Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Nov 14, 2024

Total Value ($000): $2,020,079 (92.4% shares, 7.6% debt)

Holdings (144)

FANG DIAMONDBACK ENERGY INC 6.0%
Value ($000) $120,680 Shares 700,000 Est. Cost $185.12 Unrealized 0.0%
DELL DELL TECHNOLOGIES INC 5.9%
Value ($000) $118,540 Shares 1,000,000 Est. Cost $113.89 Unrealized 0.0%
GEHC GE HEALTHCARE TECHNOLOGIES I 5.8%
Value ($000) $117,313 Shares 1,250,000 Est. Cost $83.23 Unrealized +0.6%
PIAIF PINGA 0.875 07/22/29 4.6%
Value ($000) $93,090 Shares 72,500,000 Est. Cost $4.44 Unrealized 0.0%
TCOM TRIP COM GROUP LTD 4.1%
Value ($000) $83,202 Shares 1,400,000 Est. Cost $59.43 Unrealized
LINE LINEAGE INC 3.9%
Value ($000) $78,388 Shares 1,000,100 Est. Cost $78.38 Unrealized
VIK VIKING HOLDINGS LTD 3.8%
Value ($000) $76,235 Shares 2,185,000 Est. Cost $32.67 Unrealized +4.7%
BABA 0.500 06/01/31 CVT PUT 3.7%
Value ($000) $73,803 Shares 60,000,000 Est. Cost $0.96 Unrealized
HE HAWAIIAN ELEC INDUSTRIES 2.7%
Value ($000) $55,133 Shares 5,695,561 Est. Cost $12.39 Unrealized 0.0%
ULS UL SOLUTIONS INC 2.3%
Value ($000) $46,835 Shares 950,000 Est. Cost $43.27 Unrealized +12.5%
PLTR PALANTIR TECHNOLOGIES INC 2.3%
Value ($000) $46,549 Shares 1,251,306 Est. Cost $30.69 Unrealized 0.0%
NDAQ NASDAQ INC 2.2%
Value ($000) $43,806 Shares 600,000 Est. Cost $67.05 Unrealized 0.0%
PACS PACS GROUP INC 2.2%
Value ($000) $43,767 Shares 1,095,000 Est. Cost $33.85 Unrealized +7.4%
CRBG COREBRIDGE FINL INC 2.2%
Value ($000) $43,740 Shares 1,500,000 Est. Cost $21.15 Unrealized +27.9%
PKX POSCO HOLDINGS INC 2.1%
Value ($000) $41,994 Shares 600,000 Est. Cost $69.99 Unrealized
ARM ARM HOLDINGS PLC 1.8%
Value ($000) $35,753 Shares 250,000 Est. Cost $53.52 Unrealized
AVB AVALONBAY CMNTYS INC 1.7%
Value ($000) $33,788 Shares 150,000 Est. Cost $205.33 Unrealized 0.0%
CWST CASELLA WASTE SYS INC 1.5%
Value ($000) $29,847 Shares 300,000 Est. Cost $103.51 Unrealized 0.0%
CHWY CHEWY INC 1.3%
Value ($000) $26,361 Shares 900,000 Est. Cost $26.67 Unrealized 0.0%
CAVA CAVA GROUP INC 1.3%
Value ($000) $25,389 Shares 205,000 Est. Cost $55.09 Unrealized +84.5%
HESM HESS MIDSTREAM LP 1.2%
Value ($000) $24,689 Shares 700,000 Est. Cost $32.36 Unrealized 0.0%
BIRK BIRKENSTOCK HOLDING PLC 1.2%
Value ($000) $24,645 Shares 500,000 Est. Cost $48.87 Unrealized +11.3%
DLR DIGITAL RLTY TR INC 1.2%
Value ($000) $24,275 Shares 150,000 Est. Cost $136.41 Unrealized +7.7%
KVUE KENVUE INC 1.1%
Value ($000) $23,130 Shares 1,000,000 Est. Cost $19.99 Unrealized -1.8%
RXO RXO INC 1.1%
Value ($000) $21,987 Shares 785,233 Est. Cost $28.24 Unrealized 0.0%
CSW CSW INDUSTRIALS INC 1.1%
Value ($000) $21,983 Shares 60,000 Est. Cost $310.43 Unrealized 0.0%
IRT INDEPENDENCE RLTY TR INC 1.0%
Value ($000) $20,500 Shares 1,000,000 Est. Cost $20.50 Unrealized
GFL GFL ENVIRONMENTAL INC 1.0%
Value ($000) $19,940 Shares 500,000 Est. Cost $38.83 Unrealized +2.8%
FWONK LIBERTY MEDIA CORP DEL 1.0%
Value ($000) $19,358 Shares 250,000 Est. Cost $77.43 Unrealized
WAY WAYSTAR HLDG CORP 0.8%
Value ($000) $16,734 Shares 600,000 Est. Cost $21.67 Unrealized +13.8%
IONS IONIS PHARMACEUTICALS INC 0.8%
Value ($000) $16,024 Shares 400,000 Est. Cost $46.53 Unrealized 0.0%
IVT INVENTRUST PPTYS CORP 0.7%
Value ($000) $14,185 Shares 500,000 Est. Cost $28.37 Unrealized
AHR AMERICAN HEALTHCARE REIT INC 0.7%
Value ($000) $13,703 Shares 525,000 Est. Cost $19.61 Unrealized
ALBEMARLE CORP 0.7%
Value ($000) $13,429 Shares 300,000 Est. Cost $59.00 Unrealized
ADUS ADDUS HOMECARE CORP 0.7%
Value ($000) $13,303 Shares 100,000 Est. Cost $107.06 Unrealized +17.9%
QUANC 09/16/29 CVT PUT 0.6%
Value ($000) $13,066 Shares 12,400,000 Est. Cost $1.05 Unrealized
SOC SABLE OFFSHORE CORP 0.6%
Value ($000) $12,997 Shares 550,000 Est. Cost $18.00 Unrealized 0.0%
SNAP 0.500 05/01/30 CVT 0.6%
Value ($000) $12,725 Shares 15,000,000 Est. Cost $0.85 Unrealized
CTRE CARETRUST REIT INC 0.6%
Value ($000) $12,186 Shares 394,879 Est. Cost $30.86 Unrealized
TBBB BBB FOODS INC 0.6%
Value ($000) $12,000 Shares 400,000 Est. Cost $21.46 Unrealized +30.6%
ALGM ALLEGRO MICROSYSTEMS INC 0.6%
Value ($000) $11,650 Shares 500,000 Est. Cost $25.14 Unrealized 0.0%
VIPER ENERGY INC 0.6%
Value ($000) $11,278 Shares 250,000 Est. Cost $41.88 Unrealized
HEWLETT PACKARD ENTERPRISE C 0.6%
Value ($000) $11,205 Shares 185,000 Est. Cost $60.57 Unrealized
THUNDER BRDG CAP PRTNRS IV I 0.5%
Value ($000) $10,528 Shares 1,000,000 Est. Cost $8.89 Unrealized
SNOWY 10/01/27 CVT 0.5%
Value ($000) $10,423 Shares 10,000,000 Est. Cost $1.04 Unrealized
CENTERPOINT ENERGY INC 0.5%
Value ($000) $10,126 Shares 10,000,000 Est. Cost $1.01 Unrealized
FTW/U EQV VENTURES ACQUISITION COR 0.5%
Value ($000) $9,930 Shares 1,000,000 Est. Cost $9.93 Unrealized
EXPEDIA GROUP INC 0.5%
Value ($000) $9,543 Shares 10,000,000 Est. Cost $0.95 Unrealized
PNW PINNACLE WEST CAP CORP 0.4%
Value ($000) $8,859 Shares 100,000 Est. Cost $65.20 Unrealized +24.1%
JD 0.250 06/01/29 0.4%
Value ($000) $8,553 Shares 7,500,000 Est. Cost $0.94 Unrealized
APG API GROUP CORP 0.4%
Value ($000) $8,255 Shares 250,000 Est. Cost $23.79 Unrealized -1.4%
AHRT ARMADA HOFFLER PPTYS INC 0.4%
Value ($000) $8,123 Shares 750,000 Est. Cost $10.83 Unrealized
PLMR PALOMAR HLDGS INC 0.4%
Value ($000) $8,047 Shares 85,000 Est. Cost $92.14 Unrealized 0.0%
GTY GETTY RLTY CORP NEW 0.4%
Value ($000) $7,953 Shares 250,000 Est. Cost $31.81 Unrealized
SKWD SKYWARD SPECIALTY INS GROUP 0.4%
Value ($000) $7,945 Shares 195,073 Est. Cost $31.48 Unrealized +23.1%
LTM LATAM AIRLINES GROUP SA 0.4%
Value ($000) $7,923 Shares 300,000 Est. Cost $26.41 Unrealized
KGS KODIAK GAS SVCS INC 0.4%
Value ($000) $7,830 Shares 270,000 Est. Cost $23.23 Unrealized +18.4%
AIRBNB INC 0.4%
Value ($000) $7,446 Shares 8,000,000 Est. Cost $0.93 Unrealized
MERIDIANLINK INC 0.4%
Value ($000) $7,200 Shares 350,000 Est. Cost $20.57 Unrealized
SNOWY 10/01/29 CVT 0.4%
Value ($000) $7,195 Shares 7,000,000 Est. Cost $1.03 Unrealized
TPG TPG INC 0.4%
Value ($000) $7,195 Shares 125,000 Est. Cost $42.78 Unrealized +15.1%
AROC ARCHROCK INC 0.4%
Value ($000) $7,084 Shares 350,000 Est. Cost $19.23 Unrealized 0.0%
PAR PAR TECHNOLOGY CORP 0.3%
Value ($000) $6,737 Shares 129,366 Est. Cost $44.19 Unrealized +17.6%
CON CONCENTRA GROUP HOLDINGS PAR 0.3%
Value ($000) $6,708 Shares 300,000 Est. Cost $22.75 Unrealized 0.0%
NUVL NUVALENT INC 0.3%
Value ($000) $6,650 Shares 65,000 Est. Cost $82.95 Unrealized 0.0%
NABORS ENERGY TRANSITION COR 0.3%
Value ($000) $6,388 Shares 599,800 Est. Cost $10.18 Unrealized
AS AMER SPORTS INC 0.3%
Value ($000) $6,380 Shares 400,000 Est. Cost $15.58 Unrealized -17.9%
ANSC AGRICULTURE & NAT SOL ACQ CO 0.3%
Value ($000) $6,210 Shares 600,000 Est. Cost $10.13 Unrealized +1.8%
LTH LIFE TIME GROUP HOLDINGS INC 0.3%
Value ($000) $6,105 Shares 250,000 Est. Cost $22.48 Unrealized 0.0%
GFS GLOBALFOUNDRIES INC 0.3%
Value ($000) $6,038 Shares 150,000 Est. Cost $54.07 Unrealized -14.2%
ZETA ZETA GLOBAL HOLDINGS CORP 0.3%
Value ($000) $5,966 Shares 200,000 Est. Cost $23.53 Unrealized 0.0%
COIN 0.250 04/01/30 CVT 0.3%
Value ($000) $5,894 Shares 6,500,000 Est. Cost $1.06 Unrealized
NHI NATIONAL HEALTH INVS INC 0.3%
Value ($000) $5,884 Shares 70,000 Est. Cost $84.06 Unrealized
RBRK RUBRIK INC. 0.3%
Value ($000) $5,626 Shares 175,000 Est. Cost $32.88 Unrealized +0.7%
IDYA IDEAYA BIOSCIENCES INC 0.3%
Value ($000) $5,544 Shares 175,000 Est. Cost $37.92 Unrealized 0.0%
SHC SOTERA HEALTH CO 0.3%
Value ($000) $5,428 Shares 325,000 Est. Cost $14.61 Unrealized 0.0%
KDK ARES ACQUISITION CORP II 0.3%
Value ($000) $5,389 Shares 497,596 Est. Cost $10.27 Unrealized
YANKU 3.500 10/03/29 CVT PUT 0.3%
Value ($000) $5,189 Shares 5,000,000 Est. Cost $1.04 Unrealized
ATAT ATOUR LIFESTYLE HLDGS LTD 0.3%
Value ($000) $5,188 Shares 200,000 Est. Cost $18.12 Unrealized
AIOT POWERFLEET INC 0.2%
Value ($000) $5,000 Shares 1,000,000 Est. Cost $4.75 Unrealized 0.0%
MTDR MATADOR RES CO 0.2%
Value ($000) $4,942 Shares 100,000 Est. Cost $59.44 Unrealized -5.3%
FORD MTR CO 0.2%
Value ($000) $4,886 Shares 5,000,000 Est. Cost $0.98 Unrealized
ARDT ARDENT HEALTH PARTNERS INC 0.2%
Value ($000) $4,595 Shares 250,000 Est. Cost $17.67 Unrealized 0.0%
KNTK KINETIK HOLDINGS INC 0.2%
Value ($000) $4,526 Shares 100,000 Est. Cost $34.94 Unrealized +23.8%
VSEC VSE CORP 0.2%
Value ($000) $4,137 Shares 50,000 Est. Cost $79.75 Unrealized +8.6%
ODD ODDITY TECH LTD 0.2%
Value ($000) $4,038 Shares 100,000 Est. Cost $42.68 Unrealized -9.7%
CCIX CHURCHILL CAPITAL CORP IX 0.2%
Value ($000) $4,008 Shares 400,000 Est. Cost $10.02 Unrealized 0.0%
FIHL FIDELIS INSURANCE HOLDINGS L 0.2%
Value ($000) $3,612 Shares 200,000 Est. Cost $16.83 Unrealized +2.5%
SDHC SMITH DOUGLAS HOMES CORP 0.2%
Value ($000) $3,589 Shares 95,000 Est. Cost $28.04 Unrealized +14.3%
INTC INTEL CORP 0.2%
Value ($000) $3,519 Shares 150,000 Est. Cost $30.72 Unrealized -19.0%
GTES GATES INDL CORP PLC 0.2%
Value ($000) $3,510 Shares 200,000 Est. Cost $12.97 Unrealized +31.3%
KTOS KRATOS DEFENSE & SEC SOLUTIO 0.2%
Value ($000) $3,495 Shares 150,000 Est. Cost $18.22 Unrealized +18.7%
TRMD TORM PLC 0.2%
Value ($000) $3,419 Shares 100,000 Est. Cost $30.54 Unrealized 0.0%
PR PERMIAN RESOURCES CORP 0.2%
Value ($000) $3,403 Shares 250,000 Est. Cost $14.69 Unrealized 0.0%
TRNO TERRENO RLTY CORP 0.2%
Value ($000) $3,342 Shares 50,000 Est. Cost $66.40 Unrealized
VICI VICI PPTYS INC 0.2%
Value ($000) $3,331 Shares 100,000 Est. Cost $28.11 Unrealized +3.7%
TWFG TWFG INC 0.2%
Value ($000) $3,254 Shares 120,000 Est. Cost $25.94 Unrealized 0.0%
ACHR ARCHER AVIATION INC 0.1%
Value ($000) $3,030 Shares 1,000,000 Est. Cost $3.82 Unrealized 0.0%
BOXXX 1.500 09/15/29 CVT 0.1%
Value ($000) $3,016 Shares 3,000,000 Est. Cost $1.01 Unrealized
SFL SFL CORPORATION LTD 0.1%
Value ($000) $2,893 Shares 250,000 Est. Cost $11.97 Unrealized 0.0%
CTRI CENTURI HOLDINGS INC 0.1%
Value ($000) $2,826 Shares 175,000 Est. Cost $25.45 Unrealized -31.8%
BKV BKV CORP 0.1%
Value ($000) $2,744 Shares 150,000 Est. Cost $18.11 Unrealized 0.0%
ATMU ATMUS FILTRATION TECHNOLOGIE 0.1%
Value ($000) $2,627 Shares 70,000 Est. Cost $20.77 Unrealized +55.9%
BOW BOWHEAD SPECIALTY HLDGS INC 0.1%
Value ($000) $2,381 Shares 85,000 Est. Cost $25.56 Unrealized +9.7%
MRX MAREX GROUP PLC 0.1%
Value ($000) $2,362 Shares 100,000 Est. Cost $19.14 Unrealized +13.7%
FLNC FLUENCE ENERGY INC 0.1%
Value ($000) $2,271 Shares 100,000 Est. Cost $21.05 Unrealized -14.1%
SMWB SIMILARWEB LTD 0.1%
Value ($000) $2,235 Shares 252,842 Est. Cost $7.91 Unrealized 0.0%
VVX V2X INC 0.1%
Value ($000) $2,234 Shares 40,000 Est. Cost $50.97 Unrealized 0.0%
JILL J JILL INC 0.1%
Value ($000) $2,220 Shares 90,000 Est. Cost $29.85 Unrealized +6.3%
AESI ATLAS ENERGY SOLUTIONS INC 0.1%
Value ($000) $2,180 Shares 100,000 Est. Cost $16.64 Unrealized +15.9%
EPRT ESSENTIAL PPTYS RLTY TR INC 0.1%
Value ($000) $2,134 Shares 62,500 Est. Cost $25.91 Unrealized
LB LANDBRIDGE COMPANY LLC 0.1%
Value ($000) $1,956 Shares 50,000 Est. Cost $23.15 Unrealized +45.4%
CSAN COSAN S A 0.1%
Value ($000) $1,912 Shares 200,000 Est. Cost $9.56 Unrealized
VZLA VIZSLA SILVER CORP 0.1%
Value ($000) $1,911 Shares 995,340 Est. Cost $1.93 Unrealized 0.0%
MEG MONTROSE ENVIRONMENTAL GROUP 0.1%
Value ($000) $1,841 Shares 70,000 Est. Cost $44.99 Unrealized -28.2%
ADT ADT INC DEL 0.1%
Value ($000) $1,808 Shares 250,000 Est. Cost $6.27 Unrealized +12.2%
GRDN GUARDIAN PHARMACY SVCS INC 0.1%
Value ($000) $1,680 Shares 100,000 Est. Cost $16.85 Unrealized 0.0%
NVGS NAVIGATOR HLDGS LTD 0.1%
Value ($000) $1,607 Shares 100,000 Est. Cost $15.77 Unrealized +1.6%
ZEEKR INTELLIGENT TECHNOLOGY 0.1%
Value ($000) $1,560 Shares 70,000 Est. Cost $18.84 Unrealized
TALO TALOS ENERGY INC 0.1%
Value ($000) $1,553 Shares 150,000 Est. Cost $13.05 Unrealized -12.7%
HG HAMILTON INSURANCE GROUP LTD 0.1%
Value ($000) $1,451 Shares 75,000 Est. Cost $15.10 Unrealized +18.4%
CART MAPLEBEAR INC 0.1%
Value ($000) $1,426 Shares 35,000 Est. Cost $30.31 Unrealized +15.8%
PAL PROFICIENT AUTO LOGISTICS IN 0.1%
Value ($000) $1,418 Shares 100,000 Est. Cost $15.27 Unrealized +18.3%
CRMT AMERICAS CAR-MART INC 0.1%
Value ($000) $1,258 Shares 30,000 Est. Cost $58.00 Unrealized 0.0%
AVBP ARRIVENT BIOPHARMA INC 0.1%
Value ($000) $1,175 Shares 50,000 Est. Cost $20.17 Unrealized +12.5%
WVE WAVE LIFE SCIENCES LTD 0.1%
Value ($000) $1,148 Shares 140,000 Est. Cost $5.98 Unrealized 0.0%
LOAR LOAR HOLDINGS INC 0.1%
Value ($000) $1,119 Shares 15,000 Est. Cost $58.24 Unrealized +13.9%
LPHHF LOGCO 6.950 08/04/26 CVT PUT 0.0%
Value ($000) $1,001 Shares 56,000,000 Est. Cost $0.11 Unrealized 0.0%
TELGM 7.000 03/22/26 0.0%
Value ($000) $915 Shares 1,000,000 Est. Cost $0.92 Unrealized
BBIO BRIDGEBIO PHARMA INC 0.0%
Value ($000) $859 Shares 33,750 Est. Cost $34.01 Unrealized -22.8%
SVV SAVERS VALUE VLG INC 0.0%
Value ($000) $789 Shares 75,000 Est. Cost $23.30 Unrealized -56.3%
MBX MBX BIOSCIENCES INC 0.0%
Value ($000) $779 Shares 30,000 Est. Cost $22.87 Unrealized 0.0%
ASND ASCENDIS PHARMA A/S 0.0%
Value ($000) $747 Shares 5,000 Est. Cost $149.31 Unrealized
SVCO SILVACO GROUP INC 0.0%
Value ($000) $715 Shares 50,000 Est. Cost $18.21 Unrealized -9.2%
BIOA BIOAGE LABS INC 0.0%
Value ($000) $624 Shares 30,000 Est. Cost $20.04 Unrealized 0.0%
GAUZ GAUZY LTD 0.0%
Value ($000) $554 Shares 62,500 Est. Cost $13.31 Unrealized -23.6%
CURV TORRID HLDGS INC 0.0%
Value ($000) $393 Shares 100,000 Est. Cost $6.74 Unrealized 0.0%
RITM RITHM CAPITAL CORP 0.0%
Value ($000) $369 Shares 32,488 Est. Cost $11.35 Unrealized
DWAHF DWAHY 03/30/29 '29 CVT 0.0%
Value ($000) $283 Shares 40,000,000 Est. Cost $-72.33 Unrealized
BCAX BICARA THERAPEUTICS INC 0.0%
Value ($000) $255 Shares 10,000 Est. Cost $25.50 Unrealized 0.0%
MDXH MDXHEALTH SA 0.0%
Value ($000) $218 Shares 105,019 Est. Cost $2.72 Unrealized 0.0%
PHVS PHARVARIS N V 0.0%
Value ($000) $208 Shares 11,249 Est. Cost $18.27 Unrealized 0.0%
PL PLANET LABS PBC 0.0%
Value ($000) $89 Shares 40,000 Est. Cost $9.47 Unrealized -76.6%
SVIRF SPRING VALLEY ACQUISTN CORP 0.0%
Value ($000) $19 Shares 210,064 Est. Cost $0.17 Unrealized