MARATHON ASSET MANAGEMENT LP Hedge Fund

CIK: 0001279913 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $1,811,026 (100.0% shares, 0.0% debt)

Holdings (8)

SPY SPDR S&P 500 ETF TR 85.5%

Value ($000) $1,547,800 Shares 5,000,000 Est. Cost — Unrealized —

HYG ISHARES TR 13.6%

Value ($000) $246,668 Shares 3,022,150 Est. Cost $77.88 Unrealized —

EMB ISHARES TR 0.7%

Value ($000) $12,361 Shares 113,172 Est. Cost $96.68 Unrealized —

LADR LADDER CAP CORP 0.1%

Value ($000) $2,371 Shares 292,740 Est. Cost $14.00 Unrealized —

— CITY OFFICE REIT INC 0.1%

Value ($000) $1,006 Shares 100,000 Est. Cost $12.83 Unrealized —

CAAP CORPORACION AMER ARPTS S A 0.0%

Value ($000) $590 Shares 270,587 Est. Cost $5.25 Unrealized -54.8%

LOMA LOMA NEGRA CORP 0.0%

Value ($000) $229 Shares 53,800 Est. Cost $5.56 Unrealized —

— 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	5,000,000	$1,547,800	85.5%	—	—	Put	78462F103
HYG	ISHARES TR	3,022,150	$246,668	13.6%	$77.88	—	IBOXX HI YD ETF	464288513
EMB	ISHARES TR	113,172	$12,361	0.7%	$96.68	—	JPMORGAN USD EMG	464288281
LADR	LADDER CAP CORP	292,740	$2,371	0.1%	$14.00	—	CL A	505743104
—	CITY OFFICE REIT INC	100,000	$1,006	0.1%	$12.83	—	COM	178587101
CAAP	CORPORACION AMER ARPTS S A	270,587	$590	0.0%	$5.25	-54.8%	COM	L1995B107
LOMA	LOMA NEGRA CORP	53,800	$229	0.0%	$5.56	—	SPONSORED ADS	54150E104
—	BERRY CORP	310	$1	0.0%	$17.62	—	COM	08579X101