Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q4 2024 (← Previous) (Next →)

Filing Date: Feb 14, 2025

Total Value ($000): $1,733,223 (100.0% shares, 0.0% debt)

Holdings (110)

BA BOEING CO 16.3%
Value ($000) $283,200 Shares 1,600,000 Est. Cost $156.93 Unrealized 0.0%
AJG GALLAGHER ARTHUR J & CO 15.6%
Value ($000) $269,658 Shares 950,000 Est. Cost $288.06 Unrealized 0.0%
LINE LINEAGE INC 4.1%
Value ($000) $70,290 Shares 1,200,100 Est. Cost $75.08 Unrealized
VIK VIKING HOLDINGS LTD 3.8%
Value ($000) $66,090 Shares 1,500,000 Est. Cost $32.67 Unrealized +29.9%
FANG DIAMONDBACK ENERGY INC 3.3%
Value ($000) $57,341 Shares 350,000 Est. Cost $185.12 Unrealized -7.7%
BABA 0.500 06/01/31 CVT PUT 3.1%
Value ($000) $53,235 Shares 50,000,000 Est. Cost $0.96 Unrealized
PINGA 0.875 07/22/29 2.7%
Value ($000) $47,625 Shares 39,500,000 Est. Cost $1.21 Unrealized
ULS UL SOLUTIONS INC 2.7%
Value ($000) $47,386 Shares 950,000 Est. Cost $43.27 Unrealized +19.8%
WUXIA 10/19/25 CVT 2.2%
Value ($000) $37,380 Shares 38,000,000 Est. Cost $0.98 Unrealized
BOEING CO 2.1%
Value ($000) $36,492 Shares 600,000 Est. Cost $60.82 Unrealized
TTAN SERVICETITAN INC 2.1%
Value ($000) $36,343 Shares 353,291 Est. Cost $104.38 Unrealized 0.0%
HE HAWAIIAN ELEC INDUSTRIES 1.6%
Value ($000) $27,709 Shares 2,847,780 Est. Cost $12.39 Unrealized -18.4%
AS AMER SPORTS INC 1.6%
Value ($000) $27,261 Shares 975,000 Est. Cost $19.39 Unrealized +13.7%
ACHR ARCHER AVIATION INC 1.5%
Value ($000) $26,391 Shares 2,706,760 Est. Cost $4.92 Unrealized +13.1%
SARO STANDARDAERO INC 1.4%
Value ($000) $24,760 Shares 1,000,000 Est. Cost $28.95 Unrealized 0.0%
NDAQ NASDAQ INC 1.3%
Value ($000) $23,193 Shares 300,000 Est. Cost $67.05 Unrealized +13.7%
WAY WAYSTAR HLDG CORP 1.3%
Value ($000) $22,020 Shares 600,000 Est. Cost $21.67 Unrealized +41.9%
PCG PG&E CORP 1.2%
Value ($000) $20,180 Shares 1,000,000 Est. Cost $20.16 Unrealized 0.0%
PG&E CORP 1.1%
Value ($000) $19,932 Shares 400,000 Est. Cost $49.83 Unrealized
ACI ALBERTSONS COS INC 1.1%
Value ($000) $19,640 Shares 1,000,000 Est. Cost Unrealized
LB LANDBRIDGE COMPANY LLC 0.9%
Value ($000) $16,142 Shares 249,875 Est. Cost $52.68 Unrealized +14.0%
CHWY CHEWY INC 0.9%
Value ($000) $16,059 Shares 479,520 Est. Cost $26.67 Unrealized +16.6%
ANICB 12/05/29 CVT PUT 0.9%
Value ($000) $15,175 Shares 14,000,000 Est. Cost $1.08 Unrealized
AHR AMERICAN HEALTHCARE REIT INC 0.9%
Value ($000) $14,921 Shares 525,000 Est. Cost $19.61 Unrealized
LOAR LOAR HOLDINGS INC 0.9%
Value ($000) $14,782 Shares 200,000 Est. Cost $80.19 Unrealized +2.2%
SMTC SEMTECH CORP 0.8%
Value ($000) $14,226 Shares 230,000 Est. Cost $52.80 Unrealized 0.0%
INFORMATICA INC 0.7%
Value ($000) $12,965 Shares 500,000 Est. Cost $25.93 Unrealized
HESM HESS MIDSTREAM LP 0.7%
Value ($000) $12,961 Shares 350,000 Est. Cost $32.36 Unrealized +0.0%
VIPER ENERGY INC 0.7%
Value ($000) $12,268 Shares 250,000 Est. Cost $41.88 Unrealized
VLY VALLEY NATL BANCORP 0.7%
Value ($000) $11,325 Shares 1,250,000 Est. Cost $9.70 Unrealized 0.0%
RVMD REVOLUTION MEDICINES INC 0.6%
Value ($000) $11,246 Shares 257,100 Est. Cost $50.47 Unrealized 0.0%
KGS KODIAK GAS SVCS INC 0.6%
Value ($000) $11,024 Shares 270,000 Est. Cost $23.23 Unrealized +55.6%
CUZ COUSINS PPTYS INC 0.6%
Value ($000) $10,724 Shares 350,000 Est. Cost $30.64 Unrealized
KVUE KENVUE INC 0.6%
Value ($000) $10,675 Shares 500,000 Est. Cost $19.99 Unrealized +8.4%
CNCK COINCHECK GROUP NV 0.6%
Value ($000) $10,439 Shares 1,174,242 Est. Cost $10.67 Unrealized 0.0%
CENTERPOINT ENERGY INC 0.6%
Value ($000) $10,210 Shares 10,000,000 Est. Cost $1.01 Unrealized
UBER TECHNOLOGIES INC 0.6%
Value ($000) $10,090 Shares 10,000,000 Est. Cost $1.01 Unrealized
FTW EQV VENTURES ACQUISITION COR 0.6%
Value ($000) $9,980 Shares 1,000,000 Est. Cost $9.93 Unrealized 0.0%
NTWOU NEWBURY STR II ACQUISITION C 0.5%
Value ($000) $9,500 Shares 950,000 Est. Cost $10.00 Unrealized
PAR PAR TECHNOLOGY CORP 0.5%
Value ($000) $9,401 Shares 129,366 Est. Cost $44.19 Unrealized +54.8%
NKUSC 12/12/31 '31 CVT 0.5%
Value ($000) $8,977 Shares 1,300,000,000 Est. Cost $0.01 Unrealized
ALDF ALDEL FINL II INC 0.5%
Value ($000) $8,946 Shares 900,000 Est. Cost $9.92 Unrealized 0.0%
DLR DIGITAL RLTY TR INC 0.5%
Value ($000) $8,867 Shares 50,000 Est. Cost $136.41 Unrealized +25.5%
CWH CAMPING WORLD HLDGS INC 0.5%
Value ($000) $7,905 Shares 375,000 Est. Cost $21.93 Unrealized 0.0%
RIOT 0.750 01/15/30 CVT 0.5%
Value ($000) $7,803 Shares 8,500,000 Est. Cost $0.92 Unrealized
ALLIANT ENERGY CORP 0.4%
Value ($000) $7,701 Shares 7,500,000 Est. Cost $1.03 Unrealized
COIN 0.250 04/01/30 CVT 0.4%
Value ($000) $7,414 Shares 7,000,000 Est. Cost $1.06 Unrealized
THRY THRYV HLDGS INC 0.4%
Value ($000) $7,400 Shares 500,000 Est. Cost $15.76 Unrealized 0.0%
AIOT POWERFLEET INC 0.4%
Value ($000) $6,660 Shares 1,000,000 Est. Cost $4.75 Unrealized +26.3%
NABORS ENERGY TRANSITION COR 0.4%
Value ($000) $6,478 Shares 599,800 Est. Cost $10.18 Unrealized
GFS GLOBALFOUNDRIES INC 0.4%
Value ($000) $6,437 Shares 150,000 Est. Cost $54.07 Unrealized -22.5%
ANSC AGRICULTURE & NAT SOL ACQ CO 0.4%
Value ($000) $6,294 Shares 600,000 Est. Cost $10.13 Unrealized +2.7%
CON CONCENTRA GROUP HOLDINGS PAR 0.3%
Value ($000) $5,934 Shares 300,000 Est. Cost $22.75 Unrealized -10.3%
SOC SABLE OFFSHORE CORP 0.3%
Value ($000) $5,725 Shares 250,000 Est. Cost $18.00 Unrealized +21.6%
KNTK KINETIK HOLDINGS INC 0.3%
Value ($000) $5,671 Shares 100,000 Est. Cost $34.94 Unrealized +54.7%
TBBB BBB FOODS INC 0.3%
Value ($000) $5,656 Shares 200,000 Est. Cost $21.46 Unrealized +45.2%
KDK ARES ACQUISITION CORP II 0.3%
Value ($000) $5,464 Shares 497,596 Est. Cost $10.27 Unrealized
ATAT ATOUR LIFESTYLE HLDGS LTD 0.3%
Value ($000) $5,378 Shares 200,000 Est. Cost $18.12 Unrealized
EVGO EVGO INC 0.3%
Value ($000) $5,180 Shares 1,279,019 Est. Cost $6.36 Unrealized 0.0%
DLR 1.875 11/15/29 CVT 0.3%
Value ($000) $5,148 Shares 5,000,000 Est. Cost $1.03 Unrealized
BACQU BLEICHROEDER ACQUISITION COR 0.3%
Value ($000) $5,023 Shares 500,000 Est. Cost $10.04 Unrealized
WLACU WILLOW LANE ACQUISITION CORP 0.3%
Value ($000) $4,990 Shares 500,000 Est. Cost $9.98 Unrealized
EXPEDIA GROUP INC 0.3%
Value ($000) $4,962 Shares 5,000,000 Est. Cost $0.95 Unrealized
NTNX 0.500 12/15/29 CVT 0.3%
Value ($000) $4,942 Shares 5,000,000 Est. Cost $0.99 Unrealized
GLENX 03/27/25 CVT 0.3%
Value ($000) $4,942 Shares 5,000,000 Est. Cost $0.99 Unrealized
SKWD SKYWARD SPECIALTY INS GROUP 0.3%
Value ($000) $4,930 Shares 97,537 Est. Cost $31.48 Unrealized +54.3%
YANKU 3.500 10/03/29 CVT PUT 0.3%
Value ($000) $4,809 Shares 5,000,000 Est. Cost $1.04 Unrealized
OACCU OAKTREE ACQUISITION CORP III 0.3%
Value ($000) $4,559 Shares 450,000 Est. Cost $10.13 Unrealized
PLMR PALOMAR HLDGS INC 0.3%
Value ($000) $4,488 Shares 42,500 Est. Cost $92.14 Unrealized +10.1%
ATRO 5.500 03/15/30 CVT 0.2%
Value ($000) $4,270 Shares 4,000,000 Est. Cost $1.07 Unrealized
ARDT ARDENT HEALTH PARTNERS INC 0.2%
Value ($000) $4,270 Shares 250,000 Est. Cost $17.67 Unrealized -1.9%
BOW BOWHEAD SPECIALTY HLDGS INC 0.2%
Value ($000) $4,262 Shares 120,000 Est. Cost $27.67 Unrealized +18.5%
CCIX CHURCHILL CAPITAL CORP IX 0.2%
Value ($000) $4,140 Shares 400,000 Est. Cost $10.02 Unrealized +1.6%
INGM INGRAM MICRO HLDG CORP 0.2%
Value ($000) $3,878 Shares 200,000 Est. Cost $22.45 Unrealized 0.0%
AUB ATLANTIC UN BANKSHARES CORP 0.2%
Value ($000) $3,788 Shares 100,000 Est. Cost $37.49 Unrealized 0.0%
ONB OLD NATL BANCORP IND 0.2%
Value ($000) $3,712 Shares 171,000 Est. Cost $20.81 Unrealized 0.0%
TWFG TWFG INC 0.2%
Value ($000) $3,696 Shares 120,000 Est. Cost $25.94 Unrealized +19.8%
FIHL FIDELIS INSURANCE HOLDINGS L 0.2%
Value ($000) $3,626 Shares 200,000 Est. Cost $16.83 Unrealized +8.5%
APG API GROUP CORP 0.2%
Value ($000) $3,597 Shares 100,000 Est. Cost $23.79 Unrealized -0.1%
BKV BKV CORP 0.2%
Value ($000) $3,567 Shares 150,000 Est. Cost $18.11 Unrealized +11.8%
LYV 2.875 01/15/30 CVT 0.2%
Value ($000) $3,502 Shares 3,500,000 Est. Cost $1.00 Unrealized
IONS IONIS PHARMACEUTICALS INC 0.2%
Value ($000) $3,496 Shares 100,000 Est. Cost $46.53 Unrealized -19.7%
APLD 2.750 06/01/30 CVT 0.2%
Value ($000) $3,112 Shares 3,000,000 Est. Cost $1.04 Unrealized
IVT INVENTRUST PPTYS CORP 0.2%
Value ($000) $3,013 Shares 100,000 Est. Cost $28.37 Unrealized
GTY GETTY RLTY CORP NEW 0.2%
Value ($000) $3,013 Shares 100,000 Est. Cost $31.81 Unrealized
VICI VICI PPTYS INC 0.2%
Value ($000) $2,921 Shares 100,000 Est. Cost $28.11 Unrealized +5.0%
LTM LATAM AIRLINES GROUP SA 0.2%
Value ($000) $2,758 Shares 100,000 Est. Cost $26.41 Unrealized
PONY PONY AI INC 0.2%
Value ($000) $2,655 Shares 185,000 Est. Cost $14.35 Unrealized
CWST CASELLA WASTE SYS INC 0.2%
Value ($000) $2,645 Shares 25,000 Est. Cost $103.51 Unrealized +2.0%
AKAMAI TECHNOLOGIES INC 0.2%
Value ($000) $2,643 Shares 2,500,000 Est. Cost $1.06 Unrealized
AHRT ARMADA HOFFLER PPTYS INC 0.1%
Value ($000) $2,558 Shares 250,000 Est. Cost $10.83 Unrealized
ASB ASSOCIATED BANC CORP 0.1%
Value ($000) $2,390 Shares 100,000 Est. Cost $23.47 Unrealized 0.0%
VSEC VSE CORP 0.1%
Value ($000) $2,378 Shares 25,000 Est. Cost $79.75 Unrealized +31.6%
FLNC 2.250 06/15/30 CVT 0.1%
Value ($000) $2,060 Shares 2,000,000 Est. Cost $1.03 Unrealized
FVR FRONTVIEW REIT INC 0.1%
Value ($000) $1,994 Shares 110,000 Est. Cost $18.13 Unrealized
SDHC SMITH DOUGLAS HOMES CORP 0.1%
Value ($000) $1,282 Shares 50,000 Est. Cost $28.04 Unrealized +18.6%
IBRX IMMUNITYBIO INC 0.1%
Value ($000) $1,280 Shares 500,000 Est. Cost $4.17 Unrealized 0.0%
CSAN COSAN S A 0.1%
Value ($000) $1,088 Shares 200,000 Est. Cost $9.56 Unrealized
GRDN GUARDIAN PHARMACY SVCS INC 0.1%
Value ($000) $1,013 Shares 50,000 Est. Cost $16.85 Unrealized +22.5%
TELGM 7.000 03/22/26 0.1%
Value ($000) $947 Shares 1,000,000 Est. Cost $0.92 Unrealized
LOGCO 6.950 08/04/26 CVT PUT 0.1%
Value ($000) $931 Shares 56,000,000 Est. Cost $0.02 Unrealized
MRX MAREX GROUP PLC 0.0%
Value ($000) $779 Shares 25,000 Est. Cost $19.14 Unrealized +43.5%
ZEEKR INTELLIGENT TECHNOLOGY 0.0%
Value ($000) $710 Shares 25,000 Est. Cost $18.84 Unrealized
NAGOYA RAILROAD 06/16/2028 CVT PUT 48/49.5 0.0%
Value ($000) $593 Shares 1,300,000,000 Est. Cost $0.00 Unrealized
HG HAMILTON INSURANCE GROUP LTD 0.0%
Value ($000) $476 Shares 25,000 Est. Cost $15.10 Unrealized +22.6%
NAGOYA RAILROAD 06/15/2029 CVT PUT 53/55.2 0.0%
Value ($000) $438 Shares 750,000,000 Est. Cost $0.00 Unrealized
UHG UNITED HOMES GROUP INC 0.0%
Value ($000) $385 Shares 91,081 Est. Cost $5.54 Unrealized 0.0%
DWAHY 03/30/29 '29 CVT 0.0%
Value ($000) $264 Shares 40,000,000 Est. Cost $0.01 Unrealized
PL PLANET LABS PBC 0.0%
Value ($000) $162 Shares 40,000 Est. Cost $9.47 Unrealized -67.2%
SVIRF SPRING VALLEY ACQUISTN CORP 0.0%
Value ($000) $15 Shares 210,064 Est. Cost $0.17 Unrealized