MARINER INVESTMENT GROUP LLC Hedge Fund

CIK: 0001096978 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value ($000): $36,104 (85.3% shares, 14.7% debt)

Holdings (38)

— AVAYA HLDGS CORP 14.7%

Value ($000) $5,296 Shares 5,640,000 Est. Cost $0.92 Unrealized —

RSP INVESCO EXCHANGE TRADED FD T 9.4%

Value ($000) $3,384 Shares 31,300 Est. Cost $108.12 Unrealized —

— DWS MUN INCOME TR 6.8%

Value ($000) $2,470 Shares 222,995 Est. Cost $10.50 Unrealized —

— WESTERN ASSET MANAGED MUNS F 6.3%

Value ($000) $2,269 Shares 186,125 Est. Cost $12.03 Unrealized —

— WESTERN AST INFL LKD OPP & I 6.1%

Value ($000) $2,192 Shares 195,000 Est. Cost $10.58 Unrealized —

— BNY MELLON STRATEGIC MUN BD 6.0%

Value ($000) $2,179 Shares 298,876 Est. Cost $7.22 Unrealized —

XMVFX BLACKROCK MUNIVEST FD INC 5.6%

Value ($000) $2,011 Shares 231,672 Est. Cost $8.41 Unrealized —

— NUVEEN AMT FREE MUN CR INC F 5.3%

Value ($000) $1,900 Shares 121,353 Est. Cost $14.98 Unrealized —

— GDL FUND 5.2%

Value ($000) $1,870 Shares 223,202 Est. Cost $8.46 Unrealized —

— INVESCO CALIF VALUE MUN INCO 3.4%

Value ($000) $1,226 Shares 98,173 Est. Cost $11.33 Unrealized —

— INVESCO CALIF MUN INCOME TR 3.1%

Value ($000) $1,108 Shares 75,352 Est. Cost $14.34 Unrealized —

— BLACKROCK FLOATING RATE INCO 2.6%

Value ($000) $931 Shares 80,951 Est. Cost $12.26 Unrealized —

— NUVEEN FLTNG RTE INCM OPP FD 2.2%

Value ($000) $793 Shares 96,692 Est. Cost $9.88 Unrealized —

— NUVEEN FLOATING RATE INCOME 2.1%

Value ($000) $768 Shares 92,495 Est. Cost $9.64 Unrealized —

— EATON VANCE FLTING RATE INC 1.8%

Value ($000) $666 Shares 56,096 Est. Cost $12.69 Unrealized —

XMYDX BLACKROCK MUNIYIELD FD INC 1.8%

Value ($000) $650 Shares 48,421 Est. Cost $12.92 Unrealized —

— INVESCO DYNAMIC CR OPPORTUNI 1.7%

Value ($000) $614 Shares 66,711 Est. Cost $10.02 Unrealized —

— BLACKROCK FLOATING RATE INCO 1.5%

Value ($000) $554 Shares 49,360 Est. Cost $11.91 Unrealized —

— EATON VANCE SR INCOME TR 1.5%

Value ($000) $550 Shares 93,681 Est. Cost $6.25 Unrealized —

— INVESCO MUN TR 1.5%

Value ($000) $549 Shares 45,678 Est. Cost $11.69 Unrealized —

— NUVEEN SR INCOME FD 1.4%

Value ($000) $495 Shares 102,467 Est. Cost $6.01 Unrealized —

— NUVEEN MUNICIPAL CREDIT INC 1.2%

Value ($000) $441 Shares 30,000 Est. Cost $14.06 Unrealized —

— INVESCO QUALITY MUN INCOME T 1.1%

Value ($000) $392 Shares 31,725 Est. Cost $11.72 Unrealized —

— NUVEEN SHT DUR CR OPP FD 1.0%

Value ($000) $371 Shares 30,000 Est. Cost $14.64 Unrealized —

— INVESCO MUN OPPORTUNITY TR 0.9%

Value ($000) $342 Shares 28,003 Est. Cost $11.46 Unrealized —

— NUVEEN NEW JERSEY QULT MUN F 0.9%

Value ($000) $328 Shares 24,252 Est. Cost $13.52 Unrealized —

— BLACKROCK MUNIYIELD PA QLTY 0.8%

Value ($000) $279 Shares 20,071 Est. Cost $12.75 Unrealized —

— EATON VANCE MUN BD FD 0.8%

Value ($000) $278 Shares 21,075 Est. Cost $12.48 Unrealized —

XPMAX PIONEER MUN HIGH INCOME ADVA 0.8%

Value ($000) $273 Shares 25,000 Est. Cost $10.81 Unrealized —

— BLACKROCK MUNIHLDS INVSTM QL 0.6%

Value ($000) $208 Shares 15,478 Est. Cost $13.16 Unrealized —

XVMMX DELAWARE INVTS MINN MUN INCO 0.5%

Value ($000) $177 Shares 13,630 Est. Cost $13.04 Unrealized —

— FIRST TRUST SPECIALTY FINANC 0.4%

Value ($000) $158 Shares 68,935 Est. Cost $2.29 Unrealized —

SPY SPDR S&P 500 ETF TR 0.4%

Value ($000) $151 Shares 303,300 Est. Cost — Unrealized —

— MFS INTER INCOME TR 0.3%

Value ($000) $110 Shares 29,600 Est. Cost $3.72 Unrealized —

— MFS MUN INCOME TR 0.2%

Value ($000) $70 Shares 10,900 Est. Cost $6.42 Unrealized —

IVV ISHARES TR 0.1%

Value ($000) $27 Shares 64,000 Est. Cost — Unrealized —

DAL DELTA AIR LINES INC DEL 0.1%

Value ($000) $22 Shares 17,000 Est. Cost — Unrealized —

— SPIRIT AEROSYSTEMS HLDGS INC 0.0%

Value ($000) $2 Shares 13,500 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	AVAYA HLDGS CORP	5,640,000	$5,296	14.7%	$0.92	—	NOTE 2.250% 6/1	05351XAB7
RSP	INVESCO EXCHANGE TRADED FD T	31,300	$3,384	9.4%	$108.12	—	S&P500 EQL WGT	46137V357
—	DWS MUN INCOME TR	222,995	$2,470	6.8%	$10.50	—	COM	233368109
—	WESTERN ASSET MANAGED MUNS F	186,125	$2,269	6.3%	$12.03	—	COM	95766M105
—	WESTERN AST INFL LKD OPP & I	195,000	$2,192	6.1%	$10.58	—	COM	95766R104
—	BNY MELLON STRATEGIC MUN BD	298,876	$2,179	6.0%	$7.22	—	COM	09662E109
XMVFX	BLACKROCK MUNIVEST FD INC	231,672	$2,011	5.6%	$8.41	—	COM	09253R105
—	NUVEEN AMT FREE MUN CR INC F	121,353	$1,900	5.3%	$14.98	—	COM	67071L106
—	GDL FUND	223,202	$1,870	5.2%	$8.46	—	COM SH BEN IT	361570104
—	INVESCO CALIF VALUE MUN INCO	98,173	$1,226	3.4%	$11.33	—	COM	46132H106
—	INVESCO CALIF MUN INCOME TR	75,352	$1,108	3.1%	$14.34	—	COM	46132P108
—	BLACKROCK FLOATING RATE INCO	80,951	$931	2.6%	$12.26	—	COM	09255X100
—	NUVEEN FLTNG RTE INCM OPP FD	96,692	$793	2.2%	$9.88	—	COM SHS	6706EN100
—	NUVEEN FLOATING RATE INCOME	92,495	$768	2.1%	$9.64	—	COM	67072T108
—	EATON VANCE FLTING RATE INC	56,096	$666	1.8%	$12.69	—	COM	278279104
XMYDX	BLACKROCK MUNIYIELD FD INC	48,421	$650	1.8%	$12.92	—	COM	09253W104
—	INVESCO DYNAMIC CR OPPORTUNI	66,711	$614	1.7%	$10.02	—	COM	46132R104
—	BLACKROCK FLOATING RATE INCO	49,360	$554	1.5%	$11.91	—	COM	091941104
—	EATON VANCE SR INCOME TR	93,681	$550	1.5%	$6.25	—	SH BEN INT	27826S103
—	INVESCO MUN TR	45,678	$549	1.5%	$11.69	—	COM	46131J103
—	NUVEEN SR INCOME FD	102,467	$495	1.4%	$6.01	—	COM	67067Y104
—	NUVEEN MUNICIPAL CREDIT INC	30,000	$441	1.2%	$14.06	—	COM SH BEN INT	67070X101
—	INVESCO QUALITY MUN INCOME T	31,725	$392	1.1%	$11.72	—	COM	46133G107
—	NUVEEN SHT DUR CR OPP FD	30,000	$371	1.0%	$14.64	—	COM	67074X107
—	INVESCO MUN OPPORTUNITY TR	28,003	$342	0.9%	$11.46	—	COM	46132C107
—	NUVEEN NEW JERSEY QULT MUN F	24,252	$328	0.9%	$13.52	—	COM	67069Y102
—	BLACKROCK MUNIYIELD PA QLTY	20,071	$279	0.8%	$12.75	—	COM	09255G107
—	EATON VANCE MUN BD FD	21,075	$278	0.8%	$12.48	—	COM	27827X101
XPMAX	PIONEER MUN HIGH INCOME ADVA	25,000	$273	0.8%	$10.81	—	COM	723762100
—	BLACKROCK MUNIHLDS INVSTM QL	15,478	$208	0.6%	$13.16	—	COM	09254P108
XVMMX	DELAWARE INVTS MINN MUN INCO	13,630	$177	0.5%	$13.04	—	COM	24610V103
—	FIRST TRUST SPECIALTY FINANC	68,935	$158	0.4%	$2.29	—	COM BEN INTR	33733G109
SPY	SPDR S&P 500 ETF TR	303,300	$151	0.4%	—	—	Put	78462F103
—	MFS INTER INCOME TR	29,600	$110	0.3%	$3.72	—	SH BEN INT	55273C107
—	MFS MUN INCOME TR	10,900	$70	0.2%	$6.42	—	SH BEN INT	552738106
IVV	ISHARES TR	64,000	$27	0.1%	—	—	Put	464287200
DAL	DELTA AIR LINES INC DEL	17,000	$22	0.1%	—	—	Put	247361702
—	SPIRIT AEROSYSTEMS HLDGS INC	13,500	$2	0.0%	—	—	Call	848574109