Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: May 15, 2024

Total Value ($000): $877,457 (92.3% shares, 7.7% debt)

Holdings (115)

NDAQ NASDAQ INC 4.0%
Value ($000) $34,705 Shares 550,000 Est. Cost $56.40 Unrealized 0.0%
ARM ARM HOLDINGS PLC 3.6%
Value ($000) $31,248 Shares 250,000 Est. Cost $53.52 Unrealized
BUD ANHEUSER BUSCH INBEV SA/NV 3.5%
Value ($000) $30,390 Shares 500,000 Est. Cost $60.78 Unrealized
MTDR MATADOR RES CO 3.4%
Value ($000) $30,047 Shares 450,000 Est. Cost $59.44 Unrealized 0.0%
CRBG COREBRIDGE FINL INC 3.3%
Value ($000) $28,730 Shares 1,000,000 Est. Cost $18.07 Unrealized +28.6%
NXT NEXTRACKER INC 3.2%
Value ($000) $28,135 Shares 500,000 Est. Cost $33.85 Unrealized +57.2%
HLN HALEON PLC 2.9%
Value ($000) $25,543 Shares 3,008,600 Est. Cost $8.49 Unrealized
SNX TD SYNNEX CORPORATION 2.9%
Value ($000) $25,448 Shares 225,000 Est. Cost $101.05 Unrealized 0.0%
BABA ALIBABA GROUP HLDG LTD 2.5%
Value ($000) $21,708 Shares 300,000 Est. Cost $102.18 Unrealized
KVUE KENVUE INC 2.4%
Value ($000) $21,460 Shares 1,000,000 Est. Cost $23.61 Unrealized -20.2%
BILI BILIBILI INC 2.3%
Value ($000) $20,566 Shares 1,836,271 Est. Cost $11.20 Unrealized
KSPI KASPI KZ JSC 2.2%
Value ($000) $19,296 Shares 150,000 Est. Cost $128.64 Unrealized
VIPER ENERGY INC 2.2%
Value ($000) $19,230 Shares 500,000 Est. Cost $37.04 Unrealized
ALBEMARLE CORP 2.0%
Value ($000) $17,700 Shares 300,000 Est. Cost $59.00 Unrealized
GFL GFL ENVIRONMENTAL INC 2.0%
Value ($000) $17,250 Shares 500,000 Est. Cost $34.46 Unrealized 0.0%
TBBB BBB FOODS INC 1.8%
Value ($000) $15,457 Shares 650,000 Est. Cost $21.46 Unrealized 0.0%
PNW PINNACLE WEST CAP CORP 1.7%
Value ($000) $14,946 Shares 200,000 Est. Cost $65.20 Unrealized 0.0%
PCOR PROCORE TECHNOLOGIES INC 1.6%
Value ($000) $13,889 Shares 169,026 Est. Cost $64.09 Unrealized +15.8%
GEHC GE HEALTHCARE TECHNOLOGIES I 1.6%
Value ($000) $13,637 Shares 150,000 Est. Cost $79.45 Unrealized +4.4%
ADT ADT INC DEL 1.5%
Value ($000) $13,440 Shares 2,000,000 Est. Cost $6.27 Unrealized 0.0%
ARES ARES MANAGEMENT CORPORATION 1.5%
Value ($000) $13,298 Shares 100,000 Est. Cost $121.35 Unrealized 0.0%
TRNO TERRENO RLTY CORP 1.5%
Value ($000) $13,280 Shares 200,000 Est. Cost $66.40 Unrealized
BX BLACKSTONE INC 1.5%
Value ($000) $13,137 Shares 100,000 Est. Cost $118.70 Unrealized 0.0%
PLD PROLOGIS INC. 1.5%
Value ($000) $13,022 Shares 100,000 Est. Cost $122.33 Unrealized 0.0%
FWRG FIRST WATCH RESTAURANT GROUP 1.4%
Value ($000) $12,310 Shares 500,000 Est. Cost $22.65 Unrealized 0.0%
SHC SOTERA HEALTH CO 1.4%
Value ($000) $12,010 Shares 1,000,000 Est. Cost $14.80 Unrealized +0.6%
GTES GATES INDL CORP PLC 1.3%
Value ($000) $11,246 Shares 635,000 Est. Cost $12.97 Unrealized +11.5%
MSTR 0.625 03/15/30 CVT PUT 1.2%
Value ($000) $10,689 Shares 8,000,000 Est. Cost $1.34 Unrealized
HLT HILTON WORLDWIDE HLDGS INC 1.2%
Value ($000) $10,666 Shares 50,000 Est. Cost $195.74 Unrealized 0.0%
CAVA CAVA GROUP INC 1.2%
Value ($000) $10,508 Shares 150,000 Est. Cost $38.02 Unrealized +41.0%
THUNDER BRDG CAP PRTNRS IV I 1.2%
Value ($000) $10,280 Shares 1,000,000 Est. Cost $8.89 Unrealized
APG API GROUP CORP 1.1%
Value ($000) $9,818 Shares 250,000 Est. Cost $23.27 Unrealized 0.0%
DBDR 7.000 12/15/26 CVT 1.1%
Value ($000) $9,516 Shares 10,000,000 Est. Cost $0.91 Unrealized
SN SHARKNINJA INC 1.1%
Value ($000) $9,375 Shares 150,500 Est. Cost $50.43 Unrealized +4.9%
KNTK KINETIK HOLDINGS INC 0.9%
Value ($000) $8,180 Shares 205,162 Est. Cost $34.94 Unrealized -1.8%
SWX SOUTHWEST GAS HLDGS INC 0.9%
Value ($000) $7,613 Shares 100,000 Est. Cost $64.54 Unrealized +0.4%
HESM HESS MIDSTREAM LP 0.8%
Value ($000) $7,226 Shares 200,000 Est. Cost $28.71 Unrealized 0.0%
COIN 0.250 04/01/30 CVT 0.8%
Value ($000) $6,871 Shares 6,500,000 Est. Cost $1.06 Unrealized
CDRE CADRE HLDGS INC 0.8%
Value ($000) $6,681 Shares 184,570 Est. Cost $34.09 Unrealized 0.0%
MDGL MADRIGAL PHARMACEUTICALS INC 0.8%
Value ($000) $6,676 Shares 25,000 Est. Cost $235.62 Unrealized 0.0%
INTC INTEL CORP 0.8%
Value ($000) $6,626 Shares 150,000 Est. Cost $30.72 Unrealized +43.4%
AS AMER SPORTS INC 0.7%
Value ($000) $6,520 Shares 400,000 Est. Cost $15.58 Unrealized 0.0%
NABORS ENERGY TRANSITION COR 0.7%
Value ($000) $6,238 Shares 599,800 Est. Cost $10.18 Unrealized
ANSC AGRICULTURE & NAT SOL ACQ CO 0.7%
Value ($000) $6,096 Shares 600,000 Est. Cost $10.13 Unrealized 0.0%
PAR PAR TECHNOLOGY CORP 0.7%
Value ($000) $5,868 Shares 129,366 Est. Cost $44.19 Unrealized 0.0%
UBIFP 2.875 12/05/31 UBIP 2.875 12/05/31 CVT PUT 0.7%
Value ($000) $5,786 Shares 6,000,000 Est. Cost $1.03 Unrealized
ALAB ASTERA LABS INC 0.6%
Value ($000) $5,564 Shares 75,000 Est. Cost $74.10 Unrealized 0.0%
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.6%
Value ($000) $5,514 Shares 300,000 Est. Cost $18.22 Unrealized 0.0%
KGS KODIAK GAS SVCS INC 0.6%
Value ($000) $5,468 Shares 200,000 Est. Cost $15.97 Unrealized +51.0%
DUN & BRADSTREET HLDGS INC 0.6%
Value ($000) $5,389 Shares 536,800 Est. Cost $10.04 Unrealized
CPK CHESAPEAKE UTILS CORP 0.6%
Value ($000) $5,365 Shares 50,000 Est. Cost $90.84 Unrealized +8.9%
KDK ARES ACQUISITION CORP II 0.6%
Value ($000) $5,260 Shares 497,596 Est. Cost $10.27 Unrealized
DAIWAH 0 03/29/30 DWAHY 03/29/30 '30 CVT 0.6%
Value ($000) $5,259 Shares 790,000,000 Est. Cost $0.01 Unrealized
ODD ODDITY TECH LTD 0.6%
Value ($000) $5,214 Shares 120,000 Est. Cost $42.68 Unrealized +1.1%
BTSG BRIGHTSPRING HEALTH SVCS INC 0.6%
Value ($000) $5,213 Shares 479,562 Est. Cost $10.00 Unrealized 0.0%
GFS GLOBALFOUNDRIES INC 0.6%
Value ($000) $5,211 Shares 100,000 Est. Cost $62.07 Unrealized -11.8%
MSTR 0.875 03/15/31 CVT PUT 0.6%
Value ($000) $5,091 Shares 5,000,000 Est. Cost $1.02 Unrealized
RUN 4.000 03/01/30 CVT 0.6%
Value ($000) $4,974 Shares 5,000,000 Est. Cost $0.99 Unrealized
BIRK BIRKENSTOCK HOLDING PLC 0.5%
Value ($000) $4,725 Shares 100,000 Est. Cost $43.30 Unrealized +10.3%
OWL BLUE OWL CAPITAL INC 0.5%
Value ($000) $4,715 Shares 250,000 Est. Cost $16.75 Unrealized 0.0%
MP 3.000 03/01/30 CVT 0.5%
Value ($000) $4,663 Shares 5,000,000 Est. Cost $0.93 Unrealized
IDA IDACORP INC 0.5%
Value ($000) $4,645 Shares 50,000 Est. Cost $96.83 Unrealized -5.4%
SYM SYMBOTIC INC 0.5%
Value ($000) $4,500 Shares 100,000 Est. Cost $43.81 Unrealized 0.0%
SPY SPDR S&P 500 ETF TR 0.5%
Value ($000) $4,477 Shares 8,560 Est. Cost $406.32 Unrealized
AHR AMERICAN HEALTHCARE REIT INC 0.5%
Value ($000) $4,425 Shares 300,000 Est. Cost $14.75 Unrealized
PR PERMIAN RESOURCES CORP 0.5%
Value ($000) $4,415 Shares 250,000 Est. Cost $13.00 Unrealized +12.9%
FLNC FLUENCE ENERGY INC 0.5%
Value ($000) $4,335 Shares 250,000 Est. Cost $21.05 Unrealized -13.1%
TALO TALOS ENERGY INC 0.5%
Value ($000) $4,179 Shares 300,000 Est. Cost $13.05 Unrealized 0.0%
REXR 4.375 03/15/27 CVT 0.5%
Value ($000) $4,081 Shares 4,000,000 Est. Cost $1.02 Unrealized
SOFI 1.250 03/15/29 CVT 0.5%
Value ($000) $4,063 Shares 4,000,000 Est. Cost $1.02 Unrealized
SKWD SKYWARD SPECIALTY INS GROUP 0.4%
Value ($000) $3,741 Shares 100,000 Est. Cost $25.04 Unrealized +35.1%
EPRT ESSENTIAL PPTYS RLTY TR INC 0.4%
Value ($000) $3,333 Shares 125,000 Est. Cost $25.91 Unrealized
MBLY MOBILEYE GLOBAL INC 0.4%
Value ($000) $3,215 Shares 100,000 Est. Cost $30.35 Unrealized -6.5%
REXR 4.125 03/15/29 CVT 0.3%
Value ($000) $3,060 Shares 3,000,000 Est. Cost $1.02 Unrealized
VIVID SEATS INC 0.3%
Value ($000) $2,995 Shares 500,000 Est. Cost $6.32 Unrealized
VICI VICI PPTYS INC 0.3%
Value ($000) $2,979 Shares 100,000 Est. Cost $28.11 Unrealized -4.5%
SVV SAVERS VALUE VLG INC 0.3%
Value ($000) $2,892 Shares 150,000 Est. Cost $23.30 Unrealized -19.9%
SDHC SMITH DOUGLAS HOMES CORP 0.3%
Value ($000) $2,822 Shares 95,000 Est. Cost $28.04 Unrealized 0.0%
FLWS 1 800 FLOWERS COM INC 0.3%
Value ($000) $2,779 Shares 256,570 Est. Cost $10.27 Unrealized 0.0%
VITAL ENERGY INC 0.3%
Value ($000) $2,627 Shares 50,000 Est. Cost $55.42 Unrealized
CART MAPLEBEAR INC 0.3%
Value ($000) $2,610 Shares 70,000 Est. Cost $30.31 Unrealized -3.5%
FDMT 4D MOLECULAR THERAPEUTICS IN 0.3%
Value ($000) $2,549 Shares 80,000 Est. Cost $25.51 Unrealized 0.0%
XRX 3.750 03/15/30 CVT 0.3%
Value ($000) $2,548 Shares 2,500,000 Est. Cost $1.02 Unrealized
INTEGRAL AD SCIENCE HLDNG CO 0.3%
Value ($000) $2,493 Shares 250,000 Est. Cost $11.45 Unrealized
RDDT REDDIT INC 0.3%
Value ($000) $2,466 Shares 50,000 Est. Cost $54.74 Unrealized 0.0%
PTEN PATTERSON-UTI ENERGY INC 0.3%
Value ($000) $2,292 Shares 191,978 Est. Cost $11.11 Unrealized 0.0%
SNCY SUN CTRY AIRLS HLDGS INC 0.3%
Value ($000) $2,264 Shares 150,000 Est. Cost $14.72 Unrealized -2.1%
AESI ATLAS ENERGY SOLUTIONS INC 0.3%
Value ($000) $2,262 Shares 100,000 Est. Cost $16.64 Unrealized +2.4%
ATMU ATMUS FILTRATION TECHNOLOGIE 0.3%
Value ($000) $2,258 Shares 70,000 Est. Cost $20.77 Unrealized +14.2%
HG HAMILTON INSURANCE GROUP LTD 0.2%
Value ($000) $2,090 Shares 150,000 Est. Cost $15.10 Unrealized -3.9%
BBIO BRIDGEBIO PHARMA INC 0.2%
Value ($000) $2,087 Shares 67,500 Est. Cost $34.01 Unrealized 0.0%
VTMX VESTA REAL ESTATE CORP 0.2%
Value ($000) $1,962 Shares 50,000 Est. Cost $39.62 Unrealized
ATAT ATOUR LIFESTYLE HLDGS LTD 0.2%
Value ($000) $1,794 Shares 100,000 Est. Cost $17.27 Unrealized
MAX MEDIAALPHA INC 0.2%
Value ($000) $1,563 Shares 76,736 Est. Cost $15.97 Unrealized 0.0%
ARHS ARHAUS INC 0.2%
Value ($000) $1,539 Shares 100,000 Est. Cost $9.62 Unrealized +30.0%
ICHR ICHOR HOLDINGS 0.2%
Value ($000) $1,463 Shares 37,885 Est. Cost $38.71 Unrealized 0.0%
INTR INTER & CO INC 0.2%
Value ($000) $1,428 Shares 250,000 Est. Cost $5.30 Unrealized 0.0%
ATEC ALPHATEC HLDGS INC 0.2%
Value ($000) $1,379 Shares 100,000 Est. Cost $11.95 Unrealized +24.1%
MGX METAGENOMI INC 0.2%
Value ($000) $1,319 Shares 125,000 Est. Cost $11.50 Unrealized 0.0%
CGON CG ONCOLOGY INC 0.1%
Value ($000) $1,098 Shares 25,000 Est. Cost $40.84 Unrealized 0.0%
LOGPH 6.95 08/04/26 LOGCO 6.950 08/04/26 CVT PUT 0.1%
Value ($000) $995 Shares 56,000,000 Est. Cost $0.01 Unrealized
KYTX KYVERNA THERAPEUTICS INC 0.1%
Value ($000) $994 Shares 40,000 Est. Cost $27.84 Unrealized 0.0%
NTST NETSTREIT CORP 0.1%
Value ($000) $919 Shares 50,000 Est. Cost $18.37 Unrealized
AVBP ARRIVENT BIOPHARMA INC 0.1%
Value ($000) $893 Shares 50,000 Est. Cost $20.17 Unrealized 0.0%
KVYO KLAVIYO INC 0.1%
Value ($000) $892 Shares 35,000 Est. Cost $34.31 Unrealized -22.1%
BWMN BOWMAN CONSULTING GROUP LTD 0.1%
Value ($000) $870 Shares 25,000 Est. Cost $34.46 Unrealized 0.0%
PWP PERELLA WEINBERG PARTNERS 0.1%
Value ($000) $707 Shares 50,000 Est. Cost $12.18 Unrealized 0.0%
FIHL FIDELIS INSURANCE HOLDINGS L 0.1%
Value ($000) $684 Shares 35,125 Est. Cost $12.96 Unrealized +9.8%
STOK STOKE THERAPEUTICS INC 0.0%
Value ($000) $405 Shares 30,000 Est. Cost $6.06 Unrealized 0.0%
LANDSEA HOMES CORP 0.0%
Value ($000) $363 Shares 25,000 Est. Cost $14.53 Unrealized
DAIWAH 0 03/30/29 DWAHY 03/30/29 '29 CVT 0.0%
Value ($000) $268 Shares 40,000,000 Est. Cost $0.01 Unrealized
ACELYRIN INC 0.0%
Value ($000) $236 Shares 35,000 Est. Cost $20.90 Unrealized
AUGMEDIX INC 0.0%
Value ($000) $102 Shares 25,000 Est. Cost $5.85 Unrealized
PL PLANET LABS PBC 0.0%
Value ($000) $102 Shares 40,000 Est. Cost $9.47 Unrealized -76.1%
SVIRF SPRING VALLEY ACQUISTN CORP 0.0%
Value ($000) $25 Shares 210,064 Est. Cost $0.17 Unrealized