CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 15, 2022

Total Value ($000): $1,454,928 (100.0% shares, 0.0% debt)

Holdings (124)

SWKH SWK HLDGS CORP 10.9%
Value ($000) $158,868 Shares 9,093,766 Est. Cost $10.16 Unrealized +46.5%
ALLEGHANY CORP MD 5.2%
Value ($000) $75,812 Shares 91,000 Est. Cost $834.93 Unrealized
BIOHAVEN PHARMACTL HLDG CO L 5.1%
Value ($000) $74,312 Shares 510,000 Est. Cost $145.71 Unrealized
ROG ROGERS CORP 4.0%
Value ($000) $58,027 Shares 221,400 Est. Cost $261.40 Unrealized +1.7%
DUKE REALTY CORP 3.4%
Value ($000) $49,455 Shares 900,000 Est. Cost $54.95 Unrealized
COHERENT INC 3.2%
Value ($000) $46,831 Shares 175,911 Est. Cost $258.09 Unrealized
FHN FIRST HORIZON CORPORATION 2.7%
Value ($000) $39,676 Shares 1,815,000 Est. Cost $18.13 Unrealized +8.8%
BAC BK OF AMERICA CORP 2.7%
Value ($000) $38,844 Shares 1,247,800 Est. Cost $34.53 Unrealized -5.2%
BLACK KNIGHT INC 2.7%
Value ($000) $38,580 Shares 590,000 Est. Cost $65.39 Unrealized
VONAGE HLDGS CORP 2.6%
Value ($000) $38,245 Shares 2,030,000 Est. Cost $20.33 Unrealized
WFC WELLS FARGO CO NEW 2.4%
Value ($000) $34,607 Shares 883,500 Est. Cost $42.51 Unrealized -6.0%
TURNING POINT THERAPEUTICS I 2.1%
Value ($000) $31,229 Shares 415,000 Est. Cost $75.25 Unrealized
ACTIVISION BLIZZARD INC 2.1%
Value ($000) $31,144 Shares 400,000 Est. Cost $79.83 Unrealized
TSEM TOWER SEMICONDUCTOR LTD 2.1%
Value ($000) $29,832 Shares 646,000 Est. Cost $43.21 Unrealized +10.2%
FITB FIFTH THIRD BANCORP 1.7%
Value ($000) $24,387 Shares 725,800 Est. Cost $32.32 Unrealized 0.0%
TWITTER INC 1.6%
Value ($000) $23,556 Shares 630,000 Est. Cost $37.39 Unrealized
CMA COMERICA INC 1.5%
Value ($000) $21,233 Shares 289,357 Est. Cost $69.07 Unrealized -2.7%
VMWARE INC 1.4%
Value ($000) $20,881 Shares 183,200 Est. Cost $113.98 Unrealized
GLATFELTER CORPORATION 1.4%
Value ($000) $20,126 Shares 2,925,303 Est. Cost $12.99 Unrealized
CMC MATERIALS INC 1.3%
Value ($000) $18,321 Shares 105,000 Est. Cost $186.58 Unrealized
MANDIANT INC 1.2%
Value ($000) $17,565 Shares 805,000 Est. Cost $21.82 Unrealized
SWITCH INC 1.2%
Value ($000) $17,353 Shares 518,000 Est. Cost $33.50 Unrealized
WTFC WINTRUST FINL CORP 1.1%
Value ($000) $16,599 Shares 207,099 Est. Cost $96.48 Unrealized -10.7%
MTB M & T BK CORP 1.1%
Value ($000) $16,242 Shares 101,900 Est. Cost $149.08 Unrealized 0.0%
ZION ZIONS BANCORPORATION N A 1.0%
Value ($000) $14,746 Shares 289,704 Est. Cost $68.41 Unrealized -16.9%
DELL DELL TECHNOLOGIES INC 1.0%
Value ($000) $14,117 Shares 305,500 Est. Cost $51.12 Unrealized -14.8%
MAT MATTEL INC 0.9%
Value ($000) $12,840 Shares 575,000 Est. Cost $23.15 Unrealized +2.0%
NSC NORFOLK SOUTHN CORP 0.9%
Value ($000) $12,819 Shares 56,400 Est. Cost $226.47 Unrealized 0.0%
KBR KBR INC 0.8%
Value ($000) $12,358 Shares 255,390 Est. Cost $21.51 Unrealized +120.7%
SCIPLAY CORPORATION 0.8%
Value ($000) $12,224 Shares 875,000 Est. Cost $20.00 Unrealized
MERITOR INC 0.8%
Value ($000) $12,171 Shares 335,000 Est. Cost $35.57 Unrealized
ASB ASSOCIATED BANC CORP 0.8%
Value ($000) $11,918 Shares 652,700 Est. Cost $18.79 Unrealized -7.2%
SOUTH JERSEY INDS INC 0.8%
Value ($000) $11,608 Shares 340,000 Est. Cost $34.55 Unrealized
MHO M/I HOMES INC 0.8%
Value ($000) $11,331 Shares 285,693 Est. Cost $52.52 Unrealized -17.3%
LIBERTY MEDIA CORP DEL 0.7%
Value ($000) $10,807 Shares 299,859 Est. Cost $44.16 Unrealized
MTH MERITAGE HOMES CORP 0.7%
Value ($000) $10,771 Shares 148,559 Est. Cost $44.57 Unrealized -10.5%
BERRY GLOBAL GROUP INC 0.7%
Value ($000) $9,835 Shares 180,000 Est. Cost $54.64 Unrealized
LBRDK LIBERTY BROADBAND CORP 0.7%
Value ($000) $9,829 Shares 85,000 Est. Cost $141.16 Unrealized -19.2%
KBH KB HOME 0.7%
Value ($000) $9,465 Shares 332,569 Est. Cost $34.21 Unrealized -12.2%
DHI D R HORTON INC 0.6%
Value ($000) $9,145 Shares 138,165 Est. Cost $76.42 Unrealized -11.3%
FOR FORESTAR GROUP INC 0.6%
Value ($000) $8,331 Shares 608,531 Est. Cost $18.06 Unrealized -12.8%
HEI/A HEICO CORP NEW 0.6%
Value ($000) $8,125 Shares 77,100 Est. Cost $120.44 Unrealized -4.9%
HWM HOWMET AEROSPACE INC 0.5%
Value ($000) $7,982 Shares 253,813 Est. Cost $28.30 Unrealized +19.7%
SIERRA ONCOLOGY INC 0.5%
Value ($000) $7,974 Shares 145,000 Est. Cost $54.99 Unrealized
ARMK ARAMARK 0.5%
Value ($000) $7,964 Shares 260,000 Est. Cost $25.49 Unrealized -7.3%
CFR CULLEN FROST BANKERS INC 0.5%
Value ($000) $7,922 Shares 68,031 Est. Cost $123.52 Unrealized -7.7%
CSX CSX CORP 0.5%
Value ($000) $7,800 Shares 268,400 Est. Cost $32.15 Unrealized -3.7%
CNNE CANNAE HLDGS INC 0.5%
Value ($000) $7,740 Shares 400,222 Est. Cost $32.00 Unrealized -37.6%
GPN GLOBAL PMTS INC 0.5%
Value ($000) $7,560 Shares 68,333 Est. Cost $126.71 Unrealized -3.7%
ALLE ALLEGION PLC 0.5%
Value ($000) $7,279 Shares 74,347 Est. Cost $116.51 Unrealized -11.4%
WAB WABTEC 0.5%
Value ($000) $7,248 Shares 88,300 Est. Cost $87.32 Unrealized 0.0%
TXNM PNM RES INC 0.5%
Value ($000) $7,076 Shares 148,100 Est. Cost $48.49 Unrealized -3.3%
ELAN ELANCO ANIMAL HEALTH INC 0.5%
Value ($000) $7,067 Shares 360,000 Est. Cost $30.81 Unrealized -23.2%
LOW LOWES COS INC 0.5%
Value ($000) $7,057 Shares 40,403 Est. Cost $148.20 Unrealized +21.2%
AXTA AXALTA COATING SYS LTD 0.5%
Value ($000) $7,053 Shares 319,005 Est. Cost $27.13 Unrealized -6.3%
ORLY OREILLY AUTOMOTIVE INC 0.5%
Value ($000) $7,013 Shares 11,100 Est. Cost $43.02 Unrealized 0.0%
ALSN ALLISON TRANSMISSION HLDGS I 0.5%
Value ($000) $6,979 Shares 181,516 Est. Cost $36.28 Unrealized -0.2%
CHANGE HEALTHCARE INC 0.5%
Value ($000) $6,918 Shares 300,000 Est. Cost $22.66 Unrealized
BRBR BELLRING BRANDS INC 0.4%
Value ($000) $6,480 Shares 260,333 Est. Cost $25.08 Unrealized -2.5%
STT STATE STR CORP 0.4%
Value ($000) $5,721 Shares 92,800 Est. Cost $62.27 Unrealized 0.0%
WCN WASTE CONNECTIONS INC 0.4%
Value ($000) $5,553 Shares 44,800 Est. Cost $126.61 Unrealized 0.0%
HUMANCO ACQUISITION CORP 0.4%
Value ($000) $5,531 Shares 562,050 Est. Cost $9.92 Unrealized
COP CONOCOPHILLIPS 0.4%
Value ($000) $5,478 Shares 61,000 Est. Cost $89.94 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.4%
Value ($000) $5,359 Shares 15,900 Est. Cost $345.63 Unrealized 0.0%
HYG ISHARES TR 0.4%
Value ($000) $5,280 Shares 11,000 Est. Cost $73.61 Unrealized
HYG ISHARES TR 0.4%
Value ($000) $5,153 Shares 70,000 Est. Cost $73.61 Unrealized
KHC KRAFT HEINZ CO 0.4%
Value ($000) $5,096 Shares 133,600 Est. Cost $33.56 Unrealized 0.0%
LIBERTY MEDIA CORP DEL 0.3%
Value ($000) $5,080 Shares 140,926 Est. Cost $44.93 Unrealized
CDAUF COMPASS DIGITAL ACQUISITN CO 0.3%
Value ($000) $4,825 Shares 500,000 Est. Cost $9.88 Unrealized
NIELSEN HLDGS PLC 0.3%
Value ($000) $4,644 Shares 200,000 Est. Cost $27.24 Unrealized
V VISA INC 0.3%
Value ($000) $4,627 Shares 23,500 Est. Cost $201.06 Unrealized 0.0%
MIR MIRION TECHNOLOGIES INC 0.3%
Value ($000) $4,464 Shares 775,000 Est. Cost $10.31 Unrealized -28.7%
WTW WILLIS TOWERS WATSON PLC LTD 0.3%
Value ($000) $4,461 Shares 22,600 Est. Cost $182.92 Unrealized +11.5%
AON AON PLC 0.3%
Value ($000) $4,450 Shares 16,500 Est. Cost $279.95 Unrealized 0.0%
SWX SOUTHWEST GAS HLDGS INC 0.3%
Value ($000) $4,354 Shares 50,000 Est. Cost $88.25 Unrealized 0.0%
TRU TRANSUNION 0.3%
Value ($000) $4,247 Shares 53,100 Est. Cost $84.35 Unrealized 0.0%
UPS UNITED PARCEL SERVICE INC 0.3%
Value ($000) $4,052 Shares 22,200 Est. Cost $153.35 Unrealized 0.0%
SAIA SAIA INC 0.3%
Value ($000) $4,042 Shares 21,500 Est. Cost $200.92 Unrealized 0.0%
BEACON ROOFING SUPPLY INC 0.3%
Value ($000) $4,021 Shares 78,300 Est. Cost $59.27 Unrealized
WCC WESCO INTL INC 0.3%
Value ($000) $3,984 Shares 37,200 Est. Cost $121.46 Unrealized -1.4%
FLEETCOR TECHNOLOGIES INC 0.3%
Value ($000) $3,950 Shares 18,800 Est. Cost $210.11 Unrealized
APO APOLLO GLOBAL MGMT INC 0.3%
Value ($000) $3,937 Shares 81,200 Est. Cost $61.02 Unrealized -16.7%
HLT HILTON WORLDWIDE HLDGS INC 0.3%
Value ($000) $3,845 Shares 34,500 Est. Cost $145.63 Unrealized -6.1%
FNF FIDELITY NATIONAL FINANCIAL 0.3%
Value ($000) $3,722 Shares 100,700 Est. Cost $32.43 Unrealized 0.0%
ALIT ALIGHT INC 0.3%
Value ($000) $3,713 Shares 550,000 Est. Cost $10.10 Unrealized -22.5%
TGT TARGET CORP 0.2%
Value ($000) $3,630 Shares 25,700 Est. Cost $170.18 Unrealized 0.0%
TOL TOLL BROTHERS INC 0.2%
Value ($000) $3,595 Shares 80,600 Est. Cost $56.03 Unrealized -16.5%
COF CAPITAL ONE FINL CORP 0.2%
Value ($000) $3,105 Shares 29,800 Est. Cost $135.88 Unrealized -15.8%
CC NEUBERGER PRIN HLDGS II 0.2%
Value ($000) $3,012 Shares 301,543 Est. Cost $9.87 Unrealized
BC BRUNSWICK CORP 0.2%
Value ($000) $3,007 Shares 46,000 Est. Cost $84.69 Unrealized -19.9%
XBI SPDR SER TR 0.2%
Value ($000) $2,963 Shares 39,900 Est. Cost $126.03 Unrealized
AZEK CO INC 0.2%
Value ($000) $2,956 Shares 176,600 Est. Cost $28.34 Unrealized
WMT WALMART INC 0.2%
Value ($000) $2,906 Shares 23,900 Est. Cost $44.03 Unrealized 0.0%
KKR ACQUISITION HOLDING I CO 0.2%
Value ($000) $2,692 Shares 275,000 Est. Cost $9.75 Unrealized
LIBERTY MEDIA ACQUISITION CO 0.2%
Value ($000) $2,616 Shares 265,812 Est. Cost $10.15 Unrealized
MAS MASCO CORP 0.2%
Value ($000) $2,474 Shares 48,900 Est. Cost $49.33 Unrealized 0.0%
OTIS OTIS WORLDWIDE CORP 0.2%
Value ($000) $2,322 Shares 32,852 Est. Cost $57.58 Unrealized +20.6%
LBRDA LIBERTY BROADBAND CORP 0.2%
Value ($000) $2,271 Shares 20,000 Est. Cost $110.13 Unrealized 0.0%
SITE SITEONE LANDSCAPE SUPPLY INC 0.2%
Value ($000) $2,260 Shares 19,010 Est. Cost $134.18 Unrealized 0.0%
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $1,975 Shares 16,300 Est. Cost $63.73 Unrealized +81.0%
GLPG GALAPAGOS NV 0.1%
Value ($000) $1,953 Shares 35,000 Est. Cost $55.13 Unrealized
JWSUF JAWS MUSTANG ACQUISITION COR 0.1%
Value ($000) $1,904 Shares 192,488 Est. Cost $10.15 Unrealized
TSLA TESLA INC 0.1%
Value ($000) $1,698 Shares 570 Est. Cost Unrealized
TFF PHARMACEUTICALS INC 0.1%
Value ($000) $1,695 Shares 300,000 Est. Cost $10.64 Unrealized
REDBALL ACQUISITION CORP 0.1%
Value ($000) $1,677 Shares 168,397 Est. Cost $9.95 Unrealized
IOVA IOVANCE BIOTHERAPEUTICS INC 0.1%
Value ($000) $1,656 Shares 150,000 Est. Cost $14.68 Unrealized -10.7%
SNFCA SECURITY NATL FINL CORP 0.1%
Value ($000) $1,509 Shares 178,319 Est. Cost $6.95 Unrealized +9.9%
CUE CUE BIOPHARMA INC 0.1%
Value ($000) $1,444 Shares 580,000 Est. Cost $8.13 Unrealized -52.0%
APTOSE BIOSCIENCES INC 0.1%
Value ($000) $1,416 Shares 1,907,500 Est. Cost $2.21 Unrealized
QURE UNIQURE NV 0.1%
Value ($000) $1,368 Shares 73,396 Est. Cost $38.62 Unrealized -58.8%
QQQ INVESCO QQQ TR 0.1%
Value ($000) $1,365 Shares 1,000 Est. Cost Unrealized
ATLASSIAN CORP PLC 0.1%
Value ($000) $1,199 Shares 6,400 Est. Cost $187.34 Unrealized
LTRN LANTERN PHARMA INC 0.1%
Value ($000) $971 Shares 170,000 Est. Cost $8.47 Unrealized -29.6%
TWITTER INC 0.1%
Value ($000) $865 Shares 2,000 Est. Cost $37.39 Unrealized
MEI PHARMA INC 0.0%
Value ($000) $666 Shares 1,100,000 Est. Cost $0.96 Unrealized
TSHA TAYSHA GENE THERAPIES INC 0.0%
Value ($000) $614 Shares 165,000 Est. Cost $3.97 Unrealized 0.0%
SMR NUSCALE PWR CORP 0.0%
Value ($000) $500 Shares 50,000 Est. Cost $10.11 Unrealized 0.0%
EIGER BIOPHARMACEUTICALS INC 0.0%
Value ($000) $410 Shares 65,000 Est. Cost $5.85 Unrealized
GLD SPDR GOLD TR 0.0%
Value ($000) $374 Shares 2,000 Est. Cost Unrealized
CMBT EURONAV NV 0.0%
Value ($000) $321 Shares 26,888 Est. Cost $7.13 Unrealized 0.0%
FREYEUR FREYR BATTERY 0.0%
Value ($000) $225 Shares 1,000 Est. Cost Unrealized
EXICURE INC 0.0%
Value ($000) $216 Shares 99,999 Est. Cost $2.16 Unrealized
NUSCALE PWR CORP 0.0%
Value ($000) $177 Shares 87,000 Est. Cost $2.03 Unrealized
HUMANCO ACQUISITION CORP 0.0%
Value ($000) $55 Shares 479,025 Est. Cost $0.89 Unrealized