Appian Way Asset Management LP Quant / Systematic

CIK: 0001795816 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Nov 20, 2020

Total Value ($000): $206,341 (100.0% shares, 0.0% debt)

Holdings (46)

DOW DOW INC 11.6%

Value ($000) $23,845 Shares 585,000 Est. Cost — Unrealized —

PPG PPG INDS INC 9.3%

Value ($000) $19,091 Shares 180,000 Est. Cost $86.36 Unrealized 0.0%

AVY AVERY DENNISON CORP 6.4%

Value ($000) $13,285 Shares 116,440 Est. Cost $99.81 Unrealized 0.0%

PPG PPG INDS INC 5.6%

Value ($000) $11,587 Shares 109,246 Est. Cost $86.36 Unrealized 0.0%

FTV FORTIVE CORP 4.9%

Value ($000) $10,165 Shares 150,236 Est. Cost $42.11 Unrealized -9.5%

LOW LOWES COS INC 4.3%

Value ($000) $8,899 Shares 65,861 Est. Cost $102.73 Unrealized +0.6%

— LINDE PLC 4.0%

Value ($000) $8,275 Shares 39,015 Est. Cost $173.00 Unrealized —

CSX CSX CORP 3.9%

Value ($000) $8,108 Shares 116,260 Est. Cost $20.51 Unrealized 0.0%

EMR EMERSON ELEC CO 3.8%

Value ($000) $7,739 Shares 124,760 Est. Cost $50.28 Unrealized 0.0%

— BERRY GLOBAL GROUP INC 3.3%

Value ($000) $6,852 Shares 154,598 Est. Cost $46.32 Unrealized —

VVV VALVOLINE INC 3.2%

Value ($000) $6,566 Shares 339,700 Est. Cost $16.97 Unrealized 0.0%

PWR QUANTA SVCS INC 2.7%

Value ($000) $5,620 Shares 143,253 Est. Cost $39.51 Unrealized -10.8%

Value ($000) $5,527 Shares 147,076 Est. Cost $41.14 Unrealized -16.3%

OC OWENS CORNING NEW 2.7%

Value ($000) $5,526 Shares 99,108 Est. Cost $46.62 Unrealized 0.0%

SLGN SILGAN HOLDINGS INC 2.5%

Value ($000) $5,085 Shares 157,000 Est. Cost $32.55 Unrealized 0.0%

MCHP MICROCHIP TECHNOLOGY INC. 2.2%

Value ($000) $4,630 Shares 43,963 Est. Cost $42.51 Unrealized -5.1%

— WESTROCK CO 2.2%

Value ($000) $4,583 Shares 162,167 Est. Cost $28.26 Unrealized —

NVR NVR INC 2.2%

Value ($000) $4,530 Shares 1,390 Est. Cost $3065.87 Unrealized 0.0%

MTZ MASTEC INC 2.2%

Value ($000) $4,476 Shares 99,748 Est. Cost $37.90 Unrealized 0.0%

ALLE ALLEGION PLC 1.8%

Value ($000) $3,644 Shares 35,651 Est. Cost $91.58 Unrealized 0.0%

ST SENSATA TECHNOLOGIES HLDNG P 1.7%

Value ($000) $3,515 Shares 94,400 Est. Cost $35.34 Unrealized 0.0%

MLM MARTIN MARIETTA MATLS INC 1.4%

Value ($000) $2,954 Shares 14,300 Est. Cost $222.45 Unrealized -16.8%

GM GENERAL MTRS CO 1.2%

Value ($000) $2,455 Shares 97,053 Est. Cost $23.47 Unrealized 0.0%

NXPI NXP SEMICONDUCTORS N V 1.2%

Value ($000) $2,410 Shares 21,132 Est. Cost $104.72 Unrealized -13.2%

DD DUPONT DE NEMOURS INC 1.1%

Value ($000) $2,344 Shares 44,111 Est. Cost $17.44 Unrealized 0.0%

OTIS OTIS WORLDWIDE CORP 1.1%

Value ($000) $2,202 Shares 38,727 Est. Cost $47.48 Unrealized 0.0%

ECL ECOLAB INC 1.0%

Value ($000) $2,049 Shares 10,300 Est. Cost $182.16 Unrealized 0.0%

QRVO QORVO INC 1.0%

Value ($000) $2,023 Shares 18,300 Est. Cost $99.10 Unrealized 0.0%

LEA LEAR CORP 0.8%

Value ($000) $1,669 Shares 15,313 Est. Cost $88.93 Unrealized 0.0%

MAS MASCO CORP 0.8%

Value ($000) $1,652 Shares 32,900 Est. Cost $39.55 Unrealized -0.4%

LUV SOUTHWEST AIRLS CO 0.8%

Value ($000) $1,611 Shares 47,140 Est. Cost $29.57 Unrealized 0.0%

KTOS KRATOS DEFENSE & SEC SOLUTIO 0.7%

Value ($000) $1,475 Shares 94,362 Est. Cost $16.00 Unrealized 0.0%

DHI D R HORTON INC 0.7%

Value ($000) $1,421 Shares 25,619 Est. Cost $48.93 Unrealized -6.4%

PNR PENTAIR PLC 0.7%

Value ($000) $1,390 Shares 36,576 Est. Cost $32.65 Unrealized 0.0%

ENPH ENPHASE ENERGY INC 0.6%

Value ($000) $1,303 Shares 27,400 Est. Cost $47.79 Unrealized 0.0%

DELL DELL TECHNOLOGIES INC 0.5%

Value ($000) $1,049 Shares 19,100 Est. Cost $20.60 Unrealized 0.0%

UBER UBER TECHNOLOGIES INC 0.5%

Value ($000) $1,047 Shares 33,700 Est. Cost $31.17 Unrealized 0.0%

— VIRGIN GALACTIC HOLDINGS INC 0.5%

Value ($000) $1,036 Shares 63,400 Est. Cost $14.98 Unrealized —

APG API GROUP CORP 0.5%

Value ($000) $1,005 Shares 82,700 Est. Cost $7.57 Unrealized 0.0%

CNH CNH INDL N V 0.4%

Value ($000) $895 Shares 127,300 Est. Cost $4.93 Unrealized 0.0%

— BEACON ROOFING SUPPLY INC 0.4%

Value ($000) $879 Shares 33,347 Est. Cost $26.36 Unrealized —

MHK MOHAWK INDS INC 0.3%

Value ($000) $692 Shares 6,802 Est. Cost $87.97 Unrealized 0.0%

TROX TRONOX HOLDINGS PLC 0.3%

Value ($000) $681 Shares 94,335 Est. Cost $9.99 Unrealized -34.0%

— WPX ENERGY INC 0.1%

Value ($000) $243 Shares 38,133 Est. Cost $3.05 Unrealized —

— KANSAS CITY SOUTHERN 0.1%

Value ($000) $179 Shares 1,200 Est. Cost $149.17 Unrealized —

IWM ISHARES TR 0.1%

Value ($000) $129 Shares 900 Est. Cost $143.33 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
DOW	DOW INC	585,000	$23,845	11.6%	—	—	Call	260557103
PPG	PPG INDS INC	180,000	$19,091	9.3%	$86.36	0.0%	Call	693506107
AVY	AVERY DENNISON CORP	116,440	$13,285	6.4%	$99.81	0.0%	COM	053611109
PPG	PPG INDS INC	109,246	$11,587	5.6%	$86.36	0.0%	COM	693506107
FTV	FORTIVE CORP	150,236	$10,165	4.9%	$42.11	-9.5%	COM	34959J108
LOW	LOWES COS INC	65,861	$8,899	4.3%	$102.73	+0.6%	COM	548661107
—	LINDE PLC	39,015	$8,275	4.0%	$173.00	—	SHS	G5494J103
CSX	CSX CORP	116,260	$8,108	3.9%	$20.51	0.0%	COM	126408103
EMR	EMERSON ELEC CO	124,760	$7,739	3.8%	$50.28	0.0%	COM	291011104
—	BERRY GLOBAL GROUP INC	154,598	$6,852	3.3%	$46.32	—	COM	08579W103
VVV	VALVOLINE INC	339,700	$6,566	3.2%	$16.97	0.0%	COM	92047W101
PWR	QUANTA SVCS INC	143,253	$5,620	2.7%	$39.51	-10.8%	COM	74762E102
ACM	AECOM	147,076	$5,527	2.7%	$41.14	-16.3%	COM	00766T100
OC	OWENS CORNING NEW	99,108	$5,526	2.7%	$46.62	0.0%	COM	690742101
SLGN	SILGAN HOLDINGS INC	157,000	$5,085	2.5%	$32.55	0.0%	COM	827048109
MCHP	MICROCHIP TECHNOLOGY INC.	43,963	$4,630	2.2%	$42.51	-5.1%	COM	595017104
—	WESTROCK CO	162,167	$4,583	2.2%	$28.26	—	COM	96145D105
NVR	NVR INC	1,390	$4,530	2.2%	$3065.87	0.0%	COM	62944T105
MTZ	MASTEC INC	99,748	$4,476	2.2%	$37.90	0.0%	COM	576323109
ALLE	ALLEGION PLC	35,651	$3,644	1.8%	$91.58	0.0%	SHS	G0176J109
ST	SENSATA TECHNOLOGIES HLDNG P	94,400	$3,515	1.7%	$35.34	0.0%	SHS	G8060N102
MLM	MARTIN MARIETTA MATLS INC	14,300	$2,954	1.4%	$222.45	-16.8%	COM	573284106
GM	GENERAL MTRS CO	97,053	$2,455	1.2%	$23.47	0.0%	COM	37045V100
NXPI	NXP SEMICONDUCTORS N V	21,132	$2,410	1.2%	$104.72	-13.2%	SHS	N6596X109
DD	DUPONT DE NEMOURS INC	44,111	$2,344	1.1%	$17.44	0.0%	COM	26614N102
OTIS	OTIS WORLDWIDE CORP	38,727	$2,202	1.1%	$47.48	0.0%	COM	68902V107
ECL	ECOLAB INC	10,300	$2,049	1.0%	$182.16	0.0%	COM	278865100
QRVO	QORVO INC	18,300	$2,023	1.0%	$99.10	0.0%	COM	74736K101
LEA	LEAR CORP	15,313	$1,669	0.8%	$88.93	0.0%	COM	521865204
MAS	MASCO CORP	32,900	$1,652	0.8%	$39.55	-0.4%	COM	574599106
LUV	SOUTHWEST AIRLS CO	47,140	$1,611	0.8%	$29.57	0.0%	COM	844741108
KTOS	KRATOS DEFENSE & SEC SOLUTIO	94,362	$1,475	0.7%	$16.00	0.0%	COM	50077B207
DHI	D R HORTON INC	25,619	$1,421	0.7%	$48.93	-6.4%	COM	23331A109
PNR	PENTAIR PLC	36,576	$1,390	0.7%	$32.65	0.0%	SHS	G7S00T104
ENPH	ENPHASE ENERGY INC	27,400	$1,303	0.6%	$47.79	0.0%	COM	29355A107
DELL	DELL TECHNOLOGIES INC	19,100	$1,049	0.5%	$20.60	0.0%	COM	24703L202
UBER	UBER TECHNOLOGIES INC	33,700	$1,047	0.5%	$31.17	0.0%	COM	90353T100
—	VIRGIN GALACTIC HOLDINGS INC	63,400	$1,036	0.5%	$14.98	—	COM	92766K106
APG	API GROUP CORP	82,700	$1,005	0.5%	$7.57	0.0%	COM	00187Y100
CNH	CNH INDL N V	127,300	$895	0.4%	$4.93	0.0%	SHS	N20944109
—	BEACON ROOFING SUPPLY INC	33,347	$879	0.4%	$26.36	—	COM	073685109
MHK	MOHAWK INDS INC	6,802	$692	0.3%	$87.97	0.0%	COM	608190104
TROX	TRONOX HOLDINGS PLC	94,335	$681	0.3%	$9.99	-34.0%	SHS	G9087Q102
—	WPX ENERGY INC	38,133	$243	0.1%	$3.05	—	COM	98212B103
—	KANSAS CITY SOUTHERN	1,200	$179	0.1%	$149.17	—	COM	485170302
IWM	ISHARES TR	900	$129	0.1%	$143.33	—	RUSSELL 2000 ETF	464287655