MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $345,451 (90.4% shares, 9.6% debt)

Holdings (37)

— TIM HORTONS INC 9.4%

Value ($000) $32,432 Shares 411,527 Est. Cost $78.81 Unrealized —

— TESLA MTRS INC 7.9%

Value ($000) $27,262 Shares 13,500 Est. Cost $1794.89 Unrealized —

— COVIDIEN PLC 6.4%

Value ($000) $22,109 Shares 255,562 Est. Cost $86.51 Unrealized —

C CITIGROUP INC 5.3%

Value ($000) $18,163 Shares 350,506 Est. Cost $35.70 Unrealized +4.8%

— SHIRE PLC 4.2%

Value ($000) $14,652 Shares 56,561 Est. Cost $259.05 Unrealized —

— CARRIZO OIL & GAS INC 4.2%

Value ($000) $14,409 Shares 267,732 Est. Cost $60.61 Unrealized —

— NATIONSTAR MTG HLDGS INC 4.0%

Value ($000) $13,694 Shares 399,954 Est. Cost $33.47 Unrealized —

— BONANZA CREEK ENERGY INC 3.9%

Value ($000) $13,438 Shares 236,169 Est. Cost $40.00 Unrealized —

— WINTHROP RLTY TR 3.9%

Value ($000) $13,307 Shares 883,014 Est. Cost $15.21 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 3.5%

Value ($000) $12,034 Shares 765,519 Est. Cost $15.74 Unrealized —

RHP RYMAN HOSPITALITY PPTYS INC 3.3%

Value ($000) $11,447 Shares 242,015 Est. Cost $39.46 Unrealized —

— HATTERAS FINL CORP 3.1%

Value ($000) $10,880 Shares 605,800 Est. Cost $17.38 Unrealized —

— APOLLO RESIDENTIAL MTG INC 3.1%

Value ($000) $10,578 Shares 685,524 Est. Cost $15.25 Unrealized —

— EQUITY COMWLTH 3.0%

Value ($000) $10,284 Shares 400,000 Est. Cost $25.71 Unrealized —

TDS TELEPHONE & DATA SYS INC 2.9%

Value ($000) $10,018 Shares 418,113 Est. Cost $26.43 Unrealized -4.0%

WRLD WORLD ACCEP CORP DEL 2.8%

Value ($000) $9,826 Shares 145,575 Est. Cost $86.87 Unrealized -10.7%

— LAMAR ADVERTISING CO 2.7%

Value ($000) $9,308 Shares 189,002 Est. Cost $46.08 Unrealized —

— BRIDGEPOINT ED INC 2.6%

Value ($000) $8,949 Shares 801,867 Est. Cost $14.74 Unrealized —

— AMERICAN CAP MTG INVT CORP 2.4%

Value ($000) $8,445 Shares 448,700 Est. Cost $19.55 Unrealized —

— INTEROIL CORP 2.4%

Value ($000) $8,313 Shares 153,200 Est. Cost — Unrealized —

— GOL LINHAS AEREAS INTLG S A 2.3%

Value ($000) $8,106 Shares 1,685,203 Est. Cost $4.81 Unrealized —

— ASTA FDG INC 2.3%

Value ($000) $7,945 Shares 967,770 Est. Cost $8.64 Unrealized —

— STEEL PARTNERS HLDGS L P 2.0%

Value ($000) $7,024 Shares 422,888 Est. Cost $13.68 Unrealized —

— WALTER INVT MGMT CORP 2.0%

Value ($000) $7,005 Shares 319,139 Est. Cost $35.30 Unrealized —

— SOLARCITY CORP 1.7%

Value ($000) $5,972 Shares 5,000 Est. Cost $1194.40 Unrealized —

— AMERICAN CAP LTD 1.2%

Value ($000) $4,248 Shares 300,000 Est. Cost $14.16 Unrealized —

— ZAIS FINL CORP 1.1%

Value ($000) $3,762 Shares 217,984 Est. Cost $17.26 Unrealized —

— TWO HBRS INVT CORP 1.1%

Value ($000) $3,733 Shares 386,000 Est. Cost $9.48 Unrealized —

— ARENA PHARMACEUTICALS INC 1.1%

Value ($000) $3,636 Shares 867,700 Est. Cost $4.19 Unrealized —

— ANNALY CAP MGMT INC 0.9%

Value ($000) $3,001 Shares 280,980 Est. Cost $11.05 Unrealized —

SXC SUNCOKE ENERGY INC 0.8%

Value ($000) $2,910 Shares 129,605 Est. Cost $23.11 Unrealized 0.0%

CHMI CHERRY HILL MTG INVT CORP 0.8%

Value ($000) $2,744 Shares 146,725 Est. Cost $19.49 Unrealized —

— VIRNETX HLDG CORP 0.7%

Value ($000) $2,257 Shares 376,200 Est. Cost — Unrealized —

NL NL INDS INC 0.6%

Value ($000) $2,026 Shares 275,208 Est. Cost $6.70 Unrealized -10.4%

— ARENA PHARMACEUTICALS INC 0.3%

Value ($000) $884 Shares 210,900 Est. Cost $4.19 Unrealized —

— ORGANOVO HLDGS INC 0.2%

Value ($000) $637 Shares 100,000 Est. Cost $8.35 Unrealized —

— PARKERVISION INC 0.0%

Value ($000) $13 Shares 11,400 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TIM HORTONS INC	411,527	$32,432	9.4%	$78.81	—	COM	88706M103
—	TESLA MTRS INC	13,500	$27,262	7.9%	$1794.89	—	NOTE 1.500% 6/0	88160RAA9
—	COVIDIEN PLC	255,562	$22,109	6.4%	$86.51	—	SHS	G2554F113
C	CITIGROUP INC	350,506	$18,163	5.3%	$35.70	+4.8%	COM NEW	172967424
—	SHIRE PLC	56,561	$14,652	4.2%	$259.05	—	SPONSORED ADR	82481R106
—	CARRIZO OIL & GAS INC	267,732	$14,409	4.2%	$60.61	—	COM	144577103
—	NATIONSTAR MTG HLDGS INC	399,954	$13,694	4.0%	$33.47	—	COM	63861C109
—	BONANZA CREEK ENERGY INC	236,169	$13,438	3.9%	$40.00	—	COM	097793103
—	WINTHROP RLTY TR	883,014	$13,307	3.9%	$15.21	—	SH BEN INT NEW	976391300
—	INVESCO MORTGAGE CAPITAL INC	765,519	$12,034	3.5%	$15.74	—	COM	46131B100
RHP	RYMAN HOSPITALITY PPTYS INC	242,015	$11,447	3.3%	$39.46	—	COM	78377T107
—	HATTERAS FINL CORP	605,800	$10,880	3.1%	$17.38	—	COM	41902R103
—	APOLLO RESIDENTIAL MTG INC	685,524	$10,578	3.1%	$15.25	—	COM	03763V102
—	EQUITY COMWLTH	400,000	$10,284	3.0%	$25.71	—	COM SH BEN INT	294628102
TDS	TELEPHONE & DATA SYS INC	418,113	$10,018	2.9%	$26.43	-4.0%	COM NEW	879433829
WRLD	WORLD ACCEP CORP DEL	145,575	$9,826	2.8%	$86.87	-10.7%	COM	981419104
—	LAMAR ADVERTISING CO	189,002	$9,308	2.7%	$46.08	—	CL A	512815101
—	BRIDGEPOINT ED INC	801,867	$8,949	2.6%	$14.74	—	COM	10807M105
—	AMERICAN CAP MTG INVT CORP	448,700	$8,445	2.4%	$19.55	—	COM	02504A104
—	INTEROIL CORP	153,200	$8,313	2.4%	—	—	Call	460951106
—	GOL LINHAS AEREAS INTLG S A	1,685,203	$8,106	2.3%	$4.81	—	SP ADR REP PFD	38045R107
—	ASTA FDG INC	967,770	$7,945	2.3%	$8.64	—	COM	046220109
—	STEEL PARTNERS HLDGS L P	422,888	$7,024	2.0%	$13.68	—	LTD PRTRSHIP U	85814R107
—	WALTER INVT MGMT CORP	319,139	$7,005	2.0%	$35.30	—	COM	93317W102
—	SOLARCITY CORP	5,000	$5,972	1.7%	$1194.40	—	NOTE 2.750%11/0	83416TAA8
—	AMERICAN CAP LTD	300,000	$4,248	1.2%	$14.16	—	COM	02503Y103
—	ZAIS FINL CORP	217,984	$3,762	1.1%	$17.26	—	COM	98886K108
—	TWO HBRS INVT CORP	386,000	$3,733	1.1%	$9.48	—	COM	90187B101
—	ARENA PHARMACEUTICALS INC	867,700	$3,636	1.1%	$4.19	—	Put	040047102
—	ANNALY CAP MGMT INC	280,980	$3,001	0.9%	$11.05	—	COM	035710409
SXC	SUNCOKE ENERGY INC	129,605	$2,910	0.8%	$23.11	0.0%	COM	86722A103
CHMI	CHERRY HILL MTG INVT CORP	146,725	$2,744	0.8%	$19.49	—	COM	164651101
—	VIRNETX HLDG CORP	376,200	$2,257	0.7%	—	—	Put	92823T108
NL	NL INDS INC	275,208	$2,026	0.6%	$6.70	-10.4%	COM NEW	629156407
—	ARENA PHARMACEUTICALS INC	210,900	$884	0.3%	$4.19	—	COM	040047102
—	ORGANOVO HLDGS INC	100,000	$637	0.2%	$8.35	—	COM	68620A104
—	PARKERVISION INC	11,400	$13	0.0%	—	—	Put	701354102