CSS LLC/IL Q2 2022 Filing
Filed August 15, 2022
Portfolio Value
$2.5T
Holdings
901
Report Date
Q2 2022
Filing Type
13F-HR
All Holdings (901 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AVGO 8 09/30/22 ABROADCOM INC | 83,440 | $126.7B | 5.17% | |
| 2 | —ANTERO RESOURCES CORP | 14,380,000 | $101.6B | 4.14% | |
| 3 | DXCM 0.75 12/01/23DEXCOM INC | 41,416,000 | $76.5B | 3.12% | |
| 4 | GFLCN 6 03/15/23GFL ENVIRONMENTAL INC | 1,019,420 | $60.4B | 2.46% | |
| 5 | PCG 5.5 08/16/23PG&E CORP | 464,152 | $44.5B | 1.81% | |
| 6 | TSLATESLA INC | 62,999 | $42.4B | 1.73% | Put |
| 7 | —II-VI INC | 35,345,000 | $39.4B | 1.61% | |
| 8 | —NOBLE CORP NEW | 1,476,967 | $37.4B | 1.53% | |
| 9 | Z 0.75 09/01/24ZILLOW GROUP INC | 29,150,000 | $30.3B | 1.24% | |
| 10 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 22,661,000 | $30.2B | 1.23% | |
| 11 | EXEEWCHESAPEAKE ENERGY CORP | 503,467 | $28.1B | 1.15% | |
| 12 | EXEEZCHESAPEAKE ENERGY CORP | 466,754 | $24.2B | 0.99% | |
| 13 | NEE 4.872 09/01/22NEXTERA ENERGY INC | 416,120 | $23.5B | 0.96% | |
| 14 | AAWW 1.875 06/01/24ATLAS AIR WORLDWIDE HLDGS IN | 19,057,000 | $22.3B | 0.91% | |
| 15 | EXEELCHESAPEAKE ENERGY CORP | 449,367 | $21.6B | 0.88% | |
| 16 | ECPG 3.25 10/01/25ENCORE CAP GROUP INC | 13,422,000 | $20.4B | 0.83% | |
| 17 | XLESELECT SECTOR SPDR TR | 275,500 | $19.7B | 0.80% | Put |
| 18 | —SFL CORPORATION LTD | 19,482,000 | $19.3B | 0.79% | |
| 19 | WBDWARNER BROS DISCOVERY INC | 1,399,424 | $18.8B | 0.77% | Put |
| 20 | SPYSPDR S&P 500 ETF TR | 45,500 | $17.2B | 0.70% | Put |
| 21 | —WIX COM LTD | 17,018,000 | $16.2B | 0.66% | |
| 22 | ATSG 1.125 10/15/24AIR TRANS SVCS GROUP INC | 14,416,000 | $15.5B | 0.63% | |
| 23 | CCIXCHURCHILL CAPITAL CORP VII | 1,558,405 | $15.2B | 0.62% | |
| 24 | OXY/WSOCCIDENTAL PETE CORP | 406,265 | $15.0B | 0.61% | |
| 25 | —EVOLENT HEALTH INC | 8,320,000 | $14.8B | 0.60% | |
| 26 | RCL 2.875 11/15/23ROYAL CARIBBEAN GROUP | 16,245,000 | $14.7B | 0.60% | |
| 27 | OMCL 0.25 09/15/25OMNICELL COM | 10,685,000 | $13.6B | 0.55% | |
| 28 | —KHOSLA VENTURES ACQUT CO III | 1,387,931 | $13.5B | 0.55% | |
| 29 | CVXCHEVRON CORP NEW | 91,375 | $13.2B | 0.54% | Put |
| 30 | RIG 4 12/15/25 *TRANSOCEAN INC | 13,321,000 | $13.2B | 0.54% | |
| 31 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 14,378,000 | $12.9B | 0.53% | |
| 32 | —POINTS COM INC | 504,605 | $12.6B | 0.51% | Put |
| 33 | TLTISHARES TR | 108,800 | $12.5B | 0.51% | Put |
| 34 | —GREEN PLAINS INC | 6,910,000 | $12.5B | 0.51% | |
| 35 | —SOUTHERN CO | 231,233 | $12.3B | 0.50% | |
| 36 | SNAP 0.75 08/01/26SNAP INC | 12,000,000 | $11.6B | 0.47% | |
| 37 | —FTAC ZEUS ACQUISITION COR | 1,165,458 | $11.5B | 0.47% | |
| 38 | LLYLILLY ELI & CO | 34,600 | $11.2B | 0.46% | Put |
| 39 | AALAMERICAN AIRLS GROUP INC | 861,511 | $10.9B | 0.45% | Put |
| 40 | PEOADAM NAT RES FD INC | 547,797 | $10.7B | 0.43% | |
| 41 | —ISTAR INC | 9,959,000 | $10.5B | 0.43% | |
| 42 | GES 2 04/15/24GUESS INC | 10,504,000 | $10.3B | 0.42% | |
| 43 | XLFSELECT SECTOR SPDR TR | 326,856 | $10.3B | 0.42% | Put |
| 44 | BKOBLUEROCK RESIDENTIAL GWT REI | 387,685 | $10.2B | 0.42% | Put |
| 45 | —DRAGONEER GROWTH OPT CORP II | 1,032,993 | $10.1B | 0.41% | |
| 46 | GQ9SPDR GOLD TR | 59,000 | $9.9B | 0.41% | Put |
| 47 | ABBVABBVIE INC | 64,262 | $9.8B | 0.40% | Put |
| 48 | LRN 1.125 09/01/27STRIDE INC | 9,500,000 | $9.4B | 0.38% | |
| 49 | —CEDAR REALTY TRUST INC | 324,749 | $9.3B | 0.38% | Put |
| 50 | —PERSHING SQUARE TONTINE HLDG | 463,536 | $9.3B | 0.38% | |
| 51 | DKS 3.25 04/15/25DICKS SPORTING GOODS INC | 3,843,000 | $9.2B | 0.37% | |
| 52 | EXECHESAPEAKE ENERGY CORP | 111,729 | $9.1B | 0.37% | Put |
| 53 | ATVIEURACTIVISION BLIZZARD INC | 116,200 | $9.0B | 0.37% | Put |
| 54 | DAY 0.25 03/15/26CERIDIAN HCM HLDG INC | 11,300,000 | $9.0B | 0.37% | |
| 55 | NVAX 3.75 02/01/23NOVAVAX INC | 8,750,000 | $8.7B | 0.36% | |
| 56 | EQTEQT CORP | 252,687 | $8.7B | 0.35% | Call |
| 57 | LITE 0.25 03/15/24LUMENTUM HLDGS INC | 6,200,000 | $8.6B | 0.35% | |
| 58 | MTBLYRENREN INC | 293,715 | $8.5B | 0.35% | Put |
| 59 | PCGPG&E CORP | 840,554 | $8.4B | 0.34% | Put |
| 60 | CDKCDK GLOBAL INC | 150,380 | $8.2B | 0.34% | Put |
| 61 | ITCIEURINTRA-CELLULAR THERAPIES INC | 142,868 | $8.2B | 0.33% | Put |
| 62 | —TORTOISEECOFIN ACQUISITION C | 837,508 | $8.1B | 0.33% | |
| 63 | ATEKATHENA TECHNOLOGY ACQ CORP I | 815,543 | $8.0B | 0.33% | |
| 64 | —FAST ACQUISITION CORP | 768,854 | $7.8B | 0.32% | |
| 65 | VRTXVERTEX PHARMACEUTICALS INC | 27,383 | $7.7B | 0.31% | Call |
| 66 | —SIMON PROPERTY GRP ACQ HOLDI | 781,252 | $7.7B | 0.31% | |
| 67 | LM03LIBERTY MEDIA CORP DEL | 211,808 | $7.6B | 0.31% | Put |
| 68 | CNDACONCORD ACQUISITION CORP II | 790,138 | $7.6B | 0.31% | |
| 69 | NOWSERVICENOW INC | 16,000 | $7.6B | 0.31% | Put |
| 70 | BMYBRISTOL-MYERS SQUIBB CO | 98,600 | $7.6B | 0.31% | Put |
| 71 | NVCR 0 11/01/25NOVOCURE LTD | 8,617,000 | $7.5B | 0.31% | |
| 72 | —MASON INDUSTRIAL TECHNOLGY I | 734,983 | $7.2B | 0.29% | |
| 73 | —GORES TECHNOLOGY PARTNERS II | 733,131 | $7.2B | 0.29% | |
| 74 | NVV1NOVAVAX INC | 137,524 | $7.1B | 0.29% | Put |
| 75 | AMLPALPS ETF TR | 205,400 | $7.1B | 0.29% | Put |
| 76 | CATCATERPILLAR INC | 39,300 | $7.0B | 0.29% | Put |
| 77 | —FORUM MERGER IV CORP | 716,362 | $7.0B | 0.29% | |
| 78 | STEWSRH TOTAL RETURN FUND INC | 580,389 | $6.9B | 0.28% | |
| 79 | SLAB 0.625 06/15/25SILICON LABORATORIES INC | 5,356,000 | $6.9B | 0.28% | |
| 80 | FLDFTAC EMERALD ACQUISITION COR | 705,643 | $6.9B | 0.28% | |
| 81 | —GREEN PLAINS INC | 6,500,000 | $6.9B | 0.28% | |
| 82 | —COMPUTE HEALTH ACQUISITIN CO | 701,089 | $6.9B | 0.28% | |
| 83 | —HELIX ENERGY SOLUTIONS GRP I | 7,042,000 | $6.7B | 0.27% | |
| 84 | SPE 2.75 01/27/27 CSPECIAL OPPORTUNITIES FD INC | 275,320 | $6.6B | 0.27% | |
| 85 | —ALTIMETER GROWTH CORP 2 | 666,442 | $6.6B | 0.27% | |
| 86 | MSFTMICROSOFT CORP | 25,500 | $6.5B | 0.27% | Put |
| 87 | AORT 4.25 07/01/25ARTIVION INC | 6,000,000 | $6.4B | 0.26% | |
| 88 | FT2FIRST HORIZON CORPORATION | 288,900 | $6.3B | 0.26% | Put |
| 89 | —HUDSON EXECUTIVE INVES III | 635,734 | $6.2B | 0.25% | |
| 90 | SPLK 0.5 09/15/23SPLUNK INC | 6,500,000 | $6.2B | 0.25% | |
| 91 | —TPG PACE BENEFICIAL II CORP | 629,424 | $6.1B | 0.25% | |
| 92 | —RH | 5,083,000 | $6.1B | 0.25% | |
| 93 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 5,905,000 | $6.0B | 0.25% | |
| 94 | —PERIPHAS CAPITAL PARTNERING | 245,413 | $6.0B | 0.25% | |
| 95 | AAPLAPPLE INC | 43,670 | $6.0B | 0.24% | Put |
| 96 | GPRE 2.25 03/15/27GREEN PLAINS INC | 5,340,000 | $6.0B | 0.24% | |
| 97 | OVVOVINTIV INC | 134,077 | $5.9B | 0.24% | |
| 98 | —TISHMAN SPEYER INNOVATION CO | 602,740 | $5.9B | 0.24% | |
| 99 | IBBISHARES TR | 50,000 | $5.9B | 0.24% | Put |
| 100 | —APOLLO STRATEGIC GRWT CPTL I | 592,922 | $5.8B | 0.24% |
Page 1 of 10Next