First Trust Capital Management L.P. Quant / Systematic

CIK: 0001604488 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 8, 2018

Total Value ($000): $710,067 (100.0% shares, 0.0% debt)

Holdings (43)

NXPI NXP SEMICONDUCTORS ORD 14.8%

Value ($000) $105,241 Shares 899,498 Est. Cost $99.68 Unrealized +7.6%

— BLUE BUFFALO PET PRODUCTS ORD 7.2%

Value ($000) $51,099 Shares 1,283,565 Est. Cost $39.81 Unrealized —

— XL GROUP ORD 5.9%

Value ($000) $41,985 Shares 759,773 Est. Cost $55.26 Unrealized —

— MICROSEMI ORD 5.6%

Value ($000) $40,037 Shares 618,616 Est. Cost $64.72 Unrealized —

— MULESOFT CL A ORD 5.4%

Value ($000) $38,573 Shares 877,054 Est. Cost $43.98 Unrealized —

— BLACKHAWK NETWORK HOLDINGS ORD 5.4%

Value ($000) $38,338 Shares 857,667 Est. Cost $8910.63 Unrealized —

— CALLIDUS SOFTWARE ORD 4.1%

Value ($000) $29,456 Shares 819,352 Est. Cost $35.95 Unrealized —

— CSRA ORD 3.9%

Value ($000) $27,654 Shares 670,727 Est. Cost $41.23 Unrealized —

— VALIDUS HOLDINGS ORD 3.9%

Value ($000) $27,338 Shares 405,305 Est. Cost $67.45 Unrealized —

— DR PEPPER SNAPPLE GROUP ORD 3.6%

Value ($000) $25,475 Shares 215,197 Est. Cost $118.38 Unrealized —

— DST SYSTEMS ORD 2.6%

Value ($000) $18,274 Shares 218,453 Est. Cost $83.65 Unrealized —

— GENERAL CABLE ORD 2.3%

Value ($000) $16,033 Shares 541,655 Est. Cost $29.60 Unrealized —

DFIN DONNELLEY FINANCIAL SOLTN ORD 2.2%

Value ($000) $15,534 Shares 904,710 Est. Cost $20.39 Unrealized -4.5%

— HOUGHTON MIFFLIN HARCOURT ORD 2.1%

Value ($000) $14,705 Shares 2,115,891 Est. Cost $8.59 Unrealized —

DAR DARLING INGREDIENTS ORD 2.0%

Value ($000) $14,241 Shares 823,177 Est. Cost $15.74 Unrealized +15.4%

IMAX IMAX ORD 1.9%

Value ($000) $13,406 Shares 698,215 Est. Cost $20.79 Unrealized 0.0%

SPY SPDR S&P 500 ETF 1.9%

Value ($000) $13,158 Shares 50,000 Est. Cost $263.16 Unrealized —

— RSP PERMIAN ORD 1.8%

Value ($000) $12,726 Shares 271,461 Est. Cost $46.88 Unrealized —

BRK/A BERKSHIRE HATHWAY CL A ORD 1.7%

Value ($000) $11,964 Shares 40 Est. Cost $247208.10 Unrealized +24.7%

— POTBELLY ORD 1.7%

Value ($000) $11,749 Shares 974,992 Est. Cost $3847.94 Unrealized —

NXST NEXSTAR MEDIA GROUP ORD CL A 1.6%

Value ($000) $11,534 Shares 173,437 Est. Cost $49.75 Unrealized +17.9%

LXFR LUXFER HOLDINGS ORD 1.6%

Value ($000) $11,270 Shares 880,449 Est. Cost $13.80 Unrealized +2.9%

— RESOURCE CAPITAL REIT ORD 1.5%

Value ($000) $10,973 Shares 1,153,882 Est. Cost $6311.84 Unrealized —

MSTR MICROSTRATEGY CL A ORD 1.5%

Value ($000) $10,700 Shares 82,955 Est. Cost $13.42 Unrealized +0.2%

LILA LIBERTY LATIN AMERICA CL A ORD 1.4%

Value ($000) $10,284 Shares 528,766 Est. Cost $20.32 Unrealized 0.0%

— KAPSTONE PAPER AND PACKAGING ORD 1.4%

Value ($000) $10,258 Shares 298,972 Est. Cost $8677.73 Unrealized —

BXC BLUELINX ORD 1.3%

Value ($000) $9,550 Shares 293,027 Est. Cost $18.58 Unrealized 0.0%

DIS WALT DISNEY ORD 1.3%

Value ($000) $9,070 Shares 90,300 Est. Cost $97.81 Unrealized +3.2%

— ORBITAL ATK ORD 1.3%

Value ($000) $8,941 Shares 67,421 Est. Cost $133.16 Unrealized —

GPRE GREEN PLAINS ORD 1.2%

Value ($000) $8,245 Shares 490,783 Est. Cost $17.63 Unrealized +2.0%

DHI D R HORTON ORD 1.1%

Value ($000) $7,925 Shares 180,774 Est. Cost $42.78 Unrealized 0.0%

— CAVIUM ORD 1.1%

Value ($000) $7,636 Shares 96,201 Est. Cost $79.38 Unrealized —

AIG AMERICAN INTERNATIONAL GROUP ORD 0.7%

Value ($000) $5,141 Shares 94,465 Est. Cost $49.78 Unrealized -3.4%

META FACEBOOK CL A ORD 0.6%

Value ($000) $3,995 Shares 25,000 Est. Cost $178.31 Unrealized 0.0%

— ATLANTIC COAST FINANCIAL ORD 0.5%

Value ($000) $3,878 Shares 376,485 Est. Cost $9.43 Unrealized —

— SUPER MICRO COMPUTER ORD 0.5%

Value ($000) $3,495 Shares 205,584 Est. Cost $17.00 Unrealized —

— PRIMO WATER ORD 0.4%

Value ($000) $3,187 Shares 272,159 Est. Cost $11.71 Unrealized —

— LUTHER BURBANK ORD 0.3%

Value ($000) $1,923 Shares 160,089 Est. Cost $12.01 Unrealized —

— LAYNE CHRISTENSEN ORD 0.3%

Value ($000) $1,824 Shares 122,245 Est. Cost $14.92 Unrealized —

— TELENAV ORD 0.3%

Value ($000) $1,777 Shares 329,150 Est. Cost $5.48 Unrealized —

BRK/B BERKSHIRE HATHWAY CL B ORD 0.1%

Value ($000) $1,011 Shares 5,070 Est. Cost $196.59 Unrealized +4.5%

— HOUSTON WIRE AND CABLE ORD 0.0%

Value ($000) $332 Shares 45,285 Est. Cost $7.22 Unrealized —

— ARCHROCK PARTNERS UNT 0.0%

Value ($000) $132 Shares 10,819 Est. Cost $12.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
NXPI	NXP SEMICONDUCTORS ORD	899,498	$105,241	14.8%	$99.68	+7.6%	Equity	N6596X109
—	BLUE BUFFALO PET PRODUCTS ORD	1,283,565	$51,099	7.2%	$39.81	—	Equity	09531U102
—	XL GROUP ORD	759,773	$41,985	5.9%	$55.26	—	Equity	G98294104
—	MICROSEMI ORD	618,616	$40,037	5.6%	$64.72	—	Equity	595137100
—	MULESOFT CL A ORD	877,054	$38,573	5.4%	$43.98	—	Equity	625207105
—	BLACKHAWK NETWORK HOLDINGS ORD	857,667	$38,338	5.4%	$8910.63	—	Equity	09238E104
—	CALLIDUS SOFTWARE ORD	819,352	$29,456	4.1%	$35.95	—	Equity	13123E500
—	CSRA ORD	670,727	$27,654	3.9%	$41.23	—	Equity	12650T104
—	VALIDUS HOLDINGS ORD	405,305	$27,338	3.9%	$67.45	—	Equity	G9319H102
—	DR PEPPER SNAPPLE GROUP ORD	215,197	$25,475	3.6%	$118.38	—	Equity	26138E109
—	DST SYSTEMS ORD	218,453	$18,274	2.6%	$83.65	—	Equity	233326107
—	GENERAL CABLE ORD	541,655	$16,033	2.3%	$29.60	—	Equity	369300108
DFIN	DONNELLEY FINANCIAL SOLTN ORD	904,710	$15,534	2.2%	$20.39	-4.5%	Equity	25787G100
—	HOUGHTON MIFFLIN HARCOURT ORD	2,115,891	$14,705	2.1%	$8.59	—	Equity	44157R109
DAR	DARLING INGREDIENTS ORD	823,177	$14,241	2.0%	$15.74	+15.4%	Equity	237266101
IMAX	IMAX ORD	698,215	$13,406	1.9%	$20.79	0.0%	Equity	45245E109
SPY	SPDR S&P 500 ETF	50,000	$13,158	1.9%	$263.16	—	Equity	78462F103
—	RSP PERMIAN ORD	271,461	$12,726	1.8%	$46.88	—	Equity	74978Q105
BRK/A	BERKSHIRE HATHWAY CL A ORD	40	$11,964	1.7%	$247208.10	+24.7%	Equity	084670108
—	POTBELLY ORD	974,992	$11,749	1.7%	$3847.94	—	Equity	73754Y100
NXST	NEXSTAR MEDIA GROUP ORD CL A	173,437	$11,534	1.6%	$49.75	+17.9%	Equity	65336K103
LXFR	LUXFER HOLDINGS ORD	880,449	$11,270	1.6%	$13.80	+2.9%	Equity	G5698W116
—	RESOURCE CAPITAL REIT ORD	1,153,882	$10,973	1.5%	$6311.84	—	Equity	76120W708
MSTR	MICROSTRATEGY CL A ORD	82,955	$10,700	1.5%	$13.42	+0.2%	Equity	594972408
LILA	LIBERTY LATIN AMERICA CL A ORD	528,766	$10,284	1.4%	$20.32	0.0%	Equity	G9001E102
—	KAPSTONE PAPER AND PACKAGING ORD	298,972	$10,258	1.4%	$8677.73	—	Equity	48562P103
BXC	BLUELINX ORD	293,027	$9,550	1.3%	$18.58	0.0%	Equity	09624H208
DIS	WALT DISNEY ORD	90,300	$9,070	1.3%	$97.81	+3.2%	Equity	254687106
—	ORBITAL ATK ORD	67,421	$8,941	1.3%	$133.16	—	Equity	68557N103
GPRE	GREEN PLAINS ORD	490,783	$8,245	1.2%	$17.63	+2.0%	Equity	393222104
DHI	D R HORTON ORD	180,774	$7,925	1.1%	$42.78	0.0%	Equity	23331A109
—	CAVIUM ORD	96,201	$7,636	1.1%	$79.38	—	Equity	14964U108
AIG	AMERICAN INTERNATIONAL GROUP ORD	94,465	$5,141	0.7%	$49.78	-3.4%	Equity	026874784
META	FACEBOOK CL A ORD	25,000	$3,995	0.6%	$178.31	0.0%	Equity	30303M102
—	ATLANTIC COAST FINANCIAL ORD	376,485	$3,878	0.5%	$9.43	—	Equity	048426100
—	SUPER MICRO COMPUTER ORD	205,584	$3,495	0.5%	$17.00	—	Equity	86800U104
—	PRIMO WATER ORD	272,159	$3,187	0.4%	$11.71	—	Equity	74165N105
—	LUTHER BURBANK ORD	160,089	$1,923	0.3%	$12.01	—	Equity	550550107
—	LAYNE CHRISTENSEN ORD	122,245	$1,824	0.3%	$14.92	—	Equity	521050104
—	TELENAV ORD	329,150	$1,777	0.3%	$5.48	—	Equity	879455103
BRK/B	BERKSHIRE HATHWAY CL B ORD	5,070	$1,011	0.1%	$196.59	+4.5%	Equity	084670702
—	HOUSTON WIRE AND CABLE ORD	45,285	$332	0.0%	$7.22	—	Equity	44244K109
—	ARCHROCK PARTNERS UNT	10,819	$132	0.0%	$12.20	—	Equity	03957U100