Marathon Trading Investment Management LLC Q1 2016 Filing

Filed May 13, 2016

Portfolio Value

$531.2M

Holdings

141

Report Date

Q1 2016

Filing Type

13F-HR

All Holdings (141 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	545,100	$59.4M	11.18%	Call
2	—BARCLAYS BK PLC	2,044,500	$36.0M	6.78%	Put
3	AAPLAPPLE INC	306,800	$33.4M	6.30%	Put
4	BAXBAXTER INTL INC	615,000	$25.3M	4.76%
5	—BROADCOM LTD	160,300	$24.8M	4.66%	Put
6	BAXBAXTER INTL INC	600,000	$24.6M	4.64%	Put
7	TSLATESLA MTRS INC	94,800	$21.8M	4.10%	Call
8	CCITIGROUP INC	490,000	$20.5M	3.85%	Call
9	STTSPDR S&P 500 ETF TR	82,600	$17.0M	3.20%	Call
10	—FACEBOOK INC	143,900	$16.4M	3.09%	Call
11	TSLATESLA MTRS INC	64,100	$14.7M	2.77%	Put
12	—BARCLAYS BK PLC	808,700	$14.2M	2.68%	Call
13	—ALIBABA GROUP HLDG LTD	167,900	$13.3M	2.50%	Call
14	ITWOPROSHARES TR II	636,600	$12.3M	2.31%	Call
15	BACBANK AMER CORP	534,500	$7.2M	1.36%	Put
16	BAC 7.25 PERP LBANK AMER CORP	5,743	$6.5M	1.23%
17	BACBANK AMER CORP	481,700	$6.5M	1.23%	Call
18	METAFACEBOOK INC	48,697	$5.6M	1.05%
19	CCITIGROUP INC	120,000	$5.0M	0.94%	Put
20	WYNNWYNN RESORTS LTD	52,000	$4.9M	0.91%	Call
21	—UNITED STATES OIL FUND LP	496,000	$4.8M	0.91%	Call
22	GSGOLDMAN SACHS GROUP INC	28,700	$4.5M	0.85%	Put
23	BACBANK AMER CORP	326,541	$4.4M	0.83%
24	—AMERICAN AIRLS GROUP INC	102,000	$4.2M	0.79%	Call
25	GQ9SPDR GOLD TRUST	35,375	$4.2M	0.78%
26	GOOGLALPHABET INC	5,500	$4.1M	0.77%	Call
27	AAPLAPPLE INC	36,600	$4.0M	0.75%
28	MSFTMICROSOFT CORP	68,433	$3.8M	0.71%
29	NFLXNETFLIX INC	36,500	$3.7M	0.70%	Call
30	GOOGLALPHABET INC	5,000	$3.7M	0.70%	Put
31	KMIKINDER MORGAN INC DEL	199,900	$3.6M	0.67%	Call
32	WYNNWYNN RESORTS LTD	37,000	$3.5M	0.65%	Put
33	FCXFREEPORT-MCMORAN INC	332,000	$3.4M	0.65%	Put
34	METAFACEBOOK INC	30,000	$3.4M	0.64%	Put
35	—MICHAEL KORS HLDGS LTD	60,000	$3.4M	0.64%	Call
36	—UNITED STATES OIL FUND LP	348,200	$3.4M	0.64%	Put
37	—TWITTER INC	195,000	$3.2M	0.61%	Call
38	NFLXNETFLIX INC	30,400	$3.1M	0.59%	Put
39	—BROADCOM LTD	20,000	$3.1M	0.58%	Call
40	BPBP PLC	100,900	$3.0M	0.57%	Put
41	SPYSPDR S&P 500 ETF TR	14,800	$3.0M	0.57%	Put
42	GSGOLDMAN SACHS GROUP INC	18,400	$2.9M	0.54%	Call
43	GLDSPDR GOLD TRUST	23,800	$2.8M	0.53%	Call
44	—ALIBABA GROUP HLDG LTD	35,000	$2.8M	0.52%	Put
45	—YAHOO INC	74,472	$2.7M	0.52%
46	GLDSPDR GOLD TRUST	22,500	$2.6M	0.50%	Put
47	—PROSHARES TR II	52,200	$2.6M	0.50%	Put
48	—VALEANT PHARMACEUTICALS INTL	96,700	$2.5M	0.48%	Put
49	AIGAMERICAN INTL GROUP INC	40,000	$2.2M	0.41%	Call
50	—ANADARKO PETE CORP	45,800	$2.1M	0.40%	Put
51	ITWOPROSHARES TR II	110,000	$2.1M	0.40%	Put
52	—BARCLAYS BK PLC	120,500	$2.1M	0.40%
53	—BAXALTA INC	50,000	$2.0M	0.38%	Put
54	TRVCCITIGROUP INC	46,809	$2.0M	0.37%
55	MSFTMICROSOFT CORP	35,000	$1.9M	0.36%	Put
56	HALHALLIBURTON CO	50,000	$1.8M	0.34%	Put
57	—AMAZON COM INC	3,000	$1.8M	0.34%	Call
58	—BAXALTA INC	42,500	$1.7M	0.32%
59	—LINKEDIN CORP	14,600	$1.7M	0.31%	Put
60	—TIME WARNER CABLE INC	8,084	$1.7M	0.31%
61	—MARKET VECTORS ETF TR	77,852	$1.6M	0.29%
62	DALDELTA AIR LINES INC DEL	31,081	$1.5M	0.28%
63	—LINKEDIN CORP	12,400	$1.4M	0.27%	Call
64	USOUNITED STATES OIL FUND LP	131,294	$1.3M	0.24%
65	—ALLERGAN PLC	1,249	$1.1M	0.22%
66	—VALEANT PHARMACEUTICALS INTL	40,100	$1.1M	0.20%	Call
67	MUMICRON TECHNOLOGY INC	100,000	$1.0M	0.20%	Call
68	HALHALLIBURTON CO	29,119	$1.0M	0.20%
69	DALDELTA AIR LINES INC DEL	20,800	$1.0M	0.19%	Put
70	—E M C CORP MASS	37,500	$999K	0.19%
71	—MANNKIND CORP	614,000	$989K	0.19%	Call
72	—GENERAL ELECTRIC CO	30,500	$970K	0.18%	Call
73	BHCVALEANT PHARMACEUTICALS INTL	35,498	$934K	0.18%
74	GRMNGARMIN LTD	23,000	$919K	0.17%	Put
75	BPBP PLC	30,000	$905K	0.17%
76	—SOLARCITY CORP	34,900	$858K	0.16%	Call
77	GRMNGARMIN LTD	21,000	$839K	0.16%	Call
78	GOOGALPHABET INC	1,100	$819K	0.15%
79	TSLATESLA MTRS INC	3,416	$785K	0.15%
80	BBBLACKBERRY LTD	95,844	$775K	0.15%
81	NKENIKE INC	12,000	$738K	0.14%	Put
82	BBBLACKBERRY LTD	90,000	$728K	0.14%	Put
83	—MARKET VECTORS ETF TR	33,500	$669K	0.13%	Call
84	—TWITTER INC	39,400	$652K	0.12%	Put
85	—SOLARCITY CORP	26,000	$639K	0.12%	Put
86	—JUNIPER NETWORKS INC	25,000	$638K	0.12%	Call
87	SLVISHARES SILVER TRUST	42,600	$625K	0.12%	Call
88	AMZNAMAZON COM INC	1,050	$623K	0.12%
89	—MARKET VECTORS ETF TR	30,000	$599K	0.11%	Put
90	AMZNAMAZON COM INC	1,000	$594K	0.11%	Put
91	NKENIKE INC	9,500	$584K	0.11%	Call
92	COTYCOTY INC	20,000	$557K	0.10%	Put
93	—CHESAPEAKE ENERGY CORP	133,400	$550K	0.10%	Put
94	MUMICRON TECHNOLOGY INC	50,000	$524K	0.10%	Put
95	MUMICRON TECHNOLOGY INC	49,887	$522K	0.10%
96	—JUNIPER NETWORKS INC	20,300	$518K	0.10%	Put
97	—PENNEY J C INC	45,000	$498K	0.09%	Put
98	AVGOBROADCOM LTD	3,005	$464K	0.09%
99	—ALLERGAN PLC	1,550	$415K	0.08%
100	BABAALIBABA GROUP HLDG LTD	5,100	$403K	0.08%

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