CSS LLC/IL Q1 2022 Filing
Filed May 16, 2022
Portfolio Value
$2.8T
Holdings
967
Report Date
Q1 2022
Filing Type
13F-HR
All Holdings (967 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AVGO 8 09/30/22 ABROADCOM INC | 89,300 | $175.4B | 6.35% | |
| 2 | DXCM 0.75 12/01/23DEXCOM INC | 41,416,000 | $128.9B | 4.67% | |
| 3 | —ANTERO RESOURCES CORP | 13,380,000 | $94.3B | 3.42% | |
| 4 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 896,268 | $66.4B | 2.40% | |
| 5 | TAT&T INC | 1,934,500 | $45.7B | 1.66% | Put |
| 6 | PCG 5.5 08/16/23PG&E CORP | 397,523 | $44.8B | 1.62% | |
| 7 | DISCAUSDDISCOVERY INC | 1,549,266 | $38.6B | 1.40% | Put |
| 8 | W 1.125 11/01/24WAYFAIR INC | 30,638,000 | $36.9B | 1.34% | |
| 9 | TSLATESLA INC | 33,450 | $36.0B | 1.31% | Put |
| 10 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 21,911,000 | $35.3B | 1.28% | |
| 11 | —ISTAR INC | 18,558,000 | $31.6B | 1.15% | |
| 12 | —ESSENTIAL UTILS INC | 514,387 | $31.6B | 1.14% | |
| 13 | —II-VI INC | 19,045,000 | $29.5B | 1.07% | |
| 14 | Z 0.75 09/01/24ZILLOW GROUP INC | 22,650,000 | $29.0B | 1.05% | |
| 15 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 21,651,000 | $28.5B | 1.03% | |
| 16 | EQT 1.75 05/01/26EQT CORP | 12,000,000 | $28.5B | 1.03% | |
| 17 | EXEEWCHESAPEAKE ENERGY CORP | 467,932 | $28.2B | 1.02% | |
| 18 | EXEELCHESAPEAKE ENERGY CORP | 529,240 | $27.8B | 1.00% | |
| 19 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 432,107 | $26.7B | 0.97% | |
| 20 | —ATLAS AIR WORLDWIDE HLDGS IN | 20,771,000 | $23.7B | 0.86% | |
| 21 | EXEEZCHESAPEAKE ENERGY CORP | 415,436 | $23.3B | 0.84% | |
| 22 | NEE 5.279 03/01/23NEXTERA ENERGY INC | 432,671 | $22.6B | 0.82% | |
| 23 | SPYSPDR S&P 500 ETF TR | 49,000 | $22.1B | 0.80% | Put |
| 24 | PLUG 3.75 06/01/25PLUG PWR INC | 3,716,000 | $21.2B | 0.77% | |
| 25 | —EVOLENT HEALTH INC | 10,820,000 | $20.0B | 0.72% | |
| 26 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 13,057,000 | $19.6B | 0.71% | |
| 27 | —ZYNGA INC | 15,881,000 | $19.4B | 0.70% | |
| 28 | RCL 2.875 11/15/23ROYAL CARIBBEAN GROUP | 15,245,000 | $18.6B | 0.67% | |
| 29 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 10,922,000 | $18.0B | 0.65% | |
| 30 | —VEONEER INC | 484,221 | $17.9B | 0.65% | Put |
| 31 | —VONAGE HLDGS CORP | 13,162,000 | $17.3B | 0.63% | |
| 32 | —NOBLE CORP NEW | 460,274 | $16.1B | 0.58% | |
| 33 | —SABRE CORP | 109,353 | $16.0B | 0.58% | |
| 34 | ABBVABBVIE INC | 95,262 | $15.4B | 0.56% | Put |
| 35 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 9,200,000 | $15.2B | 0.55% | |
| 36 | AALAMERICAN AIRLS GROUP INC | 778,611 | $14.2B | 0.51% | |
| 37 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 12,000,000 | $14.0B | 0.51% | |
| 38 | RIG 4 12/15/25 *TRANSOCEAN INC | 11,000,000 | $13.2B | 0.48% | |
| 39 | SLAB 0.625 06/15/25SILICON LABORATORIES INC | 9,431,000 | $13.0B | 0.47% | |
| 40 | DISCKUSDDISCOVERY INC | 517,054 | $12.9B | 0.47% | Put |
| 41 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 13,132,000 | $12.9B | 0.47% | |
| 42 | VRTXVERTEX PHARMACEUTICALS INC | 48,649 | $12.7B | 0.46% | Call |
| 43 | ATSG 1.125 10/15/24AIR TRANS SVCS GROUP INC | 10,557,000 | $12.6B | 0.45% | |
| 44 | SNAP 0.25 05/01/25SNAP INC | 7,000,000 | $12.5B | 0.45% | |
| 45 | NVCR 0 11/01/25NOVOCURE LTD | 13,560,000 | $12.4B | 0.45% | |
| 46 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 12,378,000 | $12.1B | 0.44% | |
| 47 | —WIX COM LTD | 11,518,000 | $12.0B | 0.43% | |
| 48 | GES 2 04/15/24GUESS INC | 10,504,000 | $11.6B | 0.42% | |
| 49 | —CHANGE HEALTHCARE INC | 160,529 | $11.3B | 0.41% | |
| 50 | PEOADAM NAT RES FD INC | 536,406 | $11.2B | 0.41% | |
| 51 | —FTAC ZEUS ACQUISITION COR | 1,037,787 | $10.2B | 0.37% | |
| 52 | XLFSELECT SECTOR SPDR TR | 265,300 | $10.2B | 0.37% | Put |
| 53 | —IRONWOOD PHARMACEUTICALS INC | 10,119,000 | $10.2B | 0.37% | |
| 54 | —KHOSLA VENTURES ACQUT CO III | 1,024,628 | $10.0B | 0.36% | |
| 55 | EXECHESAPEAKE ENERGY CORP | 111,729 | $9.7B | 0.35% | Put |
| 56 | —HELIX ENERGY SOLUTIONS GRP I | 8,270,000 | $9.3B | 0.34% | |
| 57 | XLESELECT SECTOR SPDR TR | 116,600 | $8.9B | 0.32% | Put |
| 58 | DAY 0.25 03/15/26CERIDIAN HCM HLDG INC | 10,000,000 | $8.8B | 0.32% | |
| 59 | MDRX 0.875 01/01/27ALLSCRIPTS HEALTHCARE SOLUTI | 4,787,000 | $8.5B | 0.31% | |
| 60 | STEWBOULDER GROWTH & INCOME FD I | 559,382 | $8.3B | 0.30% | |
| 61 | ATVIEURACTIVISION BLIZZARD INC | 103,400 | $8.3B | 0.30% | Put |
| 62 | —FAST ACQUISITION CORP | 802,912 | $8.1B | 0.29% | |
| 63 | ITCIEURINTRA-CELLULAR THERAPIES INC | 132,241 | $8.1B | 0.29% | Put |
| 64 | —GREEN PLAINS INC | 6,500,000 | $7.9B | 0.29% | |
| 65 | —DRAGONEER GROWTH OPT CORP II | 807,033 | $7.9B | 0.29% | |
| 66 | GPRE 2.25 03/15/27GREEN PLAINS INC | 6,340,000 | $7.9B | 0.28% | |
| 67 | HTZHERTZ GLOBAL HLDGS INC | 354,165 | $7.8B | 0.28% | |
| 68 | EQTEQT CORP | 223,255 | $7.7B | 0.28% | Call |
| 69 | TVTX 2.5 09/15/25TRAVERE THERAPEUTICS INC | 7,504,000 | $7.6B | 0.28% | |
| 70 | PCGPG&E CORP | 632,851 | $7.6B | 0.27% | Put |
| 71 | OXY/WSOCCIDENTAL PETE CORP | 214,373 | $7.6B | 0.27% | |
| 72 | JOBSUSD51JOB INC | 125,500 | $7.3B | 0.27% | Put |
| 73 | ALBALBEMARLE CORP | 33,100 | $7.3B | 0.27% | Put |
| 74 | MRNAMODERNA INC | 42,000 | $7.2B | 0.26% | Put |
| 75 | NVAX 3.75 02/01/23NOVAVAX INC | 6,750,000 | $7.2B | 0.26% | |
| 76 | CCIXCHURCHILL CAPITAL CORP VII | 727,663 | $7.1B | 0.26% | |
| 77 | —PTC THERAPEUTICS INC | 7,007,000 | $7.1B | 0.26% | |
| 78 | AORT 4.25 07/01/25ARTIVION INC | 6,000,000 | $7.0B | 0.25% | |
| 79 | NOWSERVICENOW INC | 12,500 | $7.0B | 0.25% | Put |
| 80 | —SIMON PROPERTY GRP ACQ HOLDI | 709,791 | $6.9B | 0.25% | |
| 81 | MIDD 1 09/01/25MIDDLEBY CORP | 4,854,000 | $6.7B | 0.24% | |
| 82 | SPE 2.75 01/27/27 CSPECIAL OPPORTUNITIES FD INC | 253,083 | $6.3B | 0.23% | |
| 83 | DHRDANAHER CORPORATION | 20,981 | $6.2B | 0.22% | |
| 84 | LM03LIBERTY MEDIA CORP DEL | 133,908 | $6.1B | 0.22% | |
| 85 | TWOU2U INC | 7,141,000 | $6.1B | 0.22% | |
| 86 | INVA 2.125 01/15/23INNOVIVA INC | 5,500,000 | $6.1B | 0.22% | |
| 87 | —ENCORE CAP EUROPE FIN LTD | 4,000,000 | $6.0B | 0.22% | |
| 88 | LSXMKUSDLIBERTY MEDIA CORP DEL | 129,593 | $5.9B | 0.21% | |
| 89 | GMEGAMESTOP CORP NEW | 35,000 | $5.8B | 0.21% | Put |
| 90 | —ALTIMETER GROWTH CORP 2 | 589,708 | $5.8B | 0.21% | |
| 91 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 4,264,000 | $5.6B | 0.20% | |
| 92 | MSFTMICROSOFT CORP | 18,000 | $5.5B | 0.20% | Put |
| 93 | —PIVOTAL INVESTMENT CORP III | 563,651 | $5.5B | 0.20% | |
| 94 | —SOUTHERN CO | 100,376 | $5.5B | 0.20% | |
| 95 | BXMT 5.5 03/15/27BLACKSTONE MORTGAGE TRUST IN | 5,500,000 | $5.5B | 0.20% | |
| 96 | OVVOVINTIV INC | 100,367 | $5.4B | 0.20% | |
| 97 | —TISHMAN SPEYER INNOVATION CO | 545,674 | $5.4B | 0.20% | |
| 98 | AMLPALPS ETF TR | 139,042 | $5.3B | 0.19% | Put |
| 99 | —GORES TECHNOLOGY PARTNERS IN | 537,808 | $5.3B | 0.19% | |
| 100 | CVXCHEVRON CORP NEW | 31,915 | $5.2B | 0.19% |
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