CSS LLC/IL Q1 2023 Filing
Filed May 15, 2023
Portfolio Value
$1515.0T
Holdings
623
Report Date
Q1 2023
Filing Type
13F-HR
All Holdings (623 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | DXCM 0.75 12/01/23DEXCOM INC | 39,416,000 | $111.6T | 7.36% | |
| 2 | PCG 5.5 08/16/23PG&E CORP | 745,228 | $105.6T | 6.97% | |
| 3 | NENOBLE CORP PLC | 2,085,331 | $82.3T | 5.43% | Put |
| 4 | CCL 5.75 10/01/24CARNIVAL CORP | 27,794,000 | $35.0T | 2.31% | |
| 5 | VAC 0 01/15/26MARRIOTT VACATIONS WORLDWIDE | 30,778,000 | $29.9T | 1.98% | |
| 6 | NSIT 0.75 02/15/25INSIGHT ENTERPRISES INC | 12,873,000 | $26.9T | 1.78% | |
| 7 | Z 0.75 09/01/24ZILLOW GROUP INC | 20,494,000 | $24.0T | 1.58% | |
| 8 | —ANTERO RESOURCES CORP | 4,172,000 | $22.2T | 1.46% | |
| 9 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 18,780,000 | $21.7T | 1.43% | |
| 10 | RVNC 1.75 02/15/27REVANCE THERAPEUTICS INC | 17,325,000 | $21.4T | 1.41% | |
| 11 | PTCT 1.5 09/15/26PTC THERAPEUTICS INC | 17,945,000 | $20.5T | 1.35% | |
| 12 | SPYSPDR S&P 500 ETF TR | 49,977 | $20.5T | 1.35% | Put |
| 13 | —EVOLENT HEALTH INC | 10,320,000 | $18.7T | 1.24% | |
| 14 | BTU 3.25 03/01/28PEABODY ENGR CORP | 12,000,000 | $18.3T | 1.21% | |
| 15 | IART 0.5 08/15/25INTEGRA LIFESCIENCES HLDGS C | 18,077,000 | $17.7T | 1.17% | |
| 16 | STNGSCORPIO TANKERS INC | 307,591 | $17.3T | 1.14% | Put |
| 17 | —WIX COM LTD | 17,018,000 | $16.8T | 1.11% | |
| 18 | GES 2 04/15/24GUESS INC | 14,937,000 | $15.5T | 1.02% | |
| 19 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 7,106,000 | $13.8T | 0.91% | |
| 20 | RCLROYAL CARIBBEAN GROUP | 210,200 | $13.7T | 0.91% | Put |
| 21 | EEMISHARES TR | 339,500 | $13.4T | 0.88% | Put |
| 22 | VECO 3.5 01/15/25VEECO INSTRS INC DEL | 12,000,000 | $13.2T | 0.87% | |
| 23 | AALAMERICAN AIRLS GROUP INC | 880,037 | $13.0T | 0.86% | Put |
| 24 | ON 0 05/01/27ON SEMICONDUCTOR CORP | 7,940,000 | $12.9T | 0.85% | |
| 25 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 13,966,000 | $12.8T | 0.84% | |
| 26 | BSX 5.5 06/01/23 ABOSTON SCIENTIFIC CORP | 104,831 | $12.6T | 0.83% | |
| 27 | GPRE 2.25 03/15/27GREEN PLAINS INC | 10,340,000 | $12.5T | 0.82% | |
| 28 | VRTXVERTEX PHARMACEUTICALS INC | 36,000 | $11.3T | 0.75% | Put |
| 29 | PEOADAM NAT RES FD INC | 548,468 | $11.3T | 0.74% | |
| 30 | XLESELECT SECTOR SPDR TR | 135,000 | $11.2T | 0.74% | Put |
| 31 | ARKKARK ETF TR | 276,000 | $11.1T | 0.73% | Put |
| 32 | MTSI 0.25 03/15/26MACOM TECH SOLUTIONS HLDGS I | 10,100,000 | $10.7T | 0.70% | |
| 33 | FLDFTAC EMERALD ACQUISITION COR | 933,921 | $9.5T | 0.63% | |
| 34 | —HELIX ENERGY SOLUTIONS GRP I | 6,890,000 | $9.5T | 0.62% | |
| 35 | —AMRYT PHARMA PLC | 629,386 | $9.2T | 0.61% | Put |
| 36 | FT2FIRST HORIZON CORPORATION | 508,750 | $9.0T | 0.60% | Put |
| 37 | OSH 0 03/15/26OAK STR HEALTH INC | 9,000,000 | $8.9T | 0.59% | |
| 38 | TWO 6.25 01/15/26TWO HARBORS INVENTMENT CORPO | 9,718,000 | $8.4T | 0.55% | |
| 39 | PCGPG&E CORP | 514,598 | $8.3T | 0.55% | Put |
| 40 | TVTX 2.25 03/01/29TRAVERE THERAPEUTICS INC | 8,178,000 | $8.0T | 0.53% | |
| 41 | NTNX 0.25 10/01/27NUTANIX INC | 9,500,000 | $7.9T | 0.52% | |
| 42 | —NEWHOLD INVESTMENT CORP II | 777,920 | $7.9T | 0.52% | |
| 43 | —COLLEGIUM PHARMACEUTICAL INC | 7,269,000 | $7.7T | 0.51% | |
| 44 | —KHOSLA VENTURES ACQUT CO III | 746,529 | $7.6T | 0.50% | |
| 45 | GPRO 1.25 11/15/25GOPRO INC | 8,188,000 | $7.5T | 0.49% | |
| 46 | —GARRETT MOTION INC | 839,272 | $7.4T | 0.49% | |
| 47 | RIG 4.625 09/30/29 *TRANSOCEAN INC | 3,500,000 | $7.2T | 0.48% | |
| 48 | ETSY 0.125 10/01/26ETSY INC | 5,000,000 | $7.2T | 0.47% | |
| 49 | STEWSRH TOTAL RETURN FUND INC | 580,389 | $7.1T | 0.47% | |
| 50 | HALO 0.25 03/01/27HALOZYME THERAPEUTICS INC | 8,000,000 | $6.8T | 0.45% | |
| 51 | CCLCARNIVAL CORP | 653,200 | $6.6T | 0.44% | Put |
| 52 | EQTEQT CORP | 207,282 | $6.6T | 0.44% | Call |
| 53 | RBC 5 10/15/24 ARBC BEARINGS INC | 58,104 | $6.5T | 0.43% | |
| 54 | SPE 2.75 01/27/27 CSPECIAL OPPORTUNITIES FD INC | 279,620 | $6.4T | 0.42% | |
| 55 | AQNCN 7.75 06/15/24ALGONQUIN PWR UTILS CORP | 204,995 | $6.1T | 0.40% | |
| 56 | CCIXCHURCHILL CAPITAL CORP VI | 596,240 | $6.0T | 0.40% | |
| 57 | GBX 2.875 04/15/28GREENBRIER COS INC | 7,002,000 | $6.0T | 0.40% | |
| 58 | GQ9SPDR GOLD TR | 32,500 | $6.0T | 0.39% | Call |
| 59 | MDB 0.25 01/15/26MONGODB INC | 4,586,000 | $5.9T | 0.39% | |
| 60 | SWN1EURSOUTHWESTERN ENERGY CO | 1,180,348 | $5.9T | 0.39% | Call |
| 61 | BOX 0 01/15/26BOX INC | 5,000,000 | $5.9T | 0.39% | |
| 62 | LCII 1.125 05/15/26LCI INDS | 6,373,000 | $5.8T | 0.38% | |
| 63 | BPBP PLC | 152,823 | $5.8T | 0.38% | |
| 64 | MDRX 0.875 01/01/27VERADIGM INC | 5,000,000 | $5.6T | 0.37% | |
| 65 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 4,159,000 | $5.6T | 0.37% | |
| 66 | EXAS 2 03/01/30EXACT SCIENCES CORP | 5,000,000 | $5.5T | 0.37% | |
| 67 | ACIALBERTSONS COS INC | 252,946 | $5.3T | 0.35% | |
| 68 | SLAB 0.625 06/15/25SILICON LABORATORIES INC | 3,499,000 | $5.3T | 0.35% | |
| 69 | ARANTERO RESOURCES CORP | 222,438 | $5.1T | 0.34% | Call |
| 70 | CVXCHEVRON CORP NEW | 31,075 | $5.1T | 0.33% | |
| 71 | PR 3.25 04/01/28PERMIAN RESOURCES CORP | 2,750,000 | $5.1T | 0.33% | |
| 72 | BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC | 6,600,000 | $4.9T | 0.32% | |
| 73 | DBMFLITMAN GREGORY FDS TR | 184,141 | $4.8T | 0.32% | |
| 74 | EPR 5.75 PERP CEPR PPTYS | 270,211 | $4.8T | 0.32% | |
| 75 | PRGSPROGRESS SOFTWARE CORP | 4,400,000 | $4.8T | 0.32% | |
| 76 | IMAX 0.5 04/01/26IMAX CORP | 5,000,000 | $4.7T | 0.31% | |
| 77 | NVCR 0 11/01/25NOVOCURE LTD | 5,132,000 | $4.5T | 0.29% | |
| 78 | MXEMEXICO EQUITY & INCOME FD | 439,243 | $4.4T | 0.29% | |
| 79 | VRNS 1.25 08/15/25VARONIS SYS INC | 4,000,000 | $4.4T | 0.29% | |
| 80 | HTZHERTZ GLOBAL HLDGS INC | 261,924 | $4.3T | 0.28% | |
| 81 | RCL 4.25 06/15/23ROYAL CARIBBEAN GROUP | 4,200,000 | $4.3T | 0.28% | |
| 82 | GMED 0.375 03/15/25NUVASIVE INC | 4,750,000 | $4.2T | 0.28% | |
| 83 | LM03LIBERTY MEDIA CORP DEL | 149,806 | $4.2T | 0.28% | |
| 84 | MNKD 2.5 03/01/26MANNKIND CORP | 4,000,000 | $4.2T | 0.28% | |
| 85 | ATEC 0.75 08/01/26ALPHATEC HLDGS INC | 3,875,000 | $4.2T | 0.27% | |
| 86 | AMLPALPS ETF TR | 104,500 | $4.0T | 0.27% | Put |
| 87 | OVVOVINTIV INC | 110,942 | $4.0T | 0.26% | Call |
| 88 | —AMC ENTMT HLDGS INC | 790,000 | $4.0T | 0.26% | Put |
| 89 | ZIMZIM INTEGRATED SHIPPING SERV | 166,740 | $3.9T | 0.26% | Put |
| 90 | INSM 0.75 06/01/28INSMED INC | 5,013,000 | $3.9T | 0.26% | |
| 91 | XLFSELECT SECTOR SPDR TR | 119,800 | $3.9T | 0.25% | Call |
| 92 | EGHT 4 02/01/288X8 INC NEW | 4,250,000 | $3.7T | 0.25% | |
| 93 | EXECHESAPEAKE ENERGY CORP | 47,392 | $3.6T | 0.24% | |
| 94 | BACBANK AMERICA CORP | 125,350 | $3.6T | 0.24% | Call |
| 95 | LSXMKUSDLIBERTY MEDIA CORP DEL | 125,593 | $3.5T | 0.23% | |
| 96 | MGPI 1.875 11/15/41MGP INGREDIENTS INC NEW | 3,000,000 | $3.5T | 0.23% | |
| 97 | BRWSABA CAPITAL INCOME & OPRNT | 429,571 | $3.5T | 0.23% | |
| 98 | AMCAMC ENTMT HLDGS INC | 694,920 | $3.5T | 0.23% | Put |
| 99 | CHWYCHEWY INC | 90,000 | $3.4T | 0.22% | Put |
| 100 | OSH3EUROAK STR HEALTH INC | 84,500 | $3.3T | 0.22% | Put |
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