CSS LLC/IL Q2 2018 Filing

Filed August 14, 2018

Portfolio Value

$2.1B

Holdings

461

Report Date

Q2 2018

Filing Type

13F-HR

All Holdings (461 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	AABAUSDALTABA INC	4,993,940	$365.6M	17.11%	Put
2	AALAMERICAN AIRLS GROUP INC	2,756,168	$104.6M	4.90%	Put
3	—ZIONS BANCORPORATION	4,534,708	$88.5M	4.14%
4	—SUNTRUST BKS INC	1,230,917	$81.3M	3.80%
5	—MOLINA HEALTHCARE INC	27,576,000	$66.6M	3.12%
6	—MICRON TECHNOLOGY INC	33,323,000	$59.8M	2.80%
7	—WPX ENERGY INC	732,602	$55.0M	2.57%
8	—INSULET CORP	33,629,000	$51.1M	2.39%
9	BABAALIBABA GROUP HLDG LTD	245,300	$45.5M	2.13%	Put
10	TSLATESLA INC	115,876	$39.7M	1.86%	Put
11	—SQUARE INC	14,305,000	$38.5M	1.80%
12	DELLDELL TECHNOLOGIES INC	322,525	$27.3M	1.28%
13	—NXP SEMICONDUCTORS N V	22,250,000	$26.8M	1.25%
14	—CTRIP COM INTL LTD	20,942,000	$25.6M	1.20%
15	ON 1 12/01/20ON SEMICONDUCTOR CORP	19,053,000	$25.0M	1.17%
16	—SPECTRUM PHARMACEUTICALS INC	11,755,000	$23.7M	1.11%
17	—REPLIGEN CORP	14,597,000	$22.6M	1.06%
18	—SINA CORP	265,818	$22.5M	1.05%
19	—CAESARS ENTMT CORP	12,762,412	$21.8M	1.02%
20	LM03LIBERTY MEDIA CORP DELAWARE	468,713	$21.1M	0.99%
21	INTC 3.25 08/01/39INTEL CORP	8,048,000	$19.3M	0.90%
22	CZREURCAESARS ENTMT CORP	1,583,663	$16.9M	0.79%	Call
23	LVLNSPDR SERIES TRUST	270,725	$16.5M	0.77%	Put
24	XLFSELECT SECTOR SPDR TR	600,000	$16.0M	0.75%	Put
25	MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC	9,000,000	$15.8M	0.74%
26	—HESS CORP	205,339	$15.4M	0.72%
27	GEGENERAL ELECTRIC CO	1,097,086	$14.9M	0.70%	Put
28	HLFHERBALIFE NUTRITION LTD	260,300	$14.0M	0.65%	Put
29	AMD 2.125 09/01/26ADVANCED MICRO DEVICES INC	7,007,000	$13.9M	0.65%
30	—ARRAY BIOPHARMA INC	10,335,000	$13.9M	0.65%
31	—VIRTUS INVT PARTNERS INC	126,253	$13.8M	0.64%
32	NXPINXP SEMICONDUCTORS N V	124,176	$13.6M	0.63%	Put
33	RHRH	96,500	$13.5M	0.63%	Put
34	—ZILLOW GROUP INC	10,351,000	$13.1M	0.61%
35	NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES INC	8,944,000	$13.0M	0.61%
36	TAT&T INC	397,367	$12.8M	0.60%	Put
37	—CLOVIS ONCOLOGY INC	11,752,000	$12.7M	0.59%
38	—TERADYNE INC	9,342,000	$12.4M	0.58%
39	EEMISHARES TR	282,300	$12.2M	0.57%	Put
40	—ARBOR RLTY TR INC	9,500,000	$12.0M	0.56%
41	NIHDEURNII HLDGS INC	2,996,379	$11.7M	0.55%
42	BACBANK AMER CORP	387,400	$10.9M	0.51%	Put
43	—DR PEPPER SNAPPLE GROUP INC	89,457	$10.9M	0.51%
44	WBWEIBO CORP	119,429	$10.6M	0.50%	Put
45	AEFABERDEEN EMRG MRKTS EQT INM	1,469,229	$10.3M	0.48%
46	HIGHARTFORD FINL SVCS GROUP INC	195,142	$10.0M	0.47%
47	—WRIGHT MED GROUP N V	7,500,000	$10.0M	0.47%
48	—HERBALIFE LTD	7,518,000	$9.7M	0.46%
49	—MEDICINES CO	7,983,000	$9.7M	0.45%
50	—BRISTOW GROUP INC	7,500,000	$8.6M	0.40%
51	—LIBERTY MEDIA CORP	13,500,000	$8.6M	0.40%
52	MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC	7,315,000	$8.5M	0.40%
53	—TEVA PHARMACEUTICAL FIN LLC	9,000,000	$8.3M	0.39%
54	—PANDORA MEDIA INC	8,275,000	$7.9M	0.37%
55	STEWBOULDER GROWTH & INCOME FD I	721,361	$7.4M	0.35%
56	WHRWHIRLPOOL CORP	49,513	$7.2M	0.34%	Put
57	—ALLSCRIPTS HEALTHCARE SOLUTN	7,002,000	$7.1M	0.33%
58	DISCKUSDDISCOVERY INC	270,948	$6.9M	0.32%
59	—51JOB INC	3,000,000	$6.9M	0.32%
60	—BLACKSTONE MTG TR INC	6,000,000	$6.9M	0.32%
61	—LAYNE CHRISTENSEN CO	5,250,000	$6.7M	0.31%
62	—BOSTON PRIVATE FINL HLDGS IN	727,675	$6.6M	0.31%
63	—TESARO INC	4,327,000	$6.5M	0.30%
64	BIO/BBIO RAD LABS INC	22,310	$6.4M	0.30%
65	LNCLINCOLN NATL CORP IND	100,411	$6.3M	0.29%
66	VICIVICI PPTYS INC	302,819	$6.3M	0.29%
67	SIRIEURSIRIUS XM HLDGS INC	897,600	$6.1M	0.28%	Put
68	—VISTRA ENERGY CORP	61,074	$5.8M	0.27%
69	—ENCORE CAP GROUP INC	5,650,000	$5.7M	0.27%
70	FOXATWENTY FIRST CENTY FOX INC	114,500	$5.6M	0.26%	Call
71	IACIEURIAC INTERACTIVECORP	36,939	$5.6M	0.26%
72	—ENCORE CAP GROUP INC	5,544,000	$5.6M	0.26%
73	—TWENTY FIRST CENTY FOX INC	108,500	$5.4M	0.25%	Put
74	—PROS HOLDINGS INC	4,500,000	$5.4M	0.25%
75	—TWITTER INC	5,505,000	$5.3M	0.25%
76	—VECTOR GROUP LTD	5,000,000	$5.3M	0.25%
77	—SCANA CORP NEW	134,545	$5.2M	0.24%
78	ABBVABBVIE INC	54,525	$5.1M	0.24%	Put
79	—DEPOMED INC	6,136,000	$5.0M	0.23%
80	TWTRUSDTWITTER INC	113,900	$5.0M	0.23%	Put
81	UTGREAVES UTIL INCOME FD	147,949	$4.3M	0.20%
82	LBRDALIBERTY BROADBAND CORP	56,407	$4.3M	0.20%
83	LENLENNAR CORP	97,753	$4.2M	0.20%
84	INVA 2.125 01/15/23THERAVANCE INC	4,000,000	$3.9M	0.18%
85	—IKANG HEALTHCARE GROUP INC	189,681	$3.9M	0.18%	Put
86	—DERMIRA INC	4,610,000	$3.8M	0.18%
87	—INCYTE CORP	2,745,000	$3.8M	0.18%
88	GMGENERAL MTRS CO	94,680	$3.7M	0.17%	Put
89	—PROOFPOINT INC	2,500,000	$3.7M	0.17%
90	TEVATEVA PHARMACEUTICAL INDS LTD	150,000	$3.6M	0.17%	Put
91	—RITE AID CORP	2,107,849	$3.6M	0.17%	Put
92	—SHIRE PLC	21,550	$3.6M	0.17%
93	—SHIP FINANCE INTERNATIONAL L	3,500,000	$3.6M	0.17%
94	—REALPAGE INC	2,553,000	$3.6M	0.17%
95	—FRONTIER COMMUNICATIONS CORP	667,225	$3.6M	0.17%	Put
96	—CIENA CORP	2,500,000	$3.5M	0.17%
97	—CORENERGY INFRASTRUCTURE TR	3,000,000	$3.5M	0.16%
98	—TWITTER INC	3,504,000	$3.4M	0.16%
99	—ARBOR RLTY TR INC	3,000,000	$3.3M	0.16%
100	—WAYFAIR INC	2,500,000	$3.2M	0.15%

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