Top Funds / BlueCrest Capital Management Ltd


Michael Platt

2020Q4 Portfolio

SEC 13F Filing

Position #Shares $Value % # vs. 2020Q3 $ vs. 2020Q3
iSHARES TRUST JPMORGAN USD EMG 2,225,350 $257,940,000 5.72% New +$257,940,000
iSHARES TRUST IBOXX HI YD ETF 2,533,322 $221,159,000 4.91% New +$221,159,000
SPDR GOLD TRUST GOLD 1,010,616 $180,253,000 4.00% -57,603 -$8,950,000
DBX ETF TR XTRACK USD HIGH 2,829,553 $141,732,000 3.14% New +$141,732,000
ISHARES TR IBOXX INV CP ETF PUT 1,000,000 $138,130,000 3.06% New +$138,130,000
iSHARES TRUST JPMORGAN USD EMG CALL 990,000 $114,751,000 2.55% +910,000 +$105,880,000
ISHARES TR MSCI EMG MKT ETF CALL 1,851,000 $95,641,000 2.12% -89,000 +$10,106,000
SELECT SECTOR SPDR TR ENERGY 2,495,665 $94,586,000 2.10% New +$94,586,000
SELECT SECTOR SPDR TR ENERGY PUT 2,200,000 $83,380,000 1.85% New +$83,380,000
NICE Ltd. NOTE 1.250% 1/1 23,837,000 $80,999,000 1.80% -187,000 +$15,625,000
SELECT SECTOR SPDR TR SBI INTFINL CALL 2,704,700 $79,735,000 1.77% +2,554,700 +$76,124,000
SPDR GOLD TRUST GOLD PUT 386,000 $68,847,000 1.53% -396,000 -$69,661,000
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 4,891,808 $63,153,000 1.40% New +$63,153,000
SPDR S&P 500 ETF TRUST TR UNIT PUT 164,500 $61,503,000 1.36% -36,000 -$5,642,000
DUN & BRADSTREET HLDGS INC 2,272,727 $56,591,000 1.26% No Change -$1,727,000
SOCIAL CAPITAL HEDOSOPHA HLD UNIT 99/99/9999 4,000,000 $52,720,000 1.17% New +$52,720,000
SINA CORP 1,155,000 $48,949,000 1.09% +900,000 +$38,083,000
SPDR GOLD TRUST GOLD CALL 270,000 $48,157,000 1.07% +219,000 +$39,124,000
PG&E Corp UNIT 99/99/9999 353,772 $43,321,000 0.96% -54,188 +$3,216,000
South Mountain Merger Corp. UNIT 99/99/9999 2,227,500 $41,170,000 0.91% No Change +$16,667,000
ISHARES INC MSCI BRAZIL ETF CALL 1,080,000 $40,036,000 0.89% +930,000 +$35,887,000
LANDCADIA HOLDINGS III INC UNIT 99/99/9999 3,500,000 $39,095,000 0.87% New +$39,095,000
American Airlines Group Inc. NOTE 6.500% 7/0 29,000,000 $36,573,000 0.81% -3,165,000 +$6,923,000
iSHARES TRUST IBOXX HI YD ETF PUT 411,600 $35,933,000 0.80% +336,900 +$29,666,000
ISHARES TR BROAD USD HIGH 858,113 $35,406,000 0.79% New +$35,406,000