Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q4 2020 (Next →)

Filing Date: Feb 16, 2021

Total Value ($000): $114,932 (100.0% shares, 0.0% debt)

Holdings (18)

— CHURCHILL CAPITAL CORP V 11.9%

Value ($000) $13,650 Shares 1,300,000 Est. Cost $10.50 Unrealized —

— ROMEO POWER INC 9.8%

Value ($000) $11,245 Shares 500,000 Est. Cost $22.49 Unrealized —

— NORTHERN STAR ACQUISITION CO 9.6%

Value ($000) $10,990 Shares 700,000 Est. Cost $15.70 Unrealized —

— SCION TECH GROWTH I 8.5%

Value ($000) $9,823 Shares 950,000 Est. Cost $10.34 Unrealized —

— CBRE ACQUISITION HLDGS INC 7.3%

Value ($000) $8,412 Shares 805,000 Est. Cost $10.45 Unrealized —

— CARNEY TECHNOLOGY ACQU CORP 7.2%

Value ($000) $8,259 Shares 805,000 Est. Cost $10.26 Unrealized —

— SENIOR CONNECT ACQUISITN COR 6.2%

Value ($000) $7,100 Shares 690,000 Est. Cost $10.29 Unrealized —

— JAWS SPITFIRE ACQUISITION CO 5.8%

Value ($000) $6,630 Shares 600,000 Est. Cost $11.05 Unrealized —

— DMY TECHNOLOGY GROUP INC III 5.0%

Value ($000) $5,700 Shares 500,000 Est. Cost $11.40 Unrealized —

— RMG ACQUISITION CORP II 4.9%

Value ($000) $5,575 Shares 500,000 Est. Cost $11.15 Unrealized —

— MARQUEE RAINE ACQUISITION CO 4.7%

Value ($000) $5,415 Shares 500,000 Est. Cost $10.83 Unrealized —

— REVOLUTION ACCELERTN ACQU CO 4.5%

Value ($000) $5,205 Shares 500,000 Est. Cost $10.41 Unrealized —

— MOTIVE CAPITAL CORP 3.7%

Value ($000) $4,216 Shares 400,000 Est. Cost $10.54 Unrealized —

RTPZ/U REINVENT TECHNOLOGY PARTNERS 3.0%

Value ($000) $3,414 Shares 300,000 Est. Cost $11.38 Unrealized —

— FRAZIER LIFESCIENCES ACQU CO 3.0%

Value ($000) $3,397 Shares 326,354 Est. Cost $10.41 Unrealized —

— DRAGONEER GROWTH OPPTY CORP 2.3%

Value ($000) $2,637 Shares 225,000 Est. Cost $11.72 Unrealized —

— HUMANCO ACQUISITION CORP 1.9%

Value ($000) $2,204 Shares 200,000 Est. Cost $11.02 Unrealized —

— GORES HOLDINGS VI INC 0.9%

Value ($000) $1,060 Shares 100,000 Est. Cost $10.60 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	CHURCHILL CAPITAL CORP V	1,300,000	$13,650	11.9%	$10.50	—	UNIT 99/99/9999	17144T206
—	ROMEO POWER INC	500,000	$11,245	9.8%	$22.49	—	COM	776153108
—	NORTHERN STAR ACQUISITION CO	700,000	$10,990	9.6%	$15.70	—	UNIT 08/29/2025	665742201
—	SCION TECH GROWTH I	950,000	$9,823	8.5%	$10.34	—	UNIT 12/17/2025	G31067120
—	CBRE ACQUISITION HLDGS INC	805,000	$8,412	7.3%	$10.45	—	UNIT 99/99/9999	12510J205
—	CARNEY TECHNOLOGY ACQU CORP	805,000	$8,259	7.2%	$10.26	—	UNIT 12/10/2025	143636207
—	SENIOR CONNECT ACQUISITN COR	690,000	$7,100	6.2%	$10.29	—	UNIT 12/09/2023	81723H207
—	JAWS SPITFIRE ACQUISITION CO	600,000	$6,630	5.8%	$11.05	—	UNIT 99/99/9999	G50740128
—	DMY TECHNOLOGY GROUP INC III	500,000	$5,700	5.0%	$11.40	—	UNIT 99/99/9999	233278209
—	RMG ACQUISITION CORP II	500,000	$5,575	4.9%	$11.15	—	UNIT 12/09/2025	G76083115
—	MARQUEE RAINE ACQUISITION CO	500,000	$5,415	4.7%	$10.83	—	UNIT 12/01/2025	G58442115
—	REVOLUTION ACCELERTN ACQU CO	500,000	$5,205	4.5%	$10.41	—	UNIT 12/01/2025	76156P205
—	MOTIVE CAPITAL CORP	400,000	$4,216	3.7%	$10.54	—	UNIT 99/99/9999	G6293A129
RTPZ/U	REINVENT TECHNOLOGY PARTNERS	300,000	$3,414	3.0%	$11.38	—	UNIT 99/99/9999	G74847123
—	FRAZIER LIFESCIENCES ACQU CO	326,354	$3,397	3.0%	$10.41	—	UNIT 12/09/2025	G3710A121
—	DRAGONEER GROWTH OPPTY CORP	225,000	$2,637	2.3%	$11.72	—	SHS CL A	G28314105
—	HUMANCO ACQUISITION CORP	200,000	$2,204	1.9%	$11.02	—	UNIT 12/08/2023	44487N208
—	GORES HOLDINGS VI INC	100,000	$1,060	0.9%	$10.60	—	UNIT 08/24/2027	38286R204