PRELUDE CAPITAL MANAGEMENT, LLC Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$2.6B

Holdings

1,590

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (1,590 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	2,769,700	$891.5M	33.89%	Put
2	HYGISHARES TR	873,478	$76.8M	2.92%	Put
3	TSLATESLA INC	177,771	$74.4M	2.83%	Put
4	AAPLAPPLE INC	154,500	$45.4M	1.72%	Put
5	NDQINVESCO QQQ TR	212,400	$45.2M	1.72%	Put
6	IWMISHARES TR	263,000	$42.1M	1.60%	Put
7	NFLXNETFLIX INC	115,687	$37.4M	1.42%	Put
8	INTCINTEL CORP	468,962	$28.1M	1.07%	Put
9	—ALLERGAN PLC	131,290	$25.1M	0.95%	Put
10	DISDISNEY WALT CO	158,860	$23.0M	0.87%	Put
11	JPMJPMORGAN CHASE & CO	161,444	$22.5M	0.86%	Put
12	BABAALIBABA GROUP HLDG LTD	100,555	$21.3M	0.81%	Put
13	MUMICRON TECHNOLOGY INC	363,624	$19.6M	0.74%	Put
14	GQ9SPDR GOLD TRUST	126,350	$18.1M	0.69%	Put
15	—TESLA INC	11,500,000	$17.4M	0.66%
16	—AUDENTES THERAPEUTICS INC	282,965	$16.9M	0.64%	Put
17	WCGEURWELLCARE HEALTH PLANS INC	48,481	$16.0M	0.61%	Put
18	GOOGLALPHABET INC	11,370	$15.2M	0.58%	Put
19	ZAYOEURZAYO GROUP HLDGS INC	435,302	$15.1M	0.57%
20	MSFTMICROSOFT CORP	89,931	$14.2M	0.54%	Put
21	—MEDICINES CO	154,334	$13.1M	0.50%	Put
22	LQDISHARES TR	101,541	$13.1M	0.50%	Put
23	WDCWESTERN DIGITAL CORP	194,133	$12.3M	0.47%	Put
24	BABOEING CO	37,000	$12.1M	0.46%	Put
25	OXYOCCIDENTAL PETE CORP	291,458	$12.0M	0.46%	Put
26	0VVBVIACOMCBS INC	284,635	$11.9M	0.45%	Put
27	AMZNAMAZON COM INC	6,043	$11.2M	0.42%	Put
28	TMUST MOBILE US INC	138,857	$10.9M	0.41%	Put
29	ADIANALOG DEVICES INC	90,621	$10.8M	0.41%	Put
30	—CISION LTD	1,054,191	$10.5M	0.40%
31	PYPLPAYPAL HLDGS INC	88,211	$9.5M	0.36%	Put
32	EAELECTRONIC ARTS INC	88,747	$9.5M	0.36%	Put
33	TIFEURTIFFANY & CO	71,053	$9.5M	0.36%	Put
34	GDXVANECK VECTORS ETF TRUST	319,704	$9.4M	0.36%	Put
35	ADBEADOBE INC	28,071	$9.3M	0.35%	Put
36	METAFACEBOOK INC	44,576	$9.2M	0.35%	Put
37	AMATAPPLIED MATLS INC	140,745	$8.6M	0.33%	Put
38	BXBLACKSTONE GROUP INC	150,000	$8.4M	0.32%	Put
39	MOALTRIA GROUP INC	152,545	$7.6M	0.29%	Put
40	—GRUBHUB INC	155,402	$7.6M	0.29%	Put
41	XYZSQUARE INC	120,040	$7.5M	0.29%	Put
42	URIUNITED RENTALS INC	44,401	$7.4M	0.28%	Put
43	XLNXEURXILINX INC	72,244	$7.1M	0.27%	Put
44	PDDPINDUODUO INC	179,342	$6.8M	0.26%	Put
45	—EL PASO ELEC CO	97,255	$6.6M	0.25%
46	ABBVABBVIE INC	74,400	$6.6M	0.25%	Put
47	CBCHUBB LIMITED	42,031	$6.5M	0.25%	Put
48	—MELLANOX TECHNOLOGIES LTD	55,277	$6.5M	0.25%
49	NVDANVIDIA CORP	27,331	$6.4M	0.24%	Put
50	HALHALLIBURTON CO	260,000	$6.4M	0.24%	Put
51	—ARQULE INC	299,863	$6.0M	0.23%	Put
52	FLT1EURFLEETCOR TECHNOLOGIES INC	20,800	$6.0M	0.23%	Put
53	TSMTAIWAN SEMICONDUCTOR MFG LTD	102,309	$5.9M	0.23%	Put
54	SLVISHARES SILVER TRUST	353,720	$5.9M	0.22%	Put
55	BKLNINVESCO EXCHNG TRADED FD TR	250,000	$5.7M	0.22%
56	GEGENERAL ELECTRIC CO	500,000	$5.6M	0.21%	Put
57	EEMISHARES TR	123,300	$5.5M	0.21%	Put
58	PCGPG&E CORP	505,810	$5.5M	0.21%	Put
59	EXPEEXPEDIA GROUP INC	49,900	$5.4M	0.21%	Call
60	ITWILLINOIS TOOL WKS INC	30,000	$5.4M	0.20%	Put
61	TALTAL EDUCATION GROUP	111,090	$5.4M	0.20%	Put
62	KHCKRAFT HEINZ CO	164,884	$5.3M	0.20%	Put
63	RCLROYAL CARIBBEAN CRUISES LTD	39,644	$5.3M	0.20%	Put
64	AFLAFLAC INC	100,000	$5.3M	0.20%	Put
65	ATVIEURACTIVISION BLIZZARD INC	88,735	$5.3M	0.20%	Put
66	BXPBOSTON PROPERTIES INC	37,500	$5.2M	0.20%	Call
67	METMETLIFE INC	100,000	$5.1M	0.19%	Put
68	IYRISHARES TR	54,700	$5.1M	0.19%	Put
69	CRMSALESFORCE COM INC	31,233	$5.1M	0.19%	Put
70	AALAMERICAN AIRLS GROUP INC	176,924	$5.1M	0.19%	Put
71	AMTTD AMERITRADE HLDG CORP	100,000	$5.0M	0.19%	Put
72	AGOASSURED GUARANTY LTD	100,227	$4.9M	0.19%	Put
73	QCOMQUALCOMM INC	55,409	$4.9M	0.19%	Put
74	BMYBRISTOL MYERS SQUIBB CO	74,888	$4.8M	0.18%	Put
75	RSPINVESCO EXCHANGE TRADED FD T	41,092	$4.8M	0.18%
76	AEPAMERICAN ELEC PWR CO INC	50,000	$4.7M	0.18%	Call
77	TWTRUSDTWITTER INC	147,321	$4.7M	0.18%	Call
78	IACIEURIAC INTERACTIVECORP	18,937	$4.7M	0.18%	Put
79	—PATTERN ENERGY GROUP INC	175,740	$4.7M	0.18%
80	ROKUROKU INC	34,900	$4.7M	0.18%	Put
81	TIPISHARES TR	40,000	$4.7M	0.18%
82	WBC1EURWABCO HLDGS INC	34,400	$4.7M	0.18%
83	HPEHEWLETT PACKARD ENTERPRISE C	291,611	$4.6M	0.18%	Put
84	JNJJOHNSON & JOHNSON	31,400	$4.6M	0.17%	Put
85	—ACACIA COMMUNICATIONS INC	66,932	$4.5M	0.17%
86	BRK/BBERKSHIRE HATHAWAY INC DEL	20,000	$4.5M	0.17%	Put
87	CHRCHURCHILL DOWNS INC	32,714	$4.5M	0.17%
88	CBRLCRACKER BARREL OLD CTRY STOR	28,400	$4.4M	0.17%	Call
89	4I1PHILIP MORRIS INTL INC	50,000	$4.3M	0.16%	Put
90	TRVCCITIGROUP INC	52,470	$4.2M	0.16%	Put
91	COFCAPITAL ONE FINL CORP	40,634	$4.2M	0.16%	Put
92	CLCOLGATE PALMOLIVE CO	60,571	$4.2M	0.16%	Put
93	KMBKIMBERLY CLARK CORP	30,000	$4.1M	0.16%	Call
94	NIONIO INC	1,019,800	$4.1M	0.16%	Put
95	—SYNTHORX INC	57,912	$4.0M	0.15%
96	—OMNOVA SOLUTIONS INC	400,000	$4.0M	0.15%
97	JDJD COM INC	114,526	$4.0M	0.15%	Put
98	RETAEURREATA PHARMACEUTICALS INC	19,423	$4.0M	0.15%
99	HONHONEYWELL INTL INC	21,800	$3.9M	0.15%	Call
100	GTGOODYEAR TIRE & RUBR CO	245,000	$3.8M	0.14%	Put

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