CSS LLC/IL Q4 2023 Filing
Filed February 14, 2024
Portfolio Value
$1.7B
Holdings
654
Report Date
Q4 2023
Filing Type
13F-HR
All Holdings (654 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | RCL 6 08/15/25ROYAL CARIBBEAN GROUP | 50,150,000 | $133.6T | 7722418.99% | |
| 2 | NENOBLE CORP PLC | 1,575,706 | $75.9T | 4385619.74% | |
| 3 | ARKKARK ETF TR | 1,313,900 | $68.8T | 3976620.91% | Put |
| 4 | AAL 6.5 07/01/25AMERICAN AIRLINES GROUP INC | 53,790,000 | $59.7T | 3452828.78% | |
| 5 | SPYSPDR S&P 500 ETF TR | 120,184 | $57.1T | 3301360.20% | Put |
| 6 | MRTXEURMIRATI THERAPEUTICS INC | 806,545 | $47.4T | 2738456.03% | Put |
| 7 | MTSI 0.25 03/15/26MACOM TECH SOLUTIONS HLDGS I | 30,018,000 | $37.0T | 2140472.00% | |
| 8 | BTU 3.25 03/01/28PEABODY ENGR CORP | 23,718,000 | $34.0T | 1965399.28% | |
| 9 | IONS 0 04/01/26IONIS PHARMACEUTICALS INC | 31,931,000 | $33.7T | 1949122.34% | |
| 10 | RCLROYAL CARIBBEAN GROUP | 235,200 | $30.5T | 1760122.33% | Put |
| 11 | SPLK 1.125 09/15/25SPLUNK INC | 25,482,000 | $28.1T | 1625739.84% | |
| 12 | AALAMERICAN AIRLS GROUP INC | 1,956,600 | $26.9T | 1553667.52% | Put |
| 13 | NCLH 5.375 08/01/25NCL CORP LTD | 20,115,000 | $25.8T | 1493617.54% | |
| 14 | VAC 0 01/15/26MARRIOTT VACATIONS WORLDWIDE | 25,778,000 | $22.8T | 1316383.98% | |
| 15 | BKD 7 11/15/25BROOKDALE SR LIVING INC | 273,445 | $22.1T | 1279655.12% | |
| 16 | GPRE 2.25 03/15/27GREEN PLAINS INC | 20,190,000 | $21.1T | 1220987.53% | |
| 17 | RBC 5 10/15/24 ARBC BEARINGS INC | 147,943 | $19.2T | 1107805.42% | |
| 18 | BSY 0.125 01/15/26BENTLEY SYS INC | 19,011,000 | $18.9T | 1090390.43% | |
| 19 | CCLCARNIVAL CORP | 921,900 | $17.1T | 987785.96% | Put |
| 20 | MNKD 2.5 03/01/26MANNKIND CORP | 15,500,000 | $15.8T | 911907.80% | |
| 21 | NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC | 8,859,000 | $15.4T | 890382.91% | |
| 22 | RWT 7.75 06/15/27REDWOOD TRUST INC | 16,529,000 | $15.4T | 887286.35% | |
| 23 | VRTXVERTEX PHARMACEUTICALS INC | 36,700 | $14.9T | 863003.16% | Put |
| 24 | CNMD 2.25 06/15/27CONMED CORP | 14,900,000 | $14.9T | 862623.75% | |
| 25 | ASND 2.25 04/01/28ASCENDIS PHARMA A/S | 12,500,000 | $12.9T | 745460.97% | |
| 26 | PCGPG&E CORP | 713,927 | $12.9T | 743907.34% | Put |
| 27 | ARCC 4.625 03/01/24ARES CAPITAL CORP | 12,141,000 | $12.6T | 726658.68% | |
| 28 | PRGSPROGRESS SOFTWARE CORP | 11,284,000 | $11.9T | 687454.99% | |
| 29 | SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC | 8,197,000 | $11.6T | 670330.46% | |
| 30 | CYTK 3.5 07/01/27CYTOKINETICS INC | 6,449,000 | $11.4T | 659564.70% | |
| 31 | GBX 2.875 04/15/28GREENBRIER COS INC | 10,935,000 | $10.8T | 622896.81% | |
| 32 | IWMISHARES TR | 52,000 | $10.4T | 603172.68% | Put |
| 33 | STWD 6.75 07/15/27STARWOOD PPTY TR INC | 9,385,000 | $10.2T | 588492.47% | |
| 34 | XLFSELECT SECTOR SPDR TR | 264,019 | $9.9T | 573709.86% | Put |
| 35 | PRO 2.25 09/15/27PROS HOLDINGS INC | 8,739,000 | $9.9T | 572406.13% | |
| 36 | DXCM 0.25 11/15/25DEXCOM INC | 8,758,000 | $9.1T | 528789.07% | |
| 37 | —HELIX ENERGY SOLUTIONS GRP I | 5,667,000 | $9.0T | 520950.02% | |
| 38 | —COLLEGIUM PHARMACEUTICAL INC | 7,269,000 | $8.9T | 511947.50% | |
| 39 | IMAX 0.5 04/01/26IMAX CORP | 9,500,000 | $8.5T | 489577.46% | |
| 40 | HALO 1 08/15/28HALOZYME THERAPEUTICS INC | 9,000,000 | $8.4T | 484495.27% | |
| 41 | STEWSRH TOTAL RETURN FUND INC | 593,055 | $8.2T | 475379.82% | |
| 42 | SIRIEURSIRIUS XM HOLDINGS INC | 1,402,676 | $7.7T | 443418.71% | Put |
| 43 | SMTC 1.625 11/01/27SEMTECH CORP | 8,763,000 | $7.5T | 431990.01% | |
| 44 | PEOADAM NAT RES FD INC | 354,779 | $7.3T | 422986.45% | |
| 45 | —ICOSAVAX INC | 462,079 | $7.3T | 420863.97% | Put |
| 46 | RIG 4.625 09/30/29 *TRANSOCEAN INC | 3,500,000 | $7.3T | 420232.13% | |
| 47 | IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS INC | 6,509,000 | $7.1T | 408586.30% | |
| 48 | RSPINVESCO EXCHANGE TRADED FD T | 44,300 | $7.0T | 403998.76% | Call |
| 49 | INSM 0.75 06/01/28INSMED INC | 5,894,000 | $6.8T | 391396.07% | |
| 50 | CNK 4.5 08/15/25CINEMARK HLDGS INC | 5,400,000 | $6.5T | 377933.89% | |
| 51 | VRNS 1.25 08/15/25VARONIS SYS INC | 4,250,000 | $6.5T | 374506.82% | |
| 52 | PLUG 3.75 06/01/25PLUG PWR INC | 6,200,000 | $6.5T | 374123.65% | |
| 53 | SPE 2.75 01/27/27 CSPECIAL OPPORTUNITIES FD INC | 282,834 | $6.4T | 372580.02% | |
| 54 | WWAYFAIR INC | 98,700 | $6.1T | 351942.43% | Put |
| 55 | INVA 2.125 03/15/28INNOVIVA INC | 6,920,000 | $6.1T | 351885.44% | |
| 56 | EPR 5.75 PERP CEPR PPTYS | 284,290 | $6.0T | 349115.69% | |
| 57 | CALY 2.75 05/01/26TOPGOLF CALLAWAY BRANDS CORP | 5,500,000 | $5.9T | 342592.80% | |
| 58 | HCI 4.75 06/01/42HCI GROUP INC | 4,530,000 | $5.7T | 327216.20% | |
| 59 | DBX 0 03/01/26DROPBOX INC | 5,359,000 | $5.3T | 304885.70% | |
| 60 | 1939900DBROOKFIELD INFRASTRUCTURE CO | 147,031 | $5.2T | 299782.82% | Put |
| 61 | BPBP PLC | 145,223 | $5.1T | 297103.63% | Call |
| 62 | NTRA 2.25 05/01/27NATERA INC | 3,000,000 | $5.1T | 296450.63% | |
| 63 | SPUSDSP PLUS CORP | 98,500 | $5.0T | 291742.30% | Call |
| 64 | USX1UNITED STATES STL CORP NEW | 103,000 | $5.0T | 289593.88% | Put |
| 65 | AMLPALPS ETF TR | 117,400 | $5.0T | 288489.93% | Put |
| 66 | PARA 5.75 04/01/24 APARAMOUNT GLOBAL | 264,241 | $4.9T | 285040.66% | |
| 67 | MXEMEXICO EQUITY & INCOME FD | 439,243 | $4.9T | 284310.05% | |
| 68 | GMGENERAL MTRS CO | 133,947 | $4.8T | 278060.11% | Call |
| 69 | NIONIO INC | 517,600 | $4.7T | 271313.16% | Put |
| 70 | BBIO 2.5 03/15/27BRIDGEBIO PHARMA INC | 3,658,000 | $4.4T | 255908.65% | |
| 71 | GOOGLALPHABET INC | 31,274 | $4.4T | 252474.86% | Call |
| 72 | AELUSDAMERICAN EQTY INVT LIFE HLD | 78,145 | $4.4T | 252002.41% | |
| 73 | BBIO 2.25 02/01/29BRIDGEBIO PHARMA INC | 5,043,000 | $4.3T | 246202.33% | |
| 74 | ABR 7.5 08/01/25ARBOR REALTY TRUST INC | 4,000,000 | $4.1T | 236215.95% | |
| 75 | RGENREPLIGEN CORP | 3,500,000 | $3.9T | 227441.94% | |
| 76 | VOOVANGUARD INDEX FDS | 9,000 | $3.9T | 227192.74% | |
| 77 | MARA 1 12/01/26MARATHON DIGITAL HOLDINGS IN | 4,700,000 | $3.9T | 226435.31% | |
| 78 | CEF/USPROTT PHYSICAL GOLD & SILVE | 202,771 | $3.9T | 224410.91% | |
| 79 | EEMISHARES TR | 96,500 | $3.9T | 224249.09% | Put |
| 80 | SEDG 0 09/15/25SOLAREDGE TECHNOLOGIES INC | 4,250,000 | $3.9T | 223160.63% | |
| 81 | POST 2.5 08/15/27POST HLDGS INC | 3,500,000 | $3.5T | 204830.27% | |
| 82 | DBX 0 03/01/28DROPBOX INC | 3,500,000 | $3.5T | 202963.06% | |
| 83 | RIVNRIVIAN AUTOMOTIVE INC | 149,086 | $3.5T | 202131.61% | Put |
| 84 | —MITEK SYS INC | 3,750,000 | $3.5T | 202063.30% | |
| 85 | DBMFLITMAN GREGORY FDS TR | 133,864 | $3.4T | 199287.02% | |
| 86 | WOLF 1.75 05/01/26WOLFSPEED INC | 3,000,000 | $3.4T | 197177.78% | |
| 87 | ORA 2.5 07/15/27ORMAT TECHNOLOGIES INC | 3,250,000 | $3.3T | 193106.66% | |
| 88 | BILL 0 12/01/25BILL HOLDINGS INC | 3,500,000 | $3.3T | 190173.36% | |
| 89 | —CLEARBRIDGE MLP AND MIDSTRM | 81,774 | $3.3T | 189461.36% | |
| 90 | VECO 3.5 01/15/25VEECO INSTRS INC DEL | 2,400,000 | $3.3T | 189257.24% | |
| 91 | ACIALBERTSONS COS INC | 142,157 | $3.3T | 188958.05% | Call |
| 92 | APAAPA CORPORATION | 90,551 | $3.2T | 187765.16% | Call |
| 93 | PENN 2.75 05/15/26PENN ENTERTAINMENT INC | 2,500,000 | $3.2T | 187558.26% | |
| 94 | AFRMAFFIRM HLDGS INC | 65,000 | $3.2T | 184594.10% | Put |
| 95 | SHELSHELL PLC | 47,928 | $3.2T | 182257.10% | Call |
| 96 | PLUNPLUG POWER INC | 695,700 | $3.1T | 180927.18% | Put |
| 97 | SPESPECIAL OPPORTUNITIES FD INC | 261,384 | $3.1T | 179156.66% | |
| 98 | WOLF 1.875 12/01/29WOLFSPEED INC | 4,500,000 | $3.0T | 175373.24% | |
| 99 | —CLEARBRIDGE MLP AND MIDSTRM | 83,754 | $3.0T | 175365.09% | |
| 100 | BE 2.5 08/15/25BLOOM ENERGY CORP | 2,582,000 | $3.0T | 172412.83% |
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