Boussard & Gavaudan Investment Management LLP Quant / Systematic

CIK: 0001614986 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Jul 17, 2015

Total Value ($000): $91,954 (100.0% shares, 0.0% debt)

Holdings (31)

— TIM PARTICIPACOES S A 39.9%

Value ($000) $36,714 Shares 2,264,905 Est. Cost $24.25 Unrealized —

— MEAD JOHNSON NUTRITION CO 36.9%

Value ($000) $33,950 Shares 375,557 Est. Cost $99.69 Unrealized —

CRTO CRITEO S A 4.9%

Value ($000) $4,501 Shares 95,740 Est. Cost $34.84 Unrealized —

CNVAF CNOVA N V 4.7%

Value ($000) $4,331 Shares 767,892 Est. Cost $7.03 Unrealized -15.1%

TMUS T MOBILE US INC 3.9%

Value ($000) $3,541 Shares 90,819 Est. Cost $30.12 Unrealized +14.9%

SPY SPDR S&P 500 ETF TR 2.2%

Value ($000) $2,035 Shares 9,900 Est. Cost $205.56 Unrealized —

— ISHARES 1.1%

Value ($000) $974 Shares 55,000 Est. Cost $17.71 Unrealized —

EEM ISHARES TR 0.5%

Value ($000) $462 Shares 3,200 Est. Cost $144.38 Unrealized —

XLE SELECT SECTOR SPDR TR 0.4%

Value ($000) $396 Shares 1,600 Est. Cost $247.50 Unrealized —

— ALLERGAN PLC 0.4%

Value ($000) $357 Shares 1,190 Est. Cost $300.00 Unrealized —

— DISCOVER FINL SVCS 0.3%

Value ($000) $317 Shares 5,498 Est. Cost $56.67 Unrealized —

ORLY O REILLY AUTOMOTIVE INC NEW 0.3%

Value ($000) $284 Shares 1,249 Est. Cost $13.50 Unrealized +9.9%

FISV FISERV INC 0.3%

Value ($000) $277 Shares 3,350 Est. Cost $40.21 Unrealized 0.0%

— CIGNA CORPORATION 0.3%

Value ($000) $236 Shares 1,435 Est. Cost $164.46 Unrealized —

URI UNITED RENTALS INC 0.3%

Value ($000) $234 Shares 2,659 Est. Cost $92.74 Unrealized 0.0%

HCA HCA HOLDINGS INC 0.2%

Value ($000) $224 Shares 2,470 Est. Cost $74.47 Unrealized 0.0%

— ALTERA CORP 0.2%

Value ($000) $222 Shares 4,331 Est. Cost $51.26 Unrealized —

HAS HASBRO INC 0.2%

Value ($000) $221 Shares 2,939 Est. Cost $50.36 Unrealized 0.0%

LYB LYONDELLBASELL INDUSTRIES N 0.2%

Value ($000) $220 Shares 2,117 Est. Cost $56.14 Unrealized 0.0%

— HEWLETT PACKARD CO 0.2%

Value ($000) $218 Shares 7,355 Est. Cost $29.64 Unrealized —

EXPE EXPEDIA INC DEL 0.2%

Value ($000) $215 Shares 1,974 Est. Cost $97.77 Unrealized 0.0%

— JUNIPER NETWORKS INC 0.2%

Value ($000) $215 Shares 8,232 Est. Cost $26.12 Unrealized —

— CAMERON INTERNATIONAL CORP 0.2%

Value ($000) $213 Shares 4,119 Est. Cost $51.71 Unrealized —

GME GAMESTOP CORP NEW 0.2%

Value ($000) $210 Shares 4,896 Est. Cost $7.74 Unrealized 0.0%

CF CF INDS HLDGS INC 0.2%

Value ($000) $209 Shares 3,275 Est. Cost $45.17 Unrealized 0.0%

AIG AMERICAN INTL GROUP INC 0.2%

Value ($000) $209 Shares 3,392 Est. Cost $45.50 Unrealized 0.0%

GS GOLDMAN SACHS GROUP INC 0.2%

Value ($000) $206 Shares 988 Est. Cost $164.61 Unrealized 0.0%

— CITRIX SYS INC 0.2%

Value ($000) $204 Shares 2,909 Est. Cost $70.13 Unrealized —

DE DEERE & CO 0.2%

Value ($000) $203 Shares 2,119 Est. Cost $75.36 Unrealized 0.0%

— DISCOVERY COMMUNICATNS NEW 0.2%

Value ($000) $201 Shares 6,042 Est. Cost $33.27 Unrealized —

— XEROX CORP 0.2%

Value ($000) $155 Shares 14,464 Est. Cost $12.68 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TIM PARTICIPACOES S A	2,264,905	$36,714	39.9%	$24.25	—	SPONSORED ADR	88706P205
—	MEAD JOHNSON NUTRITION CO	375,557	$33,950	36.9%	$99.69	—	COM	582839106
CRTO	CRITEO S A	95,740	$4,501	4.9%	$34.84	—	SPONS ADS	226718104
CNVAF	CNOVA N V	767,892	$4,331	4.7%	$7.03	-15.1%	SHS	N20947102
TMUS	T MOBILE US INC	90,819	$3,541	3.9%	$30.12	+14.9%	COM	872590104
SPY	SPDR S&P 500 ETF TR	9,900	$2,035	2.2%	$205.56	—	TR UNIT	78462F103
—	ISHARES	55,000	$974	1.1%	$17.71	—	MSCI JAPAN ETF	464286848
EEM	ISHARES TR	3,200	$462	0.5%	$144.38	—	MSCI EMG MKT ETF	464287234
XLE	SELECT SECTOR SPDR TR	1,600	$396	0.4%	$247.50	—	SBI INT-ENERGY	81369Y506
—	ALLERGAN PLC	1,190	$357	0.4%	$300.00	—	SHS	G0177J108
—	DISCOVER FINL SVCS	5,498	$317	0.3%	$56.67	—	COM	254709108
ORLY	O REILLY AUTOMOTIVE INC NEW	1,249	$284	0.3%	$13.50	+9.9%	COM	67103H107
FISV	FISERV INC	3,350	$277	0.3%	$40.21	0.0%	COM	337738108
—	CIGNA CORPORATION	1,435	$236	0.3%	$164.46	—	COM	125509109
URI	UNITED RENTALS INC	2,659	$234	0.3%	$92.74	0.0%	COM	911363109
HCA	HCA HOLDINGS INC	2,470	$224	0.2%	$74.47	0.0%	COM	40412C101
—	ALTERA CORP	4,331	$222	0.2%	$51.26	—	COM	021441100
HAS	HASBRO INC	2,939	$221	0.2%	$50.36	0.0%	COM	418056107
LYB	LYONDELLBASELL INDUSTRIES N	2,117	$220	0.2%	$56.14	0.0%	SHS - A -	N53745100
—	HEWLETT PACKARD CO	7,355	$218	0.2%	$29.64	—	COM	428236103
EXPE	EXPEDIA INC DEL	1,974	$215	0.2%	$97.77	0.0%	COM NEW	30212P303
—	JUNIPER NETWORKS INC	8,232	$215	0.2%	$26.12	—	COM	48203R104
—	CAMERON INTERNATIONAL CORP	4,119	$213	0.2%	$51.71	—	COM	13342B105
GME	GAMESTOP CORP NEW	4,896	$210	0.2%	$7.74	0.0%	CL A	36467W109
CF	CF INDS HLDGS INC	3,275	$209	0.2%	$45.17	0.0%	COM	125269100
AIG	AMERICAN INTL GROUP INC	3,392	$209	0.2%	$45.50	0.0%	COM NEW	026874784
GS	GOLDMAN SACHS GROUP INC	988	$206	0.2%	$164.61	0.0%	COM	38141G104
—	CITRIX SYS INC	2,909	$204	0.2%	$70.13	—	COM	177376100
DE	DEERE & CO	2,119	$203	0.2%	$75.36	0.0%	COM	244199105
—	DISCOVERY COMMUNICATNS NEW	6,042	$201	0.2%	$33.27	—	COM SER A	25470F104
—	XEROX CORP	14,464	$155	0.2%	$12.68	—	COM	984121103