CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Feb 12, 2021

Total Value ($000): $2,805,779 (100.0% shares, 0.0% debt)

Holdings (152)

SWKH SWK HLDGS CORP 4.7%
Value ($000) $130,859 Shares 9,093,766 Est. Cost $10.16 Unrealized +14.0%
GRUBHUB INC 4.7%
Value ($000) $130,777 Shares 1,760,835 Est. Cost $70.43 Unrealized
VARIAN MED SYS INC 4.2%
Value ($000) $119,035 Shares 680,162 Est. Cost $172.00 Unrealized
XILINX INC 4.1%
Value ($000) $113,822 Shares 802,865 Est. Cost $111.72 Unrealized
INPHI CORP 3.9%
Value ($000) $108,382 Shares 675,406 Est. Cost $160.47 Unrealized
SLACK TECHNOLOGIES INC 3.3%
Value ($000) $93,773 Shares 2,220,000 Est. Cost $42.24 Unrealized
CONCHO RES INC 3.0%
Value ($000) $84,419 Shares 1,446,772 Est. Cost $55.17 Unrealized
ALEXION PHARMACEUTICALS INC 2.7%
Value ($000) $75,776 Shares 485,000 Est. Cost $156.24 Unrealized
LOW LOWES COS INC 2.7%
Value ($000) $74,674 Shares 465,227 Est. Cost $117.33 Unrealized +26.2%
IHS MARKIT LTD 2.3%
Value ($000) $64,004 Shares 712,500 Est. Cost $89.83 Unrealized
DOMTAR CORP 1.8%
Value ($000) $51,314 Shares 1,621,295 Est. Cost $24.33 Unrealized
DKS DICKS SPORTING GOODS INC 1.8%
Value ($000) $50,600 Shares 900,190 Est. Cost $40.54 Unrealized +20.4%
EAT BRINKER INTL INC 1.7%
Value ($000) $46,545 Shares 822,783 Est. Cost $29.91 Unrealized +65.2%
WTW WILLIS TOWERS WATSON PLC LTD 1.5%
Value ($000) $43,446 Shares 206,219 Est. Cost $175.49 Unrealized +9.5%
MAXIM INTEGRATED PRODS INC 1.5%
Value ($000) $42,552 Shares 480,000 Est. Cost $67.61 Unrealized
VMC VULCAN MATLS CO 1.5%
Value ($000) $41,409 Shares 279,206 Est. Cost $136.81 Unrealized 0.0%
WSM WILLIAMS SONOMA INC 1.5%
Value ($000) $40,706 Shares 399,701 Est. Cost $32.08 Unrealized +44.9%
WFC WELLS FARGO CO NEW 1.4%
Value ($000) $40,460 Shares 1,340,609 Est. Cost $23.45 Unrealized -1.8%
WPX ENERGY INC 1.2%
Value ($000) $33,415 Shares 4,100,016 Est. Cost $8.15 Unrealized
TXNM PNM RES INC 1.2%
Value ($000) $32,924 Shares 678,419 Est. Cost $48.23 Unrealized 0.0%
NNN NATIONAL RETAIL PROPERTIES I 1.1%
Value ($000) $31,096 Shares 759,922 Est. Cost $40.92 Unrealized
USB US BANCORP DEL 1.1%
Value ($000) $30,615 Shares 657,106 Est. Cost $33.86 Unrealized 0.0%
ALSN ALLISON TRANSMISSION HLDGS I 1.0%
Value ($000) $28,904 Shares 670,160 Est. Cost $36.83 Unrealized +0.5%
PACWEST BANCORP DEL 1.0%
Value ($000) $28,627 Shares 1,127,042 Est. Cost $19.71 Unrealized
AXTA AXALTA COATING SYS LTD 1.0%
Value ($000) $28,213 Shares 988,188 Est. Cost $26.01 Unrealized +4.7%
GWW GRAINGER W W INC 0.9%
Value ($000) $25,325 Shares 62,019 Est. Cost $349.35 Unrealized +6.3%
MNST MONSTER BEVERAGE CORP NEW 0.9%
Value ($000) $25,018 Shares 270,519 Est. Cost $37.76 Unrealized +11.3%
TOTAL SE 0.9%
Value ($000) $24,187 Shares 577,128 Est. Cost $35.61 Unrealized
BBY BEST BUY INC 0.9%
Value ($000) $23,983 Shares 240,336 Est. Cost $64.46 Unrealized +39.5%
CME CME GROUP INC 0.8%
Value ($000) $23,835 Shares 130,923 Est. Cost $147.09 Unrealized -5.9%
LIBERTY MEDIA CORP DEL 0.8%
Value ($000) $23,344 Shares 540,505 Est. Cost $43.02 Unrealized
FHN FIRST HORIZON CORPORATION 0.8%
Value ($000) $21,844 Shares 1,711,905 Est. Cost $9.32 Unrealized +4.7%
FR FIRST INDL RLTY TR INC 0.8%
Value ($000) $21,738 Shares 515,982 Est. Cost $39.80 Unrealized
ADC AGREE REALTY CORP 0.8%
Value ($000) $21,168 Shares 317,928 Est. Cost $65.76 Unrealized
RH RH 0.7%
Value ($000) $19,992 Shares 44,672 Est. Cost $198.45 Unrealized +107.7%
MAA MID-AMER APT CMNTYS INC 0.7%
Value ($000) $19,693 Shares 155,444 Est. Cost $96.93 Unrealized +6.9%
EPRT ESSENTIAL PPTYS RLTY TR INC 0.7%
Value ($000) $19,653 Shares 927,015 Est. Cost $21.20 Unrealized
DELL DELL TECHNOLOGIES INC 0.7%
Value ($000) $19,422 Shares 265,000 Est. Cost $29.35 Unrealized +8.8%
EGP EASTGROUP PPTYS INC 0.7%
Value ($000) $18,662 Shares 135,176 Est. Cost $132.44 Unrealized
POOL POOL CORP 0.7%
Value ($000) $18,608 Shares 49,955 Est. Cost $290.97 Unrealized +13.0%
HEALTHCARE RLTY TR 0.7%
Value ($000) $18,567 Shares 627,277 Est. Cost $29.91 Unrealized
BK BANK NEW YORK MELLON CORP 0.7%
Value ($000) $18,553 Shares 437,165 Est. Cost $36.15 Unrealized -8.3%
WMT WALMART INC 0.7%
Value ($000) $18,460 Shares 128,061 Est. Cost $33.50 Unrealized +35.1%
ROST ROSS STORES INC 0.7%
Value ($000) $18,243 Shares 148,543 Est. Cost $91.81 Unrealized +8.0%
DRI DARDEN RESTAURANTS INC 0.6%
Value ($000) $18,209 Shares 152,862 Est. Cost $82.49 Unrealized +10.8%
XOM EXXON MOBIL CORP 0.6%
Value ($000) $18,032 Shares 437,449 Est. Cost $30.36 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.6%
Value ($000) $17,746 Shares 105,378 Est. Cost $84.09 Unrealized +62.8%
HLT HILTON WORLDWIDE HLDGS INC 0.6%
Value ($000) $17,279 Shares 155,302 Est. Cost $96.21 Unrealized +1.7%
GS GOLDMAN SACHS GROUP INC 0.6%
Value ($000) $17,148 Shares 65,025 Est. Cost $171.25 Unrealized +15.0%
DISH NETWORK CORPORATION 0.6%
Value ($000) $17,113 Shares 529,173 Est. Cost $31.68 Unrealized
DISCOVERY INC 0.6%
Value ($000) $16,409 Shares 626,552 Est. Cost $23.00 Unrealized
HEALTHCARE TR AMER INC 0.6%
Value ($000) $15,982 Shares 580,306 Est. Cost $26.55 Unrealized
MAS MASCO CORP 0.6%
Value ($000) $15,834 Shares 288,249 Est. Cost $39.39 Unrealized +27.7%
CANADIAN PAC RY LTD 0.5%
Value ($000) $15,292 Shares 44,110 Est. Cost $245.58 Unrealized
REALPAGE INC 0.5%
Value ($000) $15,267 Shares 175,000 Est. Cost $87.24 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.5%
Value ($000) $15,042 Shares 22,737 Est. Cost $528.16 Unrealized +20.5%
STAG STAG INDL INC 0.5%
Value ($000) $14,454 Shares 461,487 Est. Cost $31.32 Unrealized
DLTR DOLLAR TREE INC 0.5%
Value ($000) $14,381 Shares 133,108 Est. Cost $88.07 Unrealized +14.0%
ASO ACADEMY SPORTS & OUTDOORS IN 0.5%
Value ($000) $14,250 Shares 687,400 Est. Cost $15.69 Unrealized 0.0%
XLU SELECT SECTOR SPDR TR 0.5%
Value ($000) $14,124 Shares 225,256 Est. Cost $56.43 Unrealized
COP CONOCOPHILLIPS 0.5%
Value ($000) $13,986 Shares 349,738 Est. Cost $35.27 Unrealized -12.9%
FBIN FORTUNE BRANDS HOME & SEC IN 0.5%
Value ($000) $13,276 Shares 154,878 Est. Cost $42.74 Unrealized +57.7%
CBOE CBOE GLOBAL MKTS INC 0.5%
Value ($000) $12,799 Shares 137,442 Est. Cost $101.76 Unrealized -19.6%
KBH KB HOME 0.4%
Value ($000) $12,584 Shares 375,430 Est. Cost $33.04 Unrealized 0.0%
TGT TARGET CORP 0.4%
Value ($000) $12,490 Shares 70,754 Est. Cost $144.87 Unrealized 0.0%
TMUS T-MOBILE US INC 0.4%
Value ($000) $12,374 Shares 91,762 Est. Cost $97.27 Unrealized +22.7%
BKNG BOOKING HOLDINGS INC 0.4%
Value ($000) $12,344 Shares 5,542 Est. Cost $1807.89 Unrealized +5.0%
CHAMPIONX CORPORATION 0.4%
Value ($000) $11,974 Shares 782,584 Est. Cost $9.76 Unrealized
KBR KBR INC 0.4%
Value ($000) $11,937 Shares 385,922 Est. Cost $18.97 Unrealized +31.2%
BUNGE LIMITED 0.4%
Value ($000) $11,641 Shares 177,509 Est. Cost $52.25 Unrealized
INVH INVITATION HOMES INC 0.4%
Value ($000) $11,528 Shares 388,154 Est. Cost $24.63 Unrealized 0.0%
HESS CORP 0.4%
Value ($000) $11,404 Shares 216,024 Est. Cost $52.79 Unrealized
NSC NORFOLK SOUTHN CORP 0.4%
Value ($000) $11,381 Shares 47,896 Est. Cost $204.73 Unrealized 0.0%
DISCOVERY INC 0.4%
Value ($000) $11,293 Shares 375,317 Est. Cost $30.09 Unrealized
CHRW C H ROBINSON WORLDWIDE INC 0.4%
Value ($000) $11,031 Shares 117,514 Est. Cost $84.35 Unrealized 0.0%
LII LENNOX INTL INC 0.4%
Value ($000) $10,984 Shares 40,093 Est. Cost $250.12 Unrealized +6.8%
CORELOGIC INC 0.4%
Value ($000) $10,941 Shares 141,503 Est. Cost $77.32 Unrealized
KIM KIMCO RLTY CORP 0.4%
Value ($000) $10,881 Shares 724,947 Est. Cost $10.60 Unrealized 0.0%
AEROJET ROCKETDYNE HLDGS INC 0.4%
Value ($000) $10,570 Shares 200,000 Est. Cost $52.85 Unrealized
APACHE CORP 0.4%
Value ($000) $10,372 Shares 730,909 Est. Cost $13.97 Unrealized
CNNE CANNAE HLDGS INC 0.4%
Value ($000) $10,165 Shares 229,603 Est. Cost $34.83 Unrealized +11.0%
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $9,586 Shares 198,058 Est. Cost $50.83 Unrealized -41.3%
PTON PELOTON INTERACTIVE INC 0.3%
Value ($000) $9,455 Shares 62,321 Est. Cost $73.57 Unrealized +65.6%
MPT MEDICAL PPTYS TRUST INC 0.3%
Value ($000) $9,380 Shares 430,486 Est. Cost $21.79 Unrealized
KKR KKR & CO INC 0.3%
Value ($000) $9,125 Shares 225,375 Est. Cost $30.38 Unrealized +18.8%
MTH MERITAGE HOMES CORP 0.3%
Value ($000) $8,812 Shares 106,400 Est. Cost $47.27 Unrealized 0.0%
NAVISTAR INTL CORP NEW 0.3%
Value ($000) $8,752 Shares 199,096 Est. Cost $43.96 Unrealized
KANSAS CITY SOUTHERN 0.3%
Value ($000) $8,485 Shares 41,568 Est. Cost $135.29 Unrealized
SEDG SOLAREDGE TECHNOLOGIES INC 0.3%
Value ($000) $8,457 Shares 26,500 Est. Cost $276.37 Unrealized 0.0%
GLATFELTER CORPORATION 0.3%
Value ($000) $8,190 Shares 500,000 Est. Cost $16.38 Unrealized
VOYA VOYA FINANCIAL INC 0.3%
Value ($000) $8,116 Shares 138,000 Est. Cost $40.32 Unrealized +22.8%
DG DOLLAR GEN CORP NEW 0.3%
Value ($000) $7,941 Shares 37,760 Est. Cost $188.76 Unrealized +4.9%
NXPI NXP SEMICONDUCTORS N V 0.3%
Value ($000) $7,805 Shares 49,084 Est. Cost $94.67 Unrealized +42.4%
HUMANCO ACQUISITION CORP 0.3%
Value ($000) $7,714 Shares 700,000 Est. Cost $11.02 Unrealized
CIMAREX ENERGY CO 0.3%
Value ($000) $7,645 Shares 203,800 Est. Cost $24.33 Unrealized
AMZN AMAZON COM INC 0.3%
Value ($000) $7,256 Shares 2,228 Est. Cost $159.58 Unrealized 0.0%
TRGP TARGA RES CORP 0.3%
Value ($000) $7,133 Shares 270,400 Est. Cost $19.24 Unrealized 0.0%
FOR FORESTAR GROUP INC 0.2%
Value ($000) $6,798 Shares 336,879 Est. Cost $14.60 Unrealized +30.2%
NVR NVR INC 0.2%
Value ($000) $6,748 Shares 1,654 Est. Cost $3435.71 Unrealized +21.0%
DAR DARLING INGREDIENTS INC 0.2%
Value ($000) $6,708 Shares 116,304 Est. Cost $47.78 Unrealized 0.0%
BURL BURLINGTON STORES INC 0.2%
Value ($000) $6,621 Shares 25,316 Est. Cost $191.49 Unrealized +16.3%
PHM PULTE GROUP INC 0.2%
Value ($000) $6,610 Shares 153,300 Est. Cost $42.08 Unrealized 0.0%
SUI SUN CMNTYS INC 0.2%
Value ($000) $6,519 Shares 42,905 Est. Cost $151.94 Unrealized
HAL HALLIBURTON CO 0.2%
Value ($000) $6,517 Shares 344,806 Est. Cost $14.16 Unrealized 0.0%
TPH TRI POINTE GROUP INC 0.2%
Value ($000) $6,464 Shares 374,737 Est. Cost $13.78 Unrealized +28.3%
HOLLYFRONTIER CORP 0.2%
Value ($000) $6,203 Shares 239,964 Est. Cost $23.52 Unrealized
CTO REALTY GROWTH INC 0.2%
Value ($000) $6,198 Shares 147,000 Est. Cost $39.50 Unrealized
OSK OSHKOSH CORP 0.2%
Value ($000) $6,112 Shares 71,010 Est. Cost $73.00 Unrealized 0.0%
CMCSA COMCAST CORP NEW 0.2%
Value ($000) $6,109 Shares 116,589 Est. Cost $32.76 Unrealized +27.2%
QURE UNIQURE NV 0.2%
Value ($000) $5,878 Shares 162,700 Est. Cost $40.97 Unrealized +3.0%
MCD MCDONALDS CORP 0.2%
Value ($000) $5,742 Shares 26,759 Est. Cost $193.25 Unrealized 0.0%
FBL FINL GROUP INC 0.2%
Value ($000) $5,596 Shares 106,576 Est. Cost $48.20 Unrealized
META FACEBOOK INC 0.2%
Value ($000) $5,132 Shares 18,786 Est. Cost $160.28 Unrealized +69.8%
DECK DECKERS OUTDOOR CORP 0.2%
Value ($000) $5,123 Shares 17,864 Est. Cost $44.35 Unrealized 0.0%
OTIS OTIS WORLDWIDE CORP 0.2%
Value ($000) $5,055 Shares 74,827 Est. Cost $47.48 Unrealized +26.5%
ODFL OLD DOMINION FREIGHT LINE IN 0.2%
Value ($000) $4,956 Shares 25,390 Est. Cost $97.11 Unrealized 0.0%
CASY CASEYS GEN STORES INC 0.2%
Value ($000) $4,831 Shares 27,049 Est. Cost $150.39 Unrealized +16.8%
STAR PEAK ENERGY TRANSITION 0.2%
Value ($000) $4,825 Shares 235,820 Est. Cost $20.46 Unrealized
APOLLO STRATEGIC GROWTH CAPT 0.2%
Value ($000) $4,820 Shares 440,967 Est. Cost $10.93 Unrealized
SATS ECHOSTAR CORP 0.2%
Value ($000) $4,494 Shares 212,073 Est. Cost $30.28 Unrealized -21.0%
WMB WILLIAMS COS INC 0.2%
Value ($000) $4,493 Shares 224,100 Est. Cost $14.49 Unrealized +7.9%
OVV OVINTIV INC 0.1%
Value ($000) $3,877 Shares 270,000 Est. Cost $11.71 Unrealized 0.0%
PBR PETROLEO BRASILEIRO SA PETRO 0.1%
Value ($000) $3,862 Shares 343,900 Est. Cost $7.12 Unrealized
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $3,837 Shares 163,138 Est. Cost $17.29 Unrealized 0.0%
BC BRUNSWICK CORP 0.1%
Value ($000) $3,822 Shares 50,127 Est. Cost $44.68 Unrealized +42.6%
QURATE RETAIL INC 0.1%
Value ($000) $3,597 Shares 327,861 Est. Cost $8.87 Unrealized
SUNNOVA ENERGY INTL INC. 0.1%
Value ($000) $3,385 Shares 75,000 Est. Cost $12.62 Unrealized
PVH PVH CORPORATION 0.1%
Value ($000) $3,049 Shares 32,469 Est. Cost $75.56 Unrealized 0.0%
OXY OCCIDENTAL PETE CORP 0.1%
Value ($000) $3,029 Shares 175,000 Est. Cost $12.92 Unrealized 0.0%
HWM HOWMET AEROSPACE INC 0.1%
Value ($000) $2,854 Shares 100,000 Est. Cost $20.51 Unrealized +7.0%
PARSLEY ENERGY INC 0.1%
Value ($000) $2,812 Shares 198,000 Est. Cost $14.94 Unrealized
LYB LYONDELLBASELL INDUSTRIES N 0.1%
Value ($000) $2,732 Shares 29,810 Est. Cost $49.10 Unrealized +17.1%
ALASKA COMMUNICATIONS SYS GR 0.1%
Value ($000) $2,573 Shares 697,420 Est. Cost $3.69 Unrealized
SM SM ENERGY CO 0.1%
Value ($000) $2,448 Shares 400,000 Est. Cost $3.11 Unrealized 0.0%
APOLLO GLOBAL MGMT INC 0.1%
Value ($000) $2,430 Shares 49,614 Est. Cost $43.23 Unrealized
LIBERTY MEDIA CORP DEL 0.1%
Value ($000) $2,317 Shares 53,245 Est. Cost $43.22 Unrealized
FTI TECHNIPFMC PLC 0.1%
Value ($000) $2,301 Shares 244,800 Est. Cost $5.52 Unrealized +4.6%
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value ($000) $1,944 Shares 153,920 Est. Cost $7.28 Unrealized +23.8%
BEEM BEAM GLOBAL 0.1%
Value ($000) $1,845 Shares 25,000 Est. Cost $27.71 Unrealized 0.0%
GLD SPDR GOLD TR 0.1%
Value ($000) $1,794 Shares 8,000 Est. Cost Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $1,721 Shares 108,829 Est. Cost $7.91 Unrealized +20.3%
HYG ISHARES TR 0.0%
Value ($000) $1,320 Shares 10,000 Est. Cost Unrealized
TREBIA ACQUISITION CORP 0.0%
Value ($000) $1,295 Shares 120,000 Est. Cost $10.79 Unrealized
APTOSE BIOSCIENCES INC 0.0%
Value ($000) $1,095 Shares 250,000 Est. Cost $4.38 Unrealized
CUE CUE BIOPHARMA INC 0.0%
Value ($000) $1,063 Shares 85,000 Est. Cost $13.32 Unrealized 0.0%
PUMP PROPETRO HLDG CORP 0.0%
Value ($000) $857 Shares 115,961 Est. Cost $5.56 Unrealized 0.0%
BRISTOL-MYERS SQUIBB CO 0.0%
Value ($000) $604 Shares 875,000 Est. Cost $3.20 Unrealized
XYZ SQUARE INC 0.0%
Value ($000) $547 Shares 400 Est. Cost Unrealized
MARVELL TECHNOLOGY GROUP LTD 0.0%
Value ($000) $422 Shares 2,161 Est. Cost Unrealized
SPLUNK INC 0.0%
Value ($000) $358 Shares 200 Est. Cost Unrealized
NFLX NETFLIX INC 0.0%
Value ($000) $221 Shares 100 Est. Cost Unrealized
WELL WELLTOWER INC 0.0%
Value ($000) $205 Shares 3,175 Est. Cost $52.89 Unrealized 0.0%