MARATHON ASSET MANAGEMENT LP Hedge Fund

CIK: 0001279913 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 14, 2015

Total Value ($000): $340,494 (99.2% shares, 0.8% debt)

Holdings (26)

SPY SPDR S&P 500 ETF TR 30.2%

Value ($000) $102,945 Shares 500,000 Est. Cost — Unrealized —

— CHENIERE ENERGY PTNRS LP HLD 17.4%

Value ($000) $59,144 Shares 2,525,352 Est. Cost $21.72 Unrealized —

— NATIONAL OILWELL VARCO INC 11.3%

Value ($000) $38,624 Shares 800,000 Est. Cost — Unrealized —

GM GENERAL MTRS CO 9.4%

Value ($000) $31,963 Shares 959,000 Est. Cost $27.84 Unrealized 0.0%

STLD STEEL DYNAMICS INC 4.7%

Value ($000) $16,094 Shares 776,931 Est. Cost $17.16 Unrealized 0.0%

— CAESARS ACQUISITION CO 4.7%

Value ($000) $16,067 Shares 2,335,419 Est. Cost $8.96 Unrealized —

NMIH NMI HLDGS INC 4.2%

Value ($000) $14,446 Shares 1,801,291 Est. Cost $9.66 Unrealized -18.1%

— UNITED STATES STL CORP NEW 2.8%

Value ($000) $9,451 Shares 458,400 Est. Cost — Unrealized —

OSG AMBAC FINL GROUP INC 2.4%

Value ($000) $8,132 Shares 488,700 Est. Cost — Unrealized —

WTI W & T OFFSHORE INC 1.9%

Value ($000) $6,576 Shares 1,200,000 Est. Cost $5.75 Unrealized 0.0%

— BASIC ENERGY SVCS INC NEW 1.6%

Value ($000) $5,572 Shares 738,000 Est. Cost $7.55 Unrealized —

— NABORS INDUSTRIES LTD 1.5%

Value ($000) $5,082 Shares 352,171 Est. Cost $14.43 Unrealized —

EEM ISHARES TR 1.1%

Value ($000) $3,626 Shares 91,500 Est. Cost — Unrealized —

RITM NEW RESIDENTIAL INVT CORP 1.0%

Value ($000) $3,271 Shares 214,635 Est. Cost $15.15 Unrealized —

— CIVEO CORP 0.9%

Value ($000) $3,070 Shares 1,000,000 Est. Cost $3.07 Unrealized —

— SEVENTY SEVEN ENERGY INC 0.9%

Value ($000) $2,957 Shares 689,302 Est. Cost $4.29 Unrealized —

— ALPHA NAT RES INC 0.6%

Value ($000) $1,941 Shares 27,722,000 Est. Cost $0.60 Unrealized —

PMT PENNYMAC MTG INVT TR 0.5%

Value ($000) $1,743 Shares 100,000 Est. Cost $21.05 Unrealized —

PGN1EUR PARAGON OFFSHORE PLC 0.5%

Value ($000) $1,581 Shares 1,450,000 Est. Cost $1.09 Unrealized —

— ENERGY XXI LTD 0.5%

Value ($000) $1,578 Shares 600,000 Est. Cost $2.63 Unrealized —

— CHIMERA INVT CORP 0.4%

Value ($000) $1,478 Shares 107,800 Est. Cost $13.71 Unrealized —

TEO TELECOM ARGENTINA S A 0.4%

Value ($000) $1,349 Shares 75,000 Est. Cost $17.99 Unrealized —

— COMSTOCK RES INC 0.4%

Value ($000) $1,331 Shares 400,000 Est. Cost $3.33 Unrealized —

— CAESARS ENTMT CORP 0.3%

Value ($000) $938 Shares 153,360 Est. Cost $13.50 Unrealized —

— CHC GROUP LTD 0.2%

Value ($000) $802 Shares 900,000 Est. Cost $0.89 Unrealized —

— ALPHA NAT RES INC 0.2%

Value ($000) $733 Shares 8,144,000 Est. Cost $0.42 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	500,000	$102,945	30.2%	—	—	Put	78462F103
—	CHENIERE ENERGY PTNRS LP HLD	2,525,352	$59,144	17.4%	$21.72	—	COM REP LLC IN	16411W108
—	NATIONAL OILWELL VARCO INC	800,000	$38,624	11.3%	—	—	Put	637071101
GM	GENERAL MTRS CO	959,000	$31,963	9.4%	$27.84	0.0%	COM	37045V100
STLD	STEEL DYNAMICS INC	776,931	$16,094	4.7%	$17.16	0.0%	COM	858119100
—	CAESARS ACQUISITION CO	2,335,419	$16,067	4.7%	$8.96	—	CL A	12768T103
NMIH	NMI HLDGS INC	1,801,291	$14,446	4.2%	$9.66	-18.1%	CL A	629209305
—	UNITED STATES STL CORP NEW	458,400	$9,451	2.8%	—	—	Put	912909108
OSG	AMBAC FINL GROUP INC	488,700	$8,132	2.4%	—	—	Call	023139884
WTI	W & T OFFSHORE INC	1,200,000	$6,576	1.9%	$5.75	0.0%	COM	92922P106
—	BASIC ENERGY SVCS INC NEW	738,000	$5,572	1.6%	$7.55	—	COM	06985P100
—	NABORS INDUSTRIES LTD	352,171	$5,082	1.5%	$14.43	—	SHS	G6359F103
EEM	ISHARES TR	91,500	$3,626	1.1%	—	—	Call	464287234
RITM	NEW RESIDENTIAL INVT CORP	214,635	$3,271	1.0%	$15.15	—	COM NEW	64828T201
—	CIVEO CORP	1,000,000	$3,070	0.9%	$3.07	—	COM	178787107
—	SEVENTY SEVEN ENERGY INC	689,302	$2,957	0.9%	$4.29	—	COM	818097107
—	ALPHA NAT RES INC	27,722,000	$1,941	0.6%	$0.60	—	NOTE 4.875%12/1	02076XAF9
PMT	PENNYMAC MTG INVT TR	100,000	$1,743	0.5%	$21.05	—	COM	70931T103
PGN1EUR	PARAGON OFFSHORE PLC	1,450,000	$1,581	0.5%	$1.09	—	SHS	G6S01W108
—	ENERGY XXI LTD	600,000	$1,578	0.5%	$2.63	—	USD UNRS SHS	G10082140
—	CHIMERA INVT CORP	107,800	$1,478	0.4%	$13.71	—	COM NEW	16934Q208
TEO	TELECOM ARGENTINA S A	75,000	$1,349	0.4%	$17.99	—	SPON ADR REP B	879273209
—	COMSTOCK RES INC	400,000	$1,331	0.4%	$3.33	—	COM NEW	205768203
—	CAESARS ENTMT CORP	153,360	$938	0.3%	$13.50	—	COM	127686103
—	CHC GROUP LTD	900,000	$802	0.2%	$0.89	—	SHS	G07021101
—	ALPHA NAT RES INC	8,144,000	$733	0.2%	$0.42	—	NOTE 3.750%12/1	02076XAE2