NEXPOINT ASSET MANAGEMENT, L.P. Quant / Systematic

CIK: 0001469877 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $458,483 (100.0% shares, 0.0% debt)

Holdings (168)

MAGELLAN HEALTH INC 5.9%
Value ($000) $27,144 Shares 288,150 Est. Cost $93.95 Unrealized
NXRT NEXPOINT RESIDENTIAL TR INC 5.9%
Value ($000) $26,881 Shares 488,932 Est. Cost $46.76 Unrealized
TALEND S A 5.5%
Value ($000) $25,125 Shares 382,999 Est. Cost $65.60 Unrealized
NXDT NEXPOINT STRATEGIC OPPORTES 5.5%
Value ($000) $25,119 Shares 1,825,479 Est. Cost $17.93 Unrealized
VST VISTRA CORP 4.8%
Value ($000) $22,115 Shares 1,192,182 Est. Cost $20.57 Unrealized -23.8%
PRA HEALTH SCIENCES INC 3.9%
Value ($000) $18,021 Shares 109,080 Est. Cost $165.21 Unrealized
PROOFPOINT INC 3.9%
Value ($000) $17,772 Shares 102,280 Est. Cost $173.76 Unrealized
LORAL SPACE & COM INC 3.7%
Value ($000) $17,076 Shares 439,545 Est. Cost $41.40 Unrealized
ET ENERGY TRANSFER L P 3.7%
Value ($000) $16,919 Shares 1,591,662 Est. Cost $12.89 Unrealized
WMB WILLIAMS COS INC 3.3%
Value ($000) $15,054 Shares 566,995 Est. Cost $17.63 Unrealized +15.9%
ATHENE HOLDING LTD 2.6%
Value ($000) $11,873 Shares 175,891 Est. Cost $67.50 Unrealized
PLYM PLYMOUTH INDL REIT INC 2.6%
Value ($000) $11,733 Shares 586,094 Est. Cost $16.73 Unrealized
MPLX MPLX LP 2.5%
Value ($000) $11,427 Shares 385,923 Est. Cost $28.01 Unrealized
WEINGARTEN RLTY INVS 2.5%
Value ($000) $11,326 Shares 353,164 Est. Cost $32.07 Unrealized
KNOLL INC 2.3%
Value ($000) $10,678 Shares 410,853 Est. Cost $25.99 Unrealized
CONSTELLATION PHARMCETICLS I 2.0%
Value ($000) $8,984 Shares 265,794 Est. Cost $33.80 Unrealized
BOSTON PRIVATE FINL HLDGS IN 1.9%
Value ($000) $8,533 Shares 578,522 Est. Cost $14.75 Unrealized
ALEXION PHARMACEUTICALS INC 1.7%
Value ($000) $7,907 Shares 43,042 Est. Cost $183.70 Unrealized
HRTX HERON THERAPEUTICS INC 1.7%
Value ($000) $7,747 Shares 499,131 Est. Cost $18.41 Unrealized -13.6%
IRT INDEPENDENCE RLTY TR INC 1.7%
Value ($000) $7,699 Shares 422,350 Est. Cost $13.99 Unrealized
CLOUDERA INC 1.6%
Value ($000) $7,448 Shares 469,627 Est. Cost $15.86 Unrealized
NUANCE COMMUNICATIONS INC 1.4%
Value ($000) $6,424 Shares 118,000 Est. Cost $54.44 Unrealized
TRGP TARGA RES CORP 1.3%
Value ($000) $5,850 Shares 131,600 Est. Cost $32.08 Unrealized +9.8%
WES WESTERN MIDSTREAM PARTNERS L 1.2%
Value ($000) $5,297 Shares 247,292 Est. Cost $24.89 Unrealized
AERIE PHARMACEUTICALS INC 1.1%
Value ($000) $4,959 Shares 309,778 Est. Cost $18.70 Unrealized
QTS RLTY TR INC 1.0%
Value ($000) $4,708 Shares 60,900 Est. Cost $77.31 Unrealized
MELI MERCADOLIBRE INC 1.0%
Value ($000) $4,673 Shares 3,000 Est. Cost $606.37 Unrealized +142.1%
NREF NEXPOINT REAL ESTATE FIN INC 0.9%
Value ($000) $4,271 Shares 204,453 Est. Cost $14.47 Unrealized
CENTURY BANCORPORATION INC 0.8%
Value ($000) $3,853 Shares 33,796 Est. Cost $114.01 Unrealized
FIRST CHOICE BANCORP 0.7%
Value ($000) $3,414 Shares 112,131 Est. Cost $30.45 Unrealized
AVAYA HLDGS CORP 0.7%
Value ($000) $3,370 Shares 125,272 Est. Cost $10.23 Unrealized
SELECT BANCORP INC NEW 0.7%
Value ($000) $3,224 Shares 200,013 Est. Cost $16.12 Unrealized
NEXT NEXTDECADE CORP 0.7%
Value ($000) $3,200 Shares 774,743 Est. Cost $5.37 Unrealized -47.5%
FORUM MERGER IV CORP 0.6%
Value ($000) $2,822 Shares 288,740 Est. Cost $9.77 Unrealized
FLY LEASING LTD 0.6%
Value ($000) $2,579 Shares 152,233 Est. Cost $16.94 Unrealized
QURE UNIQURE NV 0.5%
Value ($000) $2,156 Shares 70,000 Est. Cost $33.51 Unrealized 0.0%
PFGC PERFORMANCE FOOD GROUP CO 0.4%
Value ($000) $2,030 Shares 41,870 Est. Cost $52.81 Unrealized 0.0%
RETAIL VALUE INC 0.4%
Value ($000) $2,023 Shares 93,025 Est. Cost $21.75 Unrealized
NEXTCURE INC 0.4%
Value ($000) $1,885 Shares 234,708 Est. Cost $8.03 Unrealized
PARATEK PHARMACEUTICALS INC 0.4%
Value ($000) $1,806 Shares 264,770 Est. Cost $5.55 Unrealized
FIRST MIDWEST BANCORP DEL 0.4%
Value ($000) $1,779 Shares 89,720 Est. Cost $19.83 Unrealized
ABBV ABBVIE INC 0.4%
Value ($000) $1,690 Shares 15,000 Est. Cost $72.81 Unrealized +30.1%
ATAI LIFE SCIENCES NV 0.4%
Value ($000) $1,665 Shares 90,000 Est. Cost $18.50 Unrealized
EPD ENTERPRISE PRODS PARTNERS L 0.3%
Value ($000) $1,560 Shares 64,631 Est. Cost $28.58 Unrealized
CRESTWOOD EQUITY PARTNERS LP 0.3%
Value ($000) $1,499 Shares 50,000 Est. Cost $36.51 Unrealized
CEPU CENTRAL PUERTO S A 0.3%
Value ($000) $1,487 Shares 580,783 Est. Cost $2.95 Unrealized
OGN ORGANON & CO 0.3%
Value ($000) $1,362 Shares 45,000 Est. Cost $26.93 Unrealized 0.0%
BERKELEY LTS INC 0.3%
Value ($000) $1,344 Shares 30,000 Est. Cost $44.80 Unrealized
WELBILT INC 0.3%
Value ($000) $1,338 Shares 57,800 Est. Cost $23.15 Unrealized
CC NEUBERGER PRIN HLDGS II 0.3%
Value ($000) $1,304 Shares 132,000 Est. Cost $9.87 Unrealized
COHN ROBBINS HOLDINGS CORP 0.3%
Value ($000) $1,281 Shares 130,020 Est. Cost $9.85 Unrealized
MERIDIAN BANCORP INC MD 0.3%
Value ($000) $1,233 Shares 60,288 Est. Cost $20.45 Unrealized
JTKWY JUST EAT TAKEAWAY COM N V 0.3%
Value ($000) $1,226 Shares 67,123 Est. Cost $18.26 Unrealized
NEW SR INVT GROUP INC 0.3%
Value ($000) $1,190 Shares 135,584 Est. Cost $8.78 Unrealized
HEALTH ASSURN ACQUISITION CO 0.3%
Value ($000) $1,169 Shares 116,800 Est. Cost $10.01 Unrealized
CONVEY HLDG PARENT INC 0.2%
Value ($000) $1,138 Shares 100,000 Est. Cost $11.38 Unrealized
MAXIM INTEGRATED PRODS INC 0.2%
Value ($000) $1,104 Shares 10,482 Est. Cost $105.32 Unrealized
HIGHLAND INCOME FD 0.2%
Value ($000) $1,091 Shares 100,000 Est. Cost $10.91 Unrealized
CAI INTERNATIONAL INC 0.2%
Value ($000) $1,081 Shares 19,301 Est. Cost $56.01 Unrealized
GS ACQUISITION HLDGS CORP II 0.2%
Value ($000) $1,078 Shares 103,700 Est. Cost $10.43 Unrealized
SINGULAR GENOMICS SYSTEMS IN 0.2%
Value ($000) $1,076 Shares 39,142 Est. Cost $27.49 Unrealized
PAM PAMPA ENERGIA S A 0.2%
Value ($000) $1,027 Shares 67,700 Est. Cost $17.36 Unrealized
HOOKIPA PHARMA INC 0.2%
Value ($000) $1,008 Shares 110,000 Est. Cost $9.16 Unrealized
TWST TWIST BIOSCIENCE CORP 0.2%
Value ($000) $999 Shares 7,500 Est. Cost $116.25 Unrealized 0.0%
SGRY SURGERY PARTNERS INC 0.2%
Value ($000) $988 Shares 14,823 Est. Cost $7.16 Unrealized +658.4%
CRESY CRESUD S A C I F Y A 0.2%
Value ($000) $982 Shares 164,149 Est. Cost $5.94 Unrealized
GLPG GALAPAGOS NV 0.2%
Value ($000) $964 Shares 14,000 Est. Cost $68.86 Unrealized
SOCIAL CAPITAL HEDOSOPHA HLD 0.2%
Value ($000) $948 Shares 91,200 Est. Cost $10.64 Unrealized
PREMIER FINL BANCORP INC 0.2%
Value ($000) $944 Shares 56,028 Est. Cost $18.14 Unrealized
VOR BIOPHARMA INC 0.2%
Value ($000) $933 Shares 50,000 Est. Cost $18.66 Unrealized
EXEL EXELIXIS INC 0.2%
Value ($000) $911 Shares 50,000 Est. Cost $23.32 Unrealized 0.0%
OCEANTECH ACQUISITIONS I COR 0.2%
Value ($000) $900 Shares 90,000 Est. Cost $10.00 Unrealized
HUM HUMANA INC 0.2%
Value ($000) $885 Shares 2,000 Est. Cost $268.15 Unrealized +55.9%
CITY OFFICE REIT INC 0.2%
Value ($000) $879 Shares 70,700 Est. Cost $13.52 Unrealized
MACKINAC FINL CORP 0.2%
Value ($000) $850 Shares 43,041 Est. Cost $19.75 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.2%
Value ($000) $818 Shares 38,549 Est. Cost $29.02 Unrealized -22.0%
HIGHLAND GLOBAL ALLOCATION F 0.2%
Value ($000) $800 Shares 88,296 Est. Cost $10.25 Unrealized
ABEONA THERAPEUTICS INC 0.2%
Value ($000) $780 Shares 500,000 Est. Cost $1.56 Unrealized
NEKTAR THERAPEUTICS 0.2%
Value ($000) $772 Shares 45,000 Est. Cost $18.14 Unrealized
MINERVA NEUROSCIENCES INC 0.2%
Value ($000) $743 Shares 320,203 Est. Cost $3.39 Unrealized
WBS WEBSTER FINL CORP CONN 0.2%
Value ($000) $733 Shares 13,737 Est. Cost $55.44 Unrealized 0.0%
NNN NATIONAL RETAIL PROPERTIES I 0.2%
Value ($000) $703 Shares 15,000 Est. Cost Unrealized
UNH UNITEDHEALTH GROUP INC 0.1%
Value ($000) $686 Shares 1,712 Est. Cost $369.03 Unrealized 0.0%
DATA KNIGHTS ACQUISITION COR 0.1%
Value ($000) $685 Shares 69,220 Est. Cost $9.90 Unrealized
PAGP PLAINS GP HLDGS L P 0.1%
Value ($000) $635 Shares 53,200 Est. Cost $21.23 Unrealized
HSY HERSHEY CO 0.1%
Value ($000) $627 Shares 3,600 Est. Cost Unrealized
CORNER GROWTH ACQUISITION CO 0.1%
Value ($000) $592 Shares 60,739 Est. Cost $9.75 Unrealized
SHARPSPRING INC 0.1%
Value ($000) $546 Shares 32,329 Est. Cost $16.89 Unrealized
FOLD AMICUS THERAPEUTICS INC 0.1%
Value ($000) $546 Shares 56,617 Est. Cost $10.85 Unrealized -10.1%
ENVIRONMENTAL IMPACT ACQU CO 0.1%
Value ($000) $539 Shares 54,979 Est. Cost $9.80 Unrealized
PATTERSON COS INC 0.1%
Value ($000) $523 Shares 17,200 Est. Cost $17.82 Unrealized
LOMA LOMA NEGRA C I A S A MTN 14 0.1%
Value ($000) $518 Shares 76,072 Est. Cost $5.75 Unrealized
CHRS COHERUS BIOSCIENCES INC 0.1%
Value ($000) $512 Shares 37,000 Est. Cost $19.98 Unrealized -29.1%
CHURCHILL CAPITAL CORP V 0.1%
Value ($000) $505 Shares 50,100 Est. Cost $10.08 Unrealized
PERIPHAS CAPITAL PARTNERING 0.1%
Value ($000) $500 Shares 20,401 Est. Cost $24.51 Unrealized
BKD BROOKDALE SR LIVING INC 0.1%
Value ($000) $487 Shares 61,625 Est. Cost $7.91 Unrealized -9.1%
AMRYT PHARMA PLC 0.1%
Value ($000) $485 Shares 40,000 Est. Cost $14.15 Unrealized
ALTERYX INC 0.1%
Value ($000) $477 Shares 5,550 Est. Cost $113.50 Unrealized
GRACE W R & CO DEL NEW 0.1%
Value ($000) $473 Shares 6,844 Est. Cost $69.11 Unrealized
TAILWIND ACQUISITION CORP 0.1%
Value ($000) $467 Shares 46,854 Est. Cost $9.97 Unrealized
CCL CARNIVAL CORP 0.1%
Value ($000) $461 Shares 17,500 Est. Cost Unrealized
DRAGONEER GROWTH OPPTY CORP 0.1%
Value ($000) $453 Shares 45,045 Est. Cost $10.06 Unrealized
QELL ACQUISITION CORP 0.1%
Value ($000) $439 Shares 44,147 Est. Cost $10.12 Unrealized
SOFTWARE ACQUISITN GRUP INC 0.1%
Value ($000) $420 Shares 42,205 Est. Cost $9.95 Unrealized
BMRN BIOMARIN PHARMACEUTICAL INC 0.1%
Value ($000) $417 Shares 5,000 Est. Cost $90.44 Unrealized -12.4%
PRIVETERRA ACQUISITION CORP 0.1%
Value ($000) $399 Shares 40,000 Est. Cost $9.95 Unrealized
HAYMAKER ACQUISITION CORP II 0.1%
Value ($000) $392 Shares 39,079 Est. Cost $9.99 Unrealized
SUPV GRUPO SUPERVIELLE S.A. 0.1%
Value ($000) $391 Shares 188,858 Est. Cost $3.21 Unrealized
SOCIAL LEVERAGE ACQUISN CORP 0.1%
Value ($000) $389 Shares 40,000 Est. Cost $9.72 Unrealized
LOCUST WALK ACQUISITION CORP 0.1%
Value ($000) $382 Shares 38,599 Est. Cost $9.83 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $379 Shares 1,400 Est. Cost Unrealized
PROPTECH INVESTMENT CORP II 0.1%
Value ($000) $372 Shares 38,142 Est. Cost $9.78 Unrealized
ELV ANTHEM INC 0.1%
Value ($000) $370 Shares 969 Est. Cost $255.18 Unrealized +40.5%
CLASS ACCELERATION CORP 0.1%
Value ($000) $352 Shares 36,351 Est. Cost $9.67 Unrealized
TREBIA ACQUISITION CORP 0.1%
Value ($000) $351 Shares 35,420 Est. Cost $9.91 Unrealized
KKR KKR & CO INC 0.1%
Value ($000) $348 Shares 5,866 Est. Cost $25.46 Unrealized +109.5%
SVF INVESTMENT CORP 0.1%
Value ($000) $344 Shares 34,800 Est. Cost $9.89 Unrealized
INSM INSMED INC 0.1%
Value ($000) $342 Shares 12,000 Est. Cost $19.31 Unrealized +53.7%
STNE STONECO LTD 0.1%
Value ($000) $335 Shares 5,000 Est. Cost $34.91 Unrealized
CORTLAND BANCORP 0.1%
Value ($000) $334 Shares 12,479 Est. Cost $26.76 Unrealized
CORNER GROWTH ACQUISITN CORP 0.1%
Value ($000) $334 Shares 33,130 Est. Cost $10.08 Unrealized
BP BP PLC 0.1%
Value ($000) $330 Shares 12,500 Est. Cost Unrealized
LUX HEALTH TECH ACQUISITION 0.1%
Value ($000) $323 Shares 32,700 Est. Cost $9.88 Unrealized
SPHR MADISON SQUARE GRDN ENTERTNM 0.1%
Value ($000) $320 Shares 3,816 Est. Cost $46.05 Unrealized -11.2%
CF ACQUISITION CORP IV 0.1%
Value ($000) $310 Shares 32,010 Est. Cost $9.78 Unrealized
LXFR LUXFER HOLDINGS PLC 0.1%
Value ($000) $306 Shares 13,773 Est. Cost $18.36 Unrealized +18.4%
ARIES I ACQUISITION CORP 0.1%
Value ($000) $302 Shares 30,000 Est. Cost $10.07 Unrealized
FUSION ACQUISITION CORP 0.1%
Value ($000) $299 Shares 30,000 Est. Cost $9.96 Unrealized
TASTEMAKER ACQUISITION CORP 0.1%
Value ($000) $293 Shares 30,000 Est. Cost $9.77 Unrealized
CARNEY TECHNOLOGY ACQU CORP 0.1%
Value ($000) $291 Shares 30,024 Est. Cost $9.68 Unrealized
SPIRIT RLTY CAP INC NEW 0.1%
Value ($000) $289 Shares 6,034 Est. Cost $47.86 Unrealized
UNITI GROUP INC 0.1%
Value ($000) $283 Shares 26,750 Est. Cost $11.03 Unrealized
GORES METROPOULOS II INC 0.1%
Value ($000) $276 Shares 27,878 Est. Cost $9.90 Unrealized
GCO GENESCO INC 0.1%
Value ($000) $268 Shares 4,204 Est. Cost $42.99 Unrealized +26.1%
ALTIMETER GROWTH CORP 2 0.1%
Value ($000) $256 Shares 25,000 Est. Cost $10.24 Unrealized
MTB M & T BK CORP 0.1%
Value ($000) $249 Shares 1,717 Est. Cost $126.15 Unrealized +6.7%
CF ACQUISITION CORP VI 0.1%
Value ($000) $247 Shares 24,700 Est. Cost $9.92 Unrealized
FAR PEAK ACQUISITION CORP 0.1%
Value ($000) $239 Shares 24,000 Est. Cost $9.96 Unrealized
NEW YORK CMNTY BANCORP INC 0.1%
Value ($000) $239 Shares 21,714 Est. Cost $11.01 Unrealized
SOCIAL CAPITAL HEDOSOPHA HLD 0.1%
Value ($000) $230 Shares 22,500 Est. Cost $10.70 Unrealized
BIOTECH ACQUISITION COMPANY 0.1%
Value ($000) $230 Shares 23,800 Est. Cost $9.66 Unrealized
CIT GROUP INC 0.0%
Value ($000) $228 Shares 4,419 Est. Cost $46.91 Unrealized
VNO VORNADO RLTY TR 0.0%
Value ($000) $209 Shares 4,485 Est. Cost $45.48 Unrealized
BANCORPSOUTH BK TUPELO MISS 0.0%
Value ($000) $207 Shares 7,312 Est. Cost $28.31 Unrealized
STARBOARD VALUE ACQUISITN CO 0.0%
Value ($000) $205 Shares 20,518 Est. Cost $9.91 Unrealized
FIRSTMARK HORIZON ACQUISITIO 0.0%
Value ($000) $200 Shares 20,100 Est. Cost $9.95 Unrealized
CNXX CONX CORP 0.0%
Value ($000) $197 Shares 20,000 Est. Cost $9.85 Unrealized
LEFTERIS ACQUISITION CORP 0.0%
Value ($000) $195 Shares 20,000 Est. Cost $9.75 Unrealized
PROSPECTOR CAPITAL CORP 0.0%
Value ($000) $182 Shares 18,800 Est. Cost $9.68 Unrealized
REINVENT TECHNOLOGY PARTNERS 0.0%
Value ($000) $170 Shares 16,860 Est. Cost $10.06 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.0%
Value ($000) $163 Shares 7,700 Est. Cost $29.02 Unrealized -22.0%
EXFO INC 0.0%
Value ($000) $142 Shares 23,936 Est. Cost $5.93 Unrealized
PIVOTAL INVESTMENT CORP III 0.0%
Value ($000) $139 Shares 14,300 Est. Cost $9.72 Unrealized
TUSCAN HLDGS CORP II 0.0%
Value ($000) $136 Shares 13,500 Est. Cost $10.07 Unrealized
D8 HOLDINGS CORP 0.0%
Value ($000) $135 Shares 13,500 Est. Cost $10.00 Unrealized
10X CAPITAL VENTURE ACQU COR 0.0%
Value ($000) $134 Shares 13,440 Est. Cost $9.97 Unrealized
MONUMENT CIRCLE ACQUISITN CO 0.0%
Value ($000) $128 Shares 12,735 Est. Cost $9.89 Unrealized
RMG ACQUISITION CORP III 0.0%
Value ($000) $128 Shares 12,779 Est. Cost $9.93 Unrealized
DPCM CAP INC 0.0%
Value ($000) $120 Shares 12,100 Est. Cost $9.92 Unrealized
B RILEY PRINCIPAL 150 MERGER 0.0%
Value ($000) $103 Shares 10,154 Est. Cost $10.05 Unrealized
SUSTAINABLE OPPORTNTS ACQ CO 0.0%
Value ($000) $100 Shares 10,000 Est. Cost $9.92 Unrealized
NORTHERN STAR INVSTMNT CORP 0.0%
Value ($000) $100 Shares 10,000 Est. Cost $10.00 Unrealized
REVOLUTION HEALTHCAR AQ CORP 0.0%
Value ($000) $100 Shares 10,000 Est. Cost $10.10 Unrealized
IG ACQUISITION CORP 0.0%
Value ($000) $97 Shares 10,000 Est. Cost $9.70 Unrealized
CONDOR HOSPITALITY TR INC 0.0%
Value ($000) $95 Shares 15,616 Est. Cost $6.08 Unrealized
NEXTIER OILFIELD SOLUTIONS 0.0%
Value ($000) $83 Shares 17,344 Est. Cost $6.70 Unrealized
PROPTECH INVESTMENT CORP II 0.0%
Value ($000) $13 Shares 12,612 Est. Cost $0.87 Unrealized
DATA KNIGHTS ACQUISITION COR 0.0%
Value ($000) $0 Shares 69,220 Est. Cost Unrealized