Verdad Advisers, LP Quant / Systematic

CIK: 0001812822 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 9, 2023

Total Value ($000): $63,843 (100.0% shares, 0.0% debt)

Holdings (46)

VOO VANGUARD INDEX FDS 10.7%

Value ($000) $6,801 Shares 16,698 Est. Cost $407.28 Unrealized —

VEA VANGUARD TAX-MANAGED FDS 5.9%

Value ($000) $3,741 Shares 81,000 Est. Cost $46.18 Unrealized —

RYZ RYERSON HLDG CORP 5.1%

Value ($000) $3,254 Shares 75,000 Est. Cost $21.20 Unrealized +75.1%

DXJ WISDOMTREE TR 4.9%

Value ($000) $3,122 Shares 37,500 Est. Cost $83.25 Unrealized —

— ARC DOCUMENT SOLUTIONS INC 3.7%

Value ($000) $2,349 Shares 724,899 Est. Cost $1.48 Unrealized —

— DASEKE INC 3.1%

Value ($000) $1,983 Shares 278,130 Est. Cost $8.72 Unrealized —

DIHP DIMENSIONAL ETF TRUST 3.1%

Value ($000) $1,971 Shares 80,500 Est. Cost $24.48 Unrealized —

MSFT MICROSOFT CORP 3.1%

Value ($000) $1,960 Shares 5,755 Est. Cost $257.03 Unrealized +19.5%

HCA HCA HEALTHCARE INC 3.0%

Value ($000) $1,918 Shares 6,320 Est. Cost $248.02 Unrealized +9.7%

TSM TAIWAN SEMICONDUCTOR MFG LTD 2.8%

Value ($000) $1,786 Shares 17,700 Est. Cost $96.01 Unrealized —

KR KROGER CO 2.7%

Value ($000) $1,706 Shares 36,300 Est. Cost $38.64 Unrealized +16.5%

MCS MARCUS CORP DEL 2.7%

Value ($000) $1,705 Shares 115,000 Est. Cost $13.88 Unrealized +16.6%

ASO ACADEMY SPORTS & OUTDOORS IN 2.5%

Value ($000) $1,622 Shares 30,000 Est. Cost $40.09 Unrealized +40.1%

— CAMBRIDGE BANCORP 2.4%

Value ($000) $1,555 Shares 28,626 Est. Cost $54.31 Unrealized —

EG EVEREST RE GROUP LTD 2.4%

Value ($000) $1,523 Shares 4,455 Est. Cost $255.27 Unrealized +35.5%

JPM JPMORGAN CHASE & CO 2.1%

Value ($000) $1,348 Shares 9,267 Est. Cost $128.16 Unrealized +1.2%

BLDR BUILDERS FIRSTSOURCE INC 1.9%

Value ($000) $1,238 Shares 9,100 Est. Cost $111.21 Unrealized 0.0%

CXW CORECIVIC INC 1.9%

Value ($000) $1,209 Shares 128,494 Est. Cost $11.60 Unrealized -21.7%

DXC DXC TECHNOLOGY CO 1.9%

Value ($000) $1,202 Shares 45,000 Est. Cost $23.95 Unrealized +3.9%

IMOS CHIPMOS TECHNOLOGIES INC 1.9%

Value ($000) $1,185 Shares 50,000 Est. Cost $22.04 Unrealized —

— SOUTHWESTERN ENERGY CO 1.8%

Value ($000) $1,142 Shares 190,000 Est. Cost $5.00 Unrealized —

PGR PROGRESSIVE CORP 1.8%

Value ($000) $1,128 Shares 8,525 Est. Cost $90.20 Unrealized +35.9%

QCOM QUALCOMM INC 1.6%

Value ($000) $1,036 Shares 8,700 Est. Cost $116.41 Unrealized -6.9%

GEF GREIF INC 1.6%

Value ($000) $1,033 Shares 15,000 Est. Cost $60.74 Unrealized -3.4%

OXY OCCIDENTAL PETE CORP 1.6%

Value ($000) $1,029 Shares 17,500 Est. Cost $58.39 Unrealized -1.9%

RGP RESOURCES CONNECTION INC 1.6%

Value ($000) $1,021 Shares 65,000 Est. Cost $17.32 Unrealized -10.2%

BSM BLACK STONE MINERALS L P 1.6%

Value ($000) $1,020 Shares 63,942 Est. Cost $15.95 Unrealized —

EQNR EQUINOR ASA 1.6%

Value ($000) $993 Shares 34,000 Est. Cost $28.43 Unrealized —

SPOT SPOTIFY TECHNOLOGY S A 1.5%

Value ($000) $939 Shares 5,850 Est. Cost $144.91 Unrealized 0.0%

ULH UNIVERSAL LOGISTICS HLDGS IN 1.5%

Value ($000) $926 Shares 32,155 Est. Cost $32.45 Unrealized -14.7%

BHP BHP GROUP LTD 1.4%

Value ($000) $925 Shares 15,500 Est. Cost $63.41 Unrealized —

IMKTA INGLES MKTS INC 1.4%

Value ($000) $909 Shares 11,000 Est. Cost $67.08 Unrealized +25.0%

JAKK JAKKS PAC INC 1.4%

Value ($000) $871 Shares 43,599 Est. Cost $20.60 Unrealized 0.0%

SALM SALEM MEDIA GROUP INC 1.3%

Value ($000) $833 Shares 869,699 Est. Cost $2.76 Unrealized -63.9%

IMMR IMMERSION CORP 1.3%

Value ($000) $828 Shares 117,000 Est. Cost $7.40 Unrealized 0.0%

PAGS PAGSEGURO DIGITAL LTD 1.3%

Value ($000) $812 Shares 86,000 Est. Cost $10.14 Unrealized 0.0%

SBSW SIBANYE STILLWATER LTD 1.1%

Value ($000) $718 Shares 115,000 Est. Cost $10.35 Unrealized —

EVC ENTRAVISION COMMUNICATIONS C 1.1%

Value ($000) $695 Shares 158,400 Est. Cost $4.92 Unrealized -17.1%

KEY KEYCORP 1.1%

Value ($000) $693 Shares 75,000 Est. Cost $9.00 Unrealized 0.0%

AMZN AMAZON COM INC 0.9%

Value ($000) $600 Shares 4,600 Est. Cost $114.20 Unrealized 0.0%

MG MISTRAS GROUP INC 0.9%

Value ($000) $579 Shares 75,000 Est. Cost $7.44 Unrealized 0.0%

TSCO TRACTOR SUPPLY CO 0.9%

Value ($000) $554 Shares 2,507 Est. Cost $41.58 Unrealized +5.2%

ASML ASML HOLDING N V 0.7%

Value ($000) $471 Shares 650 Est. Cost $724.75 Unrealized —

— PATTERSON COS INC 0.7%

Value ($000) $441 Shares 13,250 Est. Cost $33.26 Unrealized —

OGN ORGANON & CO 0.6%

Value ($000) $375 Shares 18,000 Est. Cost $19.10 Unrealized 0.0%

LZ LEGALZOOM COM INC 0.2%

Value ($000) $97 Shares 8,008 Est. Cost $10.58 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VOO	VANGUARD INDEX FDS	16,698	$6,801	10.7%	$407.28	—	S&P 500 ETF SHS	922908363
VEA	VANGUARD TAX-MANAGED FDS	81,000	$3,741	5.9%	$46.18	—	VAN FTSE DEV MKT	921943858
RYZ	RYERSON HLDG CORP	75,000	$3,254	5.1%	$21.20	+75.1%	COM	783754104
DXJ	WISDOMTREE TR	37,500	$3,122	4.9%	$83.25	—	JAPN HEDGE EQT	97717W851
—	ARC DOCUMENT SOLUTIONS INC	724,899	$2,349	3.7%	$1.48	—	COM	00191G103
—	DASEKE INC	278,130	$1,983	3.1%	$8.72	—	COM	23753F107
DIHP	DIMENSIONAL ETF TRUST	80,500	$1,971	3.1%	$24.48	—	INTL HIGH PROFIT	25434V765
MSFT	MICROSOFT CORP	5,755	$1,960	3.1%	$257.03	+19.5%	COM	594918104
HCA	HCA HEALTHCARE INC	6,320	$1,918	3.0%	$248.02	+9.7%	COM	40412C101
TSM	TAIWAN SEMICONDUCTOR MFG LTD	17,700	$1,786	2.8%	$96.01	—	SPONSORED ADS	874039100
KR	KROGER CO	36,300	$1,706	2.7%	$38.64	+16.5%	COM	501044101
MCS	MARCUS CORP DEL	115,000	$1,705	2.7%	$13.88	+16.6%	COM	566330106
ASO	ACADEMY SPORTS & OUTDOORS IN	30,000	$1,622	2.5%	$40.09	+40.1%	COM	00402L107
—	CAMBRIDGE BANCORP	28,626	$1,555	2.4%	$54.31	—	COM	132152109
EG	EVEREST RE GROUP LTD	4,455	$1,523	2.4%	$255.27	+35.5%	COM	G3223R108
JPM	JPMORGAN CHASE & CO	9,267	$1,348	2.1%	$128.16	+1.2%	COM	46625H100
BLDR	BUILDERS FIRSTSOURCE INC	9,100	$1,238	1.9%	$111.21	0.0%	COM	12008R107
CXW	CORECIVIC INC	128,494	$1,209	1.9%	$11.60	-21.7%	COM	21871N101
DXC	DXC TECHNOLOGY CO	45,000	$1,202	1.9%	$23.95	+3.9%	COM	23355L106
IMOS	CHIPMOS TECHNOLOGIES INC	50,000	$1,185	1.9%	$22.04	—	SPONSORD ADS NEW	16965P202
—	SOUTHWESTERN ENERGY CO	190,000	$1,142	1.8%	$5.00	—	COM	845467109
PGR	PROGRESSIVE CORP	8,525	$1,128	1.8%	$90.20	+35.9%	COM	743315103
QCOM	QUALCOMM INC	8,700	$1,036	1.6%	$116.41	-6.9%	COM	747525103
GEF	GREIF INC	15,000	$1,033	1.6%	$60.74	-3.4%	CL A	397624107
OXY	OCCIDENTAL PETE CORP	17,500	$1,029	1.6%	$58.39	-1.9%	COM	674599105
RGP	RESOURCES CONNECTION INC	65,000	$1,021	1.6%	$17.32	-10.2%	COM	76122Q105
BSM	BLACK STONE MINERALS L P	63,942	$1,020	1.6%	$15.95	—	COM UNIT	09225M101
EQNR	EQUINOR ASA	34,000	$993	1.6%	$28.43	—	SPONSORED ADR	29446M102
SPOT	SPOTIFY TECHNOLOGY S A	5,850	$939	1.5%	$144.91	0.0%	SHS	L8681T102
ULH	UNIVERSAL LOGISTICS HLDGS IN	32,155	$926	1.5%	$32.45	-14.7%	COM	91388P105
BHP	BHP GROUP LTD	15,500	$925	1.4%	$63.41	—	SPONSORED ADS	088606108
IMKTA	INGLES MKTS INC	11,000	$909	1.4%	$67.08	+25.0%	CL A	457030104
JAKK	JAKKS PAC INC	43,599	$871	1.4%	$20.60	0.0%	COM NEW	47012E403
SALM	SALEM MEDIA GROUP INC	869,699	$833	1.3%	$2.76	-63.9%	CL A	794093104
IMMR	IMMERSION CORP	117,000	$828	1.3%	$7.40	0.0%	COM	452521107
PAGS	PAGSEGURO DIGITAL LTD	86,000	$812	1.3%	$10.14	0.0%	COM CL A	G68707101
SBSW	SIBANYE STILLWATER LTD	115,000	$718	1.1%	$10.35	—	SPONSORED ADR	82575P107
EVC	ENTRAVISION COMMUNICATIONS C	158,400	$695	1.1%	$4.92	-17.1%	CL A	29382R107
KEY	KEYCORP	75,000	$693	1.1%	$9.00	0.0%	COM	493267108
AMZN	AMAZON COM INC	4,600	$600	0.9%	$114.20	0.0%	COM	023135106
MG	MISTRAS GROUP INC	75,000	$579	0.9%	$7.44	0.0%	COM	60649T107
TSCO	TRACTOR SUPPLY CO	2,507	$554	0.9%	$41.58	+5.2%	COM	892356106
ASML	ASML HOLDING N V	650	$471	0.7%	$724.75	—	N Y REGISTRY SHS	N07059210
—	PATTERSON COS INC	13,250	$441	0.7%	$33.26	—	COM	703395103
OGN	ORGANON & CO	18,000	$375	0.6%	$19.10	0.0%	COMMON STOCK	68622V106
LZ	LEGALZOOM COM INC	8,008	$97	0.2%	$10.58	0.0%	COM	52466B103