Marathon Trading Investment Management LLC Q1 2020 Filing

Filed May 14, 2020

Portfolio Value

$532.3M

Holdings

145

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (145 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	231,500	$59.7M	11.21%	Put
2	—BARCLAYS BK PLC	833,000	$38.5M	7.24%	Call
3	—OCWEN FINL CORP	76,100	$38.0M	7.14%
4	MASMASCO CORP	989,700	$34.2M	6.43%	Call
5	GLDSPDR GOLD TRUST	163,000	$24.1M	4.53%	Put
6	—FRONTIER COMMUNICATIONS CORP	62,261	$24.0M	4.51%
7	TSLATESLA INC	41,800	$21.9M	4.12%	Put
8	AAPLAPPLE INC	70,900	$18.0M	3.39%	Call
9	—VALARIS PLC	40,000	$18.0M	3.38%	Put
10	AAPLAPPLE INC	69,500	$17.7M	3.32%	Put
11	SPYSPDR S&P 500 ETF TR	61,388	$15.8M	2.97%
12	TSLATESLA INC	29,300	$15.4M	2.88%	Call
13	—BARCLAYS BK PLC	290,000	$13.4M	2.52%	Put
14	MASMASCO CORP	381,500	$13.2M	2.48%	Put
15	STTSPDR S&P 500 ETF TR	48,900	$12.6M	2.37%	Call
16	GQ9SPDR GOLD TRUST	78,146	$11.6M	2.17%
17	METAFACEBOOK INC	60,000	$10.0M	1.88%	Put
18	GLDSPDR GOLD TRUST	61,000	$9.0M	1.70%	Call
19	—DISNEY WALT CO	93,300	$9.0M	1.69%	Put
20	TSLATESLA INC	16,078	$8.4M	1.58%
21	—VANECK VECTORS ETF TR	342,900	$7.9M	1.48%	Put
22	AAPLAPPLE INC	30,133	$7.7M	1.44%
23	BABOEING CO	50,800	$7.6M	1.42%	Put
24	—GENERAL ELECTRIC CO	944,300	$7.5M	1.41%	Call
25	SLVISHARES SILVER TRUST	543,400	$7.1M	1.33%	Call
26	—VALARIS PLC	16,100	$7.0M	1.32%	Call
27	JDJD COM INC	140,000	$5.7M	1.07%	Put
28	—VALARIS PLC	11,224	$5.0M	0.94%
29	—GENERAL ELECTRIC CO	617,500	$4.9M	0.92%	Put
30	—JD COM INC	119,200	$4.8M	0.91%	Call
31	DISDISNEY WALT CO	47,243	$4.6M	0.86%
32	—FACEBOOK INC	27,000	$4.5M	0.85%	Call
33	GDXVANECK VECTORS ETF TR	183,366	$4.2M	0.79%
34	NBISYANDEX N V	122,500	$4.2M	0.78%	Put
35	TALTAL EDUCATION GROUP	75,000	$4.0M	0.75%	Put
36	SNYSANOFI	90,700	$4.0M	0.74%	Call
37	KHCKRAFT HEINZ CO	157,900	$3.9M	0.73%	Put
38	ETENERGY TRANSFER LP	811,600	$3.7M	0.70%	Call
39	MSFTMICROSOFT CORP	23,000	$3.6M	0.68%	Call
40	—VANECK VECTORS ETF TR	151,900	$3.5M	0.66%	Call
41	GOOGLALPHABET INC	3,000	$3.5M	0.65%	Put
42	SLVISHARES SILVER TRUST	265,900	$3.5M	0.65%	Put
43	—ITAU UNIBANCO HLDG S A	769,000	$3.5M	0.65%	Call
44	BAC 7.25 PERP LBK OF AMERICA CORP	2,622	$3.3M	0.62%
45	METAFACEBOOK INC	19,059	$3.2M	0.60%
46	NFLXNETFLIX INC	8,100	$3.0M	0.57%	Put
47	CHKEURCHESAPEAKE ENERGY CORP	15,000	$3.0M	0.56%
48	CVSCVS HEALTH CORP	50,000	$3.0M	0.56%	Call
49	NBISYANDEX N V	81,709	$2.8M	0.52%
50	PDDPINDUODUO INC	75,000	$2.7M	0.51%	Put
51	BABOEING CO	16,900	$2.5M	0.47%	Call
52	MSFTMICROSOFT CORP	15,300	$2.4M	0.45%	Put
53	GSGOLDMAN SACHS GROUP INC	15,000	$2.3M	0.44%	Put
54	—ABB LTD	129,400	$2.2M	0.42%	Call
55	—ITAU UNIBANCO HLDG S A	494,200	$2.2M	0.42%	Put
56	XLFISELECT SECTOR SPDR TR	75,000	$2.2M	0.41%	Call
57	BACBK OF AMERICA CORP	100,700	$2.1M	0.40%	Put
58	CCITIGROUP INC	50,200	$2.1M	0.40%	Put
59	KHCKRAFT HEINZ CO	84,823	$2.1M	0.39%
60	MSFTMICROSOFT CORP	13,250	$2.1M	0.39%
61	UBERUBER TECHNOLOGIES INC	74,600	$2.1M	0.39%	Put
62	—AMAZON COM INC	1,000	$1.9M	0.37%	Call
63	LENLENNAR CORP	50,000	$1.9M	0.36%	Call
64	JDJD COM INC	45,749	$1.9M	0.35%
65	CCITIGROUP INC	44,000	$1.9M	0.35%	Call
66	PINSPINTEREST INC	105,000	$1.6M	0.30%	Put
67	BABOEING CO	10,815	$1.6M	0.30%
68	—JPMORGAN CHASE & CO	16,000	$1.4M	0.27%	Put
69	AMZNAMAZON COM INC	700	$1.4M	0.26%	Put
70	FDXFEDEX CORP	10,500	$1.3M	0.24%	Put
71	KHCKRAFT HEINZ CO	50,000	$1.2M	0.23%	Call
72	—TWITTER INC	50,000	$1.2M	0.23%	Call
73	UBERUBER TECHNOLOGIES INC	44,000	$1.2M	0.23%
74	GOOGLALPHABET INC	1,050	$1.2M	0.23%
75	CVSCVS HEALTH CORP	20,000	$1.2M	0.22%	Put
76	UNITUNITI GROUP INC	194,800	$1.2M	0.22%	Call
77	AMDADVANCED MICRO DEVICES INC	25,200	$1.1M	0.22%	Put
78	NIONIO INC	388,600	$1.1M	0.20%	Put
79	MGMMGM RESORTS INTERNATIONAL	89,300	$1.1M	0.20%	Call
80	MUMICRON TECHNOLOGY INC	25,000	$1.1M	0.20%	Call
81	—ABB LTD	59,400	$1.0M	0.19%	Put
82	BACBK OF AMERICA CORP	44,446	$944K	0.18%
83	RAMPLIVERAMP HLDGS INC	28,500	$938K	0.18%	Call
84	PDDPINDUODUO INC	25,000	$901K	0.17%
85	USLMUNITED STATES STL CORP NEW	140,000	$883K	0.17%	Put
86	UNITUNITI GROUP INC	145,543	$878K	0.16%
87	TRVCCITIGROUP INC	20,550	$866K	0.16%
88	ABJAABB LTD	49,406	$852K	0.16%
89	AMZNAMAZON COM INC	428	$834K	0.16%
90	SNAPSNAP INC	64,500	$767K	0.14%	Call
91	PINSPINTEREST INC	49,442	$763K	0.14%
92	NFLXNETFLIX INC	1,816	$682K	0.13%
93	UNITUNITI GROUP INC	105,700	$637K	0.12%	Put
94	JPMJPMORGAN CHASE & CO	7,018	$632K	0.12%
95	XLFISELECT SECTOR SPDR TR	30,000	$625K	0.12%	Put
96	XLFISELECT SECTOR SPDR TR	30,000	$625K	0.12%	Call
97	—NIO INC	220,000	$612K	0.11%	Call
98	SMRFALPS ETF TR	177,100	$609K	0.11%	Put
99	GOOGLALPHABET INC	500	$581K	0.11%	Call
100	WFC 7.5 PERP LWELLS FARGO CO NEW	444	$566K	0.11%

Page 1 of 2Next