CSS LLC/IL

Holdings History for ISIS PHARMACEUTICALS INC DEL - NOTE 1.000%11/1

Investment type: Debt / NOTE 1.000%11/1

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
31 Mar 2021		-0.37%	$0	0	-5,569,000	-100%		Q1 2021
31 Dec 2020	0.37%	+0.06%	$6,079,000	5,569,000	+906,000	+19%	109.16%	Q4 2020
30 Sep 2020	0.36%	-0.03%	$4,831,000	4,663,000	-337,000	-6.7%	103.6%	Q3 2020
30 Jun 2020	0.46%	-0.23%	$5,503,000	5,000,000	-2,500,000	-33%	110.06%	Q2 2020
31 Mar 2020	0.79%	-0.05%	$7,639,000	7,500,000	-500,000	-6.2%	101.85%	Q1 2020
31 Dec 2019	0.66%	+0.66%	$9,158,000	8,000,000	+8,000,000	NEW	114.48%	Q4 2019
30 Sep 2019		-0.07%	$0	0	-876,000	-100%		Q3 2019
30 Jun 2019	0.07%	-0.65%	$1,041,000	876,000	-8,500,000	-91%	118.84%	Q2 2019
31 Mar 2019	0.87%	+0.32%	$12,676,000	9,376,000	+3,500,000	+60%	135.2%	Q1 2019
31 Dec 2018	0.52%	+0.44%	$6,316,000	5,876,000	+5,000,000	+571%	107.49%	Q4 2018
30 Sep 2018	0.05%	-0.03%	$923,000	876,000	-520,000	-37%	105.37%	Q3 2018
30 Jun 2018	0.08%	-0.11%	$1,367,000	1,396,000	-1,992,000	-59%	97.92%	Q2 2018
31 Mar 2018	0.18%	0%	$3,350,000	3,388,000	0		98.88%	Q1 2018
31 Dec 2017	0.22%	+0.1%	$3,589,000	3,388,000	+1,600,000	+89%	105.93%	Q4 2017
30 Sep 2017	0.12%	-0.42%	$1,894,000	1,788,000	-6,500,000	-78%	105.93%	Q3 2017
30 Jun 2017	0.55%	+0.43%	$8,811,000	8,288,000	+6,500,000	+364%	106.31%	Q2 2017
31 Mar 2017	0.12%	-1.5%	$1,723,000	1,788,000	-22,595,000	-93%	96.36%	Q1 2017
31 Dec 2016	1.7%	+1.7%	$24,787,000	24,383,000	+24,383,000	NEW	101.66%	Q4 2016
30 Sep 2016		-0.23%	$0	0	-4,100,000	-100%		Q3 2016
30 Jun 2016	0.23%	+0.14%	$2,887,000	4,100,000	+2,390,000	+140%	70.41%	Q2 2016
31 Mar 2016	0.11%	-0.63%	$1,555,000	1,710,000	-9,500,000	-85%	90.94%	Q1 2016
31 Dec 2015	0.95%	+0.95%	$12,623,000	11,210,000	+11,210,000	NEW	112.6%	Q4 2015

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.