Boussard & Gavaudan Investment Management LLP Quant / Systematic

CIK: 0001614986 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 11, 2016

Total Value ($000): $80,020 (100.0% shares, 0.0% debt)

Holdings (17)

— TIM PARTICIPACOES S A 33.3%

Value ($000) $26,656 Shares 3,103,195 Est. Cost $20.14 Unrealized —

— MEAD JOHNSON NUTRITION CO 26.3%

Value ($000) $21,038 Shares 265,197 Est. Cost $99.69 Unrealized —

CRTO CRITEO S A 22.5%

Value ($000) $18,023 Shares 452,499 Est. Cost $38.20 Unrealized —

STLA 7.875 12/15/16 FCAU FIAT CHRYSLER AUTOMOBILES N 8.3%

Value ($000) $6,667 Shares 57,000 Est. Cost $116.96 Unrealized —

CNVAF CNOVA N V 2.3%

Value ($000) $1,851 Shares 767,892 Est. Cost $7.03 Unrealized -59.0%

ZTS ZOETIS INC 2.1%

Value ($000) $1,641 Shares 34,000 Est. Cost $41.75 Unrealized 0.0%

— WHITEWAVE FOODS CO 1.5%

Value ($000) $1,221 Shares 31,500 Est. Cost $38.76 Unrealized —

ALK ALASKA AIR GROUP INC 0.5%

Value ($000) $376 Shares 4,620 Est. Cost $71.50 Unrealized +2.3%

— ALLERGAN PLC 0.5%

Value ($000) $375 Shares 1,190 Est. Cost $300.00 Unrealized —

NKE NIKE INC 0.4%

Value ($000) $342 Shares 5,400 Est. Cost $53.13 Unrealized +6.7%

FISV FISERV INC 0.4%

Value ($000) $337 Shares 3,630 Est. Cost $40.44 Unrealized +16.1%

ORLY O REILLY AUTOMOTIVE INC NEW 0.4%

Value ($000) $327 Shares 1,270 Est. Cost $17.34 Unrealized 0.0%

— L BRANDS INC 0.4%

Value ($000) $325 Shares 3,360 Est. Cost $96.73 Unrealized —

REGN REGENERON PHARMACEUTICALS 0.4%

Value ($000) $307 Shares 560 Est. Cost $538.82 Unrealized 0.0%

DIS DISNEY WALT CO 0.4%

Value ($000) $302 Shares 2,840 Est. Cost $99.73 Unrealized +2.5%

STZ CONSTELLATION BRANDS INC 0.3%

Value ($000) $203 Shares 1,410 Est. Cost $118.66 Unrealized 0.0%

OMC OMNICOM GROUP INC 0.0%

Value ($000) $29 Shares 119,120 Est. Cost $52.01 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TIM PARTICIPACOES S A	3,103,195	$26,656	33.3%	$20.14	—	SPONSORED ADR	88706P205
—	MEAD JOHNSON NUTRITION CO	265,197	$21,038	26.3%	$99.69	—	COM	582839106
CRTO	CRITEO S A	452,499	$18,023	22.5%	$38.20	—	SPONS ADS	226718104
STLA 7.875 12/15/16 FCAU	FIAT CHRYSLER AUTOMOBILES N	57,000	$6,667	8.3%	$116.96	—	MAN COV SEC 16	N31738110
CNVAF	CNOVA N V	767,892	$1,851	2.3%	$7.03	-59.0%	SHS	N20947102
ZTS	ZOETIS INC	34,000	$1,641	2.1%	$41.75	0.0%	CL A	98978V103
—	WHITEWAVE FOODS CO	31,500	$1,221	1.5%	$38.76	—	COM	966244105
ALK	ALASKA AIR GROUP INC	4,620	$376	0.5%	$71.50	+2.3%	COM	011659109
—	ALLERGAN PLC	1,190	$375	0.5%	$300.00	—	SHS	G0177J108
NKE	NIKE INC	5,400	$342	0.4%	$53.13	+6.7%	CL B	654106103
FISV	FISERV INC	3,630	$337	0.4%	$40.44	+16.1%	COM	337738108
ORLY	O REILLY AUTOMOTIVE INC NEW	1,270	$327	0.4%	$17.34	0.0%	COM	67103H107
—	L BRANDS INC	3,360	$325	0.4%	$96.73	—	COM	501797104
REGN	REGENERON PHARMACEUTICALS	560	$307	0.4%	$538.82	0.0%	COM	75886F107
DIS	DISNEY WALT CO	2,840	$302	0.4%	$99.73	+2.5%	COM DISNEY	254687106
STZ	CONSTELLATION BRANDS INC	1,410	$203	0.3%	$118.66	0.0%	CL A	21036P108
OMC	OMNICOM GROUP INC	119,120	$29	0.0%	$52.01	0.0%	COM	681919106