Appian Way Asset Management LP Quant / Systematic

CIK: 0001795816 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 16, 2022

Total Value ($000): $219,910 (100.0% shares, 0.0% debt)

Holdings (36)

AVY AVERY DENNISON CORP 16.1%

Value ($000) $35,455 Shares 203,801 Est. Cost $186.86 Unrealized -7.2%

OLN OLIN CORP 10.3%

Value ($000) $22,595 Shares 432,188 Est. Cost $47.19 Unrealized 0.0%

— LINDE PLC 5.7%

Value ($000) $12,439 Shares 38,942 Est. Cost $325.54 Unrealized —

MAS MASCO CORP 5.1%

Value ($000) $11,127 Shares 218,170 Est. Cost $58.30 Unrealized -5.4%

— WESTROCK CO 5.0%

Value ($000) $11,047 Shares 234,900 Est. Cost $47.03 Unrealized —

LPX LOUISIANA PAC CORP 4.7%

Value ($000) $10,308 Shares 165,932 Est. Cost $67.29 Unrealized +2.5%

MTZ MASTEC INC 4.2%

Value ($000) $9,246 Shares 106,151 Est. Cost $90.01 Unrealized -2.9%

ASH ASHLAND GLOBAL HLDGS INC 4.0%

Value ($000) $8,844 Shares 89,867 Est. Cost $89.05 Unrealized 0.0%

NTR NUTRIEN LTD 3.8%

Value ($000) $8,286 Shares 79,678 Est. Cost $73.42 Unrealized 0.0%

ESI ELEMENT SOLUTIONS INC 3.6%

Value ($000) $7,941 Shares 362,600 Est. Cost $21.57 Unrealized +1.0%

MLM MARTIN MARIETTA MATLS INC 3.0%

Value ($000) $6,624 Shares 17,209 Est. Cost $378.22 Unrealized 0.0%

PPC PILGRIMS PRIDE CORP 2.8%

Value ($000) $6,257 Shares 249,300 Est. Cost $25.95 Unrealized 0.0%

TROX TRONOX HOLDINGS PLC 2.8%

Value ($000) $6,212 Shares 313,878 Est. Cost $20.94 Unrealized +3.6%

AXTA AXALTA COATING SYS LTD 2.8%

Value ($000) $6,202 Shares 252,300 Est. Cost $29.23 Unrealized -4.4%

FBIN FORTUNE BRANDS HOME & SEC IN 2.8%

Value ($000) $6,150 Shares 82,800 Est. Cost $72.05 Unrealized 0.0%

DE DEERE & CO 2.8%

Value ($000) $6,149 Shares 14,800 Est. Cost $363.01 Unrealized 0.0%

SLVM SYLVAMO CORP 2.6%

Value ($000) $5,816 Shares 174,763 Est. Cost $26.31 Unrealized +13.9%

— DARIOHEALTH CORP 2.5%

Value ($000) $5,539 Shares 948,487 Est. Cost $9.84 Unrealized —

— AZEK CO INC 2.5%

Value ($000) $5,435 Shares 218,809 Est. Cost $24.84 Unrealized —

KBH KB HOME 1.8%

Value ($000) $3,963 Shares 122,400 Est. Cost $36.90 Unrealized 0.0%

AWI ARMSTRONG WORLD INDS INC NEW 1.8%

Value ($000) $3,906 Shares 43,400 Est. Cost $92.96 Unrealized 0.0%

CSX CSX CORP 1.7%

Value ($000) $3,700 Shares 98,800 Est. Cost $33.49 Unrealized 0.0%

IFF INTERNATIONAL FLAVORS&FRAGRA 1.5%

Value ($000) $3,204 Shares 24,400 Est. Cost $118.86 Unrealized 0.0%

GTLS CHART INDS INC 1.1%

Value ($000) $2,370 Shares 13,800 Est. Cost $140.45 Unrealized 0.0%

WLK WESTLAKE CORPORATION 0.9%

Value ($000) $1,974 Shares 16,000 Est. Cost $102.15 Unrealized 0.0%

CAT CATERPILLAR INC 0.9%

Value ($000) $1,961 Shares 8,800 Est. Cost $195.46 Unrealized 0.0%

CE CELANESE CORP DEL 0.9%

Value ($000) $1,943 Shares 13,600 Est. Cost $151.80 Unrealized -5.9%

BLDR BUILDERS FIRSTSOURCE INC 0.9%

Value ($000) $1,878 Shares 29,094 Est. Cost $72.59 Unrealized 0.0%

FSLR FIRST SOLAR INC 0.5%

Value ($000) $1,005 Shares 12,000 Est. Cost $76.57 Unrealized 0.0%

FLR FLUOR CORP NEW 0.4%

Value ($000) $912 Shares 31,798 Est. Cost $24.12 Unrealized 0.0%

PCT PURECYCLE TECHNOLOGIES INC 0.4%

Value ($000) $895 Shares 111,875 Est. Cost $16.00 Unrealized -54.4%

— PACTIV EVERGREEN INC 0.1%

Value ($000) $298 Shares 29,591 Est. Cost $10.07 Unrealized —

— LANDCADIA HOLDINGS IV INC 0.1%

Value ($000) $111 Shares 11,208 Est. Cost $9.90 Unrealized —

DCFWQ TRITIUM DCFC LIMITED 0.0%

Value ($000) $79 Shares 24,658 Est. Cost $3.20 Unrealized —

— PONTEM CORPORATION 0.0%

Value ($000) $33 Shares 100,000 Est. Cost $4.29 Unrealized —

CLIMW CLIMATE REAL IMPACT SLUTINS 0.0%

Value ($000) $6 Shares 13,766 Est. Cost $4.94 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
AVY	AVERY DENNISON CORP	203,801	$35,455	16.1%	$186.86	-7.2%	COM	053611109
OLN	OLIN CORP	432,188	$22,595	10.3%	$47.19	0.0%	COM PAR $1	680665205
—	LINDE PLC	38,942	$12,439	5.7%	$325.54	—	SHS	G5494J103
MAS	MASCO CORP	218,170	$11,127	5.1%	$58.30	-5.4%	COM	574599106
—	WESTROCK CO	234,900	$11,047	5.0%	$47.03	—	COM	96145D105
LPX	LOUISIANA PAC CORP	165,932	$10,308	4.7%	$67.29	+2.5%	COM	546347105
MTZ	MASTEC INC	106,151	$9,246	4.2%	$90.01	-2.9%	COM	576323109
ASH	ASHLAND GLOBAL HLDGS INC	89,867	$8,844	4.0%	$89.05	0.0%	COM	044186104
NTR	NUTRIEN LTD	79,678	$8,286	3.8%	$73.42	0.0%	COM	67077M108
ESI	ELEMENT SOLUTIONS INC	362,600	$7,941	3.6%	$21.57	+1.0%	COM	28618M106
MLM	MARTIN MARIETTA MATLS INC	17,209	$6,624	3.0%	$378.22	0.0%	COM	573284106
PPC	PILGRIMS PRIDE CORP	249,300	$6,257	2.8%	$25.95	0.0%	COM	72147K108
TROX	TRONOX HOLDINGS PLC	313,878	$6,212	2.8%	$20.94	+3.6%	SHS	G9087Q102
AXTA	AXALTA COATING SYS LTD	252,300	$6,202	2.8%	$29.23	-4.4%	COM	G0750C108
FBIN	FORTUNE BRANDS HOME & SEC IN	82,800	$6,150	2.8%	$72.05	0.0%	COM	34964C106
DE	DEERE & CO	14,800	$6,149	2.8%	$363.01	0.0%	COM	244199105
SLVM	SYLVAMO CORP	174,763	$5,816	2.6%	$26.31	+13.9%	COMMON STOCK	871332102
—	DARIOHEALTH CORP	948,487	$5,539	2.5%	$9.84	—	COM NEW	23725P209
—	AZEK CO INC	218,809	$5,435	2.5%	$24.84	—	CL A	05478C105
KBH	KB HOME	122,400	$3,963	1.8%	$36.90	0.0%	COM	48666K109
AWI	ARMSTRONG WORLD INDS INC NEW	43,400	$3,906	1.8%	$92.96	0.0%	COM	04247X102
CSX	CSX CORP	98,800	$3,700	1.7%	$33.49	0.0%	COM	126408103
IFF	INTERNATIONAL FLAVORS&FRAGRA	24,400	$3,204	1.5%	$118.86	0.0%	COM	459506101
GTLS	CHART INDS INC	13,800	$2,370	1.1%	$140.45	0.0%	COM	16115Q308
WLK	WESTLAKE CORPORATION	16,000	$1,974	0.9%	$102.15	0.0%	COM	960413102
CAT	CATERPILLAR INC	8,800	$1,961	0.9%	$195.46	0.0%	COM	149123101
CE	CELANESE CORP DEL	13,600	$1,943	0.9%	$151.80	-5.9%	COM	150870103
BLDR	BUILDERS FIRSTSOURCE INC	29,094	$1,878	0.9%	$72.59	0.0%	COM	12008R107
FSLR	FIRST SOLAR INC	12,000	$1,005	0.5%	$76.57	0.0%	COM	336433107
FLR	FLUOR CORP NEW	31,798	$912	0.4%	$24.12	0.0%	COM	343412102
PCT	PURECYCLE TECHNOLOGIES INC	111,875	$895	0.4%	$16.00	-54.4%	COM	74623V103
—	PACTIV EVERGREEN INC	29,591	$298	0.1%	$10.07	—	COM	69526K105
—	LANDCADIA HOLDINGS IV INC	11,208	$111	0.1%	$9.90	—	UNIT 05/01/2025	51477A203
DCFWQ	TRITIUM DCFC LIMITED	24,658	$79	0.0%	$3.20	—	*W EXP 01/13/202	Q9225T116
—	PONTEM CORPORATION	100,000	$33	0.0%	$4.29	—	*W EXP 01/05/202	G71707122
CLIMW	CLIMATE REAL IMPACT SLUTINS	13,766	$6	0.0%	$4.94	—	*W EXP 01/29/202	187171111