Petrus Trust Company, LTA Quant / Systematic

CIK: 0001473429 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $429,687 (99.3% shares, 0.7% debt)

Holdings (172)

AZO AUTOZONE INC 4.6%
Value ($000) $19,881 Shares 34,850 Est. Cost $369.50 Unrealized +76.2%
ALTABA INC 4.0%
Value ($000) $17,123 Shares 314,302 Est. Cost $54.48 Unrealized
KMI KINDER MORGAN INC DEL 3.8%
Value ($000) $16,399 Shares 855,929 Est. Cost $24.50 Unrealized -49.1%
CVS CVS HEALTH CORP 3.7%
Value ($000) $16,060 Shares 199,602 Est. Cost $60.56 Unrealized -0.4%
JNJ JOHNSON & JOHNSON 3.6%
Value ($000) $15,339 Shares 115,953 Est. Cost $70.10 Unrealized +43.2%
EXPRESS SCRIPTS HLDG CO 3.5%
Value ($000) $15,059 Shares 235,884 Est. Cost $57.79 Unrealized
TJX TJX COS INC NEW 3.2%
Value ($000) $13,770 Shares 190,800 Est. Cost $38.91 Unrealized -14.2%
HILL INTERNATIONAL INC 3.1%
Value ($000) $13,456 Shares 2,587,768 Est. Cost $3.95 Unrealized
TRUP TRUPANION INC 3.1%
Value ($000) $13,428 Shares 600,000 Est. Cost $9.26 Unrealized +94.8%
CTSH COGNIZANT TECHNOLOGY SOLUTIO 2.9%
Value ($000) $12,430 Shares 187,200 Est. Cost $51.09 Unrealized +10.4%
CHKP CHECK POINT SOFTWARE TECH LT 2.7%
Value ($000) $11,726 Shares 107,500 Est. Cost $48.57 Unrealized +122.4%
FLEETCOR TECHNOLOGIES INC 2.6%
Value ($000) $11,340 Shares 78,640 Est. Cost $144.20 Unrealized
ALLERGAN PLC 2.6%
Value ($000) $11,001 Shares 45,255 Est. Cost $212.23 Unrealized
SYMANTEC CORP 2.5%
Value ($000) $10,684 Shares 378,200 Est. Cost $19.01 Unrealized
SERVICEMASTER GLOBAL HLDGS I 2.4%
Value ($000) $10,188 Shares 259,958 Est. Cost $34.34 Unrealized
AR ANTERO RES CORP 2.4%
Value ($000) $10,155 Shares 469,920 Est. Cost $30.34 Unrealized -29.3%
LE LANDS END INC NEW 2.3%
Value ($000) $10,051 Shares 674,567 Est. Cost $28.48 Unrealized -33.1%
EBAY EBAY INC 2.2%
Value ($000) $9,603 Shares 275,000 Est. Cost $30.90 Unrealized -1.5%
CRI CARTER INC 2.2%
Value ($000) $9,385 Shares 105,508 Est. Cost $68.87 Unrealized +0.1%
LCUT LIFETIME BRANDS INC 1.9%
Value ($000) $8,341 Shares 459,557 Est. Cost $11.70 Unrealized +34.8%
BLACKHAWK NETWORK HLDGS INC 1.8%
Value ($000) $7,730 Shares 177,298 Est. Cost $26.83 Unrealized
MONSANTO CO NEW 1.7%
Value ($000) $7,102 Shares 60,000 Est. Cost $113.20 Unrealized
BED BATH & BEYOND INC 1.5%
Value ($000) $6,460 Shares 212,515 Est. Cost $52.00 Unrealized
FMC F M C CORP 1.4%
Value ($000) $6,207 Shares 84,971 Est. Cost $35.82 Unrealized +45.4%
MMM 3M CO 1.3%
Value ($000) $5,520 Shares 26,513 Est. Cost $95.18 Unrealized +31.0%
UNILEVER N V 1.3%
Value ($000) $5,411 Shares 97,907 Est. Cost $41.44 Unrealized
HSN INC 1.2%
Value ($000) $5,322 Shares 166,835 Est. Cost $31.90 Unrealized
ADP AUTOMATIC DATA PROCESSING IN 1.2%
Value ($000) $5,147 Shares 50,234 Est. Cost $58.33 Unrealized +44.4%
MCD MCDONALDS CORP 1.2%
Value ($000) $5,145 Shares 33,591 Est. Cost $85.60 Unrealized +37.7%
CTRA CABOT OIL & GAS CORP 1.2%
Value ($000) $5,047 Shares 201,234 Est. Cost $16.63 Unrealized +3.8%
WMT WAL-MART STORES INC 1.2%
Value ($000) $5,004 Shares 66,126 Est. Cost $41.77 Unrealized -47.3%
PEP PEPSICO INC 1.2%
Value ($000) $4,987 Shares 43,180 Est. Cost $68.42 Unrealized +28.9%
CSCO CISCO SYS INC 1.1%
Value ($000) $4,913 Shares 156,990 Est. Cost $18.72 Unrealized +33.8%
KO COCA COLA CO 1.1%
Value ($000) $4,907 Shares 109,409 Est. Cost $34.01 Unrealized -1.0%
CLX CLOROX CO DEL 1.1%
Value ($000) $4,888 Shares 36,684 Est. Cost $76.09 Unrealized +38.5%
CL COLGATE PALMOLIVE CO 1.1%
Value ($000) $4,859 Shares 65,552 Est. Cost $72.82 Unrealized -16.7%
PG PROCTER AND GAMBLE CO 1.1%
Value ($000) $4,855 Shares 55,711 Est. Cost $65.41 Unrealized +7.2%
QCOM QUALCOMM INC 1.1%
Value ($000) $4,519 Shares 81,835 Est. Cost $43.62 Unrealized +1.4%
INTC INTEL CORP 1.0%
Value ($000) $4,404 Shares 130,538 Est. Cost $20.83 Unrealized +41.9%
R1 RCM INC 0.9%
Value ($000) $3,730 Shares 994,608 Est. Cost $3.09 Unrealized
GIS GENERAL MLS INC 0.9%
Value ($000) $3,722 Shares 67,201 Est. Cost $39.67 Unrealized +5.9%
KELLOGG CO 0.9%
Value ($000) $3,699 Shares 53,249 Est. Cost $54.04 Unrealized -9.1%
RDWR RADWARE LTD 0.8%
Value ($000) $3,476 Shares 198,155 Est. Cost $15.57 Unrealized +9.1%
AEO AMERICAN EAGLE OUTFITTERS NE 0.7%
Value ($000) $3,141 Shares 260,643 Est. Cost $10.11 Unrealized -1.6%
COBALT INTL ENERGY INC 0.7%
Value ($000) $2,933 Shares 11,500,000 Est. Cost $0.63 Unrealized
FIRST DATA CORP NEW 0.7%
Value ($000) $2,840 Shares 156,022 Est. Cost $18.20 Unrealized
ENSCO PLC 0.6%
Value ($000) $2,656 Shares 514,800 Est. Cost $20.72 Unrealized
ELLINGTON FINANCIAL LLC 0.6%
Value ($000) $2,520 Shares 155,450 Est. Cost $22.46 Unrealized
URBN URBAN OUTFITTERS INC 0.6%
Value ($000) $2,503 Shares 135,000 Est. Cost $25.84 Unrealized -20.4%
PAPA MURPHYS HLDGS INC 0.5%
Value ($000) $2,325 Shares 532,142 Est. Cost $9.32 Unrealized
ANTERO MIDSTREAM PARTNERS LP 0.2%
Value ($000) $690 Shares 20,800 Est. Cost $24.54 Unrealized
KR KROGER CO 0.1%
Value ($000) $613 Shares 26,279 Est. Cost $24.84 Unrealized -4.8%
TENNECO INC 0.1%
Value ($000) $608 Shares 10,521 Est. Cost $59.29 Unrealized
CC CHEMOURS CO 0.1%
Value ($000) $597 Shares 15,752 Est. Cost $26.42 Unrealized +9.3%
DCH AMERICAN AXLE & MFG HLDGS IN 0.1%
Value ($000) $590 Shares 37,807 Est. Cost $16.28 Unrealized 0.0%
ABG ASBURY AUTOMOTIVE GROUP INC 0.1%
Value ($000) $537 Shares 9,494 Est. Cost $57.49 Unrealized 0.0%
BIG 5 SPORTING GOODS CORP 0.1%
Value ($000) $536 Shares 41,083 Est. Cost $15.43 Unrealized
STEELCASE INC 0.1%
Value ($000) $517 Shares 36,926 Est. Cost $15.20 Unrealized
HNI HNI CORP 0.1%
Value ($000) $512 Shares 12,853 Est. Cost $45.44 Unrealized -4.0%
ON ON SEMICONDUCTOR CORP 0.1%
Value ($000) $507 Shares 36,117 Est. Cost $14.73 Unrealized +2.0%
RS RELIANCE STEEL & ALUMINUM CO 0.1%
Value ($000) $499 Shares 6,858 Est. Cost $77.85 Unrealized -3.9%
GME GAMESTOP CORP NEW 0.1%
Value ($000) $496 Shares 22,939 Est. Cost $5.77 Unrealized -18.8%
AMN AMN HEALTHCARE SERVICES INC 0.1%
Value ($000) $476 Shares 12,199 Est. Cost $38.82 Unrealized -1.2%
GCO GENESCO INC 0.1%
Value ($000) $474 Shares 13,976 Est. Cost $54.53 Unrealized -18.1%
ACCO ACCO BRANDS CORP 0.1%
Value ($000) $473 Shares 40,638 Est. Cost $7.57 Unrealized +14.6%
KEMET CORP 0.1%
Value ($000) $464 Shares 36,276 Est. Cost $10.70 Unrealized
WNC WABASH NATL CORP 0.1%
Value ($000) $452 Shares 20,585 Est. Cost $13.16 Unrealized +34.4%
BIGGQ BIG LOTS INC 0.1%
Value ($000) $445 Shares 9,222 Est. Cost $39.92 Unrealized -3.4%
SUCAMPO PHARMACEUTICALS INC 0.1%
Value ($000) $443 Shares 42,145 Est. Cost $11.28 Unrealized
HUBG HUB GROUP INC 0.1%
Value ($000) $442 Shares 11,529 Est. Cost $19.06 Unrealized 0.0%
NATUS MEDICAL INC DEL 0.1%
Value ($000) $440 Shares 11,791 Est. Cost $34.82 Unrealized
LNTH LANTHEUS HLDGS INC 0.1%
Value ($000) $433 Shares 24,540 Est. Cost $8.93 Unrealized +64.7%
KSS KOHLS CORP 0.1%
Value ($000) $430 Shares 11,108 Est. Cost $40.47 Unrealized -5.3%
TECH DATA CORP 0.1%
Value ($000) $428 Shares 4,237 Est. Cost $101.01 Unrealized
MU MICRON TECHNOLOGY INC 0.1%
Value ($000) $425 Shares 14,223 Est. Cost $28.55 Unrealized 0.0%
FOOT LOCKER INC 0.1%
Value ($000) $414 Shares 8,408 Est. Cost $49.24 Unrealized
TTI TETRA TECHNOLOGIES INC DEL 0.1%
Value ($000) $403 Shares 144,418 Est. Cost $5.76 Unrealized -42.3%
DIAMOND OFFSHORE DRILLING IN 0.1%
Value ($000) $398 Shares 36,782 Est. Cost $10.82 Unrealized
NCI BUILDING SYS INC 0.1%
Value ($000) $395 Shares 23,658 Est. Cost $16.70 Unrealized
WDC WESTERN DIGITAL CORP 0.1%
Value ($000) $385 Shares 4,343 Est. Cost $53.27 Unrealized +12.0%
LAM RESEARCH CORP 0.1%
Value ($000) $385 Shares 2,724 Est. Cost $141.34 Unrealized
EXTERRAN CORP 0.1%
Value ($000) $378 Shares 14,157 Est. Cost $26.70 Unrealized
RSP PERMIAN INC 0.1%
Value ($000) $374 Shares 11,575 Est. Cost $32.31 Unrealized
ENTG ENTEGRIS INC 0.1%
Value ($000) $373 Shares 16,984 Est. Cost $23.10 Unrealized 0.0%
SNA SNAP ON INC 0.1%
Value ($000) $372 Shares 2,354 Est. Cost $131.85 Unrealized 0.0%
FRANCESCAS HLDGS CORP 0.1%
Value ($000) $368 Shares 33,650 Est. Cost $10.94 Unrealized
PAG PENSKE AUTOMOTIVE GRP INC 0.1%
Value ($000) $365 Shares 8,322 Est. Cost $44.07 Unrealized 0.0%
AAOI APPLIED OPTOELECTRONICS INC 0.1%
Value ($000) $363 Shares 5,874 Est. Cost $58.42 Unrealized 0.0%
GPRE GREEN PLAINS INC 0.1%
Value ($000) $354 Shares 17,236 Est. Cost $22.79 Unrealized 0.0%
SEMGROUP CORP 0.1%
Value ($000) $353 Shares 13,084 Est. Cost $26.98 Unrealized
SCVL SHOE CARNIVAL INC 0.1%
Value ($000) $352 Shares 16,844 Est. Cost $11.02 Unrealized 0.0%
CIEN CIENA CORP 0.1%
Value ($000) $349 Shares 13,932 Est. Cost $22.59 Unrealized +6.1%
TAILORED BRANDS INC 0.1%
Value ($000) $345 Shares 30,904 Est. Cost $11.16 Unrealized
CHICOS FAS INC 0.1%
Value ($000) $340 Shares 36,043 Est. Cost $9.43 Unrealized
FAST FASTENAL CO 0.1%
Value ($000) $337 Shares 7,746 Est. Cost $8.97 Unrealized 0.0%
MCK MCKESSON CORP 0.1%
Value ($000) $336 Shares 2,041 Est. Cost $136.79 Unrealized +3.5%
MICHAELS COS INC 0.1%
Value ($000) $334 Shares 18,031 Est. Cost $21.00 Unrealized
OFFICE DEPOT INC 0.1%
Value ($000) $329 Shares 58,282 Est. Cost $5.38 Unrealized
PLCE CHILDRENS PL INC 0.1%
Value ($000) $326 Shares 3,193 Est. Cost $109.75 Unrealized 0.0%
MKSI MKS INSTRUMENT INC 0.1%
Value ($000) $324 Shares 4,821 Est. Cost $70.74 Unrealized 0.0%
RICK RCI HOSPITALITY HLDGS INC 0.1%
Value ($000) $323 Shares 13,545 Est. Cost $13.11 Unrealized +50.1%
TRINSEO S A 0.1%
Value ($000) $323 Shares 4,707 Est. Cost $68.62 Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $319 Shares 9,985 Est. Cost $25.86 Unrealized 0.0%
SOUTHWESTERN ENERGY CO 0.1%
Value ($000) $317 Shares 52,192 Est. Cost $11.27 Unrealized
FINISAR CORP 0.1%
Value ($000) $311 Shares 11,965 Est. Cost $25.99 Unrealized
EVR EVERCORE PARTNERS INC 0.1%
Value ($000) $309 Shares 4,387 Est. Cost $60.28 Unrealized 0.0%
NEWFIELD EXPL CO 0.1%
Value ($000) $306 Shares 10,739 Est. Cost $28.49 Unrealized
CVGI COMMERCIAL VEH GROUP INC 0.1%
Value ($000) $305 Shares 36,084 Est. Cost $8.16 Unrealized 0.0%
ROCK GIBRALTAR INDS INC 0.1%
Value ($000) $305 Shares 8,562 Est. Cost $35.29 Unrealized 0.0%
ACETO CORP 0.1%
Value ($000) $299 Shares 19,350 Est. Cost $18.33 Unrealized
CRS CARPENTER TECHNOLOGY CORP 0.1%
Value ($000) $298 Shares 7,970 Est. Cost $31.90 Unrealized 0.0%
COHERENT INC 0.1%
Value ($000) $292 Shares 1,300 Est. Cost $224.62 Unrealized
DIOD DIODES INC 0.1%
Value ($000) $291 Shares 12,094 Est. Cost $24.71 Unrealized 0.0%
CBT CABOT CORP 0.1%
Value ($000) $290 Shares 5,431 Est. Cost $44.37 Unrealized 0.0%
ARCB ARCBEST CORP 0.1%
Value ($000) $289 Shares 14,047 Est. Cost $25.42 Unrealized -20.0%
EBIX INC 0.1%
Value ($000) $286 Shares 5,303 Est. Cost $53.93 Unrealized
LAD LITHIA MTRS INC 0.1%
Value ($000) $283 Shares 3,004 Est. Cost $96.95 Unrealized -6.8%
SUPN SUPERNUS PHARMACEUTICALS INC 0.1%
Value ($000) $279 Shares 6,470 Est. Cost $20.05 Unrealized +77.5%
ITT ITT INC 0.1%
Value ($000) $276 Shares 6,861 Est. Cost $41.08 Unrealized -2.9%
ADM ARCHER DANIELS MIDLAND CO 0.1%
Value ($000) $276 Shares 6,669 Est. Cost $33.24 Unrealized 0.0%
LHC GROUP INC 0.1%
Value ($000) $276 Shares 4,060 Est. Cost $53.94 Unrealized
TDS TELEPHONE & DATA SYS INC 0.1%
Value ($000) $274 Shares 9,888 Est. Cost $27.48 Unrealized 0.0%
ADUS ADDUS HOMECARE CORP 0.1%
Value ($000) $272 Shares 7,321 Est. Cost $33.82 Unrealized +6.3%
ENSG ENSIGN GROUP INC 0.1%
Value ($000) $268 Shares 12,319 Est. Cost $18.28 Unrealized -3.5%
SPARTANNASH CO 0.1%
Value ($000) $267 Shares 10,286 Est. Cost $25.96 Unrealized
AK STL HLDG CORP 0.1%
Value ($000) $267 Shares 40,655 Est. Cost $6.57 Unrealized
EAT BRINKER INTL INC 0.1%
Value ($000) $265 Shares 6,949 Est. Cost $43.62 Unrealized -14.7%
PCM INC 0.1%
Value ($000) $256 Shares 13,664 Est. Cost $21.41 Unrealized
AVD AMERICAN VANGUARD CORP 0.1%
Value ($000) $255 Shares 14,792 Est. Cost $15.98 Unrealized +3.7%
KNOLL INC 0.1%
Value ($000) $243 Shares 12,128 Est. Cost $20.04 Unrealized
CSGS CSG SYS INTL INC 0.1%
Value ($000) $242 Shares 5,952 Est. Cost $35.40 Unrealized -7.3%
PBF PBF ENERGY INC 0.1%
Value ($000) $238 Shares 10,709 Est. Cost $21.47 Unrealized 0.0%
CATALENT INC 0.1%
Value ($000) $237 Shares 6,759 Est. Cost $35.06 Unrealized
COLFAX CORP 0.1%
Value ($000) $236 Shares 5,982 Est. Cost $39.45 Unrealized
RENEWABLE ENERGY GROUP INC 0.1%
Value ($000) $234 Shares 18,032 Est. Cost $10.47 Unrealized
BRIGGS & STRATTON CORP 0.1%
Value ($000) $234 Shares 9,721 Est. Cost $19.53 Unrealized
VYX NCR CORP NEW 0.1%
Value ($000) $233 Shares 5,693 Est. Cost $25.38 Unrealized 0.0%
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $230 Shares 6,411 Est. Cost $29.67 Unrealized -2.4%
MLKN MILLER HERMAN INC 0.1%
Value ($000) $229 Shares 7,541 Est. Cost $24.79 Unrealized +3.4%
MOH MOLINA HEALTHCARE INC 0.1%
Value ($000) $226 Shares 3,267 Est. Cost $52.34 Unrealized +17.2%
IDCC INTERDIGITAL INC 0.1%
Value ($000) $226 Shares 2,920 Est. Cost $83.80 Unrealized 0.0%
PLATFORM SPECIALTY PRODS COR 0.1%
Value ($000) $222 Shares 17,484 Est. Cost $12.70 Unrealized
MARATHON OIL CORP 0.1%
Value ($000) $221 Shares 18,636 Est. Cost $11.86 Unrealized
URI UNITED RENTALS INC 0.1%
Value ($000) $216 Shares 1,918 Est. Cost $108.13 Unrealized 0.0%
R RYDER SYS INC 0.0%
Value ($000) $214 Shares 2,979 Est. Cost $69.22 Unrealized 0.0%
KLAC KLA-TENCOR CORP 0.0%
Value ($000) $214 Shares 2,336 Est. Cost $86.97 Unrealized 0.0%
PKOH PARK OHIO HLDGS CORP 0.0%
Value ($000) $211 Shares 5,550 Est. Cost $34.56 Unrealized -8.9%
HEALTHSOUTH CORP 0.0%
Value ($000) $210 Shares 4,334 Est. Cost $48.45 Unrealized
GBX GREENBRIER COS INC 0.0%
Value ($000) $210 Shares 4,543 Est. Cost $25.22 Unrealized +40.6%
LAREDO PETROLEUM INC 0.0%
Value ($000) $210 Shares 19,945 Est. Cost $13.60 Unrealized
APOG APOGEE ENTERPRISES INC 0.0%
Value ($000) $208 Shares 3,662 Est. Cost $45.73 Unrealized 0.0%
LIBBEY INC 0.0%
Value ($000) $207 Shares 25,643 Est. Cost $16.39 Unrealized
ARRIS INTL INC 0.0%
Value ($000) $205 Shares 7,312 Est. Cost $26.46 Unrealized
JUNIPER NETWORKS INC 0.0%
Value ($000) $204 Shares 7,335 Est. Cost $27.81 Unrealized
CARDTRONICS PLC 0.0%
Value ($000) $203 Shares 6,191 Est. Cost $46.59 Unrealized
REALOGY HLDGS CORP 0.0%
Value ($000) $202 Shares 6,228 Est. Cost $32.43 Unrealized
DVA DAVITA INC 0.0%
Value ($000) $202 Shares 3,116 Est. Cost $66.20 Unrealized 0.0%
TTMI TTM TECHNOLOGIES INC 0.0%
Value ($000) $188 Shares 10,854 Est. Cost $16.78 Unrealized 0.0%
TRANSATLANTIC PETROLEUM LTD 0.0%
Value ($000) $180 Shares 150,000 Est. Cost $1.39 Unrealized
MDRX ALLSCRIPTS HEALTHCARE SOLUTN 0.0%
Value ($000) $178 Shares 13,987 Est. Cost $12.54 Unrealized -3.1%
MERIDIAN BIOSCIENCE INC 0.0%
Value ($000) $178 Shares 11,302 Est. Cost $15.75 Unrealized
BARNES & NOBLE INC 0.0%
Value ($000) $168 Shares 22,086 Est. Cost $9.77 Unrealized
PLANET PAYMENT INC 0.0%
Value ($000) $155 Shares 46,997 Est. Cost $3.90 Unrealized
CCRN CROSS CTRY HEALTHCARE INC 0.0%
Value ($000) $148 Shares 11,499 Est. Cost $14.72 Unrealized -12.5%
DAKT DAKTRONICS INC 0.0%
Value ($000) $148 Shares 15,379 Est. Cost $8.52 Unrealized +0.7%
TBHC KIRKLANDS INC 0.0%
Value ($000) $148 Shares 14,436 Est. Cost $12.56 Unrealized -14.9%
RMBS RAMBUS INC DEL 0.0%
Value ($000) $138 Shares 12,066 Est. Cost $12.28 Unrealized 0.0%
INNERWORKINGS INC 0.0%
Value ($000) $130 Shares 11,192 Est. Cost $11.62 Unrealized
AES AES CORP 0.0%
Value ($000) $121 Shares 10,873 Est. Cost $8.38 Unrealized 0.0%
AVID TECHNOLOGY INC 0.0%
Value ($000) $105 Shares 20,043 Est. Cost $5.24 Unrealized
LYTS LSI INDS INC 0.0%
Value ($000) $94 Shares 10,340 Est. Cost $9.06 Unrealized 0.0%
RVSB RIVERVIEW BANCORP INC 0.0%
Value ($000) $94 Shares 14,231 Est. Cost $5.49 Unrealized 0.0%