GeoSphere Capital Management, LLC Quant / Systematic

CIK: 0001426876 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $87,090 (100.0% shares, 0.0% debt)

Holdings (30)

— POWERSHARES QQQ TRUST 6.8%

Value ($000) $5,924 Shares 50,000 Est. Cost — Unrealized —

KRE SPDR SERIES TRUST 6.4%

Value ($000) $5,558 Shares 100,000 Est. Cost — Unrealized —

— CALLON PETE CO DEL 5.0%

Value ($000) $4,380 Shares 285,000 Est. Cost $11.37 Unrealized —

— FAIRMOUNT SANTROL HLDGS INC 4.6%

Value ($000) $4,006 Shares 339,733 Est. Cost $11.79 Unrealized —

— CARRIZO OIL & GAS INC 4.6%

Value ($000) $3,997 Shares 107,000 Est. Cost $35.07 Unrealized —

SM SM ENERGY CO 4.6%

Value ($000) $3,965 Shares 115,000 Est. Cost $29.59 Unrealized +9.2%

— WHITING PETE CORP NEW 4.3%

Value ($000) $3,726 Shares 310,000 Est. Cost $12.02 Unrealized —

— OASIS PETE INC NEW 4.1%

Value ($000) $3,557 Shares 234,950 Est. Cost $15.14 Unrealized —

— FORUM ENERGY TECHNOLOGIES IN 4.0%

Value ($000) $3,470 Shares 157,700 Est. Cost $16.95 Unrealized —

FANG DIAMONDBACK ENERGY INC 4.0%

Value ($000) $3,446 Shares 34,100 Est. Cost $55.69 Unrealized +38.6%

— EXTRACTION OIL AND GAS INC 3.9%

Value ($000) $3,380 Shares 168,655 Est. Cost $20.04 Unrealized —

— WPX ENERGY INC 3.8%

Value ($000) $3,351 Shares 230,000 Est. Cost $7.60 Unrealized —

— SOUTHWESTERN ENERGY CO 3.7%

Value ($000) $3,246 Shares 300,000 Est. Cost $10.82 Unrealized —

TRGP TARGA RES CORP 3.7%

Value ($000) $3,210 Shares 57,250 Est. Cost $24.92 Unrealized +37.7%

— ENERGEN CORP 3.6%

Value ($000) $3,172 Shares 55,000 Est. Cost $49.07 Unrealized —

— CONTINENTAL RESOURCES INC 3.6%

Value ($000) $3,093 Shares 60,000 Est. Cost $34.36 Unrealized —

— PIONEER ENERGY SVCS CORP 3.5%

Value ($000) $3,083 Shares 450,000 Est. Cost $6.85 Unrealized —

— ENCANA CORP 3.3%

Value ($000) $2,862 Shares 243,784 Est. Cost $10.96 Unrealized —

— PARSLEY ENERGY INC 3.2%

Value ($000) $2,819 Shares 80,000 Est. Cost $27.06 Unrealized —

— NOBLE CORP PLC 2.9%

Value ($000) $2,516 Shares 425,000 Est. Cost $6.12 Unrealized —

GLNG GOLAR LNG LTD BERMUDA 2.6%

Value ($000) $2,294 Shares 100,000 Est. Cost $20.30 Unrealized 0.0%

— CIMAREX ENERGY CO 2.6%

Value ($000) $2,243 Shares 16,500 Est. Cost $120.58 Unrealized —

PBF PBF ENERGY INC 2.4%

Value ($000) $2,091 Shares 75,000 Est. Cost $24.39 Unrealized 0.0%

— RICE ENERGY INC 2.2%

Value ($000) $1,922 Shares 90,000 Est. Cost $21.43 Unrealized —

— GULFPORT ENERGY CORP 1.7%

Value ($000) $1,443 Shares 66,672 Est. Cost $35.29 Unrealized —

— HOLLYFRONTIER CORP 1.5%

Value ($000) $1,311 Shares 40,000 Est. Cost $32.77 Unrealized —

— ARCH COAL INC 1.5%

Value ($000) $1,272 Shares 16,300 Est. Cost $78.04 Unrealized —

HLX HELIX ENERGY SOLUTIONS GRP I 1.0%

Value ($000) $882 Shares 100,000 Est. Cost $9.65 Unrealized 0.0%

CRK COMSTOCK RES INC 0.8%

Value ($000) $739 Shares 75,000 Est. Cost $8.81 Unrealized 0.0%

— KEY ENERGY SVCS INC DEL 0.2%

Value ($000) $132 Shares 4,128 Est. Cost $31.98 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	POWERSHARES QQQ TRUST	50,000	$5,924	6.8%	—	—	Put	73935A104
KRE	SPDR SERIES TRUST	100,000	$5,558	6.4%	—	—	Put	78464A698
—	CALLON PETE CO DEL	285,000	$4,380	5.0%	$11.37	—	COM	13123X102
—	FAIRMOUNT SANTROL HLDGS INC	339,733	$4,006	4.6%	$11.79	—	COM	30555Q108
—	CARRIZO OIL & GAS INC	107,000	$3,997	4.6%	$35.07	—	COM	144577103
SM	SM ENERGY CO	115,000	$3,965	4.6%	$29.59	+9.2%	COM	78454L100
—	WHITING PETE CORP NEW	310,000	$3,726	4.3%	$12.02	—	COM	966387102
—	OASIS PETE INC NEW	234,950	$3,557	4.1%	$15.14	—	COM	674215108
—	FORUM ENERGY TECHNOLOGIES IN	157,700	$3,470	4.0%	$16.95	—	COM	34984V100
FANG	DIAMONDBACK ENERGY INC	34,100	$3,446	4.0%	$55.69	+38.6%	COM	25278X109
—	EXTRACTION OIL AND GAS INC	168,655	$3,380	3.9%	$20.04	—	COM	30227M105
—	WPX ENERGY INC	230,000	$3,351	3.8%	$7.60	—	COM	98212B103
—	SOUTHWESTERN ENERGY CO	300,000	$3,246	3.7%	$10.82	—	COM	845467109
TRGP	TARGA RES CORP	57,250	$3,210	3.7%	$24.92	+37.7%	COM	87612G101
—	ENERGEN CORP	55,000	$3,172	3.6%	$49.07	—	COM	29265N108
—	CONTINENTAL RESOURCES INC	60,000	$3,093	3.6%	$34.36	—	COM	212015101
—	PIONEER ENERGY SVCS CORP	450,000	$3,083	3.5%	$6.85	—	COM	723664108
—	ENCANA CORP	243,784	$2,862	3.3%	$10.96	—	COM	292505104
—	PARSLEY ENERGY INC	80,000	$2,819	3.2%	$27.06	—	CL A	701877102
—	NOBLE CORP PLC	425,000	$2,516	2.9%	$6.12	—	SHS USD	G65431101
GLNG	GOLAR LNG LTD BERMUDA	100,000	$2,294	2.6%	$20.30	0.0%	SHS	G9456A100
—	CIMAREX ENERGY CO	16,500	$2,243	2.6%	$120.58	—	COM	171798101
PBF	PBF ENERGY INC	75,000	$2,091	2.4%	$24.39	0.0%	CL A	69318G106
—	RICE ENERGY INC	90,000	$1,922	2.2%	$21.43	—	COM	762760106
—	GULFPORT ENERGY CORP	66,672	$1,443	1.7%	$35.29	—	COM NEW	402635304
—	HOLLYFRONTIER CORP	40,000	$1,311	1.5%	$32.77	—	COM	436106108
—	ARCH COAL INC	16,300	$1,272	1.5%	$78.04	—	CL A	039380407
HLX	HELIX ENERGY SOLUTIONS GRP I	100,000	$882	1.0%	$9.65	0.0%	COM	42330P107
CRK	COMSTOCK RES INC	75,000	$739	0.8%	$8.81	0.0%	COM	205768302
—	KEY ENERGY SVCS INC DEL	4,128	$132	0.2%	$31.98	—	COM	49309J103