Zimmer Partners, LP Quant / Systematic

CIK: 0001565854 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value ($000): $526,087 (100.0% shares, 0.0% debt)

Holdings (46)

SPY SPDR S&P 500 ETF TR 30.0%

Value ($000) $158,014 Shares 985,000 Est. Cost — Unrealized —

XLU SELECT SECTOR SPDR TR 8.7%

Value ($000) $45,695 Shares 1,214,300 Est. Cost — Unrealized —

— CALPINE CORP 4.4%

Value ($000) $23,353 Shares 1,100,000 Est. Cost $21.23 Unrealized —

EIX EDISON INTL 4.3%

Value ($000) $22,876 Shares 475,000 Est. Cost $30.71 Unrealized 0.0%

AEP AMERICAN ELEC PWR INC 4.3%

Value ($000) $22,390 Shares 500,000 Est. Cost $30.44 Unrealized 0.0%

PNW PINNACLE WEST CAP CORP 4.0%

Value ($000) $20,801 Shares 375,000 Est. Cost $35.40 Unrealized 0.0%

OKE ONEOK INC NEW 3.2%

Value ($000) $17,020 Shares 412,000 Est. Cost $19.74 Unrealized 0.0%

NEE NEXTERA ENERGY INC 3.1%

Value ($000) $16,296 Shares 200,000 Est. Cost $14.15 Unrealized 0.0%

ED CONSOLIDATED EDISON INC 2.8%

Value ($000) $14,578 Shares 250,000 Est. Cost $37.50 Unrealized 0.0%

— DOMINION RES INC VA NEW 2.7%

Value ($000) $14,056 Shares 280,000 Est. Cost $50.20 Unrealized —

PBF PBF ENERGY INC 2.6%

Value ($000) $13,598 Shares 525,000 Est. Cost $29.73 Unrealized 0.0%

FANG DIAMONDBACK ENERGY INC 2.5%

Value ($000) $13,403 Shares 402,252 Est. Cost $23.41 Unrealized 0.0%

NI NISOURCE INC 2.2%

Value ($000) $11,367 Shares 396,900 Est. Cost $7.81 Unrealized 0.0%

DUK DUKE ENERGY CORP NEW 2.1%

Value ($000) $10,800 Shares 160,000 Est. Cost $41.83 Unrealized 0.0%

— GREAT PLAINS ENERGY INC 2.0%

Value ($000) $10,366 Shares 459,873 Est. Cost $22.54 Unrealized —

SRE SEMPRA ENERGY 1.9%

Value ($000) $10,220 Shares 125,000 Est. Cost $27.60 Unrealized 0.0%

— KOSMOS ENERGY LTD 1.7%

Value ($000) $9,144 Shares 900,000 Est. Cost $10.16 Unrealized —

LNG CHENIERE ENERGY INC 1.6%

Value ($000) $8,606 Shares 310,000 Est. Cost $28.08 Unrealized 0.0%

POR PORTLAND GEN ELEC CO 1.5%

Value ($000) $7,648 Shares 250,000 Est. Cost $19.65 Unrealized 0.0%

— ALLETE INC 1.5%

Value ($000) $7,636 Shares 153,174 Est. Cost $49.85 Unrealized —

TRGP TARGA RES CORP 1.2%

Value ($000) $6,529 Shares 101,500 Est. Cost $37.51 Unrealized 0.0%

— KINDER MORGAN MANAGEMENT LLC 1.2%

Value ($000) $6,269 Shares 75,000 Est. Cost $83.59 Unrealized —

— ENERSIS S A 1.1%

Value ($000) $5,726 Shares 350,000 Est. Cost $16.36 Unrealized —

— NORTHEAST UTILS 1.0%

Value ($000) $5,253 Shares 125,000 Est. Cost $42.02 Unrealized —

— PIKE ELEC CORP 0.8%

Value ($000) $4,454 Shares 362,100 Est. Cost $12.30 Unrealized —

— RESOLUTE ENERGY CORP 0.8%

Value ($000) $4,151 Shares 520,125 Est. Cost $7.98 Unrealized —

— SANDRIDGE ENERGY INC 0.7%

Value ($000) $3,703 Shares 777,963 Est. Cost $4.76 Unrealized —

SRE SEMPRA ENERGY 0.6%

Value ($000) $3,066 Shares 37,500 Est. Cost $27.60 Unrealized 0.0%

HE HAWAIIAN ELEC INDUSTRIES 0.6%

Value ($000) $2,911 Shares 115,000 Est. Cost $26.62 Unrealized 0.0%

— CROSSTEX ENERGY INC 0.5%

Value ($000) $2,668 Shares 135,000 Est. Cost $19.76 Unrealized —

— BONANZA CREEK ENERGY INC 0.5%

Value ($000) $2,660 Shares 75,000 Est. Cost $35.47 Unrealized —

AEE AMEREN CORP 0.5%

Value ($000) $2,583 Shares 75,000 Est. Cost $23.26 Unrealized 0.0%

NWE NORTHWESTERN CORP 0.5%

Value ($000) $2,394 Shares 60,000 Est. Cost $24.78 Unrealized 0.0%

— PDC ENERGY INC 0.4%

Value ($000) $1,931 Shares 37,500 Est. Cost $51.49 Unrealized —

LNT ALLIANT ENERGY CORP 0.4%

Value ($000) $1,891 Shares 37,500 Est. Cost $16.89 Unrealized 0.0%

XLE SELECT SECTOR SPDR TR 0.3%

Value ($000) $1,801 Shares 23,000 Est. Cost — Unrealized —

WMB WILLIAMS COS INC DEL 0.3%

Value ($000) $1,624 Shares 50,000 Est. Cost $18.03 Unrealized 0.0%

— QUESTAR CORP 0.3%

Value ($000) $1,503 Shares 63,000 Est. Cost — Unrealized —

MPC MARATHON PETE CORP 0.3%

Value ($000) $1,386 Shares 19,500 Est. Cost $27.55 Unrealized 0.0%

— SILVER SPRING NETWORKS INC 0.2%

Value ($000) $1,247 Shares 50,000 Est. Cost $24.94 Unrealized —

— UNS ENERGY CORP 0.2%

Value ($000) $1,118 Shares 25,000 Est. Cost $44.72 Unrealized —

— KOSMOS ENERGY LTD 0.2%

Value ($000) $1,016 Shares 100,000 Est. Cost $10.16 Unrealized —

WMB WILLIAMS COS INC DEL 0.2%

Value ($000) $812 Shares 25,000 Est. Cost $18.03 Unrealized 0.0%

— COMPANHIA PARANAENSE ENERG C 0.1%

Value ($000) $621 Shares 50,000 Est. Cost $12.42 Unrealized —

— GULFPORT ENERGY CORP 0.1%

Value ($000) $589 Shares 12,500 Est. Cost $47.12 Unrealized —

— PPL CORP 0.1%

Value ($000) $314 Shares 5,800 Est. Cost $54.14 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	985,000	$158,014	30.0%	—	—	Put	78462F103
XLU	SELECT SECTOR SPDR TR	1,214,300	$45,695	8.7%	—	—	Call	81369Y886
—	CALPINE CORP	1,100,000	$23,353	4.4%	$21.23	—	COM NEW	131347304
EIX	EDISON INTL	475,000	$22,876	4.3%	$30.71	0.0%	COM	281020107
AEP	AMERICAN ELEC PWR INC	500,000	$22,390	4.3%	$30.44	0.0%	COM	025537101
PNW	PINNACLE WEST CAP CORP	375,000	$20,801	4.0%	$35.40	0.0%	COM	723484101
OKE	ONEOK INC NEW	412,000	$17,020	3.2%	$19.74	0.0%	COM	682680103
NEE	NEXTERA ENERGY INC	200,000	$16,296	3.1%	$14.15	0.0%	COM	65339F101
ED	CONSOLIDATED EDISON INC	250,000	$14,578	2.8%	$37.50	0.0%	COM	209115104
—	DOMINION RES INC VA NEW	280,000	$14,056	2.7%	$50.20	—	UNIT 04/01/2013	25746U703
PBF	PBF ENERGY INC	525,000	$13,598	2.6%	$29.73	0.0%	CL A	69318G106
FANG	DIAMONDBACK ENERGY INC	402,252	$13,403	2.5%	$23.41	0.0%	COM	25278X109
NI	NISOURCE INC	396,900	$11,367	2.2%	$7.81	0.0%	COM	65473P105
DUK	DUKE ENERGY CORP NEW	160,000	$10,800	2.1%	$41.83	0.0%	COM NEW	26441C204
—	GREAT PLAINS ENERGY INC	459,873	$10,366	2.0%	$22.54	—	COM	391164100
SRE	SEMPRA ENERGY	125,000	$10,220	1.9%	$27.60	0.0%	COM	816851109
—	KOSMOS ENERGY LTD	900,000	$9,144	1.7%	$10.16	—	SHS	G5315B107
LNG	CHENIERE ENERGY INC	310,000	$8,606	1.6%	$28.08	0.0%	COM NEW	16411R208
POR	PORTLAND GEN ELEC CO	250,000	$7,648	1.5%	$19.65	0.0%	COM NEW	736508847
—	ALLETE INC	153,174	$7,636	1.5%	$49.85	—	COM NEW	018522300
TRGP	TARGA RES CORP	101,500	$6,529	1.2%	$37.51	0.0%	COM	87612G101
—	KINDER MORGAN MANAGEMENT LLC	75,000	$6,269	1.2%	$83.59	—	SHS	49455U100
—	ENERSIS S A	350,000	$5,726	1.1%	$16.36	—	SPONSORED ADR	29274F104
—	NORTHEAST UTILS	125,000	$5,253	1.0%	$42.02	—	COM	664397106
—	PIKE ELEC CORP	362,100	$4,454	0.8%	$12.30	—	COM	721283109
—	RESOLUTE ENERGY CORP	520,125	$4,151	0.8%	$7.98	—	COM	76116A108
—	SANDRIDGE ENERGY INC	777,963	$3,703	0.7%	$4.76	—	COM	80007P307
SRE	SEMPRA ENERGY	37,500	$3,066	0.6%	$27.60	0.0%	Call	816851109
HE	HAWAIIAN ELEC INDUSTRIES	115,000	$2,911	0.6%	$26.62	0.0%	COM	419870100
—	CROSSTEX ENERGY INC	135,000	$2,668	0.5%	$19.76	—	COM	22765Y104
—	BONANZA CREEK ENERGY INC	75,000	$2,660	0.5%	$35.47	—	COM	097793103
AEE	AMEREN CORP	75,000	$2,583	0.5%	$23.26	0.0%	COM	023608102
NWE	NORTHWESTERN CORP	60,000	$2,394	0.5%	$24.78	0.0%	COM NEW	668074305
—	PDC ENERGY INC	37,500	$1,931	0.4%	$51.49	—	COM	69327R101
LNT	ALLIANT ENERGY CORP	37,500	$1,891	0.4%	$16.89	0.0%	COM	018802108
XLE	SELECT SECTOR SPDR TR	23,000	$1,801	0.3%	—	—	Call	81369Y506
WMB	WILLIAMS COS INC DEL	50,000	$1,624	0.3%	$18.03	0.0%	Call	969457100
—	QUESTAR CORP	63,000	$1,503	0.3%	—	—	Put	748356102
MPC	MARATHON PETE CORP	19,500	$1,386	0.3%	$27.55	0.0%	COM	56585A102
—	SILVER SPRING NETWORKS INC	50,000	$1,247	0.2%	$24.94	—	COM	82817Q103
—	UNS ENERGY CORP	25,000	$1,118	0.2%	$44.72	—	COM	903119105
—	KOSMOS ENERGY LTD	100,000	$1,016	0.2%	$10.16	—	Call	G5315B107
WMB	WILLIAMS COS INC DEL	25,000	$812	0.2%	$18.03	0.0%	COM	969457100
—	COMPANHIA PARANAENSE ENERG C	50,000	$621	0.1%	$12.42	—	SPON ADR PFD	20441B407
—	GULFPORT ENERGY CORP	12,500	$589	0.1%	$47.12	—	COM NEW	402635304
—	PPL CORP	5,800	$314	0.1%	$54.14	—	UNIT 99/99/9999S	69351T114