Marathon Trading Investment Management LLC Q4 2016 Filing

Filed February 14, 2017

Portfolio Value

$877.2M

Holdings

148

Report Date

Q4 2016

Filing Type

13F-HR

All Holdings (148 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	848,100	$189.6M	21.61%	Put
2	SPYSPDR S&P 500 ETF TR	606,023	$135.5M	15.44%
3	—BARCLAYS BK PLC	2,529,700	$64.5M	7.36%	Put
4	AAPLAPPLE INC	451,800	$52.3M	5.97%	Put
5	AAPLAPPLE INC	408,300	$47.3M	5.39%	Call
6	AAPLAPPLE INC	260,361	$30.2M	3.44%
7	—BROADCOM LTD	159,100	$28.1M	3.21%	Put
8	WFCWELLS FARGO & CO NEW	467,000	$25.7M	2.93%	Call
9	GLDSPDR GOLD TRUST	223,800	$24.5M	2.80%	Call
10	CCITIGROUP INC	370,200	$22.0M	2.51%	Call
11	BACBANK AMER CORP	607,400	$13.4M	1.53%	Put
12	—VANECK VECTORS ETF TR	630,900	$13.2M	1.50%	Call
13	MSFTMICROSOFT CORP	200,000	$12.4M	1.42%	Call
14	—VANECK VECTORS ETF TR	543,100	$11.4M	1.30%	Put
15	—BARCLAYS BK PLC	428,100	$10.9M	1.25%	Call
16	BACBANK AMER CORP	445,198	$9.8M	1.12%
17	TSLATESLA MTRS INC	45,500	$9.7M	1.11%	Put
18	BACBANK AMER CORP	367,500	$8.1M	0.93%	Call
19	XLFISELECT SECTOR SPDR TR	100,000	$7.5M	0.86%	Put
20	XLESELECT SECTOR SPDR TR	88,359	$6.7M	0.76%
21	TSLATESLA MTRS INC	30,900	$6.6M	0.75%	Call
22	BAC 7.25 PERP LBANK AMER CORP	5,190	$6.1M	0.69%
23	AQLTISHARES TR	163,900	$5.7M	0.65%	Put
24	GQ9SPDR GOLD TRUST	49,669	$5.4M	0.62%
25	NFLXNETFLIX INC	43,000	$5.3M	0.61%	Call
26	ITWOPROSHARES TR II	557,800	$4.9M	0.56%	Call
27	—PROSHARES TR II	52,200	$4.7M	0.54%	Put
28	—FACEBOOK INC	38,400	$4.4M	0.50%	Call
29	GDXVANECK VECTORS ETF TR	204,379	$4.3M	0.49%
30	KMIKINDER MORGAN INC DEL	199,900	$4.1M	0.47%	Call
31	—UNITED STATES OIL FUND LP	341,500	$4.0M	0.46%	Call
32	—TWITTER INC	240,700	$3.9M	0.45%	Call
33	BPBP PLC	100,900	$3.8M	0.43%	Put
34	—BROADCOM LTD	20,000	$3.5M	0.40%	Call
35	—ANADARKO PETE CORP	48,800	$3.4M	0.39%	Put
36	FCXFREEPORT-MCMORAN INC	246,000	$3.2M	0.37%	Put
37	METAFACEBOOK INC	27,603	$3.2M	0.36%
38	FXIISHARES TR	83,426	$2.9M	0.33%
39	—ALIBABA GROUP HLDG LTD	32,800	$2.9M	0.33%	Call
40	GOOGLALPHABET INC	3,400	$2.7M	0.31%	Put
41	AIGAMERICAN INTL GROUP INC	40,000	$2.6M	0.30%	Call
42	BABAALIBABA GROUP HLDG LTD	26,744	$2.3M	0.27%
43	WFCWELLS FARGO & CO NEW	37,100	$2.0M	0.23%	Put
44	TSLATESLA MTRS INC	9,219	$2.0M	0.22%
45	CHTRCHARTER COMMUNICATIONS INC N	6,753	$1.9M	0.22%
46	TRVCCITIGROUP INC	31,719	$1.9M	0.21%
47	WFCWELLS FARGO & CO NEW	32,248	$1.8M	0.20%
48	MUMICRON TECHNOLOGY INC	79,000	$1.7M	0.20%	Call
49	—YAHOO INC	44,572	$1.7M	0.20%
50	GLDSPDR GOLD TRUST	15,000	$1.6M	0.19%	Put
51	—AMAZON COM INC	2,000	$1.5M	0.17%	Call
52	DBDEUTSCHE BANK AG	80,819	$1.5M	0.17%
53	GOOGLALPHABET INC	1,700	$1.3M	0.15%
54	BABAALIBABA GROUP HLDG LTD	14,800	$1.3M	0.15%	Put
55	IWMISHARES TR	9,500	$1.3M	0.15%
56	AMZNAMAZON COM INC	1,700	$1.3M	0.15%	Put
57	NFLXNETFLIX INC	10,014	$1.2M	0.14%
58	GOOGLALPHABET INC	1,500	$1.2M	0.13%	Put
59	MUMICRON TECHNOLOGY INC	51,587	$1.1M	0.13%
60	MUMICRON TECHNOLOGY INC	50,000	$1.1M	0.12%	Put
61	NFLXNETFLIX INC	8,700	$1.1M	0.12%	Put
62	AMZNAMAZON COM INC	1,400	$1.1M	0.12%
63	—GENERAL ELECTRIC CO	30,000	$948K	0.11%	Call
64	METAFACEBOOK INC	8,200	$943K	0.11%	Put
65	LVLNSPDR SERIES TRUST	20,000	$828K	0.09%	Call
66	BHCVALEANT PHARMACEUTICALS INTL	56,098	$815K	0.09%
67	LVSLAS VEGAS SANDS CORP	15,200	$812K	0.09%	Call
68	XOMEXXON MOBIL CORP	9,000	$812K	0.09%	Call
69	—UNITED STATES OIL FUND LP	68,000	$797K	0.09%	Put
70	JPMJPMORGAN CHASE & CO	8,777	$757K	0.09%
71	FCXFREEPORT-MCMORAN INC	57,000	$752K	0.09%	Call
72	AGQPROSHARES TR II	80,000	$700K	0.08%	Put
73	BPBP PLC	18,000	$673K	0.08%
74	HALHALLIBURTON CO	12,400	$671K	0.08%	Call
75	BBBLACKBERRY LTD	95,844	$660K	0.08%
76	EBAYEBAY INC	22,000	$653K	0.07%	Call
77	—TWITTER INC	39,900	$650K	0.07%	Put
78	SLVISHARES SILVER TRUST	42,600	$644K	0.07%	Call
79	—ALLERGAN PLC	828	$631K	0.07%
80	STTSPDR S&P 500 ETF TR	2,800	$626K	0.07%	Call
81	EBAYEBAY INC	21,000	$623K	0.07%	Put
82	BBBLACKBERRY LTD	90,000	$620K	0.07%	Put
83	UAUNDER ARMOUR INC	23,780	$599K	0.07%
84	JNJJOHNSON & JOHNSON	5,000	$576K	0.07%	Put
85	DALDELTA AIR LINES INC DEL	11,000	$541K	0.06%	Put
86	TWLOTWILIO INC	18,600	$537K	0.06%	Call
87	PYPLPAYPAL HLDGS INC	13,300	$525K	0.06%	Put
88	PYPLPAYPAL HLDGS INC	13,200	$521K	0.06%	Call
89	—BARRICK GOLD CORP	31,200	$499K	0.06%	Call
90	DALDELTA AIR LINES INC DEL	10,000	$492K	0.06%	Call
91	—BARCLAYS BK PLC	75,100	$475K	0.05%	Put
92	UPSUNITED PARCEL SERVICE INC	4,000	$459K	0.05%
93	RIGTRANSOCEAN LTD	30,000	$442K	0.05%	Put
94	AGQPROSHARES TR	10,800	$441K	0.05%	Put
95	AVGOBROADCOM LTD	2,446	$432K	0.05%
96	LVSLAS VEGAS SANDS CORP	8,000	$427K	0.05%	Put
97	—GALENA BIOPHARMA INC	217,200	$421K	0.05%	Call
98	TWTRUSDTWITTER INC	25,000	$408K	0.05%
99	ARNCCHFARCONIC INC	21,000	$389K	0.04%
100	CHKEURCHESAPEAKE ENERGY CORP	54,796	$385K	0.04%

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