MARINER INVESTMENT GROUP LLC Hedge Fund

CIK: 0001096978 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 11, 2020

Total Value ($000): $27,694 (96.9% shares, 3.1% debt)

Holdings (44)

— DWS MUN INCOME TR 9.1%

Value ($000) $2,527 Shares 234,004 Est. Cost $10.50 Unrealized —

— GDL FUND 6.6%

Value ($000) $1,835 Shares 223,003 Est. Cost $8.46 Unrealized —

— NUVEEN AMT FREE MUN CR INC F 6.3%

Value ($000) $1,757 Shares 115,000 Est. Cost $14.94 Unrealized —

— WESTERN ASSET MANAGED MUNS F 6.2%

Value ($000) $1,721 Shares 143,303 Est. Cost $11.99 Unrealized —

XMVFX BLACKROCK MUNIVEST FD INC 5.8%

Value ($000) $1,614 Shares 191,992 Est. Cost $8.36 Unrealized —

— BNY MELLON STRATEGIC MUN BD 5.6%

Value ($000) $1,548 Shares 213,868 Est. Cost $7.19 Unrealized —

— WESTERN AST INFL LKD OPP & I 4.3%

Value ($000) $1,192 Shares 108,731 Est. Cost $10.06 Unrealized —

— NUVEEN MUN VALUE FD INC 4.2%

Value ($000) $1,173 Shares 115,000 Est. Cost $9.86 Unrealized —

— INVESCO CALIF VALUE MUN INCO 4.1%

Value ($000) $1,147 Shares 98,173 Est. Cost $11.33 Unrealized —

— INVESCO CALIF MUN INCOME TR 3.4%

Value ($000) $947 Shares 65,544 Est. Cost $14.29 Unrealized —

— BLACKROCK FLOATING RATE INCO 3.3%

Value ($000) $905 Shares 80,951 Est. Cost $12.26 Unrealized —

— AVAYA HLDGS CORP 3.1%

Value ($000) $851 Shares 1,040,000 Est. Cost $0.85 Unrealized —

— NUVEEN FLTNG RTE INCM OPP FD 2.7%

Value ($000) $759 Shares 96,692 Est. Cost $9.88 Unrealized —

XPMAX PIONEER MUN HIGH INCOME ADVA 2.7%

Value ($000) $736 Shares 70,000 Est. Cost $10.81 Unrealized —

— NUVEEN FLOATING RATE INCOME 2.6%

Value ($000) $731 Shares 92,495 Est. Cost $9.64 Unrealized —

XMYDX BLACKROCK MUNIYIELD FD INC 2.4%

Value ($000) $658 Shares 48,421 Est. Cost $12.92 Unrealized —

— EATON VANCE FLTING RATE INC 2.3%

Value ($000) $639 Shares 56,096 Est. Cost $12.69 Unrealized —

— EATON VANCE SR INCOME TR 2.3%

Value ($000) $632 Shares 118,681 Est. Cost $6.25 Unrealized —

— INVESCO DYNAMIC CR OPPORTUNI 2.1%

Value ($000) $594 Shares 66,711 Est. Cost $10.02 Unrealized —

— BLACKROCK FLOATING RATE INCO 2.0%

Value ($000) $542 Shares 49,360 Est. Cost $11.91 Unrealized —

— INVESCO MUN TR 1.9%

Value ($000) $537 Shares 45,678 Est. Cost $11.69 Unrealized —

— NUVEEN SR INCOME FD 1.7%

Value ($000) $482 Shares 102,467 Est. Cost $6.01 Unrealized —

— BLACKROCK MUNIYIELD QUALITY 1.7%

Value ($000) $461 Shares 35,414 Est. Cost $12.71 Unrealized —

— NUVEEN MUNICIPAL CREDIT INC 1.6%

Value ($000) $443 Shares 30,000 Est. Cost $14.06 Unrealized —

— INVESCO QUALITY MUN INCOME T 1.4%

Value ($000) $378 Shares 31,725 Est. Cost $11.72 Unrealized —

— NUVEEN SHT DUR CR OPP FD 1.3%

Value ($000) $353 Shares 30,000 Est. Cost $14.64 Unrealized —

— INVESCO MUN OPPORTUNITY TR 1.2%

Value ($000) $332 Shares 28,003 Est. Cost $11.46 Unrealized —

— EATON VANCE MUN BD FD 1.1%

Value ($000) $318 Shares 25,000 Est. Cost $12.48 Unrealized —

— WESTERN ASSET CORPORATE LN F 1.0%

Value ($000) $290 Shares 33,836 Est. Cost $9.62 Unrealized —

— BLACKROCK MUNIYIELD PA QLTY 1.0%

Value ($000) $272 Shares 20,080 Est. Cost $12.75 Unrealized —

SPY SPDR S&P 500 ETF TR 1.0%

Value ($000) $268 Shares 422,200 Est. Cost — Unrealized —

— BLACKROCK MUNIHOLDINGS QUALI 0.8%

Value ($000) $232 Shares 18,704 Est. Cost $12.34 Unrealized —

— NUVEEN ARIZONA QLTY MUN INC 0.7%

Value ($000) $200 Shares 14,699 Est. Cost $12.82 Unrealized —

— BLACKROCK MUNIHLDS INVSTM QL 0.7%

Value ($000) $200 Shares 15,478 Est. Cost $13.16 Unrealized —

XVMMX DELAWARE INVTS MINN MUN INCO 0.6%

Value ($000) $172 Shares 13,630 Est. Cost $13.04 Unrealized —

— MFS MUN INCOME TR 0.2%

Value ($000) $68 Shares 10,900 Est. Cost $6.42 Unrealized —

— GARRISON CAP INC 0.2%

Value ($000) $49 Shares 15,035 Est. Cost $1.70 Unrealized —

IWM ISHARES TR 0.2%

Value ($000) $44 Shares 173,000 Est. Cost — Unrealized —

— SPIRIT AEROSYSTEMS HLDGS INC 0.1%

Value ($000) $26 Shares 2,600 Est. Cost — Unrealized —

HYG ISHARES TR 0.1%

Value ($000) $26 Shares 333,700 Est. Cost — Unrealized —

— SPIRIT AEROSYSTEMS HLDGS INC 0.1%

Value ($000) $17 Shares 13,500 Est. Cost — Unrealized —

LUV SOUTHWEST AIRLS CO 0.0%

Value ($000) $10 Shares 40,000 Est. Cost — Unrealized —

HYG ISHARES TR 0.0%

Value ($000) $7 Shares 42,200 Est. Cost — Unrealized —

BKLN INVESCO EXCHANGE-TRADED FD T 0.0%

Value ($000) $1 Shares 30,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	DWS MUN INCOME TR	234,004	$2,527	9.1%	$10.50	—	COM	233368109
—	GDL FUND	223,003	$1,835	6.6%	$8.46	—	COM SH BEN IT	361570104
—	NUVEEN AMT FREE MUN CR INC F	115,000	$1,757	6.3%	$14.94	—	COM	67071L106
—	WESTERN ASSET MANAGED MUNS F	143,303	$1,721	6.2%	$11.99	—	COM	95766M105
XMVFX	BLACKROCK MUNIVEST FD INC	191,992	$1,614	5.8%	$8.36	—	COM	09253R105
—	BNY MELLON STRATEGIC MUN BD	213,868	$1,548	5.6%	$7.19	—	COM	09662E109
—	WESTERN AST INFL LKD OPP & I	108,731	$1,192	4.3%	$10.06	—	COM	95766R104
—	NUVEEN MUN VALUE FD INC	115,000	$1,173	4.2%	$9.86	—	COM	670928100
—	INVESCO CALIF VALUE MUN INCO	98,173	$1,147	4.1%	$11.33	—	COM	46132H106
—	INVESCO CALIF MUN INCOME TR	65,544	$947	3.4%	$14.29	—	COM	46132P108
—	BLACKROCK FLOATING RATE INCO	80,951	$905	3.3%	$12.26	—	COM	09255X100
—	AVAYA HLDGS CORP	1,040,000	$851	3.1%	$0.85	—	NOTE 2.250% 6/1	05351XAB7
—	NUVEEN FLTNG RTE INCM OPP FD	96,692	$759	2.7%	$9.88	—	COM SHS	6706EN100
XPMAX	PIONEER MUN HIGH INCOME ADVA	70,000	$736	2.7%	$10.81	—	COM	723762100
—	NUVEEN FLOATING RATE INCOME	92,495	$731	2.6%	$9.64	—	COM	67072T108
XMYDX	BLACKROCK MUNIYIELD FD INC	48,421	$658	2.4%	$12.92	—	COM	09253W104
—	EATON VANCE FLTING RATE INC	56,096	$639	2.3%	$12.69	—	COM	278279104
—	EATON VANCE SR INCOME TR	118,681	$632	2.3%	$6.25	—	SH BEN INT	27826S103
—	INVESCO DYNAMIC CR OPPORTUNI	66,711	$594	2.1%	$10.02	—	COM	46132R104
—	BLACKROCK FLOATING RATE INCO	49,360	$542	2.0%	$11.91	—	COM	091941104
—	INVESCO MUN TR	45,678	$537	1.9%	$11.69	—	COM	46131J103
—	NUVEEN SR INCOME FD	102,467	$482	1.7%	$6.01	—	COM	67067Y104
—	BLACKROCK MUNIYIELD QUALITY	35,414	$461	1.7%	$12.71	—	COM	09254E103
—	NUVEEN MUNICIPAL CREDIT INC	30,000	$443	1.6%	$14.06	—	COM SH BEN INT	67070X101
—	INVESCO QUALITY MUN INCOME T	31,725	$378	1.4%	$11.72	—	COM	46133G107
—	NUVEEN SHT DUR CR OPP FD	30,000	$353	1.3%	$14.64	—	COM	67074X107
—	INVESCO MUN OPPORTUNITY TR	28,003	$332	1.2%	$11.46	—	COM	46132C107
—	EATON VANCE MUN BD FD	25,000	$318	1.1%	$12.48	—	COM	27827X101
—	WESTERN ASSET CORPORATE LN F	33,836	$290	1.0%	$9.62	—	COM	95790J102
—	BLACKROCK MUNIYIELD PA QLTY	20,080	$272	1.0%	$12.75	—	COM	09255G107
SPY	SPDR S&P 500 ETF TR	422,200	$268	1.0%	—	—	Put	78462F103
—	BLACKROCK MUNIHOLDINGS QUALI	18,704	$232	0.8%	$12.34	—	COM	09254C107
—	NUVEEN ARIZONA QLTY MUN INC	14,699	$200	0.7%	$12.82	—	COM	67061W104
—	BLACKROCK MUNIHLDS INVSTM QL	15,478	$200	0.7%	$13.16	—	COM	09254P108
XVMMX	DELAWARE INVTS MINN MUN INCO	13,630	$172	0.6%	$13.04	—	COM	24610V103
—	MFS MUN INCOME TR	10,900	$68	0.2%	$6.42	—	SH BEN INT	552738106
—	GARRISON CAP INC	15,035	$49	0.2%	$1.70	—	COM	366554103
IWM	ISHARES TR	173,000	$44	0.2%	—	—	Put	464287655
—	SPIRIT AEROSYSTEMS HLDGS INC	2,600	$26	0.1%	—	—	Put	848574109
HYG	ISHARES TR	333,700	$26	0.1%	—	—	Call	464288513
—	SPIRIT AEROSYSTEMS HLDGS INC	13,500	$17	0.1%	—	—	Call	848574109
LUV	SOUTHWEST AIRLS CO	40,000	$10	0.0%	—	—	Put	844741108
HYG	ISHARES TR	42,200	$7	0.0%	—	—	Put	464288513
BKLN	INVESCO EXCHANGE-TRADED FD T	30,000	$1	0.0%	—	—	Put	46138G508