First Trust Capital Management L.P. Quant / Systematic

CIK: 0001604488 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 10, 2016

Total Value ($000): $271,700,455 (100.0% shares, 0.0% debt)

Holdings (40)

KLAC KLA-TENCOR CORP 13.2%

Value ($000) $35,835,072 Shares 489,216 Est. Cost $60.76 Unrealized 0.0%

— STARWOOD HOTELS&RESORTS WRLD 10.4%

Value ($000) $28,374,097 Shares 383,693 Est. Cost $76968.02 Unrealized —

— DEMANDWARE INC 8.3%

Value ($000) $22,506,701 Shares 300,490 Est. Cost $74900.00 Unrealized —

— AGL RES INC 8.2%

Value ($000) $22,313,165 Shares 338,232 Est. Cost $65970.00 Unrealized —

Value ($000) $18,475,331 Shares 617,491 Est. Cost $29920.00 Unrealized —

— LDR HLDG CORP 6.2%

Value ($000) $16,727,782 Shares 452,714 Est. Cost $36950.00 Unrealized —

— DREAMWORKS ANIMATION SKG INC 5.5%

Value ($000) $14,887,715 Shares 364,270 Est. Cost $40870.00 Unrealized —

— CVENT INC 4.2%

Value ($000) $11,517,342 Shares 322,434 Est. Cost $35720.00 Unrealized —

— EXAMWORKS GROUP INC 4.2%

Value ($000) $11,351,412 Shares 325,722 Est. Cost $34850.00 Unrealized —

HUM HUMANA INC 4.1%

Value ($000) $11,042,294 Shares 61,387 Est. Cost $160.08 Unrealized +2.6%

— AXIALL CORP 3.4%

Value ($000) $9,191,748 Shares 281,869 Est. Cost $32610.00 Unrealized —

— SUFFOLK BANCORP 3.3%

Value ($000) $9,096,870 Shares 290,542 Est. Cost $31310.00 Unrealized —

— DIAMOND RESORTS INTL INC 3.3%

Value ($000) $8,959,868 Shares 299,061 Est. Cost $29960.00 Unrealized —

— CELATOR PHARMACEUTICALS INC 2.7%

Value ($000) $7,261,248 Shares 240,598 Est. Cost $30180.00 Unrealized —

— CARMIKE CINEMAS INC 2.2%

Value ($000) $5,998,940 Shares 199,168 Est. Cost $30069.23 Unrealized —

— VIRGIN AMER INC 2.0%

Value ($000) $5,515,831 Shares 98,129 Est. Cost $56210.00 Unrealized —

— INCONTACT INC 1.4%

Value ($000) $3,885,673 Shares 280,554 Est. Cost $13850.00 Unrealized —

— LINKEDIN CORP 1.0%

Value ($000) $2,787,463 Shares 14,729 Est. Cost $189249.98 Unrealized —

— NATIONAL INTERSTATE CORP 0.9%

Value ($000) $2,434,127 Shares 80,467 Est. Cost $29961.29 Unrealized —

— SCIQUEST INC NEW 0.8%

Value ($000) $2,111,271 Shares 119,551 Est. Cost $17660.00 Unrealized —

— FAIRCHILD SEMICONDUCTOR INTL 0.8%

Value ($000) $2,101,043 Shares 105,846 Est. Cost $20000.00 Unrealized —

VPG VISHAY PRECISION GROUP INC 0.6%

Value ($000) $1,756,222 Shares 130,866 Est. Cost $12.24 Unrealized +14.5%

STC STEWART INFORMATION SVCS COR 0.6%

Value ($000) $1,678,720 Shares 40,539 Est. Cost $36.82 Unrealized 0.0%

— LORAL SPACE & COMMUNICATNS I 0.6%

Value ($000) $1,671,763 Shares 47,399 Est. Cost $35270.00 Unrealized —

— TUMI HLDGS INC 0.6%

Value ($000) $1,589,960 Shares 59,460 Est. Cost $26820.00 Unrealized —

DAR DARLING INGREDIENTS INC 0.5%

Value ($000) $1,448,250 Shares 97,198 Est. Cost $11.10 Unrealized +30.2%

— INTELIQUENT INC 0.5%

Value ($000) $1,346,454 Shares 67,695 Est. Cost $19890.01 Unrealized —

NXST NEXSTAR BROADCASTING GROUP I 0.5%

Value ($000) $1,311,067 Shares 27,555 Est. Cost $38.58 Unrealized 0.0%

— BRAVO BRIO RESTAURANT GROUP 0.4%

Value ($000) $1,143,684 Shares 139,644 Est. Cost $8190.00 Unrealized —

— AMERICAN CAP LTD 0.4%

Value ($000) $976,869 Shares 61,710 Est. Cost $15240.00 Unrealized —

— HATTERAS FINL CORP 0.3%

Value ($000) $928,912 Shares 56,641 Est. Cost $16399.99 Unrealized —

ITIC INVESTORS TITLE CO 0.3%

Value ($000) $903,256 Shares 9,483 Est. Cost $88.26 Unrealized +6.1%

DHX DHI GROUP INC 0.3%

Value ($000) $809,769 Shares 129,979 Est. Cost $7.17 Unrealized 0.0%

— MEDLEY CAP CORP 0.3%

Value ($000) $787,042 Shares 117,469 Est. Cost $6620.28 Unrealized —

RWM PROSHARES TR 0.3%

Value ($000) $772,900 Shares 13,100 Est. Cost $59987.48 Unrealized —

WHF WHITEHORSE FIN INC 0.3%

Value ($000) $756,210 Shares 69,890 Est. Cost $10.07 Unrealized +2.8%

— FIFTH STR ASSET MGMT INC 0.2%

Value ($000) $562,004 Shares 139,110 Est. Cost $3634.22 Unrealized —

SAR SARATOGA INVT CORP 0.2%

Value ($000) $521,095 Shares 30,834 Est. Cost $15.65 Unrealized +5.1%

— C1 FINL INC 0.1%

Value ($000) $360,612 Shares 15,457 Est. Cost $23330.01 Unrealized —

PRHI CONIFER HLDGS INC 0.0%

Value ($000) $673 Shares 97 Est. Cost $6.62 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
KLAC	KLA-TENCOR CORP	489,216	$35,835,072	13.2%	$60.76	0.0%	Equity	482480100
—	STARWOOD HOTELS&RESORTS WRLD	383,693	$28,374,097	10.4%	$76968.02	—	Equity	85590A401
—	DEMANDWARE INC	300,490	$22,506,701	8.3%	$74900.00	—	Equity	24802Y105
—	AGL RES INC	338,232	$22,313,165	8.2%	$65970.00	—	Equity	001204106
—	STARZ	617,491	$18,475,331	6.8%	$29920.00	—	Equity	85571Q102
—	LDR HLDG CORP	452,714	$16,727,782	6.2%	$36950.00	—	Equity	50185U105
—	DREAMWORKS ANIMATION SKG INC	364,270	$14,887,715	5.5%	$40870.00	—	Equity	26153C103
—	CVENT INC	322,434	$11,517,342	4.2%	$35720.00	—	Equity	23247G109
—	EXAMWORKS GROUP INC	325,722	$11,351,412	4.2%	$34850.00	—	Equity	30066A105
HUM	HUMANA INC	61,387	$11,042,294	4.1%	$160.08	+2.6%	Equity	444859102
—	AXIALL CORP	281,869	$9,191,748	3.4%	$32610.00	—	Equity	05463D100
—	SUFFOLK BANCORP	290,542	$9,096,870	3.3%	$31310.00	—	Equity	864739107
—	DIAMOND RESORTS INTL INC	299,061	$8,959,868	3.3%	$29960.00	—	Equity	25272T104
—	CELATOR PHARMACEUTICALS INC	240,598	$7,261,248	2.7%	$30180.00	—	Equity	15089R102
—	CARMIKE CINEMAS INC	199,168	$5,998,940	2.2%	$30069.23	—	Equity	143436400
—	VIRGIN AMER INC	98,129	$5,515,831	2.0%	$56210.00	—	Equity	92765X208
—	INCONTACT INC	280,554	$3,885,673	1.4%	$13850.00	—	Equity	45336E109
—	LINKEDIN CORP	14,729	$2,787,463	1.0%	$189249.98	—	Equity	53578A108
—	NATIONAL INTERSTATE CORP	80,467	$2,434,127	0.9%	$29961.29	—	Equity	63654U100
—	SCIQUEST INC NEW	119,551	$2,111,271	0.8%	$17660.00	—	Equity	80908T101
—	FAIRCHILD SEMICONDUCTOR INTL	105,846	$2,101,043	0.8%	$20000.00	—	Equity	303726103
VPG	VISHAY PRECISION GROUP INC	130,866	$1,756,222	0.6%	$12.24	+14.5%	Equity	92835K103
STC	STEWART INFORMATION SVCS COR	40,539	$1,678,720	0.6%	$36.82	0.0%	Equity	860372101
—	LORAL SPACE & COMMUNICATNS I	47,399	$1,671,763	0.6%	$35270.00	—	Equity	543881106
—	TUMI HLDGS INC	59,460	$1,589,960	0.6%	$26820.00	—	Equity	89969Q104
DAR	DARLING INGREDIENTS INC	97,198	$1,448,250	0.5%	$11.10	+30.2%	Equity	237266101
—	INTELIQUENT INC	67,695	$1,346,454	0.5%	$19890.01	—	Equity	45825N107
NXST	NEXSTAR BROADCASTING GROUP I	27,555	$1,311,067	0.5%	$38.58	0.0%	Equity	65336K103
—	BRAVO BRIO RESTAURANT GROUP	139,644	$1,143,684	0.4%	$8190.00	—	Equity	10567B109
—	AMERICAN CAP LTD	61,710	$976,869	0.4%	$15240.00	—	Equity	02503Y103
—	HATTERAS FINL CORP	56,641	$928,912	0.3%	$16399.99	—	Equity	41902R103
ITIC	INVESTORS TITLE CO	9,483	$903,256	0.3%	$88.26	+6.1%	Equity	461804106
DHX	DHI GROUP INC	129,979	$809,769	0.3%	$7.17	0.0%	Equity	23331S100
—	MEDLEY CAP CORP	117,469	$787,042	0.3%	$6620.28	—	Equity	58503F106
RWM	PROSHARES TR	13,100	$772,900	0.3%	$59987.48	—	Equity	74348A210
WHF	WHITEHORSE FIN INC	69,890	$756,210	0.3%	$10.07	+2.8%	Equity	96524V106
—	FIFTH STR ASSET MGMT INC	139,110	$562,004	0.2%	$3634.22	—	Equity	31679P109
SAR	SARATOGA INVT CORP	30,834	$521,095	0.2%	$15.65	+5.1%	Equity	80349A208
—	C1 FINL INC	15,457	$360,612	0.1%	$23330.01	—	Equity	12591N109
PRHI	CONIFER HLDGS INC	97	$673	0.0%	$6.62	0.0%	Equity	20731J102