Petrus Trust Company, LTA Quant / Systematic

CIK: 0001473429 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $381,489 (100.0% shares, 0.0% debt)

Holdings (46)

KO COCA COLA CO 4.7%

Value ($000) $17,925 Shares 433,900 Est. Cost $34.83 Unrealized -22.6%

CSCO CISCO SYS INC 4.5%

Value ($000) $17,086 Shares 761,776 Est. Cost $18.50 Unrealized -17.8%

AZO AUTOZONE INC 4.3%

Value ($000) $16,298 Shares 34,100 Est. Cost $354.43 Unrealized +26.6%

ADP AUTOMATIC DATA PROCESSING IN 4.2%

Value ($000) $16,007 Shares 198,098 Est. Cost $56.93 Unrealized -9.6%

KMI KINDER MORGAN INC DEL 4.0%

Value ($000) $15,350 Shares 426,400 Est. Cost $35.33 Unrealized -46.1%

SYY SYSCO CORP 3.8%

Value ($000) $14,418 Shares 399,383 Est. Cost $30.58 Unrealized -20.3%

ORCL ORACLE CORP 3.7%

Value ($000) $14,295 Shares 373,619 Est. Cost $32.07 Unrealized -10.2%

— EXPRESS SCRIPTS HLDG CO 3.7%

Value ($000) $14,249 Shares 202,865 Est. Cost $55.80 Unrealized —

INTU INTUIT 3.5%

Value ($000) $13,470 Shares 176,500 Est. Cost $58.80 Unrealized +10.6%

— SYMANTEC CORP 3.5%

Value ($000) $13,436 Shares 569,800 Est. Cost $18.82 Unrealized —

JNJ JOHNSON & JOHNSON 3.5%

Value ($000) $13,257 Shares 144,742 Est. Cost $69.82 Unrealized -5.8%

CHKP CHECK POINT SOFTWARE TECH LT 3.5%

Value ($000) $13,197 Shares 204,607 Est. Cost $47.86 Unrealized +25.6%

TJX TJX COS INC NEW 3.4%

Value ($000) $12,810 Shares 201,000 Est. Cost $42.45 Unrealized -39.4%

GS GOLDMAN SACHS GROUP INC 3.3%

Value ($000) $12,490 Shares 70,464 Est. Cost $127.56 Unrealized +2.4%

EBAY EBAY INC 3.2%

Value ($000) $12,166 Shares 221,743 Est. Cost $41.31 Unrealized -52.3%

MSCI MSCI INC 3.1%

Value ($000) $11,989 Shares 274,214 Est. Cost $30.76 Unrealized +20.7%

— COACH INC 2.7%

Value ($000) $10,190 Shares 181,550 Est. Cost $52.74 Unrealized —

NTAP NETAPP INC 2.6%

Value ($000) $10,042 Shares 244,100 Est. Cost $32.93 Unrealized -8.4%

VRE MACK CALI RLTY CORP 2.5%

Value ($000) $9,439 Shares 439,422 Est. Cost $21.87 Unrealized —

DLB DOLBY LABORATORIES INC 2.3%

Value ($000) $8,857 Shares 229,700 Est. Cost $28.59 Unrealized +8.5%

PGR PROGRESSIVE CORP OHIO 2.1%

Value ($000) $8,181 Shares 300,000 Est. Cost $21.10 Unrealized -13.9%

— ACCRETIVE HEALTH INC 2.0%

Value ($000) $7,805 Shares 852,108 Est. Cost $10.42 Unrealized —

— ZULILY INC 1.8%

Value ($000) $7,043 Shares 170,000 Est. Cost $41.43 Unrealized —

RIG TRANSOCEAN LTD 1.8%

Value ($000) $6,919 Shares 140,000 Est. Cost $45.32 Unrealized +8.0%

— SONIC CORP 1.6%

Value ($000) $6,057 Shares 300,000 Est. Cost $10.41 Unrealized —

DRI DARDEN RESTAURANTS INC 1.5%

Value ($000) $5,709 Shares 105,000 Est. Cost $32.51 Unrealized -1.3%

— ELLINGTON FINANCIAL LLC 1.5%

Value ($000) $5,668 Shares 250,000 Est. Cost $22.46 Unrealized —

— BLACKHAWK NETWORK HLDGS INC 1.3%

Value ($000) $5,075 Shares 200,902 Est. Cost $24.94 Unrealized —

NSC NORFOLK SOUTHERN CORP 1.3%

Value ($000) $4,946 Shares 53,279 Est. Cost $61.75 Unrealized +6.4%

Value ($000) $4,669 Shares 33,291 Est. Cost $92.84 Unrealized -21.7%

INTC INTEL CORP 1.2%

Value ($000) $4,457 Shares 171,718 Est. Cost $19.93 Unrealized -10.1%

WMT WAL-MART STORES INC 1.1%

Value ($000) $4,304 Shares 54,690 Est. Cost $56.17 Unrealized -63.8%

CL COLGATE PALMOLIVE CO 1.1%

Value ($000) $4,258 Shares 65,298 Est. Cost $74.34 Unrealized -34.9%

MCD MCDONALDS CORP 1.1%

Value ($000) $4,250 Shares 43,801 Est. Cost $86.02 Unrealized -18.6%

CLX CLOROX CO DEL 1.1%

Value ($000) $4,220 Shares 45,490 Est. Cost $73.22 Unrealized -12.9%

PG PROCTER & GAMBLE CO 1.1%

Value ($000) $4,201 Shares 51,598 Est. Cost $67.01 Unrealized -13.4%

PEP PEPSICO INC 1.1%

Value ($000) $4,118 Shares 49,649 Est. Cost $67.18 Unrealized -14.0%

CDW CDW CORP 1.1%

Value ($000) $4,027 Shares 172,406 Est. Cost $19.41 Unrealized +1.2%

XOM EXXON MOBIL CORP 1.0%

Value ($000) $3,902 Shares 38,557 Est. Cost $86.55 Unrealized -35.4%

GIS GENERAL MLS INC 1.0%

Value ($000) $3,752 Shares 75,181 Est. Cost $39.95 Unrealized -17.7%

— KELLOGG CO 0.9%

Value ($000) $3,604 Shares 59,019 Est. Cost $55.84 Unrealized -32.4%

AAPL APPLE INC 0.7%

Value ($000) $2,581 Shares 4,600 Est. Cost $13.16 Unrealized +24.4%

AEO AMERICAN EAGLE OUTFITTERS NE 0.6%

Value ($000) $2,137 Shares 148,400 Est. Cost $11.47 Unrealized -8.8%

— KINDER MORGAN INC DEL 0.4%

Value ($000) $1,523 Shares 375,000 Est. Cost $3.81 Unrealized —

— ALERE INC 0.3%

Value ($000) $1,018 Shares 3,556 Est. Cost $238.00 Unrealized —

ABR ARBOR RLTY TR INC 0.0%

Value ($000) $94 Shares 14,143 Est. Cost $6.65 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
KO	COCA COLA CO	433,900	$17,925	4.7%	$34.83	-22.6%	COM	191216100
CSCO	CISCO SYS INC	761,776	$17,086	4.5%	$18.50	-17.8%	COM	17275R102
AZO	AUTOZONE INC	34,100	$16,298	4.3%	$354.43	+26.6%	COM	053332102
ADP	AUTOMATIC DATA PROCESSING IN	198,098	$16,007	4.2%	$56.93	-9.6%	COM	053015103
KMI	KINDER MORGAN INC DEL	426,400	$15,350	4.0%	$35.33	-46.1%	COM	49456B101
SYY	SYSCO CORP	399,383	$14,418	3.8%	$30.58	-20.3%	COM	871829107
ORCL	ORACLE CORP	373,619	$14,295	3.7%	$32.07	-10.2%	COM	68389X105
—	EXPRESS SCRIPTS HLDG CO	202,865	$14,249	3.7%	$55.80	—	COM	30219G108
INTU	INTUIT	176,500	$13,470	3.5%	$58.80	+10.6%	COM	461202103
—	SYMANTEC CORP	569,800	$13,436	3.5%	$18.82	—	COM	871503108
JNJ	JOHNSON & JOHNSON	144,742	$13,257	3.5%	$69.82	-5.8%	COM	478160104
CHKP	CHECK POINT SOFTWARE TECH LT	204,607	$13,197	3.5%	$47.86	+25.6%	ORD	M22465104
TJX	TJX COS INC NEW	201,000	$12,810	3.4%	$42.45	-39.4%	COM	872540109
GS	GOLDMAN SACHS GROUP INC	70,464	$12,490	3.3%	$127.56	+2.4%	COM	38141G104
EBAY	EBAY INC	221,743	$12,166	3.2%	$41.31	-52.3%	COM	278642103
MSCI	MSCI INC	274,214	$11,989	3.1%	$30.76	+20.7%	COM	55354G100
—	COACH INC	181,550	$10,190	2.7%	$52.74	—	COM	189754104
NTAP	NETAPP INC	244,100	$10,042	2.6%	$32.93	-8.4%	COM	64110D104
VRE	MACK CALI RLTY CORP	439,422	$9,439	2.5%	$21.87	—	COM	554489104
DLB	DOLBY LABORATORIES INC	229,700	$8,857	2.3%	$28.59	+8.5%	COM	25659T107
PGR	PROGRESSIVE CORP OHIO	300,000	$8,181	2.1%	$21.10	-13.9%	COM	743315103
—	ACCRETIVE HEALTH INC	852,108	$7,805	2.0%	$10.42	—	COM	00438V103
—	ZULILY INC	170,000	$7,043	1.8%	$41.43	—	CL A	989774104
RIG	TRANSOCEAN LTD	140,000	$6,919	1.8%	$45.32	+8.0%	REG SHS	H8817H100
—	SONIC CORP	300,000	$6,057	1.6%	$10.41	—	COM	835451105
DRI	DARDEN RESTAURANTS INC	105,000	$5,709	1.5%	$32.51	-1.3%	COM	237194105
—	ELLINGTON FINANCIAL LLC	250,000	$5,668	1.5%	$22.46	—	COM	288522303
—	BLACKHAWK NETWORK HLDGS INC	200,902	$5,075	1.3%	$24.94	—	CL A	09238E104
NSC	NORFOLK SOUTHERN CORP	53,279	$4,946	1.3%	$61.75	+6.4%	COM	655844108
MMM	3M CO	33,291	$4,669	1.2%	$92.84	-21.7%	COM	88579Y101
INTC	INTEL CORP	171,718	$4,457	1.2%	$19.93	-10.1%	COM	458140100
WMT	WAL-MART STORES INC	54,690	$4,304	1.1%	$56.17	-63.8%	COM	931142103
CL	COLGATE PALMOLIVE CO	65,298	$4,258	1.1%	$74.34	-34.9%	COM	194162103
MCD	MCDONALDS CORP	43,801	$4,250	1.1%	$86.02	-18.6%	COM	580135101
CLX	CLOROX CO DEL	45,490	$4,220	1.1%	$73.22	-12.9%	COM	189054109
PG	PROCTER & GAMBLE CO	51,598	$4,201	1.1%	$67.01	-13.4%	COM	742718109
PEP	PEPSICO INC	49,649	$4,118	1.1%	$67.18	-14.0%	COM	713448108
CDW	CDW CORP	172,406	$4,027	1.1%	$19.41	+1.2%	COM	12514G108
XOM	EXXON MOBIL CORP	38,557	$3,902	1.0%	$86.55	-35.4%	COM	30231G102
GIS	GENERAL MLS INC	75,181	$3,752	1.0%	$39.95	-17.7%	COM	370334104
—	KELLOGG CO	59,019	$3,604	0.9%	$55.84	-32.4%	COM	487836108
AAPL	APPLE INC	4,600	$2,581	0.7%	$13.16	+24.4%	COM	037833100
AEO	AMERICAN EAGLE OUTFITTERS NE	148,400	$2,137	0.6%	$11.47	-8.8%	COM	02553E106
—	KINDER MORGAN INC DEL	375,000	$1,523	0.4%	$3.81	—	*W EXP 05/25/201	49456B119
—	ALERE INC	3,556	$1,018	0.3%	$238.00	—	PERP PFD CONV SE	01449J204
ABR	ARBOR RLTY TR INC	14,143	$94	0.0%	$6.65	—	COM	038923108