MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 15, 2013

Total Value ($000): $234,280 (97.6% shares, 2.4% debt)

Holdings (44)

— LORILLARD INC 8.4%

Value ($000) $19,656 Shares 450,000 Est. Cost — Unrealized —

— U S AIRWAYS GROUP INC 7.2%

Value ($000) $16,913 Shares 1,030,000 Est. Cost — Unrealized —

— FIRST MARBLEHEAD CORP 5.5%

Value ($000) $12,973 Shares 10,994,491 Est. Cost $1.18 Unrealized —

— LAMAR ADVERTISING CO 4.6%

Value ($000) $10,709 Shares 246,819 Est. Cost $43.39 Unrealized —

— CAPELLA EDUCATION PANY 4.4%

Value ($000) $10,372 Shares 249,039 Est. Cost $41.65 Unrealized —

— INTEROIL CORP 4.4%

Value ($000) $10,301 Shares 148,200 Est. Cost — Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 4.4%

Value ($000) $10,198 Shares 261,430 Est. Cost $39.01 Unrealized —

— ARENA PHARMACEUTICALS INC 4.2%

Value ($000) $9,867 Shares 1,281,400 Est. Cost — Unrealized —

— DEVRY INC DEL 3.7%

Value ($000) $8,752 Shares 282,134 Est. Cost $31.02 Unrealized —

RUSHB RUSH ENTERPRISES INC 3.5%

Value ($000) $8,291 Shares 385,291 Est. Cost $8.52 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 3.5%

Value ($000) $8,106 Shares 181,341 Est. Cost $32.51 Unrealized 0.0%

— ASTA FDG INC 3.0%

Value ($000) $7,064 Shares 816,591 Est. Cost $8.65 Unrealized —

— FORTRESS INVESTMENT GROUP LL 2.8%

Value ($000) $6,468 Shares 986,042 Est. Cost $6.56 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 2.7%

Value ($000) $6,253 Shares 473,700 Est. Cost — Unrealized —

FSLR FIRST SOLAR INC 2.6%

Value ($000) $6,104 Shares 136,215 Est. Cost $44.50 Unrealized 0.0%

— STEEL PARTNERS HLDGS L P 2.5%

Value ($000) $5,785 Shares 422,888 Est. Cost $13.68 Unrealized —

— BONANZA CREEK ENERGY INC 2.4%

Value ($000) $5,730 Shares 161,597 Est. Cost $35.46 Unrealized —

— ANNALY CAP MGMT INC 2.4%

Value ($000) $5,600 Shares 5,000,000 Est. Cost $1.12 Unrealized —

— CELGENE CORP 2.2%

Value ($000) $5,180 Shares 708,553 Est. Cost $7.31 Unrealized —

— BRIDGEPOINT ED INC 2.2%

Value ($000) $5,063 Shares 415,700 Est. Cost — Unrealized —

— TECUMSEH PRODS CO 2.1%

Value ($000) $4,927 Shares 450,806 Est. Cost $10.93 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 2.0%

Value ($000) $4,756 Shares 206,700 Est. Cost $23.01 Unrealized —

— CYS INVTS INC 1.8%

Value ($000) $4,119 Shares 447,200 Est. Cost $9.21 Unrealized —

— WESTERN ASSET MTG CAP CORP 1.6%

Value ($000) $3,705 Shares 212,200 Est. Cost $17.46 Unrealized —

— AMERICAN CAP MTG INVT CORP 1.5%

Value ($000) $3,595 Shares 200,000 Est. Cost $17.98 Unrealized —

DHT DHT HOLDINGS INC 1.5%

Value ($000) $3,447 Shares 769,397 Est. Cost $1.89 Unrealized 0.0%

— INVESCO MORTGAGE CAPITAL INC 1.4%

Value ($000) $3,391 Shares 204,800 Est. Cost $16.56 Unrealized —

— APOLLO RESIDENTIAL MTG INC 1.4%

Value ($000) $3,296 Shares 200,000 Est. Cost $16.48 Unrealized —

— CAPSTEAD MTG CORP 1.3%

Value ($000) $2,963 Shares 244,900 Est. Cost $12.10 Unrealized —

— MILLER ENERGY RES INC 1.0%

Value ($000) $2,307 Shares 576,689 Est. Cost $4.00 Unrealized —

— UNILIFE CORP NEW 1.0%

Value ($000) $2,249 Shares 709,564 Est. Cost $3.17 Unrealized —

— ARMOUR RESIDENTIAL REIT INC 0.9%

Value ($000) $2,114 Shares 448,900 Est. Cost $4.71 Unrealized —

— WRIGHT MED GROUP INC 0.9%

Value ($000) $2,043 Shares 753,712 Est. Cost $2.71 Unrealized —

— ANWORTH MORTGAGE ASSET CP 0.8%

Value ($000) $1,961 Shares 350,100 Est. Cost $5.60 Unrealized —

— SIBANYE GOLD LTD 0.8%

Value ($000) $1,926 Shares 655,014 Est. Cost $2.94 Unrealized —

TSLA TESLA MTRS INC 0.7%

Value ($000) $1,718 Shares 16,000 Est. Cost $5.02 Unrealized 0.0%

— MFA FINL INC 0.7%

Value ($000) $1,690 Shares 200,000 Est. Cost $8.45 Unrealized —

— EINSTEIN NOAH REST GROUP INC 0.7%

Value ($000) $1,669 Shares 117,527 Est. Cost $14.20 Unrealized —

— STANLEY FURNITURE CO INC 0.5%

Value ($000) $1,128 Shares 281,945 Est. Cost $4.00 Unrealized —

— DENDREON CORP 0.4%

Value ($000) $824 Shares 200,000 Est. Cost — Unrealized —

REFR RESEARCH FRONTIERS INC 0.2%

Value ($000) $497 Shares 124,856 Est. Cost $3.96 Unrealized 0.0%

— HATTERAS FINL CORP 0.2%

Value ($000) $362 Shares 14,700 Est. Cost $24.63 Unrealized —

— BIOTIME INC. 0.1%

Value ($000) $197 Shares 49,700 Est. Cost — Unrealized —

— CELSION CORPORATION 0.0%

Value ($000) $11 Shares 11,000 Est. Cost $1.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LORILLARD INC	450,000	$19,656	8.4%	—	—	Put	544147101
—	U S AIRWAYS GROUP INC	1,030,000	$16,913	7.2%	—	—	Put	90341W108
—	FIRST MARBLEHEAD CORP	10,994,491	$12,973	5.5%	$1.18	—	COM	320771108
—	LAMAR ADVERTISING CO	246,819	$10,709	4.6%	$43.39	—	CL A	512815101
—	CAPELLA EDUCATION PANY	249,039	$10,372	4.4%	$41.65	—	COM	139594105
—	INTEROIL CORP	148,200	$10,301	4.4%	—	—	Put	460951106
RHP	RYMAN HOSPITALITY PPTYS INC	261,430	$10,198	4.4%	$39.01	—	COM	78377T107
—	ARENA PHARMACEUTICALS INC	1,281,400	$9,867	4.2%	—	—	Put	040047102
—	DEVRY INC DEL	282,134	$8,752	3.7%	$31.02	—	COM	251893103
RUSHB	RUSH ENTERPRISES INC	385,291	$8,291	3.5%	$8.52	0.0%	CL B	781846308
AIG	AMERICAN INTL GROUP INC	181,341	$8,106	3.5%	$32.51	0.0%	COM NEW	026874784
—	ASTA FDG INC	816,591	$7,064	3.0%	$8.65	—	COM	046220109
—	FORTRESS INVESTMENT GROUP LL	986,042	$6,468	2.8%	$6.56	—	CL A	34958B106
CLNE	CLEAN ENERGY FUELS CORP	473,700	$6,253	2.7%	—	—	Put	184499101
FSLR	FIRST SOLAR INC	136,215	$6,104	2.6%	$44.50	0.0%	COM	336433107
—	STEEL PARTNERS HLDGS L P	422,888	$5,785	2.5%	$13.68	—	LTD PRTRSHIP U	85814R107
—	BONANZA CREEK ENERGY INC	161,597	$5,730	2.4%	$35.46	—	COM	097793103
—	ANNALY CAP MGMT INC	5,000,000	$5,600	2.4%	$1.12	—	NOTE 4% 2/1	035710AA0
—	CELGENE CORP	708,553	$5,180	2.2%	$7.31	—	RIGHT 12/31/2030	151020112
—	BRIDGEPOINT ED INC	415,700	$5,063	2.2%	—	—	Call	10807M105
—	TECUMSEH PRODS CO	450,806	$4,927	2.1%	$10.93	—	CL A	878895200
—	AMERICAN CAPITAL AGENCY CORP	206,700	$4,756	2.0%	$23.01	—	COM	02503X105
—	CYS INVTS INC	447,200	$4,119	1.8%	$9.21	—	COM	12673A108
—	WESTERN ASSET MTG CAP CORP	212,200	$3,705	1.6%	$17.46	—	COM	95790D105
—	AMERICAN CAP MTG INVT CORP	200,000	$3,595	1.5%	$17.98	—	COM	02504A104
DHT	DHT HOLDINGS INC	769,397	$3,447	1.5%	$1.89	0.0%	SHS NEW	Y2065G121
—	INVESCO MORTGAGE CAPITAL INC	204,800	$3,391	1.4%	$16.56	—	COM	46131B100
—	APOLLO RESIDENTIAL MTG INC	200,000	$3,296	1.4%	$16.48	—	COM	03763V102
—	CAPSTEAD MTG CORP	244,900	$2,963	1.3%	$12.10	—	COM NO PAR	14067E506
—	MILLER ENERGY RES INC	576,689	$2,307	1.0%	$4.00	—	COM	600527105
—	UNILIFE CORP NEW	709,564	$2,249	1.0%	$3.17	—	COM	90478E103
—	ARMOUR RESIDENTIAL REIT INC	448,900	$2,114	0.9%	$4.71	—	COM	042315101
—	WRIGHT MED GROUP INC	753,712	$2,043	0.9%	$2.71	—	RIGHT 03/01/2019	98235T115
—	ANWORTH MORTGAGE ASSET CP	350,100	$1,961	0.8%	$5.60	—	COM	037347101
—	SIBANYE GOLD LTD	655,014	$1,926	0.8%	$2.94	—	SPONSORED ADR	825724206
TSLA	TESLA MTRS INC	16,000	$1,718	0.7%	$5.02	0.0%	COM	88160R101
—	MFA FINL INC	200,000	$1,690	0.7%	$8.45	—	COM	55272X102
—	EINSTEIN NOAH REST GROUP INC	117,527	$1,669	0.7%	$14.20	—	COM	28257U104
—	STANLEY FURNITURE CO INC	281,945	$1,128	0.5%	$4.00	—	COM NEW	854305208
—	DENDREON CORP	200,000	$824	0.4%	—	—	Put	24823Q107
REFR	RESEARCH FRONTIERS INC	124,856	$497	0.2%	$3.96	0.0%	COM	760911107
—	HATTERAS FINL CORP	14,700	$362	0.2%	$24.63	—	COM	41902R103
—	BIOTIME INC.	49,700	$197	0.1%	—	—	Put	09066L105
—	CELSION CORPORATION	11,000	$11	0.0%	$1.00	—	COM NEW	15117N305