Cannon Global Investment Management, LLC Quant / Systematic

CIK: 0001844427 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 3, 2021

Total Value ($000): $51,141 (100.0% shares, 0.0% debt)

Holdings (41)

MPC MARATHON PETE CORP 11.8%

Value ($000) $6,042 Shares 100,000 Est. Cost $52.29 Unrealized 0.0%

MPC MARATHON PETE CORP 11.8%

Value ($000) $6,042 Shares 100,000 Est. Cost $52.29 Unrealized 0.0%

ARKK ARK ETF TR 10.5%

Value ($000) $5,375 Shares 41,100 Est. Cost $130.78 Unrealized —

XOP SPDR SER TR 8.7%

Value ($000) $4,428 Shares 45,800 Est. Cost $96.68 Unrealized —

IWM ISHARES TR 7.6%

Value ($000) $3,899 Shares 17,000 Est. Cost $229.35 Unrealized —

— BHP GROUP PLC 5.7%

Value ($000) $2,927 Shares 49,041 Est. Cost $59.68 Unrealized —

JTKWY JUST EAT TAKEAWAY COM N V 3.9%

Value ($000) $1,990 Shares 109,000 Est. Cost $18.26 Unrealized —

XLV SELECT SECTOR SPDR TR 3.7%

Value ($000) $1,893 Shares 15,028 Est. Cost $125.96 Unrealized —

VO VANGUARD INDEX FDS 2.7%

Value ($000) $1,400 Shares 5,900 Est. Cost $237.29 Unrealized —

IWN ISHARES TR 2.0%

Value ($000) $1,044 Shares 6,300 Est. Cost $165.71 Unrealized —

CSGP COSTAR GROUP INC 1.9%

Value ($000) $994 Shares 12,000 Est. Cost $86.44 Unrealized +0.0%

SMH VANECK VECTORS ETF TR 1.9%

Value ($000) $992 Shares 3,782 Est. Cost $262.30 Unrealized —

CG CARLYLE GROUP INC 1.7%

Value ($000) $892 Shares 19,200 Est. Cost $36.47 Unrealized 0.0%

KKR KKR & CO INC 1.7%

Value ($000) $889 Shares 15,000 Est. Cost $53.34 Unrealized 0.0%

STRA STRATEGIC ED INC 1.7%

Value ($000) $875 Shares 11,500 Est. Cost $72.00 Unrealized -3.8%

VBR VANGUARD INDEX FDS 1.7%

Value ($000) $851 Shares 4,900 Est. Cost $167.81 Unrealized —

— QTS RLTY TR INC 1.7%

Value ($000) $850 Shares 11,000 Est. Cost $77.27 Unrealized —

TR TOOTSIE ROLL INDS INC 1.5%

Value ($000) $780 Shares 23,000 Est. Cost $28.40 Unrealized +2.2%

CGNT COGNYTE SOFTWARE LTD 1.5%

Value ($000) $747 Shares 30,500 Est. Cost $24.74 Unrealized 0.0%

DTM DT MIDSTREAM INC 1.5%

Value ($000) $746 Shares 19,297 Est. Cost $38.66 Unrealized —

MRNA MODERNA INC 1.4%

Value ($000) $728 Shares 3,100 Est. Cost $178.71 Unrealized 0.0%

MTCH MATCH GROUP INC NEW 1.4%

Value ($000) $726 Shares 4,500 Est. Cost $146.28 Unrealized -2.1%

SE SEA LTD 1.3%

Value ($000) $687 Shares 2,500 Est. Cost $223.33 Unrealized —

VGT VANGUARD WORLD FDS 1.2%

Value ($000) $598 Shares 1,500 Est. Cost $358.60 Unrealized —

GLPI GAMING & LEISURE PPTYS INC 0.9%

Value ($000) $463 Shares 10,000 Est. Cost $42.43 Unrealized —

— FRANKS INTL N V 0.8%

Value ($000) $424 Shares 140,000 Est. Cost $3.03 Unrealized —

CVSA ADTALEM GLOBAL ED INC 0.8%

Value ($000) $421 Shares 11,800 Est. Cost $37.53 Unrealized 0.0%

— FRONTIER COMMUNICATIONS PARE 0.8%

Value ($000) $396 Shares 15,000 Est. Cost $26.40 Unrealized —

TAN INVESCO EXCH TRADED FD TR II 0.8%

Value ($000) $393 Shares 4,400 Est. Cost $102.75 Unrealized —

PDM PIEDMONT OFFICE REALTY TR IN 0.8%

Value ($000) $388 Shares 21,000 Est. Cost $17.37 Unrealized —

CNS COHEN & STEERS INC 0.7%

Value ($000) $378 Shares 4,600 Est. Cost $58.33 Unrealized +5.8%

FDN FIRST TR EXCHANGE-TRADED FD 0.7%

Value ($000) $370 Shares 1,513 Est. Cost $244.55 Unrealized —

TROX TRONOX HOLDINGS PLC 0.5%

Value ($000) $258 Shares 11,500 Est. Cost $17.46 Unrealized +25.7%

INVH INVITATION HOMES INC 0.5%

Value ($000) $242 Shares 6,500 Est. Cost $30.57 Unrealized 0.0%

ONC BEIGENE LTD 0.4%

Value ($000) $206 Shares 600 Est. Cost $343.33 Unrealized —

NTES NETEASE INC 0.4%

Value ($000) $203 Shares 1,760 Est. Cost $115.34 Unrealized —

— HEALTHCARE SERVICES ACQU COR 0.3%

Value ($000) $160 Shares 16,500 Est. Cost $9.68 Unrealized —

— AF ACQUISITION CORP 0.3%

Value ($000) $139 Shares 14,000 Est. Cost $9.91 Unrealized —

— CO-DIAGNOSTICS INC 0.3%

Value ($000) $135 Shares 16,400 Est. Cost $8.23 Unrealized —

GNSS GENASYS INC 0.2%

Value ($000) $85 Shares 15,500 Est. Cost $6.10 Unrealized 0.0%

MNOV MEDICINOVA INC 0.2%

Value ($000) $85 Shares 20,000 Est. Cost $4.31 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MPC	MARATHON PETE CORP	100,000	$6,042	11.8%	$52.29	0.0%	COM	56585A102
MPC	MARATHON PETE CORP	100,000	$6,042	11.8%	$52.29	0.0%	Put	56585A102
ARKK	ARK ETF TR	41,100	$5,375	10.5%	$130.78	—	INNOVATION ETF	00214Q104
XOP	SPDR SER TR	45,800	$4,428	8.7%	$96.68	—	S&P OILGAS EXP	78468R556
IWM	ISHARES TR	17,000	$3,899	7.6%	$229.35	—	RUSSELL 2000 ETF	464287655
—	BHP GROUP PLC	49,041	$2,927	5.7%	$59.68	—	SPONSORED ADR	05545E209
JTKWY	JUST EAT TAKEAWAY COM N V	109,000	$1,990	3.9%	$18.26	—	SPONSORED ADS	48214T305
XLV	SELECT SECTOR SPDR TR	15,028	$1,893	3.7%	$125.96	—	SBI HEALTHCARE	81369Y209
VO	VANGUARD INDEX FDS	5,900	$1,400	2.7%	$237.29	—	MID CAP ETF	922908629
IWN	ISHARES TR	6,300	$1,044	2.0%	$165.71	—	RUS 2000 VAL ETF	464287630
CSGP	COSTAR GROUP INC	12,000	$994	1.9%	$86.44	+0.0%	COM	22160N109
SMH	VANECK VECTORS ETF TR	3,782	$992	1.9%	$262.30	—	SEMICONDUCTOR ET	92189F676
CG	CARLYLE GROUP INC	19,200	$892	1.7%	$36.47	0.0%	COM	14316J108
KKR	KKR & CO INC	15,000	$889	1.7%	$53.34	0.0%	COM	48251W104
STRA	STRATEGIC ED INC	11,500	$875	1.7%	$72.00	-3.8%	COM	86272C103
VBR	VANGUARD INDEX FDS	4,900	$851	1.7%	$167.81	—	SM CP VAL ETF	922908611
—	QTS RLTY TR INC	11,000	$850	1.7%	$77.27	—	COM CL A	74736A103
TR	TOOTSIE ROLL INDS INC	23,000	$780	1.5%	$28.40	+2.2%	COM	890516107
CGNT	COGNYTE SOFTWARE LTD	30,500	$747	1.5%	$24.74	0.0%	ORD SHS	M25133105
DTM	DT MIDSTREAM INC	19,297	$746	1.5%	$38.66	—	COMMON STOCK	23345M107
MRNA	MODERNA INC	3,100	$728	1.4%	$178.71	0.0%	COM	60770K107
MTCH	MATCH GROUP INC NEW	4,500	$726	1.4%	$146.28	-2.1%	COM	57667L107
SE	SEA LTD	2,500	$687	1.3%	$223.33	—	SPONSORD ADS	81141R100
VGT	VANGUARD WORLD FDS	1,500	$598	1.2%	$358.60	—	INF TECH ETF	92204A702
GLPI	GAMING & LEISURE PPTYS INC	10,000	$463	0.9%	$42.43	—	COM	36467J108
—	FRANKS INTL N V	140,000	$424	0.8%	$3.03	—	COM	N33462107
CVSA	ADTALEM GLOBAL ED INC	11,800	$421	0.8%	$37.53	0.0%	COM	00737L103
—	FRONTIER COMMUNICATIONS PARE	15,000	$396	0.8%	$26.40	—	COM	35909D109
TAN	INVESCO EXCH TRADED FD TR II	4,400	$393	0.8%	$102.75	—	SOLAR ETF	46138G706
PDM	PIEDMONT OFFICE REALTY TR IN	21,000	$388	0.8%	$17.37	—	COM CL A	720190206
CNS	COHEN & STEERS INC	4,600	$378	0.7%	$58.33	+5.8%	COM	19247A100
FDN	FIRST TR EXCHANGE-TRADED FD	1,513	$370	0.7%	$244.55	—	DJ INTERNT IDX	33733E302
TROX	TRONOX HOLDINGS PLC	11,500	$258	0.5%	$17.46	+25.7%	SHS	G9087Q102
INVH	INVITATION HOMES INC	6,500	$242	0.5%	$30.57	0.0%	COM	46187W107
ONC	BEIGENE LTD	600	$206	0.4%	$343.33	—	SPONSORED ADR	07725L102
NTES	NETEASE INC	1,760	$203	0.4%	$115.34	—	SPONSORED ADS	64110W102
—	HEALTHCARE SERVICES ACQU COR	16,500	$160	0.3%	$9.68	—	COM CL A	42227K104
—	AF ACQUISITION CORP	14,000	$139	0.3%	$9.91	—	UNIT 03/23/2028	001040203
—	CO-DIAGNOSTICS INC	16,400	$135	0.3%	$8.23	—	COM	189763105
GNSS	GENASYS INC	15,500	$85	0.2%	$6.10	0.0%	COM	36872P103
MNOV	MEDICINOVA INC	20,000	$85	0.2%	$4.31	0.0%	COM NEW	58468P206