CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $1,897,573 (100.0% shares, 0.0% debt)

Holdings (161)

SWKH SWK HLDGS CORP 8.7%
Value ($000) $165,234 Shares 9,093,766 Est. Cost $10.16 Unrealized +42.0%
IHS MARKIT LTD 7.3%
Value ($000) $138,778 Shares 1,190,000 Est. Cost $96.23 Unrealized
XILINX INC 7.0%
Value ($000) $133,352 Shares 883,184 Est. Cost $117.21 Unrealized
HILL-ROM HLDGS INC 3.8%
Value ($000) $72,000 Shares 480,000 Est. Cost $150.00 Unrealized
NUANCE COMMUNICATIONS INC 3.5%
Value ($000) $66,009 Shares 1,199,300 Est. Cost $54.44 Unrealized
DOMTAR CORP 3.3%
Value ($000) $62,176 Shares 1,140,000 Est. Cost $32.83 Unrealized
BHP GROUP PLC 2.6%
Value ($000) $49,423 Shares 975,000 Est. Cost $50.69 Unrealized
CIMAREX ENERGY CO 2.4%
Value ($000) $45,224 Shares 518,624 Est. Cost $70.67 Unrealized
KANSAS CITY SOUTHERN 2.4%
Value ($000) $45,062 Shares 166,500 Est. Cost $254.89 Unrealized
PPD INC 2.3%
Value ($000) $43,182 Shares 922,900 Est. Cost $46.09 Unrealized
SYNOVUS FINL CORP 1.8%
Value ($000) $33,717 Shares 768,219 Est. Cost $44.09 Unrealized
GLATFELTER CORPORATION 1.8%
Value ($000) $33,218 Shares 2,355,872 Est. Cost $14.80 Unrealized
COHERENT INC 1.7%
Value ($000) $33,012 Shares 132,000 Est. Cost $252.89 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 1.7%
Value ($000) $32,637 Shares 140,400 Est. Cost $182.92 Unrealized +14.6%
TCBI TEXAS CAP BANCSHARES INC 1.4%
Value ($000) $25,770 Shares 429,363 Est. Cost $69.52 Unrealized -10.4%
TXNM PNM RES INC 1.4%
Value ($000) $25,670 Shares 518,800 Est. Cost $48.63 Unrealized +0.6%
FIVN FIVE9 INC 1.3%
Value ($000) $25,558 Shares 160,000 Est. Cost $182.48 Unrealized 0.0%
STT STATE STR CORP 1.3%
Value ($000) $24,811 Shares 292,854 Est. Cost $70.09 Unrealized +7.2%
PACWEST BANCORP DEL 1.3%
Value ($000) $24,661 Shares 544,142 Est. Cost $24.11 Unrealized
TFC TRUIST FINL CORP 1.3%
Value ($000) $24,631 Shares 419,963 Est. Cost $45.12 Unrealized 0.0%
WAL WESTERN ALLIANCE BANCORP 1.3%
Value ($000) $24,408 Shares 224,294 Est. Cost $76.93 Unrealized +14.6%
SBNY SIGNATURE BK NEW YORK N Y 1.1%
Value ($000) $20,449 Shares 75,101 Est. Cost $226.10 Unrealized
STATE AUTO FINL CORP 1.1%
Value ($000) $20,380 Shares 400,000 Est. Cost $50.95 Unrealized
SCIPLAY CORPORATION 1.0%
Value ($000) $18,621 Shares 900,000 Est. Cost $20.69 Unrealized
TRILLIUM THERAPEUTICS INC 0.8%
Value ($000) $15,804 Shares 900,000 Est. Cost $17.56 Unrealized
CBOE CBOE GLOBAL MKTS INC 0.8%
Value ($000) $15,697 Shares 126,733 Est. Cost $109.51 Unrealized +5.6%
CHANGE HEALTHCARE INC 0.8%
Value ($000) $14,658 Shares 700,000 Est. Cost $22.10 Unrealized
PPC PILGRIMS PRIDE CORP 0.8%
Value ($000) $14,540 Shares 500,000 Est. Cost $25.07 Unrealized 0.0%
GREENSKY INC 0.7%
Value ($000) $13,975 Shares 1,250,000 Est. Cost $11.18 Unrealized
ACCELERON PHARMA INC 0.7%
Value ($000) $13,768 Shares 80,000 Est. Cost $172.10 Unrealized
UBS UBS GROUP AG 0.6%
Value ($000) $11,756 Shares 737,543 Est. Cost $15.79 Unrealized +2.6%
SUI SUN CMNTYS INC 0.6%
Value ($000) $11,273 Shares 60,901 Est. Cost $153.17 Unrealized
SPX FLOW INC 0.6%
Value ($000) $10,987 Shares 150,300 Est. Cost $73.10 Unrealized
UNP UNION PAC CORP 0.6%
Value ($000) $10,972 Shares 55,978 Est. Cost $195.24 Unrealized 0.0%
KBR KBR INC 0.6%
Value ($000) $10,803 Shares 274,190 Est. Cost $18.97 Unrealized +95.2%
CNNE CANNAE HLDGS INC 0.6%
Value ($000) $10,545 Shares 338,955 Est. Cost $35.47 Unrealized -13.6%
CVX CHEVRON CORP NEW 0.5%
Value ($000) $10,013 Shares 98,700 Est. Cost $83.32 Unrealized 0.0%
ARMK ARAMARK 0.5%
Value ($000) $9,858 Shares 300,000 Est. Cost $25.61 Unrealized -8.5%
FOR FORESTAR GROUP INC 0.5%
Value ($000) $9,803 Shares 526,197 Est. Cost $18.44 Unrealized +9.5%
EQR EQUITY RESIDENTIAL 0.5%
Value ($000) $9,734 Shares 120,289 Est. Cost $69.44 Unrealized 0.0%
LOW LOWES COS INC 0.5%
Value ($000) $9,718 Shares 47,903 Est. Cost $118.07 Unrealized +55.5%
NNN NATIONAL RETAIL PROPERTIES I 0.5%
Value ($000) $9,701 Shares 224,610 Est. Cost $40.92 Unrealized
SVB FINANCIAL GROUP 0.5%
Value ($000) $9,396 Shares 14,525 Est. Cost $493.67 Unrealized
REXR REXFORD INDL RLTY INC 0.5%
Value ($000) $8,543 Shares 150,540 Est. Cost $56.75 Unrealized
HWM HOWMET AEROSPACE INC 0.4%
Value ($000) $8,386 Shares 268,796 Est. Cost $28.30 Unrealized +12.3%
OVV OVINTIV INC 0.4%
Value ($000) $8,207 Shares 249,600 Est. Cost $27.16 Unrealized +1.7%
LIBERTY MEDIA CORP DEL 0.4%
Value ($000) $8,154 Shares 172,859 Est. Cost $43.02 Unrealized
CONTINENTAL RES INC 0.4%
Value ($000) $8,039 Shares 174,200 Est. Cost $41.69 Unrealized
EGP EASTGROUP PPTYS INC 0.4%
Value ($000) $8,034 Shares 48,216 Est. Cost $132.44 Unrealized
LIBERTY MEDIA CORP DEL 0.4%
Value ($000) $7,734 Shares 162,926 Est. Cost $44.63 Unrealized
KBH KB HOME 0.4%
Value ($000) $7,508 Shares 192,899 Est. Cost $36.70 Unrealized +5.3%
BAC BK OF AMERICA CORP 0.4%
Value ($000) $7,478 Shares 176,168 Est. Cost $36.09 Unrealized 0.0%
CTO CTO RLTY GROWTH INC NEW 0.4%
Value ($000) $7,382 Shares 137,308 Est. Cost $52.13 Unrealized
CME CME GROUP INC 0.4%
Value ($000) $7,379 Shares 38,159 Est. Cost $169.20 Unrealized 0.0%
FANG DIAMONDBACK ENERGY INC 0.4%
Value ($000) $7,333 Shares 77,462 Est. Cost $63.73 Unrealized +3.5%
AXTA AXALTA COATING SYS LTD 0.4%
Value ($000) $7,300 Shares 250,070 Est. Cost $26.01 Unrealized +15.1%
MPT MEDICAL PPTYS TRUST INC 0.4%
Value ($000) $7,180 Shares 357,734 Est. Cost $20.07 Unrealized
SAIA SAIA INC 0.4%
Value ($000) $7,032 Shares 29,543 Est. Cost $231.18 Unrealized 0.0%
HUMANCO ACQUISITION CORP 0.4%
Value ($000) $6,963 Shares 704,050 Est. Cost $9.92 Unrealized
PHM PULTE GROUP INC 0.4%
Value ($000) $6,934 Shares 151,000 Est. Cost $49.77 Unrealized 0.0%
MARATHON OIL CORP 0.4%
Value ($000) $6,931 Shares 507,000 Est. Cost $11.68 Unrealized
PWR QUANTA SVCS INC 0.4%
Value ($000) $6,927 Shares 60,860 Est. Cost $94.39 Unrealized +5.4%
JPM JPMORGAN CHASE & CO 0.4%
Value ($000) $6,842 Shares 41,800 Est. Cost $139.74 Unrealized +0.4%
ALLE ALLEGION PLC 0.4%
Value ($000) $6,826 Shares 51,639 Est. Cost $131.00 Unrealized 0.0%
BC BRUNSWICK CORP 0.4%
Value ($000) $6,749 Shares 70,841 Est. Cost $72.35 Unrealized +25.5%
OTIS OTIS WORLDWIDE CORP 0.4%
Value ($000) $6,735 Shares 81,852 Est. Cost $54.65 Unrealized +50.3%
ELAN ELANCO ANIMAL HEALTH INC 0.3%
Value ($000) $6,378 Shares 200,000 Est. Cost $33.55 Unrealized 0.0%
SUNNOVA ENERGY INTL INC. 0.3%
Value ($000) $6,314 Shares 191,682 Est. Cost $36.33 Unrealized
MTH MERITAGE HOMES CORP 0.3%
Value ($000) $6,256 Shares 64,490 Est. Cost $46.53 Unrealized +10.7%
KRC KILROY RLTY CORP 0.3%
Value ($000) $6,100 Shares 92,135 Est. Cost $66.46 Unrealized
AZEK CO INC 0.3%
Value ($000) $6,098 Shares 166,942 Est. Cost $36.53 Unrealized
TRGP TARGA RES CORP 0.3%
Value ($000) $6,009 Shares 122,100 Est. Cost $36.38 Unrealized +10.4%
CPT CAMDEN PPTY TR 0.3%
Value ($000) $5,934 Shares 40,236 Est. Cost $125.72 Unrealized 0.0%
JBHT HUNT J B TRANS SVCS INC 0.3%
Value ($000) $5,810 Shares 34,746 Est. Cost $163.64 Unrealized 0.0%
AES AES CORP 0.3%
Value ($000) $5,692 Shares 249,306 Est. Cost $22.19 Unrealized -7.4%
FEDERAL RLTY INVT TR 0.3%
Value ($000) $5,653 Shares 47,911 Est. Cost $117.16 Unrealized
MGY MAGNOLIA OIL & GAS CORP 0.3%
Value ($000) $5,599 Shares 314,735 Est. Cost $13.35 Unrealized +13.2%
MEREDITH CORP 0.3%
Value ($000) $5,570 Shares 100,000 Est. Cost $55.70 Unrealized
WMB WILLIAMS COS INC 0.3%
Value ($000) $5,554 Shares 214,100 Est. Cost $17.80 Unrealized +14.6%
T AT&T INC 0.3%
Value ($000) $5,548 Shares 205,400 Est. Cost $16.99 Unrealized -5.4%
MTDR MATADOR RES CO 0.3%
Value ($000) $5,402 Shares 142,020 Est. Cost $23.29 Unrealized +31.7%
ESS ESSEX PPTY TR INC 0.3%
Value ($000) $5,342 Shares 16,706 Est. Cost $217.54 Unrealized +26.6%
HIG HARTFORD FINL SVCS GROUP INC 0.3%
Value ($000) $5,269 Shares 75,000 Est. Cost $60.45 Unrealized 0.0%
SPIRIT RLTY CAP INC NEW 0.3%
Value ($000) $5,209 Shares 113,135 Est. Cost $47.84 Unrealized
VTR VENTAS INC 0.3%
Value ($000) $5,186 Shares 93,933 Est. Cost $49.08 Unrealized 0.0%
ALIT ALIGHT INC 0.3%
Value ($000) $5,166 Shares 450,000 Est. Cost $10.04 Unrealized 0.0%
ORLY OREILLY AUTOMOTIVE INC 0.3%
Value ($000) $5,124 Shares 8,385 Est. Cost $37.92 Unrealized +5.5%
GS ACQUISITION HLDGS CORP II 0.3%
Value ($000) $5,110 Shares 500,000 Est. Cost $10.22 Unrealized
EXC EXELON CORP 0.3%
Value ($000) $5,076 Shares 105,000 Est. Cost $29.30 Unrealized 0.0%
GBTG APOLLO STRATEGIC GROWTH CAPT 0.3%
Value ($000) $5,032 Shares 645,316 Est. Cost $8.00 Unrealized
MA MASTERCARD INCORPORATED 0.3%
Value ($000) $5,007 Shares 14,400 Est. Cost $354.74 Unrealized 0.0%
HRI HERC HLDGS INC 0.3%
Value ($000) $4,940 Shares 30,222 Est. Cost $97.42 Unrealized +19.8%
KADMON HLDGS INC 0.3%
Value ($000) $4,917 Shares 564,569 Est. Cost $8.71 Unrealized
INVH INVITATION HOMES INC 0.2%
Value ($000) $4,578 Shares 119,444 Est. Cost $24.63 Unrealized +41.3%
AKR ACADIA RLTY TR 0.2%
Value ($000) $4,519 Shares 221,395 Est. Cost $20.41 Unrealized
HOLLYFRONTIER CORP 0.2%
Value ($000) $4,473 Shares 135,000 Est. Cost $33.03 Unrealized
SEDG SOLAREDGE TECHNOLOGIES INC 0.2%
Value ($000) $4,459 Shares 16,814 Est. Cost $251.87 Unrealized +8.1%
CHRW C H ROBINSON WORLDWIDE INC 0.2%
Value ($000) $4,432 Shares 50,938 Est. Cost $85.01 Unrealized -4.3%
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $4,420 Shares 37,103 Est. Cost $118.76 Unrealized 0.0%
WSO WATSCO INC 0.2%
Value ($000) $4,370 Shares 16,514 Est. Cost $280.42 Unrealized 0.0%
LEN LENNAR CORP 0.2%
Value ($000) $4,348 Shares 46,412 Est. Cost $90.32 Unrealized +2.8%
WMT WALMART INC 0.2%
Value ($000) $4,167 Shares 29,900 Est. Cost $43.81 Unrealized +3.8%
WESTROCK CO 0.2%
Value ($000) $4,146 Shares 83,200 Est. Cost $49.83 Unrealized
XBI SPDR SER TR 0.2%
Value ($000) $4,123 Shares 32,800 Est. Cost $135.13 Unrealized
TREBIA ACQUISITION CORP 0.2%
Value ($000) $3,958 Shares 399,396 Est. Cost $10.21 Unrealized
FREYEUR FREYR BATTERY 0.2%
Value ($000) $3,948 Shares 400,000 Est. Cost $9.87 Unrealized
POOL POOL CORP 0.2%
Value ($000) $3,894 Shares 8,963 Est. Cost $330.16 Unrealized +36.0%
NEE NEXTERA ENERGY INC 0.2%
Value ($000) $3,869 Shares 49,280 Est. Cost $66.77 Unrealized +7.6%
ALSN ALLISON TRANSMISSION HLDGS I 0.2%
Value ($000) $3,869 Shares 109,548 Est. Cost $36.83 Unrealized -3.4%
TMHC TAYLOR MORRISON HOME CORP 0.2%
Value ($000) $3,846 Shares 149,200 Est. Cost $26.48 Unrealized 0.0%
ALB ALBEMARLE CORP 0.2%
Value ($000) $3,832 Shares 17,500 Est. Cost $202.32 Unrealized 0.0%
AMD ADVANCED MICRO DEVICES INC 0.2%
Value ($000) $3,667 Shares 9,200 Est. Cost Unrealized
MPC MARATHON PETE CORP 0.2%
Value ($000) $3,400 Shares 55,000 Est. Cost $51.79 Unrealized 0.0%
COLM COLUMBIA SPORTSWEAR CO 0.2%
Value ($000) $3,354 Shares 35,000 Est. Cost $94.27 Unrealized 0.0%
MHO M/I HOMES INC 0.2%
Value ($000) $3,225 Shares 55,802 Est. Cost $52.25 Unrealized +17.2%
GNRC GENERAC HLDGS INC 0.2%
Value ($000) $2,971 Shares 7,270 Est. Cost $335.49 Unrealized +27.7%
CC NEUBERGER PRIN HLDGS II 0.2%
Value ($000) $2,961 Shares 301,543 Est. Cost $9.87 Unrealized
PECO PHILLIPS EDISON & CO INC 0.2%
Value ($000) $2,931 Shares 95,440 Est. Cost $30.71 Unrealized
PCAR PACCAR INC 0.2%
Value ($000) $2,911 Shares 36,890 Est. Cost $46.49 Unrealized 0.0%
HP HELMERICH & PAYNE INC 0.1%
Value ($000) $2,823 Shares 103,000 Est. Cost $27.92 Unrealized 0.0%
VST VISTRA CORP 0.1%
Value ($000) $2,736 Shares 160,000 Est. Cost $16.92 Unrealized 0.0%
CMBT EURONAV NV 0.1%
Value ($000) $2,684 Shares 275,000 Est. Cost $5.03 Unrealized 0.0%
STEM INC 0.1%
Value ($000) $2,676 Shares 112,000 Est. Cost $29.84 Unrealized
HYG ISHARES TR 0.1%
Value ($000) $2,612 Shares 30,000 Est. Cost Unrealized
KKR ACQUISITION HOLDING I CO 0.1%
Value ($000) $2,438 Shares 250,000 Est. Cost $9.75 Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $2,376 Shares 66,900 Est. Cost $22.52 Unrealized 0.0%
PDC ENERGY INC 0.1%
Value ($000) $2,370 Shares 50,000 Est. Cost $47.40 Unrealized
LIBERTY MEDIA ACQUISITION CO 0.1%
Value ($000) $2,268 Shares 225,000 Est. Cost $10.12 Unrealized
FCX FREEPORT-MCMORAN INC 0.1%
Value ($000) $2,150 Shares 66,100 Est. Cost $34.39 Unrealized -3.8%
MAR MARRIOTT INTL INC NEW 0.1%
Value ($000) $2,080 Shares 14,043 Est. Cost $134.64 Unrealized 0.0%
HLT HILTON WORLDWIDE HLDGS INC 0.1%
Value ($000) $2,069 Shares 15,663 Est. Cost $124.85 Unrealized 0.0%
EQT EQT CORP 0.1%
Value ($000) $2,046 Shares 100,000 Est. Cost $18.97 Unrealized -4.2%
QURE UNIQURE NV 0.1%
Value ($000) $2,029 Shares 63,396 Est. Cost $40.97 Unrealized -25.6%
KRG KITE RLTY GROUP TR 0.1%
Value ($000) $1,957 Shares 96,100 Est. Cost $20.36 Unrealized
NESR NATIONAL ENERGY SERVICES REU 0.1%
Value ($000) $1,941 Shares 155,000 Est. Cost $14.08 Unrealized
JWSUF JAWS MUSTANG ACQUISITION COR 0.1%
Value ($000) $1,933 Shares 192,488 Est. Cost $10.15 Unrealized
TSLA TESLA INC 0.1%
Value ($000) $1,859 Shares 2,224 Est. Cost Unrealized
SNFCA SECURITY NATL FINL CORP 0.1%
Value ($000) $1,811 Shares 220,000 Est. Cost $6.69 Unrealized +6.4%
TFF PHARMACEUTICALS INC 0.1%
Value ($000) $1,758 Shares 227,701 Est. Cost $12.46 Unrealized
DEI DOUGLAS EMMETT INC 0.1%
Value ($000) $1,735 Shares 54,897 Est. Cost $33.62 Unrealized
VEONEER INC 0.1%
Value ($000) $1,703 Shares 50,000 Est. Cost $34.06 Unrealized
REDBALL ACQUISITION CORP 0.1%
Value ($000) $1,657 Shares 168,397 Est. Cost $9.95 Unrealized
APTOSE BIOSCIENCES INC 0.1%
Value ($000) $1,570 Shares 720,408 Est. Cost $3.91 Unrealized
FSLR FIRST SOLAR INC 0.1%
Value ($000) $1,537 Shares 16,100 Est. Cost $79.13 Unrealized +17.3%
CUE CUE BIOPHARMA INC 0.1%
Value ($000) $1,498 Shares 102,816 Est. Cost $13.50 Unrealized -13.9%
CTRE CARETRUST REIT INC 0.1%
Value ($000) $1,452 Shares 71,471 Est. Cost $23.23 Unrealized
EQUITRANS MIDSTREAM CORP 0.1%
Value ($000) $1,318 Shares 130,000 Est. Cost $8.51 Unrealized
MAXEON SOLAR TECHNOLOGIES LT 0.1%
Value ($000) $1,234 Shares 70,000 Est. Cost $17.63 Unrealized
QS QUANTUMSCAPE CORP 0.1%
Value ($000) $1,104 Shares 45,000 Est. Cost $22.84 Unrealized 0.0%
CLNE CLEAN ENERGY FUELS CORP 0.1%
Value ($000) $996 Shares 122,212 Est. Cost $10.32 Unrealized -22.9%
APTIV PLC 0.1%
Value ($000) $968 Shares 6,500 Est. Cost $148.92 Unrealized
KIM KIMCO RLTY CORP 0.0%
Value ($000) $887 Shares 42,750 Est. Cost $16.92 Unrealized +3.9%
XYZ SQUARE INC 0.0%
Value ($000) $740 Shares 300 Est. Cost Unrealized
RUN SUNRUN INC 0.0%
Value ($000) $559 Shares 12,700 Est. Cost $47.72 Unrealized 0.0%
CTRA CABOT OIL & GAS CORP 0.0%
Value ($000) $539 Shares 1,400 Est. Cost Unrealized
QS QUANTUMSCAPE CORP 0.0%
Value ($000) $380 Shares 1,000 Est. Cost $22.84 Unrealized 0.0%
HUMANCO ACQUISITION CORP 0.0%
Value ($000) $370 Shares 349,025 Est. Cost $1.18 Unrealized
GLD SPDR GOLD TR 0.0%
Value ($000) $355 Shares 2,500 Est. Cost Unrealized
SUMMIT HEALTHCRE ACQUISTN CO 0.0%
Value ($000) $293 Shares 30,000 Est. Cost $9.77 Unrealized
AEROJET ROCKETDYNE HLDGS INC 0.0%
Value ($000) $288 Shares 1,250 Est. Cost Unrealized
DANIMER SCIENTIFIC INC 0.0%
Value ($000) $228 Shares 1,250 Est. Cost Unrealized