NEXPOINT ASSET MANAGEMENT, L.P. Quant / Systematic

CIK: 0001469877 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $442,021 (100.0% shares, 0.0% debt)

Holdings (158)

VST VISTRA CORP 15.0%
Value ($000) $66,286 Shares 3,514,648 Est. Cost $20.57 Unrealized -18.7%
CSTL CASTLE BIOSCIENCES INC 8.2%
Value ($000) $36,377 Shares 707,032 Est. Cost $22.17 Unrealized +100.7%
AVAYA HLDGS CORP 7.4%
Value ($000) $32,789 Shares 2,157,161 Est. Cost $10.23 Unrealized
NXRT NEXPOINT RESIDENTIAL TR INC 7.3%
Value ($000) $32,056 Shares 722,795 Est. Cost $46.76 Unrealized
NXDT NEXPOINT STRATEGIC OPPORTES 4.1%
Value ($000) $18,091 Shares 2,088,951 Est. Cost $17.93 Unrealized
ARCH RESOURCES INC 3.5%
Value ($000) $15,619 Shares 367,685 Est. Cost $28.41 Unrealized
BRAEMAR HOTELS & RESORTS INC 3.2%
Value ($000) $14,144 Shares 1,173,758 Est. Cost $20.86 Unrealized
WMB WILLIAMS COS INC 2.5%
Value ($000) $11,141 Shares 566,995 Est. Cost $17.63 Unrealized -12.6%
HRTX HERON THERAPEUTICS INC 2.4%
Value ($000) $10,686 Shares 721,064 Est. Cost $18.41 Unrealized -15.2%
LORAL SPACE & COMMUNICATNS I 2.0%
Value ($000) $8,667 Shares 473,575 Est. Cost $41.40 Unrealized
ET ENERGY TRANSFER LP 2.0%
Value ($000) $8,641 Shares 1,594,335 Est. Cost $13.08 Unrealized
MSFT MICROSOFT CORP 1.4%
Value ($000) $6,310 Shares 30,000 Est. Cost $131.81 Unrealized +52.3%
MPLX MPLX LP 1.4%
Value ($000) $6,074 Shares 385,923 Est. Cost $28.01 Unrealized
AERIE PHARMACEUTICALS INC 1.2%
Value ($000) $5,211 Shares 442,800 Est. Cost $18.70 Unrealized
MELI MERCADOLIBRE INC 1.2%
Value ($000) $5,196 Shares 4,800 Est. Cost $606.37 Unrealized +78.9%
SKY SKYLINE CHAMPION CORPORATION 1.2%
Value ($000) $5,193 Shares 193,984 Est. Cost $28.93 Unrealized -5.8%
IRT INDEPENDENCE RLTY TR INC 1.1%
Value ($000) $4,895 Shares 422,350 Est. Cost $13.91 Unrealized
IMMUNOMEDICS INC 1.1%
Value ($000) $4,694 Shares 55,200 Est. Cost $85.04 Unrealized
GOOGL ALPHABET INC 1.0%
Value ($000) $4,397 Shares 3,000 Est. Cost $61.40 Unrealized +23.2%
GRUBHUB INC 0.9%
Value ($000) $3,954 Shares 54,199 Est. Cost $72.95 Unrealized
LIVONGO HEALTH INC 0.8%
Value ($000) $3,328 Shares 23,762 Est. Cost $140.06 Unrealized
MOMENTA PHARMACEUTICALS INC 0.7%
Value ($000) $3,246 Shares 61,856 Est. Cost $52.48 Unrealized
PSTL POSTAL REALTY TRUST INC 0.7%
Value ($000) $3,102 Shares 204,917 Est. Cost $15.84 Unrealized
NREF NEXPOINT REAL ESTATE FIN INC 0.7%
Value ($000) $3,002 Shares 204,453 Est. Cost $14.47 Unrealized
IMMUNOMEDICS INC 0.7%
Value ($000) $2,925 Shares 34,400 Est. Cost $85.04 Unrealized
META FACEBOOK INC 0.7%
Value ($000) $2,881 Shares 11,000 Est. Cost $188.76 Unrealized +35.7%
TXN TEXAS INSTRS INC 0.6%
Value ($000) $2,856 Shares 20,000 Est. Cost $116.84 Unrealized 0.0%
JERNIGAN CAP INC 0.6%
Value ($000) $2,827 Shares 164,918 Est. Cost $19.25 Unrealized
VIVINT SOLAR INC 0.6%
Value ($000) $2,734 Shares 64,566 Est. Cost $42.34 Unrealized
E TRADE FINANCIAL CORP 0.6%
Value ($000) $2,570 Shares 51,348 Est. Cost $46.07 Unrealized
AMGN AMGEN INC 0.6%
Value ($000) $2,542 Shares 10,000 Est. Cost $209.54 Unrealized 0.0%
NATIONAL GEN HLDGS CORP 0.6%
Value ($000) $2,462 Shares 72,947 Est. Cost $33.75 Unrealized
BIO BIO RAD LABS INC 0.5%
Value ($000) $2,320 Shares 4,500 Est. Cost $326.21 Unrealized +55.3%
NEXT NEXTDECADE CORP 0.5%
Value ($000) $2,309 Shares 774,743 Est. Cost $5.37 Unrealized -62.9%
BBY BEST BUY INC 0.5%
Value ($000) $2,226 Shares 20,000 Est. Cost $81.81 Unrealized 0.0%
AIMMUNE THERAPEUTICS INC 0.5%
Value ($000) $2,156 Shares 62,591 Est. Cost $34.45 Unrealized
CMI CUMMINS INC 0.5%
Value ($000) $2,112 Shares 10,000 Est. Cost $174.85 Unrealized 0.0%
HCC WARRIOR MET COAL INC 0.5%
Value ($000) $2,104 Shares 123,199 Est. Cost $22.37 Unrealized -27.5%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.5%
Value ($000) $2,083 Shares 30,000 Est. Cost $59.95 Unrealized 0.0%
MRK MERCK & CO. INC 0.5%
Value ($000) $2,074 Shares 25,000 Est. Cost $66.35 Unrealized -0.6%
EW EDWARDS LIFESCIENCES CORP 0.5%
Value ($000) $1,999 Shares 25,050 Est. Cost $75.37 Unrealized +3.5%
ECL ECOLAB INC 0.5%
Value ($000) $1,998 Shares 10,000 Est. Cost $188.44 Unrealized 0.0%
WES WESTERN MIDSTREAM PARTNERS L 0.4%
Value ($000) $1,985 Shares 248,138 Est. Cost $24.89 Unrealized
VRTX VERTEX PHARMACEUTICALS INC 0.4%
Value ($000) $1,905 Shares 7,000 Est. Cost $249.01 Unrealized +10.8%
TD AMERITRADE HLDG CORP 0.4%
Value ($000) $1,886 Shares 48,172 Est. Cost $38.18 Unrealized
TRGP TARGA RES CORP 0.4%
Value ($000) $1,846 Shares 131,600 Est. Cost $32.08 Unrealized -50.8%
GCI LIBERTY INC 0.4%
Value ($000) $1,836 Shares 22,400 Est. Cost $81.96 Unrealized
HUM HUMANA INC 0.4%
Value ($000) $1,821 Shares 4,400 Est. Cost $268.15 Unrealized +42.9%
KANSAS CITY SOUTHERN 0.4%
Value ($000) $1,808 Shares 10,000 Est. Cost $180.80 Unrealized
ROSETTA STONE INC 0.4%
Value ($000) $1,779 Shares 59,350 Est. Cost $29.97 Unrealized
TDOC TELADOC HEALTH INC 0.4%
Value ($000) $1,754 Shares 8,000 Est. Cost $177.85 Unrealized +19.1%
ALGN ALIGN TECHNOLOGY INC 0.4%
Value ($000) $1,637 Shares 5,000 Est. Cost $305.27 Unrealized 0.0%
NVDA NVIDIA CORPORATION 0.4%
Value ($000) $1,624 Shares 3,000 Est. Cost $6.28 Unrealized +84.6%
V VISA INC 0.4%
Value ($000) $1,600 Shares 8,000 Est. Cost $170.42 Unrealized +12.8%
ABBV ABBVIE INC 0.4%
Value ($000) $1,577 Shares 18,000 Est. Cost $61.84 Unrealized +23.4%
CC NEUBERGER PRINCIPAL HLDNG 0.4%
Value ($000) $1,573 Shares 152,312 Est. Cost $10.33 Unrealized
PG PROCTER AND GAMBLE CO 0.3%
Value ($000) $1,529 Shares 11,000 Est. Cost $105.24 Unrealized +10.6%
ALLY ALLY FINL INC 0.3%
Value ($000) $1,504 Shares 60,000 Est. Cost $15.67 Unrealized +19.6%
AMD ADVANCED MICRO DEVICES INC 0.3%
Value ($000) $1,476 Shares 18,000 Est. Cost $50.60 Unrealized +46.8%
AWK AMERICAN WTR WKS CO INC NEW 0.3%
Value ($000) $1,449 Shares 10,000 Est. Cost $127.84 Unrealized 0.0%
HD HOME DEPOT INC 0.3%
Value ($000) $1,389 Shares 5,000 Est. Cost $194.99 Unrealized +21.9%
MA MASTERCARD INCORPORATED 0.3%
Value ($000) $1,353 Shares 4,000 Est. Cost $266.84 Unrealized +18.3%
CEPU CENTRAL PUERTO S A 0.3%
Value ($000) $1,310 Shares 584,900 Est. Cost $2.95 Unrealized
WDAY WORKDAY INC 0.3%
Value ($000) $1,291 Shares 6,000 Est. Cost $197.84 Unrealized 0.0%
SBUX STARBUCKS CORP 0.3%
Value ($000) $1,289 Shares 15,000 Est. Cost $70.79 Unrealized 0.0%
TSLA TESLA INC 0.3%
Value ($000) $1,287 Shares 3,000 Est. Cost $92.53 Unrealized +27.6%
CHRS COHERUS BIOSCIENCES INC 0.3%
Value ($000) $1,284 Shares 70,000 Est. Cost $19.98 Unrealized -6.9%
HANESBRANDS INC 0.3%
Value ($000) $1,260 Shares 80,000 Est. Cost $15.75 Unrealized
WHEELER REAL ESTATE INVT TR 0.3%
Value ($000) $1,138 Shares 74,600 Est. Cost $14.60 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.3%
Value ($000) $1,130 Shares 19,000 Est. Cost $40.44 Unrealized +5.3%
NTRA NATERA INC 0.3%
Value ($000) $1,112 Shares 15,400 Est. Cost $36.95 Unrealized +53.9%
ELV ANTHEM INC 0.2%
Value ($000) $1,074 Shares 4,000 Est. Cost $251.31 Unrealized -0.5%
INTC INTEL CORP 0.2%
Value ($000) $1,036 Shares 20,000 Est. Cost $45.40 Unrealized +2.5%
AXONICS MODULATION TECHNOLOG 0.2%
Value ($000) $1,021 Shares 20,000 Est. Cost $26.90 Unrealized
EPD ENTERPRISE PRODS PARTNERS L 0.2%
Value ($000) $1,021 Shares 64,631 Est. Cost $28.58 Unrealized
CHURCHILL CAPITAL CORP IV 0.2%
Value ($000) $998 Shares 102,040 Est. Cost $9.78 Unrealized
DIS DISNEY WALT CO 0.2%
Value ($000) $993 Shares 8,000 Est. Cost $128.92 Unrealized -5.3%
PYPL PAYPAL HLDGS INC 0.2%
Value ($000) $985 Shares 5,000 Est. Cost $187.90 Unrealized 0.0%
ADBE ADOBE SYSTEMS INCORPORATED 0.2%
Value ($000) $981 Shares 2,000 Est. Cost $378.56 Unrealized +22.9%
LONGVIEW ACQUISITION CORP 0.2%
Value ($000) $977 Shares 99,534 Est. Cost $9.82 Unrealized
WHEELER REAL ESTATE INVT TR 0.2%
Value ($000) $943 Shares 97,992 Est. Cost $10.55 Unrealized
KO COCA COLA CO 0.2%
Value ($000) $938 Shares 19,000 Est. Cost $44.51 Unrealized -8.3%
TMO THERMO FISHER SCIENTIFIC INC 0.2%
Value ($000) $927 Shares 2,100 Est. Cost $310.51 Unrealized +31.2%
BSX BOSTON SCIENTIFIC CORP 0.2%
Value ($000) $879 Shares 23,000 Est. Cost $39.07 Unrealized -1.4%
CRESY CRESUD S A C I F Y A 0.2%
Value ($000) $828 Shares 293,449 Est. Cost $5.94 Unrealized
CRESTWOOD EQUITY PARTNERS LP 0.2%
Value ($000) $812 Shares 65,168 Est. Cost $36.51 Unrealized
FOLD AMICUS THERAPEUTICS INC 0.2%
Value ($000) $808 Shares 57,250 Est. Cost $10.85 Unrealized +34.3%
CSCO CISCO SYS INC 0.2%
Value ($000) $788 Shares 20,000 Est. Cost $38.56 Unrealized -3.9%
ASND ASCENDIS PHARMA A/S 0.2%
Value ($000) $772 Shares 5,000 Est. Cost $96.30 Unrealized
PARATEK PHARMACEUTICALS INC 0.2%
Value ($000) $758 Shares 140,020 Est. Cost $4.32 Unrealized
CI CIGNA CORP NEW 0.2%
Value ($000) $745 Shares 4,400 Est. Cost $170.35 Unrealized -5.5%
PAM PAMPA ENERGIA S A 0.2%
Value ($000) $699 Shares 67,700 Est. Cost $17.36 Unrealized
ALTERYX INC 0.2%
Value ($000) $681 Shares 6,000 Est. Cost $113.50 Unrealized
SILK RD MED INC 0.2%
Value ($000) $672 Shares 10,000 Est. Cost $32.50 Unrealized
AKCEA THERAPEUTICS INC 0.2%
Value ($000) $670 Shares 36,953 Est. Cost $18.13 Unrealized
TNDM TANDEM DIABETES CARE INC 0.1%
Value ($000) $624 Shares 5,500 Est. Cost $61.67 Unrealized +70.4%
MCK MCKESSON CORP 0.1%
Value ($000) $596 Shares 4,000 Est. Cost $135.60 Unrealized +8.2%
ACHC ACADIA HEALTHCARE COMPANY IN 0.1%
Value ($000) $590 Shares 20,000 Est. Cost $30.45 Unrealized -4.7%
LABORATORY CORP AMER HLDGS 0.1%
Value ($000) $565 Shares 3,000 Est. Cost $168.00 Unrealized
AVTR AVANTOR INC 0.1%
Value ($000) $562 Shares 25,000 Est. Cost $16.03 Unrealized +29.7%
HIGHLAND GLOBAL ALLOCATION F 0.1%
Value ($000) $547 Shares 88,296 Est. Cost $10.25 Unrealized
ZBH ZIMMER BIOMET HOLDINGS INC 0.1%
Value ($000) $545 Shares 4,000 Est. Cost $122.61 Unrealized +1.9%
CITY OFFICE REIT INC 0.1%
Value ($000) $532 Shares 70,700 Est. Cost $13.52 Unrealized
CNC CENTENE CORP DEL 0.1%
Value ($000) $525 Shares 9,000 Est. Cost $54.02 Unrealized +15.0%
GORES HLDGS V INC 0.1%
Value ($000) $518 Shares 50,000 Est. Cost $10.36 Unrealized
GO ACQUISITION CORP 0.1%
Value ($000) $491 Shares 48,743 Est. Cost $10.07 Unrealized
TWC TECH HLDGS II CORP 0.1%
Value ($000) $485 Shares 47,900 Est. Cost $10.13 Unrealized
AMT AMERICAN TOWER CORP NEW 0.1%
Value ($000) $483 Shares 2,000 Est. Cost $183.82 Unrealized +17.9%
LINDE PLC 0.1%
Value ($000) $476 Shares 2,000 Est. Cost $213.00 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.1%
Value ($000) $474 Shares 38,549 Est. Cost $29.02 Unrealized -56.8%
BDX BECTON DICKINSON & CO 0.1%
Value ($000) $465 Shares 2,000 Est. Cost $226.44 Unrealized -0.5%
ILMN ILLUMINA INC 0.1%
Value ($000) $464 Shares 1,500 Est. Cost $279.63 Unrealized +23.2%
THUNDER BRDG ACQUISTION II L 0.1%
Value ($000) $449 Shares 44,027 Est. Cost $10.20 Unrealized
PATTERSON COS INC 0.1%
Value ($000) $415 Shares 17,200 Est. Cost $17.82 Unrealized
VESPER HEALTHCARE ACQSTN COR 0.1%
Value ($000) $410 Shares 40,000 Est. Cost $10.25 Unrealized
MOBILEIRON INC 0.1%
Value ($000) $397 Shares 56,670 Est. Cost $7.01 Unrealized
PERCEPTRON INC 0.1%
Value ($000) $394 Shares 58,000 Est. Cost $6.79 Unrealized
INNERWORKINGS INC 0.1%
Value ($000) $393 Shares 131,335 Est. Cost $2.99 Unrealized
BIOHAVEN PHARMACTL HLDG CO L 0.1%
Value ($000) $390 Shares 6,000 Est. Cost $41.71 Unrealized
BRIDGE BANCORP INC 0.1%
Value ($000) $388 Shares 22,262 Est. Cost $17.43 Unrealized
INSM INSMED INC 0.1%
Value ($000) $386 Shares 12,000 Est. Cost $19.31 Unrealized +48.8%
MONTAGE RES CORP 0.1%
Value ($000) $383 Shares 87,146 Est. Cost $4.39 Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $383 Shares 40,455 Est. Cost $7.91 Unrealized 0.0%
BMRN BIOMARIN PHARMACEUTICAL INC 0.1%
Value ($000) $380 Shares 5,000 Est. Cost $90.44 Unrealized +11.9%
BITAUTO HLDGS LTD 0.1%
Value ($000) $347 Shares 22,051 Est. Cost $15.74 Unrealized
SUPV GRUPO SUPERVIELLE S.A. 0.1%
Value ($000) $342 Shares 188,858 Est. Cost $3.21 Unrealized
SGRY SURGERY PARTNERS INC 0.1%
Value ($000) $341 Shares 15,580 Est. Cost $7.16 Unrealized +148.3%
LOMA LOMA NEGRA CORP 0.1%
Value ($000) $332 Shares 77,050 Est. Cost $5.75 Unrealized
PAGP PLAINS GP HLDGS L P 0.1%
Value ($000) $324 Shares 53,200 Est. Cost $21.23 Unrealized
GS ACQUISITION HLDGS CORP II 0.1%
Value ($000) $298 Shares 27,701 Est. Cost $10.76 Unrealized
HEALTHCARE MERGER CORP 0.1%
Value ($000) $296 Shares 27,386 Est. Cost $10.52 Unrealized
CIIG MERGER CORP 0.1%
Value ($000) $292 Shares 28,977 Est. Cost $9.89 Unrealized
MRNA MODERNA INC 0.1%
Value ($000) $283 Shares 4,000 Est. Cost $23.01 Unrealized +203.1%
MUSTANG BIO INC 0.1%
Value ($000) $268 Shares 85,000 Est. Cost $3.25 Unrealized
STNE STONECO LTD 0.1%
Value ($000) $264 Shares 5,000 Est. Cost $34.91 Unrealized
HUDSON EXECUTIVE INVT CORP 0.1%
Value ($000) $246 Shares 25,000 Est. Cost $9.84 Unrealized
KKR KKR & CO INC 0.1%
Value ($000) $241 Shares 7,013 Est. Cost $25.46 Unrealized +30.8%
ESTA ESTABLISHMENT LABS HLDGS INC 0.1%
Value ($000) $222 Shares 12,000 Est. Cost $21.51 Unrealized -17.3%
SPIRIT RLTY CAP INC NEW 0.0%
Value ($000) $221 Shares 6,561 Est. Cost $47.86 Unrealized
EBIX INC 0.0%
Value ($000) $214 Shares 10,373 Est. Cost $42.08 Unrealized
COHN ROBBINS HOLDINGS CORP 0.0%
Value ($000) $202 Shares 20,000 Est. Cost $10.10 Unrealized
MINERVA NEUROSCIENCES INC 0.0%
Value ($000) $201 Shares 63,114 Est. Cost $7.75 Unrealized
HIGHCAPE CAP ACQUISITION COR 0.0%
Value ($000) $194 Shares 19,201 Est. Cost $10.10 Unrealized
LXFR LUXFER HOLDINGS PLC 0.0%
Value ($000) $187 Shares 14,890 Est. Cost $18.36 Unrealized -25.9%
NEKTAR THERAPEUTICS 0.0%
Value ($000) $166 Shares 10,000 Est. Cost $21.57 Unrealized
BKD BROOKDALE SR LIVING INC 0.0%
Value ($000) $157 Shares 61,625 Est. Cost $7.91 Unrealized -65.2%
CF FINANCE ACQUISITION CORP 0.0%
Value ($000) $134 Shares 13,300 Est. Cost $10.08 Unrealized
FTAC OLYMPUS ACQUISITION COR 0.0%
Value ($000) $134 Shares 13,400 Est. Cost $10.00 Unrealized
FORTRESS VALUE ACQUISITION I 0.0%
Value ($000) $129 Shares 12,500 Est. Cost $10.32 Unrealized
ITUB ITAU UNIBANCO HLDG S A 0.0%
Value ($000) $126 Shares 31,700 Est. Cost $8.41 Unrealized
GNW GENWORTH FINL INC 0.0%
Value ($000) $85 Shares 25,500 Est. Cost $3.52 Unrealized -24.3%
GNW GENWORTH FINL INC 0.0%
Value ($000) $85 Shares 25,500 Est. Cost $3.52 Unrealized -24.3%
AGILE THERAPEUTICS INC 0.0%
Value ($000) $76 Shares 25,000 Est. Cost $1.19 Unrealized
VYNE THERAPEUTICS INC 0.0%
Value ($000) $67 Shares 40,205 Est. Cost $1.67 Unrealized
EOLS EVOLUS INC 0.0%
Value ($000) $39 Shares 10,000 Est. Cost $16.39 Unrealized -77.7%
NEXTIER OILFIELD SOLUTIONS 0.0%
Value ($000) $35 Shares 18,749 Est. Cost $6.70 Unrealized
CHURCHILL CAPITAL CORP IV 0.0%
Value ($000) $30 Shares 20,408 Est. Cost $1.47 Unrealized
EYEPOINT PHARMACEUTICALS INC 0.0%
Value ($000) $18 Shares 33,933 Est. Cost $1.81 Unrealized