-----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, G1JJqlpLbRtapcMTGfpmeQXsvnoKbgisBI6NOBuA9KCNRckegXGxX11EHe8aGMXj TuzwE9ymfYlLX159N1pVwQ== 0001169232-09-003490.txt : 20090729 0001169232-09-003490.hdr.sgml : 20090729 20090729163235 ACCESSION NUMBER: 0001169232-09-003490 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20090630 FILED AS OF DATE: 20090729 DATE AS OF CHANGE: 20090729 EFFECTIVENESS DATE: 20090729 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: 09970569 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 d77382_13f-hr.txt 13F HOLDINGS REPORT UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2009 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 July 29, 2009 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 98 Form 13F Information Table Value Total: $ 153,294 (thousands) List of Other Included Managers: None
Shares or Title of Value Principal SH/ PUT/ Investment Other Voting Authority Name of Issuer Class Cusip (x$1,000) Amount PRN CALL Discretion Managers Sole Shared None - ------------------------------------------------------------------------------------------------------------------------------------ * ALCOA INC COM COM 013817101 7066 684,000 SH SOLE None ALCOA INC NOTE 5.250% 3/1 ADDEDPut PUT 0138178VK 800 10,000 Put SOLE None * AMAZON COM INC COM COM 023135106 4183 50,000 SH SOLE None * APPLE INC COMCall CALL 0378339JK 1728 2,700 Call SOLE None YAMANA GOLD INC Call CALL 98462Y9GC 20 4,000 Call SOLE None YAMANA GOLD INC Put PUT 98462Y8SJ 20 4,000 Put SOLE None * BAIDU INC SPON ADR REP APut PUT 0567528XD 522 400 Put SOLE None * BAIDU INC SPON ADR REP APut PUT 0567528XF 319 200 Put SOLE None * BUNGE LIMITED COM COM G1696210 2729 45,300 SH SOLE None * BUNGE LIMITED COMCall CALL G169629JP 124 1,500 Call SOLE None * BUNGE LIMITED COMCall CALL G169629JO 397 2,690 Call SOLE None * BUNGE LIMITED COMPut PUT G169628VJ 581 2,300 Put SOLE None * BUNGE LIMITED COMPut PUT G169628VK 627 1,530 Put SOLE None * BUNGE LIMITED COMPut PUT G169628VL 378 600 Put SOLE None * BAIDU INC SPON ADR REP A SPON A 056752108 2830 9,400 SH SOLE None * BAIDU INC SPON ADR REP ACall CALL 0567529LN 345 200 Call SOLE None * BANK OF AMERICA CORPORATION COMCall CALL 0605059GN 340 10,000 Call SOLE None * BANK OF AMERICA CORPORATION COMCall CALL 0605059GO 79 5,091 Call SOLE None * BANK OF AMERICA CORPORATION COMPut PUT 0605058SL 2 59 Put SOLE None * BANK OF AMERICA CORPORATION COMPut PUT 0605058TJ 46 2,000 Put SOLE None CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1Call CALL 2328069IB 289 6,414 Call SOLE None CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1Call CALL 2328069IK 76 507 Call SOLE None CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1Call CALL 2328069IL 99 1,100 Call SOLE None CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1Put PUT 2328068UF 18 3,507 Put SOLE None CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1Put PUT 2328068UG 20 1,353 Put SOLE None CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1Put PUT 2328068UK 29 963 Put SOLE None CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1Put PUT 2328068XG 131 3,738 Put SOLE None CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1Put PUT 2328068XK 20 325 Put SOLE None * FAMILY DLR STORES INC COM COM 307000109 142 5,000 SH SOLE None FAMILY DOLLAR STORES Call CALL 3070009GU 8 1,626 Call SOLE None FAMILY DOLLAR STORES Put PUT 3070008SY 117 1,616 Put SOLE None * FRONTIER OIL CORP COM COM 35914P105 577 44,000 SH SOLE None * FOSTER WHEELER AG COM SHS NE H27178104 1187 50,000 SH SOLE None SPDR TR SERIES 1 Put PUT 78462F8XH 863 15,000 Put SOLE None * GOOGLE INC CL APut PUT 38259P8UT 78 800 Put SOLE None * GOOGLE INC CL APut PUT 38259P8XL 221 150 Put SOLE None * GOOGLE INC CL ACall CALL 38259P9IK 308 800 Call SOLE None * GOOGLE INC CL ACall CALL 38259P9LV 113 150 Call SOLE None * RANDGOLD RES LTD ADRCall CALL 7523449IO 1250 5,100 Call SOLE None * RANDGOLD RES LTD ADRCall CALL 7523449IY 6 630 Call SOLE None * RANDGOLD RES LTD ADRCall CALL 7523449LR 436 2,100 Call SOLE None * RANDGOLD RES LTD ADRCall CALL 7523449LT 368 3,422 Call SOLE None * RANDGOLD RES LTD ADRPut PUT 7523448UJ 311 2,142 Put SOLE None * RANDGOLD RES LTD ADRPut PUT 7523448XI 107 450 Put SOLE None * RANDGOLD RES LTD ADRPut PUT 7523448XK 2927 5,522 Put SOLE None * PETROHAWK ENERGY CORP COMCall CALL 7164959IF 69 2,300 Call SOLE None * HOLLY CORP COM PAR $0.01 COM 435758305 611 34,000 SH SOLE None * ROYAL GOLD INC COMPut PUT 7802878SH 8 82 Put SOLE None * NETEASE COM INC SPONSORED ADRCall CALL 64110W9ID 94 260 Call SOLE None * NETEASE COM INC SPONSORED ADRCall CALL 64110W9IG 811 2,617 Call SOLE None * NETEASE COM INC SPONSORED ADRCall CALL 64110W9IH 804 6,185 Call SOLE None * SINA CORP ORDCall CALL G814779LH 260 2,000 Call SOLE None * SINA CORP ORDPut PUT G814778XE 795 2,944 Put SOLE None INTEL CORP SDCV 2.950%12/1Call CALL 4581409GC 830 5,000 Call SOLE None INTEL CORP SDCV 2.950%12/1Put PUT 4581408SC 53 5,000 Put SOLE None * NETEASE COM INC SPONSORED ADRPut PUT 64110W8UE 187 4,667 Put SOLE None * NETEASE COM INC SPONSORED ADRPut PUT 64110W8UF 30 600 Put SOLE None * NETEASE COM INC SPONSORED ADRPut PUT 64110W8UG 80 1,227 Put SOLE None * NETEASE COM INC SPONSORED ADRPut PUT 64110W8UH 124 1,550 Put SOLE None * NETEASE COM INC SPONSORED ADRPut PUT 64110W8UI 31 313 Put SOLE None * NETEASE COM INC SPONSORED ADRPut PUT 64110W8XG 435 3,000 Put SOLE None * PG&E CORP COM COM 69331C108 538 14,000 SH SOLE None * POTASH CORP SASK INC COM COM 73755L107 4466 48,000 SH SOLE None * POTASH CORP SASK INC COMCall CALL 73755L9LM 137 2,100 Call SOLE None * POTASH CORP SASK INC COMPut PUT 73755L8XT 2655 1,500 Put SOLE None * APPLE INC COMPut PUT 0378338VT 338 3,000 Put SOLE None * CTRIP COM INTL LTD ADRCall CALL 22943F9LJ 368 675 Call SOLE None * CTRIP COM INTL LTD ADRCall CALL 22943F9LK 188 500 Call SOLE None * CTRIP COM INTL LTD ADRPut PUT 22943F8XG 311 1,175 Put SOLE None * SHANDA INTERACTIVE ENTMT LTD SPONSORED ADRCall CALL 81941Q9IM 394 2,018 Call SOLE None * SHANDA INTERACTIVE ENTMT LTD SPONSORED ADRPut PUT 81941Q8UI 449 1,231 Put SOLE None * SHANDA INTERACTIVE ENTMT LTD SPONSORED ADRPut PUT 81941Q8UJ 61 105 Put SOLE None * POWERSHARES QQQ TRUST UNIT SER 1 UNIT S 73935A104 21828 600,000 SH SOLE None * AMAZON COM INC COMCall CALL 0231359JD 138 4,000 Call SOLE None * AMAZON COM INC COMCall CALL 0231359JS 624 1,744 Call SOLE None * RESEARCH IN MOTION LTD COMPut PUT 7609758XL 1408 2,503 Put SOLE None * RESEARCH IN MOTION LTD COM COM 760975102 2135 30,000 SH SOLE None * RESEARCH IN MOTION LTD COMCall CALL 7609759LL 477 2,503 Call SOLE None * SINA CORP ORD ORD G81477104 1032 35,000 SH SOLE None * ISHARES SILVER TRUST ISHARES ISHARE 46428Q109 3211 240,000 SH SOLE None * ISHARES SILVER TRUST ISHARESCall CALL 46428Q9AS 850 20,000 Call SOLE None * ISHARES SILVER TRUST ISHARESCall CALL 46428Q9JW 181 24,190 Call SOLE None * ISHARES SILVER TRUST ISHARESPut PUT 46428Q8ML 1700 20,000 Put SOLE None * ISHARES SILVER TRUST ISHARESPut PUT 46428Q8VJ 302 24,190 Put SOLE None * SEMICONDUCTOR HLDRS TR DEP RCPT DEP RC 816636203 9009 420,000 SH SOLE None * SPDR TR UNIT SER 1 UNIT S 78462F103 45285 492,500 SH SOLE None * SUNOCO INC COM COM 86764P109 603 26,000 SH SOLE None * SPDR TR UNIT SER 1Put PUT 78462F8XJ 1043 15,000 Put SOLE None * TARGET CORP COM COM 87612E106 4539 115,000 SH SOLE None * TARGET CORP COMPut PUT 87612E8VJ 822 4,037 Put SOLE None * TARGET CORP COMCall CALL 87612E9JK 28 4,037 Call SOLE None * TESORO CORP COM COM 881609101 611 48,000 SH SOLE None * UNITED STATES NATL GAS FUND UNITPut PUT 9123188VM 4813 30,080 Put SOLE None FOSTER WHEELER LTD Put PUT H271788ML 1820 500 Put SOLE None * NVIDIA CORP COMCall CALL 67066G9IB 975 5,000 Call SOLE None * NVIDIA CORP COMPut PUT 67066G8UB 313 5,000 Put SOLE None * VALERO ENERGY CORP NEW COM COM 91913Y100 608 36,000 SH SOLE None * AMAZON COM INC COMPut PUT 0231358VM 975 5,000 Put SOLE None 153,294
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