CSS LLC/IL Q4 2021 Filing
Filed February 14, 2022
Portfolio Value
$2.8T
Holdings
1,066
Report Date
Q4 2021
Filing Type
13F-HR
All Holdings (1,066 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AVGO 8 09/30/22 ABROADCOM INC | 91,958 | $190.7B | 6.78% | |
| 2 | DXCM 0.75 12/01/23DEXCOM INC | 38,916,000 | $127.2B | 4.52% | |
| 3 | TSLATESLA INC | 116,592 | $123.2B | 4.38% | Put |
| 4 | SPYSPDR S&P 500 ETF TR | 147,000 | $69.8B | 2.48% | Put |
| 5 | —ANTERO RESOURCES CORP | 13,438,000 | $55.0B | 1.95% | |
| 6 | W 1.125 11/01/24WAYFAIR INC | 25,138,000 | $44.1B | 1.57% | |
| 7 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 615,927 | $41.9B | 1.49% | |
| 8 | SLAB 0.625 06/15/25SILICON LABORATORIES INC | 21,431,000 | $37.7B | 1.34% | |
| 9 | —ISTAR INC | 18,558,000 | $34.9B | 1.24% | |
| 10 | —ESSENTIAL UTILS INC | 507,776 | $33.0B | 1.17% | |
| 11 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 25,651,000 | $32.2B | 1.14% | |
| 12 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 18,291,000 | $29.4B | 1.04% | |
| 13 | —II-VI INC | 18,703,000 | $27.7B | 0.98% | |
| 14 | RMBS 1.375 02/01/23RAMBUS INC DEL | 16,395,000 | $25.8B | 0.92% | |
| 15 | XLFSELECT SECTOR SPDR TR | 632,100 | $24.7B | 0.88% | Put |
| 16 | PCG 5.5 08/16/23PG&E CORP | 204,747 | $23.7B | 0.84% | |
| 17 | SNAP 0.25 05/01/25SNAP INC | 10,500,000 | $23.4B | 0.83% | |
| 18 | HCAT 2.5 04/15/25HEALTH CATALYST INC | 15,332,000 | $22.3B | 0.79% | |
| 19 | SNAP 0.75 08/01/26SNAP INC | 10,000,000 | $21.7B | 0.77% | |
| 20 | —NUANCE COMMUNICATIONS INC | 7,582,000 | $21.4B | 0.76% | |
| 21 | PLUG 3.75 06/01/25PLUG PWR INC | 3,716,000 | $21.0B | 0.75% | |
| 22 | —EVOLENT HEALTH INC | 12,820,000 | $20.9B | 0.74% | |
| 23 | —PHILLIPS 66 PARTNERS LP | 574,801 | $20.7B | 0.74% | |
| 24 | DKSDICKS SPORTING GOODS INC | 177,900 | $20.5B | 0.73% | Put |
| 25 | —ENCORE CAP GROUP INC | 14,866,000 | $20.4B | 0.72% | |
| 26 | NOWSERVICENOW INC | 30,300 | $19.7B | 0.70% | Put |
| 27 | XLESELECT SECTOR SPDR TR | 351,024 | $19.5B | 0.69% | Put |
| 28 | —II-VI INC | 64,608 | $18.2B | 0.65% | |
| 29 | Z 0.75 09/01/24ZILLOW GROUP INC | 11,500,000 | $17.9B | 0.64% | |
| 30 | RCL 2.875 11/15/23ROYAL CARIBBEAN GROUP | 14,745,000 | $17.5B | 0.62% | |
| 31 | NVV1NOVAVAX INC | 117,078 | $16.8B | 0.60% | Put |
| 32 | MOALTRIA GROUP INC | 348,700 | $16.5B | 0.59% | Put |
| 33 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 9,200,000 | $16.4B | 0.58% | |
| 34 | MDRX 0.875 01/01/27ALLSCRIPTS HEALTHCARE SOLUTI | 10,787,000 | $16.0B | 0.57% | |
| 35 | NVAX 3.75 02/01/23NOVAVAX INC | 11,750,000 | $16.0B | 0.57% | |
| 36 | BIIBBIOGEN INC | 61,200 | $14.7B | 0.52% | Put |
| 37 | ZS 0.125 07/01/25ZSCALER INC | 6,651,000 | $14.6B | 0.52% | |
| 38 | CCLCARNIVAL CORP | 715,070 | $14.4B | 0.51% | Put |
| 39 | RIG 4 12/15/25 *TRANSOCEAN INC | 15,000,000 | $14.0B | 0.50% | |
| 40 | AVYA 2.25 06/15/23AVAYA HLDGS CORP | 12,632,000 | $13.4B | 0.48% | |
| 41 | GES 2 04/15/24GUESS INC | 11,504,000 | $13.4B | 0.48% | |
| 42 | AALAMERICAN AIRLS GROUP INC | 744,127 | $13.4B | 0.47% | Put |
| 43 | VMWEURVMWARE INC | 121,499 | $13.3B | 0.47% | Put |
| 44 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 7,922,000 | $13.0B | 0.46% | |
| 45 | GPRE 2.25 03/15/27GREEN PLAINS INC | 9,640,000 | $12.9B | 0.46% | |
| 46 | LCII 1.125 05/15/26LCI INDS | 11,500,000 | $12.7B | 0.45% | |
| 47 | TVTX 2.5 09/15/25TRAVERE THERAPEUTICS INC | 11,504,000 | $12.7B | 0.45% | |
| 48 | MIDD 1 09/01/25MIDDLEBY CORP | 7,854,000 | $12.6B | 0.45% | |
| 49 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 12,378,000 | $12.5B | 0.44% | |
| 50 | —FTAC ZEUS ACQUISITION COR | 1,238,749 | $12.4B | 0.44% | |
| 51 | NCLH 5.375 08/01/25NCL CORP LTD | 8,500,000 | $12.1B | 0.43% | |
| 52 | —OSI SYSTEMS INC | 11,500,000 | $11.8B | 0.42% | |
| 53 | MSFTMICROSOFT CORP | 34,200 | $11.5B | 0.41% | Put |
| 54 | INVA 2.125 01/15/23INNOVIVA INC | 9,710,000 | $10.6B | 0.38% | |
| 55 | —IRONWOOD PHARMACEUTICALS INC | 10,119,000 | $10.4B | 0.37% | |
| 56 | MRNAMODERNA INC | 40,471 | $10.3B | 0.37% | Put |
| 57 | PODD 0.375 09/01/26INSULET CORP | 7,650,000 | $10.2B | 0.36% | |
| 58 | DISCAUSDDISCOVERY INC | 427,978 | $10.1B | 0.36% | Put |
| 59 | EXEEWCHESAPEAKE ENERGY CORP | 235,813 | $9.4B | 0.33% | |
| 60 | OKTA 0.125 09/01/25OKTA INC | 6,931,000 | $9.4B | 0.33% | |
| 61 | —COLFAX CORP | 48,117 | $8.9B | 0.32% | |
| 62 | BNTXBIONTECH SE | 34,562 | $8.9B | 0.32% | Put |
| 63 | PEOADAM NAT RES FD INC | 530,085 | $8.8B | 0.31% | |
| 64 | —GREEN PLAINS INC | 6,500,000 | $8.5B | 0.30% | |
| 65 | CUCAAVIS BUDGET GROUP | 40,000 | $8.3B | 0.29% | Put |
| 66 | GCTSCONCORD ACQUISITION CORP III | 834,923 | $8.3B | 0.29% | |
| 67 | PCGPG&E CORP | 678,020 | $8.2B | 0.29% | Put |
| 68 | STEWBOULDER GROWTH & INCOME FD I | 554,714 | $7.9B | 0.28% | |
| 69 | DHRDANAHER CORPORATION | 23,537 | $7.7B | 0.28% | |
| 70 | EXECHESAPEAKE ENERGY CORP | 118,729 | $7.7B | 0.27% | Put |
| 71 | —ATLAS AIR WORLDWIDE HLDGS IN | 5,656,000 | $7.3B | 0.26% | |
| 72 | —BHP GROUP PLC | 122,338 | $7.3B | 0.26% | |
| 73 | —PTC THERAPEUTICS INC | 7,007,000 | $7.3B | 0.26% | |
| 74 | —NABORS INDS INC | 8,030,000 | $7.1B | 0.25% | |
| 75 | LSXMKUSDLIBERTY MEDIA CORP DEL | 138,111 | $7.0B | 0.25% | |
| 76 | —ANTHEMIS DIGITAL ACQUISITION | 705,458 | $6.9B | 0.25% | |
| 77 | —CHANGE HEALTHCARE INC | 97,425 | $6.8B | 0.24% | |
| 78 | REGNREGENERON PHARMACEUTICALS | 10,800 | $6.8B | 0.24% | Put |
| 79 | CVXCHEVRON CORP NEW | 57,915 | $6.8B | 0.24% | |
| 80 | DISCKUSDDISCOVERY INC | 295,456 | $6.8B | 0.24% | Put |
| 81 | —HELIX ENERGY SOLUTIONS GRP I | 6,730,000 | $6.7B | 0.24% | |
| 82 | —VONAGE HLDGS CORP | 5,000,000 | $6.7B | 0.24% | |
| 83 | ATEKUATHENA TECHNOLOGY ACQ CORP I | 659,595 | $6.6B | 0.23% | |
| 84 | DISH 0 12/15/25DISH NETWORK CORPORATION | 6,500,000 | $6.5B | 0.23% | |
| 85 | —BIOHAVEN PHARMACTL HLDG CO L | 46,800 | $6.5B | 0.23% | Call |
| 86 | RDFN 0 10/15/25REDFIN CORP | 7,106,000 | $6.4B | 0.23% | |
| 87 | AORT 4.25 07/01/25CRYOLIFE INC | 5,500,000 | $6.4B | 0.23% | |
| 88 | —NABORS ENERGY TRANSITION COR | 622,238 | $6.3B | 0.22% | |
| 89 | ITCIEURINTRA-CELLULAR THERAPIES INC | 118,854 | $6.2B | 0.22% | Put |
| 90 | CNX 2.25 05/01/26CNX RES CORP | 4,712,000 | $6.2B | 0.22% | |
| 91 | —TRINE II ACQUISITION CORP | 627,908 | $6.2B | 0.22% | |
| 92 | RCLROYAL CARIBBEAN GROUP | 79,900 | $6.1B | 0.22% | Put |
| 93 | —FLUIDIGM CORPORATION | 4,000,000 | $5.9B | 0.21% | |
| 94 | HLF 2.625 03/15/24HERBALIFE NUTRITION LTD | 5,649,000 | $5.7B | 0.20% | |
| 95 | AKAM 0.125 05/01/25AKAMAI TECHNOLOGIES INC | 4,264,000 | $5.6B | 0.20% | |
| 96 | PANW 0.375 06/01/25PALO ALTO NETWORKS INC | 2,951,000 | $5.6B | 0.20% | |
| 97 | BIO/BBIO RAD LABS INC | 7,375 | $5.6B | 0.20% | |
| 98 | BPBP PLC | 205,613 | $5.5B | 0.19% | |
| 99 | VBRVANGUARD INDEX FDS | 29,662 | $5.3B | 0.19% | |
| 100 | LM03LIBERTY MEDIA CORP DEL | 103,790 | $5.3B | 0.19% |
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