GABELLI & Co INVESTMENT ADVISERS, INC. Quant / Systematic

CIK: 0000932724 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Oct 30, 2014

Total Value ($000): $626,580 (99.3% shares, 0.7% debt)

Holdings (173)

INTERNATIONAL GAME TECH 5.4%
Value ($000) $33,811 Shares 2,004,185 Est. Cost $16.82 Unrealized
CONCUR TECHNOLOGIES INC COM 4.5%
Value ($000) $27,903 Shares 220,020 Est. Cost $126.82 Unrealized
PROTECTIVE LIFE CORP COM 4.2%
Value ($000) $26,488 Shares 381,619 Est. Cost $69.33 Unrealized
TRW AUTOMOTIVE HOLDINGS CORP 3.9%
Value ($000) $24,138 Shares 238,400 Est. Cost $101.25 Unrealized
SAFEWAY INC COM NEW 3.6%
Value ($000) $22,260 Shares 648,979 Est. Cost $34.90 Unrealized
ROCKWOOD HLDGS INC COM 3.5%
Value ($000) $21,941 Shares 287,000 Est. Cost $76.45 Unrealized
DIRECTV 3.1%
Value ($000) $19,607 Shares 226,619 Est. Cost $86.13 Unrealized
MEASUREMENT SPECIALTIES INC CO 3.0%
Value ($000) $18,967 Shares 221,553 Est. Cost $85.88 Unrealized
TW TELECOM INC 2.9%
Value ($000) $17,964 Shares 431,733 Est. Cost $41.45 Unrealized
SHIRE PLC ADR 2.7%
Value ($000) $16,846 Shares 65,030 Est. Cost $258.72 Unrealized
COVIDIEN LTD 2.7%
Value ($000) $16,678 Shares 192,791 Est. Cost $88.64 Unrealized
TIME WARNER CABLE INC COM 2.4%
Value ($000) $15,040 Shares 104,813 Est. Cost $139.45 Unrealized
INTERNATIONAL RECTIFIER CORPCO 2.3%
Value ($000) $14,330 Shares 365,184 Est. Cost $39.24 Unrealized
TRULIA INC COM 2.3%
Value ($000) $14,218 Shares 290,750 Est. Cost $48.90 Unrealized
COMPUWARE CORP COM 1.9%
Value ($000) $11,739 Shares 1,106,409 Est. Cost $10.66 Unrealized
TRIQUINT SEMICONDUCTOR INC COM 1.9%
Value ($000) $11,727 Shares 614,961 Est. Cost $18.36 Unrealized
SIGMA ALDRICH CORP 1.8%
Value ($000) $11,452 Shares 84,200 Est. Cost $136.01 Unrealized
DRESSER-RAND GROUP INC COM 1.8%
Value ($000) $11,054 Shares 134,378 Est. Cost $82.26 Unrealized
ATHLON ENERGY INC COM 1.8%
Value ($000) $11,011 Shares 189,100 Est. Cost $58.23 Unrealized
BALLY TECHNOLOGIES INC COM 1.6%
Value ($000) $9,962 Shares 123,444 Est. Cost $80.70 Unrealized
HUDSON CITY BANCORP INC COM 1.5%
Value ($000) $9,634 Shares 991,134 Est. Cost $9.28 Unrealized
TIBCO SOFTWARE INC 1.5%
Value ($000) $9,296 Shares 393,400 Est. Cost $23.49 Unrealized
ANNIE'S INC 1.4%
Value ($000) $8,996 Shares 196,002 Est. Cost $45.90 Unrealized
MOVE INC 1.4%
Value ($000) $8,795 Shares 419,586 Est. Cost $20.96 Unrealized
ALLERGAN INC 1.2%
Value ($000) $7,536 Shares 42,293 Est. Cost $169.22 Unrealized
TMUS T-MOBILE US INC 1.1%
Value ($000) $7,158 Shares 247,947 Est. Cost $29.87 Unrealized -0.5%
BSBR BANCO SANTANDER BRASIL S A ADS 0.9%
Value ($000) $5,864 Shares 896,567 Est. Cost $6.74 Unrealized
FAMILY DLR STORES INC 0.9%
Value ($000) $5,716 Shares 74,000 Est. Cost $77.24 Unrealized
FOSTER WHEELER AGR 0.8%
Value ($000) $5,308 Shares 167,874 Est. Cost $32.66 Unrealized
MORGANS HOTEL GROUP CO COM 0.8%
Value ($000) $5,230 Shares 648,076 Est. Cost $7.99 Unrealized
KODIAK OIL & GAS CORP COM 0.8%
Value ($000) $4,987 Shares 367,515 Est. Cost $13.57 Unrealized
PHH CORP COM NEW 0.8%
Value ($000) $4,933 Shares 220,630 Est. Cost $23.85 Unrealized
LORILLARD INC COM 0.7%
Value ($000) $4,661 Shares 77,800 Est. Cost $59.91 Unrealized
AMER RLTY CAP HEALTHCAR TR ICO 0.7%
Value ($000) $4,591 Shares 438,100 Est. Cost $10.78 Unrealized
RIVERBED TECHNOLOGY INC COM 0.7%
Value ($000) $4,520 Shares 243,726 Est. Cost $19.48 Unrealized
TIM HORTONS INC COM 0.7%
Value ($000) $4,358 Shares 55,300 Est. Cost $78.81 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC CL 0.7%
Value ($000) $4,333 Shares 6,500 Est. Cost $7.17 Unrealized +82.7%
MEDICAL ACTION INDS INC COM 0.7%
Value ($000) $4,251 Shares 308,519 Est. Cost $13.74 Unrealized
WFC WELLS FARGO & CO NEW 0.7%
Value ($000) $4,240 Shares 81,743 Est. Cost $27.36 Unrealized +36.7%
PEREGRINE SEMICONDUCTOR CORPCO 0.7%
Value ($000) $4,148 Shares 335,300 Est. Cost $12.37 Unrealized
LIN MEDIA LLC - A 0.6%
Value ($000) $4,004 Shares 180,350 Est. Cost $25.41 Unrealized
KINDER MORGAN EGY PTNS L P UT 0.6%
Value ($000) $3,545 Shares 38,000 Est. Cost $93.29 Unrealized
SIRIUS XM HOLDINGS INC 0.6%
Value ($000) $3,493 Shares 1,000,934 Est. Cost $3.20 Unrealized
ACTAVIS PLC SHS 0.5%
Value ($000) $3,413 Shares 14,146 Est. Cost $238.78 Unrealized
BOLT TECHNOLOGY CORP 0.5%
Value ($000) $3,377 Shares 153,919 Est. Cost $21.94 Unrealized
GULTU GULF COAST ULTRA DEEP RTY TR R 0.5%
Value ($000) $3,364 Shares 1,682,001 Est. Cost $2.90 Unrealized
HERTZ GLOBAL HOLDINGS INC COM 0.5%
Value ($000) $3,263 Shares 128,500 Est. Cost $26.21 Unrealized
PIKE ELECTRIC CORP 0.5%
Value ($000) $3,228 Shares 271,457 Est. Cost $11.89 Unrealized
SHUTTERFLY INC COM 0.5%
Value ($000) $3,134 Shares 64,300 Est. Cost $48.74 Unrealized
ALERE INC 0.5%
Value ($000) $3,120 Shares 80,466 Est. Cost $38.77 Unrealized
GLIMCHER RLTY TR SH BEN INT 0.5%
Value ($000) $3,080 Shares 227,500 Est. Cost $13.54 Unrealized
LEN/B LENNAR B SHARES 0.5%
Value ($000) $3,050 Shares 95,279 Est. Cost $25.59 Unrealized +4.3%
URS CORP NEW COM 0.5%
Value ($000) $2,950 Shares 51,203 Est. Cost $57.61 Unrealized
EINSTEIN NOAH REST GROUP INCCO 0.5%
Value ($000) $2,935 Shares 145,581 Est. Cost $20.16 Unrealized
COOPER TIRE & RUBBER CO 0.5%
Value ($000) $2,862 Shares 99,709 Est. Cost $24.30 Unrealized
ENERGY XXI (BERMUDA) LTD 0.4%
Value ($000) $2,791 Shares 245,911 Est. Cost $17.32 Unrealized
CHEMTURA CORP COM NEW 0.4%
Value ($000) $2,764 Shares 118,479 Est. Cost $25.80 Unrealized
BOB EVANS FARMS INC COM 0.4%
Value ($000) $2,727 Shares 57,596 Est. Cost $50.02 Unrealized
NATIONAL INTERSTATE CORP COM 0.4%
Value ($000) $2,624 Shares 94,059 Est. Cost $26.81 Unrealized
LORAL SPACE & COMMUNICATNS ICO 0.4%
Value ($000) $2,621 Shares 36,497 Est. Cost $72.05 Unrealized
SHANDA GAMES LTD SP ADR REPTG 0.4%
Value ($000) $2,491 Shares 380,946 Est. Cost $6.51 Unrealized
INTEGRYS ENERGY GROUP INC 0.4%
Value ($000) $2,411 Shares 37,200 Est. Cost $70.71 Unrealized
INTERPUBLIC GROUP COS INC 0.4%
Value ($000) $2,352 Shares 128,400 Est. Cost $12.41 Unrealized +4.1%
VZ VERIZON COMMUNICATIONS 0.4%
Value ($000) $2,306 Shares 46,133 Est. Cost $26.10 Unrealized +6.5%
AZN ASTRAZENECA PLC ADR SPONSORED 0.4%
Value ($000) $2,290 Shares 32,050 Est. Cost $74.32 Unrealized
BYD BOYD GAMING CORP 0.4%
Value ($000) $2,285 Shares 224,920 Est. Cost $10.79 Unrealized -5.9%
MULTIMEDIA GAMES INC COM 0.3%
Value ($000) $2,126 Shares 59,051 Est. Cost $36.00 Unrealized
DVN DEVON ENERGY CORP NEW 0.3%
Value ($000) $2,045 Shares 30,000 Est. Cost $50.29 Unrealized 0.0%
AUXILIUM PHARMACEUTICALS INCCO 0.3%
Value ($000) $1,940 Shares 64,999 Est. Cost $29.85 Unrealized
CHICOS FAS INC COM 0.3%
Value ($000) $1,930 Shares 130,657 Est. Cost $16.61 Unrealized
APACHE CORP 0.3%
Value ($000) $1,877 Shares 20,000 Est. Cost $93.85 Unrealized
BAC BANK OF AMERICA 0.3%
Value ($000) $1,854 Shares 108,729 Est. Cost $10.03 Unrealized +25.4%
AMCX AMC NETWORKS INC CL A 0.3%
Value ($000) $1,782 Shares 30,500 Est. Cost $61.68 Unrealized 0.0%
T-MOBILE US INC 0.3%
Value ($000) $1,700 Shares 50,000 Est. Cost Unrealized
SPWRA 4 1/2 03/15 0.2%
Value ($000) $1,544 Shares 1,000,000 Est. Cost $1.29 Unrealized
YAHOO INC. 0.2%
Value ($000) $1,455 Shares 35,700 Est. Cost $40.76 Unrealized
MEAD JOHNSON 0.2%
Value ($000) $1,443 Shares 15,000 Est. Cost $96.20 Unrealized
BIOSCRIP INC 0.2%
Value ($000) $1,421 Shares 205,706 Est. Cost $8.08 Unrealized
KINDER MORGAN INC WT EXP 05/25 0.2%
Value ($000) $1,419 Shares 389,710 Est. Cost $3.64 Unrealized
TIME WARNER INC COM 0.2%
Value ($000) $1,418 Shares 18,850 Est. Cost $75.23 Unrealized
KIMBALL INTL INC CL B 0.2%
Value ($000) $1,346 Shares 89,459 Est. Cost $17.36 Unrealized
CINCINNATI BELL 0.2%
Value ($000) $1,288 Shares 382,067 Est. Cost $3.20 Unrealized
LIPOSCIENCE INC COM 0.2%
Value ($000) $1,275 Shares 246,200 Est. Cost $5.18 Unrealized
BE AEROSPACE INC COM 0.2%
Value ($000) $1,234 Shares 14,700 Est. Cost $83.95 Unrealized
CLECO CORP NEW COM 0.2%
Value ($000) $1,226 Shares 25,462 Est. Cost $49.86 Unrealized
PEP BOYS MANNY MOE & JACK 0.2%
Value ($000) $1,171 Shares 131,457 Est. Cost $10.83 Unrealized
SWS GROUP INC 0.2%
Value ($000) $1,147 Shares 166,469 Est. Cost $7.46 Unrealized
CONVERSANT INC COM 0.2%
Value ($000) $1,137 Shares 33,200 Est. Cost $34.25 Unrealized
POST POST HOLDINGS INC 0.2%
Value ($000) $1,128 Shares 34,000 Est. Cost $26.93 Unrealized -0.9%
STATOIL ASA SPONSORED ADR 0.2%
Value ($000) $1,086 Shares 40,000 Est. Cost $27.15 Unrealized
ICUI ICU MEDICAL INC 0.2%
Value ($000) $1,066 Shares 16,616 Est. Cost $68.42 Unrealized -10.5%
ADT CORPORATION COM 0.2%
Value ($000) $1,064 Shares 30,000 Est. Cost $35.47 Unrealized
CIE 2.625% 12/01/19 0.2%
Value ($000) $975 Shares 1,175,000 Est. Cost $0.92 Unrealized
HESS CORP 0.2%
Value ($000) $943 Shares 10,000 Est. Cost $94.30 Unrealized
WEATHERFORD INTERNATIONAL PLC 0.2%
Value ($000) $940 Shares 45,207 Est. Cost $20.79 Unrealized
BIOTA HOLDINGS LTD 0.1%
Value ($000) $934 Shares 378,107 Est. Cost $3.33 Unrealized
PEP PEPSICO INC 0.1%
Value ($000) $931 Shares 10,000 Est. Cost $64.88 Unrealized 0.0%
COMVERSE INC COM 0.1%
Value ($000) $929 Shares 41,615 Est. Cost $29.67 Unrealized
TIME WARNER INC 0.1%
Value ($000) $925 Shares 10,000 Est. Cost Unrealized
HYG ISHARES TR HIGH YLD CORP 0.1%
Value ($000) $920 Shares 10,000 Est. Cost $92.00 Unrealized
BTG B2GOLD CORP COM NPV 0.1%
Value ($000) $893 Shares 391,698 Est. Cost $2.01 Unrealized 0.0%
ROWAN COMPANIES PLC SHS CL A 0.1%
Value ($000) $881 Shares 34,800 Est. Cost $25.32 Unrealized
BKD BROOKDALE SR LIVING INC COM 0.1%
Value ($000) $860 Shares 26,701 Est. Cost $34.08 Unrealized 0.0%
SATS ECHOSTAR CORP-A 0.1%
Value ($000) $853 Shares 17,500 Est. Cost $41.00 Unrealized 0.0%
GHC GRAHAM HOLDINGS CO. 0.1%
Value ($000) $844 Shares 1,207 Est. Cost $371.89 Unrealized +2.6%
HARVEST NAT RES INC COM 0.1%
Value ($000) $832 Shares 226,760 Est. Cost $4.82 Unrealized
SQM QUIMICA Y MINERA 0.1%
Value ($000) $784 Shares 30,000 Est. Cost $26.13 Unrealized
UNIVERSAL AMERICAN CORP 0.1%
Value ($000) $757 Shares 94,145 Est. Cost $7.81 Unrealized
BROOKFIELD PPTY PARTNERS L PUN 0.1%
Value ($000) $754 Shares 35,770 Est. Cost $18.71 Unrealized
MARKET VECTORS ETF TR GOLD MIN 0.1%
Value ($000) $747 Shares 35,000 Est. Cost $21.34 Unrealized
GRFS GRIFOLS SA SP ADR REP B NVT 0.1%
Value ($000) $734 Shares 20,898 Est. Cost $33.89 Unrealized
ELIZABETH ARDEN INC 0.1%
Value ($000) $731 Shares 43,673 Est. Cost $21.42 Unrealized
IFF INTL FLAVORS & FRAGRANCES 0.1%
Value ($000) $719 Shares 7,500 Est. Cost $77.18 Unrealized 0.0%
BLYTH INC 0.1%
Value ($000) $716 Shares 88,200 Est. Cost $8.12 Unrealized
LIBERTY VENTURES SER A 0.1%
Value ($000) $696 Shares 18,338 Est. Cost $57.27 Unrealized
ADBE ADOBE SYSTEMS INC COM 0.1%
Value ($000) $692 Shares 10,000 Est. Cost $70.88 Unrealized 0.0%
VIACOM INC NEW CL A 0.1%
Value ($000) $624 Shares 8,100 Est. Cost $69.99 Unrealized
LIBERTY TRIPADVISOR HLDG-A 0.1%
Value ($000) $622 Shares 18,338 Est. Cost $33.92 Unrealized
CBS OUTDOOR AMERS INC COM 0.1%
Value ($000) $617 Shares 20,600 Est. Cost $29.95 Unrealized
FORTEGRA FINL CORP COM 0.1%
Value ($000) $611 Shares 61,800 Est. Cost $9.89 Unrealized
AKAM AKAMAI TECHNOLOGIES INC COM 0.1%
Value ($000) $538 Shares 9,000 Est. Cost $60.11 Unrealized 0.0%
FEDERAL MOGUL CORP CL A 0.1%
Value ($000) $533 Shares 35,872 Est. Cost $14.86 Unrealized
ETN EATON CORP PLC SHS 0.1%
Value ($000) $501 Shares 7,900 Est. Cost $46.59 Unrealized +16.2%
ANGLOGOLD ASHANTI LTD 0.1%
Value ($000) $500 Shares 20,000 Est. Cost Unrealized
BGC 4 1/2 11/15/29 0.1%
Value ($000) $469 Shares 675,000 Est. Cost $1.00 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $464 Shares 10,000 Est. Cost $37.66 Unrealized 0.0%
TWENTY FIRST CENTY FOX B 0.1%
Value ($000) $456 Shares 13,700 Est. Cost $33.86 Unrealized
CBS CORP CLASS A 0.1%
Value ($000) $450 Shares 8,400 Est. Cost $48.78 Unrealized
BK BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $426 Shares 11,000 Est. Cost $21.22 Unrealized +38.7%
CABLEVISION SYS CORP 0.1%
Value ($000) $420 Shares 30,000 Est. Cost Unrealized
GENERAL MOTORS CO 0.1%
Value ($000) $400 Shares 10,000 Est. Cost Unrealized
TDS TELEPHONE & DATA SYS 0.1%
Value ($000) $379 Shares 15,800 Est. Cost $22.54 Unrealized +12.6%
TPH TRI POINTE HOMES INC COM 0.1%
Value ($000) $357 Shares 27,600 Est. Cost $14.22 Unrealized 0.0%
NEM NEWMONT MINING CORP HOLDING CO 0.1%
Value ($000) $356 Shares 15,450 Est. Cost $19.78 Unrealized +0.5%
AMKOR TECHNOLOGY INC 0.1%
Value ($000) $350 Shares 50,000 Est. Cost Unrealized
MDLZ MONDELEZ INTERNATIONAL 0.1%
Value ($000) $343 Shares 10,000 Est. Cost $28.32 Unrealized 0.0%
CW CURTISS WRIGHT CORP 0.1%
Value ($000) $330 Shares 5,000 Est. Cost $63.33 Unrealized 0.0%
NFG NATIONAL FUEL GAS CO N J COM 0.1%
Value ($000) $315 Shares 4,500 Est. Cost $60.82 Unrealized +20.5%
MIC 2.875% 07/15/19 0.0%
Value ($000) $307 Shares 275,000 Est. Cost $1.12 Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $306 Shares 3,500 Est. Cost $59.62 Unrealized +28.3%
TV GRUPO TELEVISA SA DE CV ADR (B 0.0%
Value ($000) $305 Shares 9,000 Est. Cost $28.25 Unrealized
FERRO CORP 0.0%
Value ($000) $284 Shares 19,600 Est. Cost $12.56 Unrealized
CABLEVISION SYS NY GROUP A 0.0%
Value ($000) $284 Shares 16,200 Est. Cost $17.83 Unrealized
AURICO GOLD INC 0.0%
Value ($000) $275 Shares 55,000 Est. Cost Unrealized
SONY SONY CORP-ADR (B:SNE US) 0.0%
Value ($000) $271 Shares 15,000 Est. Cost $16.80 Unrealized
CORT CORCEPT THERAPEUTICS INC OC-CO 0.0%
Value ($000) $268 Shares 100,000 Est. Cost $1.80 Unrealized +47.3%
SNYDERS LANCE INC COM 0.0%
Value ($000) $265 Shares 10,000 Est. Cost $28.40 Unrealized
DVA DAVITA INC 0.0%
Value ($000) $256 Shares 3,500 Est. Cost $73.22 Unrealized 0.0%
SEADRILL LIMITED 0.0%
Value ($000) $250 Shares 10,000 Est. Cost Unrealized
PROSHARES TRUST PSHS ULSHT SP5 0.0%
Value ($000) $247 Shares 10,000 Est. Cost $38.72 Unrealized
SNDK 1 1/2 08/17 0.0%
Value ($000) $242 Shares 125,000 Est. Cost $1.65 Unrealized
COMCAST CORP CL A SPL 0.0%
Value ($000) $241 Shares 4,500 Est. Cost $49.78 Unrealized
ASCMA 4 07/15/20 CV 0.0%
Value ($000) $229 Shares 250,000 Est. Cost $1.07 Unrealized
AMGN AMGEN INC 0.0%
Value ($000) $211 Shares 1,500 Est. Cost $94.52 Unrealized 0.0%
INTEL CORP 3.25% 8/1/39 144A 0.0%
Value ($000) $209 Shares 125,000 Est. Cost $1.67 Unrealized
X 2 3/4 04/01/19 0.0%
Value ($000) $206 Shares 125,000 Est. Cost $1.65 Unrealized
GLW CORNING INC 0.0%
Value ($000) $203 Shares 10,500 Est. Cost $10.49 Unrealized +47.5%
ALCOA INC 0.0%
Value ($000) $200 Shares 20,000 Est. Cost Unrealized
KODIAK OIL & GAS CORP 0.0%
Value ($000) $200 Shares 20,000 Est. Cost Unrealized
SANOFI-AVENTIS-CVR 0.0%
Value ($000) $148 Shares 318,241 Est. Cost $0.68 Unrealized
QR ENERGY LP 0.0%
Value ($000) $105 Shares 7,000 Est. Cost Unrealized
NEO NEOGENOMICS INC COM NEW 0.0%
Value ($000) $104 Shares 20,000 Est. Cost $3.81 Unrealized +34.6%
KEY ENERGY SVCS INC COM 0.0%
Value ($000) $104 Shares 21,500 Est. Cost $4.84 Unrealized
CLEAR CHANNEL OUTDOOR HLDGS CL 0.0%
Value ($000) $101 Shares 15,000 Est. Cost $7.48 Unrealized
CUBIST PHARMACEUTICALS CVR 0.0%
Value ($000) $98 Shares 815,317 Est. Cost $1.35 Unrealized
RITE AID CORP COM 0.0%
Value ($000) $97 Shares 20,000 Est. Cost $4.85 Unrealized
WRIGHT MEDICAL GROUP INC-CVR 3 0.0%
Value ($000) $55 Shares 25,569 Est. Cost $2.70 Unrealized
ADCARE HEALTH SYSTEMS INC 0.0%
Value ($000) $47 Shares 10,000 Est. Cost $4.80 Unrealized
AURICO GOLD INC COM 0.0%
Value ($000) $45 Shares 13,000 Est. Cost $4.38 Unrealized
MOLYCORP INC DEL COM 0.0%
Value ($000) $34 Shares 28,200 Est. Cost $6.21 Unrealized
LEXICON PHARMACEUTICALS INC 0.0%
Value ($000) $21 Shares 15,000 Est. Cost $2.20 Unrealized
COMMUNITY HEALTH SYSTEMS-CVR 0.0%
Value ($000) $17 Shares 492,630 Est. Cost $0.06 Unrealized
NII HLDGS INC CL B NEW 0.0%
Value ($000) $1 Shares 15,500 Est. Cost $4.86 Unrealized