MARINER INVESTMENT GROUP LLC Hedge Fund

CIK: 0001096978 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Oct 29, 2024

Total Value ($000): $371,311 (98.4% shares, 1.6% debt)

Holdings (31)

SPY SPDR S&P 500 ETF TR 68.0%

Value ($000) $252,424 Shares 439,947 Est. Cost $485.59 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 11.2%

Value ($000) $41,524 Shares 1,976,369 Est. Cost $21.10 Unrealized —

JAAA JANUS DETROIT STR TR 6.2%

Value ($000) $22,896 Shares 450,000 Est. Cost $50.88 Unrealized —

SRLN SSGA ACTIVE ETF TR 4.6%

Value ($000) $17,072 Shares 408,812 Est. Cost $41.92 Unrealized —

HYG ISHARES TR 3.8%

Value ($000) $14,088 Shares 175,437 Est. Cost $80.30 Unrealized —

SVXY PROSHARES TR II 2.5%

Value ($000) $9,170 Shares 183,000 Est. Cost $50.11 Unrealized —

— DISH NETWORK CORPORATION 1.1%

Value ($000) $4,049 Shares 5,000,000 Est. Cost $0.81 Unrealized —

— REALOGY GRP LLC/REALOGY CO 0.5%

Value ($000) $1,755 Shares 2,000,000 Est. Cost $0.88 Unrealized —

CCL CARNIVAL CORP 0.3%

Value ($000) $1,294 Shares 70,000 Est. Cost $16.27 Unrealized +4.1%

EQT EQT CORP 0.3%

Value ($000) $1,099 Shares 30,000 Est. Cost $33.40 Unrealized 0.0%

RRC RANGE RES CORP 0.3%

Value ($000) $1,077 Shares 35,000 Est. Cost $30.94 Unrealized 0.0%

GLW CORNING INC 0.2%

Value ($000) $903 Shares 20,000 Est. Cost $40.86 Unrealized 0.0%

DY DYCOM INDS INC 0.1%

Value ($000) $507 Shares 2,572 Est. Cost $180.45 Unrealized 0.0%

CCL CARNIVAL CORP 0.1%

Value ($000) $502 Shares 285,000 Est. Cost $16.27 Unrealized +4.1%

LQD ISHARES TR 0.1%

Value ($000) $491 Shares 200,000 Est. Cost — Unrealized —

AR ANTERO RESOURCES CORP 0.1%

Value ($000) $430 Shares 15,000 Est. Cost $28.35 Unrealized 0.0%

ULCC FRONTIER GROUP HLDGS INC 0.1%

Value ($000) $428 Shares 80,000 Est. Cost $3.91 Unrealized 0.0%

— GRAFTECH INTL LTD 0.1%

Value ($000) $396 Shares 300,000 Est. Cost $1.38 Unrealized —

VST VISTRA CORP 0.1%

Value ($000) $296 Shares 2,500 Est. Cost $82.71 Unrealized +1.7%

EXP EAGLE MATLS INC 0.1%

Value ($000) $288 Shares 1,000 Est. Cost $248.47 Unrealized 0.0%

CRK COMSTOCK RES INC 0.1%

Value ($000) $278 Shares 25,000 Est. Cost $10.25 Unrealized 0.0%

CLF CLEVELAND-CLIFFS INC NEW 0.0%

Value ($000) $182 Shares 14,250 Est. Cost $13.58 Unrealized 0.0%

HYG ISHARES TR 0.0%

Value ($000) $61 Shares 426,800 Est. Cost $80.30 Unrealized —

LQD ISHARES TR 0.0%

Value ($000) $53 Shares 200,000 Est. Cost — Unrealized —

SPY SPDR S&P 500 ETF TR 0.0%

Value ($000) $38 Shares 38,000 Est. Cost $485.59 Unrealized —

APO APOLLO GLOBAL MGMT INC 0.0%

Value ($000) $9 Shares 23,000 Est. Cost — Unrealized —

BRLSW BOREALIS FOODS INC 0.0%

Value ($000) $2 Shares 23,300 Est. Cost $0.14 Unrealized —

BSLKW BOLT PROJS HLDGS INC 0.0%

Value ($000) $1 Shares 19,150 Est. Cost $0.04 Unrealized —

CYCUW WESTERN ACQSTN VENTURES CORP 0.0%

Value ($000) $1 Shares 30,000 Est. Cost $0.00 Unrealized —

BKLN INVESCO EXCH TRADED FD TR II 0.0%

Value ($000) $1 Shares 3,200 Est. Cost $21.10 Unrealized —

ATEKW ATHENA TECHNOLOGY ACQ CORP I 0.0%

Value ($000) $0 Shares 10,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	439,947	$252,424	68.0%	$485.59	—	TR UNIT	78462F103
BKLN	INVESCO EXCH TRADED FD TR II	1,976,369	$41,524	11.2%	$21.10	—	SR LN ETF	46138G508
JAAA	JANUS DETROIT STR TR	450,000	$22,896	6.2%	$50.88	—	HENDRSON AAA CL	47103U845
SRLN	SSGA ACTIVE ETF TR	408,812	$17,072	4.6%	$41.92	—	BLACKSTONE SENR	78467V608
HYG	ISHARES TR	175,437	$14,088	3.8%	$80.30	—	IBOXX HI YD ETF	464288513
SVXY	PROSHARES TR II	183,000	$9,170	2.5%	$50.11	—	SHT VIX ST TRM	74347W130
—	DISH NETWORK CORPORATION	5,000,000	$4,049	1.1%	$0.81	—	NOTE 3.375% 8/1	25470MAB5
—	REALOGY GRP LLC/REALOGY CO	2,000,000	$1,755	0.5%	$0.88	—	NOTE 0.250% 6/1	75606DAP6
CCL	CARNIVAL CORP	70,000	$1,294	0.3%	$16.27	+4.1%	UNIT 99/99/9999	143658300
EQT	EQT CORP	30,000	$1,099	0.3%	$33.40	0.0%	COM	26884L109
RRC	RANGE RES CORP	35,000	$1,077	0.3%	$30.94	0.0%	COM	75281A109
GLW	CORNING INC	20,000	$903	0.2%	$40.86	0.0%	COM	219350105
DY	DYCOM INDS INC	2,572	$507	0.1%	$180.45	0.0%	COM	267475101
CCL	CARNIVAL CORP	285,000	$502	0.1%	$16.27	+4.1%	Call	143658300
LQD	ISHARES TR	200,000	$491	0.1%	—	—	Call	464287242
AR	ANTERO RESOURCES CORP	15,000	$430	0.1%	$28.35	0.0%	COM	03674X106
ULCC	FRONTIER GROUP HLDGS INC	80,000	$428	0.1%	$3.91	0.0%	COM	35909R108
—	GRAFTECH INTL LTD	300,000	$396	0.1%	$1.38	—	COM	384313508
VST	VISTRA CORP	2,500	$296	0.1%	$82.71	+1.7%	COM	92840M102
EXP	EAGLE MATLS INC	1,000	$288	0.1%	$248.47	0.0%	COM	26969P108
CRK	COMSTOCK RES INC	25,000	$278	0.1%	$10.25	0.0%	COM	205768302
CLF	CLEVELAND-CLIFFS INC NEW	14,250	$182	0.0%	$13.58	0.0%	COM	185899101
HYG	ISHARES TR	426,800	$61	0.0%	$80.30	—	Put	464288513
LQD	ISHARES TR	200,000	$53	0.0%	—	—	Put	464287242
SPY	SPDR S&P 500 ETF TR	38,000	$38	0.0%	$485.59	—	Put	78462F103
APO	APOLLO GLOBAL MGMT INC	23,000	$9	0.0%	—	—	Put	03769M106
BRLSW	BOREALIS FOODS INC	23,300	$2	0.0%	$0.14	—	*W EXP 02/07/202	09973D113
BSLKW	BOLT PROJS HLDGS INC	19,150	$1	0.0%	$0.04	—	*W EXP 08/13/202	09769B115
CYCUW	WESTERN ACQSTN VENTURES CORP	30,000	$1	0.0%	$0.00	—	*W EXP 99/99/999	95758L115
BKLN	INVESCO EXCH TRADED FD TR II	3,200	$1	0.0%	$21.10	—	Put	46138G508
ATEKW	ATHENA TECHNOLOGY ACQ CORP I	10,000	$0	0.0%	—	—	*W EXP 10/17/202	04687C113