Appian Way Asset Management LP Quant / Systematic

CIK: 0001795816 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 14, 2020

Total Value ($000): $136,470 (100.0% shares, 0.0% debt)

Holdings (42)

— LINDE PLC 7.7%

Value ($000) $10,520 Shares 60,810 Est. Cost $173.00 Unrealized —

PWR QUANTA SVCS INC 7.1%

Value ($000) $9,694 Shares 305,527 Est. Cost $39.51 Unrealized -7.2%

SPY SPDR S&P 500 ETF TR 5.7%

Value ($000) $7,717 Shares 29,941 Est. Cost $287.09 Unrealized —

ASH ASHLAND GLOBAL HLDGS INC 5.5%

Value ($000) $7,539 Shares 150,570 Est. Cost $62.02 Unrealized 0.0%

FTV FORTIVE CORP 5.4%

Value ($000) $7,332 Shares 132,854 Est. Cost $42.63 Unrealized 0.0%

Value ($000) $6,818 Shares 228,402 Est. Cost $41.14 Unrealized 0.0%

ADI ANALOG DEVICES INC 4.8%

Value ($000) $6,591 Shares 73,514 Est. Cost $98.34 Unrealized 0.0%

SHW SHERWIN WILLIAMS CO 4.4%

Value ($000) $6,031 Shares 13,124 Est. Cost $171.20 Unrealized 0.0%

CE CELANESE CORP DEL 4.3%

Value ($000) $5,896 Shares 80,341 Est. Cost $88.59 Unrealized 0.0%

PH PARKER HANNIFIN CORP 3.3%

Value ($000) $4,555 Shares 35,114 Est. Cost $172.00 Unrealized -3.1%

AMZN AMAZON COM INC 2.9%

Value ($000) $3,974 Shares 2,038 Est. Cost $96.79 Unrealized 0.0%

— POLYONE CORP 2.9%

Value ($000) $3,894 Shares 205,278 Est. Cost $18.97 Unrealized —

CF CF INDS HLDGS INC 2.8%

Value ($000) $3,842 Shares 141,240 Est. Cost $32.16 Unrealized 0.0%

MAS MASCO CORP 2.6%

Value ($000) $3,538 Shares 102,355 Est. Cost $39.55 Unrealized 0.0%

NXPI NXP SEMICONDUCTORS N V 2.5%

Value ($000) $3,415 Shares 41,176 Est. Cost $104.72 Unrealized +1.3%

SON SONOCO PRODS CO 2.5%

Value ($000) $3,370 Shares 72,697 Est. Cost $43.10 Unrealized 0.0%

— BERRY GLOBAL GROUP INC 2.4%

Value ($000) $3,288 Shares 97,545 Est. Cost $47.49 Unrealized —

LYB LYONDELLBASELL INDUSTRIES N 2.3%

Value ($000) $3,107 Shares 62,611 Est. Cost $61.14 Unrealized -18.8%

PKG PACKAGING CORP AMER 2.2%

Value ($000) $3,056 Shares 35,200 Est. Cost $81.01 Unrealized 0.0%

TROX TRONOX HOLDINGS PLC 1.9%

Value ($000) $2,570 Shares 516,139 Est. Cost $9.99 Unrealized -17.1%

OLN OLIN CORP 1.9%

Value ($000) $2,532 Shares 216,968 Est. Cost $13.02 Unrealized 0.0%

MCHP MICROCHIP TECHNOLOGY INC 1.8%

Value ($000) $2,449 Shares 36,117 Est. Cost $42.98 Unrealized -2.3%

MLM MARTIN MARIETTA MATLS INC 1.7%

Value ($000) $2,271 Shares 12,000 Est. Cost $229.61 Unrealized 0.0%

VMC VULCAN MATLS CO 1.5%

Value ($000) $2,047 Shares 18,943 Est. Cost $121.47 Unrealized 0.0%

— HD SUPPLY HLDGS INC 1.5%

Value ($000) $2,024 Shares 71,200 Est. Cost $28.43 Unrealized —

— FRONTLINE LTD 1.4%

Value ($000) $1,868 Shares 194,388 Est. Cost $9.61 Unrealized —

BA BOEING CO 1.3%

Value ($000) $1,805 Shares 12,100 Est. Cost $272.82 Unrealized 0.0%

LEN LENNAR CORP 1.1%

Value ($000) $1,560 Shares 40,836 Est. Cost $52.24 Unrealized 0.0%

DHI D R HORTON INC 1.1%

Value ($000) $1,515 Shares 44,550 Est. Cost $48.93 Unrealized 0.0%

INTC INTEL CORP 1.0%

Value ($000) $1,335 Shares 24,662 Est. Cost $52.33 Unrealized 0.0%

STNG SCORPIO TANKERS INC 0.9%

Value ($000) $1,168 Shares 61,076 Est. Cost $19.12 Unrealized —

NVT NVENT ELECTRIC PLC 0.8%

Value ($000) $1,044 Shares 61,900 Est. Cost $20.80 Unrealized 0.0%

SQM SOCIEDAD QUIMICA MINERA DE C 0.8%

Value ($000) $1,040 Shares 46,100 Est. Cost $22.56 Unrealized —

ASML ASML HOLDING N V 0.7%

Value ($000) $1,020 Shares 3,900 Est. Cost $261.54 Unrealized —

— WPX ENERGY INC 0.7%

Value ($000) $1,019 Shares 334,250 Est. Cost $3.05 Unrealized —

WLK WESTLAKE CHEM CORP 0.7%

Value ($000) $1,002 Shares 26,246 Est. Cost $51.06 Unrealized 0.0%

— UNIVAR SOLUTIONS INC 0.7%

Value ($000) $947 Shares 88,322 Est. Cost $10.72 Unrealized —

— VIRGIN GALACTIC HOLDINGS INC 0.6%

Value ($000) $814 Shares 55,075 Est. Cost $14.78 Unrealized —

— MACQUARIE INFRASTRUCTURE COR 0.6%

Value ($000) $806 Shares 31,904 Est. Cost $25.26 Unrealized —

ETN EATON CORP PLC 0.5%

Value ($000) $713 Shares 9,180 Est. Cost $82.63 Unrealized 0.0%

LOW LOWES COS INC 0.5%

Value ($000) $660 Shares 7,665 Est. Cost $98.27 Unrealized 0.0%

— PARSLEY ENERGY INC 0.1%

Value ($000) $84 Shares 14,602 Est. Cost $5.75 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LINDE PLC	60,810	$10,520	7.7%	$173.00	—	SHS	G5494J103
PWR	QUANTA SVCS INC	305,527	$9,694	7.1%	$39.51	-7.2%	COM	74762E102
SPY	SPDR S&P 500 ETF TR	29,941	$7,717	5.7%	$287.09	—	TR UNIT	78462F103
ASH	ASHLAND GLOBAL HLDGS INC	150,570	$7,539	5.5%	$62.02	0.0%	COM	044186104
FTV	FORTIVE CORP	132,854	$7,332	5.4%	$42.63	0.0%	COM	34959J108
ACM	AECOM	228,402	$6,818	5.0%	$41.14	0.0%	COM	00766T100
ADI	ANALOG DEVICES INC	73,514	$6,591	4.8%	$98.34	0.0%	COM	032654105
SHW	SHERWIN WILLIAMS CO	13,124	$6,031	4.4%	$171.20	0.0%	COM	824348106
CE	CELANESE CORP DEL	80,341	$5,896	4.3%	$88.59	0.0%	COM	150870103
PH	PARKER HANNIFIN CORP	35,114	$4,555	3.3%	$172.00	-3.1%	COM	701094104
AMZN	AMAZON COM INC	2,038	$3,974	2.9%	$96.79	0.0%	COM	023135106
—	POLYONE CORP	205,278	$3,894	2.9%	$18.97	—	COM	73179P106
CF	CF INDS HLDGS INC	141,240	$3,842	2.8%	$32.16	0.0%	COM	125269100
MAS	MASCO CORP	102,355	$3,538	2.6%	$39.55	0.0%	COM	574599106
NXPI	NXP SEMICONDUCTORS N V	41,176	$3,415	2.5%	$104.72	+1.3%	COM	N6596X109
SON	SONOCO PRODS CO	72,697	$3,370	2.5%	$43.10	0.0%	COM	835495102
—	BERRY GLOBAL GROUP INC	97,545	$3,288	2.4%	$47.49	—	COM	08579W103
LYB	LYONDELLBASELL INDUSTRIES N	62,611	$3,107	2.3%	$61.14	-18.8%	SHS CL A	N53745100
PKG	PACKAGING CORP AMER	35,200	$3,056	2.2%	$81.01	0.0%	COM	695156109
TROX	TRONOX HOLDINGS PLC	516,139	$2,570	1.9%	$9.99	-17.1%	SHS CL A	G9087Q102
OLN	OLIN CORP	216,968	$2,532	1.9%	$13.02	0.0%	COM	680665205
MCHP	MICROCHIP TECHNOLOGY INC	36,117	$2,449	1.8%	$42.98	-2.3%	COM	595017104
MLM	MARTIN MARIETTA MATLS INC	12,000	$2,271	1.7%	$229.61	0.0%	COM	573284106
VMC	VULCAN MATLS CO	18,943	$2,047	1.5%	$121.47	0.0%	COM	929160109
—	HD SUPPLY HLDGS INC	71,200	$2,024	1.5%	$28.43	—	COM	40416M105
—	FRONTLINE LTD	194,388	$1,868	1.4%	$9.61	—	SHS	G3682E192
BA	BOEING CO	12,100	$1,805	1.3%	$272.82	0.0%	COM	097023105
LEN	LENNAR CORP	40,836	$1,560	1.1%	$52.24	0.0%	CL A	526057104
DHI	D R HORTON INC	44,550	$1,515	1.1%	$48.93	0.0%	COM	23331A109
INTC	INTEL CORP	24,662	$1,335	1.0%	$52.33	0.0%	COM	458140100
STNG	SCORPIO TANKERS INC	61,076	$1,168	0.9%	$19.12	—	COM	Y7542C130
NVT	NVENT ELECTRIC PLC	61,900	$1,044	0.8%	$20.80	0.0%	SHS	G6700G107
SQM	SOCIEDAD QUIMICA MINERA DE C	46,100	$1,040	0.8%	$22.56	—	SPON ADR SER B	833635105
ASML	ASML HOLDING N V	3,900	$1,020	0.7%	$261.54	—	N Y REGISTRY SHS	N07059210
—	WPX ENERGY INC	334,250	$1,019	0.7%	$3.05	—	COM	98212B103
WLK	WESTLAKE CHEM CORP	26,246	$1,002	0.7%	$51.06	0.0%	COM	960413102
—	UNIVAR SOLUTIONS INC	88,322	$947	0.7%	$10.72	—	COM	91336L107
—	VIRGIN GALACTIC HOLDINGS INC	55,075	$814	0.6%	$14.78	—	COM	92766K106
—	MACQUARIE INFRASTRUCTURE COR	31,904	$806	0.6%	$25.26	—	COM	55608B105
ETN	EATON CORP PLC	9,180	$713	0.5%	$82.63	0.0%	SHS	G29183103
LOW	LOWES COS INC	7,665	$660	0.5%	$98.27	0.0%	COM	548661107
—	PARSLEY ENERGY INC	14,602	$84	0.1%	$5.75	—	CL A	701877102