Ghisallo Capital Management LLC Quant / Systematic

CIK: 0001825214 · Show all filings

Period: Q1 2025 (← Previous) (Next →)

Filing Date: May 15, 2025

Total Value ($000): $1,148,785 (100.0% shares, 0.0% debt)

Holdings (109)

AEP AMERICAN ELEC PWR CO INC 13.4%
Value ($000) $153,524 Shares 1,405,000 Est. Cost $98.44 Unrealized 0.0%
PRMB PRIMO BRANDS CORPORATION 6.3%
Value ($000) $72,478 Shares 2,042,202 Est. Cost $32.66 Unrealized 0.0%
LINE LINEAGE INC 5.1%
Value ($000) $58,636 Shares 1,000,100 Est. Cost $75.08 Unrealized
ULS UL SOLUTIONS INC 4.7%
Value ($000) $53,580 Shares 950,000 Est. Cost $43.27 Unrealized +22.7%
BABA 0.500 06/01/31 CVT PUT 4.7%
Value ($000) $53,565 Shares 37,500,000 Est. Cost $0.96 Unrealized
WUXIA 10/19/25 CVT 3.2%
Value ($000) $37,099 Shares 35,500,000 Est. Cost $0.98 Unrealized
SARO STANDARDAERO INC 3.1%
Value ($000) $35,964 Shares 1,350,000 Est. Cost $28.35 Unrealized -6.0%
PINGA 0.875 07/22/29 2.8%
Value ($000) $32,559 Shares 27,000,000 Est. Cost $1.21 Unrealized
GFL GFL ENVIRONMENTAL INC 2.3%
Value ($000) $26,571 Shares 550,000 Est. Cost $45.30 Unrealized 0.0%
AS AMER SPORTS INC 2.3%
Value ($000) $26,062 Shares 975,000 Est. Cost $19.39 Unrealized +52.6%
WAY WAYSTAR HLDG CORP 2.1%
Value ($000) $24,284 Shares 650,000 Est. Cost $23.05 Unrealized +71.8%
TTAN SERVICETITAN INC 2.1%
Value ($000) $24,091 Shares 253,291 Est. Cost $104.38 Unrealized -7.1%
LB LANDBRIDGE COMPANY LLC 1.6%
Value ($000) $17,985 Shares 250,000 Est. Cost $52.68 Unrealized +34.3%
BOEING CO 1.5%
Value ($000) $17,699 Shares 300,000 Est. Cost $60.82 Unrealized
PG&E CORP 1.5%
Value ($000) $17,565 Shares 400,000 Est. Cost $49.83 Unrealized
KGS KODIAK GAS SVCS INC 1.5%
Value ($000) $17,531 Shares 470,000 Est. Cost $31.49 Unrealized +35.4%
FANG DIAMONDBACK ENERGY INC 1.4%
Value ($000) $15,988 Shares 100,000 Est. Cost $185.12 Unrealized -15.1%
AHR AMERICAN HEALTHCARE REIT INC 1.4%
Value ($000) $15,908 Shares 525,000 Est. Cost $19.61 Unrealized
IQX 4.625 03/15/30 CVT PUT 1.4%
Value ($000) $15,659 Shares 15,000,000 Est. Cost $1.04 Unrealized
AIRBNB INC 1.2%
Value ($000) $14,325 Shares 15,000,000 Est. Cost $0.96 Unrealized
LOAR LOAR HOLDINGS INC 1.2%
Value ($000) $14,130 Shares 200,000 Est. Cost $80.19 Unrealized -10.0%
AESI ATLAS ENERGY SOLUTIONS INC 1.2%
Value ($000) $13,380 Shares 750,000 Est. Cost $19.84 Unrealized 0.0%
TBBB BBB FOODS INC 1.2%
Value ($000) $13,340 Shares 500,000 Est. Cost $25.30 Unrealized +10.1%
QFUTG 0.500 04/01/30 CVT PUT 1.1%
Value ($000) $12,141 Shares 12,000,000 Est. Cost $1.01 Unrealized
WEC 4.375 06/01/27 CVT 1.0%
Value ($000) $11,682 Shares 10,000,000 Est. Cost $1.17 Unrealized
AMTM AMENTUM HOLDINGS INC 1.0%
Value ($000) $11,567 Shares 635,569 Est. Cost $20.37 Unrealized 0.0%
ANICB 12/05/29 CVT PUT 1.0%
Value ($000) $11,485 Shares 10,000,000 Est. Cost $1.08 Unrealized
VIPER ENERGY INC 1.0%
Value ($000) $11,288 Shares 250,000 Est. Cost $41.88 Unrealized
HE HAWAIIAN ELEC INDUSTRIES 1.0%
Value ($000) $10,950 Shares 1,000,000 Est. Cost $12.39 Unrealized -18.5%
ALLIANT ENERGY CORP 0.9%
Value ($000) $10,688 Shares 10,000,000 Est. Cost $1.04 Unrealized
KRP KIMBELL RTY PARTNERS LP 0.9%
Value ($000) $10,150 Shares 725,000 Est. Cost $14.00 Unrealized
FTW EQV VENTURES ACQUISITION COR 0.9%
Value ($000) $10,120 Shares 1,000,000 Est. Cost $9.93 Unrealized +1.0%
VIK VIKING HOLDINGS LTD 0.9%
Value ($000) $9,938 Shares 250,000 Est. Cost $32.67 Unrealized +41.2%
NTWO NEWBURY STR II ACQUISITION C 0.8%
Value ($000) $9,567 Shares 950,000 Est. Cost $9.99 Unrealized 0.0%
ALDF ALDEL FINL II INC 0.8%
Value ($000) $9,090 Shares 900,000 Est. Cost $9.92 Unrealized +0.9%
SAIL SAILPOINT INC 0.7%
Value ($000) $8,438 Shares 450,000 Est. Cost $21.79 Unrealized 0.0%
ATIIU ARCHIMEDES TECH SPAC PARTNER 0.7%
Value ($000) $8,056 Shares 800,000 Est. Cost $10.07 Unrealized
UBER TECHNOLOGIES INC 0.7%
Value ($000) $7,958 Shares 7,500,000 Est. Cost $1.01 Unrealized
VNET 2.5 04/01/30 VNET 2.500 04/01/30 CVT PUT 0.7%
Value ($000) $7,643 Shares 8,000,000 Est. Cost $0.96 Unrealized
NDAQ NASDAQ INC 0.7%
Value ($000) $7,586 Shares 100,000 Est. Cost $67.05 Unrealized +16.0%
MNISO 0.500 01/14/32 CVT PUT 0.7%
Value ($000) $7,528 Shares 8,000,000 Est. Cost $0.94 Unrealized
KRMN KARMAN HLDGS INC 0.7%
Value ($000) $7,520 Shares 225,000 Est. Cost $32.27 Unrealized 0.0%
VNET VNET GROUP INC 0.7%
Value ($000) $7,503 Shares 914,981 Est. Cost $8.20 Unrealized
CHHNG 1.500 03/26/30 CVT PUT 0.6%
Value ($000) $7,363 Shares 7,000,000 Est. Cost $1.05 Unrealized
XTEPI 1.500 02/18/26 CVT 0.6%
Value ($000) $7,011 Shares 56,000,000 Est. Cost $0.13 Unrealized
JAZZ INVESTMENTS I LTD 0.6%
Value ($000) $6,726 Shares 6,500,000 Est. Cost $1.03 Unrealized
NABORS ENERGY TRANSITION COR 0.6%
Value ($000) $6,568 Shares 599,800 Est. Cost $10.18 Unrealized
ANSC AGRICULTURE & NAT SOL ACQ CO 0.6%
Value ($000) $6,402 Shares 600,000 Est. Cost $10.13 Unrealized +4.2%
RACE FERRARI N V 0.5%
Value ($000) $6,239 Shares 14,706 Est. Cost $449.66 Unrealized 0.0%
CNCK COINCHECK GROUP NV 0.5%
Value ($000) $5,965 Shares 1,174,242 Est. Cost $10.67 Unrealized -31.2%
FG F&G ANNUITIES & LIFE INC 0.5%
Value ($000) $5,588 Shares 155,000 Est. Cost $40.95 Unrealized 0.0%
KDK ARES ACQUISITION CORP II 0.5%
Value ($000) $5,548 Shares 497,596 Est. Cost $10.27 Unrealized
WLAC WILLOW LANE ACQUISITION CORP 0.4%
Value ($000) $5,020 Shares 500,000 Est. Cost $9.96 Unrealized 0.0%
BACQ BLEICHROEDER ACQUISITION COR 0.4%
Value ($000) $5,015 Shares 500,000 Est. Cost $9.95 Unrealized 0.0%
BOW BOWHEAD SPECIALTY HLDGS INC 0.4%
Value ($000) $4,878 Shares 120,000 Est. Cost $27.67 Unrealized +23.1%
YANKU 3.500 10/03/29 CVT PUT 0.4%
Value ($000) $4,837 Shares 5,000,000 Est. Cost $1.04 Unrealized
COIN 0.250 04/01/30 CVT 0.4%
Value ($000) $4,608 Shares 5,000,000 Est. Cost $1.06 Unrealized
OACC OAKTREE ACQUISITION CORP III 0.4%
Value ($000) $4,590 Shares 450,000 Est. Cost $10.04 Unrealized 0.0%
CON CONCENTRA GROUP HOLDINGS PAR 0.4%
Value ($000) $4,340 Shares 200,000 Est. Cost $22.75 Unrealized -4.4%
CCIX CHURCHILL CAPITAL CORP IX 0.4%
Value ($000) $4,304 Shares 400,000 Est. Cost $10.02 Unrealized +4.8%
VG VENTURE GLOBAL INC 0.4%
Value ($000) $4,120 Shares 400,000 Est. Cost $14.48 Unrealized 0.0%
ADT ADT INC DEL 0.4%
Value ($000) $4,070 Shares 500,000 Est. Cost $7.36 Unrealized 0.0%
TWFG TWFG INC 0.3%
Value ($000) $3,709 Shares 120,000 Est. Cost $25.94 Unrealized +15.8%
FLOC FLOWCO HLDGS INC 0.3%
Value ($000) $3,591 Shares 140,000 Est. Cost $25.91 Unrealized 0.0%
INGM INGRAM MICRO HLDG CORP 0.3%
Value ($000) $3,548 Shares 200,000 Est. Cost $22.45 Unrealized -5.1%
ATEN 2.750 04/01/30 CVT 0.3%
Value ($000) $3,421 Shares 3,500,000 Est. Cost $0.98 Unrealized
VICI VICI PPTYS INC 0.3%
Value ($000) $3,262 Shares 100,000 Est. Cost $28.11 Unrealized +3.8%
TTAM TITAN AMER SA 0.3%
Value ($000) $3,245 Shares 240,000 Est. Cost $14.78 Unrealized 0.0%
NTNX 0.500 12/15/29 CVT 0.3%
Value ($000) $3,161 Shares 3,000,000 Est. Cost $0.99 Unrealized
BKV BKV CORP 0.3%
Value ($000) $3,150 Shares 150,000 Est. Cost $18.11 Unrealized +24.8%
LTM LATAM AIRLINES GROUP SA 0.3%
Value ($000) $3,128 Shares 100,000 Est. Cost $26.41 Unrealized
VLY VALLEY NATL BANCORP 0.3%
Value ($000) $3,112 Shares 350,000 Est. Cost $9.70 Unrealized -2.5%
SFD SMITHFIELD FOODS INC 0.3%
Value ($000) $3,059 Shares 150,000 Est. Cost $19.54 Unrealized 0.0%
VSEC VSE CORP 0.3%
Value ($000) $3,000 Shares 25,000 Est. Cost $79.75 Unrealized +34.1%
ATAT ATOUR LIFESTYLE HLDGS LTD 0.2%
Value ($000) $2,835 Shares 100,000 Est. Cost $18.12 Unrealized
INR INFINITY NAT RES INC 0.2%
Value ($000) $2,813 Shares 150,000 Est. Cost $18.74 Unrealized 0.0%
DIVERSIFIED ENERGY COMPANY P 0.2%
Value ($000) $2,704 Shares 200,000 Est. Cost $13.52 Unrealized
APLD 2.750 06/01/30 CVT 0.2%
Value ($000) $2,612 Shares 3,000,000 Est. Cost $1.04 Unrealized
THRY THRYV HLDGS INC 0.2%
Value ($000) $2,562 Shares 200,000 Est. Cost $15.76 Unrealized +5.1%
NPCE NEUROPACE INC 0.2%
Value ($000) $2,458 Shares 200,000 Est. Cost $12.52 Unrealized 0.0%
TARS TARSUS PHARMACEUTICALS INC 0.2%
Value ($000) $2,055 Shares 40,000 Est. Cost $49.43 Unrealized 0.0%
DELTA 01/21/30 CVT PUT 0.2%
Value ($000) $1,994 Shares 2,200,000 Est. Cost $0.91 Unrealized
CAKE 2.000 03/15/30 CVT 0.2%
Value ($000) $1,912 Shares 2,000,000 Est. Cost $0.96 Unrealized
KMTS KESTRA MED TECHNOLOGIES LTD 0.2%
Value ($000) $1,869 Shares 75,000 Est. Cost $22.98 Unrealized 0.0%
PONY PONY AI INC 0.1%
Value ($000) $1,632 Shares 185,000 Est. Cost $14.35 Unrealized
FIHL FIDELIS INSURANCE HOLDINGS L 0.1%
Value ($000) $1,620 Shares 100,000 Est. Cost $16.83 Unrealized -6.1%
STIM NEURONETICS INC 0.1%
Value ($000) $1,472 Shares 400,000 Est. Cost $3.65 Unrealized 0.0%
FVR FRONTVIEW REIT INC 0.1%
Value ($000) $1,407 Shares 110,000 Est. Cost $18.13 Unrealized
89BIO INC 0.1%
Value ($000) $1,272 Shares 175,000 Est. Cost $7.27 Unrealized
IRON DISC MEDICINE INC 0.1%
Value ($000) $1,241 Shares 25,000 Est. Cost $55.60 Unrealized 0.0%
GRDN GUARDIAN PHARMACY SVCS INC 0.1%
Value ($000) $1,063 Shares 50,000 Est. Cost $16.85 Unrealized +21.8%
ITGRX 1.875 03/15/30 CVT 0.1%
Value ($000) $1,008 Shares 1,000,000 Est. Cost $1.01 Unrealized
TELGM 7.000 03/22/26 0.1%
Value ($000) $996 Shares 1,000,000 Est. Cost $0.92 Unrealized
SDHC SMITH DOUGLAS HOMES CORP 0.1%
Value ($000) $976 Shares 50,000 Est. Cost $28.04 Unrealized -19.8%
NUVTN 01/21/30 CVT PUT 0.1%
Value ($000) $941 Shares 1,000,000 Est. Cost $0.94 Unrealized
MRX MAREX GROUP PLC 0.1%
Value ($000) $883 Shares 25,000 Est. Cost $19.14 Unrealized +79.1%
LOGCO 6.950 08/04/26 CVT PUT 0.1%
Value ($000) $780 Shares 56,000,000 Est. Cost $0.02 Unrealized
LUCD LUCID DIAGNOSTICS INC 0.1%
Value ($000) $629 Shares 422,004 Est. Cost $1.20 Unrealized 0.0%
BBNX BETA BIONICS INC 0.1%
Value ($000) $612 Shares 50,000 Est. Cost $18.64 Unrealized 0.0%
ZEEKR INTELLIGENT TECHNOLOGY 0.1%
Value ($000) $602 Shares 25,000 Est. Cost $18.84 Unrealized
HG HAMILTON INSURANCE GROUP LTD 0.0%
Value ($000) $518 Shares 25,000 Est. Cost $15.10 Unrealized +29.3%
ECX ECARX HOLDINGS INC 0.0%
Value ($000) $441 Shares 350,000 Est. Cost $2.14 Unrealized 0.0%
SERA SERA PROGNOSTICS INC 0.0%
Value ($000) $368 Shares 100,000 Est. Cost $5.09 Unrealized 0.0%
MAZE MAZE THERAPEUTICS INC 0.0%
Value ($000) $330 Shares 30,000 Est. Cost $12.04 Unrealized 0.0%
DWAHY 03/30/29 '29 CVT 0.0%
Value ($000) $279 Shares 40,000,000 Est. Cost $0.01 Unrealized
ARBE ARBE ROBOTICS LTD 0.0%
Value ($000) $258 Shares 250,000 Est. Cost $2.21 Unrealized 0.0%
PL PLANET LABS PBC 0.0%
Value ($000) $135 Shares 40,000 Est. Cost $9.47 Unrealized -50.6%
BACQR BLEICHROEDER ACQUISITION COR 0.0%
Value ($000) $91 Shares 500,000 Est. Cost $0.18 Unrealized
SVIRF SPRING VALLEY ACQUISTN CORP 0.0%
Value ($000) $22 Shares 210,064 Est. Cost $0.17 Unrealized