GABELLI & Co INVESTMENT ADVISERS, INC. Quant / Systematic

CIK: 0000932724 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 6, 2014

Total Value ($000): $463,458 (99.1% shares, 0.9% debt)

Holdings (135)

— FOREST LABS INC COM 8.8%
Value ($000) $40,710 Shares 411,213 Est. Cost $94.39 Unrealized —
— HILLSHIRE BRANDS CO 7.2%
Value ($000) $33,513 Shares 537,925 Est. Cost $62.30 Unrealized —
— PROTECTIVE LIFE CORP COM 5.4%
Value ($000) $24,951 Shares 359,889 Est. Cost $69.33 Unrealized —
— MICROS SYS INC COM 4.4%
Value ($000) $20,357 Shares 299,808 Est. Cost $67.90 Unrealized —
— SAFEWAY INC COM NEW 3.9%
Value ($000) $18,164 Shares 528,952 Est. Cost $35.04 Unrealized —
— HITTITE MICROWAVE CORP COM 3.9%
Value ($000) $18,070 Shares 231,821 Est. Cost $77.95 Unrealized —
— IDENIX PHARMACEUTICALS INC COM 3.0%
Value ($000) $14,086 Shares 584,480 Est. Cost $24.10 Unrealized —
— EMERITUS CORP COM 2.9%
Value ($000) $13,215 Shares 417,540 Est. Cost $31.57 Unrealized —
— TIME WARNER CABLE INC COM 2.8%
Value ($000) $12,755 Shares 86,592 Est. Cost $138.60 Unrealized —
— MEASUREMENT SPECIALTIES INC CO 2.4%
Value ($000) $11,056 Shares 128,457 Est. Cost $86.07 Unrealized —
— NORDION INC COM 2.4%
Value ($000) $10,962 Shares 872,748 Est. Cost $12.53 Unrealized —
— FUSION-IO INC COM 2.3%
Value ($000) $10,428 Shares 922,800 Est. Cost $11.30 Unrealized —
— COVIDIEN LTD 2.2%
Value ($000) $10,117 Shares 112,191 Est. Cost $90.18 Unrealized —
— ALLERGAN INC 2.1%
Value ($000) $9,925 Shares 58,650 Est. Cost $169.22 Unrealized —
— HUDSON CITY BANCORP INC COM 2.1%
Value ($000) $9,743 Shares 991,134 Est. Cost $9.28 Unrealized —
— PLX TECHNOLOGY INC COM 1.7%
Value ($000) $8,102 Shares 1,252,202 Est. Cost $6.24 Unrealized —
— SUSSER HLDGS CORP COM 1.6%
Value ($000) $7,442 Shares 92,199 Est. Cost $80.72 Unrealized —
— COMPUWARE CORP COM 1.5%
Value ($000) $6,769 Shares 677,532 Est. Cost $10.69 Unrealized —
— AUTONAVI HLDGS LTD SPONSORED 1.2%
Value ($000) $5,444 Shares 260,458 Est. Cost $20.40 Unrealized —
— RDA MICROELECTRONICS INC SPONS 1.2%
Value ($000) $5,390 Shares 315,002 Est. Cost $17.88 Unrealized —
— QUESTCOR PHARMACEUTICALS INCCO 1.2%
Value ($000) $5,365 Shares 58,007 Est. Cost $92.49 Unrealized —
— PHH CORP COM NEW 1.1%
Value ($000) $5,196 Shares 226,130 Est. Cost $23.85 Unrealized —
— DIRECTV 1.1%
Value ($000) $4,948 Shares 58,200 Est. Cost $85.02 Unrealized —
GULTU GULF COAST ULTRA DEEP RTY TR R 1.0%
Value ($000) $4,785 Shares 1,633,201 Est. Cost $2.93 Unrealized —
— MORGANS HOTEL GROUP CO COM 1.0%
Value ($000) $4,681 Shares 590,257 Est. Cost $7.98 Unrealized —
— FOSTER WHEELER AGR 1.0%
Value ($000) $4,496 Shares 131,974 Est. Cost $32.94 Unrealized —
— UNS ENERGY CORPORATION COM 1.0%
Value ($000) $4,473 Shares 74,051 Est. Cost $59.86 Unrealized —
WFC WELLS FARGO & CO NEW 0.9%
Value ($000) $4,296 Shares 81,743 Est. Cost $27.36 Unrealized +32.7%
MLM MARTIN MARIETTA MTLS INC COM 0.9%
Value ($000) $4,286 Shares 32,455 Est. Cost $104.25 Unrealized +9.6%
TMUS T-MOBILE US INC 0.9%
Value ($000) $4,014 Shares 119,397 Est. Cost $30.02 Unrealized +4.0%
— SIRIUS XM HOLDINGS INC 0.8%
Value ($000) $3,926 Shares 1,134,734 Est. Cost $3.20 Unrealized —
CMG CHIPOTLE MEXICAN GRILL INC CL 0.8%
Value ($000) $3,851 Shares 6,500 Est. Cost $7.17 Unrealized +51.0%
— MEDICAL ACTION INDS INC COM 0.8%
Value ($000) $3,846 Shares 280,092 Est. Cost $13.73 Unrealized —
— COOPER TIRE & RUBBER CO 0.8%
Value ($000) $3,791 Shares 126,352 Est. Cost $24.30 Unrealized —
— LIN MEDIA LLC - A 0.8%
Value ($000) $3,670 Shares 134,661 Est. Cost $26.50 Unrealized —
— RIVERBED TECHNOLOGY INC COM 0.8%
Value ($000) $3,651 Shares 176,972 Est. Cost $19.83 Unrealized —
— AMER RLTY CAP HEALTHCAR TR IC 0.8%
Value ($000) $3,509 Shares 322,200 Est. Cost $10.89 Unrealized —
— INTERNATIONAL GAME TECH 0.7%
Value ($000) $3,425 Shares 215,300 Est. Cost $16.45 Unrealized —
LEN/B LENNAR B SHARES 0.7%
Value ($000) $3,385 Shares 95,279 Est. Cost $25.59 Unrealized +8.0%
BSBR BANCO SANTANDER BRASIL S A AD 0.7%
Value ($000) $3,277 Shares 473,624 Est. Cost $6.92 Unrealized —
— CBEYOND INC COM 0.7%
Value ($000) $3,243 Shares 325,909 Est. Cost $9.95 Unrealized —
— CHINDEX INTERNATIONAL INC COM 0.6%
Value ($000) $3,000 Shares 126,629 Est. Cost $21.25 Unrealized —
— CHEMTURA CORP COM NEW 0.6%
Value ($000) $2,947 Shares 112,779 Est. Cost $25.93 Unrealized —
— FERRO CORP 0.6%
Value ($000) $2,943 Shares 234,283 Est. Cost $12.56 Unrealized —
— ENERGY XXI (BERMUDA) LTD 0.6%
Value ($000) $2,833 Shares 119,892 Est. Cost $23.60 Unrealized —
— BOB EVANS FARMS INC COM 0.6%
Value ($000) $2,815 Shares 56,246 Est. Cost $50.08 Unrealized —
— NATIONAL INTERSTATE CORP COM 0.6%
Value ($000) $2,626 Shares 93,722 Est. Cost $26.81 Unrealized —
BYD BOYD GAMING CORP 0.5%
Value ($000) $2,480 Shares 204,420 Est. Cost $10.85 Unrealized 0.0%
— INTEGRYS ENERGY GROUP INC 0.5%
Value ($000) $2,475 Shares 34,800 Est. Cost $71.12 Unrealized —
AZN ASTRAZENECA PLC ADR SPONSORED 0.5%
Value ($000) $2,382 Shares 32,050 Est. Cost $74.32 Unrealized —
— SHANDA GAMES LTD SP ADR REPTG 0.5%
Value ($000) $2,312 Shares 348,146 Est. Cost $6.51 Unrealized —
ICUI ICU MEDICAL INC 0.5%
Value ($000) $2,263 Shares 37,216 Est. Cost $68.42 Unrealized -13.7%
— TW TELECOM INC 0.5%
Value ($000) $2,112 Shares 52,400 Est. Cost $40.31 Unrealized —
— TRIQUINT SEMICONDUCTOR INC COM 0.5%
Value ($000) $2,103 Shares 133,000 Est. Cost $15.81 Unrealized —
— AEROFLEX HLDG CORP 0.5%
Value ($000) $2,102 Shares 200,168 Est. Cost $10.50 Unrealized —
VZ VERIZON COMMUNICATIONS 0.4%
Value ($000) $1,988 Shares 40,633 Est. Cost $25.87 Unrealized +3.6%
— CHICOS FAS INC COM 0.4%
Value ($000) $1,864 Shares 109,894 Est. Cost $16.96 Unrealized —
— SPWRA 4 1/2 03/15 0.4%
Value ($000) $1,839 Shares 1,000,000 Est. Cost $1.29 Unrealized —
— HERTZ GLOBAL HOLDINGS INC COM 0.4%
Value ($000) $1,833 Shares 65,400 Est. Cost $26.99 Unrealized —
BAC BANK OF AMERICA 0.4%
Value ($000) $1,671 Shares 108,729 Est. Cost $10.03 Unrealized +22.1%
— CABLEVISION SYS NY GROUP A 0.3%
Value ($000) $1,620 Shares 91,800 Est. Cost $17.83 Unrealized —
HEI/A HEICO CORP NEW CL A 0.3%
Value ($000) $1,459 Shares 35,936 Est. Cost $18.12 Unrealized +13.1%
— BIOSCRIP INC 0.3%
Value ($000) $1,454 Shares 174,342 Est. Cost $8.29 Unrealized —
— KIMBALL INTL INC CL B 0.3%
Value ($000) $1,439 Shares 86,059 Est. Cost $17.45 Unrealized —
— INTERPUBLIC GROUP COS INC 0.3%
Value ($000) $1,438 Shares 73,700 Est. Cost $12.03 Unrealized 0.0%
— GIANT INTERACTIVE GROUP INC AD 0.3%
Value ($000) $1,302 Shares 110,000 Est. Cost $11.84 Unrealized —
— CINCINNATI BELL 0.3%
Value ($000) $1,255 Shares 319,461 Est. Cost $3.16 Unrealized —
— SWS GROUP INC 0.3%
Value ($000) $1,192 Shares 163,769 Est. Cost $7.47 Unrealized —
— TWENTY FIRST CENTY FOX B 0.3%
Value ($000) $1,188 Shares 34,700 Est. Cost $33.86 Unrealized —
— ELIZABETH ARDEN INC 0.2%
Value ($000) $1,111 Shares 51,873 Est. Cost $21.42 Unrealized —
— COMVERSE INC COM 0.2%
Value ($000) $1,110 Shares 41,615 Est. Cost $29.67 Unrealized —
— CIE 2.625% 12/01/19 0.2%
Value ($000) $1,085 Shares 1,175,000 Est. Cost $0.92 Unrealized —
— BIOTA HOLDINGS LTD 0.2%
Value ($000) $1,028 Shares 360,668 Est. Cost $3.37 Unrealized —
— PEP BOYS MANNY MOE & JACK 0.2%
Value ($000) $1,019 Shares 88,957 Est. Cost $11.75 Unrealized —
— MYLAN LABS INC COM 0.2%
Value ($000) $981 Shares 19,021 Est. Cost $51.57 Unrealized —
— HARVEST NAT RES INC COM 0.2%
Value ($000) $973 Shares 194,955 Est. Cost $5.01 Unrealized —
— EQUAL ENERGY LTD 0.2%
Value ($000) $959 Shares 176,892 Est. Cost $5.27 Unrealized —
— PETROLOGISTICS LP 0.2%
Value ($000) $957 Shares 66,616 Est. Cost $14.37 Unrealized —
— BROOKFIELD PPTY PARTNERS L PUN 0.2%
Value ($000) $945 Shares 45,270 Est. Cost $18.71 Unrealized —
— OPENTABLE INC COM 0.2%
Value ($000) $922 Shares 8,900 Est. Cost $103.60 Unrealized —
GRFS GRIFOLS SA SP ADR REP B NVT 0.2%
Value ($000) $921 Shares 20,898 Est. Cost $33.89 Unrealized —
— TRI POINTE HOMES INC 0.2%
Value ($000) $828 Shares 27,600 Est. Cost — Unrealized —
— UNIVERSAL AMERICAN CORP 0.2%
Value ($000) $784 Shares 94,145 Est. Cost $7.81 Unrealized —
— SCHAWK INC CL A 0.2%
Value ($000) $735 Shares 36,104 Est. Cost $20.03 Unrealized —
OMC OMNICOM GROUP COM 0.2%
Value ($000) $723 Shares 10,146 Est. Cost $45.33 Unrealized +4.5%
— ENERGY TRANSFER PARTNERS L PUN 0.2%
Value ($000) $712 Shares 12,274 Est. Cost $50.51 Unrealized —
— LORAL SPACE & COMMUNICATNS ICO 0.2%
Value ($000) $698 Shares 9,600 Est. Cost $72.71 Unrealized —
ETN EATON CORP PLC SHS 0.1%
Value ($000) $679 Shares 8,800 Est. Cost $46.59 Unrealized +20.8%
— BGC 4 1/2 11/15/29 0.1%
Value ($000) $672 Shares 675,000 Est. Cost $1.00 Unrealized —
— LIBERTY VENTURES SER A 0.1%
Value ($000) $615 Shares 8,338 Est. Cost $80.43 Unrealized —
— VIACOM INC NEW CL A 0.1%
Value ($000) $573 Shares 6,600 Est. Cost $68.38 Unrealized —
— CBS CORP CLASS A 0.1%
Value ($000) $522 Shares 8,400 Est. Cost $48.78 Unrealized —
— ANGLOGOLD ASHANTI LTD 0.1%
Value ($000) $500 Shares 20,000 Est. Cost — Unrealized —
— TOWER GROUP INTL LTD COM 0.1%
Value ($000) $477 Shares 265,029 Est. Cost $1.92 Unrealized —
TDS TELEPHONE & DATA SYS 0.1%
Value ($000) $450 Shares 17,218 Est. Cost $22.54 Unrealized +17.6%
BK BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $412 Shares 11,000 Est. Cost $21.22 Unrealized +22.9%
GHC GRAHAM HOLDINGS CO. 0.1%
Value ($000) $379 Shares 528 Est. Cost $359.32 Unrealized +2.5%
— PEPCO HLDGS INC COM 0.1%
Value ($000) $359 Shares 13,046 Est. Cost $27.52 Unrealized —
NFG NATIONAL FUEL GAS CO N J COM 0.1%
Value ($000) $352 Shares 4,500 Est. Cost $60.82 Unrealized +21.2%
— AMKOR TECHNOLOGY INC 0.1%
Value ($000) $350 Shares 50,000 Est. Cost — Unrealized —
AXP AMERICAN EXPRESS CO 0.1%
Value ($000) $332 Shares 3,500 Est. Cost $59.62 Unrealized +28.1%
— TIBCO SOFTWARE INC 0.1%
Value ($000) $325 Shares 16,100 Est. Cost $20.19 Unrealized —
TV GRUPO TELEVISA SA DE CV ADR (B 0.1%
Value ($000) $309 Shares 9,000 Est. Cost $28.25 Unrealized —
— ASPEN INSURANCE HOLDINGS LTDS 0.1%
Value ($000) $286 Shares 6,300 Est. Cost $45.40 Unrealized —
CORT CORCEPT THERAPEUTICS INC OC-CO 0.1%
Value ($000) $280 Shares 100,000 Est. Cost $1.80 Unrealized +64.2%
NEM NEWMONT MINING CORP HOLDING CO 0.1%
Value ($000) $279 Shares 10,950 Est. Cost $19.74 Unrealized -5.0%
— SNYDERS LANCE INC COM 0.1%
Value ($000) $265 Shares 10,000 Est. Cost $28.40 Unrealized —
CHE CHEMED CORPORATION 0.1%
Value ($000) $258 Shares 2,750 Est. Cost $67.07 Unrealized +25.5%
— SNDK 1 1/2 08/17 0.1%
Value ($000) $255 Shares 125,000 Est. Cost $1.65 Unrealized —
— PROSHARES TRUST PSHS ULSHT SP5 0.1%
Value ($000) $254 Shares 10,000 Est. Cost $38.72 Unrealized —
SONY SONY CORP-ADR (B:SNE US) 0.1%
Value ($000) $252 Shares 15,000 Est. Cost $16.80 Unrealized —
GLW CORNING INC 0.1%
Value ($000) $241 Shares 11,000 Est. Cost $10.49 Unrealized +49.4%
— COMCAST CORP CL A SPL 0.1%
Value ($000) $240 Shares 4,500 Est. Cost $49.78 Unrealized —
— CLECO CORP NEW COM 0.1%
Value ($000) $237 Shares 4,016 Est. Cost $59.01 Unrealized —
— ASCMA 4 07/15/20 CV 0.1%
Value ($000) $235 Shares 250,000 Est. Cost $1.07 Unrealized —
— ACTAVIS PLC SHS 0.0%
Value ($000) $223 Shares 1,000 Est. Cost $206.00 Unrealized —
— SHIRE PLC ADR 0.0%
Value ($000) $212 Shares 900 Est. Cost $235.56 Unrealized —
POST POST HOLDINGS INC 0.0%
Value ($000) $204 Shares 4,000 Est. Cost $28.77 Unrealized +16.2%
— KODIAK OIL & GAS CORP 0.0%
Value ($000) $200 Shares 20,000 Est. Cost — Unrealized —
— ALCOA INC 0.0%
Value ($000) $200 Shares 20,000 Est. Cost — Unrealized —
— RITE AID CORP 0.0%
Value ($000) $180 Shares 45,000 Est. Cost — Unrealized —
— WILLBROS GROUP INC DEL COM 0.0%
Value ($000) $161 Shares 13,000 Est. Cost $6.15 Unrealized —
— SANOFI-AVENTIS-CVR 0.0%
Value ($000) $157 Shares 314,041 Est. Cost $0.68 Unrealized —
— CLEAR CHANNEL OUTDOOR HLDGS CL 0.0%
Value ($000) $123 Shares 15,000 Est. Cost $7.48 Unrealized —
— ANADARKO PETE CORP 0.0%
Value ($000) $120 Shares 1,000 Est. Cost — Unrealized —
— QR ENERGY LP 0.0%
Value ($000) $105 Shares 7,000 Est. Cost — Unrealized —
— CUBIST PHARMACEUTICALS CVR 0.0%
Value ($000) $94 Shares 815,317 Est. Cost $1.35 Unrealized —
— MOLYCORP INC DEL COM 0.0%
Value ($000) $81 Shares 31,400 Est. Cost $6.21 Unrealized —
NEO NEOGENOMICS INC COM NEW 0.0%
Value ($000) $66 Shares 20,000 Est. Cost $3.81 Unrealized -12.9%
— AURICO GOLD INC COM 0.0%
Value ($000) $55 Shares 13,000 Est. Cost $4.38 Unrealized —
— ADCARE HEALTH SYSTEMS INC 0.0%
Value ($000) $43 Shares 10,000 Est. Cost $4.80 Unrealized —
— WRIGHT MEDICAL GROUP INC-CVR 3 0.0%
Value ($000) $38 Shares 25,569 Est. Cost $2.70 Unrealized —
— COMMUNITY HEALTH SYSTEMS-CVR 0.0%
Value ($000) $33 Shares 492,630 Est. Cost $0.06 Unrealized —
— LEXICON PHARMACEUTICALS INC 0.0%
Value ($000) $24 Shares 15,000 Est. Cost $2.20 Unrealized —
— NII HLDGS INC CL B NEW 0.0%
Value ($000) $12 Shares 22,000 Est. Cost $4.86 Unrealized —