Ghisallo Capital Management LLC Q2 2024 Filing

Filed August 14, 2024

Portfolio Value

$1.4B

Holdings

128

Report Date

Q2 2024

Filing Type

13F-HR

All Holdings (128 positions)

#	Stock	Shares	Value	% Portfolio
1	CCCCCC INTELLIGENT SOLUTIONS HL	11,963,771	$132.0M	9.33%
2	—BABA 0.500 06/01/31 CVT PUT	100,000,000	$96.0M	6.79%
3	—ALIBABA GROUP HOLDING LTD	972,710	$96.0M	6.79%
4	FQIDIGITAL RLTY TR INC	500,000	$76.0M	5.37%
5	KVUEKENVUE INC	3,000,000	$54.0M	3.82%
6	BIRKBIRKENSTOCK HOLDING PLC	900,000	$48.0M	3.39%
7	CRBGCOREBRIDGE FINL INC	1,500,000	$43.0M	3.04%
8	ARMARM HOLDINGS PLC	250,000	$40.0M	2.83%
9	VVISA INC	144,881	$38.0M	2.69%
10	SVACSPRING VALLEY ACQUISTN CORP	210,064	$30.4M	2.15%
11	—JD 0.250 06/01/29	31,500,000	$29.0M	2.05%
12	—JD.COM INC	689,314	$29.0M	2.05%
13	VIKVIKING HOLDINGS LTD	835,000	$28.0M	1.98%
14	ENBENBRIDGE INC	732,836	$26.0M	1.84%
15	—TRIP.COM GROUP LTD	376,155	$24.0M	1.70%
16	—IIFA 0.750 06/15/29	25,000,000	$24.0M	1.70%
17	NXTNEXTRACKER INC	500,000	$23.0M	1.63%
18	ULSUL SOLUTIONS INC	475,000	$20.0M	1.41%
19	GFSGLOBALFOUNDRIES INC	300,000	$15.0M	1.06%
20	TBBBBBB FOODS INC	650,000	$15.0M	1.06%
21	—LBRDA 3.125 06/30/54 '28 CVT	15,000,000	$15.0M	1.06%
22	CAVACAVA GROUP INC	150,000	$13.0M	0.92%
23	ALB 7.25 03/01/27ALBEMARLE CORP	300,000	$13.0M	0.92%
24	WDCWESTERN DIGITAL CORP.	175,000	$13.0M	0.92%
25	APGAPI GROUP CORP	350,000	$13.0M	0.92%
26	WAYWAYSTAR HLDG CORP	600,000	$12.0M	0.85%
27	GEHCGE HEALTHCARE TECHNOLOGIES I	150,000	$11.0M	0.78%
28	PLDPROLOGIS INC.	100,000	$11.0M	0.78%
29	ADUSADDUS HOMECARE CORP	100,000	$11.0M	0.78%
30	—THUNDER BRDG CAP PRTNRS IV I	1,000,000	$10.0M	0.71%
31	CYTKCYTOKINETICS INC	196,000	$10.0M	0.71%
32	MTDR 6.5 04/15/32 144AMTDR 6 1/2 04/15/32	10,500,000	$10.0M	0.71%
33	GTESGATES INDL CORP PLC	635,080	$10.0M	0.71%
34	—WEC 4.375 06/01/27 CVT	10,000,000	$9.0M	0.64%
35	—WEC ENERGY GROUP INC	101,243	$9.0M	0.64%
36	ATATATOUR LIFESTYLE HLDGS LTD	466,500	$8.0M	0.57%
37	RXRXRECURSION PHARMACEUTICALS IN	1,100,000	$8.0M	0.57%
38	LIFLIFE360 INC	250,000	$8.0M	0.57%
39	PACSPACS GROUP INC	300,000	$8.0M	0.57%
40	—UGI 5.000 06/01/28 CVT	8,000,000	$7.0M	0.49%
41	—MCHP 0.750 06/01/30 CVT	7,500,000	$7.0M	0.49%
42	—MICROCHIP TECHNOLOGY INC	61,556	$7.0M	0.49%
43	PNWPINNACLE WEST CAP CORP	100,000	$7.0M	0.49%
44	—UGI CORP	289,855	$7.0M	0.49%
45	BROSDUTCH BROS INC	150,000	$6.0M	0.42%
46	ANSCAGRICULTURE & NAT SOL ACQ CO	600,000	$6.0M	0.42%
47	FIHLFIDELIS INSURANCE HOLDINGS L	400,000	$6.0M	0.42%
48	COINCOINBASE GLOBAL INC	19,487	$6.0M	0.42%
49	—LSEA 8 7/8 04/01/29	7,000,000	$6.0M	0.42%
50	COINCOIN 0.250 04/01/30 CVT	6,500,000	$6.0M	0.42%
51	PARPAR TECHNOLOGY CORP	129,366	$6.0M	0.42%
52	—NABORS ENERGY TRANSITION COR	599,800	$6.0M	0.42%
53	MAXMEDIAALPHA INC	487,500	$6.0M	0.42%
54	MTDRMATADOR RES CO	100,000	$5.0M	0.35%
55	—SOFI TECHNOLOGIES INC	634,853	$5.0M	0.35%
56	ASAMER SPORTS INC	400,000	$5.0M	0.35%
57	TPGTPG INC	125,000	$5.0M	0.35%
58	RBRKRUBRIK INC.	175,000	$5.0M	0.35%
59	—OI 7.375 06/01/32 '27	5,000,000	$5.0M	0.35%
60	—ARES ACQUISITION CORP II	497,596	$5.0M	0.35%
61	—SOFI 1.250 03/15/29 CVT	6,000,000	$5.0M	0.35%
62	TRNOTERRENO RLTY CORP	100,000	$5.0M	0.35%
63	CCIXCHURCHILL CAPITAL CORP IX	400,000	$4.0M	0.28%
64	INTCINTEL CORP	150,000	$4.0M	0.28%
65	—ITRI 1.375 07/15/30 CVT	5,000,000	$4.0M	0.28%
66	KNTKKINETIK HOLDINGS INC	100,000	$4.0M	0.28%
67	SKWDSKYWARD SPECIALTY INS GROUP	118,457	$4.0M	0.28%
68	ODDODDITY TECH LTD	120,000	$4.0M	0.28%
69	—WEC 4.375 06/01/29 CVT	5,000,000	$4.0M	0.28%
70	CWANCLEARWATER ANALYTICS HLDGS I	250,000	$4.0M	0.28%
71	—WEC ENERGY GROUP INC	50,621	$4.0M	0.28%
72	—ITRON INC	38,099	$4.0M	0.28%
73	AHRAMERICAN HEALTHCARE REIT INC	300,000	$4.0M	0.28%
74	ASTONM 10 03/31/29 144AASMAC 10.000 03/31/29 '26	5,000,000	$4.0M	0.28%
75	VSECVSE CORP	50,000	$4.0M	0.28%
76	MEGMONTROSE ENVIRONMENTAL GROUP	70,000	$3.0M	0.21%
77	—ZBRA 6 1/2 06/01/32	3,000,000	$3.0M	0.21%
78	JILLJ JILL INC	90,000	$3.0M	0.21%
79	RDDTREDDIT INC	50,000	$3.0M	0.21%
80	GPK 6.375 07/15/32 144AGPK 6 3/8 07/15/32	3,000,000	$3.0M	0.21%
81	ITCIEURINTRA-CELLULAR THERAPIES INC	50,000	$3.0M	0.21%
82	GFLGFL ENVIRONMENTAL INC	100,000	$3.0M	0.21%
83	VNOMUSDVIPER ENERGY INC	100,000	$3.0M	0.21%
84	PALPROFICIENT AUTO LOGISTICS IN	200,000	$3.0M	0.21%
85	CTRICENTURI HOLDINGS INC	175,000	$3.0M	0.21%
86	PZZAPAPA JOHNS INTL INC	74,137	$3.0M	0.21%
87	KTOSKRATOS DEFENSE & SEC SOLUTIO	150,000	$3.0M	0.21%
88	HLT 5.875 04/01/29 144AHLT 5 7/8 04/01/29	3,000,000	$3.0M	0.21%
89	CARTMAPLEBEAR INC	70,000	$2.0M	0.14%
90	HESM 6.5 06/01/29 144AHESM 6 1/2 06/01/29	2,500,000	$2.0M	0.14%
91	IDAIDACORP INC	25,000	$2.0M	0.14%
92	CDRECADRE HLDGS INC	84,570	$2.0M	0.14%
93	ALNY 1 09/15/27ALNY 1.000 09/15/27 CVT	2,500,000	$2.0M	0.14%
94	MRXMAREX GROUP PLC	100,000	$2.0M	0.14%
95	WBTNWEBTOON ENTMT INC	90,000	$2.0M	0.14%
96	KGSKODIAK GAS SVCS INC	100,000	$2.0M	0.14%
97	HGHAMILTON INSURANCE GROUP LTD	150,000	$2.0M	0.14%
98	VICIVICI PPTYS INC	100,000	$2.0M	0.14%
99	BOWBOWHEAD SPECIALTY HLDGS INC	85,000	$2.0M	0.14%
100	ALNY 1 09/15/27ALNYLAM PHARMACEUTICALS INC	8,735	$2.0M	0.14%

Page 1 of 2Next