Petrus Trust Company, LTA Quant / Systematic

CIK: 0001473429 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value ($000): $471,074 (99.1% shares, 0.9% debt)

Holdings (132)

AZO AUTOZONE INC 5.1%
Value ($000) $24,031 Shares 33,200 Est. Cost $354.43 Unrealized +99.9%
KO COCA COLA CO 4.0%
Value ($000) $18,710 Shares 466,333 Est. Cost $34.11 Unrealized -15.5%
EXPRESS SCRIPTS HLDG CO 3.7%
Value ($000) $17,638 Shares 217,865 Est. Cost $56.82 Unrealized
TJX TJX COS INC NEW 3.5%
Value ($000) $16,698 Shares 233,800 Est. Cost $38.91 Unrealized -22.0%
KMI KINDER MORGAN INC DEL 3.4%
Value ($000) $16,203 Shares 585,349 Est. Cost $29.68 Unrealized -34.2%
JNJ JOHNSON & JOHNSON 2.9%
Value ($000) $13,640 Shares 146,113 Est. Cost $70.10 Unrealized +3.4%
GS GOLDMAN SACHS GROUP INC 2.9%
Value ($000) $13,478 Shares 77,564 Est. Cost $127.65 Unrealized +24.5%
MARKIT LTD 2.6%
Value ($000) $12,389 Shares 427,223 Est. Cost $24.47 Unrealized
SYMANTEC CORP 2.6%
Value ($000) $12,201 Shares 626,659 Est. Cost $19.02 Unrealized
QCOM QUALCOMM INC 2.6%
Value ($000) $12,170 Shares 226,503 Est. Cost $44.14 Unrealized 0.0%
LE LANDS END INC NEW 2.5%
Value ($000) $11,724 Shares 434,077 Est. Cost $34.85 Unrealized -28.1%
JOHNSON CTLS INC 2.4%
Value ($000) $11,416 Shares 276,018 Est. Cost $45.24 Unrealized
FLR FLUOR CORP NEW 2.4%
Value ($000) $11,154 Shares 263,367 Est. Cost $42.46 Unrealized 0.0%
CHKP CHECK POINT SOFTWARE TECH LT 2.2%
Value ($000) $10,432 Shares 131,500 Est. Cost $47.86 Unrealized +66.9%
PGR PROGRESSIVE CORP OHIO 2.2%
Value ($000) $10,295 Shares 336,000 Est. Cost $20.58 Unrealized +8.2%
E M C CORP MASS 2.1%
Value ($000) $9,976 Shares 412,900 Est. Cost $26.63 Unrealized
ORCL ORACLE CORP 2.1%
Value ($000) $9,698 Shares 268,500 Est. Cost $32.07 Unrealized +2.6%
NTAP NETAPP INC 2.0%
Value ($000) $9,319 Shares 314,826 Est. Cost $26.91 Unrealized -12.1%
INTU INTUIT 1.9%
Value ($000) $8,920 Shares 100,504 Est. Cost $59.35 Unrealized +50.7%
ADSK AUTODESK INC 1.9%
Value ($000) $8,828 Shares 200,000 Est. Cost $50.19 Unrealized 0.0%
MICHAEL KORS HLDGS LTD 1.8%
Value ($000) $8,613 Shares 203,900 Est. Cost $42.10 Unrealized
FMC F M C CORP 1.8%
Value ($000) $8,257 Shares 243,490 Est. Cost $35.82 Unrealized -14.7%
HAE HAEMONETICS CORP 1.7%
Value ($000) $8,238 Shares 254,888 Est. Cost $36.47 Unrealized +3.2%
G GENPACT LIMITED 1.7%
Value ($000) $7,959 Shares 337,100 Est. Cost $15.85 Unrealized +28.1%
PRECISION CASTPARTS CORP 1.6%
Value ($000) $7,761 Shares 33,784 Est. Cost $210.01 Unrealized
BLACKHAWK NETWORK HLDGS INC 1.6%
Value ($000) $7,757 Shares 183,000 Est. Cost $25.77 Unrealized
AR ANTERO RES CORP 1.5%
Value ($000) $7,094 Shares 335,270 Est. Cost $34.50 Unrealized -22.9%
HILL INTERNATIONAL INC 1.5%
Value ($000) $7,028 Shares 2,142,608 Est. Cost $3.98 Unrealized
AMERICAN CAP LTD 1.5%
Value ($000) $6,978 Shares 573,824 Est. Cost $13.36 Unrealized
BED BATH & BEYOND INC 1.5%
Value ($000) $6,929 Shares 121,527 Est. Cost $61.32 Unrealized
YAHOO INC 1.5%
Value ($000) $6,878 Shares 237,902 Est. Cost $28.91 Unrealized
EBAY EBAY INC 1.2%
Value ($000) $5,781 Shares 236,540 Est. Cost $38.92 Unrealized -38.5%
PYPL PAYPAL HLDGS INC 1.2%
Value ($000) $5,513 Shares 177,600 Est. Cost $35.85 Unrealized 0.0%
PAPA MURPHYS HLDGS INC 1.0%
Value ($000) $4,914 Shares 334,765 Est. Cost $11.19 Unrealized
ZULILY INC 1.0%
Value ($000) $4,700 Shares 270,125 Est. Cost $17.17 Unrealized
LCUT LIFETIME BRANDS INC 1.0%
Value ($000) $4,696 Shares 335,932 Est. Cost $11.80 Unrealized 0.0%
ENSCO PLC 1.0%
Value ($000) $4,559 Shares 323,800 Est. Cost $27.73 Unrealized
TRUP TRUPANION INC 1.0%
Value ($000) $4,530 Shares 600,000 Est. Cost $9.26 Unrealized -14.8%
FLS FLOWSERVE CORP 1.0%
Value ($000) $4,504 Shares 109,472 Est. Cost $37.24 Unrealized 0.0%
INTC INTEL CORP 1.0%
Value ($000) $4,495 Shares 149,133 Est. Cost $20.38 Unrealized +11.0%
ELLINGTON FINANCIAL LLC 0.9%
Value ($000) $4,470 Shares 250,000 Est. Cost $22.46 Unrealized
SHUTTERFLY INC 0.9%
Value ($000) $4,336 Shares 4,700,000 Est. Cost $0.96 Unrealized
MCD MCDONALDS CORP 0.9%
Value ($000) $4,284 Shares 43,475 Est. Cost $84.79 Unrealized -11.1%
COBALT INTL ENERGY INC 0.9%
Value ($000) $4,219 Shares 6,000,000 Est. Cost $0.70 Unrealized
PEP PEPSICO INC 0.9%
Value ($000) $4,207 Shares 44,618 Est. Cost $67.35 Unrealized +3.2%
SYY SYSCO CORP 0.9%
Value ($000) $4,124 Shares 105,830 Est. Cost $30.53 Unrealized -4.8%
ADP AUTOMATIC DATA PROCESSING IN 0.9%
Value ($000) $4,076 Shares 50,716 Est. Cost $56.93 Unrealized +12.2%
WMT WAL-MART STORES INC 0.9%
Value ($000) $4,034 Shares 62,211 Est. Cost $48.57 Unrealized -61.1%
MMM 3M CO 0.9%
Value ($000) $4,033 Shares 28,445 Est. Cost $93.00 Unrealized -5.9%
PG PROCTER & GAMBLE CO 0.9%
Value ($000) $4,008 Shares 55,711 Est. Cost $65.41 Unrealized -13.9%
CSCO CISCO SYS INC 0.8%
Value ($000) $3,999 Shares 152,348 Est. Cost $18.50 Unrealized +5.8%
CLX CLOROX CO DEL 0.8%
Value ($000) $3,845 Shares 33,279 Est. Cost $72.66 Unrealized +15.4%
NSC NORFOLK SOUTHERN CORP 0.8%
Value ($000) $3,839 Shares 50,250 Est. Cost $62.36 Unrealized +4.4%
CL COLGATE PALMOLIVE CO 0.8%
Value ($000) $3,826 Shares 60,284 Est. Cost $74.34 Unrealized -31.0%
KELLOGG CO 0.8%
Value ($000) $3,757 Shares 56,453 Est. Cost $54.04 Unrealized -19.9%
GIS GENERAL MLS INC 0.8%
Value ($000) $3,731 Shares 66,471 Est. Cost $39.55 Unrealized +1.1%
UNILEVER N V 0.8%
Value ($000) $3,688 Shares 91,737 Est. Cost $40.86 Unrealized
MEMORIAL PRODTN PARTNERS LP 0.4%
Value ($000) $1,684 Shares 350,000 Est. Cost $4.81 Unrealized
URBN URBAN OUTFITTERS INC 0.3%
Value ($000) $1,363 Shares 46,400 Est. Cost $32.14 Unrealized 0.0%
KINDER MORGAN INC DEL 0.1%
Value ($000) $460 Shares 500,000 Est. Cost $3.09 Unrealized
DOW CHEM CO 0.1%
Value ($000) $345 Shares 8,140 Est. Cost $42.38 Unrealized
LEGG MASON INC 0.1%
Value ($000) $302 Shares 7,248 Est. Cost $41.67 Unrealized
CIEN CIENA CORP 0.1%
Value ($000) $295 Shares 14,235 Est. Cost $22.98 Unrealized +1.1%
TTI TETRA TECHNOLOGIES INC DEL 0.1%
Value ($000) $289 Shares 48,910 Est. Cost $6.55 Unrealized -3.3%
TIME WARNER INC 0.1%
Value ($000) $284 Shares 4,129 Est. Cost $68.78 Unrealized
BIGGQ BIG LOTS INC 0.1%
Value ($000) $281 Shares 5,868 Est. Cost $34.19 Unrealized 0.0%
WLK WESTLAKE CHEM CORP 0.1%
Value ($000) $276 Shares 5,327 Est. Cost $49.96 Unrealized 0.0%
BROCADE COMMUNICATIONS SYS I 0.1%
Value ($000) $263 Shares 25,309 Est. Cost $10.39 Unrealized
ACETO CORP 0.1%
Value ($000) $263 Shares 9,568 Est. Cost $27.49 Unrealized
SANM SANMINA CORPORATION 0.1%
Value ($000) $258 Shares 12,050 Est. Cost $20.17 Unrealized 0.0%
MAR MARRIOTT INTL INC NEW 0.1%
Value ($000) $256 Shares 3,753 Est. Cost $65.36 Unrealized 0.0%
WEB COM GROUP INC 0.1%
Value ($000) $255 Shares 12,089 Est. Cost $21.09 Unrealized
MAGELLAN HEALTH INC 0.1%
Value ($000) $250 Shares 4,518 Est. Cost $55.33 Unrealized
DAKT DAKTRONICS INC 0.1%
Value ($000) $243 Shares 28,025 Est. Cost $8.67 Unrealized 0.0%
TESSERA TECHNOLOGIES INC 0.1%
Value ($000) $236 Shares 7,296 Est. Cost $32.35 Unrealized
NTGR NETGEAR INC 0.1%
Value ($000) $236 Shares 8,409 Est. Cost $18.88 Unrealized 0.0%
KSS KOHLS CORP 0.0%
Value ($000) $235 Shares 5,082 Est. Cost $56.24 Unrealized 0.0%
WNC WABASH NATL CORP 0.0%
Value ($000) $234 Shares 22,068 Est. Cost $10.88 Unrealized -6.1%
CRUS CIRRUS LOGIC INC 0.0%
Value ($000) $234 Shares 7,413 Est. Cost $30.62 Unrealized 0.0%
ACCO ACCO BRANDS CORP 0.0%
Value ($000) $231 Shares 32,708 Est. Cost $5.38 Unrealized -2.8%
RL RALPH LAUREN CORP 0.0%
Value ($000) $230 Shares 1,944 Est. Cost $96.33 Unrealized 0.0%
RENEWABLE ENERGY GROUP INC 0.0%
Value ($000) $226 Shares 27,337 Est. Cost $8.27 Unrealized
PAG PENSKE AUTOMOTIVE GRP INC 0.0%
Value ($000) $217 Shares 4,470 Est. Cost $51.24 Unrealized 0.0%
BUNGE LIMITED 0.0%
Value ($000) $217 Shares 2,954 Est. Cost $73.46 Unrealized
TUPPERWARE BRANDS CORP 0.0%
Value ($000) $215 Shares 4,348 Est. Cost $49.45 Unrealized
ASCENA RETAIL GROUP INC 0.0%
Value ($000) $211 Shares 15,154 Est. Cost $13.92 Unrealized
INTEGRATED DEVICE TECHNOLOGY 0.0%
Value ($000) $211 Shares 10,383 Est. Cost $20.32 Unrealized
MATV SCHWEITZER-MAUDUIT INTL INC 0.0%
Value ($000) $211 Shares 6,137 Est. Cost $22.11 Unrealized 0.0%
PERICOM SEMICONDUCTOR CORP 0.0%
Value ($000) $208 Shares 11,418 Est. Cost $13.14 Unrealized
DSW INC 0.0%
Value ($000) $208 Shares 8,227 Est. Cost $25.28 Unrealized
DAL DELTA AIR LINES INC DEL 0.0%
Value ($000) $207 Shares 4,622 Est. Cost $39.55 Unrealized 0.0%
STAGE STORES INC 0.0%
Value ($000) $207 Shares 21,021 Est. Cost $17.52 Unrealized
JBL JABIL CIRCUIT INC 0.0%
Value ($000) $205 Shares 9,179 Est. Cost $18.27 Unrealized 0.0%
DY DYCOM INDS INC 0.0%
Value ($000) $204 Shares 2,819 Est. Cost $69.22 Unrealized 0.0%
MTRX MATRIX SVC CO 0.0%
Value ($000) $201 Shares 8,966 Est. Cost $20.25 Unrealized 0.0%
CONSTANT CONTACT INC 0.0%
Value ($000) $200 Shares 8,253 Est. Cost $24.23 Unrealized
ALON USA ENERGY INC 0.0%
Value ($000) $200 Shares 11,050 Est. Cost $18.10 Unrealized
JANUS CAP GROUP INC 0.0%
Value ($000) $189 Shares 13,896 Est. Cost $13.60 Unrealized
ALCOA INC 0.0%
Value ($000) $179 Shares 18,532 Est. Cost $10.69 Unrealized
HUN HUNTSMAN CORP 0.0%
Value ($000) $173 Shares 17,820 Est. Cost $17.21 Unrealized 0.0%
AVID TECHNOLOGY INC 0.0%
Value ($000) $172 Shares 21,556 Est. Cost $7.98 Unrealized
OLN OLIN CORP 0.0%
Value ($000) $170 Shares 10,087 Est. Cost $15.54 Unrealized 0.0%
SYNERGETICS USA INC 0.0%
Value ($000) $166 Shares 25,206 Est. Cost $6.59 Unrealized
BIG 5 SPORTING GOODS CORP 0.0%
Value ($000) $160 Shares 15,445 Est. Cost $10.36 Unrealized
CALPINE CORP 0.0%
Value ($000) $157 Shares 10,760 Est. Cost $14.59 Unrealized
GNTX GENTEX CORP 0.0%
Value ($000) $157 Shares 10,144 Est. Cost $15.89 Unrealized 0.0%
F FORD MTR CO DEL 0.0%
Value ($000) $149 Shares 10,966 Est. Cost $8.15 Unrealized 0.0%
STEIN MART INC 0.0%
Value ($000) $145 Shares 15,013 Est. Cost $10.46 Unrealized
IRDM IRIDIUM COMMUNICATIONS INC 0.0%
Value ($000) $139 Shares 22,574 Est. Cost $9.35 Unrealized -22.3%
AES AES CORP 0.0%
Value ($000) $136 Shares 13,939 Est. Cost $8.21 Unrealized 0.0%
AFFYMETRIX INC 0.0%
Value ($000) $129 Shares 15,091 Est. Cost $8.55 Unrealized
PMC-SIERRA INC 0.0%
Value ($000) $125 Shares 18,426 Est. Cost $6.78 Unrealized
POLYCOM INC 0.0%
Value ($000) $116 Shares 11,067 Est. Cost $10.48 Unrealized
MCHX MARCHEX INC 0.0%
Value ($000) $112 Shares 27,709 Est. Cost $4.52 Unrealized -6.1%
EARTHLINK HLDGS CORP 0.0%
Value ($000) $112 Shares 14,378 Est. Cost $7.51 Unrealized
MERITOR INC 0.0%
Value ($000) $110 Shares 10,305 Est. Cost $10.67 Unrealized
LIONBRIDGE TECHNOLOGIES INC 0.0%
Value ($000) $109 Shares 21,999 Est. Cost $5.53 Unrealized
FORTRESS INVESTMENT GROUP LL 0.0%
Value ($000) $108 Shares 19,408 Est. Cost $5.56 Unrealized
QNST QUINSTREET INC 0.0%
Value ($000) $105 Shares 18,901 Est. Cost $5.89 Unrealized -0.4%
NEOPHOTONICS CORP 0.0%
Value ($000) $105 Shares 15,467 Est. Cost $9.14 Unrealized
PLAB PHOTRONICS INC 0.0%
Value ($000) $102 Shares 11,248 Est. Cost $8.78 Unrealized 0.0%
OSUR ORASURE TECHNOLOGIES INC 0.0%
Value ($000) $98 Shares 22,106 Est. Cost $5.22 Unrealized 0.0%
TLYS TILLYS INC 0.0%
Value ($000) $94 Shares 12,776 Est. Cost $5.54 Unrealized 0.0%
DATALINK CORP 0.0%
Value ($000) $91 Shares 15,200 Est. Cost $8.20 Unrealized
PACIFIC ETHANOL INC 0.0%
Value ($000) $88 Shares 13,609 Est. Cost $6.47 Unrealized
HOUSTON WIRE & CABLE CO 0.0%
Value ($000) $85 Shares 13,379 Est. Cost $9.94 Unrealized
XCERRA CORP 0.0%
Value ($000) $81 Shares 12,963 Est. Cost $7.39 Unrealized
SUPERVALU INC 0.0%
Value ($000) $76 Shares 10,651 Est. Cost $7.14 Unrealized
COBALT INTL ENERGY INC 0.0%
Value ($000) $75 Shares 10,578 Est. Cost $7.09 Unrealized
NPKI NEWPARK RES INC 0.0%
Value ($000) $54 Shares 10,556 Est. Cost $6.84 Unrealized 0.0%
CRESTWOOD EQUITY PARTNERS LP 0.0%
Value ($000) $39 Shares 16,886 Est. Cost $4.15 Unrealized
PIONEER ENERGY SVCS CORP 0.0%
Value ($000) $37 Shares 17,434 Est. Cost $6.37 Unrealized