Petrus Trust Company, LTA Quant / Systematic

Location: Dallas, TX

CIK: 0001473429 · Show all filings

Period: Q1 2013 (← Previous) (Next →)

Filing Date: Feb 13, 2014

Total Value: $498M (71.6% shares, 28.4% debt)

Holdings (47)

— SANDISK CORP 7.7%

Value $38.22M Shares 38,250,000 Est. Cost $1.00 Unrealized —

— JDS UNIPHASE CORP 7.6%

Value $37.98M Shares 38,000,000 Est. Cost $1.00 Unrealized —

— MEDTRONIC INC 7.6%

Value $37.85M Shares 37,850,000 Est. Cost $1.00 Unrealized —

— CADENCE DESIGN SYSTEM INC 5.5%

Value $27.46M Shares 27,500,000 Est. Cost $1.00 Unrealized —

ADP AUTOMATIC DATA PROCESSING IN 3.4%

Value $17.09M Shares 262,801 Est. Cost $56.93 Unrealized -29.0%

KMI KINDER MORGAN INC DEL 3.3%

Value $16.49M Shares 426,400 Est. Cost $35.33 Unrealized -44.4%

SYY SYSCO CORP 3.1%

Value $15.66M Shares 445,263 Est. Cost $31.43 Unrealized -27.4%

KO COCA COLA CO 3.1%

Value $15.57M Shares 385,005 Est. Cost $35.93 Unrealized -29.0%

— SYMANTEC CORP 2.8%

Value $14.06M Shares 569,800 Est. Cost $18.82 Unrealized —

CSCO CISCO SYS INC 2.8%

Value $13.77M Shares 658,900 Est. Cost $19.65 Unrealized -28.2%

AZO AUTOZONE INC 2.7%

Value $13.53M Shares 34,100 Est. Cost $354.43 Unrealized +5.4%

JNJ JOHNSON & JOHNSON 2.7%

Value $13.43M Shares 164,737 Est. Cost $69.82 Unrealized -24.4%

DRI DARDEN RESTAURANTS INC 2.6%

Value $13.12M Shares 253,790 Est. Cost $32.51 Unrealized -13.7%

GS GOLDMAN SACHS GROUP INC 2.6%

Value $12.71M Shares 86,400 Est. Cost $127.56 Unrealized -9.3%

TJX TJX COS INC NEW 2.3%

Value $11.6M Shares 248,100 Est. Cost $42.45 Unrealized -55.4%

INTU INTUIT 2.3%

Value $11.59M Shares 176,500 Est. Cost $59.47 Unrealized -3.8%

MSCI MSCI INC 2.2%

Value $10.96M Shares 322,932 Est. Cost $30.99 Unrealized -5.5%

PGR PROGRESSIVE CORP OHIO 2.1%

Value $10.27M Shares 406,400 Est. Cost $21.10 Unrealized -24.5%

ORCL ORACLE CORP 2.0%

Value $10.05M Shares 310,819 Est. Cost $33.08 Unrealized -12.6%

— EXPRESS SCRIPTS HLDG CO 2.0%

Value $9.914M Shares 172,065 Est. Cost $54.73 Unrealized —

TGT TARGET CORP 2.0%

Value $9.768M Shares 142,700 Est. Cost $59.17 Unrealized -26.4%

CHKP CHECK POINT SOFTWARE TECH LT 1.9%

Value $9.516M Shares 202,507 Est. Cost $47.86 Unrealized +4.3%

WRB BERKLEY W R CORP 1.9%

Value $9.361M Shares 210,987 Est. Cost $37.74 Unrealized -75.3%

EBAY EBAY INC 1.7%

Value $8.58M Shares 158,250 Est. Cost $51.00 Unrealized -60.2%

RIG TRANSOCEAN LTD 1.7%

Value $8.224M Shares 158,279 Est. Cost $44.66 Unrealized +21.0%

— COACH INC 1.6%

Value $8.153M Shares 163,100 Est. Cost $52.21 Unrealized —

NTAP NETAPP INC 1.5%

Value $7.706M Shares 225,600 Est. Cost $33.55 Unrealized -24.0%

CCL CARNIVAL CORP 1.5%

Value $7.687M Shares 224,100 Est. Cost $36.12 Unrealized -17.7%

— SONIC CORP 1.5%

Value $7.26M Shares 563,700 Est. Cost $10.41 Unrealized —

— ELLINGTON FINANCIAL LLC 1.2%

Value $6.188M Shares 250,000 Est. Cost $22.46 Unrealized —

— ALERE INC 1.1%

Value $5.712M Shares 24,000 Est. Cost $238.00 Unrealized —

GIS GENERAL MLS INC 0.9%

Value $4.515M Shares 91,559 Est. Cost $39.95 Unrealized -28.7%

NSC NORFOLK SOUTHERN CORP 0.9%

Value $4.314M Shares 55,968 Est. Cost $61.84 Unrealized -14.1%

CLX CLOROX CO DEL 0.9%

Value $4.299M Shares 48,565 Est. Cost $73.22 Unrealized -23.4%

WMT WAL-MART STORES INC 0.9%

Value $4.234M Shares 56,584 Est. Cost $59.28 Unrealized -69.1%

— KELLOGG CO 0.8%

Value $4.224M Shares 65,558 Est. Cost $55.84 Unrealized -35.6%

CL COLGATE PALMOLIVE CO 0.8%

Value $4.172M Shares 35,344 Est. Cost $101.26 Unrealized -59.2%

PEP PEPSICO INC 0.8%

Value $4.162M Shares 52,613 Est. Cost $67.75 Unrealized -25.5%

MCD MCDONALDS CORP 0.8%

Value $4.066M Shares 40,788 Est. Cost $87.91 Unrealized -23.1%

Value $4.059M Shares 38,184 Est. Cost $92.84 Unrealized -38.4%

PG PROCTER & GAMBLE CO 0.8%

Value $3.967M Shares 51,473 Est. Cost $67.54 Unrealized -23.1%

INTC INTEL CORP 0.8%

Value $3.959M Shares 181,309 Est. Cost $19.98 Unrealized -23.3%

— FOSSIL INC 0.8%

Value $3.864M Shares 40,000 Est. Cost $93.10 Unrealized —

XOM EXXON MOBIL CORP 0.7%

Value $3.474M Shares 38,557 Est. Cost $86.55 Unrealized -38.8%

— KINDER MORGAN INC DEL 0.5%

Value $2.57M Shares 500,000 Est. Cost $3.78 Unrealized —

DLB DOLBY LABORATORIES INC 0.3%

Value $1.674M Shares 49,871 Est. Cost $27.34 Unrealized 0.0%

— DELL INC 0.2%

Value $850K Shares 59,284 Est. Cost $10.14 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SANDISK CORP	38,250,000	$38.22M	7.7%	$1.00	—	NOTE 1.000% 5/1	80004CAC5
—	JDS UNIPHASE CORP	38,000,000	$37.98M	7.6%	$1.00	—	NOTE 1.000% 5/1	46612JAD3
—	MEDTRONIC INC	37,850,000	$37.85M	7.6%	$1.00	—	NOTE 1.625% 4/1	585055AM8
—	CADENCE DESIGN SYSTEM INC	27,500,000	$27.46M	5.5%	$1.00	—	NOTE 1.500%12/1	127387AF5
ADP	AUTOMATIC DATA PROCESSING IN	262,801	$17.09M	3.4%	$56.93	-29.0%	COM	053015103
KMI	KINDER MORGAN INC DEL	426,400	$16.49M	3.3%	$35.33	-44.4%	COM	49456B101
SYY	SYSCO CORP	445,263	$15.66M	3.1%	$31.43	-27.4%	COM	871829107
KO	COCA COLA CO	385,005	$15.57M	3.1%	$35.93	-29.0%	COM	191216100
—	SYMANTEC CORP	569,800	$14.06M	2.8%	$18.82	—	COM	871503108
CSCO	CISCO SYS INC	658,900	$13.77M	2.8%	$19.65	-28.2%	COM	17275R102
AZO	AUTOZONE INC	34,100	$13.53M	2.7%	$354.43	+5.4%	COM	053332102
JNJ	JOHNSON & JOHNSON	164,737	$13.43M	2.7%	$69.82	-24.4%	COM	478160104
DRI	DARDEN RESTAURANTS INC	253,790	$13.12M	2.6%	$32.51	-13.7%	COM	237194105
GS	GOLDMAN SACHS GROUP INC	86,400	$12.71M	2.6%	$127.56	-9.3%	COM	38141G104
TJX	TJX COS INC NEW	248,100	$11.6M	2.3%	$42.45	-55.4%	COM	872540109
INTU	INTUIT	176,500	$11.59M	2.3%	$59.47	-3.8%	COM	461202103
MSCI	MSCI INC	322,932	$10.96M	2.2%	$30.99	-5.5%	COM	55354G100
PGR	PROGRESSIVE CORP OHIO	406,400	$10.27M	2.1%	$21.10	-24.5%	COM	743315103
ORCL	ORACLE CORP	310,819	$10.05M	2.0%	$33.08	-12.6%	COM	68389X105
—	EXPRESS SCRIPTS HLDG CO	172,065	$9.914M	2.0%	$54.73	—	COM	30219G108
TGT	TARGET CORP	142,700	$9.768M	2.0%	$59.17	-26.4%	COM	87612E106
CHKP	CHECK POINT SOFTWARE TECH LT	202,507	$9.516M	1.9%	$47.86	+4.3%	ORD	M22465104
WRB	BERKLEY W R CORP	210,987	$9.361M	1.9%	$37.74	-75.3%	COM	084423102
EBAY	EBAY INC	158,250	$8.58M	1.7%	$51.00	-60.2%	COM	278642103
RIG	TRANSOCEAN LTD	158,279	$8.224M	1.7%	$44.66	+21.0%	REG SHS	H8817H100
—	COACH INC	163,100	$8.153M	1.6%	$52.21	—	COM	189754104
NTAP	NETAPP INC	225,600	$7.706M	1.5%	$33.55	-24.0%	COM	64110D104
CCL	CARNIVAL CORP	224,100	$7.687M	1.5%	$36.12	-17.7%	PAIRED CTF	143658300
—	SONIC CORP	563,700	$7.26M	1.5%	$10.41	—	COM	835451105
—	ELLINGTON FINANCIAL LLC	250,000	$6.188M	1.2%	$22.46	—	COM	288522303
—	ALERE INC	24,000	$5.712M	1.1%	$238.00	—	PERP PFD CONV SE	01449J204
GIS	GENERAL MLS INC	91,559	$4.515M	0.9%	$39.95	-28.7%	COM	370334104
NSC	NORFOLK SOUTHERN CORP	55,968	$4.314M	0.9%	$61.84	-14.1%	COM	655844108
CLX	CLOROX CO DEL	48,565	$4.299M	0.9%	$73.22	-23.4%	COM	189054109
WMT	WAL-MART STORES INC	56,584	$4.234M	0.9%	$59.28	-69.1%	COM	931142103
—	KELLOGG CO	65,558	$4.224M	0.8%	$55.84	-35.6%	COM	487836108
CL	COLGATE PALMOLIVE CO	35,344	$4.172M	0.8%	$101.26	-59.2%	COM	194162103
PEP	PEPSICO INC	52,613	$4.162M	0.8%	$67.75	-25.5%	COM	713448108
MCD	MCDONALDS CORP	40,788	$4.066M	0.8%	$87.91	-23.1%	COM	580135101
MMM	3M CO	38,184	$4.059M	0.8%	$92.84	-38.4%	COM	88579Y101
PG	PROCTER & GAMBLE CO	51,473	$3.967M	0.8%	$67.54	-23.1%	COM	742718109
INTC	INTEL CORP	181,309	$3.959M	0.8%	$19.98	-23.3%	COM	458140100
—	FOSSIL INC	40,000	$3.864M	0.8%	$93.10	—	COM	349882100
XOM	EXXON MOBIL CORP	38,557	$3.474M	0.7%	$86.55	-38.8%	COM	30231G102
—	KINDER MORGAN INC DEL	500,000	$2.57M	0.5%	$3.78	—	*W EXP 05/25/201	49456B119
DLB	DOLBY LABORATORIES INC	49,871	$1.674M	0.3%	$27.34	0.0%	COM	25659T107
—	DELL INC	59,284	$850K	0.2%	$10.14	—	COM	24702R101