MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $1,553,328 (98.6% shares, 1.4% debt)

Holdings (32)

SPY SPDR S&P 500 ETF TR 56.9%

Value ($000) $884,536 Shares 3,260,600 Est. Cost — Unrealized —

— PENN VA CORP NEW 7.9%

Value ($000) $122,008 Shares 1,437,243 Est. Cost $47.09 Unrealized —

SATS ECHOSTAR CORP 4.3%

Value ($000) $67,101 Shares 1,511,282 Est. Cost $35.43 Unrealized +15.2%

— EQUITY COMWLTH 3.4%

Value ($000) $52,853 Shares 1,677,877 Est. Cost $29.61 Unrealized —

— BONANZA CREEK ENERGY INC 3.0%

Value ($000) $47,106 Shares 1,243,900 Est. Cost $31.40 Unrealized —

BTU PEABODY ENERGY CORP NEW 2.8%

Value ($000) $43,561 Shares 957,801 Est. Cost $22.36 Unrealized +60.1%

— PDC ENERGY INC 2.6%

Value ($000) $40,474 Shares 669,541 Est. Cost $51.54 Unrealized —

— MYLAN N V 2.3%

Value ($000) $36,389 Shares 1,006,902 Est. Cost $37.68 Unrealized —

— CAREER EDUCATION CORP 1.9%

Value ($000) $29,120 Shares 1,800,859 Est. Cost $7.59 Unrealized —

ANIP ANI PHARMACEUTICALS INC 1.7%

Value ($000) $26,514 Shares 396,923 Est. Cost $50.00 Unrealized +24.8%

GPRE GREEN PLAINS INC 1.6%

Value ($000) $24,334 Shares 1,329,735 Est. Cost $17.73 Unrealized +8.2%

— ANI PHARMACEUTICALS INC 1.4%

Value ($000) $21,455 Shares 18,779 Est. Cost $1056.23 Unrealized —

INSW INTERNATIONAL SEAWAYS INC 1.3%

Value ($000) $19,796 Shares 855,470 Est. Cost $11.49 Unrealized +9.9%

— PENNYMAC FINL SVCS INC 1.1%

Value ($000) $17,839 Shares 907,839 Est. Cost $18.19 Unrealized —

VRTS VIRTUS INVT PARTNERS INC 0.9%

Value ($000) $14,475 Shares 113,128 Est. Cost $91.73 Unrealized +6.4%

— BRIGHTSPHERE INVESTMNT GRP P 0.9%

Value ($000) $13,852 Shares 971,419 Est. Cost $15.76 Unrealized —

— ATLANTIC PWR CORP 0.8%

Value ($000) $13,133 Shares 5,969,584 Est. Cost $2.56 Unrealized —

— ABRAXAS PETE CORP 0.7%

Value ($000) $10,682 Shares 3,696,059 Est. Cost $2.48 Unrealized —

— EAGLE BULK SHIPPING INC 0.6%

Value ($000) $8,731 Shares 1,604,888 Est. Cost $4.61 Unrealized —

ADNT ADIENT PLC 0.5%

Value ($000) $7,565 Shares 153,787 Est. Cost $56.37 Unrealized 0.0%

— ZAFGEN INC 0.5%

Value ($000) $7,546 Shares 737,629 Est. Cost $4.93 Unrealized —

— EQUITY COMWLTH 0.5%

Value ($000) $7,251 Shares 230,200 Est. Cost $29.61 Unrealized —

— CAI INTERNATIONAL INC 0.5%

Value ($000) $7,129 Shares 306,758 Est. Cost $23.24 Unrealized —

— SPIRIT MTA REIT 0.4%

Value ($000) $6,186 Shares 600,624 Est. Cost $10.30 Unrealized —

CPRX CATALYST PHARMACEUTICALS INC 0.3%

Value ($000) $5,235 Shares 1,677,944 Est. Cost $3.28 Unrealized -7.6%

— NEW FRONTIER CORP 0.3%

Value ($000) $4,020 Shares 400,000 Est. Cost $10.05 Unrealized —

ALDX ALDEYRA THERAPEUTICS INC 0.2%

Value ($000) $3,453 Shares 434,344 Est. Cost $7.31 Unrealized +9.1%

— TWELVE SEAS INVESTMENT COMPA 0.2%

Value ($000) $3,018 Shares 300,000 Est. Cost $10.06 Unrealized —

— THUNDER BRIDGE ACQUISITION L 0.2%

Value ($000) $3,010 Shares 300,000 Est. Cost $10.03 Unrealized —

— FLY LEASING LTD 0.2%

Value ($000) $2,697 Shares 191,393 Est. Cost $14.09 Unrealized —

— RAMACO RES INC 0.1%

Value ($000) $2,148 Shares 308,623 Est. Cost $6.88 Unrealized —

— TEEKAY TANKERS LTD 0.0%

Value ($000) $111 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	$884,536	56.9%	—	—	Call	78462F103
—	PENN VA CORP NEW	1,437,243	$122,008	7.9%	$47.09	—	COM	70788V102
SATS	ECHOSTAR CORP	1,511,282	$67,101	4.3%	$35.43	+15.2%	CL A	278768106
—	EQUITY COMWLTH	1,677,877	$52,853	3.4%	$29.61	—	COM SH BEN INT	294628102
—	BONANZA CREEK ENERGY INC	1,243,900	$47,106	3.0%	$31.40	—	COM NEW	097793400
BTU	PEABODY ENERGY CORP NEW	957,801	$43,561	2.8%	$22.36	+60.1%	COM	704551100
—	PDC ENERGY INC	669,541	$40,474	2.6%	$51.54	—	COM	69327R101
—	MYLAN N V	1,006,902	$36,389	2.3%	$37.68	—	SHS EURO	N59465109
—	CAREER EDUCATION CORP	1,800,859	$29,120	1.9%	$7.59	—	COM	141665109
ANIP	ANI PHARMACEUTICALS INC	396,923	$26,514	1.7%	$50.00	+24.8%	COM	00182C103
GPRE	GREEN PLAINS INC	1,329,735	$24,334	1.6%	$17.73	+8.2%	COM	393222104
—	ANI PHARMACEUTICALS INC	18,779	$21,455	1.4%	$1056.23	—	NOTE 3.000%12/0	00182CAA1
INSW	INTERNATIONAL SEAWAYS INC	855,470	$19,796	1.3%	$11.49	+9.9%	COM	Y41053102
—	PENNYMAC FINL SVCS INC	907,839	$17,839	1.1%	$18.19	—	CL A	70932B101
VRTS	VIRTUS INVT PARTNERS INC	113,128	$14,475	0.9%	$91.73	+6.4%	COM	92828Q109
—	BRIGHTSPHERE INVESTMNT GRP P	971,419	$13,852	0.9%	$15.76	—	SHS	G1644T109
—	ATLANTIC PWR CORP	5,969,584	$13,133	0.8%	$2.56	—	COM NEW	04878Q863
—	ABRAXAS PETE CORP	3,696,059	$10,682	0.7%	$2.48	—	COM	003830106
—	EAGLE BULK SHIPPING INC	1,604,888	$8,731	0.6%	$4.61	—	SHS NEW	Y2187A143
ADNT	ADIENT PLC	153,787	$7,565	0.5%	$56.37	0.0%	ORD SHS	G0084W101
—	ZAFGEN INC	737,629	$7,546	0.5%	$4.93	—	COM	98885E103
—	EQUITY COMWLTH	230,200	$7,251	0.5%	$29.61	—	Call	294628102
—	CAI INTERNATIONAL INC	306,758	$7,129	0.5%	$23.24	—	COM	12477X106
—	SPIRIT MTA REIT	600,624	$6,186	0.4%	$10.30	—	COM SHS BEN IN	84861U105
CPRX	CATALYST PHARMACEUTICALS INC	1,677,944	$5,235	0.3%	$3.28	-7.6%	COM	14888U101
—	NEW FRONTIER CORP	400,000	$4,020	0.3%	$10.05	—	UNIT 99/99/9999	G6485P116
ALDX	ALDEYRA THERAPEUTICS INC	434,344	$3,453	0.2%	$7.31	+9.1%	COM	01438T106
—	TWELVE SEAS INVESTMENT COMPA	300,000	$3,018	0.2%	$10.06	—	UNIT 06/21/2023	G9145A123
—	THUNDER BRIDGE ACQUISITION L	300,000	$3,010	0.2%	$10.03	—	UNIT 01/01/2025	G8857R118
—	FLY LEASING LTD	191,393	$2,697	0.2%	$14.09	—	SPONSORED ADR	34407D109
—	RAMACO RES INC	308,623	$2,148	0.1%	$6.88	—	COM	75134P303
—	TEEKAY TANKERS LTD	94,878	$111	0.0%	$1.40	—	CL A	Y8565N102