Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 14, 2024

Total Value ($000): $967,242 (97.9% shares, 2.1% debt)

Holdings (119)

ARM ARM HOLDINGS PLC 9.3%
Value ($000) $90,174 Shares 1,200,000 Est. Cost $53.52 Unrealized
CRBG COREBRIDGE FINL INC 9.0%
Value ($000) $86,640 Shares 4,000,000 Est. Cost $18.07 Unrealized +3.4%
LVS LAS VEGAS SANDS CORP 7.6%
Value ($000) $73,815 Shares 1,500,000 Est. Cost $45.40 Unrealized 0.0%
KVUE KENVUE INC 4.9%
Value ($000) $47,366 Shares 2,200,000 Est. Cost $23.61 Unrealized -22.1%
GEHC GE HEALTHCARE TECHNOLOGIES I 4.0%
Value ($000) $38,660 Shares 500,000 Est. Cost $79.45 Unrealized -12.2%
BABA ALIBABA GROUP HLDG LTD 3.6%
Value ($000) $34,880 Shares 450,000 Est. Cost $102.18 Unrealized
NXT NEXTRACKER INC 3.4%
Value ($000) $32,795 Shares 700,000 Est. Cost $33.85 Unrealized +15.6%
PCG PG&E CORP 2.8%
Value ($000) $27,045 Shares 1,500,000 Est. Cost $16.74 Unrealized -0.3%
NVDA NVIDIA CORPORATION 2.6%
Value ($000) $24,761 Shares 50,000 Est. Cost $33.17 Unrealized +39.6%
PR PERMIAN RESOURCES CORP 2.2%
Value ($000) $21,760 Shares 1,600,000 Est. Cost $13.00 Unrealized +5.3%
SPY SPDR S&P 500 ETF TR 1.8%
Value ($000) $17,427 Shares 36,665 Est. Cost $406.32 Unrealized
CWAN CLEARWATER ANALYTICS HLDGS I 1.4%
Value ($000) $14,021 Shares 700,000 Est. Cost $19.70 Unrealized 0.0%
DRS LEONARDO DRS INC 1.4%
Value ($000) $13,795 Shares 688,379 Est. Cost $18.68 Unrealized 0.0%
COMPOSECURE HOLDINGS LLC 1.4%
Value ($000) $13,608 Shares 15,000,000 Est. Cost $0.91 Unrealized
MBLY MOBILEYE GLOBAL INC 1.3%
Value ($000) $12,996 Shares 300,000 Est. Cost $30.35 Unrealized +29.8%
NOG NORTHERN OIL & GAS INC 1.2%
Value ($000) $12,048 Shares 325,000 Est. Cost $34.48 Unrealized +9.7%
FLNC FLUENCE ENERGY INC 1.2%
Value ($000) $11,925 Shares 500,000 Est. Cost $21.05 Unrealized 0.0%
PCOR PROCORE TECHNOLOGIES INC 1.2%
Value ($000) $11,700 Shares 169,026 Est. Cost $64.09 Unrealized -3.8%
BROS DUTCH BROS INC 1.1%
Value ($000) $11,085 Shares 350,000 Est. Cost $28.20 Unrealized -3.4%
ATAT ATOUR LIFESTYLE HLDGS LTD 1.1%
Value ($000) $11,024 Shares 635,000 Est. Cost $17.27 Unrealized
THUNDER BRDG CAP PRTNRS IV I 1.1%
Value ($000) $10,220 Shares 1,000,000 Est. Cost $8.89 Unrealized
GTES GATES INDL CORP PLC 1.0%
Value ($000) $10,065 Shares 750,000 Est. Cost $12.97 Unrealized -8.8%
CRDO CREDO TECHNOLOGY GROUP HOLDI 1.0%
Value ($000) $9,735 Shares 500,000 Est. Cost $16.99 Unrealized 0.0%
XPEV XPENG INC 1.0%
Value ($000) $9,537 Shares 653,692 Est. Cost $14.59 Unrealized
INTA INTAPP INC 0.8%
Value ($000) $7,604 Shares 200,000 Est. Cost $28.00 Unrealized +31.5%
INTC INTEL CORP 0.8%
Value ($000) $7,538 Shares 150,000 Est. Cost $30.72 Unrealized +30.3%
CAVA CAVA GROUP INC 0.8%
Value ($000) $7,324 Shares 170,400 Est. Cost $38.02 Unrealized -8.3%
ENB ENBRIDGE INC 0.7%
Value ($000) $7,204 Shares 200,000 Est. Cost $30.38 Unrealized -3.2%
KNTK KINETIK HOLDINGS INC 0.7%
Value ($000) $7,181 Shares 215,000 Est. Cost $34.94 Unrealized 0.0%
SNCY SUN CTRY AIRLS HLDGS INC 0.7%
Value ($000) $7,079 Shares 450,000 Est. Cost $14.72 Unrealized 0.0%
SILVERBOW RES INC 0.7%
Value ($000) $6,543 Shares 225,000 Est. Cost $35.03 Unrealized
WIX WIX COM LTD 0.7%
Value ($000) $6,355 Shares 51,658 Est. Cost $96.48 Unrealized 0.0%
TOST TOAST INC 0.7%
Value ($000) $6,340 Shares 347,222 Est. Cost $16.40 Unrealized 0.0%
NABORS ENERGY TRANSITION COR 0.6%
Value ($000) $6,241 Shares 599,800 Est. Cost $10.18 Unrealized
FND FLOOR & DECOR HLDGS INC 0.6%
Value ($000) $6,212 Shares 55,685 Est. Cost $92.10 Unrealized 0.0%
UBIFP 2.875 12/05/31 UBISOFT ENTERTAINMENT SA 0.6%
Value ($000) $6,155 Shares 6,000,000 Est. Cost $1.03 Unrealized
NTNX NUTANIX INC 0.6%
Value ($000) $6,091 Shares 127,714 Est. Cost $40.47 Unrealized 0.0%
ANSCU AGRICULTURE & NAT SOL ACQ CO 0.6%
Value ($000) $6,090 Shares 600,000 Est. Cost $10.15 Unrealized
GFS GLOBALFOUNDRIES INC 0.6%
Value ($000) $6,060 Shares 100,000 Est. Cost $62.07 Unrealized -10.7%
DV DOUBLEVERIFY HLDGS INC 0.6%
Value ($000) $6,039 Shares 164,203 Est. Cost $28.05 Unrealized +11.1%
KGS KODIAK GAS SVCS INC 0.6%
Value ($000) $6,024 Shares 300,000 Est. Cost $15.97 Unrealized +12.7%
PFGC PERFORMANCE FOOD GROUP CO 0.6%
Value ($000) $5,559 Shares 80,386 Est. Cost $61.45 Unrealized 0.0%
CPK CHESAPEAKE UTILS CORP 0.5%
Value ($000) $5,282 Shares 50,000 Est. Cost $90.84 Unrealized 0.0%
SVV SAVERS VALUE VLG INC 0.5%
Value ($000) $5,214 Shares 300,000 Est. Cost $23.30 Unrealized -35.1%
KDK ARES ACQUISITION CORP II 0.5%
Value ($000) $5,195 Shares 497,596 Est. Cost $10.27 Unrealized
RMBS RAMBUS INC DEL 0.5%
Value ($000) $5,153 Shares 75,506 Est. Cost $62.29 Unrealized 0.0%
IWM ISHARES TR 0.5%
Value ($000) $5,143 Shares 25,625 Est. Cost $200.71 Unrealized
FLR FLUOR CORP NEW 0.5%
Value ($000) $5,123 Shares 130,787 Est. Cost $36.95 Unrealized 0.0%
SKWD SKYWARD SPECIALTY INS GROUP 0.5%
Value ($000) $5,082 Shares 150,000 Est. Cost $25.04 Unrealized +22.8%
TDY TELEDYNE TECHNOLOGIES INC 0.5%
Value ($000) $5,043 Shares 11,300 Est. Cost $401.38 Unrealized 0.0%
BR BROADRIDGE FINL SOLUTIONS IN 0.5%
Value ($000) $5,041 Shares 24,500 Est. Cost $178.14 Unrealized 0.0%
HOLX HOLOGIC INC 0.5%
Value ($000) $5,037 Shares 70,500 Est. Cost $69.63 Unrealized 0.0%
BRO BROWN & BROWN INC 0.5%
Value ($000) $5,035 Shares 70,800 Est. Cost $70.55 Unrealized 0.0%
FDS FACTSET RESH SYS INC 0.5%
Value ($000) $5,009 Shares 10,500 Est. Cost $440.11 Unrealized 0.0%
IDA IDACORP INC 0.5%
Value ($000) $4,916 Shares 50,000 Est. Cost $96.83 Unrealized 0.0%
BIRK BIRKENSTOCK HOLDING PLC 0.5%
Value ($000) $4,873 Shares 100,000 Est. Cost $43.30 Unrealized 0.0%
ARHS ARHAUS INC 0.5%
Value ($000) $4,740 Shares 400,000 Est. Cost $9.62 Unrealized -5.3%
VITAL ENERGY INC 0.5%
Value ($000) $4,549 Shares 100,000 Est. Cost $55.42 Unrealized
WB WEIBO CORP 0.5%
Value ($000) $4,521 Shares 412,896 Est. Cost $10.95 Unrealized
BLUEBIRD BIO INC 0.4%
Value ($000) $4,347 Shares 3,150,000 Est. Cost $1.38 Unrealized
ALIT ALIGHT INC 0.4%
Value ($000) $4,265 Shares 500,000 Est. Cost $7.06 Unrealized 0.0%
PI IMPINJ INC 0.4%
Value ($000) $4,192 Shares 46,566 Est. Cost $71.76 Unrealized 0.0%
BWXT BWX TECHNOLOGIES INC 0.4%
Value ($000) $4,188 Shares 54,575 Est. Cost $75.46 Unrealized 0.0%
GTLB GITLAB INC 0.4%
Value ($000) $4,023 Shares 63,900 Est. Cost $47.88 Unrealized +5.6%
VTMX VESTA REAL ESTATE CORP 0.4%
Value ($000) $3,962 Shares 100,000 Est. Cost $39.62 Unrealized
SMTC SEMTECH CORP 0.4%
Value ($000) $3,954 Shares 180,446 Est. Cost $18.55 Unrealized 0.0%
VIVID SEATS INC 0.4%
Value ($000) $3,792 Shares 600,000 Est. Cost $6.32 Unrealized
HG HAMILTON INSURANCE GROUP LTD 0.4%
Value ($000) $3,738 Shares 250,000 Est. Cost $15.10 Unrealized 0.0%
ASAN ASANA INC 0.4%
Value ($000) $3,731 Shares 196,283 Est. Cost $19.44 Unrealized 0.0%
NUVL NUVALENT INC 0.4%
Value ($000) $3,680 Shares 50,000 Est. Cost $61.88 Unrealized 0.0%
IDCC INTERDIGITAL INC 0.4%
Value ($000) $3,514 Shares 32,379 Est. Cost $92.54 Unrealized 0.0%
AESI ATLAS ENERGY SOLUTIONS INC 0.3%
Value ($000) $3,272 Shares 190,000 Est. Cost $16.64 Unrealized 0.0%
ODD ODDITY TECH LTD 0.3%
Value ($000) $3,257 Shares 70,000 Est. Cost $42.34 Unrealized -20.1%
VICI VICI PPTYS INC 0.3%
Value ($000) $3,188 Shares 100,000 Est. Cost $28.11 Unrealized -7.8%
SPIRIT AEROSYSTEMS HLDGS INC 0.3%
Value ($000) $3,178 Shares 100,000 Est. Cost $31.78 Unrealized
VIPER ENERGY INC 0.3%
Value ($000) $3,138 Shares 100,000 Est. Cost $31.38 Unrealized
DY DYCOM INDS INC 0.3%
Value ($000) $3,051 Shares 26,508 Est. Cost $94.93 Unrealized 0.0%
BEACON ROOFING SUPPLY INC 0.3%
Value ($000) $2,942 Shares 33,804 Est. Cost $87.02 Unrealized
HLIT HARMONIC INC 0.3%
Value ($000) $2,848 Shares 218,394 Est. Cost $10.68 Unrealized 0.0%
ATMU ATMUS FILTRATION TECHNOLOGIE 0.3%
Value ($000) $2,819 Shares 120,000 Est. Cost $20.77 Unrealized +2.3%
SN SHARKNINJA INC 0.3%
Value ($000) $2,661 Shares 52,000 Est. Cost $45.75 Unrealized 0.0%
EYPT EYEPOINT PHARMACEUTICALS INC 0.3%
Value ($000) $2,511 Shares 108,634 Est. Cost $11.18 Unrealized 0.0%
SITM SITIME CORP 0.3%
Value ($000) $2,495 Shares 20,440 Est. Cost $113.22 Unrealized 0.0%
FCFS FIRSTCASH HOLDINGS INC 0.2%
Value ($000) $2,197 Shares 20,266 Est. Cost $105.17 Unrealized 0.0%
INDI INDIE SEMICONDUCTOR INC 0.2%
Value ($000) $2,149 Shares 264,948 Est. Cost $7.65 Unrealized -14.7%
BLBD BLUE BIRD CORP 0.2%
Value ($000) $2,022 Shares 75,000 Est. Cost $21.40 Unrealized -3.8%
SHC SOTERA HEALTH CO 0.2%
Value ($000) $1,922 Shares 114,067 Est. Cost $14.16 Unrealized 0.0%
GSHD GOOSEHEAD INS INC 0.2%
Value ($000) $1,898 Shares 25,041 Est. Cost $69.09 Unrealized +4.6%
PROS HOLDINGS INC 0.2%
Value ($000) $1,831 Shares 47,197 Est. Cost $38.79 Unrealized
SPRINGWORKS THERAPEUTICS INC 0.2%
Value ($000) $1,825 Shares 50,000 Est. Cost $36.50 Unrealized
CART MAPLEBEAR INC 0.2%
Value ($000) $1,643 Shares 70,000 Est. Cost $30.31 Unrealized -17.0%
THE ODP CORP 0.2%
Value ($000) $1,622 Shares 28,814 Est. Cost $56.30 Unrealized
SWX SOUTHWEST GAS HLDGS INC 0.2%
Value ($000) $1,584 Shares 25,000 Est. Cost $63.73 Unrealized -5.7%
ATEC ALPHATEC HLDGS INC 0.2%
Value ($000) $1,511 Shares 100,000 Est. Cost $11.95 Unrealized 0.0%
RAYZEBIO INC 0.1%
Value ($000) $1,243 Shares 20,000 Est. Cost $22.20 Unrealized
ALPINE IMMUNE SCIENCES INC 0.1%
Value ($000) $1,239 Shares 65,000 Est. Cost $19.06 Unrealized
INTEGRAL AD SCIENCE HLDNG CO 0.1%
Value ($000) $1,204 Shares 83,659 Est. Cost $14.39 Unrealized
CXM SPRINKLR INC 0.1%
Value ($000) $1,054 Shares 87,563 Est. Cost $13.73 Unrealized 0.0%
KVYO KLAVIYO INC 0.1%
Value ($000) $972 Shares 35,000 Est. Cost $34.31 Unrealized -13.7%
ASLE AERSALE CORPORATION 0.1%
Value ($000) $875 Shares 68,951 Est. Cost $14.51 Unrealized 0.0%
LOGPH 6.95 08/04/26 LOGAN GROUP CO LTD 0.1%
Value ($000) $756 Shares 56,000,000 Est. Cost $0.01 Unrealized
QS QUANTUMSCAPE CORP 0.1%
Value ($000) $695 Shares 100,000 Est. Cost $8.14 Unrealized -22.6%
JAMF HLDG CORP 0.1%
Value ($000) $651 Shares 36,029 Est. Cost $18.06 Unrealized
ABVX ABIVAX SA 0.1%
Value ($000) $642 Shares 60,000 Est. Cost $10.70 Unrealized
EPRT ESSENTIAL PPTYS RLTY TR INC 0.1%
Value ($000) $639 Shares 25,000 Est. Cost $22.92 Unrealized
ACELYRIN INC 0.1%
Value ($000) $522 Shares 70,000 Est. Cost $20.90 Unrealized
DH DEFINITIVE HEALTHCARE CORP 0.1%
Value ($000) $497 Shares 50,000 Est. Cost $11.78 Unrealized -33.4%
RARE ULTRAGENYX PHARMACEUTICAL IN 0.0%
Value ($000) $478 Shares 10,000 Est. Cost $38.77 Unrealized 0.0%
XENE XENON PHARMACEUTICALS INC 0.0%
Value ($000) $461 Shares 10,000 Est. Cost $35.33 Unrealized 0.0%
FIHL FIDELIS INSURANCE HOLDINGS L 0.0%
Value ($000) $445 Shares 35,125 Est. Cost $12.96 Unrealized 0.0%
CRBU CARIBOU BIOSCIENCES INC 0.0%
Value ($000) $430 Shares 75,000 Est. Cost $6.20 Unrealized -20.3%
LAW CS DISCO INC 0.0%
Value ($000) $380 Shares 50,000 Est. Cost $50.59 Unrealized -87.5%
DRVN DRIVEN BRANDS HLDGS INC 0.0%
Value ($000) $357 Shares 25,000 Est. Cost $30.79 Unrealized -59.5%
SGMT SAGIMET BIOSCIENCES INC 0.0%
Value ($000) $325 Shares 60,000 Est. Cost $13.31 Unrealized -64.6%
ARQT ARCUTIS BIOTHERAPEUTICS INC 0.0%
Value ($000) $323 Shares 100,000 Est. Cost $2.72 Unrealized 0.0%
NMRA NEUMORA THERAPEUTICS INC. 0.0%
Value ($000) $171 Shares 10,000 Est. Cost $12.87 Unrealized -4.6%
AUGMEDIX INC 0.0%
Value ($000) $146 Shares 25,000 Est. Cost $5.85 Unrealized
PL PLANET LABS PBC 0.0%
Value ($000) $99 Shares 40,000 Est. Cost $9.47 Unrealized -75.0%
SVIRF SPRING VALLEY ACQUISTN CORP 0.0%
Value ($000) $16 Shares 211,791 Est. Cost $0.17 Unrealized