Zimmer Partners, LP Quant / Systematic

CIK: 0001565854 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $716,771 (100.0% shares, 0.0% debt)

Holdings (48)

SPY SPDR S&P 500 ETF TR 9.1%

Value ($000) $65,455 Shares 350,000 Est. Cost — Unrealized —

D DOMINION RES INC VA NEW 8.7%

Value ($000) $62,649 Shares 882,500 Est. Cost $41.45 Unrealized 0.0%

— NORTHEAST UTILS 7.9%

Value ($000) $56,875 Shares 1,250,000 Est. Cost $42.31 Unrealized —

PCG PG&E CORP 7.6%

Value ($000) $54,423 Shares 1,259,800 Est. Cost $36.45 Unrealized +1.3%

— RSP PERMIAN INC 6.1%

Value ($000) $43,516 Shares 1,506,255 Est. Cost $28.89 Unrealized —

NI NISOURCE INC 4.7%

Value ($000) $33,974 Shares 956,200 Est. Cost $8.45 Unrealized +10.5%

DUK DUKE ENERGY CORP NEW 4.4%

Value ($000) $31,266 Shares 439,000 Est. Cost $42.02 Unrealized +1.5%

DLNG DYNAGAS LNG PARTNERS LP 3.8%

Value ($000) $27,059 Shares 1,248,681 Est. Cost $22.49 Unrealized —

FANG DIAMONDBACK ENERGY INC 3.5%

Value ($000) $24,817 Shares 368,700 Est. Cost $24.38 Unrealized +82.5%

TRGP TARGA RES CORP 3.1%

Value ($000) $22,334 Shares 225,000 Est. Cost $47.69 Unrealized +13.1%

— SEMGROUP CORP 3.0%

Value ($000) $21,460 Shares 326,729 Est. Cost $65.68 Unrealized —

— WESTAR ENERGY INC 2.7%

Value ($000) $19,338 Shares 550,000 Est. Cost $30.65 Unrealized —

— PEPCO HOLDINGS INC 2.5%

Value ($000) $17,920 Shares 875,000 Est. Cost $20.48 Unrealized —

PPL PPL CORP 2.3%

Value ($000) $16,570 Shares 500,000 Est. Cost $16.46 Unrealized +3.7%

— PDC ENERGY INC 2.2%

Value ($000) $15,565 Shares 250,000 Est. Cost $57.33 Unrealized —

— SANDRIDGE ENERGY INC 2.1%

Value ($000) $15,403 Shares 2,508,700 Est. Cost $5.64 Unrealized —

— GULFPORT ENERGY CORP 2.0%

Value ($000) $14,236 Shares 200,000 Est. Cost $63.13 Unrealized —

— ITC HLDGS CORP 1.9%

Value ($000) $13,820 Shares 370,000 Est. Cost $48.41 Unrealized —

— EP ENERGY CORP 1.8%

Value ($000) $13,210 Shares 675,000 Est. Cost $19.57 Unrealized —

— CLECO CORP NEW 1.5%

Value ($000) $10,723 Shares 212,004 Est. Cost $48.71 Unrealized —

EXC EXELON CORP 1.5%

Value ($000) $10,488 Shares 312,500 Est. Cost $13.37 Unrealized +3.2%

— EMERALD OIL INC 1.5%

Value ($000) $10,419 Shares 1,550,500 Est. Cost $7.16 Unrealized —

— RICE ENERGY INC 1.5%

Value ($000) $10,411 Shares 394,500 Est. Cost $26.39 Unrealized —

CSIQ CANADIAN SOLAR INC 1.4%

Value ($000) $10,067 Shares 314,200 Est. Cost $37.56 Unrealized 0.0%

NEE NEXTERA ENERGY INC 1.3%

Value ($000) $9,562 Shares 100,000 Est. Cost $15.29 Unrealized +8.3%

XLE SELECT SECTOR SPDR TR 1.2%

Value ($000) $8,906 Shares 100,000 Est. Cost — Unrealized —

— PATTERN ENERGY GROUP INC 1.1%

Value ($000) $8,139 Shares 300,000 Est. Cost $30.31 Unrealized —

— CHENIERE ENERGY PTNRS LP HLD 1.1%

Value ($000) $7,826 Shares 362,500 Est. Cost $21.59 Unrealized —

— SUNEDISON INC 1.0%

Value ($000) $7,065 Shares 375,000 Est. Cost $7.97 Unrealized —

— NEXTERA ENERGY INC 0.9%

Value ($000) $6,544 Shares 106,702 Est. Cost $54.95 Unrealized —

PBF PBF ENERGY INC 0.9%

Value ($000) $6,192 Shares 240,000 Est. Cost $26.58 Unrealized 0.0%

AR ANTERO RES CORP 0.8%

Value ($000) $5,478 Shares 87,500 Est. Cost $59.21 Unrealized 0.0%

EQT EQT CORP 0.7%

Value ($000) $5,236 Shares 54,000 Est. Cost $47.80 Unrealized 0.0%

— UIL HLDG CORP 0.5%

Value ($000) $3,681 Shares 100,000 Est. Cost $36.81 Unrealized —

— DOMINION RES INC VA NEW 0.5%

Value ($000) $3,680 Shares 64,000 Est. Cost $50.20 Unrealized —

— ENBRIDGE ENERGY MANAGEMENT L 0.5%

Value ($000) $3,575 Shares 129,000 Est. Cost $28.77 Unrealized —

— BARRETT BILL CORP 0.4%

Value ($000) $3,200 Shares 125,000 Est. Cost $25.60 Unrealized —

WMB WILLIAMS COS INC DEL 0.4%

Value ($000) $3,044 Shares 75,000 Est. Cost $20.92 Unrealized 0.0%

IWM ISHARES 0.4%

Value ($000) $2,909 Shares 25,000 Est. Cost — Unrealized —

— SOLAZYME INC 0.4%

Value ($000) $2,559 Shares 220,400 Est. Cost $11.61 Unrealized —

— ANADARKO PETE CORP 0.3%

Value ($000) $2,119 Shares 25,000 Est. Cost — Unrealized —

— BONANZA CREEK ENERGY INC 0.2%

Value ($000) $1,110 Shares 25,000 Est. Cost $44.40 Unrealized —

— SUNEDISON INC 0.1%

Value ($000) $942 Shares 50,000 Est. Cost $7.97 Unrealized —

CHH CHOICE HOTELS INTL INC 0.1%

Value ($000) $920 Shares 20,000 Est. Cost $42.50 Unrealized 0.0%

— CARE COM INC 0.1%

Value ($000) $828 Shares 50,000 Est. Cost $16.56 Unrealized —

— LAREDO PETROLEUM INC 0.1%

Value ($000) $647 Shares 25,000 Est. Cost $25.88 Unrealized —

— SANDRIDGE ENERGY INC 0.0%

Value ($000) $307 Shares 50,000 Est. Cost $5.64 Unrealized —

XEL XCEL ENERGY INC 0.0%

Value ($000) $304 Shares 10,000 Est. Cost $19.89 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	350,000	$65,455	9.1%	—	—	Call	78462F103
D	DOMINION RES INC VA NEW	882,500	$62,649	8.7%	$41.45	0.0%	COM	25746U109
—	NORTHEAST UTILS	1,250,000	$56,875	7.9%	$42.31	—	COM	664397106
PCG	PG&E CORP	1,259,800	$54,423	7.6%	$36.45	+1.3%	COM	69331C108
—	RSP PERMIAN INC	1,506,255	$43,516	6.1%	$28.89	—	COM	74978Q105
NI	NISOURCE INC	956,200	$33,974	4.7%	$8.45	+10.5%	COM	65473P105
DUK	DUKE ENERGY CORP NEW	439,000	$31,266	4.4%	$42.02	+1.5%	COM NEW	26441C204
DLNG	DYNAGAS LNG PARTNERS LP	1,248,681	$27,059	3.8%	$22.49	—	COM UNIT LTD PT	Y2188B108
FANG	DIAMONDBACK ENERGY INC	368,700	$24,817	3.5%	$24.38	+82.5%	COM	25278X109
TRGP	TARGA RES CORP	225,000	$22,334	3.1%	$47.69	+13.1%	COM	87612G101
—	SEMGROUP CORP	326,729	$21,460	3.0%	$65.68	—	CL A	81663A105
—	WESTAR ENERGY INC	550,000	$19,338	2.7%	$30.65	—	COM	95709T100
—	PEPCO HOLDINGS INC	875,000	$17,920	2.5%	$20.48	—	COM	713291102
PPL	PPL CORP	500,000	$16,570	2.3%	$16.46	+3.7%	COM	69351T106
—	PDC ENERGY INC	250,000	$15,565	2.2%	$57.33	—	COM	69327R101
—	SANDRIDGE ENERGY INC	2,508,700	$15,403	2.1%	$5.64	—	COM	80007P307
—	GULFPORT ENERGY CORP	200,000	$14,236	2.0%	$63.13	—	COM NEW	402635304
—	ITC HLDGS CORP	370,000	$13,820	1.9%	$48.41	—	COM	465685105
—	EP ENERGY CORP	675,000	$13,210	1.8%	$19.57	—	CL A	268785102
—	CLECO CORP NEW	212,004	$10,723	1.5%	$48.71	—	COM	12561W105
EXC	EXELON CORP	312,500	$10,488	1.5%	$13.37	+3.2%	COM	30161N101
—	EMERALD OIL INC	1,550,500	$10,419	1.5%	$7.16	—	COM NEW	29101U209
—	RICE ENERGY INC	394,500	$10,411	1.5%	$26.39	—	COM	762760106
CSIQ	CANADIAN SOLAR INC	314,200	$10,067	1.4%	$37.56	0.0%	COM	136635109
NEE	NEXTERA ENERGY INC	100,000	$9,562	1.3%	$15.29	+8.3%	COM	65339F101
XLE	SELECT SECTOR SPDR TR	100,000	$8,906	1.2%	—	—	Call	81369Y506
—	PATTERN ENERGY GROUP INC	300,000	$8,139	1.1%	$30.31	—	CL A	70338P100
—	CHENIERE ENERGY PTNRS LP HLD	362,500	$7,826	1.1%	$21.59	—	COM REP LLC IN	16411W108
—	SUNEDISON INC	375,000	$7,065	1.0%	$7.97	—	COM	86732Y109
—	NEXTERA ENERGY INC	106,702	$6,544	0.9%	$54.95	—	UNIT 09/01/2015	65339F887
PBF	PBF ENERGY INC	240,000	$6,192	0.9%	$26.58	0.0%	CL A	69318G106
AR	ANTERO RES CORP	87,500	$5,478	0.8%	$59.21	0.0%	COM	03674X106
EQT	EQT CORP	54,000	$5,236	0.7%	$47.80	0.0%	COM	26884L109
—	UIL HLDG CORP	100,000	$3,681	0.5%	$36.81	—	COM	902748102
—	DOMINION RES INC VA NEW	64,000	$3,680	0.5%	$50.20	—	UNIT 04/01/2013	25746U703
—	ENBRIDGE ENERGY MANAGEMENT L	129,000	$3,575	0.5%	$28.77	—	SHS UNITS LLI	29250X103
—	BARRETT BILL CORP	125,000	$3,200	0.4%	$25.60	—	COM	06846N104
WMB	WILLIAMS COS INC DEL	75,000	$3,044	0.4%	$20.92	0.0%	COM	969457100
IWM	ISHARES	25,000	$2,909	0.4%	—	—	Put	464287655
—	SOLAZYME INC	220,400	$2,559	0.4%	$11.61	—	COM	83415T101
—	ANADARKO PETE CORP	25,000	$2,119	0.3%	—	—	Call	032511107
—	BONANZA CREEK ENERGY INC	25,000	$1,110	0.2%	$44.40	—	COM	097793103
—	SUNEDISON INC	50,000	$942	0.1%	$7.97	—	Call	86732Y109
CHH	CHOICE HOTELS INTL INC	20,000	$920	0.1%	$42.50	0.0%	COM	169905106
—	CARE COM INC	50,000	$828	0.1%	$16.56	—	COM	141633107
—	LAREDO PETROLEUM INC	25,000	$647	0.1%	$25.88	—	COM	516806106
—	SANDRIDGE ENERGY INC	50,000	$307	0.0%	$5.64	—	Call	80007P307
XEL	XCEL ENERGY INC	10,000	$304	0.0%	$19.89	0.0%	COM	98389B100