GABELLI & Co INVESTMENT ADVISERS, INC. Quant / Systematic

CIK: 0000932724 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 3, 2017

Total Value ($000): $928,871 (99.6% shares, 0.4% debt)

Holdings (171)

GAMI GAMCO INVESTORS INC COM 14.0%
Value ($000) $130,034 Shares 4,393,055 Est. Cost $24.16 Unrealized -8.3%
NXPI NXP SEMICONDUCTORS N V COM 5.8%
Value ($000) $53,500 Shares 488,812 Est. Cost $88.44 Unrealized +7.6%
MOBILEYE NV 4.3%
Value ($000) $40,186 Shares 639,907 Est. Cost $61.94 Unrealized
PANERA BREAD COMPANY-CL A 3.8%
Value ($000) $35,364 Shares 112,396 Est. Cost $314.64 Unrealized
TIME WARNER INC COM 3.7%
Value ($000) $33,914 Shares 337,756 Est. Cost $97.96 Unrealized
ALERE INC 3.6%
Value ($000) $33,245 Shares 662,383 Est. Cost $47.42 Unrealized
ALTABA INC 3.4%
Value ($000) $31,184 Shares 572,394 Est. Cost $54.48 Unrealized
BARD C R INC COM 3.3%
Value ($000) $31,037 Shares 98,185 Est. Cost $316.11 Unrealized
VCA ANTECH INC COM 2.9%
Value ($000) $27,163 Shares 294,263 Est. Cost $91.54 Unrealized
REYNOLDS AMERICAN INC 2.8%
Value ($000) $25,548 Shares 392,798 Est. Cost $62.86 Unrealized
LIBERTY SIRIUS GROUP C 2.7%
Value ($000) $24,745 Shares 593,400 Est. Cost $31.18 Unrealized
ALLIED WRLD ASSUR COM HLDG ASH 2.5%
Value ($000) $23,192 Shares 438,420 Est. Cost $53.27 Unrealized
CABELAS INC- CL A COM 2.1%
Value ($000) $19,297 Shares 324,757 Est. Cost $57.19 Unrealized
KATE SPADE & CO COM 2.1%
Value ($000) $19,179 Shares 1,037,252 Est. Cost $18.53 Unrealized
LEVEL 3 COMM 1.9%
Value ($000) $18,065 Shares 304,643 Est. Cost $58.09 Unrealized
MONSANTO CO NEW COM 1.8%
Value ($000) $16,719 Shares 141,258 Est. Cost $112.47 Unrealized
DOW CHEMICAL CORP 1.7%
Value ($000) $15,616 Shares 247,598 Est. Cost $63.07 Unrealized
GDL FUND 1.6%
Value ($000) $15,257 Shares 1,486,993 Est. Cost $10.01 Unrealized
RICE ENERGY INC COM 1.5%
Value ($000) $13,481 Shares 506,250 Est. Cost $26.63 Unrealized
PATHEON NV 1.3%
Value ($000) $12,424 Shares 356,188 Est. Cost $34.88 Unrealized
WESTAR ENERGY INC 1.3%
Value ($000) $12,229 Shares 230,648 Est. Cost $56.39 Unrealized
GABELLI DIV&INC TR COM 1.3%
Value ($000) $11,738 Shares 537,951 Est. Cost $18.59 Unrealized
NEUSTAR INC CL A 1.2%
Value ($000) $11,340 Shares 340,037 Est. Cost $33.25 Unrealized
BROCADE COMMUNICATIONS SYS ICO 1.2%
Value ($000) $11,128 Shares 882,448 Est. Cost $12.49 Unrealized
PAREXEL INTL CORP COM 1.2%
Value ($000) $11,086 Shares 127,560 Est. Cost $86.91 Unrealized
TERRAFORM GLOBAL INC CL A 1.2%
Value ($000) $10,876 Shares 2,153,619 Est. Cost $4.91 Unrealized
CU BANCORP CALIF COM 1.1%
Value ($000) $10,364 Shares 286,700 Est. Cost $36.15 Unrealized
AKORN INC 1.0%
Value ($000) $9,707 Shares 289,426 Est. Cost $33.54 Unrealized
WHOLE FOODS MKT INC COM 1.0%
Value ($000) $9,464 Shares 224,755 Est. Cost $42.11 Unrealized
SPECTRANETICS CORP COM 1.0%
Value ($000) $9,459 Shares 246,327 Est. Cost $38.40 Unrealized
PACIFIC CONTINENTAL CORP COM 1.0%
Value ($000) $8,987 Shares 351,735 Est. Cost $24.50 Unrealized
LEN/B LENNAR B SHARES 0.9%
Value ($000) $8,625 Shares 191,802 Est. Cost $29.87 Unrealized +21.5%
FORESTAR GROUP INC COM 0.8%
Value ($000) $7,512 Shares 438,043 Est. Cost $17.15 Unrealized
WEST CORP COM 0.8%
Value ($000) $7,373 Shares 316,165 Est. Cost $23.32 Unrealized
TRIBUNE MEDIA CO - A 0.8%
Value ($000) $7,326 Shares 179,695 Est. Cost $40.21 Unrealized
VWR CORP 0.8%
Value ($000) $7,214 Shares 218,554 Est. Cost $33.01 Unrealized
NUTRACEUTICAL INTL CORP COM 0.7%
Value ($000) $6,806 Shares 163,420 Est. Cost $41.65 Unrealized
GENERAL COMMUNICATIONS INC CL 0.7%
Value ($000) $6,503 Shares 177,472 Est. Cost $36.64 Unrealized
DOMINION DIAMOND CORP COM 0.6%
Value ($000) $5,818 Shares 463,242 Est. Cost $12.60 Unrealized
RITE AID CORP COM 0.6%
Value ($000) $5,513 Shares 1,868,755 Est. Cost $7.37 Unrealized
LORAL SPACE & COMMUNICATNS ICO 0.6%
Value ($000) $5,134 Shares 123,568 Est. Cost $46.64 Unrealized
MONEYGRAM INTERNATIONAL INC CO 0.5%
Value ($000) $5,018 Shares 290,891 Est. Cost $17.17 Unrealized
GABELLI GLOBAL UTIL & INCOMECO 0.5%
Value ($000) $4,972 Shares 245,703 Est. Cost $16.75 Unrealized
STRAIGHT PATH COMMUNICATNS ICL 0.5%
Value ($000) $4,951 Shares 27,561 Est. Cost $179.64 Unrealized
WFC WELLS FARGO & CO NEW 0.5%
Value ($000) $4,529 Shares 81,743 Est. Cost $27.36 Unrealized +54.1%
DIGITALGLOBE INC COM NEW 0.5%
Value ($000) $4,221 Shares 126,754 Est. Cost $32.85 Unrealized
NEW YORK REIT INC COM 0.4%
Value ($000) $4,135 Shares 478,534 Est. Cost $8.64 Unrealized
INCY INCYTE GENOMICS INC COM 0.4%
Value ($000) $3,664 Shares 29,100 Est. Cost $127.25 Unrealized 0.0%
WGL HLDGS INC COM 0.4%
Value ($000) $3,379 Shares 40,500 Est. Cost $82.69 Unrealized
CMG CHIPOTLE MEXICAN GRILL INC CL 0.3%
Value ($000) $2,705 Shares 6,500 Est. Cost $7.17 Unrealized +29.3%
BAC BANK OF AMERICA 0.3%
Value ($000) $2,638 Shares 108,729 Est. Cost $10.03 Unrealized +90.5%
XCERRA CORP COM 0.3%
Value ($000) $2,535 Shares 259,457 Est. Cost $9.77 Unrealized
STONEGATE BK FT LAUDERDALE FCO 0.3%
Value ($000) $2,501 Shares 54,166 Est. Cost $46.17 Unrealized
HPE HEWLETT PACKARD ENTERPRISE CCO 0.3%
Value ($000) $2,444 Shares 147,315 Est. Cost $9.96 Unrealized +7.7%
LSCC LATTICE SEMICONDUCTOR CORP COM 0.3%
Value ($000) $2,433 Shares 365,315 Est. Cost $7.25 Unrealized
KKR & CO. L.P 0.2%
Value ($000) $2,240 Shares 120,410 Est. Cost $15.59 Unrealized
CARDCONNECT CORP COM 0.2%
Value ($000) $2,230 Shares 148,200 Est. Cost $15.05 Unrealized
CLOVIS ONCOLOGY INC COM 0.2%
Value ($000) $1,938 Shares 20,700 Est. Cost $83.95 Unrealized
ONEBEACON INSURANCE GROUP LTCL 0.2%
Value ($000) $1,908 Shares 104,659 Est. Cost $18.23 Unrealized
GYRO GYRODYNE LLC COM 0.2%
Value ($000) $1,804 Shares 87,994 Est. Cost $16.93 Unrealized +17.8%
GABELLI GO ANYWHERE TRUST 0.2%
Value ($000) $1,665 Shares 97,920 Est. Cost $20.13 Unrealized
NESR NATIONAL ENERGY SERVICES REUSH 0.2%
Value ($000) $1,641 Shares 171,800 Est. Cost $9.55 Unrealized
LIBERTY GLOBAL PLC SHS CL C 0.2%
Value ($000) $1,490 Shares 47,799 Est. Cost $28.65 Unrealized
NORD ANGLIA EDUCATION INC SHS 0.2%
Value ($000) $1,452 Shares 44,581 Est. Cost $32.57 Unrealized
ADBE ADOBE SYSTEMS INC COM 0.2%
Value ($000) $1,414 Shares 10,000 Est. Cost $70.88 Unrealized +93.2%
FCX FREEPORT MCMORAN COPPER&GOLD C 0.1%
Value ($000) $1,386 Shares 115,400 Est. Cost $6.37 Unrealized +72.8%
PANDORA MEDIA INC COM 0.1%
Value ($000) $1,375 Shares 154,200 Est. Cost $8.92 Unrealized
VZ VERIZON COMMUNICATIONS 0.1%
Value ($000) $1,340 Shares 30,000 Est. Cost $29.53 Unrealized 0.0%
IBKR INTERACTIVE BROKERS 0.1%
Value ($000) $1,272 Shares 34,000 Est. Cost $9.71 Unrealized -13.5%
PROSHARES TRUST PSHS ULSHT SP5 0.1%
Value ($000) $1,268 Shares 100,000 Est. Cost $17.68 Unrealized
ENERNOC INC COM 0.1%
Value ($000) $1,260 Shares 162,600 Est. Cost $7.75 Unrealized
BANCROFT FUND LTD COM 0.1%
Value ($000) $1,201 Shares 55,400 Est. Cost $18.19 Unrealized
POST POST HOLDINGS INC 0.1%
Value ($000) $1,165 Shares 15,000 Est. Cost $34.36 Unrealized +56.9%
PEP PEPSICO INC 0.1%
Value ($000) $1,155 Shares 10,000 Est. Cost $64.88 Unrealized +35.9%
SCICLONE PHARMACEUTICALS INCCO 0.1%
Value ($000) $1,125 Shares 102,261 Est. Cost $11.00 Unrealized
SYNERON MEDICAL LTD ORD SHS 0.1%
Value ($000) $1,071 Shares 97,775 Est. Cost $10.95 Unrealized
ALBANY MOLECULAR RESEARCH 0.1%
Value ($000) $1,060 Shares 48,859 Est. Cost $21.70 Unrealized
RHP RYMAN HOSPITALITY PPTYS INC CO 0.1%
Value ($000) $1,049 Shares 16,395 Est. Cost $51.93 Unrealized
FORTRESS INVESTMENT GROUP CL A 0.1%
Value ($000) $1,044 Shares 130,700 Est. Cost $7.99 Unrealized
XACTLY CORP COM 0.1%
Value ($000) $1,038 Shares 66,303 Est. Cost $15.66 Unrealized
GAS NAT INC COM 0.1%
Value ($000) $998 Shares 77,200 Est. Cost $12.57 Unrealized
BK BANK OF NEW YORK MELLON CORP 0.1%
Value ($000) $969 Shares 19,000 Est. Cost $26.58 Unrealized +42.8%
SONY SONY CORP-ADR (B:SNE US) 0.1%
Value ($000) $955 Shares 25,000 Est. Cost $20.26 Unrealized
CVX CHEVRON CORP 0.1%
Value ($000) $897 Shares 8,600 Est. Cost $58.05 Unrealized +26.1%
ROYAL BANCSHARES PA INC CL A 0.1%
Value ($000) $880 Shares 207,950 Est. Cost $4.23 Unrealized
GABELLI MULTIMEDIA TRST INC 0.1%
Value ($000) $857 Shares 95,814 Est. Cost $7.54 Unrealized
AVA AVISTA CORP COM 0.1%
Value ($000) $849 Shares 20,000 Est. Cost $21.73 Unrealized +34.4%
ARI NETWORK SVCS INC COM NEW 0.1%
Value ($000) $845 Shares 119,873 Est. Cost $7.05 Unrealized
INNOCOLL HLDGS PLC SHS 0.1%
Value ($000) $802 Shares 351,666 Est. Cost $2.28 Unrealized
ASTORIA FINL CORP COM 0.1%
Value ($000) $798 Shares 39,612 Est. Cost $17.89 Unrealized
AKAM AKAMAI TECHNOLOGIES INC COM 0.1%
Value ($000) $747 Shares 15,000 Est. Cost $60.64 Unrealized -13.0%
APACHE CORP 0.1%
Value ($000) $743 Shares 15,500 Est. Cost $48.84 Unrealized
DVN DEVON ENERGY CORP NEW 0.1%
Value ($000) $742 Shares 23,200 Est. Cost $16.97 Unrealized +52.4%
GLOBAL SOURCES LTD COM 0.1%
Value ($000) $737 Shares 36,835 Est. Cost $11.78 Unrealized
FELCOR LODGING TR INC COM 0.1%
Value ($000) $717 Shares 99,501 Est. Cost $7.36 Unrealized
BMRN BIOMARIN PHARMACEUTICAL INC CO 0.1%
Value ($000) $713 Shares 7,850 Est. Cost $88.96 Unrealized +2.3%
MSFT MICROSOFT CORP 0.1%
Value ($000) $689 Shares 10,000 Est. Cost $37.66 Unrealized +65.5%
MDLZ MONDELEZ INTERNATIONAL 0.1%
Value ($000) $665 Shares 15,400 Est. Cost $29.39 Unrealized +24.8%
GABELLI GLB SML & MD CP VAL CO 0.1%
Value ($000) $652 Shares 52,773 Est. Cost $10.42 Unrealized
LBTYAUSD LIBERTY GLOBAL PLC SHS CL A 0.1%
Value ($000) $627 Shares 19,524 Est. Cost $29.04 Unrealized
CBS CORP CLASS A 0.1%
Value ($000) $625 Shares 9,642 Est. Cost $51.07 Unrealized
GRFS GRIFOLS SA SP ADR REP B NVT 0.1%
Value ($000) $621 Shares 29,400 Est. Cost $21.12 Unrealized
ETN EATON CORP PLC SHS 0.1%
Value ($000) $615 Shares 7,900 Est. Cost $47.54 Unrealized +34.5%
KCG HLDGS INC CL A 0.1%
Value ($000) $615 Shares 30,834 Est. Cost $19.95 Unrealized
GENERAL ELEC CO 0.1%
Value ($000) $608 Shares 22,500 Est. Cost $28.74 Unrealized
TESLA MOTORS 1.250 03/1/21 0.1%
Value ($000) $581 Shares 500,000 Est. Cost $0.85 Unrealized
PHH CORP COM NEW 0.1%
Value ($000) $568 Shares 41,223 Est. Cost $13.78 Unrealized
SNYDERS LANCE INC COM 0.1%
Value ($000) $537 Shares 15,500 Est. Cost $31.56 Unrealized
C CITIGROUP INC 0.1%
Value ($000) $535 Shares 8,000 Est. Cost $38.81 Unrealized +19.7%
IONS 1.000 11/15/21 0.1%
Value ($000) $533 Shares 500,000 Est. Cost $0.93 Unrealized
LIBERTY INTERACTIVE CORP LBT V 0.1%
Value ($000) $533 Shares 10,200 Est. Cost $36.86 Unrealized
TWENTY FIRST CENTY FOX B 0.1%
Value ($000) $530 Shares 19,000 Est. Cost $30.51 Unrealized
BTO CN 3 1/4 10/1/18 0.1%
Value ($000) $529 Shares 500,000 Est. Cost $0.89 Unrealized
TWO 6 1/4 1/15/22 0.1%
Value ($000) $527 Shares 500,000 Est. Cost $1.03 Unrealized
TGNA TEGNA INC COM 0.1%
Value ($000) $526 Shares 36,400 Est. Cost $15.37 Unrealized 0.0%
INTRAWEST RESORTS HLDGS INC CO 0.1%
Value ($000) $517 Shares 21,784 Est. Cost $23.73 Unrealized
KINDRED HEALTHCARE INC COM 0.1%
Value ($000) $512 Shares 43,953 Est. Cost $11.65 Unrealized
PNC PNC FINANCIAL CORP 0.1%
Value ($000) $499 Shares 4,000 Est. Cost $66.73 Unrealized +35.4%
NEXVET BIOPHARMA PUB LTD CO OR 0.1%
Value ($000) $476 Shares 71,100 Est. Cost $6.69 Unrealized
CW CURTISS WRIGHT CORP 0.0%
Value ($000) $459 Shares 5,000 Est. Cost $63.33 Unrealized +36.7%
TDS TELEPHONE & DATA SYS 0.0%
Value ($000) $444 Shares 16,000 Est. Cost $23.25 Unrealized +18.2%
CHTR CHARTER COMMUNICATIONS INC 0.0%
Value ($000) $439 Shares 1,302 Est. Cost $214.89 Unrealized +55.2%
ALLERGAN PLC SHS 0.0%
Value ($000) $438 Shares 1,800 Est. Cost $264.04 Unrealized
INTERNAP NETWORK SVCS CORP COM 0.0%
Value ($000) $427 Shares 116,300 Est. Cost $6.40 Unrealized
VIACOM INC NEW CL A 0.0%
Value ($000) $426 Shares 11,200 Est. Cost $51.35 Unrealized
CNS COHEN & STEERS INC COM 0.0%
Value ($000) $426 Shares 10,500 Est. Cost $18.70 Unrealized +41.7%
DGII DIGI INTL INC COM 0.0%
Value ($000) $425 Shares 41,896 Est. Cost $12.26 Unrealized -13.4%
AD UNITED STATES CELLULAR CORP 0.0%
Value ($000) $391 Shares 10,200 Est. Cost $23.10 Unrealized -3.0%
IEP ICAHN ENTERPRISES LP DEPOSITRY 0.0%
Value ($000) $387 Shares 7,500 Est. Cost $58.28 Unrealized
SFL 5.75 10/15/21 SFL 5 3/4 10/15/21 0.0%
Value ($000) $385 Shares 400,000 Est. Cost $0.96 Unrealized
LIBERTY EXPEDIA HOLDINGS SER A 0.0%
Value ($000) $367 Shares 6,800 Est. Cost $39.71 Unrealized
MIC 2.875 07/15/19 0.0%
Value ($000) $360 Shares 325,000 Est. Cost $1.13 Unrealized
MBI MBIA INC 0.0%
Value ($000) $358 Shares 38,000 Est. Cost $3.71 Unrealized 0.0%
DISH NETWORK CORPORATION 0.0%
Value ($000) $358 Shares 5,700 Est. Cost $59.99 Unrealized
PDCE 1 1/8 9/15/21 0.0%
Value ($000) $342 Shares 375,000 Est. Cost $1.05 Unrealized
WELLS FARGO CV PFD L 7.500 0.0%
Value ($000) $328 Shares 250 Est. Cost $1185.20 Unrealized
NEM NEWMONT MINING CORP HOLDING CO 0.0%
Value ($000) $324 Shares 10,000 Est. Cost $14.41 Unrealized +84.5%
NFG NATIONAL FUEL GAS CO N J COM 0.0%
Value ($000) $318 Shares 5,700 Est. Cost $55.39 Unrealized +1.6%
TV GRUPO TELEVISA SA DE CV ADR (B 0.0%
Value ($000) $317 Shares 13,000 Est. Cost $27.75 Unrealized
INTEL CORP 3.25 8/1/39 144A 0.0%
Value ($000) $290 Shares 175,000 Est. Cost $1.64 Unrealized
BRSL INTERNATIONAL GAME TECH PLC SH 0.0%
Value ($000) $283 Shares 15,457 Est. Cost $12.41 Unrealized 0.0%
GNW GENWORTH FINL INC COM CL A 0.0%
Value ($000) $282 Shares 74,875 Est. Cost $3.79 Unrealized 0.0%
DESTINATION MATERNITY CORP COM 0.0%
Value ($000) $280 Shares 86,548 Est. Cost $5.17 Unrealized
LIBERTY BRAVES GROUP C 0.0%
Value ($000) $272 Shares 11,339 Est. Cost $15.24 Unrealized
AMD 2 1/8 9/1/26 0.0%
Value ($000) $263 Shares 150,000 Est. Cost $1.09 Unrealized
CORT CORCEPT THERAPEUTICS INC OC-CO 0.0%
Value ($000) $260 Shares 22,000 Est. Cost $1.80 Unrealized +504.7%
NOVADAQ TECHNOLOGIES INC COM 0.0%
Value ($000) $255 Shares 21,800 Est. Cost $11.70 Unrealized
ENVISION HEALTHCARE CORP 0.0%
Value ($000) $251 Shares 4,000 Est. Cost $61.25 Unrealized
EPC EDGEWELL PERS CARE CO 0.0%
Value ($000) $236 Shares 3,100 Est. Cost $69.28 Unrealized -3.2%
AXP AMERICAN EXPRESS CO 0.0%
Value ($000) $236 Shares 2,800 Est. Cost $60.34 Unrealized +16.5%
XYL XYLEM INC 0.0%
Value ($000) $222 Shares 4,000 Est. Cost $32.65 Unrealized +43.9%
ABT ABBOTT LABS 0.0%
Value ($000) $219 Shares 4,500 Est. Cost $36.93 Unrealized +5.3%
HC2 HLDGS INC COM 0.0%
Value ($000) $218 Shares 37,100 Est. Cost $8.43 Unrealized
NDAQ NASDAQ STOCK MARKET INC COM 0.0%
Value ($000) $214 Shares 3,000 Est. Cost $19.86 Unrealized +0.9%
SSP SCRIPPS E W CO OHIO CL A 0.0%
Value ($000) $214 Shares 12,000 Est. Cost $14.70 Unrealized 0.0%
AMERCIAN TOWER CORP 5.500 2/1 0.0%
Value ($000) $212 Shares 1,750 Est. Cost $121.14 Unrealized
TXN TEXAS INSTRUMENTS INC 0.0%
Value ($000) $208 Shares 2,700 Est. Cost $60.64 Unrealized +4.1%
SPWR 4 1/15/23 0.0%
Value ($000) $175 Shares 200,000 Est. Cost $0.88 Unrealized
MACYS INC 0.0%
Value ($000) $160 Shares 100 Est. Cost Unrealized
AVIRAGEN THERAPEUTICS INC 0.0%
Value ($000) $150 Shares 224,477 Est. Cost $1.40 Unrealized
MWA MUELLER WATER PRODUCTS INC 0.0%
Value ($000) $140 Shares 12,000 Est. Cost $9.93 Unrealized 0.0%
AGI ALAMOS GOLD INC NEW COM CL A 0.0%
Value ($000) $135 Shares 18,847 Est. Cost $3.74 Unrealized +79.0%
WEATHERFORD INTERNATIONAL PLC 0.0%
Value ($000) $128 Shares 33,000 Est. Cost $6.94 Unrealized
CLEAR CHANNEL OUTDOOR HLDGS CL 0.0%
Value ($000) $82 Shares 17,000 Est. Cost $7.44 Unrealized
COVISINT CORP 0.0%
Value ($000) $76 Shares 30,900 Est. Cost $2.46 Unrealized
GAMCO NAT RESOURCE GOLD X 0.0%
Value ($000) $69 Shares 10,169 Est. Cost $6.79 Unrealized
OPK OPKO HEALTH INC COM 0.0%
Value ($000) $66 Shares 10,000 Est. Cost $13.24 Unrealized -47.0%
GABELLI GOLD NAT RES & INCOM 0.0%
Value ($000) $59 Shares 10,621 Est. Cost $5.61 Unrealized
VEON LTD ADR 0.0%
Value ($000) $47 Shares 12,000 Est. Cost $4.08 Unrealized
COMMUNITY HEALTH SYSTEMS-CVR 0.0%
Value ($000) $9 Shares 471,530 Est. Cost $0.06 Unrealized
GULFMARK OFFSHORE INC CL A NEW 0.0%
Value ($000) $4 Shares 20,000 Est. Cost $0.35 Unrealized