MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $402,641 (84.0% shares, 16.0% debt)

Holdings (39)

— TESLA MTRS INC 14.6%

Value ($000) $58,865 Shares 27,000 Est. Cost $1701.43 Unrealized —

— HUDSON CITY BANCORP 10.3%

Value ($000) $41,454 Shares 4,195,765 Est. Cost $10.05 Unrealized —

SATS ECHOSTAR CORP 4.9%

Value ($000) $19,597 Shares 402,563 Est. Cost $41.85 Unrealized -2.2%

— ATLANTIC PWR CORP 4.7%

Value ($000) $19,074 Shares 6,192,961 Est. Cost $2.76 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 4.2%

Value ($000) $16,861 Shares 1,177,419 Est. Cost $15.52 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 3.9%

Value ($000) $15,833 Shares 298,108 Est. Cost $42.03 Unrealized —

— HATTERAS FINL CORP 3.9%

Value ($000) $15,690 Shares 962,600 Est. Cost $17.25 Unrealized —

— BRIDGEPOINT ED INC 3.8%

Value ($000) $15,426 Shares 1,613,560 Est. Cost $12.17 Unrealized —

— AMERICAN CAP MTG INVT CORP 3.8%

Value ($000) $15,406 Shares 963,455 Est. Cost $18.49 Unrealized —

— EQUITY COMWLTH 3.8%

Value ($000) $15,402 Shares 600,000 Est. Cost $25.84 Unrealized —

C CITIGROUP INC 3.7%

Value ($000) $14,903 Shares 269,789 Est. Cost $36.69 Unrealized +10.5%

— STATE NATL COS INC 3.5%

Value ($000) $14,067 Shares 1,298,919 Est. Cost $11.82 Unrealized —

— NEWFIELD EXPL CO 3.5%

Value ($000) $13,986 Shares 387,200 Est. Cost $35.09 Unrealized —

— APOLLO RESIDENTIAL MTG INC 2.5%

Value ($000) $10,070 Shares 685,524 Est. Cost $15.25 Unrealized —

— KLX INC 2.5%

Value ($000) $9,918 Shares 224,742 Est. Cost $40.36 Unrealized —

— AMERICAN CAP LTD 2.4%

Value ($000) $9,514 Shares 702,158 Est. Cost $14.34 Unrealized —

UHAL AMERCO 2.0%

Value ($000) $8,123 Shares 24,849 Est. Cost $32.68 Unrealized 0.0%

— ASTA FDG INC 2.0%

Value ($000) $8,110 Shares 967,770 Est. Cost $8.64 Unrealized —

— STEEL PARTNERS HLDGS L P 1.8%

Value ($000) $7,430 Shares 422,888 Est. Cost $13.68 Unrealized —

— OM ASSET MGMT PLC 1.5%

Value ($000) $6,043 Shares 339,689 Est. Cost $16.44 Unrealized —

— MEDLEY MGMT INC 1.5%

Value ($000) $6,016 Shares 508,084 Est. Cost $12.37 Unrealized —

— ANWORTH MORTGAGE ASSET CP 1.5%

Value ($000) $6,011 Shares 1,219,175 Est. Cost $5.01 Unrealized —

WRLD WORLD ACCEP CORP DEL 1.4%

Value ($000) $5,684 Shares 92,410 Est. Cost $80.15 Unrealized -0.7%

— FIFTH STREET FINANCE CORP 1.4%

Value ($000) $5,486 Shares 837,582 Est. Cost $7.30 Unrealized —

— SOLARCITY CORP 1.4%

Value ($000) $5,477 Shares 5,000 Est. Cost $1194.40 Unrealized —

— FIFTH STR ASSET MGMT INC 1.1%

Value ($000) $4,573 Shares 444,890 Est. Cost $12.68 Unrealized —

— MEDLEY CAP CORP 1.0%

Value ($000) $4,207 Shares 472,191 Est. Cost $9.15 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 1.0%

Value ($000) $4,078 Shares 553,321 Est. Cost $2.25 Unrealized -2.9%

— TICC CAPITAL CORP 1.0%

Value ($000) $4,035 Shares 600,493 Est. Cost $6.92 Unrealized —

— FIFTH STR SR FLOATNG RATE CO 0.9%

Value ($000) $3,700 Shares 401,285 Est. Cost $10.63 Unrealized —

— RPX CORP 0.9%

Value ($000) $3,578 Shares 211,736 Est. Cost $16.90 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 0.7%

Value ($000) $2,629 Shares 162,092 Est. Cost $19.33 Unrealized —

— AEROPOSTALE 0.6%

Value ($000) $2,327 Shares 1,436,717 Est. Cost $1.62 Unrealized —

NL NL INDS INC 0.5%

Value ($000) $2,149 Shares 290,008 Est. Cost $6.62 Unrealized -23.4%

PTCT PTC THERAPEUTICS INC 0.5%

Value ($000) $2,118 Shares 44,000 Est. Cost $58.34 Unrealized 0.0%

CC CHEMOURS CO 0.4%

Value ($000) $1,600 Shares 100,000 Est. Cost $11.77 Unrealized 0.0%

— AMEDISYS INC 0.4%

Value ($000) $1,448 Shares 36,451 Est. Cost $29.35 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.3%

Value ($000) $1,376 Shares 244,800 Est. Cost — Unrealized —

— ORGANOVO HLDGS INC 0.1%

Value ($000) $377 Shares 100,000 Est. Cost $8.35 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TESLA MTRS INC	27,000	$58,865	14.6%	$1701.43	—	NOTE 1.500% 6/0	88160RAA9
—	HUDSON CITY BANCORP	4,195,765	$41,454	10.3%	$10.05	—	COM	443683107
SATS	ECHOSTAR CORP	402,563	$19,597	4.9%	$41.85	-2.2%	CL A	278768106
—	ATLANTIC PWR CORP	6,192,961	$19,074	4.7%	$2.76	—	COM NEW	04878Q863
—	INVESCO MORTGAGE CAPITAL INC	1,177,419	$16,861	4.2%	$15.52	—	COM	46131B100
RHP	RYMAN HOSPITALITY PPTYS INC	298,108	$15,833	3.9%	$42.03	—	COM	78377T107
—	HATTERAS FINL CORP	962,600	$15,690	3.9%	$17.25	—	COM	41902R103
—	BRIDGEPOINT ED INC	1,613,560	$15,426	3.8%	$12.17	—	COM	10807M105
—	AMERICAN CAP MTG INVT CORP	963,455	$15,406	3.8%	$18.49	—	COM	02504A104
—	EQUITY COMWLTH	600,000	$15,402	3.8%	$25.84	—	COM SH BEN INT	294628102
C	CITIGROUP INC	269,789	$14,903	3.7%	$36.69	+10.5%	COM NEW	172967424
—	STATE NATL COS INC	1,298,919	$14,067	3.5%	$11.82	—	COM	85711T305
—	NEWFIELD EXPL CO	387,200	$13,986	3.5%	$35.09	—	COM	651290108
—	APOLLO RESIDENTIAL MTG INC	685,524	$10,070	2.5%	$15.25	—	COM	03763V102
—	KLX INC	224,742	$9,918	2.5%	$40.36	—	COM	482539103
—	AMERICAN CAP LTD	702,158	$9,514	2.4%	$14.34	—	COM	02503Y103
UHAL	AMERCO	24,849	$8,123	2.0%	$32.68	0.0%	COM	023586100
—	ASTA FDG INC	967,770	$8,110	2.0%	$8.64	—	COM	046220109
—	STEEL PARTNERS HLDGS L P	422,888	$7,430	1.8%	$13.68	—	LTD PRTRSHIP U	85814R107
—	OM ASSET MGMT PLC	339,689	$6,043	1.5%	$16.44	—	SHS	G67506108
—	MEDLEY MGMT INC	508,084	$6,016	1.5%	$12.37	—	CL A COM	58503T106
—	ANWORTH MORTGAGE ASSET CP	1,219,175	$6,011	1.5%	$5.01	—	COM	037347101
WRLD	WORLD ACCEP CORP DEL	92,410	$5,684	1.4%	$80.15	-0.7%	COM	981419104
—	FIFTH STREET FINANCE CORP	837,582	$5,486	1.4%	$7.30	—	COM	31678A103
—	SOLARCITY CORP	5,000	$5,477	1.4%	$1194.40	—	NOTE 2.750% 11/0	83416TAA8
—	FIFTH STR ASSET MGMT INC	444,890	$4,573	1.1%	$12.68	—	CL A COM	31679P109
—	MEDLEY CAP CORP	472,191	$4,207	1.0%	$9.15	—	COM	58503F106
PSEC	PROSPECT CAPITAL CORPORATION	553,321	$4,078	1.0%	$2.25	-2.9%	COM	74348T102
—	TICC CAPITAL CORP	600,493	$4,035	1.0%	$6.92	—	COM	87244T109
—	FIFTH STR SR FLOATNG RATE CO	401,285	$3,700	0.9%	$10.63	—	COM	31679F101
—	RPX CORP	211,736	$3,578	0.9%	$16.90	—	COM	74972G103
CHMI	CHERRY HILL MTG INVT CORP	162,092	$2,629	0.7%	$19.33	—	COM	164651101
—	AEROPOSTALE	1,436,717	$2,327	0.6%	$1.62	—	COM	007865108
NL	NL INDS INC	290,008	$2,149	0.5%	$6.62	-23.4%	COM NEW	629156407
PTCT	PTC THERAPEUTICS INC	44,000	$2,118	0.5%	$58.34	0.0%	COM	69366J200
CC	CHEMOURS CO	100,000	$1,600	0.4%	$11.77	0.0%	COM	163851108
—	AMEDISYS INC	36,451	$1,448	0.4%	$29.35	—	COM	023436108
CLNE	CLEAN ENERGY FUELS CORP	244,800	$1,376	0.3%	—	—	Put	184499101
—	ORGANOVO HLDGS INC	100,000	$377	0.1%	$8.35	—	COM	68620A104