Verdad Advisers, LP Quant / Systematic

CIK: 0001812822 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 13, 2023

Total Value ($000): $99,212 (100.0% shares, 0.0% debt)

Holdings (29)

SPY SPDR S&P 500 ETF TR 27.9%

Value ($000) $27,726 Shares 72,500 Est. Cost $382.43 Unrealized —

IEF ISHARES TR 27.5%

Value ($000) $27,297 Shares 285,000 Est. Cost $95.78 Unrealized —

PGR PROGRESSIVE CORP 3.9%

Value ($000) $3,891 Shares 30,000 Est. Cost $85.78 Unrealized +34.9%

KR KROGER CO 3.6%

Value ($000) $3,566 Shares 80,000 Est. Cost $38.64 Unrealized +10.9%

CL COLGATE PALMOLIVE CO 3.0%

Value ($000) $2,955 Shares 37,500 Est. Cost $71.42 Unrealized -2.4%

RYZ RYERSON HLDG CORP 2.6%

Value ($000) $2,572 Shares 85,000 Est. Cost $21.20 Unrealized +39.9%

MCS MARCUS CORP DEL 2.6%

Value ($000) $2,572 Shares 178,724 Est. Cost $13.88 Unrealized +9.1%

EG EVEREST RE GROUP LTD 2.5%

Value ($000) $2,485 Shares 7,500 Est. Cost $255.27 Unrealized +15.8%

DXC DXC TECHNOLOGY CO 2.3%

Value ($000) $2,253 Shares 85,000 Est. Cost $23.95 Unrealized +16.1%

— ARC DOCUMENT SOLUTIONS INC 2.1%

Value ($000) $2,124 Shares 725,000 Est. Cost $1.48 Unrealized —

CXW CORECIVIC INC 1.9%

Value ($000) $1,907 Shares 165,000 Est. Cost $11.60 Unrealized -4.3%

IMKTA INGLES MKTS INC 1.8%

Value ($000) $1,833 Shares 19,000 Est. Cost $65.40 Unrealized +39.4%

— DASEKE INC 1.7%

Value ($000) $1,707 Shares 300,000 Est. Cost $8.72 Unrealized —

ASO ACADEMY SPORTS & OUTDOORS IN 1.6%

Value ($000) $1,576 Shares 30,000 Est. Cost $40.09 Unrealized +16.0%

TSCO TRACTOR SUPPLY CO 1.2%

Value ($000) $1,237 Shares 5,500 Est. Cost $41.27 Unrealized -2.6%

ASTL ALGOMA STL GROUP INC 1.2%

Value ($000) $1,173 Shares 185,000 Est. Cost $6.08 Unrealized 0.0%

BAK BRASKEM S A 1.2%

Value ($000) $1,145 Shares 124,409 Est. Cost $9.20 Unrealized —

OSCR OSCAR HEALTH INC 1.1%

Value ($000) $1,102 Shares 448,156 Est. Cost $3.13 Unrealized 0.0%

IMOS CHIPMOS TECHNOLOGIES INC 1.1%

Value ($000) $1,072 Shares 50,000 Est. Cost $21.43 Unrealized —

SBSW SIBANYE STILLWATER LTD 1.1%

Value ($000) $1,066 Shares 100,000 Est. Cost $10.66 Unrealized —

SID COMPANHIA SIDERURGICA NACION 1.0%

Value ($000) $1,035 Shares 375,000 Est. Cost $2.76 Unrealized —

GPRO GOPRO INC 1.0%

Value ($000) $996 Shares 200,000 Est. Cost $5.25 Unrealized 0.0%

JBHT HUNT J B TRANS SVCS INC 1.0%

Value ($000) $959 Shares 5,500 Est. Cost $191.92 Unrealized -11.8%

ASIX ADVANSIX INC 1.0%

Value ($000) $951 Shares 25,000 Est. Cost $33.50 Unrealized +3.7%

OXY OCCIDENTAL PETE CORP 1.0%

Value ($000) $945 Shares 15,000 Est. Cost $58.13 Unrealized +11.3%

UVV UNIVERSAL CORP VA 0.9%

Value ($000) $924 Shares 17,500 Est. Cost $55.05 Unrealized -5.5%

SALM SALEM MEDIA GROUP INC 0.9%

Value ($000) $913 Shares 869,699 Est. Cost $2.76 Unrealized -46.6%

ARKR ARK RESTAURANTS CORP 0.7%

Value ($000) $647 Shares 39,042 Est. Cost $18.28 Unrealized -2.8%

SNFCA SECURITY NATL FINL CORP 0.6%

Value ($000) $584 Shares 80,000 Est. Cost $7.14 Unrealized -21.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	72,500	$27,726	27.9%	$382.43	—	TR UNIT	78462F103
IEF	ISHARES TR	285,000	$27,297	27.5%	$95.78	—	BARCLAYS 7 10 YR	464287440
PGR	PROGRESSIVE CORP	30,000	$3,891	3.9%	$85.78	+34.9%	COM	743315103
KR	KROGER CO	80,000	$3,566	3.6%	$38.64	+10.9%	COM	501044101
CL	COLGATE PALMOLIVE CO	37,500	$2,955	3.0%	$71.42	-2.4%	COM	194162103
RYZ	RYERSON HLDG CORP	85,000	$2,572	2.6%	$21.20	+39.9%	COM	783754104
MCS	MARCUS CORP DEL	178,724	$2,572	2.6%	$13.88	+9.1%	COM	566330106
EG	EVEREST RE GROUP LTD	7,500	$2,485	2.5%	$255.27	+15.8%	COM	G3223R108
DXC	DXC TECHNOLOGY CO	85,000	$2,253	2.3%	$23.95	+16.1%	COM	23355L106
—	ARC DOCUMENT SOLUTIONS INC	725,000	$2,124	2.1%	$1.48	—	COM	00191G103
CXW	CORECIVIC INC	165,000	$1,907	1.9%	$11.60	-4.3%	COM	21871N101
IMKTA	INGLES MKTS INC	19,000	$1,833	1.8%	$65.40	+39.4%	CL A	457030104
—	DASEKE INC	300,000	$1,707	1.7%	$8.72	—	COM	23753F107
ASO	ACADEMY SPORTS & OUTDOORS IN	30,000	$1,576	1.6%	$40.09	+16.0%	COM	00402L107
TSCO	TRACTOR SUPPLY CO	5,500	$1,237	1.2%	$41.27	-2.6%	COM	892356106
ASTL	ALGOMA STL GROUP INC	185,000	$1,173	1.2%	$6.08	0.0%	COM	015658107
BAK	BRASKEM S A	124,409	$1,145	1.2%	$9.20	—	SP ADR PFD A	105532105
OSCR	OSCAR HEALTH INC	448,156	$1,102	1.1%	$3.13	0.0%	CL A	687793109
IMOS	CHIPMOS TECHNOLOGIES INC	50,000	$1,072	1.1%	$21.43	—	SPONSORD ADS NEW	16965P202
SBSW	SIBANYE STILLWATER LTD	100,000	$1,066	1.1%	$10.66	—	SPONSORED ADR	82575P107
SID	COMPANHIA SIDERURGICA NACION	375,000	$1,035	1.0%	$2.76	—	SPONSORED ADR	20440W105
GPRO	GOPRO INC	200,000	$996	1.0%	$5.25	0.0%	CL A	38268T103
JBHT	HUNT J B TRANS SVCS INC	5,500	$959	1.0%	$191.92	-11.8%	COM	445658107
ASIX	ADVANSIX INC	25,000	$951	1.0%	$33.50	+3.7%	COM	00773T101
OXY	OCCIDENTAL PETE CORP	15,000	$945	1.0%	$58.13	+11.3%	COM	674599105
UVV	UNIVERSAL CORP VA	17,500	$924	0.9%	$55.05	-5.5%	COM	913456109
SALM	SALEM MEDIA GROUP INC	869,699	$913	0.9%	$2.76	-46.6%	CL A	794093104
ARKR	ARK RESTAURANTS CORP	39,042	$647	0.7%	$18.28	-2.8%	COM	040712101
SNFCA	SECURITY NATL FINL CORP	80,000	$584	0.6%	$7.14	-21.4%	CL A NEW	814785309