Chief Compliance Officer

0001614986-23-000006.txt : 20230811 0001614986-23-000006.hdr.sgml : 20230811 20230811122315 ACCESSION NUMBER: 0001614986-23-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230630 FILED AS OF DATE: 20230811 DATE AS OF CHANGE: 20230811 EFFECTIVENESS DATE: 20230811 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Boussard & Gavaudan Investment Management LLP CENTRAL INDEX KEY: 0001614986 STATE OF INCORPORATION: X0 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-16285 FILM NUMBER: 231162522 BUSINESS ADDRESS: STREET 1: One vIne Street CITY: London STATE: X0 ZIP: W1J 0AH BUSINESS PHONE: 00-44-203-751-5400 MAIL ADDRESS: STREET 1: One vIne Street CITY: London STATE: X0 ZIP: W1J 0AH 13F-HR 1 primary_doc.xml X0202 13F-HR LIVE false true false 0001614986 XXXXXXXX 06-30-2023 06-30-2023 Boussard & Gavaudan Investment Management LLP

One vIne Street London X0 W1J 0AH

13F HOLDINGS REPORT 028-16285 N Emmanuel Gavaudan Chief Compliance Officer 442037515400 Emmanuel Gavaudan London X0 08-11-2023 0 123 1051959020 false INFORMATION TABLE 2 report4.xml ACTIVISION BLIZZARD INC COM 00507V109 46182077 552153 SH DFND 552153 0 0 AKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 00971TAJ0 14119432 13154 SH SOLE 13154 0 0 ALBERTSONS COS INC COMMON STOCK 013091103 23196552 1064062 SH SOLE 1064062 0 0 ALLEGO N V W EXP 03/16/202 N0796A118 7500 30000 SH SOLE 30000 0 0 ALPHABET INC CAP STK CL A 02079K305 5135673 42676 SH SOLE 42676 0 0 ALTAIR ENGR INC NOTE 0.250% 6/0 021369AA1 28316834 17243 SH DFND 17243 0 0 ALVOTECH W EXP 06/15/202 L01800116 75000 62500 SH SOLE 62500 0 0 AMAZON COM INC COM 023135106 5780778 44406 SH SOLE 44406 0 0 AMBAC FINL GROUP INC COM NEW 023139884 19327783 1390488 SH DFND 1390488 0 0 AMC ENTMT HLDGS INC CL A COM 00165C104 5388701 3027360 SH DFND 3027360 0 0 AMERICAN AIRLINES GROUP INC NOTE 6.500% 7/0 02376RAF9 9935193 7799 SH SOLE 7799 0 0 APOLLO STRATEGIC GRWT CPTL I W EXP 02/12/202 G0412A128 1811 15020 SH SOLE 15020 0 0 ARAMARK COM 03852U106 3868834 90605 SH SOLE 90605 0 0 ARES ACQUISITION CORPORATION COM CL A G33032106 2852550 270000 SH SOLE 270000 0 0 ARES ACQUISITION CORP II SHS CLASS A G33033104 3051000 300000 SH SOLE 300000 0 0 ARES ACQUISITION CORP II W EXP 99/99/999 G33033120 45000 150000 SH SOLE 150000 0 0 ARES ACQUISITION CORPORATION W EXP 02/02/202 G33032122 62000 80000 SH SOLE 80000 0 0 ARRAY TECHNOLOGIES INC COM SHS 04271T100 149074 6667 SH SOLE 6667 0 0 ASHLAND INC COM 044186104 265776 3057 SH SOLE 3057 0 0 AUTOLIV INC COM 052800109 221830 2607 SH SOLE 2607 0 0 BGC PARTNERS INC CL A 05541T101 23119306 5149066 SH SOLE 5149066 0 0 BLACKSKY TECHNOLOGY INC W EXP 09/09/202 09263B116 62559 265081 SH SOLE 265081 0 0 BLEUACACIA LTD CLASS A ORD SHS G11728105 1537500 150000 SH SOLE 150000 0 0 BLEUACACIA LTD RIGHT 10/30/2026 G11728139 12938 225000 SH SOLE 225000 0 0 BLEUACACIA LTD W EXP 10/30/202 G11728113 5625 112500 SH SOLE 112500 0 0 BOOKING HOLDINGS INC NOTE 0.750% 5/0 09857LAN8 14698112 9758 SH SOLE 9758 0 0 BOX INC NOTE 1/1 10316TAB0 4514101 3600 SH SOLE 3600 0 0 CC NEUBERGER PRINCIPAL HOLDN W EXP 02/05/202 G1992N126 2296 11480 SH SOLE 11480 0 0 CHART INDS INC NOTE 1.000%11/1 16115QAE0 62170645 22652 SH DFND 22652 0 0 CHEFS WHSE INC COM 163086101 378529 10609 SH SOLE 10609 0 0 CHURCHILL CAPITAL CORP VII W EXP 02/29/202 17144M110 2346 15638 SH SOLE 15638 0 0 CINEMARK HLDGS INC NOTE 4.500% 8/1 17243VAB8 15295187 11000 SH SOLE 11000 0 0 CLARIVATE PLC 5.25% PFD CONV A G21810208 17238568 424125 SH DFND 424125 0 0 CNH INDL N V SHS N20944109 10357632 719280 SH SOLE 719280 0 0 CNX RES CORP NOTE 2.250% 5/0 12653CAG3 18873704 12711 SH SOLE 12711 0 0 CONCORD ACQUISITION CORP III W EXP 99/99/999 20607V114 840 25000 SH SOLE 25000 0 0 CONMED CORP NOTE 2.250% 6/1 207410AH4 9030931 8020 SH SOLE 8020 0 0 COPA HOLDINGS SA NOTE 4.500% 4/1 21720AAB8 34697710 15750 SH DFND 15750 0 0 CYTOKINETICS INC COM NEW 23282W605 516560 15545 SH SOLE 15545 0 0 DYNAVAX TECHNOLOGIES CORP NOTE 2.500% 5/1 268158AD4 14907431 10500 SH SOLE 10500 0 0 ELLIOTT OPPORTUNITY II CORP SHS CL A G30092103 2585000 250000 SH SOLE 250000 0 0 ENVISTA HOLDINGS CORPORATION NOTE 2.375% 6/0 29415FAB0 16819245 9962 SH SOLE 9962 0 0 ETSY INC NOTE 0.125%10/0 29786AAJ5 15483361 12952 SH SOLE 12952 0 0 EVOLENT HEALTH INC NOTE 1.500%10/1 30050BAD3 5335269 4669 SH SOLE 4669 0 0 FATHOM DIGITAL MFG CORP W EXP 12/23/202 31189Y111 500 25000 SH SOLE 25000 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 24367220 450494 SH SOLE 450494 0 0 FRESHPET INC COM 358039105 140833 2166 SH SOLE 2166 0 0 FTAC EMERALD ACQUISITION COR CLASS A COM 29103K100 5698000 550000 SH SOLE 550000 0 0 FTAC EMERALD ACQUISITION COR W EXP 10/19/202 29103K118 15125 275000 SH SOLE 275000 0 0 FTAC ZEUS ACQUISITION COR CLASS A COM 30320F106 1564500 150000 SH SOLE 150000 0 0 FTAC ZEUS ACQUISITION COR W EXP 04/15/202 30320F114 1163 75000 SH SOLE 75000 0 0 GEO GROUP INC NEW COM 36162J106 134324 18682 SH SOLE 18682 0 0 GLOBAL TECHNOLGY ACQSTN CORP W EXP 10/19/202 G3934N115 6818 112500 SH SOLE 112500 0 0 GLOBUS MED INC CL A 379577208 4824378 81157 SH SOLE 81157 0 0 GORES HOLDINGS IX INC CLASS A COM 38287A101 2287442 223383 SH SOLE 223383 0 0 GORES HOLDINGS IX INC UNIT 01/14/2029 38287A200 130831 12764 SH SOLE 12764 0 0 GORES HOLDINGS IX INC W EXP 01/14/202 38287A119 12658 74461 SH SOLE 74461 0 0 GREEN PLAINS INC NOTE 2.250% 3/1 393222AK0 12114994 9833 SH SOLE 9833 0 0 HAMMERHEAD ENERGY INC W EXP 02/23/202 408302115 71499 49999 SH SOLE 49999 0 0 HORIZON THERAPEUTICS PUB L SHS G46188101 74356326 721836 SH SOLE 721836 0 0 HUBSPOT INC NOTE 0.375% 6/0 443573AD2 4759170 2500 SH SOLE 2500 0 0 INSIGHT ENTERPRISES INC NOTE 0.750% 2/1 45765UAB9 15028673 7000 SH SOLE 7000 0 0 IONIS PHARMACEUTICALS INC NOTE 4/0 462222AD2 7386472 7805 SH SOLE 7805 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 0.750% 6/1 46333XAF5 4731802 4698 SH SOLE 4698 0 0 IRONWOOD PHARMACEUTICALS INC NOTE 1.500% 6/1 46333XAH1 6737363 6577 SH SOLE 6577 0 0 JAWS MUSTANG ACQUISITION COR SHS CL A G50737108 4276000 400000 SH SOLE 400000 0 0 JAWS MUSTANG ACQUISITION COR W EXP 01/30/202 G50737124 5420 100000 SH SOLE 100000 0 0 JOBY AVIATION INC W EXP 08/10/202 G65163118 212250 75000 SH SOLE 75000 0 0 KBR INC NOTE 2.500%11/0 48242WAB2 34259890 13352 SH SOLE 13352 0 0 L CATTERTON ASIA ACQUISITION CLASS A ORD SHS G5346G125 3657500 350000 SH SOLE 350000 0 0 L CATTERTON ASIA ACQUISITION W EXP 03/08/202 G5346G117 58333 116666 SH SOLE 116666 0 0 LABORATORY CORP AMER HLDGS COM NEW 50540R409 11951357 49816 SH SOLE 49816 0 0 LANVIN GROUP HOLDINGS LIMITE W EXP 01/14/202 G5380J118 21250 62500 SH SOLE 62500 0 0 LIBERTY BROADBAND CORP COM SER C 530307305 6068076 75709 SH SOLE 75709 0 0 LIBERTY MEDIA CORP DEL COM A SIRIUSXM 531229409 6550940 202502 SH SOLE 202502 0 0 LIBERTY MEDIA CORP DEL COM C SIRIUSXM 531229607 19707516 615091 SH SOLE 615091 0 0 AMC ENTMT HLDGS INC PUT 00165C954 4433369 16014 SH Put DFND 16014 0 0 BROADCOM INC PUT 11135F951 895657 319 SH Put DFND 319 0 0 CLARIVATE PLC CALL G21810909 37027 5728 SH Call DFND 5728 0 0 DICE THERAPEUTICS INC CALL 23345J904 4084 1072 SH Call DFND 1072 0 0 NVIDIA CORPORATION PUT 67066G954 2993351 1065 SH Put DFND 1065 0 0 SPECTRUM BRANDS HLDGS INC NE PUT 84790A955 971 2136 SH Put DFND 2136 0 0 MANCHESTER UTD PLC NEW ORD CL A G5784H106 863209 35233 SH DFND 35233 0 0 MDU RES GROUP INC COM 552690109 5347802 254900 SH SOLE 254900 0 0 META PLATFORMS INC CL A 30303M102 1083004 3770 SH SOLE 3770 0 0 MICROSOFT CORP COM 594918104 5570296 16376 SH SOLE 16376 0 0 MIDDLEBY CORP NOTE 1.000% 9/0 596278AB7 12880234 10300 SH SOLE 10300 0 0 NOVA LTD NOTE 10/1 66980MAB2 9642431 6000 SH SOLE 6000 0 0 NVIDIA CORPORATION COM 67066G104 19158832 45399 SH DFND 45399 0 0 ON HLDG AG NAMEN AKT A H5919C104 5801680 177530 SH SOLE 177530 0 0 ON SEMICONDUCTOR CORP NOTE 5/0 682189AS4 33991750 18674 SH SOLE 18674 0 0 ORIGIN MATERIALS INC W EXP 06/25/202 68622D114 55200 76667 SH SOLE 76667 0 0 PARSONS CORP DEL NOTE 0.250% 8/1 70202LAB8 7247913 6307 SH SOLE 6307 0 0 PATRICK INDS INC NOTE 1.750%12/0 703343AG8 5422625 5547 SH SOLE 5547 0 0 PENN ENTERTAINMENT INC NOTE 2.750% 5/1 707569AU3 10116555 8080 SH SOLE 8080 0 0 PERMIAN RESOURCES CORP NOTE 3.250% 4/0 15136AAA0 18736327 9625 SH SOLE 9625 0 0 PINTEREST INC CL A 72352L106 1139870 41480 SH SOLE 41480 0 0 PROGRESS SOFTWARE CORP NOTE 1.000% 4/1 743312AB6 7764576 7026 SH SOLE 7026 0 0 RESMED INC COM 761152107 1065190 4859 SH SOLE 4859 0 0 REVANCE THERAPEUTICS INC NOTE 1.750% 2/1 761330AB5 13534652 12816 SH SOLE 12816 0 0 SCREAMING EAGLE ACQUISITN CO CLASS A ORD SHS G79407105 2846256 275800 SH SOLE 275800 0 0 SCREAMING EAGLE ACQUISITN CO W EXP 01/05/202 G79407121 12500 83333 SH SOLE 83333 0 0 SEA LTD NOTE 2.375%12/0 81141RAF7 4784766 4698 SH SOLE 4698 0 0 SEAGEN INC COM 81181C104 40489311 210427 SH SOLE 210427 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 4765064 65141 SH SOLE 65141 0 0 SKILLSOFT CORP W EXP 06/11/202 83066P119 3201 58207 SH SOLE 58207 0 0 SLAM CORP CL A SHS G8210L105 1335000 125000 SH SOLE 125000 0 0 SLAM CORP W EXP 02/23/202 G8210L121 5656 31250 SH SOLE 31250 0 0 SOLID POWER INC W EXP 12/08/202 83422N113 13870 45387 SH SOLE 45387 0 0 SPECTRUM BRANDS HLDGS INC NE COM 84790A105 16662936 213600 SH DFND 213600 0 0 STRIDE INC NOTE 1.125% 9/0 86333MAA6 9068443 9396 SH SOLE 9396 0 0 SYSTEM1 INC W EXP 99/99/999 87200P117 28333 56666 SH SOLE 56666 0 0 TOPGOLF CALLAWAY BRANDS CORP NOTE 2.750% 5/0 131193AE4 4655428 3560 SH SOLE 3560 0 0 UNITED HOMES GROUP INC W EXP 03/30/202 91060H116 8743 12500 SH SOLE 12500 0 0 UNITED STATES STL CORP NOTE 5.000%11/0 912909AT5 26316397 13438 SH SOLE 13438 0 0 VEECO INSTRS INC DEL NOTE 3.500% 1/1 922417AG5 680954 547 SH SOLE 547 0 0 VERIS RESIDENTIAL INC COM 554489104 2737215 168444 SH SOLE 168444 0 0 VERTICAL AEROSPACE LTD W EXP 09/15/202 G9471C115 43200 240000 SH SOLE 240000 0 0 VINTAGE WINE ESTATES INC W EXP 06/08/202 92747V114 17025 415253 SH SOLE 415253 0 0 VMWARE INC CL A COM 928563402 49296366 339647 SH SOLE 339647 0 0 WOLFSPEED INC NOTE 1.750% 5/0 225447AD3 15800179 11627 SH SOLE 11627 0 0 ZSCALER INC NOTE 0.125% 7/0 98980GAB8 17767125 15000 SH SOLE 15000 0 0 ZURA BIO LTD W EXP 03/20/202 G9TY5A119 67031 187500 SH SOLE 187500 0 0