MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: May 16, 2016

Total Value ($000): $486,405 (91.0% shares, 9.0% debt)

Holdings (39)

— HATTERAS FINL CORP 11.5%

Value ($000) $55,868 Shares 3,906,833 Est. Cost $15.10 Unrealized —

SXC SUNCOKE ENERGY INC 10.2%

Value ($000) $49,579 Shares 7,627,496 Est. Cost $6.21 Unrealized -31.5%

SATS ECHOSTAR CORP 8.6%

Value ($000) $41,770 Shares 943,092 Est. Cost $36.92 Unrealized -13.8%

— INVESCO MORTGAGE CAPITAL INC 7.8%

Value ($000) $38,127 Shares 3,130,270 Est. Cost $13.50 Unrealized —

— TESLA MTRS INC 7.2%

Value ($000) $34,804 Shares 18,800 Est. Cost $1701.43 Unrealized —

— RPX CORP 6.0%

Value ($000) $29,062 Shares 2,580,986 Est. Cost $11.91 Unrealized —

— ASTA FDG INC 4.4%

Value ($000) $21,277 Shares 2,102,427 Est. Cost $8.99 Unrealized —

— AMERICAN CAP LTD 3.6%

Value ($000) $17,294 Shares 1,134,785 Est. Cost $13.48 Unrealized —

— ATLANTIC PWR CORP 3.5%

Value ($000) $17,112 Shares 6,956,258 Est. Cost $2.64 Unrealized —

— BRIDGEPOINT ED INC 3.5%

Value ($000) $17,013 Shares 1,687,842 Est. Cost $11.79 Unrealized —

— EQUITY COMWLTH 3.5%

Value ($000) $16,932 Shares 600,000 Est. Cost $25.84 Unrealized —

— CAREER EDUCATION CORP 3.0%

Value ($000) $14,827 Shares 3,265,779 Est. Cost $3.76 Unrealized —

— WESTMORELAND COAL CO 2.8%

Value ($000) $13,660 Shares 1,894,608 Est. Cost $7.58 Unrealized —

— KLX INC 2.6%

Value ($000) $12,848 Shares 399,742 Est. Cost $36.48 Unrealized —

— APOLLO RESIDENTIAL MTG INC 2.5%

Value ($000) $12,020 Shares 895,669 Est. Cost $14.40 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 1.9%

Value ($000) $9,037 Shares 175,540 Est. Cost $42.19 Unrealized —

— CALAMOS ASSET MGMT INC 1.8%

Value ($000) $8,976 Shares 1,057,192 Est. Cost $9.11 Unrealized —

— FIFTH STR SR FLOATNG RATE CO 1.7%

Value ($000) $8,039 Shares 1,013,753 Est. Cost $9.17 Unrealized —

— ICONIX BRAND GROUP INC 1.5%

Value ($000) $7,432 Shares 11,000 Est. Cost $675.64 Unrealized —

— FIFTH STREET FINANCE CORP 1.4%

Value ($000) $6,826 Shares 1,359,757 Est. Cost $6.55 Unrealized —

— STEEL PARTNERS HLDGS L P 1.3%

Value ($000) $6,449 Shares 422,888 Est. Cost $13.68 Unrealized —

— PDC ENERGY INC 1.1%

Value ($000) $5,416 Shares 91,100 Est. Cost $53.01 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 1.0%

Value ($000) $5,095 Shares 359,846 Est. Cost $16.28 Unrealized —

— NEWFIELD EXPL CO 1.0%

Value ($000) $4,908 Shares 147,600 Est. Cost $35.09 Unrealized —

— ANWORTH MORTGAGE ASSET CP 1.0%

Value ($000) $4,693 Shares 1,007,005 Est. Cost $4.58 Unrealized —

— TICC CAPITAL CORP 0.9%

Value ($000) $4,543 Shares 946,491 Est. Cost $6.31 Unrealized —

— OM ASSET MGMT PLC 0.9%

Value ($000) $4,535 Shares 339,689 Est. Cost $16.44 Unrealized —

— PEABODY ENERGY CORP 0.9%

Value ($000) $4,190 Shares 1,806,200 Est. Cost — Unrealized —

— MEDLEY MGMT INC 0.7%

Value ($000) $3,620 Shares 658,178 Est. Cost $11.10 Unrealized —

— KRATON PERFORMANCE POLYMERS 0.6%

Value ($000) $2,696 Shares 155,821 Est. Cost $17.30 Unrealized —

— MEDLEY CAP CORP 0.5%

Value ($000) $2,503 Shares 379,264 Est. Cost $8.75 Unrealized —

— FIFTH STR ASSET MGMT INC 0.4%

Value ($000) $2,132 Shares 696,738 Est. Cost $9.57 Unrealized —

— SUNEDISON INC 0.1%

Value ($000) $725 Shares 16,135 Est. Cost $44.93 Unrealized —

— PEABODY ENERGY CORP 0.1%

Value ($000) $611 Shares 64,779 Est. Cost $39.27 Unrealized —

NL NL INDS INC 0.1%

Value ($000) $549 Shares 242,935 Est. Cost $6.41 Unrealized -75.2%

— CAESARS ACQUISITION CO 0.1%

Value ($000) $503 Shares 82,184 Est. Cost $6.12 Unrealized —

— SUNEDISON INC 0.1%

Value ($000) $421 Shares 779,800 Est. Cost — Unrealized —

— ORGANOVO HLDGS INC 0.0%

Value ($000) $217 Shares 100,000 Est. Cost $8.35 Unrealized —

— SUNEDISON INC 0.0%

Value ($000) $96 Shares 2,500 Est. Cost $38.40 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HATTERAS FINL CORP	3,906,833	$55,868	11.5%	$15.10	—	COM	41902R103
SXC	SUNCOKE ENERGY INC	7,627,496	$49,579	10.2%	$6.21	-31.5%	COM	86722A103
SATS	ECHOSTAR CORP	943,092	$41,770	8.6%	$36.92	-13.8%	CL A	278768106
—	INVESCO MORTGAGE CAPITAL INC	3,130,270	$38,127	7.8%	$13.50	—	COM	46131B100
—	TESLA MTRS INC	18,800	$34,804	7.2%	$1701.43	—	NOTE 1.500% 6/0	88160RAA9
—	RPX CORP	2,580,986	$29,062	6.0%	$11.91	—	COM	74972G103
—	ASTA FDG INC	2,102,427	$21,277	4.4%	$8.99	—	COM	046220109
—	AMERICAN CAP LTD	1,134,785	$17,294	3.6%	$13.48	—	COM	02503Y103
—	ATLANTIC PWR CORP	6,956,258	$17,112	3.5%	$2.64	—	COM NEW	04878Q863
—	BRIDGEPOINT ED INC	1,687,842	$17,013	3.5%	$11.79	—	COM	10807M105
—	EQUITY COMWLTH	600,000	$16,932	3.5%	$25.84	—	COM SH BEN INT	294628102
—	CAREER EDUCATION CORP	3,265,779	$14,827	3.0%	$3.76	—	COM	141665109
—	WESTMORELAND COAL CO	1,894,608	$13,660	2.8%	$7.58	—	COM	960878106
—	KLX INC	399,742	$12,848	2.6%	$36.48	—	COM	482539103
—	APOLLO RESIDENTIAL MTG INC	895,669	$12,020	2.5%	$14.40	—	COM	03763V102
RHP	RYMAN HOSPITALITY PPTYS INC	175,540	$9,037	1.9%	$42.19	—	COM	78377T107
—	CALAMOS ASSET MGMT INC	1,057,192	$8,976	1.8%	$9.11	—	CL A	12811R104
—	FIFTH STR SR FLOATNG RATE CO	1,013,753	$8,039	1.7%	$9.17	—	COM	31679F101
—	ICONIX BRAND GROUP INC	11,000	$7,432	1.5%	$675.64	—	NOTE 1.500% 3/1	451055AF4
—	FIFTH STREET FINANCE CORP	1,359,757	$6,826	1.4%	$6.55	—	COM	31678A103
—	STEEL PARTNERS HLDGS L P	422,888	$6,449	1.3%	$13.68	—	LTD PRTRSHIP UNIT	85814R107
—	PDC ENERGY INC	91,100	$5,416	1.1%	$53.01	—	COM	69327R101
CHMI	CHERRY HILL MTG INVT CORP	359,846	$5,095	1.0%	$16.28	—	COM	164651101
—	NEWFIELD EXPL CO	147,600	$4,908	1.0%	$35.09	—	COM	651290108
—	ANWORTH MORTGAGE ASSET CP	1,007,005	$4,693	1.0%	$4.58	—	COM	037347101
—	TICC CAPITAL CORP	946,491	$4,543	0.9%	$6.31	—	COM	87244T109
—	OM ASSET MGMT PLC	339,689	$4,535	0.9%	$16.44	—	SHS	G67506108
—	PEABODY ENERGY CORP	1,806,200	$4,190	0.9%	—	—	Put	704549203
—	MEDLEY MGMT INC	658,178	$3,620	0.7%	$11.10	—	CL A COM	58503T106
—	KRATON PERFORMANCE POLYMERS	155,821	$2,696	0.6%	$17.30	—	COM	50077C106
—	MEDLEY CAP CORP	379,264	$2,503	0.5%	$8.75	—	COM	58503F106
—	FIFTH STR ASSET MGMT INC	696,738	$2,132	0.4%	$9.57	—	CL A COM	31679P109
—	SUNEDISON INC	16,135	$725	0.1%	$44.93	—	NOTE 2.750% 1/0	86732YAD1
—	PEABODY ENERGY CORP	64,779	$611	0.1%	$39.27	—	SDCV 4.750%12/1	704549AG9
NL	NL INDS INC	242,935	$549	0.1%	$6.41	-75.2%	COM NEW	629156407
—	CAESARS ACQUISITION CO	82,184	$503	0.1%	$6.12	—	CL A	12768T103
—	SUNEDISON INC	779,800	$421	0.1%	—	—	Put	86732Y109
—	ORGANOVO HLDGS INC	100,000	$217	0.0%	$8.35	—	COM	68620A104
—	SUNEDISON INC	2,500	$96	0.0%	$38.40	—	NOTE 2.375% 4/1	86732YAH2