First Trust Capital Management L.P. Quant / Systematic

CIK: 0001604488 · Show all filings

Period: Q1 2016 (Next →)

Filing Date: May 6, 2016

Total Value ($000): $144,180,929 (99.2% shares, 0.8% debt)

Holdings (43)

HEARTLAND PMT SYS INC 11.8%
Value ($000) $16,989,464 Shares 175,929 Est. Cost $96570.00 Unrealized
JARDEN CORP 11.4%
Value ($000) $16,444,928 Shares 278,964 Est. Cost $58950.00 Unrealized
TIME WARNER CABLE INC 10.4%
Value ($000) $15,023,814 Shares 73,423 Est. Cost $204620.00 Unrealized
FRESH MKT INC 8.4%
Value ($000) $12,161,711 Shares 426,278 Est. Cost $28530.00 Unrealized
HUM HUMANA INC 8.3%
Value ($000) $11,981,944 Shares 65,493 Est. Cost $160.08 Unrealized 0.0%
STARWOOD HOTELS&RESORTS WRLD 7.1%
Value ($000) $10,191,058 Shares 122,151 Est. Cost $83430.00 Unrealized
CAMERON INTERNATIONAL CORP 7.1%
Value ($000) $10,180,336 Shares 151,832 Est. Cost $67050.00 Unrealized
SANDISK CORP 7.0%
Value ($000) $10,057,928 Shares 132,202 Est. Cost $76080.00 Unrealized
BAXALTA INC 6.8%
Value ($000) $9,817,483 Shares 243,007 Est. Cost $40400.00 Unrealized
CARMIKE CINEMAS INC 2.6%
Value ($000) $3,796,635 Shares 126,386 Est. Cost $30040.00 Unrealized
FAIRCHILD SEMICONDUCTOR INTL 2.3%
Value ($000) $3,282,360 Shares 164,118 Est. Cost $20000.00 Unrealized
NEWPORT CORP 2.0%
Value ($000) $2,924,910 Shares 127,170 Est. Cost $23000.00 Unrealized
IMVESCOR RESTAURANT GROUP ORD 1.6%
Value ($000) $2,237,896 Shares 1,098,300 Est. Cost $2037.60 Unrealized
POWERSECURE INTL INC 1.5%
Value ($000) $2,232,446 Shares 119,446 Est. Cost $18690.00 Unrealized
NATIONAL INTERSTATE CORP 1.5%
Value ($000) $2,106,308 Shares 70,398 Est. Cost $29920.00 Unrealized
TUMI HLDGS INC 1.1%
Value ($000) $1,594,717 Shares 59,460 Est. Cost $26820.00 Unrealized
VPG VISHAY PRECISION GROUP INC 1.0%
Value ($000) $1,421,987 Shares 101,498 Est. Cost $11.73 Unrealized 0.0%
USA TECHNOLOGIES INC 0.9%
Value ($000) $1,277,855 Shares 293,086 Est. Cost $4360.00 Unrealized
AMERICAN CAP LTD 0.9%
Value ($000) $1,254,404 Shares 82,310 Est. Cost $15240.00 Unrealized
DAR DARLING INGREDIENTS INC 0.7%
Value ($000) $979,848 Shares 74,400 Est. Cost $10.08 Unrealized 0.0%
ITIC INVESTORS TITLE CO 0.6%
Value ($000) $911,337 Shares 10,007 Est. Cost $88.26 Unrealized 0.0%
TOWER INTL INC 0.5%
Value ($000) $766,442 Shares 28,178 Est. Cost $27200.01 Unrealized
CURN CURRENCY EXCHANGE INTERNATIONAL ORD 0.5%
Value ($000) $719,139 Shares 39,799 Est. Cost $15.52 Unrealized 0.0%
CORENERGY INFRASTRUCTURE TR 0.5%
Value ($000) $699,619 Shares 885,000 Est. Cost $790.53 Unrealized
WHF WHITEHORSE FIN INC 0.5%
Value ($000) $654,957 Shares 63,098 Est. Cost $10.04 Unrealized 0.0%
MEDLEY CAP CORP 0.4%
Value ($000) $618,090 Shares 93,650 Est. Cost $6600.00 Unrealized
RMR RMR GROUP INC 0.3%
Value ($000) $487,445 Shares 19,490 Est. Cost $11.07 Unrealized 0.0%
ERAX 7.750 12/15/22 '17 0.3%
Value ($000) $414,375 Shares 500,000 Est. Cost $828.75 Unrealized
FORTRESS INVESTMENT GROUP LL 0.2%
Value ($000) $339,648 Shares 71,056 Est. Cost $4780.00 Unrealized
CARLYLE GROUP L P 0.2%
Value ($000) $325,632 Shares 19,291 Est. Cost $16880.00 Unrealized
KKR & CO L P DEL 0.2%
Value ($000) $275,438 Shares 18,750 Est. Cost $14690.03 Unrealized
RWM PROSHARES TR 0.2%
Value ($000) $260,736 Shares 4,200 Est. Cost $62080.00 Unrealized
INPUT CAPITAL ORD 0.2%
Value ($000) $260,202 Shares 210,190 Est. Cost $1237.94 Unrealized
FIFTH STREET FINANCE CORP 0.2%
Value ($000) $249,519 Shares 49,705 Est. Cost $5020.00 Unrealized
YOUKU TUDOU INC 0.2%
Value ($000) $229,102 Shares 8,334 Est. Cost $27490.04 Unrealized
SAR SARATOGA INVT CORP 0.1%
Value ($000) $193,319 Shares 12,329 Est. Cost $14.45 Unrealized 0.0%
RONA 5.25% 5 YEAR SRS 6 CL A CUM PRF 0.1%
Value ($000) $178,058 Shares 11,980 Est. Cost $14862.94 Unrealized
FIFTH STR ASSET MGMT INC 0.1%
Value ($000) $176,256 Shares 57,600 Est. Cost $3060.00 Unrealized
ADCARE HLT 10.875% SRS A CUM RED PRF 0.1%
Value ($000) $168,679 Shares 7,636 Est. Cost $22089.97 Unrealized
OFS OFS CAP CORP 0.1%
Value ($000) $102,668 Shares 7,928 Est. Cost $11.36 Unrealized 0.0%
KEY KEYCORP NEW 0.1%
Value ($000) $75,624 Shares 6,850 Est. Cost $7.44 Unrealized 0.0%
GENERAL FIN SRS C CUM RED PERP PRF 0.0%
Value ($000) $71,000 Shares 1,000 Est. Cost $71000.00 Unrealized
BANX STONECASTLE FINL CORP 0.0%
Value ($000) $45,612 Shares 2,635 Est. Cost $6.49 Unrealized 0.0%