Chief Compliance Officer

0001103646-16-000016.txt : 20160815 0001103646-16-000016.hdr.sgml : 20160815 20160815150819 ACCESSION NUMBER: 0001103646-16-000016 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CSS LLC/IL CENTRAL INDEX KEY: 0001103646 IRS NUMBER: 364236880 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15940 FILM NUMBER: 161832100 BUSINESS ADDRESS: STREET 1: 175 WEST JACKSON BLVD STREET 2: SUITE 440 CITY: CHICAGO STATE: IL ZIP: 60604 BUSINESS PHONE: 3125428515 MAIL ADDRESS: STREET 1: 175 WEST JACKSON BLVD STREET 2: SUITE 440 CITY: CHICAGO STATE: IL ZIP: 60604 13F-HR 1 primary_doc.xml 13F-HR LIVE false true false 0001103646 XXXXXXXX 06-30-2016 06-30-2016 CSS LLC/IL

175 WEST JACKSON BLVD SUITE 440 CHICAGO IL 60604

13F HOLDINGS REPORT 028-15940 N Mitchel R. Bialek Chief Compliance Officer 312 542-8575 /s/Mitchel R. Bialek Chicago IL 08-11-2016 0 698 1495534 false INFORMATION TABLE 2 form13fInfoTable.xml DESCRIPTION FOR INFORMATION TABLE ABBVIE INCCOM00287Y109105917098SHPutSOLE-1709800ABBVIE INCCOM00287Y10972111654SHSOLE-1165400ABERDEEN EMERGING MKTS SMALLCOM00301T10255245745SHSOLE-4574500ABERDEEN GTR CHINA FD INCCOM00303110122526923SHSOLE-2692300ABERDEEN LATIN AMER EQTY FDCOM00306K10624612217SHSOLE-1221700ABERDEEN SINGAPORE FD INCCOM00324410055160964SHSOLE-6096400ACCURAY INCDEBT 3.500% 2/0004397AF225432250000PRNSOLE-225000000ACCURAY INCNOTE 3.500% 2/0004397AD711281000000PRNSOLE-100000000ADAM NAT RES FD INCCOM00548F10566633112SHSOLE-3311200ADAMS DIVERSIFIED EQUITY FDCOM00621210434827442SHSOLE-2744200AEGERION PHARMACEUTICALS INCCOM00767E1021510000SHPutSOLE-1000000AEGERION PHARMACEUTICALS INCNOTE 2.000% 8/100767EAB810081753000PRNSOLE-175300000AGL RES INCCOM001204106564085500SHSOLE-8550000AK STL HLDG CORPCOM001547108832178564SHSOLE-17856400AK STL HLDG 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ADR82481R10664350SHCallSOLE-35000SHIRE PLCSPONSORED ADR82481R10616378892SHPutSOLE-889200SIGNATURE BK NEW YORK N Y*W EXP 12/12/20182669G112188119863SHSOLE-1986300SINA CORPNOTE 1.000%12/082922RAD524652500000PRNSOLE-250000000SINA CORPORDG814771049258178493SHSOLE-17849300SINA CORPORDG814771048854170700SHPutSOLE-17070000SLM CORPCOM78442P10611418510SHSOLE-1851000SLM CORPCOM78442P106406500SHPutSOLE-650000SM ENERGY COCOM78454L10029210800SHPutSOLE-1080000SM ENERGY COCOM78454L10032111900SHCallSOLE-1190000SOHU COM INCCOM83408W103172645590SHSOLE-4559000SOLARCITY CORPCOM83416T1001536398SHSOLE-639800SOLARCITY CORPCOM83416T10067928300SHCallSOLE-2830000SOLARCITY CORPCOM83416T1003365140600SHPutSOLE-14060000SOLARCITY CORPNOTE 2.750%11/083416TAA88021061000PRNSOLE-106100000SOLAZYME INCNOTE 6.000% 2/083415TAB79011500000PRNSOLE-150000000SOUTHWESTERN ENERGY COCOM84546710930023800SHCallSOLE-2380000SOUTHWESTERN ENERGY COCOM845467109106384400SHPutSOLE-8440000SOUTHWESTERN ENERGY CODEP SHS 1/20 B8454672083315110419SHSOLE-11041900SPDR GOLD TRUSTGOLD SHS78463V1079677650SHSOLE-765000SPECIAL OPPORTUNITIES FD INCCOM84741T1042914211927SHSOLE-21192700SPECTRANETICS CORPMTNF 2.625% 6/084760CAA5444500000PRNSOLE-50000000SPECTRUM PHARMACEUTICALS INCNOTE 2.750%12/184763AAB49091000000PRNSOLE-100000000SPRINT CORPCOM SER 185207U10535678528SHSOLE-7852800ST JUDE MED INCCOM7908491033905000SHSOLE-500000STANDARD PAC CORP NEWNOTE 1.250% 8/085375CBC453785000000PRNSOLE-500000000STANLEY BLACK & DECKER INCUNIT 11/17/20166854502804884175911SHSOLE-7591100STARWOOD HOTELS&RESORTS WRLDCOM85590A401621083981SHSOLE-8398100STARZCOM SER A85571Q102133144472SHSOLE-4447200STARZCOM SER B85571Q201116437554SHSOLE-3755400STEEL PARTNERS HLDGS L PLTD PRTRSHIP U85814R10769647509SHSOLE-4750900STEREOTAXIS INCCOM NEW85916J4091717025SHSOLE-1702500STRYKER CORPCOM8636671012281900SHSOLE-190000SUNCOR ENERGY INC NEWCOM86722410783029918SHSOLE-2991800SUNCOR ENERGY INC NEWCOM86722410755520000SHCallSOLE-2000000SUNCOR ENERGY INC NEWCOM86722410785730900SHPutSOLE-3090000SUNPOWER CORPCOM86765240631320239SHSOLE-2023900SUNPOWER CORPCOM867652406392500SHPutSOLE-250000SUNTRUST BKS INC*W EXP 11/14/201867914111148123461604SHSOLE-346160400SUNTRUST BKS INC*W EXP 12/31/20186791412948652442SHSOLE-5244200SWISS HELVETIA FD INCCOM87087510176073399SHSOLE-7339900SYNERGY PHARMACEUTICALS DELCOM NEW8716393084912852SHSOLE-1285200SYNERGY RES CORPCOM87164P1039314000SHSOLE-1400000SYNGENTA AGSPONSORED ADR87160A10095312404SHSOLE-1240400T MOBILE US INCCOM8725901043468000SHPutSOLE-800000T MOBILE US INCCOM8725901042295282SHSOLE-528200TAIWAN FD INCCOM87403610688558022SHSOLE-5802200TALEN ENERGY CORPCOM87422J10522916906SHSOLE-1690600TALLGRASS ENERGY PARTNERS LPCOM UNIT87469710592020000SHCallSOLE-2000000TALMER BANCORP INCCOM87482X10138820244SHSOLE-2024400TARGA RES CORPCOM87612G101287468200SHCallSOLE-6820000TCF FINL CORP*W EXP 11/14/201872275128325233586SHSOLE-23358600TECO ENERGY INCCOM8723751004754172000SHSOLE-17200000TELECOM ARGENTINA S ASPON ADR REP B87927320935819500SHPutSOLE-1950000TELEPHONE & DATA SYS INCCOM NEW8794338292919800SHSOLE-980000TERRAVIA HLDGS INCCOM88105A106345131900SHPutSOLE-13190000TESARO INCNOTE 3.000%10/0881569AA54341617300000PRNSOLE-1730000000TESLA MTRS INCCOM88160R1011765983200SHPutSOLE-8320000TESLA MTRS INCNOTE 0.250% 3/088160RAB770828000000PRNSOLE-800000000TESLA MTRS INCNOTE 1.250% 3/088160RAC570478500000PRNSOLE-850000000TESLA MTRS INCNOTE 1.500% 6/088160RAA92479914630000PRNSOLE-1463000000TESORO CORPCOM88160910177910400SHSOLE-1040000TESORO CORPCOM881609101149820000SHPutSOLE-2000000TEVA PHARMACEUTICAL FIN LLCDBCV 0.250% 2/088163VAE91287410250000PRNSOLE-1025000000THAI FD INCCOM88290410539049306SHSOLE-4930600TIMKENSTEEL CORPNOTE 6.000% 6/0887399AA131863000000PRNSOLE-300000000TIVO INCCOM88870610819820000SHSOLE-2000000TRI POINTE GROUP INCCOM87265H1092376201026SHSOLE-20102600TRINA SOLAR LIMITEDDBCV 3.500% 6/189628EAC863847500000PRNSOLE-750000000TRINA SOLAR LIMITEDSPON ADR89628E104425400SHCallSOLE-540000TRINA SOLAR LIMITEDSPON ADR89628E1043029391500SHPutSOLE-39150000TRULIA INCNOTE 2.750%12/1897888AB955043500000PRNSOLE-350000000TURKISH INVT FD INCCOM90014510320824323SHSOLE-2432300TURQUOISE HILL RES LTDCOM90043510812737601SHSOLE-3760100TWITTER INCCOM90184L10253431600SHPutSOLE-3160000TWITTER INCCOM90184L10233820000SHCallSOLE-2000000TWITTER INCNOTE 1.000% 9/190184LAD435624000000PRNSOLE-400000000TWO HBRS INVT CORPCOM90187B10117120000SHSOLE-2000000TYCO INTL PLCSHSG914421062716354SHSOLE-635400TYCO INTL PLCSHSG914421064019400SHPutSOLE-940000TYSON FOODS INCUNIT 99/99/9999902494301224630352SHSOLE-3035200UNITED CONTL HLDGS INCCOM9100471093839343SHSOLE-934300USA TECHNOLOGIES INCCOM NO PAR90328S5004610689SHSOLE-1068900VALERO ENERGY CORP NEWCOM91913Y100160431450SHSOLE-3145000VALERO ENERGY CORP NEWCOM91913Y10078015300SHCallSOLE-1530000VALERO ENERGY CORP NEWCOM91913Y100453989000SHPutSOLE-8900000VALLEY NATL BANCORP*W EXP 11/14/20191979413114205217SHSOLE-20521700VERISIGN INCSDCV 3.250% 8/192343EAD475773000000PRNSOLE-300000000VERIZON COMMUNICATIONS INCCOM92343V10455810000SHPutSOLE-1000000VERIZON COMMUNICATIONS INCCOM92343V104171630722SHSOLE-3072200VICOR CORPCOM92581510220220025SHSOLE-2002500VIPSHOP HLDGS LTDNOTE 1.500% 3/192763WAA124742500000PRNSOLE-250000000VIPSHOP HLDGS LTDSPONSORED ADR92763W10312110865SHSOLE-1086500VIPSHOP HLDGS LTDSPONSORED ADR92763W1031937173500SHPutSOLE-17350000VIRTUS TOTAL RETURN FDCOM92829A10315633516SHSOLE-3351600WAL-MART STORES INCCOM9311421032563500SHSOLE-350000WAL-MART STORES INCCOM9311421033655000SHPutSOLE-500000WASHINGTON FED INC*W EXP 11/14/201938824117822125281SHSOLE-12528100WATSCO INCCL B CONV9426221015133671SHSOLE-367100WEATHERFORD INTL LTDNOTE 5.875% 7/0947075AH032763009000PRNSOLE-300900000WEBMD HEALTH CORPNOTE 1.500%12/094770VAK81352410612000PRNSOLE-1061200000WEC ENERGY GROUP INCCOM92939U1065017673SHSOLE-767300WEC ENERGY GROUP INCCOM92939U1063595500SHPutSOLE-550000WELLPOINT INCNOTE 2.750%10/194973VBG1172889350000PRNSOLE-935000000WELLS FARGO & CO NEWPERP PFD CNV A949746804285220SHSOLE-22000WELLTOWER INC6.50% PFD PREPET95040Q203338850009SHSOLE-5000900WENDYS COCOM95058W10013514102SHSOLE-1410200WESCO INTL INCDBCV 6.000% 9/195082PAH889735000000PRNSOLE-500000000WESTERN ASSET CLYM INFL OPPCOM95766R10414613149SHSOLE-1314900WESTERN ASSET EMRG MKT DEBTCOM95766A10132521103SHSOLE-2110300WESTERN DIGITAL CORPCOM95810210547810120SHCallSOLE-1012000WESTERN DIGITAL CORPCOM95810210576116100SHPutSOLE-1610000WESTERN DIGITAL CORPCOM9581021051172466SHSOLE-246600WESTERN REFNG INCCOM959319104111253899SHSOLE-5389900WESTERN REFNG INCCOM95931910473835800SHCallSOLE-3580000WEYERHAEUSER COCOM9621661042809416SHSOLE-941600WEYERHAEUSER COCOM96216610468323000SHPutSOLE-2300000WEYERHAEUSER COPREF CONV SER A9621668727490148621SHSOLE-14862100WHITING PETE CORP NEWCOM9663871021216131200SHPutSOLE-13120000WHITING PETE CORP NEWCOM96638710227129235SHSOLE-2923500WHITING PETE CORP NEWDBCV 1.250% 4/0966387AU644324200000PRNSOLE-420000000WILLIAMS COS INC DELCOM96945710042419600SHSOLE-1960000WILLIAMS PARTNERS L P NEWCOM UNIT LTD PAR96949L105231466778SHSOLE-6677800WILSHIRE BANCORP INCCOM97186T10841740019SHSOLE-4001900WINDSTREAM HLDGS INCCOM NEW97382A20065170257SHSOLE-7025700WINTRUST FINL CORP*W EXP 12/19/20197650W1578358295329SHSOLE-29532900WORKDAY INCNOTE 0.750% 7/198138HAC516721500000PRNSOLE-150000000WP GLIMCHER INCOM92939N10248943730SHSOLE-4373000WPX ENERGY INCPFD SER A CV98212B202116325131SHSOLE-2513100WRIGHT MED GROUP INCNOTE 2.000% 2/198235TAE742654637000PRNSOLE-463700000WRIGHT MED GROUP N VRIGHT 03/01/2019N966171266954980SHSOLE-5498000YAHOO INCCOM984332106432571151694SHSOLE-115169400YY INCADS REPCOM CLA98426T10633910000SHCallSOLE-1000000ZEDGE INCCL B98923T1049620896SHSOLE-2089600ZILLOW GROUP INCCL A98954M10174120237SHSOLE-2023700ZILLOW GROUP INCCL C CAP STK98954M2003158683SHSOLE-868300ZION OIL & GAS INCCOM9896961094129760SHSOLE-2976000ZIONS BANCORPORATION*W EXP 05/22/202989701115105154955830SHSOLE-495583000ZIONS BANCORPORATION*W EXP 11/14/20198970113115611431879SHSOLE-143187900ZWEIG FDCOM NEW98983420561949200SHSOLE-4920000ZWEIG TOTAL RETURN FD INCCOM NEW98983720834428554SHSOLE-2855400ZYNGA INCCL A98986T1087128400SHSOLE-2840000