Verition Fund Management LLC

Q3 2022 13F-HR Holdings

Location
Greenwich, CT
Holdings as of
9/30/2022
Date filed
11/14/2022
Form type
13F-HR
Num holdings
3,000
Total value ($000)
$8,826,747
Net value change ($000)
+3,769,137 (74.5%)
New positions
444
Sold out positions
301
Turnover %
18.0%
Sector allocation + QoQ delta (equities-only)

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

Snapshot: Change Analysis

Compared to Q2 2022
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)
AVALARA, INC. 73,366 21835.1%
TERMINIX GLOBAL HOLDINGS INC 51,722 14610.7%
EEM 51,624 8504.8%
PCG 50,792 277.5%
ALLEGHANY CORP /DE 46,291 1643.3%
PBR 44,320 NEW
AIY 43,205 177.1%
FE 43,131 594.7%
RIO 37,641 NEW
NI 31,627 6275.2%
Top Reduces (Value $000, Stocks/ETFs)
CNP -24,521 -98.3%
EXC -23,651 -69.3%
MTB -22,320 -90.8%
AEE -18,387 -95.6%
LQD -14,194 -26.9%
AMERICAN CAMPUS COMMUNITIES INC -13,859 -100.0%
Biohaven Pharmaceutical Holding Co Ltd. -12,602 -100.0%
SCHW -12,375 -87.3%
COHERENT INC -12,075 -100.0%
SHW -12,002 -71.4%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 1,669,895 (18.9% 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