Petrus Trust Company, LTA Quant / Systematic

Location: Dallas, TX

CIK: 0001473429 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value: $387M (100.0% shares, 0.0% debt)

Holdings (48)

KO COCA COLA CO 4.7%

Value $18.02M Shares 466,200 Est. Cost $34.25 Unrealized -22.5%

AZO AUTOZONE INC 4.6%

Value $17.83M Shares 33,200 Est. Cost $354.43 Unrealized +46.4%

CSCO CISCO SYS INC 4.4%

Value $17.08M Shares 761,776 Est. Cost $18.50 Unrealized -17.3%

— E M C CORP MASS 4.2%

Value $16.15M Shares 589,300 Est. Cost $27.41 Unrealized —

— EXPRESS SCRIPTS HLDG CO 3.9%

Value $15.23M Shares 202,865 Est. Cost $55.80 Unrealized —

KMI KINDER MORGAN INC DEL 3.9%

Value $15.12M Shares 465,500 Est. Cost $33.91 Unrealized -45.6%

ADP AUTOMATIC DATA PROCESSING IN 3.9%

Value $15.03M Shares 194,586 Est. Cost $56.93 Unrealized -7.9%

JNJ JOHNSON & JOHNSON 3.7%

Value $14.22M Shares 144,742 Est. Cost $69.82 Unrealized -4.6%

SYY SYSCO CORP 3.6%

Value $13.78M Shares 381,452 Est. Cost $30.58 Unrealized -14.6%

— SYMANTEC CORP 3.3%

Value $12.95M Shares 648,344 Est. Cost $18.96 Unrealized —

MSCI MSCI INC 3.3%

Value $12.57M Shares 292,114 Est. Cost $31.23 Unrealized +23.2%

ORCL ORACLE CORP 3.2%

Value $12.39M Shares 302,800 Est. Cost $32.07 Unrealized -0.3%

EBAY EBAY INC 3.2%

Value $12.21M Shares 220,943 Est. Cost $41.31 Unrealized -50.0%

TJX TJX COS INC NEW 3.2%

Value $12.19M Shares 201,000 Est. Cost $42.45 Unrealized -39.3%

GS GOLDMAN SACHS GROUP INC 3.0%

Value $11.66M Shares 71,164 Est. Cost $127.56 Unrealized +4.8%

INTU INTUIT 3.0%

Value $11.43M Shares 147,004 Est. Cost $58.80 Unrealized +17.7%

CHKP CHECK POINT SOFTWARE TECH LT 2.8%

Value $10.96M Shares 162,000 Est. Cost $47.86 Unrealized +38.2%

DLB DOLBY LABORATORIES INC 2.5%

Value $9.701M Shares 218,000 Est. Cost $28.59 Unrealized +26.8%

— COACH INC 2.5%

Value $9.522M Shares 191,750 Est. Cost $52.57 Unrealized —

— ZULILY INC 2.3%

Value $9.034M Shares 180,000 Est. Cost $41.92 Unrealized —

PGR PROGRESSIVE CORP OHIO 2.1%

Value $8.295M Shares 342,502 Est. Cost $20.61 Unrealized -16.9%

VRE MACK CALI RLTY CORP 2.0%

Value $7.618M Shares 366,422 Est. Cost $21.87 Unrealized —

— THE ADT CORPORATION 1.9%

Value $7.158M Shares 238,999 Est. Cost $29.95 Unrealized —

— ACCRETIVE HEALTH INC 1.8%

Value $7.086M Shares 885,708 Est. Cost $10.33 Unrealized —

RIG TRANSOCEAN LTD 1.7%

Value $6.544M Shares 158,300 Est. Cost $45.11 Unrealized -3.6%

— ELLINGTON FINANCIAL LLC 1.5%

Value $5.955M Shares 250,000 Est. Cost $22.46 Unrealized —

DRI DARDEN RESTAURANTS INC 1.4%

Value $5.33M Shares 105,000 Est. Cost $32.51 Unrealized -3.6%

— BLACKHAWK NETWORK HLDGS INC 1.3%

Value $5.022M Shares 205,902 Est. Cost $24.93 Unrealized —

MCD MCDONALDS CORP 1.1%

Value $4.294M Shares 43,801 Est. Cost $86.02 Unrealized -18.3%

WMT WAL-MART STORES INC 1.1%

Value $4.18M Shares 54,690 Est. Cost $56.17 Unrealized -64.6%

PG PROCTER & GAMBLE CO 1.1%

Value $4.159M Shares 51,598 Est. Cost $67.01 Unrealized -15.7%

Value $4.153M Shares 30,616 Est. Cost $92.84 Unrealized -17.9%

PEP PEPSICO INC 1.1%

Value $4.146M Shares 49,649 Est. Cost $67.18 Unrealized -15.3%

CL COLGATE PALMOLIVE CO 1.1%

Value $4.136M Shares 63,756 Est. Cost $74.34 Unrealized -35.6%

— UNILEVER N V 1.1%

Value $4.107M Shares 99,873 Est. Cost $41.12 Unrealized —

NSC NORFOLK SOUTHERN CORP 1.1%

Value $4.107M Shares 42,263 Est. Cost $61.75 Unrealized +15.7%

INTC INTEL CORP 1.1%

Value $4.091M Shares 158,461 Est. Cost $19.93 Unrealized -6.3%

CLX CLOROX CO DEL 1.0%

Value $3.945M Shares 44,819 Est. Cost $73.22 Unrealized -14.4%

GIS GENERAL MLS INC 1.0%

Value $3.896M Shares 75,181 Est. Cost $39.95 Unrealized -17.5%

XOM EXXON MOBIL CORP 1.0%

Value $3.766M Shares 38,557 Est. Cost $86.55 Unrealized -32.9%

— KELLOGG CO 1.0%

Value $3.701M Shares 59,019 Est. Cost $55.84 Unrealized -32.8%

— SONIC CORP 0.9%

Value $3.432M Shares 150,600 Est. Cost $10.41 Unrealized —

— SEARS HLDGS CORP 0.7%

Value $2.675M Shares 56,000 Est. Cost $47.77 Unrealized —

ABR ARBOR RLTY TR INC 0.7%

Value $2.523M Shares 364,545 Est. Cost $6.91 Unrealized —

AAPL APPLE INC 0.6%

Value $2.469M Shares 4,600 Est. Cost $13.16 Unrealized +26.0%

AEO AMERICAN EAGLE OUTFITTERS NE 0.4%

Value $1.42M Shares 116,000 Est. Cost $11.47 Unrealized -14.7%

— A H BELO CORP 0.2%

Value $695K Shares 60,000 Est. Cost $11.58 Unrealized —

— KINDER MORGAN INC DEL 0.2%

Value $660K Shares 375,000 Est. Cost $3.81 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
KO	COCA COLA CO	466,200	$18.02M	4.7%	$34.25	-22.5%	COM	191216100
AZO	AUTOZONE INC	33,200	$17.83M	4.6%	$354.43	+46.4%	COM	053332102
CSCO	CISCO SYS INC	761,776	$17.08M	4.4%	$18.50	-17.3%	COM	17275R102
—	E M C CORP MASS	589,300	$16.15M	4.2%	$27.41	—	COM	268648102
—	EXPRESS SCRIPTS HLDG CO	202,865	$15.23M	3.9%	$55.80	—	COM	30219G108
KMI	KINDER MORGAN INC DEL	465,500	$15.12M	3.9%	$33.91	-45.6%	COM	49456B101
ADP	AUTOMATIC DATA PROCESSING IN	194,586	$15.03M	3.9%	$56.93	-7.9%	COM	053015103
JNJ	JOHNSON & JOHNSON	144,742	$14.22M	3.7%	$69.82	-4.6%	COM	478160104
SYY	SYSCO CORP	381,452	$13.78M	3.6%	$30.58	-14.6%	COM	871829107
—	SYMANTEC CORP	648,344	$12.95M	3.3%	$18.96	—	COM	871503108
MSCI	MSCI INC	292,114	$12.57M	3.3%	$31.23	+23.2%	COM	55354G100
ORCL	ORACLE CORP	302,800	$12.39M	3.2%	$32.07	-0.3%	COM	68389X105
EBAY	EBAY INC	220,943	$12.21M	3.2%	$41.31	-50.0%	COM	278642103
TJX	TJX COS INC NEW	201,000	$12.19M	3.2%	$42.45	-39.3%	COM	872540109
GS	GOLDMAN SACHS GROUP INC	71,164	$11.66M	3.0%	$127.56	+4.8%	COM	38141G104
INTU	INTUIT	147,004	$11.43M	3.0%	$58.80	+17.7%	COM	461202103
CHKP	CHECK POINT SOFTWARE TECH LT	162,000	$10.96M	2.8%	$47.86	+38.2%	ORD	M22465104
DLB	DOLBY LABORATORIES INC	218,000	$9.701M	2.5%	$28.59	+26.8%	COM	25659T107
—	COACH INC	191,750	$9.522M	2.5%	$52.57	—	COM	189754104
—	ZULILY INC	180,000	$9.034M	2.3%	$41.92	—	CL A	989774104
PGR	PROGRESSIVE CORP OHIO	342,502	$8.295M	2.1%	$20.61	-16.9%	COM	743315103
VRE	MACK CALI RLTY CORP	366,422	$7.618M	2.0%	$21.87	—	COM	554489104
—	THE ADT CORPORATION	238,999	$7.158M	1.9%	$29.95	—	COM	00101J106
—	ACCRETIVE HEALTH INC	885,708	$7.086M	1.8%	$10.33	—	COM	00438V103
RIG	TRANSOCEAN LTD	158,300	$6.544M	1.7%	$45.11	-3.6%	REG SHS	H8817H100
—	ELLINGTON FINANCIAL LLC	250,000	$5.955M	1.5%	$22.46	—	COM	288522303
DRI	DARDEN RESTAURANTS INC	105,000	$5.33M	1.4%	$32.51	-3.6%	COM	237194105
—	BLACKHAWK NETWORK HLDGS INC	205,902	$5.022M	1.3%	$24.93	—	CL A	09238E104
MCD	MCDONALDS CORP	43,801	$4.294M	1.1%	$86.02	-18.3%	COM	580135101
WMT	WAL-MART STORES INC	54,690	$4.18M	1.1%	$56.17	-64.6%	COM	931142103
PG	PROCTER & GAMBLE CO	51,598	$4.159M	1.1%	$67.01	-15.7%	COM	742718109
MMM	3M CO	30,616	$4.153M	1.1%	$92.84	-17.9%	COM	88579Y101
PEP	PEPSICO INC	49,649	$4.146M	1.1%	$67.18	-15.3%	COM	713448108
CL	COLGATE PALMOLIVE CO	63,756	$4.136M	1.1%	$74.34	-35.6%	COM	194162103
—	UNILEVER N V	99,873	$4.107M	1.1%	$41.12	—	N Y SHS NEW	904784709
NSC	NORFOLK SOUTHERN CORP	42,263	$4.107M	1.1%	$61.75	+15.7%	COM	655844108
INTC	INTEL CORP	158,461	$4.091M	1.1%	$19.93	-6.3%	COM	458140100
CLX	CLOROX CO DEL	44,819	$3.945M	1.0%	$73.22	-14.4%	COM	189054109
GIS	GENERAL MLS INC	75,181	$3.896M	1.0%	$39.95	-17.5%	COM	370334104
XOM	EXXON MOBIL CORP	38,557	$3.766M	1.0%	$86.55	-32.9%	COM	30231G102
—	KELLOGG CO	59,019	$3.701M	1.0%	$55.84	-32.8%	COM	487836108
—	SONIC CORP	150,600	$3.432M	0.9%	$10.41	—	COM	835451105
—	SEARS HLDGS CORP	56,000	$2.675M	0.7%	$47.77	—	COM	812350106
ABR	ARBOR RLTY TR INC	364,545	$2.523M	0.7%	$6.91	—	COM	038923108
AAPL	APPLE INC	4,600	$2.469M	0.6%	$13.16	+26.0%	COM	037833100
AEO	AMERICAN EAGLE OUTFITTERS NE	116,000	$1.42M	0.4%	$11.47	-14.7%	COM	02553E106
—	A H BELO CORP	60,000	$695K	0.2%	$11.58	—	COM CL A	001282102
—	KINDER MORGAN INC DEL	375,000	$660K	0.2%	$3.81	—	*W EXP 05/25/201	49456B119