MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $299,944 (91.9% shares, 8.1% debt)

Holdings (42)

— LORILLARD INC 9.2%

Value ($000) $27,500 Shares 508,500 Est. Cost — Unrealized —

— TESLA MTRS INC 8.1%

Value ($000) $24,231 Shares 13,500 Est. Cost $1794.89 Unrealized —

— LAMAR ADVERTISING CO 5.1%

Value ($000) $15,300 Shares 300,000 Est. Cost $44.94 Unrealized —

— IRON MTN INC 4.8%

Value ($000) $14,287 Shares 518,200 Est. Cost $30.35 Unrealized —

— BONANZA CREEK ENERGY INC 4.3%

Value ($000) $12,982 Shares 292,398 Est. Cost $40.00 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 4.2%

Value ($000) $12,608 Shares 765,519 Est. Cost $15.74 Unrealized —

AIG AMERICAN INTL GROUP INC 4.1%

Value ($000) $12,360 Shares 247,141 Est. Cost $33.99 Unrealized +11.4%

— EQUINIX INC 3.7%

Value ($000) $11,090 Shares 60,000 Est. Cost $179.91 Unrealized —

— APOLLO RESIDENTIAL MTG INC 3.6%

Value ($000) $10,681 Shares 658,090 Est. Cost $15.24 Unrealized —

— COMMONWEALTH REIT 3.5%

Value ($000) $10,520 Shares 400,000 Est. Cost $26.30 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 3.5%

Value ($000) $10,448 Shares 245,715 Est. Cost $39.46 Unrealized —

— WALTER INVT MGMT CORP 3.5%

Value ($000) $10,442 Shares 350,039 Est. Cost $35.30 Unrealized —

— HATTERAS FINL CORP 3.3%

Value ($000) $9,979 Shares 529,400 Est. Cost $17.03 Unrealized —

— INTEROIL CORP 3.3%

Value ($000) $9,921 Shares 153,200 Est. Cost $66.35 Unrealized —

— ARENA PHARMACEUTICALS INC 3.3%

Value ($000) $9,877 Shares 1,567,700 Est. Cost — Unrealized —

ESINQ ITT EDUCATIONAL SERVICES INC 2.8%

Value ($000) $8,545 Shares 297,945 Est. Cost $33.09 Unrealized 0.0%

— BRIDGEPOINT ED INC 2.8%

Value ($000) $8,467 Shares 568,629 Est. Cost $15.41 Unrealized —

TDS TELEPHONE & DATA SYS INC 2.8%

Value ($000) $8,418 Shares 321,179 Est. Cost $27.41 Unrealized -7.1%

— ASTA FDG INC 2.7%

Value ($000) $8,003 Shares 967,770 Est. Cost $8.64 Unrealized —

WRLD WORLD ACCEP CORP DEL 2.6%

Value ($000) $7,927 Shares 105,575 Est. Cost $90.28 Unrealized 0.0%

— TWO HBRS INVT CORP 2.4%

Value ($000) $7,189 Shares 701,360 Est. Cost $9.28 Unrealized —

— STEEL PARTNERS HLDGS L P 2.4%

Value ($000) $7,176 Shares 422,888 Est. Cost $13.68 Unrealized —

— AG MTG INVT TR INC 2.0%

Value ($000) $5,855 Shares 334,400 Est. Cost $16.39 Unrealized —

— NATIONSTAR MTG HLDGS INC 1.9%

Value ($000) $5,596 Shares 172,400 Est. Cost $32.46 Unrealized —

— VIRNETX HLDG CORP 1.3%

Value ($000) $3,829 Shares 270,000 Est. Cost — Unrealized —

— ANNALY CAP MGMT INC 1.1%

Value ($000) $3,324 Shares 303,000 Est. Cost $11.05 Unrealized —

— DENDREON CORP 1.1%

Value ($000) $3,261 Shares 1,090,500 Est. Cost — Unrealized —

GALT GALECTIN THERAPEUTICS INC 1.0%

Value ($000) $3,062 Shares 200,000 Est. Cost $14.24 Unrealized 0.0%

— ANWORTH MORTGAGE ASSET CP 1.0%

Value ($000) $2,948 Shares 594,400 Est. Cost $4.72 Unrealized —

RUSHB RUSH ENTERPRISES INC 0.8%

Value ($000) $2,387 Shares 84,791 Est. Cost $8.52 Unrealized +16.1%

— AMERICAN CAP MTG INVT CORP 0.8%

Value ($000) $2,252 Shares 120,000 Est. Cost $18.77 Unrealized —

— CLIFFS NAT RES INC 0.7%

Value ($000) $2,109 Shares 103,100 Est. Cost — Unrealized —

— MANNKIND CORP 0.4%

Value ($000) $1,271 Shares 316,200 Est. Cost — Unrealized —

CHMI CHERRY HILL MTG INVT CORP 0.4%

Value ($000) $1,202 Shares 64,086 Est. Cost $18.76 Unrealized —

NL NL INDS INC 0.4%

Value ($000) $1,158 Shares 106,826 Est. Cost $7.51 Unrealized 0.0%

HNRG HALLADOR ENERGY COMPANY 0.4%

Value ($000) $1,075 Shares 125,733 Est. Cost $7.61 Unrealized +7.8%

— MFA FINL INC 0.3%

Value ($000) $849 Shares 109,600 Est. Cost $7.75 Unrealized —

— PARKERVISION INC 0.2%

Value ($000) $636 Shares 132,400 Est. Cost — Unrealized —

— SFX ENTMT INC 0.1%

Value ($000) $422 Shares 59,900 Est. Cost $7.05 Unrealized —

— IRON MTN INC 0.1%

Value ($000) $320 Shares 11,600 Est. Cost $30.35 Unrealized —

— GOL LINHAS AEREAS INTLG S A 0.1%

Value ($000) $231 Shares 47,616 Est. Cost $4.85 Unrealized —

— PRANA BIOTECHNOLOGY LTD 0.1%

Value ($000) $206 Shares 73,600 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	LORILLARD INC	508,500	$27,500	9.2%	—	—	Put	544147101
—	TESLA MTRS INC	13,500	$24,231	8.1%	$1794.89	—	NOTE 1.500% 6/0	88160RAA9
—	LAMAR ADVERTISING CO	300,000	$15,300	5.1%	$44.94	—	CL A	512815101
—	IRON MTN INC	518,200	$14,287	4.8%	$30.35	—	Call	462846106
—	BONANZA CREEK ENERGY INC	292,398	$12,982	4.3%	$40.00	—	COM	097793103
—	INVESCO MORTGAGE CAPITAL INC	765,519	$12,608	4.2%	$15.74	—	COM	46131B100
AIG	AMERICAN INTL GROUP INC	247,141	$12,360	4.1%	$33.99	+11.4%	COM NEW	026874784
—	EQUINIX INC	60,000	$11,090	3.7%	$179.91	—	COM NEW	29444U502
—	APOLLO RESIDENTIAL MTG INC	658,090	$10,681	3.6%	$15.24	—	COM	03763V102
—	COMMONWEALTH REIT	400,000	$10,520	3.5%	$26.30	—	COM SH BEN INT	203233101
RHP	RYMAN HOSPITALITY PPTYS INC	245,715	$10,448	3.5%	$39.46	—	COM	78377T107
—	WALTER INVT MGMT CORP	350,039	$10,442	3.5%	$35.30	—	COM	93317W102
—	HATTERAS FINL CORP	529,400	$9,979	3.3%	$17.03	—	COM	41902R103
—	INTEROIL CORP	153,200	$9,921	3.3%	$66.35	—	Call	460951106
—	ARENA PHARMACEUTICALS INC	1,567,700	$9,877	3.3%	—	—	Put	040047102
ESINQ	ITT EDUCATIONAL SERVICES INC	297,945	$8,545	2.8%	$33.09	0.0%	COM	45068B109
—	BRIDGEPOINT ED INC	568,629	$8,467	2.8%	$15.41	—	COM	10807M105
TDS	TELEPHONE & DATA SYS INC	321,179	$8,418	2.8%	$27.41	-7.1%	COM NEW	879433829
—	ASTA FDG INC	967,770	$8,003	2.7%	$8.64	—	COM	046220109
WRLD	WORLD ACCEP CORP DEL	105,575	$7,927	2.6%	$90.28	0.0%	COM	981419104
—	TWO HBRS INVT CORP	701,360	$7,189	2.4%	$9.28	—	COM	90187B101
—	STEEL PARTNERS HLDGS L P	422,888	$7,176	2.4%	$13.68	—	LTD PRTRSHIP U	85814R107
—	AG MTG INVT TR INC	334,400	$5,855	2.0%	$16.39	—	COM	001228105
—	NATIONSTAR MTG HLDGS INC	172,400	$5,596	1.9%	$32.46	—	COM	63861C109
—	VIRNETX HLDG CORP	270,000	$3,829	1.3%	—	—	Put	92823T108
—	ANNALY CAP MGMT INC	303,000	$3,324	1.1%	$11.05	—	COM	035710409
—	DENDREON CORP	1,090,500	$3,261	1.1%	—	—	Put	24823Q107
GALT	GALECTIN THERAPEUTICS INC	200,000	$3,062	1.0%	$14.24	0.0%	COM NEW	363225202
—	ANWORTH MORTGAGE ASSET CP	594,400	$2,948	1.0%	$4.72	—	COM	037347101
RUSHB	RUSH ENTERPRISES INC	84,791	$2,387	0.8%	$8.52	+16.1%	CL B	781846308
—	AMERICAN CAP MTG INVT CORP	120,000	$2,252	0.8%	$18.77	—	COM	02504A104
—	CLIFFS NAT RES INC	103,100	$2,109	0.7%	—	—	Put	18683K101
—	MANNKIND CORP	316,200	$1,271	0.4%	—	—	Put	56400P201
CHMI	CHERRY HILL MTG INVT CORP	64,086	$1,202	0.4%	$18.76	—	COM	164651101
NL	NL INDS INC	106,826	$1,158	0.4%	$7.51	0.0%	COM NEW	629156407
HNRG	HALLADOR ENERGY COMPANY	125,733	$1,075	0.4%	$7.61	+7.8%	COM	40609P105
—	MFA FINL INC	109,600	$849	0.3%	$7.75	—	COM	55272X102
—	PARKERVISION INC	132,400	$636	0.2%	—	—	Put	701354102
—	SFX ENTMT INC	59,900	$422	0.1%	$7.05	—	COM	784178303
—	IRON MTN INC	11,600	$320	0.1%	$30.35	—	COM	462846106
—	GOL LINHAS AEREAS INTLG S A	47,616	$231	0.1%	$4.85	—	SP ADR REP PFD	38045R107
—	PRANA BIOTECHNOLOGY LTD	73,600	$206	0.1%	—	—	Put	739727105