MARATHON ASSET MANAGEMENT LP Hedge Fund

Location: New York, NY

CIK: 0001279913 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 13, 2013

Total Value: $1.609B (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TR 61.1%

Value $983M Shares 5,850,000 Share Price $168.01 Est. Cost/Share — Unrealized @ Report Date —

XLF SELECT SECTOR SPDR TR 12.4%

Value $199M Shares 10,000,000 Share Price $19.90 Est. Cost/Share $20.00 Unrealized @ Report Date —

FXI ISHARES 3.5%

Value $55.62M Shares 1,500,000 Share Price $37.08 Est. Cost/Share — Unrealized @ Report Date —

MBI MBIA INC 3.1%

Value $50.22M Shares 4,908,842 Share Price $10.23 * Est. Cost/Share $5.48 Unrealized @ Report Date +0.2%

LNG CHENIERE ENERGY INC 2.8%

Value $45.02M Shares 1,318,538 Share Price $34.14 * Est. Cost/Share $28.08 Unrealized @ Report Date +5.7%

GM GENERAL MTRS CO 2.7%

Value $43.16M Shares 1,200,000 Share Price $35.97 * Est. Cost/Share $25.18 Unrealized @ Report Date +6.2%

— CIT GROUP INC 2.5%

Value $39.63M Shares 812,652 Share Price $48.77 Est. Cost/Share $46.63 Unrealized @ Report Date —

OSG AMBAC FINL GROUP INC 2.0%

Value $32.43M Shares 1,787,895 Share Price $18.14 * Est. Cost/Share $23.90 Unrealized @ Report Date -4.7%

— LUXFER HLDGS PLC 2.0%

Value $31.77M Shares 2,137,842 Share Price $14.86 Est. Cost/Share $14.86 Unrealized @ Report Date —

— HERTZ GLOBAL HOLDINGS INC 1.8%

Value $28.81M Shares 1,300,000 Share Price $22.16 Est. Cost/Share $23.68 Unrealized @ Report Date —

MPC MARATHON PETE CORP 1.2%

Value $19.29M Shares 300,000 Share Price $64.31 * Est. Cost/Share $24.39 Unrealized @ Report Date 0.0%

F FORD MTR CO DEL 1.0%

Value $16.87M Shares 1,000,000 Share Price $16.87 * Est. Cost/Share $7.61 Unrealized @ Report Date +18.6%

— AMERICAN CAP LTD 0.9%

Value $14.18M Shares 1,030,991 Share Price $13.75 Est. Cost/Share $12.67 Unrealized @ Report Date —

F FORD MTR CO DEL 0.8%

Value $12.65M Shares 750,000 Share Price $16.87 * Est. Cost/Share $7.61 Unrealized @ Report Date +18.6%

BCS BARCLAYS PLC 0.5%

Value $8.52M Shares 500,000 Share Price $17.04 Est. Cost/Share $17.04 Unrealized @ Report Date —

GM GENERAL MTRS CO 0.4%

Value $7.194M Shares 200,000 Share Price $35.97 * Est. Cost/Share $25.18 Unrealized @ Report Date +6.2%

— NEW RESIDENTIAL INVT CORP 0.4%

Value $6.361M Shares 960,944 Share Price $6.62 Est. Cost/Share $6.73 Unrealized @ Report Date —

— CHIMERA INVT CORP 0.3%

Value $4.797M Shares 1,578,000 Share Price $3.04 Est. Cost/Share $3.00 Unrealized @ Report Date —

PMT PENNYMAC MTG INVT TR 0.2%

Value $3.402M Shares 150,000 Share Price $22.68 Est. Cost/Share $21.05 Unrealized @ Report Date —

— QUICKSILVER RESOURCES INC 0.2%

Value $3.02M Shares 1,533,256 Share Price $1.97 Est. Cost/Share $1.88 Unrealized @ Report Date —

SMFG SUMITOMO MITSUI FINL GROUP I 0.1%

Value $2.279M Shares 234,259 Share Price $9.73 Est. Cost/Share $9.22 Unrealized @ Report Date —

— DYNEGY INC NEW DEL 0.1%

Value $1.29M Shares 955,812 Share Price $1.35 Est. Cost/Share $1.85 Unrealized @ Report Date —

— NATIONSTAR MTG HLDGS INC 0.0%

Value $337K Shares 6,000 Share Price $56.17 Est. Cost/Share $37.44 Unrealized @ Report Date —

— ALTISOURCE RESIDENTIAL CORP 0.0%

Value $266K Shares 11,556 Share Price $23.02 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	5,850,000	$983M	61.1%	$168.01	—	—	Call	78462F103
XLF	SELECT SECTOR SPDR TR	10,000,000	$199M	12.4%	$19.90	$20.00	—	Call	81369Y605
FXI	ISHARES	1,500,000	$55.62M	3.5%	$37.08	—	—	Call	464287184
MBI	MBIA INC	4,908,842	$50.22M	3.1%	$10.23 *	$5.48	+0.2%	COM	55262C100
LNG	CHENIERE ENERGY INC	1,318,538	$45.02M	2.8%	$34.14 *	$28.08	+5.7%	COM NEW	16411R208
GM	GENERAL MTRS CO	1,200,000	$43.16M	2.7%	$35.97 *	$25.18	+6.2%	COM	37045V100
—	CIT GROUP INC	812,652	$39.63M	2.5%	$48.77	$46.63	—	COM NEW	125581801
OSG	AMBAC FINL GROUP INC	1,787,895	$32.43M	2.0%	$18.14 *	$23.90	-4.7%	COM NEW	023139884
—	LUXFER HLDGS PLC	2,137,842	$31.77M	2.0%	$14.86	$14.86	—	SPONSORED ADR	550678106
—	HERTZ GLOBAL HOLDINGS INC	1,300,000	$28.81M	1.8%	$22.16	$23.68	—	COM	42805T105
MPC	MARATHON PETE CORP	300,000	$19.29M	1.2%	$64.31 *	$24.39	0.0%	COM	56585A102
F	FORD MTR CO DEL	1,000,000	$16.87M	1.0%	$16.87 *	$7.61	+18.6%	Call	345370860
—	AMERICAN CAP LTD	1,030,991	$14.18M	0.9%	$13.75	$12.67	—	COM	02503Y103
F	FORD MTR CO DEL	750,000	$12.65M	0.8%	$16.87 *	$7.61	+18.6%	COM PAR $0.01	345370860
BCS	BARCLAYS PLC	500,000	$8.52M	0.5%	$17.04	$17.04	—	ADR	06738E204
GM	GENERAL MTRS CO	200,000	$7.194M	0.4%	$35.97 *	$25.18	+6.2%	Call	37045V100
—	NEW RESIDENTIAL INVT CORP	960,944	$6.361M	0.4%	$6.62	$6.73	—	COM	64828T102
—	CHIMERA INVT CORP	1,578,000	$4.797M	0.3%	$3.04	$3.00	—	COM	16934Q109
PMT	PENNYMAC MTG INVT TR	150,000	$3.402M	0.2%	$22.68	$21.05	—	COM	70931T103
—	QUICKSILVER RESOURCES INC	1,533,256	$3.02M	0.2%	$1.97	$1.88	—	COM	74837R104
SMFG	SUMITOMO MITSUI FINL GROUP I	234,259	$2.279M	0.1%	$9.73	$9.22	—	SPONSORED ADR	86562M209
—	DYNEGY INC NEW DEL	955,812	$1.29M	0.1%	$1.35	$1.85	—	*W EXP 99/99/999	26817R116
—	NATIONSTAR MTG HLDGS INC	6,000	$337K	0.0%	$56.17	$37.44	—	COM	63861C109
—	ALTISOURCE RESIDENTIAL CORP	11,556	$266K	0.0%	$23.02	$16.61	—	CL B	02153W100
XLF	SELECT SECTOR SPDR TR	300	$6,000	0.0%	$20.00	$20.00	—	SBI INT-FINL	81369Y605