-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, P04bM90WqthBFiFupuWHFxe1ouKM8UoaPaoquU1KCS4dYUaj0BIjSSPZm/Kk9/TD KLY8ob6//stlbMmBm5pRbQ== 0001140361-10-044393.txt : 20101109 0001140361-10-044393.hdr.sgml : 20101109 20101109120708 ACCESSION NUMBER: 0001140361-10-044393 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20101109 DATE AS OF CHANGE: 20101109 EFFECTIVENESS DATE: 20101109 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Vermillion Asset Management LLC CENTRAL INDEX KEY: 0001421758 IRS NUMBER: 202794416 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12729 FILM NUMBER: 101175152 BUSINESS ADDRESS: STREET 1: 267 FIFTH AVENUE STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10016 BUSINESS PHONE: 212-683-8816 MAIL ADDRESS: STREET 1: 267 FIFTH AVENUE STREET 2: 7TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10016 13F-HR 1 form13fhr.txt VERMILLION ASSET MANAGEMENT LLC 13F-HR 9-30-2010 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Vermillion Asset Management, LLC Address: 267 Fifth Avenue, 7th Floor New York, NY 10016 Form 13F File Number: 28-12729 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Christopher Zuech Title: Chief Compliance Officer Phone: 212-683-8816 Signature, Place and Date of Signing: /s/Christopher Zuech New York, NY November 9, 2010 Report Type (Check only one): [X] 13F HOLDINGS REPORT [ ] 13F NOTICE [ ] 13F COMBINATION REPORT List of Other Managers Reporting for this Manager: None FORM 13F SUMMARY PAGE Report Summary: Number of other Included Managers: 0 Form 13F Information Table Entry Total 43 Form 13F Information Table Value Total: $950,145 (thousands) List of Other Included Managers: None
FORM 13F INFORMATION TABLE COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - ------------------------------------ -------------- --------- -------- ----------------- ---------- -------- ---------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------ -------------- --------- -------- -------- --- ---- ---------- -------- ---- ------ ---- * AMERICAN ELEC PWR INC COM COM 025537101 790 21800 SH SOLE NONE 0 0 0 * BAKER HUGHES INC COM COM 057224107 596 14000 SH SOLE NONE 0 0 0 * CME GROUP INC COM COM 12572Q105 2,084 8000 SH SOLE NONE 0 0 0 * CAMPBELL SOUP CO COM COM 134429109 815 22800 SH SOLE NONE 0 0 0 * DOMINION RES INC VA NEW COM COM 25746U109 201 4600 SH SOLE NONE 0 0 0 * ECOLAB INC COM COM 278865100 812 16000 SH SOLE NONE 0 0 0 * ISHARES INC MSCI BRAZIL CALL 464286400 30,779 400000 CALL SOLE NONE 0 0 0 * ISHARES INC MSCI BRAZIL PUT 464286400 30,779 400000 PUT SOLE NONE 0 0 0 * ISHARES INC MSCI BRAZIL MSCI B 464286400 15,390 200000 SH SOLE NONE 0 0 0 * ISHARES TR INDEX FTSE XNHUA IDX FTSE X 464287184 5,567 130000 SH SOLE NONE 0 0 0 * ISHARES TR INDEX FTSE XNHUA IDX CALL 464287184 20,511 479000 CALL SOLE NONE 0 0 0 * ISHARES TR INDEX FTSE XNHUA IDX PUT 464287184 9,635 225000 PUT SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS GOLD S 78463V107 18,547 145000 SH SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS PUT 78463V107 57,560 450000 PUT SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS CALL 78463V107 5,116 40000 CALL SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS PUT 78463V107 63,955 500000 PUT SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS CALL 78463V107 6,396 50000 CALL SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS CALL 78463V107 2,405 18800 CALL SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS CALL 78463V107 31,978 250000 CALL SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS CALL 78463V107 127,910 1000000 CALL SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS PUT 78463V107 38,373 300000 PUT SOLE NONE 0 0 0 * SPDR GOLD TRUST GOLD SHS PUT 78463V107 63,955 500000 PUT SOLE NONE 0 0 0 * GAP INC DEL COM COM 364760108 800 42900 SH SOLE NONE 0 0 0 * GOODRICH CORP COM COM 382388106 841 11400 SH SOLE NONE 0 0 0 * HELMERICH & PAYNE INC COM COM 423452101 837 20700 SH SOLE NONE 0 0 0 * ITT CORP NEW COM COM 450911102 820 17500 SH SOLE NONE 0 0 0 * NORDSTROM INC COM COM 655664100 525 14100 SH SOLE NONE 0 0 0 * KELLOGG CO COM COM 487836108 793 15700 SH SOLE NONE 0 0 0 * L-3 COMMUNICATIONS HLDGS INC COM COM 502424104 860 11900 SH SOLE NONE 0 0 0 * MARATHON OIL CORP COM COM 565849106 834 25200 SH SOLE NONE 0 0 0 * PEPSICO INC COM COM 713448108 817 12300 SH SOLE NONE 0 0 0 * RANGE RES CORP COM COM 75281A109 452 11850 SH SOLE NONE 0 0 0 * SPDR S&P 500 ETF TR UNIT SER 1 S&P CALL 78462F103 57,065 500000 CALL SOLE NONE 0 0 0 * SPDR S&P 500 ETF TR UNIT SER 1 S&P PUT 78462F103 57,065 500000 PUT SOLE NONE 0 0 0 * SPDR S&P 500 ETF TR UNIT SER 1 S&P CALL 78462F103 57,065 500000 CALL SOLE NONE 0 0 0 * SPDR S&P 500 ETF TR UNIT SER 1 S&P CALL 78462F103 22,826 200000 CALL SOLE NONE 0 0 0 * SPDR S&P 500 ETF TR UNIT SER 1 S&P CALL 78462F103 79,891 700000 CALL SOLE NONE 0 0 0 * SPDR S&P 500 ETF TR UNIT SER 1 S&P CALL 78462F103 57,065 500000 CALL SOLE NONE 0 0 0 * SPDR S&P 500 ETF TR UNIT SER 1 S&P PUT 78462F103 57,065 500000 PUT SOLE NONE 0 0 0 * AT&T INC COM COM 00206R102 749 26200 SH SOLE NONE 0 0 0 * UNIT CORP COM COM 909218109 839 22500 SH SOLE NONE 0 0 0 * UNITED STATES OIL FUND LP UNITS CALL 91232N108 17,420 500000 CALL SOLE NONE 0 0 0 * UNITED STATES OIL FUND LP UNITS CALL 91232N108 1,362 39100 CALL SOLE NONE 0 0 0
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