0001172661-24-003519.txt : 20240814
0001172661-24-003519.hdr.sgml : 20240814
20240814160126
ACCESSION NUMBER: 0001172661-24-003519
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20240630
FILED AS OF DATE: 20240814
DATE AS OF CHANGE: 20240814
EFFECTIVENESS DATE: 20240814
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Ghisallo Capital Management LLC
CENTRAL INDEX KEY: 0001825214
ORGANIZATION NAME:
IRS NUMBER: 850621394
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-20973
FILM NUMBER: 241207280
BUSINESS ADDRESS:
STREET 1: 240 NEWBURY STREET, 2ND FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02116
BUSINESS PHONE: (212) 624-0042
MAIL ADDRESS:
STREET 1: 240 NEWBURY STREET, 2ND FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02116
13F-HR
1
primary_doc.xml
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06-30-2024
06-30-2024
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Ghisallo Capital Management LLC
240 Newbury Street, 2nd Floor
Boston
MA
02116
13F HOLDINGS REPORT
028-20973
000309856
801-119233
N
Nicole Restivo
Chief Compliance Officer
212-624-0042
/s/ Nicole Restivo
Greenwich
CT
08-14-2024
0
140
1414638755
INFORMATION TABLE
2
infotable.xml
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COM
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SH
SOLE
17500
0
0
ADDUS HOMECARE CORP
COM
006739106
11611000
100000
SH
SOLE
100000
0
0
ADT INC DEL
COM
00090Q103
1900000
250000
SH
SOLE
250000
0
0
AGRICULTURE & NAT SOL ACQ CO
SHS CL A
G0131Y100
6144000
600000
SH
SOLE
600000
0
0
ALBEMARLE CORP
7.25% DEP SHS A
012653200
13706340
300000
SH
SOLE
300000
0
0
ALIBABA GROUP HOLDING LTD
EQUITY
01609WBF8
96428940
972710
PRN
SOLE
972710
0
0
ALNY 1.000 09/15/27 CVT
CONVERTIBLE BOND
02043QAB3
2722622
2500000
PRN
SOLE
2500000
0
0
ALNYLAM PHARMACEUTICALS INC
NOTE 1.000% 9/1
02043QAB3
2722622
8735
PRN
SOLE
8735
0
0
AMER SPORTS INC
COM SHS
G0260P102
5028000
400000
SH
SOLE
400000
0
0
AMERICAN HEALTHCARE REIT INC
COM SHS
398182303
4383000
300000
SH
SOLE
300000
0
0
API GROUP CORP
COM STK
00187Y100
13170500
350000
SH
SOLE
350000
0
0
ARES ACQUISITION CORP II
SHS CLASS A
G33033104
5309349
497596
SH
SOLE
497596
0
0
ARM HOLDINGS PLC
SPONSORED ADS
042068205
40905000
250000
SH
SOLE
250000
0
0
ARRIVENT BIOPHARMA INC
COM
04272N102
927500
50000
SH
SOLE
50000
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0
ASMAC 10.000 03/31/29 '26
EQUITY
04625HAJ8
4927200
5000000
PRN
SOLE
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0
ATLAS ENERGY SOLUTIONS INC
COM NEW
642045108
1993000
100000
SH
SOLE
100000
0
0
ATMUS FILTRATION TECHNOLOGIE
COM
04956D107
2014600
70000
SH
SOLE
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0
0
ATOUR LIFESTYLE HLDGS LTD
SPONSORED ADS
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8560275
466500
SH
SOLE
466500
0
0
BABA 0.500 06/01/31 CVT PUT
CONVERTIBLE BOND
01609WBF8
96428940
100000000
PRN
SOLE
100000000
0
0
BBB FOODS INC
CL A COM
G0896C103
15509000
650000
SH
SOLE
650000
0
0
BILIBILI INC
SPONS ADS REP Z
090040106
1544000
100000
SH
SOLE
100000
0
0
BIRKENSTOCK HOLDING PLC
COM SHS
M2029K104
48969000
900000
SH
SOLE
900000
0
0
BOWHEAD SPECIALTY HLDGS INC
COM SHS
10240L102
2153900
85000
SH
SOLE
85000
0
0
BOWMAN CONSULTING GROUP LTD
COM
103002101
397375
12500
SH
SOLE
12500
0
0
BRIDGEBIO PHARMA INC
COM
10806X102
854888
33750
SH
SOLE
33750
0
0
BRIGHTSPRING HEALTH SVCS INC
COM
10950A106
2198637
193542
SH
SOLE
193542
0
0
CADRE HLDGS INC
COM
12763L105
2838169
84570
SH
SOLE
84570
0
0
CAVA GROUP INC
COM
148929102
13912500
150000
SH
SOLE
150000
0
0
CCC INTELLIGENT SOLUTIONS HL
COM
12510Q100
132917496
11963771
SH
SOLE
11963771
0
0
CENTURI HOLDINGS INC
COM SHS
155923105
3409000
175000
SH
SOLE
175000
0
0
CG ONCOLOGY INC
COM
156944100
789250
25000
SH
SOLE
25000
0
0
CHESAPEAKE UTILS CORP
COM
165303108
2655000
25000
SH
SOLE
25000
0
0
CHURCHILL CAPITAL CORP IX
UNIT 99/99/9999
G21301125
4044000
400000
SH
SOLE
400000
0
0
CLEARWATER ANALYTICS HLDGS I
CL A
185123106
4630000
250000
SH
SOLE
250000
0
0
COIN 0.250 04/01/30 CVT
CONVERTIBLE BOND
19260QAE7
6242362
6500000
PRN
SOLE
6500000
0
0
COINBASE GLOBAL INC
EQUITY
19260QAE7
6242362
19487
PRN
SOLE
19487
0
0
COREBRIDGE FINL INC
COM
21871X109
43680000
1500000
SH
SOLE
1500000
0
0
CYTOKINETICS INC
COM NEW
23282W605
10619280
196000
SH
SOLE
196000
0
0
DIGITAL RLTY TR INC
COM
253868103
76025000
500000
SH
SOLE
500000
0
0
DUTCH BROS INC
CL A
26701L100
6210000
150000
SH
SOLE
150000
0
0
ENBRIDGE INC
COM
29250N105
26081633
732836
SH
SOLE
732836
0
0
EQUINOX GOLD CORP
COM
29446Y502
1307500
250000
SH
SOLE
250000
0
0
ESSENTIAL PPTYS RLTY TR INC
COM
29670E107
1731875
62500
SH
SOLE
62500
0
0
FIDELIS INSURANCE HOLDINGS L
COM
G3398L118
6524000
400000
SH
SOLE
400000
0
0
FLUENCE ENERGY INC
COM CL A
34379V103
1734000
100000
SH
SOLE
100000
0
0
GATES INDL CORP PLC
ORD SHS
G39108108
10040615
635080
SH
SOLE
635080
0
0
GAUZY LTD
SHS
M4757U106
1490600
124010
SH
SOLE
124010
0
0
GE HEALTHCARE TECHNOLOGIES I
COMMON STOCK
36266G107
11688000
150000
SH
SOLE
150000
0
0
GFL ENVIRONMENTAL INC
SUB VTG SHS
36168Q104
3893000
100000
SH
SOLE
100000
0
0
GLOBAL X FDS
LITHIUM BTRY ETF
37954Y855
215396
5550
SH
SOLE
5550
0
0
GLOBALFOUNDRIES INC
ORDINARY SHARES
G39387108
15168000
300000
SH
SOLE
300000
0
0
GOLD ROYALTY CORP
COMMON SHARES
38071H106
705000
500000
SH
SOLE
500000
0
0
GPK 6 3/8 07/15/32
EQUITY
38869AAE7
3003750
3000000
PRN
SOLE
3000000
0
0
HAMILTON INSURANCE GROUP LTD
CL B
G42706104
2497500
150000
SH
SOLE
150000
0
0
HESM 6 1/2 06/01/29
EQUITY
428102AG2
2534375
2500000
PRN
SOLE
2500000
0
0
HLT 5 7/8 04/01/29
EQUITY
432833AP6
3001620
3000000
PRN
SOLE
3000000
0
0
ICHOR HOLDINGS
SHS
G4740B105
730253
18943
SH
SOLE
18943
0
0
IDACORP INC
COM
451107106
2328750
25000
SH
SOLE
25000
0
0
IIFA 0.750 06/15/29
EQUITY
89677QAA5
24337842
25000000
PRN
SOLE
25000000
0
0
INTEL CORP
COM
458140100
4645500
150000
SH
SOLE
150000
0
0
INTRA-CELLULAR THERAPIES INC
COM
46116X101
3424500
50000
SH
SOLE
50000
0
0
ITRI 1.375 07/15/30 CVT
CONVERTIBLE BOND
465741AP1
4922852
5000000
PRN
SOLE
5000000
0
0
ITRON INC
EQUITY
465741AP1
4922852
38099
PRN
SOLE
38099
0
0
J JILL INC
COM
46620W201
3147300
90000
SH
SOLE
90000
0
0
JD 0.250 06/01/29
EQUITY
47215PAH9
29485043
31500000
PRN
SOLE
31500000
0
0
JD.COM INC
EQUITY
47215PAH9
29485043
689314
PRN
SOLE
689314
0
0
KENVUE INC
COM
49177J102
54540000
3000000
SH
SOLE
3000000
0
0
KINETIK HOLDINGS INC
COM NEW CL A
02215L209
4144000
100000
SH
SOLE
100000
0
0
KLAVIYO INC
COM SER A
49845K101
435575
17500
SH
SOLE
17500
0
0
KODIAK GAS SVCS INC
COM
50012A108
2726000
100000
SH
SOLE
100000
0
0
KRATOS DEFENSE & SEC SOLUTIO
COM NEW
50077B207
3001500
150000
SH
SOLE
150000
0
0
KYVERNA THERAPEUTICS INC
COM
501976104
300000
40000
SH
SOLE
40000
0
0
LANDBRIDGE COMPANY LLC
CL A
514952100
1157500
50000
SH
SOLE
50000
0
0
LBRDA 3.125 06/30/54 '28 CVT
CONVERTIBLE BOND
530307AG2
15098091
15000000
PRN
SOLE
15000000
0
0
LIBERTY BROADBAND CORP
EQUITY
530307AG2
15098091
0
PRN
SOLE
0
0
0
LIFE360 INC
COM
532206109
8097500
250000
SH
SOLE
250000
0
0
LOAR HOLDINGS INC
COM SHS
53947R105
534100
10000
SH
SOLE
10000
0
0
LSEA 8 7/8 04/01/29
EQUITY
51509PAA1
6927200
7000000
PRN
SOLE
7000000
0
0
MAPLEBEAR INC
COM
565394103
2249800
70000
SH
SOLE
70000
0
0
MAREX GROUP PLC
ORD
G5S37H101
2000000
100000
SH
SOLE
100000
0
0
MATADOR RES CO
COM
576485205
5960000
100000
SH
SOLE
100000
0
0
MCHP 0.750 06/01/30 CVT
CONVERTIBLE BOND
595017BF0
7560245
7500000
PRN
SOLE
7500000
0
0
MEDIAALPHA INC
CL A
58450V104
6420375
487500
SH
SOLE
487500
0
0
MICROCHIP TECHNOLOGY INC
EQUITY
595017BF0
7560245
61556
PRN
SOLE
61556
0
0
MOBILEYE GLOBAL INC
COMMON CLASS A
60741F104
2808500
100000
SH
SOLE
100000
0
0
MONTROSE ENVIRONMENTAL GROUP
COM
615111101
3119200
70000
SH
SOLE
70000
0
0
MTDR 6 1/2 04/15/32
EQUITY
576485AG1
10510395
10500000
PRN
SOLE
10500000
0
0
NABORS ENERGY TRANSITION COR
CL A
G6363K106
6315894
599800
SH
SOLE
599800
0
0
NAVIGATOR HLDGS LTD
SHS
Y62132108
1746000
100000
SH
SOLE
100000
0
0
NETSTREIT CORP
COM
64119V303
402500
25000
SH
SOLE
25000
0
0
NEXTRACKER INC
CLASS A COM
65290E101
23440000
500000
SH
SOLE
500000
0
0
ODDITY TECH LTD
SHS CL A
M7518J104
4711200
120000
SH
SOLE
120000
0
0
OI 7.375 06/01/32 '27
EQUITY
69073TAV5
5018750
5000000
PRN
SOLE
5000000
0
0
PACS GROUP INC
COM SHS
69380Q107
8850000
300000
SH
SOLE
300000
0
0
PAPA JOHNS INTL INC
COM
698813102
3482956
74137
SH
SOLE
74137
0
0
PAR TECHNOLOGY CORP
COM
698884103
6091845
129366
SH
SOLE
129366
0
0
PERELLA WEINBERG PARTNERS
CLASS A COM
71367G102
406250
25000
SH
SOLE
25000
0
0
PINNACLE WEST CAP CORP
COM
723484101
7638000
100000
SH
SOLE
100000
0
0
PLANET LABS PBC
COM CL A
72703X106
74400
40000
SH
SOLE
40000
0
0
PROFICIENT AUTO LOGISTICS IN
COM
74317M104
3212000
200000
SH
SOLE
200000
0
0
PROLOGIS INC.
COM
74340W103
11231000
100000
SH
SOLE
100000
0
0
RECURSION PHARMACEUTICALS IN
CL A
75629V104
8250000
1100000
SH
SOLE
1100000
0
0
REDDIT INC
CL A
75734B100
3194500
50000
SH
SOLE
50000
0
0
RUBRIK INC.
CL A
781154109
5365500
175000
SH
SOLE
175000
0
0
SAVERS VALUE VLG INC
COM
80517M109
1836000
150000
SH
SOLE
150000
0
0
SILVACO GROUP INC
COM
82728C102
899000
50000
SH
SOLE
50000
0
0
SKYWARD SPECIALTY INS GROUP
COM
830940102
4285774
118457
SH
SOLE
118457
0
0
SMITH DOUGLAS HOMES CORP
COM SHS CL A
83207R107
2221100
95000
SH
SOLE
95000
0
0
SOFI 1.250 03/15/29 CVT
CONVERTIBLE BOND
83406FAC6
5507540
6000000
PRN
SOLE
6000000
0
0
SOFI TECHNOLOGIES INC
EQUITY
83406FAC6
5507540
634853
PRN
SOLE
634853
0
0
SPDR S&P 500 ETF TR
TR UNIT
78462F103
1795926
3300
SH
SOLE
3300
0
0
SPRING VALLEY ACQUISTN CORP
RIGHT 02/25/2026
G83752132
30438
210064
SH
SOLE
210064
0
0
STOKE THERAPEUTICS INC
COM
86150R107
202650
15000
SH
SOLE
15000
0
0
SUPER HI INTL HLDG LTD
SPONSORED ADS
86803S106
689400
38300
SH
SOLE
38300
0
0
SYMBOTIC INC
CLASS A COM
87151X101
1758000
50000
SH
SOLE
50000
0
0
TALOS ENERGY INC
COM
87484T108
1822500
150000
SH
SOLE
150000
0
0
TERRENO RLTY CORP
COM
88146M101
5918000
100000
SH
SOLE
100000
0
0
THUNDER BRDG CAP PRTNRS IV I
CLASS A COM
88605L107
10450000
1000000
SH
SOLE
1000000
0
0
TPG INC
COM CL A
872657101
5181250
125000
SH
SOLE
125000
0
0
TRIP.COM GROUP LTD
EQUITY
89677QAA5
24337842
376155
PRN
SOLE
376155
0
0
UGI 5.000 06/01/28 CVT
CONVERTIBLE BOND
902681AA3
7958271
8000000
PRN
SOLE
8000000
0
0
UGI CORP
EQUITY
902681AA3
7958271
289855
PRN
SOLE
289855
0
0
UL SOLUTIONS INC
CLASS A COM SHS
903731107
20040250
475000
SH
SOLE
475000
0
0
VESTA REAL ESTATE CORP
ADS
92540K109
749750
25000
SH
SOLE
25000
0
0
VICI PPTYS INC
COM
925652109
2864000
100000
SH
SOLE
100000
0
0
VIKING HOLDINGS LTD
ORD SHS
G93A5A101
28339900
835000
SH
SOLE
835000
0
0
VIPER ENERGY INC
CL A
927959106
3753000
100000
SH
SOLE
100000
0
0
VISA INC
COM CL A
92826C839
38026916
144881
SH
SOLE
144881
0
0
VITAL ENERGY INC
COM
516806205
1120500
25000
SH
SOLE
25000
0
0
VIVID SEATS INC
COM CL A
92854T100
1150000
200000
SH
SOLE
200000
0
0
VSE CORP
COM
918284100
4414000
50000
SH
SOLE
50000
0
0
WAYSTAR HLDG CORP
COM
946784105
12900000
600000
SH
SOLE
600000
0
0
WEBTOON ENTMT INC
COM
94845U105
2054700
90000
SH
SOLE
90000
0
0
WEC 4.375 06/01/27 CVT
CONVERTIBLE BOND
92939UAN6
9912003
10000000
PRN
SOLE
10000000
0
0
WEC 4.375 06/01/29 CVT
CONVERTIBLE BOND
92939UAQ9
4949494
5000000
PRN
SOLE
5000000
0
0
WEC ENERGY GROUP INC
EQUITY
92939UAN6
9912003
101243
PRN
SOLE
101243
0
0
WEC ENERGY GROUP INC
EQUITY
92939UAQ9
4949494
50621
PRN
SOLE
50621
0
0
WESTERN DIGITAL CORP.
COM
958102105
13259750
175000
SH
SOLE
175000
0
0
ZBRA 6 1/2 06/01/32
EQUITY
989207AD7
3037500
3000000
PRN
SOLE
3000000
0
0
ZEEKR INTELLIGENT TECHNOLOGY
SPON ADS
98923K103
1318800
70000
SH
SOLE
70000
0
0