CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $1,282,100 (100.0% shares, 0.0% debt)

Holdings (134)

SWKH SWK HLDGS CORP 11.2%
Value ($000) $143,227 Shares 9,093,766 Est. Cost $10.16 Unrealized +24.7%
ACTIVISION BLIZZARD INC 7.9%
Value ($000) $100,652 Shares 1,075,000 Est. Cost $91.19 Unrealized
HORIZON THERAPEUTICS PUB L 5.6%
Value ($000) $72,241 Shares 624,432 Est. Cost $113.40 Unrealized
AMERICAN EQTY INVT LIFE HLD 2.8%
Value ($000) $35,778 Shares 667,000 Est. Cost $53.27 Unrealized
CPRI CAPRI HOLDINGS LIMITED 2.6%
Value ($000) $32,881 Shares 625,000 Est. Cost $45.35 Unrealized 0.0%
HOSTESS BRANDS INC 2.5%
Value ($000) $32,477 Shares 975,000 Est. Cost $33.31 Unrealized
SEAGEN INC 2.5%
Value ($000) $31,823 Shares 150,000 Est. Cost $212.15 Unrealized
DENBURY INC 2.2%
Value ($000) $28,423 Shares 290,000 Est. Cost $98.01 Unrealized
NATIONAL INSTRS CORP 1.9%
Value ($000) $24,420 Shares 409,593 Est. Cost $57.40 Unrealized
NSC NORFOLK SOUTHN CORP 1.8%
Value ($000) $22,706 Shares 115,300 Est. Cost $205.00 Unrealized 0.0%
LEN LENNAR CORP 1.7%
Value ($000) $21,361 Shares 190,332 Est. Cost $102.10 Unrealized +11.1%
MSFT MICROSOFT CORP 1.6%
Value ($000) $20,929 Shares 66,285 Est. Cost $316.08 Unrealized +2.7%
WESTROCK CO 1.6%
Value ($000) $20,585 Shares 575,000 Est. Cost $35.80 Unrealized
SPLUNK INC 1.6%
Value ($000) $20,475 Shares 140,000 Est. Cost $146.25 Unrealized
ABCAM PLC 1.6%
Value ($000) $19,914 Shares 880,000 Est. Cost $22.63 Unrealized
SCIPLAY CORPORATION 1.3%
Value ($000) $16,888 Shares 741,678 Est. Cost $20.41 Unrealized
BLKB BLACKBAUD INC 1.2%
Value ($000) $15,822 Shares 225,000 Est. Cost $58.30 Unrealized +26.3%
LBRDK LIBERTY BROADBAND CORP 1.2%
Value ($000) $15,568 Shares 170,477 Est. Cost $109.80 Unrealized -23.9%
TIP ISHARES TR 1.2%
Value ($000) $15,558 Shares 150,000 Est. Cost $104.22 Unrealized
WFC WELLS FARGO CO NEW 1.2%
Value ($000) $15,355 Shares 375,800 Est. Cost $42.11 Unrealized -3.4%
ARMK ARAMARK 1.1%
Value ($000) $14,275 Shares 411,380 Est. Cost $26.66 Unrealized +2.0%
TXNM PNM RES INC 1.1%
Value ($000) $13,856 Shares 310,600 Est. Cost $44.66 Unrealized 0.0%
ORLY OREILLY AUTOMOTIVE INC 1.1%
Value ($000) $13,724 Shares 15,100 Est. Cost $62.73 Unrealized 0.0%
TSEM TOWER SEMICONDUCTOR LTD 1.0%
Value ($000) $13,149 Shares 535,400 Est. Cost $43.84 Unrealized -26.9%
GPC GENUINE PARTS CO 1.0%
Value ($000) $12,936 Shares 89,600 Est. Cost $144.49 Unrealized 0.0%
GLATFELTER CORPORATION 1.0%
Value ($000) $12,930 Shares 6,465,000 Est. Cost $7.44 Unrealized
DVN DEVON ENERGY CORP NEW 1.0%
Value ($000) $12,827 Shares 268,914 Est. Cost $46.14 Unrealized -0.0%
UNITED STATES STL CORP NEW 1.0%
Value ($000) $12,667 Shares 390,000 Est. Cost $32.48 Unrealized
CSX CSX CORP 1.0%
Value ($000) $12,239 Shares 398,024 Est. Cost $29.71 Unrealized +3.0%
ALSN ALLISON TRANSMISSION HLDGS I 0.9%
Value ($000) $11,918 Shares 201,800 Est. Cost $47.76 Unrealized +19.7%
FHN FIRST HORIZON CORPORATION 0.9%
Value ($000) $11,628 Shares 1,055,210 Est. Cost $18.81 Unrealized -39.7%
CARR CARRIER GLOBAL CORPORATION 0.8%
Value ($000) $10,107 Shares 183,100 Est. Cost $46.63 Unrealized +14.6%
VMWARE INC 0.8%
Value ($000) $9,989 Shares 60,000 Est. Cost $166.48 Unrealized
HEI/A HEICO CORP NEW 0.8%
Value ($000) $9,963 Shares 77,100 Est. Cost $120.44 Unrealized +12.2%
CNI CANADIAN NATL RY CO 0.8%
Value ($000) $9,954 Shares 91,886 Est. Cost $111.23 Unrealized -1.7%
KBR KBR INC 0.8%
Value ($000) $9,721 Shares 164,938 Est. Cost $25.38 Unrealized +136.2%
JCI JOHNSON CTLS INTL PLC 0.8%
Value ($000) $9,658 Shares 181,500 Est. Cost $59.18 Unrealized 0.0%
MARATHON OIL CORP 0.7%
Value ($000) $9,461 Shares 353,700 Est. Cost $24.42 Unrealized
CTRA COTERRA ENERGY INC 0.7%
Value ($000) $9,302 Shares 343,900 Est. Cost $24.07 Unrealized +4.7%
CNNE CANNAE HLDGS INC 0.7%
Value ($000) $9,127 Shares 489,628 Est. Cost $29.42 Unrealized -36.2%
SAIA SAIA INC 0.7%
Value ($000) $8,890 Shares 22,300 Est. Cost $403.42 Unrealized 0.0%
KVUE KENVUE INC 0.6%
Value ($000) $8,069 Shares 401,822 Est. Cost $21.04 Unrealized 0.0%
MTH MERITAGE HOMES CORP 0.6%
Value ($000) $8,013 Shares 65,472 Est. Cost $56.13 Unrealized +22.4%
LGIH LGI HOMES INC 0.6%
Value ($000) $7,815 Shares 78,548 Est. Cost $124.13 Unrealized 0.0%
KNX KNIGHT-SWIFT TRANSN HLDGS IN 0.6%
Value ($000) $7,683 Shares 153,200 Est. Cost $53.85 Unrealized -0.2%
BATRK ATLANTA BRAVES HLDGS INC 0.6%
Value ($000) $7,367 Shares 206,175 Est. Cost $37.85 Unrealized 0.0%
DHI D R HORTON INC 0.6%
Value ($000) $7,319 Shares 68,100 Est. Cost $116.99 Unrealized 0.0%
TFC TRUIST FINL CORP 0.6%
Value ($000) $7,302 Shares 255,227 Est. Cost $27.15 Unrealized 0.0%
CIRCOR INTL INC 0.6%
Value ($000) $7,256 Shares 130,146 Est. Cost $56.42 Unrealized
CTO CTO RLTY GROWTH INC NEW 0.6%
Value ($000) $7,223 Shares 445,598 Est. Cost $16.85 Unrealized
KBH KB HOME 0.6%
Value ($000) $7,216 Shares 155,917 Est. Cost $38.16 Unrealized +28.1%
BRBR BELLRING BRANDS INC 0.5%
Value ($000) $7,029 Shares 170,486 Est. Cost $24.81 Unrealized +54.5%
AXTA AXALTA COATING SYS LTD 0.5%
Value ($000) $6,999 Shares 260,200 Est. Cost $27.47 Unrealized +6.8%
SUI SUN CMNTYS INC 0.5%
Value ($000) $6,887 Shares 58,200 Est. Cost $128.81 Unrealized
SNOW SNOWFLAKE INC 0.5%
Value ($000) $6,676 Shares 43,700 Est. Cost $162.82 Unrealized 0.0%
VLO VALERO ENERGY CORP 0.5%
Value ($000) $6,575 Shares 46,400 Est. Cost $110.09 Unrealized +10.9%
ZS ZSCALER INC 0.5%
Value ($000) $6,519 Shares 41,900 Est. Cost $149.95 Unrealized 0.0%
WH WYNDHAM HOTELS & RESORTS INC 0.5%
Value ($000) $6,505 Shares 93,549 Est. Cost $69.37 Unrealized +6.9%
MRVI MARAVAI LIFESCIENCES HLDGS I 0.5%
Value ($000) $6,350 Shares 635,000 Est. Cost $12.69 Unrealized -13.4%
XBI SPDR SER TR 0.5%
Value ($000) $6,309 Shares 86,400 Est. Cost $75.32 Unrealized
FIS FIDELITY NATL INFORMATION SV 0.5%
Value ($000) $6,248 Shares 113,037 Est. Cost $82.25 Unrealized -33.9%
MBLY MOBILEYE GLOBAL INC 0.5%
Value ($000) $6,208 Shares 149,400 Est. Cost $39.76 Unrealized -3.3%
GFF GRIFFON CORP 0.5%
Value ($000) $6,025 Shares 151,868 Est. Cost $35.80 Unrealized +11.8%
NVR NVR INC 0.5%
Value ($000) $5,999 Shares 1,006 Est. Cost $5820.19 Unrealized +6.7%
CMA COMERICA INC 0.5%
Value ($000) $5,981 Shares 143,959 Est. Cost $41.97 Unrealized 0.0%
ADBE ADOBE INC 0.5%
Value ($000) $5,864 Shares 11,500 Est. Cost $415.55 Unrealized +26.3%
CHH CHOICE HOTELS INTL INC 0.4%
Value ($000) $5,733 Shares 46,800 Est. Cost $122.82 Unrealized 0.0%
TLT ISHARES TR 0.4%
Value ($000) $5,703 Shares 64,300 Est. Cost $88.69 Unrealized
PAYC PAYCOM SOFTWARE INC 0.4%
Value ($000) $5,445 Shares 21,000 Est. Cost $299.32 Unrealized 0.0%
CDAUF COMPASS DIGITAL ACQUISITN CO 0.4%
Value ($000) $5,324 Shares 505,619 Est. Cost $9.88 Unrealized
TGT TARGET CORP 0.4%
Value ($000) $5,130 Shares 46,400 Est. Cost $130.05 Unrealized -10.5%
CVX CHEVRON CORP NEW 0.4%
Value ($000) $5,109 Shares 30,300 Est. Cost $147.67 Unrealized -1.3%
HBAN HUNTINGTON BANCSHARES INC 0.4%
Value ($000) $5,085 Shares 488,900 Est. Cost $10.09 Unrealized 0.0%
ALLE ALLEGION PLC 0.4%
Value ($000) $5,012 Shares 48,100 Est. Cost $109.97 Unrealized -0.6%
PANW PALO ALTO NETWORKS INC 0.4%
Value ($000) $4,970 Shares 21,200 Est. Cost $118.33 Unrealized 0.0%
OKTA OKTA INC 0.4%
Value ($000) $4,844 Shares 59,432 Est. Cost $75.88 Unrealized -0.1%
AQN ALGONQUIN PWR UTILS CORP 0.4%
Value ($000) $4,736 Shares 800,000 Est. Cost $7.43 Unrealized -10.1%
MIR MIRION TECHNOLOGIES INC 0.3%
Value ($000) $4,213 Shares 563,939 Est. Cost $10.26 Unrealized -23.2%
C CITIGROUP INC 0.3%
Value ($000) $4,134 Shares 100,500 Est. Cost $43.98 Unrealized -8.0%
LOW LOWES COS INC 0.3%
Value ($000) $4,054 Shares 19,503 Est. Cost $179.11 Unrealized +20.0%
ALIT ALIGHT INC 0.3%
Value ($000) $4,036 Shares 569,260 Est. Cost $9.19 Unrealized -12.8%
HST HOST HOTELS & RESORTS INC 0.3%
Value ($000) $4,001 Shares 249,000 Est. Cost $14.48 Unrealized 0.0%
HRI HERC HLDGS INC 0.3%
Value ($000) $3,937 Shares 33,100 Est. Cost $129.84 Unrealized -4.3%
UDR UDR INC 0.3%
Value ($000) $3,847 Shares 107,862 Est. Cost $36.93 Unrealized -2.2%
VRNS VARONIS SYS INC 0.3%
Value ($000) $3,738 Shares 122,381 Est. Cost $29.53 Unrealized 0.0%
PIONEER NAT RES CO 0.3%
Value ($000) $3,696 Shares 16,100 Est. Cost $207.18 Unrealized
INTU INTUIT 0.3%
Value ($000) $3,530 Shares 6,909 Est. Cost $498.82 Unrealized 0.0%
GS GOLDMAN SACHS GROUP INC 0.3%
Value ($000) $3,397 Shares 10,500 Est. Cost $321.79 Unrealized -2.0%
BEACON ROOFING SUPPLY INC 0.3%
Value ($000) $3,349 Shares 43,400 Est. Cost $77.17 Unrealized
PB PROSPERITY BANCSHARES INC 0.2%
Value ($000) $3,121 Shares 57,174 Est. Cost $62.95 Unrealized -15.2%
MS MORGAN STANLEY 0.2%
Value ($000) $3,054 Shares 37,400 Est. Cost $80.29 Unrealized 0.0%
HYG ISHARES TR 0.2%
Value ($000) $2,949 Shares 40,000 Est. Cost $73.72 Unrealized
MAT MATTEL INC 0.2%
Value ($000) $2,754 Shares 125,000 Est. Cost $19.68 Unrealized +8.5%
BLD TOPBUILD CORP 0.2%
Value ($000) $2,698 Shares 10,724 Est. Cost $209.64 Unrealized +31.4%
NOW SERVICENOW INC 0.2%
Value ($000) $2,683 Shares 4,800 Est. Cost $114.08 Unrealized 0.0%
CHRD CHORD ENERGY CORPORATION 0.2%
Value ($000) $2,589 Shares 15,976 Est. Cost $136.76 Unrealized 0.0%
MNDY MONDAY COM LTD 0.2%
Value ($000) $2,356 Shares 14,800 Est. Cost $167.92 Unrealized 0.0%
TPH TRI POINTE HOMES INC 0.2%
Value ($000) $2,295 Shares 83,926 Est. Cost $30.69 Unrealized 0.0%
NTRS NORTHERN TR CORP 0.2%
Value ($000) $2,247 Shares 32,338 Est. Cost $84.16 Unrealized -17.0%
S SENTINELONE INC 0.2%
Value ($000) $2,122 Shares 125,843 Est. Cost $15.80 Unrealized 0.0%
SNFCA SECURITY NATL FINL CORP 0.2%
Value ($000) $2,064 Shares 263,250 Est. Cost $6.54 Unrealized +14.1%
BK BANK NEW YORK MELLON CORP 0.2%
Value ($000) $2,043 Shares 47,900 Est. Cost $41.82 Unrealized 0.0%
PR PERMIAN RESOURCES CORP 0.2%
Value ($000) $1,996 Shares 143,000 Est. Cost $12.58 Unrealized 0.0%
IBP INSTALLED BLDG PRODS INC 0.2%
Value ($000) $1,991 Shares 15,939 Est. Cost $136.47 Unrealized 0.0%
CMBT EURONAV NV 0.1%
Value ($000) $1,889 Shares 115,000 Est. Cost $11.25 Unrealized 0.0%
ALTERYX INC 0.1%
Value ($000) $1,883 Shares 49,964 Est. Cost $45.40 Unrealized
HYG ISHARES TR 0.1%
Value ($000) $1,862 Shares 12,000 Est. Cost $73.72 Unrealized
SCULPTOR CAP MGMT 0.1%
Value ($000) $1,740 Shares 150,000 Est. Cost $11.60 Unrealized
TFF PHARMACEUTICALS INC 0.1%
Value ($000) $1,706 Shares 4,875,000 Est. Cost $1.07 Unrealized
FIVN FIVE9 INC 0.1%
Value ($000) $1,604 Shares 24,947 Est. Cost $74.83 Unrealized 0.0%
MTDR MATADOR RES CO 0.1%
Value ($000) $1,558 Shares 26,200 Est. Cost $58.25 Unrealized 0.0%
QURE UNIQURE NV 0.1%
Value ($000) $1,309 Shares 195,100 Est. Cost $9.00 Unrealized 0.0%
FANG DIAMONDBACK ENERGY INC 0.1%
Value ($000) $1,208 Shares 7,800 Est. Cost $120.96 Unrealized +10.9%
VIPER ENERGY PARTNERS LP 0.1%
Value ($000) $1,071 Shares 38,400 Est. Cost $27.88 Unrealized
EWBC EAST WEST BANCORP INC 0.1%
Value ($000) $1,022 Shares 19,394 Est. Cost $46.92 Unrealized +11.7%
LITS MEI PHARMA INC 0.1%
Value ($000) $876 Shares 125,000 Est. Cost $4.94 Unrealized +3.2%
AR ANTERO RESOURCES CORP 0.1%
Value ($000) $873 Shares 34,400 Est. Cost $25.80 Unrealized 0.0%
GLPG GALAPAGOS NV 0.1%
Value ($000) $864 Shares 25,000 Est. Cost $50.64 Unrealized
RBLX ROBLOX CORP 0.1%
Value ($000) $724 Shares 25,000 Est. Cost $33.23 Unrealized 0.0%
FREYEUR FREYR BATTERY 0.0%
Value ($000) $620 Shares 2,000 Est. Cost Unrealized
VITAL ENERGY INC 0.0%
Value ($000) $554 Shares 10,000 Est. Cost $55.42 Unrealized
TSLA TESLA INC 0.0%
Value ($000) $553 Shares 420 Est. Cost Unrealized
IOVA IOVANCE BIOTHERAPEUTICS INC 0.0%
Value ($000) $493 Shares 108,280 Est. Cost $13.72 Unrealized -52.4%
XPRO EXPRO GROUP HOLDINGS NV 0.0%
Value ($000) $476 Shares 20,500 Est. Cost $22.55 Unrealized 0.0%
CGTX COGNITION THERAPEUTICS INC 0.0%
Value ($000) $418 Shares 290,000 Est. Cost $1.97 Unrealized -20.3%
CIVI CIVITAS RESOURCES INC 0.0%
Value ($000) $364 Shares 4,500 Est. Cost $64.25 Unrealized 0.0%
LTRN LANTERN PHARMA INC 0.0%
Value ($000) $324 Shares 95,000 Est. Cost $8.47 Unrealized -46.4%
CUE CUE BIOPHARMA INC 0.0%
Value ($000) $311 Shares 135,000 Est. Cost $8.13 Unrealized -60.0%
APTOSE BIOSCIENCES INC 0.0%
Value ($000) $299 Shares 106,666 Est. Cost $4.64 Unrealized
XOP SPDR SER TR 0.0%
Value ($000) $266 Shares 1,800 Est. Cost $147.91 Unrealized
SUNNOVA ENERGY INTL INC. 0.0%
Value ($000) $131 Shares 12,500 Est. Cost $10.47 Unrealized
PLUG PLUG POWER INC 0.0%
Value ($000) $114 Shares 15,000 Est. Cost $9.77 Unrealized 0.0%
EXICURE INC 0.0%
Value ($000) $82 Shares 114,000 Est. Cost $1.80 Unrealized
SUNPOWER CORP 0.0%
Value ($000) $77 Shares 12,500 Est. Cost $6.17 Unrealized