CSS LLC/IL Q3 2021 Filing
Filed November 15, 2021
Portfolio Value
$2.4T
Holdings
1,012
Report Date
Q3 2021
Filing Type
13F-HR
All Holdings (1,012 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | DXCM 0.75 12/01/23DEXCOM INC | 38,916,000 | $129.4B | 5.51% | |
| 2 | TSLATESLA INC | 87,439 | $67.8B | 2.89% | Put |
| 3 | W 1.125 11/01/24WAYFAIR INC | 30,138,000 | $67.8B | 2.88% | |
| 4 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 782,410 | $45.7B | 1.95% | |
| 5 | —ANTERO RESOURCES CORP | 10,190,000 | $45.1B | 1.92% | |
| 6 | CHGG 0.125 03/15/25CHEGG INC | 25,226,000 | $36.4B | 1.55% | |
| 7 | —LIBERTY MEDIA CORP DEL | 29,000,000 | $35.6B | 1.52% | |
| 8 | —ISTAR INC | 18,575,000 | $33.9B | 1.44% | |
| 9 | NVV1NOVAVAX INC | 136,520 | $28.3B | 1.20% | Put |
| 10 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 21,109,000 | $28.2B | 1.20% | |
| 11 | NVAX 3.75 02/01/23NOVAVAX INC | 16,250,000 | $28.1B | 1.19% | |
| 12 | —II-VI INC | 18,703,000 | $24.9B | 1.06% | |
| 13 | PLUG 3.75 06/01/25PLUG POWER INC | 4,716,000 | $24.0B | 1.02% | |
| 14 | SPYSPDR S&P 500 ETF TR | 55,000 | $23.6B | 1.00% | Put |
| 15 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 16,105,000 | $22.6B | 0.96% | |
| 16 | DKSDICKS SPORTING GOODS INC | 179,000 | $21.4B | 0.91% | Put |
| 17 | —NUANCE COMMUNICATIONS INC | 7,582,000 | $21.3B | 0.91% | |
| 18 | CCLCARNIVAL CORP | 846,164 | $21.2B | 0.90% | Put |
| 19 | RIG 4 12/15/25 *TRANSOCEAN INC | 19,000,000 | $20.7B | 0.88% | |
| 20 | PCG 5.5 08/16/23PG&E CORP | 214,260 | $20.6B | 0.88% | |
| 21 | —EVOLENT HEALTH INC | 10,820,000 | $19.5B | 0.83% | |
| 22 | SLAB 0.625 06/15/25SILICON LABORATORIES INC | 14,235,000 | $18.3B | 0.78% | |
| 23 | RMBS 1.375 02/01/23RAMBUS INC DEL | 14,395,000 | $18.2B | 0.78% | |
| 24 | VRTXVERTEX PHARMACEUTICALS INC | 100,160 | $18.2B | 0.77% | Put |
| 25 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 211,476 | $18.1B | 0.77% | |
| 26 | ZS 0.125 07/01/25ZSCALER INC | 8,603,000 | $15.7B | 0.67% | |
| 27 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 14,878,000 | $15.6B | 0.67% | |
| 28 | XLFSELECT SECTOR SPDR TR | 407,300 | $15.3B | 0.65% | Put |
| 29 | —STAMPS COM INC | 46,300 | $15.3B | 0.65% | Put |
| 30 | JNJJOHNSON & JOHNSON | 94,300 | $15.2B | 0.65% | Put |
| 31 | GES 2 04/15/24GUESS INC | 13,504,000 | $15.1B | 0.64% | |
| 32 | QNCXCORTEXYME INC | 163,500 | $15.0B | 0.64% | Put |
| 33 | AALAMERICAN AIRLS GROUP INC | 726,409 | $14.9B | 0.63% | Put |
| 34 | —ENCORE CAP GROUP INC | 12,616,000 | $14.4B | 0.61% | |
| 35 | TWO 6.25 01/15/26TWO HBRS INVT CORP | 13,378,000 | $13.7B | 0.58% | |
| 36 | —ATLAS AIR WORLDWIDE HLDGS IN | 11,156,000 | $13.1B | 0.56% | |
| 37 | OMCL 0.25 09/15/25OMNICELL COM | 8,100,000 | $12.9B | 0.55% | |
| 38 | MRNAMODERNA INC | 33,400 | $12.9B | 0.55% | Put |
| 39 | TWOU2U INC | 9,000,000 | $12.5B | 0.53% | |
| 40 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 7,451,000 | $12.3B | 0.52% | |
| 41 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 10,099,000 | $12.3B | 0.52% | |
| 42 | MSFTMICROSOFT CORP | 41,980 | $11.8B | 0.50% | Put |
| 43 | GPRE 2.25 03/15/27GREEN PLAINS INC | 9,240,000 | $11.8B | 0.50% | |
| 44 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 8,000,000 | $11.8B | 0.50% | |
| 45 | BNTXBIONTECH SE | 42,301 | $11.5B | 0.49% | Put |
| 46 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 7,546,000 | $11.0B | 0.47% | |
| 47 | —IRONWOOD PHARMACEUTICALS INC | 10,119,000 | $10.9B | 0.47% | |
| 48 | MIDD 1 09/01/25MIDDLEBY CORP | 7,500,000 | $10.7B | 0.46% | |
| 49 | —OSI SYSTEMS INC | 10,000,000 | $10.4B | 0.44% | |
| 50 | GSGOLDMAN SACHS GROUP INC | 27,277 | $10.3B | 0.44% | Put |
| 51 | LYV 2.5 03/15/23LIVE NATION ENTERTAINMENT IN | 7,000,000 | $10.1B | 0.43% | |
| 52 | —FIRST MAJESTIC SILVER CORP | 7,408,000 | $9.6B | 0.41% | |
| 53 | PCGPG&E CORP | 982,820 | $9.4B | 0.40% | Put |
| 54 | DISCAUSDDISCOVERY INC | 367,278 | $9.3B | 0.40% | Put |
| 55 | —FLUIDIGM CORP DEL | 4,000,000 | $9.3B | 0.40% | |
| 56 | EXECHESAPEAKE ENERGY CORP | 147,991 | $9.1B | 0.39% | Put |
| 57 | —IHS MARKIT LTD | 75,058 | $8.8B | 0.37% | Put |
| 58 | EQT 1.75 05/01/26EQT CORP | 5,312,000 | $8.4B | 0.36% | |
| 59 | —GREEN PLAINS INC | 6,500,000 | $8.4B | 0.36% | |
| 60 | PEOADAM NAT RES FD INC | 533,375 | $8.4B | 0.36% | |
| 61 | —HELIX ENERGY SOLUTIONS GRP I | 7,855,000 | $8.2B | 0.35% | |
| 62 | MOALTRIA GROUP INC | 177,900 | $8.1B | 0.34% | Put |
| 63 | EXEEWCHESAPEAKE ENERGY CORP | 216,684 | $7.9B | 0.34% | |
| 64 | NUENUCOR CORP | 77,600 | $7.6B | 0.33% | Put |
| 65 | PR 3.25 04/01/28CENTENNIAL RESOURCE DEV INC | 5,715,000 | $7.5B | 0.32% | |
| 66 | TREURTRILLIUM THERAPEUTICS INC | 426,054 | $7.5B | 0.32% | Put |
| 67 | —PTC THERAPEUTICS INC | 7,007,000 | $7.3B | 0.31% | |
| 68 | STEWBOULDER GROWTH & INCOME FD I | 554,714 | $7.3B | 0.31% | |
| 69 | PODD 0.375 09/01/26INSULET CORP | 5,150,000 | $7.2B | 0.31% | |
| 70 | LLYLILLY ELI & CO | 30,000 | $6.9B | 0.29% | Put |
| 71 | AORT 4.25 07/01/25CRYOLIFE INC | 5,500,000 | $6.7B | 0.29% | |
| 72 | —BIOHAVEN PHARMACTL HLDG CO L | 48,300 | $6.7B | 0.29% | Call |
| 73 | SAVACASSAVA SCIENCES INC | 106,400 | $6.6B | 0.28% | Put |
| 74 | OKTA 0.125 09/01/25OKTA INC | 4,431,000 | $6.3B | 0.27% | |
| 75 | IBBISHARES TR | 38,500 | $6.2B | 0.26% | Put |
| 76 | RCLROYAL CARIBBEAN GROUP | 69,900 | $6.2B | 0.26% | Put |
| 77 | XECEURCIMAREX ENERGY CO | 70,541 | $6.2B | 0.26% | |
| 78 | LBRDALIBERTY BROADBAND CORP | 35,340 | $6.0B | 0.25% | |
| 79 | CNX 2.25 05/01/26CNX RES CORP | 4,712,000 | $5.9B | 0.25% | |
| 80 | —CHANGE HEALTHCARE INC | 80,730 | $5.6B | 0.24% | |
| 81 | RBC 5 10/15/24 ARBC BEARINGS INC | 50,678 | $5.6B | 0.24% | |
| 82 | BIO/BBIO RAD LABS INC | 7,375 | $5.5B | 0.23% | |
| 83 | UFSDOMTAR CORP | 100,700 | $5.5B | 0.23% | Call |
| 84 | —NABORS INDS INC NEW | 6,000,000 | $5.4B | 0.23% | |
| 85 | —KHOSLA VENTURES ACQUT CO III | 545,424 | $5.3B | 0.23% | |
| 86 | MIC2EURMACQUARIE INFRASTR HOLD LLC | 130,516 | $5.3B | 0.23% | |
| 87 | —BHP GROUP PLC | 104,241 | $5.3B | 0.22% | |
| 88 | LSXMKUSDLIBERTY MEDIA CORP DEL | 108,549 | $5.2B | 0.22% | |
| 89 | CITUSDCIT GROUP INC | 98,465 | $5.1B | 0.22% | |
| 90 | —ARGUS CAPITAL CORP | 492,187 | $5.0B | 0.21% | |
| 91 | ISRGINTUITIVE SURGICAL INC | 5,000 | $5.0B | 0.21% | Put |
| 92 | AUPHAURINIA PHARMACEUTICALS INC | 221,633 | $4.9B | 0.21% | Put |
| 93 | TXNMPNM RES INC | 98,895 | $4.9B | 0.21% | Put |
| 94 | XLRNACCELERON PHARMA INC | 28,000 | $4.8B | 0.21% | Put |
| 95 | INVA 2.125 01/15/23THERAVANCE INC | 4,460,000 | $4.8B | 0.20% | |
| 96 | —THUNDER BRIDGE CAP PRTNRS II | 491,085 | $4.8B | 0.20% | |
| 97 | CUCAAVIS BUDGET GROUP | 41,000 | $4.8B | 0.20% | Put |
| 98 | SPGIS&P GLOBAL INC | 11,200 | $4.8B | 0.20% | Call |
| 99 | IWDISHARES TR | 30,300 | $4.7B | 0.20% | Call |
| 100 | LM03LIBERTY MEDIA CORP DEL | 100,251 | $4.7B | 0.20% |
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