Ghisallo Capital Management LLC Q3 2024 Filing

Filed November 14, 2024

Portfolio Value

$2.0B

Holdings

144

Report Date

Q3 2024

Filing Type

13F-HR

All Holdings (144 positions)

#	Stock	Shares	Value	% Portfolio
1	—LOGCO 6.950 08/04/26 CVT PUT	56,000,000	$1.0B	49.50%
2	—DWAHY 03/30/29 '29 CVT	40,000,000	$282.6M	13.99%
3	FANGDIAMONDBACK ENERGY INC	700,000	$120.0M	5.94%
4	DELLDELL TECHNOLOGIES INC	1,000,000	$118.0M	5.84%
5	GEHCGE HEALTHCARE TECHNOLOGIES I	1,250,000	$117.0M	5.79%
6	PASWPINGA 0.875 07/22/29	72,500,000	$93.0M	4.60%
7	CLVTRIP COM GROUP LTD	1,400,000	$83.0M	4.11%
8	LINELINEAGE INC	1,000,100	$78.0M	3.86%
9	VIKVIKING HOLDINGS LTD	2,185,000	$76.0M	3.76%
10	—BABA 0.500 06/01/31 CVT PUT	60,000,000	$73.0M	3.61%
11	HEHAWAIIAN ELEC INDUSTRIES	5,695,561	$55.0M	2.72%
12	PLTRPALANTIR TECHNOLOGIES INC	1,251,306	$46.0M	2.28%
13	ULSUL SOLUTIONS INC	950,000	$46.0M	2.28%
14	CRBGCOREBRIDGE FINL INC	1,500,000	$43.0M	2.13%
15	PACSPACS GROUP INC	1,095,000	$43.0M	2.13%
16	NDAQNASDAQ INC	600,000	$43.0M	2.13%
17	PKXPOSCO HOLDINGS INC	600,000	$41.0M	2.03%
18	ARMARM HOLDINGS PLC	250,000	$35.0M	1.73%
19	AVBAVALONBAY CMNTYS INC	150,000	$33.0M	1.63%
20	CWSTCASELLA WASTE SYS INC	300,000	$29.0M	1.44%
21	CHWYCHEWY INC	900,000	$26.0M	1.29%
22	CAVACAVA GROUP INC	205,000	$25.0M	1.24%
23	FQIDIGITAL RLTY TR INC	150,000	$24.0M	1.19%
24	HESMHESS MIDSTREAM LP	700,000	$24.0M	1.19%
25	BIRKBIRKENSTOCK HOLDING PLC	500,000	$24.0M	1.19%
26	KVUEKENVUE INC	1,000,000	$23.0M	1.14%
27	CSWCSW INDUSTRIALS INC	60,000	$21.0M	1.04%
28	RXORXO INC	785,233	$21.0M	1.04%
29	IRTINDEPENDENCE RLTY TR INC	1,000,000	$20.0M	0.99%
30	SVACSPRING VALLEY ACQUISTN CORP	210,064	$19.2M	0.95%
31	FWONALIBERTY MEDIA CORP DEL	250,000	$19.0M	0.94%
32	GFLGFL ENVIRONMENTAL INC	500,000	$19.0M	0.94%
33	WAYWAYSTAR HLDG CORP	600,000	$16.0M	0.79%
34	ISIIONIS PHARMACEUTICALS INC	400,000	$16.0M	0.79%
35	IVTINVENTRUST PPTYS CORP	500,000	$14.0M	0.69%
36	—QUANC 09/16/29 CVT PUT	12,400,000	$13.0M	0.64%
37	ADUSADDUS HOMECARE CORP	100,000	$13.0M	0.64%
38	AHRAMERICAN HEALTHCARE REIT INC	525,000	$13.0M	0.64%
39	ALB 7.25 03/01/27ALBEMARLE CORP	300,000	$13.0M	0.64%
40	CTRECARETRUST REIT INC	394,879	$12.0M	0.59%
41	—SNAP 0.500 05/01/30 CVT	15,000,000	$12.0M	0.59%
42	SOCSABLE OFFSHORE CORP	550,000	$12.0M	0.59%
43	TBBBBBB FOODS INC	400,000	$12.0M	0.59%
44	ALGMALLEGRO MICROSYSTEMS INC	500,000	$11.0M	0.54%
45	VNOMUSDVIPER ENERGY INC	250,000	$11.0M	0.54%
46	HPE 7.625 09/01/27HEWLETT PACKARD ENTERPRISE C	185,000	$11.0M	0.54%
47	CNP 4.25 08/15/26CENTERPOINT ENERGY INC	10,000,000	$10.0M	0.50%
48	—THUNDER BRDG CAP PRTNRS IV I	1,000,000	$10.0M	0.50%
49	—SNOWY 10/01/27 CVT	10,000,000	$10.0M	0.50%
50	EVACEQV VENTURES ACQUISITION COR	1,000,000	$9.0M	0.45%
51	EXPE 0 02/15/26EXPEDIA GROUP INC	10,000,000	$9.0M	0.45%
52	PNWPINNACLE WEST CAP CORP	100,000	$8.0M	0.40%
53	APGAPI GROUP CORP	250,000	$8.0M	0.40%
54	AHHARMADA HOFFLER PPTYS INC	750,000	$8.0M	0.40%
55	PLMRPALOMAR HLDGS INC	85,000	$8.0M	0.40%
56	—JD 0.250 06/01/29	7,500,000	$8.0M	0.40%
57	—SNOWY 10/01/29 CVT	7,000,000	$7.0M	0.35%
58	ABNB 0 03/15/26AIRBNB INC	8,000,000	$7.0M	0.35%
59	AROCARCHROCK INC	350,000	$7.0M	0.35%
60	SKWDSKYWARD SPECIALTY INS GROUP	195,073	$7.0M	0.35%
61	KGSKODIAK GAS SVCS INC	270,000	$7.0M	0.35%
62	LTMLATAM AIRLINES GROUP SA	300,000	$7.0M	0.35%
63	GTYGETTY RLTY CORP NEW	250,000	$7.0M	0.35%
64	MLNKMERIDIANLINK INC	350,000	$7.0M	0.35%
65	TPGTPG INC	125,000	$7.0M	0.35%
66	PARPAR TECHNOLOGY CORP	129,366	$6.0M	0.30%
67	ASAMER SPORTS INC	400,000	$6.0M	0.30%
68	CONCONCENTRA GROUP HOLDINGS PAR	300,000	$6.0M	0.30%
69	LTHLIFE TIME GROUP HOLDINGS INC	250,000	$6.0M	0.30%
70	—NABORS ENERGY TRANSITION COR	599,800	$6.0M	0.30%
71	GFSGLOBALFOUNDRIES INC	150,000	$6.0M	0.30%
72	NUVLNUVALENT INC	65,000	$6.0M	0.30%
73	ANSCAGRICULTURE & NAT SOL ACQ CO	600,000	$6.0M	0.30%
74	IDYAIDEAYA BIOSCIENCES INC	175,000	$5.0M	0.25%
75	RBRKRUBRIK INC.	175,000	$5.0M	0.25%
76	COINCOIN 0.250 04/01/30 CVT	6,500,000	$5.0M	0.25%
77	—ARES ACQUISITION CORP II	497,596	$5.0M	0.25%
78	AIOTPOWERFLEET INC	1,000,000	$5.0M	0.25%
79	ATATATOUR LIFESTYLE HLDGS LTD	200,000	$5.0M	0.25%
80	YGCZCH 3.5 10/03/29YANKU 3.500 10/03/29 CVT PUT	5,000,000	$5.0M	0.25%
81	SHCSOTERA HEALTH CO	325,000	$5.0M	0.25%
82	ZETAZETA GLOBAL HOLDINGS CORP	200,000	$5.0M	0.25%
83	NHINATIONAL HEALTH INVS INC	70,000	$5.0M	0.25%
84	CCIXCHURCHILL CAPITAL CORP IX	400,000	$4.0M	0.20%
85	F 0 03/15/26FORD MTR CO	5,000,000	$4.0M	0.20%
86	VSECVSE CORP	50,000	$4.0M	0.20%
87	KNTKKINETIK HOLDINGS INC	100,000	$4.0M	0.20%
88	MTDRMATADOR RES CO	100,000	$4.0M	0.20%
89	ARDTARDENT HEALTH PARTNERS INC	250,000	$4.0M	0.20%
90	ODDODDITY TECH LTD	100,000	$4.0M	0.20%
91	KTOSKRATOS DEFENSE & SEC SOLUTIO	150,000	$3.0M	0.15%
92	VICIVICI PPTYS INC	100,000	$3.0M	0.15%
93	GTESGATES INDL CORP PLC	200,000	$3.0M	0.15%
94	TRMDTORM PLC	100,000	$3.0M	0.15%
95	TRNOTERRENO RLTY CORP	50,000	$3.0M	0.15%
96	—BOXXX 1.500 09/15/29 CVT	3,000,000	$3.0M	0.15%
97	INTCINTEL CORP	150,000	$3.0M	0.15%
98	TWFGTWFG INC	120,000	$3.0M	0.15%
99	FIHLFIDELIS INSURANCE HOLDINGS L	200,000	$3.0M	0.15%
100	ACHRARCHER AVIATION INC	1,000,000	$3.0M	0.15%

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