MARATHON ASSET MANAGEMENT LP Hedge Fund

CIK: 0001279913 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $686,631 (100.0% shares, 0.0% debt)

Holdings (18)

SPY SPDR S&P 500 ETF TR 65.7%

Value ($000) $451,063 Shares 1,750,000 Est. Cost — Unrealized —

HYG ISHARES TR 27.9%

Value ($000) $191,326 Shares 2,482,500 Est. Cost $77.07 Unrealized —

EMB ISHARES TR 3.5%

Value ($000) $24,061 Shares 248,872 Est. Cost $96.68 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.6%

Value ($000) $4,351 Shares 6,799,036 Est. Cost $5.03 Unrealized -57.8%

PAM PAMPA ENERGIA S A 0.5%

Value ($000) $3,208 Shares 283,854 Est. Cost $11.30 Unrealized —

LOMA LOMA NEGRA CORP 0.3%

Value ($000) $2,024 Shares 570,000 Est. Cost $5.56 Unrealized —

CAAP CORPORACION AMER ARPTS S A 0.3%

Value ($000) $1,934 Shares 1,044,981 Est. Cost $5.25 Unrealized -14.3%

EWZ ISHARES INC 0.3%

Value ($000) $1,767 Shares 75,000 Est. Cost $23.56 Unrealized —

YPF YPF SOCIEDAD ANONIMA 0.2%

Value ($000) $1,460 Shares 350,000 Est. Cost $4.17 Unrealized —

LADR LADDER CAP CORP 0.2%

Value ($000) $1,388 Shares 292,740 Est. Cost $14.00 Unrealized —

TGS TRANSPORTADORA DE GAS SUR 0.2%

Value ($000) $1,256 Shares 273,010 Est. Cost $6.96 Unrealized —

PBR PETROLEO BRASILEIRO SA PETRO 0.2%

Value ($000) $1,100 Shares 200,000 Est. Cost $5.50 Unrealized —

— CITY OFFICE REIT INC 0.1%

Value ($000) $723 Shares 100,000 Est. Cost $12.83 Unrealized —

BMA BANCO MACRO SA 0.1%

Value ($000) $425 Shares 25,000 Est. Cost $17.00 Unrealized —

— UNITED STATES OIL FUND LP 0.1%

Value ($000) $421 Shares 100,000 Est. Cost $4.21 Unrealized —

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

Value ($000) $102 Shares 50,883 Est. Cost $2.00 Unrealized —

IHRT IHEARTMEDIA INC 0.0%

Value ($000) $21 Shares 2,855 Est. Cost $14.70 Unrealized 0.0%

— BERRY CORP 0.0%

Value ($000) $1 Shares 310 Est. Cost $17.62 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,750,000	$451,063	65.7%	—	—	Put	78462F103
HYG	ISHARES TR	2,482,500	$191,326	27.9%	$77.07	—	IBOXX HI YD ETF	464288513
EMB	ISHARES TR	248,872	$24,061	3.5%	$96.68	—	JPMORGAN USD EMG	464288281
CCO	CLEAR CHANNEL OUTDOOR HLDGS	6,799,036	$4,351	0.6%	$5.03	-57.8%	COM	18453H106
PAM	PAMPA ENERGIA S A	283,854	$3,208	0.5%	$11.30	—	SPONS ADR LVL I	697660207
LOMA	LOMA NEGRA CORP	570,000	$2,024	0.3%	$5.56	—	SPONSORED ADS	54150E104
CAAP	CORPORACION AMER ARPTS S A	1,044,981	$1,934	0.3%	$5.25	-14.3%	COM	L1995B107
EWZ	ISHARES INC	75,000	$1,767	0.3%	$23.56	—	MSCI BRAZIL ETF	464286400
YPF	YPF SOCIEDAD ANONIMA	350,000	$1,460	0.2%	$4.17	—	SPON ADR CL D	984245100
LADR	LADDER CAP CORP	292,740	$1,388	0.2%	$14.00	—	CL A	505743104
TGS	TRANSPORTADORA DE GAS SUR	273,010	$1,256	0.2%	$6.96	—	SPONSORED ADS B	893870204
PBR	PETROLEO BRASILEIRO SA PETRO	200,000	$1,100	0.2%	$5.50	—	SPONSORED ADR	71654V408
—	CITY OFFICE REIT INC	100,000	$723	0.1%	$12.83	—	COM	178587101
BMA	BANCO MACRO SA	25,000	$425	0.1%	$17.00	—	SPON ADR B	05961W105
—	UNITED STATES OIL FUND LP	100,000	$421	0.1%	$4.21	—	UNITS	91232N108
VIST	VISTA OIL & GAS S A B DE C V	50,883	$102	0.0%	$2.00	—	SPONSORED ADS	92837L109
IHRT	IHEARTMEDIA INC	2,855	$21	0.0%	$14.70	0.0%	COM CL A	45174J509
—	BERRY CORP	310	$1	0.0%	$17.62	—	COM	08579X101