Petrus Trust Company, LTA Quant / Systematic

Location: Dallas, TX

CIK: 0001473429 · Show all filings

Period: Q2 2013 (← Previous) (Next →)

Filing Date: Feb 13, 2014

Total Value: $393M (93.0% shares, 7.0% debt)

Holdings (46)

— CADENCE DESIGN SYSTEM INC 7.0%

Value $27.47M Shares 27,500,000 Est. Cost $1.00 Unrealized —

CSCO CISCO SYS INC 5.3%

Value $20.73M Shares 851,874 Est. Cost $18.65 Unrealized -18.3%

KMI KINDER MORGAN INC DEL 4.1%

Value $16.27M Shares 426,400 Est. Cost $35.33 Unrealized -41.5%

KO COCA COLA CO 3.9%

Value $15.3M Shares 381,543 Est. Cost $35.93 Unrealized -22.5%

AZO AUTOZONE INC 3.7%

Value $14.45M Shares 34,100 Est. Cost $354.43 Unrealized +15.1%

ADP AUTOMATIC DATA PROCESSING IN 3.6%

Value $14.02M Shares 203,578 Est. Cost $56.93 Unrealized -20.8%

SYY SYSCO CORP 3.5%

Value $13.85M Shares 405,321 Est. Cost $31.43 Unrealized -22.3%

MSCI MSCI INC 3.4%

Value $13.31M Shares 400,216 Est. Cost $30.76 Unrealized -3.2%

JNJ JOHNSON & JOHNSON 3.3%

Value $13.1M Shares 152,538 Est. Cost $69.82 Unrealized -14.6%

— SYMANTEC CORP 3.3%

Value $12.81M Shares 569,800 Est. Cost $18.82 Unrealized —

INTU INTUIT 3.2%

Value $12.42M Shares 203,499 Est. Cost $58.80 Unrealized -7.5%

GS GOLDMAN SACHS GROUP INC 3.0%

Value $11.8M Shares 78,000 Est. Cost $127.56 Unrealized -5.9%

— EXPRESS SCRIPTS HLDG CO 2.9%

Value $11.54M Shares 186,965 Est. Cost $55.29 Unrealized —

DRI DARDEN RESTAURANTS INC 2.9%

Value $11.35M Shares 224,775 Est. Cost $32.51 Unrealized -3.7%

TJX TJX COS INC NEW 2.8%

Value $10.84M Shares 216,498 Est. Cost $42.45 Unrealized -51.0%

CHKP CHECK POINT SOFTWARE TECH LT 2.6%

Value $10.16M Shares 204,607 Est. Cost $47.86 Unrealized +0.5%

TGT TARGET CORP 2.5%

Value $9.826M Shares 142,700 Est. Cost $59.17 Unrealized -19.0%

ORCL ORACLE CORP 2.5%

Value $9.668M Shares 314,819 Est. Cost $33.01 Unrealized -16.4%

— COACH INC 2.4%

Value $9.503M Shares 166,450 Est. Cost $52.30 Unrealized —

NTAP NETAPP INC 2.4%

Value $9.373M Shares 248,100 Est. Cost $32.93 Unrealized -18.8%

CCL CARNIVAL CORP 2.3%

Value $8.994M Shares 262,300 Est. Cost $34.88 Unrealized -20.7%

RIG TRANSOCEAN LTD 2.1%

Value $8.382M Shares 174,814 Est. Cost $45.26 Unrealized +12.6%

DLB DOLBY LABORATORIES INC 2.1%

Value $8.215M Shares 245,596 Est. Cost $28.59 Unrealized +1.1%

PGR PROGRESSIVE CORP OHIO 2.0%

Value $7.994M Shares 314,492 Est. Cost $21.10 Unrealized -19.2%

EBAY EBAY INC 2.0%

Value $7.895M Shares 152,650 Est. Cost $51.00 Unrealized -60.4%

— ACCRETIVE HEALTH INC 1.8%

Value $7.067M Shares 653,773 Est. Cost $10.81 Unrealized —

— SONIC CORP 1.6%

Value $6.439M Shares 442,571 Est. Cost $10.41 Unrealized —

— ELLINGTON FINANCIAL LLC 1.5%

Value $5.703M Shares 250,000 Est. Cost $22.46 Unrealized —

— ALERE INC 1.4%

Value $5.4M Shares 24,000 Est. Cost $238.00 Unrealized —

PEP PEPSICO INC 1.1%

Value $4.204M Shares 51,403 Est. Cost $67.75 Unrealized -17.3%

Value $4.175M Shares 38,184 Est. Cost $92.84 Unrealized -34.0%

INTC INTEL CORP 1.0%

Value $4.091M Shares 168,834 Est. Cost $19.98 Unrealized -14.0%

— THE ADT CORPORATION 1.0%

Value $3.971M Shares 99,653 Est. Cost $39.85 Unrealized —

PG PROCTER & GAMBLE CO 1.0%

Value $3.963M Shares 51,473 Est. Cost $67.54 Unrealized -18.6%

— KELLOGG CO 1.0%

Value $3.93M Shares 61,192 Est. Cost $55.84 Unrealized -30.3%

MCD MCDONALDS CORP 1.0%

Value $3.875M Shares 39,141 Est. Cost $87.91 Unrealized -18.3%

GIS GENERAL MLS INC 1.0%

Value $3.875M Shares 79,843 Est. Cost $39.95 Unrealized -20.0%

CLX CLOROX CO DEL 1.0%

Value $3.858M Shares 46,409 Est. Cost $73.22 Unrealized -18.1%

CL COLGATE PALMOLIVE CO 1.0%

Value $3.844M Shares 67,104 Est. Cost $74.34 Unrealized -40.3%

WMT WAL-MART STORES INC 1.0%

Value $3.809M Shares 51,136 Est. Cost $59.28 Unrealized -66.3%

NSC NORFOLK SOUTHERN CORP 1.0%

Value $3.797M Shares 52,271 Est. Cost $61.84 Unrealized -6.7%

XOM EXXON MOBIL CORP 0.9%

Value $3.484M Shares 38,557 Est. Cost $86.55 Unrealized -38.0%

— KINDER MORGAN INC DEL 0.7%

Value $2.56M Shares 500,000 Est. Cost $3.78 Unrealized —

WRB BERKLEY W R CORP 0.6%

Value $2.544M Shares 62,254 Est. Cost $37.74 Unrealized -74.6%

AAPL APPLE INC 0.6%

Value $2.498M Shares 6,300 Est. Cost $13.16 Unrealized 0.0%

— DELL INC 0.2%

Value $790K Shares 59,284 Est. Cost $10.14 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	CADENCE DESIGN SYSTEM INC	27,500,000	$27.47M	7.0%	$1.00	—	NOTE 1.500%12/1	127387AF5
CSCO	CISCO SYS INC	851,874	$20.73M	5.3%	$18.65	-18.3%	COM	17275R102
KMI	KINDER MORGAN INC DEL	426,400	$16.27M	4.1%	$35.33	-41.5%	COM	49456B101
KO	COCA COLA CO	381,543	$15.3M	3.9%	$35.93	-22.5%	COM	191216100
AZO	AUTOZONE INC	34,100	$14.45M	3.7%	$354.43	+15.1%	COM	053332102
ADP	AUTOMATIC DATA PROCESSING IN	203,578	$14.02M	3.6%	$56.93	-20.8%	COM	053015103
SYY	SYSCO CORP	405,321	$13.85M	3.5%	$31.43	-22.3%	COM	871829107
MSCI	MSCI INC	400,216	$13.31M	3.4%	$30.76	-3.2%	COM	55354G100
JNJ	JOHNSON & JOHNSON	152,538	$13.1M	3.3%	$69.82	-14.6%	COM	478160104
—	SYMANTEC CORP	569,800	$12.81M	3.3%	$18.82	—	COM	871503108
INTU	INTUIT	203,499	$12.42M	3.2%	$58.80	-7.5%	COM	461202103
GS	GOLDMAN SACHS GROUP INC	78,000	$11.8M	3.0%	$127.56	-5.9%	COM	38141G104
—	EXPRESS SCRIPTS HLDG CO	186,965	$11.54M	2.9%	$55.29	—	COM	30219G108
DRI	DARDEN RESTAURANTS INC	224,775	$11.35M	2.9%	$32.51	-3.7%	COM	237194105
TJX	TJX COS INC NEW	216,498	$10.84M	2.8%	$42.45	-51.0%	COM	872540109
CHKP	CHECK POINT SOFTWARE TECH LT	204,607	$10.16M	2.6%	$47.86	+0.5%	ORD	M22465104
TGT	TARGET CORP	142,700	$9.826M	2.5%	$59.17	-19.0%	COM	87612E106
ORCL	ORACLE CORP	314,819	$9.668M	2.5%	$33.01	-16.4%	COM	68389X105
—	COACH INC	166,450	$9.503M	2.4%	$52.30	—	COM	189754104
NTAP	NETAPP INC	248,100	$9.373M	2.4%	$32.93	-18.8%	COM	64110D104
CCL	CARNIVAL CORP	262,300	$8.994M	2.3%	$34.88	-20.7%	PAIRED CTF	143658300
RIG	TRANSOCEAN LTD	174,814	$8.382M	2.1%	$45.26	+12.6%	REG SHS	H8817H100
DLB	DOLBY LABORATORIES INC	245,596	$8.215M	2.1%	$28.59	+1.1%	COM	25659T107
PGR	PROGRESSIVE CORP OHIO	314,492	$7.994M	2.0%	$21.10	-19.2%	COM	743315103
EBAY	EBAY INC	152,650	$7.895M	2.0%	$51.00	-60.4%	COM	278642103
—	ACCRETIVE HEALTH INC	653,773	$7.067M	1.8%	$10.81	—	COM	00438V103
—	SONIC CORP	442,571	$6.439M	1.6%	$10.41	—	COM	835451105
—	ELLINGTON FINANCIAL LLC	250,000	$5.703M	1.5%	$22.46	—	COM	288522303
—	ALERE INC	24,000	$5.4M	1.4%	$238.00	—	PERP PFD CONV SE	01449J204
PEP	PEPSICO INC	51,403	$4.204M	1.1%	$67.75	-17.3%	COM	713448108
MMM	3M CO	38,184	$4.175M	1.1%	$92.84	-34.0%	COM	88579Y101
INTC	INTEL CORP	168,834	$4.091M	1.0%	$19.98	-14.0%	COM	458140100
—	THE ADT CORPORATION	99,653	$3.971M	1.0%	$39.85	—	COM	00101J106
PG	PROCTER & GAMBLE CO	51,473	$3.963M	1.0%	$67.54	-18.6%	COM	742718109
—	KELLOGG CO	61,192	$3.93M	1.0%	$55.84	-30.3%	COM	487836108
MCD	MCDONALDS CORP	39,141	$3.875M	1.0%	$87.91	-18.3%	COM	580135101
GIS	GENERAL MLS INC	79,843	$3.875M	1.0%	$39.95	-20.0%	COM	370334104
CLX	CLOROX CO DEL	46,409	$3.858M	1.0%	$73.22	-18.1%	COM	189054109
CL	COLGATE PALMOLIVE CO	67,104	$3.844M	1.0%	$74.34	-40.3%	COM	194162103
WMT	WAL-MART STORES INC	51,136	$3.809M	1.0%	$59.28	-66.3%	COM	931142103
NSC	NORFOLK SOUTHERN CORP	52,271	$3.797M	1.0%	$61.84	-6.7%	COM	655844108
XOM	EXXON MOBIL CORP	38,557	$3.484M	0.9%	$86.55	-38.0%	COM	30231G102
—	KINDER MORGAN INC DEL	500,000	$2.56M	0.7%	$3.78	—	*W EXP 05/25/201	49456B119
WRB	BERKLEY W R CORP	62,254	$2.544M	0.6%	$37.74	-74.6%	COM	084423102
AAPL	APPLE INC	6,300	$2.498M	0.6%	$13.16	0.0%	COM	037833100
—	DELL INC	59,284	$790K	0.2%	$10.14	—	COM	24702R101