MARATHON ASSET MANAGEMENT LP Hedge Fund

Location: New York, NY

CIK: 0001279913 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value: $687M (100.0% shares, 0.0% debt)

Holdings (18)

SPY SPDR S&P 500 ETF TR 65.7%

Value $451M Shares 1,750,000 Share Price $257.75 Est. Cost/Share — Unrealized @ Report Date —

HYG ISHARES TR 27.9%

Value $191M Shares 2,482,500 Share Price $77.07 Est. Cost/Share $77.07 Unrealized @ Report Date —

EMB ISHARES TR 3.5%

Value $24.06M Shares 248,872 Share Price $96.68 Est. Cost/Share $96.68 Unrealized @ Report Date —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.6%

Value $4.351M Shares 6,799,036 Share Price $0.64 * Est. Cost/Share $5.03 Unrealized @ Report Date -57.8%

PAM PAMPA ENERGIA S A 0.5%

Value $3.208M Shares 283,854 Share Price $11.30 Est. Cost/Share $11.30 Unrealized @ Report Date —

LOMA LOMA NEGRA CORP 0.3%

Value $2.024M Shares 570,000 Share Price $3.55 Est. Cost/Share $5.56 Unrealized @ Report Date —

CAAP CORPORACION AMER ARPTS S A 0.3%

Value $1.934M Shares 1,044,981 Share Price $1.85 * Est. Cost/Share $5.25 Unrealized @ Report Date -14.3%

EWZ ISHARES INC 0.3%

Value $1.767M Shares 75,000 Share Price $23.56 Est. Cost/Share $23.56 Unrealized @ Report Date —

YPF YPF SOCIEDAD ANONIMA 0.2%

Value $1.46M Shares 350,000 Share Price $4.17 Est. Cost/Share $4.17 Unrealized @ Report Date —

LADR LADDER CAP CORP 0.2%

Value $1.388M Shares 292,740 Share Price $4.74 Est. Cost/Share $14.00 Unrealized @ Report Date —

TGS TRANSPORTADORA DE GAS SUR 0.2%

Value $1.256M Shares 273,010 Share Price $4.60 Est. Cost/Share $6.96 Unrealized @ Report Date —

PBR PETROLEO BRASILEIRO SA PETRO 0.2%

Value $1.1M Shares 200,000 Share Price $5.50 Est. Cost/Share $5.50 Unrealized @ Report Date —

— CITY OFFICE REIT INC 0.1%

Value $723K Shares 100,000 Share Price $7.23 Est. Cost/Share $12.83 Unrealized @ Report Date —

BMA BANCO MACRO SA 0.1%

Value $425K Shares 25,000 Share Price $17.00 Est. Cost/Share $17.00 Unrealized @ Report Date —

— UNITED STATES OIL FUND LP 0.1%

Value $421K Shares 100,000 Share Price $4.21 Est. Cost/Share $4.21 Unrealized @ Report Date —

VIST VISTA OIL & GAS S A B DE C V 0.0%

Value $102K Shares 50,883 Share Price $2.00 Est. Cost/Share $2.00 Unrealized @ Report Date —

IHRT IHEARTMEDIA INC 0.0%

Value $21,000 Shares 2,855 Share Price $7.36 * Est. Cost/Share $14.70 Unrealized @ Report Date 0.0%

— BERRY CORP 0.0%

Value $1,000 Shares 310 Share Price $3.23 Est. Cost/Share $17.62 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,750,000	$451M	65.7%	$257.75	—	—	Put	78462F103
HYG	ISHARES TR	2,482,500	$191M	27.9%	$77.07	$77.07	—	IBOXX HI YD ETF	464288513
EMB	ISHARES TR	248,872	$24.06M	3.5%	$96.68	$96.68	—	JPMORGAN USD EMG	464288281
CCO	CLEAR CHANNEL OUTDOOR HLDGS	6,799,036	$4.351M	0.6%	$0.64 *	$5.03	-57.8%	COM	18453H106
PAM	PAMPA ENERGIA S A	283,854	$3.208M	0.5%	$11.30	$11.30	—	SPONS ADR LVL I	697660207
LOMA	LOMA NEGRA CORP	570,000	$2.024M	0.3%	$3.55	$5.56	—	SPONSORED ADS	54150E104
CAAP	CORPORACION AMER ARPTS S A	1,044,981	$1.934M	0.3%	$1.85 *	$5.25	-14.3%	COM	L1995B107
EWZ	ISHARES INC	75,000	$1.767M	0.3%	$23.56	$23.56	—	MSCI BRAZIL ETF	464286400
YPF	YPF SOCIEDAD ANONIMA	350,000	$1.46M	0.2%	$4.17	$4.17	—	SPON ADR CL D	984245100
LADR	LADDER CAP CORP	292,740	$1.388M	0.2%	$4.74	$14.00	—	CL A	505743104
TGS	TRANSPORTADORA DE GAS SUR	273,010	$1.256M	0.2%	$4.60	$6.96	—	SPONSORED ADS B	893870204
PBR	PETROLEO BRASILEIRO SA PETRO	200,000	$1.1M	0.2%	$5.50	$5.50	—	SPONSORED ADR	71654V408
—	CITY OFFICE REIT INC	100,000	$723K	0.1%	$7.23	$12.83	—	COM	178587101
BMA	BANCO MACRO SA	25,000	$425K	0.1%	$17.00	$17.00	—	SPON ADR B	05961W105
—	UNITED STATES OIL FUND LP	100,000	$421K	0.1%	$4.21	$4.21	—	UNITS	91232N108
VIST	VISTA OIL & GAS S A B DE C V	50,883	$102K	0.0%	$2.00	$2.00	—	SPONSORED ADS	92837L109
IHRT	IHEARTMEDIA INC	2,855	$21,000	0.0%	$7.36 *	$14.70	0.0%	COM CL A	45174J509
—	BERRY CORP	310	$1,000	0.0%	$3.23	$17.62	—	COM	08579X101