NEXPOINT ASSET MANAGEMENT, L.P. Quant / Systematic

CIK: 0001469877 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $1,494,612 (100.0% shares, 0.0% debt)

Holdings (148)

NREF NEXPOINT REAL ESTATE FIN INC 6.5%
Value ($000) $96,744 Shares 6,458,211 Est. Cost $21.63 Unrealized
ALLEGHANY CORP MD 5.1%
Value ($000) $75,953 Shares 90,488 Est. Cost $836.86 Unrealized
SWITCH INC 4.9%
Value ($000) $73,578 Shares 2,183,975 Est. Cost $33.60 Unrealized
CHEMOCENTRYX INC 4.5%
Value ($000) $67,938 Shares 1,315,094 Est. Cost $51.66 Unrealized
COVETRUS INC 4.5%
Value ($000) $67,399 Shares 3,227,906 Est. Cost $20.86 Unrealized
DUKE REALTY CORP 4.3%
Value ($000) $63,939 Shares 1,326,526 Est. Cost $50.42 Unrealized
ZENDESK INC 3.6%
Value ($000) $53,765 Shares 706,500 Est. Cost $76.10 Unrealized
STORE CAP CORP 3.5%
Value ($000) $52,785 Shares 1,684,800 Est. Cost $31.33 Unrealized
AVALARA INC 3.4%
Value ($000) $51,179 Shares 557,500 Est. Cost $91.80 Unrealized
COWEN INC 3.3%
Value ($000) $48,890 Shares 1,265,282 Est. Cost $38.64 Unrealized
SHELL MIDSTREAM PARTNERS L P 2.8%
Value ($000) $41,403 Shares 2,618,790 Est. Cost $15.81 Unrealized
GLOBAL BLOOD THERAPEUTICS IN 2.6%
Value ($000) $39,304 Shares 577,150 Est. Cost $68.10 Unrealized
ATLAS AIR WORLDWIDE HLDGS IN 2.5%
Value ($000) $37,993 Shares 397,539 Est. Cost $95.57 Unrealized
BIOHAVEN PHARMACTL HLDG CO L 2.4%
Value ($000) $35,920 Shares 237,616 Est. Cost $147.21 Unrealized
TENNECO INC 2.4%
Value ($000) $35,287 Shares 2,029,157 Est. Cost $17.39 Unrealized
PING IDENTITY HLDG CORP 2.3%
Value ($000) $34,189 Shares 1,218,000 Est. Cost $28.07 Unrealized
CITRIX SYS INC 2.1%
Value ($000) $30,841 Shares 296,545 Est. Cost $102.97 Unrealized
HANGER INC 2.0%
Value ($000) $30,257 Shares 1,616,283 Est. Cost $18.72 Unrealized
FHN FIRST HORIZON CORPORATION 2.0%
Value ($000) $29,925 Shares 1,306,775 Est. Cost $19.72 Unrealized +1.8%
AERIE PHARMACEUTICALS INC 1.9%
Value ($000) $28,655 Shares 1,893,891 Est. Cost $15.71 Unrealized
SOUTH JERSEY INDS INC 1.6%
Value ($000) $24,039 Shares 719,293 Est. Cost $34.14 Unrealized
1LIFE HEALTHCARE INC 1.6%
Value ($000) $23,890 Shares 1,393,000 Est. Cost $17.15 Unrealized
NXRT NEXPOINT RESIDENTIAL TR INC 1.6%
Value ($000) $23,174 Shares 501,481 Est. Cost $46.76 Unrealized
TERMINIX GLOBAL HOLDINGS INC 1.5%
Value ($000) $23,163 Shares 604,937 Est. Cost $41.10 Unrealized
UMPQUA HLDGS CORP 1.5%
Value ($000) $23,093 Shares 1,351,258 Est. Cost $16.84 Unrealized
NXDT NEXPOINT DIVERSIFIED REL ET 1.5%
Value ($000) $22,910 Shares 1,825,479 Est. Cost $17.93 Unrealized
PBF LOGISTICS LP 1.5%
Value ($000) $21,854 Shares 1,156,897 Est. Cost $18.89 Unrealized
ELME WASHINGTON REAL ESTATE INVT 1.5%
Value ($000) $21,830 Shares 1,243,145 Est. Cost $22.63 Unrealized
CHANNELADVISOR CORP 1.4%
Value ($000) $20,757 Shares 916,000 Est. Cost $22.66 Unrealized
ET ENERGY TRANSFER L P 1.2%
Value ($000) $17,809 Shares 1,614,612 Est. Cost $12.55 Unrealized
HR HEALTHCARE RLTY TR 1.2%
Value ($000) $17,194 Shares 824,635 Est. Cost $20.85 Unrealized
FORMA THERAPEUTICS HLDGS INC 1.0%
Value ($000) $14,381 Shares 720,851 Est. Cost $19.95 Unrealized
WSR WHITESTONE REIT 0.9%
Value ($000) $13,583 Shares 1,605,518 Est. Cost $9.78 Unrealized
IRBTQ IROBOT CORP 0.9%
Value ($000) $12,757 Shares 226,476 Est. Cost $52.49 Unrealized 0.0%
SIERRA WIRELESS INC 0.8%
Value ($000) $12,480 Shares 410,000 Est. Cost $30.44 Unrealized
INFRA AND ENERGY ALTRNTIVE I 0.8%
Value ($000) $12,315 Shares 909,512 Est. Cost $13.54 Unrealized
EVO PMTS INC 0.8%
Value ($000) $11,655 Shares 350,000 Est. Cost $33.30 Unrealized
CYBEROPTICS CORP 0.7%
Value ($000) $9,719 Shares 180,723 Est. Cost $53.78 Unrealized
BRAEMAR HOTELS & RESORTS INC 0.6%
Value ($000) $8,362 Shares 565,750 Est. Cost $20.80 Unrealized
HILL INTL INC 0.6%
Value ($000) $8,300 Shares 2,500,000 Est. Cost $3.32 Unrealized
TRGP TARGA RES CORP 0.5%
Value ($000) $7,941 Shares 131,600 Est. Cost $32.08 Unrealized +90.1%
ARE ALEXANDRIA REAL ESTATE EQ IN 0.5%
Value ($000) $7,851 Shares 56,000 Est. Cost $142.21 Unrealized -8.8%
WES WESTERN MIDSTREAM PARTNERS L 0.5%
Value ($000) $7,258 Shares 288,492 Est. Cost $24.33 Unrealized
CRM SALESFORCE INC 0.5%
Value ($000) $7,165 Shares 49,809 Est. Cost $174.57 Unrealized -4.0%
CONVEY HEALTH SOLUTIONS HLDG 0.4%
Value ($000) $6,660 Shares 633,680 Est. Cost $10.51 Unrealized
CBTX INC 0.4%
Value ($000) $6,171 Shares 210,967 Est. Cost $29.98 Unrealized
PROFESSIONAL HLDG CORP 0.4%
Value ($000) $5,968 Shares 230,087 Est. Cost $25.94 Unrealized
CORN TEUCRIUM COMMODITY TR 0.4%
Value ($000) $5,593 Shares 206,850 Est. Cost $25.16 Unrealized
TSAT TELESAT CORP 0.3%
Value ($000) $4,615 Shares 590,923 Est. Cost $40.01 Unrealized -72.4%
MANNING & NAPIER INC 0.3%
Value ($000) $4,049 Shares 330,000 Est. Cost $12.27 Unrealized
SPXL DIREXION SHS ETF TR 0.3%
Value ($000) $3,875 Shares 72,330 Est. Cost $65.59 Unrealized
TQQQ PROSHARES TR 0.3%
Value ($000) $3,755 Shares 194,350 Est. Cost $24.00 Unrealized
THRIVE ACQUISITION CORPORATI 0.2%
Value ($000) $3,299 Shares 324,984 Est. Cost $10.00 Unrealized
HIGHLAND INCOME FD 0.2%
Value ($000) $3,247 Shares 334,005 Est. Cost $10.97 Unrealized
INTEGRATED RAIL AND RES ACQ 0.2%
Value ($000) $2,964 Shares 294,324 Est. Cost $10.05 Unrealized
HEALTH ASSURN ACQUISITION CO 0.2%
Value ($000) $2,882 Shares 288,800 Est. Cost $9.87 Unrealized
ALTIMETER GROWTH CORP 2 0.2%
Value ($000) $2,824 Shares 285,000 Est. Cost $9.91 Unrealized
VST VISTRA CORP 0.2%
Value ($000) $2,793 Shares 133,000 Est. Cost $20.57 Unrealized +11.0%
LEFTERIS ACQUISITION CORP 0.2%
Value ($000) $2,520 Shares 252,000 Est. Cost $9.80 Unrealized
MELI MERCADOLIBRE INC 0.2%
Value ($000) $2,483 Shares 3,000 Est. Cost $606.37 Unrealized +41.8%
LIONHEART III CORP 0.2%
Value ($000) $2,471 Shares 244,909 Est. Cost $9.85 Unrealized
GEN NORTONLIFELOCK INC 0.2%
Value ($000) $2,433 Shares 120,800 Est. Cost $21.52 Unrealized 0.0%
VY GLOBAL GROWTH 0.2%
Value ($000) $2,431 Shares 242,400 Est. Cost $9.81 Unrealized
TRANSGLOBE ENERGY CORP 0.2%
Value ($000) $2,345 Shares 874,946 Est. Cost $2.68 Unrealized
CEPU CENTRAL PUERTO S A 0.2%
Value ($000) $2,332 Shares 530,000 Est. Cost $2.95 Unrealized
ENERGEM CORP 0.2%
Value ($000) $2,300 Shares 225,000 Est. Cost $10.15 Unrealized
PHOENIX BIOTECH ACQUISITION 0.1%
Value ($000) $2,197 Shares 217,482 Est. Cost $9.91 Unrealized
CNXX CONX CORP 0.1%
Value ($000) $2,137 Shares 213,700 Est. Cost $9.82 Unrealized
HRTX HERON THERAPEUTICS INC 0.1%
Value ($000) $2,106 Shares 499,131 Est. Cost $18.41 Unrealized -78.7%
EPD ENTERPRISE PRODS PARTNERS L 0.1%
Value ($000) $1,870 Shares 78,631 Est. Cost $27.35 Unrealized
NEXT NEXTDECADE CORP 0.1%
Value ($000) $1,830 Shares 304,000 Est. Cost $5.37 Unrealized +23.8%
COMPUTE HEALTH ACQUISITIN CO 0.1%
Value ($000) $1,813 Shares 183,700 Est. Cost $9.73 Unrealized
IRT INDEPENDENCE RLTY TR INC 0.1%
Value ($000) $1,632 Shares 97,554 Est. Cost $13.99 Unrealized
PAM PAMPA ENERGIA S A 0.1%
Value ($000) $1,542 Shares 67,700 Est. Cost $17.36 Unrealized
GREEN VISOR FIN TEC ACQ CORP 0.1%
Value ($000) $1,478 Shares 145,507 Est. Cost $10.22 Unrealized
FORUM MERGER IV CORP 0.1%
Value ($000) $1,472 Shares 150,026 Est. Cost $9.77 Unrealized
PINE IS ACQUISITION CORP 0.1%
Value ($000) $1,426 Shares 142,900 Est. Cost $9.85 Unrealized
PARTNERS BANCORP 0.1%
Value ($000) $1,407 Shares 158,268 Est. Cost $9.48 Unrealized
LUX HEALTH TECH ACQUISITION 0.1%
Value ($000) $1,068 Shares 106,700 Est. Cost $9.83 Unrealized
SOCIAL CAPITAL HEDOSOPHA HLD 0.1%
Value ($000) $1,058 Shares 105,733 Est. Cost $10.10 Unrealized
CORNER GROWTH ACQUISITION CO 0.1%
Value ($000) $1,030 Shares 103,335 Est. Cost $9.75 Unrealized
PARSEC CAPITAL ACQUISITION 0.1%
Value ($000) $1,007 Shares 99,589 Est. Cost $10.00 Unrealized
MERCURY ECOM ACQUISITION COR 0.1%
Value ($000) $999 Shares 100,172 Est. Cost $9.80 Unrealized
SAFEHOLD INC 0.1%
Value ($000) $986 Shares 37,256 Est. Cost $31.28 Unrealized
PZENA INVT MGMT INC 0.1%
Value ($000) $964 Shares 101,697 Est. Cost $9.48 Unrealized
MCLAREN TECHNOLOGY ACQ CORP 0.1%
Value ($000) $907 Shares 90,000 Est. Cost $9.97 Unrealized
CRESY CRESUD S A C I F Y A 0.1%
Value ($000) $898 Shares 164,149 Est. Cost $5.94 Unrealized
PROPTECH INVESTMENT CORP II 0.1%
Value ($000) $877 Shares 88,144 Est. Cost $9.79 Unrealized
CLASS ACCELERATION CORP 0.1%
Value ($000) $806 Shares 81,594 Est. Cost $9.70 Unrealized
HIGHLAND GLOBAL ALLOCATION F 0.1%
Value ($000) $752 Shares 86,246 Est. Cost $10.25 Unrealized
BLUEROCK RESIDENTIAL GWT REI 0.1%
Value ($000) $750 Shares 28,052 Est. Cost $21.55 Unrealized
EXTERRAN CORP 0.0%
Value ($000) $731 Shares 175,703 Est. Cost $6.21 Unrealized
MAXPRO CAPITAL ACQUISITN COR 0.0%
Value ($000) $720 Shares 71,084 Est. Cost $9.93 Unrealized
CARNEY TECHNOLOGY ACQU CORP 0.0%
Value ($000) $717 Shares 72,109 Est. Cost $9.74 Unrealized
EVCOU EVEREST CONSOLIDATOR ACQ COR 0.0%
Value ($000) $614 Shares 60,927 Est. Cost $10.04 Unrealized
SIERRA LAKE ACQUISITION CORP 0.0%
Value ($000) $601 Shares 60,000 Est. Cost $9.78 Unrealized
SEAPORT GLOBAL ACQUISITION I 0.0%
Value ($000) $551 Shares 55,100 Est. Cost $9.87 Unrealized
WHEELER REAL ESTATE INVT TR 0.0%
Value ($000) $550 Shares 47,300 Est. Cost $15.20 Unrealized
BANNER ACQUISITION CORP 0.0%
Value ($000) $516 Shares 52,078 Est. Cost $9.75 Unrealized
PERIPHAS CAPITAL PARTNERING 0.0%
Value ($000) $505 Shares 20,428 Est. Cost $24.51 Unrealized
DTRT HEALTH ACQUISITION CORP 0.0%
Value ($000) $504 Shares 49,512 Est. Cost $9.98 Unrealized
AFCG AFC GAMMA INC 0.0%
Value ($000) $503 Shares 32,859 Est. Cost $6.94 Unrealized +1.4%
TWITTER INC 0.0%
Value ($000) $460 Shares 10,500 Est. Cost $37.43 Unrealized
SOCIAL LEVERAGE ACQUISN CORP 0.0%
Value ($000) $419 Shares 42,600 Est. Cost $9.73 Unrealized
PATTERSON COS INC 0.0%
Value ($000) $413 Shares 17,200 Est. Cost $17.82 Unrealized
LOMA LOMA NEGRA C I A S A MTN 14 0.0%
Value ($000) $399 Shares 64,000 Est. Cost $5.75 Unrealized
TALON 1 ACQUISITION CORP 0.0%
Value ($000) $397 Shares 38,968 Est. Cost $10.09 Unrealized
PRIVETERRA ACQUISITION CORP 0.0%
Value ($000) $392 Shares 39,792 Est. Cost $9.74 Unrealized
PRIMO WATER CORPORATION 0.0%
Value ($000) $351 Shares 28,000 Est. Cost $12.54 Unrealized
ICLN ISHARES TR 0.0%
Value ($000) $344 Shares 18,000 Est. Cost $19.11 Unrealized
ACTIVISION BLIZZARD INC 0.0%
Value ($000) $342 Shares 4,600 Est. Cost $77.83 Unrealized
TASTEMAKER ACQUISITION CORP 0.0%
Value ($000) $299 Shares 30,000 Est. Cost $9.77 Unrealized
PARATEK PHARMACEUTICALS INC 0.0%
Value ($000) $295 Shares 114,770 Est. Cost $5.55 Unrealized
MTX MINERALS TECHNOLOGIES INC 0.0%
Value ($000) $277 Shares 5,600 Est. Cost $59.58 Unrealized 0.0%
AMRYT PHARMA PLC 0.0%
Value ($000) $277 Shares 40,000 Est. Cost $14.15 Unrealized
RANDOLPH BANCORP INC 0.0%
Value ($000) $270 Shares 10,000 Est. Cost $26.50 Unrealized
ITRI ITRON INC 0.0%
Value ($000) $257 Shares 6,100 Est. Cost $49.79 Unrealized 0.0%
KKR KKR & CO INC 0.0%
Value ($000) $252 Shares 5,866 Est. Cost $25.46 Unrealized +93.1%
ARBOR RAPHA CAP BIOHLDS CORP 0.0%
Value ($000) $252 Shares 25,000 Est. Cost $10.12 Unrealized
AEAE ALTENERGY ACQUISITION CORP 0.0%
Value ($000) $246 Shares 24,500 Est. Cost $9.89 Unrealized +0.9%
XIFR NEXTERA ENERGY PARTNERS LP 0.0%
Value ($000) $202 Shares 2,800 Est. Cost $80.11 Unrealized 0.0%
LXFR LUXFER HLDGS PLC 0.0%
Value ($000) $200 Shares 13,773 Est. Cost $18.36 Unrealized -13.7%
WHEELER REAL ESTATE INVT TR 0.0%
Value ($000) $189 Shares 82,301 Est. Cost $6.73 Unrealized
MFA MFA FINL INC 0.0%
Value ($000) $175 Shares 22,500 Est. Cost $7.78 Unrealized
PIVOTAL INVESTMENT CORP III 0.0%
Value ($000) $141 Shares 14,302 Est. Cost $9.72 Unrealized
NCLH NORWEGIAN CRUISE LINE HLDG L 0.0%
Value ($000) $136 Shares 12,000 Est. Cost Unrealized
JACK CREEK INVESTMENT CORP 0.0%
Value ($000) $127 Shares 12,792 Est. Cost $9.77 Unrealized
ASCENDANT DIGITAL ACQ CORP I 0.0%
Value ($000) $102 Shares 10,000 Est. Cost $10.20 Unrealized
BLOCKCHAIN COINVSTRS ACQ CRP 0.0%
Value ($000) $101 Shares 10,000 Est. Cost $10.10 Unrealized
MONUMENT CIRCLE ACQUISITN CO 0.0%
Value ($000) $101 Shares 10,194 Est. Cost $9.74 Unrealized
AVAYA HLDGS CORP 0.0%
Value ($000) $78 Shares 48,800 Est. Cost $10.23 Unrealized
SUPV GRUPO SUPERVIELLE S.A. 0.0%
Value ($000) $43 Shares 24,300 Est. Cost $3.21 Unrealized
GOGREEN INVESTMENTS CORP 0.0%
Value ($000) $21 Shares 181,950 Est. Cost Unrealized
THRIVE ACQUISITION CORPORATI 0.0%
Value ($000) $13 Shares 162,492 Est. Cost $0.24 Unrealized
INTELLIGENT MEDI ACQSITN COR 0.0%
Value ($000) $11 Shares 125,000 Est. Cost Unrealized
CEROW PHOENIX BIOTECH ACQUISITION 0.0%
Value ($000) $9 Shares 108,741 Est. Cost $0.42 Unrealized
PARABELLUM ACQUISITION CORP 0.0%
Value ($000) $8 Shares 223,160 Est. Cost $0.45 Unrealized
MAXPRO CAPITAL ACQUISITN COR 0.0%
Value ($000) $8 Shares 71,084 Est. Cost $0.39 Unrealized
MCLAREN TECHNOLOGY ACQ CORP 0.0%
Value ($000) $7 Shares 92,147 Est. Cost $0.21 Unrealized
LIONHEART III CORP 0.0%
Value ($000) $7 Shares 113,155 Est. Cost $0.45 Unrealized
FAT PROJECTS ACQUISITION COR 0.0%
Value ($000) $7 Shares 150,000 Est. Cost Unrealized
ATHENA CONSUMER ACQ CORP 0.0%
Value ($000) $6 Shares 125,076 Est. Cost Unrealized
DTRT HEALTH ACQUISITION CORP 0.0%
Value ($000) $5 Shares 24,700 Est. Cost $0.48 Unrealized
PERCEPTION CAPITAL CORP II 0.0%
Value ($000) $5 Shares 198,080 Est. Cost Unrealized
SEAPORT GLOBAL ACQUISITION I 0.0%
Value ($000) $3 Shares 21,237 Est. Cost $0.31 Unrealized
PARSEC CAPITAL ACQUISITION 0.0%
Value ($000) $3 Shares 99,589 Est. Cost $0.23 Unrealized
PROPTECH INVESTMENT CORP II 0.0%
Value ($000) $2 Shares 12,612 Est. Cost $0.87 Unrealized
AEAEW ALTENERGY ACQUISITION CORP 0.0%
Value ($000) $2 Shares 12,500 Est. Cost $0.16 Unrealized