MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $403,283 (86.4% shares, 13.6% debt)

Holdings (39)

— TESLA MTRS INC 13.1%

Value ($000) $52,920 Shares 27,000 Est. Cost $1701.43 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 7.8%

Value ($000) $31,276 Shares 2,524,305 Est. Cost $13.82 Unrealized —

SATS ECHOSTAR CORP 6.9%

Value ($000) $27,691 Shares 708,030 Est. Cost $38.61 Unrealized -13.1%

SXC SUNCOKE ENERGY INC 5.7%

Value ($000) $22,991 Shares 6,625,640 Est. Cost $6.51 Unrealized -26.3%

— HATTERAS FINL CORP 4.7%

Value ($000) $18,793 Shares 1,429,152 Est. Cost $16.50 Unrealized —

— AMERICAN CAP LTD 4.2%

Value ($000) $16,762 Shares 1,215,485 Est. Cost $13.48 Unrealized —

— EQUITY COMWLTH 4.1%

Value ($000) $16,638 Shares 600,000 Est. Cost $25.84 Unrealized —

— ANWORTH MORTGAGE ASSET CP 4.0%

Value ($000) $16,280 Shares 3,742,583 Est. Cost $4.58 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 3.9%

Value ($000) $15,641 Shares 302,878 Est. Cost $42.19 Unrealized —

— ATLANTIC PWR CORP 3.5%

Value ($000) $14,316 Shares 7,267,217 Est. Cost $2.64 Unrealized —

— BRIDGEPOINT ED INC 3.3%

Value ($000) $13,405 Shares 1,761,467 Est. Cost $11.79 Unrealized —

— STATE NATL COS INC 3.2%

Value ($000) $12,910 Shares 1,316,044 Est. Cost $11.80 Unrealized —

— KLX INC 3.1%

Value ($000) $12,308 Shares 399,742 Est. Cost $36.48 Unrealized —

— APOLLO RESIDENTIAL MTG INC 3.0%

Value ($000) $12,148 Shares 1,016,569 Est. Cost $14.40 Unrealized —

— CAREER EDUCATION CORP 2.9%

Value ($000) $11,884 Shares 3,273,886 Est. Cost $3.76 Unrealized —

— ASTA FDG INC 2.9%

Value ($000) $11,644 Shares 1,464,612 Est. Cost $8.49 Unrealized —

— WESTMORELAND COAL CO 2.5%

Value ($000) $9,980 Shares 1,697,302 Est. Cost $7.62 Unrealized —

— NEWFIELD EXPL CO 2.4%

Value ($000) $9,612 Shares 295,200 Est. Cost $35.09 Unrealized —

— STEEL PARTNERS HLDGS L P 1.7%

Value ($000) $6,927 Shares 422,888 Est. Cost $13.68 Unrealized —

— FIFTH STREET FINANCE CORP 1.6%

Value ($000) $6,300 Shares 987,490 Est. Cost $7.13 Unrealized —

— PDC ENERGY INC 1.5%

Value ($000) $6,085 Shares 114,000 Est. Cost $53.01 Unrealized —

— CALAMOS ASSET MGMT INC 1.4%

Value ($000) $5,821 Shares 601,323 Est. Cost $9.59 Unrealized —

— RPX CORP 1.4%

Value ($000) $5,645 Shares 513,137 Est. Cost $14.52 Unrealized —

— FIFTH STR SR FLOATNG RATE CO 1.3%

Value ($000) $5,368 Shares 626,377 Est. Cost $9.94 Unrealized —

PSEC PROSPECT CAPITAL CORPORATION 1.3%

Value ($000) $5,258 Shares 753,321 Est. Cost $2.20 Unrealized -4.4%

— OM ASSET MGMT PLC 1.3%

Value ($000) $5,207 Shares 339,689 Est. Cost $16.44 Unrealized —

— MEDLEY CAP CORP 1.1%

Value ($000) $4,630 Shares 615,714 Est. Cost $8.75 Unrealized —

— TICC CAPITAL CORP 1.0%

Value ($000) $4,160 Shares 684,250 Est. Cost $6.89 Unrealized —

— MEDLEY MGMT INC 0.9%

Value ($000) $3,745 Shares 658,178 Est. Cost $11.10 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 0.7%

Value ($000) $2,962 Shares 227,874 Est. Cost $17.51 Unrealized —

TDOC TELADOC INC 0.7%

Value ($000) $2,872 Shares 159,900 Est. Cost $27.00 Unrealized -31.6%

— AMERICAN CAP MTG INVT CORP 0.6%

Value ($000) $2,436 Shares 174,500 Est. Cost $17.79 Unrealized —

— PEABODY ENERGY CORP 0.5%

Value ($000) $1,884 Shares 34,821 Est. Cost $64.95 Unrealized —

— EROS INTL PLC 0.4%

Value ($000) $1,672 Shares 182,710 Est. Cost $9.15 Unrealized —

— FIFTH STR ASSET MGMT INC 0.4%

Value ($000) $1,631 Shares 500,207 Est. Cost $12.13 Unrealized —

— AMEDISYS INC 0.4%

Value ($000) $1,589 Shares 40,400 Est. Cost $30.20 Unrealized —

NL NL INDS INC 0.2%

Value ($000) $894 Shares 294,045 Est. Cost $6.41 Unrealized -64.8%

CLNE CLEAN ENERGY FUELS CORP 0.2%

Value ($000) $749 Shares 208,100 Est. Cost — Unrealized —

— ORGANOVO HLDGS INC 0.1%

Value ($000) $249 Shares 100,000 Est. Cost $8.35 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TESLA MTRS INC	27,000	$52,920	13.1%	$1701.43	—	NOTE 1.500% 6/0	88160RAA9
—	INVESCO MORTGAGE CAPITAL INC	2,524,305	$31,276	7.8%	$13.82	—	COM	46131B100
SATS	ECHOSTAR CORP	708,030	$27,691	6.9%	$38.61	-13.1%	CL A	278768106
SXC	SUNCOKE ENERGY INC	6,625,640	$22,991	5.7%	$6.51	-26.3%	COM	86722A103
—	HATTERAS FINL CORP	1,429,152	$18,793	4.7%	$16.50	—	COM	41902R103
—	AMERICAN CAP LTD	1,215,485	$16,762	4.2%	$13.48	—	COM	02503Y103
—	EQUITY COMWLTH	600,000	$16,638	4.1%	$25.84	—	COM SH BEN INT	294628102
—	ANWORTH MORTGAGE ASSET CP	3,742,583	$16,280	4.0%	$4.58	—	COM	037347101
RHP	RYMAN HOSPITALITY PPTYS INC	302,878	$15,641	3.9%	$42.19	—	COM	78377T107
—	ATLANTIC PWR CORP	7,267,217	$14,316	3.5%	$2.64	—	COM NEW	04878Q863
—	BRIDGEPOINT ED INC	1,761,467	$13,405	3.3%	$11.79	—	COM	10807M105
—	STATE NATL COS INC	1,316,044	$12,910	3.2%	$11.80	—	COM	85711T305
—	KLX INC	399,742	$12,308	3.1%	$36.48	—	COM	482539103
—	APOLLO RESIDENTIAL MTG INC	1,016,569	$12,148	3.0%	$14.40	—	COM	03763V102
—	CAREER EDUCATION CORP	3,273,886	$11,884	2.9%	$3.76	—	COM	141665109
—	ASTA FDG INC	1,464,612	$11,644	2.9%	$8.49	—	COM	046220109
—	WESTMORELAND COAL CO	1,697,302	$9,980	2.5%	$7.62	—	COM	960878106
—	NEWFIELD EXPL CO	295,200	$9,612	2.4%	$35.09	—	COM	651290108
—	STEEL PARTNERS HLDGS L P	422,888	$6,927	1.7%	$13.68	—	LTD PRTRSHIP UNIT	85814R107
—	FIFTH STREET FINANCE CORP	987,490	$6,300	1.6%	$7.13	—	COM	31678A103
—	PDC ENERGY INC	114,000	$6,085	1.5%	$53.01	—	COM	69327R101
—	CALAMOS ASSET MGMT INC	601,323	$5,821	1.4%	$9.59	—	CL A	12811R104
—	RPX CORP	513,137	$5,645	1.4%	$14.52	—	COM	74972G103
—	FIFTH STR SR FLOATNG RATE CO	626,377	$5,368	1.3%	$9.94	—	COM	31679F101
PSEC	PROSPECT CAPITAL CORPORATION	753,321	$5,258	1.3%	$2.20	-4.4%	COM	74348T102
—	OM ASSET MGMT PLC	339,689	$5,207	1.3%	$16.44	—	SHS	G67506108
—	MEDLEY CAP CORP	615,714	$4,630	1.1%	$8.75	—	COM	58503F106
—	TICC CAPITAL CORP	684,250	$4,160	1.0%	$6.89	—	COM	87244T109
—	MEDLEY MGMT INC	658,178	$3,745	0.9%	$11.10	—	CL A COM	58503T106
CHMI	CHERRY HILL MTG INVT CORP	227,874	$2,962	0.7%	$17.51	—	COM	164651101
TDOC	TELADOC INC	159,900	$2,872	0.7%	$27.00	-31.6%	COM	87918A105
—	AMERICAN CAP MTG INVT CORP	174,500	$2,436	0.6%	$17.79	—	COM	02504A104
—	PEABODY ENERGY CORP	34,821	$1,884	0.5%	$64.95	—	SDCV 4.750%12/1	704549AG9
—	EROS INTL PLC	182,710	$1,672	0.4%	$9.15	—	SHS NEW	G3788M114
—	FIFTH STR ASSET MGMT INC	500,207	$1,631	0.4%	$12.13	—	CL A COM	31679P109
—	AMEDISYS INC	40,400	$1,589	0.4%	$30.20	—	COM	023436108
NL	NL INDS INC	294,045	$894	0.2%	$6.41	-64.8%	COM NEW	629156407
CLNE	CLEAN ENERGY FUELS CORP	208,100	$749	0.2%	—	—	Put	184499101
—	ORGANOVO HLDGS INC	100,000	$249	0.1%	$8.35	—	COM	68620A104