After reading @sipa's answer regarding what is an orphan transaction, it seems like bitcoin-core does not log orphan transactions as AcceptToMemoryPool even after it managed to identify all parents.
For example, the txid 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 appears in my debug.log:
user@home ~ $ cat ~/.bitcoin/debug.log | grep 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9
2016-01-22 02:12:08 got inv: tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 new peer=3
2016-01-22 02:12:08 askfor tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 0 (00:00:00) peer=3
2016-01-22 02:12:08 Requesting tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 peer=3
2016-01-22 02:12:08 got inv: tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 new peer=2
2016-01-22 02:12:08 askfor tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 1453428727872645 (02:12:07) peer=2
2016-01-22 02:12:08 got inv: tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 new peer=6
2016-01-22 02:12:08 askfor tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 1453428847872645 (02:14:07) peer=6
2016-01-22 02:12:08 stored orphan tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 (mapsz 101 prevsz 195)
2016-01-22 02:12:09 got inv: tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 have peer=1
2016-01-22 02:12:09 got inv: tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 have peer=5
2016-01-22 02:12:09 got inv: tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 have peer=8
2016-01-22 02:12:09 got inv: tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 have peer=7
2016-01-22 02:12:19 got inv: tx 60f83ba567b39258519f0f981709eeb904f09b9992c4247c983cbbecd6ce07d9 have peer=4
At the first few seconds of seeing it arrive to the log, I wasn't able to execute getrawtransaction against it, since I'm guessing it wasn't in the mempool, but then after about a minute I was able to execute getrawtransaction but still could not find the AcceptToMemoryPool log. I ended up checking quite a few txids that were marked as orphan and noticed non of them are eventually marked as AcceptToMemoryPool in the debug.log
I'm running v0.11.2.0-g7e27892 on Ubuntu 14.04 with -txindex=1 and -debug