Ghisallo Capital Management LLC

Quant stat arb Low signal CIK 1825214
League rank
#117
in Quant stat arb · #5982 overall
Long book
$3.63B
Q1 2026
Positions
275
Top-10 weight
30%
concentration
Last quarter
+14.5%
SPY +14.8%
Turnover
66%
of book per quarter

Strategy in plain words

auto-generated from filings

Ghisallo Capital Management LLC is a quantitative fund whose holdings reflect models, not opinions, running a $3.63B US long book across 275 positions.

The portfolio is moderately concentrated (top 10 ≈ 30% of the book). Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: MEDLINE INC-CL A, XPENG INC - ADR, HD KOREA SHIPBUILDING & OFFS, TESLA INC, NVIDIA CORP.

Over the last 9 quarters its long book ran on average 2.1pp per quarter behind the S&P 500, beating the index in 3 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
-1.9%
Q2 2024
+7.9%
Q3 2024
+1.7%
Q4 2024
+1.4%
Q1 2025
+3.0%
Q2 2025
+4.9%
Q3 2025
-8.2%
Q4 2025
-2.1%
Q1 2026
+14.5%

Sector allocation

Technology
28%
Industrials
20%
Other
19%
Financials
11%
Healthcare
8%
Services media
4%
Energy
3%
Materials
2%

Long book by quarter

$809.6M
Q1 2024
$1.16B
Q2 2024
$1.87B
Q3 2024
$1.71B
Q4 2024
$1.15B
Q1 2025
$3.74B
Q2 2025
$3.06B
Q3 2025
$2.24B
Q4 2025
$3.63B
Q1 2026

What does Ghisallo Capital own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
MDLN MEDLINE INC-CL AHealthcare4.5M$202.3M5.6%+405.2%
009540 HD KOREA SHIPBUILDING & OFFS110.0M$110.3M3.0%New
TSLA TESLA INCIndustrials275.0K$102.2M2.8%New
NVDA NVIDIA CORPTechnology550.0K$95.9M2.6%New
MSFT MICROSOFT CORPTechnology250.0K$92.5M2.5%New
601601 CHINA PACIFIC INSURANCE GR-A675.0M$87.5M2.4%New
GFS GLOBALFOUNDRIES INCTechnology1.8M$80.1M2.2%New
TT TRANE TECHNOLOGIES PLCTechnology175.0K$72.9M2.0%New
JCI JOHNSON CONTROLS INTERNATIONIndustrials550.0K$72.0M2.0%New
ORCL ORACLE CORPTechnology457.0K$67.2M1.9%New
1519 J&T GLOBAL EXPRESS LTD544.0M$65.5M1.8%New
NBIS NEBIUS GROUP NVTechnology575.0K$59.7M1.6%Held
NBIS NEBIUS GROUP NVTechnology60.0M$57.5M1.6%New
FPS FORGENT POWER SOLUTIONS-CL AIndustrials1.9M$54.1M1.5%New
NBIS NEBIUS GROUP NVTechnology55.0M$51.2M1.4%New
601688 HUATAI SECURITIES CO LTD-A400.0M$49.9M1.4%New
ULS UL SOLUTIONS INC - CLASS AServices media500.0K$42.9M1.2%-64.3%
KTOS KRATOS DEFENSE & SECURITYIndustrials600.0K$42.3M1.2%+200.0%
GLXYLP 0.5 05/01/31 GALAXY DIGITAL HOLDIN LP58.3M$41.3M1.1%-38.6%
ROL ROLLINS INCServices media750.0K$40.1M1.1%-25.0%
AS AMER SPORTS INCOther1.2M$39.5M1.1%+380.0%
MIAX MIAMI INTERNATIONAL HOLDINGSFinancials1.0M$38.9M1.1%+79.4%
2899 ZIJIN MINING GROUP CO LTD-H41.0M$37.9M1.0%New
GEV GE VERNOVA INCIndustrials40.0K$34.9M1.0%New
3692 HANSOH PHARMACEUTICAL GROUP273.0M$33.2M0.9%New
DOCN DIGITALOCEAN HOLDINGS INCTechnology380.0K$32.6M0.9%New
SARO STANDARDAERO INCIndustrials1.2M$31.0M0.9%+500.0%
KGS KODIAK GAS SERVICES INCUtilities500.0K$29.2M0.8%-58.3%
2318 PING AN INSURANCE GROUP CO-H191.0M$28.6M0.8%New
LXU LSB INDUSTRIES INCMaterials1.9M$28.3M0.8%New
LGN LEGENCE CORP-CL AIndustrials500.0K$28.2M0.8%Held
VSEC VSE CORPServices media150.0K$27.7M0.8%+328.6%
LAR LITHIUM ARGENTINA AGMaterials3.9M$26.2M0.7%New
ZM ZOOM COMMUNICATIONS INCTechnology325.0K$26.1M0.7%New
JOBY JOBY AVIATION INCIndustrials3.1M$25.9M0.7%+943.2%
HEI HEICO CORPIndustrials90.0K$24.7M0.7%New
IONQ IONQ INCTechnology750.0K$21.6M0.6%New
WICOF WISTRON CORP23.9M$20.8M0.6%New
ORCL ORACLE CORPTechnology450.0K$20.6M0.6%New
RDDT REDDIT INC-CL ATechnology150.0K$20.2M0.6%New
FANG DIAMONDBACK ENERGY INCEnergy100.0K$19.8M0.5%Held
QXO QXO INCConsumer discretionary1.0M$19.4M0.5%+400.0%
VNOM VIPER ENERGY INC-CL AEnergy400.0K$18.8M0.5%+300.0%
BKV BKV CORPORATIONEnergy650.0K$18.5M0.5%+116.7%
KRMN KARMAN HOLDINGS INCIndustrials225.0K$18.0M0.5%Held
NSC NORFOLK SOUTHERN CORPIndustrials52.0K$14.9M0.4%New
FTW PRESIDIO PRODUCTION CO-AEnergy1.3M$13.9M0.4%New
SYM SYMBOTIC INCIndustrials250.0K$13.3M0.4%-76.4%
TTAN SERVICETITAN INC-ATechnology200.0K$12.7M0.3%Held
CRWV COREWEAVE INCTechnology12.5M$12.6M0.3%+19.0%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026275$3.63B canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026206$2.24B canonicalSEC ↗
Q3 202513F-HRNov 14, 2025215$3.06B canonicalSEC ↗
Q2 202513F-HRAug 14, 2025185$3.74B canonicalSEC ↗
Q1 202513F-HRMay 15, 2025109$1.15B canonicalSEC ↗
Q4 202413F-HRFeb 14, 2025110$1.73B canonicalSEC ↗
Q3 202413F-HRNov 14, 2024144$2.02B canonicalSEC ↗
Q2 202413F-HR/ARESTATEMENTSep 4, 2024120$1.16B canonicalSEC ↗
Q2 202413F-HRAug 14, 2024140$1.41B SEC ↗
Q1 202413F-HRMay 15, 2024115$877.5M canonicalSEC ↗