GABELLI & Co INVESTMENT ADVISERS, INC. Quant / Systematic

CIK: 0000932724 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 16, 2014

Total Value ($000): $367,573 (99.2% shares, 0.8% debt)

Holdings (126)

— BEAM INC COM 10.1%
Value ($000) $37,013 Shares 444,330 Est. Cost $83.30 Unrealized —
— FOREST LABS INC COM 7.1%
Value ($000) $25,983 Shares 281,600 Est. Cost $92.27 Unrealized —
— LSI LOGIC CORP COM 5.8%
Value ($000) $21,390 Shares 1,932,229 Est. Cost $11.05 Unrealized —
OMC OMNICOM GROUP COM 5.2%
Value ($000) $19,037 Shares 262,215 Est. Cost $45.33 Unrealized +9.7%
— HI-TECH PHARMACAL INC COM 4.9%
Value ($000) $18,130 Shares 418,417 Est. Cost $43.30 Unrealized —
— ARTHROCARE CORP COM 4.3%
Value ($000) $15,986 Shares 331,733 Est. Cost $48.19 Unrealized —
— ATMI INC COM 3.7%
Value ($000) $13,718 Shares 403,353 Est. Cost $34.01 Unrealized —
— JOS A BANK CLOTHIERS INC COM 3.0%
Value ($000) $11,161 Shares 173,579 Est. Cost $64.30 Unrealized —
— TIME WARNER CABLE INC COM 2.6%
Value ($000) $9,602 Shares 69,992 Est. Cost $136.54 Unrealized —
— ACCELRYS INC COM 2.4%
Value ($000) $8,972 Shares 720,063 Est. Cost $12.46 Unrealized —
— HUDSON CITY BANCORP INC COM 2.4%
Value ($000) $8,688 Shares 883,834 Est. Cost $9.21 Unrealized —
MLM MARTIN MARIETTA MTLS INC COM 2.2%
Value ($000) $8,107 Shares 63,160 Est. Cost $104.25 Unrealized 0.0%
— EPL OIL & GAS INC COM 2.0%
Value ($000) $7,253 Shares 187,900 Est. Cost $38.60 Unrealized —
— CAPITALSOURCE INC COM 1.9%
Value ($000) $7,123 Shares 488,225 Est. Cost $13.00 Unrealized —
— COMPUWARE CORP COM 1.7%
Value ($000) $6,330 Shares 602,852 Est. Cost $10.77 Unrealized —
— ZALE CORP NEW 1.6%
Value ($000) $5,862 Shares 280,367 Est. Cost $20.91 Unrealized —
— UNS ENERGY CORPORATION COM 1.6%
Value ($000) $5,760 Shares 95,947 Est. Cost $59.86 Unrealized —
— RDA MICROELECTRONICS INC SPONS 1.5%
Value ($000) $5,621 Shares 313,502 Est. Cost $17.88 Unrealized —
— SAFEWAY INC COM NEW 1.4%
Value ($000) $5,271 Shares 142,700 Est. Cost $36.94 Unrealized —
— EMERITUS CORP COM 1.3%
Value ($000) $4,869 Shares 154,865 Est. Cost $31.44 Unrealized —
— SUPERTEX INC COM 1.3%
Value ($000) $4,689 Shares 142,174 Est. Cost $32.98 Unrealized —
GRFS GRIFOLS SA SP ADR REP B NVT 1.3%
Value ($000) $4,634 Shares 112,209 Est. Cost $33.89 Unrealized —
— LIN MEDIA LLC - A 1.1%
Value ($000) $4,216 Shares 159,110 Est. Cost $26.50 Unrealized —
— MORGANS HOTEL GROUP CO COM 1.1%
Value ($000) $4,072 Shares 506,486 Est. Cost $7.99 Unrealized —
WFC WELLS FARGO & CO NEW 1.1%
Value ($000) $4,066 Shares 81,743 Est. Cost $27.36 Unrealized +22.1%
VZ VERIZON COMMUNICATIONS 1.1%
Value ($000) $3,915 Shares 82,302 Est. Cost $25.87 Unrealized 0.0%
CMG CHIPOTLE MEXICAN GRILL INC CL 1.0%
Value ($000) $3,692 Shares 6,500 Est. Cost $7.17 Unrealized +53.7%
— SIRIUS XM HOLDINGS INC 1.0%
Value ($000) $3,689 Shares 1,152,834 Est. Cost $3.20 Unrealized —
— DISCOVERY COMMS NEW SER C 1.0%
Value ($000) $3,653 Shares 47,400 Est. Cost $69.77 Unrealized —
— PHH CORP COM NEW 0.9%
Value ($000) $3,344 Shares 129,400 Est. Cost $24.50 Unrealized —
— FOSTER WHEELER AGR 0.9%
Value ($000) $3,184 Shares 98,225 Est. Cost $32.55 Unrealized —
LEN/B LENNAR B SHARES 0.8%
Value ($000) $3,110 Shares 95,279 Est. Cost $25.59 Unrealized +7.0%
— COOPER TIRE & RUBBER CO 0.8%
Value ($000) $3,070 Shares 126,352 Est. Cost $24.30 Unrealized —
— RIVERBED TECHNOLOGY INC COM 0.8%
Value ($000) $3,037 Shares 154,072 Est. Cost $19.71 Unrealized —
— AUTONAVI HLDGS LTD SPONSORED A 0.8%
Value ($000) $3,023 Shares 150,832 Est. Cost $20.04 Unrealized —
— WEATHERFORD INTERNATIONAL LTD 0.7%
Value ($000) $2,603 Shares 149,969 Est. Cost $14.76 Unrealized —
— AMCOL INTL CORP COM 0.7%
Value ($000) $2,568 Shares 56,094 Est. Cost $45.78 Unrealized —
— NATIONAL INTERSTATE CORP COM 0.7%
Value ($000) $2,513 Shares 93,722 Est. Cost $26.81 Unrealized —
— BOB EVANS FARMS INC COM 0.6%
Value ($000) $2,379 Shares 47,546 Est. Cost $50.09 Unrealized —
— PACER INTL INC TENN COM 0.6%
Value ($000) $2,358 Shares 263,134 Est. Cost $8.96 Unrealized —
ICUI ICU MEDICAL INC 0.6%
Value ($000) $2,097 Shares 35,016 Est. Cost $69.01 Unrealized -10.7%
— CHEMTURA CORP COM NEW 0.6%
Value ($000) $2,073 Shares 81,979 Est. Cost $25.85 Unrealized —
HEI/A HEICO CORP NEW CL A 0.5%
Value ($000) $2,008 Shares 46,266 Est. Cost $18.12 Unrealized +18.8%
— SHANDA GAMES LTD SP ADR REPTG 0.5%
Value ($000) $1,953 Shares 300,898 Est. Cost $6.49 Unrealized —
— BIOTA HOLDINGS LTD 0.5%
Value ($000) $1,907 Shares 312,068 Est. Cost $3.45 Unrealized —
BAC BANK OF AMERICA 0.5%
Value ($000) $1,870 Shares 108,729 Est. Cost $10.03 Unrealized +32.2%
— CABLEVISION SYS NY GROUP A 0.5%
Value ($000) $1,797 Shares 106,500 Est. Cost $17.83 Unrealized —
— RF MICRO DEVICES INC COM 0.4%
Value ($000) $1,578 Shares 200,233 Est. Cost $7.88 Unrealized —
— SPWRA 4 1/2 03/15 0.4%
Value ($000) $1,513 Shares 1,000,000 Est. Cost $1.29 Unrealized —
GHC GRAHAM HOLDINGS CO. 0.4%
Value ($000) $1,478 Shares 2,100 Est. Cost $359.32 Unrealized 0.0%
— ENERGY XXI (BERMUDA) LTD 0.4%
Value ($000) $1,465 Shares 62,140 Est. Cost $23.58 Unrealized —
— INTERNATIONAL GAME TECH 0.4%
Value ($000) $1,454 Shares 103,400 Est. Cost $17.03 Unrealized —
— COMVERSE INC COM 0.4%
Value ($000) $1,439 Shares 41,615 Est. Cost $29.67 Unrealized —
— HERTZ GLOBAL HOLDINGS INC COM 0.4%
Value ($000) $1,311 Shares 49,200 Est. Cost $26.65 Unrealized —
— CHINDEX INTERNATIONAL INC COM 0.3%
Value ($000) $1,275 Shares 66,848 Est. Cost $19.07 Unrealized —
— ASCMA 4 07/15/20 CV 0.3%
Value ($000) $1,257 Shares 1,250,000 Est. Cost $1.07 Unrealized —
— SWS GROUP INC 0.3%
Value ($000) $1,149 Shares 153,631 Est. Cost $7.48 Unrealized —
— PLX TECHNOLOGY INC COM 0.3%
Value ($000) $1,038 Shares 171,555 Est. Cost $4.76 Unrealized —
— HESS CORP 0.3%
Value ($000) $1,036 Shares 12,500 Est. Cost $82.88 Unrealized —
CLDT CHATHAM LODGING TR COM 0.3%
Value ($000) $933 Shares 46,125 Est. Cost $20.44 Unrealized —
— CINCINNATI BELL 0.2%
Value ($000) $889 Shares 256,883 Est. Cost $2.98 Unrealized —
— BROOKFIELD PPTY PARTNERS L PUN 0.2%
Value ($000) $847 Shares 45,270 Est. Cost $18.71 Unrealized —
— ENERGEN CORP COM 0.2%
Value ($000) $819 Shares 10,133 Est. Cost $70.74 Unrealized —
— COMMONWEALTH REIT COM SH BEN I 0.2%
Value ($000) $810 Shares 30,786 Est. Cost $23.12 Unrealized —
— KIMBALL INTL INC CL B 0.2%
Value ($000) $810 Shares 44,706 Est. Cost $18.12 Unrealized —
— OFFICE DEPOT INC 0.2%
Value ($000) $807 Shares 195,461 Est. Cost $4.69 Unrealized —
— PEP BOYS MANNY MOE & JACK 0.2%
Value ($000) $749 Shares 58,866 Est. Cost $11.90 Unrealized —
— UNIVERSAL AMERICAN CORP 0.2%
Value ($000) $666 Shares 94,145 Est. Cost $7.81 Unrealized —
ETN EATON CORP PLC SHS 0.2%
Value ($000) $661 Shares 8,800 Est. Cost $46.59 Unrealized +18.8%
— ENERGY TRANSFER PARTNERS L PUN 0.2%
Value ($000) $660 Shares 12,274 Est. Cost $50.51 Unrealized —
— SCHAWK INC CL A 0.2%
Value ($000) $646 Shares 32,313 Est. Cost $19.99 Unrealized —
— HARVEST NAT RES INC COM 0.2%
Value ($000) $612 Shares 162,792 Est. Cost $5.02 Unrealized —
— LCA-VISION INC COM PAR $.001 0.2%
Value ($000) $596 Shares 111,342 Est. Cost $5.35 Unrealized —
— VIACOM INC NEW CL A 0.2%
Value ($000) $563 Shares 6,600 Est. Cost $68.38 Unrealized —
— LIBERTY VENTURES SER A 0.1%
Value ($000) $543 Shares 4,169 Est. Cost $87.10 Unrealized —
— CUBIST PHARMACEUTICALS CVR 0.1%
Value ($000) $530 Shares 815,317 Est. Cost $1.35 Unrealized —
— CBS CORP CLASS A 0.1%
Value ($000) $520 Shares 8,400 Est. Cost $48.78 Unrealized —
— JONES GROUP INC COM 0.1%
Value ($000) $515 Shares 34,430 Est. Cost $14.96 Unrealized —
— EQUAL ENERGY LTD 0.1%
Value ($000) $482 Shares 105,292 Est. Cost $5.17 Unrealized —
TDS TELEPHONE & DATA SYS 0.1%
Value ($000) $451 Shares 17,218 Est. Cost $22.54 Unrealized +12.9%
— NTS INC NEV COM 0.1%
Value ($000) $449 Shares 232,800 Est. Cost $1.97 Unrealized —
— GOLDCORP INC (US) 0.1%
Value ($000) $438 Shares 17,872 Est. Cost $22.34 Unrealized —
CORT CORCEPT THERAPEUTICS INC OC-CO 0.1%
Value ($000) $436 Shares 100,000 Est. Cost $1.80 Unrealized +94.4%
TMUS T-MOBILE US INC 0.1%
Value ($000) $429 Shares 12,997 Est. Cost $20.23 Unrealized +51.4%
NFG NATIONAL FUEL GAS CO N J COM 0.1%
Value ($000) $413 Shares 5,900 Est. Cost $60.82 Unrealized +20.3%
BK BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $388 Shares 11,000 Est. Cost $21.22 Unrealized +16.7%
GLW CORNING INC 0.1%
Value ($000) $375 Shares 18,000 Est. Cost $10.49 Unrealized +31.8%
AAL AMERICAN AIRLINES GROUP INC 0.1%
Value ($000) $358 Shares 9,789 Est. Cost $32.09 Unrealized 0.0%
TXN TEXAS INSTRUMENTS INC 0.1%
Value ($000) $330 Shares 7,000 Est. Cost $25.31 Unrealized +26.2%
— NORDION INC COM 0.1%
Value ($000) $315 Shares 27,379 Est. Cost $11.51 Unrealized —
AXP AMERICAN EXPRESS CO 0.1%
Value ($000) $315 Shares 3,500 Est. Cost $59.62 Unrealized +26.6%
— TWENTY FIRST CENTY FOX B 0.1%
Value ($000) $311 Shares 10,000 Est. Cost $32.92 Unrealized —
— MARKET VECTORS ETF TR GOLD MIN 0.1%
Value ($000) $310 Shares 13,125 Est. Cost $24.61 Unrealized —
TV GRUPO TELEVISA SA DE CV ADR (B 0.1%
Value ($000) $300 Shares 9,000 Est. Cost $28.25 Unrealized —
— PROSHARES TRUST PSHS ULSHT SP5 0.1%
Value ($000) $284 Shares 10,000 Est. Cost $38.72 Unrealized —
— PEABODY ENERGY CORP COM 0.1%
Value ($000) $283 Shares 17,300 Est. Cost $15.05 Unrealized —
— SNYDERS LANCE INC COM 0.1%
Value ($000) $282 Shares 10,000 Est. Cost $28.40 Unrealized —
— RANDGOLD RES LTD ADR 0.1%
Value ($000) $272 Shares 3,630 Est. Cost $74.93 Unrealized —
NEM NEWMONT MINING CORP HOLDING CO 0.1%
Value ($000) $261 Shares 11,150 Est. Cost $19.74 Unrealized -6.6%
CHE CHEMED CORPORATION 0.1%
Value ($000) $246 Shares 2,750 Est. Cost $67.07 Unrealized +15.1%
IBB ISHARES TR NASDQ BIO INDX 0.1%
Value ($000) $236 Shares 1,000 Est. Cost $236.00 Unrealized —
— EXPRESS SCRIPTS HOLDING COMPAN 0.1%
Value ($000) $225 Shares 3,000 Est. Cost $75.00 Unrealized —
POST POST HOLDINGS INC 0.1%
Value ($000) $220 Shares 4,000 Est. Cost $28.77 Unrealized +24.7%
— COMCAST CORP CL A SPL 0.1%
Value ($000) $219 Shares 4,500 Est. Cost $49.78 Unrealized —
BDX BECTON DICKINSON & CO COM 0.1%
Value ($000) $211 Shares 1,800 Est. Cost $91.42 Unrealized 0.0%
— SNDK 1 1/2 08/17 0.1%
Value ($000) $206 Shares 125,000 Est. Cost $1.65 Unrealized —
— ACTAVIS PLC SHS 0.1%
Value ($000) $206 Shares 1,000 Est. Cost $206.00 Unrealized —
— DEAN FOODS CO NEW COM NEW 0.1%
Value ($000) $201 Shares 13,000 Est. Cost $15.46 Unrealized —
— WILLBROS GROUP INC DEL COM 0.0%
Value ($000) $177 Shares 14,000 Est. Cost $6.15 Unrealized —
— EMULEX CORP COM NEW 0.0%
Value ($000) $171 Shares 23,200 Est. Cost $6.53 Unrealized —
— YONGYE INTL INC COM 0.0%
Value ($000) $153 Shares 22,538 Est. Cost $6.39 Unrealized —
— MOLYCORP INC DEL COM 0.0%
Value ($000) $147 Shares 31,400 Est. Cost $6.21 Unrealized —
— YAMANA GOLD INC COM 0.0%
Value ($000) $132 Shares 14,997 Est. Cost $8.80 Unrealized —
— CLEAR CHANNEL OUTDOOR HLDGS CL 0.0%
Value ($000) $128 Shares 14,000 Est. Cost $7.43 Unrealized —
— TOWER GROUP INTL LTD COM 0.0%
Value ($000) $94 Shares 34,987 Est. Cost $2.69 Unrealized —
— SANOFI-AVENTIS-CVR 0.0%
Value ($000) $88 Shares 284,041 Est. Cost $0.70 Unrealized —
— ELDORADO GOLD CORP NEW COM 0.0%
Value ($000) $88 Shares 15,840 Est. Cost $5.66 Unrealized —
— BIOSCRIP INC 0.0%
Value ($000) $70 Shares 10,000 Est. Cost $7.40 Unrealized —
NEO NEOGENOMICS INC COM NEW 0.0%
Value ($000) $69 Shares 20,000 Est. Cost $3.81 Unrealized -1.8%
— AURICO GOLD INC COM 0.0%
Value ($000) $59 Shares 13,477 Est. Cost $4.38 Unrealized —
BTG B2GOLD CORP COM NPV 0.0%
Value ($000) $43 Shares 14,406 Est. Cost $2.09 Unrealized 0.0%
— ADCARE HEALTH SYSTEMS INC 0.0%
Value ($000) $42 Shares 10,000 Est. Cost $4.80 Unrealized —
— COMMUNITY HEALTH SYSTEMS-CVR 0.0%
Value ($000) $30 Shares 492,630 Est. Cost $0.06 Unrealized —
— LEXICON PHARMACEUTICALS INC 0.0%
Value ($000) $26 Shares 15,000 Est. Cost $2.20 Unrealized —
— WRIGHT MEDICAL GROUP INC-CVR 3 0.0%
Value ($000) $21 Shares 25,569 Est. Cost $2.70 Unrealized —
— NII HLDGS INC CL B NEW 0.0%
Value ($000) $18 Shares 15,500 Est. Cost $6.67 Unrealized —