First Trust Capital Management L.P. Quant / Systematic

Location: Chicago, IL

CIK: 0001604488 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 11, 2020

Total Value: $316M (100.0% shares, 0.0% debt)

Holdings (42)

— LIBERTY PPTY TR 22.1%

Value $69.72M Shares 1,161,090 Est. Cost $60.05 Unrealized —

— ALLERGAN PLC 19.1%

Value $60.3M Shares 315,444 Est. Cost $180.44 Unrealized —

— TALLGRASS ENERGY LP 8.5%

Value $26.83M Shares 1,212,808 Est. Cost $22.12 Unrealized —

— INTERXION HOLDING N.V 8.2%

Value $25.79M Shares 307,709 Est. Cost $83.81 Unrealized —

— WELLCARE HEALTH PLANS INC 5.2%

Value $16.55M Shares 50,127 Est. Cost $330.20 Unrealized —

— PATTERN ENERGY GROUP INC 4.8%

Value $15.08M Shares 563,634 Est. Cost $26.75 Unrealized —

— ARQULE INC 4.1%

Value $13.08M Shares 655,127 Est. Cost $19.96 Unrealized —

— TECH DATA CORP 3.9%

Value $12.22M Shares 85,101 Est. Cost $143.61 Unrealized —

— AIRCASTLE LTD 3.4%

Value $10.71M Shares 334,720 Est. Cost $32.01 Unrealized —

— TIFFANY & CO NEW 3.1%

Value $9.884M Shares 73,957 Est. Cost $133.65 Unrealized —

— WRIGHT MED GROUP N V 3.0%

Value $9.364M Shares 307,219 Est. Cost $30.48 Unrealized —

— AUDENTES THERAPEUTICS INC 2.8%

Value $8.778M Shares 146,692 Est. Cost $59.84 Unrealized —

— LOGMEIN INC 1.9%

Value $5.982M Shares 69,771 Est. Cost $85.74 Unrealized —

— MEDICINES CO 1.5%

Value $4.598M Shares 54,132 Est. Cost $84.94 Unrealized —

DAR DARLING INGREDIENTS INC 1.0%

Value $3.109M Shares 110,727 Est. Cost $15.74 Unrealized +41.7%

— LYON WILLIAM HOMES 0.9%

Value $2.967M Shares 148,512 Est. Cost $19.98 Unrealized —

— SYNTHORX INC 0.7%

Value $2.186M Shares 31,271 Est. Cost $69.91 Unrealized —

— INSTRUCTURE INC 0.5%

Value $1.451M Shares 30,102 Est. Cost $48.20 Unrealized —

MSTR MICROSTRATEGY INC 0.4%

Value $1.378M Shares 9,659 Est. Cost $13.57 Unrealized +9.7%

— SONIM TECHNOLOGIES INC 0.4%

Value $1.357M Shares 373,793 Est. Cost $3.38 Unrealized —

OEC ORION ENGINEERED CARBONS S A 0.4%

Value $1.287M Shares 66,701 Est. Cost $16.36 Unrealized +10.5%

INSW INTERNATIONAL SEAWAYS INC 0.4%

Value $1.168M Shares 39,241 Est. Cost $16.24 Unrealized 0.0%

GSL GLOBAL SHIP LEASE INC NEW 0.4%

Value $1.151M Shares 130,360 Est. Cost $7.58 Unrealized +5.1%

ASIX ADVANSIX INC 0.3%

Value $1.011M Shares 50,670 Est. Cost $27.03 Unrealized -26.1%

DHIL DIAMOND HILL INVESTMENT GROU 0.3%

Value $968K Shares 6,895 Est. Cost $97.55 Unrealized -6.6%

EZPW EZCORP INC 0.3%

Value $960K Shares 140,698 Est. Cost $8.21 Unrealized -30.1%

CAPL CROSSAMERICA PARTNERS LP 0.3%

Value $856K Shares 47,439 Est. Cost $15.74 Unrealized —

— SELECT INTERIOR CONCEPTS INC 0.2%

Value $746K Shares 83,023 Est. Cost $10.78 Unrealized —

— EXFO INC 0.2%

Value $730K Shares 157,780 Est. Cost $3.75 Unrealized —

DSSI DIAMOND S SHIPPING INC 0.2%

Value $701K Shares 41,878 Est. Cost $14.08 Unrealized —

— HERITAGE CRYSTAL CLEAN INC 0.2%

Value $642K Shares 20,455 Est. Cost $27.28 Unrealized —

— TWITTER INC 0.2%

Value $594K Shares 18,533 Est. Cost $32.05 Unrealized —

NVGS NAVIGATOR HOLDINGS LTD 0.2%

Value $594K Shares 44,078 Est. Cost $11.44 Unrealized 0.0%

— POTBELLY CORP 0.2%

Value $593K Shares 140,456 Est. Cost $4.22 Unrealized —

STNG SCORPIO TANKERS INC 0.2%

Value $587K Shares 14,927 Est. Cost $39.32 Unrealized —

IDCC INTERDIGITAL INC 0.2%

Value $519K Shares 9,526 Est. Cost $55.25 Unrealized 0.0%

NOK NOKIA CORP 0.1%

Value $421K Shares 113,552 Est. Cost $3.71 Unrealized —

VPG VISHAY PRECISION GROUP INC 0.1%

Value $291K Shares 8,557 Est. Cost $33.58 Unrealized 0.0%

— LYDALL INC DEL 0.1%

Value $291K Shares 14,163 Est. Cost $20.55 Unrealized —

CCJ CAMECO CORP 0.1%

Value $279K Shares 31,324 Est. Cost $10.45 Unrealized -13.5%

HBIO HARVARD BIOSCIENCE INC 0.0%

Value $135K Shares 44,348 Est. Cost $2.88 Unrealized 0.0%

— SPARK NETWORKS SE 0.0%

Value $100K Shares 22,111 Est. Cost $4.52 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	LIBERTY PPTY TR	1,161,090	$69.72M	22.1%	$60.05	—	Equity	531172104
—	ALLERGAN PLC	315,444	$60.3M	19.1%	$180.44	—	Equity	G0177J108
—	TALLGRASS ENERGY LP	1,212,808	$26.83M	8.5%	$22.12	—	Equity	874696107
—	INTERXION HOLDING N.V	307,709	$25.79M	8.2%	$83.81	—	Equity	N47279109
—	WELLCARE HEALTH PLANS INC	50,127	$16.55M	5.2%	$330.20	—	Equity	94946T106
—	PATTERN ENERGY GROUP INC	563,634	$15.08M	4.8%	$26.75	—	Equity	70338P100
—	ARQULE INC	655,127	$13.08M	4.1%	$19.96	—	Equity	04269E107
—	TECH DATA CORP	85,101	$12.22M	3.9%	$143.61	—	Equity	878237106
—	AIRCASTLE LTD	334,720	$10.71M	3.4%	$32.01	—	Equity	G0129K104
—	TIFFANY & CO NEW	73,957	$9.884M	3.1%	$133.65	—	Equity	886547108
—	WRIGHT MED GROUP N V	307,219	$9.364M	3.0%	$30.48	—	Equity	N96617118
—	AUDENTES THERAPEUTICS INC	146,692	$8.778M	2.8%	$59.84	—	Equity	05070R104
—	LOGMEIN INC	69,771	$5.982M	1.9%	$85.74	—	Equity	54142L109
—	MEDICINES CO	54,132	$4.598M	1.5%	$84.94	—	Equity	584688105
DAR	DARLING INGREDIENTS INC	110,727	$3.109M	1.0%	$15.74	+41.7%	Equity	237266101
—	LYON WILLIAM HOMES	148,512	$2.967M	0.9%	$19.98	—	Equity	552074700
—	SYNTHORX INC	31,271	$2.186M	0.7%	$69.91	—	Equity	87167A103
—	INSTRUCTURE INC	30,102	$1.451M	0.5%	$48.20	—	Equity	45781U103
MSTR	MICROSTRATEGY INC	9,659	$1.378M	0.4%	$13.57	+9.7%	Equity	594972408
—	SONIM TECHNOLOGIES INC	373,793	$1.357M	0.4%	$3.38	—	Equity	83548F101
OEC	ORION ENGINEERED CARBONS S A	66,701	$1.287M	0.4%	$16.36	+10.5%	Equity	L72967109
INSW	INTERNATIONAL SEAWAYS INC	39,241	$1.168M	0.4%	$16.24	0.0%	Equity	Y41053102
GSL	GLOBAL SHIP LEASE INC NEW	130,360	$1.151M	0.4%	$7.58	+5.1%	Equity	Y27183600
ASIX	ADVANSIX INC	50,670	$1.011M	0.3%	$27.03	-26.1%	Equity	00773T101
DHIL	DIAMOND HILL INVESTMENT GROU	6,895	$968K	0.3%	$97.55	-6.6%	Equity	25264R207
EZPW	EZCORP INC	140,698	$960K	0.3%	$8.21	-30.1%	Equity	302301106
CAPL	CROSSAMERICA PARTNERS LP	47,439	$856K	0.3%	$15.74	—	Equity	22758A105
—	SELECT INTERIOR CONCEPTS INC	83,023	$746K	0.2%	$10.78	—	Equity	816120307
—	EXFO INC	157,780	$730K	0.2%	$3.75	—	Equity	302046107
DSSI	DIAMOND S SHIPPING INC	41,878	$701K	0.2%	$14.08	—	Equity	Y20676105
—	HERITAGE CRYSTAL CLEAN INC	20,455	$642K	0.2%	$27.28	—	Equity	42726M106
—	TWITTER INC	18,533	$594K	0.2%	$32.05	—	Equity	90184L102
NVGS	NAVIGATOR HOLDINGS LTD	44,078	$594K	0.2%	$11.44	0.0%	Equity	Y62132108
—	POTBELLY CORP	140,456	$593K	0.2%	$4.22	—	Equity	73754Y100
STNG	SCORPIO TANKERS INC	14,927	$587K	0.2%	$39.32	—	Equity	Y7542C130
IDCC	INTERDIGITAL INC	9,526	$519K	0.2%	$55.25	0.0%	Equity	45867G101
NOK	NOKIA CORP	113,552	$421K	0.1%	$3.71	—	Equity	654902204
VPG	VISHAY PRECISION GROUP INC	8,557	$291K	0.1%	$33.58	0.0%	Equity	92835K103
—	LYDALL INC DEL	14,163	$291K	0.1%	$20.55	—	Equity	550819106
CCJ	CAMECO CORP	31,324	$279K	0.1%	$10.45	-13.5%	Equity	13321L108
HBIO	HARVARD BIOSCIENCE INC	44,348	$135K	0.0%	$2.88	0.0%	Equity	416906105
—	SPARK NETWORKS SE	22,111	$100K	0.0%	$4.52	—	Equity	846517100