0001056973-12-000005.txt : 20120514 0001056973-12-000005.hdr.sgml : 20120514 20120514114943 ACCESSION NUMBER: 0001056973-12-000005 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120331 FILED AS OF DATE: 20120514 DATE AS OF CHANGE: 20120514 EFFECTIVENESS DATE: 20120514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CARLSON CAPITAL L P CENTRAL INDEX KEY: 0001056973 IRS NUMBER: 752494317 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-07044 FILM NUMBER: 12837263 BUSINESS ADDRESS: STREET 1: 2100 MCKINNEY AVE STREET 2: STE 1800 CITY: DALLAS STATE: TX ZIP: 75201 BUSINESS PHONE: 2149329600 MAIL ADDRESS: STREET 1: 2100 MCKINNEY AVE STREET 2: STE 1800 CITY: DALLAS STATE: TX ZIP: 75201 13F-HR 1 f13hr1q12.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2012 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.):[ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Carlson Capital, L.P. Address: 2100 McKinney Avenue Suite 1800 Dallas, TX 75201 13F File Number: 28-99999 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Person Signing this Report on Behalf of Reporting Manager: Name: Lynne Alpar Title: Chief Financial Officer Phone: 214-932-9600 Signature, Place, and Date of Signing: Lynne Alpar Dallas, TX May 7, 2012 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 428 Form 13F Information Table Value Total: $6,142,248 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. NONE FORM 13F INFORMATION TABLE VALUE SHRS OR SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRTN MANAGERS SOLE SHARED NONE ABBOTT LABS COM 002824100 5639 92000 SH SOLE 92000 0 0 ACACIA RESH CORP ACACIA TCH COM 003881307 534 12800 SH SOLE 12800 0 0 ACCENTURE PLC IRELAND SHS CLASS A G1151C101 16409 254400 SH SOLE 254400 0 0 ACUITY BRANDS INC COM 00508Y102 534 8500 SH SOLE 8500 0 0 ADOBE SYS INC COM 00724F101 8451 246300 SH SOLE 246300 0 0 AGCO CORP COM 001084102 803 17000 SH SOLE 17000 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 734 16500 SH SOLE 16500 0 0 AGL RES INC COM 001204106 8770 223600 SH SOLE 223600 0 0 AIRCASTLE LTD COM G0129K104 312 25500 SH SOLE 25500 0 0 ALCOA INC COM 013817101 13026 1300000 SH SOLE 1300000 0 0 ALEXANDER & BALDWIN INC COM 014482103 412 8500 SH SOLE 8500 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 13417 325900 SH SOLE 325900 0 0 ALLSCRIPTS HEALTHCARE SOLUTN COM 01988P108 785 47300 SH SOLE 47300 0 0 ALLSTATE CORP COM 020002101 8531 259158 SH SOLE 259158 0 0 ALPHA NATURAL RESOURCES INC COM 02076X102 5675 373100 SH SOLE 373100 0 0 AMAZON COM INC COM 023135106 13791 68101 SH SOLE 68101 0 0 AMERICAN CAPITAL AGENCY CORP COM 02503X105 17234 583400 SH SOLE 583400 0 0 AMERICAN INTL GROUP INC COM NEW 026874784 4486 145500 SH SOLE 145500 0 0 AMERICAN RLTY CAP TR INC COM ADDED 02917L101 1098 106865 SH SOLE 106865 0 0 AMERICAN TOWER CORP NEW COM ADDED 03027X100 115932 1839600 SH SOLE 1839600 0 0 AMERIGROUP CORP COM 03073T102 5113 76000 SH SOLE 76000 0 0 AMERISTAR CASINOS INC COM 03070Q101 499 26800 SH SOLE 26800 0 0 AMGEN INC NOTE 0.375% 2/0 031162AQ3 10213 10000000 PRN SOLE 10000000 0 0 ANADARKO PETE CORP COM 032511107 49033 625900 SH SOLE 625900 0 0 ANALOG DEVICES INC COM 032654105 22802 564400 SH SOLE 564400 0 0 ANDERSONS INC COM 034164103 219 4500 SH SOLE 4500 0 0 APPLIED MATLS INC COM 038222105 879 70600 SH SOLE 70600 0 0 ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 10220 10000000 PRN SOLE 10000000 0 0 ARKANSAS BEST CORP DEL COM 040790107 408 21700 SH SOLE 21700 0 0 ARUBA NETWORKS INC COM 043176106 6207 278600 SH SOLE 278600 0 0 ARVINMERITOR INC FRNT 4.625% 3/0 043353AF8 14221 15500000 PRN SOLE 15500000 0 0 ASHLAND INC NEW COM 044209104 385 6300 SH SOLE 6300 0 0 AURICO GOLD INC COM 05155C105 14768 1664896 SH SOLE 1664896 0 0 AUTODESK INC COM 052769106 5658 133700 SH SOLE 133700 0 0 AUTOLIV INC COM 052800109 664 9900 SH SOLE 9900 0 0 AUTOMATIC DATA PROCESSING IN COM 053015103 35932 651063 SH SOLE 651063 0 0 AUTOZONE INC COM 053332102 70902 190700 SH SOLE 190700 0 0 AVIAT NETWORKS INC COM 05366Y102 4366 1548259 SH SOLE 1548259 0 0 AVNET INC COM 053807103 11095 304900 SH SOLE 304900 0 0 AVON PRODS INC COM 054303102 5421 280000 SH SOLE 280000 0 0 BABCOCK & WILCOX CO NEW COM 05615F102 28014 1087922 SH SOLE 1087922 0 0 BAKER HUGHES INC COM 057224107 18558 442500 SH SOLE 442500 0 0 BANK NOVA SCOTIA HALIFAX COM 064149107 392 7000 SH SOLE 7000 0 0 BANK OF AMERICA CORPORATION COM 060505104 797 83300 SH SOLE 83300 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 14632 606376 SH SOLE 606376 0 0 BARCLAYS BK PLC IPTH S&P VIX NEW 06740C261 206 3000 SH PUT SOLE 3000 0 0 BARRETT BILL CORP COM 06846N104 8986 345500 SH SOLE 345500 0 0 BARRICK GOLD CORP COM 067901108 12609 290000 SH SOLE 290000 0 0 BARRICK GOLD CORP COM 067901108 230 2000 SH CALL SOLE 2000 0 0 BAXTER INTL INC COM 071813109 4513 75500 SH SOLE 75500 0 0 BEAM INC COM 073730103 14057 240000 SH SOLE 240000 0 0 BERRY PETE CO CL A 085789105 443 9400 SH SOLE 9400 0 0 BIG LOTS INC COM 089302103 28965 673294 SH SOLE 673294 0 0 BLUELINX HLDGS INC COM 09624H109 5778 2188499 SH SOLE 2188499 0 0 BMC SOFTWARE INC COM 055921100 25350 631220 SH SOLE 631220 0 0 BOEING CO COM 097023105 31578 424600 SH SOLE 424600 0 0 BORGWARNER INC COM 099724106 860 10200 SH SOLE 10200 0 0 BOSTON PRIVATE FINL HLDGS IN COM 101119105 237 23900 SH SOLE 23900 0 0 BOSTON PROPERTIES INC COM 101121101 59934 570858 SH SOLE 570858 0 0 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14700 0 0 COMVERSE TECHNOLOGY INC COM PAR $0.10 205862402 41587 6053378 SH SOLE 6053378 0 0 CONSOLIDATED TOMOKA LD CO COM 210226106 9594 322500 SH SOLE 322500 0 0 CON-WAY INC COM 205944101 401 12300 SH SOLE 12300 0 0 CORELOGIC INC COM 21871D103 663 40600 SH SOLE 40600 0 0 COSTCO WHSL CORP NEW COM 22160K105 23322 256850 SH SOLE 256850 0 0 COVANTA HLDG CORP NOTE 3.250% 6/0 22282EAC6 14375 12500000 PRN SOLE 12500000 0 0 CROWN HOLDINGS INC COM 228368106 14207 385748 SH SOLE 385748 0 0 CUBIC CORP COM 229669106 222 4700 SH SOLE 4700 0 0 CUBIST PHARMACEUTICALS INC NOTE 2.500%11/0 229678AD9 16032 10000000 PRN SOLE 10000000 0 0 CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A102 2079 17500 SH SOLE 17500 0 0 CVS CAREMARK CORPORATION COM 126650100 14116 315100 SH SOLE 315100 0 0 DECKERS OUTDOOR CORP COM 243537107 14300 226800 SH SOLE 226800 0 0 DEVON ENERGY CORP NEW COM 25179M103 804 11300 SH SOLE 11300 0 0 DIGITALGLOBE INC COM NEW 25389M877 240 18000 SH SOLE 18000 0 0 DILLARDS INC CL A 254067101 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