Appian Way Asset Management LP Quant / Systematic

CIK: 0001795816 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 17, 2021

Total Value ($000): $195,790 (100.0% shares, 0.0% debt)

Holdings (43)

AVY AVERY DENNISON CORP 9.6%

Value ($000) $18,840 Shares 102,589 Est. Cost $105.22 Unrealized +49.5%

IP INTERNATIONAL PAPER CO 8.6%

Value ($000) $16,827 Shares 311,210 Est. Cost $39.42 Unrealized 0.0%

— DOMTAR CORP 6.2%

Value ($000) $12,194 Shares 330,017 Est. Cost $32.35 Unrealized —

PWR QUANTA SVCS INC 5.5%

Value ($000) $10,866 Shares 123,510 Est. Cost $78.91 Unrealized 0.0%

FBIN FORTUNE BRANDS HOME & SEC IN 5.3%

Value ($000) $10,457 Shares 109,134 Est. Cost $70.17 Unrealized 0.0%

CCK CROWN HLDGS INC 5.1%

Value ($000) $10,041 Shares 103,470 Est. Cost $91.62 Unrealized 0.0%

LYB LYONDELLBASELL INDUSTRIES N 4.6%

Value ($000) $8,965 Shares 86,156 Est. Cost $70.80 Unrealized 0.0%

BLDR BUILDERS FIRSTSOURCE INC 4.3%

Value ($000) $8,500 Shares 183,312 Est. Cost $42.57 Unrealized 0.0%

UNP UNION PAC CORP 4.0%

Value ($000) $7,838 Shares 35,563 Est. Cost $188.09 Unrealized 0.0%

TROX TRONOX HOLDINGS PLC 3.9%

Value ($000) $7,574 Shares 413,888 Est. Cost $14.96 Unrealized +16.7%

— LINDE PLC 3.8%

Value ($000) $7,461 Shares 26,634 Est. Cost $189.26 Unrealized —

— GRACE W R & CO DEL NEW 3.3%

Value ($000) $6,536 Shares 109,183 Est. Cost $55.15 Unrealized —

DAL DELTA AIR LINES INC DEL 3.3%

Value ($000) $6,417 Shares 132,916 Est. Cost $41.62 Unrealized +3.4%

FLEX FLEX LTD 2.6%

Value ($000) $5,178 Shares 282,781 Est. Cost $12.20 Unrealized +13.0%

SHW SHERWIN WILLIAMS CO 2.5%

Value ($000) $4,924 Shares 6,672 Est. Cost $228.11 Unrealized 0.0%

JBLU JETBLUE AWYS CORP 2.4%

Value ($000) $4,625 Shares 227,367 Est. Cost $15.18 Unrealized +14.1%

WFG WEST FRASER TIMBER CO LTD 2.2%

Value ($000) $4,254 Shares 59,100 Est. Cost $65.90 Unrealized 0.0%

DHI D R HORTON INC 2.0%

Value ($000) $3,877 Shares 43,500 Est. Cost $71.40 Unrealized +4.4%

WLK WESTLAKE CHEM CORP 1.9%

Value ($000) $3,670 Shares 41,333 Est. Cost $68.91 Unrealized +16.6%

NVR NVR INC 1.8%

Value ($000) $3,552 Shares 754 Est. Cost $3565.73 Unrealized +25.9%

CNI CANADIAN NATL RY CO 1.7%

Value ($000) $3,236 Shares 27,900 Est. Cost $98.04 Unrealized +3.1%

JCI JOHNSON CTLS INTL PLC 1.6%

Value ($000) $3,115 Shares 52,207 Est. Cost $49.98 Unrealized 0.0%

BKNG BOOKING HOLDINGS INC 1.5%

Value ($000) $3,029 Shares 1,300 Est. Cost $2185.19 Unrealized 0.0%

— PONTEM CORPORATION 1.5%

Value ($000) $2,970 Shares 300,000 Est. Cost $9.90 Unrealized —

— ATOTECH LTD 1.5%

Value ($000) $2,899 Shares 143,138 Est. Cost $20.25 Unrealized —

AVNT AVIENT CORPORATION 1.4%

Value ($000) $2,689 Shares 56,879 Est. Cost $39.54 Unrealized 0.0%

LUV SOUTHWEST AIRLS CO 1.3%

Value ($000) $2,497 Shares 40,896 Est. Cost $31.76 Unrealized +55.8%

— DOMTAR CORP 1.3%

Value ($000) $2,476 Shares 67,000 Est. Cost $32.35 Unrealized —

— ARTIUS ACQUISITION INC 0.9%

Value ($000) $1,716 Shares 169,893 Est. Cost $10.10 Unrealized —

Value ($000) $1,671 Shares 26,069 Est. Cost $38.51 Unrealized +42.1%

— E2OPEN PARENT HOLDINGS INC 0.8%

Value ($000) $1,554 Shares 156,064 Est. Cost $9.96 Unrealized —

PLUG PLUG POWER INC 0.8%

Value ($000) $1,484 Shares 41,406 Est. Cost $22.64 Unrealized +127.7%

ENPH ENPHASE ENERGY INC 0.5%

Value ($000) $954 Shares 5,884 Est. Cost $59.73 Unrealized +200.5%

— DECARBONIZATION PLUS ACQU II 0.4%

Value ($000) $744 Shares 73,975 Est. Cost $10.06 Unrealized —

— CLIMATE REAL IMPACT SLUTINS 0.4%

Value ($000) $688 Shares 68,832 Est. Cost $10.00 Unrealized —

— FORTRESS CAPITAL ACQUISITION 0.3%

Value ($000) $501 Shares 50,000 Est. Cost $10.02 Unrealized —

— DHC ACQUISITION CORP 0.1%

Value ($000) $200 Shares 20,000 Est. Cost $10.00 Unrealized —

SLMUF SLAM CORP 0.1%

Value ($000) $198 Shares 20,000 Est. Cost $9.90 Unrealized —

— LANDCADIA HOLDINGS IV INC 0.1%

Value ($000) $198 Shares 20,000 Est. Cost $9.90 Unrealized —

— ARCTOS NORTHSTAR ACQUIS CORP 0.1%

Value ($000) $150 Shares 15,000 Est. Cost $10.00 Unrealized —

— DECARBONIZATION PLUS ACQU CO 0.1%

Value ($000) $111 Shares 10,613 Est. Cost $10.46 Unrealized —

— HUMANCO ACQUISITION CORP 0.1%

Value ($000) $106 Shares 10,000 Est. Cost $11.00 Unrealized —

— VELOCITY ACQUISITION CORP 0.0%

Value ($000) $8 Shares 831 Est. Cost $9.63 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AVY	AVERY DENNISON CORP	102,589	$18,840	9.6%	$105.22	+49.5%	COM	053611109
IP	INTERNATIONAL PAPER CO	311,210	$16,827	8.6%	$39.42	0.0%	COM	460146103
—	DOMTAR CORP	330,017	$12,194	6.2%	$32.35	—	COM NEW	257559203
PWR	QUANTA SVCS INC	123,510	$10,866	5.5%	$78.91	0.0%	COM	74762E102
FBIN	FORTUNE BRANDS HOME & SEC IN	109,134	$10,457	5.3%	$70.17	0.0%	COM	34964C106
CCK	CROWN HLDGS INC	103,470	$10,041	5.1%	$91.62	0.0%	COM	228368106
LYB	LYONDELLBASELL INDUSTRIES N	86,156	$8,965	4.6%	$70.80	0.0%	SHS - A -	N53745100
BLDR	BUILDERS FIRSTSOURCE INC	183,312	$8,500	4.3%	$42.57	0.0%	COM	12008R107
UNP	UNION PAC CORP	35,563	$7,838	4.0%	$188.09	0.0%	COM	907818108
TROX	TRONOX HOLDINGS PLC	413,888	$7,574	3.9%	$14.96	+16.7%	SHS	G9087Q102
—	LINDE PLC	26,634	$7,461	3.8%	$189.26	—	SHS	G5494J103
—	GRACE W R & CO DEL NEW	109,183	$6,536	3.3%	$55.15	—	COM	38388F108
DAL	DELTA AIR LINES INC DEL	132,916	$6,417	3.3%	$41.62	+3.4%	COM NEW	247361702
FLEX	FLEX LTD	282,781	$5,178	2.6%	$12.20	+13.0%	ORD	Y2573F102
SHW	SHERWIN WILLIAMS CO	6,672	$4,924	2.5%	$228.11	0.0%	COM	824348106
JBLU	JETBLUE AWYS CORP	227,367	$4,625	2.4%	$15.18	+14.1%	COM	477143101
WFG	WEST FRASER TIMBER CO LTD	59,100	$4,254	2.2%	$65.90	0.0%	COM	952845105
DHI	D R HORTON INC	43,500	$3,877	2.0%	$71.40	+4.4%	COM	23331A109
WLK	WESTLAKE CHEM CORP	41,333	$3,670	1.9%	$68.91	+16.6%	COM	960413102
NVR	NVR INC	754	$3,552	1.8%	$3565.73	+25.9%	COM	62944T105
CNI	CANADIAN NATL RY CO	27,900	$3,236	1.7%	$98.04	+3.1%	COM	136375102
JCI	JOHNSON CTLS INTL PLC	52,207	$3,115	1.6%	$49.98	0.0%	SHS	G51502105
BKNG	BOOKING HOLDINGS INC	1,300	$3,029	1.5%	$2185.19	0.0%	COM	09857L108
—	PONTEM CORPORATION	300,000	$2,970	1.5%	$9.90	—	UNIT 99/99/9999	G71707114
—	ATOTECH LTD	143,138	$2,899	1.5%	$20.25	—	COM	G0625A105
AVNT	AVIENT CORPORATION	56,879	$2,689	1.4%	$39.54	0.0%	COM	05368V106
LUV	SOUTHWEST AIRLS CO	40,896	$2,497	1.3%	$31.76	+55.8%	COM	844741108
—	DOMTAR CORP	67,000	$2,476	1.3%	$32.35	—	Call	257559203
—	ARTIUS ACQUISITION INC	169,893	$1,716	0.9%	$10.10	—	COM CL A	04316G105
ACM	AECOM	26,069	$1,671	0.9%	$38.51	+42.1%	COM	00766T100
—	E2OPEN PARENT HOLDINGS INC	156,064	$1,554	0.8%	$9.96	—	COM CL A	29788T103
PLUG	PLUG POWER INC	41,406	$1,484	0.8%	$22.64	+127.7%	COM NEW	72919P202
ENPH	ENPHASE ENERGY INC	5,884	$954	0.5%	$59.73	+200.5%	COM	29355A107
—	DECARBONIZATION PLUS ACQU II	73,975	$744	0.4%	$10.06	—	UNIT 01/19/2026	242794204
—	CLIMATE REAL IMPACT SLUTINS	68,832	$688	0.4%	$10.00	—	UNIT 99/99/9999	187171202
—	FORTRESS CAPITAL ACQUISITION	50,000	$501	0.3%	$10.02	—	UNIT 99/99/9999	G36427113
—	DHC ACQUISITION CORP	20,000	$200	0.1%	$10.00	—	UNIT 02/25/2026	G2758T125
SLMUF	SLAM CORP	20,000	$198	0.1%	$9.90	—	UNIT 99/99/9999	G8210L113
—	LANDCADIA HOLDINGS IV INC	20,000	$198	0.1%	$9.90	—	UNIT 05/01/2025	51477A203
—	ARCTOS NORTHSTAR ACQUIS CORP	15,000	$150	0.1%	$10.00	—	UNIT 99/99/9999	G0477L118
—	DECARBONIZATION PLUS ACQU CO	10,613	$111	0.1%	$10.46	—	COM CL A	242797108
—	HUMANCO ACQUISITION CORP	10,000	$106	0.1%	$11.00	—	UNIT 12/08/2023	44487N208
—	VELOCITY ACQUISITION CORP	831	$8	0.0%	$9.63	—	UNIT 99/99/9999	92259E203