CSS LLC/IL
Q4 2025 13F-HR Holdings
Net value change ($000)
+20,373
(0.9%)
New positions
165
Sold out positions
121
Turnover %
43.5%
Sector allocation + QoQ delta (equities-only)
Snapshot: Change Analysis
Compared to Q3 2025
Methodology:
sector metrics are equities-only;
instrument mix chart is ex-options;
options exposure is shown separately.
Why this matters.
Top Adds (Value $000, Stocks/ETFs)
| BAC | 24,897 | 537.7% |
| SOFI | 9,395 | NEW |
| DMII | 7,979 | NEW |
| IRHO | 7,340 | NEW |
| SWZ | 7,007 | 211.6% |
| ITHA | 5,922 | NEW |
| BRR | 5,466 | NEW |
| LKSP | 4,737 | NEW |
| MESH | 4,465 | NEW |
| BRW | 4,289 | 479.8% |
Top Reduces (Value $000, Stocks/ETFs)
| China Fund, Inc. | -12,798 | -100.0% |
| BRKR | -10,788 | -100.0% |
| GTLS | -9,901 | -100.0% |
| WOLF | -8,582 | -100.0% |
| DMII | -8,125 | -100.0% |
| BDCI | -7,150 | -100.0% |
| SPY | -6,932 | -48.8% |
| KEL | -6,125 | -100.0% |
| 89bio, Inc. | -6,021 | -100.0% |
| CEPF | -5,375 | -81.2% |
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000):
480,225
(21.3% of total reported value)
How this table is calculated:
SEC
VALUE ($000) is used as reported.
For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received.
Column % is bucket-based:
non-options share is calculated inside non-option total, options share is calculated inside options total.
Details.
Filter:
Instrument:
| Issuer Name | Ticker | Sector | Industry | Class | History | Value ($000) | % | Shares | Shares Δ | Shares Δ% | Value Δ ($000) | Value Δ% | Principal | Option Type |
|---|