MANGROVE PARTNERS IM, LLC Quant / Systematic

CIK: 0001535392 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 17, 2015

Total Value ($000): $361,525 (91.6% shares, 8.4% debt)

Holdings (41)

— HUDSON CITY BANCORP 7.4%

Value ($000) $26,614 Shares 2,629,856 Est. Cost $10.12 Unrealized —

— TESLA MTRS INC 6.9%

Value ($000) $25,037 Shares 13,500 Est. Cost $1794.89 Unrealized —

— ALLERGAN INC 5.3%

Value ($000) $19,282 Shares 90,702 Est. Cost $212.59 Unrealized —

— CARRIZO OIL & GAS INC 5.2%

Value ($000) $18,643 Shares 448,156 Est. Cost $52.96 Unrealized —

— NATIONSTAR MTG HLDGS INC 5.1%

Value ($000) $18,554 Shares 658,167 Est. Cost $31.40 Unrealized —

— ATLANTIC PWR CORP 4.2%

Value ($000) $15,305 Shares 5,644,710 Est. Cost $2.71 Unrealized —

— STATE NATL COS INC 4.0%

Value ($000) $14,370 Shares 1,199,500 Est. Cost $11.98 Unrealized —

— WINTHROP RLTY TR 3.8%

Value ($000) $13,766 Shares 883,014 Est. Cost $15.21 Unrealized —

LAMR LAMAR ADVERTISING CO 3.7%

Value ($000) $13,201 Shares 246,102 Est. Cost $53.64 Unrealized —

C CITIGROUP INC 3.6%

Value ($000) $12,906 Shares 238,506 Est. Cost $35.70 Unrealized +10.8%

RHP RYMAN HOSPITALITY PPTYS INC 3.5%

Value ($000) $12,764 Shares 242,015 Est. Cost $39.46 Unrealized —

— AMERICAN CAP MTG INVT CORP 3.5%

Value ($000) $12,519 Shares 664,500 Est. Cost $19.32 Unrealized —

— COVIDIEN PLC 3.4%

Value ($000) $12,274 Shares 120,000 Est. Cost $86.51 Unrealized —

— INVESCO MORTGAGE CAPITAL INC 3.3%

Value ($000) $11,835 Shares 765,519 Est. Cost $15.74 Unrealized —

— HATTERAS FINL CORP 3.1%

Value ($000) $11,165 Shares 605,800 Est. Cost $17.38 Unrealized —

— GOL LINHAS AEREAS INTLG S A 3.0%

Value ($000) $10,840 Shares 1,885,203 Est. Cost $4.91 Unrealized —

— APOLLO RESIDENTIAL MTG INC 3.0%

Value ($000) $10,811 Shares 685,524 Est. Cost $15.25 Unrealized —

— EQUITY COMWLTH 2.8%

Value ($000) $10,268 Shares 400,000 Est. Cost $25.71 Unrealized —

— AMERICAN CAP LTD 2.6%

Value ($000) $9,528 Shares 652,158 Est. Cost $14.40 Unrealized —

— TIME WARNER CABLE INC 2.6%

Value ($000) $9,230 Shares 60,700 Est. Cost $152.06 Unrealized —

— BRIDGEPOINT ED INC 2.5%

Value ($000) $9,092 Shares 803,167 Est. Cost $14.74 Unrealized —

— ASTA FDG INC 2.3%

Value ($000) $8,468 Shares 967,770 Est. Cost $8.64 Unrealized —

— INTEROIL CORP 2.1%

Value ($000) $7,475 Shares 153,200 Est. Cost — Unrealized —

— STEEL PARTNERS HLDGS L P 2.1%

Value ($000) $7,468 Shares 422,888 Est. Cost $13.68 Unrealized —

— SOLARCITY CORP 1.5%

Value ($000) $5,421 Shares 5,000 Est. Cost $1194.40 Unrealized —

— OM ASSET MGMT PLC 1.4%

Value ($000) $5,010 Shares 308,474 Est. Cost $16.24 Unrealized —

— TWO HBRS INVT CORP 1.1%

Value ($000) $3,868 Shares 386,000 Est. Cost $9.48 Unrealized —

— ZAIS FINL CORP 1.0%

Value ($000) $3,760 Shares 217,984 Est. Cost $17.26 Unrealized —

— FIFTH STR ASSET MGMT INC 1.0%

Value ($000) $3,650 Shares 261,620 Est. Cost $13.95 Unrealized —

— ARENA PHARMACEUTICALS INC 0.8%

Value ($000) $3,011 Shares 867,700 Est. Cost $4.19 Unrealized —

CHMI CHERRY HILL MTG INVT CORP 0.8%

Value ($000) $2,798 Shares 151,325 Est. Cost $19.46 Unrealized —

— MEDLEY MGMT INC 0.8%

Value ($000) $2,785 Shares 189,475 Est. Cost $14.70 Unrealized —

NL NL INDS INC 0.7%

Value ($000) $2,367 Shares 275,208 Est. Cost $6.70 Unrealized -22.6%

— TALISMAN ENERGY INC 0.6%

Value ($000) $2,127 Shares 271,600 Est. Cost — Unrealized —

— VIRNETX HLDG CORP 0.4%

Value ($000) $1,482 Shares 270,000 Est. Cost — Unrealized —

— AMEDISYS INC 0.3%

Value ($000) $1,070 Shares 36,451 Est. Cost $29.35 Unrealized —

— SESA STERLITE LTD 0.3%

Value ($000) $904 Shares 66,605 Est. Cost $13.57 Unrealized —

— ANNALY CAP MGMT INC 0.2%

Value ($000) $875 Shares 80,980 Est. Cost $11.05 Unrealized —

— ORGANOVO HLDGS INC 0.2%

Value ($000) $725 Shares 100,000 Est. Cost $8.35 Unrealized —

— ARENA PHARMACEUTICALS INC 0.1%

Value ($000) $247 Shares 71,200 Est. Cost $4.19 Unrealized —

— PARKERVISION INC 0.0%

Value ($000) $10 Shares 11,400 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	HUDSON CITY BANCORP	2,629,856	$26,614	7.4%	$10.12	—	COM	443683107
—	TESLA MTRS INC	13,500	$25,037	6.9%	$1794.89	—	NOTE 0.015 36678	88160RAA9
—	ALLERGAN INC	90,702	$19,282	5.3%	$212.59	—	COM	018490102
—	CARRIZO OIL & GAS INC	448,156	$18,643	5.2%	$52.96	—	COM	144577103
—	NATIONSTAR MTG HLDGS INC	658,167	$18,554	5.1%	$31.40	—	COM	63861C109
—	ATLANTIC PWR CORP	5,644,710	$15,305	4.2%	$2.71	—	COM NEW	04878Q863
—	STATE NATL COS INC	1,199,500	$14,370	4.0%	$11.98	—	COM	85711T305
—	WINTHROP RLTY TR	883,014	$13,766	3.8%	$15.21	—	SH BEN INT NEW	976391300
LAMR	LAMAR ADVERTISING CO	246,102	$13,201	3.7%	$53.64	—	CL A	512816109
C	CITIGROUP INC	238,506	$12,906	3.6%	$35.70	+10.8%	COM NEW	172967424
RHP	RYMAN HOSPITALITY PPTYS INC	242,015	$12,764	3.5%	$39.46	—	COM	78377T107
—	AMERICAN CAP MTG INVT CORP	664,500	$12,519	3.5%	$19.32	—	COM	02504A104
—	COVIDIEN PLC	120,000	$12,274	3.4%	$86.51	—	SHS	G2554F113
—	INVESCO MORTGAGE CAPITAL INC	765,519	$11,835	3.3%	$15.74	—	COM	46131B100
—	HATTERAS FINL CORP	605,800	$11,165	3.1%	$17.38	—	COM	41902R103
—	GOL LINHAS AEREAS INTLG S A	1,885,203	$10,840	3.0%	$4.91	—	SP ADR REP PFD	38045R107
—	APOLLO RESIDENTIAL MTG INC	685,524	$10,811	3.0%	$15.25	—	COM	03763V102
—	EQUITY COMWLTH	400,000	$10,268	2.8%	$25.71	—	COM SH BEN INT	294628102
—	AMERICAN CAP LTD	652,158	$9,528	2.6%	$14.40	—	COM	02503Y103
—	TIME WARNER CABLE INC	60,700	$9,230	2.6%	$152.06	—	COM	88732J207
—	BRIDGEPOINT ED INC	803,167	$9,092	2.5%	$14.74	—	COM	10807M105
—	ASTA FDG INC	967,770	$8,468	2.3%	$8.64	—	COM	046220109
—	INTEROIL CORP	153,200	$7,475	2.1%	—	—	Call	460951106
—	STEEL PARTNERS HLDGS L P	422,888	$7,468	2.1%	$13.68	—	LTD PRTRSHIP U	85814R107
—	SOLARCITY CORP	5,000	$5,421	1.5%	$1194.40	—	NOTE 2.750%11/0	83416TAA8
—	OM ASSET MGMT PLC	308,474	$5,010	1.4%	$16.24	—	SHS	G67506108
—	TWO HBRS INVT CORP	386,000	$3,868	1.1%	$9.48	—	COM	90187B101
—	ZAIS FINL CORP	217,984	$3,760	1.0%	$17.26	—	COM	98886K108
—	FIFTH STR ASSET MGMT INC	261,620	$3,650	1.0%	$13.95	—	CL A COM	31679P109
—	ARENA PHARMACEUTICALS INC	867,700	$3,011	0.8%	$4.19	—	Put	040047102
CHMI	CHERRY HILL MTG INVT CORP	151,325	$2,798	0.8%	$19.46	—	COM	164651101
—	MEDLEY MGMT INC	189,475	$2,785	0.8%	$14.70	—	CL A COM	58503T106
NL	NL INDS INC	275,208	$2,367	0.7%	$6.70	-22.6%	COM NEW	629156407
—	TALISMAN ENERGY INC	271,600	$2,127	0.6%	—	—	Call	87425E103
—	VIRNETX HLDG CORP	270,000	$1,482	0.4%	—	—	Put	92823T108
—	AMEDISYS INC	36,451	$1,070	0.3%	$29.35	—	COM	023436108
—	SESA STERLITE LTD	66,605	$904	0.3%	$13.57	—	ADR	78413F103
—	ANNALY CAP MGMT INC	80,980	$875	0.2%	$11.05	—	COM	035710409
—	ORGANOVO HLDGS INC	100,000	$725	0.2%	$8.35	—	COM	68620A104
—	ARENA PHARMACEUTICALS INC	71,200	$247	0.1%	$4.19	—	COM	040047102
—	PARKERVISION INC	11,400	$10	0.0%	—	—	Put	701354102