CSS LLC/IL

Filed: 11/14/2023ACC: 0001085146-23-004423

📋 What this filing means

CSS LLC/IL filed this quarterly 13F‑HR report disclosing 658 equity positions with a total reported market value of $1.52B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

658

Positions

$1.52B

Total AUM (reported)

661.93M

Total Shares

Allocation by class

COM$371.47M24.4%

NOTE 6.000% 8/1$108.84M7.1%

ORD SHS A$87.61M5.7%

NOTE 6.500% 7/0$59.12M3.9%

NOTE 5.750%10/0$54.57M3.6%

NOTE 3.250% 3/0$35.79M2.3%

NOTE 4/0$27.11M1.8%

Portfolio Concentration

Top 3$255.57M16.8%

4–10$216.02M14.2%

11–25$260.48M17.1%

Rest$792.19M52.0%

Top 3 weight

16.8%

Top 10 weight

30.9%

Voting Authority Distribution

Total shares with voting rights: 661.93M

Sole

Full voting authority

661.93M

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole658

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings658

Rows:

ROYAL CARIBBEAN GROUP

SOLE

NOTE 6.000% 8/1

Shares55.15M

TypePRN

Market value$108.84M

7.14%

Sole

55.15M

Shared

0.00

None

0.00

NOBLE CORP PLC

SOLE

ORD SHS A

Shares1.73M

TypeSH

Market value$87.61M

5.75%

Sole

1.73M

Shared

0.00

None

0.00

AMERICAN AIRLINES GROUP INC

SOLE

NOTE 6.500% 7/0

Shares55.29M

TypePRN

Market value$59.12M

3.88%

Sole

55.29M

Shared

0.00

None

0.00

CARNIVAL CORP

SOLE

NOTE 5.750%10/0

Shares35.19M

TypePRN

Market value$52.73M

3.46%

Sole

35.19M

Shared

0.00

None

0.00

PEABODY ENGR CORP

SOLE

NOTE 3.250% 3/0

Shares23.72M

TypePRN

Market value$35.79M

2.35%

Sole

23.72M

Shared

0.00

None

0.00

IONIS PHARMACEUTICALS INC

SOLE

NOTE 4/0

Shares27.69M

TypePRN

Market value$27.11M

1.78%

Sole

27.69M

Shared

0.00

None

0.00

ARK ETF TR

SOLE

INNOVATION ETF

Shares680.50K

TypeSH

Market value$27.00M

1.77%

Sole

680.50K

Shared

0.00

None

0.00

MACOM TECH SOLUTIONS HLDGS I

SOLE

NOTE 0.250% 3/1

Shares22.52M

TypePRN

Market value$25.65M

1.68%

Sole

22.52M

Shared

0.00

None

0.00

MARRIOTT VACATIONS WORLDWIDE

SOLE

NOTE 1/1

Shares27.78M

TypePRN

Market value$24.54M

1.61%

Sole

27.78M

Shared

0.00

None

0.00

NEUROCRINE BIOSCIENCES INC

SOLE

NOTE 2.250% 5/1

Shares15.66M

TypePRN

Market value$23.21M

1.52%

Sole

15.66M

Shared

0.00

None

0.00

MANNKIND CORP

SOLE

NOTE 2.500% 3/0

Shares21M

TypePRN

Market value$22.07M

1.45%

Sole

21M

Shared

0.00

None

0.00

ROYAL CARIBBEAN GROUP

SOLE

COM

Shares235.20K

TypeSH

Market value$21.67M

1.42%

Sole

235.20K

Shared

0.00

None

0.00

GREEN PLAINS INC

SOLE

NOTE 2.250% 3/1

Shares18.44M

TypePRN

Market value$21.41M

1.40%

Sole

18.44M

Shared

0.00

None

0.00

ACTIVISION BLIZZARD INC

SOLE

COM

Shares221.40K

TypeSH

Market value$20.73M

1.36%

Sole

221.40K

Shared

0.00

None

0.00

AMERICAN AIRLS GROUP INC

SOLE

COM

Shares1.55M

TypeSH

Market value$19.91M

1.31%

Sole

1.55M

Shared

0.00

None

0.00

ALPHATEC HLDGS INC

SOLE

NOTE 0.750% 8/0

Shares18.22M

TypePRN

Market value$17.51M

1.15%

Sole

18.22M

Shared

0.00

None

0.00

REDWOOD TRUST INC

SOLE

NOTE 7.750% 6/1

Shares18.92M

TypePRN

Market value$17.06M

1.12%

Sole

18.92M

Shared

0.00

None

0.00

NATIONAL INSTRS CORP

SOLE

COM

Shares278.92K

TypeSH

Market value$16.63M

1.09%

Sole

278.92K

Shared

0.00

None

0.00

PROS HOLDINGS INC

SOLE

NOTE 2.250% 9/1

Shares14.74M

TypePRN

Market value$15.54M

1.02%

Sole

14.74M

Shared

0.00

None

0.00

SPDR S&P 500 ETF TR

SOLE

TR UNIT

Shares36.27K

TypeSH

Market value$15.50M

1.02%

Sole

36.27K

Shared

0.00

None

0.00

HELIX ENERGY SOLUTIONS GRP I

SOLE

NOTE 6.750% 2/1

Shares8.89M

TypePRN

Market value$15.39M

1.01%

Sole

8.89M

Shared

0.00

None

0.00

CINEMARK HLDGS INC

SOLE

NOTE 4.500% 8/1

Shares10.40M

TypePRN

Market value$15.20M

1.00%

Sole

10.40M

Shared

0.00

None

0.00

SAREPTA THERAPEUTICS INC

SOLE

DBCV 1.500%11/1

Shares8.20M

TypePRN

Market value$14.54M

0.95%

Sole

8.20M

Shared

0.00

None

0.00

CONMED CORP

SOLE

NOTE 2.250% 6/1

Shares15.10M

TypePRN

Market value$14.44M

0.95%

Sole

15.10M

Shared

0.00

None

0.00

VERTEX PHARMACEUTICALS INC

SOLE

COM

Shares37K

TypeSH

Market value$12.87M

0.84%

Sole

37K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ROYAL CARIBBEAN GROUPSOLE	NOTE 6.000% 8/1	55.15M	PRN	$108.84M 7.14%	55.15M
NOBLE CORP PLCSOLE	ORD SHS A	1.73M	SH	$87.61M 5.75%	1.73M
AMERICAN AIRLINES GROUP INCSOLE	NOTE 6.500% 7/0	55.29M	PRN	$59.12M 3.88%	55.29M
CARNIVAL CORPSOLE	NOTE 5.750%10/0	35.19M	PRN	$52.73M 3.46%	35.19M
PEABODY ENGR CORPSOLE	NOTE 3.250% 3/0	23.72M	PRN	$35.79M 2.35%	23.72M
IONIS PHARMACEUTICALS INCSOLE	NOTE 4/0	27.69M	PRN	$27.11M 1.78%	27.69M
ARK ETF TRSOLE	INNOVATION ETF	680.50K	SH	$27.00M 1.77%	680.50K
MACOM TECH SOLUTIONS HLDGS ISOLE	NOTE 0.250% 3/1	22.52M	PRN	$25.65M 1.68%	22.52M
MARRIOTT VACATIONS WORLDWIDESOLE	NOTE 1/1	27.78M	PRN	$24.54M 1.61%	27.78M
NEUROCRINE BIOSCIENCES INCSOLE	NOTE 2.250% 5/1	15.66M	PRN	$23.21M 1.52%	15.66M
MANNKIND CORPSOLE	NOTE 2.500% 3/0	21M	PRN	$22.07M 1.45%	21M
ROYAL CARIBBEAN GROUPSOLE	COM	235.20K	SH	$21.67M 1.42%	235.20K
GREEN PLAINS INCSOLE	NOTE 2.250% 3/1	18.44M	PRN	$21.41M 1.40%	18.44M
ACTIVISION BLIZZARD INCSOLE	COM	221.40K	SH	$20.73M 1.36%	221.40K
AMERICAN AIRLS GROUP INCSOLE	COM	1.55M	SH	$19.91M 1.31%	1.55M
ALPHATEC HLDGS INCSOLE	NOTE 0.750% 8/0	18.22M	PRN	$17.51M 1.15%	18.22M
REDWOOD TRUST INCSOLE	NOTE 7.750% 6/1	18.92M	PRN	$17.06M 1.12%	18.92M
NATIONAL INSTRS CORPSOLE	COM	278.92K	SH	$16.63M 1.09%	278.92K
PROS HOLDINGS INCSOLE	NOTE 2.250% 9/1	14.74M	PRN	$15.54M 1.02%	14.74M
SPDR S&P 500 ETF TRSOLE	TR UNIT	36.27K	SH	$15.50M 1.02%	36.27K
HELIX ENERGY SOLUTIONS GRP ISOLE	NOTE 6.750% 2/1	8.89M	PRN	$15.39M 1.01%	8.89M
CINEMARK HLDGS INCSOLE	NOTE 4.500% 8/1	10.40M	PRN	$15.20M 1.00%	10.40M
SAREPTA THERAPEUTICS INCSOLE	DBCV 1.500%11/1	8.20M	PRN	$14.54M 0.95%	8.20M
CONMED CORPSOLE	NOTE 2.250% 6/1	15.10M	PRN	$14.44M 0.95%	15.10M
VERTEX PHARMACEUTICALS INCSOLE	COM	37K	SH	$12.87M 0.84%	37K

Page 1 of 27

…