Petrus Trust Company, LTA Quant / Systematic

CIK: 0001473429 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Feb 13, 2014

Total Value ($000): $378,943 (92.7% shares, 7.3% debt)

Holdings (46)

— CADENCE DESIGN SYSTEM INC 7.3%

Value ($000) $27,487 Shares 27,500,000 Est. Cost $1.00 Unrealized —

CSCO CISCO SYS INC 4.5%

Value ($000) $17,088 Shares 729,291 Est. Cost $18.65 Unrealized -9.2%

KO COCA COLA CO 4.3%

Value ($000) $16,110 Shares 425,275 Est. Cost $34.99 Unrealized -23.5%

KMI KINDER MORGAN INC DEL 4.0%

Value ($000) $15,167 Shares 426,400 Est. Cost $35.33 Unrealized -42.9%

SYY SYSCO CORP 3.8%

Value ($000) $14,551 Shares 457,129 Est. Cost $30.58 Unrealized -21.6%

AZO AUTOZONE INC 3.8%

Value ($000) $14,415 Shares 34,100 Est. Cost $354.43 Unrealized +20.7%

ADP AUTOMATIC DATA PROCESSING IN 3.8%

Value ($000) $14,338 Shares 198,098 Est. Cost $56.93 Unrealized -15.1%

— SYMANTEC CORP 3.7%

Value ($000) $14,103 Shares 569,800 Est. Cost $18.82 Unrealized —

JNJ JOHNSON & JOHNSON 3.3%

Value ($000) $12,548 Shares 144,742 Est. Cost $69.82 Unrealized -9.0%

— EXPRESS SCRIPTS HLDG CO 3.3%

Value ($000) $12,537 Shares 202,865 Est. Cost $55.80 Unrealized —

ORCL ORACLE CORP 3.3%

Value ($000) $12,393 Shares 373,619 Est. Cost $32.07 Unrealized -15.6%

MSCI MSCI INC 3.2%

Value ($000) $12,248 Shares 304,214 Est. Cost $30.76 Unrealized +7.1%

INTU INTUIT 3.2%

Value ($000) $12,168 Shares 183,499 Est. Cost $58.80 Unrealized -1.1%

GS GOLDMAN SACHS GROUP INC 3.2%

Value ($000) $12,097 Shares 76,464 Est. Cost $127.56 Unrealized -0.3%

CHKP CHECK POINT SOFTWARE TECH LT 3.1%

Value ($000) $11,573 Shares 204,607 Est. Cost $47.86 Unrealized +17.4%

TJX TJX COS INC NEW 3.0%

Value ($000) $11,334 Shares 201,000 Est. Cost $42.45 Unrealized -46.9%

NTAP NETAPP INC 2.7%

Value ($000) $10,404 Shares 244,100 Est. Cost $32.93 Unrealized -6.5%

— COACH INC 2.3%

Value ($000) $8,777 Shares 160,950 Est. Cost $52.30 Unrealized —

EBAY EBAY INC 2.3%

Value ($000) $8,544 Shares 153,130 Est. Cost $51.00 Unrealized -60.9%

PGR PROGRESSIVE CORP OHIO 2.2%

Value ($000) $8,523 Shares 312,992 Est. Cost $21.10 Unrealized -17.2%

DLB DOLBY LABORATORIES INC 2.2%

Value ($000) $8,476 Shares 245,596 Est. Cost $28.59 Unrealized +0.3%

DRI DARDEN RESTAURANTS INC 2.2%

Value ($000) $8,329 Shares 179,940 Est. Cost $32.51 Unrealized -8.5%

VRE MACK CALI RLTY CORP 2.2%

Value ($000) $8,266 Shares 376,747 Est. Cost $21.94 Unrealized —

RIG TRANSOCEAN LTD 2.1%

Value ($000) $8,020 Shares 180,214 Est. Cost $45.32 Unrealized +4.3%

— ACCRETIVE HEALTH INC 1.8%

Value ($000) $6,667 Shares 731,003 Est. Cost $10.63 Unrealized —

— SONIC CORP 1.7%

Value ($000) $6,305 Shares 355,200 Est. Cost $10.41 Unrealized —

— ELLINGTON FINANCIAL LLC 1.5%

Value ($000) $5,618 Shares 250,000 Est. Cost $22.46 Unrealized —

— ALERE INC 1.2%

Value ($000) $4,420 Shares 17,000 Est. Cost $238.00 Unrealized —

NSC NORFOLK SOUTHERN CORP 1.1%

Value ($000) $4,121 Shares 53,279 Est. Cost $61.75 Unrealized -7.7%

Value ($000) $3,975 Shares 33,291 Est. Cost $92.84 Unrealized -28.9%

CL COLGATE PALMOLIVE CO 1.0%

Value ($000) $3,872 Shares 65,298 Est. Cost $74.34 Unrealized -40.1%

INTC INTEL CORP 1.0%

Value ($000) $3,842 Shares 167,607 Est. Cost $19.98 Unrealized -15.4%

MCD MCDONALDS CORP 1.0%

Value ($000) $3,833 Shares 39,836 Est. Cost $87.61 Unrealized -19.5%

WMT WAL-MART STORES INC 1.0%

Value ($000) $3,721 Shares 50,310 Est. Cost $59.28 Unrealized -66.6%

PEP PEPSICO INC 1.0%

Value ($000) $3,720 Shares 46,797 Est. Cost $67.75 Unrealized -16.2%

CLX CLOROX CO DEL 1.0%

Value ($000) $3,717 Shares 45,490 Est. Cost $73.22 Unrealized -18.9%

PG PROCTER & GAMBLE CO 1.0%

Value ($000) $3,682 Shares 48,715 Est. Cost $67.54 Unrealized -16.8%

GIS GENERAL MLS INC 1.0%

Value ($000) $3,603 Shares 75,181 Est. Cost $39.95 Unrealized -17.7%

— KELLOGG CO 0.9%

Value ($000) $3,466 Shares 59,019 Est. Cost $55.84 Unrealized -30.5%

XOM EXXON MOBIL CORP 0.9%

Value ($000) $3,317 Shares 38,557 Est. Cost $86.55 Unrealized -37.4%

AAPL APPLE INC 0.8%

Value ($000) $3,004 Shares 6,300 Est. Cost $13.16 Unrealized +8.5%

CDW CDW CORP 0.8%

Value ($000) $2,845 Shares 124,606 Est. Cost $19.33 Unrealized 0.0%

AEO AMERICAN EAGLE OUTFITTERS NE 0.4%

Value ($000) $1,693 Shares 121,000 Est. Cost $11.70 Unrealized 0.0%

— KINDER MORGAN INC DEL 0.4%

Value ($000) $1,631 Shares 328,105 Est. Cost $3.78 Unrealized —

— BLACKHAWK NETWORK HLDGS INC 0.3%

Value ($000) $1,269 Shares 52,802 Est. Cost $24.03 Unrealized —

— DELL INC 0.3%

Value ($000) $1,126 Shares 81,880 Est. Cost $11.14 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	CADENCE DESIGN SYSTEM INC	27,500,000	$27,487	7.3%	$1.00	—	NOTE 1.500%12/1	127387AF5
CSCO	CISCO SYS INC	729,291	$17,088	4.5%	$18.65	-9.2%	COM	17275R102
KO	COCA COLA CO	425,275	$16,110	4.3%	$34.99	-23.5%	COM	191216100
KMI	KINDER MORGAN INC DEL	426,400	$15,167	4.0%	$35.33	-42.9%	COM	49456B101
SYY	SYSCO CORP	457,129	$14,551	3.8%	$30.58	-21.6%	COM	871829107
AZO	AUTOZONE INC	34,100	$14,415	3.8%	$354.43	+20.7%	COM	053332102
ADP	AUTOMATIC DATA PROCESSING IN	198,098	$14,338	3.8%	$56.93	-15.1%	COM	053015103
—	SYMANTEC CORP	569,800	$14,103	3.7%	$18.82	—	COM	871503108
JNJ	JOHNSON & JOHNSON	144,742	$12,548	3.3%	$69.82	-9.0%	COM	478160104
—	EXPRESS SCRIPTS HLDG CO	202,865	$12,537	3.3%	$55.80	—	COM	30219G108
ORCL	ORACLE CORP	373,619	$12,393	3.3%	$32.07	-15.6%	COM	68389X105
MSCI	MSCI INC	304,214	$12,248	3.2%	$30.76	+7.1%	COM	55354G100
INTU	INTUIT	183,499	$12,168	3.2%	$58.80	-1.1%	COM	461202103
GS	GOLDMAN SACHS GROUP INC	76,464	$12,097	3.2%	$127.56	-0.3%	COM	38141G104
CHKP	CHECK POINT SOFTWARE TECH LT	204,607	$11,573	3.1%	$47.86	+17.4%	ORD	M22465104
TJX	TJX COS INC NEW	201,000	$11,334	3.0%	$42.45	-46.9%	COM	872540109
NTAP	NETAPP INC	244,100	$10,404	2.7%	$32.93	-6.5%	COM	64110D104
—	COACH INC	160,950	$8,777	2.3%	$52.30	—	COM	189754104
EBAY	EBAY INC	153,130	$8,544	2.3%	$51.00	-60.9%	COM	278642103
PGR	PROGRESSIVE CORP OHIO	312,992	$8,523	2.2%	$21.10	-17.2%	COM	743315103
DLB	DOLBY LABORATORIES INC	245,596	$8,476	2.2%	$28.59	+0.3%	COM	25659T107
DRI	DARDEN RESTAURANTS INC	179,940	$8,329	2.2%	$32.51	-8.5%	COM	237194105
VRE	MACK CALI RLTY CORP	376,747	$8,266	2.2%	$21.94	—	COM	554489104
RIG	TRANSOCEAN LTD	180,214	$8,020	2.1%	$45.32	+4.3%	REG SHS	H8817H100
—	ACCRETIVE HEALTH INC	731,003	$6,667	1.8%	$10.63	—	COM	00438V103
—	SONIC CORP	355,200	$6,305	1.7%	$10.41	—	COM	835451105
—	ELLINGTON FINANCIAL LLC	250,000	$5,618	1.5%	$22.46	—	COM	288522303
—	ALERE INC	17,000	$4,420	1.2%	$238.00	—	PERP PFD CONV SE	01449J204
NSC	NORFOLK SOUTHERN CORP	53,279	$4,121	1.1%	$61.75	-7.7%	COM	655844108
MMM	3M CO	33,291	$3,975	1.0%	$92.84	-28.9%	COM	88579Y101
CL	COLGATE PALMOLIVE CO	65,298	$3,872	1.0%	$74.34	-40.1%	COM	194162103
INTC	INTEL CORP	167,607	$3,842	1.0%	$19.98	-15.4%	COM	458140100
MCD	MCDONALDS CORP	39,836	$3,833	1.0%	$87.61	-19.5%	COM	580135101
WMT	WAL-MART STORES INC	50,310	$3,721	1.0%	$59.28	-66.6%	COM	931142103
PEP	PEPSICO INC	46,797	$3,720	1.0%	$67.75	-16.2%	COM	713448108
CLX	CLOROX CO DEL	45,490	$3,717	1.0%	$73.22	-18.9%	COM	189054109
PG	PROCTER & GAMBLE CO	48,715	$3,682	1.0%	$67.54	-16.8%	COM	742718109
GIS	GENERAL MLS INC	75,181	$3,603	1.0%	$39.95	-17.7%	COM	370334104
—	KELLOGG CO	59,019	$3,466	0.9%	$55.84	-30.5%	COM	487836108
XOM	EXXON MOBIL CORP	38,557	$3,317	0.9%	$86.55	-37.4%	COM	30231G102
AAPL	APPLE INC	6,300	$3,004	0.8%	$13.16	+8.5%	COM	037833100
CDW	CDW CORP	124,606	$2,845	0.8%	$19.33	0.0%	COM	12514G108
AEO	AMERICAN EAGLE OUTFITTERS NE	121,000	$1,693	0.4%	$11.70	0.0%	COM	02553E106
—	KINDER MORGAN INC DEL	328,105	$1,631	0.4%	$3.78	—	*W EXP 05/25/201	49456B119
—	BLACKHAWK NETWORK HLDGS INC	52,802	$1,269	0.3%	$24.03	—	CL A	09238E104
—	DELL INC	81,880	$1,126	0.3%	$11.14	—	COM	24702R101