GeoSphere Capital Management, LLC Quant / Systematic

CIK: 0001426876 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $113,353 (100.0% shares, 0.0% debt)

Holdings (31)

IWM ISHARES TR 12.1%

Value ($000) $13,748 Shares 100,000 Est. Cost — Unrealized —

— C&J ENERGY SVCS INC NEW 10.5%

Value ($000) $11,915 Shares 349,948 Est. Cost $34.05 Unrealized —

SPY SPDR S&P 500 ETF TR 10.4%

Value ($000) $11,787 Shares 50,000 Est. Cost — Unrealized —

— ENERGY XXI GULF COAST INC 8.2%

Value ($000) $9,275 Shares 309,486 Est. Cost $29.97 Unrealized —

KRE SPDR SERIES TRUST 4.8%

Value ($000) $5,461 Shares 100,000 Est. Cost — Unrealized —

— BASIC ENERGY SVCS INC NEW 4.1%

Value ($000) $4,671 Shares 140,000 Est. Cost $33.36 Unrealized —

— STONE ENERGY CORP 3.7%

Value ($000) $4,202 Shares 192,405 Est. Cost $21.84 Unrealized —

— CALLON PETE CO DEL 3.3%

Value ($000) $3,750 Shares 285,000 Est. Cost $11.37 Unrealized —

— EXTRACTION OIL AND GAS INC 3.3%

Value ($000) $3,710 Shares 200,000 Est. Cost $19.81 Unrealized —

FANG DIAMONDBACK ENERGY INC 3.1%

Value ($000) $3,537 Shares 34,100 Est. Cost $55.69 Unrealized +43.3%

— LILIS ENERGY INC 3.1%

Value ($000) $3,462 Shares 869,897 Est. Cost $3.98 Unrealized —

— CONTINENTAL RESOURCES INC 3.0%

Value ($000) $3,407 Shares 75,000 Est. Cost $36.57 Unrealized —

— WPX ENERGY INC 3.0%

Value ($000) $3,348 Shares 250,000 Est. Cost $8.06 Unrealized —

— PARSLEY ENERGY INC 2.8%

Value ($000) $3,154 Shares 97,000 Est. Cost $28.02 Unrealized —

— ENCANA CORP 2.5%

Value ($000) $2,854 Shares 243,784 Est. Cost $10.96 Unrealized —

GLNG GOLAR LNG LTD BERMUDA 2.5%

Value ($000) $2,793 Shares 100,000 Est. Cost $20.30 Unrealized +15.2%

— ADVANTAGE OIL & GAS LTD 2.3%

Value ($000) $2,640 Shares 400,000 Est. Cost $6.60 Unrealized —

— SUPERIOR ENERGY SVCS INC 2.3%

Value ($000) $2,567 Shares 180,000 Est. Cost $14.26 Unrealized —

— SOUTHWESTERN ENERGY CO 2.2%

Value ($000) $2,474 Shares 302,799 Est. Cost $10.82 Unrealized —

— KLR ENERGY ACQUISITION CORP 1.8%

Value ($000) $2,066 Shares 200,000 Est. Cost $10.33 Unrealized —

— CIMAREX ENERGY CO 1.7%

Value ($000) $1,972 Shares 16,500 Est. Cost $120.58 Unrealized —

TECK TECK RESOURCES LTD 1.4%

Value ($000) $1,642 Shares 75,000 Est. Cost $22.35 Unrealized 0.0%

— FAIRMOUNT SANTROL HLDGS INC 1.4%

Value ($000) $1,592 Shares 217,200 Est. Cost $11.79 Unrealized —

TRGP TARGA RES CORP 1.3%

Value ($000) $1,497 Shares 25,000 Est. Cost $24.92 Unrealized +61.0%

HLX HELIX ENERGY SOLUTIONS GRP I 1.0%

Value ($000) $1,166 Shares 150,000 Est. Cost $9.11 Unrealized -11.7%

— OASIS PETE INC NEW 0.9%

Value ($000) $1,069 Shares 75,000 Est. Cost $15.14 Unrealized —

— RICE ENERGY INC 0.9%

Value ($000) $1,066 Shares 45,000 Est. Cost $21.43 Unrealized —

— HI-CRUSH PARTNERS LP 0.8%

Value ($000) $867 Shares 50,000 Est. Cost $17.34 Unrealized —

— SOUTHWESTERN ENERGY CO 0.7%

Value ($000) $817 Shares 100,000 Est. Cost $10.82 Unrealized —

— KEY ENERGY SVCS INC DEL 0.5%

Value ($000) $580 Shares 25,000 Est. Cost $24.65 Unrealized —

— KLR ENERGY ACQUISITION CORP 0.2%

Value ($000) $264 Shares 223,500 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWM	ISHARES TR	100,000	$13,748	12.1%	—	—	Put	464287655
—	C&J ENERGY SVCS INC NEW	349,948	$11,915	10.5%	$34.05	—	COM	12674R100
SPY	SPDR S&P 500 ETF TR	50,000	$11,787	10.4%	—	—	Put	78462F103
—	ENERGY XXI GULF COAST INC	309,486	$9,275	8.2%	$29.97	—	COM	29276K101
KRE	SPDR SERIES TRUST	100,000	$5,461	4.8%	—	—	Put	78464A698
—	BASIC ENERGY SVCS INC NEW	140,000	$4,671	4.1%	$33.36	—	COM NEW	06985P209
—	STONE ENERGY CORP	192,405	$4,202	3.7%	$21.84	—	COM PAR	861642403
—	CALLON PETE CO DEL	285,000	$3,750	3.3%	$11.37	—	COM	13123X102
—	EXTRACTION OIL AND GAS INC	200,000	$3,710	3.3%	$19.81	—	COM	30227M105
FANG	DIAMONDBACK ENERGY INC	34,100	$3,537	3.1%	$55.69	+43.3%	COM	25278X109
—	LILIS ENERGY INC	869,897	$3,462	3.1%	$3.98	—	COM NEW	532403201
—	CONTINENTAL RESOURCES INC	75,000	$3,407	3.0%	$36.57	—	COM	212015101
—	WPX ENERGY INC	250,000	$3,348	3.0%	$8.06	—	COM	98212B103
—	PARSLEY ENERGY INC	97,000	$3,154	2.8%	$28.02	—	CL A	701877102
—	ENCANA CORP	243,784	$2,854	2.5%	$10.96	—	COM	292505104
GLNG	GOLAR LNG LTD BERMUDA	100,000	$2,793	2.5%	$20.30	+15.2%	SHS	G9456A100
—	ADVANTAGE OIL & GAS LTD	400,000	$2,640	2.3%	$6.60	—	COM	00765F101
—	SUPERIOR ENERGY SVCS INC	180,000	$2,567	2.3%	$14.26	—	COM	868157108
—	SOUTHWESTERN ENERGY CO	302,799	$2,474	2.2%	$10.82	—	COM	845467109
—	KLR ENERGY ACQUISITION CORP	200,000	$2,066	1.8%	$10.33	—	CL A	49877M108
—	CIMAREX ENERGY CO	16,500	$1,972	1.7%	$120.58	—	COM	171798101
TECK	TECK RESOURCES LTD	75,000	$1,642	1.4%	$22.35	0.0%	CL B	878742204
—	FAIRMOUNT SANTROL HLDGS INC	217,200	$1,592	1.4%	$11.79	—	COM	30555Q108
TRGP	TARGA RES CORP	25,000	$1,497	1.3%	$24.92	+61.0%	COM	87612G101
HLX	HELIX ENERGY SOLUTIONS GRP I	150,000	$1,166	1.0%	$9.11	-11.7%	COM	42330P107
—	OASIS PETE INC NEW	75,000	$1,069	0.9%	$15.14	—	COM	674215108
—	RICE ENERGY INC	45,000	$1,066	0.9%	$21.43	—	COM	762760106
—	HI-CRUSH PARTNERS LP	50,000	$867	0.8%	$17.34	—	COM UNIT LTD	428337109
—	SOUTHWESTERN ENERGY CO	100,000	$817	0.7%	$10.82	—	Call	845467109
—	KEY ENERGY SVCS INC DEL	25,000	$580	0.5%	$24.65	—	COM	49309J103
—	KLR ENERGY ACQUISITION CORP	223,500	$264	0.2%	—	—	Call	49877M116