Preheat oven to 350º F. Grease a 9x13 dish or a large cast iron pan and set aside.
In a small saucepan, combine cream, sugar, and cinnamon over medium heat until steaming, but not boiling. Remove from heat and add vanilla.
In a liquid measuring cup, whisk eggs. Slowly temper the egg mixture by adding 1/3 of the hot cream mixture into the eggs and whisking continually. Slowly add the egg mixture back to the rest of the heavy cream mixture and whisk to combine.
Place the bread pieces into the greased dish.
Pour the warm cream mixture through a fine mesh strainer over the bread pieces to remove any lumps. Press the bread into the custard and allow all the pieces to get coated. Be careful not to over mix. Soak for 5 minutes.
Bake for about 35-40 minutes or until golden brown on top.
Remove from the oven and let rest for 5 minutes before slicing, or cool at room temperature until ready to eat. Enjoy with berries, whipped cream, and butter rum sauce.