CSS LLC/IL Q3 2023 Filing
Filed November 14, 2023
Portfolio Value
$1524.3T
Holdings
658
Report Date
Q3 2023
Filing Type
13F-HR
All Holdings (658 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | RCL 6 08/15/25ROYAL CARIBBEAN GROUP | 55,150,000 | $108.8T | 7.14% | |
| 2 | NENOBLE CORP PLC | 1,729,627 | $87.6T | 5.75% | |
| 3 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 55,290,000 | $59.1T | 3.88% | |
| 4 | CCL 5.75 10/01/24CARNIVAL CORP | 35,191,000 | $52.7T | 3.46% | |
| 5 | BTU 3.25 03/01/28PEABODY ENGR CORP | 23,718,000 | $35.8T | 2.35% | |
| 6 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 27,690,000 | $27.1T | 1.78% | |
| 7 | ARKKARK ETF TR | 680,500 | $27.0T | 1.77% | Put |
| 8 | MTSI 0.25 03/15/26MACOM TECH SOLUTIONS HLDGS I | 22,518,000 | $25.6T | 1.68% | |
| 9 | VAC 0 01/15/26MARRIOTT VACATIONS WORLDWIDE | 27,778,000 | $24.5T | 1.61% | |
| 10 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 15,659,000 | $23.2T | 1.52% | |
| 11 | MNKD 2.5 03/01/26MANNKIND CORP | 21,000,000 | $22.1T | 1.45% | |
| 12 | RCLROYAL CARIBBEAN GROUP | 235,200 | $21.7T | 1.42% | Put |
| 13 | GPRE 2.25 03/15/27GREEN PLAINS INC | 18,440,000 | $21.4T | 1.40% | |
| 14 | ATVIEURACTIVISION BLIZZARD INC | 221,400 | $20.7T | 1.36% | Put |
| 15 | AALAMERICAN AIRLS GROUP INC | 1,554,500 | $19.9T | 1.31% | Put |
| 16 | ATEC 0.75 08/01/26ALPHATEC HLDGS INC | 18,217,000 | $17.5T | 1.15% | |
| 17 | RWT 7.75 06/15/27REDWOOD TRUST INC | 18,924,000 | $17.1T | 1.12% | |
| 18 | —NATIONAL INSTRS CORP | 278,917 | $16.6T | 1.09% | Put |
| 19 | PRO 2.25 09/15/27PROS HOLDINGS INC | 14,739,000 | $15.5T | 1.02% | |
| 20 | SPYSPDR S&P 500 ETF TR | 36,266 | $15.5T | 1.02% | Put |
| 21 | —HELIX ENERGY SOLUTIONS GRP I | 8,892,000 | $15.4T | 1.01% | |
| 22 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 10,400,000 | $15.2T | 1.00% | |
| 23 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 8,197,000 | $14.5T | 0.95% | |
| 24 | CNMD 2.25 06/15/27CONMED CORP | 15,095,000 | $14.4T | 0.95% | |
| 25 | VRTXVERTEX PHARMACEUTICALS INC | 37,000 | $12.9T | 0.84% | Put |
| 26 | PCGPG&E CORP | 795,513 | $12.8T | 0.84% | Put |
| 27 | IWMISHARES TR | 68,448 | $12.1T | 0.79% | Put |
| 28 | ON 0 05/01/27ON SEMICONDUCTOR CORP | 6,627,000 | $12.0T | 0.79% | |
| 29 | HZNPHORIZON THERAPEUTICS PUB L | 102,376 | $11.8T | 0.78% | Put |
| 30 | PRGSPROGRESS SOFTWARE CORP | 11,284,000 | $11.6T | 0.76% | |
| 31 | BSY 0.125 01/15/26BENTLEY SYS INC | 11,909,000 | $11.6T | 0.76% | |
| 32 | PTCT 1.5 09/15/26PTC THERAPEUTICS INC | 13,245,000 | $10.5T | 0.69% | |
| 33 | NCLH 5.375 08/01/25NCL CORP LTD | 8,865,000 | $10.3T | 0.68% | |
| 34 | CCLCARNIVAL CORP | 706,200 | $9.7T | 0.64% | Put |
| 35 | GBX 2.875 04/15/28GREENBRIER COS INC | 10,075,000 | $9.5T | 0.62% | |
| 36 | PEOADAM NAT RES FD INC | 395,024 | $9.1T | 0.60% | |
| 37 | RIG 4.625 09/30/29 *TRANSOCEAN INC | 3,500,000 | $9.1T | 0.60% | |
| 38 | IMAX 0.5 04/01/26IMAX CORP | 9,500,000 | $8.9T | 0.58% | |
| 39 | XLESELECT SECTOR SPDR TR | 93,774 | $8.5T | 0.56% | Put |
| 40 | 1939900DBROOKFIELD INFRASTRUCTURE CO | 232,844 | $8.2T | 0.54% | Put |
| 41 | XFDEXFIRST TR DYNAMIC EUROPE EQUI | 634,664 | $7.9T | 0.52% | |
| 42 | STEWSRH TOTAL RETURN FUND INC | 587,493 | $7.6T | 0.50% | |
| 43 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 7,385,000 | $7.6T | 0.50% | |
| 44 | DVNDEVON ENERGY CORP NEW | 155,700 | $7.4T | 0.49% | Call |
| 45 | FLRFLUOR CORP NEW | 202,088 | $7.4T | 0.49% | |
| 46 | —COLLEGIUM PHARMACEUTICAL INC | 7,269,000 | $7.4T | 0.48% | |
| 47 | GPRO 1.25 11/15/25GOPRO INC | 8,188,000 | $7.2T | 0.47% | |
| 48 | ACIALBERTSONS COS INC | 307,157 | $7.0T | 0.46% | Put |
| 49 | EXAS 0.375 03/15/27EXACT SCIENCES CORP | 7,500,000 | $6.8T | 0.45% | |
| 50 | RBC 5 10/15/24 ARBC BEARINGS INC | 61,348 | $6.8T | 0.44% | |
| 51 | SPE 2.75 01/27/27 CSPECIAL OPPORTUNITIES FD INC | 281,296 | $6.4T | 0.42% | |
| 52 | EEMISHARES TR | 163,900 | $6.2T | 0.41% | Put |
| 53 | AMLPALPS ETF TR | 145,700 | $6.1T | 0.40% | Put |
| 54 | BPBP PLC | 156,223 | $6.0T | 0.40% | |
| 55 | VRNS 1.25 08/15/25VARONIS SYS INC | 5,000,000 | $5.9T | 0.38% | |
| 56 | CALY 2.75 05/01/26TOPGOLF CALLAWAY BRANDS CORP | 5,500,000 | $5.8T | 0.38% | |
| 57 | XLFSELECT SECTOR SPDR TR | 173,307 | $5.7T | 0.38% | Put |
| 58 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 5,500,000 | $5.4T | 0.35% | |
| 59 | RIVNRIVIAN AUTOMOTIVE INC | 215,386 | $5.2T | 0.34% | Put |
| 60 | NINISOURCE INC | 209,100 | $5.2T | 0.34% | Put |
| 61 | INSM 0.75 06/01/28INSMED INC | 5,074,000 | $5.1T | 0.33% | |
| 62 | —CENTER COAST BRKFLD MLP ENRG | 236,401 | $5.0T | 0.33% | |
| 63 | ICEINTERCONTINENTAL EXCHANGE IN | 45,326 | $5.0T | 0.33% | Put |
| 64 | GQ9SPDR GOLD TR | 29,000 | $5.0T | 0.33% | Put |
| 65 | CVXCHEVRON CORP NEW | 29,374 | $5.0T | 0.32% | |
| 66 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 6,052,000 | $4.9T | 0.32% | |
| 67 | XHBSPDR SER TR | 63,300 | $4.8T | 0.32% | Put |
| 68 | —INTERCEPT PHARMACEUTICALS IN | 4,500,000 | $4.8T | 0.32% | |
| 69 | VMWEURVMWARE INC | 27,694 | $4.6T | 0.30% | Put |
| 70 | OKEONEOK INC NEW | 72,271 | $4.6T | 0.30% | Put |
| 71 | DBMFLITMAN GREGORY FDS TR | 156,141 | $4.5T | 0.30% | |
| 72 | WWAYFAIR INC | 70,400 | $4.3T | 0.28% | Put |
| 73 | —RPT REALTY | 82,207 | $4.2T | 0.27% | |
| 74 | MXEMEXICO EQUITY & INCOME FD | 439,243 | $4.1T | 0.27% | |
| 75 | SIRIEURSIRIUS XM HOLDINGS INC | 902,500 | $4.1T | 0.27% | Put |
| 76 | CEF/USPROTT PHYSICAL GOLD & SILVE | 221,771 | $3.8T | 0.25% | |
| 77 | BE 2.5 08/15/25BLOOM ENERGY CORP | 3,500,000 | $3.8T | 0.25% | |
| 78 | FANGDIAMONDBACK ENERGY INC | 24,600 | $3.8T | 0.25% | Call |
| 79 | BBIO 2.25 02/01/29BRIDGEBIO PHARMA INC | 5,000,000 | $3.7T | 0.24% | |
| 80 | INVA 2.125 03/15/28INNOVIVA INC | 4,520,000 | $3.7T | 0.24% | |
| 81 | MRO*MARATHON OIL CORP | 138,000 | $3.7T | 0.24% | Call |
| 82 | MTN 0 01/01/26VAIL RESORTS INC | 4,000,000 | $3.5T | 0.23% | |
| 83 | NIONIO INC | 389,800 | $3.5T | 0.23% | Put |
| 84 | GOOGLALPHABET INC | 26,887 | $3.5T | 0.23% | Call |
| 85 | APAAPA CORPORATION | 84,251 | $3.5T | 0.23% | Call |
| 86 | CVSCVS HEALTH CORP | 47,500 | $3.3T | 0.22% | Call |
| 87 | SWN1EURSOUTHWESTERN ENERGY CO | 510,805 | $3.3T | 0.22% | Call |
| 88 | —MITEK SYS INC | 3,750,000 | $3.3T | 0.21% | |
| 89 | SHELSHELL PLC | 49,928 | $3.2T | 0.21% | Call |
| 90 | OVVOVINTIV INC | 67,342 | $3.2T | 0.21% | Call |
| 91 | DBX 0 03/01/26DROPBOX INC | 3,359,000 | $3.2T | 0.21% | |
| 92 | SUSUNCOR ENERGY INC NEW | 91,644 | $3.2T | 0.21% | |
| 93 | BRWSABA CAPITAL INCOME & OPRNT | 404,546 | $3.1T | 0.20% | |
| 94 | —NISOURCE INC | 31,638 | $3.1T | 0.20% | |
| 95 | VECO 3.5 01/15/25VEECO INSTRS INC DEL | 2,400,000 | $3.1T | 0.20% | |
| 96 | SPESPECIAL OPPORTUNITIES FD INC | 269,601 | $2.9T | 0.19% | |
| 97 | NCLH 1.125 02/15/27NCL CORP LTD | 3,500,000 | $2.9T | 0.19% | |
| 98 | TAT&T INC | 191,519 | $2.9T | 0.19% | Call |
| 99 | XLKSELECT SECTOR SPDR TR | 17,500 | $2.9T | 0.19% | Put |
| 100 | ARRY 1 12/01/28ARRAY TECHNOLOGIES INC | 2,500,000 | $2.9T | 0.19% |
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