MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 14, 2014

Total Value ($000): $301,826 (91.0% shares, 9.0% debt)

Holdings (36)

— TESLA MTRS INC 9.0%

Value ($000) $27,276 Shares 13,500 Est. Cost $1794.89 Unrealized —

— IRON MTN INC 8.2%

Value ($000) $24,797 Shares 699,500 Est. Cost $30.35 Unrealized —

— VIRNETX HLDG CORP 6.9%

Value ($000) $20,968 Shares 1,190,700 Est. Cost — Unrealized —

C CITIGROUP INC 4.7%

Value ($000) $14,130 Shares 300,000 Est. Cost $35.41 Unrealized 0.0%

— BONANZA CREEK ENERGY INC 4.5%

Value ($000) $13,501 Shares 236,069 Est. Cost $40.00 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 4.4%

Value ($000) $13,289 Shares 765,519 Est. Cost $15.74 Unrealized —

— EQUINIX INC 4.2%

Value ($000) $12,605 Shares 60,000 Est. Cost $179.91 Unrealized —

— HATTERAS FINL CORP 4.0%

Value ($000) $12,001 Shares 605,800 Est. Cost $17.38 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 3.9%

Value ($000) $11,653 Shares 242,015 Est. Cost $39.46 Unrealized —

WRLD WORLD ACCEP CORP DEL 3.7%

Value ($000) $11,058 Shares 145,575 Est. Cost $86.87 Unrealized -10.4%

— APOLLO RESIDENTIAL MTG INC 3.6%

Value ($000) $11,003 Shares 658,090 Est. Cost $15.24 Unrealized —

— COMMONWEALTH REIT 3.5%

Value ($000) $10,528 Shares 400,000 Est. Cost $26.30 Unrealized —

— WALTER INVT MGMT CORP 3.5%

Value ($000) $10,424 Shares 350,039 Est. Cost $35.30 Unrealized —

— BRIDGEPOINT ED INC 3.4%

Value ($000) $10,401 Shares 783,173 Est. Cost $14.83 Unrealized —

— INTEROIL CORP 3.2%

Value ($000) $9,796 Shares 153,200 Est. Cost — Unrealized —

— CARRIZO OIL & GAS INC 2.7%

Value ($000) $8,154 Shares 117,732 Est. Cost $69.26 Unrealized —

— ASTA FDG INC 2.6%

Value ($000) $7,984 Shares 967,770 Est. Cost $8.64 Unrealized —

— AMERICAN CAP MTG INVT CORP 2.6%

Value ($000) $7,967 Shares 397,942 Est. Cost $19.64 Unrealized —

— LAMAR ADVERTISING CO 2.4%

Value ($000) $7,367 Shares 139,002 Est. Cost $44.94 Unrealized —

— STEEL PARTNERS HLDGS L P 2.3%

Value ($000) $7,058 Shares 422,888 Est. Cost $13.68 Unrealized —

— WINTHROP RLTY TR 2.3%

Value ($000) $6,962 Shares 453,572 Est. Cost $15.35 Unrealized —

— NATIONSTAR MTG HLDGS INC 2.1%

Value ($000) $6,258 Shares 172,400 Est. Cost $32.46 Unrealized —

ESINQ ITT EDUCATIONAL SERVICES INC 2.0%

Value ($000) $5,925 Shares 354,978 Est. Cost $31.44 Unrealized -27.5%

TDS TELEPHONE & DATA SYS INC 1.9%

Value ($000) $5,678 Shares 217,479 Est. Cost $27.41 Unrealized -3.3%

— AG MTG INVT TR INC 1.8%

Value ($000) $5,518 Shares 291,500 Est. Cost $16.39 Unrealized —

— ARENA PHARMACEUTICALS INC 1.7%

Value ($000) $5,085 Shares 867,700 Est. Cost — Unrealized —

— ANNALY CAP MGMT INC 1.1%

Value ($000) $3,463 Shares 303,000 Est. Cost $11.05 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 1.0%

Value ($000) $2,942 Shares 146,725 Est. Cost $19.49 Unrealized —

— TWO HBRS INVT CORP 0.7%

Value ($000) $1,974 Shares 188,397 Est. Cost $9.28 Unrealized —

NL NL INDS INC 0.6%

Value ($000) $1,825 Shares 196,456 Est. Cost $6.98 Unrealized -9.0%

— CLIFFS NAT RES INC 0.5%

Value ($000) $1,552 Shares 103,100 Est. Cost — Unrealized —

HNRG HALLADOR ENERGY COMPANY 0.4%

Value ($000) $1,193 Shares 125,733 Est. Cost $7.61 Unrealized +18.5%

— ORGANOVO HLDGS INC 0.3%

Value ($000) $835 Shares 100,000 Est. Cost $8.35 Unrealized —

— SFX ENTMT INC 0.2%

Value ($000) $485 Shares 59,900 Est. Cost $7.05 Unrealized —

— MFA FINL INC 0.1%

Value ($000) $154 Shares 18,700 Est. Cost $7.75 Unrealized —

— PARKERVISION INC 0.0%

Value ($000) $17 Shares 11,400 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TESLA MTRS INC	13,500	$27,276	9.0%	$1794.89	—	NOTE 1.500% 6/0	88160RAA9
—	IRON MTN INC	699,500	$24,797	8.2%	$30.35	—	Call	462846106
—	VIRNETX HLDG CORP	1,190,700	$20,968	6.9%	—	—	Put	92823T108
C	CITIGROUP INC	300,000	$14,130	4.7%	$35.41	0.0%	COM NEW	172967424
—	BONANZA CREEK ENERGY INC	236,069	$13,501	4.5%	$40.00	—	COM	097793103
—	INVESCO MORTGAGE CAPITAL INC	765,519	$13,289	4.4%	$15.74	—	COM	46131B100
—	EQUINIX INC	60,000	$12,605	4.2%	$179.91	—	COM NEW	29444U502
—	HATTERAS FINL CORP	605,800	$12,001	4.0%	$17.38	—	COM	41902R103
RHP	RYMAN HOSPITALITY PPTYS INC	242,015	$11,653	3.9%	$39.46	—	COM	78377T107
WRLD	WORLD ACCEP CORP DEL	145,575	$11,058	3.7%	$86.87	-10.4%	COM	981419104
—	APOLLO RESIDENTIAL MTG INC	658,090	$11,003	3.6%	$15.24	—	COM	03763V102
—	COMMONWEALTH REIT	400,000	$10,528	3.5%	$26.30	—	COM SH BEN INT	203233101
—	WALTER INVT MGMT CORP	350,039	$10,424	3.5%	$35.30	—	COM	93317W102
—	BRIDGEPOINT ED INC	783,173	$10,401	3.4%	$14.83	—	COM	10807M105
—	INTEROIL CORP	153,200	$9,796	3.2%	—	—	Call	460951106
—	CARRIZO OIL & GAS INC	117,732	$8,154	2.7%	$69.26	—	COM	144577103
—	ASTA FDG INC	967,770	$7,984	2.6%	$8.64	—	COM	046220109
—	AMERICAN CAP MTG INVT CORP	397,942	$7,967	2.6%	$19.64	—	COM	02504A104
—	LAMAR ADVERTISING CO	139,002	$7,367	2.4%	$44.94	—	CL A	512815101
—	STEEL PARTNERS HLDGS L P	422,888	$7,058	2.3%	$13.68	—	LTD PRTRSHIP U	85814R107
—	WINTHROP RLTY TR	453,572	$6,962	2.3%	$15.35	—	SH BEN INT NEW	976391300
—	NATIONSTAR MTG HLDGS INC	172,400	$6,258	2.1%	$32.46	—	COM	63861C109
ESINQ	ITT EDUCATIONAL SERVICES INC	354,978	$5,925	2.0%	$31.44	-27.5%	COM	45068B109
TDS	TELEPHONE & DATA SYS INC	217,479	$5,678	1.9%	$27.41	-3.3%	COM NEW	879433829
—	AG MTG INVT TR INC	291,500	$5,518	1.8%	$16.39	—	COM	001228105
—	ARENA PHARMACEUTICALS INC	867,700	$5,085	1.7%	—	—	Put	040047102
—	ANNALY CAP MGMT INC	303,000	$3,463	1.1%	$11.05	—	COM	035710409
CHMI	CHERRY HILL MTG INVT CORP	146,725	$2,942	1.0%	$19.49	—	COM	164651101
—	TWO HBRS INVT CORP	188,397	$1,974	0.7%	$9.28	—	COM	90187B101
NL	NL INDS INC	196,456	$1,825	0.6%	$6.98	-9.0%	COM NEW	629156407
—	CLIFFS NAT RES INC	103,100	$1,552	0.5%	—	—	Put	18683K101
HNRG	HALLADOR ENERGY COMPANY	125,733	$1,193	0.4%	$7.61	+18.5%	COM	40609P105
—	ORGANOVO HLDGS INC	100,000	$835	0.3%	$8.35	—	COM	68620A104
—	SFX ENTMT INC	59,900	$485	0.2%	$7.05	—	COM	784178303
—	MFA FINL INC	18,700	$154	0.1%	$7.75	—	COM	55272X102
—	PARKERVISION INC	11,400	$17	0.0%	—	—	Put	701354102