CSS LLC/IL

Filed: 5/15/2024ACC: 0001085146-24-002561

📋 What this filing means

CSS LLC/IL filed this quarterly 13F‑HR report disclosing 674 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.

674

Positions

$1.73B

Total AUM (reported)

656.99M

Total Shares

Allocation by class

COM$413.73M23.9%

NOTE 6.000% 8/1$142.66M8.2%

TR UNIT$113.06M6.5%

NOTE 6.500% 7/0$62.56M3.6%

CL A NEW$60.27M3.5%

NOTE 0.250% 3/1$49.88M2.9%

NOTE 3.250% 3/0$37.15M2.1%

Portfolio Concentration

Top 3$314.12M18.1%

4–10$264.68M15.3%

11–25$258.27M14.9%

Rest$895.11M51.7%

Top 3 weight

18.1%

Top 10 weight

33.4%

Voting Authority Distribution

Total shares with voting rights: 656.99M

Sole

Full voting authority

656.99M

% 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)

Sole674

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings674

Rows:

ROYAL CARIBBEAN GROUP

SOLE

NOTE 6.000% 8/1

Shares50.15M

TypePRN

Market value$142.66M

8.24%

Sole

50.15M

Shared

0.00

None

0.00

SPDR S&P 500 ETF TR

SOLE

TR UNIT

Shares208.18K

TypeSH

Market value$108.89M

6.29%

Sole

208.18K

Shared

0.00

None

0.00

AMERICAN AIRLINES GROUP INC

SOLE

NOTE 6.500% 7/0

Shares53.79M

TypePRN

Market value$62.56M

3.61%

Sole

53.79M

Shared

0.00

None

0.00

MICROSTRATEGY INC

SOLE

CL A NEW

Shares35.10K

TypeSH

Market value$59.84M

3.45%

Sole

35.10K

Shared

0.00

None

0.00

MACOM TECH SOLUTIONS HLDGS I

SOLE

NOTE 0.250% 3/1

Shares35.97M

TypePRN

Market value$45.48M

2.63%

Sole

35.97M

Shared

0.00

None

0.00

PEABODY ENGR CORP

SOLE

NOTE 3.250% 3/0

Shares26.32M

TypePRN

Market value$37.15M

2.14%

Sole

26.32M

Shared

0.00

None

0.00

ARK ETF TR

SOLE

INNOVATION ETF

Shares706.36K

TypeSH

Market value$35.37M

2.04%

Sole

706.36K

Shared

0.00

None

0.00

IONIS PHARMACEUTICALS INC

SOLE

NOTE 4/0

Shares31.93M

TypePRN

Market value$31.52M

1.82%

Sole

31.93M

Shared

0.00

None

0.00

MARRIOTT VACATIONS WORLDWIDE

SOLE

NOTE 1/1

Shares29.80M

TypePRN

Market value$28.21M

1.63%

Sole

29.80M

Shared

0.00

None

0.00

NCL CORP LTD

SOLE

NOTE 5.375% 8/0

Shares20.59M

TypePRN

Market value$27.12M

1.57%

Sole

20.59M

Shared

0.00

None

0.00

AMERICAN AIRLS GROUP INC

SOLE

COM

Shares1.69M

TypeSH

Market value$25.97M

1.50%

Sole

1.69M

Shared

0.00

None

0.00

ZSCALER INC

SOLE

NOTE 0.125% 7/0

Shares17.79M

TypePRN

Market value$24.28M

1.40%

Sole

17.79M

Shared

0.00

None

0.00

MICROSTRATEGY INC

SOLE

NOTE 2/1

Shares15.54M

TypePRN

Market value$21.24M

1.23%

Sole

15.54M

Shared

0.00

None

0.00

BENTLEY SYS INC

SOLE

NOTE 0.125% 1/1

Shares19.43M

TypePRN

Market value$19.56M

1.13%

Sole

19.43M

Shared

0.00

None

0.00

SPDR GOLD TR

SOLE

GOLD SHS

Shares92.50K

TypeSH

Market value$19.03M

1.10%

Sole

92.50K

Shared

0.00

None

0.00

AXON ENTERPRISE INC

SOLE

NOTE 0.500%12/1

Shares12.50M

TypePRN

Market value$18.19M

1.05%

Sole

12.50M

Shared

0.00

None

0.00

MANNKIND CORP

SOLE

NOTE 2.500% 3/0

Shares15M

TypePRN

Market value$16.84M

0.97%

Sole

15M

Shared

0.00

None

0.00

IMAX CORP

SOLE

NOTE 0.500% 4/0

Shares16.50M

TypePRN

Market value$15.38M

0.89%

Sole

16.50M

Shared

0.00

None

0.00

CUMMINS INC

SOLE

COM

Shares52.09K

TypeSH

Market value$15.35M

0.89%

Sole

52.09K

Shared

0.00

None

0.00

TRANSOCEAN INC

SOLE

DEB 4.625% 9/3

Shares7.50M

TypePRN

Market value$15.20M

0.88%

Sole

7.50M

Shared

0.00

None

0.00

SAREPTA THERAPEUTICS INC

SOLE

DBCV 1.500%11/1

Shares8.20M

TypePRN

Market value$14.65M

0.85%

Sole

8.20M

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

S&P 500 ETF SHS

Shares29.50K

TypeSH

Market value$14.18M

0.82%

Sole

29.50K

Shared

0.00

None

0.00

ROYAL CARIBBEAN GROUP

SOLE

COM

Shares99.30K

TypeSH

Market value$13.80M

0.80%

Sole

99.30K

Shared

0.00

None

0.00

RBC BEARINGS INC

SOLE

5% CNV PFD SR A

Shares101.38K

TypeSH

Market value$12.46M

0.72%

Sole

101.38K

Shared

0.00

None

0.00

STRIDE INC

SOLE

NOTE 1.125% 9/0

Shares9.17M

TypePRN

Market value$12.15M

0.70%

Sole

9.17M

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	$142.66M 8.24%	50.15M
SPDR S&P 500 ETF TRSOLE	TR UNIT	208.18K	SH	$108.89M 6.29%	208.18K
AMERICAN AIRLINES GROUP INCSOLE	NOTE 6.500% 7/0	53.79M	PRN	$62.56M 3.61%	53.79M
MICROSTRATEGY INCSOLE	CL A NEW	35.10K	SH	$59.84M 3.45%	35.10K
MACOM TECH SOLUTIONS HLDGS ISOLE	NOTE 0.250% 3/1	35.97M	PRN	$45.48M 2.63%	35.97M
PEABODY ENGR CORPSOLE	NOTE 3.250% 3/0	26.32M	PRN	$37.15M 2.14%	26.32M
ARK ETF TRSOLE	INNOVATION ETF	706.36K	SH	$35.37M 2.04%	706.36K
IONIS PHARMACEUTICALS INCSOLE	NOTE 4/0	31.93M	PRN	$31.52M 1.82%	31.93M
MARRIOTT VACATIONS WORLDWIDESOLE	NOTE 1/1	29.80M	PRN	$28.21M 1.63%	29.80M
NCL CORP LTDSOLE	NOTE 5.375% 8/0	20.59M	PRN	$27.12M 1.57%	20.59M
AMERICAN AIRLS GROUP INCSOLE	COM	1.69M	SH	$25.97M 1.50%	1.69M
ZSCALER INCSOLE	NOTE 0.125% 7/0	17.79M	PRN	$24.28M 1.40%	17.79M
MICROSTRATEGY INCSOLE	NOTE 2/1	15.54M	PRN	$21.24M 1.23%	15.54M
BENTLEY SYS INCSOLE	NOTE 0.125% 1/1	19.43M	PRN	$19.56M 1.13%	19.43M
SPDR GOLD TRSOLE	GOLD SHS	92.50K	SH	$19.03M 1.10%	92.50K
AXON ENTERPRISE INCSOLE	NOTE 0.500%12/1	12.50M	PRN	$18.19M 1.05%	12.50M
MANNKIND CORPSOLE	NOTE 2.500% 3/0	15M	PRN	$16.84M 0.97%	15M
IMAX CORPSOLE	NOTE 0.500% 4/0	16.50M	PRN	$15.38M 0.89%	16.50M
CUMMINS INCSOLE	COM	52.09K	SH	$15.35M 0.89%	52.09K
TRANSOCEAN INCSOLE	DEB 4.625% 9/3	7.50M	PRN	$15.20M 0.88%	7.50M
SAREPTA THERAPEUTICS INCSOLE	DBCV 1.500%11/1	8.20M	PRN	$14.65M 0.85%	8.20M
VANGUARD INDEX FDSSOLE	S&P 500 ETF SHS	29.50K	SH	$14.18M 0.82%	29.50K
ROYAL CARIBBEAN GROUPSOLE	COM	99.30K	SH	$13.80M 0.80%	99.30K
RBC BEARINGS INCSOLE	5% CNV PFD SR A	101.38K	SH	$12.46M 0.72%	101.38K
STRIDE INCSOLE	NOTE 1.125% 9/0	9.17M	PRN	$12.15M 0.70%	9.17M

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