Petrus Trust Company, LTA Quant / Systematic

CIK: 0001473429 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 14, 2014

Total Value ($000): $374,688 (99.3% shares, 0.7% debt)

Holdings (47)

KO COCA COLA CO 5.3%

Value ($000) $19,748 Shares 466,200 Est. Cost $34.25 Unrealized -17.9%

AZO AUTOZONE INC 4.8%

Value ($000) $17,803 Shares 33,200 Est. Cost $354.43 Unrealized +49.2%

KMI KINDER MORGAN INC DEL 4.5%

Value ($000) $16,879 Shares 465,500 Est. Cost $33.91 Unrealized -44.5%

CSCO CISCO SYS INC 4.3%

Value ($000) $16,048 Shares 645,776 Est. Cost $18.50 Unrealized -10.0%

ADP AUTOMATIC DATA PROCESSING IN 4.1%

Value ($000) $15,427 Shares 194,586 Est. Cost $56.93 Unrealized -7.2%

JNJ JOHNSON & JOHNSON 4.0%

Value ($000) $15,143 Shares 144,742 Est. Cost $69.82 Unrealized +4.8%

— SYMANTEC CORP 4.0%

Value ($000) $14,836 Shares 647,844 Est. Cost $18.96 Unrealized —

SYY SYSCO CORP 3.8%

Value ($000) $14,286 Shares 381,452 Est. Cost $30.58 Unrealized -12.0%

— EXPRESS SCRIPTS HLDG CO 3.8%

Value ($000) $14,065 Shares 202,865 Est. Cost $55.80 Unrealized —

— E M C CORP MASS 3.7%

Value ($000) $13,963 Shares 530,100 Est. Cost $27.41 Unrealized —

MSCI MSCI INC 3.6%

Value ($000) $13,393 Shares 292,114 Est. Cost $31.23 Unrealized +21.6%

TJX TJX COS INC NEW 3.5%

Value ($000) $13,277 Shares 249,800 Est. Cost $38.91 Unrealized -37.5%

GS GOLDMAN SACHS GROUP INC 3.5%

Value ($000) $12,987 Shares 77,564 Est. Cost $127.65 Unrealized +0.8%

ORCL ORACLE CORP 3.1%

Value ($000) $11,786 Shares 290,800 Est. Cost $32.07 Unrealized +8.1%

EBAY EBAY INC 3.1%

Value ($000) $11,696 Shares 233,643 Est. Cost $40.12 Unrealized -51.7%

INTU INTUIT 3.0%

Value ($000) $11,089 Shares 137,704 Est. Cost $58.80 Unrealized +19.3%

CHKP CHECK POINT SOFTWARE TECH LT 2.9%

Value ($000) $10,859 Shares 162,000 Est. Cost $47.86 Unrealized +37.3%

NTAP NETAPP INC 2.7%

Value ($000) $10,174 Shares 278,600 Est. Cost $26.84 Unrealized 0.0%

VRE MACK CALI RLTY CORP 2.4%

Value ($000) $8,953 Shares 416,822 Est. Cost $21.83 Unrealized —

PGR PROGRESSIVE CORP OHIO 2.3%

Value ($000) $8,686 Shares 342,502 Est. Cost $20.61 Unrealized -13.8%

— DIRECTV 1.8%

Value ($000) $6,801 Shares 80,000 Est. Cost $85.01 Unrealized —

— COACH INC 1.7%

Value ($000) $6,556 Shares 191,750 Est. Cost $52.57 Unrealized —

— ELLINGTON FINANCIAL LLC 1.6%

Value ($000) $6,000 Shares 250,000 Est. Cost $22.46 Unrealized —

— BLACKHAWK NETWORK HLDGS INC 1.4%

Value ($000) $5,373 Shares 190,388 Est. Cost $24.93 Unrealized —

DRI DARDEN RESTAURANTS INC 1.4%

Value ($000) $5,321 Shares 115,000 Est. Cost $32.41 Unrealized -3.2%

INTC INTEL CORP 1.3%

Value ($000) $4,896 Shares 158,461 Est. Cost $19.93 Unrealized +3.8%

PEP PEPSICO INC 1.2%

Value ($000) $4,436 Shares 49,649 Est. Cost $67.18 Unrealized -9.3%

MCD MCDONALDS CORP 1.2%

Value ($000) $4,413 Shares 43,801 Est. Cost $86.02 Unrealized -13.0%

Value ($000) $4,385 Shares 30,616 Est. Cost $92.84 Unrealized -12.7%

— UNILEVER N V 1.2%

Value ($000) $4,370 Shares 99,873 Est. Cost $41.12 Unrealized —

NSC NORFOLK SOUTHERN CORP 1.2%

Value ($000) $4,354 Shares 42,263 Est. Cost $61.75 Unrealized +23.1%

CL COLGATE PALMOLIVE CO 1.2%

Value ($000) $4,347 Shares 63,756 Est. Cost $74.34 Unrealized -31.1%

CBRL CRACKER BARREL OLD CTRY STOR 1.1%

Value ($000) $4,168 Shares 41,859 Est. Cost $59.05 Unrealized 0.0%

WMT WAL-MART STORES INC 1.1%

Value ($000) $4,106 Shares 54,690 Est. Cost $56.17 Unrealized -63.4%

CLX CLOROX CO DEL 1.1%

Value ($000) $4,096 Shares 44,819 Est. Cost $73.22 Unrealized -11.9%

PG PROCTER & GAMBLE CO 1.1%

Value ($000) $4,055 Shares 51,598 Est. Cost $67.01 Unrealized -13.0%

GIS GENERAL MLS INC 1.1%

Value ($000) $3,950 Shares 75,181 Est. Cost $39.95 Unrealized -10.5%

XOM EXXON MOBIL CORP 1.0%

Value ($000) $3,882 Shares 38,557 Est. Cost $86.55 Unrealized -28.5%

— KELLOGG CO 1.0%

Value ($000) $3,878 Shares 59,019 Est. Cost $55.84 Unrealized -25.2%

— ZULILY INC 0.7%

Value ($000) $2,651 Shares 64,747 Est. Cost $41.92 Unrealized —

ABR ARBOR RLTY TR INC 0.7%

Value ($000) $2,534 Shares 364,545 Est. Cost $6.91 Unrealized —

— SHUTTERFLY INC 0.7%

Value ($000) $2,500 Shares 2,500,000 Est. Cost $1.00 Unrealized —

— PAPA MURPHYS HLDGS INC 0.6%

Value ($000) $2,315 Shares 241,671 Est. Cost $9.58 Unrealized —

AEO AMERICAN EAGLE OUTFITTERS NE 0.3%

Value ($000) $1,302 Shares 116,000 Est. Cost $11.47 Unrealized -28.9%

— SEARS HLDGS CORP 0.3%

Value ($000) $1,147 Shares 28,700 Est. Cost $47.77 Unrealized —

— KINDER MORGAN INC DEL 0.3%

Value ($000) $1,043 Shares 375,000 Est. Cost $3.81 Unrealized —

— A H BELO CORP 0.2%

Value ($000) $711 Shares 60,000 Est. Cost $11.58 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
KO	COCA COLA CO	466,200	$19,748	5.3%	$34.25	-17.9%	COM	191216100
AZO	AUTOZONE INC	33,200	$17,803	4.8%	$354.43	+49.2%	COM	053332102
KMI	KINDER MORGAN INC DEL	465,500	$16,879	4.5%	$33.91	-44.5%	COM	49456B101
CSCO	CISCO SYS INC	645,776	$16,048	4.3%	$18.50	-10.0%	COM	17275R102
ADP	AUTOMATIC DATA PROCESSING IN	194,586	$15,427	4.1%	$56.93	-7.2%	COM	053015103
JNJ	JOHNSON & JOHNSON	144,742	$15,143	4.0%	$69.82	+4.8%	COM	478160104
—	SYMANTEC CORP	647,844	$14,836	4.0%	$18.96	—	COM	871503108
SYY	SYSCO CORP	381,452	$14,286	3.8%	$30.58	-12.0%	COM	871829107
—	EXPRESS SCRIPTS HLDG CO	202,865	$14,065	3.8%	$55.80	—	COM	30219G108
—	E M C CORP MASS	530,100	$13,963	3.7%	$27.41	—	COM	268648102
MSCI	MSCI INC	292,114	$13,393	3.6%	$31.23	+21.6%	COM	55354G100
TJX	TJX COS INC NEW	249,800	$13,277	3.5%	$38.91	-37.5%	COM	872540109
GS	GOLDMAN SACHS GROUP INC	77,564	$12,987	3.5%	$127.65	+0.8%	COM	38141G104
ORCL	ORACLE CORP	290,800	$11,786	3.1%	$32.07	+8.1%	COM	68389X105
EBAY	EBAY INC	233,643	$11,696	3.1%	$40.12	-51.7%	COM	278642103
INTU	INTUIT	137,704	$11,089	3.0%	$58.80	+19.3%	COM	461202103
CHKP	CHECK POINT SOFTWARE TECH LT	162,000	$10,859	2.9%	$47.86	+37.3%	ORD	M22465104
NTAP	NETAPP INC	278,600	$10,174	2.7%	$26.84	0.0%	COM	64110D104
VRE	MACK CALI RLTY CORP	416,822	$8,953	2.4%	$21.83	—	COM	554489104
PGR	PROGRESSIVE CORP OHIO	342,502	$8,686	2.3%	$20.61	-13.8%	COM	743315103
—	DIRECTV	80,000	$6,801	1.8%	$85.01	—	COM	25490A309
—	COACH INC	191,750	$6,556	1.7%	$52.57	—	COM	189754104
—	ELLINGTON FINANCIAL LLC	250,000	$6,000	1.6%	$22.46	—	COM	288522303
—	BLACKHAWK NETWORK HLDGS INC	190,388	$5,373	1.4%	$24.93	—	CL A	09238E104
DRI	DARDEN RESTAURANTS INC	115,000	$5,321	1.4%	$32.41	-3.2%	COM	237194105
INTC	INTEL CORP	158,461	$4,896	1.3%	$19.93	+3.8%	COM	458140100
PEP	PEPSICO INC	49,649	$4,436	1.2%	$67.18	-9.3%	COM	713448108
MCD	MCDONALDS CORP	43,801	$4,413	1.2%	$86.02	-13.0%	COM	580135101
MMM	3M CO	30,616	$4,385	1.2%	$92.84	-12.7%	COM	88579Y101
—	UNILEVER N V	99,873	$4,370	1.2%	$41.12	—	N Y SHS NEW	904784709
NSC	NORFOLK SOUTHERN CORP	42,263	$4,354	1.2%	$61.75	+23.1%	COM	655844108
CL	COLGATE PALMOLIVE CO	63,756	$4,347	1.2%	$74.34	-31.1%	COM	194162103
CBRL	CRACKER BARREL OLD CTRY STOR	41,859	$4,168	1.1%	$59.05	0.0%	COM	22410J106
WMT	WAL-MART STORES INC	54,690	$4,106	1.1%	$56.17	-63.4%	COM	931142103
CLX	CLOROX CO DEL	44,819	$4,096	1.1%	$73.22	-11.9%	COM	189054109
PG	PROCTER & GAMBLE CO	51,598	$4,055	1.1%	$67.01	-13.0%	COM	742718109
GIS	GENERAL MLS INC	75,181	$3,950	1.1%	$39.95	-10.5%	COM	370334104
XOM	EXXON MOBIL CORP	38,557	$3,882	1.0%	$86.55	-28.5%	COM	30231G102
—	KELLOGG CO	59,019	$3,878	1.0%	$55.84	-25.2%	COM	487836108
—	ZULILY INC	64,747	$2,651	0.7%	$41.92	—	CL A	989774104
ABR	ARBOR RLTY TR INC	364,545	$2,534	0.7%	$6.91	—	COM	038923108
—	SHUTTERFLY INC	2,500,000	$2,500	0.7%	$1.00	—	NOTE 0.250% 5/1	82568PAB2
—	PAPA MURPHYS HLDGS INC	241,671	$2,315	0.6%	$9.58	—	COM	698814100
AEO	AMERICAN EAGLE OUTFITTERS NE	116,000	$1,302	0.3%	$11.47	-28.9%	COM	02553E106
—	SEARS HLDGS CORP	28,700	$1,147	0.3%	$47.77	—	COM	812350106
—	KINDER MORGAN INC DEL	375,000	$1,043	0.3%	$3.81	—	*W EXP 05/25/201	49456B119
—	A H BELO CORP	60,000	$711	0.2%	$11.58	—	COM CL A	001282102