Cannon Global Investment Management, LLC Quant / Systematic

CIK: 0001844427 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 4, 2022

Total Value ($000): $63,343 (100.0% shares, 0.0% debt)

Holdings (38)

BHP BHP GROUP LTD 39.3%

Value ($000) $24,912 Shares 412,787 Est. Cost $57.17 Unrealized —

KRE SPDR SER TR 13.8%

Value ($000) $8,769 Shares 123,768 Est. Cost $69.27 Unrealized —

— XILINX INC 7.3%

Value ($000) $4,622 Shares 21,800 Est. Cost $183.36 Unrealized —

— VMWARE INC 3.7%

Value ($000) $2,318 Shares 20,000 Est. Cost $115.90 Unrealized —

— GREENSKY INC 2.7%

Value ($000) $1,704 Shares 150,000 Est. Cost $11.36 Unrealized —

CSGP COSTAR GROUP INC 2.6%

Value ($000) $1,620 Shares 20,500 Est. Cost $86.44 Unrealized -2.9%

JACK JACK IN THE BOX INC 2.5%

Value ($000) $1,557 Shares 17,800 Est. Cost $92.89 Unrealized 0.0%

— PERSHING SQUARE TONTINE HLDG 2.2%

Value ($000) $1,380 Shares 70,000 Est. Cost $19.71 Unrealized —

CMP COMPASS MINERALS INTL INC 2.1%

Value ($000) $1,338 Shares 26,200 Est. Cost $58.48 Unrealized 0.0%

VTI VANGUARD INDEX FDS 2.1%

Value ($000) $1,328 Shares 5,500 Est. Cost $241.45 Unrealized —

VB VANGUARD INDEX FDS 1.9%

Value ($000) $1,220 Shares 5,400 Est. Cost $218.62 Unrealized —

— AEROJET ROCKETDYNE HLDGS INC 1.6%

Value ($000) $982 Shares 21,000 Est. Cost $45.08 Unrealized —

TPL TEXAS PACIFIC LAND CORPORATI 1.4%

Value ($000) $874 Shares 700 Est. Cost $146.88 Unrealized -10.1%

— HORIZON THERAPEUTICS PUB L 1.4%

Value ($000) $862 Shares 8,000 Est. Cost $108.91 Unrealized —

IWD ISHARES TR 1.2%

Value ($000) $772 Shares 4,600 Est. Cost $167.83 Unrealized —

T AT&T INC 1.1%

Value ($000) $723 Shares 29,400 Est. Cost $14.67 Unrealized 0.0%

UE URBAN EDGE PPTYS 1.1%

Value ($000) $675 Shares 35,500 Est. Cost $18.81 Unrealized —

MDY SPDR S&P MIDCAP 400 ETF TR 1.1%

Value ($000) $673 Shares 1,300 Est. Cost $517.69 Unrealized —

Value ($000) $622 Shares 3,500 Est. Cost $127.29 Unrealized 0.0%

IWM ISHARES TR 1.0%

Value ($000) $614 Shares 2,759 Est. Cost $222.54 Unrealized —

NUS NU SKIN ENTERPRISES INC 1.0%

Value ($000) $609 Shares 12,000 Est. Cost $42.03 Unrealized -9.0%

WAFD WASHINGTON FED INC 1.0%

Value ($000) $608 Shares 18,200 Est. Cost $29.90 Unrealized 0.0%

— ARCHAEA ENERGY INC 0.7%

Value ($000) $457 Shares 25,000 Est. Cost $18.28 Unrealized —

— DISCOVERY INC 0.7%

Value ($000) $447 Shares 19,000 Est. Cost $24.51 Unrealized —

SMH VANECK ETF TRUST 0.6%

Value ($000) $401 Shares 1,300 Est. Cost $308.46 Unrealized —

MSEX MIDDLESEX WTR CO 0.6%

Value ($000) $373 Shares 3,100 Est. Cost $106.24 Unrealized 0.0%

SPY SPDR S&P 500 ETF TR 0.6%

Value ($000) $356 Shares 750 Est. Cost $474.67 Unrealized —

MTX MINERALS TECHNOLOGIES INC 0.5%

Value ($000) $329 Shares 4,500 Est. Cost $70.30 Unrealized 0.0%

— BENSON HILL INC 0.5%

Value ($000) $308 Shares 42,296 Est. Cost $7.28 Unrealized —

LWLG LIGHTWAVE LOGIC INC 0.5%

Value ($000) $298 Shares 20,000 Est. Cost $13.17 Unrealized 0.0%

— ADARA ACQUISITION CORP 0.4%

Value ($000) $274 Shares 28,000 Est. Cost $9.79 Unrealized —

ENR ENERGIZER HLDGS INC NEW 0.4%

Value ($000) $241 Shares 6,000 Est. Cost $32.15 Unrealized 0.0%

BIIB BIOGEN INC 0.3%

Value ($000) $216 Shares 900 Est. Cost $257.12 Unrealized 0.0%

— HEALTHCARE SERVICES ACQU COR 0.3%

Value ($000) $215 Shares 22,000 Est. Cost $9.70 Unrealized —

— AF ACQUISITION CORP 0.3%

Value ($000) $182 Shares 18,300 Est. Cost $9.90 Unrealized —

— EQRX INC 0.3%

Value ($000) $171 Shares 25,000 Est. Cost $6.84 Unrealized —

— FAR PEAK ACQUISITION CORP 0.3%

Value ($000) $161 Shares 16,000 Est. Cost $10.06 Unrealized —

— CHURCHILL CAPITAL CORP VI 0.2%

Value ($000) $132 Shares 13,500 Est. Cost $9.78 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BHP	BHP GROUP LTD	412,787	$24,912	39.3%	$57.17	—	SPONSORED ADS	088606108
KRE	SPDR SER TR	123,768	$8,769	13.8%	$69.27	—	S&P REGL BKG	78464A698
—	XILINX INC	21,800	$4,622	7.3%	$183.36	—	COM	983919101
—	VMWARE INC	20,000	$2,318	3.7%	$115.90	—	CL A COM	928563402
—	GREENSKY INC	150,000	$1,704	2.7%	$11.36	—	CL A	39572G100
CSGP	COSTAR GROUP INC	20,500	$1,620	2.6%	$86.44	-2.9%	COM	22160N109
JACK	JACK IN THE BOX INC	17,800	$1,557	2.5%	$92.89	0.0%	COM	466367109
—	PERSHING SQUARE TONTINE HLDG	70,000	$1,380	2.2%	$19.71	—	COM CL A	71531R109
CMP	COMPASS MINERALS INTL INC	26,200	$1,338	2.1%	$58.48	0.0%	COM	20451N101
VTI	VANGUARD INDEX FDS	5,500	$1,328	2.1%	$241.45	—	TOTAL STK MKT	922908769
VB	VANGUARD INDEX FDS	5,400	$1,220	1.9%	$218.62	—	SMALL CP ETF	922908751
—	AEROJET ROCKETDYNE HLDGS INC	21,000	$982	1.6%	$45.08	—	COM	007800105
TPL	TEXAS PACIFIC LAND CORPORATI	700	$874	1.4%	$146.88	-10.1%	COM	88262P102
—	HORIZON THERAPEUTICS PUB L	8,000	$862	1.4%	$108.91	—	SHS	G46188101
IWD	ISHARES TR	4,600	$772	1.2%	$167.83	—	RUS 1000 VAL ETF	464287598
T	AT&T INC	29,400	$723	1.1%	$14.67	0.0%	COM	00206R102
UE	URBAN EDGE PPTYS	35,500	$675	1.1%	$18.81	—	COM	91704F104
MDY	SPDR S&P MIDCAP 400 ETF TR	1,300	$673	1.1%	$517.69	—	UTSER1 S&PDCRP	78467Y107
MMM	3M CO	3,500	$622	1.0%	$127.29	0.0%	COM	88579Y101
IWM	ISHARES TR	2,759	$614	1.0%	$222.54	—	RUSSELL 2000 ETF	464287655
NUS	NU SKIN ENTERPRISES INC	12,000	$609	1.0%	$42.03	-9.0%	CL A	67018T105
WAFD	WASHINGTON FED INC	18,200	$608	1.0%	$29.90	0.0%	COM	938824109
—	ARCHAEA ENERGY INC	25,000	$457	0.7%	$18.28	—	COM CL A	03940F103
—	DISCOVERY INC	19,000	$447	0.7%	$24.51	—	COM SER A	25470F104
SMH	VANECK ETF TRUST	1,300	$401	0.6%	$308.46	—	SEMICONDUCTR ETF	92189F676
MSEX	MIDDLESEX WTR CO	3,100	$373	0.6%	$106.24	0.0%	COM	596680108
SPY	SPDR S&P 500 ETF TR	750	$356	0.6%	$474.67	—	TR UNIT	78462F103
MTX	MINERALS TECHNOLOGIES INC	4,500	$329	0.5%	$70.30	0.0%	COM	603158106
—	BENSON HILL INC	42,296	$308	0.5%	$7.28	—	COMMON STOCK	082490103
LWLG	LIGHTWAVE LOGIC INC	20,000	$298	0.5%	$13.17	0.0%	COM	532275104
—	ADARA ACQUISITION CORP	28,000	$274	0.4%	$9.79	—	COM CL A	00653H102
ENR	ENERGIZER HLDGS INC NEW	6,000	$241	0.4%	$32.15	0.0%	COM	29272W109
BIIB	BIOGEN INC	900	$216	0.3%	$257.12	0.0%	COM	09062X103
—	HEALTHCARE SERVICES ACQU COR	22,000	$215	0.3%	$9.70	—	COM CL A	42227K104
—	AF ACQUISITION CORP	18,300	$182	0.3%	$9.90	—	UNIT 03/23/2028	001040203
—	EQRX INC	25,000	$171	0.3%	$6.84	—	COM	26886C107
—	FAR PEAK ACQUISITION CORP	16,000	$161	0.3%	$10.06	—	SHS CL A	G3312L103
—	CHURCHILL CAPITAL CORP VI	13,500	$132	0.2%	$9.78	—	COM CL A	17143W101