Verition Fund Management LLC

Q2 2020 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
6/30/2020
Date filed
8/14/2020
Form type
13F-HR
Num holdings
1,036
Total value ($000)
$3,040,901
Net value change ($000)
+507,711 (20.0%)
New positions
631
Sold out positions
148
Turnover %
72.4%
Sector allocation + QoQ delta (equities-only)

Holdings aggregated across other managers listed in the original SEC filing. View detailed breakdown

Prev filing: 5/15/2020 Next filing: 11/16/2020 SEC filing

Snapshot: Change Analysis

Compared to Q1 2020
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
BND 94,918 NEW
SHEL 54,625 172.2%
RIO 43,889 NEW
C 28,633 6966.7%
BBL 20,180 5544.0%
BIV 16,289 NEW
PNC 14,077 NEW
CRWD 13,390 NEW
GOOGL 11,845 NEW
JPM 11,490 NEW
Top Reduces (Value $000, Stocks/ETFs)
FLOT -48,395 -100.0%
AGG -37,536 -54.3%
MELLANOX TECHNOLOGIES LTD -27,927 -100.0%
JNJ -24,484 -93.0%
DIS -21,698 -92.7%
ABBV -15,863 -96.8%
HSBC -13,676 -48.1%
VOD -11,240 -76.2%
BMRN -8,476 -100.0%
FLRN -7,742 -94.2%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 892,596 (29.4% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type