MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $200,432 (95.6% shares, 4.4% debt)

Holdings (35)

— LORILLARD INC 13.4%

Value ($000) $26,868 Shares 600,000 Est. Cost — Unrealized —

— AMERICAN CAP MTG INVT CORP 7.4%

Value ($000) $14,875 Shares 752,400 Est. Cost $19.29 Unrealized —

WRLD WORLD ACCEP CORP DEL 7.4%

Value ($000) $14,819 Shares 164,800 Est. Cost — Unrealized —

— LAMAR ADVERTISING CO 5.8%

Value ($000) $11,608 Shares 246,819 Est. Cost $43.39 Unrealized —

— INTEROIL CORP 5.3%

Value ($000) $10,568 Shares 148,200 Est. Cost $71.31 Unrealized —

AIG AMERICAN INTL GROUP INC 5.1%

Value ($000) $10,278 Shares 211,341 Est. Cost $33.01 Unrealized +9.2%

RUSHB RUSH ENTERPRISES INC 4.4%

Value ($000) $8,777 Shares 385,291 Est. Cost $8.52 Unrealized +4.7%

— ASTA FDG INC 3.9%

Value ($000) $7,744 Shares 871,054 Est. Cost $8.67 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 3.5%

Value ($000) $7,099 Shares 205,715 Est. Cost $39.01 Unrealized —

— ARENA PHARMACEUTICALS INC 3.4%

Value ($000) $6,753 Shares 1,281,400 Est. Cost — Unrealized —

— STEEL PARTNERS HLDGS L P 3.2%

Value ($000) $6,352 Shares 422,888 Est. Cost $13.68 Unrealized —

— BONANZA CREEK ENERGY INC 3.1%

Value ($000) $6,168 Shares 127,811 Est. Cost $35.46 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 3.0%

Value ($000) $6,049 Shares 473,700 Est. Cost — Unrealized —

MYGN MYRIAD GENETICS INC 2.9%

Value ($000) $5,875 Shares 250,000 Est. Cost — Unrealized —

— APOLLO RESIDENTIAL MTG INC 2.9%

Value ($000) $5,836 Shares 400,000 Est. Cost $15.54 Unrealized —

— INTEROIL CORP 2.9%

Value ($000) $5,792 Shares 81,225 Est. Cost $71.31 Unrealized —

— CELGENE CORP 2.9%

Value ($000) $5,724 Shares 711,933 Est. Cost $7.31 Unrealized —

— ANNALY CAP MGMT INC 2.7%

Value ($000) $5,460 Shares 5,000,000 Est. Cost $1.12 Unrealized —

— WALTER INVT MGMT CORP 2.5%

Value ($000) $5,019 Shares 126,939 Est. Cost $39.54 Unrealized —

— TESLA MTRS INC 1.7%

Value ($000) $3,387 Shares 2,000,000 Est. Cost $1.69 Unrealized —

DHT DHT HOLDINGS INC 1.7%

Value ($000) $3,362 Shares 769,397 Est. Cost $1.89 Unrealized -2.5%

— CYS INVTS INC 1.2%

Value ($000) $2,439 Shares 300,000 Est. Cost $9.21 Unrealized —

— AMERICAN CAPITAL AGENCY CORP 1.2%

Value ($000) $2,409 Shares 106,700 Est. Cost $23.01 Unrealized —

— UNILIFE CORP NEW 1.2%

Value ($000) $2,356 Shares 709,564 Est. Cost $3.17 Unrealized —

— ANNALY CAP MGMT INC 1.2%

Value ($000) $2,345 Shares 202,500 Est. Cost $11.58 Unrealized —

— HATTERAS FINL CORP 1.1%

Value ($000) $2,217 Shares 118,500 Est. Cost $19.44 Unrealized —

— FIRST MARBLEHEAD CORP 1.1%

Value ($000) $2,201 Shares 2,684,274 Est. Cost $1.18 Unrealized —

— ANWORTH MORTGAGE ASSET CP 0.9%

Value ($000) $1,822 Shares 377,200 Est. Cost $5.55 Unrealized —

— U S AIRWAYS GROUP INC 0.8%

Value ($000) $1,650 Shares 87,000 Est. Cost $18.97 Unrealized —

— MFA FINL INC 0.7%

Value ($000) $1,490 Shares 200,000 Est. Cost $8.45 Unrealized —

TDS TELEPHONE & DATA SYS INC 0.7%

Value ($000) $1,386 Shares 46,900 Est. Cost $27.50 Unrealized 0.0%

— INVESCO MORTGAGE CAPITAL INC 0.4%

Value ($000) $719 Shares 46,700 Est. Cost $16.56 Unrealized —

— DENDREON CORP 0.3%

Value ($000) $586 Shares 200,000 Est. Cost — Unrealized —

— SUNTECH PWR HLDGS CO LTD 0.1%

Value ($000) $210 Shares 123,800 Est. Cost — Unrealized —

— BIOTIME INC 0.1%

Value ($000) $189 Shares 49,700 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LORILLARD INC	600,000	$26,868	13.4%	—	—	Put	544147101
—	AMERICAN CAP MTG INVT CORP	752,400	$14,875	7.4%	$19.29	—	COM	02504A104
WRLD	WORLD ACCEP CORP DEL	164,800	$14,819	7.4%	—	—	Call	981419104
—	LAMAR ADVERTISING CO	246,819	$11,608	5.8%	$43.39	—	CL A	512815101
—	INTEROIL CORP	148,200	$10,568	5.3%	$71.31	—	Put	460951106
AIG	AMERICAN INTL GROUP INC	211,341	$10,278	5.1%	$33.01	+9.2%	COM NEW	026874784
RUSHB	RUSH ENTERPRISES INC	385,291	$8,777	4.4%	$8.52	+4.7%	CL B	781846308
—	ASTA FDG INC	871,054	$7,744	3.9%	$8.67	—	COM	046220109
RHP	RYMAN HOSPITALITY PPTYS INC	205,715	$7,099	3.5%	$39.01	—	COM	78377T107
—	ARENA PHARMACEUTICALS INC	1,281,400	$6,753	3.4%	—	—	Put	040047102
—	STEEL PARTNERS HLDGS L P	422,888	$6,352	3.2%	$13.68	—	LTD PRTRSHIP U	85814R107
—	BONANZA CREEK ENERGY INC	127,811	$6,168	3.1%	$35.46	—	COM	097793103
CLNE	CLEAN ENERGY FUELS CORP	473,700	$6,049	3.0%	—	—	Put	184499101
MYGN	MYRIAD GENETICS INC	250,000	$5,875	2.9%	—	—	Put	62855J104
—	APOLLO RESIDENTIAL MTG INC	400,000	$5,836	2.9%	$15.54	—	COM	03763V102
—	INTEROIL CORP	81,225	$5,792	2.9%	$71.31	—	COM	460951106
—	CELGENE CORP	711,933	$5,724	2.9%	$7.31	—	RIGHT 12/31/2030	151020112
—	ANNALY CAP MGMT INC	5,000,000	$5,460	2.7%	$1.12	—	NOTE 4.000% 2/1	035710AA0
—	WALTER INVT MGMT CORP	126,939	$5,019	2.5%	$39.54	—	COM	93317W102
—	TESLA MTRS INC	2,000,000	$3,387	1.7%	$1.69	—	NOTE 1.500% 6/0	88160RAA9
DHT	DHT HOLDINGS INC	769,397	$3,362	1.7%	$1.89	-2.5%	SHS NEW	Y2065G121
—	CYS INVTS INC	300,000	$2,439	1.2%	$9.21	—	COM	12673A108
—	AMERICAN CAPITAL AGENCY CORP	106,700	$2,409	1.2%	$23.01	—	COM	02503X105
—	UNILIFE CORP NEW	709,564	$2,356	1.2%	$3.17	—	COM	90478E103
—	ANNALY CAP MGMT INC	202,500	$2,345	1.2%	$11.58	—	COM	035710409
—	HATTERAS FINL CORP	118,500	$2,217	1.1%	$19.44	—	COM	41902R103
—	FIRST MARBLEHEAD CORP	2,684,274	$2,201	1.1%	$1.18	—	COM	320771108
—	ANWORTH MORTGAGE ASSET CP	377,200	$1,822	0.9%	$5.55	—	COM	037347101
—	U S AIRWAYS GROUP INC	87,000	$1,650	0.8%	$18.97	—	COM	90341W108
—	MFA FINL INC	200,000	$1,490	0.7%	$8.45	—	COM	55272X102
TDS	TELEPHONE & DATA SYS INC	46,900	$1,386	0.7%	$27.50	0.0%	COM NEW	879433829
—	INVESCO MORTGAGE CAPITAL INC	46,700	$719	0.4%	$16.56	—	COM	46131B100
—	DENDREON CORP	200,000	$586	0.3%	—	—	Put	24823Q107
—	SUNTECH PWR HLDGS CO LTD	123,800	$210	0.1%	—	—	Put	86800C104
—	BIOTIME INC	49,700	$189	0.1%	—	—	Put	09066L105