NEXPOINT ASSET MANAGEMENT, L.P. Quant / Systematic

CIK: 0001469877 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 15, 2021

Total Value ($000): $581,415 (100.0% shares, 0.0% debt)

Holdings (175)

MAGELLAN HEALTH INC 7.6%
Value ($000) $43,900 Shares 464,306 Est. Cost $94.18 Unrealized
MEDALLIA INC 6.8%
Value ($000) $39,586 Shares 1,168,768 Est. Cost $33.87 Unrealized
NREF NEXPOINT REAL ESTATE FIN INC 5.6%
Value ($000) $32,796 Shares 1,683,585 Est. Cost $18.87 Unrealized
STAMPS COM INC 5.4%
Value ($000) $31,270 Shares 94,817 Est. Cost $329.79 Unrealized
NXRT NEXPOINT RESIDENTIAL TR INC 5.2%
Value ($000) $30,408 Shares 491,389 Est. Cost $46.76 Unrealized
CLOUDERA INC 4.8%
Value ($000) $27,691 Shares 1,733,912 Est. Cost $15.94 Unrealized
NXDT NEXPOINT STRATEGIC OPPORTES 4.4%
Value ($000) $25,392 Shares 1,825,479 Est. Cost $17.93 Unrealized
WSR WHITESTONE REIT 3.8%
Value ($000) $22,193 Shares 2,269,195 Est. Cost $9.78 Unrealized
LORAL SPACE & COM INC 3.6%
Value ($000) $21,218 Shares 493,323 Est. Cost $41.58 Unrealized
VST VISTRA CORP 3.5%
Value ($000) $20,387 Shares 1,192,182 Est. Cost $20.57 Unrealized -17.8%
CORNERSTONE ONDEMAND INC 3.5%
Value ($000) $20,097 Shares 350,979 Est. Cost $57.26 Unrealized
ET ENERGY TRANSFER L P 2.9%
Value ($000) $16,965 Shares 1,770,862 Est. Cost $12.55 Unrealized
STATE AUTO FINL CORP 2.3%
Value ($000) $13,134 Shares 257,775 Est. Cost $50.95 Unrealized
MERIDIAN BANCORP INC MD 2.1%
Value ($000) $12,234 Shares 589,324 Est. Cost $20.73 Unrealized
INOVALON HLDGS INC 2.1%
Value ($000) $12,159 Shares 301,797 Est. Cost $40.29 Unrealized
ALTABANCORP 1.8%
Value ($000) $10,621 Shares 240,518 Est. Cost $44.16 Unrealized
CAI INTERNATIONAL INC 1.6%
Value ($000) $9,361 Shares 167,424 Est. Cost $55.92 Unrealized
ATHENE HOLDING LTD 1.6%
Value ($000) $9,316 Shares 135,273 Est. Cost $67.50 Unrealized
COLUMBIA PPTY TR INC 1.2%
Value ($000) $7,247 Shares 381,000 Est. Cost $19.02 Unrealized
ECHO GLOBAL LOGISTICS INC 1.2%
Value ($000) $6,946 Shares 145,579 Est. Cost $47.71 Unrealized
CIMAREX ENERGY CO 1.2%
Value ($000) $6,719 Shares 77,056 Est. Cost $87.20 Unrealized
TRGP TARGA RES CORP 1.1%
Value ($000) $6,476 Shares 131,600 Est. Cost $32.08 Unrealized +25.2%
WES WESTERN MIDSTREAM PARTNERS L 1.0%
Value ($000) $6,047 Shares 288,492 Est. Cost $24.33 Unrealized
QAD INC 1.0%
Value ($000) $5,541 Shares 63,408 Est. Cost $87.39 Unrealized
HRTX HERON THERAPEUTICS INC 0.9%
Value ($000) $5,336 Shares 499,131 Est. Cost $18.41 Unrealized -33.9%
SELECT INTERIOR CONCEPTS INC 0.9%
Value ($000) $5,043 Shares 349,694 Est. Cost $14.42 Unrealized
MELI MERCADOLIBRE INC 0.9%
Value ($000) $5,038 Shares 3,000 Est. Cost $606.37 Unrealized +185.7%
BANK COMM HLDGS 0.8%
Value ($000) $4,889 Shares 322,310 Est. Cost $15.17 Unrealized
CENTURY BANCORPORATION INC 0.8%
Value ($000) $4,747 Shares 41,193 Est. Cost $114.23 Unrealized
LANDMARK INFRASTRCTUR PARTR 0.6%
Value ($000) $3,607 Shares 220,593 Est. Cost $16.35 Unrealized
HIGHLAND INCOME FD 0.6%
Value ($000) $3,597 Shares 334,005 Est. Cost $10.81 Unrealized
AERIE PHARMACEUTICALS INC 0.6%
Value ($000) $3,532 Shares 309,778 Est. Cost $18.70 Unrealized
RELIANT BANCORP INC 0.6%
Value ($000) $3,413 Shares 108,037 Est. Cost $31.59 Unrealized
SELECT BANCORP INC NEW 0.6%
Value ($000) $3,351 Shares 194,248 Est. Cost $16.12 Unrealized
SOCIAL CAPITAL HEDOSOPHA HLD 0.5%
Value ($000) $3,006 Shares 297,000 Est. Cost $10.28 Unrealized
PARABELLUM ACQUISITION CORP 0.5%
Value ($000) $2,958 Shares 296,653 Est. Cost $9.97 Unrealized
HEALTH ASSURN ACQUISITION CO 0.5%
Value ($000) $2,824 Shares 288,800 Est. Cost $9.87 Unrealized
FORUM MERGER IV CORP 0.5%
Value ($000) $2,817 Shares 288,578 Est. Cost $9.77 Unrealized
AVAYA HLDGS CORP 0.4%
Value ($000) $2,479 Shares 125,272 Est. Cost $10.23 Unrealized
IRT INDEPENDENCE RLTY TR INC 0.4%
Value ($000) $2,320 Shares 114,000 Est. Cost $13.99 Unrealized
SOCIAL CAPITAL HEDOSOPHA HLD 0.4%
Value ($000) $2,279 Shares 224,500 Est. Cost $10.21 Unrealized
CORNER GROWTH ACQUISITN CORP 0.4%
Value ($000) $2,169 Shares 219,996 Est. Cost $9.86 Unrealized
ATLANTIC CAP BANCSHARES INC 0.3%
Value ($000) $1,896 Shares 71,587 Est. Cost $26.49 Unrealized
CEPU CENTRAL PUERTO S A 0.3%
Value ($000) $1,800 Shares 580,783 Est. Cost $2.95 Unrealized
COUNTY BANCORP INC 0.3%
Value ($000) $1,770 Shares 48,553 Est. Cost $36.46 Unrealized
EPD ENTERPRISE PRODS PARTNERS L 0.3%
Value ($000) $1,702 Shares 78,631 Est. Cost $27.35 Unrealized
BERKELEY LTS INC 0.3%
Value ($000) $1,604 Shares 82,000 Est. Cost $28.79 Unrealized
FIRSTMARK HORIZON ACQUISITIO 0.3%
Value ($000) $1,543 Shares 157,400 Est. Cost $9.82 Unrealized
CORNERSTONE ONDEMAND INC 0.3%
Value ($000) $1,517 Shares 26,500 Est. Cost $57.26 Unrealized
NEXT NEXTDECADE CORP 0.3%
Value ($000) $1,487 Shares 534,751 Est. Cost $5.37 Unrealized -41.3%
GP STRATEGIES CORP 0.3%
Value ($000) $1,479 Shares 71,471 Est. Cost $20.69 Unrealized
NEXTCURE INC 0.3%
Value ($000) $1,464 Shares 217,139 Est. Cost $8.03 Unrealized
GREAT WESTERN BANCORP INC 0.2%
Value ($000) $1,416 Shares 43,240 Est. Cost $32.75 Unrealized
1ST CONSTITUTION BANCORP 0.2%
Value ($000) $1,409 Shares 59,534 Est. Cost $23.67 Unrealized
VY GLOBAL GROWTH 0.2%
Value ($000) $1,397 Shares 142,400 Est. Cost $9.81 Unrealized
CONVEY HLDG PARENT INC 0.2%
Value ($000) $1,386 Shares 165,000 Est. Cost $10.21 Unrealized
DSP GROUPS INC 0.2%
Value ($000) $1,378 Shares 62,882 Est. Cost $21.91 Unrealized
COHN ROBBINS HOLDINGS CORP 0.2%
Value ($000) $1,375 Shares 140,020 Est. Cost $9.85 Unrealized
PARATEK PHARMACEUTICALS INC 0.2%
Value ($000) $1,287 Shares 264,770 Est. Cost $5.55 Unrealized
ALTIMETER GROWTH CORP 2 0.2%
Value ($000) $1,286 Shares 130,000 Est. Cost $9.96 Unrealized
CITY OFFICE REIT INC 0.2%
Value ($000) $1,263 Shares 70,700 Est. Cost $13.52 Unrealized
WMB WILLIAMS COS INC 0.2%
Value ($000) $1,248 Shares 48,100 Est. Cost $17.63 Unrealized +15.7%
PAM PAMPA ENERGIA S A 0.2%
Value ($000) $1,183 Shares 67,700 Est. Cost $17.36 Unrealized
CC NEUBERGER PRIN HLDGS II 0.2%
Value ($000) $1,148 Shares 116,900 Est. Cost $9.87 Unrealized
ARGUS CAPITAL CORP 0.2%
Value ($000) $1,010 Shares 100,000 Est. Cost $10.10 Unrealized
CORNER GROWTH ACQUISITION CO 0.2%
Value ($000) $1,009 Shares 103,335 Est. Cost $9.75 Unrealized
MERCURY ECOM ACQUISITION COR 0.2%
Value ($000) $1,007 Shares 100,172 Est. Cost $10.05 Unrealized
LYDALL INC 0.2%
Value ($000) $904 Shares 14,565 Est. Cost $62.07 Unrealized
OCEANTECH ACQUISITIONS I COR 0.2%
Value ($000) $889 Shares 90,000 Est. Cost $9.88 Unrealized
PROPTECH INVESTMENT CORP II 0.1%
Value ($000) $864 Shares 88,144 Est. Cost $9.79 Unrealized
HIGHLAND GLOBAL ALLOCATION F 0.1%
Value ($000) $803 Shares 88,296 Est. Cost $10.25 Unrealized
CRESY CRESUD S A C I F Y A 0.1%
Value ($000) $796 Shares 164,149 Est. Cost $5.94 Unrealized
CLASS ACCELERATION CORP 0.1%
Value ($000) $793 Shares 81,594 Est. Cost $9.70 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.1%
Value ($000) $791 Shares 38,549 Est. Cost $29.02 Unrealized -30.1%
NTRA NATERA INC 0.1%
Value ($000) $780 Shares 7,000 Est. Cost $114.62 Unrealized 0.0%
GIGCAPITAL 5 INC 0.1%
Value ($000) $775 Shares 75,400 Est. Cost $10.28 Unrealized
SRNE SORRENTO THERAPEUTICS INC 0.1%
Value ($000) $763 Shares 100,000 Est. Cost $8.48 Unrealized 0.0%
SINGULAR GENOMICS SYSTEMS IN 0.1%
Value ($000) $760 Shares 67,954 Est. Cost $20.58 Unrealized
ABBV ABBVIE INC 0.1%
Value ($000) $755 Shares 7,000 Est. Cost $72.81 Unrealized +33.5%
QURE UNIQURE NV 0.1%
Value ($000) $746 Shares 23,311 Est. Cost $33.51 Unrealized -9.0%
TXG 10X GENOMICS INC 0.1%
Value ($000) $728 Shares 5,000 Est. Cost $171.69 Unrealized 0.0%
NEKTAR THERAPEUTICS 0.1%
Value ($000) $718 Shares 40,000 Est. Cost $18.14 Unrealized
INOVIO PHARMACEUTICALS INC 0.1%
Value ($000) $716 Shares 100,000 Est. Cost $7.16 Unrealized
CARNEY TECHNOLOGY ACQU CORP 0.1%
Value ($000) $705 Shares 72,109 Est. Cost $9.74 Unrealized
DATA KNIGHTS ACQUISITION COR 0.1%
Value ($000) $696 Shares 69,220 Est. Cost $9.90 Unrealized
MINERVA NEUROSCIENCES INC 0.1%
Value ($000) $696 Shares 400,000 Est. Cost $3.06 Unrealized
CHURCHILL CAPITAL CORP V 0.1%
Value ($000) $686 Shares 70,100 Est. Cost $10.00 Unrealized
FIRST MIDWEST BANCORP DEL 0.1%
Value ($000) $680 Shares 35,763 Est. Cost $19.83 Unrealized
ONCOSEC MED INC 0.1%
Value ($000) $674 Shares 316,229 Est. Cost $2.13 Unrealized
NTLA INTELLIA THERAPEUTICS INC 0.1%
Value ($000) $671 Shares 5,000 Est. Cost $151.40 Unrealized 0.0%
AMERANT BANCORP INC 0.1%
Value ($000) $651 Shares 28,076 Est. Cost $23.19 Unrealized
MUDRICK CAPITAL ACQU CORP II 0.1%
Value ($000) $651 Shares 65,400 Est. Cost $9.95 Unrealized
ABEONA THERAPEUTICS INC 0.1%
Value ($000) $648 Shares 578,276 Est. Cost $1.50 Unrealized
TREBIA ACQUISITION CORP 0.1%
Value ($000) $648 Shares 65,420 Est. Cost $9.91 Unrealized
PERSHING SQUARE TONTINE HLDG 0.1%
Value ($000) $632 Shares 32,100 Est. Cost $19.69 Unrealized
SGRY SURGERY PARTNERS INC 0.1%
Value ($000) $628 Shares 14,823 Est. Cost $7.16 Unrealized +612.7%
CNC CENTENE CORP DEL 0.1%
Value ($000) $623 Shares 10,000 Est. Cost $66.82 Unrealized 0.0%
PACIFIC MERCANTILE BANCORP 0.1%
Value ($000) $612 Shares 66,429 Est. Cost $9.21 Unrealized
BONANZA CREEK ENERGY INC 0.1%
Value ($000) $602 Shares 12,559 Est. Cost $47.93 Unrealized
SIERRA LAKE ACQUISITION CORP 0.1%
Value ($000) $598 Shares 60,000 Est. Cost $9.97 Unrealized
CHRS COHERUS BIOSCIENCES INC 0.1%
Value ($000) $595 Shares 37,000 Est. Cost $19.98 Unrealized -26.6%
CNXX CONX CORP 0.1%
Value ($000) $588 Shares 60,000 Est. Cost $9.82 Unrealized
LUX HEALTH TECH ACQUISITION 0.1%
Value ($000) $556 Shares 56,700 Est. Cost $9.85 Unrealized
ENVIRONMENTAL IMPACT ACQU CO 0.1%
Value ($000) $544 Shares 54,979 Est. Cost $9.80 Unrealized
LOMA LOMA NEGRA C I A S A MTN 14 0.1%
Value ($000) $542 Shares 76,072 Est. Cost $5.75 Unrealized
ELV ANTHEM INC 0.1%
Value ($000) $528 Shares 1,415 Est. Cost $287.46 Unrealized +24.4%
BANNER ACQUISITION CORP 0.1%
Value ($000) $518 Shares 52,078 Est. Cost $9.95 Unrealized
PATTERSON COS INC 0.1%
Value ($000) $518 Shares 17,200 Est. Cost $17.82 Unrealized
LEFTERIS ACQUISITION CORP 0.1%
Value ($000) $509 Shares 52,000 Est. Cost $9.77 Unrealized
DTRT HEALTH ACQUISITION CORP 0.1%
Value ($000) $505 Shares 50,000 Est. Cost $10.10 Unrealized
PERIPHAS CAPITAL PARTNERING 0.1%
Value ($000) $497 Shares 20,428 Est. Cost $24.51 Unrealized
AMRYT PHARMA PLC 0.1%
Value ($000) $484 Shares 40,000 Est. Cost $14.15 Unrealized
ECP ENVIRONMENTAL GW OPT COR 0.1%
Value ($000) $469 Shares 47,514 Est. Cost $9.87 Unrealized
REWALK ROBOTICS LTD 0.1%
Value ($000) $453 Shares 300,000 Est. Cost $1.51 Unrealized
CBRE ACQUISITION HLDGS INC 0.1%
Value ($000) $453 Shares 45,628 Est. Cost $9.93 Unrealized
SVF INVESTMENT CORP 0.1%
Value ($000) $448 Shares 45,900 Est. Cost $9.85 Unrealized
CCL CARNIVAL CORP 0.1%
Value ($000) $438 Shares 17,500 Est. Cost Unrealized
SUPV GRUPO SUPERVIELLE S.A. 0.1%
Value ($000) $425 Shares 188,858 Est. Cost $3.21 Unrealized
SOCIAL LEVERAGE ACQUISN CORP 0.1%
Value ($000) $417 Shares 42,600 Est. Cost $9.73 Unrealized
ALTERYX INC 0.1%
Value ($000) $406 Shares 5,550 Est. Cost $113.50 Unrealized
PRIVETERRA ACQUISITION CORP 0.1%
Value ($000) $401 Shares 41,155 Est. Cost $9.74 Unrealized
DRAGONEER GROWTH OPPTY CORP 0.1%
Value ($000) $398 Shares 40,000 Est. Cost $10.06 Unrealized
BKD BROOKDALE SR LIVING INC 0.1%
Value ($000) $388 Shares 61,625 Est. Cost $7.91 Unrealized -9.8%
HAYMAKER ACQUISITION CORP II 0.1%
Value ($000) $387 Shares 39,079 Est. Cost $9.99 Unrealized
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $379 Shares 4,000 Est. Cost Unrealized
CORTLAND BANCORP 0.1%
Value ($000) $371 Shares 13,355 Est. Cost $26.83 Unrealized
KKR KKR & CO INC 0.1%
Value ($000) $357 Shares 5,866 Est. Cost $25.46 Unrealized +137.6%
IG ACQUISITION CORP 0.1%
Value ($000) $342 Shares 34,900 Est. Cost $9.77 Unrealized
BP BP PLC 0.1%
Value ($000) $342 Shares 12,500 Est. Cost Unrealized
BIOTECH ACQUISITION COMPANY 0.1%
Value ($000) $339 Shares 34,781 Est. Cost $9.69 Unrealized
UNITI GROUP INC 0.1%
Value ($000) $331 Shares 26,750 Est. Cost $11.03 Unrealized
CF ACQUISITION CORP IV 0.1%
Value ($000) $311 Shares 32,010 Est. Cost $9.78 Unrealized
JATT ACQUISITION CORP 0.1%
Value ($000) $306 Shares 31,000 Est. Cost $9.87 Unrealized
TASTEMAKER ACQUISITION CORP 0.1%
Value ($000) $296 Shares 30,000 Est. Cost $9.77 Unrealized
ROSS ACQUISITION CORP II 0.1%
Value ($000) $291 Shares 30,000 Est. Cost $9.70 Unrealized
SPIRIT RLTY CAP INC NEW 0.0%
Value ($000) $278 Shares 6,034 Est. Cost $47.86 Unrealized
GORES METROPOULOS II INC 0.0%
Value ($000) $275 Shares 27,878 Est. Cost $9.90 Unrealized
LXFR LUXFER HOLDINGS PLC 0.0%
Value ($000) $270 Shares 13,773 Est. Cost $18.36 Unrealized +12.4%
EPIPHANY TECHNOLOGY ACQUISIT 0.0%
Value ($000) $256 Shares 26,162 Est. Cost $9.79 Unrealized
FVCB FVCBANKCORP INC 0.0%
Value ($000) $250 Shares 12,484 Est. Cost $15.17 Unrealized 0.0%
MERIDA MERGER CORP I 0.0%
Value ($000) $250 Shares 25,000 Est. Cost $10.00 Unrealized
BLUEROCK RESIDENTIAL GWT REI 0.0%
Value ($000) $247 Shares 19,400 Est. Cost $12.73 Unrealized
QUEENS GAMBIT GROWTH CAPITAL 0.0%
Value ($000) $247 Shares 25,000 Est. Cost $9.88 Unrealized
GCO GENESCO INC 0.0%
Value ($000) $243 Shares 4,204 Est. Cost $42.99 Unrealized +38.4%
GSAQ GLOBAL SYNERGY ACQUISIT CORP 0.0%
Value ($000) $242 Shares 24,680 Est. Cost $9.81 Unrealized
CF ACQUISITION CORP VI 0.0%
Value ($000) $240 Shares 24,700 Est. Cost $9.72 Unrealized
GORES GUGGENHEIM INC 0.0%
Value ($000) $237 Shares 23,200 Est. Cost $10.22 Unrealized
CIT GROUP INC 0.0%
Value ($000) $230 Shares 4,419 Est. Cost $46.91 Unrealized
PINE IS ACQUISITION CORP 0.0%
Value ($000) $218 Shares 22,300 Est. Cost $9.78 Unrealized
VIACOMCBS INC 0.0%
Value ($000) $202 Shares 5,100 Est. Cost Unrealized
PROSPECTOR CAPITAL CORP 0.0%
Value ($000) $193 Shares 19,800 Est. Cost $9.68 Unrealized
COMMUNITY BANKERS TR CORP 0.0%
Value ($000) $178 Shares 15,614 Est. Cost $11.40 Unrealized
EKSO BIONICS HLDGS INC 0.0%
Value ($000) $176 Shares 38,135 Est. Cost $4.62 Unrealized
RIVERVIEW FINL CORP NEW 0.0%
Value ($000) $160 Shares 12,118 Est. Cost $13.20 Unrealized
VELO3D INC 0.0%
Value ($000) $157 Shares 18,700 Est. Cost $8.40 Unrealized
INTERPRIVATE III FINANCIAL P 0.0%
Value ($000) $149 Shares 15,068 Est. Cost $9.89 Unrealized
CC NEUBERGER PRINCIPAL HOLDN 0.0%
Value ($000) $148 Shares 15,100 Est. Cost $9.80 Unrealized
COMPUTE HEALTH ACQUISITIN CO 0.0%
Value ($000) $147 Shares 15,000 Est. Cost $9.80 Unrealized
LONGVIEW ACQUISITION CORP II 0.0%
Value ($000) $142 Shares 14,349 Est. Cost $9.90 Unrealized
PIVOTAL INVESTMENT CORP III 0.0%
Value ($000) $139 Shares 14,302 Est. Cost $9.72 Unrealized
RMG ACQUISITION CORP III 0.0%
Value ($000) $126 Shares 12,779 Est. Cost $9.93 Unrealized
JACK CREEK INVESTMENT CORP 0.0%
Value ($000) $125 Shares 12,792 Est. Cost $9.77 Unrealized
MONUMENT CIRCLE ACQUISITN CO 0.0%
Value ($000) $124 Shares 12,734 Est. Cost $9.74 Unrealized
DPCM CAP INC 0.0%
Value ($000) $118 Shares 12,100 Est. Cost $9.92 Unrealized
CONDOR HOSPITALITY TR INC 0.0%
Value ($000) $109 Shares 15,616 Est. Cost $6.08 Unrealized
NORTHERN STAR INVSTMNT CORP 0.0%
Value ($000) $99 Shares 10,000 Est. Cost $10.00 Unrealized
REVOLUTION HEALTHCAR AQ CORP 0.0%
Value ($000) $99 Shares 10,000 Est. Cost $10.10 Unrealized
B RILEY PRINCIPAL 150 MERGER 0.0%
Value ($000) $99 Shares 10,152 Est. Cost $9.75 Unrealized
7GC & CO HOLDINGS INC 0.0%
Value ($000) $99 Shares 10,146 Est. Cost $9.76 Unrealized
NEXTIER OILFIELD SOLUTIONS 0.0%
Value ($000) $80 Shares 17,344 Est. Cost $6.70 Unrealized
OCEANTECH ACQUISITIONS I COR 0.0%
Value ($000) $40 Shares 90,000 Est. Cost $0.44 Unrealized
PROPTECH INVESTMENT CORP II 0.0%
Value ($000) $11 Shares 12,612 Est. Cost $0.87 Unrealized
JATT ACQUISITION CORP 0.0%
Value ($000) $9 Shares 15,500 Est. Cost $0.58 Unrealized
ARIES I ACQUISITION CORP 0.0%
Value ($000) $8 Shares 15,000 Est. Cost $0.53 Unrealized
PRIVETERRA ACQUISITION CORP 0.0%
Value ($000) $8 Shares 13,333 Est. Cost $0.60 Unrealized