Vermillion Asset Management

Vermillion Asset Management as of March 31, 2011

Portfolio Holdings for Vermillion Asset Management

Vermillion Asset Management holds 11 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr Gold Trust gold 28.4 $187M 1.3M 139.86
Spdr Gold Trust option 21.2 $140M 1.0M 139.86
SPDR Gold Trust (GLD) 18.0 $119M 850k 139.86
Spdr S&p 500 Etf Tr option 13.9 $92M 2.5M 36.77
Spdr S&p 500 Etf Tr option 12.8 $85M 2.3M 36.77
Spdr S&p 500 Etf Tr option 1.9 $13M 350k 36.77
Spdr S&p 500 Etf Tr option 1.9 $13M 350k 36.77
Market Vectors Agribusiness 0.8 $5.6M 100k 56.04
Spdr S&p 500 Etf (SPY) 0.6 $3.7M 100k 36.77
Cme (CME) 0.3 $1.9M 6.0k 315.00
Spdr S&p 500 Etf Tr option 0.0 $184k 5.0k 36.80