GABELLI & Co INVESTMENT ADVISERS, INC. Quant / Systematic

CIK: 0000932724 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 1, 2015

Total Value ($000): $596,903 (99.6% shares, 0.4% debt)

Holdings (157)

SALIX PHARMACEUTICALS LTD COM 7.5%
Value ($000) $44,544 Shares 257,763 Est. Cost $172.81 Unrealized
INTERNATIONAL GAME TECH 7.0%
Value ($000) $41,520 Shares 2,384,816 Est. Cost $16.90 Unrealized
TRW AUTOMOTIVE HOLDINGS CORP 5.5%
Value ($000) $32,677 Shares 311,659 Est. Cost $101.80 Unrealized
DIRECTV 4.9%
Value ($000) $29,353 Shares 344,919 Est. Cost $85.92 Unrealized
FAMILY DLR STORES INC 4.6%
Value ($000) $27,653 Shares 348,983 Est. Cost $78.81 Unrealized
HOSPIRA INC COM 4.6%
Value ($000) $27,519 Shares 313,284 Est. Cost $87.84 Unrealized
SIGMA ALDRICH CORP 4.5%
Value ($000) $26,797 Shares 193,831 Est. Cost $137.04 Unrealized
DRESSER-RAND GROUP INC COM 4.3%
Value ($000) $25,393 Shares 316,026 Est. Cost $81.91 Unrealized
EXELIS INC 3.9%
Value ($000) $23,251 Shares 954,080 Est. Cost $24.37 Unrealized
RIVERBED TECHNOLOGY INC COM 3.7%
Value ($000) $21,979 Shares 1,051,104 Est. Cost $20.43 Unrealized
TALISMAN ENERGY INC COM 3.7%
Value ($000) $21,943 Shares 2,857,141 Est. Cost $7.77 Unrealized
PHARMACYCLICS INC COM 3.3%
Value ($000) $19,551 Shares 76,387 Est. Cost $255.95 Unrealized
ARUBA NETWORKS INC COM 2.1%
Value ($000) $12,338 Shares 503,795 Est. Cost $24.49 Unrealized
SUSQUEHANNA BANCSHARES INC COM 1.9%
Value ($000) $11,212 Shares 817,800 Est. Cost $13.47 Unrealized
INTEGRYS ENERGY GROUP INC 1.8%
Value ($000) $10,754 Shares 149,323 Est. Cost $72.02 Unrealized
POLYPORE INTL INC COM 1.7%
Value ($000) $10,188 Shares 172,970 Est. Cost $58.90 Unrealized
HUDSON CITY BANCORP INC COM 1.6%
Value ($000) $9,690 Shares 924,571 Est. Cost $9.38 Unrealized
CLECO CORP NEW COM 1.6%
Value ($000) $9,441 Shares 173,158 Est. Cost $53.84 Unrealized
CATAMARAN CORP 1.6%
Value ($000) $9,381 Shares 157,566 Est. Cost $59.54 Unrealized
LEN/B LENNAR B SHARES 1.2%
Value ($000) $7,432 Shares 180,817 Est. Cost $28.63 Unrealized +10.8%
MEADOWBROOK INS GROUP INC COM 1.0%
Value ($000) $6,218 Shares 731,587 Est. Cost $8.50 Unrealized
ORBITZ WORLDWIDE INC COM 1.0%
Value ($000) $6,191 Shares 530,961 Est. Cost $11.66 Unrealized
LORILLARD INC COM 1.0%
Value ($000) $6,045 Shares 92,499 Est. Cost $60.48 Unrealized
HYPERION THERAPEUTICS INC COM 1.0%
Value ($000) $5,990 Shares 130,492 Est. Cost $45.90 Unrealized
MORGANS HOTEL GROUP CO COM 1.0%
Value ($000) $5,685 Shares 733,487 Est. Cost $7.96 Unrealized
CITY NATL CORP COM 0.9%
Value ($000) $5,505 Shares 61,800 Est. Cost $89.08 Unrealized
COURIER CORP COM 0.9%
Value ($000) $5,229 Shares 213,609 Est. Cost $24.48 Unrealized
ADVENT SOFTWARE INC COM 0.8%
Value ($000) $4,790 Shares 108,602 Est. Cost $44.11 Unrealized
WFC WELLS FARGO & CO NEW 0.7%
Value ($000) $4,447 Shares 81,743 Est. Cost $27.36 Unrealized +45.6%
AUSPEX PHARMACEUTICALS INC COM 0.7%
Value ($000) $4,251 Shares 42,399 Est. Cost $100.26 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC CL 0.7%
Value ($000) $4,229 Shares 6,500 Est. Cost $7.17 Unrealized +90.2%
OFFICE DEPOT INC 0.7%
Value ($000) $4,103 Shares 446,000 Est. Cost $9.20 Unrealized
TMUS T-MOBILE US INC 0.7%
Value ($000) $4,094 Shares 129,192 Est. Cost $29.87 Unrealized +0.8%
VITESSE SEMICONDUCTOR CORP COM 0.7%
Value ($000) $3,947 Shares 743,279 Est. Cost $5.31 Unrealized
YAHOO INC. 0.6%
Value ($000) $3,719 Shares 83,700 Est. Cost $44.43 Unrealized
RTI INTL METALS INC COM 0.6%
Value ($000) $3,415 Shares 95,100 Est. Cost $35.91 Unrealized
ANN INC COM 0.5%
Value ($000) $3,281 Shares 79,973 Est. Cost $36.59 Unrealized
HERTZ GLOBAL HOLDINGS INC COM 0.5%
Value ($000) $3,213 Shares 148,200 Est. Cost $25.47 Unrealized
TIME WARNER CABLE INC COM 0.5%
Value ($000) $3,019 Shares 20,143 Est. Cost $139.45 Unrealized
PHH CORP COM NEW 0.5%
Value ($000) $2,927 Shares 121,108 Est. Cost $23.85 Unrealized
PEPCO HLDGS INC COM 0.5%
Value ($000) $2,853 Shares 106,349 Est. Cost $26.83 Unrealized
COMPUTER SCIENCES CORP COM 0.5%
Value ($000) $2,748 Shares 42,100 Est. Cost $65.27 Unrealized
LORAL SPACE & COMMUNICATNS ICO 0.4%
Value ($000) $2,684 Shares 39,223 Est. Cost $72.49 Unrealized
FREESCALE SEMICONDUCTOR LTD SH 0.4%
Value ($000) $2,555 Shares 62,683 Est. Cost $40.76 Unrealized
LIFE TIME FITNESS INC COM 0.4%
Value ($000) $2,495 Shares 35,163 Est. Cost $70.96 Unrealized
AMCX AMC NETWORKS INC CL A 0.4%
Value ($000) $2,338 Shares 30,500 Est. Cost $61.68 Unrealized +12.0%
CARBONITE INC 0.4%
Value ($000) $2,288 Shares 159,981 Est. Cost $14.29 Unrealized
AZN ASTRAZENECA PLC ADR SPONSORED 0.4%
Value ($000) $2,166 Shares 31,650 Est. Cost $74.21 Unrealized
NATIONAL INTERSTATE CORP COM 0.4%
Value ($000) $2,157 Shares 76,811 Est. Cost $26.81 Unrealized
KOFAX LTD COM USD 0.3%
Value ($000) $2,060 Shares 188,123 Est. Cost $10.95 Unrealized
MAVENIR SYS INC COM 0.3%
Value ($000) $1,945 Shares 109,640 Est. Cost $17.74 Unrealized
KINDER MORGAN INC WT EXP 05/25 0.3%
Value ($000) $1,757 Shares 428,510 Est. Cost $3.70 Unrealized
BIOSCRIP INC 0.3%
Value ($000) $1,692 Shares 382,001 Est. Cost $6.61 Unrealized
BAC BANK OF AMERICA 0.3%
Value ($000) $1,673 Shares 108,729 Est. Cost $10.03 Unrealized +27.2%
HE HAWAIIAN ELEC INDS INC COM 0.3%
Value ($000) $1,593 Shares 49,582 Est. Cost $33.33 Unrealized 0.0%
BAKER HUGHES INC 0.3%
Value ($000) $1,513 Shares 23,800 Est. Cost $56.05 Unrealized
BE AEROSPACE INC COM 0.3%
Value ($000) $1,508 Shares 23,700 Est. Cost $74.10 Unrealized
MEAD JOHNSON 0.3%
Value ($000) $1,508 Shares 15,000 Est. Cost $96.20 Unrealized
AVA AVISTA CORP COM 0.2%
Value ($000) $1,367 Shares 40,000 Est. Cost $21.73 Unrealized +3.5%
GULTU GULF COAST ULTRA DEEP RTY TR R 0.2%
Value ($000) $1,298 Shares 1,822,512 Est. Cost $2.74 Unrealized
GRFS GRIFOLS SA SP ADR REP B NVT 0.2%
Value ($000) $1,280 Shares 39,000 Est. Cost $32.82 Unrealized
PEP BOYS MANNY MOE & JACK 0.2%
Value ($000) $1,251 Shares 130,057 Est. Cost $10.83 Unrealized
ADT CORPORATION COM 0.2%
Value ($000) $1,246 Shares 30,000 Est. Cost $35.47 Unrealized
UIL HLDG CORP COM 0.2%
Value ($000) $1,170 Shares 22,757 Est. Cost $51.41 Unrealized
EPIQ SYS INC COM 0.2%
Value ($000) $1,099 Shares 61,285 Est. Cost $17.93 Unrealized
LIBERTY GLOBAL PLC SHS CL C 0.2%
Value ($000) $1,058 Shares 21,246 Est. Cost $48.52 Unrealized
FEDERAL MOGUL CORP CL A 0.2%
Value ($000) $972 Shares 73,048 Est. Cost $13.88 Unrealized
EMULEX CORP COM NEW 0.2%
Value ($000) $969 Shares 121,551 Est. Cost $7.97 Unrealized
PEP PEPSICO INC 0.2%
Value ($000) $956 Shares 10,000 Est. Cost $64.88 Unrealized +7.4%
KE KIMBALL ELECTRONICS INC COM 0.2%
Value ($000) $929 Shares 65,669 Est. Cost $10.71 Unrealized +12.0%
KIMBALL INTL INC CL B 0.2%
Value ($000) $918 Shares 87,559 Est. Cost $17.36 Unrealized
SATS ECHOSTAR CORP-A 0.2%
Value ($000) $905 Shares 17,500 Est. Cost $41.00 Unrealized +3.8%
VZ VERIZON COMMUNICATIONS 0.2%
Value ($000) $898 Shares 18,468 Est. Cost $26.10 Unrealized +5.8%
BOULDER BRANDS INC COM 0.1%
Value ($000) $858 Shares 90,000 Est. Cost $11.06 Unrealized
ALERE INC 0.1%
Value ($000) $830 Shares 16,966 Est. Cost $38.77 Unrealized
LIBERTY VENTURES SER A 0.1%
Value ($000) $800 Shares 19,048 Est. Cost $56.54 Unrealized
CELLULAR DYNAMICS INTL INC COM 0.1%
Value ($000) $797 Shares 48,500 Est. Cost $16.43 Unrealized
KLX INC COM 0.1%
Value ($000) $792 Shares 20,554 Est. Cost $40.11 Unrealized
INTEGRATED SILICON SOLUTION CO 0.1%
Value ($000) $790 Shares 44,143 Est. Cost $17.90 Unrealized
ADBE ADOBE SYSTEMS INC COM 0.1%
Value ($000) $739 Shares 10,000 Est. Cost $70.88 Unrealized +5.2%
FERRO CORP 0.1%
Value ($000) $709 Shares 56,464 Est. Cost $12.84 Unrealized
BIOTA HOLDINGS LTD 0.1%
Value ($000) $673 Shares 292,807 Est. Cost $3.33 Unrealized
VIACOM INC NEW CL A 0.1%
Value ($000) $667 Shares 9,700 Est. Cost $70.89 Unrealized
AKAM AKAMAI TECHNOLOGIES INC COM 0.1%
Value ($000) $639 Shares 9,000 Est. Cost $60.11 Unrealized +10.0%
ETN EATON CORP PLC SHS 0.1%
Value ($000) $639 Shares 9,400 Est. Cost $47.54 Unrealized +10.5%
HC2 HLDGS INC COM 0.1%
Value ($000) $626 Shares 57,164 Est. Cost $8.43 Unrealized
BGC 4 1/2 11/15/29 0.1%
Value ($000) $612 Shares 750,000 Est. Cost $0.98 Unrealized
CINCINNATI BELL 0.1%
Value ($000) $597 Shares 169,087 Est. Cost $3.20 Unrealized
LIBERTY TRIPADVISOR HLDG-A 0.1%
Value ($000) $583 Shares 18,338 Est. Cost $33.92 Unrealized
CORT CORCEPT THERAPEUTICS INC OC-CO 0.1%
Value ($000) $549 Shares 98,000 Est. Cost $1.80 Unrealized +101.4%
NORCRAFT COS INC COM 0.1%
Value ($000) $529 Shares 20,700 Est. Cost $25.56 Unrealized
WILLIAMS COS 0.1%
Value ($000) $525 Shares 15,000 Est. Cost Unrealized
CBS CORP CLASS A 0.1%
Value ($000) $518 Shares 8,400 Est. Cost $48.78 Unrealized
TESLA MOTORS 0.1%
Value ($000) $500 Shares 10,000 Est. Cost Unrealized
MDLZ MONDELEZ INTERNATIONAL 0.1%
Value ($000) $469 Shares 13,000 Est. Cost $28.32 Unrealized +0.0%
BLYTH INC 0.1%
Value ($000) $468 Shares 61,645 Est. Cost $8.12 Unrealized
INTERXION HOLDING N.V SHS 0.1%
Value ($000) $457 Shares 16,200 Est. Cost $28.21 Unrealized
SIRIUS XM HOLDINGS INC 0.1%
Value ($000) $455 Shares 119,234 Est. Cost $3.20 Unrealized
SHUTTERFLY INC COM 0.1%
Value ($000) $449 Shares 9,917 Est. Cost $48.74 Unrealized
BK BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $443 Shares 11,000 Est. Cost $21.22 Unrealized +40.2%
TWENTY FIRST CENTY FOX B 0.1%
Value ($000) $427 Shares 13,000 Est. Cost $33.86 Unrealized
TSLA 1 1/4 03/1/21 0.1%
Value ($000) $424 Shares 500,000 Est. Cost $0.85 Unrealized
HTH HILLTOP HOLDINGS INC COM 0.1%
Value ($000) $419 Shares 21,567 Est. Cost $19.02 Unrealized 0.0%
HEI/A HEICO CORP NEW CL A 0.1%
Value ($000) $417 Shares 8,411 Est. Cost $23.54 Unrealized 0.0%
SNN SMITH & NEPHEW P L C ADR SPONS 0.1%
Value ($000) $413 Shares 12,100 Est. Cost $34.13 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $407 Shares 10,000 Est. Cost $37.66 Unrealized -1.1%
SONY SONY CORP-ADR (B:SNE US) 0.1%
Value ($000) $402 Shares 15,000 Est. Cost $16.80 Unrealized
UNIVERSAL AMERICAN CORP 0.1%
Value ($000) $399 Shares 37,345 Est. Cost $7.81 Unrealized
CW CURTISS WRIGHT CORP 0.1%
Value ($000) $370 Shares 5,000 Est. Cost $63.33 Unrealized +4.4%
TDS TELEPHONE & DATA SYS 0.1%
Value ($000) $369 Shares 14,800 Est. Cost $22.54 Unrealized +10.8%
CARRIZO OIL & GAS INC 0.1%
Value ($000) $350 Shares 14,000 Est. Cost Unrealized
INTERPUBLIC GROUP COS INC 0.1%
Value ($000) $349 Shares 15,800 Est. Cost $12.41 Unrealized +15.1%
INFORMATICA CORP 0.1%
Value ($000) $338 Shares 7,700 Est. Cost $43.90 Unrealized
COVISINT CORP 0.1%
Value ($000) $332 Shares 163,507 Est. Cost $2.65 Unrealized
MIC 2.875% 07/15/19 0.1%
Value ($000) $326 Shares 275,000 Est. Cost $1.12 Unrealized
ENERGY XXI (BERMUDA) LTD 0.1%
Value ($000) $316 Shares 86,775 Est. Cost $17.32 Unrealized
SNYDERS LANCE INC COM 0.1%
Value ($000) $304 Shares 9,500 Est. Cost $28.40 Unrealized
ACTAVIS PLC SHS 0.0%
Value ($000) $298 Shares 1,000 Est. Cost $238.78 Unrealized
TV GRUPO TELEVISA SA DE CV ADR (B 0.0%
Value ($000) $297 Shares 9,000 Est. Cost $28.25 Unrealized
DVA DAVITA INC 0.0%
Value ($000) $284 Shares 3,500 Est. Cost $73.22 Unrealized +4.8%
INTEL CORP 3.25% 8/1/39 144A 0.0%
Value ($000) $276 Shares 175,000 Est. Cost $1.64 Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $273 Shares 3,500 Est. Cost $59.62 Unrealized +19.1%
NFG NATIONAL FUEL GAS CO N J COM 0.0%
Value ($000) $271 Shares 4,500 Est. Cost $60.82 Unrealized +5.7%
RHP RYMAN HOSPITALITY PPTYS INC CO 0.0%
Value ($000) $268 Shares 4,395 Est. Cost $52.79 Unrealized
MTUS TIMKENSTEEL CORP COM 0.0%
Value ($000) $265 Shares 10,000 Est. Cost $28.96 Unrealized 0.0%
WHOLE FOODS MKT INC COM 0.0%
Value ($000) $260 Shares 5,000 Est. Cost $50.40 Unrealized
NEM NEWMONT MINING CORP HOLDING CO 0.0%
Value ($000) $259 Shares 11,950 Est. Cost $19.59 Unrealized -6.8%
CABLEVISION SYS NY GROUP A 0.0%
Value ($000) $256 Shares 14,000 Est. Cost $17.83 Unrealized
COMCAST CORP CL A SPL 0.0%
Value ($000) $252 Shares 4,500 Est. Cost $49.78 Unrealized
ASCMA 4 07/15/20 CV 0.0%
Value ($000) $249 Shares 325,000 Est. Cost $1.01 Unrealized
ARCP 3 3/4 12/15/20 0.0%
Value ($000) $246 Shares 250,000 Est. Cost $0.92 Unrealized
KINDRED HEALTHCARE INC COM 0.0%
Value ($000) $238 Shares 10,000 Est. Cost $23.80 Unrealized
GHC GRAHAM HOLDINGS CO. 0.0%
Value ($000) $210 Shares 200 Est. Cost $528.21 Unrealized 0.0%
NAVISTAR INTL CORP COM 0.0%
Value ($000) $207 Shares 7,000 Est. Cost $29.57 Unrealized
SM SM ENERGY CO COM 0.0%
Value ($000) $207 Shares 4,000 Est. Cost $38.61 Unrealized 0.0%
SPY SPDR TR UNIT SER 1 0.0%
Value ($000) $206 Shares 1,000 Est. Cost $206.00 Unrealized
RITE AID CORP 0.0%
Value ($000) $200 Shares 50,000 Est. Cost Unrealized
TXN TEXAS INSTRUMENTS INC 0.0%
Value ($000) $200 Shares 3,500 Est. Cost $41.73 Unrealized 0.0%
HOME LN SERVICING SOLUTIONS OR 0.0%
Value ($000) $187 Shares 11,300 Est. Cost $16.55 Unrealized
WEATHERFORD INTERNATIONAL PLC 0.0%
Value ($000) $172 Shares 14,000 Est. Cost $20.19 Unrealized
NOBLE CORP PLC 0.0%
Value ($000) $170 Shares 11,900 Est. Cost $14.29 Unrealized
NETFLIX INC 0.0%
Value ($000) $160 Shares 500 Est. Cost Unrealized
CLEAR CHANNEL OUTDOOR HLDGS CL 0.0%
Value ($000) $152 Shares 15,000 Est. Cost $7.48 Unrealized
RITE AID CORP COM 0.0%
Value ($000) $130 Shares 15,000 Est. Cost $4.85 Unrealized
HARVEST NAT RES INC COM 0.0%
Value ($000) $125 Shares 278,555 Est. Cost $3.79 Unrealized
LENNAR CORP 0.0%
Value ($000) $122 Shares 3,500 Est. Cost Unrealized
BEST BUY INC 0.0%
Value ($000) $110 Shares 4,000 Est. Cost Unrealized
WRIGHT MEDICAL GROUP INC-CVR 3 0.0%
Value ($000) $101 Shares 23,569 Est. Cost $2.70 Unrealized
NEO NEOGENOMICS INC COM NEW 0.0%
Value ($000) $93 Shares 20,000 Est. Cost $3.81 Unrealized +14.0%
BTG B2GOLD CORP COM 0.0%
Value ($000) $88 Shares 58,008 Est. Cost $2.01 Unrealized -30.2%
VIMPELCOM LTD-SPON ADR-W/I 0.0%
Value ($000) $52 Shares 10,000 Est. Cost $5.20 Unrealized
YAMANA GOLD INC COM 0.0%
Value ($000) $44 Shares 12,341 Est. Cost $3.94 Unrealized
ADCARE HEALTH SYSTEMS INC 0.0%
Value ($000) $44 Shares 10,000 Est. Cost $4.80 Unrealized
SANOFI-AVENTIS-CVR 0.0%
Value ($000) $36 Shares 53,771 Est. Cost $0.68 Unrealized
AURICO GOLD INC COM 0.0%
Value ($000) $36 Shares 13,000 Est. Cost $4.38 Unrealized
MOLYCORP INC DEL COM 0.0%
Value ($000) $11 Shares 28,200 Est. Cost $6.21 Unrealized
COMMUNITY HEALTH SYSTEMS-CVR 0.0%
Value ($000) $10 Shares 471,530 Est. Cost $0.06 Unrealized