GABELLI & Co INVESTMENT ADVISERS, INC. Quant / Systematic

CIK: 0000932724 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Oct 23, 2015

Total Value ($000): $709,159 (99.6% shares, 0.4% debt)

Holdings (166)

DEALERTRACK HLDGS INC COM 6.3%
Value ($000) $44,960 Shares 711,843 Est. Cost $62.94 Unrealized
SIGMA ALDRICH CORP 6.2%
Value ($000) $43,900 Shares 316,010 Est. Cost $137.84 Unrealized
PRECISION CASTPARTS CORP 5.3%
Value ($000) $37,837 Shares 164,718 Est. Cost $229.71 Unrealized
ALTERA CORP COM 4.6%
Value ($000) $32,479 Shares 648,543 Est. Cost $50.79 Unrealized
TIME WARNER CABLE INC COM 4.5%
Value ($000) $31,991 Shares 178,350 Est. Cost $174.32 Unrealized
THORATEC LABS CORP COM NEW 4.1%
Value ($000) $29,411 Shares 464,925 Est. Cost $63.26 Unrealized
PARTNERRE LTD COM 4.1%
Value ($000) $28,958 Shares 208,513 Est. Cost $132.15 Unrealized
CHUBB CORP 3.2%
Value ($000) $22,976 Shares 187,333 Est. Cost $122.65 Unrealized
KYTHERA BIOPHARMACEUTICALS ICO 3.1%
Value ($000) $21,710 Shares 289,545 Est. Cost $75.10 Unrealized
BROADCOM CORP COM 2.9%
Value ($000) $20,398 Shares 396,622 Est. Cost $51.46 Unrealized
IPC HEALTHCARE INC COM 2.8%
Value ($000) $19,808 Shares 254,967 Est. Cost $77.69 Unrealized
CAMERON INTERNATIONAL CORP 2.7%
Value ($000) $19,377 Shares 316,000 Est. Cost $61.32 Unrealized
SOLERA HOLDINGS INC COM 2.5%
Value ($000) $18,018 Shares 333,674 Est. Cost $54.00 Unrealized
CON-WAY INC COM 2.5%
Value ($000) $17,950 Shares 378,287 Est. Cost $47.45 Unrealized
CLECO CORP NEW COM 2.3%
Value ($000) $16,347 Shares 307,049 Est. Cost $53.72 Unrealized
CYTEC INDS INC COM 2.3%
Value ($000) $15,981 Shares 216,402 Est. Cost $73.85 Unrealized
HUDSON CITY BANCORP INC COM 2.0%
Value ($000) $13,985 Shares 1,375,075 Est. Cost $9.55 Unrealized
FREESCALE SEMICONDUCTOR LTD SH 1.9%
Value ($000) $13,810 Shares 377,526 Est. Cost $38.89 Unrealized
STRATEGIC HOTELS & RESORTS ICO 1.9%
Value ($000) $13,408 Shares 972,263 Est. Cost $13.79 Unrealized
HCC INS HLDGS INC COM 1.9%
Value ($000) $13,215 Shares 170,586 Est. Cost $77.27 Unrealized
OM GROUP 1.7%
Value ($000) $11,904 Shares 361,919 Est. Cost $32.97 Unrealized
MYLAN N V ORD SHARES 1.5%
Value ($000) $10,824 Shares 268,846 Est. Cost $64.91 Unrealized
XOOM CORP COM 1.5%
Value ($000) $10,600 Shares 426,062 Est. Cost $24.88 Unrealized
LEN/B LENNAR B SHARES 1.1%
Value ($000) $7,644 Shares 193,018 Est. Cost $29.21 Unrealized +22.2%
CITY NATL CORP COM 0.9%
Value ($000) $6,499 Shares 73,800 Est. Cost $88.91 Unrealized
YAHOO INC. 0.8%
Value ($000) $5,844 Shares 202,144 Est. Cost $41.29 Unrealized
REMY INTL INC COM 0.8%
Value ($000) $5,526 Shares 188,916 Est. Cost $29.25 Unrealized
GRFS GRIFOLS SA SP ADR REP B NVT 0.8%
Value ($000) $5,469 Shares 179,892 Est. Cost $31.32 Unrealized
OFFICE DEPOT INC 0.7%
Value ($000) $5,232 Shares 814,900 Est. Cost $8.65 Unrealized
BAKER HUGHES INC 0.7%
Value ($000) $5,219 Shares 100,294 Est. Cost $53.95 Unrealized
STANCORP FINL GROUP INC COM 0.7%
Value ($000) $5,070 Shares 44,400 Est. Cost $114.19 Unrealized
PEPCO HLDGS INC COM 0.7%
Value ($000) $5,005 Shares 206,645 Est. Cost $26.29 Unrealized
INTEGRATED SILICON SOLUTION CO 0.7%
Value ($000) $4,831 Shares 224,796 Est. Cost $20.87 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC CL 0.7%
Value ($000) $4,682 Shares 6,500 Est. Cost $7.17 Unrealized +98.2%
DOT HILL SYS CORP COM 0.6%
Value ($000) $4,389 Shares 451,103 Est. Cost $9.73 Unrealized
PINNACLE ENTMT INC COM 0.6%
Value ($000) $4,240 Shares 125,298 Est. Cost $34.31 Unrealized
WFC WELLS FARGO & CO NEW 0.6%
Value ($000) $4,198 Shares 81,743 Est. Cost $27.36 Unrealized +50.1%
MERGE HEALTHCARE INC COM 0.6%
Value ($000) $4,014 Shares 565,374 Est. Cost $7.10 Unrealized
PREMIERE GLOBAL SVCS INC COM 0.5%
Value ($000) $3,861 Shares 280,980 Est. Cost $13.74 Unrealized
WUXI PHARMATECH CAYMAN INC SPO 0.5%
Value ($000) $3,598 Shares 83,267 Est. Cost $43.21 Unrealized
TMUS T-MOBILE US INC 0.5%
Value ($000) $3,442 Shares 86,449 Est. Cost $30.75 Unrealized +25.3%
HE HAWAIIAN ELEC INDS INC COM 0.5%
Value ($000) $3,268 Shares 113,903 Est. Cost $31.65 Unrealized -7.3%
ALCATEL LUCENT ADR SPONS 1/5SH 0.4%
Value ($000) $2,946 Shares 807,200 Est. Cost $3.63 Unrealized
COMPUTER SCIENCES CORP COM 0.4%
Value ($000) $2,928 Shares 47,696 Est. Cost $65.33 Unrealized
HERTZ GLOBAL HOLDINGS INC COM 0.4%
Value ($000) $2,845 Shares 170,050 Est. Cost $23.55 Unrealized
TECO ENERGY INC COM 0.4%
Value ($000) $2,653 Shares 101,036 Est. Cost $26.26 Unrealized
MORGANS HOTEL GROUP CO COM 0.4%
Value ($000) $2,492 Shares 750,487 Est. Cost $7.94 Unrealized
ADEPT TECHNOLOGY INC COM NEW 0.4%
Value ($000) $2,488 Shares 192,013 Est. Cost $12.96 Unrealized
LORAL SPACE & COMMUNICATNS ICO 0.3%
Value ($000) $2,453 Shares 52,104 Est. Cost $69.52 Unrealized
HUM HUMANA INC COM 0.3%
Value ($000) $2,390 Shares 13,350 Est. Cost $170.02 Unrealized 0.0%
ATMEL CORP COM 0.3%
Value ($000) $2,327 Shares 288,368 Est. Cost $8.07 Unrealized
AGL RES INC COM 0.3%
Value ($000) $2,317 Shares 37,965 Est. Cost $61.03 Unrealized
NATIONAL PENN BANCSHARES INCCO 0.3%
Value ($000) $2,306 Shares 196,282 Est. Cost $11.75 Unrealized
AMCX AMC NETWORKS INC CL A 0.3%
Value ($000) $2,232 Shares 30,500 Est. Cost $61.68 Unrealized +25.2%
MEDIA GEN INC NEW COM 0.3%
Value ($000) $2,024 Shares 144,700 Est. Cost $13.99 Unrealized
WESTROCK CO COM 0.3%
Value ($000) $2,001 Shares 38,900 Est. Cost $51.44 Unrealized
OMNIVISION TECHNOLOGIES 0.3%
Value ($000) $1,897 Shares 72,230 Est. Cost $26.23 Unrealized
NATIONAL INTERSTATE CORP COM 0.3%
Value ($000) $1,865 Shares 69,921 Est. Cost $26.81 Unrealized
MILLENNIAL MEDIA INC COM 0.3%
Value ($000) $1,851 Shares 1,057,903 Est. Cost $1.75 Unrealized
YELP YELP INC CL A 0.3%
Value ($000) $1,839 Shares 84,900 Est. Cost $45.64 Unrealized -39.2%
UIL HLDG CORP COM 0.3%
Value ($000) $1,809 Shares 35,989 Est. Cost $50.40 Unrealized
BAC BANK OF AMERICA 0.2%
Value ($000) $1,694 Shares 108,729 Est. Cost $10.03 Unrealized +34.1%
CABLEVISION SYS NY GROUP A 0.2%
Value ($000) $1,666 Shares 51,300 Est. Cost $29.33 Unrealized
ZULILY INC - CL A 0.2%
Value ($000) $1,655 Shares 95,100 Est. Cost $17.40 Unrealized
WESCO AIRCRAFT HLDGS INC COM 0.2%
Value ($000) $1,593 Shares 130,614 Est. Cost $14.69 Unrealized
PEP BOYS MANNY MOE & JACK 0.2%
Value ($000) $1,585 Shares 130,057 Est. Cost $10.83 Unrealized
BLYTH INC 0.2%
Value ($000) $1,563 Shares 261,774 Est. Cost $6.47 Unrealized
PLANAR SYS INC COM 0.2%
Value ($000) $1,471 Shares 253,618 Est. Cost $5.80 Unrealized
INTERXION HOLDING N.V SHS 0.2%
Value ($000) $1,468 Shares 54,200 Est. Cost $27.82 Unrealized
SYMETRA FINL CORP COM 0.2%
Value ($000) $1,465 Shares 46,306 Est. Cost $31.64 Unrealized
MEREDITH CORP 0.2%
Value ($000) $1,449 Shares 34,026 Est. Cost $42.59 Unrealized
BRSL INTERNATIONAL GAME TECH PLC SH 0.2%
Value ($000) $1,367 Shares 89,187 Est. Cost $10.73 Unrealized -6.5%
NTELOS HLDGS CORP COM NEW 0.2%
Value ($000) $1,346 Shares 149,103 Est. Cost $9.03 Unrealized
SYNCHRONOSS TECHNOLOGIES INCCO 0.2%
Value ($000) $1,267 Shares 38,614 Est. Cost $45.72 Unrealized
VIVINT SOLAR INC COM 0.2%
Value ($000) $1,214 Shares 115,817 Est. Cost $10.48 Unrealized
TOWERS WATSON & CO CL A 0.2%
Value ($000) $1,174 Shares 10,000 Est. Cost $124.51 Unrealized
EPIQ SYS INC COM 0.2%
Value ($000) $1,158 Shares 89,650 Est. Cost $17.14 Unrealized
SQUARE 1 FINL INC CL A 0.2%
Value ($000) $1,132 Shares 44,100 Est. Cost $25.67 Unrealized
BE AEROSPACE INC COM 0.2%
Value ($000) $1,128 Shares 25,700 Est. Cost $72.61 Unrealized
CARBONITE INC 0.2%
Value ($000) $1,117 Shares 100,359 Est. Cost $14.29 Unrealized
STARWOOD HOTELS & RESORTS WRLD 0.2%
Value ($000) $1,090 Shares 16,400 Est. Cost $77.16 Unrealized
AVOLON HLDGS LTD COM 0.1%
Value ($000) $1,055 Shares 34,663 Est. Cost $30.44 Unrealized
CYBERONICS INC COM 0.1%
Value ($000) $1,042 Shares 17,141 Est. Cost $60.79 Unrealized
PERICOM SEMICONDUCTOR CORP COM 0.1%
Value ($000) $953 Shares 52,206 Est. Cost $18.25 Unrealized
PEP PEPSICO INC 0.1%
Value ($000) $943 Shares 10,000 Est. Cost $64.88 Unrealized +7.1%
SHANDA GAMES LTD SP ADR REPTG 0.1%
Value ($000) $913 Shares 136,200 Est. Cost $6.81 Unrealized
ADT CORPORATION COM 0.1%
Value ($000) $897 Shares 30,000 Est. Cost $35.47 Unrealized
HOME PROPERTIES INC COM 0.1%
Value ($000) $867 Shares 11,600 Est. Cost $74.74 Unrealized
KIMBALL INTL INC CL B 0.1%
Value ($000) $828 Shares 87,559 Est. Cost $17.36 Unrealized
ADBE ADOBE SYSTEMS INC COM 0.1%
Value ($000) $822 Shares 10,000 Est. Cost $70.88 Unrealized +14.4%
MARTHA STEWART LIVING OMNI 0.1%
Value ($000) $793 Shares 132,998 Est. Cost $5.96 Unrealized
VZ VERIZON COMMUNICATIONS 0.1%
Value ($000) $786 Shares 18,068 Est. Cost $26.10 Unrealized +3.5%
LIBERTY VENTURES SER A 0.1%
Value ($000) $769 Shares 19,048 Est. Cost $56.54 Unrealized
SATS ECHOSTAR CORP-A 0.1%
Value ($000) $753 Shares 17,500 Est. Cost $41.00 Unrealized -10.1%
SYNERGETICS USA INC COM 0.1%
Value ($000) $706 Shares 107,395 Est. Cost $6.57 Unrealized
AVA AVISTA CORP COM 0.1%
Value ($000) $665 Shares 20,000 Est. Cost $21.73 Unrealized -3.5%
UNIVERSAL AMERICAN CORP 0.1%
Value ($000) $650 Shares 95,045 Est. Cost $8.11 Unrealized
KE KIMBALL ELECTRONICS INC COM 0.1%
Value ($000) $634 Shares 53,169 Est. Cost $10.71 Unrealized +15.4%
AZN ASTRAZENECA PLC ADR SPONSORED 0.1%
Value ($000) $627 Shares 19,700 Est. Cost $53.02 Unrealized
AKAM AKAMAI TECHNOLOGIES INC COM 0.1%
Value ($000) $622 Shares 9,000 Est. Cost $60.11 Unrealized +20.0%
BIOSCRIP INC 0.1%
Value ($000) $593 Shares 317,101 Est. Cost $6.42 Unrealized
POST POST HOLDINGS INC 0.1%
Value ($000) $591 Shares 10,000 Est. Cost $30.86 Unrealized +27.2%
BIOTA HOLDINGS LTD 0.1%
Value ($000) $580 Shares 292,807 Est. Cost $3.33 Unrealized
JIAYUAN COM INTL LTD SPONSORED 0.1%
Value ($000) $576 Shares 93,700 Est. Cost $6.15 Unrealized
SNN SMITH & NEPHEW P L C ADR SPONS 0.1%
Value ($000) $571 Shares 16,300 Est. Cost $34.08 Unrealized
BTO CN 3 1/4 10/1/18 0.1%
Value ($000) $553 Shares 650,000 Est. Cost $0.89 Unrealized
FEDERAL MOGUL CORP CL A 0.1%
Value ($000) $550 Shares 80,574 Est. Cost $13.65 Unrealized
MDLZ MONDELEZ INTERNATIONAL 0.1%
Value ($000) $544 Shares 13,000 Est. Cost $28.32 Unrealized +20.2%
GULTU GULF COAST ULTRA DEEP RTY TR R 0.1%
Value ($000) $529 Shares 1,822,512 Est. Cost $2.74 Unrealized
MEAD JOHNSON 0.1%
Value ($000) $528 Shares 7,500 Est. Cost $96.20 Unrealized
TSLA 1 1/4 03/1/21 0.1%
Value ($000) $473 Shares 500,000 Est. Cost $0.85 Unrealized
MSFT MICROSOFT CORP 0.1%
Value ($000) $443 Shares 10,000 Est. Cost $37.66 Unrealized +3.3%
BK BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $431 Shares 11,000 Est. Cost $21.22 Unrealized +50.8%
VIACOM INC NEW CL A 0.1%
Value ($000) $429 Shares 9,700 Est. Cost $70.89 Unrealized
MARKET VECTORS ETF TR GOLD MIN 0.1%
Value ($000) $429 Shares 31,200 Est. Cost $15.43 Unrealized
AGI ALAMOS GOLD INC 0.1%
Value ($000) $425 Shares 86,062 Est. Cost $3.74 Unrealized 0.0%
LUMENIS LTD SHS CL B 0.1%
Value ($000) $416 Shares 30,000 Est. Cost $13.81 Unrealized
LIBERTY TRIPADVISOR HLDG-A 0.1%
Value ($000) $407 Shares 18,338 Est. Cost $33.92 Unrealized
ETN EATON CORP PLC SHS 0.1%
Value ($000) $405 Shares 7,900 Est. Cost $47.54 Unrealized -2.2%
HC2 HLDGS INC COM 0.1%
Value ($000) $401 Shares 57,164 Est. Cost $8.43 Unrealized
KINDER MORGAN INC WT EXP 05/25 0.1%
Value ($000) $399 Shares 433,438 Est. Cost $3.04 Unrealized
ALERE INC 0.1%
Value ($000) $385 Shares 8,000 Est. Cost $38.77 Unrealized
HARVEST NAT RES INC COM 0.1%
Value ($000) $379 Shares 272,455 Est. Cost $3.36 Unrealized
CBS CORP CLASS A 0.1%
Value ($000) $377 Shares 8,400 Est. Cost $48.78 Unrealized
BOULDER BRANDS INC COM 0.1%
Value ($000) $369 Shares 45,000 Est. Cost $11.06 Unrealized
MIC 2.875% 07/15/19 0.1%
Value ($000) $369 Shares 325,000 Est. Cost $1.13 Unrealized
TDS TELEPHONE & DATA SYS 0.1%
Value ($000) $369 Shares 14,800 Est. Cost $22.54 Unrealized +24.6%
SONY SONY CORP-ADR (B:SNE US) 0.1%
Value ($000) $368 Shares 15,000 Est. Cost $16.80 Unrealized
BGC 4 1/2 11/15/29 0.1%
Value ($000) $366 Shares 625,000 Est. Cost $0.98 Unrealized
CORT CORCEPT THERAPEUTICS INC OC-CO 0.1%
Value ($000) $362 Shares 96,200 Est. Cost $1.80 Unrealized +182.3%
TWENTY FIRST CENTY FOX B 0.1%
Value ($000) $360 Shares 13,300 Est. Cost $33.70 Unrealized
SNYDERS LANCE INC COM 0.0%
Value ($000) $320 Shares 9,500 Est. Cost $28.40 Unrealized
CW CURTISS WRIGHT CORP 0.0%
Value ($000) $312 Shares 5,000 Est. Cost $63.33 Unrealized +0.8%
IBB ISHARES TR NASDQ BIO INDX 0.0%
Value ($000) $303 Shares 1,000 Est. Cost $303.00 Unrealized
INTERPUBLIC GROUP COS INC 0.0%
Value ($000) $302 Shares 15,800 Est. Cost $12.41 Unrealized +9.5%
WMB WILLIAMS COS INC 0.0%
Value ($000) $295 Shares 8,000 Est. Cost $28.07 Unrealized -2.3%
CVS CVS HEALTH CORP 0.0%
Value ($000) $289 Shares 3,000 Est. Cost $75.67 Unrealized +2.8%
ALLERGAN PLC SHS 0.0%
Value ($000) $272 Shares 1,000 Est. Cost $303.00 Unrealized
HCA HCA HOLDINGS INC COM 0.0%
Value ($000) $271 Shares 3,500 Est. Cost $76.71 Unrealized +7.3%
CIGNA CORP 0.0%
Value ($000) $270 Shares 2,000 Est. Cost $152.13 Unrealized
INTEL CORP 3.25% 8/1/39 144A 0.0%
Value ($000) $264 Shares 175,000 Est. Cost $1.64 Unrealized
DONNELLEY R R & SONS CO 0.0%
Value ($000) $262 Shares 18,000 Est. Cost $17.42 Unrealized
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $259 Shares 3,500 Est. Cost $59.62 Unrealized +11.1%
DVA DAVITA INC 0.0%
Value ($000) $253 Shares 3,500 Est. Cost $73.22 Unrealized +5.9%
GILD GILEAD SCIENCES INC COM 0.0%
Value ($000) $245 Shares 2,500 Est. Cost $77.50 Unrealized 0.0%
TMO THERMO FISHER SCIENTIFIC INC 0.0%
Value ($000) $245 Shares 2,000 Est. Cost $126.34 Unrealized 0.0%
ASCMA 4 07/15/20 CV 0.0%
Value ($000) $240 Shares 325,000 Est. Cost $1.01 Unrealized
TV GRUPO TELEVISA SA DE CV ADR (B 0.0%
Value ($000) $234 Shares 9,000 Est. Cost $28.25 Unrealized
ARCP 3 3/4 12/15/20 0.0%
Value ($000) $233 Shares 250,000 Est. Cost $0.92 Unrealized
NFG NATIONAL FUEL GAS CO N J COM 0.0%
Value ($000) $225 Shares 4,500 Est. Cost $60.82 Unrealized -11.2%
RHP RYMAN HOSPITALITY PPTYS INC CO 0.0%
Value ($000) $216 Shares 4,395 Est. Cost $52.79 Unrealized
WELLS FARGO & CO NEW PERP PFD 0.0%
Value ($000) $204 Shares 175 Est. Cost $1177.14 Unrealized
SFX ENTMT INC COM 0.0%
Value ($000) $198 Shares 388,400 Est. Cost $4.49 Unrealized
KINDRED HEALTHCARE INC COM 0.0%
Value ($000) $158 Shares 10,000 Est. Cost $23.80 Unrealized
CLEAR CHANNEL OUTDOOR HLDGS CL 0.0%
Value ($000) $121 Shares 17,000 Est. Cost $7.44 Unrealized
LIBERATOR MEDICAL HLDGS INC CO 0.0%
Value ($000) $118 Shares 50,000 Est. Cost $2.28 Unrealized
NEO NEOGENOMICS INC COM NEW 0.0%
Value ($000) $115 Shares 20,000 Est. Cost $3.81 Unrealized +62.3%
WRIGHT MEDICAL GROUP INC-CVR 3 0.0%
Value ($000) $107 Shares 23,569 Est. Cost $2.70 Unrealized
MWA MUELLER WATER PRODUCTS INC 0.0%
Value ($000) $84 Shares 11,000 Est. Cost $7.26 Unrealized 0.0%
OPK OPKO HEALTH INC COM 0.0%
Value ($000) $84 Shares 10,000 Est. Cost $13.24 Unrealized 0.0%
BTG B2GOLD CORP COM 0.0%
Value ($000) $60 Shares 57,213 Est. Cost $2.00 Unrealized -51.4%
ENERGY XXI (BERMUDA) LTD 0.0%
Value ($000) $56 Shares 53,275 Est. Cost $17.32 Unrealized
VIMPELCOM LTD-SPON ADR-W/I 0.0%
Value ($000) $41 Shares 10,000 Est. Cost $4.98 Unrealized
ADCARE HEALTH SYSTEMS INC 0.0%
Value ($000) $34 Shares 10,000 Est. Cost $4.80 Unrealized
YAMANA GOLD INC COM 0.0%
Value ($000) $20 Shares 11,800 Est. Cost $3.84 Unrealized
COMMUNITY HEALTH SYSTEMS-CVR 0.0%
Value ($000) $4 Shares 471,530 Est. Cost $0.06 Unrealized