Appian Way Asset Management LP Quant / Systematic

CIK: 0001795816 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $220,757 (100.0% shares, 0.0% debt)

Holdings (45)

DOW DOW INC 12.5%

Value ($000) $27,524 Shares 585,000 Est. Cost $33.48 Unrealized 0.0%

Value ($000) $14,885 Shares 355,763 Est. Cost $38.51 Unrealized -4.8%

AVY AVERY DENNISON CORP 5.8%

Value ($000) $12,734 Shares 99,608 Est. Cost $99.81 Unrealized +8.0%

PPG PPG INDS INC 5.3%

Value ($000) $11,619 Shares 95,175 Est. Cost $86.36 Unrealized +21.9%

CCK CROWN HLDGS INC 5.1%

Value ($000) $11,206 Shares 145,800 Est. Cost $69.53 Unrealized 0.0%

NVR NVR INC 4.6%

Value ($000) $10,249 Shares 2,510 Est. Cost $3420.34 Unrealized +12.9%

PKG PACKAGING CORP AMER 4.4%

Value ($000) $9,789 Shares 89,766 Est. Cost $86.90 Unrealized 0.0%

DD DUPONT DE NEMOURS INC 3.5%

Value ($000) $7,629 Shares 137,513 Est. Cost $19.92 Unrealized +5.9%

CSX CSX CORP 3.4%

Value ($000) $7,425 Shares 95,600 Est. Cost $20.51 Unrealized +11.9%

MCHP MICROCHIP TECHNOLOGY INC. 3.1%

Value ($000) $6,832 Shares 66,486 Est. Cost $43.98 Unrealized +6.5%

KBR KBR INC 2.9%

Value ($000) $6,343 Shares 283,664 Est. Cost $21.85 Unrealized 0.0%

— VROOM INC 2.6%

Value ($000) $5,722 Shares 110,514 Est. Cost $51.78 Unrealized —

ROP ROPER TECHNOLOGIES INC 2.6%

Value ($000) $5,708 Shares 14,447 Est. Cost $402.72 Unrealized 0.0%

— LINDE PLC 2.4%

Value ($000) $5,370 Shares 22,551 Est. Cost $173.00 Unrealized —

BLDR BUILDERS FIRSTSOURCE INC 2.3%

Value ($000) $5,014 Shares 153,700 Est. Cost $27.14 Unrealized 0.0%

PWR QUANTA SVCS INC 2.3%

Value ($000) $4,978 Shares 94,165 Est. Cost $39.51 Unrealized +16.5%

PHM PULTE GROUP INC 2.2%

Value ($000) $4,821 Shares 104,142 Est. Cost $40.52 Unrealized 0.0%

LUV SOUTHWEST AIRLS CO 2.2%

Value ($000) $4,775 Shares 127,341 Est. Cost $31.76 Unrealized +4.1%

ESI ELEMENT SOLUTIONS INC 2.1%

Value ($000) $4,632 Shares 440,765 Est. Cost $10.20 Unrealized 0.0%

OTIS OTIS WORLDWIDE CORP 2.1%

Value ($000) $4,603 Shares 73,743 Est. Cost $51.75 Unrealized +9.1%

OC OWENS CORNING NEW 2.1%

Value ($000) $4,562 Shares 66,298 Est. Cost $46.62 Unrealized +37.5%

MAS MASCO CORP 1.9%

Value ($000) $4,300 Shares 78,000 Est. Cost $46.18 Unrealized +10.5%

ENPH ENPHASE ENERGY INC 1.8%

Value ($000) $3,908 Shares 47,321 Est. Cost $55.87 Unrealized +19.9%

ADI ANALOG DEVICES INC 1.7%

Value ($000) $3,782 Shares 32,395 Est. Cost $106.45 Unrealized 0.0%

— DOMTAR CORP 1.7%

Value ($000) $3,657 Shares 139,201 Est. Cost $26.27 Unrealized —

AXTA AXALTA COATING SYS LTD 1.6%

Value ($000) $3,619 Shares 163,221 Est. Cost $23.17 Unrealized 0.0%

BALL BALL CORP 1.2%

Value ($000) $2,712 Shares 32,623 Est. Cost $72.08 Unrealized 0.0%

— NUANCE COMMUNICATIONS INC 1.2%

Value ($000) $2,617 Shares 78,861 Est. Cost $33.18 Unrealized —

SHW SHERWIN WILLIAMS CO 1.1%

Value ($000) $2,508 Shares 3,600 Est. Cost $208.25 Unrealized 0.0%

TROX TRONOX HOLDINGS PLC 0.9%

Value ($000) $1,999 Shares 253,972 Est. Cost $8.96 Unrealized -6.8%

— VIRGIN GALACTIC HOLDINGS INC 0.8%

Value ($000) $1,869 Shares 97,214 Est. Cost $16.46 Unrealized —

ASH ASHLAND GLOBAL HLDGS INC 0.7%

Value ($000) $1,621 Shares 22,862 Est. Cost $67.31 Unrealized 0.0%

— KANSAS CITY SOUTHERN 0.7%

Value ($000) $1,582 Shares 8,746 Est. Cost $176.53 Unrealized —

ST SENSATA TECHNOLOGIES HLDNG P 0.6%

Value ($000) $1,414 Shares 32,769 Est. Cost $35.34 Unrealized +15.0%

— AZUL S A 0.6%

Value ($000) $1,234 Shares 93,776 Est. Cost $13.16 Unrealized —

— SUMMIT MATLS INC 0.6%

Value ($000) $1,233 Shares 74,570 Est. Cost $16.53 Unrealized —

AZO AUTOZONE INC 0.5%

Value ($000) $1,188 Shares 1,009 Est. Cost $1181.54 Unrealized 0.0%

DOW DOW INC 0.5%

Value ($000) $1,107 Shares 23,522 Est. Cost $33.48 Unrealized 0.0%

NIO NIO INC 0.4%

Value ($000) $977 Shares 46,051 Est. Cost $21.22 Unrealized —

— SOCIAL CAP HDOSPHIA HLDG CO 0.4%

Value ($000) $960 Shares 50,535 Est. Cost $19.00 Unrealized —

RUN SUNRUN INC 0.3%

Value ($000) $709 Shares 9,200 Est. Cost $47.07 Unrealized 0.0%

KEYS KEYSIGHT TECHNOLOGIES INC 0.3%

Value ($000) $583 Shares 5,900 Est. Cost $98.22 Unrealized 0.0%

AVNT AVIENT CORPORATION 0.2%

Value ($000) $341 Shares 12,905 Est. Cost $22.84 Unrealized 0.0%

Value ($000) $255 Shares 6,100 Est. Cost $38.51 Unrealized -4.8%

— CHINDATA GROUP HLDGS LTD 0.1%

Value ($000) $162 Shares 10,000 Est. Cost $16.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
DOW	DOW INC	585,000	$27,524	12.5%	$33.48	0.0%	Call	260557103
ACM	AECOM	355,763	$14,885	6.7%	$38.51	-4.8%	COM	00766T100
AVY	AVERY DENNISON CORP	99,608	$12,734	5.8%	$99.81	+8.0%	COM	053611109
PPG	PPG INDS INC	95,175	$11,619	5.3%	$86.36	+21.9%	COM	693506107
CCK	CROWN HLDGS INC	145,800	$11,206	5.1%	$69.53	0.0%	COM	228368106
NVR	NVR INC	2,510	$10,249	4.6%	$3420.34	+12.9%	COM	62944T105
PKG	PACKAGING CORP AMER	89,766	$9,789	4.4%	$86.90	0.0%	COM	695156109
DD	DUPONT DE NEMOURS INC	137,513	$7,629	3.5%	$19.92	+5.9%	COM	26614N102
CSX	CSX CORP	95,600	$7,425	3.4%	$20.51	+11.9%	COM	126408103
MCHP	MICROCHIP TECHNOLOGY INC.	66,486	$6,832	3.1%	$43.98	+6.5%	COM	595017104
KBR	KBR INC	283,664	$6,343	2.9%	$21.85	0.0%	COM	48242W106
—	VROOM INC	110,514	$5,722	2.6%	$51.78	—	COM	92918V109
ROP	ROPER TECHNOLOGIES INC	14,447	$5,708	2.6%	$402.72	0.0%	COM	776696106
—	LINDE PLC	22,551	$5,370	2.4%	$173.00	—	SHS	G5494J103
BLDR	BUILDERS FIRSTSOURCE INC	153,700	$5,014	2.3%	$27.14	0.0%	COM	12008R107
PWR	QUANTA SVCS INC	94,165	$4,978	2.3%	$39.51	+16.5%	COM	74762E102
PHM	PULTE GROUP INC	104,142	$4,821	2.2%	$40.52	0.0%	COM	745867101
LUV	SOUTHWEST AIRLS CO	127,341	$4,775	2.2%	$31.76	+4.1%	COM	844741108
ESI	ELEMENT SOLUTIONS INC	440,765	$4,632	2.1%	$10.20	0.0%	COM	28618M106
OTIS	OTIS WORLDWIDE CORP	73,743	$4,603	2.1%	$51.75	+9.1%	COM	68902V107
OC	OWENS CORNING NEW	66,298	$4,562	2.1%	$46.62	+37.5%	COM	690742101
MAS	MASCO CORP	78,000	$4,300	1.9%	$46.18	+10.5%	COM	574599106
ENPH	ENPHASE ENERGY INC	47,321	$3,908	1.8%	$55.87	+19.9%	COM	29355A107
ADI	ANALOG DEVICES INC	32,395	$3,782	1.7%	$106.45	0.0%	COM	032654105
—	DOMTAR CORP	139,201	$3,657	1.7%	$26.27	—	COM NEW	257559203
AXTA	AXALTA COATING SYS LTD	163,221	$3,619	1.6%	$23.17	0.0%	COM	G0750C108
BALL	BALL CORP	32,623	$2,712	1.2%	$72.08	0.0%	COM	058498106
—	NUANCE COMMUNICATIONS INC	78,861	$2,617	1.2%	$33.18	—	COM	67020Y100
SHW	SHERWIN WILLIAMS CO	3,600	$2,508	1.1%	$208.25	0.0%	COM	824348106
TROX	TRONOX HOLDINGS PLC	253,972	$1,999	0.9%	$8.96	-6.8%	SHS	G9087Q102
—	VIRGIN GALACTIC HOLDINGS INC	97,214	$1,869	0.8%	$16.46	—	COM	92766K106
ASH	ASHLAND GLOBAL HLDGS INC	22,862	$1,621	0.7%	$67.31	0.0%	COM	044186104
—	KANSAS CITY SOUTHERN	8,746	$1,582	0.7%	$176.53	—	COM NEW	485170302
ST	SENSATA TECHNOLOGIES HLDNG P	32,769	$1,414	0.6%	$35.34	+15.0%	SHS	G8060N102
—	AZUL S A	93,776	$1,234	0.6%	$13.16	—	SPONSR ADR PFD	05501U106
—	SUMMIT MATLS INC	74,570	$1,233	0.6%	$16.53	—	CL A	86614U100
AZO	AUTOZONE INC	1,009	$1,188	0.5%	$1181.54	0.0%	COM	053332102
DOW	DOW INC	23,522	$1,107	0.5%	$33.48	0.0%	COM	260557103
NIO	NIO INC	46,051	$977	0.4%	$21.22	—	SPON ADS	62914V106
—	SOCIAL CAP HDOSPHIA HLDG CO	50,535	$960	0.4%	$19.00	—	SHS CL A	G8250T109
RUN	SUNRUN INC	9,200	$709	0.3%	$47.07	0.0%	COM	86771W105
KEYS	KEYSIGHT TECHNOLOGIES INC	5,900	$583	0.3%	$98.22	0.0%	COM	49338L103
AVNT	AVIENT CORPORATION	12,905	$341	0.2%	$22.84	0.0%	COM	05368V106
ACM	AECOM	6,100	$255	0.1%	$38.51	-4.8%	Call	00766T100
—	CHINDATA GROUP HLDGS LTD	10,000	$162	0.1%	$16.20	—	ADS	16955F107