MARATHON ASSET MANAGEMENT LP Hedge Fund

Location: New York, NY

CIK: 0001279913 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value: $722M (99.0% shares, 1.0% debt)

Holdings (26)

SPY SPDR S&P 500 ETF TR 18.8%

Value $136M Shares 689,400 Est. Cost — Unrealized —

IWM ISHARES TR 15.1%

Value $109M Shares 1,000,000 Est. Cost — Unrealized —

— CHENIERE ENERGY PTNRS LP HLD 10.2%

Value $73.97M Shares 3,023,995 Est. Cost $21.72 Unrealized —

ALLY ALLY FINL INC 9.6%

Value $69.32M Shares 2,995,664 Est. Cost $18.86 Unrealized -3.3%

MPC MARATHON PETE CORP 8.3%

Value $59.96M Shares 708,156 Est. Cost $26.23 Unrealized +14.6%

GM GENERAL MTRS CO 7.9%

Value $56.85M Shares 1,780,000 Est. Cost $26.04 Unrealized +1.8%

GM GENERAL MTRS CO 6.3%

Value $45.43M Shares 1,422,500 Est. Cost $26.04 Unrealized +1.8%

— NATIONSTAR MTG HLDGS INC 3.2%

Value $22.8M Shares 665,757 Est. Cost $35.69 Unrealized —

AGO ASSURED GUARANTY LTD 3.0%

Value $21.51M Shares 970,796 Est. Cost $17.63 Unrealized +8.5%

— CAESARS ACQUISITION CO 2.8%

Value $19.95M Shares 2,106,411 Est. Cost $9.77 Unrealized —

NMIH NMI HLDGS INC 2.5%

Value $18.09M Shares 2,091,159 Est. Cost $9.76 Unrealized 0.0%

— DELEK US HLDGS INC 2.2%

Value $16.2M Shares 489,222 Est. Cost $28.89 Unrealized —

— ALPHA NATURAL RESOURCES INC 2.1%

Value $15.34M Shares 26,000,000 Est. Cost $0.63 Unrealized —

— CIT GROUP INC 1.1%

Value $7.987M Shares 173,799 Est. Cost $47.10 Unrealized —

— ALPHA NATURAL RESOURCES INC 1.0%

Value $7.038M Shares 10,000,000 Est. Cost $0.70 Unrealized —

DSX DIANA SHIPPING INC 1.0%

Value $6.865M Shares 768,200 Est. Cost $6.70 Unrealized -10.8%

— MERITOR INC 0.9%

Value $6.502M Shares 599,286 Est. Cost $11.43 Unrealized —

— NEW RESIDENTIAL INVT CORP 0.9%

Value $6.477M Shares 1,110,944 Est. Cost $6.72 Unrealized —

NUE NUCOR CORP 0.8%

Value $5.427M Shares 100,000 Est. Cost $38.64 Unrealized +3.6%

— FOREST OIL CORP 0.7%

Value $5.195M Shares 4,439,855 Est. Cost $1.98 Unrealized —

WTI W & T OFFSHORE INC 0.5%

Value $3.301M Shares 300,000 Est. Cost $16.15 Unrealized -13.2%

EWZ ISHARES 0.3%

Value $2.172M Shares 50,000 Est. Cost $43.44 Unrealized —

PMT PENNYMAC MTG INVT TR 0.3%

Value $2.143M Shares 100,000 Est. Cost $21.05 Unrealized —

— QUICKSILVER RESOURCES INC 0.2%

Value $1.778M Shares 2,947,823 Est. Cost $1.56 Unrealized —

— CHIMERA INVT CORP 0.2%

Value $1.639M Shares 539,000 Est. Cost $3.00 Unrealized —

AVAL GRUPO AVAL ACCIONES Y VALORE 0.1%

Value $988K Shares 73,000 Est. Cost $13.53 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	689,400	$136M	18.8%	—	—	Call	78462F103
IWM	ISHARES TR	1,000,000	$109M	15.1%	—	—	Put	464287655
—	CHENIERE ENERGY PTNRS LP HLD	3,023,995	$73.97M	10.2%	$21.72	—	COM REP LLC IN	16411W108
ALLY	ALLY FINL INC	2,995,664	$69.32M	9.6%	$18.86	-3.3%	COM	02005N100
MPC	MARATHON PETE CORP	708,156	$59.96M	8.3%	$26.23	+14.6%	COM	56585A102
GM	GENERAL MTRS CO	1,780,000	$56.85M	7.9%	$26.04	+1.8%	COM	37045V100
GM	GENERAL MTRS CO	1,422,500	$45.43M	6.3%	$26.04	+1.8%	Call	37045V100
—	NATIONSTAR MTG HLDGS INC	665,757	$22.8M	3.2%	$35.69	—	COM	63861C109
AGO	ASSURED GUARANTY LTD	970,796	$21.51M	3.0%	$17.63	+8.5%	COM	G0585R106
—	CAESARS ACQUISITION CO	2,106,411	$19.95M	2.8%	$9.77	—	CL A	12768T103
NMIH	NMI HLDGS INC	2,091,159	$18.09M	2.5%	$9.76	0.0%	CL A	629209305
—	DELEK US HLDGS INC	489,222	$16.2M	2.2%	$28.89	—	COM	246647101
—	ALPHA NATURAL RESOURCES INC	26,000,000	$15.34M	2.1%	$0.63	—	NOTE 4.875%12/1	02076XAF9
—	CIT GROUP INC	173,799	$7.987M	1.1%	$47.10	—	COM NEW	125581801
—	ALPHA NATURAL RESOURCES INC	10,000,000	$7.038M	1.0%	$0.70	—	NOTE 3.750%12/1	02076XAE2
DSX	DIANA SHIPPING INC	768,200	$6.865M	1.0%	$6.70	-10.8%	COM	Y2066G104
—	MERITOR INC	599,286	$6.502M	0.9%	$11.43	—	COM	59001K100
—	NEW RESIDENTIAL INVT CORP	1,110,944	$6.477M	0.9%	$6.72	—	COM	64828T102
NUE	NUCOR CORP	100,000	$5.427M	0.8%	$38.64	+3.6%	COM	670346105
—	FOREST OIL CORP	4,439,855	$5.195M	0.7%	$1.98	—	COM PAR $0.01	346091705
WTI	W & T OFFSHORE INC	300,000	$3.301M	0.5%	$16.15	-13.2%	COM	92922P106
EWZ	ISHARES	50,000	$2.172M	0.3%	$43.44	—	MSCI BRZ CAP ETF	464286400
PMT	PENNYMAC MTG INVT TR	100,000	$2.143M	0.3%	$21.05	—	COM	70931T103
—	QUICKSILVER RESOURCES INC	2,947,823	$1.778M	0.2%	$1.56	—	COM	74837R104
—	CHIMERA INVT CORP	539,000	$1.639M	0.2%	$3.00	—	COM	16934Q109
AVAL	GRUPO AVAL ACCIONES Y VALORE	73,000	$988K	0.1%	$13.53	—	SPONSORED ADS	40053W101