Verition Fund Management

Verition Fund Management as of Dec. 31, 2010

Portfolio Holdings for Verition Fund Management

Verition Fund Management holds 314 positions in its portfolio as reported in the December 2010 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 8.7 $25M 198k 125.78
Sandisk Corp note 1.000% 5/1 3.1 $9.0M 9.3M 0.97
Golden Star Res Ltd Cda dbcv 4.000%11/3 1.9 $5.4M 4.8M 1.13
Textron Inc note 4.500% 5/0 1.7 $4.8M 2.5M 1.91
Micron Technology Inc note 1.875% 6/0 1.6 $4.8M 5.0M 0.95
Ford Motor Company (F) 1.5 $4.3M 256k 16.79
Airgas 1.5 $4.2M 68k 62.46
School Specialty Inc sdcv 3.750%11/3 1.4 $3.9M 4.0M 0.98
Mf Global Ltd note 9.000% 6/2 1.2 $3.6M 3.0M 1.20
Nii Hldgs Inc note 3.125% 6/1 1.2 $3.5M 3.5M 0.99
Sba Communications Corp note 1.875% 5/0 1.2 $3.4M 3.0M 1.13
Virgin Media Inc note 6.500%11/1 1.2 $3.3M 2.0M 1.66
Aar Corp note 1.750% 2/0 1.1 $3.3M 3.0M 1.10
Nanometrics Incorporated 1.1 $3.3M 257k 12.83
SPDR Gold Trust (GLD) 1.1 $3.2M 23k 138.72
iShares Silver Trust (SLV) 1.1 $3.2M 107k 30.18
Pioneer Nat Res Co note 2.875% 1/1 1.1 $3.2M 2.1M 1.52
Life Technologies 1.1 $3.2M 58k 55.50
Bell Microproducts Inc note 3.750% 3/0 1.1 $3.0M 3.0M 1.01
Ldk Solar Co Ltd note 4.750% 4/1 1.0 $3.0M 3.0M 0.99
D R Horton Inc note 2.000% 5/1 1.0 $2.9M 2.5M 1.14
Pfizer (PFE) 0.9 $2.6M 150k 17.51
NCR Corporation (VYX) 0.8 $2.4M 159k 15.37
Devon Energy Corporation (DVN) 0.8 $2.4M 31k 78.52
Amerigroup Corp note 2.000% 5/1 0.8 $2.3M 2.0M 1.17
Massey Energy Company 0.8 $2.4M 44k 53.66
KB Financial (KB) 0.8 $2.3M 43k 52.89
Verifone Sys Inc note 1.375% 6/1 0.8 $2.2M 2.0M 1.08
Medtronic 0.8 $2.1M 58k 37.09
iShares Dow Jones Transport. Avg. (IYT) 0.7 $2.1M 22k 92.38
Ford Mtr Co Del *w exp 01/01/201 0.7 $2.0M 250k 8.15
Capitalsource Inc sdcv 4.000% 7/1 0.7 $2.0M 2.0M 1.00
Beckman Coulter 0.7 $2.0M 26k 75.24
Ja Solar Holdings Co Ltd note 4.500% 5/1 0.7 $1.9M 2.0M 0.96
Industrial SPDR (XLI) 0.7 $1.9M 54k 34.91
Ciena Corp note 0.250% 5/0 0.6 $1.8M 2.0M 0.92
Microsoft Corporation (MSFT) 0.6 $1.8M 66k 27.92
Rti Intl Metals Inc note 3.000%12/0 0.6 $1.8M 1.8M 1.04
Cephalon 0.6 $1.8M 29k 61.70
Pos (PKX) 0.6 $1.7M 16k 107.66
Leap Wireless International 0.6 $1.7M 138k 12.26
Tyco International Ltd S hs 0.6 $1.7M 40k 41.44
Potash Corp. Of Saskatchewan I 0.5 $1.5M 10k 154.80
PowerShares QQQ Trust, Series 1 0.5 $1.6M 29k 54.46
iShares S&P Natl AMTFr Mncpl Bd (MUB) 0.5 $1.5M 15k 99.18
SPDR S&P China (GXC) 0.5 $1.5M 20k 76.17
Radian Group Inc note 3.000%11/1 0.5 $1.5M 1.5M 0.98
Arcadia Resources 0.5 $1.5M 4.9M 0.30
Hutchinson Technology Inc note 3.250% 1/1 0.5 $1.4M 2.0M 0.72
Genzyme Corporation 0.5 $1.4M 20k 71.19
FedEx Corporation (FDX) 0.5 $1.4M 15k 92.98
Petrohawk Energy Corporation 0.5 $1.4M 77k 18.25
Plains Exploration & Production Company 0.5 $1.4M 43k 32.14
Quest Diagnostics Incorporated (DGX) 0.5 $1.4M 26k 53.97
Talisman Energy Inc Com Stk 0.5 $1.4M 63k 22.19
Agnico (AEM) 0.5 $1.4M 18k 76.68
Compellent Technologies 0.5 $1.4M 50k 27.59
China Techfaith Wireless Comm. Tech 0.5 $1.3M 321k 4.19
Cabot Oil & Gas Corporation (CTRA) 0.4 $1.2M 33k 37.84
D.R. Horton (DHI) 0.4 $1.2M 100k 11.93
Radware Ltd ord (RDWR) 0.4 $1.2M 32k 37.51
Boeing Company (BA) 0.4 $1.2M 18k 65.29
Rockwell Collins 0.4 $1.2M 20k 58.25
Symantec Corporation 0.4 $1.2M 69k 16.75
Textron (TXT) 0.4 $1.2M 49k 23.64
Direxion Daily Finan. Bull 3X 0.4 $1.1M 41k 27.87
Morgan Stanley shrt eur etn20 0.4 $1.1M 25k 45.63
Hldgs (UAL) 0.4 $1.1M 47k 23.82
Direxion Daily Dpd Mkts Bull 3X 0.4 $1.1M 17k 67.05
SPDR KBW Capital Markets (KCE) 0.4 $1.1M 29k 38.40
Monsanto Company 0.4 $1.1M 16k 69.62
ProShares UltraShort 20+ Year Trea 0.4 $1.1M 29k 37.06
Interoil Corp note 2.750%11/1 0.4 $1.1M 1.1M 1.00
Noble Energy 0.4 $1.1M 12k 86.06
Verizon Communications (VZ) 0.4 $1.1M 30k 35.79
Solutia 0.4 $1.1M 46k 23.09
Oshkosh Corporation (OSK) 0.4 $1.1M 30k 35.24
American Axle & Manufact. Holdings (AXL) 0.4 $1.0M 80k 12.85
Savient Pharmaceuticals 0.4 $1.0M 93k 11.14
Delta Air Lines (DAL) 0.3 $1.0M 80k 12.60
Manitowoc Company 0.3 $983k 75k 13.11
Parker-Hannifin Corporation (PH) 0.3 $964k 11k 86.29
Amylin Pharmaceuticals 0.3 $983k 67k 14.72
Orthofix International Nv Com Stk 0.3 $989k 34k 29.00
MedCath Corporation 0.3 $981k 70k 13.94
CUBIST PHARM CONVERTIBLE security 0.3 $980k 1.0M 0.98
Coventry Health Care 0.3 $905k 34k 26.40
AMERIGROUP Corporation 0.3 $914k 21k 43.92
Loral Space & Communications 0.3 $930k 12k 76.51
General Motors Company (GM) 0.3 $922k 25k 36.88
General Mtrs Co jr pfd cnv srb 0.3 $930k 17k 54.09
Citi 0.3 $878k 186k 4.73
Goodrich Petroleum Corporation 0.3 $885k 50k 17.65
Spdr Euro Stoxx 50 Etf (FEZ) 0.3 $900k 24k 36.82
SanDisk Corporation 0.3 $852k 17k 49.85
Kinross Gold Corp note 1.750% 3/1 0.3 $828k 796k 1.04
Photronics Inc note 5.500%10/0 0.3 $834k 600k 1.39
Lorillard 0.3 $821k 10k 82.10
Market Vectors Gold Miners ETF 0.3 $841k 14k 61.44
SPDR S&P Biotech (XBI) 0.3 $833k 13k 63.12
SPDR S&P Emerging Asia Pacific (GMF) 0.3 $841k 9.9k 84.79
Yongye International 0.3 $819k 98k 8.40
Google 0.3 $802k 1.4k 594.07
Barrick Gold Corp (GOLD) 0.3 $762k 14k 53.15
iShares MSCI Emerging Markets Indx (EEM) 0.3 $786k 17k 47.63
Smurfit-stone Container Corp 0.3 $768k 30k 25.60
Toll Brothers (TOL) 0.3 $749k 39k 18.99
Micron Technology (MU) 0.3 $742k 93k 8.02
iShares MSCI Singapore Index Fund 0.2 $705k 51k 13.85
ProShares Ultra Basic Materials (UYM) 0.2 $708k 14k 50.62
Las Vegas Sands (LVS) 0.2 $692k 15k 45.98
Shinhan Financial (SHG) 0.2 $684k 7.3k 93.81
iShares MSCI Canada Index (EWC) 0.2 $696k 23k 30.98
Whirlpool Corporation (WHR) 0.2 $666k 7.5k 88.80
AmerisourceBergen (COR) 0.2 $662k 19k 34.12
salesforce (CRM) 0.2 $660k 5.0k 132.00
Broadcom Corporation 0.2 $649k 15k 43.57
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.2 $663k 7.1k 93.88
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.2 $662k 7.0k 94.18
Lincoln National Corp *W EXP 07/10/2019 0.2 $669k 34k 19.68
Ansys (ANSS) 0.2 $644k 12k 52.11
Henry Schein (HSIC) 0.2 $626k 10k 61.37
Baldor Electric Company 0.2 $629k 10k 63.02
Claymore/BNY Mellon BRIC 0.2 $639k 14k 46.17
Baxter International (BAX) 0.2 $592k 12k 50.60
Franklin Resources (BEN) 0.2 $603k 5.4k 111.30
Apollo 0.2 $611k 16k 39.50
Allegheny Technologies Incorporated (ATI) 0.2 $593k 11k 55.20
iShares S&P Asia 50 Index Fund (AIA) 0.2 $591k 13k 46.93
Owens-Illinois 0.2 $578k 19k 30.72
M.D.C. Holdings (MDC) 0.2 $576k 20k 28.75
Market Vectors Brazil Small Cap ETF 0.2 $584k 10k 57.63
PowerShares Cleantech Portfolio 0.2 $569k 22k 26.41
Ishares Tr (ECNS) 0.2 $563k 10k 55.07
iShares NASDAQ Biotechnology Index (IBB) 0.2 $535k 5.7k 93.42
iShares Russell 2000 Index (IWM) 0.2 $540k 6.9k 78.26
Rex Energy Corporation 0.2 $546k 40k 13.65
Mitsubishi UFJ Financial (MUFG) 0.2 $504k 93k 5.41
Bucyrus International 0.2 $506k 5.7k 89.46
iShares Dow Jones US Health Care (IHF) 0.2 $531k 9.8k 53.91
Global X China Financials ETF 0.2 $531k 40k 13.36
PowerShares Dynamic Consumer Sta. 0.2 $505k 17k 28.97
iShares MSCI Brazil Small Cap Index ETF (EWZS) 0.2 $519k 17k 29.91
LG Display (LPL) 0.2 $495k 28k 17.73
PowerShares Dynamic Lg.Cap Growth 0.2 $489k 30k 16.24
Crimson Exploration 0.2 $469k 110k 4.26
Owens Corning (OC) 0.2 $471k 15k 31.12
Trimble Navigation (TRMB) 0.2 $454k 11k 39.93
Wells Fargo & Company (WFC) 0.2 $473k 15k 30.98
Oracle Corporation (ORCL) 0.2 $447k 14k 31.29
Stillwater Mining Company 0.2 $455k 21k 21.35
Alcon 0.2 $468k 2.9k 163.24
iShares MSCI Cntry Asa Jpn Idx Fnd (AAXJ) 0.2 $469k 7.4k 63.70
SPDR Barclays Capital Intl Tresy Bd ETF (BWX) 0.2 $462k 7.9k 58.50
Claymore/AlphaShares China Real Est ETF 0.2 $460k 23k 19.95
iShares MSCI France Index (EWQ) 0.2 $451k 18k 24.46
Del Monte Foods Company 0.1 $435k 23k 18.81
Vanguard Intermediate-Term Bond ETF (BIV) 0.1 $431k 5.2k 82.50
NetEase (NTES) 0.1 $425k 12k 36.16
Brooks Automation (AZTA) 0.1 $440k 49k 9.08
WisdomTree India Earnings Fund (EPI) 0.1 $427k 16k 26.41
iShares MSCI United Kingdom Index 0.1 $431k 25k 17.37
Northern Trust Corporation (NTRS) 0.1 $390k 7.0k 55.36
AMR Corporation 0.1 $390k 50k 7.78
Diren Daily Latin Arica Bull 3x Shs ETF 0.1 $398k 9.8k 40.51
Akamai Technologies (AKAM) 0.1 $374k 7.9k 47.05
International Business Machines (IBM) 0.1 $368k 2.5k 146.79
Cintas Corporation (CTAS) 0.1 $372k 13k 27.99
Hertz Global Holdings 0.1 $382k 26k 14.51
Baidu (BIDU) 0.1 $372k 3.9k 96.57
Frontier Oil Corporation 0.1 $361k 20k 18.02
iShares Dow Jones US Healthcare (IYH) 0.1 $378k 5.8k 65.39
Rydex Etf Trust s^p500 pur val 0.1 $366k 13k 28.62
BMC Software 0.1 $345k 7.3k 47.09
MICROS Systems 0.1 $341k 7.8k 43.85
BB&T Corporation 0.1 $358k 14k 26.27
WellPoint 0.1 $335k 5.9k 56.78
Gilead Sciences (GILD) 0.1 $349k 9.6k 36.21
Amazon (AMZN) 0.1 $344k 1.9k 180.01
Smart Modular Technologies 0.1 $346k 60k 5.77
Immucor 0.1 $345k 17k 19.80
Resolute Energy 0.1 $354k 24k 14.75
Poly 0.1 $349k 9.0k 38.97
KAR Auction Services (KAR) 0.1 $345k 25k 13.80
Moly 0.1 $341k 6.8k 49.92
iShares FTSE EPRA/NAREIT Dev Gl Real ETF (IFGL) 0.1 $340k 11k 31.21
WisdomTree Emerging Markets Eq (DEM) 0.1 $346k 5.8k 59.74
IQ South Korea Small Cap ETF 0.1 $350k 12k 28.62
Claymore/MAC Global Solar Index 0.1 $338k 46k 7.29
Moody's Corporation (MCO) 0.1 $322k 12k 26.52
Via 0.1 $318k 8.0k 39.56
Cullen/Frost Bankers (CFR) 0.1 $313k 5.1k 61.07
Best Buy (BBY) 0.1 $321k 9.4k 34.24
Johnson Controls 0.1 $302k 7.9k 38.23
CenturyLink 0.1 $316k 6.8k 46.17
Allergan 0.1 $326k 4.7k 68.76
American Electric Power Company (AEP) 0.1 $319k 8.9k 36.03
Semiconductor HOLDRs 0.1 $316k 9.7k 32.58
iShares MSCI All Peru Capped Index Fund (EPU) 0.1 $325k 6.5k 50.35
ProShares Ultra Real Estate (URE) 0.1 $313k 6.2k 50.60
Direxion Shs Etf Tr dly r/e bear3x 0.1 $306k 17k 18.01
Diamond Offshore Drilling 0.1 $275k 4.1k 66.83
Archer Daniels Midland Company (ADM) 0.1 $276k 9.2k 30.04
Martin Marietta Materials (MLM) 0.1 $298k 3.2k 92.37
CBS Corporation 0.1 $277k 15k 19.05
Chevron Corporation (CVX) 0.1 $278k 3.0k 91.30
Vulcan Materials Company (VMC) 0.1 $284k 6.4k 44.33
SVB Financial (SIVBQ) 0.1 $289k 5.4k 53.12
Raytheon Company 0.1 $291k 6.3k 46.32
Sigma-Aldrich Corporation 0.1 $285k 4.3k 66.48
Torchmark Corporation 0.1 $278k 4.7k 59.78
Discovery Communications 0.1 $285k 6.8k 41.67
Hansen Natural Corporation 0.1 $278k 5.3k 52.28
Roper Industries (ROP) 0.1 $288k 3.8k 76.33
Denbury Resources 0.1 $290k 15k 19.06
Synovis Life Technologies (SYNO) 0.1 $296k 18k 16.09
Advanced Battery Technologies 0.1 $276k 72k 3.85
iShares MSCI Turkey Index Fund (TUR) 0.1 $293k 4.4k 66.11
Direxion Daily Small Cp Bull 3X (TNA) 0.1 $290k 4.0k 72.50
Market Vectors-Inter. Muni. Index 0.1 $296k 14k 20.90
WisdomTree Dreyfus NZ Dollar Fund 0.1 $300k 13k 23.65
Advisorshares Tr cambria gl tac 0.1 $275k 11k 25.52
Magna Entmt Corp note 7.250%12/1 0.1 $279k 2.8M 0.10
Bank of America Corporation (BAC) 0.1 $253k 19k 13.32
Bed Bath & Beyond 0.1 $255k 5.2k 49.16
IDEXX Laboratories (IDXX) 0.1 $250k 3.6k 69.14
Pharmaceutical Product Development 0.1 $269k 9.9k 27.11
Intel Corporation (INTC) 0.1 $270k 13k 21.00
Fossil 0.1 $252k 3.6k 70.41
Dell 0.1 $261k 19k 13.56
Windstream Corporation 0.1 $269k 19k 13.95
Manpower (MAN) 0.1 $252k 4.0k 62.75
O'Reilly Automotive 0.1 $259k 4.3k 60.49
Dril-Quip (DRQ) 0.1 $269k 3.5k 77.86
Market Vectors Junior Gold Miners ETF 0.1 $249k 6.2k 39.85
iShares Dow Jones US Utilities (IDU) 0.1 $256k 3.3k 77.11
iShares S&P Cal AMTFr Mncpl Bnd (CMF) 0.1 $271k 2.7k 98.72
iShares Dow Jones US Aerospace & Def.ETF (ITA) 0.1 $256k 4.4k 58.82
SPDR S&P Oil & Gas Equipt & Servs. 0.1 $260k 7.1k 36.69
PowerShares Aerospace & Defense 0.1 $246k 13k 18.68
Market Vectors Poland ETF 0.1 $252k 9.3k 27.01
First Trust FTSE EPRA G R E Idx (DTRE) 0.1 $253k 7.2k 35.09
MasterCard Incorporated (MA) 0.1 $238k 1.1k 224.11
People's United Financial 0.1 $225k 16k 13.99
SLM Corporation (SLM) 0.1 $240k 19k 12.59
Eli Lilly & Co. (LLY) 0.1 $230k 6.6k 35.10
Cisco Systems (CSCO) 0.1 $223k 11k 20.23
Dionex Corporation 0.1 $226k 1.9k 117.95
McGraw-Hill Companies 0.1 $221k 6.1k 36.38
Timken Company (TKR) 0.1 $230k 4.8k 47.82
Progress Energy 0.1 $222k 5.1k 43.57
DaVita (DVA) 0.1 $228k 3.3k 69.41
Helmerich & Payne (HP) 0.1 $240k 4.9k 48.49
CommScope 0.1 $236k 7.6k 31.26
Anadarko Petroleum Corporation 0.1 $216k 2.8k 76.14
Macy's (M) 0.1 $220k 8.7k 25.34
City National Corporation 0.1 $223k 3.6k 61.31
First Solar (FSLR) 0.1 $236k 1.8k 130.10
Energy Select Sector SPDR (XLE) 0.1 $243k 3.6k 68.32
J. Crew 0.1 $219k 5.1k 43.07
Varian Semiconductor 0.1 $226k 6.1k 36.93
Phillips-Van Heusen Corporation 0.1 $221k 3.5k 63.05
Valmont Industries (VMI) 0.1 $231k 2.6k 88.57
American International (AIG) 0.1 $239k 4.2k 57.51
Simon Property (SPG) 0.1 $223k 2.2k 99.64
SPDR S&P Homebuilders (XHB) 0.1 $225k 13k 17.37
iShares Dow Jones US Tele (IYZ) 0.1 $233k 10k 23.41
Global X China Industrials ETF 0.1 $216k 13k 16.38
First Trust NASDAQ-100 EqualWeighted ETF (QQEW) 0.1 $216k 9.1k 23.73
ProShares UltraShort Real Estate 0.1 $218k 12k 18.17
Direxion Shs Etf Tr dly enrgy bear3x 0.1 $234k 10k 22.57
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.1 $221k 4.4k 50.68
American Express Company (AXP) 0.1 $211k 4.9k 43.01
Johnson & Johnson (JNJ) 0.1 $208k 3.4k 61.90
Teva Pharmaceutical Industries (TEVA) 0.1 $205k 3.9k 52.15
Duke Energy Corporation 0.1 $210k 12k 17.79
Medco Health Solutions 0.1 $215k 3.5k 61.18
At&t (T) 0.1 $213k 7.3k 29.36
Endo Pharmaceuticals 0.1 $205k 5.8k 35.65
AngloGold Ashanti 0.1 $214k 4.4k 49.15
Pepsi (PEP) 0.1 $209k 3.2k 65.31
Forest Laboratories 0.1 $203k 6.3k 32.04
H.J. Heinz Company 0.1 $203k 4.1k 49.51
CF Industries Holdings (CF) 0.1 $204k 1.5k 134.83
Zions Bancorporation (ZION) 0.1 $204k 8.4k 24.17
Reliance Steel & Aluminum (RS) 0.1 $203k 4.0k 51.09
Altera Corporation 0.1 $210k 5.9k 35.65
Yanzhou Coal Mining (YZCAY) 0.1 $208k 6.8k 30.64
Patriot Coal Corp 0.1 $199k 10k 19.38
Ltx Credence Corporation 0.1 $209k 28k 7.41
Celgene Corp right 12/31/2011 0.1 $202k 41k 4.89
Companhia Siderurgica Nacional (SID) 0.1 $181k 11k 16.69
Alcoa 0.1 $182k 12k 15.40
LaBranche & Co 0.1 $168k 47k 3.59
Banco Santander (SAN) 0.1 $172k 16k 10.65
ULTRAPETROL BAHAMAS LTD COM Stk (ULTRF) 0.1 $161k 25k 6.44
Harbin Electric 0.1 $174k 10k 17.40
North Amern Palladium 0.1 $174k 25k 6.95
Zions Bancorporation *w exp 05/22/202 0.1 $184k 25k 7.36
Direxion Daily Finan. Bear 3X 0.1 $160k 17k 9.44
CAMAC Energy 0.1 $182k 91k 1.99
Deutsche Bk Ag London Brh ps mtl ddl etn (BOMMF) 0.1 $168k 16k 10.53
Powershares Etf Trust dyn semct port 0.1 $169k 10k 16.31
Verigy 0.1 $141k 11k 13.04
Advanced Energy Industries (AEIS) 0.1 $146k 11k 13.66
Fushi Copperweld 0.1 $139k 16k 8.85
Wonder Auto Technology 0.1 $151k 20k 7.55
PowerShares Global Wind Energy PortfoETF 0.1 $131k 13k 9.83
Callon Pete Co Del Com Stk 0.0 $118k 20k 5.90
General Moly Inc Com Stk 0.0 $126k 19k 6.49
Gastar Exploration 0.0 $108k 25k 4.32
Yuhe International (YUII) 0.0 $90k 10k 9.00
Heckmann Corp *w exp 11/09/201 0.0 $74k 239k 0.31
ShengdaTech 0.0 $49k 10k 4.90