MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $401,435 (94.1% shares, 5.9% debt)

Holdings (28)

SATS ECHOSTAR CORP 13.4%

Value ($000) $53,917 Shares 1,358,118 Est. Cost $35.63 Unrealized -8.2%

SXC SUNCOKE ENERGY INC 11.1%

Value ($000) $44,392 Shares 7,627,496 Est. Cost $6.21 Unrealized +1.6%

— ASTA FDG INC 10.5%

Value ($000) $42,340 Shares 4,005,701 Est. Cost $9.74 Unrealized —

— RPX CORP 8.1%

Value ($000) $32,381 Shares 3,531,162 Est. Cost $11.17 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 7.2%

Value ($000) $28,982 Shares 2,117,007 Est. Cost $13.50 Unrealized —

— CAREER EDUCATION CORP 4.8%

Value ($000) $19,431 Shares 3,265,779 Est. Cost $3.76 Unrealized —

— WESTMORELAND COAL CO 4.5%

Value ($000) $18,037 Shares 1,894,608 Est. Cost $7.58 Unrealized —

— ATLANTIC PWR CORP 3.9%

Value ($000) $15,725 Shares 6,340,613 Est. Cost $2.64 Unrealized —

— APOLLO RESIDENTIAL MTG INC 3.8%

Value ($000) $15,443 Shares 1,152,442 Est. Cost $14.18 Unrealized —

— BRIDGEPOINT ED INC 3.7%

Value ($000) $14,974 Shares 2,068,276 Est. Cost $10.95 Unrealized —

— TESLA MTRS INC 3.7%

Value ($000) $14,931 Shares 8,800 Est. Cost $1701.43 Unrealized —

— EQUITY COMWLTH 3.6%

Value ($000) $14,292 Shares 490,635 Est. Cost $25.84 Unrealized —

SRPT SAREPTA THERAPEUTICS INC 2.3%

Value ($000) $9,392 Shares 492,500 Est. Cost $18.47 Unrealized 0.0%

— ICONIX BRAND GROUP INC 2.2%

Value ($000) $8,929 Shares 11,000 Est. Cost $675.64 Unrealized —

— INTEROIL CORP 2.1%

Value ($000) $8,347 Shares 185,481 Est. Cost $45.00 Unrealized —

— FIFTH STR SR FLOATNG RATE CO 2.0%

Value ($000) $8,069 Shares 1,013,753 Est. Cost $9.17 Unrealized —

— CALAMOS ASSET MGMT INC 1.9%

Value ($000) $7,728 Shares 1,057,192 Est. Cost $9.11 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 1.9%

Value ($000) $7,570 Shares 149,449 Est. Cost $42.19 Unrealized —

— FIFTH STREET FINANCE CORP 1.6%

Value ($000) $6,595 Shares 1,359,757 Est. Cost $6.55 Unrealized —

— STEEL PARTNERS HLDGS L P 1.5%

Value ($000) $6,200 Shares 422,888 Est. Cost $13.68 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 1.4%

Value ($000) $5,799 Shares 372,424 Est. Cost $16.25 Unrealized —

— ANWORTH MORTGAGE ASSET CP 1.2%

Value ($000) $4,733 Shares 1,007,005 Est. Cost $4.58 Unrealized —

— MEDLEY MGMT INC 1.0%

Value ($000) $3,870 Shares 658,178 Est. Cost $11.10 Unrealized —

— OM ASSET MGMT PLC 0.7%

Value ($000) $2,967 Shares 222,277 Est. Cost $16.44 Unrealized —

— FIFTH STR ASSET MGMT INC 0.7%

Value ($000) $2,815 Shares 696,738 Est. Cost $9.57 Unrealized —

— MEDLEY CAP CORP 0.6%

Value ($000) $2,541 Shares 379,264 Est. Cost $8.75 Unrealized —

NL NL INDS INC 0.1%

Value ($000) $585 Shares 227,552 Est. Cost $6.41 Unrealized -70.1%

— WINTHROP RLTY TR 0.1%

Value ($000) $450 Shares 51,219 Est. Cost $8.79 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SATS	ECHOSTAR CORP	1,358,118	$53,917	13.4%	$35.63	-8.2%	CL A	278768106
SXC	SUNCOKE ENERGY INC	7,627,496	$44,392	11.1%	$6.21	+1.6%	COM	86722A103
—	ASTA FDG INC	4,005,701	$42,340	10.5%	$9.74	—	COM	046220109
—	RPX CORP	3,531,162	$32,381	8.1%	$11.17	—	COM	74972G103
—	INVESCO MORTGAGE CAPITAL INC	2,117,007	$28,982	7.2%	$13.50	—	COM	46131B100
—	CAREER EDUCATION CORP	3,265,779	$19,431	4.8%	$3.76	—	COM	141665109
—	WESTMORELAND COAL CO	1,894,608	$18,037	4.5%	$7.58	—	COM	960878106
—	ATLANTIC PWR CORP	6,340,613	$15,725	3.9%	$2.64	—	COM NEW	04878Q863
—	APOLLO RESIDENTIAL MTG INC	1,152,442	$15,443	3.8%	$14.18	—	COM	03763V102
—	BRIDGEPOINT ED INC	2,068,276	$14,974	3.7%	$10.95	—	COM	10807M105
—	TESLA MTRS INC	8,800	$14,931	3.7%	$1701.43	—	NOTE 1.500% 6/0	88160RAA9
—	EQUITY COMWLTH	490,635	$14,292	3.6%	$25.84	—	COM SH BEN INT	294628102
SRPT	SAREPTA THERAPEUTICS INC	492,500	$9,392	2.3%	$18.47	0.0%	COM	803607100
—	ICONIX BRAND GROUP INC	11,000	$8,929	2.2%	$675.64	—	NOTE 1.500% 3/1	451055AF4
—	INTEROIL CORP	185,481	$8,347	2.1%	$45.00	—	COM	460951106
—	FIFTH STR SR FLOATNG RATE CO	1,013,753	$8,069	2.0%	$9.17	—	COM	31679F101
—	CALAMOS ASSET MGMT INC	1,057,192	$7,728	1.9%	$9.11	—	CL A	12811R104
RHP	RYMAN HOSPITALITY PPTYS INC	149,449	$7,570	1.9%	$42.19	—	COM	78377T107
—	FIFTH STREET FINANCE CORP	1,359,757	$6,595	1.6%	$6.55	—	COM	31678A103
—	STEEL PARTNERS HLDGS L P	422,888	$6,200	1.5%	$13.68	—	LTD PRTRSHIP U	85814R107
CHMI	CHERRY HILL MTG INVT CORP	372,424	$5,799	1.4%	$16.25	—	COM	164651101
—	ANWORTH MORTGAGE ASSET CP	1,007,005	$4,733	1.2%	$4.58	—	COM	037347101
—	MEDLEY MGMT INC	658,178	$3,870	1.0%	$11.10	—	COM	58503T106
—	OM ASSET MGMT PLC	222,277	$2,967	0.7%	$16.44	—	SHS	G67506108
—	FIFTH STR ASSET MGMT INC	696,738	$2,815	0.7%	$9.57	—	CL A COM	31679P109
—	MEDLEY CAP CORP	379,264	$2,541	0.6%	$8.75	—	COM	58503F106
NL	NL INDS INC	227,552	$585	0.1%	$6.41	-70.1%	COM NEW	629156407
—	WINTHROP RLTY TR	51,219	$450	0.1%	$8.79	—	SH BEN INT NEW	976391300