GeoSphere Capital Management, LLC Quant / Systematic

CIK: 0001426876 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $101,272 (100.0% shares, 0.0% debt)

Holdings (26)

SPY SPDR S&P 500 ETF TR 10.3%

Value ($000) $10,474 Shares 50,000 Est. Cost — Unrealized —

IWM ISHARES TR 6.8%

Value ($000) $6,899 Shares 60,000 Est. Cost — Unrealized —

— CONTINENTAL RESOURCES INC 5.4%

Value ($000) $5,432 Shares 120,000 Est. Cost $34.36 Unrealized —

— CARRIZO OIL & GAS INC 5.0%

Value ($000) $5,019 Shares 140,000 Est. Cost $35.07 Unrealized —

— CIMAREX ENERGY CO 4.8%

Value ($000) $4,892 Shares 41,000 Est. Cost $120.58 Unrealized —

— WPX ENERGY INC 4.7%

Value ($000) $4,795 Shares 515,000 Est. Cost $7.60 Unrealized —

— SYNERGY RES CORP 4.7%

Value ($000) $4,762 Shares 715,000 Est. Cost $7.80 Unrealized —

FANG DIAMONDBACK ENERGY INC 4.6%

Value ($000) $4,652 Shares 51,000 Est. Cost $55.69 Unrealized +20.0%

— ENERGEN CORP 4.6%

Value ($000) $4,631 Shares 96,050 Est. Cost $48.21 Unrealized —

— CONCHO RES INC 4.4%

Value ($000) $4,473 Shares 37,500 Est. Cost $108.68 Unrealized —

— RICE ENERGY INC 4.4%

Value ($000) $4,408 Shares 200,000 Est. Cost $21.43 Unrealized —

— CALLON PETE CO DEL 4.1%

Value ($000) $4,155 Shares 370,000 Est. Cost $11.23 Unrealized —

RES RPC INC 4.1%

Value ($000) $4,115 Shares 265,000 Est. Cost $12.09 Unrealized +5.1%

— SUPERIOR ENERGY SVCS INC 3.6%

Value ($000) $3,682 Shares 200,000 Est. Cost $17.21 Unrealized —

— PARSLEY ENERGY INC 3.5%

Value ($000) $3,588 Shares 132,599 Est. Cost $27.06 Unrealized —

— WHITING PETE CORP NEW 3.4%

Value ($000) $3,426 Shares 370,000 Est. Cost $9.26 Unrealized —

— GULFPORT ENERGY CORP 3.1%

Value ($000) $3,126 Shares 100,000 Est. Cost $36.47 Unrealized —

— MCDERMOTT INTL INC 3.0%

Value ($000) $3,063 Shares 620,000 Est. Cost $4.74 Unrealized —

— ROYAL DUTCH SHELL PLC 3.0%

Value ($000) $3,038 Shares 55,000 Est. Cost $55.24 Unrealized —

— FORUM ENERGY TECHNOLOGIES IN 2.9%

Value ($000) $2,943 Shares 170,000 Est. Cost $16.44 Unrealized —

XRT SPDR SERIES TRUST 2.9%

Value ($000) $2,937 Shares 70,000 Est. Cost — Unrealized —

TRGP TARGA RES CORP 2.3%

Value ($000) $2,318 Shares 55,000 Est. Cost $23.56 Unrealized +8.0%

EQT EQT CORP 1.6%

Value ($000) $1,665 Shares 21,500 Est. Cost $33.87 Unrealized +5.7%

— ATWOOD OCEANICS INC 1.3%

Value ($000) $1,295 Shares 103,440 Est. Cost $12.52 Unrealized —

— FAIRMOUNT SANTROL HLDGS INC 1.0%

Value ($000) $1,002 Shares 130,000 Est. Cost $7.71 Unrealized —

CJESEUR C&J ENERGY SVCS LTD 0.5%

Value ($000) $482 Shares 800,000 Est. Cost $0.60 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	50,000	$10,474	10.3%	—	—	Put	78462F103
IWM	ISHARES TR	60,000	$6,899	6.8%	—	—	Put	464287655
—	CONTINENTAL RESOURCES INC	120,000	$5,432	5.4%	$34.36	—	COM	212015101
—	CARRIZO OIL & GAS INC	140,000	$5,019	5.0%	$35.07	—	COM	144577103
—	CIMAREX ENERGY CO	41,000	$4,892	4.8%	$120.58	—	COM	171798101
—	WPX ENERGY INC	515,000	$4,795	4.7%	$7.60	—	COM	98212B103
—	SYNERGY RES CORP	715,000	$4,762	4.7%	$7.80	—	COM	87164P103
FANG	DIAMONDBACK ENERGY INC	51,000	$4,652	4.6%	$55.69	+20.0%	COM	25278X109
—	ENERGEN CORP	96,050	$4,631	4.6%	$48.21	—	COM	29265N108
—	CONCHO RES INC	37,500	$4,473	4.4%	$108.68	—	COM	20605P101
—	RICE ENERGY INC	200,000	$4,408	4.4%	$21.43	—	COM	762760106
—	CALLON PETE CO DEL	370,000	$4,155	4.1%	$11.23	—	COM	13123X102
RES	RPC INC	265,000	$4,115	4.1%	$12.09	+5.1%	COM	749660106
—	SUPERIOR ENERGY SVCS INC	200,000	$3,682	3.6%	$17.21	—	COM	868157108
—	PARSLEY ENERGY INC	132,599	$3,588	3.5%	$27.06	—	CL A	701877102
—	WHITING PETE CORP NEW	370,000	$3,426	3.4%	$9.26	—	COM	966387102
—	GULFPORT ENERGY CORP	100,000	$3,126	3.1%	$36.47	—	COM NEW	402635304
—	MCDERMOTT INTL INC	620,000	$3,063	3.0%	$4.74	—	COM	580037109
—	ROYAL DUTCH SHELL PLC	55,000	$3,038	3.0%	$55.24	—	SPONS ADR A	780259206
—	FORUM ENERGY TECHNOLOGIES IN	170,000	$2,943	2.9%	$16.44	—	COM	34984V100
XRT	SPDR SERIES TRUST	70,000	$2,937	2.9%	—	—	Put	78464A714
TRGP	TARGA RES CORP	55,000	$2,318	2.3%	$23.56	+8.0%	COM	87612G101
EQT	EQT CORP	21,500	$1,665	1.6%	$33.87	+5.7%	COM	26884L109
—	ATWOOD OCEANICS INC	103,440	$1,295	1.3%	$12.52	—	COM	050095108
—	FAIRMOUNT SANTROL HLDGS INC	130,000	$1,002	1.0%	$7.71	—	COM	30555Q108
CJESEUR	C&J ENERGY SVCS LTD	800,000	$482	0.5%	$0.60	—	SHS	G3164Q101