Cannon Global Investment Management, LLC Quant / Systematic

CIK: 0001844427 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Jul 20, 2023

Total Value ($000): $19,243 (100.0% shares, 0.0% debt)

Holdings (35)

ERIE ERIE INDTY CO 8.7%

Value ($000) $1,680 Shares 8,000 Est. Cost $245.27 Unrealized -12.4%

— ACTIVISION BLIZZARD INC 8.5%

Value ($000) $1,644 Shares 19,500 Est. Cost $74.33 Unrealized —

— HORIZON THERAPEUTICS PUB L 7.2%

Value ($000) $1,388 Shares 13,500 Est. Cost $102.85 Unrealized —

IYR ISHARES TR 7.0%

Value ($000) $1,341 Shares 15,500 Est. Cost $86.54 Unrealized —

MDY SPDR S&P MIDCAP 400 ETF TR 5.5%

Value ($000) $1,054 Shares 2,200 Est. Cost $450.79 Unrealized —

XLF SELECT SECTOR SPDR TR 5.3%

Value ($000) $1,011 Shares 30,000 Est. Cost $33.71 Unrealized —

SIMO SILICON MOTION TECHNOLOGY CO 4.7%

Value ($000) $898 Shares 12,500 Est. Cost $71.86 Unrealized —

FERG1GBX FERGUSON PLC NEW 4.7%

Value ($000) $897 Shares 5,700 Est. Cost $0.13 Unrealized —

XOP SPDR SER TR 4.2%

Value ($000) $799 Shares 6,200 Est. Cost $128.83 Unrealized —

CSGP COSTAR GROUP INC 3.5%

Value ($000) $668 Shares 7,500 Est. Cost $77.21 Unrealized 0.0%

XLI SELECT SECTOR SPDR TR 3.2%

Value ($000) $612 Shares 5,700 Est. Cost $107.32 Unrealized —

KRE SPDR SER TR 3.1%

Value ($000) $592 Shares 14,500 Est. Cost $40.83 Unrealized —

PEN PENUMBRA INC 2.7%

Value ($000) $516 Shares 1,500 Est. Cost $307.06 Unrealized 0.0%

LPLA LPL FINL HLDGS INC 2.6%

Value ($000) $500 Shares 2,300 Est. Cost $212.68 Unrealized -5.8%

IWM ISHARES TR 2.4%

Value ($000) $468 Shares 2,500 Est. Cost $187.27 Unrealized —

— FORGEROCK INC 2.3%

Value ($000) $442 Shares 21,500 Est. Cost $20.54 Unrealized —

BMRN BIOMARIN PHARMACEUTICAL INC 2.3%

Value ($000) $433 Shares 5,000 Est. Cost $94.11 Unrealized 0.0%

PFSI PENNYMAC FINL SVCS INC NEW 2.2%

Value ($000) $422 Shares 6,000 Est. Cost $61.33 Unrealized 0.0%

ES EVERSOURCE ENERGY 1.8%

Value ($000) $355 Shares 5,000 Est. Cost $66.05 Unrealized 0.0%

OMF ONEMAIN HLDGS INC 1.6%

Value ($000) $306 Shares 7,000 Est. Cost $39.01 Unrealized 0.0%

XLV SELECT SECTOR SPDR TR 1.6%

Value ($000) $305 Shares 2,300 Est. Cost $132.73 Unrealized —

CINF CINCINNATI FINL CORP 1.5%

Value ($000) $292 Shares 3,000 Est. Cost $96.44 Unrealized 0.0%

ATR APTARGROUP INC 1.4%

Value ($000) $266 Shares 2,300 Est. Cost $113.09 Unrealized 0.0%

XLU SELECT SECTOR SPDR TR 1.4%

Value ($000) $262 Shares 4,000 Est. Cost $65.52 Unrealized —

OIH VANECK ETF TRUST 1.3%

Value ($000) $259 Shares 900 Est. Cost $287.60 Unrealized —

— CUTERA INC 1.3%

Value ($000) $250 Shares 16,500 Est. Cost $15.13 Unrealized —

— PREMIER INC 1.3%

Value ($000) $249 Shares 9,000 Est. Cost $27.66 Unrealized —

XLB SELECT SECTOR SPDR TR 1.3%

Value ($000) $249 Shares 3,000 Est. Cost $82.87 Unrealized —

TSEM TOWER SEMICONDUCTOR LTD 1.2%

Value ($000) $225 Shares 6,000 Est. Cost $41.36 Unrealized 0.0%

TR TOOTSIE ROLL INDS INC 1.1%

Value ($000) $212 Shares 6,000 Est. Cost $37.59 Unrealized 0.0%

MRVI MARAVAI LIFESCIENCES HLDGS I 1.0%

Value ($000) $196 Shares 15,800 Est. Cost $13.50 Unrealized 0.0%

ABCL ABCELLERA BIOLOGICS INC 1.0%

Value ($000) $194 Shares 30,000 Est. Cost $6.82 Unrealized 0.0%

IGTA INCEPTION GROWTH ACQUSTN LTD 0.6%

Value ($000) $124 Shares 12,000 Est. Cost $10.27 Unrealized 0.0%

BTE BAYTEX ENERGY CORP 0.5%

Value ($000) $98 Shares 30,000 Est. Cost $3.34 Unrealized 0.0%

DOUG DOUGLAS ELLIMAN INC 0.2%

Value ($000) $36 Shares 16,399 Est. Cost $2.75 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
ERIE	ERIE INDTY CO	8,000	$1,680	8.7%	$245.27	-12.4%	CL A	29530P102
—	ACTIVISION BLIZZARD INC	19,500	$1,644	8.5%	$74.33	—	COM	00507V109
—	HORIZON THERAPEUTICS PUB L	13,500	$1,388	7.2%	$102.85	—	SHS	G46188101
IYR	ISHARES TR	15,500	$1,341	7.0%	$86.54	—	U.S. REAL ES ETF	464287739
MDY	SPDR S&P MIDCAP 400 ETF TR	2,200	$1,054	5.5%	$450.79	—	UTSER1 S&PDCRP	78467Y107
XLF	SELECT SECTOR SPDR TR	30,000	$1,011	5.3%	$33.71	—	FINANCIAL	81369Y605
SIMO	SILICON MOTION TECHNOLOGY CO	12,500	$898	4.7%	$71.86	—	SPONSORED ADR	82706C108
FERG1GBX	FERGUSON PLC NEW	5,700	$897	4.7%	$0.13	—	SHS	G3421J106
XOP	SPDR SER TR	6,200	$799	4.2%	$128.83	—	S&P OILGAS EXP	78468R556
CSGP	COSTAR GROUP INC	7,500	$668	3.5%	$77.21	0.0%	COM	22160N109
XLI	SELECT SECTOR SPDR TR	5,700	$612	3.2%	$107.32	—	SBI INT-INDS	81369Y704
KRE	SPDR SER TR	14,500	$592	3.1%	$40.83	—	S&P REGL BKG	78464A698
PEN	PENUMBRA INC	1,500	$516	2.7%	$307.06	0.0%	COM	70975L107
LPLA	LPL FINL HLDGS INC	2,300	$500	2.6%	$212.68	-5.8%	COM	50212V100
IWM	ISHARES TR	2,500	$468	2.4%	$187.27	—	RUSSELL 2000 ETF	464287655
—	FORGEROCK INC	21,500	$442	2.3%	$20.54	—	CL A	34631B101
BMRN	BIOMARIN PHARMACEUTICAL INC	5,000	$433	2.3%	$94.11	0.0%	COM	09061G101
PFSI	PENNYMAC FINL SVCS INC NEW	6,000	$422	2.2%	$61.33	0.0%	COM	70932M107
ES	EVERSOURCE ENERGY	5,000	$355	1.8%	$66.05	0.0%	COM	30040W108
OMF	ONEMAIN HLDGS INC	7,000	$306	1.6%	$39.01	0.0%	COM	68268W103
XLV	SELECT SECTOR SPDR TR	2,300	$305	1.6%	$132.73	—	SBI HEALTHCARE	81369Y209
CINF	CINCINNATI FINL CORP	3,000	$292	1.5%	$96.44	0.0%	COM	172062101
ATR	APTARGROUP INC	2,300	$266	1.4%	$113.09	0.0%	COM	038336103
XLU	SELECT SECTOR SPDR TR	4,000	$262	1.4%	$65.52	—	SBI INT-UTILS	81369Y886
OIH	VANECK ETF TRUST	900	$259	1.3%	$287.60	—	OIL SERVICES ETF	92189H607
—	CUTERA INC	16,500	$250	1.3%	$15.13	—	COM	232109108
—	PREMIER INC	9,000	$249	1.3%	$27.66	—	CL A	74051N102
XLB	SELECT SECTOR SPDR TR	3,000	$249	1.3%	$82.87	—	SBI MATERIALS	81369Y100
TSEM	TOWER SEMICONDUCTOR LTD	6,000	$225	1.2%	$41.36	0.0%	SHS NEW	M87915274
TR	TOOTSIE ROLL INDS INC	6,000	$212	1.1%	$37.59	0.0%	COM	890516107
MRVI	MARAVAI LIFESCIENCES HLDGS I	15,800	$196	1.0%	$13.50	0.0%	COM CL A	56600D107
ABCL	ABCELLERA BIOLOGICS INC	30,000	$194	1.0%	$6.82	0.0%	COM	00288U106
IGTA	INCEPTION GROWTH ACQUSTN LTD	12,000	$124	0.6%	$10.27	0.0%	COMMON STOCK	45333D104
BTE	BAYTEX ENERGY CORP	30,000	$98	0.5%	$3.34	0.0%	COM	07317Q105
DOUG	DOUGLAS ELLIMAN INC	16,399	$36	0.2%	$2.75	0.0%	COM	25961D105