CARLSON CAPITAL L P Quant / Systematic

CIK: 0001056973 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 14, 2024

Total Value ($000): $1,233,590 (100.0% shares, 0.0% debt)

Holdings (114)

SWKH SWK HLDGS CORP 12.8%
Value ($000) $158,413 Shares 9,093,766 Est. Cost $10.16 Unrealized +32.5%
HESS CORP 7.8%
Value ($000) $96,738 Shares 633,767 Est. Cost $145.30 Unrealized
PIONEER NAT RES CO 7.3%
Value ($000) $90,641 Shares 345,300 Est. Cost $224.12 Unrealized
MASONITE INTL CORP 4.2%
Value ($000) $51,728 Shares 393,520 Est. Cost $131.45 Unrealized
CPRI CAPRI HOLDINGS LIMITED 3.5%
Value ($000) $43,262 Shares 955,000 Est. Cost $46.87 Unrealized +1.7%
WESTROCK CO 3.3%
Value ($000) $40,968 Shares 828,472 Est. Cost $40.46 Unrealized
AMERICAN EQTY INVT LIFE HLD 2.6%
Value ($000) $32,438 Shares 576,975 Est. Cost $55.20 Unrealized
TXNM PNM RES INC 1.7%
Value ($000) $20,467 Shares 543,764 Est. Cost $43.78 Unrealized -15.0%
DISCOVER FINL SVCS 1.6%
Value ($000) $20,319 Shares 155,000 Est. Cost $131.09 Unrealized
LEN LENNAR CORP 1.6%
Value ($000) $20,081 Shares 116,761 Est. Cost $102.10 Unrealized +43.3%
MSFT MICROSOFT CORP 1.4%
Value ($000) $17,698 Shares 42,067 Est. Cost $316.08 Unrealized +26.3%
MORPHOSYS AG 1.4%
Value ($000) $17,241 Shares 950,461 Est. Cost $18.14 Unrealized
KBR KBR INC 1.3%
Value ($000) $16,081 Shares 252,602 Est. Cost $37.71 Unrealized +47.6%
LBRDK LIBERTY BROADBAND CORP 1.3%
Value ($000) $15,781 Shares 275,748 Est. Cost $94.64 Unrealized -34.6%
M D C HLDGS INC 1.3%
Value ($000) $15,509 Shares 246,526 Est. Cost $62.91 Unrealized
MTH MERITAGE HOMES CORP 1.2%
Value ($000) $14,768 Shares 84,167 Est. Cost $73.37 Unrealized +10.3%
GLATFELTER CORPORATION 1.2%
Value ($000) $14,352 Shares 7,176,000 Est. Cost $6.90 Unrealized
JUNIPER NETWORKS INC 1.1%
Value ($000) $13,612 Shares 367,306 Est. Cost $37.06 Unrealized
CTRA COTERRA ENERGY INC 1.1%
Value ($000) $13,066 Shares 468,662 Est. Cost $24.05 Unrealized -0.1%
TPH TRI POINTE HOMES INC 1.0%
Value ($000) $12,655 Shares 327,353 Est. Cost $29.42 Unrealized +19.1%
ORCL ORACLE CORP 1.0%
Value ($000) $12,435 Shares 99,000 Est. Cost $106.71 Unrealized +5.3%
HRI HERC HLDGS INC 1.0%
Value ($000) $12,104 Shares 71,919 Est. Cost $122.38 Unrealized +19.7%
HBAN HUNTINGTON BANCSHARES INC 1.0%
Value ($000) $12,050 Shares 863,800 Est. Cost $10.01 Unrealized +19.3%
CATALENT INC 1.0%
Value ($000) $11,844 Shares 209,809 Est. Cost $56.45 Unrealized
DHI D R HORTON INC 0.9%
Value ($000) $11,471 Shares 69,710 Est. Cost $117.94 Unrealized +24.7%
CSX CSX CORP 0.9%
Value ($000) $11,320 Shares 305,357 Est. Cost $32.70 Unrealized +8.5%
BZH BEAZER HOMES USA INC 0.9%
Value ($000) $10,942 Shares 333,600 Est. Cost $28.74 Unrealized +7.6%
DOCU DOCUSIGN INC 0.9%
Value ($000) $10,785 Shares 181,100 Est. Cost $56.46 Unrealized 0.0%
WH WYNDHAM HOTELS & RESORTS INC 0.8%
Value ($000) $10,400 Shares 135,500 Est. Cost $74.90 Unrealized +4.8%
UNITED STATES STL CORP NEW 0.8%
Value ($000) $10,056 Shares 246,583 Est. Cost $32.48 Unrealized
CIVI CIVITAS RESOURCES INC 0.8%
Value ($000) $10,048 Shares 132,373 Est. Cost $59.31 Unrealized -2.0%
CYBERARK SOFTWARE LTD 0.8%
Value ($000) $9,994 Shares 37,623 Est. Cost $219.05 Unrealized
HUBS HUBSPOT INC 0.8%
Value ($000) $9,961 Shares 15,898 Est. Cost $600.96 Unrealized 0.0%
CP CANADIAN PACIFIC KANSAS CITY 0.8%
Value ($000) $9,725 Shares 110,300 Est. Cost $82.86 Unrealized 0.0%
BATRK ATLANTA BRAVES HLDGS INC 0.8%
Value ($000) $9,630 Shares 246,551 Est. Cost $37.74 Unrealized +4.3%
ALSN ALLISON TRANSMISSION HLDGS I 0.8%
Value ($000) $9,561 Shares 117,800 Est. Cost $65.94 Unrealized 0.0%
LGIH LGI HOMES INC 0.8%
Value ($000) $9,413 Shares 80,885 Est. Cost $123.68 Unrealized -4.6%
CFG CITIZENS FINL GROUP INC 0.7%
Value ($000) $9,177 Shares 252,866 Est. Cost $30.49 Unrealized 0.0%
TDG TRANSDIGM GROUP INC 0.7%
Value ($000) $8,868 Shares 7,200 Est. Cost $873.18 Unrealized +14.3%
ARMK ARAMARK 0.7%
Value ($000) $8,747 Shares 268,969 Est. Cost $26.66 Unrealized +10.3%
BEACON ROOFING SUPPLY INC 0.7%
Value ($000) $8,703 Shares 88,793 Est. Cost $82.51 Unrealized
ALIT ALIGHT INC 0.7%
Value ($000) $8,658 Shares 878,987 Est. Cost $8.98 Unrealized -3.7%
OSK OSHKOSH CORP 0.7%
Value ($000) $8,593 Shares 68,900 Est. Cost $107.50 Unrealized 0.0%
VSTS VESTIS CORPORATION 0.7%
Value ($000) $8,455 Shares 438,759 Est. Cost $18.97 Unrealized +4.4%
PB PROSPERITY BANCSHARES INC 0.7%
Value ($000) $8,357 Shares 127,040 Est. Cost $58.42 Unrealized +2.2%
TENB TENABLE HLDGS INC 0.7%
Value ($000) $8,352 Shares 168,968 Est. Cost $47.12 Unrealized +0.8%
CNNE CANNAE HLDGS INC 0.7%
Value ($000) $8,350 Shares 375,465 Est. Cost $29.16 Unrealized -31.0%
DVN DEVON ENERGY CORP NEW 0.7%
Value ($000) $8,195 Shares 163,303 Est. Cost $46.14 Unrealized -9.4%
STT STATE STR CORP 0.7%
Value ($000) $8,126 Shares 105,100 Est. Cost $66.61 Unrealized +4.4%
AQN ALGONQUIN PWR UTILS CORP 0.6%
Value ($000) $7,837 Shares 1,239,992 Est. Cost $6.74 Unrealized -17.6%
UPS UNITED PARCEL SERVICE INC 0.6%
Value ($000) $7,461 Shares 50,200 Est. Cost $136.41 Unrealized 0.0%
MIR MIRION TECHNOLOGIES INC 0.6%
Value ($000) $7,032 Shares 618,478 Est. Cost $10.23 Unrealized -2.1%
VLO VALERO ENERGY CORP 0.6%
Value ($000) $6,930 Shares 40,600 Est. Cost $110.09 Unrealized +23.3%
FANG DIAMONDBACK ENERGY INC 0.5%
Value ($000) $6,758 Shares 34,100 Est. Cost $139.15 Unrealized +14.3%
NSC NORFOLK SOUTHN CORP 0.5%
Value ($000) $6,678 Shares 26,200 Est. Cost $210.87 Unrealized +12.8%
AGILITI INC 0.5%
Value ($000) $6,578 Shares 650,000 Est. Cost $10.12 Unrealized
WDAY WORKDAY INC 0.5%
Value ($000) $6,328 Shares 23,200 Est. Cost $284.68 Unrealized 0.0%
WMT WALMART INC 0.5%
Value ($000) $6,276 Shares 104,300 Est. Cost $53.64 Unrealized +4.5%
SITE SITEONE LANDSCAPE SUPPLY INC 0.5%
Value ($000) $6,231 Shares 35,700 Est. Cost $165.03 Unrealized 0.0%
CTO CTO RLTY GROWTH INC NEW 0.5%
Value ($000) $6,138 Shares 362,107 Est. Cost $16.94 Unrealized
TFC TRUIST FINL CORP 0.5%
Value ($000) $5,937 Shares 152,300 Est. Cost $27.77 Unrealized +20.2%
FIVN FIVE9 INC 0.5%
Value ($000) $5,936 Shares 95,577 Est. Cost $70.54 Unrealized -1.5%
SHEL SHELL PLC 0.5%
Value ($000) $5,698 Shares 85,000 Est. Cost $67.04 Unrealized
ADBE ADOBE INC 0.5%
Value ($000) $5,626 Shares 11,150 Est. Cost $573.19 Unrealized 0.0%
CALLON PETE CO DEL 0.4%
Value ($000) $5,364 Shares 150,000 Est. Cost $35.76 Unrealized
FIS FIDELITY NATL INFORMATION SV 0.4%
Value ($000) $5,359 Shares 72,237 Est. Cost $81.65 Unrealized -23.3%
TT TRANE TECHNOLOGIES PLC 0.4%
Value ($000) $5,284 Shares 17,600 Est. Cost $267.07 Unrealized 0.0%
SITIO ROYALTIES CORP 0.4%
Value ($000) $5,222 Shares 211,232 Est. Cost $24.50 Unrealized
BLD TOPBUILD CORP 0.4%
Value ($000) $5,110 Shares 11,595 Est. Cost $391.13 Unrealized 0.0%
FHN FIRST HORIZON CORPORATION 0.4%
Value ($000) $5,057 Shares 328,400 Est. Cost $18.81 Unrealized -28.5%
HEI/A HEICO CORP NEW 0.4%
Value ($000) $5,023 Shares 32,630 Est. Cost $120.44 Unrealized +22.6%
GEN GEN DIGITAL INC 0.4%
Value ($000) $4,962 Shares 221,499 Est. Cost $19.02 Unrealized +12.6%
MUR MURPHY OIL CORP 0.4%
Value ($000) $4,785 Shares 104,700 Est. Cost $38.90 Unrealized -5.2%
EQUITRANS MIDSTREAM CORP 0.4%
Value ($000) $4,515 Shares 361,500 Est. Cost $12.49 Unrealized
MBLY MOBILEYE GLOBAL INC 0.4%
Value ($000) $4,466 Shares 138,900 Est. Cost $28.39 Unrealized 0.0%
WCC WESCO INTL INC 0.4%
Value ($000) $4,368 Shares 25,500 Est. Cost $162.23 Unrealized 0.0%
PNC PNC FINL SVCS GROUP INC 0.3%
Value ($000) $3,728 Shares 23,072 Est. Cost $119.93 Unrealized +17.7%
MS MORGAN STANLEY 0.3%
Value ($000) $3,719 Shares 39,500 Est. Cost $83.21 Unrealized 0.0%
DINO HF SINCLAIR CORP 0.3%
Value ($000) $3,658 Shares 60,600 Est. Cost $51.29 Unrealized +1.7%
VIPER ENERGY INC 0.3%
Value ($000) $3,632 Shares 94,443 Est. Cost $34.29 Unrealized
ALTAIR ENGR INC 0.3%
Value ($000) $3,627 Shares 42,101 Est. Cost $86.15 Unrealized
GPOR GULFPORT ENERGY CORP 0.3%
Value ($000) $3,587 Shares 22,400 Est. Cost $132.05 Unrealized +3.8%
TE FREYR BATTERY INC 0.3%
Value ($000) $3,486 Shares 2,075,000 Est. Cost $1.58 Unrealized 0.0%
KRE SPDR SER TR 0.3%
Value ($000) $3,198 Shares 63,600 Est. Cost $51.10 Unrealized
SLB SCHLUMBERGER LTD 0.2%
Value ($000) $3,020 Shares 55,100 Est. Cost $47.83 Unrealized 0.0%
ACI ALBERTSONS COS INC 0.2%
Value ($000) $2,575 Shares 120,100 Est. Cost $20.24 Unrealized 0.0%
PSA PUBLIC STORAGE 0.2%
Value ($000) $2,432 Shares 8,386 Est. Cost $265.09 Unrealized 0.0%
ODFL OLD DOMINION FREIGHT LINE IN 0.2%
Value ($000) $2,412 Shares 11,000 Est. Cost $195.78 Unrealized +5.3%
SAIA SAIA INC 0.2%
Value ($000) $2,399 Shares 4,100 Est. Cost $523.49 Unrealized 0.0%
NTRS NORTHERN TR CORP 0.2%
Value ($000) $2,205 Shares 24,800 Est. Cost $77.38 Unrealized 0.0%
PCTY PAYLOCITY HLDG CORP 0.2%
Value ($000) $2,200 Shares 12,800 Est. Cost $165.15 Unrealized 0.0%
BPOP POPULAR INC 0.2%
Value ($000) $2,161 Shares 24,530 Est. Cost $66.61 Unrealized +19.3%
FAF FIRST AMERN FINL CORP 0.2%
Value ($000) $2,088 Shares 34,200 Est. Cost $55.19 Unrealized 0.0%
CYTK CYTOKINETICS INC 0.1%
Value ($000) $1,753 Shares 25,000 Est. Cost $77.34 Unrealized 0.0%
SNFCA SECURITY NATL FINL CORP 0.1%
Value ($000) $1,741 Shares 220,048 Est. Cost $6.58 Unrealized +12.6%
MTDR MATADOR RES CO 0.1%
Value ($000) $1,502 Shares 22,500 Est. Cost $59.44 Unrealized 0.0%
S SENTINELONE INC 0.1%
Value ($000) $1,431 Shares 61,400 Est. Cost $26.13 Unrealized 0.0%
PINE ALPINE INCOME PPTY TR INC 0.1%
Value ($000) $1,202 Shares 78,674 Est. Cost $15.28 Unrealized
QURE UNIQURE NV 0.1%
Value ($000) $1,182 Shares 227,400 Est. Cost $8.54 Unrealized -32.8%
TFF PHARMACEUTICALS INC 0.1%
Value ($000) $1,172 Shares 193,960 Est. Cost $7.02 Unrealized
GLD SPDR GOLD TR 0.1%
Value ($000) $956 Shares 1,400 Est. Cost Unrealized
PFE PFIZER INC 0.1%
Value ($000) $833 Shares 30,000 Est. Cost $24.65 Unrealized 0.0%
BMY BRISTOL-MYERS SQUIBB CO 0.1%
Value ($000) $813 Shares 15,000 Est. Cost $46.17 Unrealized 0.0%
DTM DT MIDSTREAM INC 0.1%
Value ($000) $782 Shares 12,800 Est. Cost $51.93 Unrealized 0.0%
CFLT CONFLUENT INC 0.1%
Value ($000) $712 Shares 23,326 Est. Cost $28.23 Unrealized 0.0%
HYG ISHARES TR 0.0%
Value ($000) $553 Shares 10,500 Est. Cost Unrealized
TSLA TESLA INC 0.0%
Value ($000) $431 Shares 650 Est. Cost Unrealized
CGTX COGNITION THERAPEUTICS INC 0.0%
Value ($000) $389 Shares 213,995 Est. Cost $1.97 Unrealized +5.1%
LITS MEI PHARMA INC 0.0%
Value ($000) $256 Shares 64,000 Est. Cost $4.94 Unrealized -8.2%
ENVX ENOVIX CORPORATION 0.0%
Value ($000) $213 Shares 1,000 Est. Cost Unrealized
APA APA CORPORATION 0.0%
Value ($000) $210 Shares 6,096 Est. Cost $29.29 Unrealized 0.0%
CRK COMSTOCK RES INC 0.0%
Value ($000) $186 Shares 20,000 Est. Cost $8.22 Unrealized 0.0%
CUE CUE BIOPHARMA INC 0.0%
Value ($000) $38 Shares 20,000 Est. Cost $8.13 Unrealized -71.1%
CDAWF COMPASS DIGITAL ACQUISITN CO 0.0%
Value ($000) $16 Shares 168,539 Est. Cost $0.05 Unrealized