GeoSphere Capital Management, LLC Quant / Systematic

CIK: 0001426876 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $136,690 (100.0% shares, 0.0% debt)

Holdings (29)

SPY SPDR S&P 500 ETF TR 67.4%

Value ($000) $92,103 Shares 350,000 Est. Cost — Unrealized —

— PARSLEY ENERGY INC 2.3%

Value ($000) $3,189 Shares 110,000 Est. Cost $28.99 Unrealized —

EQT EQT CORP 2.3%

Value ($000) $3,138 Shares 66,049 Est. Cost $28.43 Unrealized -6.8%

— RESOLUTE ENERGY CORP 2.3%

Value ($000) $3,087 Shares 89,100 Est. Cost $34.65 Unrealized —

FANG DIAMONDBACK ENERGY INC 1.9%

Value ($000) $2,662 Shares 21,037 Est. Cost $57.75 Unrealized +68.7%

— WPX ENERGY INC 1.7%

Value ($000) $2,350 Shares 159,000 Est. Cost $9.82 Unrealized —

— NOBLE ENERGY INC 1.6%

Value ($000) $2,200 Shares 72,600 Est. Cost $30.30 Unrealized —

FTI TECHNIPFMC PLC 1.6%

Value ($000) $2,150 Shares 73,000 Est. Cost $21.36 Unrealized 0.0%

— CORE LABORATORIES N V 1.5%

Value ($000) $2,078 Shares 19,200 Est. Cost $109.53 Unrealized —

DK DELEK US HLDGS INC NEW 1.5%

Value ($000) $2,055 Shares 50,500 Est. Cost $22.61 Unrealized +22.7%

— ANDEAVOR 1.5%

Value ($000) $2,011 Shares 20,000 Est. Cost $100.55 Unrealized —

— ENCANA CORP 1.3%

Value ($000) $1,783 Shares 162,100 Est. Cost $11.00 Unrealized —

— CONTINENTAL RESOURCES INC 1.3%

Value ($000) $1,769 Shares 30,000 Est. Cost $36.91 Unrealized —

PTEN PATTERSON UTI ENERGY INC 1.3%

Value ($000) $1,751 Shares 100,000 Est. Cost $19.63 Unrealized +6.4%

— ROWAN COMPANIES PLC 1.3%

Value ($000) $1,731 Shares 150,000 Est. Cost $15.66 Unrealized —

— NABORS INDUSTRIES LTD 1.2%

Value ($000) $1,573 Shares 225,000 Est. Cost $6.99 Unrealized —

— LILIS ENERGY INC 1.1%

Value ($000) $1,553 Shares 391,115 Est. Cost $3.98 Unrealized —

SEI SOLARIS OILFIELD INFRSTR INC 1.1%

Value ($000) $1,490 Shares 90,000 Est. Cost $14.02 Unrealized 0.0%

— ARCH COAL INC 0.9%

Value ($000) $1,194 Shares 13,000 Est. Cost $71.73 Unrealized —

HCC WARRIOR MET COAL INC 0.8%

Value ($000) $1,120 Shares 40,000 Est. Cost $20.27 Unrealized +42.9%

— NCS MULTISTAGE HLDGS INC 0.8%

Value ($000) $1,037 Shares 69,123 Est. Cost $15.00 Unrealized —

— WHITING PETE CORP NEW 0.7%

Value ($000) $1,015 Shares 30,000 Est. Cost $26.48 Unrealized —

WHD CACTUS INC 0.6%

Value ($000) $876 Shares 32,536 Est. Cost $25.19 Unrealized 0.0%

— BABCOCK & WILCOX ENTERPRIS I 0.6%

Value ($000) $874 Shares 200,000 Est. Cost $5.03 Unrealized —

— CALLON PETE CO DEL 0.5%

Value ($000) $663 Shares 50,100 Est. Cost $13.23 Unrealized —

— RSP PERMIAN INC 0.4%

Value ($000) $581 Shares 12,400 Est. Cost $46.85 Unrealized —

WTTR SELECT ENERGY SVCS INC 0.2%

Value ($000) $299 Shares 23,730 Est. Cost $10.52 Unrealized —

— ROSEHILL RES INC 0.2%

Value ($000) $238 Shares 286,310 Est. Cost $0.99 Unrealized —

— STONE ENERGY CORP 0.1%

Value ($000) $120 Shares 3,232 Est. Cost $32.16 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	350,000	$92,103	67.4%	—	—	Put	78462F103
—	PARSLEY ENERGY INC	110,000	$3,189	2.3%	$28.99	—	CL A	701877102
EQT	EQT CORP	66,049	$3,138	2.3%	$28.43	-6.8%	COM	26884L109
—	RESOLUTE ENERGY CORP	89,100	$3,087	2.3%	$34.65	—	COM NEW	76116A306
FANG	DIAMONDBACK ENERGY INC	21,037	$2,662	1.9%	$57.75	+68.7%	COM	25278X109
—	WPX ENERGY INC	159,000	$2,350	1.7%	$9.82	—	COM	98212B103
—	NOBLE ENERGY INC	72,600	$2,200	1.6%	$30.30	—	COM	655044105
FTI	TECHNIPFMC PLC	73,000	$2,150	1.6%	$21.36	0.0%	COM	G87110105
—	CORE LABORATORIES N V	19,200	$2,078	1.5%	$109.53	—	COM	N22717107
DK	DELEK US HLDGS INC NEW	50,500	$2,055	1.5%	$22.61	+22.7%	COM	24665A103
—	ANDEAVOR	20,000	$2,011	1.5%	$100.55	—	COM	03349M105
—	ENCANA CORP	162,100	$1,783	1.3%	$11.00	—	COM	292505104
—	CONTINENTAL RESOURCES INC	30,000	$1,769	1.3%	$36.91	—	COM	212015101
PTEN	PATTERSON UTI ENERGY INC	100,000	$1,751	1.3%	$19.63	+6.4%	COM	703481101
—	ROWAN COMPANIES PLC	150,000	$1,731	1.3%	$15.66	—	SHS CL A	G7665A101
—	NABORS INDUSTRIES LTD	225,000	$1,573	1.2%	$6.99	—	SHS	G6359F103
—	LILIS ENERGY INC	391,115	$1,553	1.1%	$3.98	—	COM NEW	532403201
SEI	SOLARIS OILFIELD INFRSTR INC	90,000	$1,490	1.1%	$14.02	0.0%	COM CL A	83418M103
—	ARCH COAL INC	13,000	$1,194	0.9%	$71.73	—	CL A	039380407
HCC	WARRIOR MET COAL INC	40,000	$1,120	0.8%	$20.27	+42.9%	COM	93627C101
—	NCS MULTISTAGE HLDGS INC	69,123	$1,037	0.8%	$15.00	—	COM	628877102
—	WHITING PETE CORP NEW	30,000	$1,015	0.7%	$26.48	—	COM NEW	966387409
WHD	CACTUS INC	32,536	$876	0.6%	$25.19	0.0%	CL A	127203107
—	BABCOCK & WILCOX ENTERPRIS I	200,000	$874	0.6%	$5.03	—	COM	05614L100
—	CALLON PETE CO DEL	50,100	$663	0.5%	$13.23	—	COM	13123X102
—	RSP PERMIAN INC	12,400	$581	0.4%	$46.85	—	COM	74978Q105
WTTR	SELECT ENERGY SVCS INC	23,730	$299	0.2%	$10.52	—	CL A COM	81617J301
—	ROSEHILL RES INC	286,310	$238	0.2%	$0.99	—	Call	777385113
—	STONE ENERGY CORP	3,232	$120	0.1%	$32.16	—	COM PAR	861642403