MARATHON ASSET MANAGEMENT LP Hedge Fund

Location: New York, NY

CIK: 0001279913 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 13, 2013

Total Value: $623M (100.0% shares, 0.0% debt)

Holdings (27)

SPY SPDR S&P 500 ETF TR 25.7%

Value $160M Shares 1,000,000 Share Price $160.42 Est. Cost/Share — Unrealized @ Report Date —

LNG CHENIERE ENERGY INC 8.5%

Value $52.89M Shares 1,905,158 Share Price $27.76 Est. Cost/Share $28.08 Unrealized @ Report Date 0.0%

MBI MBIA INC 8.4%

Value $52.07M Shares 3,909,039 Share Price $13.32 * Est. Cost/Share $5.48 Unrealized @ Report Date 0.0%

— CIT GROUP INC 6.9%

Value $42.73M Shares 916,247 Share Price $46.63 Est. Cost/Share $46.63 Unrealized @ Report Date —

SSO PROSHARES TR 6.2%

Value $38.37M Shares 500,000 Share Price $76.73 Est. Cost/Share — Unrealized @ Report Date —

— NATIONSTAR MTG HLDGS INC 5.6%

Value $34.85M Shares 930,900 Share Price $37.44 Est. Cost/Share $37.44 Unrealized @ Report Date —

OSG AMBAC FINL GROUP INC 5.3%

Value $32.8M Shares 1,376,402 Share Price $23.83 Est. Cost/Share $24.24 Unrealized @ Report Date 0.0%

BAC BANK OF AMERICA CORPORATION 4.5%

Value $28.29M Shares 2,200,000 Share Price $12.86 Est. Cost/Share — Unrealized @ Report Date —

— AMERICAN CAPITAL AGENCY CORP 3.7%

Value $23.01M Shares 1,000,000 Share Price $23.01 Est. Cost/Share — Unrealized @ Report Date —

GM GENERAL MTRS CO 3.2%

Value $19.98M Shares 600,000 Share Price $33.31 * Est. Cost/Share $23.62 Unrealized @ Report Date 0.0%

— HERTZ GLOBAL HOLDINGS INC 3.0%

Value $18.6M Shares 750,000 Share Price $24.80 Est. Cost/Share $24.80 Unrealized @ Report Date —

F FORD MTR CO DEL 3.0%

Value $18.56M Shares 1,200,000 Share Price $15.47 * Est. Cost/Share $7.61 Unrealized @ Report Date 0.0%

F FORD MTR CO DEL 2.5%

Value $15.47M Shares 1,000,000 Share Price $15.47 * Est. Cost/Share $7.61 Unrealized @ Report Date 0.0%

SMFG SUMITOMO MITSUI FINL GROUP I 2.1%

Value $13.18M Shares 1,429,859 Share Price $9.22 Est. Cost/Share $9.22 Unrealized @ Report Date —

— AMERICAN CAP LTD 2.1%

Value $13.06M Shares 1,030,991 Share Price $12.67 Est. Cost/Share $12.67 Unrealized @ Report Date —

LUV SOUTHWEST AIRLS CO 2.1%

Value $12.89M Shares 1,000,000 Share Price $12.89 * Est. Cost/Share $11.86 Unrealized @ Report Date 0.0%

— CREDIT SUISSE GROUP 1.8%

Value $11.11M Shares 420,000 Share Price $26.46 Est. Cost/Share $26.46 Unrealized @ Report Date —

— NATIONSTAR MTG HLDGS INC 1.6%

Value $10.17M Shares 271,600 Share Price $37.44 Est. Cost/Share $37.44 Unrealized @ Report Date —

— DELL INC 1.2%

Value $7.203M Shares 540,600 Share Price $13.32 Est. Cost/Share — Unrealized @ Report Date —

— NEW RESIDENTIAL INVT CORP 0.9%

Value $5.803M Shares 860,944 Share Price $6.74 Est. Cost/Share $6.74 Unrealized @ Report Date —

— CHIMERA INVT CORP 0.8%

Value $4.734M Shares 1,578,000 Share Price $3.00 Est. Cost/Share $3.00 Unrealized @ Report Date —

PMT PENNYMAC MTG INVT TR 0.5%

Value $3.158M Shares 150,000 Share Price $21.05 Est. Cost/Share $21.05 Unrealized @ Report Date —

— DYNEGY INC NEW DEL 0.3%

Value $1.769M Shares 955,812 Share Price $1.85 Est. Cost/Share $1.85 Unrealized @ Report Date —

— YAHOO INC 0.2%

Value $1.005M Shares 40,000 Share Price $25.13 Est. Cost/Share $25.13 Unrealized @ Report Date —

— QUICKSILVER RESOURCES INC 0.1%

Value $822K Shares 489,163 Share Price $1.68 Est. Cost/Share $1.68 Unrealized @ Report Date —

— ALTISOURCE RESIDENTIAL CORP 0.0%

Value $192K Shares 11,556 Share Price $16.61 Est. Cost/Share $16.61 Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 0.0%

Value $6,000 Shares 300 Share Price $20.00 Est. Cost/Share $20.00 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	1,000,000	$160M	25.7%	$160.42	—	—	Put	78462F103
LNG	CHENIERE ENERGY INC	1,905,158	$52.89M	8.5%	$27.76	$28.08	0.0%	COM NEW	16411R208
MBI	MBIA INC	3,909,039	$52.07M	8.4%	$13.32 *	$5.48	0.0%	COM	55262C100
—	CIT GROUP INC	916,247	$42.73M	6.9%	$46.63	$46.63	—	COM NEW	125581801
SSO	PROSHARES TR	500,000	$38.37M	6.2%	$76.73	—	—	Put	74347R107
—	NATIONSTAR MTG HLDGS INC	930,900	$34.85M	5.6%	$37.44	$37.44	—	Call	63861C109
OSG	AMBAC FINL GROUP INC	1,376,402	$32.8M	5.3%	$23.83	$24.24	0.0%	COM NEW	023139884
BAC	BANK OF AMERICA CORPORATION	2,200,000	$28.29M	4.5%	$12.86	—	—	Call	060505104
—	AMERICAN CAPITAL AGENCY CORP	1,000,000	$23.01M	3.7%	$23.01	—	—	Call	02503X105
GM	GENERAL MTRS CO	600,000	$19.98M	3.2%	$33.31 *	$23.62	0.0%	COM	37045V100
—	HERTZ GLOBAL HOLDINGS INC	750,000	$18.6M	3.0%	$24.80	$24.80	—	COM	42805T105
F	FORD MTR CO DEL	1,200,000	$18.56M	3.0%	$15.47 *	$7.61	0.0%	COM PAR $0.01	345370860
F	FORD MTR CO DEL	1,000,000	$15.47M	2.5%	$15.47 *	$7.61	0.0%	Call	345370860
SMFG	SUMITOMO MITSUI FINL GROUP I	1,429,859	$13.18M	2.1%	$9.22	$9.22	—	SPONSORED ADR	86562M209
—	AMERICAN CAP LTD	1,030,991	$13.06M	2.1%	$12.67	$12.67	—	COM	02503Y103
LUV	SOUTHWEST AIRLS CO	1,000,000	$12.89M	2.1%	$12.89 *	$11.86	0.0%	COM	844741108
—	CREDIT SUISSE GROUP	420,000	$11.11M	1.8%	$26.46	$26.46	—	SPONSORED ADR	225401108
—	NATIONSTAR MTG HLDGS INC	271,600	$10.17M	1.6%	$37.44	$37.44	—	COM	63861C109
—	DELL INC	540,600	$7.203M	1.2%	$13.32	—	—	Call	24702R101
—	NEW RESIDENTIAL INVT CORP	860,944	$5.803M	0.9%	$6.74	$6.74	—	COM	64828T102
—	CHIMERA INVT CORP	1,578,000	$4.734M	0.8%	$3.00	$3.00	—	COM	16934Q109
PMT	PENNYMAC MTG INVT TR	150,000	$3.158M	0.5%	$21.05	$21.05	—	COM	70931T103
—	DYNEGY INC NEW DEL	955,812	$1.769M	0.3%	$1.85	$1.85	—	*W EXP 99/99/999	26817R116
—	YAHOO INC	40,000	$1.005M	0.2%	$25.13	$25.13	—	COM	984332106
—	QUICKSILVER RESOURCES INC	489,163	$822K	0.1%	$1.68	$1.68	—	COM	74837R104
—	ALTISOURCE RESIDENTIAL CORP	11,556	$192K	0.0%	$16.61	$16.61	—	CL B	02153W100
XLF	SELECT SECTOR SPDR TR	300	$6,000	0.0%	$20.00	$20.00	—	SBI INT-FINL	81369Y605