Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Sep 4, 2024

Total Value ($000): $1,160,553 (100.0% shares, 0.0% debt)

Holdings (120)

CCC CCC INTELLIGENT SOLUTIONS HL 11.5%
Value ($000) $132,917 Shares 11,963,771 Est. Cost $11.38 Unrealized 0.0%
BABA 0.500 06/01/31 CVT 8.3%
Value ($000) $96,429 Shares 100,000,000 Est. Cost $0.96 Unrealized
DLR DIGITAL RLTY TR INC 6.6%
Value ($000) $76,025 Shares 500,000 Est. Cost $136.41 Unrealized 0.0%
KVUE KENVUE INC 4.7%
Value ($000) $54,540 Shares 3,000,000 Est. Cost $19.99 Unrealized -9.0%
BIRK BIRKENSTOCK HOLDING PLC 4.2%
Value ($000) $48,969 Shares 900,000 Est. Cost $48.87 Unrealized +1.4%
CRBG COREBRIDGE FINL INC 3.8%
Value ($000) $43,680 Shares 1,500,000 Est. Cost $21.15 Unrealized +29.1%
ARM ARM HOLDINGS PLC 3.5%
Value ($000) $40,905 Shares 250,000 Est. Cost $53.52 Unrealized
V VISA INC 3.3%
Value ($000) $38,027 Shares 144,881 Est. Cost $270.83 Unrealized 0.0%
JD 0.250 06/01/29 2.5%
Value ($000) $29,485 Shares 31,500,000 Est. Cost $0.94 Unrealized
VIK VIKING HOLDINGS LTD 2.4%
Value ($000) $28,340 Shares 835,000 Est. Cost $30.16 Unrealized 0.0%
ENB ENBRIDGE INC 2.2%
Value ($000) $26,082 Shares 732,836 Est. Cost $32.36 Unrealized 0.0%
IIFA 0.750 06/15/29 2.1%
Value ($000) $24,338 Shares 25,000,000 Est. Cost $0.97 Unrealized
NXT NEXTRACKER INC 2.0%
Value ($000) $23,440 Shares 500,000 Est. Cost $33.85 Unrealized +46.9%
ULS UL SOLUTIONS INC 1.7%
Value ($000) $20,040 Shares 475,000 Est. Cost $37.86 Unrealized 0.0%
TBBB BBB FOODS INC 1.3%
Value ($000) $15,509 Shares 650,000 Est. Cost $21.46 Unrealized +9.1%
GFS GLOBALFOUNDRIES INC 1.3%
Value ($000) $15,168 Shares 300,000 Est. Cost $54.07 Unrealized -7.4%
LBRDA 3.125 06/30/54 '28 CVT 1.3%
Value ($000) $15,098 Shares 15,000,000 Est. Cost $1.01 Unrealized
CAVA CAVA GROUP INC 1.2%
Value ($000) $13,913 Shares 150,000 Est. Cost $38.02 Unrealized +103.1%
ALBEMARLE CORP 1.2%
Value ($000) $13,706 Shares 300,000 Est. Cost $59.00 Unrealized
WDC WESTERN DIGITAL CORP. 1.1%
Value ($000) $13,260 Shares 175,000 Est. Cost $55.25 Unrealized 0.0%
APG API GROUP CORP 1.1%
Value ($000) $13,171 Shares 350,000 Est. Cost $23.79 Unrealized +5.5%
WAY WAYSTAR HLDG CORP 1.1%
Value ($000) $12,900 Shares 600,000 Est. Cost $21.67 Unrealized 0.0%
GEHC GE HEALTHCARE TECHNOLOGIES I 1.0%
Value ($000) $11,688 Shares 150,000 Est. Cost $79.45 Unrealized +2.4%
ADUS ADDUS HOMECARE CORP 1.0%
Value ($000) $11,611 Shares 100,000 Est. Cost $107.06 Unrealized 0.0%
PLD PROLOGIS INC. 1.0%
Value ($000) $11,231 Shares 100,000 Est. Cost $122.33 Unrealized -14.6%
CYTK CYTOKINETICS INC 0.9%
Value ($000) $10,619 Shares 196,000 Est. Cost $60.36 Unrealized 0.0%
THUNDER BRDG CAP PRTNRS IV I 0.9%
Value ($000) $10,450 Shares 1,000,000 Est. Cost $8.89 Unrealized
GTES GATES INDL CORP PLC 0.9%
Value ($000) $10,041 Shares 635,080 Est. Cost $12.97 Unrealized +30.7%
WEC 4.375 06/01/27 CVT 0.9%
Value ($000) $9,912 Shares 10,000,000 Est. Cost $0.99 Unrealized
PACS PACS GROUP INC 0.8%
Value ($000) $8,850 Shares 300,000 Est. Cost $27.23 Unrealized 0.0%
ATAT ATOUR LIFESTYLE HLDGS LTD 0.7%
Value ($000) $8,560 Shares 466,500 Est. Cost $18.12 Unrealized
RXRX RECURSION PHARMACEUTICALS IN 0.7%
Value ($000) $8,250 Shares 1,100,000 Est. Cost $8.72 Unrealized 0.0%
LIF LIFE360 INC 0.7%
Value ($000) $8,098 Shares 250,000 Est. Cost $29.83 Unrealized 0.0%
UGI 5.000 06/01/28 CVT 0.7%
Value ($000) $7,958 Shares 8,000,000 Est. Cost $0.99 Unrealized
PNW PINNACLE WEST CAP CORP 0.7%
Value ($000) $7,638 Shares 100,000 Est. Cost $65.20 Unrealized +8.5%
MCHP 0.750 06/01/30 CVT 0.7%
Value ($000) $7,560 Shares 7,500,000 Est. Cost $1.01 Unrealized
FIHL FIDELIS INSURANCE HOLDINGS L 0.6%
Value ($000) $6,524 Shares 400,000 Est. Cost $16.83 Unrealized +2.2%
MAX MEDIAALPHA INC 0.6%
Value ($000) $6,420 Shares 487,500 Est. Cost $18.02 Unrealized +2.1%
NABORS ENERGY TRANSITION COR 0.5%
Value ($000) $6,316 Shares 599,800 Est. Cost $10.18 Unrealized
COIN 0.250 04/01/30 CVT 0.5%
Value ($000) $6,242 Shares 6,500,000 Est. Cost $1.06 Unrealized
BROS DUTCH BROS INC 0.5%
Value ($000) $6,210 Shares 150,000 Est. Cost $34.36 Unrealized 0.0%
ANSC AGRICULTURE & NAT SOL ACQ CO 0.5%
Value ($000) $6,144 Shares 600,000 Est. Cost $10.13 Unrealized +0.9%
PAR PAR TECHNOLOGY CORP 0.5%
Value ($000) $6,092 Shares 129,366 Est. Cost $44.19 Unrealized +0.1%
MTDR MATADOR RES CO 0.5%
Value ($000) $5,960 Shares 100,000 Est. Cost $59.44 Unrealized +5.7%
TRNO TERRENO RLTY CORP 0.5%
Value ($000) $5,918 Shares 100,000 Est. Cost $66.40 Unrealized
SOFI 1.250 03/15/29 CVT 0.5%
Value ($000) $5,508 Shares 6,000,000 Est. Cost $0.98 Unrealized
RBRK RUBRIK INC. 0.5%
Value ($000) $5,366 Shares 175,000 Est. Cost $32.88 Unrealized 0.0%
KDK ARES ACQUISITION CORP II 0.5%
Value ($000) $5,309 Shares 497,596 Est. Cost $10.27 Unrealized
TPG TPG INC 0.4%
Value ($000) $5,181 Shares 125,000 Est. Cost $42.78 Unrealized 0.0%
AS AMER SPORTS INC 0.4%
Value ($000) $5,028 Shares 400,000 Est. Cost $15.58 Unrealized -5.9%
WEC 4.375 06/01/29 CVT 0.4%
Value ($000) $4,949 Shares 5,000,000 Est. Cost $0.99 Unrealized
ITRI 1.375 07/15/30 CVT 0.4%
Value ($000) $4,923 Shares 5,000,000 Est. Cost $0.98 Unrealized
ODD ODDITY TECH LTD 0.4%
Value ($000) $4,711 Shares 120,000 Est. Cost $42.68 Unrealized -12.8%
INTC INTEL CORP 0.4%
Value ($000) $4,646 Shares 150,000 Est. Cost $30.72 Unrealized +5.8%
CWAN CLEARWATER ANALYTICS HLDGS I 0.4%
Value ($000) $4,630 Shares 250,000 Est. Cost $18.04 Unrealized 0.0%
VSEC VSE CORP 0.4%
Value ($000) $4,414 Shares 50,000 Est. Cost $79.75 Unrealized 0.0%
AHR AMERICAN HEALTHCARE REIT INC 0.4%
Value ($000) $4,383 Shares 300,000 Est. Cost $14.75 Unrealized
SKWD SKYWARD SPECIALTY INS GROUP 0.4%
Value ($000) $4,286 Shares 118,457 Est. Cost $26.79 Unrealized +35.4%
KNTK KINETIK HOLDINGS INC 0.4%
Value ($000) $4,144 Shares 100,000 Est. Cost $34.94 Unrealized +13.6%
CCIXU CHURCHILL CAPITAL CORP IX 0.3%
Value ($000) $4,044 Shares 400,000 Est. Cost $10.11 Unrealized
GFL GFL ENVIRONMENTAL INC 0.3%
Value ($000) $3,893 Shares 100,000 Est. Cost $34.46 Unrealized -0.8%
VIPER ENERGY INC 0.3%
Value ($000) $3,753 Shares 100,000 Est. Cost $37.04 Unrealized
PZZA PAPA JOHNS INTL INC 0.3%
Value ($000) $3,483 Shares 74,137 Est. Cost $50.39 Unrealized 0.0%
INTRA-CELLULAR THERAPIES INC 0.3%
Value ($000) $3,425 Shares 50,000 Est. Cost $68.49 Unrealized
CTRI CENTURI HOLDINGS INC 0.3%
Value ($000) $3,409 Shares 175,000 Est. Cost $25.45 Unrealized 0.0%
PAL PROFICIENT AUTO LOGISTICS IN 0.3%
Value ($000) $3,212 Shares 200,000 Est. Cost $15.27 Unrealized 0.0%
RDDT REDDIT INC 0.3%
Value ($000) $3,195 Shares 50,000 Est. Cost $54.74 Unrealized -3.7%
JILL J JILL INC 0.3%
Value ($000) $3,147 Shares 90,000 Est. Cost $29.85 Unrealized 0.0%
MEG MONTROSE ENVIRONMENTAL GROUP 0.3%
Value ($000) $3,119 Shares 70,000 Est. Cost $44.99 Unrealized 0.0%
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.3%
Value ($000) $3,002 Shares 150,000 Est. Cost $18.22 Unrealized +7.3%
VICI VICI PPTYS INC 0.2%
Value ($000) $2,864 Shares 100,000 Est. Cost $28.11 Unrealized -7.3%
CDRE CADRE HLDGS INC 0.2%
Value ($000) $2,838 Shares 84,570 Est. Cost $34.09 Unrealized -5.2%
MBLY MOBILEYE GLOBAL INC 0.2%
Value ($000) $2,809 Shares 100,000 Est. Cost $30.35 Unrealized -4.6%
KGS KODIAK GAS SVCS INC 0.2%
Value ($000) $2,726 Shares 100,000 Est. Cost $15.97 Unrealized +69.9%
ALNYLAM PHARMACEUTICALS INC 0.2%
Value ($000) $2,723 Shares 2,500,000 Est. Cost $1.09 Unrealized
CPK CHESAPEAKE UTILS CORP 0.2%
Value ($000) $2,655 Shares 25,000 Est. Cost $90.84 Unrealized +13.6%
HG HAMILTON INSURANCE GROUP LTD 0.2%
Value ($000) $2,498 Shares 150,000 Est. Cost $15.10 Unrealized +1.2%
IDA IDACORP INC 0.2%
Value ($000) $2,329 Shares 25,000 Est. Cost $96.83 Unrealized -3.0%
CART MAPLEBEAR INC 0.2%
Value ($000) $2,250 Shares 70,000 Est. Cost $30.31 Unrealized +13.6%
SDHC SMITH DOUGLAS HOMES CORP 0.2%
Value ($000) $2,221 Shares 95,000 Est. Cost $28.04 Unrealized -4.4%
BTSG BRIGHTSPRING HEALTH SVCS INC 0.2%
Value ($000) $2,199 Shares 193,542 Est. Cost $10.00 Unrealized +9.2%
BOW BOWHEAD SPECIALTY HLDGS INC 0.2%
Value ($000) $2,154 Shares 85,000 Est. Cost $25.56 Unrealized 0.0%
WBTN WEBTOON ENTMT INC 0.2%
Value ($000) $2,055 Shares 90,000 Est. Cost $22.91 Unrealized 0.0%
ATMU ATMUS FILTRATION TECHNOLOGIE 0.2%
Value ($000) $2,015 Shares 70,000 Est. Cost $20.77 Unrealized +44.7%
MRX MAREX GROUP PLC 0.2%
Value ($000) $2,000 Shares 100,000 Est. Cost $19.14 Unrealized 0.0%
AESI ATLAS ENERGY SOLUTIONS INC 0.2%
Value ($000) $1,993 Shares 100,000 Est. Cost $16.64 Unrealized +23.8%
ADT ADT INC DEL 0.2%
Value ($000) $1,900 Shares 250,000 Est. Cost $6.27 Unrealized +5.1%
SVV SAVERS VALUE VLG INC 0.2%
Value ($000) $1,836 Shares 150,000 Est. Cost $23.30 Unrealized -35.9%
TALO TALOS ENERGY INC 0.2%
Value ($000) $1,823 Shares 150,000 Est. Cost $13.05 Unrealized -4.4%
SPY SPDR S&P 500 ETF TR 0.2%
Value ($000) $1,796 Shares 3,300 Est. Cost $406.32 Unrealized
SYM SYMBOTIC INC 0.2%
Value ($000) $1,758 Shares 50,000 Est. Cost $43.81 Unrealized -7.7%
NVGS NAVIGATOR HLDGS LTD 0.2%
Value ($000) $1,746 Shares 100,000 Est. Cost $15.77 Unrealized 0.0%
FLNC FLUENCE ENERGY INC 0.1%
Value ($000) $1,734 Shares 100,000 Est. Cost $21.05 Unrealized -8.9%
EPRT ESSENTIAL PPTYS RLTY TR INC 0.1%
Value ($000) $1,732 Shares 62,500 Est. Cost $25.91 Unrealized
BILI BILIBILI INC 0.1%
Value ($000) $1,544 Shares 100,000 Est. Cost $11.20 Unrealized
GAUZ GAUZY LTD 0.1%
Value ($000) $1,491 Shares 124,010 Est. Cost $13.31 Unrealized 0.0%
ZEEKR INTELLIGENT TECHNOLOGY 0.1%
Value ($000) $1,319 Shares 70,000 Est. Cost $18.84 Unrealized
EQX EQUINOX GOLD CORP 0.1%
Value ($000) $1,308 Shares 250,000 Est. Cost $5.57 Unrealized 0.0%
LB LANDBRIDGE COMPANY LLC 0.1%
Value ($000) $1,158 Shares 50,000 Est. Cost $23.15 Unrealized 0.0%
VIVID SEATS INC 0.1%
Value ($000) $1,150 Shares 200,000 Est. Cost $6.32 Unrealized
VITAL ENERGY INC 0.1%
Value ($000) $1,121 Shares 25,000 Est. Cost $55.42 Unrealized
AVBP ARRIVENT BIOPHARMA INC 0.1%
Value ($000) $928 Shares 50,000 Est. Cost $20.17 Unrealized -11.6%
SVCO SILVACO GROUP INC 0.1%
Value ($000) $899 Shares 50,000 Est. Cost $18.21 Unrealized 0.0%
BBIO BRIDGEBIO PHARMA INC 0.1%
Value ($000) $855 Shares 33,750 Est. Cost $34.01 Unrealized -19.6%
CGON CG ONCOLOGY INC 0.1%
Value ($000) $789 Shares 25,000 Est. Cost $40.84 Unrealized -15.1%
VTMX VESTA REAL ESTATE CORP 0.1%
Value ($000) $750 Shares 25,000 Est. Cost $39.62 Unrealized
ICHR ICHOR HOLDINGS 0.1%
Value ($000) $730 Shares 18,943 Est. Cost $38.71 Unrealized -1.6%
GROY GOLD ROYALTY CORP 0.1%
Value ($000) $705 Shares 500,000 Est. Cost $1.78 Unrealized 0.0%
HDL SUPER HI INTL HLDG LTD 0.1%
Value ($000) $689 Shares 38,300 Est. Cost $18.00 Unrealized
LOAR LOAR HOLDINGS INC 0.0%
Value ($000) $534 Shares 10,000 Est. Cost $54.19 Unrealized 0.0%
KVYO KLAVIYO INC 0.0%
Value ($000) $436 Shares 17,500 Est. Cost $34.31 Unrealized -31.8%
PWP PERELLA WEINBERG PARTNERS 0.0%
Value ($000) $406 Shares 25,000 Est. Cost $12.18 Unrealized +20.8%
NTST NETSTREIT CORP 0.0%
Value ($000) $403 Shares 25,000 Est. Cost $18.37 Unrealized
BWMN BOWMAN CONSULTING GROUP LTD 0.0%
Value ($000) $397 Shares 12,500 Est. Cost $34.46 Unrealized -8.2%
KYTX KYVERNA THERAPEUTICS INC 0.0%
Value ($000) $300 Shares 40,000 Est. Cost $27.84 Unrealized -45.1%
LIT GLOBAL X FDS 0.0%
Value ($000) $215 Shares 5,550 Est. Cost $38.81 Unrealized
STOK STOKE THERAPEUTICS INC 0.0%
Value ($000) $203 Shares 15,000 Est. Cost $6.06 Unrealized +122.9%
ACELYRIN INC 0.0%
Value ($000) $77 Shares 17,500 Est. Cost $20.90 Unrealized
PL PLANET LABS PBC 0.0%
Value ($000) $74 Shares 40,000 Est. Cost $9.47 Unrealized -79.8%
SVIRF SPRING VALLEY ACQUISTN CORP 0.0%
Value ($000) $30 Shares 210,064 Est. Cost $0.17 Unrealized