Cannon Global Investment Management, LLC Quant / Systematic

CIK: 0001844427 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Oct 29, 2024

Total Value ($000): $62,653 (100.0% shares, 0.0% debt)

Holdings (66)

KELLANOVA 21.9%
Value ($000) $13,721 Shares 170,000 Est. Cost Unrealized
UNITED STATES STL CORP NEW 6.5%
Value ($000) $4,070 Shares 115,200 Est. Cost $40.46 Unrealized
HESS CORP 4.3%
Value ($000) $2,716 Shares 20,000 Est. Cost $135.80 Unrealized
UNITED STATES STL CORP NEW 3.4%
Value ($000) $2,120 Shares 60,000 Est. Cost $40.46 Unrealized
SIRI SIRIUSXM HOLDINGS INC 3.1%
Value ($000) $1,939 Shares 81,996 Est. Cost $31.06 Unrealized 0.0%
UNITED STATES STL CORP NEW 2.8%
Value ($000) $1,767 Shares 50,013 Est. Cost $40.46 Unrealized
FTI TECHNIPFMC PLC 2.6%
Value ($000) $1,600 Shares 61,000 Est. Cost $25.87 Unrealized +1.5%
AGNC AGNC INVT CORP 2.5%
Value ($000) $1,569 Shares 150,000 Est. Cost $10.46 Unrealized
ALSN ALLISON TRANSMISSION HLDGS I 2.4%
Value ($000) $1,507 Shares 15,685 Est. Cost $84.45 Unrealized 0.0%
ANSYS INC 2.2%
Value ($000) $1,402 Shares 4,400 Est. Cost $318.63 Unrealized
CPRI CAPRI HOLDINGS LIMITED 2.2%
Value ($000) $1,358 Shares 32,000 Est. Cost $36.17 Unrealized -3.0%
BFAM BRIGHT HORIZONS FAM SOL IN D 2.1%
Value ($000) $1,331 Shares 9,500 Est. Cost $129.37 Unrealized 0.0%
BSY BENTLEY SYS INC 1.8%
Value ($000) $1,118 Shares 22,000 Est. Cost $50.58 Unrealized -3.5%
FTAI FTAI AVIATION LTD 1.8%
Value ($000) $1,116 Shares 8,400 Est. Cost $111.88 Unrealized 0.0%
ENTG ENTEGRIS INC 1.7%
Value ($000) $1,035 Shares 9,200 Est. Cost $117.63 Unrealized 0.0%
RPRX ROYALTY PHARMA PLC 1.6%
Value ($000) $976 Shares 34,500 Est. Cost $27.70 Unrealized 0.0%
STERICYCLE INC 1.6%
Value ($000) $976 Shares 16,000 Est. Cost $61.00 Unrealized
SGRY SURGERY PARTNERS INC 1.5%
Value ($000) $935 Shares 29,000 Est. Cost $30.62 Unrealized -3.6%
DOCU DOCUSIGN INC 1.5%
Value ($000) $914 Shares 14,725 Est. Cost $56.39 Unrealized -0.6%
CRBG COREBRIDGE FINL INC 1.4%
Value ($000) $875 Shares 30,000 Est. Cost $27.05 Unrealized 0.0%
CPRI CAPRI HOLDINGS LIMITED 1.4%
Value ($000) $849 Shares 20,000 Est. Cost $36.17 Unrealized -3.0%
ACI ALBERTSONS COS INC 1.3%
Value ($000) $804 Shares 43,500 Est. Cost $18.68 Unrealized 0.0%
PEGA PEGASYSTEMS INC 1.2%
Value ($000) $773 Shares 10,570 Est. Cost $31.47 Unrealized +4.6%
CBZ CBIZ INC 1.2%
Value ($000) $740 Shares 11,000 Est. Cost $72.67 Unrealized 0.0%
VERX VERTEX INC 1.1%
Value ($000) $693 Shares 18,000 Est. Cost $36.86 Unrealized 0.0%
PRKS UNITED PARKS & RESORTS INC 1.0%
Value ($000) $633 Shares 12,500 Est. Cost $51.90 Unrealized -0.3%
APO APOLLO GLOBAL MGMT INC 1.0%
Value ($000) $625 Shares 5,000 Est. Cost $113.27 Unrealized 0.0%
GOLF ACUSHNET HLDGS CORP 1.0%
Value ($000) $606 Shares 9,500 Est. Cost $64.63 Unrealized +2.1%
MRVI MARAVAI LIFESCIENCES HLDGS I 0.9%
Value ($000) $590 Shares 71,000 Est. Cost $8.64 Unrealized 0.0%
DFH DREAM FINDERS HOMES INC 0.9%
Value ($000) $579 Shares 16,000 Est. Cost $32.78 Unrealized -6.3%
LNG CHENIERE ENERGY INC 0.9%
Value ($000) $575 Shares 3,200 Est. Cost $160.78 Unrealized +11.9%
WSC WILLSCOT HLDGS CORP 0.9%
Value ($000) $564 Shares 15,000 Est. Cost $38.16 Unrealized 0.0%
CCC CCC INTELLIGENT SOLUTIONS HL 0.9%
Value ($000) $564 Shares 51,000 Est. Cost $10.79 Unrealized 0.0%
WDAY WORKDAY INC 0.9%
Value ($000) $562 Shares 2,300 Est. Cost $271.37 Unrealized -13.0%
RGA REINSURANCE GRP OF AMERICA I 0.9%
Value ($000) $545 Shares 2,500 Est. Cost $212.60 Unrealized 0.0%
DRS LEONARDO DRS INC 0.9%
Value ($000) $536 Shares 19,000 Est. Cost $23.01 Unrealized +18.2%
VERINT SYS INC 0.8%
Value ($000) $519 Shares 20,500 Est. Cost $25.33 Unrealized
SPOT SPOTIFY TECHNOLOGY S A 0.8%
Value ($000) $516 Shares 1,400 Est. Cost $332.48 Unrealized 0.0%
HRI HERC HLDGS INC 0.8%
Value ($000) $494 Shares 3,100 Est. Cost $141.60 Unrealized -2.9%
MOD MODINE MFG CO 0.7%
Value ($000) $465 Shares 3,500 Est. Cost $96.01 Unrealized +15.1%
BEACON ROOFING SUPPLY INC 0.7%
Value ($000) $432 Shares 5,000 Est. Cost $89.70 Unrealized
LAZ LAZARD INC 0.7%
Value ($000) $428 Shares 8,500 Est. Cost $39.05 Unrealized +18.6%
DDS DILLARDS INC 0.7%
Value ($000) $422 Shares 1,100 Est. Cost $385.98 Unrealized -10.7%
BPOP POPULAR INC 0.7%
Value ($000) $421 Shares 4,200 Est. Cost $93.67 Unrealized 0.0%
CRH CRH PLC 0.7%
Value ($000) $408 Shares 4,400 Est. Cost $82.84 Unrealized 0.0%
FERG FERGUSON ENTERPRISES INC 0.6%
Value ($000) $397 Shares 2,000 Est. Cost $197.54 Unrealized 0.0%
SSNC SS&C TECHNOLOGIES HLDGS INC 0.6%
Value ($000) $386 Shares 5,200 Est. Cost $70.90 Unrealized 0.0%
SKY CHAMPION HOMES INC 0.6%
Value ($000) $379 Shares 4,000 Est. Cost $76.67 Unrealized +9.3%
FG F&G ANNUITIES & LIFE INC 0.6%
Value ($000) $362 Shares 8,100 Est. Cost $39.97 Unrealized 0.0%
TNET TRINET GROUP INC 0.5%
Value ($000) $339 Shares 3,500 Est. Cost $97.47 Unrealized 0.0%
WTM WHITE MTNS INS GROUP LTD 0.5%
Value ($000) $339 Shares 200 Est. Cost $1743.65 Unrealized 0.0%
ICFI ICF INTL INC 0.5%
Value ($000) $317 Shares 1,900 Est. Cost $153.69 Unrealized 0.0%
MORN MORNINGSTAR INC 0.5%
Value ($000) $287 Shares 900 Est. Cost $310.75 Unrealized 0.0%
PFSI PENNYMAC FINL SVCS INC NEW 0.4%
Value ($000) $274 Shares 2,400 Est. Cost $88.54 Unrealized +13.5%
COIN COINBASE GLOBAL INC 0.4%
Value ($000) $267 Shares 1,500 Est. Cost $200.30 Unrealized 0.0%
MSGE MADISON SQUARE GARDEN ENTMT 0.4%
Value ($000) $259 Shares 6,100 Est. Cost $39.05 Unrealized 0.0%
KAI KADANT INC 0.4%
Value ($000) $237 Shares 700 Est. Cost $317.27 Unrealized 0.0%
BROS DUTCH BROS INC 0.4%
Value ($000) $224 Shares 7,000 Est. Cost $28.64 Unrealized +23.1%
BOKF BOK FINL CORP 0.4%
Value ($000) $220 Shares 2,100 Est. Cost $97.22 Unrealized 0.0%
IBIT ISHARES BITCOIN TRUST ETF 0.3%
Value ($000) $210 Shares 5,800 Est. Cost $36.13 Unrealized
LAUR LAUREATE EDUCATION INC 0.3%
Value ($000) $203 Shares 12,200 Est. Cost $15.28 Unrealized 0.0%
MNKD MANNKIND CORP 0.3%
Value ($000) $175 Shares 27,900 Est. Cost $5.75 Unrealized 0.0%
MDXG MIMEDX GROUP INC 0.2%
Value ($000) $148 Shares 25,000 Est. Cost $6.90 Unrealized -4.0%
BFLY BUTTERFLY NETWORK INC 0.2%
Value ($000) $100 Shares 56,400 Est. Cost $1.25 Unrealized 0.0%
REVANCE THERAPEUTICS INC 0.1%
Value ($000) $75 Shares 14,400 Est. Cost $5.19 Unrealized
REVANCE THERAPEUTICS INC 0.1%
Value ($000) $67 Shares 13,000 Est. Cost $5.19 Unrealized