Cannon Global Investment Management, LLC Quant / Systematic

CIK: 0001844427 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 2, 2022

Total Value ($000): $138,921 (100.0% shares, 0.0% debt)

Holdings (99)

IYR ISHARES TR 10.1%
Value ($000) $13,971 Shares 129,100 Est. Cost $108.22 Unrealized
KRE SPDR SER TR 6.3%
Value ($000) $8,736 Shares 126,793 Est. Cost $69.26 Unrealized
LINDE PLC 6.0%
Value ($000) $8,291 Shares 25,956 Est. Cost $319.43 Unrealized
PRG PROG HOLDINGS INC 5.2%
Value ($000) $7,178 Shares 249,500 Est. Cost $34.25 Unrealized 0.0%
XOP SPDR SER TR 4.7%
Value ($000) $6,574 Shares 48,859 Est. Cost $134.55 Unrealized
BHP BHP GROUP LTD 3.6%
Value ($000) $5,021 Shares 65,000 Est. Cost $57.17 Unrealized
JXN JACKSON FINANCIAL INC 3.0%
Value ($000) $4,184 Shares 94,600 Est. Cost $34.23 Unrealized 0.0%
ACTIVISION BLIZZARD INC 2.7%
Value ($000) $3,789 Shares 47,300 Est. Cost $80.11 Unrealized
WFRD WEATHERFORD INTL PLC 2.2%
Value ($000) $3,044 Shares 91,400 Est. Cost $31.32 Unrealized 0.0%
PWR QUANTA SVCS INC 2.1%
Value ($000) $2,935 Shares 22,300 Est. Cost $110.40 Unrealized 0.0%
PERSHING SQUARE TONTINE HLDG 2.1%
Value ($000) $2,918 Shares 146,700 Est. Cost $19.80 Unrealized
SSRM SSR MNG INC 2.0%
Value ($000) $2,721 Shares 125,100 Est. Cost $18.83 Unrealized 0.0%
VAL VALARIS LIMITED 2.0%
Value ($000) $2,713 Shares 52,200 Est. Cost $43.29 Unrealized 0.0%
FRONTIER COMMUNICATIONS PARE 1.7%
Value ($000) $2,374 Shares 85,800 Est. Cost $27.67 Unrealized
FIBK FIRST INTST BANCSYSTEM INC 1.6%
Value ($000) $2,276 Shares 61,900 Est. Cost $30.77 Unrealized 0.0%
VMWARE INC 1.6%
Value ($000) $2,220 Shares 19,500 Est. Cost $115.90 Unrealized
ABNB AIRBNB INC 1.6%
Value ($000) $2,164 Shares 12,600 Est. Cost $159.27 Unrealized 0.0%
NE1USD NOBLE CORP NEW 1.5%
Value ($000) $2,145 Shares 61,200 Est. Cost $35.05 Unrealized
FOX FOX CORP 1.5%
Value ($000) $2,017 Shares 55,600 Est. Cost $35.20 Unrealized 0.0%
HMC HONDA MOTOR LTD 1.4%
Value ($000) $1,978 Shares 70,000 Est. Cost $28.26 Unrealized
NUS NU SKIN ENTERPRISES INC 1.2%
Value ($000) $1,666 Shares 34,800 Est. Cost $42.65 Unrealized +0.8%
ON ON SEMICONDUCTOR CORP 1.2%
Value ($000) $1,615 Shares 25,800 Est. Cost $60.97 Unrealized 0.0%
ANAPLAN INC 1.1%
Value ($000) $1,587 Shares 24,400 Est. Cost $65.04 Unrealized
ARCHAEA ENERGY INC 1.1%
Value ($000) $1,555 Shares 70,900 Est. Cost $20.64 Unrealized
ENVIVA INC 1.1%
Value ($000) $1,543 Shares 19,500 Est. Cost $79.13 Unrealized
ENR ENERGIZER HLDGS INC NEW 1.1%
Value ($000) $1,498 Shares 48,700 Est. Cost $29.70 Unrealized -1.2%
PERIMETER SOLUTIONS SA 1.0%
Value ($000) $1,458 Shares 120,407 Est. Cost $12.11 Unrealized
VB VANGUARD INDEX FDS 1.0%
Value ($000) $1,422 Shares 6,690 Est. Cost $217.45 Unrealized
ACVA ACV AUCTIONS INC 1.0%
Value ($000) $1,370 Shares 92,500 Est. Cost $13.90 Unrealized 0.0%
MDY SPDR S&P MIDCAP 400 ETF TR 0.9%
Value ($000) $1,310 Shares 2,670 Est. Cost $503.81 Unrealized
SOCIAL CAPITAL HEDOSOPHA HLD 0.9%
Value ($000) $1,306 Shares 129,300 Est. Cost $10.10 Unrealized
GTLS CHART INDS INC 0.9%
Value ($000) $1,271 Shares 7,400 Est. Cost $140.45 Unrealized 0.0%
CODI COMPASS DIVERSIFIED 0.9%
Value ($000) $1,224 Shares 51,500 Est. Cost $21.38 Unrealized 0.0%
CSGP COSTAR GROUP INC 0.9%
Value ($000) $1,206 Shares 18,100 Est. Cost $86.44 Unrealized -23.2%
AMR ALPHA METALLURGICAL RESOUR I 0.8%
Value ($000) $1,108 Shares 8,400 Est. Cost $87.18 Unrealized 0.0%
WRBY WARBY PARKER INC 0.8%
Value ($000) $1,106 Shares 32,700 Est. Cost $32.34 Unrealized 0.0%
WAFD WASHINGTON FED INC 0.8%
Value ($000) $1,050 Shares 32,000 Est. Cost $30.20 Unrealized +1.3%
TPH TRI POINTE HOMES INC 0.7%
Value ($000) $978 Shares 48,700 Est. Cost $23.23 Unrealized 0.0%
JOBY JOBY AVIATION INC 0.7%
Value ($000) $941 Shares 142,150 Est. Cost $5.16 Unrealized 0.0%
TRGP TARGA RES CORP 0.6%
Value ($000) $898 Shares 11,900 Est. Cost $58.05 Unrealized 0.0%
MTX MINERALS TECHNOLOGIES INC 0.6%
Value ($000) $880 Shares 13,300 Est. Cost $68.58 Unrealized -1.3%
IVT INVENTRUST PPTYS CORP 0.6%
Value ($000) $877 Shares 28,500 Est. Cost $30.77 Unrealized
YOU CLEAR SECURE INC 0.6%
Value ($000) $860 Shares 32,000 Est. Cost $22.17 Unrealized 0.0%
LXU LSB INDS INC 0.6%
Value ($000) $836 Shares 38,300 Est. Cost $14.75 Unrealized 0.0%
RYAN RYAN SPECIALTY GROUP HLDGS I 0.6%
Value ($000) $811 Shares 20,900 Est. Cost $37.98 Unrealized 0.0%
LWLG LIGHTWAVE LOGIC INC 0.6%
Value ($000) $789 Shares 82,100 Est. Cost $9.78 Unrealized -11.2%
XLC SELECT SECTOR SPDR TR 0.6%
Value ($000) $784 Shares 11,400 Est. Cost $68.77 Unrealized
GPOR GULFPORT ENERGY CORP 0.6%
Value ($000) $781 Shares 8,700 Est. Cost $72.47 Unrealized 0.0%
EQRX INC 0.5%
Value ($000) $718 Shares 173,800 Est. Cost $4.52 Unrealized
URBN URBAN OUTFITTERS INC 0.5%
Value ($000) $698 Shares 27,800 Est. Cost $27.34 Unrealized 0.0%
SD SANDRIDGE ENERGY INC 0.5%
Value ($000) $668 Shares 41,700 Est. Cost $12.91 Unrealized 0.0%
YELP YELP INC 0.5%
Value ($000) $665 Shares 19,500 Est. Cost $34.34 Unrealized 0.0%
BRCC BRC INC 0.5%
Value ($000) $653 Shares 31,300 Est. Cost $17.65 Unrealized 0.0%
LUMINAR TECHNOLOGIES INC 0.5%
Value ($000) $652 Shares 41,700 Est. Cost $15.64 Unrealized
ENVX ENOVIX CORPORATION 0.5%
Value ($000) $639 Shares 44,780 Est. Cost $16.03 Unrealized 0.0%
VACASA INC 0.4%
Value ($000) $564 Shares 68,200 Est. Cost $8.27 Unrealized
ROCKET LAB USA INC 0.4%
Value ($000) $559 Shares 69,500 Est. Cost $8.04 Unrealized
DFH DREAM FINDERS HOMES INC 0.4%
Value ($000) $558 Shares 32,684 Est. Cost $19.22 Unrealized 0.0%
VIR VIR BIOTECHNOLOGY INC 0.4%
Value ($000) $521 Shares 20,276 Est. Cost $29.66 Unrealized 0.0%
MIR MIRION TECHNOLOGIES INC 0.4%
Value ($000) $516 Shares 64,000 Est. Cost $8.62 Unrealized 0.0%
EMBARK TECHNOLOGY INC 0.4%
Value ($000) $491 Shares 83,400 Est. Cost $5.89 Unrealized
RMD RESMED INC 0.3%
Value ($000) $485 Shares 2,000 Est. Cost $233.64 Unrealized 0.0%
ADARA ACQUISITION CORP 0.3%
Value ($000) $481 Shares 48,700 Est. Cost $9.82 Unrealized
JBI JANUS INTERNATIONAL GROUP IN 0.3%
Value ($000) $470 Shares 52,200 Est. Cost $10.15 Unrealized 0.0%
OLO INC 0.3%
Value ($000) $461 Shares 34,800 Est. Cost $13.25 Unrealized
PAYO PAYONEER GLOBAL INC 0.3%
Value ($000) $434 Shares 97,300 Est. Cost $5.06 Unrealized 0.0%
COMP COMPASS INC 0.3%
Value ($000) $405 Shares 51,500 Est. Cost $7.87 Unrealized 0.0%
VBR VANGUARD INDEX FDS 0.3%
Value ($000) $405 Shares 2,300 Est. Cost $176.09 Unrealized
BLND BLEND LABS INC 0.3%
Value ($000) $396 Shares 69,500 Est. Cost $7.75 Unrealized 0.0%
BENSON HILL INC 0.3%
Value ($000) $393 Shares 121,700 Est. Cost $4.64 Unrealized
APP APPLOVIN CORP 0.3%
Value ($000) $385 Shares 7,000 Est. Cost $63.64 Unrealized 0.0%
WEWORK INC 0.3%
Value ($000) $379 Shares 55,600 Est. Cost $6.82 Unrealized
SCIENCE 37 HOLDINGS INC 0.3%
Value ($000) $371 Shares 69,400 Est. Cost $5.35 Unrealized
BMBL BUMBLE INC 0.3%
Value ($000) $365 Shares 12,600 Est. Cost $27.65 Unrealized 0.0%
SMLR SEMLER SCIENTIFIC INC 0.3%
Value ($000) $362 Shares 7,300 Est. Cost $67.02 Unrealized 0.0%
CORE SCIENTIFIC INC 0.2%
Value ($000) $343 Shares 41,700 Est. Cost $8.23 Unrealized
CHURCHILL CAPITAL CORP VI 0.2%
Value ($000) $335 Shares 34,100 Est. Cost $9.81 Unrealized
CVENT HOLDING CORP 0.2%
Value ($000) $335 Shares 46,600 Est. Cost $7.19 Unrealized
TBLA TABOOLA.COM LTD 0.2%
Value ($000) $323 Shares 62,600 Est. Cost $6.16 Unrealized 0.0%
CMTG CLAROS MTG TR INC 0.2%
Value ($000) $310 Shares 18,100 Est. Cost $17.13 Unrealized
WULF TERAWULF INC 0.2%
Value ($000) $304 Shares 36,200 Est. Cost $10.95 Unrealized 0.0%
HELIOGEN INC 0.2%
Value ($000) $296 Shares 56,300 Est. Cost $5.26 Unrealized
FAR PEAK ACQUISITION CORP 0.2%
Value ($000) $276 Shares 27,800 Est. Cost $10.01 Unrealized
SCREAMING EAGLE ACQUISITN CO 0.2%
Value ($000) $252 Shares 25,182 Est. Cost $10.01 Unrealized
VCTR VICTORY CAP HLDGS INC 0.2%
Value ($000) $243 Shares 8,400 Est. Cost $28.61 Unrealized 0.0%
ECH ISHARES INC 0.2%
Value ($000) $241 Shares 8,300 Est. Cost $29.04 Unrealized
VRDN VIRIDIAN THERAPEUTICS INC 0.2%
Value ($000) $233 Shares 12,600 Est. Cost $19.21 Unrealized 0.0%
AF ACQUISITION CORP 0.2%
Value ($000) $212 Shares 21,510 Est. Cost $9.90 Unrealized
FMAO FARMERS & MERCHANTS BANCORP 0.1%
Value ($000) $202 Shares 5,600 Est. Cost $29.08 Unrealized 0.0%
LUCK BOWLERO CORP 0.1%
Value ($000) $178 Shares 16,700 Est. Cost $8.80 Unrealized 0.0%
STKL SUNOPTA INC 0.1%
Value ($000) $168 Shares 33,400 Est. Cost $5.27 Unrealized 0.0%
CANO HEALTH INC 0.1%
Value ($000) $155 Shares 24,400 Est. Cost $6.35 Unrealized
AURORA TECHNOLOGY ACQUISITIO 0.1%
Value ($000) $144 Shares 14,227 Est. Cost $10.12 Unrealized
SHARECARE INC 0.1%
Value ($000) $137 Shares 55,600 Est. Cost $2.46 Unrealized
SARCOS TECHN AND ROBOTICS CO 0.1%
Value ($000) $136 Shares 20,464 Est. Cost $6.65 Unrealized
KORE GROUP HOLDINGS INC 0.1%
Value ($000) $126 Shares 21,000 Est. Cost $6.00 Unrealized
MNTK MONTAUK RENEWABLES INC 0.1%
Value ($000) $125 Shares 11,200 Est. Cost $10.46 Unrealized 0.0%
ESSA PHARMA INC 0.1%
Value ($000) $95 Shares 15,300 Est. Cost $6.21 Unrealized
ENJOY TECHNOLOGY INC 0.1%
Value ($000) $79 Shares 20,900 Est. Cost $3.78 Unrealized