PRELUDE CAPITAL MANAGEMENT, LLC Q1 2017 Filing

Filed May 15, 2017

Portfolio Value

$1.0B

Holdings

1,441

Report Date

Q1 2017

Filing Type

13F-HR

All Holdings (1,441 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	FEZSPDR INDEX SHS FDS	1,707,000	$62.0M	5.94%	Call
2	SPYSPDR S&P 500 ETF TR	191,300	$45.1M	4.31%	Put
3	IWMISHARES TR	194,600	$26.8M	2.56%	Put
4	GTNGRAY TELEVISION INC	1,043,304	$15.1M	1.45%
5	NXPINXP SEMICONDUCTORS N V	133,468	$13.8M	1.32%
6	—WHITEWAVE FOODS CO	237,193	$13.3M	1.27%
7	TMUST MOBILE US INC	193,936	$12.5M	1.20%	Call
8	XLFSELECT SECTOR SPDR TR	508,000	$12.1M	1.15%	Put
9	—BROCADE COMMUNICATIONS SYS I	910,111	$11.4M	1.09%
10	AMZNAMAZON COM INC	12,574	$11.1M	1.07%
11	—CEB INC	141,193	$11.1M	1.06%
12	—VCA INC	118,746	$10.9M	1.04%
13	2362120DSINCLAIR BROADCAST GROUP INC	262,339	$10.6M	1.02%
14	—MEAD JOHNSON NUTRITION CO	108,489	$9.7M	0.92%
15	—CTRIP COM INTL LTD	8,100,000	$9.4M	0.90%
16	XLFISELECT SECTOR SPDR TR	168,000	$9.2M	0.88%	Put
17	BABAALIBABA GROUP HLDG LTD	84,971	$9.2M	0.88%
18	—ENERGY XXI GULF COAST INC	302,963	$9.1M	0.87%
19	—C&J ENERGY SVCS INC	264,537	$9.0M	0.86%
20	—CHEMTURA CORP	262,721	$8.8M	0.84%
21	—LEVEL 3 COMMUNICATIONS INC	149,778	$8.6M	0.82%
22	NXSTNEXSTAR MEDIA GROUP INC	120,637	$8.5M	0.81%
23	—CST BRANDS INC	163,014	$7.8M	0.75%
24	TWXCHFTIME WARNER INC	79,140	$7.7M	0.74%
25	B7SBROOKDALE SR LIVING INC	549,900	$7.4M	0.71%
26	—JOY GLOBAL INC	256,611	$7.2M	0.69%
27	—REYNOLDS AMERICAN INC	112,649	$7.1M	0.68%
28	METAFACEBOOK INC	49,182	$7.0M	0.67%
29	—MOBILEYE N V AMSTELVEEN	111,636	$6.9M	0.66%
30	GOOGLALPHABET INC	7,695	$6.5M	0.62%
31	COR1EURCORESITE RLTY CORP	71,300	$6.4M	0.61%
32	—FOREST CITY RLTY TR INC	289,511	$6.3M	0.60%
33	MGMMGM RESORTS INTERNATIONAL	211,434	$5.8M	0.55%
34	—MONSANTO CO	44,589	$5.0M	0.48%
35	LGIHLGI HOMES INC	148,535	$5.0M	0.48%	Call
36	—BROOKDALE SR LIVING INC	5,050,000	$5.0M	0.48%
37	—FELCOR LODGING TR INC	639,770	$4.8M	0.46%
38	LVLNSPDR SERIES TRUST	85,000	$4.6M	0.44%	Put
39	—VALSPAR CORP	40,955	$4.5M	0.43%	Call
40	—TAUBMAN CTRS INC	68,747	$4.5M	0.43%
41	AAPLAPPLE INC	31,000	$4.5M	0.43%
42	—EVERBANK FINL CORP	223,193	$4.3M	0.42%
43	—CANADIAN SOLAR INC	4,567,000	$4.3M	0.41%
44	FISVFISERV INC	35,725	$4.1M	0.39%
45	—BASIC ENERGY SVCS INC	121,500	$4.1M	0.39%
46	IYRISHARES TR	51,000	$4.0M	0.38%	Put
47	—IXIA	203,391	$4.0M	0.38%
48	MUMICRON TECHNOLOGY INC	134,516	$3.9M	0.37%
49	DISHDISH NETWORK CORP	60,740	$3.9M	0.37%
50	UNHUNITEDHEALTH GROUP INC	23,062	$3.8M	0.36%
51	CIENCIENA CORP	160,000	$3.8M	0.36%
52	JAZZJAZZ PHARMACEUTICALS PLC	25,714	$3.7M	0.36%	Call
53	TLTISHARES TR	30,900	$3.7M	0.36%	Put
54	WDCWESTERN DIGITAL CORP	43,297	$3.6M	0.34%
55	—ZELTIQ AESTHETICS INC	64,243	$3.6M	0.34%
56	—HEADWATERS INC	151,754	$3.6M	0.34%
57	—STONE ENERGY CORP	162,740	$3.6M	0.34%
58	—LENDINGCLUB CORP	647,315	$3.6M	0.34%
59	VISNCOMMSCOPE HLDG CO INC	85,000	$3.5M	0.34%
60	PTCTPTC THERAPEUTICS INC	358,095	$3.5M	0.34%	Call
61	GLNGGOLAR LNG LTD BERMUDA	123,287	$3.4M	0.33%
62	—UNIVERSAL AMERN CORP	344,685	$3.4M	0.33%
63	CPE3EURCALLON PETE CO DEL	253,750	$3.3M	0.32%
64	—EXTERRAN CORP	104,125	$3.3M	0.31%
65	—EXTRACTION OIL AND GAS INC	169,393	$3.1M	0.30%
66	CLRUSDCONTINENTAL RESOURCES INC	68,914	$3.1M	0.30%
67	TASTUSDCARROLS RESTAURANT GROUP INC	218,292	$3.1M	0.30%
68	DFSEURDISCOVER FINL SVCS	44,837	$3.1M	0.29%	Put
69	BKRBAKER HUGHES INC	50,809	$3.0M	0.29%
70	—WPX ENERGY INC	226,531	$3.0M	0.29%
71	—CASCADE BANCORP	392,728	$3.0M	0.29%
72	VCSHVANGUARD SCOTTSDALE FDS	37,800	$3.0M	0.29%
73	OASEUROASIS PETE INC	210,650	$3.0M	0.29%
74	PFFISHARES TR	77,400	$3.0M	0.29%	Put
75	—SYNGENTA AG	33,744	$3.0M	0.29%
76	XLUSELECT SECTOR SPDR TR	58,000	$3.0M	0.28%	Put
77	—CONVERGYS CORP	1,500,000	$3.0M	0.28%
78	—QTS RLTY TR INC	60,663	$3.0M	0.28%
79	—LILIS ENERGY INC	739,413	$2.9M	0.28%
80	—PRIVATEBANCORP INC	48,933	$2.9M	0.28%
81	FANGDIAMONDBACK ENERGY INC	27,987	$2.9M	0.28%
82	—INVENSENSE INC	227,383	$2.9M	0.27%
83	—JANUS CAP GROUP INC	216,586	$2.9M	0.27%
84	LLYLILLY ELI & CO	33,789	$2.8M	0.27%
85	AXTAAXALTA COATING SYS LTD	88,031	$2.8M	0.27%
86	—B/E AEROSPACE INC	43,862	$2.8M	0.27%
87	HDHOME DEPOT INC	19,146	$2.8M	0.27%
88	—PARSLEY ENERGY INC	86,457	$2.8M	0.27%
89	—METALDYNE PERFORMANCE GROUP	122,754	$2.8M	0.27%
90	—INTERXION HOLDING N.V	70,900	$2.8M	0.27%
91	PGTIUSDPGT INNOVATIONS INC	259,959	$2.8M	0.27%
92	—GGP INC	119,966	$2.8M	0.27%
93	—NEW YORK REIT INC	284,802	$2.8M	0.26%
94	—YRC WORLDWIDE INC	248,126	$2.7M	0.26%
95	—FAIRMOUNT SANTROL HLDGS INC	370,728	$2.7M	0.26%
96	HYGISHARES TR	30,400	$2.7M	0.26%	Put
97	SWN1EURSOUTHWESTERN ENERGY CO	324,977	$2.7M	0.25%	Call
98	VREMACK CALI RLTY CORP	96,548	$2.6M	0.25%
99	—ENCANA CORP	221,012	$2.6M	0.25%
100	VRSN 3.25 08/15/37VERISIGN INC	1,000,000	$2.6M	0.24%

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