POTOMAC FUND MANAGEMENT INC /ADV
SEC Form 13F institutional filer · CIK 0000826000
13F-HR · 60 reported holdings · 2026-03-31
Reported long-US-equity value
$2.15B
Top-10 concentration
97.8%
POTOMAC FUND MANAGEMENT INC /ADV — $2.15B AUM allocation strategy
POTOMAC FUND MANAGEMENT INC /ADV files SEC Form 13F and reports $2.15B of long US equity value across 60 reported holdings for 2026-03-31.
Its largest sector bet is Financials 2.3%, followed by Industrials 0.2% and Health Care 0.2%.
The top 10 holdings account for 98% 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.
POTOMAC FUND MANAGEMENT INC /ADV — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$2.15B
total across 60 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
98% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$IVV +3.01M sh · +$1.97B+$XLV +20.9K sh · +$1.83M+$CMCSA +3.63K sh · +$44.9K
Biggest trims (shares)
−$BLK −19K sh · +$1.66M−$ACN −5.53K sh · −$1.56M−$AMZN −2K sh · −$525K
Exited to nil (held last quarter, gone now)
$VOO ($1.66B last qtr)$VTI ($22.9M last qtr)$QTOP ($13.8M last qtr)$ADBE ($259K last qtr)$BSX ($221K 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)
- Asset Management & Custody Banks2.1%—
- Diversified Banks0.2%—
- Systems Software0.1%—
- Aerospace & Defense0.1%—
- Biotechnology0.1%—
- Industrial Conglomerates0.1%—
- Restaurants0.1%—
- Personal Care Products0.1%—
- Other holdings97.1%—
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
4 of 4 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $IVZ | Invesco Ltd | 1.68M | $29.1M | — | 1.4% |
| $BLK | BlackRock Inc | 441K | $15.7M | -19K | 0.7% |
| $MSFT | Microsoft Corporation | 6.34K | $2.35M | +183 | 0.1% |
| $LHX | L3Harris Technologies Inc | 6.68K | $2.31M | -626 | 0.1% |
…and 56 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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