Advanced Research Investment Solutions, LLC
- SEC CIK
- 0001802867
- Latest filing
- May 9, 2024
The latest 13F from Advanced Research Investment Solutions, LLC covers Q1 2024 (filed May 9, 2024) and reports no long positions. Livermore has 13 filings on Form 13F from this institution, going back to Q1 2021.
What changed in Q1 2024
Share counts compared with Q4 2023: 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
- 0
- Added
- 0
- Reduced
- 0
- Sold out
- 31
- Est. −$160.0M
Top 5 holdings
Share of this quarter's portfolio value
This filing reports no long positions.
Biggest buys
New and added positions, by estimated amount bought
None this quarter.
Largest weight increases
New and added positions, by percentage points of the portfolio gained
None this quarter.
Biggest sells
Reduced and sold-out positions, by estimated amount sold
- Tidal ETF Tr886364603−$80.2MSold out
- UPAR Ultra Risk Parity ETF886364595−$24.7MSold out
- Schwab US Tips ETF808524870−$13.7MSold out
- Vanguard Dividend Appreciation ETF921908844−$11.8MSold out
- GLDMWorld Gold Trust
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
- Tidal ETF Tr886364603−50.09 pp50.1% → 0.0%
- UPAR Ultra Risk Parity ETF886364595−15.42 pp15.4% → 0.0%
- Schwab US Tips ETF808524870−8.57 pp8.6% → 0.0%
- Vanguard Dividend Appreciation ETF921908844−7.37 pp7.4% → 0.0%
- GLDMWorld Gold Trust
Metrics
13F metrics for Q1 2024, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $0
- −$160.0M (−100.0%) vs. prior quarter
- Positions
- 0
- −31 vs. prior quarter
- Top 10 concentration
- –
- Top 10 as share of value
- Turnover
- 0.0%
- Q1 2024, one quarter
- Average holding period
- –
- 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
13 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $274.8M (Q4 2021)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q1 2024 | May 9, 2024 | 0 | $0 | – | vs. Q4 2023 | SEC |
| Q4 2023 | Feb 13, 2024 | 31 | $160.0M | Tidal ETF TrUPAR Ultra Risk Parity ETFSchwab US Tips ETF | vs. Q3 2023 | SEC |
| Q3 2023 | Nov 9, 2023 | 30 | $154.2M | Tidal ETF TrUPAR Ultra Risk Parity ETFSchwab US Tips ETF | vs. Q2 2023 | SEC |
| Q2 2023 | Aug 3, 2023 | 33 | $173.5M | Tidal ETF TrUPAR Ultra Risk Parity ETFSchwab US Tips ETF | vs. Q1 2023 | SEC |
| Q1 2023 | May 9, 2023 | 22 | $174.5M | Tidal ETF TrUPAR Ultra Risk Parity ETFSchwab US Tips ETF | vs. Q4 2022 | SEC |
| Q4 2022 | Feb 10, 2023 | 23 | $159.0M | Tidal ETF TrUPAR Ultra Risk Parity ETFVanguard Dividend Appreciation ETF | vs. Q3 2022 | SEC |
| Q3 2022 | Nov 7, 2022 | 164 | $161.9M | Tidal ETF TrUPAR Ultra Risk Parity ETFSchwab US Tips ETF | vs. Q2 2022 | SEC |
| Q2 2022 | Aug 3, 2022 | 133 | $180.0M | Tidal ETF TrUPAR Ultra Risk Parity ETFVanguard Morningstar Total Stock Market ETF | vs. Q1 2022 | SEC |
| Q1 2022 | May 10, 2022 | 188 | $239.3M | Tidal ETF TrProShares TrUPAR Ultra Risk Parity ETF | vs. Q4 2021 | SEC |
| Q4 2021 | Feb 9, 2022 | 192 | $274.8M | Tidal ETF TrProShares TriShares Tr | vs. Q3 2021 | SEC |
| Q3 2021 | Nov 4, 2021 | 139 | $195.3M | Tidal ETF TrProShares TrVanguard Morningstar Total Stock Market ETF | vs. Q2 2021 | SEC |
| Q2 2021 | Aug 13, 2021 | 77 | $111.1M | Tidal ETF TrVanguard Dividend Appreciation ETFVanguard Morningstar Total Stock Market ETF | vs. Q1 2021 | SEC |
| Q1 2021 | May 13, 2021 | 71 | $86.4M | Tidal ETF TrVanguard Dividend Appreciation ETFIAU | – | SEC |