First Trust Capital Management L.P. Quant / Systematic

Location: Chicago, IL

CIK: 0001604488 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 11, 2017

Total Value: $537.4B (100.0% shares, 0.0% debt)

Holdings (38)

— MEAD JOHNSON NUTRITION CO 13.2%

Value $70.7B Shares 793,718 Est. Cost $89080.00 Unrealized —

— ALLIED WRLD ASSUR COM HLDG A 9.8%

Value $52.7B Shares 992,426 Est. Cost $53100.00 Unrealized —

— REYNOLDS AMERICAN INC 9.5%

Value $51.29B Shares 813,841 Est. Cost $11872.44 Unrealized —

— CST BRANDS INC 7.2%

Value $38.82B Shares 807,241 Est. Cost $1059.88 Unrealized —

— B/E AEROSPACE INC 7.0%

Value $37.83B Shares 590,146 Est. Cost $64110.00 Unrealized —

— CEB INC 6.8%

Value $36.28B Shares 461,565 Est. Cost $78600.00 Unrealized —

— VCA INC 5.9%

Value $31.81B Shares 347,619 Est. Cost $91500.00 Unrealized —

— MOBILEYE N V AMSTELVEEN 5.9%

Value $31.58B Shares 514,386 Est. Cost $61400.00 Unrealized —

— ONEOK PARTNERS LP 5.0%

Value $26.64B Shares 493,420 Est. Cost $53990.00 Unrealized —

— LEVEL 3 COMMUNICATIONS INC 4.6%

Value $24.87B Shares 434,583 Est. Cost $57220.00 Unrealized —

— AIR METHODS CORP 4.5%

Value $24.42B Shares 567,964 Est. Cost $43000.00 Unrealized —

NXPI NXP SEMICONDUCTORS N V 4.1%

Value $21.79B Shares 210,532 Est. Cost $89.86 Unrealized 0.0%

— SUFFOLK BANCORP 2.3%

Value $12.25B Shares 303,235 Est. Cost $31916.95 Unrealized —

— NIMBLE STORAGE INC 1.8%

Value $9.835B Shares 786,824 Est. Cost $12500.00 Unrealized —

— BROCADE COMMUNICATIONS SYS I 1.7%

Value $9.12B Shares 730,784 Est. Cost $12480.00 Unrealized —

— TRC COS INC 1.7%

Value $8.92B Shares 511,188 Est. Cost $17450.00 Unrealized —

— SOUTHWEST BANCORP INC OKLA 1.5%

Value $8.211B Shares 314,004 Est. Cost $9523.28 Unrealized —

— PACIFIC CONTINENTAL CORP 1.5%

Value $7.933B Shares 323,790 Est. Cost $24500.00 Unrealized —

— EXAR CORP 1.2%

Value $6.42B Shares 493,462 Est. Cost $13010.00 Unrealized —

— FORTRESS INVESTMENT GROUP LL 0.9%

Value $4.707B Shares 592,050 Est. Cost $7950.00 Unrealized —

DAR DARLING INGREDIENTS INC 0.5%

Value $2.747B Shares 189,197 Est. Cost $12.21 Unrealized +7.9%

VPG VISHAY PRECISION GROUP INC 0.4%

Value $2.32B Shares 146,820 Est. Cost $12.77 Unrealized +30.6%

— LIBERTY GLOBAL PLC 0.3%

Value $1.821B Shares 81,886 Est. Cost $944.48 Unrealized —

— IMVESCOR RESTAURANT GROUP ORD 0.3%

Value $1.757B Shares 662,673 Est. Cost $2651.54 Unrealized —

— LORAL SPACE & COMMUNICATNS I 0.3%

Value $1.733B Shares 43,994 Est. Cost $35270.00 Unrealized —

— RESOURCE CAP CORP 0.3%

Value $1.57B Shares 160,724 Est. Cost $5011.91 Unrealized —

BRK/A BERKSHIRE HATHAWAY INC DEL 0.3%

Value $1.499B Shares 6 Est. Cost $230816.08 Unrealized +8.7%

— COTT CORP QUE 0.3%

Value $1.357B Shares 109,788 Est. Cost $12360.00 Unrealized —

— TWENTY FIRST CENTY FOX INC 0.2%

Value $1.244B Shares 38,400 Est. Cost $32390.00 Unrealized —

TDS TELEPHONE & DATA SYS INC 0.2%

Value $1.161B Shares 43,782 Est. Cost $28.63 Unrealized 0.0%

— BGC PARTNERS INC 0.2%

Value $1.08B Shares 95,085 Est. Cost $10.23 Unrealized —

PAR PAR TECHNOLOGY CORP 0.1%

Value $757M Shares 105,622 Est. Cost $6.46 Unrealized 0.0%

KFS KINGSWAY FINL SVCS INC 0.1%

Value $696M Shares 120,037 Est. Cost $5.80 Unrealized +4.9%

— MMA CAP MGMT LLC 0.1%

Value $626M Shares 26,917 Est. Cost $23249.99 Unrealized —

— EAGLE POINT CREDIT NTS 0.1%

Value $323M Shares 12,500 Est. Cost $25800.00 Unrealized —

MXGFF MAXIM POWER ORD 0.0%

Value $264M Shares 130,039 Est. Cost $2.10 Unrealized 0.0%

MMI MARCUS & MILLICHAP INC 0.0%

Value $246M Shares 10,015 Est. Cost $23.97 Unrealized 0.0%

— THL CREDIT 6.75 NTS 0.0%

Value $52.08M Shares 2,000 Est. Cost $26040.00 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	MEAD JOHNSON NUTRITION CO	793,718	$70.7B	13.2%	$89080.00	—	Equity	582839106
—	ALLIED WRLD ASSUR COM HLDG A	992,426	$52.7B	9.8%	$53100.00	—	Equity	H01531104
—	REYNOLDS AMERICAN INC	813,841	$51.29B	9.5%	$11872.44	—	Equity	761713106
—	CST BRANDS INC	807,241	$38.82B	7.2%	$1059.88	—	Equity	12646R105
—	B/E AEROSPACE INC	590,146	$37.83B	7.0%	$64110.00	—	Equity	073302101
—	CEB INC	461,565	$36.28B	6.8%	$78600.00	—	Equity	125134106
—	VCA INC	347,619	$31.81B	5.9%	$91500.00	—	Equity	918194101
—	MOBILEYE N V AMSTELVEEN	514,386	$31.58B	5.9%	$61400.00	—	Equity	N51488117
—	ONEOK PARTNERS LP	493,420	$26.64B	5.0%	$53990.00	—	Equity	68268N103
—	LEVEL 3 COMMUNICATIONS INC	434,583	$24.87B	4.6%	$57220.00	—	Equity	52729N308
—	AIR METHODS CORP	567,964	$24.42B	4.5%	$43000.00	—	Equity	009128307
NXPI	NXP SEMICONDUCTORS N V	210,532	$21.79B	4.1%	$89.86	0.0%	Equity	N6596X109
—	SUFFOLK BANCORP	303,235	$12.25B	2.3%	$31916.95	—	Equity	864739107
—	NIMBLE STORAGE INC	786,824	$9.835B	1.8%	$12500.00	—	Equity	65440R101
—	BROCADE COMMUNICATIONS SYS I	730,784	$9.12B	1.7%	$12480.00	—	Equity	111621306
—	TRC COS INC	511,188	$8.92B	1.7%	$17450.00	—	Equity	872625108
—	SOUTHWEST BANCORP INC OKLA	314,004	$8.211B	1.5%	$9523.28	—	Equity	844767103
—	PACIFIC CONTINENTAL CORP	323,790	$7.933B	1.5%	$24500.00	—	Equity	69412V108
—	EXAR CORP	493,462	$6.42B	1.2%	$13010.00	—	Equity	300645108
—	FORTRESS INVESTMENT GROUP LL	592,050	$4.707B	0.9%	$7950.00	—	Equity	34958B106
DAR	DARLING INGREDIENTS INC	189,197	$2.747B	0.5%	$12.21	+7.9%	Equity	237266101
VPG	VISHAY PRECISION GROUP INC	146,820	$2.32B	0.4%	$12.77	+30.6%	Equity	92835K103
—	LIBERTY GLOBAL PLC	81,886	$1.821B	0.3%	$944.48	—	Equity	G5480U138
—	IMVESCOR RESTAURANT GROUP ORD	662,673	$1.757B	0.3%	$2651.54	—	Equity	45323P109
—	LORAL SPACE & COMMUNICATNS I	43,994	$1.733B	0.3%	$35270.00	—	Equity	543881106
—	RESOURCE CAP CORP	160,724	$1.57B	0.3%	$5011.91	—	Equity	76120W708
BRK/A	BERKSHIRE HATHAWAY INC DEL	6	$1.499B	0.3%	$230816.08	+8.7%	Equity	084670108
—	COTT CORP QUE	109,788	$1.357B	0.3%	$12360.00	—	Equity	22163N106
—	TWENTY FIRST CENTY FOX INC	38,400	$1.244B	0.2%	$32390.00	—	Equity	90130A101
TDS	TELEPHONE & DATA SYS INC	43,782	$1.161B	0.2%	$28.63	0.0%	Equity	879433829
—	BGC PARTNERS INC	95,085	$1.08B	0.2%	$10.23	—	Equity	05541T101
PAR	PAR TECHNOLOGY CORP	105,622	$757M	0.1%	$6.46	0.0%	Equity	698884103
KFS	KINGSWAY FINL SVCS INC	120,037	$696M	0.1%	$5.80	+4.9%	Equity	496904202
—	MMA CAP MGMT LLC	26,917	$626M	0.1%	$23249.99	—	Equity	55315D105
—	EAGLE POINT CREDIT NTS	12,500	$323M	0.1%	$25800.00	—	Equity	269809208
MXGFF	MAXIM POWER ORD	130,039	$264M	0.0%	$2.10	0.0%	Equity	57773Y209
MMI	MARCUS & MILLICHAP INC	10,015	$246M	0.0%	$23.97	0.0%	Equity	566324109
—	THL CREDIT 6.75 NTS	2,000	$52.08M	0.0%	$26040.00	—	Equity	872438304