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Livermore
Livermore
ZHEN

IndexIQ Advisors LLC

SEC CIK
0001415996
Latest filing
May 6, 2022

The latest 13F from IndexIQ Advisors LLC covers Q1 2022 (filed May 6, 2022): 1,311 long positions worth $2.82B. The top 10 holdings make up 25.4% of the portfolio, and the largest is Vanguard Scottsdale FDS at 5.9%. Livermore has 5 filings on Form 13F from this institution, going back to Q1 2021.

What changed in Q1 2022

Share counts compared with Q4 2021: 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.

Full comparison
New
434
Est. +$352.3M
Added
402
Est. +$699.7M
Reduced
473
Est. −$709.0M
Sold out
295
Est. −$417.2M

Top 5 holdings

Share of this quarter's portfolio value

  1. Vanguard Scottsdale FDS92206C409
    5.9%$167.3M
  2. State Street SPDR Bloomberg Convertible Securities ETF78464A359
    4.1%$114.5M
  3. Ssga Active ETF Tr78467V608
    3.1%$86.4M
  4. Indexiq Active ETF Tr45409F819
    2.7%$76.3M
  5. iShares Tr46429B655
    2.0%$55.4M

Biggest buys

New and added positions, by estimated amount bought

  1. Vanguard Ftse Emerging Markets ETF922042858
    +$38.4MAdded
  2. CERNCERNER Corp
    +$36.9MAddedHistory
  3. iShares Core MSCI Emerging Markets ETF46434G103
    +$35.3MAdded
  4. MIMEMimecast Ltd
    +$35.2MNewHistory
  5. State Street SPDR Bloomberg Convertible Securities ETF78464A359
    +$30.9MAdded

Largest weight increases

New and added positions, by percentage points of the portfolio gained

  1. Vanguard Ftse Emerging Markets ETF922042858
    +1.36 pp0.1% → 1.4%
  2. CERNCERNER Corp
    +1.31 pp<0.1% → 1.3%History
  3. iShares Core MSCI Emerging Markets ETF46434G103
    +1.25 pp0.1% → 1.3%
  4. MIMEMimecast Ltd
    +1.25 pp0.0% → 1.2%History
  5. iShares Tr46429B655
    +1.09 pp0.9% → 2.0%

Biggest sells

Reduced and sold-out positions, by estimated amount sold

  1. Invesco Exch Traded FD Tr II46138G508
    −$63.7MReduced
  2. Ssga Active ETF Tr78467V608
    −$54.6MReduced
  3. NUANNuance Communications, Inc.
    −$48.8MSold outHistory
  4. iShares Tr464288661
    −$31.8MReduced
  5. Indexiq Active ETF Tr45409F819
    −$29.4MReduced

Largest weight decreases

Reduced and sold-out positions, by percentage points of the portfolio lost

  1. Invesco Exch Traded FD Tr II46138G508
    −2.09 pp3.8% → 1.7%
  2. Ssga Active ETF Tr78467V608
    −1.72 pp4.8% → 3.1%
  3. NUANNuance Communications, Inc.
    −1.63 pp1.6% → 0.0%History
  4. iShares Tr464288661
    −1.12 pp2.4% → 1.3%
  5. Vanguard Intl Equity Index F922042874
    −0.97 pp1.6% → 0.6%

Metrics

13F metrics for Q1 2022, computed only from the numbers in the filings. Definitions below.

Portfolio value
$2.82B
−$166.3M (−5.6%) vs. prior quarter
Positions
1,311
+139 vs. prior quarter
Top 10 concentration
25.4%
Top 10 as share of value
Turnover
36.2%
Q1 2022, one quarter
Average holding period
4.3 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

5 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.

Peak $3.00B (Q3 2021)

Q1 2021: $2.83BQ2 2021: $2.96BQ3 2021: $3.00BQ4 2021: $2.99BQ1 2022: $2.82B
Q1 2021Q1 2022
13F filings of IndexIQ Advisors LLC by quarter
QuarterFiledPositionsValueTop 3 holdingsChangesFiling
Q1 2022May 6, 20221,311$2.82BVanguard Scottsdale FDSState Street SPDR Bloomberg Convertible Securities ETFSsga Active ETF Trvs. Q4 2021SEC
Q4 2021Feb 4, 20221,172$2.99BVanguard Scottsdale FDSSsga Active ETF TrInvesco Exch Traded FD Tr IIvs. Q3 2021SEC
Q3 2021Nov 10, 20211,146$3.00BVanguard Scottsdale FDSIndexiq Active ETF TrState Street SPDR Bloomberg Convertible Securities ETFvs. Q2 2021SEC
Q2 2021Aug 4, 20211,145$2.96BIndexiq Active ETF TrVanguard Scottsdale FDSState Street SPDR Bloomberg Convertible Securities ETFvs. Q1 2021SEC
Q1 2021May 7, 20211,123$2.83BIndexiq Active ETF TrState Street SPDR Bloomberg Convertible Securities ETFInvesco Exch Traded FD Tr II–SEC

13D and 13G filings

Companies where IndexIQ Advisors LLC reports owning 5% or more on Schedule 13D or 13G, and its latest filings.

Current stakes of 5% or more

IndexIQ Advisors LLC does not currently report owning 5% or more of any company.

Latest filings

6 filings on file made by IndexIQ Advisors LLC or listing it as a reporting person, newest first.

Schedule 13D and 13G filings by IndexIQ Advisors LLC
CompanyFiled (ET)FormStakeChangeEvent dateFiling
Invesco DB US Dollar Index TrustAug 1, 202413G/AOld format–––SEC
SPDR Index Shares FundsMay 2, 20241:50 PM ET13G/AOld format–––SEC
Invesco DB US Dollar Index TrustMay 1, 202413G/AOld format–––SEC
Invesco DB US Dollar Index TrustApr 3, 202413GOld format–New–SEC
AltShares TrustAug 3, 202311:06 AM ET13GOld format–New–SEC
SPDR Index Shares FundsJul 10, 20238:24 AM ET13GOld format–New–SEC