AlphaMark Advisors, LLC
- SEC CIK
- 0001348183
- Latest filing
- Jan 21, 2025
The latest 13F from AlphaMark Advisors, LLC covers Q4 2024 (filed Jan 21, 2025): 642 long positions worth $231.0M. The top 10 holdings make up 38.5% of the portfolio, and the largest is iShares Core S&P 500 ETF at 6.2%. Livermore has 16 filings on Form 13F from this institution, going back to Q1 2021.
What changed in Q4 2024
Share counts compared with Q3 2024: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.
- New
- 67
- Est. +$2.56M
- Added
- 169
- Est. +$10.1M
- Reduced
- 110
- Est. −$5.25M
- Sold out
- 132
- Est. −$63.6M
Top 5 holdings
Share of this quarter's portfolio value
Biggest buys
New and added positions, by estimated amount bought
- State Street Health Care Select Sector SPDR ETF81369Y209+$1.02MAdded
- Valued Advisers Tr92046L338+$777.0KAdded
- iShares Russell 2000 ETF464287655+$737.8KAdded
- State Street Technology Select Sector SPDR ETF81369Y803+$596.9KAdded
- DBX ETF Tr233051200+$584.7KAdded
Largest weight increases
New and added positions, by percentage points of the portfolio gained
- State Street Technology Select Sector SPDR ETF81369Y803+1.21 pp3.3% → 4.5%
- State Street Financial Select Sector SPDR ETF81369Y605+0.94 pp2.3% → 3.3%
- DBX ETF Tr233051200+0.88 pp2.6% → 3.5%
- State Street Health Care Select Sector SPDR ETF81369Y209+0.87 pp3.6% → 4.5%
- State Street Communication Services Select Sector SPDR ETF81369Y852+0.66 pp1.6% → 2.3%
Biggest sells
Reduced and sold-out positions, by estimated amount sold
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
Metrics
13F metrics for Q4 2024, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $231.0M
- −$58.7M (−20.3%) vs. prior quarter
- Positions
- 642
- −65 vs. prior quarter
- Top 10 concentration
- 38.5%
- Top 10 as share of value
- Turnover
- 4.9%
- Q4 2024, one quarter
- Average holding period
- 13.4 quarters
- Weighted by value
How these are calculated
- Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
- Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
- Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
- Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.
13F filings by quarter
16 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $289.7M (Q3 2024)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q4 2024 | Jan 21, 2025 | 642 | $231.0M | iShares Core S&P 500 ETFState Street Technology Select Sector SPDR ETFState Street Health Care Select Sector SPDR ETF | vs. Q3 2024 | SEC |
| Q3 2024 | Oct 16, 2024 | 707 | $289.7M | ETF Ser SolutionsiShares Core S&P 500 ETFState Street Health Care Select Sector SPDR ETF | vs. Q2 2024 | SEC |
| Q2 2024 | Jul 17, 2024 | 773 | $287.7M | ETF Ser SolutionsiShares Core S&P 500 ETFPG | vs. Q1 2024 | SEC |
| Q1 2024 | Apr 18, 2024 | 741 | $284.4M | ETF Ser SolutionsiShares Core S&P 500 ETFState Street Health Care Select Sector SPDR ETF | vs. Q4 2023 | SEC |
| Q4 2023 | Jan 19, 2024 | 738 | $263.4M | ETF Ser SolutionsiShares Core S&P 500 ETFSPY | vs. Q3 2023 | SEC |
| Q3 2023 | Oct 31, 2023 | 748 | $233.3M | ETF Ser SolutionsiShares Core S&P 500 ETFSPY | vs. Q2 2023 | SEC |
| Q2 2023 | Jul 28, 2023 | 637 | $216.9M | ETF Ser SolutionsSPYiShares Russell 2000 Growth ETF | vs. Q1 2023 | SEC |
| Q1 2023 | May 4, 2023 | 634 | $222.6M | ETF Ser SolutionsSPYState Street Health Care Select Sector SPDR ETF | vs. Q4 2022 | SEC |
| Q4 2022 | Feb 6, 2023 | 604 | $199.4M | ETF Ser SolutionsiShares TrState Street Health Care Select Sector SPDR ETF | vs. Q3 2022 | SEC |
| Q3 2022 | Nov 14, 2022 | 719 | $202.0M | ETF Ser SolutionsSPYiShares Tr | vs. Q2 2022 | SEC |
| Q2 2022 | Aug 11, 2022 | 655 | $216.5M | ETF Ser SolutionsSPYiShares Tr | vs. Q1 2022 | SEC |
| Q1 2022 | May 2, 2022 | 642 | $270.2M | ETF Ser SolutionsSPYiShares Tr | vs. Q4 2021 | SEC |
| Q4 2021 | Feb 9, 2022 | 602 | $285.9M | ETF Ser SolutionsSPYiShares Tr | vs. Q3 2021 | SEC |
| Q3 2021 | Nov 5, 2021 | 605 | $276.6M | ETF Ser SolutionsSPYiShares Tr | vs. Q2 2021 | SEC |
| Q2 2021 | Aug 6, 2021 | 587 | $274.0M | ETF Ser SolutionsSPYiShares Tr | vs. Q1 2021 | SEC |
| Q1 2021 | Apr 29, 2021 | 568 | $262.0M | ETF Ser SolutionsiShares TrSPY | – | SEC |