GABELLI & Co INVESTMENT ADVISERS, INC. Quant / Systematic

CIK: 0000932724 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 2, 2013

Total Value ($000): $380,158 (98.6% shares, 1.4% debt)

Holdings (123)

NYSE EURONEXT COM 7.9%
Value ($000) $29,873 Shares 721,559 Est. Cost $41.40 Unrealized
GARDNER DENVER INC 6.6%
Value ($000) $25,256 Shares 335,937 Est. Cost $75.18 Unrealized
LIFE TECHNOLOGIES CORP COM 6.2%
Value ($000) $23,410 Shares 316,351 Est. Cost $74.00 Unrealized
EXACTTARGET INC COM 5.4%
Value ($000) $20,573 Shares 610,102 Est. Cost $33.72 Unrealized
LUFKIN INDS INC COM 5.4%
Value ($000) $20,463 Shares 231,300 Est. Cost $88.47 Unrealized
DELL INC 4.8%
Value ($000) $18,250 Shares 1,369,642 Est. Cost $13.32 Unrealized
CNH GLOBAL NV COM 4.6%
Value ($000) $17,604 Shares 422,574 Est. Cost $41.66 Unrealized
BMC SOFTWARE INC COM 4.2%
Value ($000) $15,988 Shares 354,270 Est. Cost $45.13 Unrealized
SPRINT NEXTEL CORP 3.1%
Value ($000) $11,753 Shares 1,674,187 Est. Cost $7.02 Unrealized
BUCKEYE TECHNOLOGIES INC COM 3.0%
Value ($000) $11,547 Shares 311,750 Est. Cost $37.04 Unrealized
NV ENERGY INC COM 2.6%
Value ($000) $9,731 Shares 414,780 Est. Cost $23.46 Unrealized
SMITHFIELD FOODS INC COM 2.5%
Value ($000) $9,513 Shares 290,464 Est. Cost $32.75 Unrealized
INTERMEC INC 2.3%
Value ($000) $8,932 Shares 908,684 Est. Cost $9.83 Unrealized
STEWART ENTERPRISES INC CL A 2.0%
Value ($000) $7,565 Shares 576,598 Est. Cost $13.12 Unrealized
WMS INDS INC COM 1.7%
Value ($000) $6,431 Shares 252,104 Est. Cost $25.51 Unrealized
WARNER CHILCOTT PLC IRELAND SH 1.7%
Value ($000) $6,349 Shares 318,904 Est. Cost $19.91 Unrealized
AMERISTAR CASINOS INC COM 1.6%
Value ($000) $6,262 Shares 238,195 Est. Cost $26.29 Unrealized
HUDSON CITY BANCORP INC COM 1.6%
Value ($000) $6,231 Shares 679,152 Est. Cost $9.17 Unrealized
LEN/B LENNAR B SHARES 1.6%
Value ($000) $5,981 Shares 210,954 Est. Cost $25.59 Unrealized 0.0%
TMUS T-MOBILE US INC 1.6%
Value ($000) $5,917 Shares 238,497 Est. Cost $19.37 Unrealized 0.0%
ASSISTED LIVING CONCPT NEV NEW 1.5%
Value ($000) $5,692 Shares 475,924 Est. Cost $11.96 Unrealized
COOPER TIRE & RUBBER CO 1.5%
Value ($000) $5,691 Shares 171,556 Est. Cost $33.17 Unrealized
NETSPEND HLDGS INC COM 1.3%
Value ($000) $4,979 Shares 311,554 Est. Cost $15.98 Unrealized
VANGUARD HEALTH SYS INC COM 1.3%
Value ($000) $4,953 Shares 238,800 Est. Cost $20.74 Unrealized
POWER-ONE INC 1.0%
Value ($000) $3,769 Shares 596,432 Est. Cost $6.32 Unrealized
ELAN PLC ADR 0.9%
Value ($000) $3,454 Shares 244,304 Est. Cost $14.14 Unrealized
WFC WELLS FARGO & CO NEW 0.9%
Value ($000) $3,374 Shares 81,743 Est. Cost $27.36 Unrealized 0.0%
DISCOVERY COMMS NEW SER C 0.9%
Value ($000) $3,307 Shares 47,400 Est. Cost $69.77 Unrealized
MORGANS HOTEL GROUP CO COM 0.8%
Value ($000) $2,998 Shares 372,010 Est. Cost $8.06 Unrealized
BELO CORP 0.7%
Value ($000) $2,659 Shares 190,600 Est. Cost $13.95 Unrealized
RUE21 INC COM 0.7%
Value ($000) $2,588 Shares 62,200 Est. Cost $41.61 Unrealized
TRUE RELIGION APPAREL INC COM 0.7%
Value ($000) $2,507 Shares 79,177 Est. Cost $31.66 Unrealized
KEYNOTE SYS INC 0.6%
Value ($000) $2,405 Shares 121,695 Est. Cost $19.76 Unrealized
CIE 2.625% 12/01/19 0.6%
Value ($000) $2,387 Shares 2,250,000 Est. Cost $1.06 Unrealized
NATIONAL FINL PARTNERS CORP CO 0.6%
Value ($000) $2,382 Shares 94,125 Est. Cost $25.31 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC CL 0.6%
Value ($000) $2,368 Shares 6,500 Est. Cost $7.17 Unrealized 0.0%
COMMONWEALTH REIT COM SH BEN I 0.6%
Value ($000) $2,238 Shares 96,814 Est. Cost $23.12 Unrealized
FCX FREEPORT MCMORAN COPPER&GOLD C 0.5%
Value ($000) $2,059 Shares 74,575 Est. Cost $24.45 Unrealized 0.0%
FERRO CORP 0.5%
Value ($000) $1,816 Shares 261,266 Est. Cost $6.95 Unrealized
COMPUWARE CORP COM 0.4%
Value ($000) $1,685 Shares 162,956 Est. Cost $10.34 Unrealized
SANOFI-AVENTIS-CVR 0.4%
Value ($000) $1,639 Shares 862,576 Est. Cost $1.90 Unrealized
OFFICEMAX INC 0.4%
Value ($000) $1,507 Shares 147,300 Est. Cost $10.23 Unrealized
MONSTER WORLDWIDE INC COM 0.4%
Value ($000) $1,469 Shares 299,166 Est. Cost $4.91 Unrealized
LENDER PROCESSING SVCS INC COM 0.4%
Value ($000) $1,462 Shares 45,200 Est. Cost $32.35 Unrealized
COMVERSE INC COM 0.4%
Value ($000) $1,457 Shares 49,115 Est. Cost $29.67 Unrealized
BAC BANK OF AMERICA 0.4%
Value ($000) $1,398 Shares 108,729 Est. Cost $10.03 Unrealized 0.0%
AMG 3.95% 08/15/38 0.4%
Value ($000) $1,384 Shares 1,075,000 Est. Cost $1.29 Unrealized
BIOTA HOLDINGS LTD 0.4%
Value ($000) $1,369 Shares 396,677 Est. Cost $3.45 Unrealized
LIBERTY GLOBAL PLC SHS CL C 0.4%
Value ($000) $1,356 Shares 19,973 Est. Cost $67.89 Unrealized
CLEARWIRE CORP-CLASS A 0.4%
Value ($000) $1,352 Shares 270,656 Est. Cost $5.00 Unrealized
MPG OFFICE TR INC COM 0.3%
Value ($000) $1,322 Shares 421,127 Est. Cost $3.14 Unrealized
STERLING BANCORP COM 0.3%
Value ($000) $1,164 Shares 100,199 Est. Cost $11.62 Unrealized
SPWRA 4 1/2 03/15 0.3%
Value ($000) $1,160 Shares 1,000,000 Est. Cost $1.16 Unrealized
AMERICAN GREETINGS CORP CL A 0.3%
Value ($000) $1,030 Shares 56,530 Est. Cost $18.22 Unrealized
STEC INC COM 0.3%
Value ($000) $1,025 Shares 152,513 Est. Cost $6.72 Unrealized
MAXYGEN INC COM 0.3%
Value ($000) $1,019 Shares 410,818 Est. Cost $2.48 Unrealized
ORIENT-EXPRESS HOTELS LTD COM 0.3%
Value ($000) $1,015 Shares 83,488 Est. Cost $12.16 Unrealized
WEATHERFORD INTERNATIONAL LTD 0.3%
Value ($000) $1,012 Shares 73,900 Est. Cost $13.69 Unrealized
SAFEWAY INC COM NEW 0.3%
Value ($000) $1,008 Shares 42,600 Est. Cost $23.66 Unrealized
SOUNDBITE COMMUNICATIONS INCCO 0.3%
Value ($000) $1,005 Shares 201,400 Est. Cost $4.99 Unrealized
GRFS GRIFOLS SA SP ADR REP B NVT 0.3%
Value ($000) $954 Shares 33,511 Est. Cost $28.47 Unrealized
ACTIVISION BLIZZARD,INC 0.2%
Value ($000) $911 Shares 63,900 Est. Cost $14.26 Unrealized
ARBITRON INC COM 0.2%
Value ($000) $890 Shares 19,161 Est. Cost $46.45 Unrealized
VERINT SYS INC 0.2%
Value ($000) $860 Shares 24,258 Est. Cost $35.45 Unrealized
PLX TECHNOLOGY INC COM 0.2%
Value ($000) $817 Shares 171,555 Est. Cost $4.76 Unrealized
PROLOR BIOTECH INC COM 0.2%
Value ($000) $789 Shares 125,400 Est. Cost $6.29 Unrealized
CINCINNATI BELL 0.2%
Value ($000) $775 Shares 253,176 Est. Cost $3.06 Unrealized
PEP BOYS MANNY MOE & JACK 0.2%
Value ($000) $728 Shares 62,910 Est. Cost $11.57 Unrealized
RANDGOLD RES LTD ADR 0.2%
Value ($000) $723 Shares 11,300 Est. Cost $63.98 Unrealized
FEDERAL MOGUL CORP CL A 0.2%
Value ($000) $715 Shares 70,033 Est. Cost $10.21 Unrealized
PRIMUS TELECOMMUNICATIONS GR 0.2%
Value ($000) $673 Shares 56,349 Est. Cost $11.94 Unrealized
CAPLEASE INC COM 0.2%
Value ($000) $628 Shares 74,400 Est. Cost $8.44 Unrealized
ENERGY TRANSFER PARTNERS L PUN 0.2%
Value ($000) $620 Shares 12,274 Est. Cost $50.51 Unrealized
SMITH & WESSON HLDG CORP COM 0.2%
Value ($000) $612 Shares 61,317 Est. Cost $9.98 Unrealized
ETN EATON CORP PLC SHS 0.2%
Value ($000) $579 Shares 8,800 Est. Cost $46.59 Unrealized 0.0%
LIBERTY VENTURES SER A 0.1%
Value ($000) $550 Shares 6,469 Est. Cost $85.02 Unrealized
MARKET LEADER INC COM 0.1%
Value ($000) $494 Shares 46,200 Est. Cost $10.69 Unrealized
VIACOM INC NEW CL A 0.1%
Value ($000) $465 Shares 6,800 Est. Cost $68.38 Unrealized
TDS TELEPHONE & DATA SYS 0.1%
Value ($000) $444 Shares 18,018 Est. Cost $22.54 Unrealized 0.0%
PACTERA TECHNOLOGY INTL LTD SP 0.1%
Value ($000) $441 Shares 65,300 Est. Cost $6.75 Unrealized
CBS CORP CLASS A 0.1%
Value ($000) $439 Shares 9,000 Est. Cost $48.78 Unrealized
EBIX INC COM NEW 0.1%
Value ($000) $422 Shares 45,610 Est. Cost $9.25 Unrealized
PEABODY ENERGY CORP COM 0.1%
Value ($000) $417 Shares 28,500 Est. Cost $14.63 Unrealized
UNIVERSAL AMERICAN CORP 0.1%
Value ($000) $411 Shares 46,186 Est. Cost $8.90 Unrealized
MDRX ALLSCRIPTS HEALTHCARE SOLUTICO 0.1%
Value ($000) $410 Shares 31,700 Est. Cost $13.40 Unrealized 0.0%
HARRIS TEETER SUPERMARKETS ICO 0.1%
Value ($000) $370 Shares 7,900 Est. Cost $46.84 Unrealized
FISHER COMMUNICATIONS INC 0.1%
Value ($000) $353 Shares 8,600 Est. Cost $41.05 Unrealized
NFG NATIONAL FUEL GAS CO N J COM 0.1%
Value ($000) $342 Shares 5,900 Est. Cost $60.82 Unrealized 0.0%
CABLEVISION SYS NY GROUP A 0.1%
Value ($000) $336 Shares 20,000 Est. Cost $16.80 Unrealized
YAHOO INC. 0.1%
Value ($000) $327 Shares 13,000 Est. Cost $25.15 Unrealized
PROSHARES TRUST PSHS ULSHT SP5 0.1%
Value ($000) $327 Shares 8,000 Est. Cost $40.88 Unrealized
BK BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $309 Shares 11,000 Est. Cost $21.22 Unrealized 0.0%
SUNEDISON INC 0.1%
Value ($000) $286 Shares 35,000 Est. Cost $8.17 Unrealized
SNYDERS LANCE INC COM 0.1%
Value ($000) $284 Shares 10,000 Est. Cost $28.40 Unrealized
WILLBROS GROUP INC DEL COM 0.1%
Value ($000) $276 Shares 44,913 Est. Cost $6.15 Unrealized
MCP 6.000% 09/01/17 0.1%
Value ($000) $272 Shares 375,000 Est. Cost $0.73 Unrealized
GLW CORNING INC 0.1%
Value ($000) $270 Shares 19,000 Est. Cost $10.49 Unrealized 0.0%
FLOTEK INDS INC DEL COM 0.1%
Value ($000) $269 Shares 15,000 Est. Cost $17.93 Unrealized
AXP AMERICAN EXPRESS CO 0.1%
Value ($000) $262 Shares 3,500 Est. Cost $59.62 Unrealized 0.0%
MOLYCORP INC DEL COM 0.1%
Value ($000) $257 Shares 41,400 Est. Cost $6.21 Unrealized
VODAFONE GROUP ADR 0.1%
Value ($000) $253 Shares 8,800 Est. Cost $28.75 Unrealized
SANDRIDGE ENERGY INC COM 0.1%
Value ($000) $250 Shares 52,500 Est. Cost $4.76 Unrealized
MET PRO CORP COM 0.1%
Value ($000) $249 Shares 18,500 Est. Cost $13.46 Unrealized
GBX GREENBRIER COS INC 0.1%
Value ($000) $244 Shares 10,000 Est. Cost $17.07 Unrealized 0.0%
TXN TEXAS INSTRUMENTS INC 0.1%
Value ($000) $244 Shares 7,000 Est. Cost $25.31 Unrealized 0.0%
CHICAGO BRIDGE & IRON 0.1%
Value ($000) $239 Shares 4,000 Est. Cost $59.75 Unrealized
BDX BECTON DICKINSON & CO COM 0.1%
Value ($000) $237 Shares 2,400 Est. Cost $78.11 Unrealized 0.0%
EMULEX CORP COM NEW 0.1%
Value ($000) $226 Shares 34,600 Est. Cost $6.53 Unrealized
POST POST HOLDINGS INC 0.1%
Value ($000) $218 Shares 5,000 Est. Cost $28.77 Unrealized 0.0%
ECPG ENCORE CAP GROUP INC COM 0.1%
Value ($000) $208 Shares 6,281 Est. Cost $31.92 Unrealized 0.0%
MWA MUELLER WATER PRODUCTS INC 0.0%
Value ($000) $173 Shares 25,000 Est. Cost $5.51 Unrealized 0.0%
CORT CORCEPT THERAPEUTICS INC OC-CO 0.0%
Value ($000) $173 Shares 100,000 Est. Cost $1.80 Unrealized 0.0%
VIRGINIA COMM BANCORP INC COM 0.0%
Value ($000) $160 Shares 11,439 Est. Cost $13.99 Unrealized
BASIC ENERGY SVCS INC NEW COM 0.0%
Value ($000) $151 Shares 12,500 Est. Cost $12.08 Unrealized
NII HLDGS INC CL B NEW 0.0%
Value ($000) $120 Shares 18,000 Est. Cost $6.67 Unrealized
CLEAR CHANNEL OUTDOOR HLDGS CL 0.0%
Value ($000) $104 Shares 14,000 Est. Cost $7.43 Unrealized
ADCARE HEALTH SYSTEMS INC 0.0%
Value ($000) $96 Shares 20,000 Est. Cost $4.80 Unrealized
DIGITAL GENERATION INC 0.0%
Value ($000) $94 Shares 12,700 Est. Cost $7.40 Unrealized
NEO NEOGENOMICS INC COM NEW 0.0%
Value ($000) $80 Shares 20,000 Est. Cost $3.81 Unrealized 0.0%
NUVERRA ENVIRONMENTAL SOLUTION 0.0%
Value ($000) $73 Shares 25,000 Est. Cost $2.92 Unrealized
WRIGHT MEDICAL GROUP INC-CVR 0.0%
Value ($000) $69 Shares 25,569 Est. Cost $2.70 Unrealized
KEY ENERGY SVCS INC COM 0.0%
Value ($000) $64 Shares 10,800 Est. Cost $5.93 Unrealized
LEXICON PHARMACEUTICALS INC 0.0%
Value ($000) $33 Shares 15,000 Est. Cost $2.20 Unrealized