MARATHON ASSET MANAGEMENT LP Hedge Fund

Location: New York, NY

CIK: 0001279913 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value: $334M (100.0% shares, 0.0% debt)

Holdings (27)

SPY SPDR S&P 500 ETF TR 43.1%

Value $144M Shares 750,000 Share Price $191.59 Est. Cost/Share — Unrealized @ Report Date —

— CHENIERE ENERGY PTNRS LP HLD 14.4%

Value $48M Shares 2,525,203 Share Price $19.01 Est. Cost/Share $21.72 Unrealized @ Report Date —

— CALPINE CORP 8.8%

Value $29.2M Shares 2,000,000 Share Price $14.60 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 6.8%

Value $22.66M Shares 1,000,000 Share Price $22.66 Est. Cost/Share — Unrealized @ Report Date —

— PIONEER NAT RES CO 5.0%

Value $16.6M Shares 136,447 Share Price $121.64 Est. Cost/Share $121.64 Unrealized @ Report Date —

— CAESARS ACQUISITION CO 5.0%

Value $16.52M Shares 2,326,135 Share Price $7.10 Est. Cost/Share $8.96 Unrealized @ Report Date —

NMIH NMI HLDGS INC 3.9%

Value $13.09M Shares 1,722,350 Share Price $7.60 * Est. Cost/Share $9.66 Unrealized @ Report Date -15.1%

EWZ ISHARES 2.3%

Value $7.682M Shares 350,000 Share Price $21.95 Est. Cost/Share — Unrealized @ Report Date —

— SPRINT CORP 1.7%

Value $5.76M Shares 1,500,000 Share Price $3.84 Est. Cost/Share — Unrealized @ Report Date —

TEO TELECOM ARGENTINA S A 1.0%

Value $3.489M Shares 239,666 Share Price $14.56 Est. Cost/Share $15.63 Unrealized @ Report Date —

WTI W & T OFFSHORE INC 1.0%

Value $3.418M Shares 1,139,360 Share Price $3.00 * Est. Cost/Share $5.75 Unrealized @ Report Date -35.3%

EEM ISHARES TR 1.0%

Value $3.278M Shares 100,000 Share Price $32.78 Est. Cost/Share — Unrealized @ Report Date —

— CIVEO CORP CDA 0.9%

Value $3.031M Shares 2,048,184 Share Price $1.48 Est. Cost/Share $1.48 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVT CORP 0.8%

Value $2.812M Shares 214,635 Share Price $13.10 Est. Cost/Share $15.15 Unrealized @ Report Date —

— CHIMERA INVT CORP 0.8%

Value $2.778M Shares 207,800 Share Price $13.37 Est. Cost/Share $13.55 Unrealized @ Report Date —

LADR LADDER CAP CORP 0.6%

Value $1.913M Shares 133,563 Share Price $14.32 Est. Cost/Share $14.32 Unrealized @ Report Date —

PMT PENNYMAC MTG INVT TR 0.5%

Value $1.547M Shares 100,000 Share Price $15.47 Est. Cost/Share $21.05 Unrealized @ Report Date —

— LINNCO LLC 0.4%

Value $1.458M Shares 538,006 Share Price $2.71 Est. Cost/Share $2.71 Unrealized @ Report Date —

— NABORS INDUSTRIES LTD 0.4%

Value $1.438M Shares 152,171 Share Price $9.45 Est. Cost/Share $14.43 Unrealized @ Report Date —

— CREDIT SUISSE NASSAU BRH 0.4%

Value $1.218M Shares 50,000 Share Price $24.36 Est. Cost/Share $24.36 Unrealized @ Report Date —

— CAESARS ENTMT CORP 0.3%

Value $905K Shares 153,360 Share Price $5.90 Est. Cost/Share $13.50 Unrealized @ Report Date —

— DIREXION SHS ETF TR 0.2%

Value $695K Shares 51,200 Share Price $13.57 Est. Cost/Share $13.58 Unrealized @ Report Date —

— DIREXION SHS ETF TR 0.2%

Value $679K Shares 50,000 Share Price $13.58 Est. Cost/Share $13.58 Unrealized @ Report Date —

ITUB ITAU UNIBANCO HLDG SA 0.2%

Value $662K Shares 100,000 Share Price $6.62 Est. Cost/Share $6.62 Unrealized @ Report Date —

— CHC GROUP LTD 0.2%

Value $501K Shares 834,419 Share Price $0.60 Est. Cost/Share $0.89 Unrealized @ Report Date —

VALE VALE S A 0.1%

Value $420K Shares 100,000 Share Price $4.20 Est. Cost/Share $4.20 Unrealized @ Report Date —

PGN1EUR PARAGON OFFSHORE PLC 0.0%

Value $120K Shares 499,397 Share Price $0.24 Est. Cost/Share $1.09 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	750,000	$144M	43.1%	$191.59	—	—	Put	78462F103
—	CHENIERE ENERGY PTNRS LP HLD	2,525,203	$48M	14.4%	$19.01	$21.72	—	COM REP LLC IN	16411W108
—	CALPINE CORP	2,000,000	$29.2M	8.8%	$14.60	—	—	Put	131347304
XLF	SELECT SECTOR SPDR TR	1,000,000	$22.66M	6.8%	$22.66	—	—	Call	81369Y605
—	PIONEER NAT RES CO	136,447	$16.6M	5.0%	$121.64	$121.64	—	COM	723787107
—	CAESARS ACQUISITION CO	2,326,135	$16.52M	5.0%	$7.10	$8.96	—	CL A	12768T103
NMIH	NMI HLDGS INC	1,722,350	$13.09M	3.9%	$7.60 *	$9.66	-15.1%	CL A	629209305
EWZ	ISHARES	350,000	$7.682M	2.3%	$21.95	—	—	Call	464286400
—	SPRINT CORP	1,500,000	$5.76M	1.7%	$3.84	—	—	Put	85207U105
TEO	TELECOM ARGENTINA S A	239,666	$3.489M	1.0%	$14.56	$15.63	—	SPON ADR REP B	879273209
WTI	W & T OFFSHORE INC	1,139,360	$3.418M	1.0%	$3.00 *	$5.75	-35.3%	COM	92922P106
EEM	ISHARES TR	100,000	$3.278M	1.0%	$32.78	—	—	Call	464287234
—	CIVEO CORP CDA	2,048,184	$3.031M	0.9%	$1.48	$1.48	—	COM	17878Y108
RITM	NEW RESIDENTIAL INVT CORP	214,635	$2.812M	0.8%	$13.10	$15.15	—	COM NEW	64828T201
—	CHIMERA INVT CORP	207,800	$2.778M	0.8%	$13.37	$13.55	—	COM NEW	16934Q208
LADR	LADDER CAP CORP	133,563	$1.913M	0.6%	$14.32	$14.32	—	CL A	505743104
PMT	PENNYMAC MTG INVT TR	100,000	$1.547M	0.5%	$15.47	$21.05	—	COM	70931T103
—	LINNCO LLC	538,006	$1.458M	0.4%	$2.71	$2.71	—	COM SHS LTD INT	535782106
—	NABORS INDUSTRIES LTD	152,171	$1.438M	0.4%	$9.45	$14.43	—	SHS	G6359F103
—	CREDIT SUISSE NASSAU BRH	50,000	$1.218M	0.4%	$24.36	$24.36	—	INVRS VIX STERM	22542D795
—	CAESARS ENTMT CORP	153,360	$905K	0.3%	$5.90	$13.50	—	COM	127686103
—	DIREXION SHS ETF TR	51,200	$695K	0.2%	$13.57	$13.58	—	Call	25459Y140
—	DIREXION SHS ETF TR	50,000	$679K	0.2%	$13.58	$13.58	—	DLY RUSSIA BUL14	25459Y140
ITUB	ITAU UNIBANCO HLDG SA	100,000	$662K	0.2%	$6.62	$6.62	—	SPON ADR REP PFD	465562106
—	CHC GROUP LTD	834,419	$501K	0.2%	$0.60	$0.89	—	SHS	G07021101
VALE	VALE S A	100,000	$420K	0.1%	$4.20	$4.20	—	ADR	91912E105
PGN1EUR	PARAGON OFFSHORE PLC	499,397	$120K	0.0%	$0.24	$1.09	—	SHS	G6S01W108