MARATHON ASSET MANAGEMENT LP Hedge Fund

CIK: 0001279913 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 13, 2013

Total Value ($000): $1,609,028 (100.0% shares, 0.0% debt)

Holdings (25)

SPY SPDR S&P 500 ETF TR 61.1%

Value ($000) $982,858 Shares 5,850,000 Est. Cost — Unrealized —

XLF SELECT SECTOR SPDR TR 12.4%

Value ($000) $199,049 Shares 10,000,000 Est. Cost $20.00 Unrealized —

FXI ISHARES 3.5%

Value ($000) $55,619 Shares 1,500,000 Est. Cost — Unrealized —

MBI MBIA INC 3.1%

Value ($000) $50,217 Shares 4,908,842 Est. Cost $5.48 Unrealized +0.2%

LNG CHENIERE ENERGY INC 2.8%

Value ($000) $45,015 Shares 1,318,538 Est. Cost $28.08 Unrealized +5.7%

GM GENERAL MTRS CO 2.7%

Value ($000) $43,164 Shares 1,200,000 Est. Cost $25.18 Unrealized +6.2%

— CIT GROUP INC 2.5%

Value ($000) $39,633 Shares 812,652 Est. Cost $46.63 Unrealized —

OSG AMBAC FINL GROUP INC 2.0%

Value ($000) $32,431 Shares 1,787,895 Est. Cost $23.90 Unrealized -4.7%

— LUXFER HLDGS PLC 2.0%

Value ($000) $31,771 Shares 2,137,842 Est. Cost $14.86 Unrealized —

— HERTZ GLOBAL HOLDINGS INC 1.8%

Value ($000) $28,807 Shares 1,300,000 Est. Cost $23.68 Unrealized —

MPC MARATHON PETE CORP 1.2%

Value ($000) $19,294 Shares 300,000 Est. Cost $24.39 Unrealized 0.0%

F FORD MTR CO DEL 1.0%

Value ($000) $16,870 Shares 1,000,000 Est. Cost $7.61 Unrealized +18.6%

— AMERICAN CAP LTD 0.9%

Value ($000) $14,177 Shares 1,030,991 Est. Cost $12.67 Unrealized —

F FORD MTR CO DEL 0.8%

Value ($000) $12,651 Shares 750,000 Est. Cost $7.61 Unrealized +18.6%

BCS BARCLAYS PLC 0.5%

Value ($000) $8,520 Shares 500,000 Est. Cost $17.04 Unrealized —

GM GENERAL MTRS CO 0.4%

Value ($000) $7,194 Shares 200,000 Est. Cost $25.18 Unrealized +6.2%

— NEW RESIDENTIAL INVT CORP 0.4%

Value ($000) $6,361 Shares 960,944 Est. Cost $6.73 Unrealized —

— CHIMERA INVT CORP 0.3%

Value ($000) $4,797 Shares 1,578,000 Est. Cost $3.00 Unrealized —

PMT PENNYMAC MTG INVT TR 0.2%

Value ($000) $3,402 Shares 150,000 Est. Cost $21.05 Unrealized —

— QUICKSILVER RESOURCES INC 0.2%

Value ($000) $3,020 Shares 1,533,256 Est. Cost $1.88 Unrealized —

SMFG SUMITOMO MITSUI FINL GROUP I 0.1%

Value ($000) $2,279 Shares 234,259 Est. Cost $9.22 Unrealized —

— DYNEGY INC NEW DEL 0.1%

Value ($000) $1,290 Shares 955,812 Est. Cost $1.85 Unrealized —

— NATIONSTAR MTG HLDGS INC 0.0%

Value ($000) $337 Shares 6,000 Est. Cost $37.44 Unrealized —

— ALTISOURCE RESIDENTIAL CORP 0.0%

Value ($000) $266 Shares 11,556 Est. Cost $16.61 Unrealized —

XLF SELECT SECTOR SPDR TR 0.0%

Value ($000) $6 Shares 300 Est. Cost $20.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	5,850,000	$982,858	61.1%	—	—	Call	78462F103
XLF	SELECT SECTOR SPDR TR	10,000,000	$199,049	12.4%	$20.00	—	Call	81369Y605
FXI	ISHARES	1,500,000	$55,619	3.5%	—	—	Call	464287184
MBI	MBIA INC	4,908,842	$50,217	3.1%	$5.48	+0.2%	COM	55262C100
LNG	CHENIERE ENERGY INC	1,318,538	$45,015	2.8%	$28.08	+5.7%	COM NEW	16411R208
GM	GENERAL MTRS CO	1,200,000	$43,164	2.7%	$25.18	+6.2%	COM	37045V100
—	CIT GROUP INC	812,652	$39,633	2.5%	$46.63	—	COM NEW	125581801
OSG	AMBAC FINL GROUP INC	1,787,895	$32,431	2.0%	$23.90	-4.7%	COM NEW	023139884
—	LUXFER HLDGS PLC	2,137,842	$31,771	2.0%	$14.86	—	SPONSORED ADR	550678106
—	HERTZ GLOBAL HOLDINGS INC	1,300,000	$28,807	1.8%	$23.68	—	COM	42805T105
MPC	MARATHON PETE CORP	300,000	$19,294	1.2%	$24.39	0.0%	COM	56585A102
F	FORD MTR CO DEL	1,000,000	$16,870	1.0%	$7.61	+18.6%	Call	345370860
—	AMERICAN CAP LTD	1,030,991	$14,177	0.9%	$12.67	—	COM	02503Y103
F	FORD MTR CO DEL	750,000	$12,651	0.8%	$7.61	+18.6%	COM PAR $0.01	345370860
BCS	BARCLAYS PLC	500,000	$8,520	0.5%	$17.04	—	ADR	06738E204
GM	GENERAL MTRS CO	200,000	$7,194	0.4%	$25.18	+6.2%	Call	37045V100
—	NEW RESIDENTIAL INVT CORP	960,944	$6,361	0.4%	$6.73	—	COM	64828T102
—	CHIMERA INVT CORP	1,578,000	$4,797	0.3%	$3.00	—	COM	16934Q109
PMT	PENNYMAC MTG INVT TR	150,000	$3,402	0.2%	$21.05	—	COM	70931T103
—	QUICKSILVER RESOURCES INC	1,533,256	$3,020	0.2%	$1.88	—	COM	74837R104
SMFG	SUMITOMO MITSUI FINL GROUP I	234,259	$2,279	0.1%	$9.22	—	SPONSORED ADR	86562M209
—	DYNEGY INC NEW DEL	955,812	$1,290	0.1%	$1.85	—	*W EXP 99/99/999	26817R116
—	NATIONSTAR MTG HLDGS INC	6,000	$337	0.0%	$37.44	—	COM	63861C109
—	ALTISOURCE RESIDENTIAL CORP	11,556	$266	0.0%	$16.61	—	CL B	02153W100
XLF	SELECT SECTOR SPDR TR	300	$6	0.0%	$20.00	—	SBI INT-FINL	81369Y605