Verdad Advisers, LP Quant / Systematic

Location: Boston, MA

CIK: 0001812822 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value: $68.77M (100.0% shares, 0.0% debt)

Holdings (25)

IGIB ISHARES TR 28.1%

Value $19.31M Shares 400,000 Est. Cost $48.28 Unrealized —

VGSH VANGUARD SCOTTSDALE FDS 13.7%

Value $9.391M Shares 162,500 Est. Cost $58.86 Unrealized —

MCS MARCUS CORP DEL 5.6%

Value $3.854M Shares 277,500 Est. Cost $13.88 Unrealized +16.0%

PGR PROGRESSIVE CORP 5.1%

Value $3.486M Shares 30,000 Est. Cost $85.78 Unrealized +28.0%

CL COLGATE PALMOLIVE CO 4.9%

Value $3.372M Shares 48,000 Est. Cost $71.42 Unrealized +1.5%

KR KROGER CO 4.9%

Value $3.369M Shares 77,000 Est. Cost $38.48 Unrealized +14.6%

OXY OCCIDENTAL PETE CORP 3.8%

Value $2.612M Shares 42,500 Est. Cost $58.13 Unrealized +4.4%

DXC DXC TECHNOLOGY CO 3.2%

Value $2.203M Shares 90,000 Est. Cost $23.95 Unrealized +14.8%

RYZ RYERSON HLDG CORP 3.2%

Value $2.188M Shares 85,000 Est. Cost $21.20 Unrealized +25.5%

EG EVEREST RE GROUP LTD 2.9%

Value $1.968M Shares 7,500 Est. Cost $255.27 Unrealized 0.0%

— DASEKE INC 2.8%

Value $1.894M Shares 350,000 Est. Cost $8.72 Unrealized —

— ARC DOCUMENT SOLUTIONS INC 2.4%

Value $1.639M Shares 725,000 Est. Cost $1.48 Unrealized —

SALM SALEM MEDIA GROUP INC 2.2%

Value $1.541M Shares 885,452 Est. Cost $2.76 Unrealized -20.8%

CXW CORECIVIC INC 2.1%

Value $1.459M Shares 165,000 Est. Cost $11.60 Unrealized -12.9%

IMKTA INGLES MKTS INC 2.1%

Value $1.426M Shares 18,000 Est. Cost $63.97 Unrealized +37.8%

ASO ACADEMY SPORTS & OUTDOORS IN 1.8%

Value $1.265M Shares 30,000 Est. Cost $40.09 Unrealized +6.3%

ASIX ADVANSIX INC 1.5%

Value $1.043M Shares 32,500 Est. Cost $33.50 Unrealized -0.9%

UVV UNIVERSAL CORP VA 1.5%

Value $1.036M Shares 22,500 Est. Cost $55.05 Unrealized -4.9%

TSCO TRACTOR SUPPLY CO 1.5%

Value $1.022M Shares 5,500 Est. Cost $41.27 Unrealized -11.1%

SHEL SHELL PLC 1.4%

Value $995K Shares 20,000 Est. Cost $52.30 Unrealized —

JBHT HUNT J B TRANS SVCS INC 1.4%

Value $939K Shares 6,000 Est. Cost $191.92 Unrealized -12.0%

STRL STERLING CONSTR INC 1.2%

Value $805K Shares 37,500 Est. Cost $23.38 Unrealized +2.7%

ARKR ARK RESTAURANTS CORP 1.1%

Value $744K Shares 40,000 Est. Cost $18.28 Unrealized 0.0%

SNFCA SECURITY NATL FINL CORP 1.1%

Value $733K Shares 115,452 Est. Cost $7.14 Unrealized -9.3%

GTIM GOOD TIMES RESTAURANTS INC 0.7%

Value $474K Shares 218,597 Est. Cost $4.61 Unrealized -36.5%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IGIB	ISHARES TR	400,000	$19.31M	28.1%	$48.28	—	ISHS 5-10YR INVT	464288638
VGSH	VANGUARD SCOTTSDALE FDS	162,500	$9.391M	13.7%	$58.86	—	SHORT TERM TREAS	92206C102
MCS	MARCUS CORP DEL	277,500	$3.854M	5.6%	$13.88	+16.0%	COM	566330106
PGR	PROGRESSIVE CORP	30,000	$3.486M	5.1%	$85.78	+28.0%	COM	743315103
CL	COLGATE PALMOLIVE CO	48,000	$3.372M	4.9%	$71.42	+1.5%	COM	194162103
KR	KROGER CO	77,000	$3.369M	4.9%	$38.48	+14.6%	COM	501044101
OXY	OCCIDENTAL PETE CORP	42,500	$2.612M	3.8%	$58.13	+4.4%	COM	674599105
DXC	DXC TECHNOLOGY CO	90,000	$2.203M	3.2%	$23.95	+14.8%	COM	23355L106
RYZ	RYERSON HLDG CORP	85,000	$2.188M	3.2%	$21.20	+25.5%	COM	783754104
EG	EVEREST RE GROUP LTD	7,500	$1.968M	2.9%	$255.27	0.0%	COM	G3223R108
—	DASEKE INC	350,000	$1.894M	2.8%	$8.72	—	COM	23753F107
—	ARC DOCUMENT SOLUTIONS INC	725,000	$1.639M	2.4%	$1.48	—	COM	00191G103
SALM	SALEM MEDIA GROUP INC	885,452	$1.541M	2.2%	$2.76	-20.8%	CL A	794093104
CXW	CORECIVIC INC	165,000	$1.459M	2.1%	$11.60	-12.9%	COM	21871N101
IMKTA	INGLES MKTS INC	18,000	$1.426M	2.1%	$63.97	+37.8%	CL A	457030104
ASO	ACADEMY SPORTS & OUTDOORS IN	30,000	$1.265M	1.8%	$40.09	+6.3%	COM	00402L107
ASIX	ADVANSIX INC	32,500	$1.043M	1.5%	$33.50	-0.9%	COM	00773T101
UVV	UNIVERSAL CORP VA	22,500	$1.036M	1.5%	$55.05	-4.9%	COM	913456109
TSCO	TRACTOR SUPPLY CO	5,500	$1.022M	1.5%	$41.27	-11.1%	COM	892356106
SHEL	SHELL PLC	20,000	$995K	1.4%	$52.30	—	SPON ADS	780259305
JBHT	HUNT J B TRANS SVCS INC	6,000	$939K	1.4%	$191.92	-12.0%	COM	445658107
STRL	STERLING CONSTR INC	37,500	$805K	1.2%	$23.38	+2.7%	COM	859241101
ARKR	ARK RESTAURANTS CORP	40,000	$744K	1.1%	$18.28	0.0%	COM	040712101
SNFCA	SECURITY NATL FINL CORP	115,452	$733K	1.1%	$7.14	-9.3%	CL A NEW	814785309
GTIM	GOOD TIMES RESTAURANTS INC	218,597	$474K	0.7%	$4.61	-36.5%	COM NEW	382140879