Sheephill Group

Liquid Infrastructure

Investment Strategy

Concentrated, public markets strategy focused on long-duration infrastructure and energy themes. Applying private market expertise to public market opportunities at a time when convergence across power, AI, and industrial policy is creating unprecedented mispricing.

Strategy Overview March 2026
Brian McGoldrick, Portfolio Manager • Sheephill Group

Investment Thesis

Why Liquid Infrastructure, Why Now

Three structural forces are converging to make public infrastructure equities the most attractive risk-adjusted opportunity in the market today.

1

Private Markets Have Become Beta

Infrastructure private equity AUM has swelled to the point where returns have compressed into beta territory.

2

AI Infrastructure Convergence

Power, data centers, and chip technology are collapsing into integrated “AI factories.” Understanding this convergence requires expertise across the full stack: from turbine order books to GPU packaging constraints.

3

Reindustrialization Is Happening Now

This is no longer a theory. The Iran conflict, military supply chain redomestication, the Pentagon’s Economic Defense Unit, and JPMorgan’s $1.5T supply chain resiliency initiative demonstrate the world is reorganizing in real time.

The Core Argument: For investors already committed to private infrastructure, liquid infrastructure offers complementary exposure with enhanced flexibility. For those evaluating the space, the risk-adjusted case for public markets has never been stronger. Private market expertise at public market fees, with the liquidity to capture valuation velocity and manage downside.

Pillar 1

Private Infrastructure Returns Have Compressed

Infrastructure AUM growth has turned what was once an alpha market into a beta market. Public equities now offer superior risk-adjusted opportunity.

The Private Market Problem
AUM Saturation

Infrastructure PE has grown from a niche asset class to one of the most crowded allocations in institutional portfolios. Capital is chasing a finite set of quality assets, compressing returns toward public market equivalents while maintaining illiquidity premiums in fees, not performance.

Big Manager Drag

The largest infrastructure managers (BlackRock, Brookfield, KKR) are deploying at such scale that they are functionally indexing the asset class. 2/20 fee structures on what is now beta is a poor value proposition for allocators.

Illiquidity as Risk, Not Premium

When private returns converge with public returns, illiquidity becomes pure risk with no offsetting compensation. Locked capital cannot respond to rapidly changing technology and policy environments.

The Public Market Opportunity

Why Public Markets Win

1
Market Inefficiency: Public markets routinely misprice infrastructure assets because equity analysts lack project finance training, the discipline required to model a power plant, a pipeline, or a mine’s supply curve.
2
Liquidity = Optionality: Daily liquidity enables rotation as technology and policy evolve. Private funds are locked into assets that may be obsoleted by new chip architectures, cooling tech, or regulatory shifts.
3
Lower Fees: Access similar investment characteristics (inflation linkage, real assets, essential services) without 2/20 fee drag and 7–10 year lockups.

The Exception

Early-stage PE vehicles operating at the infrastructure-technology frontier (e.g., Zero Infinity Partners on infra-tech convergence) still offer genuine alpha. The distinction is between managers building new categories versus managers deploying at scale into mature ones.

Pillar 2

AI Infrastructure Convergence

Power, data centers, and compute are collapsing into integrated AI factories. No single-asset private investment captures the full picture.

The AI Infrastructure Stack
L6
AI Applications
Inference demand curves; model compute intensity
L5
Chips & Compute
GPU supply/demand; HBM; CoWoS packaging
L4
Data Centers
Hyperscaler CapEx ($254B tracked); cooling tech
L3
Power Generation
Gas turbine backlog 4–7yr; BTM; nuclear timeline
L2
Grid & Transmission
Permitting timelines; 55% project risk; substation capacity
L1
Raw Materials
Copper, lithium, scandium; processing constraints
Why Convergence Favors Public Markets

Residual Value Risk

Today's datacenter investments carry low near-term risk as hyperscalers commit to 5+ year leases with creditworthy counterparties. The risk lies at recontracting: GPU architectures, cooling requirements, and power density standards are evolving so rapidly that a facility built for today's specifications may face significant residual value impairment when the initial lease expires. Private fund lock-ups of 7–10 years span exactly this recontracting window, making illiquid exposure a structural disadvantage.

Cross-Stack Rotation

Public markets enable real-time repositioning across all six layers. When the bottleneck shifts from chips to power to copper, liquid portfolios can follow the constraint. Private portfolios cannot.

Key Point: Understanding the full AI infrastructure stack requires expertise across power engineering, semiconductor supply chains, critical minerals, and project finance. This convergence is unprecedented, and systematically mispriced by equity analysts trained to cover individual sectors in isolation.

Pillar 3

Reindustrialization Is Happening Now

This is no longer a theory. Supply chain redomestication, defense spending, and critical mineral policy are restructuring the global economy in real time.

Live Evidence

Iran-Qatar Conflict & LNG Supply Disruption

Active

Geopolitical disruption of LNG supply routes is validating the energy security thesis in real time. European dependence on Qatari LNG via the Strait of Hormuz creates convexity for integrated energy companies with diversified upstream and LNG positioning.

Pentagon Economic Defense Unit

Established

The U.S. Department of Defense has formalized economic warfare capabilities through the EDU under Deputy Secretary Stephen Feinberg. Defense supply chain security is now an institutional priority, not a policy aspiration.

Military Supply Chain Redomestication

In Progress

Critical defense inputs (rare earths, advanced materials, semiconductor packaging) are being systematically brought onshore. This creates durable demand for domestic infrastructure across energy, mining, and manufacturing.

Institutional Validation

JPMorgan: $1.5T Security & Resiliency Initiative

Oct 2025

The largest bank in the world launched a $1.5 trillion, 10-year initiative explicitly pricing national security and supply chain resilience into capital allocation, covering critical minerals, energy independence, AI infrastructure, and defense. Simultaneously launched a Center for Geopolitics.

U.S. Government: Critical Mineral Price Floors

Feb 2026

Multiple agencies have developed price floor systems for critical minerals, now being discussed with 55 allied nations through the Pax Silica supply chain alliance. Price floors are a direct government acknowledgment that market prices systematically undervalue geopolitically critical assets.

Where to Play This Thesis

Private markets: Niche managers like Zero Infinity Partners on the infrastructure-technology angle will outperform large-cap managers deploying at scale.

Public markets: Sheephill’s liquid infrastructure strategy captures reindustrialization beneficiaries with the liquidity to rotate as the thesis evolves across sectors.

Not a Theory: The world's largest bank and the U.S. Government are building institutional infrastructure to price exactly what Sheephill already prices (financial returns + supply chain value + geopolitical premium), the thesis is validated. The alpha exists while the public equity market still prices infrastructure assets on DCF alone. That gap is closing.

Sheephill Valuation Framework

A New Model for Infrastructure Intrinsic Value

Traditional DCF captures financial returns only. Sheephill prices all three dimensions of value, and the market is converging toward this framework right now.

The Traditional Model: What the Market Uses Today
DCF of Contracted Return
SOFR + credit risk spread on contracted cashflows
+
Merchant Equity Risk Premium
Treated as a static spread, not an option
✕  No option pricing on merchant cashflows
✕  No national security or geopolitical premium
✕  No terminal value for repurpose / strategic scarcity
✕  Ignores interconnection slot scarcity value
The Sheephill Model: Where the Market Is Heading
1  ·  Financial Returns
Contracted + Merchant (option-priced)
DCF on contracted cashflows + Black-Scholes treatment of merchant tranche volatility. Power price optionality and pivot flexibility carry real option value.
2  ·  Supply Chain Value
Scarcity premium on strategic position
Interconnection slots, turbine delivery positions, permitted sites have scarcity value independent of cashflows, evidenced by the premium buyers pay to jump 4–8 year queues. Assets in geopolitically "safe" jurisdictions (NATO-allied, rule-of-law economies) carry an additional premium as supply chain continuity becomes a board-level risk.
3  ·  Geopolitical Value
National security premium
Critical infrastructure assets powering AI datacenters are functionally national security assets. IRA, CHIPS Act, and explicit price floor mechanisms represent real optionality with zero representation in traditional pricing. Great power politics is creating risks that are no longer remote tail events; business continuity now demands safe-jurisdiction positioning.

Track Record

10 Years of Infrastructure-Driven Alpha

The Sheephill framework has been validated with live capital across multiple market cycles, generating consistent risk-adjusted outperformance vs. the S&P 500.

3-Year Sharpe Ratio

2.19
vs. 1.54 S&P 500

10-Year Annualized

16.07%
vs. 14.81% S&P 500

YTD 2026

+1.95%
vs. -6.68% S&P 500
Framework Validation

Pre-Consensus Identification

Identified AI infrastructure themes 12–24 months before market consensus across multiple positions, generating 3–4x returns on invested capital. The same pattern recognition framework now applied to the current cycle.

Geopolitical Resilience

Portfolio constructed to benefit from volatile geopolitical environments. Safe-jurisdiction energy and critical mineral positioning provides natural resilience when broad equity markets sell off on macro uncertainty.

Compounding Infrastructure Cash Flows

High-quality infrastructure positions generate significant dividend income that compounds over multi-year hold periods. Dividend reinvestment has added meaningful incremental returns across core holdings.

Valuation Velocity

Liquidity = Optionality

AI infrastructure valuations are moving faster than any prior infrastructure cycle. Companies can go from fairly valued to 3–5x overvalued in months as narrative momentum takes hold.

The Sheephill framework is not buy-and-hold. It is catalyst-driven with dynamic position sizing. Positions scale from 2% starter to 10–20% as catalysts materialize, and are actively managed through exits as risk-reward compresses. Locked private fund structures cannot do this.

Request Full Track Record

Detailed performance data, case studies with entry/exit specifics, and position-level attribution available upon request.

[email protected]

Investment Process

The Sheephill Framework

Top-down strategic pillars identify where the market has a blind spot. Bottom-up technical screens confirm how to price it.

Strategic Filter
Every position must satisfy ≥1 pillar
1
Regulatory Risk Arbitrage

Policy mandates that conflict with economic reality. ESG requirements restricting investment in inputs while incentivizing demand growth for those same commodities.

2
Valuation Framework Arbitrage

Applying option pricing to assets where traditional investors see only risk. Merchant power volatility and extreme weather events carry real option value.

3
Geopolitical Risk Premia

Most security analysts lack backgrounds in global security dynamics, leading to erratic reactions and inefficient pricing around major geopolitical events.

4
Embedded Optionality

Assets with multiple paths to value. Coal equity positions providing dividend yields and repurpose potential as AI data center sites before consensus recognition.

Portfolio Construction

Core Characteristics

Positions7–12 concentrated
Quality BiasROIC >20%, fortress balance sheets
Max Single Position20%
Max Single Sector35%
RebalancingCatalyst-driven, not calendar

Sector Exposure Mix

Energy Infrastructure30–35%
Utilities & Renewables25–30%
Transportation15–20%
Communications & Data15–20%
Critical MineralsScaling

Team

Brian McGoldrick

Portfolio Manager · 10 Years Infrastructure & Energy Investment Experience

Career Progression
2015–2019
GE Capital Energy Financial Services

Project finance origination and execution across power and energy infrastructure.

2019–2022
APG Asset Management

Portfolio Analyst, Global Infrastructure Fund. $600B AUM pension fund. Liability-aware, duration-matched private infrastructure investing.

2022–2023
CIM Group

Infrastructure Private Equity Associate. $1.5B energy transition fund. Clean tech, circular economy, hyperscale data center infrastructure.

2023–2024
Cypress Creek Renewables

Senior Associate, Capital Markets. Structured corporate power offtake agreements for hyperscale data centers. Utility-scale solar + storage.

Notable Transaction Experience
Power & Energy Infrastructure

CPV Fairview & Towantic (largest merchant power project financings in US at time of close), Shell Power Trading revenue put structuring, Arevon Energy ($1B equity, 3GW solar + storage IPP)

Infrastructure & Transportation

Brisa Portuguese toll road (APG consortium lead), Forum Mobility (heavy-duty EV trucking infrastructure)

Data Centers & Technology

Layer 9 Data Centers (hyperscale campus, Mexico; identified onsite power as de-risk), Redaptive Energy (energy efficiency-as-a-service)

Critical Minerals & Circular Economy

Mint Innovation (lithium-ion battery recycling, e-waste circular economy)

Education: B.S. Business Administration, Finance, Elon University (3.70 Major GPA)
Full Value Chain Exposure: A decade of infrastructure PE experience across power, renewables, data centers, transportation, and critical minerals enables identification of cross-asset opportunities through granular supply/demand understanding, the exact expertise public market analysts lack.

Legal & Compliance

Disclaimer

This document is a strategy overview prepared by the Sheephill Group for informational and educational purposes only. It does not constitute investment advice, a solicitation, or an offer to buy or sell any securities or financial instruments.

Not a Registered Investment Adviser. The Sheephill Group is not a Registered Investment Adviser (RIA), and is not registered with the U.S. Securities and Exchange Commission (SEC), the Financial Industry Regulatory Authority (FINRA), or any state securities regulatory authority. No content in this presentation should be construed as personalized investment advice or a recommendation to take any specific action with respect to any security or financial product.

Forward-Looking Statements. This presentation contains forward-looking statements regarding market opportunity, revenue projections, product development timelines, and business strategy. These statements are inherently uncertain and actual results may differ materially from those projected due to changes in market conditions, competition, regulatory policy, technological developments, capital availability, or other factors beyond the control of the company.

Track Record & Past Performance. Historical performance data presented in this document reflects personal investment activity of the founder and is not indicative of future results. Performance figures have not been independently audited or verified. References to specific investments, returns, and multiples are provided for illustrative purposes only and do not represent a guarantee of future performance.

No Warranty or Guarantee. The information contained herein is based on sources believed to be reliable, including publicly available filings, government data, industry research, and proprietary financial modeling. However, the Sheephill Group makes no representation or warranty, express or implied, as to the accuracy, completeness, or timeliness of such information.

Publicly Traded Securities. Companies referenced in this presentation, including but not limited to META Platforms, NVIDIA, BHP Group, Shell, ExxonMobil, Pilbara Minerals, Bloom Energy, and others, are referenced solely for analytical and illustrative purposes. Their inclusion does not constitute a recommendation, endorsement, or solicitation to purchase, sell, or hold any securities.

Conflicts of Interest. The Sheephill Group, its principals, and/or its affiliates may hold positions in securities discussed in this presentation. No obligation is assumed to update or revise this presentation in the event of changes in holdings or views.

Distribution. This strategy overview is made available by the Sheephill Group for general informational purposes. Detailed performance data, case studies, and position-level attribution are available upon request to qualified parties. Contact [email protected] for the full investor presentation.

By reading this document, all viewers acknowledge and agree that they understand the foregoing limitations and that this document is provided for informational and educational purposes only, and does not constitute an offer, solicitation, or recommendation to engage in any investment activity.

Sheephill Group
Brian McGoldrick
Founder & Portfolio Manager