Appian Way Asset Management LP Quant / Systematic

CIK: 0001795816 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $235,550 (100.0% shares, 0.0% debt)

Holdings (41)

HUN HUNTSMAN CORP 12.0%

Value ($000) $28,206 Shares 953,221 Est. Cost $26.33 Unrealized 0.0%

TSN TYSON FOODS INC 7.7%

Value ($000) $18,054 Shares 228,707 Est. Cost $65.81 Unrealized 0.0%

LPX LOUISIANA PAC CORP 7.0%

Value ($000) $16,602 Shares 270,531 Est. Cost $60.01 Unrealized -1.8%

— BERRY GLOBAL GROUP INC 6.9%

Value ($000) $16,264 Shares 267,147 Est. Cost $60.88 Unrealized —

IP INTERNATIONAL PAPER CO 6.6%

Value ($000) $15,627 Shares 279,455 Est. Cost $40.52 Unrealized +13.3%

ASH ASHLAND GLOBAL HLDGS INC 6.0%

Value ($000) $14,018 Shares 157,293 Est. Cost $80.80 Unrealized 0.0%

TROX TRONOX HOLDINGS PLC 5.2%

Value ($000) $12,272 Shares 497,843 Est. Cost $19.24 Unrealized +6.7%

ESI ELEMENT SOLUTIONS INC 4.6%

Value ($000) $10,732 Shares 494,999 Est. Cost $21.23 Unrealized +1.0%

OLN OLIN CORP 4.3%

Value ($000) $10,210 Shares 211,599 Est. Cost $42.76 Unrealized 0.0%

WFG WEST FRASER TIMBER CO LTD 4.2%

Value ($000) $10,004 Shares 118,911 Est. Cost $73.54 Unrealized +1.4%

DD DUPONT DE NEMOURS INC 4.2%

Value ($000) $9,879 Shares 145,300 Est. Cost $28.36 Unrealized 0.0%

BA BOEING CO 3.9%

Value ($000) $9,223 Shares 41,935 Est. Cost $234.40 Unrealized -4.9%

PWR QUANTA SVCS INC 3.3%

Value ($000) $7,836 Shares 68,847 Est. Cost $78.91 Unrealized +26.1%

CARR CARRIER GLOBAL CORPORATION 3.3%

Value ($000) $7,800 Shares 150,700 Est. Cost $50.71 Unrealized 0.0%

— AZEK CO INC 2.4%

Value ($000) $5,738 Shares 157,074 Est. Cost $36.53 Unrealized —

AXTA AXALTA COATING SYS LTD 2.2%

Value ($000) $5,108 Shares 175,000 Est. Cost $29.92 Unrealized 0.0%

PKG PACKAGING CORP AMER 2.1%

Value ($000) $5,017 Shares 36,500 Est. Cost $124.99 Unrealized -0.2%

ROK ROCKWELL AUTOMATION INC 1.8%

Value ($000) $4,192 Shares 14,256 Est. Cost $284.68 Unrealized 0.0%

AA ALCOA CORP 1.8%

Value ($000) $4,160 Shares 85,000 Est. Cost $40.36 Unrealized 0.0%

PHM PULTE GROUP INC 1.4%

Value ($000) $3,311 Shares 72,102 Est. Cost $49.77 Unrealized 0.0%

MT ARCELORMITTAL SA LUXEMBOURG 1.3%

Value ($000) $3,040 Shares 100,800 Est. Cost $30.16 Unrealized —

— DARIOHEALTH CORP 1.3%

Value ($000) $2,965 Shares 217,202 Est. Cost $13.65 Unrealized —

— PONTEM CORPORATION 1.2%

Value ($000) $2,848 Shares 293,304 Est. Cost $9.72 Unrealized —

ENVX ENOVIX CORPORATION 1.0%

Value ($000) $2,320 Shares 122,842 Est. Cost $17.21 Unrealized 0.0%

MAS MASCO CORP 0.9%

Value ($000) $2,011 Shares 36,200 Est. Cost $55.71 Unrealized -1.9%

CF CF INDS HLDGS INC 0.8%

Value ($000) $1,976 Shares 35,400 Est. Cost $43.73 Unrealized 0.0%

PPG PPG INDS INC 0.7%

Value ($000) $1,759 Shares 12,300 Est. Cost $146.71 Unrealized 0.0%

— GORES METROPOULOS II INC 0.4%

Value ($000) $920 Shares 93,144 Est. Cost $9.89 Unrealized —

— DECARBONIZATION PLUS ACQU II 0.3%

Value ($000) $681 Shares 68,975 Est. Cost $9.87 Unrealized —

PCT PURECYCLE TECHNOLOGIES INC 0.3%

Value ($000) $671 Shares 50,526 Est. Cost $21.52 Unrealized -30.0%

— CLIMATE REAL IMPACT SLUTINS 0.3%

Value ($000) $595 Shares 60,832 Est. Cost $9.86 Unrealized —

— FORTRESS CAPITAL ACQUISITION 0.2%

Value ($000) $453 Shares 46,273 Est. Cost $9.83 Unrealized —

— PONTEM CORPORATION 0.2%

Value ($000) $385 Shares 100,000 Est. Cost $4.29 Unrealized —

— DHC ACQUISITION CORP 0.1%

Value ($000) $189 Shares 19,081 Est. Cost $10.00 Unrealized —

— ARCTOS NORTHSTAR ACQUIS CORP 0.1%

Value ($000) $137 Shares 14,000 Est. Cost $9.73 Unrealized —

— DECARBONIZATION PLUS ACQU II 0.0%

Value ($000) $116 Shares 24,658 Est. Cost $4.95 Unrealized —

— LANDCADIA HOLDINGS IV INC 0.0%

Value ($000) $112 Shares 11,208 Est. Cost $9.90 Unrealized —

CLIMW CLIMATE REAL IMPACT SLUTINS 0.0%

Value ($000) $61 Shares 13,766 Est. Cost $4.94 Unrealized —

— FORTRESS CAPITAL ACQUISITION 0.0%

Value ($000) $41 Shares 9,254 Est. Cost $4.75 Unrealized —

— ARCTOS NORTHSTAR ACQUIS CORP 0.0%

Value ($000) $16 Shares 3,750 Est. Cost $4.53 Unrealized —

— VELOCITY ACQUISITION CORP 0.0%

Value ($000) $1 Shares 277 Est. Cost $3.61 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HUN	HUNTSMAN CORP	953,221	$28,206	12.0%	$26.33	0.0%	COM	447011107
TSN	TYSON FOODS INC	228,707	$18,054	7.7%	$65.81	0.0%	CL A	902494103
LPX	LOUISIANA PAC CORP	270,531	$16,602	7.0%	$60.01	-1.8%	COM	546347105
—	BERRY GLOBAL GROUP INC	267,147	$16,264	6.9%	$60.88	—	COM	08579W103
IP	INTERNATIONAL PAPER CO	279,455	$15,627	6.6%	$40.52	+13.3%	COM	460146103
ASH	ASHLAND GLOBAL HLDGS INC	157,293	$14,018	6.0%	$80.80	0.0%	COM	044186104
TROX	TRONOX HOLDINGS PLC	497,843	$12,272	5.2%	$19.24	+6.7%	SHS	G9087Q102
ESI	ELEMENT SOLUTIONS INC	494,999	$10,732	4.6%	$21.23	+1.0%	COM	28618M106
OLN	OLIN CORP	211,599	$10,210	4.3%	$42.76	0.0%	COM PAR $1	680665205
WFG	WEST FRASER TIMBER CO LTD	118,911	$10,004	4.2%	$73.54	+1.4%	COM	952845105
DD	DUPONT DE NEMOURS INC	145,300	$9,879	4.2%	$28.36	0.0%	COM	26614N102
BA	BOEING CO	41,935	$9,223	3.9%	$234.40	-4.9%	COM	097023105
PWR	QUANTA SVCS INC	68,847	$7,836	3.3%	$78.91	+26.1%	COM	74762E102
CARR	CARRIER GLOBAL CORPORATION	150,700	$7,800	3.3%	$50.71	0.0%	COM	14448C104
—	AZEK CO INC	157,074	$5,738	2.4%	$36.53	—	CL A	05478C105
AXTA	AXALTA COATING SYS LTD	175,000	$5,108	2.2%	$29.92	0.0%	COM	G0750C108
PKG	PACKAGING CORP AMER	36,500	$5,017	2.1%	$124.99	-0.2%	COM	695156109
ROK	ROCKWELL AUTOMATION INC	14,256	$4,192	1.8%	$284.68	0.0%	COM	773903109
AA	ALCOA CORP	85,000	$4,160	1.8%	$40.36	0.0%	COM	013872106
PHM	PULTE GROUP INC	72,102	$3,311	1.4%	$49.77	0.0%	COM	745867101
MT	ARCELORMITTAL SA LUXEMBOURG	100,800	$3,040	1.3%	$30.16	—	NY REGISTRY SH	03938L203
—	DARIOHEALTH CORP	217,202	$2,965	1.3%	$13.65	—	COM NEW	23725P209
—	PONTEM CORPORATION	293,304	$2,848	1.2%	$9.72	—	SHS CL A	G71707106
ENVX	ENOVIX CORPORATION	122,842	$2,320	1.0%	$17.21	0.0%	COM	293594107
MAS	MASCO CORP	36,200	$2,011	0.9%	$55.71	-1.9%	COM	574599106
CF	CF INDS HLDGS INC	35,400	$1,976	0.8%	$43.73	0.0%	COM	125269100
PPG	PPG INDS INC	12,300	$1,759	0.7%	$146.71	0.0%	COM	693506107
—	GORES METROPOULOS II INC	93,144	$920	0.4%	$9.89	—	CL A	382873107
—	DECARBONIZATION PLUS ACQU II	68,975	$681	0.3%	$9.87	—	COM CL A	242794105
PCT	PURECYCLE TECHNOLOGIES INC	50,526	$671	0.3%	$21.52	-30.0%	COM	74623V103
—	CLIMATE REAL IMPACT SLUTINS	60,832	$595	0.3%	$9.86	—	COM CL A	187171103
—	FORTRESS CAPITAL ACQUISITION	46,273	$453	0.2%	$9.83	—	SHS CL A	G36427105
—	PONTEM CORPORATION	100,000	$385	0.2%	$4.29	—	*W EXP 01/05/202	G71707122
—	DHC ACQUISITION CORP	19,081	$189	0.1%	$10.00	—	UNIT 02/25/2026	G2758T125
—	ARCTOS NORTHSTAR ACQUIS CORP	14,000	$137	0.1%	$9.73	—	SHS CL A	G0477L100
—	DECARBONIZATION PLUS ACQU II	24,658	$116	0.0%	$4.95	—	*W EXP 01/19/202	242794113
—	LANDCADIA HOLDINGS IV INC	11,208	$112	0.0%	$9.90	—	UNIT 05/01/2025	51477A203
CLIMW	CLIMATE REAL IMPACT SLUTINS	13,766	$61	0.0%	$4.94	—	*W EXP 01/29/202	187171111
—	FORTRESS CAPITAL ACQUISITION	9,254	$41	0.0%	$4.75	—	*W EXP 99/99/999	G36427121
—	ARCTOS NORTHSTAR ACQUIS CORP	3,750	$16	0.0%	$4.53	—	*W EXP 99/99/999	G0477L126
—	VELOCITY ACQUISITION CORP	277	$1	0.0%	$3.61	—	*W EXP 02/24/202	92259E112