Boussard & Gavaudan Investment Management LLP Q4 2021 Filing

Filed February 10, 2022

Portfolio Value

$1.2B

Holdings

146

Report Date

Q4 2021

Filing Type

13F-HR

All Holdings (146 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—ALIBABA GROUP HLDG LTD	12,251	$135.3M	11.72%	Put
2	BABAALIBABA GROUP HLDG LTD	556,502	$68.4M	5.93%
3	KBR 2.5 11/01/23KBR INC	31,217	$58.9M	5.11%
4	ZS 0.125 07/01/25ZSCALER INC	21,605	$47.7M	4.13%
5	XLNXEURXILINX INC	168,361	$36.0M	3.12%
6	BGCPEURBGC PARTNERS INC	7,661,495	$35.4M	3.07%
7	—LABORATORY CORP AMER HLDGS	110,627	$34.7M	3.00%
8	XYZ 0.125 03/01/25BLOCK INC	19,471	$29.4M	2.55%
9	PANW 0.75 07/01/23PALO ALTO NETWORKS INC	13,630	$28.8M	2.50%
10	DDOG 0.125 06/15/25DATADOG INC	13,877	$28.0M	2.43%
11	COUP 0.125 06/15/25COUPA SOFTWARE INC	22,259	$27.6M	2.39%
12	LITE 0.25 03/15/24LUMENTUM HLDGS INC	14,409	$25.8M	2.23%
13	FCN 2 08/15/23FTI CONSULTING INC	14,604	$22.9M	1.98%
14	CLVTCLARIVATE PLC	241,000	$21.9M	1.90%
15	—IHS MARKIT LTD	157,909	$20.9M	1.81%
16	LBRDKLIBERTY BROADBAND CORP	125,806	$20.4M	1.77%
17	—ALTAIR ENGR INC	12,170	$20.3M	1.76%
18	LYV 2.5 03/15/23LIVE NATION ENTERTAINMENT IN	9,956	$18.1M	1.57%
19	OSGAMBAC FINL GROUP INC	1,100,386	$17.7M	1.53%
20	—SAILPOINT TECHNOLOGIES HLDGS	9,749	$17.5M	1.52%
21	LSXMKUSDLIBERTY MEDIA CORP DEL	341,019	$17.3M	1.50%
22	SLAB 0.625 06/15/25SILICON LABORATORIES INC	9,761	$17.1M	1.48%
23	PXD 0.25 05/15/25PIONEER NAT RES CO	9,377	$16.7M	1.45%
24	AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC	12,187	$16.0M	1.39%
25	WK 1.125 08/15/26WORKIVA INC	8,785	$15.7M	1.36%
26	FTAIEURFORTRESS TRANS INFRST INVS L	518,650	$15.0M	1.30%
27	PENG 2.25 02/15/26SMART GLOBAL HLDGS INC	7,809	$14.6M	1.26%
28	AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN	8,305	$13.4M	1.16%
29	OKTA 0.375 06/15/26OKTA INC	9,701	$11.6M	1.00%
30	NUANEURNUANCE COMMUNICATIONS INC	205,206	$11.4M	0.98%
31	FTCHF 3.75 05/01/27FARFETCH LTD	4,881	$11.2M	0.97%
32	RCL 4.25 06/15/23ROYAL CARIBBEAN GROUP	8,785	$11.2M	0.97%
33	SEALTD 0.25 09/15/26SEA LTD	12,202	$11.2M	0.97%
34	—ENVESTNET INC	8,762	$11.1M	0.96%
35	OKTA 0.125 09/01/25OKTA INC	7,321	$9.9M	0.86%
36	LITE 0.5 12/15/26LUMENTUM HLDGS INC	7,899	$9.9M	0.86%
37	FIVN 0.5 06/01/25FIVE9 INC	7,733	$9.6M	0.83%
38	PEGA 0.75 03/01/25PEGASYSTEMS INC	8,721	$9.4M	0.81%
39	W 1 08/15/26WAYFAIR INC	5,917	$9.0M	0.78%
40	WGO 1.5 04/01/25WINNEBAGO INDS INC	6,570	$8.9M	0.77%
41	—AVANTI ACQUISITION CORP	900,000	$8.8M	0.77%
42	RDFN 0 10/15/25REDFIN CORP	9,736	$8.8M	0.76%
43	PPCPILGRIMS PRIDE CORP	298,421	$8.3M	0.72%
44	EYE 2.5 05/15/25NATIONAL VISION HLDGS INC	4,771	$8.1M	0.70%
45	COUP 0.375 06/15/26COUPA SOFTWARE INC	8,101	$7.7M	0.67%
46	TWOU2U INC	5,760	$6.2M	0.54%
47	POSTPOST HLDGS INC	55,052	$6.1M	0.53%
48	TAT&T INC	244,950	$6.1M	0.53%
49	—FTAC EMERALD ACQUISITION COR	550,000	$5.5M	0.47%
50	—CC NEUBERGER PRIN HLDGS II	500,000	$5.0M	0.43%
51	—DECARBONIZATION PLUS ACQUISI	500,000	$4.9M	0.43%
52	—PERSHING SQUARE TONTINE HLDG	250,000	$4.9M	0.43%
53	MBVIM3 BRIGADE ACQUISITION II CO	500,000	$4.9M	0.43%
54	—WORLD QUANTUM GROWTH ACQUISI	500,000	$4.9M	0.43%
55	—ALIBABA GROUP HLDG LTD	393,877	$4.3M	0.38%	Call
56	—MOMENTIVE GLOBAL INC	181,684	$3.9M	0.34%
57	JWSMFJAWS MUSTANG ACQUISITION COR	400,000	$3.9M	0.34%
58	—ARES ACQUISITION CORPORATION	400,000	$3.9M	0.34%
59	ZURAJATT ACQUISITION CORP	375,000	$3.7M	0.32%
60	—TREBIA ACQUISITION CORP	350,000	$3.5M	0.30%
61	—L CATTERTON ASIA ACQUISITION	350,000	$3.4M	0.29%
62	ETSY 0.125 09/01/27ETSY INC	2,440	$3.3M	0.29%
63	—THUNDER BRIDGE CAP PRTNRS II	300,000	$2.9M	0.25%
64	—FTAC HERA ACQUISITION CORP	300,000	$2.9M	0.25%
65	—LIBERTY MEDIA ACQUISITION CO	284,269	$2.9M	0.25%
66	—SILVER SPIKE ACQUISITN CORP	300,000	$2.9M	0.25%
67	CSTMCONSTELLIUM SE	156,358	$2.8M	0.24%
68	—OAKTREE ACQUISITION CORP II	250,000	$2.5M	0.21%
69	—JAWS HURRICANE ACQUISITN COR	250,000	$2.5M	0.21%
70	—ELLIOTT OPPORTUNITY II CORP	250,000	$2.4M	0.21%
71	—AUSTERLITZ ACQUISITION CORP	250,000	$2.4M	0.21%
72	—GLOBAL TECHNOLGY ACQSTN CORP	225,000	$2.3M	0.20%
73	TXNMPNM RES INC	49,197	$2.3M	0.20%
74	—BLEUACACIA LTD	225,000	$2.3M	0.19%
75	—ORION ACQUISITION CORP	220,000	$2.1M	0.19%
76	—SOCIAL CAPITAL HEDOSOPHA HLD	200,000	$2.0M	0.18%
77	—SOCIAL CAPITAL HEDOSOPHA HLD	200,000	$2.0M	0.18%
78	—SPARTAN ACQUISITION CORP III	200,000	$2.0M	0.17%
79	—WARBURG PINCUS CAPTAL CORP I	200,000	$2.0M	0.17%
80	—HEALTH ASSURN ACQUISITION CO	200,000	$2.0M	0.17%
81	—WARBURG PINCUS CAPTAL CORP I	200,000	$1.9M	0.17%
82	—SCIENCE STRATEGIC ACQ ALPHA	200,000	$1.9M	0.17%
83	—AUSTERLITZ ACQUISITION CORP	200,000	$1.9M	0.17%
84	RRDEURDONNELLEY R R & SONS CO	156,972	$1.8M	0.15%
85	—USHG ACQUISITION CORP	146,192	$1.5M	0.13%
86	—FTAC ZEUS ACQUISITION COR	150,000	$1.5M	0.13%
87	—DECARBONIZATION PLUS ACQU II	136,365	$1.4M	0.12%
88	SLAMFSLAM CORP	125,000	$1.2M	0.11%
89	—KKR ACQUISITION HOLDING I CO	125,000	$1.2M	0.11%
90	—PRIMAVERA CAPITAL ACQUIST CO	125,000	$1.2M	0.11%
91	—TALON 1 ACQUISITION CORP	100,000	$1.0M	0.09%
92	CCIXCHURCHILL CAPITAL CORP VII	78,191	$767K	0.07%
93	—GORES METROPOULOS II INC	62,500	$623K	0.05%
94	—CC NEUBERGER PRINCIPAL HOLDN	57,400	$567K	0.05%
95	CNDACONCORD ACQUISITION CORP III	50,000	$510K	0.04%
96	—DIAMONDHEAD HOLDINGS CORP	50,000	$486K	0.04%
97	—AVANTI ACQUISITION CORP	500,000	$315K	0.03%
98	OPENOPENDOOR TECHNOLOGIES INC	21,400	$315K	0.03%
99	EVTLVERTICAL AEROSPACE LTD	400,000	$308K	0.03%
100	—FTAC ATHENA ACQUISITION CORP	25,000	$248K	0.02%

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