Sustainable Insight Capital Management, LLC Quant / Systematic

CIK: 0001580677 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 14, 2017

Total Value ($000): $221,645 (100.0% shares, 0.0% debt)

Holdings (42)

PLD PROLOGIS INC 7.6%

Value ($000) $16,785 Shares 264,500 Est. Cost $39.84 Unrealized +22.4%

— AON PLC 7.5%

Value ($000) $16,655 Shares 114,000 Est. Cost $104.14 Unrealized —

MET METLIFE INC 6.8%

Value ($000) $15,112 Shares 290,900 Est. Cost $36.02 Unrealized +1.7%

FIS FIDELITY NATL INFORMATION SV 6.2%

Value ($000) $13,794 Shares 147,700 Est. Cost $68.43 Unrealized +14.3%

— BROADCOM LTD 6.1%

Value ($000) $13,631 Shares 56,200 Est. Cost $239.97 Unrealized —

DE DEERE & CO 5.8%

Value ($000) $12,911 Shares 102,800 Est. Cost $102.78 Unrealized +5.6%

CCL CARNIVAL CORP 5.4%

Value ($000) $11,926 Shares 184,700 Est. Cost $56.43 Unrealized +7.9%

NKE NIKE INC 5.2%

Value ($000) $11,490 Shares 221,600 Est. Cost $49.32 Unrealized +2.2%

ORCL ORACLE CORP 4.8%

Value ($000) $10,550 Shares 218,200 Est. Cost $43.85 Unrealized +0.2%

PH PARKER HANNIFIN CORP 4.7%

Value ($000) $10,379 Shares 59,300 Est. Cost $143.68 Unrealized +0.6%

AAPL APPLE INC 3.8%

Value ($000) $8,477 Shares 55,000 Est. Cost $31.30 Unrealized +15.5%

AGN 5.5 03/01/18 A ALLERGAN PLC 3.5%

Value ($000) $7,747 Shares 37,800 Est. Cost $204.95 Unrealized —

MCD MCDONALDS CORP 3.2%

Value ($000) $7,098 Shares 45,300 Est. Cost $122.67 Unrealized +4.9%

DIS DISNEY WALT CO 2.8%

Value ($000) $6,161 Shares 62,500 Est. Cost $96.93 Unrealized 0.0%

HAL HALLIBURTON CO 2.5%

Value ($000) $5,496 Shares 119,400 Est. Cost $35.43 Unrealized 0.0%

CRM SALESFORCE COM INC 2.4%

Value ($000) $5,260 Shares 56,300 Est. Cost $71.70 Unrealized +26.8%

TMUS T MOBILE US INC 2.4%

Value ($000) $5,216 Shares 84,600 Est. Cost $60.59 Unrealized 0.0%

CHTR CHARTER COMMUNICATIONS INC N 2.2%

Value ($000) $4,797 Shares 13,200 Est. Cost $316.57 Unrealized +17.6%

EW EDWARDS LIFESCIENCES CORP 1.9%

Value ($000) $4,110 Shares 37,600 Est. Cost $35.56 Unrealized +7.2%

MO ALTRIA GROUP INC 1.8%

Value ($000) $4,034 Shares 63,600 Est. Cost $33.98 Unrealized +6.2%

STZ CONSTELLATION BRANDS INC 1.6%

Value ($000) $3,650 Shares 18,300 Est. Cost $141.87 Unrealized +22.4%

— PRICELINE GRP INC 1.6%

Value ($000) $3,479 Shares 1,900 Est. Cost $1689.31 Unrealized —

BFH ALLIANCE DATA SYSTEMS CORP 1.3%

Value ($000) $2,991 Shares 13,500 Est. Cost $153.46 Unrealized +5.3%

KIM KIMCO RLTY CORP 1.3%

Value ($000) $2,931 Shares 149,900 Est. Cost $12.87 Unrealized 0.0%

INGR INGREDION INC 1.1%

Value ($000) $2,425 Shares 20,100 Est. Cost $120.88 Unrealized +0.9%

MCHP MICROCHIP TECHNOLOGY INC 1.0%

Value ($000) $2,209 Shares 24,600 Est. Cost $29.93 Unrealized +20.0%

T AT&T INC 1.0%

Value ($000) $2,139 Shares 54,600 Est. Cost $15.74 Unrealized -0.9%

— TWO HBRS INVT CORP 0.8%

Value ($000) $1,807 Shares 179,300 Est. Cost $9.73 Unrealized —

WY WEYERHAEUSER CO 0.8%

Value ($000) $1,667 Shares 49,000 Est. Cost $23.66 Unrealized 0.0%

BHF BRIGHTHOUSE FINL INC 0.7%

Value ($000) $1,559 Shares 25,643 Est. Cost $59.99 Unrealized 0.0%

— CELGENE CORP 0.4%

Value ($000) $904 Shares 6,200 Est. Cost $129.84 Unrealized —

VZ VERIZON COMMUNICATIONS INC 0.3%

Value ($000) $767 Shares 15,500 Est. Cost $30.00 Unrealized +0.7%

— DOWDUPONT INC 0.3%

Value ($000) $621 Shares 8,974 Est. Cost $69.20 Unrealized —

CMS CMS ENERGY CORP 0.3%

Value ($000) $598 Shares 12,900 Est. Cost $36.87 Unrealized 0.0%

MSFT MICROSOFT CORP 0.2%

Value ($000) $402 Shares 5,400 Est. Cost $57.84 Unrealized +15.3%

JNJ JOHNSON & JOHNSON 0.2%

Value ($000) $377 Shares 2,900 Est. Cost $93.39 Unrealized +12.4%

JPM JPMORGAN CHASE & CO 0.1%

Value ($000) $315 Shares 3,300 Est. Cost $73.66 Unrealized 0.0%

GOOGL ALPHABET INC 0.1%

Value ($000) $292 Shares 300 Est. Cost $46.42 Unrealized +1.4%

PSX PHILLIPS 66 0.1%

Value ($000) $238 Shares 2,600 Est. Cost $57.27 Unrealized +7.0%

KO COCA COLA CO 0.1%

Value ($000) $221 Shares 4,900 Est. Cost $31.52 Unrealized +10.9%

— GENERAL ELECTRIC CO 0.1%

Value ($000) $220 Shares 9,100 Est. Cost $29.78 Unrealized —

C CITIGROUP INC 0.1%

Value ($000) $204 Shares 2,800 Est. Cost $51.91 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PLD	PROLOGIS INC	264,500	$16,785	7.6%	$39.84	+22.4%	COM	74340W103
—	AON PLC	114,000	$16,655	7.5%	$104.14	—	SHS CL A	G0408V102
MET	METLIFE INC	290,900	$15,112	6.8%	$36.02	+1.7%	COM	59156R108
FIS	FIDELITY NATL INFORMATION SV	147,700	$13,794	6.2%	$68.43	+14.3%	COM	31620M106
—	BROADCOM LTD	56,200	$13,631	6.1%	$239.97	—	SHS	Y09827109
DE	DEERE & CO	102,800	$12,911	5.8%	$102.78	+5.6%	COM	244199105
CCL	CARNIVAL CORP	184,700	$11,926	5.4%	$56.43	+7.9%	UNIT 99/99/9999	143658300
NKE	NIKE INC	221,600	$11,490	5.2%	$49.32	+2.2%	CL B	654106103
ORCL	ORACLE CORP	218,200	$10,550	4.8%	$43.85	+0.2%	COM	68389X105
PH	PARKER HANNIFIN CORP	59,300	$10,379	4.7%	$143.68	+0.6%	COM	701094104
AAPL	APPLE INC	55,000	$8,477	3.8%	$31.30	+15.5%	COM	037833100
AGN 5.5 03/01/18 A	ALLERGAN PLC	37,800	$7,747	3.5%	$204.95	—	PFD CONV SER A	G0177J116
MCD	MCDONALDS CORP	45,300	$7,098	3.2%	$122.67	+4.9%	COM	580135101
DIS	DISNEY WALT CO	62,500	$6,161	2.8%	$96.93	0.0%	COM DISNEY	254687106
HAL	HALLIBURTON CO	119,400	$5,496	2.5%	$35.43	0.0%	COM	406216101
CRM	SALESFORCE COM INC	56,300	$5,260	2.4%	$71.70	+26.8%	COM	79466L302
TMUS	T MOBILE US INC	84,600	$5,216	2.4%	$60.59	0.0%	COM	872590104
CHTR	CHARTER COMMUNICATIONS INC N	13,200	$4,797	2.2%	$316.57	+17.6%	CL A	16119P108
EW	EDWARDS LIFESCIENCES CORP	37,600	$4,110	1.9%	$35.56	+7.2%	COM	28176E108
MO	ALTRIA GROUP INC	63,600	$4,034	1.8%	$33.98	+6.2%	COM	02209S103
STZ	CONSTELLATION BRANDS INC	18,300	$3,650	1.6%	$141.87	+22.4%	CL A	21036P108
—	PRICELINE GRP INC	1,900	$3,479	1.6%	$1689.31	—	COM NEW	741503403
BFH	ALLIANCE DATA SYSTEMS CORP	13,500	$2,991	1.3%	$153.46	+5.3%	COM	018581108
KIM	KIMCO RLTY CORP	149,900	$2,931	1.3%	$12.87	0.0%	COM	49446R109
INGR	INGREDION INC	20,100	$2,425	1.1%	$120.88	+0.9%	COM	457187102
MCHP	MICROCHIP TECHNOLOGY INC	24,600	$2,209	1.0%	$29.93	+20.0%	COM	595017104
T	AT&T INC	54,600	$2,139	1.0%	$15.74	-0.9%	COM	00206R102
—	TWO HBRS INVT CORP	179,300	$1,807	0.8%	$9.73	—	COM	90187B101
WY	WEYERHAEUSER CO	49,000	$1,667	0.8%	$23.66	0.0%	COM	962166104
BHF	BRIGHTHOUSE FINL INC	25,643	$1,559	0.7%	$59.99	0.0%	COM	10922N103
—	CELGENE CORP	6,200	$904	0.4%	$129.84	—	COM	151020104
VZ	VERIZON COMMUNICATIONS INC	15,500	$767	0.3%	$30.00	+0.7%	COM	92343V104
—	DOWDUPONT INC	8,974	$621	0.3%	$69.20	—	COM	26078J100
CMS	CMS ENERGY CORP	12,900	$598	0.3%	$36.87	0.0%	COM	125896100
MSFT	MICROSOFT CORP	5,400	$402	0.2%	$57.84	+15.3%	COM	594918104
JNJ	JOHNSON & JOHNSON	2,900	$377	0.2%	$93.39	+12.4%	COM	478160104
JPM	JPMORGAN CHASE & CO	3,300	$315	0.1%	$73.66	0.0%	COM	46625H100
GOOGL	ALPHABET INC	300	$292	0.1%	$46.42	+1.4%	CAP STK CL A	02079K305
PSX	PHILLIPS 66	2,600	$238	0.1%	$57.27	+7.0%	COM	718546104
KO	COCA COLA CO	4,900	$221	0.1%	$31.52	+10.9%	COM	191216100
—	GENERAL ELECTRIC CO	9,100	$220	0.1%	$29.78	—	COM	369604103
C	CITIGROUP INC	2,800	$204	0.1%	$51.91	0.0%	COM NEW	172967424