Marathon Trading Investment Management LLC Q3 2017 Filing

Filed October 31, 2017

Portfolio Value

$878.7M

Holdings

140

Report Date

Q3 2017

Filing Type

13F-HR

All Holdings (140 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AAPLAPPLE INC	651,000	$100.3M	11.42%	Put
2	AAPLAPPLE INC	633,624	$97.7M	11.11%
3	—BARCLAYS BK PLC	1,833,300	$71.8M	8.18%	Put
4	SPYSPDR S&P 500 ETF TR	267,900	$67.3M	7.66%	Put
5	AQLTISHARES TR	250,100	$37.1M	4.22%	Call
6	AQLTISHARES TR	250,100	$37.1M	4.22%	Put
7	AAPLAPPLE INC	206,600	$31.8M	3.62%	Call
8	TSLATESLA INC	81,800	$27.9M	3.18%	Put
9	LVLNSPDR SERIES TRUST	765,400	$26.1M	2.97%	Put
10	AMZNAMAZON COM INC	25,000	$24.0M	2.74%	Put
11	AMZNAMAZON COM INC	24,997	$24.0M	2.73%
12	SPYSPDR S&P 500 ETF TR	73,709	$18.5M	2.11%
13	TSLATESLA INC	46,197	$15.8M	1.79%
14	LVLNSPDR SERIES TRUST	450,800	$15.4M	1.75%	Call
15	—ALIBABA GROUP HLDG LTD	87,300	$15.1M	1.72%	Call
16	BRKDDIREXION SHS ETF TR	623,900	$11.2M	1.27%	Put
17	BACBANK AMER CORP	439,500	$11.1M	1.27%	Call
18	—VANECK VECTORS ETF TR	295,100	$9.9M	1.13%	Put
19	HLFHERBALIFE LTD	145,000	$9.8M	1.12%	Put
20	METAFACEBOOK INC	57,416	$9.8M	1.12%
21	HLFHERBALIFE LTD	143,000	$9.7M	1.10%
22	GQ9SPDR GOLD TRUST	75,203	$9.1M	1.04%
23	BABAALIBABA GROUP HLDG LTD	50,789	$8.8M	1.00%
24	—VANECK VECTORS ETF TR	339,800	$8.5M	0.97%	Put
25	STTSPDR S&P 500 ETF TR	32,400	$8.1M	0.93%	Call
26	—FACEBOOK INC	47,300	$8.1M	0.92%	Call
27	TSLATESLA INC	20,000	$6.8M	0.78%	Call
28	METAFACEBOOK INC	35,500	$6.1M	0.69%	Put
29	—POWERSHARES QQQ TRUST	40,626	$5.9M	0.67%
30	—BARCLAYS BK PLC	150,400	$5.9M	0.67%	Call
31	—POWERSHARES QQQ TRUST	36,900	$5.4M	0.61%	Put
32	—POWERSHARES QQQ TRUST	36,600	$5.3M	0.61%	Call
33	BAC 7.25 PERP LBANK AMER CORP	4,020	$5.2M	0.60%
34	—ALIBABA GROUP HLDG LTD	28,500	$4.9M	0.56%	Put
35	GLDSPDR GOLD TRUST	37,700	$4.6M	0.52%	Call
36	GLDSPDR GOLD TRUST	37,200	$4.5M	0.51%	Put
37	XLFISELECT SECTOR SPDR TR	153,100	$4.0M	0.45%	Put
38	—DISNEY WALT CO	40,000	$3.9M	0.45%	Call
39	—PROSHARES TR II	40,000	$3.8M	0.43%	Call
40	MUMICRON TECHNOLOGY INC	90,100	$3.5M	0.40%	Call
41	TWTRUSDTWITTER INC	207,748	$3.5M	0.40%
42	—VANECK VECTORS ETF TR	129,400	$3.5M	0.39%	Call
43	—TWITTER INC	200,800	$3.4M	0.39%	Put
44	XOPUSDSPDR SERIES TRUST	94,108	$3.2M	0.37%
45	NFLXNETFLIX INC	17,000	$3.1M	0.35%	Put
46	SLVISHARES SILVER TRUST	187,500	$3.0M	0.34%	Call
47	EWYISHARES INC	40,400	$2.8M	0.32%
48	NVDANVIDIA CORP	15,200	$2.7M	0.31%	Call
49	BACBANK AMER CORP	102,687	$2.6M	0.30%
50	MSFTMICROSOFT CORP	33,400	$2.5M	0.28%	Call
51	DNKNDUNKIN BRANDS GROUP INC	46,500	$2.5M	0.28%
52	MUMICRON TECHNOLOGY INC	59,400	$2.3M	0.27%	Put
53	XLFISELECT SECTOR SPDR TR	83,000	$2.1M	0.24%	Call
54	SNAPSNAP INC	142,900	$2.1M	0.24%	Call
55	—AMAZON COM INC	2,000	$1.9M	0.22%	Call
56	ORCLORACLE CORP	37,100	$1.8M	0.20%
57	—ISHARES INC	25,000	$1.7M	0.20%	Put
58	SNAPSNAP INC	114,000	$1.7M	0.19%	Put
59	GMGENERAL MTRS CO	38,530	$1.6M	0.18%
60	—UNITED STATES OIL FUND LP	144,600	$1.5M	0.17%	Put
61	—TWITTER INC	83,100	$1.4M	0.16%	Call
62	CCITIGROUP INC	18,800	$1.4M	0.16%	Put
63	GOOGLALPHABET INC	1,400	$1.3M	0.15%	Call
64	BACBANK AMER CORP	50,000	$1.3M	0.14%	Put
65	GOOGLALPHABET INC	1,300	$1.2M	0.14%	Put
66	MUMICRON TECHNOLOGY INC	31,342	$1.2M	0.14%
67	—GENERAL MTRS CO	30,000	$1.2M	0.14%	Call
68	WFCWELLS FARGO CO NEW	20,800	$1.1M	0.13%	Put
69	FCXFREEPORT-MCMORAN INC	80,000	$1.1M	0.13%	Put
70	MSFTMICROSOFT CORP	14,900	$1.1M	0.13%	Put
71	AMDADVANCED MICRO DEVICES INC	85,400	$1.1M	0.12%	Put
72	CCITIGROUP INC	14,800	$1.1M	0.12%	Call
73	CVXCHEVRON CORP NEW	8,786	$1.0M	0.12%
74	SLVISHARES SILVER TRUST	62,900	$990K	0.11%
75	GOOGLALPHABET INC	1,000	$974K	0.11%
76	NVDANVIDIA CORP	5,200	$930K	0.11%	Put
77	SMHVANECK VECTORS ETF TR	9,800	$915K	0.10%
78	TRVCCITIGROUP INC	12,381	$901K	0.10%
79	GDXVANECK VECTORS ETF TR	36,100	$829K	0.09%
80	GSGOLDMAN SACHS GROUP INC	3,400	$806K	0.09%
81	WFCWELLS FARGO CO NEW	14,200	$783K	0.09%	Call
82	GOOGALPHABET INC	800	$767K	0.09%
83	AMDADVANCED MICRO DEVICES INC	57,900	$738K	0.08%	Call
84	GSGOLDMAN SACHS GROUP INC	3,000	$712K	0.08%	Call
85	XLKSELECT SECTOR SPDR TR	11,961	$707K	0.08%
86	RHRH	10,000	$703K	0.08%	Call
87	USX1UNITED STATES STL CORP NEW	27,000	$693K	0.08%
88	XLFSELECT SECTOR SPDR TR	26,400	$683K	0.08%
89	FDO.FMACYS INC	30,000	$655K	0.07%
90	XLESELECT SECTOR SPDR TR	9,000	$616K	0.07%
91	GEGENERAL ELECTRIC CO	22,700	$549K	0.06%
92	—SEARS HLDGS CORP	75,000	$548K	0.06%	Call
93	HSYHERSHEY CO	5,000	$546K	0.06%
94	—UNITED STATES OIL FUND LP	48,400	$505K	0.06%	Call
95	DWDMORGAN STANLEY	10,300	$496K	0.06%
96	QCOMQUALCOMM INC	9,444	$490K	0.06%
97	WFCWELLS FARGO CO NEW	8,700	$480K	0.05%
98	SLVISHARES SILVER TRUST	30,100	$474K	0.05%	Put
99	MNKDMANNKIND CORP	215,300	$467K	0.05%	Call
100	BRKDDIREXION SHS ETF TR	8,200	$462K	0.05%	Call

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