CSS LLC/IL

Filed: 2/14/2024ACC: 0001085146-24-001360

📋 What this filing means

CSS LLC/IL filed this quarterly 13F‑HR report disclosing 654 equity positions with a total reported market value of $1.73B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

654

Positions

$1.73B

Total AUM (reported)

709.31M

Total Shares

Allocation by class

COM$418.77M24.2%

NOTE 6.000% 8/1$133.62M7.7%

ORD SHS A$75.89M4.4%

INNOVATION ETF$68.81M4.0%

TR UNIT$61.01M3.5%

NOTE 6.500% 7/0$59.75M3.5%

NOTE 0.250% 3/1$37.04M2.1%

Portfolio Concentration

Top 3$278.32M16.1%

4–10$299.48M17.3%

11–25$291.33M16.8%

Rest$861.20M49.8%

Top 3 weight

16.1%

Top 10 weight

33.4%

Voting Authority Distribution

Total shares with voting rights: 709.31M

Sole

Full voting authority

709.31M

% 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)

Sole654

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings654

Rows:

ROYAL CARIBBEAN GROUP

SOLE

NOTE 6.000% 8/1

Shares50.15M

TypePRN

Market value$133.62M

7.72%

Sole

50.15M

Shared

0.00

None

0.00

NOBLE CORP PLC

SOLE

ORD SHS A

Shares1.58M

TypeSH

Market value$75.89M

4.39%

Sole

1.58M

Shared

0.00

None

0.00

ARK ETF TR

SOLE

INNOVATION ETF

Shares1.31M

TypeSH

Market value$68.81M

3.98%

Sole

1.31M

Shared

0.00

None

0.00

AMERICAN AIRLINES GROUP INC

SOLE

NOTE 6.500% 7/0

Shares53.79M

TypePRN

Market value$59.75M

3.45%

Sole

53.79M

Shared

0.00

None

0.00

SPDR S&P 500 ETF TR

SOLE

TR UNIT

Shares120.18K

TypeSH

Market value$57.12M

3.30%

Sole

120.18K

Shared

0.00

None

0.00

MIRATI THERAPEUTICS INC

SOLE

COM

Shares806.54K

TypeSH

Market value$47.38M

2.74%

Sole

806.54K

Shared

0.00

None

0.00

MACOM TECH SOLUTIONS HLDGS I

SOLE

NOTE 0.250% 3/1

Shares30.02M

TypePRN

Market value$37.04M

2.14%

Sole

30.02M

Shared

0.00

None

0.00

PEABODY ENGR CORP

SOLE

NOTE 3.250% 3/0

Shares23.72M

TypePRN

Market value$34.01M

1.97%

Sole

23.72M

Shared

0.00

None

0.00

IONIS PHARMACEUTICALS INC

SOLE

NOTE 4/0

Shares31.93M

TypePRN

Market value$33.73M

1.95%

Sole

31.93M

Shared

0.00

None

0.00

ROYAL CARIBBEAN GROUP

SOLE

COM

Shares235.20K

TypeSH

Market value$30.46M

1.76%

Sole

235.20K

Shared

0.00

None

0.00

SPLUNK INC

SOLE

NOTE 1.125% 9/1

Shares25.48M

TypePRN

Market value$28.13M

1.63%

Sole

25.48M

Shared

0.00

None

0.00

AMERICAN AIRLS GROUP INC

SOLE

COM

Shares1.96M

TypeSH

Market value$26.88M

1.55%

Sole

1.96M

Shared

0.00

None

0.00

NCL CORP LTD

SOLE

NOTE 5.375% 8/0

Shares20.11M

TypePRN

Market value$25.84M

1.49%

Sole

20.11M

Shared

0.00

None

0.00

MARRIOTT VACATIONS WORLDWIDE

SOLE

NOTE 1/1

Shares25.78M

TypePRN

Market value$22.78M

1.32%

Sole

25.78M

Shared

0.00

None

0.00

BROOKDALE SR LIVING INC

SOLE

UNIT 11/15/2025

Shares273.44K

TypeSH

Market value$22.14M

1.28%

Sole

273.44K

Shared

0.00

None

0.00

GREEN PLAINS INC

SOLE

NOTE 2.250% 3/1

Shares20.19M

TypePRN

Market value$21.13M

1.22%

Sole

20.19M

Shared

0.00

None

0.00

RBC BEARINGS INC

SOLE

5% CNV PFD SR A

Shares147.94K

TypeSH

Market value$19.17M

1.11%

Sole

147.94K

Shared

0.00

None

0.00

BENTLEY SYS INC

SOLE

NOTE 0.125% 1/1

Shares19.01M

TypePRN

Market value$18.87M

1.09%

Sole

19.01M

Shared

0.00

None

0.00

CARNIVAL CORP

SOLE

UNIT 99/99/9999

Shares921.90K

TypeSH

Market value$17.09M

0.99%

Sole

921.90K

Shared

0.00

None

0.00

MANNKIND CORP

SOLE

NOTE 2.500% 3/0

Shares15.50M

TypePRN

Market value$15.78M

0.91%

Sole

15.50M

Shared

0.00

None

0.00

NEUROCRINE BIOSCIENCES INC

SOLE

NOTE 2.250% 5/1

Shares8.86M

TypePRN

Market value$15.41M

0.89%

Sole

8.86M

Shared

0.00

None

0.00

REDWOOD TRUST INC

SOLE

NOTE 7.750% 6/1

Shares16.53M

TypePRN

Market value$15.35M

0.89%

Sole

16.53M

Shared

0.00

None

0.00

VERTEX PHARMACEUTICALS INC

SOLE

COM

Shares36.70K

TypeSH

Market value$14.93M

0.86%

Sole

36.70K

Shared

0.00

None

0.00

CONMED CORP

SOLE

NOTE 2.250% 6/1

Shares14.90M

TypePRN

Market value$14.93M

0.86%

Sole

14.90M

Shared

0.00

None

0.00

ASCENDIS PHARMA A/S

SOLE

NOTE 2.250% 4/0

Shares12.50M

TypePRN

Market value$12.90M

0.75%

Sole

12.50M

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
ROYAL CARIBBEAN GROUPSOLE	NOTE 6.000% 8/1	50.15M	PRN	$133.62M 7.72%	50.15M
NOBLE CORP PLCSOLE	ORD SHS A	1.58M	SH	$75.89M 4.39%	1.58M
ARK ETF TRSOLE	INNOVATION ETF	1.31M	SH	$68.81M 3.98%	1.31M
AMERICAN AIRLINES GROUP INCSOLE	NOTE 6.500% 7/0	53.79M	PRN	$59.75M 3.45%	53.79M
SPDR S&P 500 ETF TRSOLE	TR UNIT	120.18K	SH	$57.12M 3.30%	120.18K
MIRATI THERAPEUTICS INCSOLE	COM	806.54K	SH	$47.38M 2.74%	806.54K
MACOM TECH SOLUTIONS HLDGS ISOLE	NOTE 0.250% 3/1	30.02M	PRN	$37.04M 2.14%	30.02M
PEABODY ENGR CORPSOLE	NOTE 3.250% 3/0	23.72M	PRN	$34.01M 1.97%	23.72M
IONIS PHARMACEUTICALS INCSOLE	NOTE 4/0	31.93M	PRN	$33.73M 1.95%	31.93M
ROYAL CARIBBEAN GROUPSOLE	COM	235.20K	SH	$30.46M 1.76%	235.20K
SPLUNK INCSOLE	NOTE 1.125% 9/1	25.48M	PRN	$28.13M 1.63%	25.48M
AMERICAN AIRLS GROUP INCSOLE	COM	1.96M	SH	$26.88M 1.55%	1.96M
NCL CORP LTDSOLE	NOTE 5.375% 8/0	20.11M	PRN	$25.84M 1.49%	20.11M
MARRIOTT VACATIONS WORLDWIDESOLE	NOTE 1/1	25.78M	PRN	$22.78M 1.32%	25.78M
BROOKDALE SR LIVING INCSOLE	UNIT 11/15/2025	273.44K	SH	$22.14M 1.28%	273.44K
GREEN PLAINS INCSOLE	NOTE 2.250% 3/1	20.19M	PRN	$21.13M 1.22%	20.19M
RBC BEARINGS INCSOLE	5% CNV PFD SR A	147.94K	SH	$19.17M 1.11%	147.94K
BENTLEY SYS INCSOLE	NOTE 0.125% 1/1	19.01M	PRN	$18.87M 1.09%	19.01M
CARNIVAL CORPSOLE	UNIT 99/99/9999	921.90K	SH	$17.09M 0.99%	921.90K
MANNKIND CORPSOLE	NOTE 2.500% 3/0	15.50M	PRN	$15.78M 0.91%	15.50M
NEUROCRINE BIOSCIENCES INCSOLE	NOTE 2.250% 5/1	8.86M	PRN	$15.41M 0.89%	8.86M
REDWOOD TRUST INCSOLE	NOTE 7.750% 6/1	16.53M	PRN	$15.35M 0.89%	16.53M
VERTEX PHARMACEUTICALS INCSOLE	COM	36.70K	SH	$14.93M 0.86%	36.70K
CONMED CORPSOLE	NOTE 2.250% 6/1	14.90M	PRN	$14.93M 0.86%	14.90M
ASCENDIS PHARMA A/SSOLE	NOTE 2.250% 4/0	12.50M	PRN	$12.90M 0.75%	12.50M

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