Verition Fund Management

Verition Fund Management as of Sept. 30, 2011

Portfolio Holdings for Verition Fund Management

Verition Fund Management holds 315 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Intel Corporation (INTC) 11.4 $55M 2.6M 21.33
Spdr S&p 500 Etf (SPY) 6.2 $30M 262k 113.17
Firstservice Corp sdcv 6.500%12/3 3.3 $16M 15M 1.07
Energy Select Sector SPDR (XLE) 2.4 $12M 200k 58.59
Annaly Capital Management 2.1 $9.9M 598k 16.63
Anadarko Petroleum Corporation 2.1 $10M 158k 63.07
SPDR Barclays Capital High Yield B 2.1 $9.9M 274k 36.19
CUBIST PHARM CONVERTIBLE security 2.0 $9.5M 6.9M 1.37
Alliance Data Systems Corp note 1.750% 8/0 1.9 $8.9M 7.0M 1.27
iShares FTSE/Xinhua China 25 Index (FXI) 1.8 $8.6M 280k 30.83
Oil Sts Intl Inc note 2.375% 7/0 1.7 $8.2M 5.0M 1.63
Dollar Thrifty Automotive 1.6 $7.7M 137k 56.30
PowerShares QQQ Trust, Series 1 1.3 $6.1M 117k 52.52
China Mobile 1.3 $6.1M 126k 48.71
iShares MSCI Emerging Markets Indx (EEM) 1.1 $5.4M 155k 35.09
Health Care SPDR (XLV) 1.1 $5.4M 170k 31.72
Ford Motor Company (F) 1.1 $5.3M 551k 9.67
CurrencyShares Euro Trust 1.1 $5.3M 40k 133.48
Vale (VALE) 1.1 $5.1M 223k 22.80
Yahoo! 1.1 $5.1M 386k 13.16
Varian Semiconductor 1.0 $5.0M 81k 61.18
World Accep Corporation note 3.000%10/0 1.0 $4.9M 4.9M 1.00
Goodrich Corporation 1.0 $4.8M 40k 120.68
Cubist Pharmaceuticals Inc note 2.250% 6/1 1.0 $4.8M 3.8M 1.26
Terex Corporation (TEX) 1.0 $4.7M 463k 10.26
Apple (AAPL) 0.9 $4.6M 12k 381.18
Rti Intl Metals Inc note 3.000%12/0 0.9 $4.5M 4.5M 1.00
Smithfield Foods Inc note 4.000% 6/3 0.9 $4.4M 4.0M 1.11
Petroleo Brasileiro SA (PBR) 0.9 $4.3M 192k 22.45
Lam Research Corporation (LRCX) 0.9 $4.4M 115k 37.98
Capitalsource Inc note 7.250% 7/1 0.8 $4.1M 4.0M 1.02
Advanced Micro Devices Inc note 5.750% 8/1 0.8 $3.9M 3.8M 1.02
Financial Select Sector SPDR (XLF) 0.8 $3.8M 320k 11.81
Duke Energy Corporation 0.8 $3.7M 186k 19.99
iShares MSCI South Korea Index Fund (EWY) 0.8 $3.7M 79k 46.57
WisdomTree Dreyfus ETF BZ Real Fnd 0.7 $3.4M 139k 24.42
Pdl Biopharma Inc note 3.750% 5/0 0.7 $3.3M 3.5M 0.94
General Cable Corp Del New note 0.875%11/1 0.7 $3.2M 3.5M 0.92
Intermune Inc note 2.500% 9/1 0.7 $3.1M 3.5M 0.90
HSBC Holdings (HSBC) 0.6 $3.0M 80k 38.03
Global Inds Ltd dbcv 2.750% 8/0 0.6 $2.7M 2.8M 0.98
WuXi PharmaTech 0.6 $2.7M 236k 11.64
Gastar Exploration 0.6 $2.7M 916k 3.00
ProShares UltraShort Euro (EUO) 0.6 $2.7M 140k 19.28
Mechel OAO 0.6 $2.6M 258k 10.19
Suntech Power Holdings 0.5 $2.5M 1.1M 2.31
Mylan Inc note 1.250% 3/1 0.5 $2.5M 2.5M 1.00
Sesi L L C frnt 1.500%12/1 0.5 $2.5M 2.5M 1.00
Pfizer (PFE) 0.5 $2.5M 143k 17.68
Health Care SPDR (XLV) 0.5 $2.5M 79k 31.72
iShares MSCI Brazil Index (EWZ) 0.5 $2.4M 47k 52.00
iShares FTSE/Xinhua China 25 Index (FXI) 0.5 $2.4M 78k 30.84
PerkinElmer (RVTY) 0.5 $2.4M 126k 19.21
International Game Technology 0.5 $2.4M 164k 14.53
Fastenal Company (FAST) 0.5 $2.4M 72k 33.29
Omni (OMC) 0.5 $2.2M 61k 36.83
United States Steel Corporation (X) 0.5 $2.2M 100k 22.01
Level 3 Communications Inc note 6.500%10/0 0.5 $2.1M 1.5M 1.43
Radian Group Inc note 3.000%11/1 0.4 $2.1M 4.2M 0.50
General Motors Company (GM) 0.4 $2.0M 100k 20.18
Gerdau SA (GGB) 0.4 $1.9M 269k 7.11
Hologic Inc frnt 2.000%12/1 0.4 $1.9M 2.0M 0.94
Trina Solar Limited note 4.000% 7/1 0.4 $1.9M 3.0M 0.62
iShares MSCI Japan Index 0.4 $1.9M 200k 9.46
Teva Pharmaceutical Industries (TEVA) 0.3 $1.7M 45k 37.20
WisdomTree Dreyfus NZ Dollar Fund 0.3 $1.7M 72k 23.46
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.3 $1.6M 4.0M 0.40
Tata Motors 0.3 $1.6M 105k 15.38
iShares S&P MidCap 400 Index (IJH) 0.3 $1.6M 20k 77.97
PowerShares DB US Dollar Index Bullish 0.3 $1.5M 69k 22.29
Barclays (BCS) 0.3 $1.5M 150k 9.79
Textron (TXT) 0.3 $1.5M 83k 17.63
Morgan Stanley shrt eur etn20 0.3 $1.4M 33k 43.14
JPMorgan Chase & Co. (JPM) 0.3 $1.4M 47k 30.13
Materials SPDR (XLB) 0.3 $1.4M 47k 29.34
Bank of America Corporation (BAC) 0.3 $1.3M 208k 6.13
Advanced Semiconductor Engineering 0.3 $1.2M 293k 4.22
Vanguard Total Bond Market ETF (BND) 0.3 $1.3M 15k 83.73
PowerShares Dynamic Market 0.3 $1.3M 34k 36.86
Enzo Biochem (ENZ) 0.2 $1.2M 477k 2.57
Human Genome cv 2.25% 0.2 $1.2M 1.2M 1.01
Smith & Wesson Hldg Corp note 4.000%12/1 0.2 $1.1M 1.1M 1.01
SPDR Barclays Capital Convertible SecETF (CWB) 0.2 $1.2M 33k 35.62
Canon (CAJPY) 0.2 $1.1M 25k 45.27
Advanced Energy Industries (AEIS) 0.2 $1.1M 126k 8.62
AMERIGROUP Corporation 0.2 $1.1M 29k 39.02
Advanced Micro Devices (AMD) 0.2 $1.0M 206k 5.08
MetLife (MET) 0.2 $1.1M 38k 28.01
IRIS International 0.2 $1.0M 117k 8.97
Smith & Nephew (SNN) 0.2 $1.1M 24k 44.71
Barclays Bank Plc Ipathdow Jones Aig etf 0.2 $1.1M 191k 5.64
Dendreon Corp note 0.2 $1.1M 1.5M 0.72
ConocoPhillips (COP) 0.2 $995k 16k 63.31
Royal Dutch Shell 0.2 $1.0M 17k 62.04
SPDR Gold Trust (GLD) 0.2 $948k 6.0k 158.00
Loral Space & Communications 0.2 $985k 20k 50.10
Owens-Illinois 0.2 $908k 60k 15.13
iShares MSCI Brazil Index (EWZ) 0.2 $917k 18k 52.03
Comcast Corporation (CMCSA) 0.2 $885k 42k 20.90
InterDigital (IDCC) 0.2 $885k 19k 46.58
Citigroup (C) 0.2 $866k 34k 25.63
Expedia 0.2 $773k 30k 25.77
Exxon Mobil Corporation (XOM) 0.2 $776k 11k 72.61
Chevron Corporation (CVX) 0.2 $784k 8.5k 92.57
Coventry Health Care 0.2 $780k 27k 28.83
Kulicke and Soffa Industries (KLIC) 0.2 $784k 105k 7.46
iShares MSCI Taiwan Index 0.2 $791k 67k 11.80
eBay (EBAY) 0.1 $702k 24k 29.49
Celanese Corporation (CE) 0.1 $701k 22k 32.55
Steel Dynamics (STLD) 0.1 $712k 72k 9.91
Corrections Corporation of America 0.1 $703k 31k 22.68
SPDR S&P Semiconductor (XSD) 0.1 $709k 17k 42.37
Ultra Petroleum 0.1 $693k 25k 27.72
Micron Technology (MU) 0.1 $690k 137k 5.04
Harbin Electric 0.1 $688k 33k 20.66
Market Vectors Junior Gold Miners ETF 0.1 $685k 24k 28.14
iShares MSCI Chile Inv. Mt. Idx (ECH) 0.1 $694k 13k 53.16
PowerShares Dynamic Lg.Cap Growth 0.1 $653k 45k 14.39
SPDR Russell Nomura Small Cap Japan 0.1 $680k 16k 43.01
Vale 0.1 $602k 29k 21.00
SPDR S&P Emerging Asia Pacific (GMF) 0.1 $634k 9.9k 64.36
Proshares Tr shrt hgh yield (SJB) 0.1 $635k 15k 41.63
BHP Billiton 0.1 $594k 11k 53.08
Peabody Energy Corporation 0.1 $556k 16k 33.87
Occidental Petroleum Corporation (OXY) 0.1 $599k 8.4k 71.45
iShares NASDAQ Biotechnology Index (IBB) 0.1 $556k 6.0k 93.41
CF Industries Holdings (CF) 0.1 $577k 4.7k 123.32
SPDR S&P Retail (XRT) 0.1 $569k 12k 46.25
SPDR S&P International Small Cap (GWX) 0.1 $577k 23k 25.12
Staples 0.1 $545k 41k 13.30
iShares MSCI Japan Index 0.1 $539k 57k 9.45
Greatbatch 0.1 $524k 26k 20.02
Aluminum Corp. of China 0.1 $512k 49k 10.43
Unilever (UL) 0.1 $544k 17k 31.18
PowerShares Dynamic Networking 0.1 $506k 24k 20.79
Direxion Shs Etf Tr dly smcap bear3x 0.1 $543k 10k 53.05
Affiliated Managers (AMG) 0.1 $471k 6.0k 78.03
Partner Re 0.1 $493k 9.4k 52.27
Fortune Brands 0.1 $477k 8.8k 54.03
Freeport-McMoRan Copper & Gold (FCX) 0.1 $504k 17k 30.48
VCA Antech 0.1 $480k 30k 16.00
Rockwood Holdings 0.1 $472k 14k 33.69
Continucare Corporation 0.1 $485k 76k 6.38
Market Vectors Gaming 0.1 $473k 17k 27.79
iShares S&P Asia 50 Index Fund (AIA) 0.1 $459k 13k 36.08
BlackRock (BLK) 0.1 $449k 3.0k 147.99
Berkshire Hathaway (BRK.B) 0.1 $414k 5.8k 71.12
Interpublic Group of Companies (IPG) 0.1 $438k 61k 7.20
Chesapeake Energy Corporation 0.1 $418k 16k 25.57
Solutia 0.1 $450k 35k 12.86
Perrigo Company 0.1 $442k 4.6k 97.04
Orbotech Ltd Com Stk 0.1 $431k 45k 9.68
EQT Corporation (EQT) 0.1 $448k 8.4k 53.34
Rydex S&P Equal Weight ETF 0.1 $410k 9.9k 41.39
PowerShares 1-30 Laddered Treasury 0.1 $446k 14k 32.32
Ishares Tr zealand invst (ENZL) 0.1 $419k 14k 29.00
iShares MSCI Brazil Small Cap Index ETF (EWZS) 0.1 $435k 21k 20.90
Cme (CME) 0.1 $382k 1.6k 246.29
Core Laboratories 0.1 $381k 4.2k 89.88
Hess (HES) 0.1 $400k 7.6k 52.44
NII Holdings 0.1 $393k 15k 26.95
Delta Air Lines (DAL) 0.1 $375k 50k 7.50
Amdocs Ltd ord (DOX) 0.1 $393k 15k 27.10
Nippon Telegraph & Telephone (NTTYY) 0.1 $398k 17k 23.95
Power-One 0.1 $395k 87k 4.52
Magnum Hunter Resources Corporation 0.1 $406k 123k 3.31
iShares S&P Global Mat. Sector Inde (MXI) 0.1 $381k 7.1k 53.65
Claymore AlphaShares China All Cap ETF 0.1 $389k 20k 19.78
Direxion Shs Etf Tr dly enrgy bear3x 0.1 $403k 18k 22.97
Claymore Exchange-traded Fd gugg bull 2013 0.1 $407k 17k 24.53
Mosaic (MOS) 0.1 $381k 7.8k 48.91
AutoNation (AN) 0.1 $317k 9.7k 32.74
Devon Energy Corporation (DVN) 0.1 $332k 6.0k 55.44
Cisco Systems (CSCO) 0.1 $330k 21k 15.51
Nucor Corporation (NUE) 0.1 $348k 11k 31.67
Pharmaceutical Product Development 0.1 $351k 14k 25.65
Travelers Companies (TRV) 0.1 $344k 7.1k 48.70
Morgan Stanley (MS) 0.1 $313k 23k 13.48
AmerisourceBergen (COR) 0.1 $357k 9.6k 37.30
Tellabs 0.1 $343k 80k 4.29
WellCare Health Plans 0.1 $342k 9.0k 38.00
Helmerich & Payne (HP) 0.1 $331k 8.2k 40.55
salesforce (CRM) 0.1 $326k 2.9k 114.19
Cliffs Natural Resources 0.1 $359k 7.0k 51.15
Royal Gold (RGLD) 0.1 $345k 5.4k 63.97
Market Vectors Gold Miners ETF 0.1 $331k 6.0k 55.17
SPDR KBW Regional Banking (KRE) 0.1 $330k 17k 19.29
Sensata Technologies Hldg Bv 0.1 $357k 14k 26.45
Industries N shs - a - (LYB) 0.1 $341k 14k 24.45
Wisdomtree Tr em lcl debt (ELD) 0.1 $335k 7.0k 48.08
Ega Emerging Global Shs Tr egs india infr 0.1 $323k 23k 14.21
PowerShares Cleantech Portfolio 0.1 $333k 16k 20.79
Swift Transportation Company 0.1 $322k 50k 6.44
Pimco Etf Tr 25yr+ zero u s (ZROZ) 0.1 $314k 2.8k 110.29
Cnooc 0.1 $304k 1.9k 160.42
Focus Media Holding 0.1 $271k 16k 16.76
American Express Company (AXP) 0.1 $276k 6.1k 44.89
Arthur J. Gallagher & Co. (AJG) 0.1 $289k 11k 26.33
M&T Bank Corporation (MTB) 0.1 $295k 4.2k 69.92
IDEXX Laboratories (IDXX) 0.1 $275k 4.0k 69.01
Cincinnati Financial Corporation (CINF) 0.1 $277k 11k 26.30
Marsh & McLennan Companies (MMC) 0.1 $265k 10k 26.49
Royal Dutch Shell 0.1 $281k 4.6k 61.42
City National Corporation 0.1 $278k 7.4k 37.77
Precision Castparts 0.1 $312k 2.0k 155.69
PSS World Medical 0.1 $296k 15k 19.70
HealthSpring 0.1 $277k 7.6k 36.45
CARBO Ceramics 0.1 $266k 2.6k 102.50
Boston Properties (BXP) 0.1 $290k 3.3k 89.04
Camden Property Trust (CPT) 0.1 $268k 4.9k 55.21
Retail HOLDRs 0.1 $307k 3.0k 102.33
RevenueShares Large Cap Fund 0.1 $310k 15k 21.12
iShares MSCI Australia Index Fund (EWA) 0.1 $271k 14k 20.03
iShares S&P Global Consumer Staple (KXI) 0.1 $311k 5.0k 61.79
Index IQ Canada Small Cap ETF 0.1 $282k 12k 23.51
S&P Emerging Markets Infrastruct. Ind (EMIF) 0.1 $287k 11k 25.85
PowerShrs CEF Income Cmpst Prtfl 0.1 $284k 12k 22.88
PIMCO 15+ Year U.S. TIPS Index Fund (LTPZ) 0.1 $309k 4.9k 62.83
First Trust ISE Global Copper Index Fund 0.1 $312k 12k 26.29
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.1 $285k 3.5k 80.99
ProShares Ultra Basic Materials (UYM) 0.1 $279k 11k 25.42
Claymore Exchange Trd Fd Tr gugg chn tech 0.1 $272k 14k 19.83
Market Vectors Etf Tr lat am sml cap 0.1 $272k 12k 21.91
Diamond Offshore Drilling 0.1 $244k 4.5k 54.71
Cognizant Technology Solutions (CTSH) 0.1 $238k 3.8k 62.81
K V Pharmaceutical Co note 2.500% 5/1 0.1 $260k 1.0M 0.26
Progressive Corporation (PGR) 0.1 $219k 12k 17.73
Renaissance Re Holdings Ltd Cmn (RNR) 0.1 $262k 4.1k 63.84
Costco Wholesale Corporation (COST) 0.1 $220k 2.7k 82.03
Sony Corporation (SONY) 0.1 $244k 13k 19.03
Cardinal Health (CAH) 0.1 $226k 5.4k 41.85
Apache Corporation 0.1 $219k 2.7k 80.13
Brown & Brown (BRO) 0.1 $221k 12k 17.79
FMC Technologies 0.1 $218k 5.8k 37.61
Public Storage (PSA) 0.1 $239k 2.1k 111.58
Airgas 0.1 $257k 4.0k 63.88
Dow Chemical Company 0.1 $222k 9.9k 22.45
Johnson Controls 0.1 $254k 9.6k 26.34
Las Vegas Sands (LVS) 0.1 $219k 5.7k 38.27
National-Oilwell Var 0.1 $256k 5.0k 51.18
Office Depot 0.1 $247k 120k 2.06
Baker Hughes Incorporated 0.1 $247k 5.4k 46.09
Praxair 0.1 $237k 2.5k 93.60
Target Corporation (TGT) 0.1 $228k 4.7k 49.01
Unilever 0.1 $232k 7.4k 31.51
Agilent Technologies Inc C ommon (A) 0.1 $234k 7.5k 31.20
Murphy Oil Corporation (MUR) 0.1 $252k 5.7k 44.11
EOG Resources (EOG) 0.1 $224k 3.1k 71.16
CONSOL Energy 0.1 $244k 7.2k 33.94
Industrial SPDR (XLI) 0.1 $222k 7.6k 29.21
Rowan Companies 0.1 $229k 7.6k 30.14
Lan Airlines 0.1 $258k 13k 20.66
Albemarle Corporation (ALB) 0.1 $228k 5.6k 40.38
Rayonier (RYN) 0.1 $219k 5.9k 36.83
TranS1 (TSON) 0.1 $231k 77k 3.00
BLDRS Emerging Markets 50 ADR Index 0.1 $224k 6.2k 36.03
iShares MSCI Thailand Index Fund (THD) 0.1 $256k 4.8k 53.18
PowerShares India Portfolio 0.1 $249k 14k 18.21
Claymore/AlphaShares China Real Est ETF 0.1 $234k 18k 13.22
iShares MSCI United Kingdom Index 0.1 $222k 15k 14.76
EG Shares DJ Emerging Mark. Met & Min (EMT) 0.1 $221k 15k 15.26
WisdomTree Japan Total Dividend (DXJ) 0.1 $235k 7.2k 32.52
Shares Tr Pshs Ultsht Finl Add 0.1 $250k 3.0k 84.37
U.S. Bancorp (USB) 0.0 $208k 8.8k 23.51
Yum! Brands (YUM) 0.0 $201k 4.1k 49.29
Sotheby's 0.0 $205k 7.4k 27.55
Mitsubishi UFJ Financial (MUFG) 0.0 $197k 44k 4.44
Aptar (ATR) 0.0 $201k 4.5k 44.62
St. Jude Medical 0.0 $205k 5.7k 36.20
iShares MSCI Taiwan Index 0.0 $189k 16k 11.81
Ishares Tr Phill Invstmrk (EPHE) 0.0 $216k 10k 21.28
Proshares Tr (UYG) 0.0 $208k 5.6k 36.86
Global X China Consumer ETF (CHIQ) 0.0 $199k 16k 12.71
Claymore/BNY Mellon Frontier Markets ETF 0.0 $214k 12k 18.18
Global X Fds brazil mid cap 0.0 $170k 13k 13.01
Lincoln National Corp *W EXP 07/10/2019 0.0 $187k 20k 9.26
Global X Fds pure gld miners 0.0 $207k 16k 13.31
Gt Solar Int'l 0.0 $185k 26k 7.03
Turkcell Iletisim Hizmetleri A.S. (TKC) 0.0 $128k 11k 11.32
Charles Schwab Corporation (SCHW) 0.0 $131k 12k 11.31
Regions Financial Corporation (RF) 0.0 $142k 43k 3.34
Nokia Corporation (NOK) 0.0 $147k 26k 5.66
Frontier Communications 0.0 $163k 27k 6.13
Global Industries 0.0 $162k 20k 7.94
Warner Chilcott Plc - 0.0 $147k 10k 14.25
Korea Electric Power Corporation (KEP) 0.0 $167k 20k 8.48
Ltx Credence Corporation 0.0 $145k 27k 5.29
iShares MSCI Malaysia Index Fund 0.0 $127k 10k 12.17
Celgene Corp right 12/31/2011 0.0 $128k 82k 1.57
PowerShares Listed Private Eq. 0.0 $143k 19k 7.68
PowerShares Global Wind Energy PortfoETF 0.0 $136k 19k 7.09
First Trust Global Wind Energy (FAN) 0.0 $129k 16k 8.04
Global X Fds andean 40 etf 0.0 $125k 10k 12.03
E TRADE Financial Corporation 0.0 $105k 12k 9.14
Pulte (PHM) 0.0 $74k 19k 3.97
TriQuint Semiconductor 0.0 $76k 15k 5.03
First Horizon National Corporation (FHN) 0.0 $75k 13k 5.93
Sunstone Hotel Investors (SHO) 0.0 $92k 16k 5.69
Brocade Communications Systems 0.0 $91k 21k 4.34
Neostem (NBS) 0.0 $111k 170k 0.65
Claymore/MAC Global Solar Index 0.0 $85k 26k 3.21
Lecroy Corp note 4.000%10/1 0.0 $50k 50k 1.00
Boston Scientific Corporation (BSX) 0.0 $68k 12k 5.93
JetBlue Airways Corporation (JBLU) 0.0 $52k 13k 4.10
Sprint Nextel Corporation 0.0 $60k 20k 3.06
Cemex SAB de CV (CX) 0.0 $52k 17k 3.14
Alcatel-Lucent 0.0 $57k 20k 2.83
MELA Sciences 0.0 $45k 10k 4.47
Zions Bancorporation *w exp 05/22/202 0.0 $60k 25k 2.40
Acorn Energy 0.0 $64k 12k 5.31
Genon Energy 0.0 $55k 20k 2.77
Citigroup Inc Com Us cmn 0.0 $53k 120k 0.44
Eastman Kodak Company 0.0 $11k 14k 0.82
Heckmann Corp *w exp 11/09/201 0.0 $24k 239k 0.10
Citigroup Inc *w exp 10/28/201 0.0 $9.6k 120k 0.08