PRELUDE CAPITAL MANAGEMENT, LLC Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$2.2B

Holdings

1,373

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (1,373 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	2,172,400	$644.7M	29.05%	Put
2	NDQINVESCO QQQ TR	645,400	$121.9M	5.49%	Put
3	CELGCELGENE CORP	442,344	$43.9M	1.98%	Put
4	—ALLERGAN PLC	219,508	$36.9M	1.66%	Put
5	VSMEURVERSUM MATLS INC	561,917	$29.7M	1.34%	Put
6	INTCINTEL CORP	515,944	$26.6M	1.20%	Put
7	WCGEURWELLCARE HEALTH PLANS INC	99,155	$25.7M	1.16%
8	—SPARK THERAPEUTICS INC	247,891	$24.0M	1.08%	Put
9	MSFTMICROSOFT CORP	164,217	$22.8M	1.03%	Put
10	LQDISHARES TR	178,186	$22.7M	1.02%
11	AABAUSDALTABA INC	1,034,523	$20.2M	0.91%	Put
12	GQ9SPDR GOLD TRUST	132,295	$18.4M	0.83%	Put
13	CPE3EURCALLON PETE CO DEL	4,188,292	$18.2M	0.82%	Call
14	HASHASBRO INC	144,600	$17.2M	0.77%	Put
15	—MEDIDATA SOLUTIONS INC	184,272	$16.9M	0.76%
16	—PRESIDIO INC	941,069	$15.9M	0.72%
17	CZREURCAESARS ENTMT CORP	1,096,107	$12.8M	0.58%
18	—SPRINT CORPORATION	2,062,750	$12.7M	0.57%	Put
19	—SUNTRUST BKS INC	184,916	$12.7M	0.57%	Put
20	METAFACEBOOK INC	71,406	$12.7M	0.57%	Put
21	HYGISHARES TR	138,993	$12.1M	0.55%	Put
22	AAPLAPPLE INC	53,600	$12.0M	0.54%	Put
23	UTXZUNITED TECHNOLOGIES CORP	86,115	$11.8M	0.53%	Call
24	IGVISHARES TR	74,700	$11.4M	0.51%	Put
25	EAELECTRONIC ARTS INC	113,904	$11.1M	0.50%	Put
26	MHKMOHAWK INDS INC	86,893	$10.8M	0.49%	Put
27	—TESLA INC	10,500,000	$10.7M	0.48%
28	ADIANALOG DEVICES INC	90,798	$10.1M	0.46%	Put
29	CMGCHIPOTLE MEXICAN GRILL INC	12,000	$10.1M	0.45%	Put
30	ZAYOEURZAYO GROUP HLDGS INC	292,783	$9.9M	0.45%
31	MUMICRON TECHNOLOGY INC	228,343	$9.8M	0.44%	Put
32	RTN1USDRAYTHEON CO	47,500	$9.3M	0.42%	Put
33	HLTHILTON WORLDWIDE HLDGS INC	100,000	$9.3M	0.42%	Put
34	BABOEING CO	23,666	$9.0M	0.41%	Put
35	TSLATESLA INC	35,400	$8.5M	0.38%	Put
36	BBYBEST BUY INC	118,500	$8.2M	0.37%	Put
37	BRK/BBERKSHIRE HATHAWAY INC DEL	39,284	$8.2M	0.37%	Put
38	GDXVANECK VECTORS ETF TR	171,203	$7.6M	0.34%	Put
39	—GRUBHUB INC	131,710	$7.4M	0.33%	Put
40	IYRISHARES TR	77,900	$7.3M	0.33%	Put
41	DWDMORGAN STANLEY	167,250	$7.1M	0.32%	Put
42	—CARBON BLACK INC	273,374	$7.1M	0.32%
43	BABAALIBABA GROUP HLDG LTD	40,502	$6.8M	0.31%	Call
44	DEDEERE & CO	40,100	$6.8M	0.30%	Put
45	QCOMQUALCOMM INC	82,900	$6.3M	0.28%	Put
46	SPLKCHFSPLUNK INC	52,674	$6.2M	0.28%	Put
47	IACIEURIAC INTERACTIVECORP	28,200	$6.1M	0.28%	Put
48	GWRUSDGENESEE & WYO INC	55,426	$6.1M	0.28%
49	MOALTRIA GROUP INC	147,155	$6.0M	0.27%	Put
50	KHCKRAFT HEINZ CO	213,313	$6.0M	0.27%	Put
51	WDCWESTERN DIGITAL CORP	99,632	$5.9M	0.27%	Put
52	NFLXNETFLIX INC	22,200	$5.9M	0.27%	Put
53	CSCOCISCO SYS INC	120,000	$5.9M	0.27%	Put
54	AMZNAMAZON COM INC	3,368	$5.8M	0.26%	Put
55	—HEALTH INS INNOVATIONS INC	233,512	$5.8M	0.26%
56	—EL PASO ELEC CO	86,601	$5.8M	0.26%
57	KRCKILROY RLTY CORP	72,846	$5.7M	0.26%	Call
58	CACCCREDIT ACCEP CORP MICH	12,000	$5.5M	0.25%	Put
59	GEGENERAL ELECTRIC CO	586,653	$5.2M	0.24%	Put
60	METMETLIFE INC	108,945	$5.1M	0.23%	Put
61	—MELLANOX TECHNOLOGIES LTD	45,192	$5.0M	0.22%	Put
62	GOOGLALPHABET INC	4,023	$4.9M	0.22%	Put
63	PYPLPAYPAL HLDGS INC	47,400	$4.9M	0.22%	Put
64	CHRCHURCHILL DOWNS INC	39,108	$4.8M	0.22%
65	TMTOYOTA MOTOR CORP	35,726	$4.8M	0.22%	Put
66	WBC1EURWABCO HLDGS INC	35,168	$4.7M	0.21%
67	RCLROYAL CARIBBEAN CRUISES LTD	43,272	$4.7M	0.21%	Put
68	AEPAMERICAN ELEC PWR CO INC	50,000	$4.7M	0.21%	Call
69	TIPISHARES TR	40,000	$4.7M	0.21%
70	CBRLCRACKER BARREL OLD CTRY STOR	28,400	$4.6M	0.21%	Call
71	PDDPINDUODUO INC	142,800	$4.6M	0.21%	Put
72	CHKPCHECK POINT SOFTWARE TECH LT	41,647	$4.6M	0.21%	Put
73	SLVISHARES SILVER TRUST	284,620	$4.5M	0.20%	Put
74	PRSPPERSPECTA INC	172,732	$4.5M	0.20%	Call
75	TWLOTWILIO INC	40,952	$4.5M	0.20%	Put
76	PANWPALO ALTO NETWORKS INC	21,853	$4.5M	0.20%	Put
77	ESTCELASTIC N V	53,899	$4.4M	0.20%	Call
78	FCXFREEPORT-MCMORAN INC	458,224	$4.4M	0.20%	Put
79	TRVCCITIGROUP INC	62,891	$4.3M	0.20%	Put
80	RETAEURREATA PHARMACEUTICALS INC	53,876	$4.3M	0.19%
81	—CAMBREX CORP	72,426	$4.3M	0.19%
82	RLRALPH LAUREN CORP	45,000	$4.3M	0.19%	Call
83	KMBKIMBERLY CLARK CORP	30,000	$4.3M	0.19%	Call
84	ATVIEURACTIVISION BLIZZARD INC	80,034	$4.2M	0.19%	Put
85	SNPUSDCHINA PETE & CHEM CORP	70,480	$4.1M	0.19%
86	HPEHEWLETT PACKARD ENTERPRISE C	269,474	$4.1M	0.18%	Put
87	BMYBRISTOL MYERS SQUIBB CO	80,400	$4.1M	0.18%	Put
88	AEMAGNICO EAGLE MINES LTD	75,654	$4.1M	0.18%	Put
89	RSPINVESCO EXCHANGE TRADED FD T	37,201	$4.0M	0.18%
90	VICIVICI PPTYS INC	174,466	$4.0M	0.18%
91	XYZSQUARE INC	63,400	$3.9M	0.18%	Put
92	TALTAL EDUCATION GROUP	113,718	$3.9M	0.18%	Put
93	FQIDIGITAL RLTY TR INC	30,000	$3.9M	0.18%	Call
94	SAVESPIRIT AIRLS INC	107,200	$3.9M	0.18%	Put
95	JNJJOHNSON & JOHNSON	30,035	$3.9M	0.18%	Put
96	4I1PHILIP MORRIS INTL INC	50,765	$3.9M	0.17%	Put
97	VIABVIACOM INC	159,667	$3.8M	0.17%	Put
98	AG8AGILENT TECHNOLOGIES INC	50,003	$3.8M	0.17%	Put
99	LENLENNAR CORP	68,262	$3.8M	0.17%	Put
100	HALHALLIBURTON CO	202,169	$3.8M	0.17%	Put

Page 1 of 14Next