MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $414,768 (88.3% shares, 11.7% debt)

Holdings (42)

— TESLA MTRS INC 10.5%

Value ($000) $43,415 Shares 27,000 Est. Cost $1701.43 Unrealized —

— ATLANTIC PWR CORP 7.2%

Value ($000) $29,671 Shares 10,559,109 Est. Cost $2.76 Unrealized —

— HUDSON CITY BANCORP 6.9%

Value ($000) $28,711 Shares 2,739,622 Est. Cost $10.13 Unrealized —

C CITIGROUP INC 5.3%

Value ($000) $22,058 Shares 428,152 Est. Cost $36.69 Unrealized +3.4%

— CELLADON CORP 4.6%

Value ($000) $18,940 Shares 1,000,000 Est. Cost $18.94 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 3.9%

Value ($000) $16,069 Shares 1,034,719 Est. Cost $15.68 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 3.6%

Value ($000) $14,741 Shares 242,015 Est. Cost $39.46 Unrealized —

LAMR LAMAR ADVERTISING CO NEW 3.5%

Value ($000) $14,586 Shares 246,102 Est. Cost $53.64 Unrealized —

— AMERICAN CAP MTG INVT CORP 3.3%

Value ($000) $13,730 Shares 764,500 Est. Cost $19.14 Unrealized —

— NEWFIELD EXPL CO 3.3%

Value ($000) $13,587 Shares 387,200 Est. Cost $35.09 Unrealized —

— HATTERAS FINL CORP 3.3%

Value ($000) $13,505 Shares 743,679 Est. Cost $17.53 Unrealized —

— EQUITY COMWLTH 3.2%

Value ($000) $13,275 Shares 500,000 Est. Cost $25.88 Unrealized —

— BRIDGEPOINT ED INC 3.2%

Value ($000) $13,249 Shares 1,372,931 Est. Cost $12.63 Unrealized —

— STATE NATL COS INC 3.1%

Value ($000) $12,924 Shares 1,298,919 Est. Cost $11.82 Unrealized —

SATS ECHOSTAR CORP 2.8%

Value ($000) $11,651 Shares 225,267 Est. Cost $42.57 Unrealized 0.0%

— TALISMAN ENERGY INC 2.7%

Value ($000) $11,136 Shares 1,450,000 Est. Cost $7.68 Unrealized —

— APOLLO RESIDENTIAL MTG INC 2.6%

Value ($000) $10,934 Shares 685,524 Est. Cost $15.25 Unrealized —

— AMERICAN CAP LTD 2.3%

Value ($000) $9,645 Shares 652,158 Est. Cost $14.40 Unrealized —

— TIME WARNER CABLE INC 2.1%

Value ($000) $8,860 Shares 59,115 Est. Cost $152.06 Unrealized —

— MRC GLOBAL INC 2.0%

Value ($000) $8,453 Shares 713,304 Est. Cost $11.85 Unrealized —

— ASTA FDG INC 1.9%

Value ($000) $8,071 Shares 967,770 Est. Cost $8.64 Unrealized —

— STEEL PARTNERS HLDGS L P 1.9%

Value ($000) $8,031 Shares 422,888 Est. Cost $13.68 Unrealized —

— OM ASSET MGMT PLC 1.5%

Value ($000) $6,203 Shares 332,789 Est. Cost $16.42 Unrealized —

— FIFTH STREET FINANCE CORP 1.5%

Value ($000) $6,114 Shares 837,582 Est. Cost $7.30 Unrealized —

— KLX INC 1.4%

Value ($000) $5,850 Shares 151,782 Est. Cost $38.54 Unrealized —

— MEDLEY MGMT INC 1.3%

Value ($000) $5,584 Shares 508,084 Est. Cost $12.37 Unrealized —

— SOLARCITY CORP 1.3%

Value ($000) $5,240 Shares 5,000 Est. Cost $1194.40 Unrealized —

— MEDLEY CAP CORP 1.0%

Value ($000) $4,321 Shares 472,191 Est. Cost $9.15 Unrealized —

— FIFTH STR SR FLOATNG RATE CO 1.0%

Value ($000) $4,266 Shares 401,285 Est. Cost $10.63 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 1.0%

Value ($000) $4,253 Shares 503,321 Est. Cost $2.25 Unrealized 0.0%

— FIFTH STR ASSET MGMT INC 1.0%

Value ($000) $4,173 Shares 370,282 Est. Cost $13.16 Unrealized —

— TICC CAPITAL CORP 1.0%

Value ($000) $4,155 Shares 600,493 Est. Cost $6.92 Unrealized —

WRLD WORLD ACCEP CORP DEL 0.8%

Value ($000) $3,371 Shares 46,223 Est. Cost $80.70 Unrealized 0.0%

— ANWORTH MORTGAGE ASSET CP 0.7%

Value ($000) $3,101 Shares 609,175 Est. Cost $5.09 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 0.7%

Value ($000) $2,858 Shares 162,092 Est. Cost $19.33 Unrealized —

— ZAIS FINL CORP 0.6%

Value ($000) $2,434 Shares 136,426 Est. Cost $17.26 Unrealized —

NL NL INDS INC 0.5%

Value ($000) $2,133 Shares 275,208 Est. Cost $6.70 Unrealized -24.7%

— TALISMAN ENERGY INC 0.5%

Value ($000) $2,086 Shares 271,600 Est. Cost $7.68 Unrealized —

AIR AAR CORP 0.4%

Value ($000) $1,581 Shares 51,483 Est. Cost $28.20 Unrealized 0.0%

— AMEDISYS INC 0.2%

Value ($000) $976 Shares 36,451 Est. Cost $29.35 Unrealized —

— SESA STERLITE LTD 0.1%

Value ($000) $473 Shares 38,119 Est. Cost $13.57 Unrealized —

— ORGANOVO HLDGS INC 0.1%

Value ($000) $354 Shares 100,000 Est. Cost $8.35 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TESLA MTRS INC	27,000	$43,415	10.5%	$1701.43	—	NOTE 1.500% 6/0	88160RAA9
—	ATLANTIC PWR CORP	10,559,109	$29,671	7.2%	$2.76	—	COM NEW	04878Q863
—	HUDSON CITY BANCORP	2,739,622	$28,711	6.9%	$10.13	—	COM	443683107
C	CITIGROUP INC	428,152	$22,058	5.3%	$36.69	+3.4%	COM NEW	172967424
—	CELLADON CORP	1,000,000	$18,940	4.6%	$18.94	—	COM	15117E107
—	INVESCO MORTGAGE CAPITAL INC	1,034,719	$16,069	3.9%	$15.68	—	COM	46131B100
RHP	RYMAN HOSPITALITY PPTYS INC	242,015	$14,741	3.6%	$39.46	—	COM	78377T107
LAMR	LAMAR ADVERTISING CO NEW	246,102	$14,586	3.5%	$53.64	—	CL A	512816109
—	AMERICAN CAP MTG INVT CORP	764,500	$13,730	3.3%	$19.14	—	COM	02504A104
—	NEWFIELD EXPL CO	387,200	$13,587	3.3%	$35.09	—	COM	651290108
—	HATTERAS FINL CORP	743,679	$13,505	3.3%	$17.53	—	COM	41902R103
—	EQUITY COMWLTH	500,000	$13,275	3.2%	$25.88	—	COM SH BEN INT	294628102
—	BRIDGEPOINT ED INC	1,372,931	$13,249	3.2%	$12.63	—	COM	10807M105
—	STATE NATL COS INC	1,298,919	$12,924	3.1%	$11.82	—	COM	85711T305
SATS	ECHOSTAR CORP	225,267	$11,651	2.8%	$42.57	0.0%	CL A	278768106
—	TALISMAN ENERGY INC	1,450,000	$11,136	2.7%	$7.68	—	COM	87425E103
—	APOLLO RESIDENTIAL MTG INC	685,524	$10,934	2.6%	$15.25	—	COM	03763V102
—	AMERICAN CAP LTD	652,158	$9,645	2.3%	$14.40	—	COM	02503Y103
—	TIME WARNER CABLE INC	59,115	$8,860	2.1%	$152.06	—	COM	88732J207
—	MRC GLOBAL INC	713,304	$8,453	2.0%	$11.85	—	COM	55345K103
—	ASTA FDG INC	967,770	$8,071	1.9%	$8.64	—	COM	046220109
—	STEEL PARTNERS HLDGS L P	422,888	$8,031	1.9%	$13.68	—	LTD PRTRSHIP U	85814R107
—	OM ASSET MGMT PLC	332,789	$6,203	1.5%	$16.42	—	SHS	G67506108
—	FIFTH STREET FINANCE CORP	837,582	$6,114	1.5%	$7.30	—	COM	31678A103
—	KLX INC	151,782	$5,850	1.4%	$38.54	—	COM	482539103
—	MEDLEY MGMT INC	508,084	$5,584	1.3%	$12.37	—	CL A COM	58503T106
—	SOLARCITY CORP	5,000	$5,240	1.3%	$1194.40	—	NOTE 2.750%11/0	83416TAA8
—	MEDLEY CAP CORP	472,191	$4,321	1.0%	$9.15	—	COM	58503F106
—	FIFTH STR SR FLOATNG RATE CO	401,285	$4,266	1.0%	$10.63	—	COM	31679F101
PSEC	PROSPECT CAPITAL CORPORATION	503,321	$4,253	1.0%	$2.25	0.0%	COM	74348T102
—	FIFTH STR ASSET MGMT INC	370,282	$4,173	1.0%	$13.16	—	CL A COM	31679P109
—	TICC CAPITAL CORP	600,493	$4,155	1.0%	$6.92	—	COM	87244T109
WRLD	WORLD ACCEP CORP DEL	46,223	$3,371	0.8%	$80.70	0.0%	COM	981419104
—	ANWORTH MORTGAGE ASSET CP	609,175	$3,101	0.7%	$5.09	—	COM	037347101
CHMI	CHERRY HILL MTG INVT CORP	162,092	$2,858	0.7%	$19.33	—	COM	164651101
—	ZAIS FINL CORP	136,426	$2,434	0.6%	$17.26	—	COM	98886K108
NL	NL INDS INC	275,208	$2,133	0.5%	$6.70	-24.7%	COM NEW	629156407
—	TALISMAN ENERGY INC	271,600	$2,086	0.5%	$7.68	—	Call	87425E103
AIR	AAR CORP	51,483	$1,581	0.4%	$28.20	0.0%	COM	000361105
—	AMEDISYS INC	36,451	$976	0.2%	$29.35	—	COM	023436108
—	SESA STERLITE LTD	38,119	$473	0.1%	$13.57	—	SPONSORED ADR	78413F103
—	ORGANOVO HLDGS INC	100,000	$354	0.1%	$8.35	—	COM	68620A104