Sustainable Insight Capital Management, LLC Quant / Systematic

Location: New York, NY

CIK: 0001580677 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value: $222M (100.0% shares, 0.0% debt)

Holdings (42)

PLD PROLOGIS INC 7.6%
Value $16.79M Shares 264,500 Share Price $63.46 * Est. Cost/Share $39.84 Unrealized @ Report Date +22.4%
— AON PLC 7.5%
Value $16.66M Shares 114,000 Share Price $146.10 Est. Cost/Share $104.14 Unrealized @ Report Date —
MET METLIFE INC 6.8%
Value $15.11M Shares 290,900 Share Price $51.95 * Est. Cost/Share $36.02 Unrealized @ Report Date +1.7%
FIS FIDELITY NATL INFORMATION SV 6.2%
Value $13.79M Shares 147,700 Share Price $93.39 * Est. Cost/Share $68.43 Unrealized @ Report Date +14.3%
— BROADCOM LTD 6.1%
Value $13.63M Shares 56,200 Share Price $242.54 Est. Cost/Share $239.97 Unrealized @ Report Date —
DE DEERE & CO 5.8%
Value $12.91M Shares 102,800 Share Price $125.59 * Est. Cost/Share $102.78 Unrealized @ Report Date +5.6%
CCL CARNIVAL CORP 5.4%
Value $11.93M Shares 184,700 Share Price $64.57 * Est. Cost/Share $56.43 Unrealized @ Report Date +7.9%
NKE NIKE INC 5.2%
Value $11.49M Shares 221,600 Share Price $51.85 * Est. Cost/Share $49.32 Unrealized @ Report Date +2.2%
ORCL ORACLE CORP 4.8%
Value $10.55M Shares 218,200 Share Price $48.35 * Est. Cost/Share $43.85 Unrealized @ Report Date +0.2%
PH PARKER HANNIFIN CORP 4.7%
Value $10.38M Shares 59,300 Share Price $175.03 * Est. Cost/Share $143.68 Unrealized @ Report Date +0.6%
AAPL APPLE INC 3.8%
Value $8.477M Shares 55,000 Share Price $154.13 * Est. Cost/Share $31.30 Unrealized @ Report Date +15.5%
AGN 5.5 03/01/18 A ALLERGAN PLC 3.5%
Value $7.747M Shares 37,800 Share Price $204.95 Est. Cost/Share $204.95 Unrealized @ Report Date —
MCD MCDONALDS CORP 3.2%
Value $7.098M Shares 45,300 Share Price $156.69 * Est. Cost/Share $122.67 Unrealized @ Report Date +4.9%
DIS DISNEY WALT CO 2.8%
Value $6.161M Shares 62,500 Share Price $98.58 Est. Cost/Share $96.93 Unrealized @ Report Date 0.0%
HAL HALLIBURTON CO 2.5%
Value $5.496M Shares 119,400 Share Price $46.03 * Est. Cost/Share $35.43 Unrealized @ Report Date 0.0%
CRM SALESFORCE COM INC 2.4%
Value $5.26M Shares 56,300 Share Price $93.43 * Est. Cost/Share $71.70 Unrealized @ Report Date +26.8%
TMUS T MOBILE US INC 2.4%
Value $5.216M Shares 84,600 Share Price $61.65 Est. Cost/Share $60.59 Unrealized @ Report Date 0.0%
CHTR CHARTER COMMUNICATIONS INC N 2.2%
Value $4.797M Shares 13,200 Share Price $363.41 * Est. Cost/Share $316.57 Unrealized @ Report Date +17.6%
EW EDWARDS LIFESCIENCES CORP 1.9%
Value $4.11M Shares 37,600 Share Price $109.31 * Est. Cost/Share $35.56 Unrealized @ Report Date +7.2%
MO ALTRIA GROUP INC 1.8%
Value $4.034M Shares 63,600 Share Price $63.43 * Est. Cost/Share $33.98 Unrealized @ Report Date +6.2%
STZ CONSTELLATION BRANDS INC 1.6%
Value $3.65M Shares 18,300 Share Price $199.45 * Est. Cost/Share $141.87 Unrealized @ Report Date +22.4%
— PRICELINE GRP INC 1.6%
Value $3.479M Shares 1,900 Share Price $1831.05 Est. Cost/Share $1689.31 Unrealized @ Report Date —
BFH ALLIANCE DATA SYSTEMS CORP 1.3%
Value $2.991M Shares 13,500 Share Price $221.56 * Est. Cost/Share $153.46 Unrealized @ Report Date +5.3%
KIM KIMCO RLTY CORP 1.3%
Value $2.931M Shares 149,900 Share Price $19.55 * Est. Cost/Share $12.87 Unrealized @ Report Date 0.0%
INGR INGREDION INC 1.1%
Value $2.425M Shares 20,100 Share Price $120.65 Est. Cost/Share $120.88 Unrealized @ Report Date +0.9%
MCHP MICROCHIP TECHNOLOGY INC 1.0%
Value $2.209M Shares 24,600 Share Price $89.80 * Est. Cost/Share $29.93 Unrealized @ Report Date +20.0%
T AT&T INC 1.0%
Value $2.139M Shares 54,600 Share Price $39.18 * Est. Cost/Share $15.74 Unrealized @ Report Date -0.9%
— TWO HBRS INVT CORP 0.8%
Value $1.807M Shares 179,300 Share Price $10.08 Est. Cost/Share $9.73 Unrealized @ Report Date —
WY WEYERHAEUSER CO 0.8%
Value $1.667M Shares 49,000 Share Price $34.02 * Est. Cost/Share $23.66 Unrealized @ Report Date 0.0%
BHF BRIGHTHOUSE FINL INC 0.7%
Value $1.559M Shares 25,643 Share Price $60.80 Est. Cost/Share $59.99 Unrealized @ Report Date 0.0%
— CELGENE CORP 0.4%
Value $904K Shares 6,200 Share Price $145.81 Est. Cost/Share $129.84 Unrealized @ Report Date —
VZ VERIZON COMMUNICATIONS INC 0.3%
Value $767K Shares 15,500 Share Price $49.48 * Est. Cost/Share $30.00 Unrealized @ Report Date +0.7%
— DOWDUPONT INC 0.3%
Value $621K Shares 8,974 Share Price $69.20 Est. Cost/Share $69.20 Unrealized @ Report Date —
CMS CMS ENERGY CORP 0.3%
Value $598K Shares 12,900 Share Price $46.36 * Est. Cost/Share $36.87 Unrealized @ Report Date 0.0%
MSFT MICROSOFT CORP 0.2%
Value $402K Shares 5,400 Share Price $74.44 * Est. Cost/Share $57.84 Unrealized @ Report Date +15.3%
JNJ JOHNSON & JOHNSON 0.2%
Value $377K Shares 2,900 Share Price $130.00 * Est. Cost/Share $93.39 Unrealized @ Report Date +12.4%
JPM JPMORGAN CHASE & CO 0.1%
Value $315K Shares 3,300 Share Price $95.45 * Est. Cost/Share $73.66 Unrealized @ Report Date 0.0%
GOOGL ALPHABET INC 0.1%
Value $292K Shares 300 Share Price $973.33 * Est. Cost/Share $46.42 Unrealized @ Report Date +1.4%
PSX PHILLIPS 66 0.1%
Value $238K Shares 2,600 Share Price $91.54 * Est. Cost/Share $57.27 Unrealized @ Report Date +7.0%
KO COCA COLA CO 0.1%
Value $221K Shares 4,900 Share Price $45.10 * Est. Cost/Share $31.52 Unrealized @ Report Date +10.9%
— GENERAL ELECTRIC CO 0.1%
Value $220K Shares 9,100 Share Price $24.18 Est. Cost/Share $29.78 Unrealized @ Report Date —
C CITIGROUP INC 0.1%
Value $204K Shares 2,800 Share Price $72.86 * Est. Cost/Share $51.91 Unrealized @ Report Date 0.0%