Cannon Wealth Management Services, LLC
SEC Form 13F institutional filer · CIK 0002043725
13F-HR · 47 reported holdings · 2026-03-31
Reported long-US-equity value
$0.05B
Top-10 concentration
69.5%
Cannon Wealth Management Services, LLC — $52.4M AUM allocation strategy
Cannon Wealth Management Services, LLC files SEC Form 13F and reports $52.4M of long US equity value across 47 reported holdings for 2026-03-31.
Its largest sector bet is Information Technology 13.0%, followed by Financials 9.4% and Consumer Discretionary 5.8%.
The top 10 holdings account for 69% 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 Wealth Management Services, LLC — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$52.4M
total across 47 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
69% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$SCHW +33.6K sh · +$955K+$SPYM +4.46K sh · −$249K+$IVV +4.07K sh · +$232K
Biggest trims (shares)
−$T −4.81K sh · −$57.9K−$TSLA −511 sh · −$514K−$KO −376 sh · +$22.1K
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)
- Investment Banking & Brokerage7.2%—
- Technology Hardware, Storage & Peripherals6.9%—
- Electric Utilities4.9%—
- Systems Software3.3%—
- Broadline Retail3.3%—
- Interactive Media & Services2.9%—
- Semiconductors2.8%—
- Automobile Manufacturers2.6%—
- Other holdings66.2%—
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 |
|---|---|---|---|---|---|
| $SCHW | Charles Schwab Corporation | 151K | $3.77M | +33.6K | 7.2% |
| $AAPL | Apple Inc | 14.1K | $3.58M | +118 | 6.8% |
| $DUK | Duke Energy Corporation | 19.9K | $2.6M | +284 | 5.0% |
| $MSFT | Microsoft Corporation | 4.65K | $1.72M | +40 | 3.3% |
| $AMZN | Amazon.com Inc | 8.14K | $1.7M | +341 | 3.2% |
| $NVDA | NVIDIA Corporation | 8.59K | $1.5M | +152 | 2.9% |
| $TSLA | Tesla Inc | 3.65K | $1.36M | -511 | 2.6% |
| $IVZ | Invesco Ltd | 7.91K | $1.15M | +654 | 2.2% |
…and 39 more holdings in the full 13F filing (top positions only shown).
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
← All 13F filers·← QuantOrb.pro
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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