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 Share Price $197.02 Est. Cost/Share — Unrealized @ Report Date —

IWM ISHARES TR 15.1%

Value $109M Shares 1,000,000 Share Price $109.35 Est. Cost/Share — Unrealized @ Report Date —

— CHENIERE ENERGY PTNRS LP HLD 10.2%

Value $73.97M Shares 3,023,995 Share Price $24.46 Est. Cost/Share $21.72 Unrealized @ Report Date —

ALLY ALLY FINL INC 9.6%

Value $69.32M Shares 2,995,664 Share Price $23.14 * Est. Cost/Share $18.86 Unrealized @ Report Date -3.3%

MPC MARATHON PETE CORP 8.3%

Value $59.96M Shares 708,156 Share Price $84.67 * Est. Cost/Share $26.23 Unrealized @ Report Date +14.6%

GM GENERAL MTRS CO 7.9%

Value $56.85M Shares 1,780,000 Share Price $31.94 * Est. Cost/Share $26.04 Unrealized @ Report Date +1.8%

GM GENERAL MTRS CO 6.3%

Value $45.43M Shares 1,422,500 Share Price $31.94 * Est. Cost/Share $26.04 Unrealized @ Report Date +1.8%

— NATIONSTAR MTG HLDGS INC 3.2%

Value $22.8M Shares 665,757 Share Price $34.24 Est. Cost/Share $35.69 Unrealized @ Report Date —

AGO ASSURED GUARANTY LTD 3.0%

Value $21.51M Shares 970,796 Share Price $22.16 * Est. Cost/Share $17.63 Unrealized @ Report Date +8.5%

— CAESARS ACQUISITION CO 2.8%

Value $19.95M Shares 2,106,411 Share Price $9.47 Est. Cost/Share $9.77 Unrealized @ Report Date —

NMIH NMI HLDGS INC 2.5%

Value $18.09M Shares 2,091,159 Share Price $8.65 * Est. Cost/Share $9.76 Unrealized @ Report Date 0.0%

— DELEK US HLDGS INC 2.2%

Value $16.2M Shares 489,222 Share Price $33.12 Est. Cost/Share $28.89 Unrealized @ Report Date —

— ALPHA NATURAL RESOURCES INC 2.1%

Value $15.34M Shares 26,000,000 Share Price $0.59 Est. Cost/Share $0.63 Unrealized @ Report Date —

— CIT GROUP INC 1.1%

Value $7.987M Shares 173,799 Share Price $45.96 Est. Cost/Share $47.10 Unrealized @ Report Date —

— ALPHA NATURAL RESOURCES INC 1.0%

Value $7.038M Shares 10,000,000 Share Price $0.70 Est. Cost/Share $0.70 Unrealized @ Report Date —

DSX DIANA SHIPPING INC 1.0%

Value $6.865M Shares 768,200 Share Price $8.94 * Est. Cost/Share $6.70 Unrealized @ Report Date -10.8%

— MERITOR INC 0.9%

Value $6.502M Shares 599,286 Share Price $10.85 Est. Cost/Share $11.43 Unrealized @ Report Date —

— NEW RESIDENTIAL INVT CORP 0.9%

Value $6.477M Shares 1,110,944 Share Price $5.83 Est. Cost/Share $6.72 Unrealized @ Report Date —

NUE NUCOR CORP 0.8%

Value $5.427M Shares 100,000 Share Price $54.27 * Est. Cost/Share $38.64 Unrealized @ Report Date +3.6%

— FOREST OIL CORP 0.7%

Value $5.195M Shares 4,439,855 Share Price $1.17 Est. Cost/Share $1.98 Unrealized @ Report Date —

WTI W & T OFFSHORE INC 0.5%

Value $3.301M Shares 300,000 Share Price $11.00 * Est. Cost/Share $16.15 Unrealized @ Report Date -13.2%

EWZ ISHARES 0.3%

Value $2.172M Shares 50,000 Share Price $43.44 Est. Cost/Share $43.44 Unrealized @ Report Date —

PMT PENNYMAC MTG INVT TR 0.3%

Value $2.143M Shares 100,000 Share Price $21.43 Est. Cost/Share $21.05 Unrealized @ Report Date —

— QUICKSILVER RESOURCES INC 0.2%

Value $1.778M Shares 2,947,823 Share Price $0.60 Est. Cost/Share $1.56 Unrealized @ Report Date —

— CHIMERA INVT CORP 0.2%

Value $1.639M Shares 539,000 Share Price $3.04 Est. Cost/Share $3.00 Unrealized @ Report Date —

AVAL GRUPO AVAL ACCIONES Y VALORE 0.1%

Value $988K Shares 73,000 Share Price $13.53 Est. Cost/Share $13.53 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	689,400	$136M	18.8%	$197.02	—	—	Call	78462F103
IWM	ISHARES TR	1,000,000	$109M	15.1%	$109.35	—	—	Put	464287655
—	CHENIERE ENERGY PTNRS LP HLD	3,023,995	$73.97M	10.2%	$24.46	$21.72	—	COM REP LLC IN	16411W108
ALLY	ALLY FINL INC	2,995,664	$69.32M	9.6%	$23.14 *	$18.86	-3.3%	COM	02005N100
MPC	MARATHON PETE CORP	708,156	$59.96M	8.3%	$84.67 *	$26.23	+14.6%	COM	56585A102
GM	GENERAL MTRS CO	1,780,000	$56.85M	7.9%	$31.94 *	$26.04	+1.8%	COM	37045V100
GM	GENERAL MTRS CO	1,422,500	$45.43M	6.3%	$31.94 *	$26.04	+1.8%	Call	37045V100
—	NATIONSTAR MTG HLDGS INC	665,757	$22.8M	3.2%	$34.24	$35.69	—	COM	63861C109
AGO	ASSURED GUARANTY LTD	970,796	$21.51M	3.0%	$22.16 *	$17.63	+8.5%	COM	G0585R106
—	CAESARS ACQUISITION CO	2,106,411	$19.95M	2.8%	$9.47	$9.77	—	CL A	12768T103
NMIH	NMI HLDGS INC	2,091,159	$18.09M	2.5%	$8.65 *	$9.76	0.0%	CL A	629209305
—	DELEK US HLDGS INC	489,222	$16.2M	2.2%	$33.12	$28.89	—	COM	246647101
—	ALPHA NATURAL RESOURCES INC	26,000,000	$15.34M	2.1%	$0.59	$0.63	—	NOTE 4.875%12/1	02076XAF9
—	CIT GROUP INC	173,799	$7.987M	1.1%	$45.96	$47.10	—	COM NEW	125581801
—	ALPHA NATURAL RESOURCES INC	10,000,000	$7.038M	1.0%	$0.70	$0.70	—	NOTE 3.750%12/1	02076XAE2
DSX	DIANA SHIPPING INC	768,200	$6.865M	1.0%	$8.94 *	$6.70	-10.8%	COM	Y2066G104
—	MERITOR INC	599,286	$6.502M	0.9%	$10.85	$11.43	—	COM	59001K100
—	NEW RESIDENTIAL INVT CORP	1,110,944	$6.477M	0.9%	$5.83	$6.72	—	COM	64828T102
NUE	NUCOR CORP	100,000	$5.427M	0.8%	$54.27 *	$38.64	+3.6%	COM	670346105
—	FOREST OIL CORP	4,439,855	$5.195M	0.7%	$1.17	$1.98	—	COM PAR $0.01	346091705
WTI	W & T OFFSHORE INC	300,000	$3.301M	0.5%	$11.00 *	$16.15	-13.2%	COM	92922P106
EWZ	ISHARES	50,000	$2.172M	0.3%	$43.44	$43.44	—	MSCI BRZ CAP ETF	464286400
PMT	PENNYMAC MTG INVT TR	100,000	$2.143M	0.3%	$21.43	$21.05	—	COM	70931T103
—	QUICKSILVER RESOURCES INC	2,947,823	$1.778M	0.2%	$0.60	$1.56	—	COM	74837R104
—	CHIMERA INVT CORP	539,000	$1.639M	0.2%	$3.04	$3.00	—	COM	16934Q109
AVAL	GRUPO AVAL ACCIONES Y VALORE	73,000	$988K	0.1%	$13.53	$13.53	—	SPONSORED ADS	40053W101