NEXPOINT ASSET MANAGEMENT, L.P. Quant / Systematic

CIK: 0001469877 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $1,124,087 (100.0% shares, 0.0% debt)

Holdings (146)

NREF NEXPOINT REAL ESTATE FIN INC 11.6%
Value ($000) $130,908 Shares 6,458,211 Est. Cost $21.63 Unrealized
AMERICAN CAMPUS CMNTYS INC 7.0%
Value ($000) $78,127 Shares 1,211,836 Est. Cost $64.47 Unrealized
CORNERSTONE BLDG BRANDS INC 5.6%
Value ($000) $62,699 Shares 2,560,173 Est. Cost $24.49 Unrealized
CDK GLOBAL INC 4.8%
Value ($000) $53,923 Shares 984,530 Est. Cost $54.77 Unrealized
TURNING POINT THERAPEUTICS I 4.0%
Value ($000) $45,309 Shares 602,108 Est. Cost $75.25 Unrealized
PS BUSINESS PKS INC CALIF 3.9%
Value ($000) $43,656 Shares 233,265 Est. Cost $187.15 Unrealized
SWITCH INC 3.2%
Value ($000) $35,427 Shares 1,057,530 Est. Cost $33.50 Unrealized
NXRT NEXPOINT RESIDENTIAL TR INC 2.8%
Value ($000) $31,137 Shares 498,116 Est. Cost $46.76 Unrealized
SOUTH JERSEY INDS INC 2.8%
Value ($000) $31,002 Shares 908,084 Est. Cost $34.14 Unrealized
ALLEGHANY CORP MD 2.7%
Value ($000) $30,127 Shares 36,163 Est. Cost $833.09 Unrealized
NXDT NEXPOINT DIVERSIFIED REL ET 2.7%
Value ($000) $30,102 Shares 1,825,479 Est. Cost $17.93 Unrealized
FHN FIRST HORIZON CORPORATION 2.5%
Value ($000) $28,566 Shares 1,306,775 Est. Cost $19.72 Unrealized 0.0%
ELME WASHINGTON REAL ESTATE INVT 2.4%
Value ($000) $26,491 Shares 1,243,145 Est. Cost $22.63 Unrealized
BIOHAVEN PHARMACTL HLDG CO L 2.2%
Value ($000) $25,139 Shares 172,525 Est. Cost $145.71 Unrealized
TERMINIX GLOBAL HOLDINGS INC 2.2%
Value ($000) $24,591 Shares 604,937 Est. Cost $41.10 Unrealized
DUKE REALTY CORP 2.1%
Value ($000) $24,019 Shares 437,101 Est. Cost $54.95 Unrealized
HEALTHCARE RLTY TR 2.0%
Value ($000) $22,430 Shares 824,635 Est. Cost $27.26 Unrealized
SIERRA ONCOLOGY INC 1.8%
Value ($000) $20,669 Shares 375,864 Est. Cost $54.99 Unrealized
GTY TECHNOLOGY HOLDINGS INC 1.6%
Value ($000) $18,241 Shares 2,913,867 Est. Cost $6.26 Unrealized
MANTECH INTERNATIONAL CORP 1.6%
Value ($000) $17,797 Shares 186,453 Est. Cost $95.45 Unrealized
SPXL DIREXION SHS ETF TR 1.6%
Value ($000) $17,791 Shares 271,250 Est. Cost $65.59 Unrealized
UMPQUA HLDGS CORP 1.6%
Value ($000) $17,597 Shares 1,049,315 Est. Cost $16.77 Unrealized
TQQQ PROSHARES TR 1.6%
Value ($000) $17,510 Shares 729,600 Est. Cost $24.00 Unrealized
WSR WHITESTONE REIT 1.5%
Value ($000) $17,367 Shares 1,615,518 Est. Cost $9.78 Unrealized
ET ENERGY TRANSFER L P 1.4%
Value ($000) $16,114 Shares 1,614,612 Est. Cost $12.55 Unrealized
CMC MATERIALS INC 1.4%
Value ($000) $15,727 Shares 90,133 Est. Cost $174.49 Unrealized
BLUEKNIGHT ENERGY PARTNERS L 1.2%
Value ($000) $12,931 Shares 2,860,846 Est. Cost $4.52 Unrealized
RATTLER MIDSTREAM LP 1.1%
Value ($000) $11,861 Shares 868,950 Est. Cost $13.65 Unrealized
PLANTRONICS INC NEW 1.1%
Value ($000) $11,860 Shares 298,900 Est. Cost $39.68 Unrealized
COVETRUS INC 1.0%
Value ($000) $10,907 Shares 525,624 Est. Cost $20.75 Unrealized
CRM SALESFORCE INC 0.9%
Value ($000) $9,902 Shares 60,000 Est. Cost $174.57 Unrealized 0.0%
CITRIX SYS INC 0.8%
Value ($000) $9,541 Shares 98,190 Est. Cost $100.90 Unrealized
TNA DIREXION SHS ETF TR 0.8%
Value ($000) $9,519 Shares 290,225 Est. Cost $32.80 Unrealized
BRAEMAR HOTELS & RESORTS INC 0.8%
Value ($000) $9,052 Shares 565,750 Est. Cost $20.80 Unrealized
NATUS MED INC DEL 0.8%
Value ($000) $8,572 Shares 261,591 Est. Cost $32.77 Unrealized
NEOPHOTONICS CORP 0.7%
Value ($000) $8,324 Shares 529,170 Est. Cost $15.73 Unrealized
ARE ALEXANDRIA REAL ESTATE EQ IN 0.7%
Value ($000) $8,122 Shares 56,000 Est. Cost $142.21 Unrealized 0.0%
TRGP TARGA RES CORP 0.7%
Value ($000) $7,853 Shares 131,600 Est. Cost $32.08 Unrealized +106.7%
WES WESTERN MIDSTREAM PARTNERS L 0.6%
Value ($000) $7,013 Shares 288,492 Est. Cost $24.33 Unrealized
COHERENT INC 0.6%
Value ($000) $6,612 Shares 24,835 Est. Cost $266.24 Unrealized
TSAT TELESAT CORP 0.6%
Value ($000) $6,600 Shares 590,923 Est. Cost $40.01 Unrealized -64.8%
CBTX INC 0.5%
Value ($000) $5,610 Shares 210,967 Est. Cost $29.98 Unrealized
CORN TEUCRIUM COMMODITY TR 0.5%
Value ($000) $5,204 Shares 206,850 Est. Cost $25.16 Unrealized
HIGHLAND INCOME FD 0.3%
Value ($000) $3,761 Shares 334,005 Est. Cost $10.97 Unrealized
THRIVE ACQUISITION CORPORATI 0.3%
Value ($000) $3,266 Shares 324,984 Est. Cost $10.00 Unrealized
COHN ROBBINS HOLDINGS CORP 0.3%
Value ($000) $3,187 Shares 320,620 Est. Cost $9.84 Unrealized
VST VISTRA CORP 0.3%
Value ($000) $3,039 Shares 133,000 Est. Cost $20.57 Unrealized +12.5%
INTEGRATED RAIL AND RES ACQ 0.3%
Value ($000) $2,958 Shares 294,324 Est. Cost $10.05 Unrealized
HEALTH ASSURN ACQUISITION CO 0.3%
Value ($000) $2,853 Shares 288,800 Est. Cost $9.87 Unrealized
ALTIMETER GROWTH CORP 2 0.2%
Value ($000) $2,810 Shares 285,000 Est. Cost $9.91 Unrealized
LEFTERIS ACQUISITION CORP 0.2%
Value ($000) $2,497 Shares 252,000 Est. Cost $9.80 Unrealized
LIONHEART III CORP 0.2%
Value ($000) $2,449 Shares 244,909 Est. Cost $9.85 Unrealized
VY GLOBAL GROWTH 0.2%
Value ($000) $2,398 Shares 242,400 Est. Cost $9.81 Unrealized
USA TRUCK INC 0.2%
Value ($000) $2,330 Shares 74,169 Est. Cost $31.41 Unrealized
AERIE PHARMACEUTICALS INC 0.2%
Value ($000) $2,323 Shares 309,778 Est. Cost $18.70 Unrealized
ENERGEM CORP 0.2%
Value ($000) $2,266 Shares 225,000 Est. Cost $10.15 Unrealized
PHOENIX BIOTECH ACQUISITION 0.2%
Value ($000) $2,181 Shares 217,482 Est. Cost $9.91 Unrealized
CNXX CONX CORP 0.2%
Value ($000) $2,111 Shares 213,700 Est. Cost $9.82 Unrealized
IRT INDEPENDENCE RLTY TR INC 0.2%
Value ($000) $2,022 Shares 97,554 Est. Cost $13.99 Unrealized
EPD ENTERPRISE PRODS PARTNERS L 0.2%
Value ($000) $1,916 Shares 78,631 Est. Cost $27.35 Unrealized
MELI MERCADOLIBRE INC 0.2%
Value ($000) $1,911 Shares 3,000 Est. Cost $606.37 Unrealized +43.8%
COMPUTE HEALTH ACQUISITIN CO 0.2%
Value ($000) $1,802 Shares 183,700 Est. Cost $9.73 Unrealized
CEPU CENTRAL PUERTO S A 0.2%
Value ($000) $1,783 Shares 580,783 Est. Cost $2.95 Unrealized
CC NEUBERGER PRIN HLDGS II 0.1%
Value ($000) $1,667 Shares 166,900 Est. Cost $9.88 Unrealized
FORUM MERGER IV CORP 0.1%
Value ($000) $1,466 Shares 150,026 Est. Cost $9.77 Unrealized
GREEN VISOR FIN TEC ACQ CORP 0.1%
Value ($000) $1,464 Shares 145,507 Est. Cost $10.22 Unrealized
PARTNERS BANCORP 0.1%
Value ($000) $1,430 Shares 158,268 Est. Cost $9.48 Unrealized
PINE IS ACQUISITION CORP 0.1%
Value ($000) $1,410 Shares 142,900 Est. Cost $9.85 Unrealized
HRTX HERON THERAPEUTICS INC 0.1%
Value ($000) $1,393 Shares 499,131 Est. Cost $18.41 Unrealized -78.2%
PAM PAMPA ENERGIA S A 0.1%
Value ($000) $1,386 Shares 67,700 Est. Cost $17.36 Unrealized
NEXT NEXTDECADE CORP 0.1%
Value ($000) $1,350 Shares 304,000 Est. Cost $5.37 Unrealized +15.4%
GIGCAPITAL 5 INC 0.1%
Value ($000) $1,345 Shares 134,063 Est. Cost $9.89 Unrealized
E MERGE TECHNOLOGY ACQUISITI 0.1%
Value ($000) $1,299 Shares 130,000 Est. Cost $9.84 Unrealized
LUX HEALTH TECH ACQUISITION 0.1%
Value ($000) $1,055 Shares 106,700 Est. Cost $9.83 Unrealized
SOCIAL CAPITAL HEDOSOPHA HLD 0.1%
Value ($000) $1,050 Shares 105,733 Est. Cost $10.10 Unrealized
CORNER GROWTH ACQUISITION CO 0.1%
Value ($000) $1,019 Shares 103,335 Est. Cost $9.75 Unrealized
PARSEC CAPITAL ACQUISITION 0.1%
Value ($000) $1,002 Shares 99,589 Est. Cost $10.00 Unrealized
RIBBIT LEAP LTD 0.1%
Value ($000) $992 Shares 100,100 Est. Cost $10.01 Unrealized
MERCURY ECOM ACQUISITION COR 0.1%
Value ($000) $991 Shares 100,172 Est. Cost $9.80 Unrealized
MCLAREN TECHNOLOGY ACQ CORP 0.1%
Value ($000) $901 Shares 90,000 Est. Cost $9.97 Unrealized
PROPTECH INVESTMENT CORP II 0.1%
Value ($000) $870 Shares 88,144 Est. Cost $9.79 Unrealized
REDBALL ACQUISITION CORP 0.1%
Value ($000) $847 Shares 85,000 Est. Cost $9.92 Unrealized
HIGHLAND GLOBAL ALLOCATION F 0.1%
Value ($000) $834 Shares 86,246 Est. Cost $10.25 Unrealized
CRESY CRESUD S A C I F Y A 0.1%
Value ($000) $827 Shares 164,149 Est. Cost $5.94 Unrealized
MUDRICK CAPITAL ACQU CORP II 0.1%
Value ($000) $821 Shares 81,400 Est. Cost $9.95 Unrealized
CLASS ACCELERATION CORP 0.1%
Value ($000) $801 Shares 81,594 Est. Cost $9.70 Unrealized
EXTERRAN CORP 0.1%
Value ($000) $756 Shares 175,703 Est. Cost $6.21 Unrealized
BLUEROCK RESIDENTIAL GWT REI 0.1%
Value ($000) $737 Shares 28,052 Est. Cost $21.55 Unrealized
MAXPRO CAPITAL ACQUISITN COR 0.1%
Value ($000) $717 Shares 71,084 Est. Cost $9.93 Unrealized
SAFEHOLD INC 0.1%
Value ($000) $714 Shares 20,200 Est. Cost $35.35 Unrealized
CARNEY TECHNOLOGY ACQU CORP 0.1%
Value ($000) $712 Shares 72,109 Est. Cost $9.74 Unrealized
WHEELER REAL ESTATE INVT TR 0.1%
Value ($000) $627 Shares 47,300 Est. Cost $15.20 Unrealized
EVCOU EVEREST CONSOLIDATOR ACQ COR 0.1%
Value ($000) $613 Shares 60,927 Est. Cost $10.04 Unrealized
SIERRA LAKE ACQUISITION CORP 0.1%
Value ($000) $596 Shares 60,000 Est. Cost $9.78 Unrealized
SEAPORT GLOBAL ACQUISITION I 0.0%
Value ($000) $550 Shares 55,100 Est. Cost $9.87 Unrealized
PATTERSON COS INC 0.0%
Value ($000) $521 Shares 17,200 Est. Cost $17.82 Unrealized
BANNER ACQUISITION CORP 0.0%
Value ($000) $515 Shares 52,078 Est. Cost $9.75 Unrealized
PERIPHAS CAPITAL PARTNERING 0.0%
Value ($000) $501 Shares 20,428 Est. Cost $24.51 Unrealized
DTRT HEALTH ACQUISITION CORP 0.0%
Value ($000) $498 Shares 49,512 Est. Cost $9.98 Unrealized
SOCIAL LEVERAGE ACQUISN CORP 0.0%
Value ($000) $419 Shares 42,600 Est. Cost $9.73 Unrealized
WHEELER REAL ESTATE INVT TR 0.0%
Value ($000) $411 Shares 82,301 Est. Cost $6.73 Unrealized
TALON 1 ACQUISITION CORP 0.0%
Value ($000) $395 Shares 38,968 Est. Cost $10.09 Unrealized
TWITTER INC 0.0%
Value ($000) $393 Shares 10,500 Est. Cost $37.43 Unrealized
PRIVETERRA ACQUISITION CORP 0.0%
Value ($000) $390 Shares 39,792 Est. Cost $9.74 Unrealized
LOMA LOMA NEGRA C I A S A MTN 14 0.0%
Value ($000) $386 Shares 76,072 Est. Cost $5.75 Unrealized
AFCG AFC GAMMA INC 0.0%
Value ($000) $370 Shares 24,109 Est. Cost $6.91 Unrealized 0.0%
ACTIVISION BLIZZARD INC 0.0%
Value ($000) $358 Shares 4,600 Est. Cost $77.83 Unrealized
TENNECO INC 0.0%
Value ($000) $346 Shares 20,150 Est. Cost $17.17 Unrealized
TASTEMAKER ACQUISITION CORP 0.0%
Value ($000) $298 Shares 30,000 Est. Cost $9.77 Unrealized
AMRYT PHARMA PLC 0.0%
Value ($000) $280 Shares 40,000 Est. Cost $14.15 Unrealized
KKR KKR & CO INC 0.0%
Value ($000) $272 Shares 5,866 Est. Cost $25.46 Unrealized +99.9%
ALTERYX INC 0.0%
Value ($000) $269 Shares 5,550 Est. Cost $113.50 Unrealized
CHRS COHERUS BIOSCIENCES INC 0.0%
Value ($000) $268 Shares 37,000 Est. Cost $19.98 Unrealized -56.5%
RANDOLPH BANCORP INC 0.0%
Value ($000) $265 Shares 10,000 Est. Cost $26.50 Unrealized
ARBOR RAPHA CAP BIOHLDS CORP 0.0%
Value ($000) $253 Shares 25,000 Est. Cost $10.12 Unrealized
GSAQ GLOBAL SYNERGY ACQUISIT CORP 0.0%
Value ($000) $246 Shares 24,680 Est. Cost $9.81 Unrealized
AEAE ALTENERGY ACQUISITION CORP 0.0%
Value ($000) $245 Shares 24,500 Est. Cost $9.89 Unrealized +0.5%
CONVEY HEALTH SOLUTIONS HLDG 0.0%
Value ($000) $234 Shares 22,500 Est. Cost $10.40 Unrealized
PARATEK PHARMACEUTICALS INC 0.0%
Value ($000) $222 Shares 114,770 Est. Cost $5.55 Unrealized
GCO GENESCO INC 0.0%
Value ($000) $210 Shares 4,204 Est. Cost $42.99 Unrealized +39.4%
LXFR LUXFER HOLDINGS PLC 0.0%
Value ($000) $208 Shares 13,773 Est. Cost $18.36 Unrealized -11.8%
FCNCA FIRST CTZNS BANCSHARES INC N 0.0%
Value ($000) $203 Shares 311 Est. Cost $768.01 Unrealized -16.2%
PIVOTAL INVESTMENT CORP III 0.0%
Value ($000) $140 Shares 14,302 Est. Cost $9.72 Unrealized
JACK CREEK INVESTMENT CORP 0.0%
Value ($000) $126 Shares 12,792 Est. Cost $9.77 Unrealized
AVAYA HLDGS CORP 0.0%
Value ($000) $112 Shares 50,000 Est. Cost $10.23 Unrealized
CCL CARNIVAL CORP 0.0%
Value ($000) $112 Shares 12,900 Est. Cost $20.22 Unrealized -27.4%
ASCENDANT DIGITAL ACQ CORP I 0.0%
Value ($000) $101 Shares 10,000 Est. Cost $10.20 Unrealized
BLOCKCHAIN COINVSTRS ACQ CRP 0.0%
Value ($000) $100 Shares 10,000 Est. Cost $10.10 Unrealized
MONUMENT CIRCLE ACQUISITN CO 0.0%
Value ($000) $100 Shares 10,194 Est. Cost $9.74 Unrealized
GOGREEN INVESTMENTS CORP 0.0%
Value ($000) $44 Shares 181,950 Est. Cost Unrealized
SUPV GRUPO SUPERVIELLE S.A. 0.0%
Value ($000) $33 Shares 24,300 Est. Cost $3.21 Unrealized
PARABELLUM ACQUISITION CORP 0.0%
Value ($000) $29 Shares 223,160 Est. Cost $0.45 Unrealized
PERCEPTION CAPITAL CORP II 0.0%
Value ($000) $26 Shares 198,080 Est. Cost Unrealized
LIONHEART III CORP 0.0%
Value ($000) $19 Shares 113,155 Est. Cost $0.45 Unrealized
THRIVE ACQUISITION CORPORATI 0.0%
Value ($000) $18 Shares 162,492 Est. Cost $0.24 Unrealized
ATHENA CONSUMER ACQ CORP 0.0%
Value ($000) $18 Shares 125,076 Est. Cost Unrealized
INTELLIGENT MEDI ACQSITN COR 0.0%
Value ($000) $16 Shares 125,000 Est. Cost Unrealized
PARSEC CAPITAL ACQUISITION 0.0%
Value ($000) $13 Shares 99,589 Est. Cost $0.23 Unrealized
CEROW PHOENIX BIOTECH ACQUISITION 0.0%
Value ($000) $11 Shares 108,741 Est. Cost $0.42 Unrealized
MCLAREN TECHNOLOGY ACQ CORP 0.0%
Value ($000) $11 Shares 92,147 Est. Cost $0.21 Unrealized
FAT PROJECTS ACQUISITION COR 0.0%
Value ($000) $11 Shares 150,000 Est. Cost Unrealized
MAXPRO CAPITAL ACQUISITN COR 0.0%
Value ($000) $7 Shares 71,084 Est. Cost $0.39 Unrealized
SEAPORT GLOBAL ACQUISITION I 0.0%
Value ($000) $5 Shares 21,237 Est. Cost $0.31 Unrealized
AEAEW ALTENERGY ACQUISITION CORP 0.0%
Value ($000) $2 Shares 12,500 Est. Cost $0.16 Unrealized
DTRT HEALTH ACQUISITION CORP 0.0%
Value ($000) $2 Shares 24,700 Est. Cost $0.48 Unrealized
PROPTECH INVESTMENT CORP II 0.0%
Value ($000) $1 Shares 12,612 Est. Cost $0.87 Unrealized