CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q1 2021 (← Previous) (Next →)

Filing Date: May 13, 2021

Total Value ($000): $2,687,229 (100.0% shares, 0.0% debt)

Holdings (169)

SWKH SWK HLDGS CORP 4.9%
Value ($000) $132,223 Shares 9,093,766 Est. Cost $10.16 Unrealized +11.0%
GRUBHUB INC 4.2%
Value ($000) $113,578 Shares 1,892,971 Est. Cost $69.70 Unrealized
INPHI CORP 4.2%
Value ($000) $112,081 Shares 628,221 Est. Cost $160.47 Unrealized
SLACK TECHNOLOGIES INC 3.7%
Value ($000) $99,326 Shares 2,444,647 Est. Cost $42.09 Unrealized
ALEXION PHARMACEUTICALS INC 3.5%
Value ($000) $93,794 Shares 613,391 Est. Cost $155.54 Unrealized
XILINX INC 3.5%
Value ($000) $93,046 Shares 750,975 Est. Cost $111.72 Unrealized
IHS MARKIT LTD 3.4%
Value ($000) $91,006 Shares 940,338 Est. Cost $91.51 Unrealized
FLIR SYS INC 3.2%
Value ($000) $87,045 Shares 1,541,438 Est. Cost $56.47 Unrealized
GW PHARMACEUTICALS PLC 2.7%
Value ($000) $71,615 Shares 330,173 Est. Cost $216.90 Unrealized
VARIAN MED SYS INC 2.5%
Value ($000) $67,081 Shares 380,000 Est. Cost $172.00 Unrealized
CORELOGIC INC 2.4%
Value ($000) $63,423 Shares 800,289 Est. Cost $78.91 Unrealized
MAXIM INTEGRATED PRODS INC 2.2%
Value ($000) $59,864 Shares 655,181 Est. Cost $73.96 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 2.2%
Value ($000) $58,583 Shares 255,953 Est. Cost $181.04 Unrealized +12.7%
COHERENT INC 1.9%
Value ($000) $50,578 Shares 200,000 Est. Cost $252.89 Unrealized
LOW LOWES COS INC 1.4%
Value ($000) $37,462 Shares 196,982 Est. Cost $117.33 Unrealized +33.8%
CMA COMERICA INC 1.4%
Value ($000) $37,340 Shares 520,488 Est. Cost $52.16 Unrealized 0.0%
DOMTAR CORP 1.3%
Value ($000) $36,139 Shares 978,046 Est. Cost $24.33 Unrealized
PRA HEALTH SCIENCES INC 1.2%
Value ($000) $31,873 Shares 207,875 Est. Cost $153.33 Unrealized
WFC WELLS FARGO CO NEW 1.2%
Value ($000) $31,870 Shares 815,715 Est. Cost $23.45 Unrealized +34.8%
TXNM PNM RES INC 1.2%
Value ($000) $31,404 Shares 640,249 Est. Cost $48.23 Unrealized +0.7%
SBNY SIGNATURE BK NEW YORK N Y 1.2%
Value ($000) $31,197 Shares 137,979 Est. Cost $226.10 Unrealized
NNN NATIONAL RETAIL PROPERTIES I 1.0%
Value ($000) $26,152 Shares 593,427 Est. Cost $40.92 Unrealized
BAC BK OF AMERICA CORP 0.9%
Value ($000) $25,225 Shares 651,972 Est. Cost $30.64 Unrealized 0.0%
DELL DELL TECHNOLOGIES INC 0.9%
Value ($000) $23,640 Shares 268,180 Est. Cost $29.45 Unrealized +27.5%
TCBI TEXAS CAP BANCSHARES INC 0.8%
Value ($000) $22,545 Shares 317,900 Est. Cost $73.47 Unrealized 0.0%
PLURALSIGHT INC 0.8%
Value ($000) $22,461 Shares 1,005,395 Est. Cost $22.34 Unrealized
CHANGE HEALTHCARE INC 0.8%
Value ($000) $21,160 Shares 957,469 Est. Cost $22.10 Unrealized
FRCB FIRST REP BK SAN FRANCISCO C 0.8%
Value ($000) $20,955 Shares 125,670 Est. Cost $159.91 Unrealized 0.0%
WSM WILLIAMS SONOMA INC 0.7%
Value ($000) $19,573 Shares 109,223 Est. Cost $32.08 Unrealized +92.0%
SYNOVUS FINL CORP 0.7%
Value ($000) $19,519 Shares 426,634 Est. Cost $45.75 Unrealized
SVB FINANCIAL GROUP 0.7%
Value ($000) $19,460 Shares 39,419 Est. Cost $493.67 Unrealized
GREAT WESTN NATL BK PORTLAND 0.7%
Value ($000) $19,440 Shares 509,577 Est. Cost $19.71 Unrealized
VMC VULCAN MATLS CO 0.7%
Value ($000) $19,409 Shares 115,015 Est. Cost $136.81 Unrealized +14.0%
AXTA AXALTA COATING SYS LTD 0.7%
Value ($000) $18,513 Shares 625,875 Est. Cost $26.01 Unrealized +10.1%
HEALTHCARE RLTY TR 0.7%
Value ($000) $18,372 Shares 605,945 Est. Cost $29.91 Unrealized
DKS DICKS SPORTING GOODS INC 0.7%
Value ($000) $18,343 Shares 240,880 Est. Cost $40.54 Unrealized +52.7%
TRIP TRIPADVISOR INC 0.7%
Value ($000) $18,317 Shares 340,526 Est. Cost $42.90 Unrealized 0.0%
WAL WESTERN ALLIANCE BANCORP 0.7%
Value ($000) $17,561 Shares 185,948 Est. Cost $74.55 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC 0.6%
Value ($000) $16,752 Shares 95,502 Est. Cost $138.54 Unrealized 0.0%
ITUB ITAU UNIBANCO HLDG S A 0.6%
Value ($000) $15,880 Shares 3,201,616 Est. Cost $4.96 Unrealized
DISCOVERY INC 0.6%
Value ($000) $15,863 Shares 430,000 Est. Cost $23.00 Unrealized
COF CAPITAL ONE FINL CORP 0.6%
Value ($000) $15,711 Shares 123,485 Est. Cost $107.90 Unrealized 0.0%
AVB AVALONBAY CMNTYS INC 0.6%
Value ($000) $15,677 Shares 84,965 Est. Cost $147.80 Unrealized 0.0%
CME CME GROUP INC 0.6%
Value ($000) $15,359 Shares 75,204 Est. Cost $147.09 Unrealized +10.9%
TGT TARGET CORP 0.6%
Value ($000) $15,097 Shares 76,221 Est. Cost $146.19 Unrealized +11.6%
EAT BRINKER INTL INC 0.6%
Value ($000) $15,093 Shares 212,394 Est. Cost $29.91 Unrealized +123.4%
TALEND S A 0.6%
Value ($000) $14,988 Shares 235,514 Est. Cost $63.64 Unrealized
CANTEL MED CORP 0.6%
Value ($000) $14,904 Shares 186,671 Est. Cost $79.84 Unrealized
HWM HOWMET AEROSPACE INC 0.5%
Value ($000) $14,117 Shares 439,384 Est. Cost $26.60 Unrealized +6.7%
POOL POOL CORP 0.5%
Value ($000) $14,049 Shares 40,692 Est. Cost $290.97 Unrealized +13.0%
NTRS NORTHERN TR CORP 0.5%
Value ($000) $14,043 Shares 133,600 Est. Cost $84.43 Unrealized 0.0%
ALSN ALLISON TRANSMISSION HLDGS I 0.5%
Value ($000) $13,816 Shares 338,369 Est. Cost $36.83 Unrealized +4.4%
STT STATE STR CORP 0.5%
Value ($000) $13,541 Shares 161,184 Est. Cost $66.07 Unrealized 0.0%
ICE INTERCONTINENTAL EXCHANGE IN 0.5%
Value ($000) $13,074 Shares 117,063 Est. Cost $106.46 Unrealized 0.0%
LIBERTY MEDIA CORP DEL 0.5%
Value ($000) $13,017 Shares 295,313 Est. Cost $43.02 Unrealized
TMUS T-MOBILE US INC 0.5%
Value ($000) $12,977 Shares 103,579 Est. Cost $100.06 Unrealized +21.7%
ESS ESSEX PPTY TR INC 0.5%
Value ($000) $12,973 Shares 47,723 Est. Cost $217.54 Unrealized 0.0%
GWW GRAINGER W W INC 0.5%
Value ($000) $12,947 Shares 32,293 Est. Cost $349.35 Unrealized +5.0%
SWK STANLEY BLACK & DECKER INC 0.5%
Value ($000) $12,762 Shares 63,916 Est. Cost $153.93 Unrealized 0.0%
COP CONOCOPHILLIPS 0.5%
Value ($000) $12,639 Shares 238,602 Est. Cost $35.27 Unrealized +17.4%
PHM PULTE GROUP INC 0.5%
Value ($000) $12,383 Shares 236,138 Est. Cost $42.92 Unrealized +3.6%
GLATFELTER CORPORATION 0.5%
Value ($000) $12,180 Shares 710,200 Est. Cost $16.61 Unrealized
MAS MASCO CORP 0.5%
Value ($000) $12,136 Shares 202,600 Est. Cost $39.39 Unrealized +29.8%
MTH MERITAGE HOMES CORP 0.4%
Value ($000) $12,044 Shares 131,027 Est. Cost $46.53 Unrealized -6.9%
CNNE CANNAE HLDGS INC 0.4%
Value ($000) $12,017 Shares 303,302 Est. Cost $35.71 Unrealized +7.7%
SUI SUN CMNTYS INC 0.4%
Value ($000) $11,689 Shares 77,903 Est. Cost $151.09 Unrealized
VOYA VOYA FINANCIAL INC 0.4%
Value ($000) $11,285 Shares 177,321 Est. Cost $43.58 Unrealized +26.3%
OTIS OTIS WORLDWIDE CORP 0.4%
Value ($000) $11,162 Shares 163,070 Est. Cost $54.65 Unrealized +11.1%
KBR KBR INC 0.4%
Value ($000) $11,086 Shares 288,779 Est. Cost $18.97 Unrealized +59.5%
NIC INC 0.4%
Value ($000) $11,009 Shares 324,456 Est. Cost $33.93 Unrealized
INVH INVITATION HOMES INC 0.4%
Value ($000) $10,926 Shares 341,535 Est. Cost $24.63 Unrealized +4.7%
UPS UNITED PARCEL SERVICE INC 0.4%
Value ($000) $10,410 Shares 61,237 Est. Cost $84.09 Unrealized +57.0%
FR FIRST INDL RLTY TR INC 0.4%
Value ($000) $10,205 Shares 222,861 Est. Cost $39.80 Unrealized
VLO VALERO ENERGY CORP 0.4%
Value ($000) $10,066 Shares 140,589 Est. Cost $57.19 Unrealized 0.0%
STAG STAG INDL INC 0.4%
Value ($000) $10,032 Shares 298,492 Est. Cost $31.32 Unrealized
BPOP POPULAR INC 0.4%
Value ($000) $9,669 Shares 137,493 Est. Cost $56.15 Unrealized 0.0%
ASO ACADEMY SPORTS & OUTDOORS IN 0.4%
Value ($000) $9,482 Shares 351,298 Est. Cost $15.69 Unrealized +47.6%
BBY BEST BUY INC 0.3%
Value ($000) $9,259 Shares 80,643 Est. Cost $64.46 Unrealized +40.5%
ADC AGREE REALTY CORP 0.3%
Value ($000) $9,257 Shares 137,531 Est. Cost $65.76 Unrealized
HIW HIGHWOODS PPTYS INC 0.3%
Value ($000) $9,083 Shares 211,529 Est. Cost $42.94 Unrealized
MPC MARATHON PETE CORP 0.3%
Value ($000) $8,914 Shares 166,643 Est. Cost $44.61 Unrealized 0.0%
HIG HARTFORD FINL SVCS GROUP INC 0.3%
Value ($000) $8,914 Shares 133,464 Est. Cost $48.86 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.3%
Value ($000) $8,877 Shares 59,932 Est. Cost $131.67 Unrealized 0.0%
NVR NVR INC 0.3%
Value ($000) $8,734 Shares 1,854 Est. Cost $3549.19 Unrealized +26.4%
EGP EASTGROUP PPTYS INC 0.3%
Value ($000) $8,284 Shares 57,814 Est. Cost $132.44 Unrealized
MCD MCDONALDS CORP 0.3%
Value ($000) $8,150 Shares 36,361 Est. Cost $192.72 Unrealized -0.8%
W WAYFAIR INC 0.3%
Value ($000) $7,890 Shares 25,069 Est. Cost $295.08 Unrealized 0.0%
DRI DARDEN RESTAURANTS INC 0.3%
Value ($000) $7,872 Shares 55,440 Est. Cost $82.49 Unrealized +36.7%
V VISA INC 0.3%
Value ($000) $7,855 Shares 37,100 Est. Cost $203.18 Unrealized 0.0%
FOR FORESTAR GROUP INC 0.3%
Value ($000) $7,592 Shares 326,115 Est. Cost $14.60 Unrealized +53.4%
PS BUSINESS PKS INC CALIF 0.3%
Value ($000) $7,173 Shares 46,400 Est. Cost $154.59 Unrealized
KANSAS CITY SOUTHERN 0.3%
Value ($000) $7,124 Shares 26,992 Est. Cost $135.29 Unrealized
CAKE CHEESECAKE FACTORY INC 0.3%
Value ($000) $7,078 Shares 120,976 Est. Cost $45.56 Unrealized 0.0%
BUNGE LIMITED 0.3%
Value ($000) $7,023 Shares 88,600 Est. Cost $52.25 Unrealized
KKR KKR & CO INC 0.3%
Value ($000) $6,941 Shares 142,096 Est. Cost $30.38 Unrealized +41.1%
MPT MEDICAL PPTYS TRUST INC 0.3%
Value ($000) $6,869 Shares 322,776 Est. Cost $21.79 Unrealized
CHTR CHARTER COMMUNICATIONS INC N 0.3%
Value ($000) $6,786 Shares 10,998 Est. Cost $528.16 Unrealized +18.3%
LYB LYONDELLBASELL INDUSTRIES N 0.3%
Value ($000) $6,763 Shares 65,000 Est. Cost $60.85 Unrealized +16.4%
CTO CTO REALTY GROWTH INC 0.2%
Value ($000) $6,605 Shares 127,000 Est. Cost $52.01 Unrealized
RH RH 0.2%
Value ($000) $6,583 Shares 11,034 Est. Cost $198.45 Unrealized +148.4%
CIMAREX ENERGY CO 0.2%
Value ($000) $6,576 Shares 110,722 Est. Cost $24.33 Unrealized
KRC KILROY RLTY CORP 0.2%
Value ($000) $6,470 Shares 98,586 Est. Cost $65.63 Unrealized
LEVI LEVI STRAUSS & CO NEW 0.2%
Value ($000) $6,390 Shares 267,242 Est. Cost $19.69 Unrealized 0.0%
MARATHON OIL CORP 0.2%
Value ($000) $6,304 Shares 590,300 Est. Cost $10.68 Unrealized
LIBERTY MEDIA CORP DEL 0.2%
Value ($000) $6,273 Shares 142,220 Est. Cost $43.77 Unrealized
EOG EOG RES INC 0.2%
Value ($000) $6,194 Shares 85,400 Est. Cost $50.41 Unrealized 0.0%
TRGP TARGA RES CORP 0.2%
Value ($000) $5,944 Shares 187,200 Est. Cost $19.24 Unrealized +45.6%
LII LENNOX INTL INC 0.2%
Value ($000) $5,926 Shares 19,019 Est. Cost $250.12 Unrealized +9.1%
CBOE CBOE GLOBAL MKTS INC 0.2%
Value ($000) $5,529 Shares 56,026 Est. Cost $101.76 Unrealized -9.9%
CFG CITIZENS FINANCIAL GROUP INC 0.2%
Value ($000) $5,491 Shares 124,363 Est. Cost $33.89 Unrealized 0.0%
SLB SCHLUMBERGER LTD 0.2%
Value ($000) $5,320 Shares 195,659 Est. Cost $23.71 Unrealized 0.0%
WMB WILLIAMS COS INC 0.2%
Value ($000) $5,309 Shares 224,100 Est. Cost $14.49 Unrealized +23.0%
MHO M/I HOMES INC 0.2%
Value ($000) $5,257 Shares 89,000 Est. Cost $51.93 Unrealized 0.0%
DECK DECKERS OUTDOOR CORP 0.2%
Value ($000) $5,255 Shares 15,903 Est. Cost $44.35 Unrealized +20.3%
ICLN ISHARES TR 0.2%
Value ($000) $5,193 Shares 213,696 Est. Cost $24.30 Unrealized
GBTG APOLLO STRATEGIC GROWTH CAPT 0.2%
Value ($000) $5,165 Shares 645,316 Est. Cost $8.00 Unrealized
CSX CSX CORP 0.2%
Value ($000) $5,074 Shares 52,622 Est. Cost $28.57 Unrealized 0.0%
HSBC HSBC HLDGS PLC 0.2%
Value ($000) $4,948 Shares 169,800 Est. Cost $29.14 Unrealized
KELLOGG CO 0.2%
Value ($000) $4,893 Shares 77,300 Est. Cost $47.02 Unrealized 0.0%
LYFT LYFT INC 0.2%
Value ($000) $4,869 Shares 77,063 Est. Cost $55.82 Unrealized 0.0%
BC BRUNSWICK CORP 0.2%
Value ($000) $4,821 Shares 50,547 Est. Cost $44.68 Unrealized +85.9%
SEACOR HOLDINGS INC 0.2%
Value ($000) $4,759 Shares 116,777 Est. Cost $40.75 Unrealized
KBH KB HOME 0.2%
Value ($000) $4,662 Shares 100,200 Est. Cost $33.04 Unrealized +15.6%
GORES HLDGS V INC 0.2%
Value ($000) $4,083 Shares 409,079 Est. Cost $9.98 Unrealized
MS MORGAN STANLEY 0.1%
Value ($000) $3,999 Shares 51,500 Est. Cost $65.58 Unrealized 0.0%
CNI CANADIAN NATL RY CO 0.1%
Value ($000) $3,991 Shares 34,409 Est. Cost $101.06 Unrealized 0.0%
TREBIA ACQUISITION CORP 0.1%
Value ($000) $3,978 Shares 399,396 Est. Cost $10.21 Unrealized
MTDR MATADOR RES CO 0.1%
Value ($000) $3,764 Shares 160,500 Est. Cost $19.95 Unrealized 0.0%
QURE UNIQURE NV 0.1%
Value ($000) $3,733 Shares 110,790 Est. Cost $40.97 Unrealized -12.5%
HUMANCO ACQUISITION CORP 0.1%
Value ($000) $3,687 Shares 349,526 Est. Cost $11.02 Unrealized
DISH NETWORK CORPORATION 0.1%
Value ($000) $3,523 Shares 97,332 Est. Cost $31.68 Unrealized
HUMANCO ACQUISITION CORP 0.1%
Value ($000) $3,428 Shares 344,524 Est. Cost $9.95 Unrealized
TPH TRI POINTE HOMES INC 0.1%
Value ($000) $3,334 Shares 163,737 Est. Cost $13.78 Unrealized +42.6%
ENEL AMERICAS S A 0.1%
Value ($000) $3,146 Shares 371,000 Est. Cost $8.48 Unrealized
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $2,995 Shares 102,570 Est. Cost $17.29 Unrealized +27.3%
KHC KRAFT HEINZ CO 0.1%
Value ($000) $2,662 Shares 66,559 Est. Cost $28.63 Unrealized 0.0%
PTON PELOTON INTERACTIVE INC 0.1%
Value ($000) $2,562 Shares 22,787 Est. Cost $73.57 Unrealized +80.3%
QURATE RETAIL INC 0.1%
Value ($000) $2,402 Shares 204,219 Est. Cost $8.87 Unrealized
TSLA TESLA INC 0.1%
Value ($000) $2,399 Shares 1,900 Est. Cost Unrealized
APTOSE BIOSCIENCES INC 0.1%
Value ($000) $2,390 Shares 400,000 Est. Cost $4.98 Unrealized
CMCSA COMCAST CORP NEW 0.1%
Value ($000) $2,323 Shares 42,939 Est. Cost $32.76 Unrealized +40.9%
TFF PHARMACEUTICALS INC 0.1%
Value ($000) $2,307 Shares 170,000 Est. Cost $13.57 Unrealized
ROYAL DUTCH SHELL PLC 0.1%
Value ($000) $2,228 Shares 60,500 Est. Cost $36.83 Unrealized
CC NEUBERGER PRIN HLDGS II 0.1%
Value ($000) $2,135 Shares 216,543 Est. Cost $9.86 Unrealized
DLTR DOLLAR TREE INC 0.1%
Value ($000) $1,980 Shares 17,300 Est. Cost $88.07 Unrealized +22.0%
JWSUF JAWS MUSTANG ACQUISITION COR 0.1%
Value ($000) $1,954 Shares 192,488 Est. Cost $10.15 Unrealized
RETAIL OPPORTUNITY INVTS COR 0.1%
Value ($000) $1,950 Shares 122,900 Est. Cost $15.87 Unrealized
GORES METROPOULOS II INC 0.1%
Value ($000) $1,944 Shares 192,488 Est. Cost $10.10 Unrealized
CUE CUE BIOPHARMA INC 0.1%
Value ($000) $1,886 Shares 154,600 Est. Cost $13.50 Unrealized +1.6%
BKR BAKER HUGHES COMPANY 0.1%
Value ($000) $1,863 Shares 86,200 Est. Cost $20.14 Unrealized 0.0%
HBAN HUNTINGTON BANCSHARES INC 0.1%
Value ($000) $1,803 Shares 114,686 Est. Cost $7.28 Unrealized +65.3%
DAR DARLING INGREDIENTS INC 0.1%
Value ($000) $1,788 Shares 24,304 Est. Cost $47.78 Unrealized +43.8%
XLU SELECT SECTOR SPDR TR 0.1%
Value ($000) $1,739 Shares 27,156 Est. Cost $56.43 Unrealized
ROST ROSS STORES INC 0.1%
Value ($000) $1,681 Shares 14,022 Est. Cost $91.81 Unrealized +22.2%
REDBALL ACQUISITION CORP 0.1%
Value ($000) $1,676 Shares 168,397 Est. Cost $9.95 Unrealized
SPARTAN ACQUISITION CORP II 0.1%
Value ($000) $1,569 Shares 150,000 Est. Cost $10.46 Unrealized
XOM EXXON MOBIL CORP 0.0%
Value ($000) $1,329 Shares 23,800 Est. Cost $30.36 Unrealized +42.7%
FANG DIAMONDBACK ENERGY INC 0.0%
Value ($000) $1,102 Shares 15,000 Est. Cost $50.83 Unrealized +9.3%
APA APA CORPORATION 0.0%
Value ($000) $1,074 Shares 60,000 Est. Cost $16.01 Unrealized 0.0%
DISCOVERY INC 0.0%
Value ($000) $1,042 Shares 23,965 Est. Cost $30.09 Unrealized
TFC TRUIST FINL CORP 0.0%
Value ($000) $986 Shares 16,909 Est. Cost $43.57 Unrealized 0.0%
REATA PHARMACEUTICALS INC 0.0%
Value ($000) $967 Shares 9,700 Est. Cost $99.69 Unrealized
HYG ISHARES TR 0.0%
Value ($000) $878 Shares 14,000 Est. Cost Unrealized
DANIMER SCIENTIFIC INC 0.0%
Value ($000) $608 Shares 3,000 Est. Cost Unrealized
STAR PEAK ENERGY TRANSITION 0.0%
Value ($000) $482 Shares 18,120 Est. Cost $20.46 Unrealized
SUNNOVA ENERGY INTL INC. 0.0%
Value ($000) $454 Shares 11,110 Est. Cost $12.62 Unrealized
SLV ISHARES SILVER TR 0.0%
Value ($000) $438 Shares 5,000 Est. Cost Unrealized
GLD SPDR GOLD TR 0.0%
Value ($000) $260 Shares 8,000 Est. Cost Unrealized
HUMANCO ACQUISITION CORP 0.0%
Value ($000) $226 Shares 174,262 Est. Cost $1.30 Unrealized