CSS LLC/IL Q2 2023 Filing
Filed August 14, 2023
Portfolio Value
$1.6T
Holdings
717
Report Date
Q2 2023
Filing Type
13F-HR
All Holdings (717 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | DXCM 0.75 12/01/23DEXCOM INC | 39,416,000 | $123.0B | 7.61% | |
| 2 | NENOBLE CORP PLC | 1,907,860 | $78.8B | 4.88% | |
| 3 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 51,790,000 | $66.5B | 4.12% | |
| 4 | CCL 5.75 10/01/24CARNIVAL CORP | 30,191,000 | $60.2B | 3.72% | |
| 5 | PCG 5.5 08/16/23PG&E CORP | 352,144 | $52.7B | 3.26% | |
| 6 | BTU 3.25 03/01/28PEABODY ENGR CORP | 22,218,000 | $30.0B | 1.85% | |
| 7 | VAC 0 01/15/26MARRIOTT VACATIONS WORLDWIDE | 30,778,000 | $28.4B | 1.76% | |
| 8 | RCLROYAL CARIBBEAN GROUP | 235,200 | $24.4B | 1.51% | Put |
| 9 | ARKKARK ETF TR | 540,500 | $23.9B | 1.48% | Put |
| 10 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 22,325,000 | $23.6B | 1.46% | |
| 11 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 24,466,000 | $23.2B | 1.44% | |
| 12 | CNMD 2.25 06/15/27CONMED CORP | 18,000,000 | $20.1B | 1.25% | |
| 13 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 15,659,000 | $20.0B | 1.23% | |
| 14 | PTCT 1.5 09/15/26PTC THERAPEUTICS INC | 19,245,000 | $19.8B | 1.23% | |
| 15 | ATEC 0.75 08/01/26ALPHATEC HLDGS INC | 16,217,000 | $18.9B | 1.17% | |
| 16 | ON 0 05/01/27ON SEMICONDUCTOR CORP | 9,842,000 | $18.1B | 1.12% | |
| 17 | AALAMERICAN AIRLS GROUP INC | 993,900 | $17.8B | 1.10% | Put |
| 18 | —EVOLENT HEALTH INC | 10,320,000 | $17.4B | 1.08% | |
| 19 | XLESELECT SECTOR SPDR TR | 212,800 | $17.3B | 1.07% | Put |
| 20 | —WIX COM LTD | 17,018,000 | $17.0B | 1.05% | |
| 21 | MNKD 2.5 03/01/26MANNKIND CORP | 15,000,000 | $15.8B | 0.98% | |
| 22 | FLDFTAC EMERALD ACQUISITION COR | 1,515,888 | $15.7B | 0.97% | |
| 23 | GPRE 2.25 03/15/27GREEN PLAINS INC | 12,340,000 | $15.2B | 0.94% | |
| 24 | PRGSPROGRESS SOFTWARE CORP | 13,284,000 | $14.6B | 0.90% | |
| 25 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 8,157,000 | $13.8B | 0.85% | |
| 26 | CCLCARNIVAL CORP | 723,400 | $13.6B | 0.84% | Put |
| 27 | SSS1EURLIFE STORAGE INC | 100,489 | $13.4B | 0.83% | |
| 28 | VRTXVERTEX PHARMACEUTICALS INC | 37,300 | $13.1B | 0.81% | Put |
| 29 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 9,400,000 | $12.9B | 0.80% | |
| 30 | EEMISHARES TR | 309,400 | $12.2B | 0.76% | Put |
| 31 | SPYSPDR S&P 500 ETF TR | 25,771 | $11.4B | 0.71% | Put |
| 32 | PEOADAM NAT RES FD INC | 535,621 | $11.2B | 0.69% | |
| 33 | GSGOLDMAN SACHS MLP ENERGY REN | 632,594 | $9.9B | 0.61% | |
| 34 | GQ9SPDR GOLD TR | 55,500 | $9.9B | 0.61% | Put |
| 35 | —HELIX ENERGY SOLUTIONS GRP I | 6,890,000 | $9.1B | 0.56% | |
| 36 | MTSI 0.25 03/15/26MACOM TECH SOLUTIONS HLDGS I | 8,600,000 | $8.7B | 0.54% | |
| 37 | COHR 6 07/01/23 ACOHERENT CORP | 37,656 | $8.6B | 0.53% | |
| 38 | XLFSELECT SECTOR SPDR TR | 252,100 | $8.5B | 0.53% | Put |
| 39 | OPHTEURIVERIC BIO INC | 215,280 | $8.5B | 0.52% | Put |
| 40 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 9,303,000 | $8.2B | 0.51% | |
| 41 | RIG 4.625 09/30/29 *TRANSOCEAN INC | 3,500,000 | $7.9B | 0.49% | |
| 42 | STEWSRH TOTAL RETURN FUND INC | 585,898 | $7.8B | 0.48% | |
| 43 | RWT 7.75 06/15/27REDWOOD TRUST INC | 9,074,000 | $7.7B | 0.48% | |
| 44 | KKR 6 09/15/23 CKKR & CO INC | 115,474 | $7.6B | 0.47% | |
| 45 | —NATIONAL INSTRS CORP | 132,068 | $7.6B | 0.47% | Put |
| 46 | GBX 2.875 04/15/28GREENBRIER COS INC | 7,576,000 | $7.5B | 0.46% | |
| 47 | —COLLEGIUM PHARMACEUTICAL INC | 7,269,000 | $7.4B | 0.46% | |
| 48 | GPRO 1.25 11/15/25GOPRO INC | 8,188,000 | $7.3B | 0.45% | |
| 49 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 6,714,000 | $6.8B | 0.42% | |
| 50 | AMLPALPS ETF TR | 170,900 | $6.7B | 0.41% | Put |
| 51 | SPE 2.75 01/27/27 CSPECIAL OPPORTUNITIES FD INC | 283,596 | $6.5B | 0.40% | |
| 52 | PI 1.125 05/15/27IMPINJ INC | 6,000,000 | $6.5B | 0.40% | |
| 53 | PCGPG&E CORP | 371,098 | $6.4B | 0.40% | Put |
| 54 | HZNPHORIZON THERAPEUTICS PUB L | 61,576 | $6.3B | 0.39% | Put |
| 55 | INSM 0.75 06/01/28INSMED INC | 7,013,000 | $5.9B | 0.37% | |
| 56 | BPBP PLC | 165,223 | $5.8B | 0.36% | Call |
| 57 | —SABRE CORP | 117,781 | $5.6B | 0.34% | |
| 58 | IWMISHARES TR | 29,500 | $5.5B | 0.34% | Put |
| 59 | VRNS 1.25 08/15/25VARONIS SYS INC | 5,000,000 | $5.5B | 0.34% | |
| 60 | SPBSPECTRUM BRANDS HLDGS INC NE | 70,255 | $5.5B | 0.34% | Put |
| 61 | WWAYFAIR INC | 83,400 | $5.4B | 0.34% | Put |
| 62 | XFDEXFIRST TR DYNAMIC EUROPE EQUI | 410,207 | $5.4B | 0.33% | |
| 63 | EPR 5.75 PERP CEPR PPTYS | 253,063 | $5.3B | 0.33% | |
| 64 | AMCAMC ENTMT HLDGS INC | 1,180,692 | $5.2B | 0.32% | Put |
| 65 | DBMFLITMAN GREGORY FDS TR | 184,141 | $5.1B | 0.31% | |
| 66 | ACIALBERTSONS COS INC | 224,846 | $4.9B | 0.30% | |
| 67 | HTZHERTZ GLOBAL HLDGS INC | 261,424 | $4.8B | 0.30% | |
| 68 | SWN1EURSOUTHWESTERN ENERGY CO | 792,720 | $4.8B | 0.29% | Call |
| 69 | INVA 2.125 03/15/28INNOVIVA INC | 5,520,000 | $4.5B | 0.28% | |
| 70 | RPD 2.25 05/01/25RAPID7 INC | 4,375,000 | $4.5B | 0.28% | |
| 71 | MXEMEXICO EQUITY & INCOME FD | 439,243 | $4.4B | 0.27% | |
| 72 | OXY/WSOCCIDENTAL PETE CORP | 117,707 | $4.4B | 0.27% | |
| 73 | LM03LIBERTY MEDIA CORP DEL | 131,033 | $4.3B | 0.27% | |
| 74 | GOOGLALPHABET INC | 35,636 | $4.3B | 0.26% | Call |
| 75 | OVVOVINTIV INC | 111,942 | $4.3B | 0.26% | Call |
| 76 | BE 2.5 08/15/25BLOOM ENERGY CORP | 3,500,000 | $4.3B | 0.26% | |
| 77 | CVXCHEVRON CORP NEW | 26,939 | $4.2B | 0.26% | |
| 78 | PRO 2.25 09/15/27PROS HOLDINGS INC | 4,250,000 | $4.2B | 0.26% | |
| 79 | ARANTERO RESOURCES CORP | 179,241 | $4.1B | 0.26% | Call |
| 80 | DDD 0 11/15/263D SYS CORP DEL | 4,990,000 | $3.8B | 0.23% | |
| 81 | EGHT 4 02/01/288X8 INC NEW | 4,250,000 | $3.7B | 0.23% | |
| 82 | TAT&T INC | 223,819 | $3.6B | 0.22% | Put |
| 83 | DVAX 2.5 05/15/26DYNAVAX TECHNOLOGIES CORP | 2,500,000 | $3.5B | 0.22% | |
| 84 | LRN 1.125 09/01/27STRIDE INC | 3,500,000 | $3.4B | 0.21% | |
| 85 | LSXMKUSDLIBERTY MEDIA CORP DEL | 100,117 | $3.3B | 0.20% | |
| 86 | BRWSABA CAPITAL INCOME & OPRNT | 424,671 | $3.3B | 0.20% | |
| 87 | VMWEURVMWARE INC | 22,400 | $3.2B | 0.20% | Put |
| 88 | BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC | 4,100,000 | $3.2B | 0.20% | |
| 89 | SUSUNCOR ENERGY INC NEW | 107,944 | $3.2B | 0.20% | Call |
| 90 | BOX 0 01/15/26BOX INC | 2,500,000 | $3.1B | 0.19% | |
| 91 | MIDD 1 09/01/25MIDDLEBY CORP | 2,500,000 | $3.1B | 0.19% | |
| 92 | Z 0.75 09/01/24ZILLOW GROUP INC | 2,494,000 | $3.1B | 0.19% | |
| 93 | RIG 4 12/15/25 *TRANSOCEAN INC | 1,896,000 | $3.0B | 0.19% | |
| 94 | SLBSCHLUMBERGER LTD | 61,923 | $3.0B | 0.19% | |
| 95 | SPESPECIAL OPPORTUNITIES FD INC | 269,601 | $3.0B | 0.19% | |
| 96 | DBX 0 03/01/26DROPBOX INC | 3,182,000 | $3.0B | 0.19% | |
| 97 | HCI 4.75 06/01/42HCI GROUP INC | 3,000,000 | $2.9B | 0.18% | |
| 98 | VECO 3.5 01/15/25VEECO INSTRS INC DEL | 2,400,000 | $2.9B | 0.18% | |
| 99 | ZTRVIRTUS TOTAL RETURN FD INC | 464,831 | $2.8B | 0.17% | |
| 100 | MOALTRIA GROUP INC | 61,933 | $2.8B | 0.17% |
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