GeoSphere Capital Management, LLC Quant / Systematic

CIK: 0001426876 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $49,740 (100.0% shares, 0.0% debt)

Holdings (30)

SPY SPDR S&P 500 ETF TR 10.0%

Value ($000) $4,954 Shares 24,000 Est. Cost — Unrealized —

— CARRIZO OIL & GAS INC 8.9%

Value ($000) $4,437 Shares 89,375 Est. Cost $51.70 Unrealized —

— SYNERGY RES CORP 6.2%

Value ($000) $3,099 Shares 261,510 Est. Cost $11.71 Unrealized —

— GULFPORT ENERGY CORP 4.8%

Value ($000) $2,387 Shares 52,000 Est. Cost $43.50 Unrealized —

— BHP BILLITON PLC 4.6%

Value ($000) $2,301 Shares 52,000 Est. Cost $44.25 Unrealized —

— CIMAREX ENERGY CO 4.5%

Value ($000) $2,221 Shares 19,300 Est. Cost $127.12 Unrealized —

FANG DIAMONDBACK ENERGY INC 4.4%

Value ($000) $2,202 Shares 28,657 Est. Cost $55.04 Unrealized -2.5%

— SCORPIO TANKERS INC 4.2%

Value ($000) $2,098 Shares 222,750 Est. Cost $9.02 Unrealized —

— WPX ENERGY INC 4.0%

Value ($000) $2,011 Shares 184,000 Est. Cost $10.93 Unrealized —

— CONCHO RES INC 3.5%

Value ($000) $1,762 Shares 15,200 Est. Cost $115.92 Unrealized —

EOG EOG RES INC 3.5%

Value ($000) $1,760 Shares 19,200 Est. Cost $66.21 Unrealized 0.0%

DVN DEVON ENERGY CORP NEW 3.5%

Value ($000) $1,749 Shares 29,000 Est. Cost $41.34 Unrealized +0.5%

— WHITING PETE CORP NEW 3.5%

Value ($000) $1,730 Shares 56,000 Est. Cost $31.83 Unrealized —

— BONANZA CREEK ENERGY INC 3.1%

Value ($000) $1,559 Shares 63,200 Est. Cost $24.67 Unrealized —

— WESTMORELAND COAL CO 2.7%

Value ($000) $1,367 Shares 51,101 Est. Cost $36.89 Unrealized —

— AK STL HLDG CORP 2.7%

Value ($000) $1,341 Shares 300,000 Est. Cost $4.47 Unrealized —

— OASIS PETE INC NEW 2.5%

Value ($000) $1,263 Shares 88,800 Est. Cost $14.22 Unrealized —

— SUPERIOR ENERGY SVCS INC 2.5%

Value ($000) $1,251 Shares 56,000 Est. Cost $22.34 Unrealized —

— CONSTELLIUM NV 2.5%

Value ($000) $1,219 Shares 60,000 Est. Cost $20.32 Unrealized —

— EURONAV NV ANTWERPEN 2.4%

Value ($000) $1,206 Shares 100,000 Est. Cost $12.06 Unrealized —

SXC SUNCOKE ENERGY INC 2.4%

Value ($000) $1,195 Shares 80,000 Est. Cost $17.07 Unrealized 0.0%

— WESTERN REFNG INC 2.4%

Value ($000) $1,185 Shares 24,000 Est. Cost $49.38 Unrealized —

RES RPC INC 1.9%

Value ($000) $943 Shares 73,638 Est. Cost $10.82 Unrealized 0.0%

KALU KAISER ALUMINUM CORP 1.9%

Value ($000) $923 Shares 12,000 Est. Cost $52.19 Unrealized 0.0%

— DELEK US HLDGS INC 1.8%

Value ($000) $907 Shares 22,836 Est. Cost $33.93 Unrealized —

STLD STEEL DYNAMICS INC 1.7%

Value ($000) $829 Shares 41,250 Est. Cost $13.97 Unrealized +5.6%

CNQ CANADIAN NAT RES LTD 1.4%

Value ($000) $675 Shares 22,000 Est. Cost $9.07 Unrealized 0.0%

DHT DHT HOLDINGS INC 1.3%

Value ($000) $653 Shares 93,600 Est. Cost $2.75 Unrealized +16.6%

ASC ARDMORE SHIPPING CORP 0.8%

Value ($000) $391 Shares 38,818 Est. Cost $10.14 Unrealized -17.1%

— BALTIC TRADING LIMITED 0.2%

Value ($000) $122 Shares 81,800 Est. Cost $4.14 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	24,000	$4,954	10.0%	—	—	Put	78462F103
—	CARRIZO OIL & GAS INC	89,375	$4,437	8.9%	$51.70	—	COM	144577103
—	SYNERGY RES CORP	261,510	$3,099	6.2%	$11.71	—	COM	87164P103
—	GULFPORT ENERGY CORP	52,000	$2,387	4.8%	$43.50	—	COM NEW	402635304
—	BHP BILLITON PLC	52,000	$2,301	4.6%	$44.25	—	SPONSORED ADR	05545E209
—	CIMAREX ENERGY CO	19,300	$2,221	4.5%	$127.12	—	COM	171798101
FANG	DIAMONDBACK ENERGY INC	28,657	$2,202	4.4%	$55.04	-2.5%	COM	25278X109
—	SCORPIO TANKERS INC	222,750	$2,098	4.2%	$9.02	—	SHS	Y7542C106
—	WPX ENERGY INC	184,000	$2,011	4.0%	$10.93	—	COM	98212B103
—	CONCHO RES INC	15,200	$1,762	3.5%	$115.92	—	COM	20605P101
EOG	EOG RES INC	19,200	$1,760	3.5%	$66.21	0.0%	COM	26875P101
DVN	DEVON ENERGY CORP NEW	29,000	$1,749	3.5%	$41.34	+0.5%	COM	25179M103
—	WHITING PETE CORP NEW	56,000	$1,730	3.5%	$31.83	—	COM	966387102
—	BONANZA CREEK ENERGY INC	63,200	$1,559	3.1%	$24.67	—	COM	097793103
—	WESTMORELAND COAL CO	51,101	$1,367	2.7%	$36.89	—	COM	960878106
—	AK STL HLDG CORP	300,000	$1,341	2.7%	$4.47	—	COM	001547108
—	OASIS PETE INC NEW	88,800	$1,263	2.5%	$14.22	—	COM	674215108
—	SUPERIOR ENERGY SVCS INC	56,000	$1,251	2.5%	$22.34	—	COM	868157108
—	CONSTELLIUM NV	60,000	$1,219	2.5%	$20.32	—	CL A	N22035104
—	EURONAV NV ANTWERPEN	100,000	$1,206	2.4%	$12.06	—	SHS TEMP	B38564124
SXC	SUNCOKE ENERGY INC	80,000	$1,195	2.4%	$17.07	0.0%	COM	86722A103
—	WESTERN REFNG INC	24,000	$1,185	2.4%	$49.38	—	COM	959319104
RES	RPC INC	73,638	$943	1.9%	$10.82	0.0%	COM	749660106
KALU	KAISER ALUMINUM CORP	12,000	$923	1.9%	$52.19	0.0%	COM PAR $0.01	483007704
—	DELEK US HLDGS INC	22,836	$907	1.8%	$33.93	—	COM	246647101
STLD	STEEL DYNAMICS INC	41,250	$829	1.7%	$13.97	+5.6%	COM	858119100
CNQ	CANADIAN NAT RES LTD	22,000	$675	1.4%	$9.07	0.0%	COM	136385101
DHT	DHT HOLDINGS INC	93,600	$653	1.3%	$2.75	+16.6%	SHS NEW	Y2065G121
ASC	ARDMORE SHIPPING CORP	38,818	$391	0.8%	$10.14	-17.1%	COM	Y0207T100
—	BALTIC TRADING LIMITED	81,800	$122	0.2%	$4.14	—	COM	Y0553W103