First Trust Capital Management L.P. Quant / Systematic

CIK: 0001604488 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $371,948 (100.0% shares, 0.0% debt)

Holdings (105)

LIVONGO HEALTH INC 10.6%
Value ($000) $39,572 Shares 282,554 Est. Cost $140.05 Unrealized
ADVANCED DISP SVCS INC DEL 7.8%
Value ($000) $28,873 Shares 955,105 Est. Cost $30.19 Unrealized
NATIONAL GEN HLDGS CORP 7.2%
Value ($000) $26,915 Shares 797,495 Est. Cost $33.75 Unrealized
WTW WILLIS TOWERS WATSON PLC LTD 6.7%
Value ($000) $24,830 Shares 118,906 Est. Cost $177.44 Unrealized +7.0%
VARIAN MED SYS INC 5.8%
Value ($000) $21,714 Shares 126,246 Est. Cost $172.00 Unrealized
AIMMUNE THERAPEUTICS INC 4.9%
Value ($000) $18,107 Shares 525,598 Est. Cost $34.45 Unrealized
IMMUNOMEDICS INC 4.8%
Value ($000) $17,775 Shares 209,046 Est. Cost $85.03 Unrealized
ROSETTA STONE INC 4.4%
Value ($000) $16,345 Shares 545,192 Est. Cost $29.98 Unrealized
MOMENTA PHARMACEUTICALS INC 4.4%
Value ($000) $16,259 Shares 309,814 Est. Cost $52.48 Unrealized
WRIGHT MED GROUP N V 3.5%
Value ($000) $13,049 Shares 427,291 Est. Cost $30.45 Unrealized
E TRADE FINANCIAL CORP 2.2%
Value ($000) $8,056 Shares 160,955 Est. Cost $49.73 Unrealized
FG NEW AMER ACQUISITION CORP 1.6%
Value ($000) $6,137 Shares 613,100 Est. Cost $10.01 Unrealized
NEW PROVIDENCE ACQUISITION 1.1%
Value ($000) $4,196 Shares 416,645 Est. Cost $10.07 Unrealized
E MERGE TECHNOLOGY ACQUISITI 1.1%
Value ($000) $4,008 Shares 397,594 Est. Cost $10.08 Unrealized
CRESCENT ACQUISITION CORP 1.1%
Value ($000) $3,920 Shares 390,441 Est. Cost $10.04 Unrealized
CHURCHILL CAPITAL CORP IV 0.9%
Value ($000) $3,514 Shares 350,651 Est. Cost $10.02 Unrealized
FTAC OLYMPUS ACQUISITION COR 0.9%
Value ($000) $3,500 Shares 350,000 Est. Cost $10.00 Unrealized
PRIME IMPACT ACQUISITION I 0.9%
Value ($000) $3,436 Shares 342,900 Est. Cost $10.02 Unrealized
HAYMAKER ACQUISITION CORP II 0.9%
Value ($000) $3,431 Shares 343,057 Est. Cost $10.00 Unrealized
LIONHEART ACQUISITION CORP I 0.9%
Value ($000) $3,327 Shares 334,000 Est. Cost $9.96 Unrealized
TAILWIND ACQUISITION CORP 0.9%
Value ($000) $3,306 Shares 328,945 Est. Cost $10.05 Unrealized
SOCIAL CAP HEDSPIA HLDG CO I 0.9%
Value ($000) $3,249 Shares 260,736 Est. Cost $12.46 Unrealized
GX ACQUISITION CORP 0.9%
Value ($000) $3,225 Shares 307,128 Est. Cost $10.45 Unrealized
TUSCAN HLDGS CORP 0.8%
Value ($000) $3,096 Shares 304,125 Est. Cost $10.19 Unrealized
FALCON CAPITAL ACQUISITN COR 0.8%
Value ($000) $3,087 Shares 300,000 Est. Cost $10.29 Unrealized
VESPER HEALTHCARE ACQSTN COR 0.8%
Value ($000) $2,985 Shares 290,900 Est. Cost $10.26 Unrealized
VECTOR ACQUISITION CORP 0.8%
Value ($000) $2,978 Shares 293,705 Est. Cost $10.14 Unrealized
CF FIN ACQUISITION CORP 0.8%
Value ($000) $2,885 Shares 277,381 Est. Cost $10.52 Unrealized
EQUITY DISTR ACQUISITION COR 0.8%
Value ($000) $2,884 Shares 280,000 Est. Cost $10.30 Unrealized
AMCI ACQUISITION CORP 0.8%
Value ($000) $2,867 Shares 277,262 Est. Cost $10.32 Unrealized
QELL ACQUISITION CORP 0.8%
Value ($000) $2,845 Shares 280,000 Est. Cost $10.16 Unrealized
NORTHERN GENESIS ACQUISITION 0.8%
Value ($000) $2,797 Shares 280,000 Est. Cost $9.99 Unrealized
VPC IMPACT ACQUISITION HLDNG 0.7%
Value ($000) $2,500 Shares 250,000 Est. Cost $10.00 Unrealized
CLIMATE CHANGE CRISIS REAL I 0.6%
Value ($000) $2,412 Shares 240,000 Est. Cost $10.05 Unrealized
STARBOARD VALUE ACQUISITN CO 0.6%
Value ($000) $2,309 Shares 228,582 Est. Cost $10.10 Unrealized
ANDINA ACQUISITION CORP III 0.6%
Value ($000) $2,251 Shares 219,813 Est. Cost $10.24 Unrealized
ALUS ALUSSA ENERGY ACQUISITION CO 0.6%
Value ($000) $2,163 Shares 217,824 Est. Cost $9.93 Unrealized
NORTH MOUNTAIN MERGER CORP 0.6%
Value ($000) $2,066 Shares 202,587 Est. Cost $10.20 Unrealized
ARTIUS ACQUISITION INC 0.5%
Value ($000) $1,909 Shares 192,011 Est. Cost $9.94 Unrealized
OAKTREE ACQUISITION CORP II 0.5%
Value ($000) $1,852 Shares 180,000 Est. Cost $10.29 Unrealized
FORUM MERGER III CORP 0.5%
Value ($000) $1,845 Shares 176,719 Est. Cost $10.44 Unrealized
MONOCLE ACQUISITION CORP 0.5%
Value ($000) $1,819 Shares 177,679 Est. Cost $10.24 Unrealized
JUNIPER INDL HLDGS INC 0.5%
Value ($000) $1,815 Shares 173,500 Est. Cost $10.39 Unrealized
PMV CONSUMER ACQUISITION COR 0.5%
Value ($000) $1,798 Shares 180,000 Est. Cost $9.99 Unrealized
SOFTWARE ACQUISITN GRUP INC 0.5%
Value ($000) $1,791 Shares 180,000 Est. Cost $9.95 Unrealized
CHP MERGER CORP 0.5%
Value ($000) $1,786 Shares 175,313 Est. Cost $10.19 Unrealized
MEGALITH FINL ACQUISITION CO 0.5%
Value ($000) $1,687 Shares 163,595 Est. Cost $10.31 Unrealized
RMG ACQUISITION CORP 0.4%
Value ($000) $1,605 Shares 150,161 Est. Cost $10.53 Unrealized
D8 HOLDINGS CORP 0.4%
Value ($000) $1,580 Shares 156,910 Est. Cost $10.07 Unrealized
DMY TECHNOLOGY GROUP INC II 0.4%
Value ($000) $1,565 Shares 153,000 Est. Cost $10.23 Unrealized
TORTOISE ACQUISITION CORP II 0.4%
Value ($000) $1,469 Shares 135,000 Est. Cost $10.88 Unrealized
REDBALL ACQUISITION CORP 0.4%
Value ($000) $1,436 Shares 135,900 Est. Cost $10.57 Unrealized
BURGUNDY TECHNOLOGY ACQU COR 0.4%
Value ($000) $1,312 Shares 131,745 Est. Cost $9.96 Unrealized
ACE CONVERGENCE ACQU CORP 0.3%
Value ($000) $1,258 Shares 122,728 Est. Cost $10.25 Unrealized
CM LIFE SCIENCES INC 0.3%
Value ($000) $1,179 Shares 112,602 Est. Cost $10.47 Unrealized
FORTRESS VALUE ACQUISITION I 0.3%
Value ($000) $1,178 Shares 114,405 Est. Cost $10.30 Unrealized
STABLE RD ACQUISITION CORP 0.3%
Value ($000) $1,176 Shares 116,657 Est. Cost $10.08 Unrealized
CLA/U COLONNADE ACQUISITION CORP 0.3%
Value ($000) $1,077 Shares 108,100 Est. Cost $9.96 Unrealized
SUSTAINABLE OPPORTNTS ACQ CO 0.3%
Value ($000) $1,032 Shares 101,152 Est. Cost $10.20 Unrealized
LONGVIEW ACQUISITION CORP 0.3%
Value ($000) $986 Shares 100,399 Est. Cost $9.82 Unrealized
FOLEY TRASIMENE ACQUISITION 0.2%
Value ($000) $857 Shares 84,055 Est. Cost $10.20 Unrealized
MALACCA STRAITS ACQUISITION 0.2%
Value ($000) $839 Shares 84,345 Est. Cost $9.95 Unrealized
NEWHOLD INVESTMENT CORP 0.2%
Value ($000) $826 Shares 82,116 Est. Cost $10.06 Unrealized
JERNIGAN CAP INC 0.2%
Value ($000) $815 Shares 47,540 Est. Cost $17.14 Unrealized
AONE/U ONE 0.2%
Value ($000) $737 Shares 67,626 Est. Cost $10.90 Unrealized
ACAMAR PARTNERS ACQSITION CO 0.2%
Value ($000) $736 Shares 72,048 Est. Cost $10.24 Unrealized
BOWX ACQUISITION CORP 0.2%
Value ($000) $721 Shares 70,290 Est. Cost $10.26 Unrealized
DFP HEALTHCARE ACQUISITNS CO 0.2%
Value ($000) $715 Shares 68,884 Est. Cost $10.38 Unrealized
GORES HLDGS V INC 0.2%
Value ($000) $662 Shares 63,945 Est. Cost $10.35 Unrealized
CELLULAR BIOMEDICINE GROUP I 0.2%
Value ($000) $653 Shares 35,613 Est. Cost $18.34 Unrealized
FUSION ACQUISITION CORP 0.2%
Value ($000) $651 Shares 63,200 Est. Cost $10.16 Unrealized
RPLA REPLAY ACQUISITION CORP 0.2%
Value ($000) $651 Shares 63,913 Est. Cost $10.19 Unrealized
EAST RES ACQUISITION CO 0.2%
Value ($000) $636 Shares 62,998 Est. Cost $10.10 Unrealized
HUDSON LTD 0.2%
Value ($000) $634 Shares 83,397 Est. Cost $7.60 Unrealized
UNION ACQUISITION CORP II 0.2%
Value ($000) $596 Shares 60,011 Est. Cost $9.98 Unrealized
HUDSON EXECUTIVE INVT CORP 0.2%
Value ($000) $584 Shares 55,857 Est. Cost $10.25 Unrealized
TREBIA ACQUISITION CORP 0.2%
Value ($000) $583 Shares 57,278 Est. Cost $10.18 Unrealized
VIVINT SOLAR INC 0.2%
Value ($000) $564 Shares 13,318 Est. Cost $42.35 Unrealized
SCPE SC HEALTH CORP 0.1%
Value ($000) $550 Shares 54,515 Est. Cost $10.11 Unrealized
THBR THUNDER BRDG ACQUISTION II L 0.1%
Value ($000) $538 Shares 52,700 Est. Cost $10.21 Unrealized
LIVE OAK ACQUISITION CORP 0.1%
Value ($000) $528 Shares 50,000 Est. Cost $10.02 Unrealized
SOUTH MTN MERGER CORP 0.1%
Value ($000) $523 Shares 50,000 Est. Cost $10.46 Unrealized
MVC CAP INC 0.1%
Value ($000) $521 Shares 66,719 Est. Cost $7.81 Unrealized
BITAUTO HLDGS LTD 0.1%
Value ($000) $513 Shares 32,549 Est. Cost $15.76 Unrealized
CIIG MERGER CORP 0.1%
Value ($000) $482 Shares 47,185 Est. Cost $10.26 Unrealized
GIGCAPITAL2 INC 0.1%
Value ($000) $449 Shares 44,151 Est. Cost $10.16 Unrealized
MAPS SILVER SPIKE ACQUISITION COR 0.1%
Value ($000) $414 Shares 40,893 Est. Cost $10.13 Unrealized
TREB/U TREBIA ACQUISITION CORP 0.1%
Value ($000) $404 Shares 37,400 Est. Cost $10.44 Unrealized
KENSINGTON CAP ACQUISITION C 0.1%
Value ($000) $402 Shares 24,027 Est. Cost $16.73 Unrealized
JUNIPER INDL HLDGS INC 0.1%
Value ($000) $393 Shares 34,451 Est. Cost $10.30 Unrealized
ACACIA COMMUNICATIONS INC 0.1%
Value ($000) $392 Shares 5,812 Est. Cost $67.13 Unrealized
TIFFANY & CO NEW 0.1%
Value ($000) $379 Shares 3,273 Est. Cost $124.27 Unrealized
CC NEUBERGER PRINCIPAL HLDNG 0.1%
Value ($000) $361 Shares 33,332 Est. Cost $10.60 Unrealized
GS ACQUISITION HLDGS CORP II 0.1%
Value ($000) $355 Shares 31,600 Est. Cost $10.51 Unrealized
INNERWORKINGS INC 0.1%
Value ($000) $344 Shares 114,962 Est. Cost $2.99 Unrealized
TD AMERITRADE HLDG CORP 0.1%
Value ($000) $325 Shares 8,311 Est. Cost $36.38 Unrealized
TUSCAN HLDGS CORP II 0.1%
Value ($000) $260 Shares 26,076 Est. Cost $10.02 Unrealized
LEISURE ACQUISITION CORP 0.1%
Value ($000) $249 Shares 23,303 Est. Cost $10.68 Unrealized
FITBIT INC 0.1%
Value ($000) $194 Shares 27,816 Est. Cost $6.52 Unrealized
ACND/U ASCENDANT DIGITAL ACQUISITIO 0.0%
Value ($000) $166 Shares 15,800 Est. Cost $10.51 Unrealized
CC NEUBERGER PRINCIPAL HLDNG 0.0%
Value ($000) $156 Shares 14,999 Est. Cost $10.40 Unrealized
CC NEUBERGER PRIN HLDGS II 0.0%
Value ($000) $153 Shares 14,855 Est. Cost $10.30 Unrealized
TRINE ACQUISITION CORP 0.0%
Value ($000) $150 Shares 13,846 Est. Cost $10.45 Unrealized
SCHULTZE SPL PURP ACQUSTN CO 0.0%
Value ($000) $134 Shares 13,183 Est. Cost $10.16 Unrealized
CAPSTAR SPL PURP ACQUISITION 0.0%
Value ($000) $129 Shares 12,640 Est. Cost $10.21 Unrealized