Appian Way Asset Management LP Quant / Systematic

CIK: 0001795816 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 14, 2024

Total Value ($000): $475,710 (100.0% shares, 0.0% debt)

Holdings (44)

PPC PILGRIMS PRIDE CORP 18.0%

Value ($000) $85,552 Shares 3,093,000 Est. Cost $23.92 Unrealized +6.4%

SGML SIGMA LITHIUM CORPORATION 9.5%

Value ($000) $45,092 Shares 1,430,142 Est. Cost $27.90 Unrealized 0.0%

PPC PILGRIMS PRIDE CORP 6.5%

Value ($000) $31,131 Shares 1,125,486 Est. Cost $23.92 Unrealized +6.4%

JCI JOHNSON CTLS INTL PLC 6.4%

Value ($000) $30,682 Shares 532,300 Est. Cost $51.32 Unrealized -1.2%

CALM CAL MAINE FOODS INC 6.0%

Value ($000) $28,695 Shares 500,000 Est. Cost $43.04 Unrealized 0.0%

CALM CAL MAINE FOODS INC 3.9%

Value ($000) $18,470 Shares 321,840 Est. Cost $43.04 Unrealized 0.0%

SPY SPDR S&P 500 ETF TR 3.7%

Value ($000) $17,586 Shares 37,000 Est. Cost — Unrealized —

LHX L3HARRIS TECHNOLOGIES INC 3.7%

Value ($000) $17,503 Shares 83,103 Est. Cost $175.00 Unrealized +2.8%

NSC NORFOLK SOUTHN CORP 3.3%

Value ($000) $15,530 Shares 65,700 Est. Cost $200.12 Unrealized 0.0%

APD AIR PRODS & CHEMS INC 2.7%

Value ($000) $12,923 Shares 47,200 Est. Cost $274.86 Unrealized -5.7%

DY DYCOM INDS INC 2.6%

Value ($000) $12,334 Shares 107,166 Est. Cost $97.17 Unrealized -2.3%

OC OWENS CORNING NEW 2.5%

Value ($000) $12,073 Shares 81,445 Est. Cost $137.41 Unrealized -3.6%

CSL CARLISLE COS INC 2.4%

Value ($000) $11,442 Shares 36,624 Est. Cost $264.65 Unrealized +1.5%

SPY SPDR S&P 500 ETF TR 2.4%

Value ($000) $11,407 Shares 24,000 Est. Cost — Unrealized —

FCX FREEPORT-MCMORAN INC 2.2%

Value ($000) $10,442 Shares 245,300 Est. Cost $36.62 Unrealized -2.0%

PCT PURECYCLE TECHNOLOGIES INC 2.1%

Value ($000) $9,952 Shares 2,457,370 Est. Cost $4.39 Unrealized 0.0%

OC OWENS CORNING NEW 1.6%

Value ($000) $7,412 Shares 50,000 Est. Cost $137.41 Unrealized -3.6%

GT GOODYEAR TIRE & RUBR CO 1.5%

Value ($000) $7,343 Shares 512,800 Est. Cost $13.29 Unrealized 0.0%

MEOH METHANEX CORP 1.4%

Value ($000) $6,801 Shares 143,600 Est. Cost $43.48 Unrealized 0.0%

JCI JOHNSON CTLS INTL PLC 1.4%

Value ($000) $6,531 Shares 113,300 Est. Cost $51.32 Unrealized -1.2%

TS TENARIS S A 1.4%

Value ($000) $6,435 Shares 185,134 Est. Cost $34.76 Unrealized —

PPG PPG INDS INC 1.3%

Value ($000) $6,296 Shares 42,100 Est. Cost $130.12 Unrealized -1.0%

GSM FERROGLOBE PLC 1.1%

Value ($000) $5,435 Shares 834,936 Est. Cost $5.16 Unrealized 0.0%

LEG LEGGETT & PLATT INC 1.1%

Value ($000) $5,234 Shares 200,000 Est. Cost — Unrealized —

ATI ATI INC 1.0%

Value ($000) $4,974 Shares 109,400 Est. Cost $41.52 Unrealized 0.0%

AGCO AGCO CORP 1.0%

Value ($000) $4,929 Shares 40,600 Est. Cost $111.38 Unrealized 0.0%

— MRC GLOBAL INC 1.0%

Value ($000) $4,745 Shares 430,968 Est. Cost $11.01 Unrealized —

DAL DELTA AIR LINES INC DEL 0.8%

Value ($000) $4,030 Shares 100,166 Est. Cost $35.44 Unrealized 0.0%

FLR FLUOR CORP NEW 0.8%

Value ($000) $3,579 Shares 91,371 Est. Cost $33.49 Unrealized +10.3%

SGML SIGMA LITHIUM CORPORATION 0.7%

Value ($000) $3,522 Shares 111,700 Est. Cost $27.90 Unrealized 0.0%

LPX LOUISIANA PAC CORP 0.7%

Value ($000) $3,357 Shares 47,390 Est. Cost $59.73 Unrealized 0.0%

MOS MOSAIC CO NEW 0.6%

Value ($000) $3,085 Shares 86,336 Est. Cost $35.77 Unrealized -7.5%

HON HONEYWELL INTL INC 0.6%

Value ($000) $3,041 Shares 14,500 Est. Cost $173.86 Unrealized -0.9%

NTR NUTRIEN LTD 0.6%

Value ($000) $2,924 Shares 51,900 Est. Cost $54.27 Unrealized -3.2%

— DARIOHEALTH CORP 0.5%

Value ($000) $2,275 Shares 1,322,444 Est. Cost $7.65 Unrealized —

EMR EMERSON ELEC CO 0.4%

Value ($000) $2,015 Shares 20,700 Est. Cost $91.16 Unrealized -3.4%

AAL AMERICAN AIRLS GROUP INC 0.4%

Value ($000) $1,991 Shares 144,900 Est. Cost $12.56 Unrealized 0.0%

DE DEERE & CO 0.4%

Value ($000) $1,919 Shares 4,800 Est. Cost $365.14 Unrealized 0.0%

INGR INGREDION INC 0.3%

Value ($000) $1,637 Shares 15,085 Est. Cost $103.74 Unrealized -3.3%

OII OCEANEERING INTL INC 0.3%

Value ($000) $1,620 Shares 76,140 Est. Cost $22.16 Unrealized 0.0%

SLVM SYLVAMO CORP 0.3%

Value ($000) $1,529 Shares 31,136 Est. Cost $36.68 Unrealized +19.3%

PSN PARSONS CORP DEL 0.3%

Value ($000) $1,220 Shares 19,455 Est. Cost $60.47 Unrealized 0.0%

PCT PURECYCLE TECHNOLOGIES INC 0.2%

Value ($000) $1,013 Shares 250,000 Est. Cost $4.39 Unrealized 0.0%

DCFWQ TRITIUM DCFC LIMITED 0.0%

Value ($000) $2 Shares 24,658 Est. Cost $3.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PPC	PILGRIMS PRIDE CORP	3,093,000	$85,552	18.0%	$23.92	+6.4%	Call	72147K108
SGML	SIGMA LITHIUM CORPORATION	1,430,142	$45,092	9.5%	$27.90	0.0%	COM	826599102
PPC	PILGRIMS PRIDE CORP	1,125,486	$31,131	6.5%	$23.92	+6.4%	COM	72147K108
JCI	JOHNSON CTLS INTL PLC	532,300	$30,682	6.4%	$51.32	-1.2%	SHS	G51502105
CALM	CAL MAINE FOODS INC	500,000	$28,695	6.0%	$43.04	0.0%	Call	128030202
CALM	CAL MAINE FOODS INC	321,840	$18,470	3.9%	$43.04	0.0%	COM NEW	128030202
SPY	SPDR S&P 500 ETF TR	37,000	$17,586	3.7%	—	—	Call	78462F103
LHX	L3HARRIS TECHNOLOGIES INC	83,103	$17,503	3.7%	$175.00	+2.8%	COM	502431109
NSC	NORFOLK SOUTHN CORP	65,700	$15,530	3.3%	$200.12	0.0%	COM	655844108
APD	AIR PRODS & CHEMS INC	47,200	$12,923	2.7%	$274.86	-5.7%	COM	009158106
DY	DYCOM INDS INC	107,166	$12,334	2.6%	$97.17	-2.3%	COM	267475101
OC	OWENS CORNING NEW	81,445	$12,073	2.5%	$137.41	-3.6%	COM	690742101
CSL	CARLISLE COS INC	36,624	$11,442	2.4%	$264.65	+1.5%	COM	142339100
SPY	SPDR S&P 500 ETF TR	24,000	$11,407	2.4%	—	—	Put	78462F103
FCX	FREEPORT-MCMORAN INC	245,300	$10,442	2.2%	$36.62	-2.0%	CL B	35671D857
PCT	PURECYCLE TECHNOLOGIES INC	2,457,370	$9,952	2.1%	$4.39	0.0%	COM	74623V103
OC	OWENS CORNING NEW	50,000	$7,412	1.6%	$137.41	-3.6%	Call	690742101
GT	GOODYEAR TIRE & RUBR CO	512,800	$7,343	1.5%	$13.29	0.0%	COM	382550101
MEOH	METHANEX CORP	143,600	$6,801	1.4%	$43.48	0.0%	COM	59151K108
JCI	JOHNSON CTLS INTL PLC	113,300	$6,531	1.4%	$51.32	-1.2%	Call	G51502105
TS	TENARIS S A	185,134	$6,435	1.4%	$34.76	—	SPONSORED ADS	88031M109
PPG	PPG INDS INC	42,100	$6,296	1.3%	$130.12	-1.0%	COM	693506107
GSM	FERROGLOBE PLC	834,936	$5,435	1.1%	$5.16	0.0%	SHS	G33856108
LEG	LEGGETT & PLATT INC	200,000	$5,234	1.1%	—	—	Call	524660107
ATI	ATI INC	109,400	$4,974	1.0%	$41.52	0.0%	COM	01741R102
AGCO	AGCO CORP	40,600	$4,929	1.0%	$111.38	0.0%	COM	001084102
—	MRC GLOBAL INC	430,968	$4,745	1.0%	$11.01	—	COM	55345K103
DAL	DELTA AIR LINES INC DEL	100,166	$4,030	0.8%	$35.44	0.0%	COM NEW	247361702
FLR	FLUOR CORP NEW	91,371	$3,579	0.8%	$33.49	+10.3%	COM	343412102
SGML	SIGMA LITHIUM CORPORATION	111,700	$3,522	0.7%	$27.90	0.0%	Call	826599102
LPX	LOUISIANA PAC CORP	47,390	$3,357	0.7%	$59.73	0.0%	COM	546347105
MOS	MOSAIC CO NEW	86,336	$3,085	0.6%	$35.77	-7.5%	COM	61945C103
HON	HONEYWELL INTL INC	14,500	$3,041	0.6%	$173.86	-0.9%	COM	438516106
NTR	NUTRIEN LTD	51,900	$2,924	0.6%	$54.27	-3.2%	COM	67077M108
—	DARIOHEALTH CORP	1,322,444	$2,275	0.5%	$7.65	—	COM NEW	23725P209
EMR	EMERSON ELEC CO	20,700	$2,015	0.4%	$91.16	-3.4%	COM	291011104
AAL	AMERICAN AIRLS GROUP INC	144,900	$1,991	0.4%	$12.56	0.0%	COM	02376R102
DE	DEERE & CO	4,800	$1,919	0.4%	$365.14	0.0%	COM	244199105
INGR	INGREDION INC	15,085	$1,637	0.3%	$103.74	-3.3%	COM	457187102
OII	OCEANEERING INTL INC	76,140	$1,620	0.3%	$22.16	0.0%	COM	675232102
SLVM	SYLVAMO CORP	31,136	$1,529	0.3%	$36.68	+19.3%	COMMON STOCK	871332102
PSN	PARSONS CORP DEL	19,455	$1,220	0.3%	$60.47	0.0%	COM	70202L102
PCT	PURECYCLE TECHNOLOGIES INC	250,000	$1,013	0.2%	$4.39	0.0%	Call	74623V103
DCFWQ	TRITIUM DCFC LIMITED	24,658	$2	0.0%	$3.20	—	*W EXP 01/13/202	Q9225T116