Sustainable Insight Capital Management, LLC Quant / Systematic

CIK: 0001580677 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 15, 2017

Total Value ($000): $201,966 (100.0% shares, 0.0% debt)

Holdings (55)

V VISA INC 8.1%
Value ($000) $16,352 Shares 184,000 Est. Cost $75.44 Unrealized +7.2%
MO ALTRIA GROUP INC 7.5%
Value ($000) $15,212 Shares 213,000 Est. Cost $33.98 Unrealized +13.5%
REYNOLDS AMERICAN INC 7.3%
Value ($000) $14,835 Shares 235,400 Est. Cost $56.45 Unrealized
AON PLC 7.0%
Value ($000) $14,065 Shares 118,500 Est. Cost $104.14 Unrealized
ALLERGAN PLC 6.8%
Value ($000) $13,762 Shares 57,600 Est. Cost $212.06 Unrealized
PLD PROLOGIS INC 6.4%
Value ($000) $12,845 Shares 247,600 Est. Cost $39.25 Unrealized +1.0%
MET METLIFE INC 4.2%
Value ($000) $8,557 Shares 162,000 Est. Cost $35.32 Unrealized 0.0%
DHR DANAHER CORP DEL 4.1%
Value ($000) $8,245 Shares 96,400 Est. Cost $66.37 Unrealized +7.4%
TD TORONTO DOMINION BK ONT 3.5%
Value ($000) $7,152 Shares 143,200 Est. Cost $51.10 Unrealized 0.0%
FIS FIDELITY NATL INFORMATION SV 3.5%
Value ($000) $6,999 Shares 87,900 Est. Cost $64.97 Unrealized +5.8%
CRM SALESFORCE COM INC 3.4%
Value ($000) $6,781 Shares 82,200 Est. Cost $71.70 Unrealized +10.1%
DISCOVER FINL SVCS 3.3%
Value ($000) $6,675 Shares 97,600 Est. Cost $68.39 Unrealized
STZ CONSTELLATION BRANDS INC 3.1%
Value ($000) $6,288 Shares 38,800 Est. Cost $138.20 Unrealized -1.6%
CHTR CHARTER COMMUNICATIONS INC N 2.8%
Value ($000) $5,663 Shares 17,300 Est. Cost $289.49 Unrealized +10.0%
PRICELINE GRP INC 2.4%
Value ($000) $4,806 Shares 2,700 Est. Cost $1628.89 Unrealized
INGERSOLL-RAND PLC 2.2%
Value ($000) $4,432 Shares 54,500 Est. Cost $78.16 Unrealized
ALK ALASKA AIR GROUP INC 1.9%
Value ($000) $3,763 Shares 40,800 Est. Cost $81.72 Unrealized +8.9%
BFH ALLIANCE DATA SYSTEMS CORP 1.8%
Value ($000) $3,685 Shares 14,800 Est. Cost $150.52 Unrealized +9.0%
AAPL APPLE INC 1.5%
Value ($000) $3,046 Shares 21,200 Est. Cost $26.09 Unrealized +16.7%
MCHP MICROCHIP TECHNOLOGY INC 1.3%
Value ($000) $2,693 Shares 36,500 Est. Cost $29.93 Unrealized 0.0%
ALB ALBEMARLE CORP 1.3%
Value ($000) $2,609 Shares 24,700 Est. Cost $74.76 Unrealized +15.4%
MAT MATTEL INC 1.3%
Value ($000) $2,597 Shares 101,400 Est. Cost $30.41 Unrealized -11.9%
IBM INTERNATIONAL BUSINESS MACHS 1.1%
Value ($000) $2,212 Shares 12,700 Est. Cost $114.39 Unrealized 0.0%
TESORO CORP 1.1%
Value ($000) $2,148 Shares 26,500 Est. Cost $81.77 Unrealized
SLB SCHLUMBERGER LTD 1.0%
Value ($000) $2,093 Shares 25,300 Est. Cost $63.04 Unrealized +0.5%
TDG TRANSDIGM GROUP INC 1.0%
Value ($000) $1,937 Shares 8,800 Est. Cost $176.01 Unrealized -7.4%
PFE PFIZER INC 0.8%
Value ($000) $1,683 Shares 49,200 Est. Cost $21.41 Unrealized 0.0%
JNJ JOHNSON & JOHNSON 0.8%
Value ($000) $1,644 Shares 13,200 Est. Cost $93.39 Unrealized 0.0%
T AT&T INC 0.8%
Value ($000) $1,612 Shares 38,800 Est. Cost $16.73 Unrealized 0.0%
JPM JPMORGAN CHASE & CO 0.7%
Value ($000) $1,458 Shares 16,600 Est. Cost $59.89 Unrealized +16.3%
EW EDWARDS LIFESCIENCES CORP 0.7%
Value ($000) $1,402 Shares 14,900 Est. Cost $32.00 Unrealized -2.2%
TWO HBRS INVT CORP 0.7%
Value ($000) $1,319 Shares 137,500 Est. Cost $9.54 Unrealized
INTC INTEL CORP 0.6%
Value ($000) $1,136 Shares 31,500 Est. Cost $29.15 Unrealized +1.8%
MSFT MICROSOFT CORP 0.5%
Value ($000) $1,087 Shares 16,500 Est. Cost $57.84 Unrealized 0.0%
MRK MERCK & CO INC 0.5%
Value ($000) $1,074 Shares 16,900 Est. Cost $46.06 Unrealized 0.0%
DU PONT E I DE NEMOURS & CO 0.5%
Value ($000) $1,052 Shares 13,100 Est. Cost $80.31 Unrealized
VZ VERIZON COMMUNICATIONS INC 0.5%
Value ($000) $1,014 Shares 20,800 Est. Cost $31.43 Unrealized 0.0%
MCD MCDONALDS CORP 0.5%
Value ($000) $933 Shares 7,200 Est. Cost $94.30 Unrealized +7.9%
SBAC SBA COMMUNICATIONS CORP NEW 0.4%
Value ($000) $794 Shares 6,600 Est. Cost $102.01 Unrealized 0.0%
KO COCA COLA CO 0.4%
Value ($000) $752 Shares 17,700 Est. Cost $31.52 Unrealized 0.0%
FITB FIFTH THIRD BANCORP 0.3%
Value ($000) $620 Shares 24,400 Est. Cost $19.32 Unrealized 0.0%
SPG SIMON PPTY GROUP INC NEW 0.3%
Value ($000) $585 Shares 3,400 Est. Cost $114.79 Unrealized -2.8%
COP CONOCOPHILLIPS 0.3%
Value ($000) $564 Shares 11,300 Est. Cost $34.77 Unrealized +5.2%
PHM PULTE GROUP INC 0.3%
Value ($000) $537 Shares 22,800 Est. Cost $19.47 Unrealized 0.0%
WMT WAL-MART STORES INC 0.2%
Value ($000) $469 Shares 6,500 Est. Cost $19.78 Unrealized 0.0%
AMGN AMGEN INC 0.2%
Value ($000) $427 Shares 2,600 Est. Cost $114.37 Unrealized +11.2%
EPC EDGEWELL PERS CARE CO 0.2%
Value ($000) $410 Shares 5,600 Est. Cost $70.52 Unrealized -1.5%
EXPE EXPEDIA INC DEL 0.2%
Value ($000) $341 Shares 2,700 Est. Cost $116.83 Unrealized +0.2%
GENERAL ELECTRIC CO 0.1%
Value ($000) $271 Shares 9,100 Est. Cost $29.78 Unrealized
GOOG ALPHABET INC 0.1%
Value ($000) $254 Shares 100 Est. Cost $40.71 Unrealized 0.0%
PG PROCTER AND GAMBLE CO 0.1%
Value ($000) $252 Shares 4,100 Est. Cost $70.03 Unrealized 0.0%
BAC BANK AMER CORP 0.1%
Value ($000) $208 Shares 8,800 Est. Cost $15.68 Unrealized +23.6%
PSX PHILLIPS 66 0.1%
Value ($000) $206 Shares 2,600 Est. Cost $57.27 Unrealized 0.0%
NKE NIKE INC 0.1%
Value ($000) $206 Shares 3,700 Est. Cost $49.27 Unrealized 0.0%
CPRT COPART INC 0.1%
Value ($000) $204 Shares 3,300 Est. Cost $7.35 Unrealized 0.0%