Verition Fund Management LLC Q4 2017 Filing

Filed February 15, 2018

Portfolio Value

$1.1B

Holdings

811

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (811 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	—CALPINE CORP	6,546,549	$99.0M	9.15%	Put
2	SPYSPDR S&P 500 ETF TR	105,976	$28.3M	2.61%	Put
3	ACWXISHARES TR	475,794	$23.8M	2.20%
4	—TESARO INC	8,500,000	$21.0M	1.94%
5	PEGPUBLIC SVC ENTERPRISE GROUP	309,538	$15.9M	1.47%
6	NEENEXTERA ENERGY INC	90,000	$14.1M	1.30%
7	IEMGISHARES INC	221,957	$12.6M	1.17%
8	—NXP SEMICONDUCTORS N V	10,000,000	$12.4M	1.14%
9	—GREAT PLAINS ENERGY INC	347,549	$11.2M	1.04%
10	EDCONSOLIDATED EDISON INC	127,054	$10.8M	1.00%
11	AEPAMERICAN ELEC PWR INC	142,453	$10.5M	0.97%
12	CTXSEURCITRIX SYS INC	118,716	$10.4M	0.97%	Put
13	—HERBALIFE LTD	9,327,000	$9.4M	0.87%
14	NRANRG ENERGY INC	316,196	$9.0M	0.83%
15	—NAVISTAR INTL CORP NEW	8,000,000	$8.7M	0.80%
16	—ISIS PHARMACEUTICALS INC DEL	8,200,000	$8.7M	0.80%
17	EEMISHARES TR	175,379	$8.3M	0.76%	Put
18	MOSMOSAIC CO NEW	313,955	$8.1M	0.74%	Put
19	PORPORTLAND GEN ELEC CO	165,935	$7.6M	0.70%
20	—51JOB INC	5,000,000	$7.4M	0.68%
21	—RENEWABLE ENERGY GROUP INC	7,035,000	$7.3M	0.68%
22	GMGENERAL MTRS CO	164,931	$6.8M	0.62%	Put
23	—ARRAY BIOPHARMA INC	6,000,000	$6.8M	0.62%
24	NAVNAVISTAR INTL CORP NEW	150,000	$6.4M	0.59%	Put
25	—ENVESTNET INC	6,000,000	$6.2M	0.58%
26	CAHCARDINAL HEALTH INC	101,576	$6.2M	0.57%
27	IWMISHARES TR	39,538	$6.0M	0.56%	Put
28	—WAYFAIR INC	5,653,000	$5.9M	0.55%
29	AEEAMEREN CORP	94,950	$5.6M	0.52%
30	—SOLARCITY CORP	6,000,000	$5.6M	0.52%
31	—AETNA INC NEW	30,650	$5.5M	0.51%
32	—REPLIGEN CORP	4,000,000	$5.2M	0.48%
33	—IMPAX LABORATORIES INC	5,350,000	$5.2M	0.48%
34	BKNGPRICELINE GRP INC	2,995	$5.2M	0.48%	Put
35	—JAZZ US HLDGS INC	1,500,000	$5.2M	0.48%
36	—SOLARCITY CORP	5,150,000	$5.1M	0.47%
37	KBHKB HOME	159,827	$5.1M	0.47%	Call
38	—NAVISTAR INTL CORP NEW	4,719,000	$4.9M	0.45%
39	UTXZUNITED TECHNOLOGIES CORP	38,293	$4.9M	0.45%
40	—SHUTTERFLY INC	4,775,000	$4.8M	0.44%
41	—YANDEX NV	4,700,000	$4.7M	0.43%
42	—SYNCHRONOSS TECHNOLOGIES INC	5,150,000	$4.6M	0.43%
43	CHRWC H ROBINSON WORLDWIDE INC	51,586	$4.6M	0.42%
44	—POWERSHARES QQQ TRUST	29,400	$4.6M	0.42%	Put
45	—CTRIP COM INTL LTD	3,700,000	$4.4M	0.40%
46	—SUCAMPO PHARMACEUTICALS INC	3,500,000	$4.3M	0.39%
47	WRUSDWESTAR ENERGY INC	78,357	$4.1M	0.38%
48	—CORNERSTONE ONDEMAND INC	4,000,000	$4.0M	0.37%
49	JECUSDJACOBS ENGR GROUP INC DEL	59,996	$4.0M	0.37%
50	—THERAVANCE BIOPHARMA INC	3,475,000	$3.8M	0.35%
51	—BANK OF THE OZARKS	76,322	$3.7M	0.34%
52	AYATLANTICA YIELD PLC	172,306	$3.7M	0.34%
53	CNHICNH INDL N V	272,388	$3.6M	0.34%	Call
54	APDAIR PRODS & CHEMS INC	21,285	$3.5M	0.32%
55	MDTMEDTRONIC PLC	43,003	$3.5M	0.32%
56	EXPEAGLE MATERIALS INC	29,889	$3.4M	0.31%
57	PFPTPROOFPOINT INC	37,575	$3.3M	0.31%	Put
58	PRUPRUDENTIAL FINL INC	27,743	$3.2M	0.29%
59	KSUEURKANSAS CITY SOUTHERN	29,938	$3.1M	0.29%
60	—ELECTRONICS FOR IMAGING INC	3,150,000	$3.0M	0.28%
61	—BRISTOW GROUP INC	2,750,000	$3.0M	0.28%
62	GSIEGOLDMAN SACHS ETF TR	99,600	$3.0M	0.28%
63	VENVENTAS INC	48,776	$2.9M	0.27%
64	ETRENTERGY CORP NEW	35,894	$2.9M	0.27%
65	—K2M GROUP HLDGS INC	2,500,000	$2.8M	0.26%
66	BWABORGWARNER INC	54,843	$2.8M	0.26%	Call
67	CTSHCOGNIZANT TECHNOLOGY SOLUTIO	38,348	$2.7M	0.25%
68	ATATLANTIC PWR CORP	1,133,004	$2.7M	0.25%
69	BKHBLACK HILLS CORP	43,334	$2.6M	0.24%
70	—ILG INC	90,266	$2.6M	0.24%	Put
71	BERYEURBERRY GLOBAL GROUP INC	43,477	$2.6M	0.24%
72	NINISOURCE INC	96,500	$2.5M	0.23%
73	GRA1EURGRACE W R & CO DEL NEW	35,138	$2.5M	0.23%
74	ENOVCOLFAX CORP	61,780	$2.4M	0.23%
75	EQREQUITY RESIDENTIAL	38,334	$2.4M	0.23%
76	LLYLILLY ELI & CO	28,890	$2.4M	0.23%
77	RCLROYAL CARIBBEAN CRUISES LTD	20,064	$2.4M	0.22%
78	TOLTOLL BROTHERS INC	49,714	$2.4M	0.22%
79	MPCMARATHON PETE CORP	36,083	$2.4M	0.22%
80	CNPCENTERPOINT ENERGY INC	83,000	$2.4M	0.22%
81	—LABORATORY CORP AMER HLDGS	14,685	$2.3M	0.22%
82	FEFIRSTENERGY CORP	76,235	$2.3M	0.22%
83	EIXEDISON INTL	36,889	$2.3M	0.22%
84	AWRAMERICAN STS WTR CO	40,224	$2.3M	0.22%
85	OASEUROASIS PETE INC NEW	263,924	$2.2M	0.21%	Put
86	—CAVIUM INC	26,403	$2.2M	0.20%
87	MLMMARTIN MARIETTA MATLS INC	10,000	$2.2M	0.20%
88	ELLAUDER ESTEE COS INC	17,342	$2.2M	0.20%
89	—BIOMARIN PHARMACEUTICAL INC	2,000,000	$2.2M	0.20%
90	JNJJOHNSON & JOHNSON	15,280	$2.1M	0.20%
91	HONHONEYWELL INTL INC	13,874	$2.1M	0.20%
92	GWWGRAINGER W W INC	9,000	$2.1M	0.20%	Call
93	DISHDISH NETWORK CORP	44,355	$2.1M	0.20%
94	METMETLIFE INC	41,862	$2.1M	0.20%
95	—NEVRO CORP	2,000,000	$2.1M	0.19%
96	ALSNALLISON TRANSMISSION HLDGS I	48,645	$2.1M	0.19%
97	SNPSSYNOPSYS INC	24,265	$2.1M	0.19%
98	GEGENERAL ELECTRIC CO	117,584	$2.1M	0.19%
99	BDXBECTON DICKINSON & CO	9,490	$2.0M	0.19%
100	IACIEURIAC INTERACTIVECORP	16,472	$2.0M	0.19%	Call

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