MARATHON ASSET MANAGEMENT LP Hedge Fund

Location: New York, NY

CIK: 0001279913 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value: $540M (100.0% shares, 0.0% debt)

Holdings (15)

SPY SPDR S&P 500 ETF TR 56.6%

Value $306M Shares 1,500,000 Share Price $203.87 Est. Cost/Share — Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 18.9%

Value $102M Shares 500,000 Share Price $203.87 Est. Cost/Share — Unrealized @ Report Date —

— CHENIERE ENERGY PTNRS LP HLD 7.8%

Value $41.95M Shares 2,411,186 Share Price $17.40 Est. Cost/Share $21.72 Unrealized @ Report Date —

— CALPINE CORP 5.4%

Value $28.94M Shares 2,000,000 Share Price $14.47 Est. Cost/Share — Unrealized @ Report Date —

— CAESARS ACQUISITION CO 2.8%

Value $15.2M Shares 2,231,490 Share Price $6.81 Est. Cost/Share $8.96 Unrealized @ Report Date —

— SPDR SERIES TRUST 2.8%

Value $15.11M Shares 500,000 Share Price $30.22 Est. Cost/Share — Unrealized @ Report Date —

NMIH NMI HLDGS INC 2.1%

Value $11.13M Shares 1,643,417 Share Price $6.77 * Est. Cost/Share $9.66 Unrealized @ Report Date -24.0%

— SPRINT CORP 1.0%

Value $5.213M Shares 1,440,300 Share Price $3.62 Est. Cost/Share — Unrealized @ Report Date —

— CHIMERA INVT CORP 0.5%

Value $2.834M Shares 207,800 Share Price $13.64 Est. Cost/Share $13.55 Unrealized @ Report Date —

— CIVEO CORP CDA 0.5%

Value $2.791M Shares 1,965,572 Share Price $1.42 Est. Cost/Share $1.48 Unrealized @ Report Date —

RITM NEW RESIDENTIAL INVT CORP 0.5%

Value $2.61M Shares 214,635 Share Price $12.16 Est. Cost/Share $15.15 Unrealized @ Report Date —

WTI W & T OFFSHORE INC 0.5%

Value $2.527M Shares 1,094,057 Share Price $2.31 * Est. Cost/Share $5.75 Unrealized @ Report Date -44.2%

LADR LADDER CAP CORP 0.5%

Value $2.502M Shares 201,475 Share Price $12.42 Est. Cost/Share $13.68 Unrealized @ Report Date —

PMT PENNYMAC MTG INVT TR 0.3%

Value $1.526M Shares 100,000 Share Price $15.26 Est. Cost/Share $21.05 Unrealized @ Report Date —

DAL DELTA AIR LINES INC DEL 0.0%

Value $88,000 Shares 1,733 Share Price $50.78 * Est. Cost/Share $43.67 Unrealized @ Report Date 0.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,500,000	$306M	56.6%	$203.87	—	—	Call	78462F103
SPY	SPDR S&P 500 ETF TR	500,000	$102M	18.9%	$203.87	—	—	Put	78462F103
—	CHENIERE ENERGY PTNRS LP HLD	2,411,186	$41.95M	7.8%	$17.40	$21.72	—	COM REP LLC IN	16411W108
—	CALPINE CORP	2,000,000	$28.94M	5.4%	$14.47	—	—	Put	131347304
—	CAESARS ACQUISITION CO	2,231,490	$15.2M	2.8%	$6.81	$8.96	—	CL A	12768T103
—	SPDR SERIES TRUST	500,000	$15.11M	2.8%	$30.22	—	—	Call	78464A730
NMIH	NMI HLDGS INC	1,643,417	$11.13M	2.1%	$6.77 *	$9.66	-24.0%	CL A	629209305
—	SPRINT CORP	1,440,300	$5.213M	1.0%	$3.62	—	—	Put	85207U105
—	CHIMERA INVT CORP	207,800	$2.834M	0.5%	$13.64	$13.55	—	COM NEW	16934Q208
—	CIVEO CORP CDA	1,965,572	$2.791M	0.5%	$1.42	$1.48	—	COM	17878Y108
RITM	NEW RESIDENTIAL INVT CORP	214,635	$2.61M	0.5%	$12.16	$15.15	—	COM NEW	64828T201
WTI	W & T OFFSHORE INC	1,094,057	$2.527M	0.5%	$2.31 *	$5.75	-44.2%	COM	92922P106
LADR	LADDER CAP CORP	201,475	$2.502M	0.5%	$12.42	$13.68	—	CL A	505743104
PMT	PENNYMAC MTG INVT TR	100,000	$1.526M	0.3%	$15.26	$21.05	—	COM	70931T103
DAL	DELTA AIR LINES INC DEL	1,733	$88,000	0.0%	$50.78 *	$43.67	0.0%	COM NEW	247361702