MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $428,157 (99.6% shares, 0.4% debt)

Holdings (25)

SXC SUNCOKE ENERGY INC 15.2%

Value ($000) $65,239 Shares 8,134,491 Est. Cost $6.26 Unrealized +12.0%

SATS ECHOSTAR CORP 15.1%

Value ($000) $64,813 Shares 1,478,728 Est. Cost $35.31 Unrealized -10.3%

— ASTA FDG INC 9.8%

Value ($000) $42,060 Shares 4,005,701 Est. Cost $9.74 Unrealized —

— RPX CORP 9.0%

Value ($000) $38,402 Shares 3,592,314 Est. Cost $11.16 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 7.5%

Value ($000) $32,242 Shares 2,117,007 Est. Cost $13.50 Unrealized —

— EQUITY COMWLTH 5.0%

Value ($000) $21,529 Shares 712,399 Est. Cost $27.21 Unrealized —

— ATLANTIC PWR CORP 4.5%

Value ($000) $19,423 Shares 7,863,599 Est. Cost $2.61 Unrealized —

— CAREER EDUCATION CORP 4.2%

Value ($000) $18,089 Shares 2,664,061 Est. Cost $3.76 Unrealized —

— WESTMORELAND COAL CO 3.9%

Value ($000) $16,786 Shares 1,894,608 Est. Cost $7.58 Unrealized —

— BRIDGEPOINT ED INC 3.8%

Value ($000) $16,227 Shares 2,362,069 Est. Cost $10.44 Unrealized —

TSLA TESLA MTRS INC 3.3%

Value ($000) $14,282 Shares 70,000 Est. Cost — Unrealized —

— INTEROIL CORP 3.1%

Value ($000) $13,174 Shares 258,715 Est. Cost $46.68 Unrealized —

— CALAMOS ASSET MGMT INC 1.9%

Value ($000) $8,254 Shares 1,210,289 Est. Cost $8.82 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 1.9%

Value ($000) $8,161 Shares 169,449 Est. Cost $42.89 Unrealized —

— MYLAN N V 1.8%

Value ($000) $7,624 Shares 200,000 Est. Cost $38.12 Unrealized —

— OM ASSET MGMT PLC 1.6%

Value ($000) $7,048 Shares 506,671 Est. Cost $15.02 Unrealized —

— FIFTH STREET FINANCE CORP 1.6%

Value ($000) $6,757 Shares 1,162,915 Est. Cost $6.55 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 1.5%

Value ($000) $6,372 Shares 372,424 Est. Cost $16.25 Unrealized —

— STEEL PARTNERS HLDGS L P 1.4%

Value ($000) $6,068 Shares 422,888 Est. Cost $13.68 Unrealized —

— ANWORTH MORTGAGE ASSET CP 1.2%

Value ($000) $4,954 Shares 1,007,005 Est. Cost $4.58 Unrealized —

NMIH NMI HLDGS INC 1.1%

Value ($000) $4,603 Shares 604,131 Est. Cost $7.00 Unrealized 0.0%

— SOLARCITY CORP 0.5%

Value ($000) $2,087 Shares 106,700 Est. Cost $19.57 Unrealized —

— ICONIX BRAND GROUP INC 0.4%

Value ($000) $1,730 Shares 2,000 Est. Cost $675.64 Unrealized —

— AQUA METALS INC 0.3%

Value ($000) $1,190 Shares 134,282 Est. Cost $8.86 Unrealized —

— SOLARCITY CORP 0.2%

Value ($000) $1,043 Shares 53,300 Est. Cost $19.57 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SXC	SUNCOKE ENERGY INC	8,134,491	$65,239	15.2%	$6.26	+12.0%	COM	86722A103
SATS	ECHOSTAR CORP	1,478,728	$64,813	15.1%	$35.31	-10.3%	CL A	278768106
—	ASTA FDG INC	4,005,701	$42,060	9.8%	$9.74	—	COM	046220109
—	RPX CORP	3,592,314	$38,402	9.0%	$11.16	—	COM	74972G103
—	INVESCO MORTGAGE CAPITAL INC	2,117,007	$32,242	7.5%	$13.50	—	COM	46131B100
—	EQUITY COMWLTH	712,399	$21,529	5.0%	$27.21	—	COM SH BEN INT	294628102
—	ATLANTIC PWR CORP	7,863,599	$19,423	4.5%	$2.61	—	COM NEW	04878Q863
—	CAREER EDUCATION CORP	2,664,061	$18,089	4.2%	$3.76	—	COM	141665109
—	WESTMORELAND COAL CO	1,894,608	$16,786	3.9%	$7.58	—	COM	960878106
—	BRIDGEPOINT ED INC	2,362,069	$16,227	3.8%	$10.44	—	COM	10807M105
TSLA	TESLA MTRS INC	70,000	$14,282	3.3%	—	—	Put	88160R101
—	INTEROIL CORP	258,715	$13,174	3.1%	$46.68	—	COM	460951106
—	CALAMOS ASSET MGMT INC	1,210,289	$8,254	1.9%	$8.82	—	CL A	12811R104
RHP	RYMAN HOSPITALITY PPTYS INC	169,449	$8,161	1.9%	$42.89	—	COM	78377T107
—	MYLAN N V	200,000	$7,624	1.8%	$38.12	—	SHS EURO	N59465109
—	OM ASSET MGMT PLC	506,671	$7,048	1.6%	$15.02	—	SHS	G67506108
—	FIFTH STREET FINANCE CORP	1,162,915	$6,757	1.6%	$6.55	—	COM	31678A103
CHMI	CHERRY HILL MTG INVT CORP	372,424	$6,372	1.5%	$16.25	—	COM	164651101
—	STEEL PARTNERS HLDGS L P	422,888	$6,068	1.4%	$13.68	—	LTD PRTRSHIP U	85814R107
—	ANWORTH MORTGAGE ASSET CP	1,007,005	$4,954	1.2%	$4.58	—	COM	037347101
NMIH	NMI HLDGS INC	604,131	$4,603	1.1%	$7.00	0.0%	CL A	629209305
—	SOLARCITY CORP	106,700	$2,087	0.5%	$19.57	—	Put	83416T100
—	ICONIX BRAND GROUP INC	2,000	$1,730	0.4%	$675.64	—	NOTE 1.500% 3/1	451055AF4
—	AQUA METALS INC	134,282	$1,190	0.3%	$8.86	—	COM	03837J101
—	SOLARCITY CORP	53,300	$1,043	0.2%	$19.57	—	COM	83416T100