Sustainable Insight Capital Management, LLC Quant / Systematic

CIK: 0001580677 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $213,349 (100.0% shares, 0.0% debt)

Holdings (42)

PLD PROLOGIS INC 7.8%

Value ($000) $16,689 Shares 284,600 Est. Cost $39.84 Unrealized +9.8%

— AON PLC 7.4%

Value ($000) $15,874 Shares 119,400 Est. Cost $104.14 Unrealized —

CHTR CHARTER COMMUNICATIONS INC N 7.1%

Value ($000) $15,091 Shares 44,800 Est. Cost $316.57 Unrealized +5.4%

DE DEERE & CO 6.6%

Value ($000) $14,176 Shares 114,700 Est. Cost $102.78 Unrealized 0.0%

— ALLERGAN PLC 6.6%

Value ($000) $14,051 Shares 57,800 Est. Cost $212.06 Unrealized —

CCL CARNIVAL CORP 6.5%

Value ($000) $13,921 Shares 212,300 Est. Cost $56.43 Unrealized 0.0%

FIS FIDELITY NATL INFORMATION SV 5.3%

Value ($000) $11,222 Shares 131,400 Est. Cost $67.22 Unrealized +6.8%

MO ALTRIA GROUP INC 5.2%

Value ($000) $10,999 Shares 147,700 Est. Cost $33.98 Unrealized +15.6%

— DU PONT E I DE NEMOURS & CO 5.1%

Value ($000) $10,775 Shares 133,500 Est. Cost $80.67 Unrealized —

STZ CONSTELLATION BRANDS INC 4.5%

Value ($000) $9,512 Shares 49,100 Est. Cost $141.87 Unrealized +9.8%

V VISA INC 4.5%

Value ($000) $9,509 Shares 101,400 Est. Cost $75.44 Unrealized +15.9%

MET METLIFE INC 3.5%

Value ($000) $7,466 Shares 135,900 Est. Cost $35.32 Unrealized -2.0%

AAPL APPLE INC 3.4%

Value ($000) $7,244 Shares 50,300 Est. Cost $30.85 Unrealized +11.2%

— PRICELINE GRP INC 3.2%

Value ($000) $6,734 Shares 3,600 Est. Cost $1689.31 Unrealized —

NKE NIKE INC 3.1%

Value ($000) $6,643 Shares 112,600 Est. Cost $48.29 Unrealized -0.1%

— INGERSOLL-RAND PLC 2.7%

Value ($000) $5,822 Shares 63,700 Est. Cost $80.07 Unrealized —

CRM SALESFORCE COM INC 2.7%

Value ($000) $5,742 Shares 66,300 Est. Cost $71.70 Unrealized +20.0%

VZ VERIZON COMMUNICATIONS INC 1.8%

Value ($000) $3,738 Shares 83,700 Est. Cost $30.00 Unrealized -1.6%

— BROADCOM LTD 1.7%

Value ($000) $3,566 Shares 15,300 Est. Cost $233.07 Unrealized —

— TWO HBRS INVT CORP 1.3%

Value ($000) $2,836 Shares 286,200 Est. Cost $9.73 Unrealized —

BFH ALLIANCE DATA SYSTEMS CORP 1.2%

Value ($000) $2,541 Shares 9,900 Est. Cost $150.52 Unrealized +14.7%

— REYNOLDS AMERICAN INC 1.2%

Value ($000) $2,478 Shares 38,100 Est. Cost $56.45 Unrealized —

MCHP MICROCHIP TECHNOLOGY INC 1.0%

Value ($000) $2,231 Shares 28,900 Est. Cost $29.93 Unrealized +12.1%

EW EDWARDS LIFESCIENCES CORP 1.0%

Value ($000) $2,152 Shares 18,200 Est. Cost $32.82 Unrealized +11.2%

EOG EOG RES INC 0.8%

Value ($000) $1,810 Shares 20,000 Est. Cost $68.68 Unrealized 0.0%

— CELGENE CORP 0.8%

Value ($000) $1,636 Shares 12,600 Est. Cost $129.84 Unrealized —

PH PARKER HANNIFIN CORP 0.7%

Value ($000) $1,454 Shares 9,100 Est. Cost $139.01 Unrealized 0.0%

MCD MCDONALDS CORP 0.7%

Value ($000) $1,440 Shares 9,400 Est. Cost $99.82 Unrealized +18.1%

ALB ALBEMARLE CORP 0.7%

Value ($000) $1,414 Shares 13,400 Est. Cost $74.76 Unrealized +29.3%

INGR INGREDION INC 0.4%

Value ($000) $787 Shares 6,600 Est. Cost $118.75 Unrealized 0.0%

PFE PFIZER INC 0.3%

Value ($000) $554 Shares 16,500 Est. Cost $21.41 Unrealized +0.9%

PHM PULTE GROUP INC 0.2%

Value ($000) $471 Shares 19,200 Est. Cost $19.47 Unrealized +8.8%

JNJ JOHNSON & JOHNSON 0.2%

Value ($000) $384 Shares 2,900 Est. Cost $93.39 Unrealized +7.5%

MSFT MICROSOFT CORP 0.2%

Value ($000) $372 Shares 5,400 Est. Cost $57.84 Unrealized +7.7%

F FORD MTR CO DEL 0.1%

Value ($000) $313 Shares 28,000 Est. Cost $7.09 Unrealized 0.0%

GOOGL ALPHABET INC 0.1%

Value ($000) $279 Shares 300 Est. Cost $46.42 Unrealized 0.0%

T AT&T INC 0.1%

Value ($000) $253 Shares 6,700 Est. Cost $16.73 Unrealized -4.8%

ORCL ORACLE CORP 0.1%

Value ($000) $246 Shares 4,900 Est. Cost $40.10 Unrealized 0.0%

— GENERAL ELECTRIC CO 0.1%

Value ($000) $246 Shares 9,100 Est. Cost $29.78 Unrealized —

VTR VENTAS INC 0.1%

Value ($000) $243 Shares 3,500 Est. Cost $46.00 Unrealized 0.0%

KO COCA COLA CO 0.1%

Value ($000) $220 Shares 4,900 Est. Cost $31.52 Unrealized +6.8%

PSX PHILLIPS 66 0.1%

Value ($000) $215 Shares 2,600 Est. Cost $57.27 Unrealized -1.7%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PLD	PROLOGIS INC	284,600	$16,689	7.8%	$39.84	+9.8%	COM	74340W103
—	AON PLC	119,400	$15,874	7.4%	$104.14	—	SHS CL A	G0408V102
CHTR	CHARTER COMMUNICATIONS INC N	44,800	$15,091	7.1%	$316.57	+5.4%	CL A	16119P108
DE	DEERE & CO	114,700	$14,176	6.6%	$102.78	0.0%	COM	244199105
—	ALLERGAN PLC	57,800	$14,051	6.6%	$212.06	—	SHS	G0177J108
CCL	CARNIVAL CORP	212,300	$13,921	6.5%	$56.43	0.0%	UNIT 99/99/9999	143658300
FIS	FIDELITY NATL INFORMATION SV	131,400	$11,222	5.3%	$67.22	+6.8%	COM	31620M106
MO	ALTRIA GROUP INC	147,700	$10,999	5.2%	$33.98	+15.6%	COM	02209S103
—	DU PONT E I DE NEMOURS & CO	133,500	$10,775	5.1%	$80.67	—	COM	263534109
STZ	CONSTELLATION BRANDS INC	49,100	$9,512	4.5%	$141.87	+9.8%	CL A	21036P108
V	VISA INC	101,400	$9,509	4.5%	$75.44	+15.9%	COM CL A	92826C839
MET	METLIFE INC	135,900	$7,466	3.5%	$35.32	-2.0%	COM	59156R108
AAPL	APPLE INC	50,300	$7,244	3.4%	$30.85	+11.2%	COM	037833100
—	PRICELINE GRP INC	3,600	$6,734	3.2%	$1689.31	—	COM NEW	741503403
NKE	NIKE INC	112,600	$6,643	3.1%	$48.29	-0.1%	CL B	654106103
—	INGERSOLL-RAND PLC	63,700	$5,822	2.7%	$80.07	—	SHS	G47791101
CRM	SALESFORCE COM INC	66,300	$5,742	2.7%	$71.70	+20.0%	COM	79466L302
VZ	VERIZON COMMUNICATIONS INC	83,700	$3,738	1.8%	$30.00	-1.6%	COM	92343V104
—	BROADCOM LTD	15,300	$3,566	1.7%	$233.07	—	SHS	Y09827109
—	TWO HBRS INVT CORP	286,200	$2,836	1.3%	$9.73	—	COM	90187B101
BFH	ALLIANCE DATA SYSTEMS CORP	9,900	$2,541	1.2%	$150.52	+14.7%	COM	018581108
—	REYNOLDS AMERICAN INC	38,100	$2,478	1.2%	$56.45	—	COM	761713106
MCHP	MICROCHIP TECHNOLOGY INC	28,900	$2,231	1.0%	$29.93	+12.1%	COM	595017104
EW	EDWARDS LIFESCIENCES CORP	18,200	$2,152	1.0%	$32.82	+11.2%	COM	28176E108
EOG	EOG RES INC	20,000	$1,810	0.8%	$68.68	0.0%	COM	26875P101
—	CELGENE CORP	12,600	$1,636	0.8%	$129.84	—	COM	151020104
PH	PARKER HANNIFIN CORP	9,100	$1,454	0.7%	$139.01	0.0%	COM	701094104
MCD	MCDONALDS CORP	9,400	$1,440	0.7%	$99.82	+18.1%	COM	580135101
ALB	ALBEMARLE CORP	13,400	$1,414	0.7%	$74.76	+29.3%	COM	012653101
INGR	INGREDION INC	6,600	$787	0.4%	$118.75	0.0%	COM	457187102
PFE	PFIZER INC	16,500	$554	0.3%	$21.41	+0.9%	COM	717081103
PHM	PULTE GROUP INC	19,200	$471	0.2%	$19.47	+8.8%	COM	745867101
JNJ	JOHNSON & JOHNSON	2,900	$384	0.2%	$93.39	+7.5%	COM	478160104
MSFT	MICROSOFT CORP	5,400	$372	0.2%	$57.84	+7.7%	COM	594918104
F	FORD MTR CO DEL	28,000	$313	0.1%	$7.09	0.0%	COM PAR $0.01	345370860
GOOGL	ALPHABET INC	300	$279	0.1%	$46.42	0.0%	CAP STK CL A	02079K305
T	AT&T INC	6,700	$253	0.1%	$16.73	-4.8%	COM	00206R102
ORCL	ORACLE CORP	4,900	$246	0.1%	$40.10	0.0%	COM	68389X105
—	GENERAL ELECTRIC CO	9,100	$246	0.1%	$29.78	—	COM	369604103
VTR	VENTAS INC	3,500	$243	0.1%	$46.00	0.0%	COM	92276F100
KO	COCA COLA CO	4,900	$220	0.1%	$31.52	+6.8%	COM	191216100
PSX	PHILLIPS 66	2,600	$215	0.1%	$57.27	-1.7%	COM	718546104