MARATHON ASSET MANAGEMENT LP Hedge Fund

Location: New York, NY

CIK: 0001279913 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 13, 2015

Total Value: $1.304B (98.5% shares, 1.5% debt)

Holdings (21)

SPY SPDR S&P 500 ETF TR 70.9%

Value $925M Shares 4,500,000 Share Price $205.54 Est. Cost/Share — Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 7.9%

Value $103M Shares 500,000 Share Price $205.54 Est. Cost/Share — Unrealized @ Report Date —

— CHENIERE ENERGY PTNRS LP HLD 4.4%

Value $56.97M Shares 2,528,700 Share Price $22.53 Est. Cost/Share $21.72 Unrealized @ Report Date —

GM GENERAL MTRS CO 3.5%

Value $45.14M Shares 1,293,000 Share Price $34.91 * Est. Cost/Share $26.04 Unrealized @ Report Date -5.9%

GM GENERAL MTRS CO 2.5%

Value $31.99M Shares 916,317 Share Price $34.91 * Est. Cost/Share $26.04 Unrealized @ Report Date -5.9%

ALLY ALLY FINL INC 1.6%

Value $21.25M Shares 899,418 Share Price $23.62 * Est. Cost/Share $18.86 Unrealized @ Report Date -8.4%

— NEWFIELD EXPL CO 1.6%

Value $20.34M Shares 750,000 Share Price $27.12 Est. Cost/Share $27.12 Unrealized @ Report Date —

— WHITING PETE CORP NEW 1.5%

Value $19.8M Shares 600,000 Share Price $33.00 Est. Cost/Share $33.00 Unrealized @ Report Date —

— CAESARS ACQUISITION CO 1.3%

Value $17.36M Shares 1,683,673 Share Price $10.31 Est. Cost/Share $9.77 Unrealized @ Report Date —

NMIH NMI HLDGS INC 1.2%

Value $15.53M Shares 1,701,291 Share Price $9.13 * Est. Cost/Share $9.76 Unrealized @ Report Date -9.2%

TECK TECK RESOURCES LTD 0.9%

Value $11.32M Shares 830,000 Share Price $13.64 Est. Cost/Share — Unrealized @ Report Date —

— ALPHA NATURAL RESOURCES INC 0.8%

Value $10.91M Shares 29,500,000 Share Price $0.37 Est. Cost/Share $0.60 Unrealized @ Report Date —

— ALPHA NATURAL RESOURCES INC 0.7%

Value $8.771M Shares 17,900,000 Share Price $0.49 Est. Cost/Share $0.61 Unrealized @ Report Date —

YPF YPF SOCIEDAD ANONIMA 0.3%

Value $3.971M Shares 150,000 Share Price $26.47 Est. Cost/Share $26.47 Unrealized @ Report Date —

— CAESARS ENTMT CORP 0.3%

Value $3.78M Shares 280,000 Share Price $13.50 Est. Cost/Share $13.50 Unrealized @ Report Date —

— MARKET VECTORS ETF TR 0.2%

Value $2.926M Shares 200,000 Share Price $14.63 Est. Cost/Share $14.63 Unrealized @ Report Date —

PMT PENNYMAC MTG INVT TR 0.2%

Value $2.11M Shares 100,000 Share Price $21.10 Est. Cost/Share $21.05 Unrealized @ Report Date —

— CHIMERA INVT CORP 0.1%

Value $1.714M Shares 539,000 Share Price $3.18 Est. Cost/Share $3.00 Unrealized @ Report Date —

PBR PETROLEO BRASILEIRO SA PETRO 0.1%

Value $1.46M Shares 200,000 Share Price $7.30 Est. Cost/Share $7.30 Unrealized @ Report Date —

— MIDSTATES PETE CO INC 0.0%

Value $612K Shares 413,358 Share Price $1.48 Est. Cost/Share $1.48 Unrealized @ Report Date —

— QUICKSILVER RESOURCES INC 0.0%

Value $461K Shares 2,322,381 Share Price $0.20 Est. Cost/Share $1.56 Unrealized @ Report Date —

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	4,500,000	$925M	70.9%	$205.54	—	—	Put	78462F103
SPY	SPDR S&P 500 ETF TR	500,000	$103M	7.9%	$205.54	—	—	Call	78462F103
—	CHENIERE ENERGY PTNRS LP HLD	2,528,700	$56.97M	4.4%	$22.53	$21.72	—	COM REP LLC IN	16411W108
GM	GENERAL MTRS CO	1,293,000	$45.14M	3.5%	$34.91 *	$26.04	-5.9%	Call	37045V100
GM	GENERAL MTRS CO	916,317	$31.99M	2.5%	$34.91 *	$26.04	-5.9%	COM	37045V100
ALLY	ALLY FINL INC	899,418	$21.25M	1.6%	$23.62 *	$18.86	-8.4%	COM	02005N100
—	NEWFIELD EXPL CO	750,000	$20.34M	1.6%	$27.12	$27.12	—	COM	651290108
—	WHITING PETE CORP NEW	600,000	$19.8M	1.5%	$33.00	$33.00	—	COM	966387102
—	CAESARS ACQUISITION CO	1,683,673	$17.36M	1.3%	$10.31	$9.77	—	CL A	12768T103
NMIH	NMI HLDGS INC	1,701,291	$15.53M	1.2%	$9.13 *	$9.76	-9.2%	CL A	629209305
TECK	TECK RESOURCES LTD	830,000	$11.32M	0.9%	$13.64	—	—	Put	878742204
—	ALPHA NATURAL RESOURCES INC	29,500,000	$10.91M	0.8%	$0.37	$0.60	—	NOTE 4.875%12/1	02076XAF9
—	ALPHA NATURAL RESOURCES INC	17,900,000	$8.771M	0.7%	$0.49	$0.61	—	NOTE 3.750%12/1	02076XAE2
YPF	YPF SOCIEDAD ANONIMA	150,000	$3.971M	0.3%	$26.47	$26.47	—	SPON ADR CL D	984245100
—	CAESARS ENTMT CORP	280,000	$3.78M	0.3%	$13.50	$13.50	—	COM	127686103
—	MARKET VECTORS ETF TR	200,000	$2.926M	0.2%	$14.63	$14.63	—	RUSSIA ETF	57060U506
PMT	PENNYMAC MTG INVT TR	100,000	$2.11M	0.2%	$21.10	$21.05	—	COM	70931T103
—	CHIMERA INVT CORP	539,000	$1.714M	0.1%	$3.18	$3.00	—	COM	16934Q109
PBR	PETROLEO BRASILEIRO SA PETRO	200,000	$1.46M	0.1%	$7.30	$7.30	—	SPONSORED ADR	71654V408
—	MIDSTATES PETE CO INC	413,358	$612K	0.0%	$1.48	$1.48	—	COM	59804T100
—	QUICKSILVER RESOURCES INC	2,322,381	$461K	0.0%	$0.20	$1.56	—	COM	74837R104