Carlson Capital, L.P. Quant / Systematic

Location: Dallas, TX

CIK: 0001056973 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value: $3.622B (99.8% shares, 0.2% debt)

Holdings (162)

LEGG MASON INC 4.0%
Value $145M Shares 2,908,829 Est. Cost $49.15 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 3.8%
Value $136M Shares 692,367 Est. Cost $175.49 Unrealized +1.1%
WRIGHT MED GROUP N V 3.7%
Value $135M Shares 4,532,000 Est. Cost $30.11 Unrealized
TIFFANY & CO NEW 3.7%
Value $134M Shares 1,096,000 Est. Cost $133.65 Unrealized
GRUBHUB INC 3.2%
Value $117M Shares 1,669,500 Est. Cost $70.30 Unrealized
SWKH SWK HLDGS CORP 3.0%
Value $109M Shares 9,193,766 Est. Cost $10.16 Unrealized -2.7%
GS GOLDMAN SACHS GROUP INC 2.9%
Value $106M Shares 535,775 Est. Cost $171.25 Unrealized -4.1%
BK BANK NEW YORK MELLON CORP 2.8%
Value $102M Shares 2,630,600 Est. Cost $36.15 Unrealized -14.1%
E TRADE FINANCIAL CORP 2.4%
Value $88.54M Shares 1,780,465 Est. Cost $36.49 Unrealized
JPM JPMORGAN CHASE & CO 2.4%
Value $86.55M Shares 920,150 Est. Cost $81.74 Unrealized 0.0%
FHN FIRST HORIZON NATL CORP 2.3%
Value $85.12M Shares 8,545,766 Est. Cost $9.32 Unrealized -21.1%
CAESARS ENTMT CORP 1.8%
Value $66.72M Shares 5,500,000 Est. Cost $12.13 Unrealized
AMAT APPLIED MATLS INC 1.6%
Value $56.2M Shares 929,686 Est. Cost $42.10 Unrealized +21.7%
XILINX INC 1.5%
Value $54.39M Shares 552,816 Est. Cost $96.02 Unrealized
PANW PALO ALTO NETWORKS INC 1.4%
Value $51.91M Shares 226,022 Est. Cost $34.78 Unrealized +1.3%
FISV FISERV INC 1.3%
Value $48.74M Shares 499,296 Est. Cost $101.35 Unrealized -0.6%
LOW LOWES COS INC 1.3%
Value $46.25M Shares 342,293 Est. Cost $98.50 Unrealized +4.9%
CABOT MICROELECTRONICS CORP 1.3%
Value $45.69M Shares 327,463 Est. Cost $112.50 Unrealized
CANADIAN PAC RY LTD 1.2%
Value $45.11M Shares 176,665 Est. Cost $245.58 Unrealized
NXPI NXP SEMICONDUCTORS N V 1.2%
Value $43.72M Shares 383,397 Est. Cost $94.67 Unrealized -4.0%
NSC NORFOLK SOUTHERN CORP 1.1%
Value $39.64M Shares 225,800 Est. Cost $150.98 Unrealized 0.0%
HEALTHCARE TR AMER INC 1.1%
Value $39.18M Shares 1,477,500 Est. Cost $26.52 Unrealized
FITB FIFTH THIRD BANCORP 1.0%
Value $34.71M Shares 1,800,370 Est. Cost $14.84 Unrealized 0.0%
WSM WILLIAMS SONOMA INC 0.9%
Value $33.44M Shares 407,750 Est. Cost $30.54 Unrealized 0.0%
PACWEST BANCORP DEL 0.9%
Value $33.37M Shares 1,693,066 Est. Cost $19.71 Unrealized
V VISA INC 0.9%
Value $32.7M Shares 169,283 Est. Cost $116.79 Unrealized +50.3%
TFC TRUIST FINL CORP 0.9%
Value $31.08M Shares 827,597 Est. Cost $37.85 Unrealized -26.7%
WCC WESCO INTL INC 0.8%
Value $30.57M Shares 870,690 Est. Cost $36.05 Unrealized -19.4%
XLU SELECT SECTOR SPDR TR 0.8%
Value $29.5M Shares 522,700 Est. Cost $56.43 Unrealized
WDC WESTERN DIGITAL CORP. 0.8%
Value $28.19M Shares 638,557 Est. Cost $47.74 Unrealized -32.4%
DRI DARDEN RESTAURANTS INC 0.8%
Value $28.08M Shares 370,575 Est. Cost $82.77 Unrealized -27.0%
BKNG BOOKING HOLDINGS INC 0.8%
Value $27.76M Shares 17,435 Est. Cost $1807.89 Unrealized -17.2%
WDAY WORKDAY INC 0.8%
Value $27.71M Shares 147,882 Est. Cost $165.31 Unrealized -2.2%
ADBE ADOBE INC 0.8%
Value $27.44M Shares 63,036 Est. Cost $311.23 Unrealized +19.1%
MAS MASCO CORP 0.8%
Value $27.34M Shares 544,589 Est. Cost $39.39 Unrealized 0.0%
RHI ROBERT HALF INTL INC 0.8%
Value $27.33M Shares 517,255 Est. Cost $49.15 Unrealized -3.4%
BUNGE LIMITED 0.8%
Value $27.21M Shares 661,639 Est. Cost $52.25 Unrealized
CBOE CBOE GLOBAL MARKETS INC 0.7%
Value $26.71M Shares 286,359 Est. Cost $101.76 Unrealized -10.3%
DLTR DOLLAR TREE INC 0.7%
Value $26.57M Shares 286,689 Est. Cost $83.41 Unrealized 0.0%
USB US BANCORP DEL 0.7%
Value $26.09M Shares 708,539 Est. Cost $37.23 Unrealized -25.2%
QURATE RETAIL INC 0.7%
Value $25.94M Shares 2,730,900 Est. Cost $9.50 Unrealized
VERINT SYS INC 0.7%
Value $25.76M Shares 570,243 Est. Cost $45.18 Unrealized
META FACEBOOK INC 0.7%
Value $25.74M Shares 113,367 Est. Cost $160.28 Unrealized +29.4%
CHAMPIONX CORPORATION 0.7%
Value $25.73M Shares 2,636,187 Est. Cost $9.76 Unrealized
HRB BLOCK H & R INC 0.7%
Value $25.44M Shares 1,781,339 Est. Cost $14.11 Unrealized -9.6%
ANGI HOMESERVICES INC 0.7%
Value $25.13M Shares 2,068,600 Est. Cost $12.15 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.7%
Value $24.44M Shares 371,949 Est. Cost $49.10 Unrealized -16.9%
BBY BEST BUY INC 0.7%
Value $23.77M Shares 272,350 Est. Cost $61.68 Unrealized -2.2%
UNF UNIFIRST CORP MASS 0.6%
Value $23.05M Shares 128,820 Est. Cost $154.93 Unrealized +4.2%
SNPS SYNOPSYS INC 0.6%
Value $23.05M Shares 118,210 Est. Cost $100.51 Unrealized +64.2%
ERIC ERICSSON 0.6%
Value $23M Shares 2,472,900 Est. Cost $9.30 Unrealized
ALSN ALLISON TRANSMISSION HLDGS I 0.6%
Value $21.86M Shares 594,242 Est. Cost $36.73 Unrealized -11.1%
DOMTAR CORP 0.6%
Value $21.68M Shares 1,026,960 Est. Cost $21.38 Unrealized
HLT HILTON WORLDWIDE HLDGS INC 0.6%
Value $21.52M Shares 293,013 Est. Cost $75.20 Unrealized -2.5%
BURL BURLINGTON STORES INC 0.6%
Value $21.36M Shares 108,464 Est. Cost $191.49 Unrealized -1.6%
KANSAS CITY SOUTHERN 0.6%
Value $20.25M Shares 135,625 Est. Cost $135.29 Unrealized
TDC TERADATA CORP DEL 0.6%
Value $19.97M Shares 960,114 Est. Cost $24.93 Unrealized -12.8%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 0.6%
Value $19.93M Shares 350,801 Est. Cost $59.53 Unrealized -17.2%
UE URBAN EDGE PPTYS 0.5%
Value $18.72M Shares 1,577,106 Est. Cost $9.02 Unrealized
SLAB SILICON LABORATORIES INC 0.5%
Value $18.55M Shares 184,982 Est. Cost $86.55 Unrealized +8.0%
NHI NATIONAL HEALTH INVS INC 0.5%
Value $18.46M Shares 304,075 Est. Cost $67.08 Unrealized
SLB SCHLUMBERGER LTD 0.5%
Value $18.01M Shares 979,353 Est. Cost $15.47 Unrealized 0.0%
VMC VULCAN MATLS CO 0.5%
Value $17.92M Shares 154,646 Est. Cost $111.09 Unrealized -5.9%
WAL WESTERN ALLIANCE BANCORP 0.5%
Value $16.87M Shares 445,466 Est. Cost $30.98 Unrealized 0.0%
RETAIL OPPORTUNITY INVTS COR 0.5%
Value $16.61M Shares 1,466,206 Est. Cost $11.33 Unrealized
BRX BRIXMOR PPTY GROUP INC 0.5%
Value $16.4M Shares 1,279,435 Est. Cost $14.94 Unrealized
GLATFELTER 0.4%
Value $15.87M Shares 989,000 Est. Cost $13.88 Unrealized
RH RH 0.4%
Value $15.42M Shares 61,960 Est. Cost $181.18 Unrealized 0.0%
DD DUPONT DE NEMOURS INC 0.4%
Value $15.02M Shares 282,680 Est. Cost $25.27 Unrealized -31.0%
CMCSA COMCAST CORP NEW 0.4%
Value $14.89M Shares 381,900 Est. Cost $32.76 Unrealized 0.0%
FBIN FORTUNE BRANDS HOME & SEC IN 0.4%
Value $14.69M Shares 229,786 Est. Cost $42.74 Unrealized 0.0%
ADC AGREE REALTY CORP 0.4%
Value $14.62M Shares 222,500 Est. Cost $65.71 Unrealized
CME CME GROUP INC 0.4%
Value $14.23M Shares 87,551 Est. Cost $157.37 Unrealized -8.3%
SUPER MICRO COMPUTER INC 0.4%
Value $13.96M Shares 491,869 Est. Cost $21.28 Unrealized
RHP RYMAN HOSPITALITY PPTYS INC 0.4%
Value $13.71M Shares 396,217 Est. Cost $34.63 Unrealized
LIBERTY MEDIA CORP DEL 0.4%
Value $13.51M Shares 391,330 Est. Cost $42.78 Unrealized
CONTINENTAL RES INC 0.4%
Value $13.48M Shares 768,799 Est. Cost $17.53 Unrealized
PHM PULTE GROUP INC 0.4%
Value $13.35M Shares 392,321 Est. Cost $28.36 Unrealized 0.0%
WESTROCK CO 0.4%
Value $13.18M Shares 466,298 Est. Cost $28.26 Unrealized
INTC INTEL CORP 0.4%
Value $13.17M Shares 220,090 Est. Cost $42.22 Unrealized +26.0%
KBR KBR INC 0.4%
Value $12.98M Shares 575,484 Est. Cost $18.97 Unrealized +7.5%
SUI SUN CMNTYS INC 0.4%
Value $12.72M Shares 93,782 Est. Cost $135.68 Unrealized
DPZ DOMINOS PIZZA INC 0.3%
Value $12.61M Shares 34,130 Est. Cost $343.88 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.3%
Value $12.53M Shares 112,685 Est. Cost $81.25 Unrealized -1.8%
REXR REXFORD INDL RLTY INC 0.3%
Value $12.34M Shares 297,889 Est. Cost $41.43 Unrealized
VOYA VOYA FINANCIAL INC 0.3%
Value $12.13M Shares 260,000 Est. Cost $40.32 Unrealized 0.0%
MNST MONSTER BEVERAGE CORP NEW 0.3%
Value $11.98M Shares 172,800 Est. Cost $32.65 Unrealized 0.0%
AMZN AMAZON COM INC 0.3%
Value $11.8M Shares 4,276 Est. Cost $94.86 Unrealized +27.3%
EAT BRINKER INTL INC 0.3%
Value $11.75M Shares 489,701 Est. Cost $21.46 Unrealized 0.0%
DKS DICKS SPORTING GOODS INC 0.3%
Value $11.46M Shares 277,800 Est. Cost $26.83 Unrealized 0.0%
WMT WALMART INC 0.3%
Value $11.46M Shares 95,650 Est. Cost $30.31 Unrealized +25.6%
TPH TRI POINTE GROUP INC 0.3%
Value $11.43M Shares 777,911 Est. Cost $12.30 Unrealized -0.3%
ORLY OREILLY AUTOMOTIVE INC 0.3%
Value $11.22M Shares 26,610 Est. Cost $26.22 Unrealized -0.3%
APOLLO GLOBAL MGMT INC 0.3%
Value $11.03M Shares 220,849 Est. Cost $43.23 Unrealized
WH WYNDHAM HOTELS & RESORTS INC 0.3%
Value $10.91M Shares 256,047 Est. Cost $41.57 Unrealized -1.9%
CVX CHEVRON CORP NEW 0.3%
Value $10.56M Shares 118,400 Est. Cost $76.00 Unrealized -8.1%
WFC WELLS FARGO CO NEW 0.3%
Value $10.26M Shares 400,600 Est. Cost $36.64 Unrealized -34.6%
PARSLEY ENERGY INC 0.3%
Value $10.21M Shares 955,600 Est. Cost $15.51 Unrealized
SONY SONY CORP 0.3%
Value $9.987M Shares 144,472 Est. Cost $55.23 Unrealized
UNILEVER N V 0.3%
Value $9.669M Shares 181,500 Est. Cost $53.27 Unrealized
NVT NVENT ELECTRIC PLC 0.3%
Value $9.646M Shares 515,000 Est. Cost $17.93 Unrealized -8.6%
FANG DIAMONDBACK ENERGY INC 0.3%
Value $9.619M Shares 230,000 Est. Cost $55.59 Unrealized -41.9%
XPO XPO LOGISTICS INC 0.3%
Value $9.569M Shares 123,874 Est. Cost $24.10 Unrealized -0.7%
EL LAUDER ESTEE COS INC 0.3%
Value $9.467M Shares 50,175 Est. Cost $176.40 Unrealized -6.1%
COP CONOCOPHILLIPS 0.3%
Value $9.412M Shares 224,000 Est. Cost $40.08 Unrealized -17.9%
NVR NVR INC 0.3%
Value $9.408M Shares 2,887 Est. Cost $3065.87 Unrealized 0.0%
TAUBMAN CTRS INC 0.3%
Value $9.364M Shares 248,000 Est. Cost $41.88 Unrealized
NOBLE ENERGY INC 0.3%
Value $9.305M Shares 1,038,490 Est. Cost $13.23 Unrealized
UDR UDR INC 0.3%
Value $9.205M Shares 246,250 Est. Cost $36.28 Unrealized -16.7%
FND FLOOR & DECOR HLDGS INC 0.3%
Value $9.166M Shares 159,000 Est. Cost $45.61 Unrealized 0.0%
BC BRUNSWICK CORP 0.3%
Value $9.16M Shares 143,100 Est. Cost $44.68 Unrealized 0.0%
AZO AUTOZONE INC 0.2%
Value $8.873M Shares 7,865 Est. Cost $1053.52 Unrealized 0.0%
CASY CASEYS GEN STORES INC 0.2%
Value $8.777M Shares 58,700 Est. Cost $145.31 Unrealized 0.0%
ULTA ULTA BEAUTY INC 0.2%
Value $8.241M Shares 40,513 Est. Cost $249.33 Unrealized -13.8%
DISCOVERY INC 0.2%
Value $8.186M Shares 425,000 Est. Cost $19.26 Unrealized
LIBERTY MEDIA CORP DEL 0.2%
Value $7.964M Shares 231,181 Est. Cost $45.21 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.2%
Value $7.663M Shares 15,024 Est. Cost $489.07 Unrealized +3.7%
KMI KINDER MORGAN INC DEL 0.2%
Value $7.306M Shares 481,600 Est. Cost $10.85 Unrealized 0.0%
TMUS T-MOBILE US INC 0.2%
Value $7.287M Shares 69,963 Est. Cost $87.03 Unrealized +6.4%
PSX PHILLIPS 66 0.2%
Value $7.154M Shares 99,500 Est. Cost $59.79 Unrealized -6.0%
CHKP CHECK POINT SOFTWARE TECH LT 0.2%
Value $6.827M Shares 63,550 Est. Cost $110.47 Unrealized -4.1%
TD AMERITRADE HLDG CORP 0.2%
Value $6.821M Shares 187,500 Est. Cost $36.38 Unrealized
CTO REALTY GROWTH INC 0.2%
Value $6.818M Shares 172,617 Est. Cost $39.50 Unrealized
OTIS OTIS WORLDWIDE CORP 0.2%
Value $6.685M Shares 117,571 Est. Cost $47.48 Unrealized 0.0%
REZI RESIDEO TECHNOLOGIES INC 0.2%
Value $6.672M Shares 569,322 Est. Cost $19.14 Unrealized -63.6%
DISH NETWORK CORPORATION 0.2%
Value $6.519M Shares 188,900 Est. Cost $29.93 Unrealized
FOR FORESTAR GROUP INC 0.2%
Value $6.398M Shares 424,253 Est. Cost $13.77 Unrealized 0.0%
HEALTHCARE RLTY TR 0.2%
Value $6.382M Shares 217,900 Est. Cost $29.29 Unrealized
PYPL PAYPAL HLDGS INC 0.2%
Value $6.046M Shares 34,700 Est. Cost $137.88 Unrealized 0.0%
CHH CHOICE HOTELS INTL INC 0.2%
Value $5.546M Shares 70,286 Est. Cost $73.07 Unrealized 0.0%
NAVISTAR INTL CORP NEW 0.1%
Value $5.409M Shares 191,800 Est. Cost $16.49 Unrealized
CNQ CANADIAN NAT RES LTD 0.1%
Value $5.049M Shares 289,700 Est. Cost $6.17 Unrealized 0.0%
SHIP FIN INTL LTD 0.1%
Value $4.84M Shares 5,260,000 Est. Cost $1.00 Unrealized
ROST ROSS STORES INC 0.1%
Value $4.317M Shares 50,650 Est. Cost $100.74 Unrealized -15.0%
WEX WEX INC 0.1%
Value $3.869M Shares 23,446 Est. Cost $207.14 Unrealized -33.7%
SUNNOVA ENERGY INTL INC 0.1%
Value $3.839M Shares 224,912 Est. Cost $12.62 Unrealized
SATS ECHOSTAR CORP 0.1%
Value $3.775M Shares 135,000 Est. Cost $37.42 Unrealized -18.8%
BSX BOSTON SCIENTIFIC CORP 0.1%
Value $3.511M Shares 100,002 Est. Cost $36.01 Unrealized 0.0%
WMB WILLIAMS COS INC 0.1%
Value $3.502M Shares 184,100 Est. Cost $13.99 Unrealized -1.4%
CNNE CANNAE HLDGS INC 0.1%
Value $3.494M Shares 85,000 Est. Cost $32.56 Unrealized 0.0%
RENEWABLE ENERGY GROUP INC 0.1%
Value $3.345M Shares 135,000 Est. Cost $19.90 Unrealized
BRISTOL-MYERS SQUIBB CO 0.1%
Value $3.312M Shares 925,000 Est. Cost $3.45 Unrealized
KKR KKR & CO INC 0.1%
Value $3.281M Shares 106,235 Est. Cost $24.37 Unrealized +4.5%
M D C HLDGS INC 0.1%
Value $3.159M Shares 88,498 Est. Cost $35.70 Unrealized
TRANSOCEAN INC 0.1%
Value $3.15M Shares 7,640,000 Est. Cost $0.83 Unrealized
APACHE CORP 0.1%
Value $3.105M Shares 230,000 Est. Cost $13.50 Unrealized
MSFT MICROSOFT CORP 0.1%
Value $2.999M Shares 14,736 Est. Cost $173.06 Unrealized 0.0%
PLNT PLANET FITNESS INC 0.1%
Value $2.927M Shares 48,327 Est. Cost $60.04 Unrealized 0.0%
WPX ENERGY INC 0.1%
Value $2.641M Shares 414,000 Est. Cost $6.38 Unrealized
SAILPOINT TECHNLGIES HLDGS I 0.1%
Value $2.592M Shares 97,918 Est. Cost $26.47 Unrealized
GLD SPDR GOLD TR 0.1%
Value $2.22M Shares 6,000 Est. Cost Unrealized
HWM HOWMET AEROSPACE INC 0.1%
Value $2.219M Shares 140,000 Est. Cost $20.51 Unrealized -36.8%
GAP GAP INC 0.1%
Value $1.916M Shares 151,860 Est. Cost $7.43 Unrealized 0.0%
MIMECAST LTD 0.1%
Value $1.9M Shares 45,616 Est. Cost $35.67 Unrealized
PTEN PATTERSON UTI ENERGY INC 0.1%
Value $1.874M Shares 540,000 Est. Cost $3.45 Unrealized 0.0%
CLF CLEVELAND CLIFFS INC 0.0%
Value $1.325M Shares 240,000 Est. Cost $6.19 Unrealized -21.5%
TRGP TARGA RES CORP 0.0%
Value $1.288M Shares 64,175 Est. Cost $33.27 Unrealized -59.6%
TSLA TESLA INC 0.0%
Value $1.218M Shares 1,500 Est. Cost Unrealized
DHI D R HORTON INC 0.0%
Value $1.185M Shares 21,375 Est. Cost $45.81 Unrealized 0.0%
MPC MARATHON PETE CORP 0.0%
Value $748K Shares 20,000 Est. Cost $42.99 Unrealized -36.8%
GWW GRAINGER W W INC 0.0%
Value $375K Shares 1,194 Est. Cost $270.64 Unrealized 0.0%
T-MOBILE US INC 0.0%
Value $11,000 Shares 66,463 Est. Cost $0.17 Unrealized