CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $1,327,040 (100.0% shares, 0.0% debt)

Holdings (120)

SWKH SWK HLDGS CORP 11.6%
Value ($000) $154,594 Shares 9,093,766 Est. Cost $10.16 Unrealized +36.9%
ROG ROGERS CORP 4.7%
Value ($000) $62,889 Shares 260,000 Est. Cost $261.03 Unrealized -0.8%
BLACK KNIGHT INC 4.5%
Value ($000) $59,875 Shares 925,000 Est. Cost $65.15 Unrealized
DUKE REALTY CORP 3.5%
Value ($000) $45,790 Shares 950,000 Est. Cost $54.59 Unrealized
TWITTER INC 3.4%
Value ($000) $44,607 Shares 1,017,500 Est. Cost $39.85 Unrealized
CHEMOCENTRYX INC 2.9%
Value ($000) $38,745 Shares 750,000 Est. Cost $51.66 Unrealized
LHC GROUP INC 2.9%
Value ($000) $38,460 Shares 235,000 Est. Cost $163.66 Unrealized
TSEM TOWER SEMICONDUCTOR LTD 2.7%
Value ($000) $36,470 Shares 830,000 Est. Cost $43.84 Unrealized +5.1%
FHN FIRST HORIZON CORPORATION 2.7%
Value ($000) $35,953 Shares 1,570,000 Est. Cost $18.13 Unrealized +10.7%
JPM JPMORGAN CHASE & CO 2.6%
Value ($000) $35,081 Shares 335,700 Est. Cost $105.62 Unrealized 0.0%
COWEN INC 2.6%
Value ($000) $34,776 Shares 900,000 Est. Cost $38.64 Unrealized
ACTIVISION BLIZZARD INC 2.4%
Value ($000) $31,966 Shares 430,000 Est. Cost $79.45 Unrealized
USB US BANCORP DEL 2.3%
Value ($000) $30,615 Shares 759,300 Est. Cost $39.22 Unrealized 0.0%
GLOBAL BLOOD THERAPEUTICS IN 2.1%
Value ($000) $27,240 Shares 400,000 Est. Cost $68.10 Unrealized
FITB FIFTH THIRD BANCORP 2.0%
Value ($000) $26,725 Shares 836,200 Est. Cost $32.00 Unrealized -6.5%
WFC WELLS FARGO CO NEW 2.0%
Value ($000) $26,614 Shares 661,700 Est. Cost $42.51 Unrealized -7.4%
COF CAPITAL ONE FINL CORP 1.9%
Value ($000) $25,617 Shares 277,931 Est. Cost $104.09 Unrealized -3.7%
VMWARE INC 1.6%
Value ($000) $20,856 Shares 195,900 Est. Cost $113.49 Unrealized
SIGNIFY HEALTH INC 1.5%
Value ($000) $20,405 Shares 700,000 Est. Cost $29.15 Unrealized
GLATFELTER CORPORATION 1.0%
Value ($000) $13,575 Shares 4,365,000 Est. Cost $9.73 Unrealized
SOUTH JERSEY INDS INC 1.0%
Value ($000) $13,368 Shares 400,000 Est. Cost $34.38 Unrealized
KBR KBR INC 1.0%
Value ($000) $12,975 Shares 300,218 Est. Cost $25.38 Unrealized +86.9%
MAT MATTEL INC 1.0%
Value ($000) $12,785 Shares 675,000 Est. Cost $23.03 Unrealized -2.9%
WTFC WINTRUST FINL CORP 0.9%
Value ($000) $11,751 Shares 144,099 Est. Cost $96.48 Unrealized -12.0%
CNI CANADIAN NATL RY CO 0.9%
Value ($000) $11,739 Shares 108,700 Est. Cost $111.34 Unrealized 0.0%
LIBERTY MEDIA CORP DEL 0.9%
Value ($000) $11,416 Shares 299,859 Est. Cost $44.16 Unrealized
MTH MERITAGE HOMES CORP 0.8%
Value ($000) $10,754 Shares 153,045 Est. Cost $44.45 Unrealized -9.0%
CMBT EURONAV NV 0.8%
Value ($000) $10,465 Shares 680,000 Est. Cost $8.99 Unrealized +0.9%
FIS FIDELITY NATL INFORMATION SV 0.8%
Value ($000) $10,081 Shares 133,400 Est. Cost $85.24 Unrealized 0.0%
SOUTHSTATE CORPORATION 0.8%
Value ($000) $10,072 Shares 127,300 Est. Cost $79.12 Unrealized
MHO M/I HOMES INC 0.8%
Value ($000) $10,060 Shares 277,660 Est. Cost $52.52 Unrealized -17.8%
GWW GRAINGER W W INC 0.8%
Value ($000) $9,979 Shares 20,400 Est. Cost $510.04 Unrealized 0.0%
WAB WABTEC 0.7%
Value ($000) $9,908 Shares 121,800 Est. Cost $87.14 Unrealized -0.5%
UNP UNION PAC CORP 0.7%
Value ($000) $9,780 Shares 50,200 Est. Cost $204.23 Unrealized 0.0%
ALLE ALLEGION PLC 0.7%
Value ($000) $9,048 Shares 100,891 Est. Cost $110.74 Unrealized -14.6%
HEI/A HEICO CORP NEW 0.7%
Value ($000) $8,837 Shares 77,100 Est. Cost $120.44 Unrealized -0.4%
ALSN ALLISON TRANSMISSION HLDGS I 0.7%
Value ($000) $8,822 Shares 261,316 Est. Cost $36.08 Unrealized -1.3%
POOL POOL CORP 0.7%
Value ($000) $8,719 Shares 27,400 Est. Cost $340.81 Unrealized 0.0%
GLD SPDR GOLD TR 0.6%
Value ($000) $8,507 Shares 55,000 Est. Cost $154.67 Unrealized
TIP ISHARES TR 0.6%
Value ($000) $8,319 Shares 79,300 Est. Cost $104.91 Unrealized
CNNE CANNAE HLDGS INC 0.6%
Value ($000) $8,269 Shares 400,222 Est. Cost $32.00 Unrealized -35.9%
TOL TOLL BROTHERS INC 0.6%
Value ($000) $7,867 Shares 187,300 Est. Cost $50.52 Unrealized -8.2%
KBH KB HOME 0.6%
Value ($000) $7,676 Shares 296,158 Est. Cost $34.21 Unrealized -16.9%
SCIPLAY CORPORATION 0.6%
Value ($000) $7,526 Shares 640,000 Est. Cost $20.00 Unrealized
BERRY GLOBAL GROUP INC 0.6%
Value ($000) $7,445 Shares 160,000 Est. Cost $54.64 Unrealized
LBRDK LIBERTY BROADBAND CORP 0.6%
Value ($000) $7,391 Shares 100,150 Est. Cost $134.88 Unrealized -26.1%
FOR FORESTAR GROUP INC 0.6%
Value ($000) $7,364 Shares 658,082 Est. Cost $17.70 Unrealized -25.2%
ARMK ARAMARK 0.6%
Value ($000) $7,332 Shares 235,000 Est. Cost $25.49 Unrealized -6.4%
BRBR BELLRING BRANDS INC 0.5%
Value ($000) $7,220 Shares 350,333 Est. Cost $24.81 Unrealized -3.2%
MSFT MICROSOFT CORP 0.5%
Value ($000) $7,220 Shares 31,000 Est. Cost $256.88 Unrealized 0.0%
TPH TRI POINTE HOMES INC 0.5%
Value ($000) $7,097 Shares 469,715 Est. Cost $17.65 Unrealized 0.0%
BPOP POPULAR INC 0.5%
Value ($000) $7,016 Shares 97,360 Est. Cost $70.02 Unrealized 0.0%
SPGI S&P GLOBAL INC 0.5%
Value ($000) $6,931 Shares 22,700 Est. Cost $346.25 Unrealized +0.4%
HWM HOWMET AEROSPACE INC 0.5%
Value ($000) $6,889 Shares 222,713 Est. Cost $28.30 Unrealized +22.7%
HAL HALLIBURTON CO 0.5%
Value ($000) $6,229 Shares 253,000 Est. Cost $26.55 Unrealized 0.0%
DELL DELL TECHNOLOGIES INC 0.5%
Value ($000) $6,151 Shares 180,000 Est. Cost $51.12 Unrealized -23.5%
WCN WASTE CONNECTIONS INC 0.5%
Value ($000) $6,054 Shares 44,800 Est. Cost $126.61 Unrealized +5.4%
WBS WEBSTER FINL CORP 0.5%
Value ($000) $6,043 Shares 133,700 Est. Cost $46.28 Unrealized 0.0%
HLT HILTON WORLDWIDE HLDGS INC 0.5%
Value ($000) $5,995 Shares 49,700 Est. Cost $139.34 Unrealized -10.2%
AXTA AXALTA COATING SYS LTD 0.5%
Value ($000) $5,990 Shares 284,405 Est. Cost $27.13 Unrealized -9.4%
KHC KRAFT HEINZ CO 0.5%
Value ($000) $5,976 Shares 179,200 Est. Cost $33.03 Unrealized -4.7%
MA MASTERCARD INCORPORATED 0.4%
Value ($000) $5,829 Shares 20,500 Est. Cost $325.17 Unrealized 0.0%
DHI D R HORTON INC 0.4%
Value ($000) $5,680 Shares 84,336 Est. Cost $76.42 Unrealized -6.9%
MIR MIRION TECHNOLOGIES INC 0.4%
Value ($000) $5,603 Shares 750,000 Est. Cost $10.31 Unrealized -31.7%
LIBERTY MEDIA CORP DEL 0.4%
Value ($000) $5,314 Shares 140,926 Est. Cost $44.93 Unrealized
ELAN ELANCO ANIMAL HEALTH INC 0.4%
Value ($000) $5,274 Shares 425,000 Est. Cost $28.77 Unrealized -39.2%
TXNM PNM RES INC 0.4%
Value ($000) $5,259 Shares 115,000 Est. Cost $48.49 Unrealized -1.9%
TRU TRANSUNION 0.4%
Value ($000) $5,164 Shares 86,800 Est. Cost $80.89 Unrealized -6.7%
CDAUF COMPASS DIGITAL ACQUISITN CO 0.4%
Value ($000) $4,870 Shares 500,000 Est. Cost $9.88 Unrealized
LOW LOWES COS INC 0.4%
Value ($000) $4,865 Shares 25,903 Est. Cost $148.20 Unrealized +23.1%
CFR CULLEN FROST BANKERS INC 0.4%
Value ($000) $4,826 Shares 36,500 Est. Cost $123.52 Unrealized -4.6%
PKG PACKAGING CORP AMER 0.4%
Value ($000) $4,784 Shares 42,600 Est. Cost $121.77 Unrealized 0.0%
WCC WESCO INTL INC 0.3%
Value ($000) $4,572 Shares 38,300 Est. Cost $121.46 Unrealized +0.1%
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $4,457 Shares 37,000 Est. Cost $88.20 Unrealized +21.8%
SAIA SAIA INC 0.3%
Value ($000) $4,446 Shares 23,400 Est. Cost $201.82 Unrealized +5.0%
PAYX PAYCHEX INC 0.3%
Value ($000) $4,331 Shares 38,600 Est. Cost $112.11 Unrealized 0.0%
FLEETCOR TECHNOLOGIES INC 0.3%
Value ($000) $4,281 Shares 24,300 Est. Cost $202.43 Unrealized
GLOB GLOBANT S A 0.3%
Value ($000) $4,170 Shares 22,288 Est. Cost $206.21 Unrealized 0.0%
ZION ZIONS BANCORPORATION N A 0.3%
Value ($000) $4,120 Shares 81,000 Est. Cost $68.41 Unrealized -20.1%
PAYC PAYCOM SOFTWARE INC 0.3%
Value ($000) $4,092 Shares 12,400 Est. Cost $337.49 Unrealized 0.0%
ALIT ALIGHT INC 0.3%
Value ($000) $4,032 Shares 550,000 Est. Cost $10.10 Unrealized -27.0%
NSC NORFOLK SOUTHN CORP 0.3%
Value ($000) $3,835 Shares 18,291 Est. Cost $226.47 Unrealized -1.6%
BLKB BLACKBAUD INC 0.3%
Value ($000) $3,745 Shares 85,000 Est. Cost $53.91 Unrealized 0.0%
EWJ ISHARES INC 0.3%
Value ($000) $3,732 Shares 76,400 Est. Cost $48.85 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 0.3%
Value ($000) $3,537 Shares 17,600 Est. Cost $182.92 Unrealized +7.8%
WESTROCK CO 0.3%
Value ($000) $3,321 Shares 107,500 Est. Cost $30.89 Unrealized
TENB TENABLE HLDGS INC 0.2%
Value ($000) $3,195 Shares 91,806 Est. Cost $41.93 Unrealized 0.0%
GFF GRIFFON CORP 0.2%
Value ($000) $3,188 Shares 108,004 Est. Cost $27.39 Unrealized 0.0%
AON AON PLC 0.2%
Value ($000) $2,973 Shares 11,100 Est. Cost $279.95 Unrealized -1.5%
BC BRUNSWICK CORP 0.2%
Value ($000) $2,945 Shares 45,000 Est. Cost $84.69 Unrealized -17.9%
KKR ACQUISITION HOLDING I CO 0.2%
Value ($000) $2,706 Shares 275,000 Est. Cost $9.75 Unrealized
HYG ISHARES TR 0.2%
Value ($000) $2,653 Shares 9,500 Est. Cost $73.61 Unrealized
LIBERTY MEDIA ACQUISITION CO 0.2%
Value ($000) $2,642 Shares 265,812 Est. Cost $10.15 Unrealized
WDAY WORKDAY INC 0.2%
Value ($000) $2,496 Shares 16,400 Est. Cost $156.53 Unrealized 0.0%
TWITTER INC 0.2%
Value ($000) $2,129 Shares 8,000 Est. Cost $39.85 Unrealized
EEFT EURONET WORLDWIDE INC 0.1%
Value ($000) $1,977 Shares 26,100 Est. Cost $93.83 Unrealized 0.0%
GLPG GALAPAGOS NV 0.1%
Value ($000) $1,919 Shares 45,000 Est. Cost $52.35 Unrealized
JWSUF JAWS MUSTANG ACQUISITION COR 0.1%
Value ($000) $1,917 Shares 192,488 Est. Cost $10.15 Unrealized
IOVA IOVANCE BIOTHERAPEUTICS INC 0.1%
Value ($000) $1,677 Shares 175,000 Est. Cost $14.23 Unrealized -18.9%
QQQ INVESCO QQQ TR 0.1%
Value ($000) $1,602 Shares 700 Est. Cost Unrealized
TWITTER INC 0.1%
Value ($000) $1,507 Shares 2,830 Est. Cost $39.85 Unrealized
SNFCA SECURITY NATL FINL CORP 0.1%
Value ($000) $1,418 Shares 223,319 Est. Cost $6.85 Unrealized -5.4%
APTOSE BIOSCIENCES INC 0.1%
Value ($000) $1,196 Shares 2,010,000 Est. Cost $2.13 Unrealized
CUE CUE BIOPHARMA INC 0.1%
Value ($000) $1,193 Shares 535,000 Est. Cost $8.13 Unrealized -64.7%
INTC INTEL CORP 0.1%
Value ($000) $1,160 Shares 45,000 Est. Cost $32.31 Unrealized 0.0%
QURE UNIQURE NV 0.1%
Value ($000) $1,126 Shares 60,000 Est. Cost $38.62 Unrealized -45.6%
TFF PHARMACEUTICALS INC 0.1%
Value ($000) $1,117 Shares 275,000 Est. Cost $10.64 Unrealized
LTRN LANTERN PHARMA INC 0.1%
Value ($000) $803 Shares 168,000 Est. Cost $8.47 Unrealized -36.5%
DPZ DOMINOS PIZZA INC 0.1%
Value ($000) $713 Shares 2,300 Est. Cost $361.53 Unrealized 0.0%
SAM BOSTON BEER INC 0.1%
Value ($000) $680 Shares 2,100 Est. Cost $345.86 Unrealized 0.0%
BIIB BIOGEN INC 0.1%
Value ($000) $668 Shares 2,500 Est. Cost $212.38 Unrealized 0.0%
CAKE CHEESECAKE FACTORY INC 0.0%
Value ($000) $630 Shares 21,523 Est. Cost $27.70 Unrealized 0.0%
BUD ANHEUSER BUSCH INBEV SA/NV 0.0%
Value ($000) $488 Shares 10,800 Est. Cost $45.19 Unrealized
TSLA TESLA INC 0.0%
Value ($000) $473 Shares 400 Est. Cost Unrealized
MEI PHARMA INC 0.0%
Value ($000) $445 Shares 1,150,000 Est. Cost $0.94 Unrealized
EIGER BIOPHARMACEUTICALS INC 0.0%
Value ($000) $414 Shares 55,000 Est. Cost $5.85 Unrealized
TSHA TAYSHA GENE THERAPIES INC 0.0%
Value ($000) $386 Shares 200,000 Est. Cost $3.91 Unrealized -7.1%
EXICURE INC 0.0%
Value ($000) $298 Shares 190,000 Est. Cost $1.88 Unrealized
CGTX COGNITION THERAPEUTICS INC 0.0%
Value ($000) $190 Shares 100,000 Est. Cost $2.08 Unrealized 0.0%
HUMANCO ACQUISITION CORP 0.0%
Value ($000) $58 Shares 530,125 Est. Cost $0.81 Unrealized