First Trust Capital Management L.P. Quant / Systematic

Location: Chicago, IL

CIK: 0001604488 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 14, 2019

Total Value: $308M (100.0% shares, 0.0% debt)

Holdings (37)

— SUNTRUST BKS INC 19.7%

Value $60.8M Shares 1,108,388 Est. Cost $54.85 Unrealized —

— CELGENE CORP 13.9%

Value $42.69M Shares 429,854 Est. Cost $95.32 Unrealized —

— VIACOM INC NEW 12.5%

Value $38.59M Shares 1,605,781 Est. Cost $24.03 Unrealized —

— BROOKFIELD ASSET MGMT INC 12.4%

Value $38.13M Shares 718,158 Est. Cost $53.09 Unrealized —

— ALLERGAN PLC 8.1%

Value $24.89M Shares 147,916 Est. Cost $168.29 Unrealized —

— MEDIDATA SOLUTIONS INC 7.3%

Value $22.57M Shares 246,631 Est. Cost $91.50 Unrealized —

— CAMBREX CORP 4.4%

Value $13.65M Shares 229,380 Est. Cost $59.50 Unrealized —

— SEMGROUP CORP 3.8%

Value $11.65M Shares 713,230 Est. Cost $16.34 Unrealized —

— CARBON BLACK INC 3.3%

Value $10.26M Shares 394,848 Est. Cost $25.99 Unrealized —

— UNITED FINL BANCORP INC NEW 2.1%

Value $6.616M Shares 485,432 Est. Cost $13.63 Unrealized —

— PRESIDIO INC 1.8%

Value $5.537M Shares 327,608 Est. Cost $16.90 Unrealized —

— CORINDUS VASCULAR ROBOTICS I 1.8%

Value $5.46M Shares 1,275,763 Est. Cost $4.28 Unrealized —

— AVEDRO INC 1.4%

Value $4.447M Shares 195,894 Est. Cost $22.70 Unrealized —

— OLD LINE BANCSHARES INC 0.8%

Value $2.54M Shares 87,554 Est. Cost $29.01 Unrealized —

DAR DARLING INGREDIENTS INC 0.8%

Value $2.527M Shares 132,076 Est. Cost $15.74 Unrealized +24.2%

BXC BLUELINX HLDGS INC 0.8%

Value $2.441M Shares 75,515 Est. Cost $22.17 Unrealized +13.8%

MSTR MICROSTRATEGY INC 0.5%

Value $1.495M Shares 10,076 Est. Cost $13.57 Unrealized +1.0%

OEC ORION ENGINEERED CARBONS S A 0.5%

Value $1.474M Shares 88,187 Est. Cost $16.36 Unrealized 0.0%

DHIL DIAMOND HILL INVESTMENT GROU 0.4%

Value $1.125M Shares 8,148 Est. Cost $97.55 Unrealized -11.3%

— CARE COM INC 0.3%

Value $1.049M Shares 100,337 Est. Cost $10.45 Unrealized —

— HERITAGE CRYSTAL CLEAN INC 0.3%

Value $961K Shares 36,265 Est. Cost $27.28 Unrealized —

— UNIVAR SOLUTIONS INC 0.3%

Value $950K Shares 45,773 Est. Cost $20.75 Unrealized —

ASIX ADVANSIX INC 0.3%

Value $877K Shares 34,112 Est. Cost $30.47 Unrealized -27.1%

GPRE GREEN PLAINS INC 0.3%

Value $829K Shares 78,244 Est. Cost $13.01 Unrealized -26.5%

EZPW EZCORP INC 0.3%

Value $796K Shares 123,361 Est. Cost $8.56 Unrealized 0.0%

— SELECT INTERIOR CONCEPTS INC 0.2%

Value $724K Shares 55,840 Est. Cost $11.65 Unrealized —

— EXFO INC 0.2%

Value $703K Shares 176,140 Est. Cost $3.75 Unrealized —

GSL GLOBAL SHIP LEASE INC NEW 0.2%

Value $637K Shares 83,272 Est. Cost $7.36 Unrealized 0.0%

CAPL CROSSAMERICA PARTNERS LP 0.2%

Value $607K Shares 35,553 Est. Cost $14.96 Unrealized —

— KEMET CORP 0.2%

Value $562K Shares 30,901 Est. Cost $16.97 Unrealized —

GTX GARRETT MOTION INC 0.2%

Value $536K Shares 53,806 Est. Cost $13.59 Unrealized -9.6%

OSPN ONESPAN INC 0.1%

Value $462K Shares 31,839 Est. Cost $15.68 Unrealized -10.5%

— SINCLAIR BROADCAST GROUP INC 0.1%

Value $400K Shares 9,361 Est. Cost $42.73 Unrealized —

— SONIM TECHNOLOGIES INC 0.1%

Value $397K Shares 135,396 Est. Cost $2.93 Unrealized —

CCJ CAMECO CORP 0.1%

Value $287K Shares 30,205 Est. Cost $10.50 Unrealized -12.8%

DSSI DIAMOND S SHIPPING INC 0.1%

Value $214K Shares 19,442 Est. Cost $11.01 Unrealized —

RBBN RIBBON COMMUNICATIONS INC 0.1%

Value $202K Shares 34,558 Est. Cost $5.25 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SUNTRUST BKS INC	1,108,388	$60.8M	19.7%	$54.85	—	Equity	867914103
—	CELGENE CORP	429,854	$42.69M	13.9%	$95.32	—	Equity	151020104
—	VIACOM INC NEW	1,605,781	$38.59M	12.5%	$24.03	—	Equity	92553P201
—	BROOKFIELD ASSET MGMT INC	718,158	$38.13M	12.4%	$53.09	—	Equity	112585104
—	ALLERGAN PLC	147,916	$24.89M	8.1%	$168.29	—	Equity	G0177J108
—	MEDIDATA SOLUTIONS INC	246,631	$22.57M	7.3%	$91.50	—	Equity	58471A105
—	CAMBREX CORP	229,380	$13.65M	4.4%	$59.50	—	Equity	132011107
—	SEMGROUP CORP	713,230	$11.65M	3.8%	$16.34	—	Equity	81663A105
—	CARBON BLACK INC	394,848	$10.26M	3.3%	$25.99	—	Equity	14081R103
—	UNITED FINL BANCORP INC NEW	485,432	$6.616M	2.1%	$13.63	—	Equity	910304104
—	PRESIDIO INC	327,608	$5.537M	1.8%	$16.90	—	Equity	74102M103
—	CORINDUS VASCULAR ROBOTICS I	1,275,763	$5.46M	1.8%	$4.28	—	Equity	218730109
—	AVEDRO INC	195,894	$4.447M	1.4%	$22.70	—	Equity	05355N109
—	OLD LINE BANCSHARES INC	87,554	$2.54M	0.8%	$29.01	—	Equity	67984M100
DAR	DARLING INGREDIENTS INC	132,076	$2.527M	0.8%	$15.74	+24.2%	Equity	237266101
BXC	BLUELINX HLDGS INC	75,515	$2.441M	0.8%	$22.17	+13.8%	Equity	09624H208
MSTR	MICROSTRATEGY INC	10,076	$1.495M	0.5%	$13.57	+1.0%	Equity	594972408
OEC	ORION ENGINEERED CARBONS S A	88,187	$1.474M	0.5%	$16.36	0.0%	Equity	L72967109
DHIL	DIAMOND HILL INVESTMENT GROU	8,148	$1.125M	0.4%	$97.55	-11.3%	Equity	25264R207
—	CARE COM INC	100,337	$1.049M	0.3%	$10.45	—	Equity	141633107
—	HERITAGE CRYSTAL CLEAN INC	36,265	$961K	0.3%	$27.28	—	Equity	42726M106
—	UNIVAR SOLUTIONS INC	45,773	$950K	0.3%	$20.75	—	Equity	91336L107
ASIX	ADVANSIX INC	34,112	$877K	0.3%	$30.47	-27.1%	Equity	00773T101
GPRE	GREEN PLAINS INC	78,244	$829K	0.3%	$13.01	-26.5%	Equity	393222104
EZPW	EZCORP INC	123,361	$796K	0.3%	$8.56	0.0%	Equity	302301106
—	SELECT INTERIOR CONCEPTS INC	55,840	$724K	0.2%	$11.65	—	Equity	816120307
—	EXFO INC	176,140	$703K	0.2%	$3.75	—	Equity	302046107
GSL	GLOBAL SHIP LEASE INC NEW	83,272	$637K	0.2%	$7.36	0.0%	Equity	Y27183600
CAPL	CROSSAMERICA PARTNERS LP	35,553	$607K	0.2%	$14.96	—	Equity	22758A105
—	KEMET CORP	30,901	$562K	0.2%	$16.97	—	Equity	488360207
GTX	GARRETT MOTION INC	53,806	$536K	0.2%	$13.59	-9.6%	Equity	366505105
OSPN	ONESPAN INC	31,839	$462K	0.1%	$15.68	-10.5%	Equity	68287N100
—	SINCLAIR BROADCAST GROUP INC	9,361	$400K	0.1%	$42.73	—	Equity	829226109
—	SONIM TECHNOLOGIES INC	135,396	$397K	0.1%	$2.93	—	Equity	83548F101
CCJ	CAMECO CORP	30,205	$287K	0.1%	$10.50	-12.8%	Equity	13321L108
DSSI	DIAMOND S SHIPPING INC	19,442	$214K	0.1%	$11.01	—	Equity	Y20676105
RBBN	RIBBON COMMUNICATIONS INC	34,558	$202K	0.1%	$5.25	0.0%	Equity	762544104