Nepsis Inc.
SEC Form 13F institutional filer · CIK 0001587643
13F-HR · 19 reported holdings · 2026-03-31
Reported long-US-equity value
$0.20B
Top-10 concentration
75.5%
Nepsis Inc. — $201M AUM allocation strategy
Nepsis Inc. files SEC Form 13F and reports $201M of long US equity value across 19 reported holdings for 2026-03-31.
Its largest sector bet is Financials 27.9%, followed by Health Care 25.4% and Information Technology 20.3%.
The top 10 holdings account for 76% 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.
Nepsis Inc. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$201M
total across 19 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
76% of value
higher = narrower conviction; lower = spread / hedging
Biggest trims (shares)
−$DVN −14.9K sh · +$5.65M−$BMY −12K sh · +$1.11M−$SMCI −3.88K sh · −$2.44M
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)
- Oil & Gas Exploration & Production18.4%—
- Transaction & Payment Processing Services13.4%—
- Property & Casualty Insurance8.5%—
- Biotechnology8.4%—
- Pharmaceuticals7.9%—
- Semiconductors7.8%—
- Multi-line Insurance5.9%—
- Health Care Services5.2%—
- Other holdings24.5%—
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
10 of 10 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $DVN | Devon Energy Corporation | 452K | $22.8M | -14.9K | 11.3% |
| $CB | Chubb Limited | 52.6K | $17.1M | -1.31K | 8.5% |
| $AMGN | Amgen Inc | 48K | $16.9M | -2.38K | 8.4% |
| $BMY | Bristol-Myers Squibb Company | 262K | $15.9M | -12K | 7.9% |
| $AMD | Advanced Micro Devices Inc | 77.3K | $15.7M | -408 | 7.8% |
| $EOG | EOG Resources Inc | 99K | $14.3M | — | 7.1% |
| $V | Visa Inc | 44.9K | $13.6M | -1.38K | 6.7% |
| $MA | Mastercard Incorporated | 26.8K | $13.4M | -652 | 6.7% |
| $AIG | American International Group Inc. New | 157K | $11.8M | -2.77K | 5.9% |
| $CI | The Cigna Group | 39.6K | $10.6M | -3.26K | 5.2% |
…and 9 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.
Newsletter signup
Free subscription. Daily trading day morning dispatch. No spam.