Cannon Global Investment Management, LLC
SEC Form 13F institutional filer · CIK 0001844427
13F-HR · 8 reported holdings · 2026-03-31
Reported long-US-equity value
$0.01B
Top-10 concentration
100.0%
Cannon Global Investment Management, LLC — $5.9M AUM allocation strategy
Cannon Global Investment Management, LLC files SEC Form 13F and reports $5.9M of long US equity value across 8 reported holdings for 2026-03-31.
Its largest sector bet is Industrials 45.9%, followed by Communication Services 27.7% and Information Technology 22.5%.
The top 10 holdings account for 100% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Cannon Global Investment Management, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$5.9M
total across 8 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
100% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$GEN +47.1K sh · −$62.9K+$FOXA +2.6K sh · −$58.3K+$NSC +800 sh · +$219K
Biggest trims (shares)
−$WBD −34.5K sh · −$1.02M−$MRVL −6.7K sh · −$431K−$CRM −800 sh · −$412K
Exited to nil (held last quarter, gone now)
$WMT ($1.92M last qtr)$VRT ($1.04M last qtr)$VEEV ($670K last qtr)$AIG ($556K last qtr)
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Rail Transportation34.0%—
- Broadcasting27.7%—
- Semiconductors16.4%—
- Building Products11.9%—
- Application Software5.5%—
- Distillers & Vintners3.9%—
- Systems Software0.5%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
8 of 8 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $NSC | Norfolk Southern Corporation | 7K | $2.01M | +800 | 34.0% |
| $FOXA | Fox Corporation | 19.2K | $1.02M | +2.6K | 17.3% |
| $MRVL | Marvell Technology Inc | 9.8K | $971K | -6.7K | 16.4% |
| $FERG | Ferguson Enterprises Inc | 3K | $700K | — | 11.9% |
| $WBD | Warner Bros. Discovery Inc. Series A | 22.5K | $618K | -34.5K | 10.5% |
| $CRM | Salesforce Inc | 2.4K | $323K | -800 | 5.5% |
| $BF.B | Brown-Forman Corporation Class B | 8.8K | $233K | — | 3.9% |
| $GEN | Gen Digital Inc | 68.1K | $32.1K | +47.1K | 0.5% |
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
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How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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