MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $436,220 (86.2% shares, 13.8% debt)

Holdings (42)

— TESLA MTRS INC 12.6%

Value ($000) $54,949 Shares 27,000 Est. Cost $1701.43 Unrealized —

— HUDSON CITY BANCORP 12.4%

Value ($000) $54,174 Shares 5,326,806 Est. Cost $10.07 Unrealized —

— HATTERAS FINL CORP 5.2%

Value ($000) $22,687 Shares 1,497,500 Est. Cost $16.50 Unrealized —

SATS ECHOSTAR CORP 4.7%

Value ($000) $20,482 Shares 475,991 Est. Cost $41.08 Unrealized -10.2%

— INVESCO MORTGAGE CAPITAL INC 4.6%

Value ($000) $20,113 Shares 1,643,259 Est. Cost $14.59 Unrealized —

— AMERICAN CAP MTG INVT CORP 4.0%

Value ($000) $17,488 Shares 1,186,426 Est. Cost $17.79 Unrealized —

— EQUITY COMWLTH 3.7%

Value ($000) $16,344 Shares 600,000 Est. Cost $25.84 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 3.4%

Value ($000) $15,011 Shares 304,908 Est. Cost $42.19 Unrealized —

— AMERICAN CAP LTD 3.3%

Value ($000) $14,272 Shares 1,173,716 Est. Cost $13.47 Unrealized —

SXC SUNCOKE ENERGY INC 3.2%

Value ($000) $13,890 Shares 1,785,313 Est. Cost $11.15 Unrealized 0.0%

— BRIDGEPOINT ED INC 3.0%

Value ($000) $13,159 Shares 1,726,872 Est. Cost $11.87 Unrealized —

— APOLLO RESIDENTIAL MTG INC 3.0%

Value ($000) $12,870 Shares 1,016,569 Est. Cost $14.40 Unrealized —

— NEWFIELD EXPL CO 2.9%

Value ($000) $12,739 Shares 387,200 Est. Cost $35.09 Unrealized —

— CAREER EDUCATION CORP 2.8%

Value ($000) $12,310 Shares 3,273,886 Est. Cost $3.76 Unrealized —

— STATE NATL COS INC 2.8%

Value ($000) $12,155 Shares 1,300,044 Est. Cost $11.82 Unrealized —

— ATLANTIC PWR CORP 2.6%

Value ($000) $11,519 Shares 6,192,961 Est. Cost $2.76 Unrealized —

— ASTA FDG INC 2.3%

Value ($000) $10,142 Shares 1,189,037 Est. Cost $8.62 Unrealized —

— KLX INC 2.0%

Value ($000) $8,926 Shares 249,742 Est. Cost $39.89 Unrealized —

— PDC ENERGY INC 1.9%

Value ($000) $8,164 Shares 154,000 Est. Cost $53.01 Unrealized —

— STEEL PARTNERS HLDGS L P 1.6%

Value ($000) $6,990 Shares 422,888 Est. Cost $13.68 Unrealized —

— ANWORTH MORTGAGE ASSET CP 1.5%

Value ($000) $6,517 Shares 1,319,175 Est. Cost $5.01 Unrealized —

— FIFTH STREET FINANCE CORP 1.4%

Value ($000) $6,093 Shares 987,490 Est. Cost $7.13 Unrealized —

— RPX CORP 1.3%

Value ($000) $5,706 Shares 415,899 Est. Cost $15.34 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 1.2%

Value ($000) $5,371 Shares 753,321 Est. Cost $2.20 Unrealized -5.2%

— FIFTH STR SR FLOATNG RATE CO 1.2%

Value ($000) $5,333 Shares 610,877 Est. Cost $9.98 Unrealized —

— OM ASSET MGMT PLC 1.2%

Value ($000) $5,238 Shares 339,689 Est. Cost $16.44 Unrealized —

— WESTMORELAND COAL CO 1.2%

Value ($000) $5,079 Shares 360,503 Est. Cost $14.09 Unrealized —

— SOLARCITY CORP 1.1%

Value ($000) $4,626 Shares 5,000 Est. Cost $1194.40 Unrealized —

— TICC CAPITAL CORP 1.1%

Value ($000) $4,591 Shares 684,250 Est. Cost $6.89 Unrealized —

— MEDLEY CAP CORP 1.1%

Value ($000) $4,581 Shares 615,714 Est. Cost $8.75 Unrealized —

— MEDLEY MGMT INC 1.0%

Value ($000) $4,323 Shares 652,980 Est. Cost $11.10 Unrealized —

— FIFTH STR ASSET MGMT INC 0.9%

Value ($000) $3,718 Shares 497,739 Est. Cost $12.13 Unrealized —

TDOC TELADOC INC 0.8%

Value ($000) $3,564 Shares 159,900 Est. Cost $27.00 Unrealized 0.0%

— CALAMOS ASSET MGMT INC 0.6%

Value ($000) $2,670 Shares 281,684 Est. Cost $9.48 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 0.6%

Value ($000) $2,469 Shares 162,092 Est. Cost $19.33 Unrealized —

UHAL AMERCO 0.6%

Value ($000) $2,401 Shares 6,103 Est. Cost $32.68 Unrealized +11.2%

— AMEDISYS INC 0.4%

Value ($000) $1,534 Shares 40,400 Est. Cost $30.20 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 0.3%

Value ($000) $1,102 Shares 244,800 Est. Cost — Unrealized —

PTCT PTC THERAPEUTICS INC 0.2%

Value ($000) $959 Shares 35,900 Est. Cost $58.34 Unrealized -26.7%

NL NL INDS INC 0.2%

Value ($000) $927 Shares 309,933 Est. Cost $6.41 Unrealized -46.7%

— PEABODY ENERGY CORP 0.2%

Value ($000) $766 Shares 7,181 Est. Cost $106.67 Unrealized —

— ORGANOVO HLDGS INC 0.1%

Value ($000) $268 Shares 100,000 Est. Cost $8.35 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TESLA MTRS INC	27,000	$54,949	12.6%	$1701.43	—	NOTE 1.500% 6/0	88160RAA9
—	HUDSON CITY BANCORP	5,326,806	$54,174	12.4%	$10.07	—	COM	443683107
—	HATTERAS FINL CORP	1,497,500	$22,687	5.2%	$16.50	—	COM	41902R103
SATS	ECHOSTAR CORP	475,991	$20,482	4.7%	$41.08	-10.2%	CL A	278768106
—	INVESCO MORTGAGE CAPITAL INC	1,643,259	$20,113	4.6%	$14.59	—	COM	46131B100
—	AMERICAN CAP MTG INVT CORP	1,186,426	$17,488	4.0%	$17.79	—	COM	02504A104
—	EQUITY COMWLTH	600,000	$16,344	3.7%	$25.84	—	COM SH BEN INT	294628102
RHP	RYMAN HOSPITALITY PPTYS INC	304,908	$15,011	3.4%	$42.19	—	COM	78377T107
—	AMERICAN CAP LTD	1,173,716	$14,272	3.3%	$13.47	—	COM	02503Y103
SXC	SUNCOKE ENERGY INC	1,785,313	$13,890	3.2%	$11.15	0.0%	COM	86722A103
—	BRIDGEPOINT ED INC	1,726,872	$13,159	3.0%	$11.87	—	COM	10807M105
—	APOLLO RESIDENTIAL MTG INC	1,016,569	$12,870	3.0%	$14.40	—	COM	03763V102
—	NEWFIELD EXPL CO	387,200	$12,739	2.9%	$35.09	—	COM	651290108
—	CAREER EDUCATION CORP	3,273,886	$12,310	2.8%	$3.76	—	COM	141665109
—	STATE NATL COS INC	1,300,044	$12,155	2.8%	$11.82	—	COM	85711T305
—	ATLANTIC PWR CORP	6,192,961	$11,519	2.6%	$2.76	—	COM NEW	04878Q863
—	ASTA FDG INC	1,189,037	$10,142	2.3%	$8.62	—	COM	046220109
—	KLX INC	249,742	$8,926	2.0%	$39.89	—	COM	482539103
—	PDC ENERGY INC	154,000	$8,164	1.9%	$53.01	—	COM	69327R101
—	STEEL PARTNERS HLDGS L P	422,888	$6,990	1.6%	$13.68	—	LTD PRTRSHIP U	85814R107
—	ANWORTH MORTGAGE ASSET CP	1,319,175	$6,517	1.5%	$5.01	—	COM	037347101
—	FIFTH STREET FINANCE CORP	987,490	$6,093	1.4%	$7.13	—	COM	31678A103
—	RPX CORP	415,899	$5,706	1.3%	$15.34	—	COM	74972G103
PSEC	PROSPECT CAPITAL CORPORATION	753,321	$5,371	1.2%	$2.20	-5.2%	COM	74348T102
—	FIFTH STR SR FLOATNG RATE CO	610,877	$5,333	1.2%	$9.98	—	COM	31679F101
—	OM ASSET MGMT PLC	339,689	$5,238	1.2%	$16.44	—	SHS	G67506108
—	WESTMORELAND COAL CO	360,503	$5,079	1.2%	$14.09	—	COM	960878106
—	SOLARCITY CORP	5,000	$4,626	1.1%	$1194.40	—	NOTE 2.750%11/0	83416TAA8
—	TICC CAPITAL CORP	684,250	$4,591	1.1%	$6.89	—	COM	87244T109
—	MEDLEY CAP CORP	615,714	$4,581	1.1%	$8.75	—	COM	58503F106
—	MEDLEY MGMT INC	652,980	$4,323	1.0%	$11.10	—	CL A COM	58503T106
—	FIFTH STR ASSET MGMT INC	497,739	$3,718	0.9%	$12.13	—	CL A COM	31679P109
TDOC	TELADOC INC	159,900	$3,564	0.8%	$27.00	0.0%	COM	87918A105
—	CALAMOS ASSET MGMT INC	281,684	$2,670	0.6%	$9.48	—	CL A	12811R104
CHMI	CHERRY HILL MTG INVT CORP	162,092	$2,469	0.6%	$19.33	—	COM	164651101
UHAL	AMERCO	6,103	$2,401	0.6%	$32.68	+11.2%	COM	023586100
—	AMEDISYS INC	40,400	$1,534	0.4%	$30.20	—	COM	023436108
CLNE	CLEAN ENERGY FUELS CORP	244,800	$1,102	0.3%	—	—	Put	184499101
PTCT	PTC THERAPEUTICS INC	35,900	$959	0.2%	$58.34	-26.7%	Put	69366J200
NL	NL INDS INC	309,933	$927	0.2%	$6.41	-46.7%	COM NEW	629156407
—	PEABODY ENERGY CORP	7,181	$766	0.2%	$106.67	—	SDCV 4.750%12/1	704549AG9
—	ORGANOVO HLDGS INC	100,000	$268	0.1%	$8.35	—	COM	68620A104