Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $837,693 (100.0% shares, 0.0% debt)

Holdings (119)

KVUE KENVUE INC 6.9%
Value ($000) $58,124 Shares 2,200,000 Est. Cost $23.61 Unrealized 0.0%
GEHC GE HEALTHCARE TECHNOLOGIES I 4.8%
Value ($000) $40,620 Shares 500,000 Est. Cost $79.45 Unrealized 0.0%
NXT NEXTRACKER INC 4.7%
Value ($000) $38,954 Shares 978,501 Est. Cost $33.85 Unrealized +8.3%
BABA ALIBABA GROUP HLDG LTD 4.5%
Value ($000) $37,508 Shares 450,000 Est. Cost $102.18 Unrealized
AER AERCAP HOLDINGS NV 4.3%
Value ($000) $35,952 Shares 566,000 Est. Cost $58.91 Unrealized -3.6%
PCG PG&E CORP 4.1%
Value ($000) $34,560 Shares 2,000,000 Est. Cost $16.74 Unrealized 0.0%
JD JD.COM INC 4.1%
Value ($000) $34,130 Shares 1,000,000 Est. Cost $43.89 Unrealized
RNR RENAISSANCERE HLDGS LTD 3.3%
Value ($000) $27,978 Shares 150,000 Est. Cost $198.97 Unrealized 0.0%
NVDA NVIDIA CORPORATION 2.5%
Value ($000) $21,151 Shares 50,000 Est. Cost $33.17 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 2.5%
Value ($000) $20,639 Shares 46,560 Est. Cost $401.97 Unrealized
GTES GATES INDL CORP PLC 2.3%
Value ($000) $18,872 Shares 1,400,000 Est. Cost $12.97 Unrealized 0.0%
AGL AGILON HEALTH INC 2.1%
Value ($000) $17,340 Shares 1,000,000 Est. Cost $22.48 Unrealized 0.0%
EG EVEREST RE GROUP LTD 2.0%
Value ($000) $17,093 Shares 50,000 Est. Cost $345.80 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 2.0%
Value ($000) $16,552 Shares 100,000 Est. Cost $147.89 Unrealized +0.7%
COR AMERISOURCEBERGEN CORP 2.0%
Value ($000) $16,357 Shares 85,000 Est. Cost $169.11 Unrealized 0.0%
CNM CORE & MAIN INC 1.9%
Value ($000) $15,670 Shares 500,000 Est. Cost $25.92 Unrealized +3.3%
CCC CCC INTELLIGENT SOLUTIONS HL 1.9%
Value ($000) $15,578 Shares 1,389,686 Est. Cost $9.83 Unrealized 0.0%
SPLV INVESCO EXCH TRADED FD TR II 1.8%
Value ($000) $15,037 Shares 239,400 Est. Cost $62.81 Unrealized
LUCID GROUP INC 1.6%
Value ($000) $13,780 Shares 2,000,000 Est. Cost $6.89 Unrealized
NOG NORTHERN OIL & GAS INC 1.6%
Value ($000) $13,728 Shares 400,000 Est. Cost $32.39 Unrealized 0.0%
GFS GLOBALFOUNDRIES INC 1.5%
Value ($000) $12,916 Shares 200,000 Est. Cost $62.07 Unrealized -2.5%
USPH U S PHYSICAL THERAPY 1.4%
Value ($000) $12,139 Shares 100,000 Est. Cost $107.82 Unrealized 0.0%
XP XP INC 1.4%
Value ($000) $11,730 Shares 500,000 Est. Cost $16.97 Unrealized 0.0%
MBLY MOBILEYE GLOBAL INC 1.4%
Value ($000) $11,526 Shares 300,000 Est. Cost $30.35 Unrealized +33.7%
CRBG COREBRIDGE FINL INC 1.3%
Value ($000) $11,038 Shares 625,000 Est. Cost $16.26 Unrealized -15.0%
GH GUARDANT HEALTH INC 1.3%
Value ($000) $10,740 Shares 300,000 Est. Cost $28.72 Unrealized 0.0%
THUNDER BRDG CAP PRTNRS IV I 1.2%
Value ($000) $10,120 Shares 1,000,000 Est. Cost $8.89 Unrealized
MSGE MADISON SQUARE GARDEN ENTMT 1.2%
Value ($000) $10,086 Shares 300,000 Est. Cost $34.31 Unrealized 0.0%
KGS KODIAK GAS SVCS INC 1.2%
Value ($000) $9,744 Shares 600,000 Est. Cost $15.97 Unrealized 0.0%
ASTS AST SPACEMOBILE INC 1.1%
Value ($000) $9,304 Shares 1,979,653 Est. Cost $5.18 Unrealized 0.0%
INTA INTAPP INC 1.0%
Value ($000) $8,382 Shares 200,000 Est. Cost $28.00 Unrealized +54.0%
EDIT EDITAS MEDICINE INC 1.0%
Value ($000) $8,021 Shares 974,618 Est. Cost $8.71 Unrealized 0.0%
BMBL BUMBLE INC 1.0%
Value ($000) $7,971 Shares 475,000 Est. Cost $22.58 Unrealized -23.5%
DV DOUBLEVERIFY HLDGS INC 0.9%
Value ($000) $7,784 Shares 200,000 Est. Cost $26.05 Unrealized +23.9%
RHP RYMAN HOSPITALITY PPTYS INC 0.9%
Value ($000) $7,434 Shares 80,000 Est. Cost $92.92 Unrealized
SVV SAVERS VALUE VLG INC 0.8%
Value ($000) $7,110 Shares 300,000 Est. Cost $23.30 Unrealized 0.0%
VICI VICI PPTYS INC 0.8%
Value ($000) $6,286 Shares 200,000 Est. Cost $28.11 Unrealized -1.8%
KDP KEURIG DR PEPPER INC 0.7%
Value ($000) $6,254 Shares 200,000 Est. Cost $30.38 Unrealized 0.0%
GPOR GULFPORT ENERGY CORP 0.7%
Value ($000) $5,779 Shares 55,000 Est. Cost $92.70 Unrealized 0.0%
WMG WARNER MUSIC GROUP CORP 0.6%
Value ($000) $5,218 Shares 200,000 Est. Cost $25.91 Unrealized 0.0%
ARES ACQUISITION CORP II 0.6%
Value ($000) $5,145 Shares 500,000 Est. Cost $10.29 Unrealized
NTLA INTELLIA THERAPEUTICS INC 0.6%
Value ($000) $5,098 Shares 125,000 Est. Cost $47.55 Unrealized -14.7%
INTC INTEL CORP 0.6%
Value ($000) $5,016 Shares 150,000 Est. Cost $30.72 Unrealized 0.0%
CWAN CLEARWATER ANALYTICS HLDGS I 0.6%
Value ($000) $4,761 Shares 300,000 Est. Cost $17.50 Unrealized -9.8%
BLBD BLUE BIRD CORP 0.6%
Value ($000) $4,687 Shares 208,511 Est. Cost $21.40 Unrealized 0.0%
USFD US FOODS HLDG CORP 0.5%
Value ($000) $4,400 Shares 100,000 Est. Cost $39.68 Unrealized 0.0%
KARUNA THERAPEUTICS INC 0.5%
Value ($000) $4,337 Shares 20,000 Est. Cost $181.64 Unrealized
GLBE GLOBAL E ONLINE LTD 0.5%
Value ($000) $4,094 Shares 100,000 Est. Cost $32.90 Unrealized 0.0%
PRVA PRIVIA HEALTH GROUP INC 0.5%
Value ($000) $3,917 Shares 150,000 Est. Cost $26.41 Unrealized 0.0%
SOVOS BRANDS INC 0.5%
Value ($000) $3,912 Shares 200,000 Est. Cost $19.56 Unrealized
VTMX VESTA REAL ESTATE CORPORATIO 0.5%
Value ($000) $3,818 Shares 118,500 Est. Cost $32.22 Unrealized
INTEGRAL AD SCIENCE HLDNG CO 0.4%
Value ($000) $3,596 Shares 200,000 Est. Cost $17.98 Unrealized
BBIO BRIDGEBIO PHARMA INC 0.4%
Value ($000) $3,526 Shares 205,000 Est. Cost $11.66 Unrealized +29.0%
CAVA CAVA GROUP INC 0.4%
Value ($000) $3,489 Shares 85,200 Est. Cost $41.17 Unrealized 0.0%
ATLAS ENERGY SOLUTIONS INC 0.4%
Value ($000) $3,298 Shares 190,000 Est. Cost $17.03 Unrealized
ATMU ATMUS FILTRATION TECHNOLOGIE 0.4%
Value ($000) $3,074 Shares 140,000 Est. Cost $20.77 Unrealized 0.0%
AZEK CO INC 0.4%
Value ($000) $3,029 Shares 100,000 Est. Cost $30.29 Unrealized
GLD SPDR GOLD TR 0.3%
Value ($000) $2,888 Shares 16,200 Est. Cost $178.27 Unrealized
TDW TIDEWATER INC NEW 0.3%
Value ($000) $2,772 Shares 50,000 Est. Cost $30.42 Unrealized +50.5%
SIBN SI-BONE INC 0.3%
Value ($000) $2,698 Shares 100,000 Est. Cost $24.39 Unrealized 0.0%
NVTS NAVITAS SEMICONDUCTOR CORP 0.3%
Value ($000) $2,635 Shares 250,000 Est. Cost $7.74 Unrealized 0.0%
REXR REXFORD INDL RLTY INC 0.3%
Value ($000) $2,611 Shares 50,000 Est. Cost $52.22 Unrealized
HAYW HAYWARD HLDGS INC 0.3%
Value ($000) $2,570 Shares 200,000 Est. Cost $11.54 Unrealized 0.0%
SKWD SKYWARD SPECIALTY INS GROUP 0.3%
Value ($000) $2,540 Shares 100,000 Est. Cost $22.18 Unrealized +4.1%
ROIV ROIVANT SCIENCES LTD 0.3%
Value ($000) $2,520 Shares 250,000 Est. Cost $8.23 Unrealized +8.6%
STERLING CHECK CORP 0.3%
Value ($000) $2,452 Shares 200,000 Est. Cost $12.26 Unrealized
MKSI MKS INSTRS INC 0.3%
Value ($000) $2,213 Shares 20,476 Est. Cost $89.53 Unrealized 0.0%
DCO DUCOMMUN INC DEL 0.3%
Value ($000) $2,179 Shares 50,000 Est. Cost $47.16 Unrealized 0.0%
RIVN RIVIAN AUTOMOTIVE INC 0.2%
Value ($000) $2,083 Shares 125,000 Est. Cost $98.60 Unrealized -85.8%
ZM ZOOM VIDEO COMMUNICATIONS IN 0.2%
Value ($000) $2,036 Shares 30,000 Est. Cost $368.06 Unrealized -81.8%
EVGO EVGO INC 0.2%
Value ($000) $2,000 Shares 500,000 Est. Cost $5.10 Unrealized 0.0%
ENGAGESMART INC 0.2%
Value ($000) $1,909 Shares 100,000 Est. Cost $19.25 Unrealized
SR SPIRE INC 0.2%
Value ($000) $1,903 Shares 30,000 Est. Cost $63.44 Unrealized
OLINK HLDG AB 0.2%
Value ($000) $1,875 Shares 100,000 Est. Cost $22.53 Unrealized
POWERSCHOOL HOLDINGS INC 0.2%
Value ($000) $1,818 Shares 95,000 Est. Cost $19.82 Unrealized
ATEC ALPHATEC HLDGS INC 0.2%
Value ($000) $1,798 Shares 100,000 Est. Cost $15.57 Unrealized 0.0%
BE BLOOM ENERGY CORP 0.2%
Value ($000) $1,635 Shares 100,000 Est. Cost $22.53 Unrealized -28.3%
SLV ISHARES SILVER TR 0.2%
Value ($000) $1,609 Shares 77,000 Est. Cost $22.12 Unrealized
SWX SOUTHWEST GAS HLDGS INC 0.2%
Value ($000) $1,591 Shares 25,000 Est. Cost $63.73 Unrealized -7.2%
HSAI HESAI GROUP 0.2%
Value ($000) $1,580 Shares 150,000 Est. Cost $15.47 Unrealized
TRNO TERRENO RLTY CORP 0.2%
Value ($000) $1,503 Shares 25,000 Est. Cost $64.60 Unrealized
ACELYRIN INC 0.2%
Value ($000) $1,463 Shares 70,000 Est. Cost $20.90 Unrealized
SOLO BRANDS INC 0.2%
Value ($000) $1,415 Shares 250,000 Est. Cost $5.66 Unrealized
PTGX PROTAGONIST THERAPEUTICS INC 0.2%
Value ($000) $1,381 Shares 50,000 Est. Cost $25.03 Unrealized 0.0%
ATS ATS CORPORATION 0.1%
Value ($000) $1,238 Shares 26,869 Est. Cost $43.03 Unrealized 0.0%
KRUS KURA SUSHI USA INC 0.1%
Value ($000) $1,162 Shares 12,500 Est. Cost $73.85 Unrealized 0.0%
KYMR KYMERA THERAPEUTICS INC 0.1%
Value ($000) $1,150 Shares 50,000 Est. Cost $28.65 Unrealized 0.0%
LXRX LEXICON PHARMACEUTICALS INC 0.1%
Value ($000) $1,145 Shares 500,000 Est. Cost $2.65 Unrealized 0.0%
VSTM VERASTEM INC 0.1%
Value ($000) $1,116 Shares 150,000 Est. Cost $6.94 Unrealized 0.0%
KRP KIMBELL RTY PARTNERS LP 0.1%
Value ($000) $1,103 Shares 75,000 Est. Cost $16.70 Unrealized
FTAC ZEUS ACQUISITION COR 0.1%
Value ($000) $1,080 Shares 103,550 Est. Cost $9.89 Unrealized
WHD CACTUS INC 0.1%
Value ($000) $1,058 Shares 25,000 Est. Cost $48.30 Unrealized -19.3%
CUREVAC N V 0.1%
Value ($000) $1,042 Shares 100,000 Est. Cost $6.97 Unrealized
ALLOVIR INC 0.1%
Value ($000) $994 Shares 292,316 Est. Cost $3.40 Unrealized
CRMD CORMEDIX INC 0.1%
Value ($000) $991 Shares 250,000 Est. Cost $4.95 Unrealized 0.0%
IRON DISC MEDICINE INC 0.1%
Value ($000) $888 Shares 20,000 Est. Cost $35.48 Unrealized 0.0%
EVCM EVERCOMMERCE INC 0.1%
Value ($000) $888 Shares 75,000 Est. Cost $18.42 Unrealized -36.6%
IDYA IDEAYA BIOSCIENCES INC 0.1%
Value ($000) $881 Shares 37,500 Est. Cost $20.56 Unrealized 0.0%
ATAT ATOUR LIFESTYLE HOLDINGS LTD 0.1%
Value ($000) $812 Shares 50,000 Est. Cost $16.24 Unrealized
DRVN DRIVEN BRANDS HLDGS INC 0.1%
Value ($000) $677 Shares 25,000 Est. Cost $30.79 Unrealized -9.6%
RVMD REVOLUTION MEDICINES INC 0.1%
Value ($000) $669 Shares 25,000 Est. Cost $24.62 Unrealized -0.4%
CHRS COHERUS BIOSCIENCES INC 0.1%
Value ($000) $641 Shares 150,000 Est. Cost $5.90 Unrealized 0.0%
TMCI TREACE MED CONCEPTS INC 0.1%
Value ($000) $640 Shares 25,000 Est. Cost $23.48 Unrealized +9.9%
DH DEFINITIVE HEALTHCARE CORP 0.1%
Value ($000) $550 Shares 50,000 Est. Cost $11.78 Unrealized -12.6%
BITO PROSHARES TR 0.1%
Value ($000) $518 Shares 30,500 Est. Cost $16.98 Unrealized
ENLT ENLIGHT RENEWABLE ENERGY LTD 0.1%
Value ($000) $501 Shares 28,223 Est. Cost $10.52 Unrealized +68.3%
KURA KURA ONCOLOGY INC 0.1%
Value ($000) $476 Shares 45,000 Est. Cost $11.83 Unrealized 0.0%
FDMT 4D MOLECULAR THERAPEUTICS IN 0.1%
Value ($000) $452 Shares 25,000 Est. Cost $18.41 Unrealized 0.0%
BMEA BIOMEA FUSION INC 0.1%
Value ($000) $439 Shares 20,000 Est. Cost $12.43 Unrealized +151.9%
BLUE WHALE ACQUISITION CORP 0.1%
Value ($000) $432 Shares 42,534 Est. Cost $9.69 Unrealized
LAW CS DISCO INC 0.0%
Value ($000) $411 Shares 50,000 Est. Cost $50.59 Unrealized -86.4%
PACB PACIFIC BIOSCIENCES CALIF IN 0.0%
Value ($000) $333 Shares 25,000 Est. Cost $9.94 Unrealized +22.2%
BLUEBIRD BIO INC 0.0%
Value ($000) $329 Shares 100,000 Est. Cost $3.18 Unrealized
PARAGON 28 INC 0.0%
Value ($000) $266 Shares 15,000 Est. Cost $17.07 Unrealized
EPRT ESSENTIAL PPTYS RLTY TR INC 0.0%
Value ($000) $235 Shares 10,000 Est. Cost $24.85 Unrealized
MLYS MINERALYS THERAPEUTICS INC 0.0%
Value ($000) $171 Shares 10,000 Est. Cost $16.83 Unrealized -11.2%
GERN GERON CORP 0.0%
Value ($000) $161 Shares 50,000 Est. Cost $2.84 Unrealized +0.2%
PL PLANET LABS PBC 0.0%
Value ($000) $129 Shares 40,000 Est. Cost $9.47 Unrealized -58.2%
SVIRF SPRING VALLEY ACQUISTN CORP 0.0%
Value ($000) $41 Shares 211,791 Est. Cost $0.17 Unrealized