CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 10, 2023

Total Value ($000): $1,167,555 (100.0% shares, 0.0% debt)

Holdings (118)

SWKH SWK HLDGS CORP 13.0%
Value ($000) $152,230 Shares 9,093,766 Est. Cost $10.16 Unrealized +34.9%
HORIZON THERAPEUTICS PUB L 6.1%
Value ($000) $71,098 Shares 691,276 Est. Cost $113.40 Unrealized
AEROJET ROCKETDYNE HLDGS INC 4.8%
Value ($000) $55,680 Shares 1,014,766 Est. Cost $55.61 Unrealized
BLACK KNIGHT INC 4.2%
Value ($000) $49,239 Shares 824,360 Est. Cost $64.26 Unrealized
NATIONAL INSTRS CORP 4.2%
Value ($000) $49,077 Shares 855,000 Est. Cost $57.40 Unrealized
LIFE STORAGE INC 3.0%
Value ($000) $34,823 Shares 261,906 Est. Cost $132.39 Unrealized
IVERIC BIO INC 2.8%
Value ($000) $32,849 Shares 835,000 Est. Cost $39.34 Unrealized
TRITON INTL LTD 2.7%
Value ($000) $32,055 Shares 385,000 Est. Cost $83.26 Unrealized
ARGO GROUP INTL HLDGS LTD 2.0%
Value ($000) $23,846 Shares 805,339 Est. Cost $29.29 Unrealized
TSEM TOWER SEMICONDUCTOR LTD 2.0%
Value ($000) $23,825 Shares 635,000 Est. Cost $43.84 Unrealized -5.7%
LEN LENNAR CORP 1.9%
Value ($000) $21,945 Shares 175,123 Est. Cost $101.11 Unrealized +4.0%
FHN FIRST HORIZON CORPORATION 1.7%
Value ($000) $19,416 Shares 1,722,800 Est. Cost $18.81 Unrealized -35.7%
GLATFELTER CORPORATION 1.5%
Value ($000) $17,863 Shares 5,915,000 Est. Cost $7.95 Unrealized
DIVERSEY HLDGS LTD 1.4%
Value ($000) $15,790 Shares 1,881,966 Est. Cost $8.13 Unrealized
ACTIVISION BLIZZARD INC 1.3%
Value ($000) $15,596 Shares 185,000 Est. Cost $79.45 Unrealized
BLKB BLACKBAUD INC 1.3%
Value ($000) $14,948 Shares 210,000 Est. Cost $57.20 Unrealized +22.8%
WFC WELLS FARGO CO NEW 1.3%
Value ($000) $14,614 Shares 342,400 Est. Cost $42.25 Unrealized -10.9%
NVR NVR INC 1.2%
Value ($000) $13,654 Shares 2,150 Est. Cost $5820.19 Unrealized 0.0%
ARMK ARAMARK 1.1%
Value ($000) $13,368 Shares 310,514 Est. Cost $26.49 Unrealized -0.5%
CFG CITIZENS FINL GROUP INC 1.1%
Value ($000) $13,361 Shares 512,300 Est. Cost $24.48 Unrealized 0.0%
LBRDK LIBERTY BROADBAND CORP 1.1%
Value ($000) $13,277 Shares 165,732 Est. Cost $110.55 Unrealized -34.5%
MTH MERITAGE HOMES CORP 1.1%
Value ($000) $12,267 Shares 86,221 Est. Cost $56.13 Unrealized +11.8%
SCIPLAY CORPORATION 1.0%
Value ($000) $11,747 Shares 596,922 Est. Cost $19.84 Unrealized
KBR KBR INC 1.0%
Value ($000) $11,422 Shares 175,565 Est. Cost $25.38 Unrealized +128.1%
ABSOLUTE SOFTWARE CORP 1.0%
Value ($000) $11,402 Shares 994,963 Est. Cost $11.46 Unrealized
PB PROSPERITY BANCSHARES INC 0.9%
Value ($000) $11,023 Shares 195,159 Est. Cost $62.95 Unrealized -13.6%
HEI/A HEICO CORP NEW 0.9%
Value ($000) $10,840 Shares 77,100 Est. Cost $120.44 Unrealized +10.9%
FOR FORESTAR GROUP INC 0.9%
Value ($000) $10,800 Shares 478,936 Est. Cost $17.34 Unrealized +11.0%
MAT MATTEL INC 0.9%
Value ($000) $10,747 Shares 550,000 Est. Cost $19.68 Unrealized -8.2%
PDC ENERGY INC 0.9%
Value ($000) $10,671 Shares 150,000 Est. Cost $71.14 Unrealized
CNI CANADIAN NATL RY CO 0.9%
Value ($000) $10,108 Shares 83,486 Est. Cost $111.43 Unrealized +0.9%
AXTA AXALTA COATING SYS LTD 0.9%
Value ($000) $10,064 Shares 306,724 Est. Cost $27.47 Unrealized +13.0%
EWBC EAST WEST BANCORP INC 0.8%
Value ($000) $9,674 Shares 183,256 Est. Cost $46.92 Unrealized 0.0%
CNNE CANNAE HLDGS INC 0.8%
Value ($000) $9,137 Shares 452,115 Est. Cost $30.30 Unrealized -39.7%
LOW LOWES COS INC 0.8%
Value ($000) $9,051 Shares 40,103 Est. Cost $179.11 Unrealized +10.4%
WWD WOODWARD INC 0.7%
Value ($000) $8,455 Shares 71,105 Est. Cost $97.15 Unrealized +7.3%
AMERICAN EQTY INVT LIFE HLD 0.7%
Value ($000) $8,338 Shares 160,000 Est. Cost $52.11 Unrealized
CADE CADENCE BANK 0.7%
Value ($000) $7,903 Shares 402,400 Est. Cost $17.98 Unrealized 0.0%
U S XPRESS ENTERPRISES INC 0.7%
Value ($000) $7,656 Shares 1,246,976 Est. Cost $5.95 Unrealized
CIRCOR INTL INC 0.6%
Value ($000) $7,056 Shares 125,000 Est. Cost $56.45 Unrealized
AQN ALGONQUIN PWR UTILS CORP 0.6%
Value ($000) $6,938 Shares 840,000 Est. Cost $7.43 Unrealized 0.0%
BRBR BELLRING BRANDS INC 0.6%
Value ($000) $6,795 Shares 185,655 Est. Cost $24.81 Unrealized +44.5%
SUI SUN CMNTYS INC 0.6%
Value ($000) $6,562 Shares 50,300 Est. Cost $130.46 Unrealized
CSX CSX CORP 0.6%
Value ($000) $6,428 Shares 188,500 Est. Cost $28.73 Unrealized +5.9%
HRI HERC HLDGS INC 0.5%
Value ($000) $6,279 Shares 45,885 Est. Cost $129.84 Unrealized -19.3%
UNP UNION PAC CORP 0.5%
Value ($000) $6,200 Shares 30,300 Est. Cost $200.19 Unrealized -6.6%
FIS FIDELITY NATL INFORMATION SV 0.5%
Value ($000) $6,139 Shares 112,237 Est. Cost $82.25 Unrealized -37.4%
TSCO TRACTOR SUPPLY CO 0.5%
Value ($000) $6,102 Shares 27,600 Est. Cost $43.74 Unrealized 0.0%
KBH KB HOME 0.5%
Value ($000) $5,891 Shares 113,922 Est. Cost $34.21 Unrealized +26.4%
USB US BANCORP DEL 0.5%
Value ($000) $5,769 Shares 174,600 Est. Cost $28.41 Unrealized 0.0%
CARR CARRIER GLOBAL CORPORATION 0.5%
Value ($000) $5,672 Shares 114,100 Est. Cost $42.52 Unrealized 0.0%
POOL POOL CORP 0.5%
Value ($000) $5,620 Shares 15,000 Est. Cost $340.72 Unrealized -3.3%
LII LENNOX INTL INC 0.5%
Value ($000) $5,576 Shares 17,100 Est. Cost $275.21 Unrealized 0.0%
ALIT ALIGHT INC 0.5%
Value ($000) $5,560 Shares 601,743 Est. Cost $9.19 Unrealized -7.8%
KNX KNIGHT-SWIFT TRANSN HLDGS IN 0.5%
Value ($000) $5,456 Shares 98,200 Est. Cost $53.92 Unrealized 0.0%
GWW GRAINGER W W INC 0.5%
Value ($000) $5,441 Shares 6,900 Est. Cost $510.04 Unrealized +32.0%
CHRW C H ROBINSON WORLDWIDE INC 0.5%
Value ($000) $5,397 Shares 57,200 Est. Cost $90.38 Unrealized 0.0%
ALSN ALLISON TRANSMISSION HLDGS I 0.5%
Value ($000) $5,386 Shares 95,400 Est. Cost $37.28 Unrealized +27.6%
TIP ISHARES TR 0.5%
Value ($000) $5,381 Shares 50,000 Est. Cost $105.22 Unrealized
MRVI MARAVAI LIFESCIENCES HLDGS I 0.5%
Value ($000) $5,345 Shares 430,000 Est. Cost $13.50 Unrealized 0.0%
PKG PACKAGING CORP AMER 0.5%
Value ($000) $5,339 Shares 40,400 Est. Cost $122.47 Unrealized +1.3%
CTO CTO RLTY GROWTH INC NEW 0.5%
Value ($000) $5,285 Shares 308,350 Est. Cost $17.14 Unrealized
CDAUF COMPASS DIGITAL ACQUISITN CO 0.4%
Value ($000) $5,248 Shares 505,619 Est. Cost $9.88 Unrealized
WH WYNDHAM HOTELS & RESORTS INC 0.4%
Value ($000) $5,232 Shares 76,300 Est. Cost $68.28 Unrealized 0.0%
XBI SPDR SER TR 0.4%
Value ($000) $5,192 Shares 62,400 Est. Cost $76.21 Unrealized
MARATHON OIL CORP 0.4%
Value ($000) $5,076 Shares 220,500 Est. Cost $23.02 Unrealized
ADBE ADOBE SYSTEMS INCORPORATED 0.4%
Value ($000) $5,037 Shares 10,300 Est. Cost $402.84 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 0.4%
Value ($000) $4,935 Shares 15,300 Est. Cost $321.79 Unrealized -4.3%
DVN DEVON ENERGY CORP NEW 0.4%
Value ($000) $4,786 Shares 99,000 Est. Cost $46.15 Unrealized -1.5%
UDR UDR INC 0.4%
Value ($000) $4,738 Shares 110,300 Est. Cost $36.93 Unrealized 0.0%
MIR MIRION TECHNOLOGIES INC 0.4%
Value ($000) $4,660 Shares 551,474 Est. Cost $10.31 Unrealized -21.3%
GOOG ALPHABET INC 0.4%
Value ($000) $4,609 Shares 38,100 Est. Cost $95.01 Unrealized +20.9%
TGT TARGET CORP 0.4%
Value ($000) $4,498 Shares 34,100 Est. Cost $134.98 Unrealized 0.0%
C CITIGROUP INC 0.4%
Value ($000) $4,489 Shares 97,500 Est. Cost $44.08 Unrealized -3.1%
VLO VALERO ENERGY CORP 0.4%
Value ($000) $4,387 Shares 37,400 Est. Cost $107.19 Unrealized 0.0%
FORGEROCK INC 0.4%
Value ($000) $4,313 Shares 210,000 Est. Cost $21.63 Unrealized
NTRS NORTHERN TR CORP 0.4%
Value ($000) $4,288 Shares 57,838 Est. Cost $84.16 Unrealized -16.4%
CTRA COTERRA ENERGY INC 0.4%
Value ($000) $4,114 Shares 162,600 Est. Cost $22.80 Unrealized 0.0%
PIONEER NAT RES CO 0.3%
Value ($000) $4,040 Shares 19,500 Est. Cost $207.18 Unrealized
FANG DIAMONDBACK ENERGY INC 0.3%
Value ($000) $3,980 Shares 30,300 Est. Cost $120.96 Unrealized 0.0%
AMH AMERICAN HOMES 4 RENT 0.3%
Value ($000) $3,976 Shares 112,144 Est. Cost $30.61 Unrealized
BAC BANK AMERICA CORP 0.3%
Value ($000) $3,827 Shares 133,400 Est. Cost $26.62 Unrealized 0.0%
HLT HILTON WORLDWIDE HLDGS INC 0.3%
Value ($000) $3,741 Shares 25,700 Est. Cost $136.67 Unrealized +3.4%
DG DOLLAR GEN CORP NEW 0.3%
Value ($000) $3,650 Shares 21,500 Est. Cost $212.09 Unrealized -11.7%
WCC WESCO INTL INC 0.3%
Value ($000) $3,581 Shares 20,000 Est. Cost $145.73 Unrealized -2.5%
MBLY MOBILEYE GLOBAL INC 0.3%
Value ($000) $3,515 Shares 91,500 Est. Cost $40.58 Unrealized 0.0%
CVX CHEVRON CORP NEW 0.3%
Value ($000) $3,398 Shares 21,593 Est. Cost $148.45 Unrealized -3.5%
LIBERTY MEDIA CORP DEL 0.3%
Value ($000) $3,368 Shares 85,000 Est. Cost $39.62 Unrealized
DISCOVER FINL SVCS 0.3%
Value ($000) $3,140 Shares 26,871 Est. Cost $98.32 Unrealized
WMT WALMART INC 0.2%
Value ($000) $2,908 Shares 18,500 Est. Cost $45.79 Unrealized +6.9%
ALLE ALLEGION PLC 0.2%
Value ($000) $2,683 Shares 22,357 Est. Cost $110.74 Unrealized -4.7%
MSFT MICROSOFT CORP 0.2%
Value ($000) $2,554 Shares 7,500 Est. Cost $249.46 Unrealized +23.2%
GFF GRIFFON CORP 0.2%
Value ($000) $2,485 Shares 61,674 Est. Cost $29.60 Unrealized +5.4%
MHO M/I HOMES INC 0.2%
Value ($000) $2,439 Shares 27,968 Est. Cost $52.52 Unrealized +34.8%
ALTERYX INC 0.2%
Value ($000) $2,420 Shares 53,300 Est. Cost $45.40 Unrealized
SNFCA SECURITY NATL FINL CORP 0.2%
Value ($000) $2,395 Shares 270,000 Est. Cost $6.54 Unrealized +2.1%
BLD TOPBUILD CORP 0.2%
Value ($000) $2,288 Shares 8,600 Est. Cost $193.38 Unrealized +13.7%
XLU SELECT SECTOR SPDR TR 0.2%
Value ($000) $2,097 Shares 32,040 Est. Cost $65.44 Unrealized
OKTA OKTA INC 0.2%
Value ($000) $1,997 Shares 28,800 Est. Cost $75.94 Unrealized 0.0%
WAL WESTERN ALLIANCE BANCORP 0.1%
Value ($000) $1,729 Shares 47,402 Est. Cost $56.86 Unrealized -42.8%
OXY OCCIDENTAL PETE CORP 0.1%
Value ($000) $1,588 Shares 27,000 Est. Cost $57.29 Unrealized 0.0%
GLPG GALAPAGOS NV 0.1%
Value ($000) $1,017 Shares 25,000 Est. Cost $50.64 Unrealized
AAL AMERICAN AIRLS GROUP INC 0.1%
Value ($000) $897 Shares 50,000 Est. Cost $15.59 Unrealized -5.9%
LITS MEI PHARMA INC 0.1%
Value ($000) $888 Shares 135,000 Est. Cost $4.94 Unrealized 0.0%
IOVA IOVANCE BIOTHERAPEUTICS INC 0.1%
Value ($000) $735 Shares 104,474 Est. Cost $13.98 Unrealized -48.8%
TFF PHARMACEUTICALS INC 0.1%
Value ($000) $602 Shares 1,280,000 Est. Cost $3.10 Unrealized
LTRN LANTERN PHARMA INC 0.0%
Value ($000) $536 Shares 95,000 Est. Cost $8.47 Unrealized -39.0%
PINE ALPINE INCOME PPTY TR INC 0.0%
Value ($000) $528 Shares 32,501 Est. Cost $16.25 Unrealized
APTOSE BIOSCIENCES INC 0.0%
Value ($000) $495 Shares 106,666 Est. Cost $4.64 Unrealized
CUE CUE BIOPHARMA INC 0.0%
Value ($000) $489 Shares 134,036 Est. Cost $8.13 Unrealized -51.8%
CGTX COGNITION THERAPEUTICS INC 0.0%
Value ($000) $448 Shares 245,000 Est. Cost $2.04 Unrealized +3.8%
APA APA CORPORATION 0.0%
Value ($000) $427 Shares 12,500 Est. Cost $31.61 Unrealized 0.0%
TSHA TAYSHA GENE THERAPIES INC 0.0%
Value ($000) $320 Shares 484,000 Est. Cost $2.70 Unrealized -73.2%
HYG ISHARES TR 0.0%
Value ($000) $302 Shares 4,000 Est. Cost Unrealized
TSLA TESLA INC 0.0%
Value ($000) $287 Shares 300 Est. Cost Unrealized
INFIQ INFINITY PHARMACEUTICALS INC 0.0%
Value ($000) $274 Shares 1,300,000 Est. Cost $0.38 Unrealized -54.5%
RPD RAPID7 INC 0.0%
Value ($000) $272 Shares 6,000 Est. Cost $46.36 Unrealized 0.0%
EXICURE INC 0.0%
Value ($000) $164 Shares 125,000 Est. Cost $1.80 Unrealized