MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $239,022 (100.0% shares, 0.0% debt)

Holdings (32)

— LORILLARD INC 12.7%

Value ($000) $30,408 Shares 600,000 Est. Cost — Unrealized —

— TWO HBRS INVT CORP 7.3%

Value ($000) $17,361 Shares 1,870,797 Est. Cost $9.28 Unrealized —

— LAMAR ADVERTISING CO 5.2%

Value ($000) $12,484 Shares 238,919 Est. Cost $43.39 Unrealized —

— BONANZA CREEK ENERGY INC 5.1%

Value ($000) $12,234 Shares 281,446 Est. Cost $39.83 Unrealized —

— ARENA PHARMACEUTICALS INC 4.8%

Value ($000) $11,591 Shares 1,981,400 Est. Cost — Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 4.3%

Value ($000) $10,266 Shares 245,715 Est. Cost $39.46 Unrealized —

AIG AMERICAN INTL GROUP INC 4.2%

Value ($000) $10,064 Shares 197,141 Est. Cost $33.01 Unrealized +14.7%

— IRON MTN INC 4.2%

Value ($000) $9,937 Shares 327,400 Est. Cost $30.35 Unrealized —

— APOLLO RESIDENTIAL MTG INC 4.1%

Value ($000) $9,727 Shares 658,090 Est. Cost $15.24 Unrealized —

CPA COPA HOLDINGS SA 4.0%

Value ($000) $9,641 Shares 60,212 Est. Cost $104.68 Unrealized 0.0%

— WALTER INVT MGMT CORP 3.7%

Value ($000) $8,841 Shares 250,039 Est. Cost $37.48 Unrealized —

— HATTERAS FINL CORP 3.6%

Value ($000) $8,650 Shares 529,400 Est. Cost $17.03 Unrealized —

— ASTA FDG INC 3.3%

Value ($000) $7,956 Shares 944,930 Est. Cost $8.65 Unrealized —

— JGWPT HLDGS INC 3.2%

Value ($000) $7,695 Shares 442,489 Est. Cost $17.39 Unrealized —

— STEEL PARTNERS HLDGS L P 3.1%

Value ($000) $7,337 Shares 422,888 Est. Cost $13.68 Unrealized —

— EQUINIX INC 3.0%

Value ($000) $7,098 Shares 40,000 Est. Cost $177.45 Unrealized —

CLNE CLEAN ENERGY FUELS CORP 2.6%

Value ($000) $6,101 Shares 473,700 Est. Cost — Unrealized —

TDS TELEPHONE & DATA SYS INC 2.5%

Value ($000) $6,056 Shares 234,900 Est. Cost $28.12 Unrealized +0.6%

— INTEROIL CORP 2.3%

Value ($000) $5,576 Shares 108,300 Est. Cost $66.35 Unrealized —

— INTEROIL CORP 2.3%

Value ($000) $5,576 Shares 108,300 Est. Cost $66.35 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 2.2%

Value ($000) $5,327 Shares 362,900 Est. Cost $14.92 Unrealized —

— INTEROIL CORP 2.2%

Value ($000) $5,149 Shares 100,000 Est. Cost $66.35 Unrealized —

RUSHB RUSH ENTERPRISES INC 2.0%

Value ($000) $4,712 Shares 184,791 Est. Cost $8.52 Unrealized +13.4%

— ANWORTH MORTGAGE ASSET CP 1.8%

Value ($000) $4,184 Shares 993,900 Est. Cost $4.72 Unrealized —

— DENDREON CORP 1.6%

Value ($000) $3,859 Shares 1,290,500 Est. Cost — Unrealized —

— AG MTG INVT TR INC 1.3%

Value ($000) $3,131 Shares 200,200 Est. Cost $15.64 Unrealized —

— ANNALY CAP MGMT INC 1.3%

Value ($000) $3,021 Shares 303,000 Est. Cost $11.05 Unrealized —

— BRIDGEPOINT ED INC 0.8%

Value ($000) $1,849 Shares 104,395 Est. Cost $17.71 Unrealized —

— ARMOUR RESIDENTIAL REIT INC 0.6%

Value ($000) $1,500 Shares 374,000 Est. Cost $4.01 Unrealized —

HNRG HALLADOR ENERGY COMPANY 0.3%

Value ($000) $788 Shares 97,759 Est. Cost $7.44 Unrealized 0.0%

— PARKERVISION INC 0.2%

Value ($000) $551 Shares 121,000 Est. Cost — Unrealized —

— STAR SCIENTIFIC INC 0.1%

Value ($000) $352 Shares 303,200 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LORILLARD INC	600,000	$30,408	12.7%	—	—	Put	544147101
—	TWO HBRS INVT CORP	1,870,797	$17,361	7.3%	$9.28	—	COM	90187B101
—	LAMAR ADVERTISING CO	238,919	$12,484	5.2%	$43.39	—	CL A	512815101
—	BONANZA CREEK ENERGY INC	281,446	$12,234	5.1%	$39.83	—	COM	097793103
—	ARENA PHARMACEUTICALS INC	1,981,400	$11,591	4.8%	—	—	Put	040047102
RHP	RYMAN HOSPITALITY PPTYS INC	245,715	$10,266	4.3%	$39.46	—	COM	78377T107
AIG	AMERICAN INTL GROUP INC	197,141	$10,064	4.2%	$33.01	+14.7%	COM NEW	026874784
—	IRON MTN INC	327,400	$9,937	4.2%	$30.35	—	COM	462846106
—	APOLLO RESIDENTIAL MTG INC	658,090	$9,727	4.1%	$15.24	—	COM	03763V102
CPA	COPA HOLDINGS SA	60,212	$9,641	4.0%	$104.68	0.0%	CL A	P31076105
—	WALTER INVT MGMT CORP	250,039	$8,841	3.7%	$37.48	—	COM	93317W102
—	HATTERAS FINL CORP	529,400	$8,650	3.6%	$17.03	—	COM	41902R103
—	ASTA FDG INC	944,930	$7,956	3.3%	$8.65	—	COM	046220109
—	JGWPT HLDGS INC	442,489	$7,695	3.2%	$17.39	—	CL A	46617M109
—	STEEL PARTNERS HLDGS L P	422,888	$7,337	3.1%	$13.68	—	LTD PRTRSHIP U	85814R107
—	EQUINIX INC	40,000	$7,098	3.0%	$177.45	—	COM NEW	29444U502
CLNE	CLEAN ENERGY FUELS CORP	473,700	$6,101	2.6%	—	—	Put	184499101
TDS	TELEPHONE & DATA SYS INC	234,900	$6,056	2.5%	$28.12	+0.6%	COM NEW	879433829
—	INTEROIL CORP	108,300	$5,576	2.3%	$66.35	—	Put	460951106
—	INTEROIL CORP	108,300	$5,576	2.3%	$66.35	—	COM	460951106
—	INVESCO MORTGAGE CAPITAL INC	362,900	$5,327	2.2%	$14.92	—	COM	46131B100
—	INTEROIL CORP	100,000	$5,149	2.2%	$66.35	—	Call	460951106
RUSHB	RUSH ENTERPRISES INC	184,791	$4,712	2.0%	$8.52	+13.4%	CL B	781846308
—	ANWORTH MORTGAGE ASSET CP	993,900	$4,184	1.8%	$4.72	—	COM	037347101
—	DENDREON CORP	1,290,500	$3,859	1.6%	—	—	Put	24823Q107
—	AG MTG INVT TR INC	200,200	$3,131	1.3%	$15.64	—	COM	001228105
—	ANNALY CAP MGMT INC	303,000	$3,021	1.3%	$11.05	—	COM	035710409
—	BRIDGEPOINT ED INC	104,395	$1,849	0.8%	$17.71	—	COM	10807M105
—	ARMOUR RESIDENTIAL REIT INC	374,000	$1,500	0.6%	$4.01	—	COM	042315101
HNRG	HALLADOR ENERGY COMPANY	97,759	$788	0.3%	$7.44	0.0%	COM	40609P105
—	PARKERVISION INC	121,000	$551	0.2%	—	—	Put	701354102
—	STAR SCIENTIFIC INC	303,200	$352	0.1%	—	—	Put	85517P101