First Trust Capital Management L.P. Quant / Systematic

CIK: 0001604488 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 7, 2017

Total Value ($000): $341,472 (100.0% shares, 0.0% debt)

Holdings (30)

— HARMAN INTL INDS INC 13.4%

Value ($000) $45,912 Shares 413,024 Est. Cost $111.16 Unrealized —

— ENDURANCE SPECIALTY HLDGS LT 12.0%

Value ($000) $40,994 Shares 443,663 Est. Cost $92.40 Unrealized —

— COLUMBIA PIPELINE PARTNERS L 11.7%

Value ($000) $39,948 Shares 2,329,308 Est. Cost $17.15 Unrealized —

— CST BRANDS INC 11.1%

Value ($000) $38,050 Shares 790,241 Est. Cost $48.15 Unrealized —

— REYNOLDS AMERICAN INC 10.8%

Value ($000) $37,048 Shares 661,108 Est. Cost $56.04 Unrealized —

— LIFELOCK INC 7.0%

Value ($000) $23,953 Shares 1,001,390 Est. Cost $23.92 Unrealized —

— MENTOR GRAPHICS CORP 6.8%

Value ($000) $23,300 Shares 631,607 Est. Cost $36.89 Unrealized —

— TEAM HEALTH HOLDINGS INC 5.2%

Value ($000) $17,749 Shares 408,495 Est. Cost $43.45 Unrealized —

— AEP INDS INC 3.8%

Value ($000) $13,126 Shares 113,054 Est. Cost $116.10 Unrealized —

— SUFFOLK BANCORP 3.5%

Value ($000) $12,118 Shares 283,010 Est. Cost $31310.00 Unrealized —

— INTRALINKS HLDGS INC 3.4%

Value ($000) $11,449 Shares 846,837 Est. Cost $13.52 Unrealized —

— SUNCOKE ENERGY PARTNERS L P 1.8%

Value ($000) $6,139 Shares 318,929 Est. Cost $19.25 Unrealized —

— SOUTHWEST BANCORP INC OKLA 1.7%

Value ($000) $5,796 Shares 199,872 Est. Cost $29.00 Unrealized —

— LIONBRIDGE TECHNOLOGIES INC 1.1%

Value ($000) $3,775 Shares 650,888 Est. Cost $5.80 Unrealized —

— RITE AID CORP 1.0%

Value ($000) $3,464 Shares 420,442 Est. Cost $8.24 Unrealized —

VPG VISHAY PRECISION GROUP INC 0.8%

Value ($000) $2,754 Shares 145,692 Est. Cost $12.77 Unrealized +36.3%

DAR DARLING INGREDIENTS INC 0.6%

Value ($000) $1,882 Shares 145,799 Est. Cost $11.92 Unrealized +13.7%

— LORAL SPACE & COMMUNICATNS I 0.5%

Value ($000) $1,868 Shares 45,499 Est. Cost $35270.00 Unrealized —

— LIBERTY GLOBAL PLC 0.5%

Value ($000) $1,724 Shares 78,486 Est. Cost $21.97 Unrealized —

— EQUITY ONE 0.4%

Value ($000) $1,497 Shares 48,792 Est. Cost $30.68 Unrealized —

BRK/A BERKSHIRE HATHAWAY INC DEL 0.4%

Value ($000) $1,465 Shares 6 Est. Cost $230816.08 Unrealized 0.0%

— BGC PARTNERS INC 0.4%

Value ($000) $1,419 Shares 138,755 Est. Cost $10.23 Unrealized —

NXST NEXSTAR BROADCASTING GROUP I 0.4%

Value ($000) $1,388 Shares 21,925 Est. Cost $38.58 Unrealized +15.8%

— MEDLEY CAP CORP 0.3%

Value ($000) $1,148 Shares 152,893 Est. Cost $5088.15 Unrealized —

— GAIN CAP HLDGS INC 0.2%

Value ($000) $769 Shares 116,847 Est. Cost $6.58 Unrealized —

KFS KINGSWAY FINL SVCS INC 0.2%

Value ($000) $750 Shares 120,037 Est. Cost $5.80 Unrealized 0.0%

— RESOURCE CAP CORP 0.2%

Value ($000) $653 Shares 78,341 Est. Cost $8.34 Unrealized —

SAR SARATOGA INVT CORP 0.2%

Value ($000) $528 Shares 25,631 Est. Cost $15.65 Unrealized +20.9%

WHF WHITEHORSE FIN INC 0.1%

Value ($000) $439 Shares 36,106 Est. Cost $10.07 Unrealized +12.9%

PRHI CONIFER HLDGS INC 0.1%

Value ($000) $367 Shares 45,025 Est. Cost $7.65 Unrealized +0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HARMAN INTL INDS INC	413,024	$45,912	13.4%	$111.16	—	Equity	413086109
—	ENDURANCE SPECIALTY HLDGS LT	443,663	$40,994	12.0%	$92.40	—	Equity	G30397106
—	COLUMBIA PIPELINE PARTNERS L	2,329,308	$39,948	11.7%	$17.15	—	Equity	198281107
—	CST BRANDS INC	790,241	$38,050	11.1%	$48.15	—	Equity	12646R105
—	REYNOLDS AMERICAN INC	661,108	$37,048	10.8%	$56.04	—	Equity	761713106
—	LIFELOCK INC	1,001,390	$23,953	7.0%	$23.92	—	Equity	53224V100
—	MENTOR GRAPHICS CORP	631,607	$23,300	6.8%	$36.89	—	Equity	587200106
—	TEAM HEALTH HOLDINGS INC	408,495	$17,749	5.2%	$43.45	—	Equity	87817A107
—	AEP INDS INC	113,054	$13,126	3.8%	$116.10	—	Equity	001031103
—	SUFFOLK BANCORP	283,010	$12,118	3.5%	$31310.00	—	Equity	864739107
—	INTRALINKS HLDGS INC	846,837	$11,449	3.4%	$13.52	—	Equity	46118H104
—	SUNCOKE ENERGY PARTNERS L P	318,929	$6,139	1.8%	$19.25	—	Equity	86722Y101
—	SOUTHWEST BANCORP INC OKLA	199,872	$5,796	1.7%	$29.00	—	Equity	844767103
—	LIONBRIDGE TECHNOLOGIES INC	650,888	$3,775	1.1%	$5.80	—	Equity	536252109
—	RITE AID CORP	420,442	$3,464	1.0%	$8.24	—	Equity	767754104
VPG	VISHAY PRECISION GROUP INC	145,692	$2,754	0.8%	$12.77	+36.3%	Equity	92835K103
DAR	DARLING INGREDIENTS INC	145,799	$1,882	0.6%	$11.92	+13.7%	Equity	237266101
—	LORAL SPACE & COMMUNICATNS I	45,499	$1,868	0.5%	$35270.00	—	Equity	543881106
—	LIBERTY GLOBAL PLC	78,486	$1,724	0.5%	$21.97	—	Equity	G5480U138
—	EQUITY ONE	48,792	$1,497	0.4%	$30.68	—	Equity	294752100
BRK/A	BERKSHIRE HATHAWAY INC DEL	6	$1,465	0.4%	$230816.08	0.0%	Equity	084670108
—	BGC PARTNERS INC	138,755	$1,419	0.4%	$10.23	—	Equity	05541T101
NXST	NEXSTAR BROADCASTING GROUP I	21,925	$1,388	0.4%	$38.58	+15.8%	Equity	65336K103
—	MEDLEY CAP CORP	152,893	$1,148	0.3%	$5088.15	—	Equity	58503F106
—	GAIN CAP HLDGS INC	116,847	$769	0.2%	$6.58	—	Equity	36268W100
KFS	KINGSWAY FINL SVCS INC	120,037	$750	0.2%	$5.80	0.0%	Equity	496904202
—	RESOURCE CAP CORP	78,341	$653	0.2%	$8.34	—	Equity	76120W708
SAR	SARATOGA INVT CORP	25,631	$528	0.2%	$15.65	+20.9%	Equity	80349A208
WHF	WHITEHORSE FIN INC	36,106	$439	0.1%	$10.07	+12.9%	Equity	96524V106
PRHI	CONIFER HLDGS INC	45,025	$367	0.1%	$7.65	+0.0%	Equity	20731J102