 277,500 Est. Cost $13.88 Unrealized +10.8%

CL COLGATE PALMOLIVE CO 3.6%

Value ($000) $3,847 Shares 48,000 Est. Cost $71.42 Unrealized +0.6%

KR KROGER CO 3.4%

Value ($000) $3,644 Shares 77,000 Est. Cost $38.48 Unrealized +27.9%

PGR PROGRESSIVE CORP 3.3%

Value ($000) $3,488 Shares 30,000 Est. Cost $85.78 Unrealized +20.5%

DXC DXC TECHNOLOGY CO 2.6%

Value ($000) $2,728 Shares 90,000 Est. Cost $23.95 Unrealized +29.5%

OXY OCCIDENTAL PETE CORP 2.5%

Value ($000) $2,650 Shares 45,000 Est. Cost $58.13 Unrealized 0.0%

— DASEKE INC 2.2%

Value ($000) $2,364 Shares 370,000 Est. Cost $8.72 Unrealized —

ASO ACADEMY SPORTS & OUTDOORS IN 1.8%

Value ($000) $1,955 Shares 55,000 Est. Cost $40.09 Unrealized -11.4%

— ARC DOCUMENT SOLUTIONS INC 1.8%

Value ($000) $1,907 Shares 725,000 Est. Cost $1.48 Unrealized —

— ALJ REGL HLDGS INC 1.7%

Value ($000) $1,840 Shares 953,294 Est. Cost $1.64 Unrealized —

RYZ RYERSON HLDG CORP 1.6%

Value ($000) $1,703 Shares 80,000 Est. Cost $20.87 Unrealized +50.2%

SALM SALEM MEDIA GROUP INC 1.6%

Value ($000) $1,696 Shares 800,000 Est. Cost $2.82 Unrealized +0.3%

SHEL SHELL PLC 1.5%

Value ($000) $1,569 Shares 30,000 Est. Cost $52.30 Unrealized —

IMKTA INGLES MKTS INC 1.5%

Value ($000) $1,562 Shares 18,000 Est. Cost $63.97 Unrealized +37.6%

TSM TAIWAN SEMICONDUCTOR MFG LTD 1.5%

Value ($000) $1,553 Shares 19,000 Est. Cost $112.94 Unrealized —

CXW CORECIVIC INC 1.3%

Value ($000) $1,389 Shares 125,000 Est. Cost $12.08 Unrealized 0.0%

UVV UNIVERSAL CORP VA 1.3%

Value ($000) $1,361 Shares 22,500 Est. Cost $55.05 Unrealized +8.3%

TSCO TRACTOR SUPPLY CO 1.2%

Value ($000) $1,308 Shares 6,750 Est. Cost $41.27 Unrealized -7.6%

SNFCA SECURITY NATL FINL CORP 1.2%

Value ($000) $1,244 Shares 147,000 Est. Cost $7.14 Unrealized +6.8%

JBHT HUNT J B TRANS SVCS INC 1.1%

Value ($000) $1,181 Shares 7,500 Est. Cost $191.92 Unrealized -14.9%

ASIX ADVANSIX INC 1.0%

Value ($000) $1,087 Shares 32,500 Est. Cost $33.50 Unrealized +22.6%

MSFT MICROSOFT CORP 1.0%

Value ($000) $1,027 Shares 4,000 Est. Cost $293.64 Unrealized -10.3%

STRL STERLING INFRASTRUCTURE INC 0.8%

Value ($000) $877 Shares 40,000 Est. Cost $23.38 Unrealized +2.8%

GTIM GOOD TIMES RESTAURANTS INC 0.8%

Value ($000) $873 Shares 290,000 Est. Cost $4.61 Unrealized -33.4%

— TRAVELCENTERS OF AMERICA INC 0.8%

Value ($000) $862 Shares 25,000 Est. Cost $49.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEF	ISHARES TR	210,000	$21,483	20.3%	$102.30	—	7-10 YR TRSY BD	464287440
IEI	ISHARES TR	180,000	$21,481	20.2%	$119.34	—	3 7 YR TREAS BD	464288661
VGSH	VANGUARD SCOTTSDALE FDS	260,000	$15,304	14.4%	$58.86	—	SHORT TERM TREAS	92206C102
MCS	MARCUS CORP DEL	277,500	$4,099	3.9%	$13.88	+10.8%	COM	566330106
CL	COLGATE PALMOLIVE CO	48,000	$3,847	3.6%	$71.42	+0.6%	COM	194162103
KR	KROGER CO	77,000	$3,644	3.4%	$38.48	+27.9%	COM	501044101
PGR	PROGRESSIVE CORP	30,000	$3,488	3.3%	$85.78	+20.5%	COM	743315103
DXC	DXC TECHNOLOGY CO	90,000	$2,728	2.6%	$23.95	+29.5%	COM	23355L106
OXY	OCCIDENTAL PETE CORP	45,000	$2,650	2.5%	$58.13	0.0%	COM	674599105
—	DASEKE INC	370,000	$2,364	2.2%	$8.72	—	COM	23753F107
ASO	ACADEMY SPORTS & OUTDOORS IN	55,000	$1,955	1.8%	$40.09	-11.4%	COM	00402L107
—	ARC DOCUMENT SOLUTIONS INC	725,000	$1,907	1.8%	$1.48	—	COM	00191G103
—	ALJ REGL HLDGS INC	953,294	$1,840	1.7%	$1.64	—	COM	001627108
RYZ	RYERSON HLDG CORP	80,000	$1,703	1.6%	$20.87	+50.2%	COM	783754104
SALM	SALEM MEDIA GROUP INC	800,000	$1,696	1.6%	$2.82	+0.3%	CL A	794093104
SHEL	SHELL PLC	30,000	$1,569	1.5%	$52.30	—	SPON ADS	780259305
IMKTA	INGLES MKTS INC	18,000	$1,562	1.5%	$63.97	+37.6%	CL A	457030104
TSM	TAIWAN SEMICONDUCTOR MFG LTD	19,000	$1,553	1.5%	$112.94	—	SPONSORED ADS	874039100
CXW	CORECIVIC INC	125,000	$1,389	1.3%	$12.08	0.0%	COM	21871N101
UVV	UNIVERSAL CORP VA	22,500	$1,361	1.3%	$55.05	+8.3%	COM	913456109
TSCO	TRACTOR SUPPLY CO	6,750	$1,308	1.2%	$41.27	-7.6%	COM	892356106
SNFCA	SECURITY NATL FINL CORP	147,000	$1,244	1.2%	$7.14	+6.8%	CL A NEW	814785309
JBHT	HUNT J B TRANS SVCS INC	7,500	$1,181	1.1%	$191.92	-14.9%	COM	445658107
ASIX	ADVANSIX INC	32,500	$1,087	1.0%	$33.50	+22.6%	COM	00773T101
MSFT	MICROSOFT CORP	4,000	$1,027	1.0%	$293.64	-10.3%	COM	594918104
STRL	STERLING INFRASTRUCTURE INC	40,000	$877	0.8%	$23.38	+2.8%	COM	859241101
GTIM	GOOD TIMES RESTAURANTS INC	290,000	$873	0.8%	$4.61	-33.4%	COM NEW	382140879
—	TRAVELCENTERS OF AMERICA INC	25,000	$862	0.8%	$49.38	—	COM NEW	89421B109