Cannon Global Investment Management, LLC Quant / Systematic

CIK: 0001844427 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 2, 2024

Total Value ($000): $21,469 (100.0% shares, 0.0% debt)

Holdings (35)

PTGX PROTAGONIST THERAPEUTICS INC 11.3%

Value ($000) $2,422 Shares 69,900 Est. Cost $29.29 Unrealized 0.0%

CPRI CAPRI HOLDINGS LIMITED 10.8%

Value ($000) $2,319 Shares 70,096 Est. Cost $36.17 Unrealized 0.0%

— UNITED STATES STL CORP NEW 9.9%

Value ($000) $2,136 Shares 56,500 Est. Cost $40.46 Unrealized —

KIE SPDR SER TR 5.5%

Value ($000) $1,181 Shares 23,700 Est. Cost $49.83 Unrealized —

CNH CNH INDL N V 4.7%

Value ($000) $1,013 Shares 100,000 Est. Cost $10.85 Unrealized +0.5%

FTI TECHNIPFMC PLC 3.8%

Value ($000) $811 Shares 31,000 Est. Cost $25.50 Unrealized 0.0%

WDAY WORKDAY INC 3.6%

Value ($000) $782 Shares 3,500 Est. Cost $271.37 Unrealized -11.3%

DOCU DOCUSIGN INC 3.6%

Value ($000) $765 Shares 14,300 Est. Cost $56.40 Unrealized 0.0%

BSY BENTLEY SYS INC 3.4%

Value ($000) $735 Shares 14,900 Est. Cost $51.42 Unrealized 0.0%

AVTR AVANTOR INC 3.3%

Value ($000) $719 Shares 33,900 Est. Cost $21.56 Unrealized +11.7%

LNG CHENIERE ENERGY INC 3.3%

Value ($000) $699 Shares 4,000 Est. Cost $160.78 Unrealized -1.0%

— LIBERTY MEDIA CORP DEL 2.8%

Value ($000) $591 Shares 26,700 Est. Cost $27.41 Unrealized —

— LIBERTY MEDIA CORP DEL 2.7%

Value ($000) $578 Shares 26,100 Est. Cost $25.51 Unrealized —

DDS DILLARDS INC 2.1%

Value ($000) $440 Shares 1,000 Est. Cost $390.12 Unrealized 0.0%

SGRY SURGERY PARTNERS INC 2.0%

Value ($000) $428 Shares 18,000 Est. Cost $31.29 Unrealized -18.0%

GTES GATES INDL CORP PLC 2.0%

Value ($000) $427 Shares 27,000 Est. Cost $16.96 Unrealized 0.0%

DFH DREAM FINDERS HOMES INC 1.9%

Value ($000) $413 Shares 16,000 Est. Cost $32.78 Unrealized -3.6%

MOD MODINE MFG CO 1.9%

Value ($000) $401 Shares 4,000 Est. Cost $96.01 Unrealized 0.0%

GOLF ACUSHNET HLDGS CORP 1.7%

Value ($000) $368 Shares 5,800 Est. Cost $63.78 Unrealized 0.0%

— BEACON ROOFING SUPPLY INC 1.7%

Value ($000) $364 Shares 4,022 Est. Cost $90.50 Unrealized —

TPG TPG INC 1.7%

Value ($000) $356 Shares 8,600 Est. Cost $42.78 Unrealized 0.0%

XLB SELECT SECTOR SPDR TR 1.6%

Value ($000) $353 Shares 4,000 Est. Cost $88.31 Unrealized —

LAZ LAZARD INC 1.6%

Value ($000) $344 Shares 9,000 Est. Cost $39.05 Unrealized 0.0%

HRI HERC HLDGS INC 1.6%

Value ($000) $333 Shares 2,500 Est. Cost $142.58 Unrealized 0.0%

PEGA PEGASYSTEMS INC 1.5%

Value ($000) $315 Shares 5,200 Est. Cost $29.97 Unrealized 0.0%

DRS LEONARDO DRS INC 1.4%

Value ($000) $306 Shares 12,000 Est. Cost $20.57 Unrealized +10.2%

DELL DELL TECHNOLOGIES INC 1.3%

Value ($000) $276 Shares 2,000 Est. Cost $94.58 Unrealized +38.1%

BROS DUTCH BROS INC 1.3%

Value ($000) $269 Shares 6,500 Est. Cost $28.13 Unrealized +22.1%

— STEELCASE INC 1.2%

Value ($000) $259 Shares 20,000 Est. Cost $12.96 Unrealized —

PFSI PENNYMAC FINL SVCS INC NEW 1.2%

Value ($000) $255 Shares 2,700 Est. Cost $88.54 Unrealized 0.0%

PRKS UNITED PARKS & RESORTS INC 1.0%

Value ($000) $217 Shares 4,000 Est. Cost $52.28 Unrealized 0.0%

SKY SKYLINE CHAMPION CORPORATION 1.0%

Value ($000) $217 Shares 3,200 Est. Cost $74.88 Unrealized 0.0%

— SHARECARE INC 0.9%

Value ($000) $203 Shares 150,000 Est. Cost $1.35 Unrealized —

MDXG MIMEDX GROUP INC 0.5%

Value ($000) $118 Shares 17,000 Est. Cost $7.03 Unrealized 0.0%

— GAN LTD 0.3%

Value ($000) $55 Shares 37,000 Est. Cost $1.51 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PTGX	PROTAGONIST THERAPEUTICS INC	69,900	$2,422	11.3%	$29.29	0.0%	COM	74366E102
CPRI	CAPRI HOLDINGS LIMITED	70,096	$2,319	10.8%	$36.17	0.0%	SHS	G1890L107
—	UNITED STATES STL CORP NEW	56,500	$2,136	9.9%	$40.46	—	COM	912909108
KIE	SPDR SER TR	23,700	$1,181	5.5%	$49.83	—	S&P INS ETF	78464A789
CNH	CNH INDL N V	100,000	$1,013	4.7%	$10.85	+0.5%	SHS	N20944109
FTI	TECHNIPFMC PLC	31,000	$811	3.8%	$25.50	0.0%	COM	G87110105
WDAY	WORKDAY INC	3,500	$782	3.6%	$271.37	-11.3%	CL A	98138H101
DOCU	DOCUSIGN INC	14,300	$765	3.6%	$56.40	0.0%	COM	256163106
BSY	BENTLEY SYS INC	14,900	$735	3.4%	$51.42	0.0%	COM CL B	08265T208
AVTR	AVANTOR INC	33,900	$719	3.3%	$21.56	+11.7%	COM	05352A100
LNG	CHENIERE ENERGY INC	4,000	$699	3.3%	$160.78	-1.0%	COM NEW	16411R208
—	LIBERTY MEDIA CORP DEL	26,700	$591	2.8%	$27.41	—	COM LBTY SRM S A	531229813
—	LIBERTY MEDIA CORP DEL	26,100	$578	2.7%	$25.51	—	COM LBTY SRM S C	531229789
DDS	DILLARDS INC	1,000	$440	2.1%	$390.12	0.0%	CL A	254067101
SGRY	SURGERY PARTNERS INC	18,000	$428	2.0%	$31.29	-18.0%	COM	86881A100
GTES	GATES INDL CORP PLC	27,000	$427	2.0%	$16.96	0.0%	ORD SHS	G39108108
DFH	DREAM FINDERS HOMES INC	16,000	$413	1.9%	$32.78	-3.6%	COM CL A	26154D100
MOD	MODINE MFG CO	4,000	$401	1.9%	$96.01	0.0%	COM	607828100
GOLF	ACUSHNET HLDGS CORP	5,800	$368	1.7%	$63.78	0.0%	COM	005098108
—	BEACON ROOFING SUPPLY INC	4,022	$364	1.7%	$90.50	—	COM	073685109
TPG	TPG INC	8,600	$356	1.7%	$42.78	0.0%	COM CL A	872657101
XLB	SELECT SECTOR SPDR TR	4,000	$353	1.6%	$88.31	—	SBI MATERIALS	81369Y100
LAZ	LAZARD INC	9,000	$344	1.6%	$39.05	0.0%	COM	52110M109
HRI	HERC HLDGS INC	2,500	$333	1.6%	$142.58	0.0%	COM	42704L104
PEGA	PEGASYSTEMS INC	5,200	$315	1.5%	$29.97	0.0%	COM	705573103
DRS	LEONARDO DRS INC	12,000	$306	1.4%	$20.57	+10.2%	COM	52661A108
DELL	DELL TECHNOLOGIES INC	2,000	$276	1.3%	$94.58	+38.1%	CL C	24703L202
BROS	DUTCH BROS INC	6,500	$269	1.3%	$28.13	+22.1%	CL A	26701L100
—	STEELCASE INC	20,000	$259	1.2%	$12.96	—	CL A	858155203
PFSI	PENNYMAC FINL SVCS INC NEW	2,700	$255	1.2%	$88.54	0.0%	COM	70932M107
PRKS	UNITED PARKS & RESORTS INC	4,000	$217	1.0%	$52.28	0.0%	COM	81282V100
SKY	SKYLINE CHAMPION CORPORATION	3,200	$217	1.0%	$74.88	0.0%	COM	830830105
—	SHARECARE INC	150,000	$203	0.9%	$1.35	—	COM CL A	81948W104
MDXG	MIMEDX GROUP INC	17,000	$118	0.5%	$7.03	0.0%	COM	602496101
—	GAN LTD	37,000	$55	0.3%	$1.51	—	SHS	G3728V109