Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 13, 2023

Total Value ($000): $978,510 (100.0% shares, 0.0% debt)

Holdings (115)

ROL ROLLINS INC 9.5%
Value ($000) $93,325 Shares 2,500,000 Est. Cost $39.17 Unrealized 0.0%
AER AERCAP HOLDINGS NV 8.3%
Value ($000) $81,471 Shares 1,300,000 Est. Cost $60.64 Unrealized +2.2%
ARM ARM HOLDINGS PLC 6.6%
Value ($000) $64,224 Shares 1,200,000 Est. Cost $53.52 Unrealized
ENB ENBRIDGE INC 6.0%
Value ($000) $58,912 Shares 1,775,000 Est. Cost $30.38 Unrealized 0.0%
KVUE KENVUE INC 4.5%
Value ($000) $44,176 Shares 2,200,000 Est. Cost $23.61 Unrealized -10.9%
BABA ALIBABA GROUP HLDG LTD 4.0%
Value ($000) $39,033 Shares 450,000 Est. Cost $102.18 Unrealized
GEHC GE HEALTHCARE TECHNOLOGIES I 3.5%
Value ($000) $34,020 Shares 500,000 Est. Cost $79.45 Unrealized -8.8%
PCG PG&E CORP 3.3%
Value ($000) $32,260 Shares 2,000,000 Est. Cost $16.74 Unrealized +1.5%
JD JD.COM INC 3.0%
Value ($000) $29,130 Shares 1,000,000 Est. Cost $43.89 Unrealized
CNM CORE & MAIN INC 2.9%
Value ($000) $28,850 Shares 1,000,000 Est. Cost $28.39 Unrealized +8.7%
NXT NEXTRACKER INC 2.9%
Value ($000) $28,112 Shares 700,000 Est. Cost $33.85 Unrealized +19.6%
SPY SPDR S&P 500 ETF TR 2.5%
Value ($000) $23,989 Shares 56,118 Est. Cost $406.32 Unrealized
NVDA NVIDIA CORPORATION 2.2%
Value ($000) $21,750 Shares 50,000 Est. Cost $33.17 Unrealized +35.0%
CRBG COREBRIDGE FINL INC 2.0%
Value ($000) $19,750 Shares 1,000,000 Est. Cost $16.20 Unrealized -0.6%
CG CARLYLE GROUP INC 2.0%
Value ($000) $19,604 Shares 650,000 Est. Cost $29.72 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 1.6%
Value ($000) $15,575 Shares 100,000 Est. Cost $147.89 Unrealized +3.6%
PR PERMIAN RESOURCES CORP 1.4%
Value ($000) $13,960 Shares 1,000,000 Est. Cost $12.58 Unrealized 0.0%
XP XP INC 1.4%
Value ($000) $13,911 Shares 603,500 Est. Cost $18.36 Unrealized +36.5%
MBLY MOBILEYE GLOBAL INC 1.3%
Value ($000) $12,465 Shares 300,000 Est. Cost $30.35 Unrealized +26.7%
VRT VERTIV HOLDINGS CO 1.2%
Value ($000) $12,185 Shares 327,546 Est. Cost $32.86 Unrealized 0.0%
GFS GLOBALFOUNDRIES INC 1.2%
Value ($000) $11,638 Shares 200,000 Est. Cost $62.07 Unrealized -4.4%
KGS KODIAK GAS SVCS INC 1.1%
Value ($000) $10,728 Shares 600,000 Est. Cost $15.97 Unrealized +11.7%
THUNDER BRDG CAP PRTNRS IV I 1.0%
Value ($000) $10,250 Shares 1,000,000 Est. Cost $8.89 Unrealized
SNX TD SYNNEX CORPORATION 1.0%
Value ($000) $9,986 Shares 100,000 Est. Cost $95.57 Unrealized 0.0%
RNR RENAISSANCERE HLDGS LTD 1.0%
Value ($000) $9,896 Shares 50,000 Est. Cost $198.97 Unrealized -3.3%
OPRA OPERA LTD 0.9%
Value ($000) $9,016 Shares 800,000 Est. Cost $11.27 Unrealized
BTE BAYTEX ENERGY CORP 0.9%
Value ($000) $8,820 Shares 2,000,000 Est. Cost $3.74 Unrealized 0.0%
GTES GATES INDL CORP PLC 0.9%
Value ($000) $8,708 Shares 750,000 Est. Cost $12.97 Unrealized -4.0%
VITAL ENERGY INC 0.8%
Value ($000) $8,313 Shares 150,000 Est. Cost $55.42 Unrealized
NOG NORTHERN OIL & GAS INC 0.8%
Value ($000) $8,046 Shares 200,000 Est. Cost $32.39 Unrealized +21.8%
SILVERBOW RES INC 0.7%
Value ($000) $7,154 Shares 200,000 Est. Cost $35.77 Unrealized
INTA INTAPP INC 0.7%
Value ($000) $6,704 Shares 200,000 Est. Cost $28.00 Unrealized +30.4%
QS QUANTUMSCAPE CORP 0.7%
Value ($000) $6,690 Shares 1,000,000 Est. Cost $8.14 Unrealized 0.0%
BROS DUTCH BROS INC 0.6%
Value ($000) $6,235 Shares 268,154 Est. Cost $28.49 Unrealized 0.0%
NABORS ENERGY TRANSITION COR 0.6%
Value ($000) $6,108 Shares 600,000 Est. Cost $10.18 Unrealized
VICI VICI PPTYS INC 0.6%
Value ($000) $5,820 Shares 200,000 Est. Cost $28.11 Unrealized -3.9%
SVV SAVERS VALUE VLG INC 0.6%
Value ($000) $5,601 Shares 300,000 Est. Cost $23.30 Unrealized -0.9%
INTC INTEL CORP 0.5%
Value ($000) $5,333 Shares 150,000 Est. Cost $30.72 Unrealized +11.4%
NUSTAR ENERGY LP 0.5%
Value ($000) $5,232 Shares 300,000 Est. Cost $17.44 Unrealized
PCOR PROCORE TECHNOLOGIES INC 0.5%
Value ($000) $5,193 Shares 79,500 Est. Cost $66.82 Unrealized 0.0%
KDK ARES ACQUISITION CORP II 0.5%
Value ($000) $5,135 Shares 500,000 Est. Cost $10.27 Unrealized
LNT ALLIANT ENERGY CORP 0.5%
Value ($000) $5,041 Shares 104,037 Est. Cost $47.84 Unrealized 0.0%
MSGE MADISON SQUARE GARDEN ENTMT 0.5%
Value ($000) $4,937 Shares 150,000 Est. Cost $34.31 Unrealized -3.7%
FLYW FLYWIRE CORPORATION 0.5%
Value ($000) $4,784 Shares 150,000 Est. Cost $31.99 Unrealized 0.0%
IBKR INTERACTIVE BROKERS GROUP IN 0.5%
Value ($000) $4,700 Shares 54,300 Est. Cost $21.95 Unrealized 0.0%
ROIV ROIVANT SCIENCES LTD 0.5%
Value ($000) $4,672 Shares 400,000 Est. Cost $9.39 Unrealized +20.4%
ATLAS ENERGY SOLUTIONS INC 0.4%
Value ($000) $4,224 Shares 190,000 Est. Cost $17.03 Unrealized
OGS ONE GAS INC 0.4%
Value ($000) $4,097 Shares 60,000 Est. Cost $75.57 Unrealized 0.0%
ASO ACADEMY SPORTS & OUTDOORS IN 0.4%
Value ($000) $4,056 Shares 85,800 Est. Cost $52.42 Unrealized 0.0%
SQUARESPACE INC 0.4%
Value ($000) $3,911 Shares 135,000 Est. Cost $28.97 Unrealized
PUMP PROPETRO HLDG CORP 0.4%
Value ($000) $3,721 Shares 350,000 Est. Cost $9.92 Unrealized 0.0%
CRC CALIFORNIA RES CORP 0.4%
Value ($000) $3,562 Shares 63,600 Est. Cost $49.62 Unrealized 0.0%
TDW TIDEWATER INC NEW 0.4%
Value ($000) $3,554 Shares 50,000 Est. Cost $30.42 Unrealized +107.6%
BMBL BUMBLE INC 0.3%
Value ($000) $2,984 Shares 200,000 Est. Cost $22.58 Unrealized -25.1%
CRNX CRINETICS PHARMACEUTICALS IN 0.3%
Value ($000) $2,974 Shares 100,000 Est. Cost $20.61 Unrealized 0.0%
GH GUARDANT HEALTH INC 0.3%
Value ($000) $2,964 Shares 100,000 Est. Cost $28.72 Unrealized +22.4%
HESM HESS MIDSTREAM LP 0.3%
Value ($000) $2,913 Shares 100,000 Est. Cost $24.64 Unrealized 0.0%
GTLB GITLAB INC 0.3%
Value ($000) $2,890 Shares 63,900 Est. Cost $47.88 Unrealized 0.0%
MIRATI THERAPEUTICS INC 0.3%
Value ($000) $2,831 Shares 65,000 Est. Cost $43.56 Unrealized
DV DOUBLEVERIFY HLDGS INC 0.3%
Value ($000) $2,795 Shares 100,000 Est. Cost $26.05 Unrealized +31.2%
SKWD SKYWARD SPECIALTY INS GROUP 0.3%
Value ($000) $2,736 Shares 100,000 Est. Cost $22.18 Unrealized +12.3%
CAVA CAVA GROUP INC 0.3%
Value ($000) $2,610 Shares 85,200 Est. Cost $41.17 Unrealized +6.0%
ATMU ATMUS FILTRATION TECHNOLOGIE 0.3%
Value ($000) $2,502 Shares 120,000 Est. Cost $20.77 Unrealized +9.2%
DUN & BRADSTREET HLDGS INC 0.3%
Value ($000) $2,498 Shares 250,000 Est. Cost $9.99 Unrealized
REXR REXFORD INDL RLTY INC 0.3%
Value ($000) $2,468 Shares 50,000 Est. Cost $52.22 Unrealized
IE IVANHOE ELECTRIC INC 0.2%
Value ($000) $2,380 Shares 200,000 Est. Cost $15.01 Unrealized 0.0%
BLBD BLUE BIRD CORP 0.2%
Value ($000) $2,135 Shares 100,000 Est. Cost $21.40 Unrealized -1.0%
ZM ZOOM VIDEO COMMUNICATIONS IN 0.2%
Value ($000) $2,098 Shares 30,000 Est. Cost $368.06 Unrealized -81.1%
CART MAPLEBEAR INC 0.2%
Value ($000) $2,078 Shares 70,000 Est. Cost $30.31 Unrealized 0.0%
APG API GROUP CORP 0.2%
Value ($000) $2,062 Shares 79,505 Est. Cost $18.35 Unrealized 0.0%
PZZA PAPA JOHNS INTL INC 0.2%
Value ($000) $2,027 Shares 29,719 Est. Cost $69.76 Unrealized 0.0%
ODD ODDITY TECH LTD 0.2%
Value ($000) $1,985 Shares 70,000 Est. Cost $42.34 Unrealized 0.0%
ARHS ARHAUS INC 0.2%
Value ($000) $1,860 Shares 200,000 Est. Cost $10.13 Unrealized 0.0%
SAFE SAFEHOLD INC 0.2%
Value ($000) $1,780 Shares 100,000 Est. Cost $17.80 Unrealized
INDI INDIE SEMICONDUCTOR INC 0.2%
Value ($000) $1,547 Shares 245,500 Est. Cost $7.73 Unrealized 0.0%
SWX SOUTHWEST GAS HLDGS INC 0.2%
Value ($000) $1,510 Shares 25,000 Est. Cost $63.73 Unrealized +0.1%
TRNO TERRENO RLTY CORP 0.1%
Value ($000) $1,420 Shares 25,000 Est. Cost $64.60 Unrealized
BE BLOOM ENERGY CORP 0.1%
Value ($000) $1,326 Shares 100,000 Est. Cost $22.53 Unrealized -30.4%
WHD CACTUS INC 0.1%
Value ($000) $1,255 Shares 25,000 Est. Cost $48.30 Unrealized +4.1%
AMKR AMKOR TECHNOLOGY INC 0.1%
Value ($000) $1,217 Shares 53,837 Est. Cost $25.22 Unrealized 0.0%
KVYO KLAVIYO INC 0.1%
Value ($000) $1,208 Shares 35,000 Est. Cost $34.31 Unrealized 0.0%
GSHD GOOSEHEAD INS INC 0.1%
Value ($000) $1,140 Shares 15,300 Est. Cost $67.08 Unrealized 0.0%
REZI RESIDEO TECHNOLOGIES INC 0.1%
Value ($000) $1,025 Shares 64,900 Est. Cost $16.82 Unrealized 0.0%
IDYA IDEAYA BIOSCIENCES INC 0.1%
Value ($000) $1,012 Shares 37,500 Est. Cost $20.56 Unrealized +23.3%
VSEC VSE CORP 0.1%
Value ($000) $1,009 Shares 20,000 Est. Cost $53.79 Unrealized 0.0%
BCYC BICYCLE THERAPEUTICS PLC 0.1%
Value ($000) $1,005 Shares 50,000 Est. Cost $20.09 Unrealized
ATAT ATOUR LIFESTYLE HLDGS LTD 0.1%
Value ($000) $943 Shares 50,000 Est. Cost $16.24 Unrealized
TARS TARSUS PHARMACEUTICALS INC 0.1%
Value ($000) $889 Shares 50,000 Est. Cost $17.70 Unrealized 0.0%
NVTS NAVITAS SEMICONDUCTOR CORP 0.1%
Value ($000) $869 Shares 125,000 Est. Cost $7.74 Unrealized +14.3%
HPK HIGHPEAK ENERGY INC 0.1%
Value ($000) $844 Shares 50,000 Est. Cost $14.08 Unrealized 0.0%
PTGX PROTAGONIST THERAPEUTICS INC 0.1%
Value ($000) $834 Shares 50,000 Est. Cost $25.03 Unrealized -22.5%
KRUS KURA SUSHI USA INC 0.1%
Value ($000) $827 Shares 12,500 Est. Cost $73.85 Unrealized +19.4%
GRNT GRANITE RIDGE RESOURCES INC 0.1%
Value ($000) $809 Shares 132,575 Est. Cost $6.98 Unrealized 0.0%
SBH SALLY BEAUTY HLDGS INC 0.1%
Value ($000) $787 Shares 93,972 Est. Cost $10.62 Unrealized 0.0%
ACELYRIN INC 0.1%
Value ($000) $712 Shares 70,000 Est. Cost $20.90 Unrealized
RVMD REVOLUTION MEDICINES INC 0.1%
Value ($000) $692 Shares 25,000 Est. Cost $24.62 Unrealized +20.4%
EXFY EXPENSIFY INC 0.1%
Value ($000) $577 Shares 177,467 Est. Cost $5.40 Unrealized 0.0%
EPRT ESSENTIAL PPTYS RLTY TR INC 0.1%
Value ($000) $541 Shares 25,000 Est. Cost $22.92 Unrealized
SGMT SAGIMET BIOSCIENCES INC 0.1%
Value ($000) $528 Shares 60,000 Est. Cost $13.31 Unrealized 0.0%
RAYZEBIO INC 0.0%
Value ($000) $444 Shares 20,000 Est. Cost $22.20 Unrealized
DH DEFINITIVE HEALTHCARE CORP 0.0%
Value ($000) $400 Shares 50,000 Est. Cost $11.78 Unrealized -14.7%
CRBU CARIBOU BIOSCIENCES INC 0.0%
Value ($000) $359 Shares 75,000 Est. Cost $6.20 Unrealized 0.0%
LAW CS DISCO INC 0.0%
Value ($000) $332 Shares 50,000 Est. Cost $50.59 Unrealized -82.8%
TMCI TREACE MED CONCEPTS INC 0.0%
Value ($000) $328 Shares 25,000 Est. Cost $23.48 Unrealized -22.0%
FDMT 4D MOLECULAR THERAPEUTICS IN 0.0%
Value ($000) $318 Shares 25,000 Est. Cost $18.41 Unrealized -9.2%
DRVN DRIVEN BRANDS HLDGS INC 0.0%
Value ($000) $315 Shares 25,000 Est. Cost $30.79 Unrealized -40.6%
BMEA BIOMEA FUSION INC 0.0%
Value ($000) $275 Shares 20,000 Est. Cost $12.43 Unrealized +45.1%
PACB PACIFIC BIOSCIENCES CALIF IN 0.0%
Value ($000) $209 Shares 25,000 Est. Cost $9.94 Unrealized +14.9%
HILLEVAX INC 0.0%
Value ($000) $202 Shares 15,000 Est. Cost $13.45 Unrealized
PARAGON 28 INC 0.0%
Value ($000) $188 Shares 15,000 Est. Cost $17.07 Unrealized
NMRA NEUMORA THERAPEUTICS INC. 0.0%
Value ($000) $141 Shares 10,000 Est. Cost $12.87 Unrealized 0.0%
GERN GERON CORP 0.0%
Value ($000) $106 Shares 50,000 Est. Cost $2.84 Unrealized -4.4%
PL PLANET LABS PBC 0.0%
Value ($000) $104 Shares 40,000 Est. Cost $9.47 Unrealized -66.5%
MLYS MINERALYS THERAPEUTICS INC 0.0%
Value ($000) $95 Shares 10,000 Est. Cost $16.83 Unrealized -22.5%
SVIRF SPRING VALLEY ACQUISTN CORP 0.0%
Value ($000) $41 Shares 211,791 Est. Cost $0.17 Unrealized