MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $1,534,581 (100.0% shares, 0.0% debt)

Holdings (33)

SPY SPDR S&P 500 ETF TR 55.9%

Value ($000) $858,027 Shares 3,260,600 Est. Cost — Unrealized —

SATS ECHOSTAR CORP 5.1%

Value ($000) $78,032 Shares 1,478,728 Est. Cost $35.31 Unrealized +34.8%

— EQUITY COMWLTH 5.0%

Value ($000) $76,485 Shares 2,493,802 Est. Cost $29.61 Unrealized —

— BONANZA CREEK ENERGY INC 3.6%

Value ($000) $55,251 Shares 1,993,900 Est. Cost $31.40 Unrealized —

— PENN VA CORP NEW 3.3%

Value ($000) $50,361 Shares 1,437,243 Est. Cost $47.09 Unrealized —

— CAREER EDUCATION CORP 2.5%

Value ($000) $38,939 Shares 2,963,432 Est. Cost $7.59 Unrealized —

— MYLAN N V 2.4%

Value ($000) $37,337 Shares 906,902 Est. Cost $37.85 Unrealized —

— PDC ENERGY INC 2.4%

Value ($000) $36,449 Shares 743,392 Est. Cost $51.54 Unrealized —

BTU PEABODY ENERGY CORP NEW 2.3%

Value ($000) $34,960 Shares 957,801 Est. Cost $22.36 Unrealized +55.0%

— ATLANTIC PWR CORP 1.6%

Value ($000) $24,086 Shares 11,469,584 Est. Cost $2.56 Unrealized —

AER AERCAP HOLDINGS NV 1.6%

Value ($000) $24,012 Shares 473,428 Est. Cost $50.37 Unrealized +1.4%

ANIP ANI PHARMACEUTICALS INC 1.4%

Value ($000) $21,909 Shares 376,314 Est. Cost $49.32 Unrealized +28.7%

GPRE GREEN PLAINS INC 1.4%

Value ($000) $21,706 Shares 1,292,044 Est. Cost $17.69 Unrealized +1.6%

— ANI PHARMACEUTICALS INC 1.3%

Value ($000) $20,692 Shares 18,779 Est. Cost $1056.23 Unrealized —

— SPIRIT RLTY CAP INC NEW 1.3%

Value ($000) $19,894 Shares 2,563,693 Est. Cost $7.76 Unrealized —

— PENNYMAC FINL SVCS INC 1.1%

Value ($000) $16,236 Shares 716,835 Est. Cost $17.80 Unrealized —

— BRIGHTSPHERE INVESTMNT GRP P 1.0%

Value ($000) $15,310 Shares 971,419 Est. Cost $15.76 Unrealized —

INSW INTERNATIONAL SEAWAYS INC 1.0%

Value ($000) $15,056 Shares 855,470 Est. Cost $11.49 Unrealized -4.6%

— EAGLE BULK SHIPPING INC 0.8%

Value ($000) $11,890 Shares 2,402,081 Est. Cost $4.61 Unrealized —

VRTS VIRTUS INVT PARTNERS INC 0.7%

Value ($000) $11,179 Shares 90,300 Est. Cost $90.23 Unrealized +10.1%

— TIER REIT INC 0.7%

Value ($000) $10,971 Shares 593,662 Est. Cost $17.72 Unrealized —

GNK GENCO SHIPPING & TRADING LTD 0.6%

Value ($000) $9,647 Shares 678,412 Est. Cost $10.40 Unrealized +34.1%

— ABRAXAS PETE CORP 0.5%

Value ($000) $7,734 Shares 3,483,606 Est. Cost $2.45 Unrealized —

— STEEL PARTNERS HLDGS L P 0.5%

Value ($000) $7,570 Shares 422,888 Est. Cost $13.68 Unrealized —

— EQUITY COMWLTH 0.5%

Value ($000) $7,060 Shares 230,200 Est. Cost $29.61 Unrealized —

OFG OFG BANCORP 0.4%

Value ($000) $5,609 Shares 536,721 Est. Cost $10.59 Unrealized 0.0%

FBP FIRST BANCORP P R 0.3%

Value ($000) $5,048 Shares 838,490 Est. Cost $4.80 Unrealized 0.0%

— ZAFGEN INC 0.3%

Value ($000) $4,378 Shares 587,629 Est. Cost $3.57 Unrealized —

CPRX CATALYST PHARMACEUTICALS INC 0.2%

Value ($000) $3,605 Shares 1,508,309 Est. Cost $3.31 Unrealized +0.4%

ALDX ALDEYRA THERAPEUTICS INC 0.2%

Value ($000) $2,430 Shares 324,019 Est. Cost $7.08 Unrealized +7.2%

— RAMACO RES INC 0.1%

Value ($000) $2,099 Shares 291,890 Est. Cost $6.88 Unrealized —

GNW GENWORTH FINL INC 0.0%

Value ($000) $506 Shares 178,700 Est. Cost — Unrealized —

— TEEKAY TANKERS LTD 0.0%

Value ($000) $113 Shares 94,878 Est. Cost $1.40 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	3,260,600	$858,027	55.9%	—	—	Call	78462F103
SATS	ECHOSTAR CORP	1,478,728	$78,032	5.1%	$35.31	+34.8%	CL A	278768106
—	EQUITY COMWLTH	2,493,802	$76,485	5.0%	$29.61	—	COM SH BEN INT	294628102
—	BONANZA CREEK ENERGY INC	1,993,900	$55,251	3.6%	$31.40	—	COM NEW	097793400
—	PENN VA CORP NEW	1,437,243	$50,361	3.3%	$47.09	—	COM	70788V102
—	CAREER EDUCATION CORP	2,963,432	$38,939	2.5%	$7.59	—	COM	141665109
—	MYLAN N V	906,902	$37,337	2.4%	$37.85	—	SHS EURO	N59465109
—	PDC ENERGY INC	743,392	$36,449	2.4%	$51.54	—	COM	69327R101
BTU	PEABODY ENERGY CORP NEW	957,801	$34,960	2.3%	$22.36	+55.0%	COM	704551100
—	ATLANTIC PWR CORP	11,469,584	$24,086	1.6%	$2.56	—	COM NEW	04878Q863
AER	AERCAP HOLDINGS NV	473,428	$24,012	1.6%	$50.37	+1.4%	SHS	N00985106
ANIP	ANI PHARMACEUTICALS INC	376,314	$21,909	1.4%	$49.32	+28.7%	COM	00182C103
GPRE	GREEN PLAINS INC	1,292,044	$21,706	1.4%	$17.69	+1.6%	COM	393222104
—	ANI PHARMACEUTICALS INC	18,779	$20,692	1.3%	$1056.23	—	NOTE 3.000%12/0	00182CAA1
—	SPIRIT RLTY CAP INC NEW	2,563,693	$19,894	1.3%	$7.76	—	COM	84860W102
—	PENNYMAC FINL SVCS INC	716,835	$16,236	1.1%	$17.80	—	CL A	70932B101
—	BRIGHTSPHERE INVESTMNT GRP P	971,419	$15,310	1.0%	$15.76	—	SHS	G1644T109
INSW	INTERNATIONAL SEAWAYS INC	855,470	$15,056	1.0%	$11.49	-4.6%	COM	Y41053102
—	EAGLE BULK SHIPPING INC	2,402,081	$11,890	0.8%	$4.61	—	SHS NEW	Y2187A143
VRTS	VIRTUS INVT PARTNERS INC	90,300	$11,179	0.7%	$90.23	+10.1%	COM	92828Q109
—	TIER REIT INC	593,662	$10,971	0.7%	$17.72	—	COM NEW	88650V208
GNK	GENCO SHIPPING & TRADING LTD	678,412	$9,647	0.6%	$10.40	+34.1%	SHS	Y2685T131
—	ABRAXAS PETE CORP	3,483,606	$7,734	0.5%	$2.45	—	COM	003830106
—	STEEL PARTNERS HLDGS L P	422,888	$7,570	0.5%	$13.68	—	LTD PRTRSHIP U	85814R107
—	EQUITY COMWLTH	230,200	$7,060	0.5%	$29.61	—	Call	294628102
OFG	OFG BANCORP	536,721	$5,609	0.4%	$10.59	0.0%	COM	67103X102
FBP	FIRST BANCORP P R	838,490	$5,048	0.3%	$4.80	0.0%	COM NEW	318672706
—	ZAFGEN INC	587,629	$4,378	0.3%	$3.57	—	COM	98885E103
CPRX	CATALYST PHARMACEUTICALS INC	1,508,309	$3,605	0.2%	$3.31	+0.4%	COM	14888U101
ALDX	ALDEYRA THERAPEUTICS INC	324,019	$2,430	0.2%	$7.08	+7.2%	COM	01438T106
—	RAMACO RES INC	291,890	$2,099	0.1%	$6.88	—	COM	75134P303
GNW	GENWORTH FINL INC	178,700	$506	0.0%	—	—	Put	37247D106
—	TEEKAY TANKERS LTD	94,878	$113	0.0%	$1.40	—	CL A	Y8565N102