First Trust Capital Management L.P. Quant / Systematic

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	VARIAN MED SYS INC	197,910	$34,637	9.7%	$173.09	—	Equity	92220P105
—	NATIONAL GEN HLDGS CORP	831,737	$28,429	8.0%	$33.77	—	Equity	636220303
—	EATON VANCE CORP	369,209	$25,080	7.0%	$67.93	—	Equity	278265103
—	REALPAGE INC	270,558	$23,603	6.6%	$87.24	—	Equity	75606N109
—	TIFFANY & CO NEW	179,127	$23,546	6.6%	$131.32	—	Equity	886547108
—	SLACK TECHNOLOGIES INC	287,631	$12,150	3.4%	$42.24	—	Equity	83088V102
—	FG NEW AMER ACQUISITION CORP	613,100	$6,511	1.8%	$10.01	—	Equity	30259V205
—	HMS HLDGS CORP	141,478	$5,199	1.5%	$36.75	—	Equity	40425J101
—	CRESCENT ACQUISITION CORP	461,607	$4,824	1.4%	$10.10	—	Equity	22564L105
—	BIOTELEMETRY INC	66,515	$4,794	1.3%	$72.07	—	Equity	090672106
—	CHURCHILL CAP CORP II	413,604	$4,281	1.2%	$10.35	—	Equity	17143G106
—	E MERGE TECHNOLOGY ACQUISITI	397,594	$4,238	1.2%	$10.08	—	Equity	26873Y203
—	FTAC OLYMPUS ACQUISITION COR	350,000	$3,805	1.1%	$10.00	—	Equity	G37288118
—	ALEXION PHARMACEUTICALS INC	23,957	$3,743	1.1%	$156.24	—	Equity	015351109
—	PRIME IMPACT ACQUISITION I	342,900	$3,638	1.0%	$10.02	—	Equity	G61074111
—	CHURCHILL CAPITAL CORP IV	350,651	$3,612	1.0%	$10.02	—	Equity	171439201
—	TAILWIND ACQUISITION CORP	328,945	$3,546	1.0%	$10.05	—	Equity	87403Q201
—	LIONHEART ACQUISITION CORP I	334,000	$3,477	1.0%	$9.96	—	Equity	53625R203
—	ARTIUS ACQUISITION INC	317,011	$3,370	0.9%	$10.21	—	Equity	04316G105
—	HORIZON ACQUISITION II UNT	309,370	$3,323	0.9%	$10.74	—	Equity	G46044122
—	AVANTI ACQ UNT	300,000	$3,252	0.9%	$10.84	—	Equity	G0682V117
—	FALCON CAPITAL ACQUISITN COR	300,000	$3,204	0.9%	$10.29	—	Equity	30606L207
—	SPORTS ENT ACQ UNT	295,685	$3,179	0.9%	$10.75	—	Equity	84918M205
GBTG	APOLLO STRATEGIC GROW CAP CL A ORD	304,998	$3,175	0.9%	$10.41	—	Equity	G0411R106
—	VECTOR ACQUISITION CORP	293,705	$3,157	0.9%	$10.14	—	Equity	G9442R100
—	LIVE OAK ACQUISITION UNT	289,983	$3,146	0.9%	$10.85	—	Equity	53804W205
—	ACON S2 ACQUISITION CL A ORD	306,479	$3,089	0.9%	$10.08	—	Equity	G00748106
—	REDBALL ACQUISITION CL A ORD	280,900	$3,059	0.9%	$10.89	—	Equity	G7417R105
—	EQUITY DISTR ACQUISITION COR	280,000	$2,982	0.8%	$10.30	—	Equity	29465E205
—	KINS TECHNOLOGY GROUP UNT	280,000	$2,881	0.8%	$10.29	—	Equity	49714K208
—	MUDRICK CAPITAL ACQ II UNT	270,000	$2,784	0.8%	$10.31	—	Equity	62477L206
—	BOWX ACQUISITION CORP	256,885	$2,749	0.8%	$10.58	—	Equity	103085205
—	CLIMATE CHANGE CRISIS REAL CL A ORD	254,153	$2,722	0.8%	$10.71	—	Equity	18716C100
—	VPC IMPACT ACQUISITION HLDNG	250,000	$2,675	0.8%	$10.00	—	Equity	G9441E126
—	TREBIA ACQUISITION CORP	243,878	$2,631	0.7%	$10.64	—	Equity	G9027T109
—	SPARTAN ACQUISITION UNT	240,500	$2,597	0.7%	$10.80	—	Equity	846775203
—	AMERICAS TECHNOLOGY ACQUISIT RED UNT	251,333	$2,584	0.7%	$10.28	—	Equity	G0404A128
—	CARNEY TECH ACQ II UNT	250,000	$2,565	0.7%	$10.26	—	Equity	143636207
—	TORTOISE ACQUISITION CL A ORD	228,286	$2,431	0.7%	$10.65	—	Equity	G89554102
—	CORNER GROWTH ACQUISITION UNT	230,000	$2,404	0.7%	$10.45	—	Equity	G2425N121
—	STARBOARD VALUE ACQUISITN CO	228,582	$2,354	0.7%	$10.10	—	Equity	85521J208
—	OAKTREE ACQUISITION CORP II	207,548	$2,223	0.6%	$10.34	—	Equity	G6715X129
ALUS	ALUSSA ENERGY ACQUISITION CO	217,824	$2,191	0.6%	$9.93	—	Equity	G0232J101
—	IG ACQUISITION UNT	200,000	$2,162	0.6%	$10.81	—	Equity	449534205
—	GX ACQUISITION CORP	190,722	$2,098	0.6%	$10.45	—	Equity	36251A107
—	MOTIVE CAPITAL UNT	198,000	$2,087	0.6%	$10.54	—	Equity	G6293A129
—	CONCORD ACQUISITION UNT	200,000	$2,062	0.6%	$10.31	—	Equity	206071201
—	BCLS ACQUISITION CL A ORD	184,600	$2,056	0.6%	$11.14	—	Equity	G0904B105
—	DMY TECHNOLOGY GROUP UNT	180,000	$2,052	0.6%	$11.40	—	Equity	233278209
—	DPCM CAPITAL UNT	182,000	$2,006	0.6%	$11.02	—	Equity	23344P200
—	CHP MERGER CORP	191,846	$1,968	0.6%	$10.19	—	Equity	12558Y106
—	VY GLOBAL GROWTH UNT	180,000	$1,937	0.5%	$10.76	—	Equity	G9444H126
—	SARISSA CAPITAL ACQ UNT	180,000	$1,917	0.5%	$10.65	—	Equity	G7823W128
—	SOFTWARE ACQUISITN GRUP INC	180,000	$1,917	0.5%	$9.95	—	Equity	83407F200
—	CHURCHILL CAPITAL V UNT	180,000	$1,890	0.5%	$10.50	—	Equity	17144T206
—	SUPERNOVA PARTNERS ACQ UNT	161,309	$1,873	0.5%	$11.61	—	Equity	86846V207
—	PMV CONSUMER ACQUISITION COR	180,000	$1,854	0.5%	$9.99	—	Equity	693486201
—	D8 HOLDINGS CORP	156,910	$1,677	0.5%	$10.07	—	Equity	G2614K102
—	SUSTAINABLE OPPORTNTS ACQ CO	146,152	$1,573	0.4%	$10.37	—	Equity	G8598Y109
—	BURGUNDY TECHNOLOGY ACQU COR	131,745	$1,486	0.4%	$9.96	—	Equity	G1702T132
—	SCION TECH GROWTH I UNT	144,000	$1,486	0.4%	$10.32	—	Equity	G31067120
—	RMG ACQUISITION II UNT	130,203	$1,452	0.4%	$11.15	—	Equity	G76083115
—	HIGHLAND TRANSCEND PARTNERS I UNT	135,900	$1,427	0.4%	$10.50	—	Equity	G44690116
—	ZANITE ACQUISITION UNT	135,000	$1,420	0.4%	$10.52	—	Equity	98907K202
—	JUNIPER INDL HLDGS INC	132,280	$1,417	0.4%	$10.39	—	Equity	48205G106
—	SOCIAL CAP HEDOSOP HOLD V CL A ORD	113,616	$1,413	0.4%	$12.44	—	Equity	G8252P105
—	DELWINDS INS ACQ UNT	135,000	$1,377	0.4%	$10.20	—	Equity	24803C201
—	ACE CONVERGENCE ACQU CORP	122,728	$1,337	0.4%	$10.25	—	Equity	G0083D112
—	NORTH MOUNTAIN MERGER CORP	122,815	$1,319	0.4%	$10.20	—	Equity	661204206
—	IG ACQUISITION ORD	130,000	$1,317	0.4%	$10.13	—	Equity	449534106
—	FORTRESS VALUE ACQUISITION I	114,405	$1,277	0.4%	$10.30	—	Equity	349642207
—	NORTH MOUNTAIN MERGER CL A ORD	121,310	$1,253	0.4%	$10.33	—	Equity	661204107
—	7GC HOLDINGS UNT	116,872	$1,233	0.3%	$10.55	—	Equity	81786A206
—	QELL ACQUISITION CORP	90,741	$1,202	0.3%	$10.16	—	Equity	G7307X121
—	EAST RES ACQUISITION CO	113,285	$1,150	0.3%	$10.15	—	Equity	274681105
WTW	WILLIS TOWERS WATSON PLC LTD	5,210	$1,098	0.3%	$177.44	+8.3%	Equity	G96629103
—	ANWORTH MTG ASSET CORP	399,418	$1,082	0.3%	$2.71	—	Equity	037347101
VGACGBP	VG ACQUISITION CL A ORD	91,982	$1,051	0.3%	$11.43	—	Equity	G9446E105
—	CF ACQUISITION IV UNT	99,000	$1,019	0.3%	$10.29	—	Equity	12520T201
—	JAWS SPITFIRE ACQUISITION UNT	90,000	$995	0.3%	$11.06	—	Equity	G50740128
—	PARSLEY ENERGY INC	66,102	$939	0.3%	$14.21	—	Equity	701877102
—	SEVEN OAKS ACQUISITION UNT	90,000	$932	0.3%	$10.36	—	Equity	81787X205
—	MALACCA STRAITS ACQUISITION	84,345	$866	0.2%	$9.95	—	Equity	G5859B125
—	NEWHOLD INVESTMENT CORP	82,116	$857	0.2%	$10.06	—	Equity	651448201
—	SOCIAL CAPITAL HEDOSOPHIA VI UNT	64,790	$836	0.2%	$12.90	—	Equity	G8251L121
—	TEKKORP DIGITAL ACQUISITION UNT	75,866	$816	0.2%	$10.76	—	Equity	G8739H122
—	CONCHO RES INC	13,926	$813	0.2%	$58.38	—	Equity	20605P101
AONE/U	ONE	67,626	$770	0.2%	$10.90	—	Equity	G7000X113
—	REVOLUTION ACCELERATION UNT	73,440	$765	0.2%	$10.42	—	Equity	76156P205
—	DFP HEALTHCARE ACQUISITNS CO	68,884	$744	0.2%	$10.38	—	Equity	23343Q100
—	EDTECHX HLDG ACQ II UNT	67,500	$697	0.2%	$10.33	—	Equity	28139A201
—	GORES HLDGS V INC	63,945	$689	0.2%	$10.35	—	Equity	382864205
—	WATFORD HLDGS LTD	19,480	$674	0.2%	$34.60	—	Equity	G94787101
—	EAST RES ACQUISITION CO	62,998	$666	0.2%	$10.10	—	Equity	274681204
—	ENDURANCE INTL GROUP HLDGS I	69,882	$660	0.2%	$9.44	—	Equity	29272B105
—	CM LIFE SCIENCES INC	56,096	$651	0.2%	$10.47	—	Equity	18978W208
—	HUDSON EXECUTIVE INVT CORP	55,857	$637	0.2%	$10.25	—	Equity	443761200
—	CM LIFE SCIENCES CL A ORD	56,698	$626	0.2%	$11.04	—	Equity	18978W109
—	UNION ACQUISITION CORP II	60,011	$624	0.2%	$9.98	—	Equity	G9402Q100
—	CELLULAR BIOMEDICINE GROUP I	32,688	$601	0.2%	$18.34	—	Equity	15117P102
—	ARCLIGHT CLEAN TRANSITION CL A ORD	53,820	$596	0.2%	$11.07	—	Equity	G04561109
RPLA	REPLAY ACQUISITION CORP	56,283	$585	0.2%	$10.19	—	Equity	G75130107
—	AJAX I UNT	47,078	$584	0.2%	$12.40	—	Equity	G0190X118
—	TWC TECH HLDGS II CORP	52,600	$565	0.2%	$10.74	—	Equity	90117G204
SCPE	SC HEALTH CORP	54,515	$559	0.2%	$10.11	—	Equity	G78516203
—	FORTRESS VALUE ACQUISITION CL A ORD	50,000	$537	0.2%	$10.74	—	Equity	349642108
—	MAXIM INTEGRATED PRODS INC	6,002	$532	0.1%	$88.64	—	Equity	57772K101
—	FUSION ACQUISITION CORP	46,159	$522	0.1%	$11.31	—	Equity	36118H105
—	XILINX INC	3,467	$492	0.1%	$141.91	—	Equity	983919101
—	GOLDEN FALCON ACQUISITION UNT	45,000	$468	0.1%	$10.40	—	Equity	38102H208
—	ACKRELL SPAC PARTNERS I UNT	45,000	$463	0.1%	$10.29	—	Equity	00461L204
—	DUNE ACQUISITION UNT	45,000	$461	0.1%	$10.24	—	Equity	265334201
—	RICE ACQUISITION UNT	40,320	$456	0.1%	$11.31	—	Equity	762594208
—	QELL ACQUISITION CL A ORD	36,764	$452	0.1%	$12.29	—	Equity	G7307X105
TXNM	PNM RES INC	9,092	$441	0.1%	$48.23	0.0%	Equity	69349H107
—	RICE ACQ CL A ORD	40,649	$440	0.1%	$10.82	—	Equity	762594109
—	JUNIPER INDL HLDGS INC	34,451	$403	0.1%	$10.30	—	Equity	48205G205
—	WADDELL & REED FINL INC	15,627	$398	0.1%	$25.47	—	Equity	930059100
—	VIRTUSA CORP	7,458	$381	0.1%	$51.09	—	Equity	92827P102
—	INPHI CORP	2,342	$376	0.1%	$160.55	—	Equity	45772F107
TREB/U	TREBIA ACQUISITION CORP	32,408	$375	0.1%	$10.44	—	Equity	G9027T125
—	GS ACQUISITION HLDGS CORP II	31,600	$360	0.1%	$10.51	—	Equity	36258Q204
—	FTAC OLYMPUS ACQUISITION CL A ORD	33,974	$350	0.1%	$10.30	—	Equity	G37288100
—	FAST ACQUISITION CL A ORD	31,992	$328	0.1%	$10.25	—	Equity	311875108
—	BMC STK HLDGS INC	5,622	$302	0.1%	$53.72	—	Equity	05591B109
CLA/U	COLONNADE ACQUISITION CORP	18,165	$275	0.1%	$9.96	—	Equity	G2283K128
—	VY GLOBAL GROWTH CL A ORD	25,754	$268	0.1%	$10.41	—	Equity	G9444H100
—	STANDARD AVB FINL CORP	7,375	$240	0.1%	$32.54	—	Equity	85303B100
—	FITBIT INC	25,974	$177	0.0%	$6.52	—	Equity	33812L102
—	TWC TECH HOLDINGS II ORD	16,632	$175	0.0%	$10.52	—	Equity	90117G105
ACND/U	ASCENDANT DIGITAL ACQUISITIO	15,800	$166	0.0%	$10.51	—	Equity	G05155125
—	CC NEUBERGER PRIN HLDGS II	14,855	$148	0.0%	$10.30	—	Equity	G3166T129
—	GREENVISION ACQUISITION CORP	13,409	$138	0.0%	$10.29	—	Equity	39678G103
—	CAPSTAR SPL PURP ACQUISITION	12,640	$137	0.0%	$10.21	—	Equity	14070Y200