First Trust Capital Management L.P. Quant / Systematic

CIK: 0001604488 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 11, 2017

Total Value ($000): $537,387,039 (100.0% shares, 0.0% debt)

Holdings (38)

— MEAD JOHNSON NUTRITION CO 13.2%

Value ($000) $70,704,399 Shares 793,718 Est. Cost $89080.00 Unrealized —

— ALLIED WRLD ASSUR COM HLDG A 9.8%

Value ($000) $52,697,821 Shares 992,426 Est. Cost $53100.00 Unrealized —

— REYNOLDS AMERICAN INC 9.5%

Value ($000) $51,288,260 Shares 813,841 Est. Cost $11872.44 Unrealized —

— CST BRANDS INC 7.2%

Value ($000) $38,820,220 Shares 807,241 Est. Cost $1059.88 Unrealized —

— B/E AEROSPACE INC 7.0%

Value ($000) $37,834,260 Shares 590,146 Est. Cost $64110.00 Unrealized —

— CEB INC 6.8%

Value ($000) $36,279,009 Shares 461,565 Est. Cost $78600.00 Unrealized —

— VCA INC 5.9%

Value ($000) $31,807,139 Shares 347,619 Est. Cost $91500.00 Unrealized —

— MOBILEYE N V AMSTELVEEN 5.9%

Value ($000) $31,583,300 Shares 514,386 Est. Cost $61400.00 Unrealized —

— ONEOK PARTNERS LP 5.0%

Value ($000) $26,639,746 Shares 493,420 Est. Cost $53990.00 Unrealized —

— LEVEL 3 COMMUNICATIONS INC 4.6%

Value ($000) $24,866,839 Shares 434,583 Est. Cost $57220.00 Unrealized —

— AIR METHODS CORP 4.5%

Value ($000) $24,422,452 Shares 567,964 Est. Cost $43000.00 Unrealized —

NXPI NXP SEMICONDUCTORS N V 4.1%

Value ($000) $21,790,062 Shares 210,532 Est. Cost $89.86 Unrealized 0.0%

— SUFFOLK BANCORP 2.3%

Value ($000) $12,253,726 Shares 303,235 Est. Cost $31916.95 Unrealized —

— NIMBLE STORAGE INC 1.8%

Value ($000) $9,835,300 Shares 786,824 Est. Cost $12500.00 Unrealized —

— BROCADE COMMUNICATIONS SYS I 1.7%

Value ($000) $9,120,184 Shares 730,784 Est. Cost $12480.00 Unrealized —

— TRC COS INC 1.7%

Value ($000) $8,920,231 Shares 511,188 Est. Cost $17450.00 Unrealized —

— SOUTHWEST BANCORP INC OKLA 1.5%

Value ($000) $8,211,205 Shares 314,004 Est. Cost $9523.28 Unrealized —

— PACIFIC CONTINENTAL CORP 1.5%

Value ($000) $7,932,855 Shares 323,790 Est. Cost $24500.00 Unrealized —

— EXAR CORP 1.2%

Value ($000) $6,419,941 Shares 493,462 Est. Cost $13010.00 Unrealized —

— FORTRESS INVESTMENT GROUP LL 0.9%

Value ($000) $4,706,798 Shares 592,050 Est. Cost $7950.00 Unrealized —

DAR DARLING INGREDIENTS INC 0.5%

Value ($000) $2,747,140 Shares 189,197 Est. Cost $12.21 Unrealized +7.9%

VPG VISHAY PRECISION GROUP INC 0.4%

Value ($000) $2,319,756 Shares 146,820 Est. Cost $12.77 Unrealized +30.6%

— LIBERTY GLOBAL PLC 0.3%

Value ($000) $1,821,145 Shares 81,886 Est. Cost $944.48 Unrealized —

— IMVESCOR RESTAURANT GROUP ORD 0.3%

Value ($000) $1,757,106 Shares 662,673 Est. Cost $2651.54 Unrealized —

— LORAL SPACE & COMMUNICATNS I 0.3%

Value ($000) $1,733,364 Shares 43,994 Est. Cost $35270.00 Unrealized —

— RESOURCE CAP CORP 0.3%

Value ($000) $1,570,273 Shares 160,724 Est. Cost $5011.91 Unrealized —

BRK/A BERKSHIRE HATHAWAY INC DEL 0.3%

Value ($000) $1,499,100 Shares 6 Est. Cost $230816.08 Unrealized +8.7%

— COTT CORP QUE 0.3%

Value ($000) $1,356,980 Shares 109,788 Est. Cost $12360.00 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.2%

Value ($000) $1,243,776 Shares 38,400 Est. Cost $32390.00 Unrealized —

TDS TELEPHONE & DATA SYS INC 0.2%

Value ($000) $1,160,661 Shares 43,782 Est. Cost $28.63 Unrealized 0.0%

— BGC PARTNERS INC 0.2%

Value ($000) $1,080,166 Shares 95,085 Est. Cost $10.23 Unrealized —

PAR PAR TECHNOLOGY CORP 0.1%

Value ($000) $757,310 Shares 105,622 Est. Cost $6.46 Unrealized 0.0%

KFS KINGSWAY FINL SVCS INC 0.1%

Value ($000) $696,215 Shares 120,037 Est. Cost $5.80 Unrealized +4.9%

— MMA CAP MGMT LLC 0.1%

Value ($000) $625,820 Shares 26,917 Est. Cost $23249.99 Unrealized —

— EAGLE POINT CREDIT NTS 0.1%

Value ($000) $322,500 Shares 12,500 Est. Cost $25800.00 Unrealized —

MXGFF MAXIM POWER ORD 0.0%

Value ($000) $263,731 Shares 130,039 Est. Cost $2.10 Unrealized 0.0%

MMI MARCUS & MILLICHAP INC 0.0%

Value ($000) $246,169 Shares 10,015 Est. Cost $23.97 Unrealized 0.0%

— THL CREDIT 6.75 NTS 0.0%

Value ($000) $52,080 Shares 2,000 Est. Cost $26040.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	MEAD JOHNSON NUTRITION CO	793,718	$70,704,399	13.2%	$89080.00	—	Equity	582839106
—	ALLIED WRLD ASSUR COM HLDG A	992,426	$52,697,821	9.8%	$53100.00	—	Equity	H01531104
—	REYNOLDS AMERICAN INC	813,841	$51,288,260	9.5%	$11872.44	—	Equity	761713106
—	CST BRANDS INC	807,241	$38,820,220	7.2%	$1059.88	—	Equity	12646R105
—	B/E AEROSPACE INC	590,146	$37,834,260	7.0%	$64110.00	—	Equity	073302101
—	CEB INC	461,565	$36,279,009	6.8%	$78600.00	—	Equity	125134106
—	VCA INC	347,619	$31,807,139	5.9%	$91500.00	—	Equity	918194101
—	MOBILEYE N V AMSTELVEEN	514,386	$31,583,300	5.9%	$61400.00	—	Equity	N51488117
—	ONEOK PARTNERS LP	493,420	$26,639,746	5.0%	$53990.00	—	Equity	68268N103
—	LEVEL 3 COMMUNICATIONS INC	434,583	$24,866,839	4.6%	$57220.00	—	Equity	52729N308
—	AIR METHODS CORP	567,964	$24,422,452	4.5%	$43000.00	—	Equity	009128307
NXPI	NXP SEMICONDUCTORS N V	210,532	$21,790,062	4.1%	$89.86	0.0%	Equity	N6596X109
—	SUFFOLK BANCORP	303,235	$12,253,726	2.3%	$31916.95	—	Equity	864739107
—	NIMBLE STORAGE INC	786,824	$9,835,300	1.8%	$12500.00	—	Equity	65440R101
—	BROCADE COMMUNICATIONS SYS I	730,784	$9,120,184	1.7%	$12480.00	—	Equity	111621306
—	TRC COS INC	511,188	$8,920,231	1.7%	$17450.00	—	Equity	872625108
—	SOUTHWEST BANCORP INC OKLA	314,004	$8,211,205	1.5%	$9523.28	—	Equity	844767103
—	PACIFIC CONTINENTAL CORP	323,790	$7,932,855	1.5%	$24500.00	—	Equity	69412V108
—	EXAR CORP	493,462	$6,419,941	1.2%	$13010.00	—	Equity	300645108
—	FORTRESS INVESTMENT GROUP LL	592,050	$4,706,798	0.9%	$7950.00	—	Equity	34958B106
DAR	DARLING INGREDIENTS INC	189,197	$2,747,140	0.5%	$12.21	+7.9%	Equity	237266101
VPG	VISHAY PRECISION GROUP INC	146,820	$2,319,756	0.4%	$12.77	+30.6%	Equity	92835K103
—	LIBERTY GLOBAL PLC	81,886	$1,821,145	0.3%	$944.48	—	Equity	G5480U138
—	IMVESCOR RESTAURANT GROUP ORD	662,673	$1,757,106	0.3%	$2651.54	—	Equity	45323P109
—	LORAL SPACE & COMMUNICATNS I	43,994	$1,733,364	0.3%	$35270.00	—	Equity	543881106
—	RESOURCE CAP CORP	160,724	$1,570,273	0.3%	$5011.91	—	Equity	76120W708
BRK/A	BERKSHIRE HATHAWAY INC DEL	6	$1,499,100	0.3%	$230816.08	+8.7%	Equity	084670108
—	COTT CORP QUE	109,788	$1,356,980	0.3%	$12360.00	—	Equity	22163N106
—	TWENTY FIRST CENTY FOX INC	38,400	$1,243,776	0.2%	$32390.00	—	Equity	90130A101
TDS	TELEPHONE & DATA SYS INC	43,782	$1,160,661	0.2%	$28.63	0.0%	Equity	879433829
—	BGC PARTNERS INC	95,085	$1,080,166	0.2%	$10.23	—	Equity	05541T101
PAR	PAR TECHNOLOGY CORP	105,622	$757,310	0.1%	$6.46	0.0%	Equity	698884103
KFS	KINGSWAY FINL SVCS INC	120,037	$696,215	0.1%	$5.80	+4.9%	Equity	496904202
—	MMA CAP MGMT LLC	26,917	$625,820	0.1%	$23249.99	—	Equity	55315D105
—	EAGLE POINT CREDIT NTS	12,500	$322,500	0.1%	$25800.00	—	Equity	269809208
MXGFF	MAXIM POWER ORD	130,039	$263,731	0.0%	$2.10	0.0%	Equity	57773Y209
MMI	MARCUS & MILLICHAP INC	10,015	$246,169	0.0%	$23.97	0.0%	Equity	566324109
—	THL CREDIT 6.75 NTS	2,000	$52,080	0.0%	$26040.00	—	Equity	872438304