Petrus Trust Company, LTA Quant / Systematic

CIK: 0001473429 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $479,557 (97.6% shares, 2.4% debt)

Holdings (164)

AZO AUTOZONE INC 5.1%
Value ($000) $24,631 Shares 33,200 Est. Cost $354.43 Unrealized +115.3%
KO COCA COLA CO 4.1%
Value ($000) $19,695 Shares 458,453 Est. Cost $34.11 Unrealized -9.6%
EXPRESS SCRIPTS HLDG CO 4.0%
Value ($000) $19,044 Shares 217,865 Est. Cost $56.82 Unrealized
TJX TJX COS INC NEW 3.3%
Value ($000) $15,827 Shares 223,200 Est. Cost $38.91 Unrealized -20.6%
JNJ JOHNSON & JOHNSON 3.1%
Value ($000) $15,009 Shares 146,113 Est. Cost $70.10 Unrealized +8.3%
GS GOLDMAN SACHS GROUP INC 2.9%
Value ($000) $13,979 Shares 77,564 Est. Cost $127.65 Unrealized +18.4%
SYMANTEC CORP 2.8%
Value ($000) $13,275 Shares 632,140 Est. Cost $19.02 Unrealized
QCOM QUALCOMM INC 2.7%
Value ($000) $13,057 Shares 261,189 Est. Cost $43.59 Unrealized -8.2%
YAHOO INC 2.6%
Value ($000) $12,449 Shares 374,302 Est. Cost $30.50 Unrealized
FLR FLUOR CORP NEW 2.6%
Value ($000) $12,352 Shares 261,585 Est. Cost $42.46 Unrealized +0.8%
KMI KINDER MORGAN INC DEL 2.4%
Value ($000) $11,693 Shares 783,779 Est. Cost $25.79 Unrealized -44.6%
MARKIT LTD 2.3%
Value ($000) $10,958 Shares 363,223 Est. Cost $24.47 Unrealized
JOHNSON CTLS INC 2.3%
Value ($000) $10,797 Shares 273,400 Est. Cost $45.24 Unrealized
CHKP CHECK POINT SOFTWARE TECH LT 2.2%
Value ($000) $10,465 Shares 128,600 Est. Cost $47.86 Unrealized +73.3%
PGR PROGRESSIVE CORP OHIO 2.2%
Value ($000) $10,440 Shares 328,300 Est. Cost $20.58 Unrealized +13.8%
LE LANDS END INC NEW 2.1%
Value ($000) $10,201 Shares 435,209 Est. Cost $34.85 Unrealized -30.5%
HILL INTERNATIONAL INC 2.1%
Value ($000) $9,854 Shares 2,539,768 Est. Cost $3.96 Unrealized
ORCL ORACLE CORP 2.0%
Value ($000) $9,808 Shares 268,500 Est. Cost $32.07 Unrealized +2.3%
FMC F M C CORP 2.0%
Value ($000) $9,528 Shares 243,490 Est. Cost $35.82 Unrealized -24.3%
INTU INTUIT 1.9%
Value ($000) $9,168 Shares 95,000 Est. Cost $59.35 Unrealized +50.6%
ADSK AUTODESK INC 1.7%
Value ($000) $8,309 Shares 136,365 Est. Cost $50.19 Unrealized +15.7%
NTAP NETAPP INC 1.7%
Value ($000) $8,305 Shares 313,049 Est. Cost $26.91 Unrealized -10.4%
MICHAEL KORS HLDGS LTD 1.7%
Value ($000) $8,168 Shares 203,900 Est. Cost $42.10 Unrealized
AMERICAN CAP LTD 1.7%
Value ($000) $7,913 Shares 573,824 Est. Cost $13.36 Unrealized
PRECISION CASTPARTS CORP 1.6%
Value ($000) $7,838 Shares 33,784 Est. Cost $210.01 Unrealized
AR ANTERO RES CORP 1.6%
Value ($000) $7,712 Shares 353,779 Est. Cost $33.86 Unrealized -34.3%
BLACKHAWK NETWORK HLDGS INC 1.6%
Value ($000) $7,629 Shares 172,560 Est. Cost $25.77 Unrealized
COBALT INTL ENERGY INC 1.4%
Value ($000) $6,930 Shares 12,000,000 Est. Cost $0.64 Unrealized
BED BATH & BEYOND INC 1.4%
Value ($000) $6,925 Shares 143,527 Est. Cost $59.32 Unrealized
EBAY EBAY INC 1.4%
Value ($000) $6,491 Shares 236,200 Est. Cost $38.92 Unrealized -36.8%
PYPL PAYPAL HLDGS INC 1.3%
Value ($000) $6,429 Shares 177,600 Est. Cost $35.85 Unrealized -1.8%
TRUP TRUPANION INC 1.2%
Value ($000) $5,856 Shares 600,000 Est. Cost $9.26 Unrealized -14.7%
LCUT LIFETIME BRANDS INC 1.2%
Value ($000) $5,529 Shares 416,993 Est. Cost $11.72 Unrealized -2.6%
URBN URBAN OUTFITTERS INC 1.1%
Value ($000) $5,465 Shares 240,215 Est. Cost $27.05 Unrealized -4.5%
FLS FLOWSERVE CORP 1.1%
Value ($000) $5,460 Shares 129,758 Est. Cost $37.05 Unrealized -2.7%
G GENPACT LIMITED 1.1%
Value ($000) $5,147 Shares 206,028 Est. Cost $15.85 Unrealized +41.2%
ENSCO PLC 1.0%
Value ($000) $4,983 Shares 323,800 Est. Cost $27.73 Unrealized
SHUTTERFLY INC 1.0%
Value ($000) $4,600 Shares 4,700,000 Est. Cost $0.96 Unrealized
WMT WAL-MART STORES INC 0.9%
Value ($000) $4,469 Shares 72,895 Est. Cost $43.89 Unrealized -62.1%
PG PROCTER & GAMBLE CO 0.9%
Value ($000) $4,424 Shares 55,711 Est. Cost $65.41 Unrealized -11.4%
MCD MCDONALDS CORP 0.9%
Value ($000) $4,418 Shares 37,394 Est. Cost $84.79 Unrealized +2.9%
SYY SYSCO CORP 0.9%
Value ($000) $4,339 Shares 105,830 Est. Cost $30.53 Unrealized +3.1%
MMM 3M CO 0.9%
Value ($000) $4,285 Shares 28,445 Est. Cost $93.00 Unrealized -1.0%
INTC INTEL CORP 0.9%
Value ($000) $4,263 Shares 123,753 Est. Cost $20.38 Unrealized +30.7%
NSC NORFOLK SOUTHERN CORP 0.9%
Value ($000) $4,251 Shares 50,250 Est. Cost $62.36 Unrealized +10.8%
CLX CLOROX CO DEL 0.9%
Value ($000) $4,221 Shares 33,279 Est. Cost $72.66 Unrealized +28.4%
PAPA MURPHYS HLDGS INC 0.9%
Value ($000) $4,204 Shares 373,357 Est. Cost $11.20 Unrealized
ELLINGTON FINANCIAL LLC 0.9%
Value ($000) $4,195 Shares 250,000 Est. Cost $22.46 Unrealized
CSCO CISCO SYS INC 0.9%
Value ($000) $4,150 Shares 152,815 Est. Cost $18.50 Unrealized +9.0%
PEP PEPSICO INC 0.9%
Value ($000) $4,093 Shares 40,966 Est. Cost $67.35 Unrealized +9.1%
KELLOGG CO 0.9%
Value ($000) $4,080 Shares 56,453 Est. Cost $54.04 Unrealized -15.4%
ADP AUTOMATIC DATA PROCESSING IN 0.8%
Value ($000) $4,038 Shares 47,661 Est. Cost $56.93 Unrealized +21.4%
CL COLGATE PALMOLIVE CO 0.8%
Value ($000) $4,016 Shares 60,284 Est. Cost $74.34 Unrealized -29.3%
UNILEVER N V 0.8%
Value ($000) $3,974 Shares 91,737 Est. Cost $40.86 Unrealized
GIS GENERAL MLS INC 0.8%
Value ($000) $3,833 Shares 66,471 Est. Cost $39.55 Unrealized +2.3%
E M C CORP MASS 0.6%
Value ($000) $2,935 Shares 114,300 Est. Cost $26.63 Unrealized
MEMORIAL PRODTN PARNTERS LP 0.2%
Value ($000) $924 Shares 350,000 Est. Cost $4.81 Unrealized
LANNETT INC 0.1%
Value ($000) $546 Shares 13,613 Est. Cost $40.11 Unrealized
ROWAN COMPANIES PLC 0.1%
Value ($000) $450 Shares 26,570 Est. Cost $16.94 Unrealized
TTI TETRA TECHNOLOGIES INC DEL 0.1%
Value ($000) $449 Shares 59,695 Est. Cost $6.77 Unrealized +14.8%
SONIC CORP 0.1%
Value ($000) $397 Shares 12,290 Est. Cost $32.30 Unrealized
NUS NU SKIN ENTERPRISES INC 0.1%
Value ($000) $395 Shares 10,416 Est. Cost $26.43 Unrealized 0.0%
FINISH LINE INC 0.1%
Value ($000) $370 Shares 20,488 Est. Cost $18.06 Unrealized
BROCADE COMMUNICATIONS SYS I 0.1%
Value ($000) $351 Shares 38,282 Est. Cost $9.98 Unrealized
DAKT DAKTRONICS INC 0.1%
Value ($000) $331 Shares 37,972 Est. Cost $8.49 Unrealized -6.0%
NEUSTAR INC 0.1%
Value ($000) $328 Shares 13,693 Est. Cost $23.95 Unrealized
TSN TYSON FOODS INC 0.1%
Value ($000) $327 Shares 6,131 Est. Cost $37.67 Unrealized 0.0%
TRN TRINITY INDS INC 0.1%
Value ($000) $298 Shares 12,420 Est. Cost $13.44 Unrealized 0.0%
RACKSPACE HOSTING INC 0.1%
Value ($000) $297 Shares 11,733 Est. Cost $25.31 Unrealized
CALIFORNIA RES CORP 0.1%
Value ($000) $297 Shares 127,529 Est. Cost $2.33 Unrealized
CIEN CIENA CORP 0.1%
Value ($000) $295 Shares 14,235 Est. Cost $22.98 Unrealized -0.1%
GBX GREENBRIER COS INC 0.1%
Value ($000) $289 Shares 8,860 Est. Cost $25.60 Unrealized 0.0%
UVE UNIVERSAL INS HLDGS INC 0.1%
Value ($000) $286 Shares 12,349 Est. Cost $27.52 Unrealized 0.0%
CNC CENTENE CORP DEL 0.1%
Value ($000) $284 Shares 4,316 Est. Cost $29.62 Unrealized 0.0%
LEGG MASON INC 0.1%
Value ($000) $284 Shares 7,248 Est. Cost $41.67 Unrealized
GNC HLDGS INC 0.1%
Value ($000) $283 Shares 9,124 Est. Cost $31.02 Unrealized
MAGELLAN HEALTH INC 0.1%
Value ($000) $279 Shares 4,518 Est. Cost $55.33 Unrealized
PIONEER ENERGY SVCS CORP 0.1%
Value ($000) $275 Shares 126,535 Est. Cost $2.75 Unrealized
OMCL OMNICELL INC 0.1%
Value ($000) $274 Shares 8,822 Est. Cost $29.51 Unrealized 0.0%
ZUMZ ZUMIEZ INC 0.1%
Value ($000) $272 Shares 18,001 Est. Cost $16.20 Unrealized 0.0%
IRDM IRIDIUM COMMUNICATIONS INC 0.1%
Value ($000) $271 Shares 32,180 Est. Cost $8.83 Unrealized -13.7%
STEIN MART INC 0.1%
Value ($000) $271 Shares 40,240 Est. Cost $8.12 Unrealized
DEVRY ED GROUP INC 0.1%
Value ($000) $266 Shares 10,505 Est. Cost $25.32 Unrealized
EAT BRINKER INTL INC 0.1%
Value ($000) $265 Shares 5,532 Est. Cost $40.32 Unrealized 0.0%
AMN AMN HEALTHCARE SERVICES INC 0.1%
Value ($000) $265 Shares 8,527 Est. Cost $29.61 Unrealized 0.0%
WNC WABASH NATL CORP 0.1%
Value ($000) $261 Shares 22,068 Est. Cost $10.88 Unrealized -9.6%
SOTHEBYS 0.1%
Value ($000) $254 Shares 9,848 Est. Cost $25.79 Unrealized
HEALTHSOUTH CORP 0.1%
Value ($000) $253 Shares 7,259 Est. Cost $34.85 Unrealized
HAWAIIAN HOLDINGS INC 0.1%
Value ($000) $249 Shares 7,049 Est. Cost $35.32 Unrealized
SANM SANMINA CORPORATION 0.1%
Value ($000) $248 Shares 12,050 Est. Cost $20.17 Unrealized +10.3%
MOH MOLINA HEALTHCARE INC 0.1%
Value ($000) $247 Shares 4,105 Est. Cost $63.01 Unrealized 0.0%
HIBBETT SPORTS INC 0.1%
Value ($000) $247 Shares 8,169 Est. Cost $30.24 Unrealized
TRGP TARGA RES CORP 0.1%
Value ($000) $246 Shares 9,085 Est. Cost $27.03 Unrealized 0.0%
KSS KOHLS CORP 0.1%
Value ($000) $242 Shares 5,082 Est. Cost $56.24 Unrealized -17.8%
WEB COM GROUP INC 0.1%
Value ($000) $242 Shares 12,089 Est. Cost $21.09 Unrealized
UHS UNIVERSAL HLTH SVCS INC 0.1%
Value ($000) $241 Shares 2,015 Est. Cost $117.13 Unrealized 0.0%
PIER 1 IMPORTS INC 0.1%
Value ($000) $240 Shares 47,105 Est. Cost $5.10 Unrealized
HOG HARLEY DAVIDSON INC 0.0%
Value ($000) $239 Shares 5,274 Est. Cost $49.24 Unrealized 0.0%
HPQ HP INC 0.0%
Value ($000) $237 Shares 20,049 Est. Cost $9.12 Unrealized 0.0%
AMSURG CORP 0.0%
Value ($000) $235 Shares 3,090 Est. Cost $76.05 Unrealized
DAL DELTA AIR LINES INC DEL 0.0%
Value ($000) $234 Shares 4,622 Est. Cost $39.55 Unrealized +10.4%
DKS DICKS SPORTING GOODS INC 0.0%
Value ($000) $233 Shares 6,587 Est. Cost $31.82 Unrealized 0.0%
KEURIG GREEN MTN INC 0.0%
Value ($000) $233 Shares 2,589 Est. Cost $90.00 Unrealized
DSW INC 0.0%
Value ($000) $227 Shares 9,503 Est. Cost $25.10 Unrealized
BIGGQ BIG LOTS INC 0.0%
Value ($000) $226 Shares 5,868 Est. Cost $34.19 Unrealized +0.2%
AARONS INC 0.0%
Value ($000) $225 Shares 10,049 Est. Cost $22.39 Unrealized
MCK MCKESSON CORP 0.0%
Value ($000) $223 Shares 1,130 Est. Cost $174.49 Unrealized 0.0%
CMC COMMERCIAL METALS CO 0.0%
Value ($000) $222 Shares 16,217 Est. Cost $12.08 Unrealized 0.0%
M MACYS INC 0.0%
Value ($000) $222 Shares 6,341 Est. Cost $43.33 Unrealized 0.0%
GME GAMESTOP CORP NEW 0.0%
Value ($000) $221 Shares 7,897 Est. Cost $7.39 Unrealized 0.0%
WCC WESCO INTL INC 0.0%
Value ($000) $221 Shares 5,070 Est. Cost $45.31 Unrealized 0.0%
DDS DILLARDS INC 0.0%
Value ($000) $220 Shares 3,350 Est. Cost $59.94 Unrealized 0.0%
CRUS CIRRUS LOGIC INC 0.0%
Value ($000) $219 Shares 7,413 Est. Cost $30.62 Unrealized +1.5%
TESSERA TECHNOLOGIES INC 0.0%
Value ($000) $219 Shares 7,296 Est. Cost $32.35 Unrealized
TRANSATLANTIC PETROLEUM LTD 0.0%
Value ($000) $209 Shares 150,000 Est. Cost $1.39 Unrealized
ON ON SEMICONDUCTOR CORP 0.0%
Value ($000) $208 Shares 21,204 Est. Cost $10.52 Unrealized 0.0%
TBRG COMPUTER PROGRAMS & SYS INC 0.0%
Value ($000) $207 Shares 4,170 Est. Cost $39.53 Unrealized 0.0%
PTEN PATTERSON UTI ENERGY INC 0.0%
Value ($000) $206 Shares 13,637 Est. Cost $15.38 Unrealized 0.0%
UPBD RENT A CTR INC NEW 0.0%
Value ($000) $203 Shares 13,569 Est. Cost $19.10 Unrealized 0.0%
BUNGE LIMITED 0.0%
Value ($000) $202 Shares 2,954 Est. Cost $73.46 Unrealized
HAIN HAIN CELESTIAL GROUP INC 0.0%
Value ($000) $202 Shares 5,005 Est. Cost $45.35 Unrealized 0.0%
SWKS SKYWORKS SOLUTIONS INC 0.0%
Value ($000) $201 Shares 2,617 Est. Cost $64.91 Unrealized 0.0%
MENTOR GRAPHICS CORP 0.0%
Value ($000) $189 Shares 10,249 Est. Cost $18.44 Unrealized
MDU MDU RES GROUP INC 0.0%
Value ($000) $187 Shares 10,214 Est. Cost $5.10 Unrealized 0.0%
BLMN BLOOMIN BRANDS INC 0.0%
Value ($000) $185 Shares 10,966 Est. Cost $13.49 Unrealized 0.0%
KEY KEYCORP NEW 0.0%
Value ($000) $182 Shares 13,778 Est. Cost $8.67 Unrealized 0.0%
OSUR ORASURE TECHNOLOGIES INC 0.0%
Value ($000) $177 Shares 27,454 Est. Cost $5.31 Unrealized +7.5%
BRIGGS & STRATTON CORP 0.0%
Value ($000) $175 Shares 10,108 Est. Cost $17.31 Unrealized
BIG 5 SPORTING GOODS CORP 0.0%
Value ($000) $170 Shares 17,044 Est. Cost $10.32 Unrealized
RENEWABLE ENERGY GROUP INC 0.0%
Value ($000) $169 Shares 18,219 Est. Cost $8.27 Unrealized
NEOPHOTONICS CORP 0.0%
Value ($000) $168 Shares 15,467 Est. Cost $9.14 Unrealized
TIDEWATER INC 0.0%
Value ($000) $164 Shares 23,510 Est. Cost $6.98 Unrealized
PDFS PDF SOLUTIONS INC 0.0%
Value ($000) $159 Shares 14,690 Est. Cost $10.84 Unrealized 0.0%
AROC ARCHROCK INC 0.0%
Value ($000) $156 Shares 20,763 Est. Cost $8.04 Unrealized 0.0%
RETAILMENOT INC 0.0%
Value ($000) $155 Shares 15,590 Est. Cost $9.94 Unrealized
F FORD MTR CO DEL 0.0%
Value ($000) $155 Shares 10,966 Est. Cost $8.15 Unrealized +2.4%
TBHC KIRKLANDS INC 0.0%
Value ($000) $152 Shares 10,506 Est. Cost $18.97 Unrealized 0.0%
COBALT INTL ENERGY INC 0.0%
Value ($000) $151 Shares 28,014 Est. Cost $6.03 Unrealized
PLAB PHOTRONICS INC 0.0%
Value ($000) $140 Shares 11,248 Est. Cost $8.78 Unrealized +22.4%
BBW BUILD A BEAR WORKSHOP 0.0%
Value ($000) $140 Shares 11,415 Est. Cost $12.42 Unrealized 0.0%
TLYS TILLYS INC 0.0%
Value ($000) $124 Shares 18,698 Est. Cost $5.14 Unrealized -16.5%
ACCO ACCO BRANDS CORP 0.0%
Value ($000) $123 Shares 17,287 Est. Cost $5.38 Unrealized +0.8%
TIVO INC 0.0%
Value ($000) $117 Shares 13,591 Est. Cost $8.61 Unrealized
GIFI GULF ISLAND FABRICATION INC 0.0%
Value ($000) $115 Shares 10,999 Est. Cost $10.54 Unrealized 0.0%
BARRETT BILL CORP 0.0%
Value ($000) $113 Shares 28,816 Est. Cost $3.92 Unrealized
SOUTHWESTERN ENERGY CO 0.0%
Value ($000) $109 Shares 15,343 Est. Cost $7.10 Unrealized
CHESAPEAKE ENERGY CORP 0.0%
Value ($000) $109 Shares 24,321 Est. Cost $4.48 Unrealized
RTI SURGICAL INC 0.0%
Value ($000) $109 Shares 27,369 Est. Cost $3.98 Unrealized
PLAINS GP HLDGS L P 0.0%
Value ($000) $106 Shares 11,200 Est. Cost $9.46 Unrealized
LIONBRIDGE TECHNOLOGIES INC 0.0%
Value ($000) $104 Shares 21,187 Est. Cost $5.53 Unrealized
DATALINK CORP 0.0%
Value ($000) $103 Shares 15,200 Est. Cost $8.20 Unrealized
MTG MGIC INVT CORP WIS 0.0%
Value ($000) $101 Shares 11,461 Est. Cost $9.38 Unrealized 0.0%
BLACK BOX CORP DEL 0.0%
Value ($000) $98 Shares 10,279 Est. Cost $9.53 Unrealized
MERITOR INC 0.0%
Value ($000) $86 Shares 10,305 Est. Cost $10.67 Unrealized
GAIN CAP HLDGS INC 0.0%
Value ($000) $85 Shares 10,540 Est. Cost $8.06 Unrealized
SUPERVALU INC 0.0%
Value ($000) $77 Shares 11,337 Est. Cost $7.11 Unrealized
XCERRA CORP 0.0%
Value ($000) $70 Shares 11,563 Est. Cost $7.39 Unrealized
ARC DOCUMENT SOLUTIONS INC 0.0%
Value ($000) $66 Shares 14,941 Est. Cost $4.42 Unrealized
HOUSTON WIRE & CABLE CO 0.0%
Value ($000) $60 Shares 11,390 Est. Cost $9.94 Unrealized
MCDERMOTT INTL INC 0.0%
Value ($000) $54 Shares 16,126 Est. Cost $3.35 Unrealized
EXTR EXTREME NETWORKS INC 0.0%
Value ($000) $52 Shares 12,799 Est. Cost $3.88 Unrealized 0.0%
HNRG HALLADOR ENERGY COMPANY 0.0%
Value ($000) $47 Shares 10,272 Est. Cost $6.24 Unrealized 0.0%
FAIRMOUNT SANTROL HLDGS INC 0.0%
Value ($000) $40 Shares 16,970 Est. Cost $2.36 Unrealized
KINDER MORGAN INC DEL 0.0%
Value ($000) $25 Shares 420,000 Est. Cost $3.09 Unrealized