0000894579-12-000315.txt : 20121113 0000894579-12-000315.hdr.sgml : 20121112 20121113120440 ACCESSION NUMBER: 0000894579-12-000315 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20120930 FILED AS OF DATE: 20121113 DATE AS OF CHANGE: 20121113 EFFECTIVENESS DATE: 20121113 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: 121197207 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 vermillion13fhr111212.txt FORM 13F-HR 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, 2012 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 13, 2012 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 135 Form 13F Information Table Value Total: $322,513 (thousands) List of Other Included Managers: NONE
------------------------------------------------------------------------------------------------------------------------------------ Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 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 CALL CALL 013817901 19 6,000 CALL SOLE NONE ALCOA INC PUT PUT 013817951 93 1,000 PUT SOLE NONE ALCOA INC PUT PUT 013817951 8 5,000 PUT SOLE NONE ALPHA NATURAL RESOURCES INC CALL CALL 02076X902 236 2,000 CALL SOLE NONE APACHE CORP CALL CALL 037411905 63 1,000 CALL SOLE NONE APACHE CORP PUT PUT 037411955 23 1,000 PUT SOLE NONE ANADARKO PETE CORP PUT PUT 032511957 482 3,000 PUT SOLE NONE BUNGE LIMITED CALL CALL G16962905 258 1,000 CALL SOLE NONE BUNGE LIMITED PUT PUT G16962955 10 1,000 PUT SOLE NONE CONOCOPHILLIPS CALL CALL 20825C904 201 1,000 CALL SOLE NONE CONOCOPHILLIPS CALL CALL 20825C904 96 1,000 CALL SOLE NONE CONOCOPHILLIPS CALL CALL 20825C904 225 2,000 CALL SOLE NONE CONOCOPHILLIPS PUT PUT 20825C954 63 1,000 PUT SOLE NONE CONOCOPHILLIPS PUT PUT 20825C954 13 1,000 PUT SOLE NONE CONOCOPHILLIPS PUT PUT 20825C954 42 2,000 PUT SOLE NONE CHEVRON CORP NEW CALL CALL 166764900 1,238 2,000 CALL SOLE NONE CHEVRON CORP NEW PUT PUT 166764950 39 1,000 PUT SOLE NONE DOMINION RES INC VA NEW CALL CALL 25746U909 106 1,000 CALL SOLE NONE DOMINION RES INC VA NEW PUT PUT 25746U959 9 1,000 PUT SOLE NONE POWERSHARES DB CMDTY IDX TRA CALL CALL 73935S905 80 1,000 CALL SOLE NONE ISHARES TR INDEX PUT PUT 464287952 528 3,000 PUT SOLE NONE ISHARES INC CALL CALL 464286903 400 4,000 CALL SOLE NONE ISHARES INC PUT PUT 464286953 30 4,000 PUT SOLE NONE FREEPORT-MCMORAN COPPER & GO CALL CALL 35671D907 551 2,000 CALL SOLE NONE FREEPORT-MCMORAN COPPER & GO PUT PUT 35671D957 8 1,000 PUT SOLE NONE FREEPORT-MCMORAN COPPER & GO PUT PUT 35671D957 405 1,000 PUT SOLE NONE FREEPORT-MCMORAN COPPER & GO PUT PUT 35671D957 167 2,000 PUT SOLE NONE FREEPORT-MCMORAN COPPER & GO PUT PUT 35671D957 21 2,000 PUT SOLE NONE ISHARES TR INDEX CALL CALL 464287902 420 6,000 CALL SOLE NONE ISHARES TR INDEX PUT PUT 464287952 720 6,000 PUT SOLE NONE MARKET VECTORS ETF TR CALL CALL 57060U900 120 1,000 CALL SOLE NONE MARKET VECTORS ETF TR CALL CALL 57060U900 321 2,000 CALL SOLE NONE MARKET VECTORS ETF TR CALL CALL 57060U900 307 3,000 CALL SOLE NONE MARKET VECTORS ETF TR PUT PUT 57060U950 157 1,000 PUT SOLE NONE MARKET VECTORS ETF TR PUT PUT 57060U950 280 1,000 PUT SOLE NONE MARKET VECTORS ETF TR PUT PUT 57060U950 1,151 3,000 PUT SOLE NONE GOLD FIELDS LTD NEW PUT PUT 38059T956 63 5,000 PUT SOLE NONE SPDR GOLD TRUST CALL CALL 78463V907 415 1,000 CALL SOLE NONE SPDR GOLD TRUST CALL CALL 78463V907 1,890 2,000 CALL SOLE NONE SPDR GOLD TRUST PUT PUT 78463V957 3,250 4,000 PUT SOLE NONE HALLIBURTON CO CALL CALL 406216901 275 1,000 CALL SOLE NONE HALLIBURTON CO CALL CALL 406216901 437 5,000 CALL SOLE NONE HALLIBURTON CO CALL CALL 406216901 643 5,000 CALL SOLE NONE HALLIBURTON CO PUT PUT 406216951 56 1,000 PUT SOLE NONE
------------------------------------------------------------------------------------------------------------------------------------ Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 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 ------------------------------------------------------------------------------------------------------------------------------------ HALLIBURTON CO PUT PUT 406216951 111 2,000 PUT SOLE NONE HALLIBURTON CO PUT PUT 406216951 697 4,000 PUT SOLE NONE HALLIBURTON CO PUT PUT 406216951 156 6,000 PUT SOLE NONE INTL PAPER CO CALL CALL 460146903 293 1,000 CALL SOLE NONE INTL PAPER CO CALL CALL 460146903 728 1,000 CALL SOLE NONE INTL PAPER CO CALL CALL 460146903 1,127 2,000 CALL SOLE NONE INTL PAPER CO PUT PUT 460146953 4 1,000 PUT SOLE NONE INTL PAPER CO PUT PUT 460146953 7 1,000 PUT SOLE NONE INTL PAPER CO PUT PUT 460146953 8 2,000 PUT SOLE NONE CHENIERE ENERGY PARTNERS LP CALL CALL 16411Q901 360 2,000 CALL SOLE NONE CHENIERE ENERGY PARTNERS LP CALL CALL 16411Q901 650 5,000 CALL SOLE NONE CHENIERE ENERGY PARTNERS LP PUT PUT 16411Q951 1,488 4,000 PUT SOLE NONE CHENIERE ENERGY PARTNERS LP PUT PUT 16411Q951 100 5,000 PUT SOLE NONE MOSAIC CO NEW CALL CALL 61945C903 2,125 9,000 CALL SOLE NONE SCHLUMBERGER LTD CALL CALL 806857908 522 2,000 CALL SOLE NONE SCHLUMBERGER LTD PUT PUT 806857958 780 2,000 PUT SOLE NONE SCHLUMBERGER LTD PUT PUT 806857958 50 2,000 PUT SOLE NONE SELECT SECTOR SPDR TR PUT PUT 81369Y950 555 1,000 PUT SOLE NONE SPDR S&P 500 ETF TR CALL CALL 78462F903 4,710 10,000 CALL SOLE NONE SPDR S&P 500 ETF TR PUT PUT 78462F953 670 10,000 PUT SOLE NONE UNITED STATES NATL GAS FUND CALL CALL 912318902 988 4,000 CALL SOLE NONE UNITED STATES NATL GAS FUND CALL CALL 912318902 2,550 8,000 CALL SOLE NONE UNITED STATES NATL GAS FUND CALL CALL 912318902 1,494 9,000 CALL SOLE NONE UNITED STATES NATL GAS FUND PUT PUT 912318952 2 2,000 PUT SOLE NONE UNITED STATES NATL GAS FUND PUT PUT 912318952 2 4,000 PUT SOLE NONE UNITED STATES NATL GAS FUND PUT PUT 912318952 41 8,000 PUT SOLE NONE UNITED STATES NATL GAS FUND PUT PUT 912318952 23 9,000 PUT SOLE NONE UNITED STATES NATL GAS FUND PUT PUT 912318952 38 1,000 PUT SOLE NONE UNITED STATES OIL FUND LP CALL CALL 91232N908 208 1,000 CALL SOLE NONE UNITED STATES OIL FUND LP CALL CALL 91232N908 142 1,000 CALL SOLE NONE UNITED STATES OIL FUND LP CALL CALL 91232N908 288 1,000 CALL SOLE NONE UNITED STATES OIL FUND LP CALL CALL 91232N908 1,428 6,000 CALL SOLE NONE UNITED STATES OIL FUND LP CALL CALL 91232N908 3,960 12,000 CALL SOLE NONE UNITED STATES OIL FUND LP PUT PUT 91232N958 23 1,000 PUT SOLE NONE UNITED STATES OIL FUND LP PUT PUT 91232N958 57 1,000 PUT SOLE NONE UNITED STATES OIL FUND LP PUT PUT 91232N958 85 2,000 PUT SOLE NONE UNITED STATES OIL FUND LP PUT PUT 91232N958 473 2,000 PUT SOLE NONE UNITED STATES OIL FUND LP PUT PUT 91232N958 4,875 15,000 PUT SOLE NONE WILLIAMS COS INC DEL CALL CALL 969457900 410 2,000 CALL SOLE NONE WILLIAMS COS INC DEL CALL CALL 969457900 543 2,000 CALL SOLE NONE WILLIAMS COS INC DEL PUT PUT 969457950 65 2,000 PUT SOLE NONE WILLIAMS COS INC DEL PUT PUT 969457950 16 2,000 PUT SOLE NONE SELECT SECTOR SPDR TR CALL CALL 81369Y906 2,120 4,000 CALL SOLE NONE SELECT SECTOR SPDR TR PUT PUT 81369Y956 350 5,000 PUT SOLE NONE EXXON MOBIL CORP CALL CALL 30231G902 471 1,000 CALL SOLE NONE EXXON MOBIL CORP CALL CALL 30231G902 658 1,000 CALL SOLE NONE EXXON MOBIL CORP CALL CALL 30231G902 214 1,000 CALL SOLE NONE
------------------------------------------------------------------------------------------------------------------------------------ Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 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 ------------------------------------------------------------------------------------------------------------------------------------ EXXON MOBIL CORP CALL CALL 30231G902 1,053 3,000 CALL SOLE NONE EXXON MOBIL CORP PUT PUT 30231G952 30 1,000 PUT SOLE NONE EXXON MOBIL CORP PUT PUT 30231G952 498 1,000 PUT SOLE NONE EXXON MOBIL CORP PUT PUT 30231G952 2 1,000 PUT SOLE NONE EXXON MOBIL CORP PUT PUT 30231G952 33 3,000 PUT SOLE NONE * SILVER WHEATON CORP COM COM 828336107 1,191 30,000 SH SOLE NONE * CME GROUP INC COM COM 12572Q105 1,719 30,000 SH SOLE NONE * ISHARES TR INDEX FTSE XNHUA IDX COM 464287184 1,837 53,000 SH SOLE NONE * SEACOR HOLDINGS INC COM COM 811904101 5,002 60,000 SH SOLE NONE * GASLOG LTD SHS COM G37585109 695 60,000 SH SOLE NONE * MATSON INC COM COM 57686G105 1,255 60,000 SH SOLE NONE * ANADARKO PETE CORP COM COM 032511107 4,405 63,000 SH SOLE NONE TAL INTL GROUP INC COM COM 874083108 2,549 75,000 SH SOLE NONE * TSAKOS ENERGY NAVIGATION LTD SHS COM G9108L108 622 120,000 SH SOLE NONE * MARKET VECTORS ETF TR GOLD MINER ETF COM 57060U100 6,718 125,000 SH SOLE NONE * KINROSS GOLD CORP COM NO PAR COM 496902404 1,491 146,000 SH SOLE NONE SAFE BULKERS INC COM COM Y7388L103 870 150,000 SH SOLE NONE * KIRBY CORP COM COM 497266106 8,292 150,000 SH SOLE NONE * GOLD FIELDS LTD NEW SPONSORED ADR COM 38059T106 2,005 156,000 SH SOLE NONE * NORDIC AMERICAN TANKER SHIPP COM COM G65773106 1,814 180,000 SH SOLE NONE * BOX SHIPS INCORPORATED SHS COM Y09675102 1,190 200,000 SH SOLE NONE * TIDEWATER INC COM COM 886423102 11,162 230,000 SH SOLE NONE * ISHARES TR INDEX RUSSELL 2000 COM 464287655 22,112 265,000 SH SOLE NONE * DIANA SHIPPING INC COM COM Y2066G104 1,938 300,000 SH SOLE NONE TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN COM Y8565J101 8,803 320,000 SH SOLE NONE * GULFMARK OFFSHORE INC CL A COM 402629208 10,837 328,000 SH SOLE NONE SCORPIO TANKERS INC SHS ADDED COM Y7542C106 2,040 340,000 SH SOLE NONE * OIL SVC HOLDRS TR DEPOSTRY RCPT COM 678002106 14,082 350,000 SH SOLE NONE * DIANA CONTAINERSHIPS INC COM COM Y2069P101 1,964 350,000 SH SOLE NONE * GOLAR LNG LTD BERMUDA SHS COM G9456A100 14,664 380,000 SH SOLE NONE * BALTIC TRADING LIMITED COM COM Y0553W103 1,292 400,000 SH SOLE NONE * ISHARES TR INDEX MSCI EMERG MKT COM 464287234 20,125 487,000 SH SOLE NONE * ISHARES SILVER TRUST ISHARES COM 46428Q109 19,753 590,000 SH SOLE NONE * UNITED STATES STL CORP NEW COM COM 912909108 13,693 718,000 SH SOLE NONE * OVERSEAS SHIPHOLDING GROUP I COM COM 690368105 4,818 730,000 SH SOLE NONE * NAVIOS MARITIME PARTNERS L P UNIT LPI COM Y62267102 11,560 780,000 SH SOLE NONE * RIO TINTO PLC SPONSORED ADR COM 767204100 38,788 830,000 SH SOLE NONE * CAPITAL PRODUCT PARTNERS L P COM UNIT LP COM Y11082107 8,007 980,000 SH SOLE NONE * NAVIOS MARITIME HOLDINGS INC COM COM Y62196103 4,140 1,150,000 SH SOLE NONE * DRYSHIPS INC SHS COM Y2109Q101 5,616 2,400,000 SH SOLE NONE * GENCO SHIPPING & TRADING LTD SHS COM Y2685T107 10,893 2,960,000 SH SOLE NONE * ISHARES INC MSCI BRAZIL COM 464286400 72 1,000 SH SOLE NONE * FREEPORT-MCMORAN COPPER & GO COM COM 35671D857 277 7,000 SH SOLE NONE * AK STL HLDG CORP COM COM 001547108 22 5,000 SH SOLE NONE 322,513