GeoSphere Capital Management, LLC Quant / Systematic

CIK: 0001426876 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $104,916 (100.0% shares, 0.0% debt)

Holdings (27)

SPY SPDR S&P 500 ETF TR 24.7%

Value ($000) $25,956 Shares 120,000 Est. Cost — Unrealized —

— CONCHO RES INC 4.9%

Value ($000) $5,150 Shares 37,500 Est. Cost $108.68 Unrealized —

FANG DIAMONDBACK ENERGY INC 4.5%

Value ($000) $4,740 Shares 49,100 Est. Cost $55.69 Unrealized +27.9%

— CIMAREX ENERGY CO 4.5%

Value ($000) $4,703 Shares 35,000 Est. Cost $120.58 Unrealized —

— CONTINENTAL RESOURCES INC 4.5%

Value ($000) $4,676 Shares 90,000 Est. Cost $34.36 Unrealized —

— CARRIZO OIL & GAS INC 4.5%

Value ($000) $4,672 Shares 115,000 Est. Cost $35.07 Unrealized —

— WPX ENERGY INC 4.1%

Value ($000) $4,352 Shares 330,000 Est. Cost $7.60 Unrealized —

— CALLON PETE CO DEL 4.1%

Value ($000) $4,318 Shares 275,000 Est. Cost $11.23 Unrealized —

— SYNERGY RES CORP 4.1%

Value ($000) $4,262 Shares 615,000 Est. Cost $7.80 Unrealized —

— RICE ENERGY INC 3.9%

Value ($000) $4,047 Shares 155,000 Est. Cost $21.43 Unrealized —

— FORUM ENERGY TECHNOLOGIES IN 3.8%

Value ($000) $3,972 Shares 200,000 Est. Cost $16.95 Unrealized —

— PARSLEY ENERGY INC 3.2%

Value ($000) $3,351 Shares 100,000 Est. Cost $27.06 Unrealized —

— GULFPORT ENERGY CORP 3.1%

Value ($000) $3,296 Shares 116,672 Est. Cost $35.29 Unrealized —

SM SM ENERGY CO 3.1%

Value ($000) $3,279 Shares 85,000 Est. Cost $28.63 Unrealized 0.0%

— ENERGEN CORP 2.8%

Value ($000) $2,886 Shares 50,000 Est. Cost $48.21 Unrealized —

— ROYAL DUTCH SHELL PLC 2.6%

Value ($000) $2,754 Shares 55,000 Est. Cost $55.24 Unrealized —

RES RPC INC 2.4%

Value ($000) $2,520 Shares 150,000 Est. Cost $12.09 Unrealized +9.0%

TRGP TARGA RES CORP 2.3%

Value ($000) $2,455 Shares 50,000 Est. Cost $23.56 Unrealized +22.6%

— MCDERMOTT INTL INC 2.2%

Value ($000) $2,355 Shares 470,000 Est. Cost $4.74 Unrealized —

— PLAINS GP HLDGS L P 1.5%

Value ($000) $1,618 Shares 125,000 Est. Cost $12.94 Unrealized —

— SUPERIOR ENERGY SVCS INC 1.5%

Value ($000) $1,611 Shares 90,000 Est. Cost $17.21 Unrealized —

— ENCANA CORP 1.5%

Value ($000) $1,571 Shares 150,000 Est. Cost $10.47 Unrealized —

— ATWOOD OCEANICS INC 1.5%

Value ($000) $1,565 Shares 180,000 Est. Cost $10.89 Unrealized —

— HESS CORP 1.3%

Value ($000) $1,319 Shares 24,596 Est. Cost $53.63 Unrealized —

— NOBLE CORP PLC 1.2%

Value ($000) $1,268 Shares 200,000 Est. Cost $6.34 Unrealized —

— SPDR SERIES TRUST 1.1%

Value ($000) $1,154 Shares 30,000 Est. Cost — Unrealized —

RIG TRANSOCEAN LTD 1.0%

Value ($000) $1,066 Shares 100,000 Est. Cost $10.57 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	120,000	$25,956	24.7%	—	—	Put	78462F103
—	CONCHO RES INC	37,500	$5,150	4.9%	$108.68	—	COM	20605P101
FANG	DIAMONDBACK ENERGY INC	49,100	$4,740	4.5%	$55.69	+27.9%	COM	25278X109
—	CIMAREX ENERGY CO	35,000	$4,703	4.5%	$120.58	—	COM	171798101
—	CONTINENTAL RESOURCES INC	90,000	$4,676	4.5%	$34.36	—	COM	212015101
—	CARRIZO OIL & GAS INC	115,000	$4,672	4.5%	$35.07	—	COM	144577103
—	WPX ENERGY INC	330,000	$4,352	4.1%	$7.60	—	COM	98212B103
—	CALLON PETE CO DEL	275,000	$4,318	4.1%	$11.23	—	COM	13123X102
—	SYNERGY RES CORP	615,000	$4,262	4.1%	$7.80	—	COM	87164P103
—	RICE ENERGY INC	155,000	$4,047	3.9%	$21.43	—	COM	762760106
—	FORUM ENERGY TECHNOLOGIES IN	200,000	$3,972	3.8%	$16.95	—	COM	34984V100
—	PARSLEY ENERGY INC	100,000	$3,351	3.2%	$27.06	—	CL A	701877102
—	GULFPORT ENERGY CORP	116,672	$3,296	3.1%	$35.29	—	COM NEW	402635304
SM	SM ENERGY CO	85,000	$3,279	3.1%	$28.63	0.0%	COM	78454L100
—	ENERGEN CORP	50,000	$2,886	2.8%	$48.21	—	COM	29265N108
—	ROYAL DUTCH SHELL PLC	55,000	$2,754	2.6%	$55.24	—	SPONS ADR A	780259206
RES	RPC INC	150,000	$2,520	2.4%	$12.09	+9.0%	COM	749660106
TRGP	TARGA RES CORP	50,000	$2,455	2.3%	$23.56	+22.6%	COM	87612G101
—	MCDERMOTT INTL INC	470,000	$2,355	2.2%	$4.74	—	COM	580037109
—	PLAINS GP HLDGS L P	125,000	$1,618	1.5%	$12.94	—	SHS A REP LTPN	72651A108
—	SUPERIOR ENERGY SVCS INC	90,000	$1,611	1.5%	$17.21	—	COM	868157108
—	ENCANA CORP	150,000	$1,571	1.5%	$10.47	—	COM	292505104
—	ATWOOD OCEANICS INC	180,000	$1,565	1.5%	$10.89	—	COM	050095108
—	HESS CORP	24,596	$1,319	1.3%	$53.63	—	COM	42809H107
—	NOBLE CORP PLC	200,000	$1,268	1.2%	$6.34	—	SHS USD	G65431101
—	SPDR SERIES TRUST	30,000	$1,154	1.1%	—	—	Put	78464A730
RIG	TRANSOCEAN LTD	100,000	$1,066	1.0%	$10.57	0.0%	REG SHS	H8817H100