Sustainable Insight Capital Management, LLC Quant / Systematic

CIK: 0001580677 · Show all filings

Period: Q4 2016 (Next →)

Filing Date: Feb 15, 2017

Total Value ($000): $193,531 (100.0% shares, 0.0% debt)

Holdings (45)

MO ALTRIA GROUP INC 8.3%

Value ($000) $16,083 Shares 236,000 Est. Cost $33.98 Unrealized 0.0%

— REYNOLDS AMERICAN INC 7.9%

Value ($000) $15,269 Shares 270,500 Est. Cost $56.45 Unrealized —

V VISA INC 7.5%

Value ($000) $14,501 Shares 186,500 Est. Cost $75.44 Unrealized 0.0%

DHR DANAHER CORP DEL 7.1%

Value ($000) $13,665 Shares 175,300 Est. Cost $66.37 Unrealized 0.0%

PLD PROLOGIS INC 6.8%

Value ($000) $13,066 Shares 247,500 Est. Cost $39.25 Unrealized 0.0%

— ALLERGAN PLC 5.7%

Value ($000) $10,996 Shares 52,500 Est. Cost $209.45 Unrealized —

— AON PLC 5.3%

Value ($000) $10,287 Shares 101,200 Est. Cost $101.65 Unrealized —

FIS FIDELITY NATL INFORMATION SV 4.3%

Value ($000) $8,237 Shares 108,900 Est. Cost $64.97 Unrealized 0.0%

CRM SALESFORCE COM INC 3.5%

Value ($000) $6,689 Shares 97,700 Est. Cost $71.70 Unrealized 0.0%

BAC BANK AMER CORP 3.4%

Value ($000) $6,587 Shares 298,100 Est. Cost $15.68 Unrealized 0.0%

STZ CONSTELLATION BRANDS INC 3.2%

Value ($000) $6,240 Shares 40,700 Est. Cost $138.20 Unrealized 0.0%

GILD GILEAD SCIENCES INC 3.1%

Value ($000) $6,039 Shares 84,338 Est. Cost $53.19 Unrealized 0.0%

MAT MATTEL INC 2.4%

Value ($000) $4,708 Shares 170,900 Est. Cost $30.41 Unrealized 0.0%

BMY BRISTOL MYERS SQUIBB CO 2.3%

Value ($000) $4,494 Shares 76,900 Est. Cost $39.53 Unrealized 0.0%

SLB SCHLUMBERGER LTD 2.3%

Value ($000) $4,484 Shares 53,100 Est. Cost $63.04 Unrealized 0.0%

BFH ALLIANCE DATA SYSTEMS CORP 2.2%

Value ($000) $4,227 Shares 18,500 Est. Cost $150.52 Unrealized 0.0%

ALB ALBEMARLE CORP 2.0%

Value ($000) $3,799 Shares 44,000 Est. Cost $74.76 Unrealized 0.0%

AMGN AMGEN INC 1.8%

Value ($000) $3,538 Shares 24,200 Est. Cost $114.37 Unrealized 0.0%

— LAZARD LTD 1.7%

Value ($000) $3,263 Shares 79,400 Est. Cost $41.10 Unrealized —

AAPL APPLE INC 1.7%

Value ($000) $3,255 Shares 28,100 Est. Cost $26.09 Unrealized 0.0%

C CITIGROUP INC 1.6%

Value ($000) $3,096 Shares 52,100 Est. Cost $40.63 Unrealized 0.0%

CHTR CHARTER COMMUNICATIONS INC N 1.5%

Value ($000) $2,937 Shares 10,200 Est. Cost $269.28 Unrealized 0.0%

TDG TRANSDIGM GROUP INC 1.3%

Value ($000) $2,539 Shares 10,200 Est. Cost $176.01 Unrealized 0.0%

RGA REINSURANCE GROUP AMER INC 1.2%

Value ($000) $2,378 Shares 18,900 Est. Cost $117.25 Unrealized 0.0%

JPM JPMORGAN CHASE & CO 1.1%

Value ($000) $2,131 Shares 24,700 Est. Cost $59.89 Unrealized 0.0%

— INGERSOLL-RAND PLC 1.1%

Value ($000) $2,064 Shares 27,500 Est. Cost $75.05 Unrealized —

CHRW C H ROBINSON WORLDWIDE INC 1.0%

Value ($000) $1,919 Shares 26,200 Est. Cost $58.26 Unrealized 0.0%

— PRICELINE GRP INC 1.0%

Value ($000) $1,906 Shares 1,300 Est. Cost $1466.15 Unrealized —

— SBA COMMUNICATIONS CORP 0.9%

Value ($000) $1,766 Shares 17,100 Est. Cost $103.27 Unrealized —

ALK ALASKA AIR GROUP INC 0.9%

Value ($000) $1,748 Shares 19,700 Est. Cost $73.89 Unrealized 0.0%

MCD MCDONALDS CORP 0.9%

Value ($000) $1,704 Shares 14,000 Est. Cost $94.30 Unrealized 0.0%

SPG SIMON PPTY GROUP INC NEW 0.8%

Value ($000) $1,635 Shares 9,200 Est. Cost $114.79 Unrealized 0.0%

INTC INTEL CORP 0.6%

Value ($000) $1,193 Shares 32,900 Est. Cost $29.15 Unrealized 0.0%

AFG AMERICAN FINL GROUP INC OHIO 0.6%

Value ($000) $1,181 Shares 13,400 Est. Cost $39.09 Unrealized 0.0%

EPC EDGEWELL PERS CARE CO 0.5%

Value ($000) $1,029 Shares 14,100 Est. Cost $70.52 Unrealized 0.0%

EW EDWARDS LIFESCIENCES CORP 0.5%

Value ($000) $890 Shares 9,500 Est. Cost $32.40 Unrealized 0.0%

COP CONOCOPHILLIPS 0.4%

Value ($000) $867 Shares 17,300 Est. Cost $34.77 Unrealized 0.0%

ABBV ABBVIE INC 0.4%

Value ($000) $743 Shares 11,700 Est. Cost $41.79 Unrealized 0.0%

— SL GREEN RLTY CORP 0.3%

Value ($000) $595 Shares 5,500 Est. Cost $108.18 Unrealized —

FCX FREEPORT-MCMORAN INC 0.2%

Value ($000) $476 Shares 36,100 Est. Cost $11.60 Unrealized 0.0%

CMP COMPASS MINERALS INTL INC 0.2%

Value ($000) $439 Shares 5,600 Est. Cost $57.67 Unrealized 0.0%

— TESORO CORP 0.1%

Value ($000) $262 Shares 3,000 Est. Cost $87.33 Unrealized —

EXPE EXPEDIA INC DEL 0.1%

Value ($000) $261 Shares 2,300 Est. Cost $116.78 Unrealized 0.0%

INGR INGREDION INC 0.1%

Value ($000) $238 Shares 1,900 Est. Cost $126.34 Unrealized 0.0%

— TWO HBRS INVT CORP 0.1%

Value ($000) $107 Shares 11,900 Est. Cost $8.99 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
MO	ALTRIA GROUP INC	236,000	$16,083	8.3%	$33.98	0.0%	COM	02209S103
—	REYNOLDS AMERICAN INC	270,500	$15,269	7.9%	$56.45	—	COM	761713106
V	VISA INC	186,500	$14,501	7.5%	$75.44	0.0%	COM CL A	92826C839
DHR	DANAHER CORP DEL	175,300	$13,665	7.1%	$66.37	0.0%	COM	235851102
PLD	PROLOGIS INC	247,500	$13,066	6.8%	$39.25	0.0%	COM	74340W103
—	ALLERGAN PLC	52,500	$10,996	5.7%	$209.45	—	SHS	G0177J108
—	AON PLC	101,200	$10,287	5.3%	$101.65	—	SHS CL A	G0408V102
FIS	FIDELITY NATL INFORMATION SV	108,900	$8,237	4.3%	$64.97	0.0%	COM	31620M106
CRM	SALESFORCE COM INC	97,700	$6,689	3.5%	$71.70	0.0%	COM	79466L302
BAC	BANK AMER CORP	298,100	$6,587	3.4%	$15.68	0.0%	COM	060505104
STZ	CONSTELLATION BRANDS INC	40,700	$6,240	3.2%	$138.20	0.0%	CL A	21036P108
GILD	GILEAD SCIENCES INC	84,338	$6,039	3.1%	$53.19	0.0%	COM	375558103
MAT	MATTEL INC	170,900	$4,708	2.4%	$30.41	0.0%	COM	577081102
BMY	BRISTOL MYERS SQUIBB CO	76,900	$4,494	2.3%	$39.53	0.0%	COM	110122108
SLB	SCHLUMBERGER LTD	53,100	$4,484	2.3%	$63.04	0.0%	COM	806857108
BFH	ALLIANCE DATA SYSTEMS CORP	18,500	$4,227	2.2%	$150.52	0.0%	COM	018581108
ALB	ALBEMARLE CORP	44,000	$3,799	2.0%	$74.76	0.0%	COM	012653101
AMGN	AMGEN INC	24,200	$3,538	1.8%	$114.37	0.0%	COM	031162100
—	LAZARD LTD	79,400	$3,263	1.7%	$41.10	—	SHS A	G54050102
AAPL	APPLE INC	28,100	$3,255	1.7%	$26.09	0.0%	COM	037833100
C	CITIGROUP INC	52,100	$3,096	1.6%	$40.63	0.0%	COM NEW	172967424
CHTR	CHARTER COMMUNICATIONS INC N	10,200	$2,937	1.5%	$269.28	0.0%	CL A	16119P108
TDG	TRANSDIGM GROUP INC	10,200	$2,539	1.3%	$176.01	0.0%	COM	893641100
RGA	REINSURANCE GROUP AMER INC	18,900	$2,378	1.2%	$117.25	0.0%	COM NEW	759351604
JPM	JPMORGAN CHASE & CO	24,700	$2,131	1.1%	$59.89	0.0%	COM	46625H100
—	INGERSOLL-RAND PLC	27,500	$2,064	1.1%	$75.05	—	SHS	G47791101
CHRW	C H ROBINSON WORLDWIDE INC	26,200	$1,919	1.0%	$58.26	0.0%	COM NEW	12541W209
—	PRICELINE GRP INC	1,300	$1,906	1.0%	$1466.15	—	COM NEW	741503403
—	SBA COMMUNICATIONS CORP	17,100	$1,766	0.9%	$103.27	—	COM	78388J106
ALK	ALASKA AIR GROUP INC	19,700	$1,748	0.9%	$73.89	0.0%	COM	011659109
MCD	MCDONALDS CORP	14,000	$1,704	0.9%	$94.30	0.0%	COM	580135101
SPG	SIMON PPTY GROUP INC NEW	9,200	$1,635	0.8%	$114.79	0.0%	COM	828806109
INTC	INTEL CORP	32,900	$1,193	0.6%	$29.15	0.0%	COM	458140100
AFG	AMERICAN FINL GROUP INC OHIO	13,400	$1,181	0.6%	$39.09	0.0%	COM	025932104
EPC	EDGEWELL PERS CARE CO	14,100	$1,029	0.5%	$70.52	0.0%	COM	28035Q102
EW	EDWARDS LIFESCIENCES CORP	9,500	$890	0.5%	$32.40	0.0%	COM	28176E108
COP	CONOCOPHILLIPS	17,300	$867	0.4%	$34.77	0.0%	COM	20825C104
ABBV	ABBVIE INC	11,700	$743	0.4%	$41.79	0.0%	COM	00287Y109
—	SL GREEN RLTY CORP	5,500	$595	0.3%	$108.18	—	COM	78440X101
FCX	FREEPORT-MCMORAN INC	36,100	$476	0.2%	$11.60	0.0%	CL B	35671D857
CMP	COMPASS MINERALS INTL INC	5,600	$439	0.2%	$57.67	0.0%	COM	20451N101
—	TESORO CORP	3,000	$262	0.1%	$87.33	—	COM	881609101
EXPE	EXPEDIA INC DEL	2,300	$261	0.1%	$116.78	0.0%	COM NEW	30212P303
INGR	INGREDION INC	1,900	$238	0.1%	$126.34	0.0%	COM	457187102
—	TWO HBRS INVT CORP	11,900	$107	0.1%	$8.99	—	COM	90187B101