PRELUDE CAPITAL MANAGEMENT, LLC Q1 2020 Filing

Filed May 15, 2020

Portfolio Value

$1.5B

Holdings

1,141

Report Date

Q1 2020

Filing Type

13F-HR

All Holdings (1,141 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	SPYSPDR S&P 500 ETF TR	2,013,000	$518.9M	34.78%	Put
2	HYGISHARES TR	1,198,500	$92.4M	6.19%	Put
3	TSLATESLA INC	136,700	$71.6M	4.80%	Put
4	GQ9SPDR GOLD TRUST	209,208	$31.0M	2.08%	Put
5	NDQINVESCO QQQ TR	158,300	$30.1M	2.02%	Put
6	—TESLA INC	11,500,000	$21.0M	1.41%
7	AMZNAMAZON COM INC	10,635	$20.7M	1.39%	Put
8	INDAISHARES TR	703,089	$17.0M	1.14%	Put
9	—ALLERGAN PLC	92,426	$16.4M	1.10%	Put
10	EFAISHARES TR	143,900	$16.4M	1.10%	Put
11	TIFEURTIFFANY & CO	111,966	$14.5M	0.97%	Put
12	TMUST MOBILE US INC	139,026	$11.7M	0.78%	Call
13	—FORTY SEVEN INC	121,344	$11.6M	0.78%	Put
14	WBC1EURWABCO HLDGS INC	84,776	$11.4M	0.77%
15	KOCOCA COLA CO	235,400	$10.4M	0.70%	Put
16	VCSHVANGUARD SCOTTSDALE FDS	130,000	$10.3M	0.69%
17	MUMICRON TECHNOLOGY INC	243,262	$10.2M	0.69%	Put
18	JOYYJOYY INC	162,371	$8.6M	0.58%	Put
19	AAPLAPPLE INC	33,525	$8.5M	0.57%	Put
20	—EL PASO ELEC CO	118,988	$8.1M	0.54%
21	—FORESCOUT TECHNOLOGIES INC	251,377	$7.9M	0.53%	Call
22	MSFTMICROSOFT CORP	49,247	$7.8M	0.52%	Put
23	—MELLANOX TECHNOLOGIES LTD	60,958	$7.4M	0.50%
24	HYTBLACKROCK CORPOR HI YLD FD I	797,209	$7.0M	0.47%
25	DEDEERE & CO	50,581	$7.0M	0.47%	Put
26	BABOEING CO	46,600	$7.0M	0.47%	Put
27	BABAALIBABA GROUP HLDG LTD	34,980	$6.8M	0.46%	Put
28	CLCOLGATE PALMOLIVE CO	101,901	$6.8M	0.45%	Put
29	—IBERIABANK CORP	170,642	$6.2M	0.41%
30	BXBLACKSTONE GROUP INC	131,500	$6.0M	0.40%	Put
31	KHCKRAFT HEINZ CO	226,008	$5.6M	0.37%	Put
32	CNCCENTENE CORP DEL	89,483	$5.3M	0.36%	Put
33	—OMNOVA SOLUTIONS INC	517,434	$5.2M	0.35%
34	NFLXNETFLIX INC	13,844	$5.2M	0.35%	Put
35	CVXCHEVRON CORP	71,665	$5.2M	0.35%	Put
36	VIPSVIPSHOP HLDGS LTD	324,702	$5.1M	0.34%
37	FISVFISERV INC	50,200	$4.8M	0.32%	Call
38	GOOGLALPHABET INC	3,995	$4.6M	0.31%	Put
39	IACIEURIAC INTERACTIVECORP	25,492	$4.6M	0.31%	Put
40	XYZSQUARE INC	86,308	$4.5M	0.30%	Put
41	BIIBBIOGEN INC	13,976	$4.4M	0.30%	Call
42	LQDISHARES TR	29,970	$4.3M	0.29%	Put
43	CMCSACOMCAST CORP	121,611	$4.2M	0.28%	Put
44	VVISA INC	25,651	$4.1M	0.28%	Call
45	LIVNLIVANOVA PLC	91,080	$4.1M	0.28%
46	LMEURLEGG MASON INC	83,678	$4.1M	0.27%
47	SLVISHARES SILVER TRUST	312,653	$4.1M	0.27%	Put
48	CVSCVS HEALTH CORP	68,726	$4.1M	0.27%	Put
49	EAELECTRONIC ARTS INC	40,029	$4.0M	0.27%	Put
50	—ACACIA COMMUNICATIONS INC	54,930	$3.7M	0.25%
51	DAOYOUDAO INC	173,600	$3.7M	0.24%
52	JDJD COM INC	89,330	$3.6M	0.24%	Call
53	MOMO 1.25 07/01/25MOMO INC	4,500,000	$3.6M	0.24%
54	STZCONSTELLATION BRANDS INC	25,203	$3.6M	0.24%	Put
55	—WRIGHT MED GROUP N V	125,713	$3.6M	0.24%
56	HPEHEWLETT PACKARD ENTERPRISE C	355,494	$3.5M	0.23%	Put
57	ATVIEURACTIVISION BLIZZARD INC	57,998	$3.5M	0.23%	Put
58	AFWALIGN TECHNOLOGY INC	19,761	$3.4M	0.23%	Put
59	KSUEURKANSAS CITY SOUTHERN	27,000	$3.4M	0.23%	Put
60	—BARCLAYS BK PLC	74,109	$3.4M	0.23%	Put
61	GOOGALPHABET INC	2,938	$3.4M	0.23%
62	—CYPRESS SEMICONDUCTOR CORP	143,716	$3.4M	0.22%
63	CSCOCISCO SYS INC	83,090	$3.3M	0.22%	Put
64	—BENEFYTT TECHNOLOGIES INC	145,791	$3.3M	0.22%
65	TMETENCENT MUSIC ENTMT GROUP	316,703	$3.2M	0.21%	Put
66	TRVCCITIGROUP INC	73,959	$3.1M	0.21%	Call
67	EEMISHARES TR	86,700	$3.1M	0.21%	Put
68	XLUSELECT SECTOR SPDR TR	75,170	$3.0M	0.20%	Put
69	PDDPINDUODUO INC	83,028	$3.0M	0.20%	Put
70	SYKSTRYKER CORP	17,910	$3.0M	0.20%	Put
71	NVDANVIDIA CORP	11,303	$3.0M	0.20%	Put
72	JPMJPMORGAN CHASE & CO	33,014	$3.0M	0.20%	Put
73	—LIMELIGHT NETWORKS INC	516,939	$2.9M	0.20%
74	PCGPG&E CORP	322,000	$2.9M	0.19%	Put
75	AMDADVANCED MICRO DEVICES INC	63,113	$2.9M	0.19%	Put
76	LOGMEURLOGMEIN INC	33,150	$2.8M	0.19%
77	BIDUNBAIDU INC	26,727	$2.7M	0.18%
78	HDBHDFC BANK LTD	69,553	$2.7M	0.18%
79	GILTGILAT SATELLITE NETWORKS LTD	375,431	$2.7M	0.18%
80	BILIBILIBILI INC	113,500	$2.7M	0.18%
81	XLNXEURXILINX INC	33,719	$2.6M	0.18%	Put
82	IBMINTERNATIONAL BUSINESS MACHS	23,400	$2.6M	0.17%	Put
83	0VVBVIACOMCBS INC	182,452	$2.6M	0.17%	Put
84	USX1UNITED STATES STL CORP	404,400	$2.6M	0.17%	Put
85	QCOMQUALCOMM INC	37,230	$2.5M	0.17%	Call
86	NEMNEWMONT CORP	55,600	$2.5M	0.17%	Put
87	SPWHSPORTSMANS WHSE HLDGS INC	408,280	$2.5M	0.17%
88	TXNTEXAS INSTRS INC	25,000	$2.5M	0.17%	Call
89	TROWPRICE T ROWE GROUP INC	25,200	$2.5M	0.16%	Call
90	GDXVANECK VECTORS ETF TR	105,638	$2.4M	0.16%	Put
91	ITWOPROSHARES TR II	41,500	$2.4M	0.16%	Put
92	NKENIKE INC	29,367	$2.4M	0.16%	Put
93	METAFACEBOOK INC	14,544	$2.4M	0.16%	Put
94	DFSEURDISCOVER FINL SVCS	66,009	$2.4M	0.16%	Put
95	KKRKKR & CO INC	99,300	$2.3M	0.16%	Call
96	ZMZOOM VIDEO COMMUNICATIONS IN	15,952	$2.3M	0.16%	Put
97	CLVTRIP COM GROUP LTD	98,600	$2.3M	0.15%	Put
98	AMATAPPLIED MATLS INC	50,374	$2.3M	0.15%	Put
99	STXSEAGATE TECHNOLOGY PLC	47,279	$2.3M	0.15%
100	CHRCHURCHILL DOWNS INC	21,989	$2.3M	0.15%

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