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Disclosery

Vermillion Asset Management LLC

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13F filer, CIK 1421758, NEW YORK, NY

Vermillion Asset Management LLC reported $84,890,000 across 10 holdings for the quarter ended 2014-06-30, in a 13F-HR filed 2014-08-12.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001140361-14-031949

Period
2014-06-30
Reported value
$84.9M
Holdings
10
Top 10 weight
100%
New
9
Sold out
6

Largest buys vs the previous quarter

SecurityShares changeApprox. value
SPYnew+44,700$8.75M
MPCnew+23,379$1.82M
EWZnew+30,000$1.43M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
MOSexited-329,500-$16.5M
TLTexited-27,000-$2.95M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q2 2014

Share positions as resolved from 13F-HR 0001140361-14-031949, largest first. % of portfolio is the value over $14,136,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 44,700 shares 44,700$8.75M61.89%newTimeline
CMECME GROUP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: 30,000 shares; 2013Q3: 30,000 shares; 2013Q4: 30,000 shares; 2014Q1: 30,000 shares; 2014Q2: 30,000 shares 30,000$2.13M15.06%0Timeline
MPCMARATHON PETE CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 23,379 shares 23,379$1.82M12.91%newTimeline
EWZISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: not loaded; 2013Q1: not loaded; 2013Q2: not reported; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 30,000 shares 30,000$1.43M10.14%newTimeline

Options

Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).

SecurityTypeAmountValueChange
SPYSTATE STR SPDR S&P 500 ETF T SHSput102,400$20Mnew
SPYSTATE STR SPDR S&P 500 ETF T SHScall102,400$20Mnew
EWZISHARES INC MSCI BRAZIL ETFput300,000$14.3Mnew
EWZISHARES INC MSCI BRAZIL ETFcall300,000$14.3Mnew
XLESELECT SECTOR SPDR TR SHSput10,000$1Mnew
XLESELECT SECTOR SPDR TR SHScall10,000$1Mnew

Sold out in Q2 2014

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
MOSMOSAIC CO650,000$32.5Mcall
MOSMOSAIC CO329,500$16.5Mshares
FXIISHARES TR400,000$14.3Mput
TLTISHARES TR100,000$10.9Mput
TLTISHARES TR100,000$10.9Mcall
TLTISHARES TR27,000$2.95Mshares

How Q2 2014 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001140361-14-031949 base2014-08-12acceptance time not in the bulk data set